Hedged strategy

todays positions

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The time of executing all the trades are same ? What is the strategy ? Kindly put it in words. What will happen to your options position if Nifty breaches 9900 or 10300 ? You will continue to hold them or buy an OTM option in the direction of the movement ?

There are two sets of positions.

  1. Short Oct Future and short Puts
  2. Long Sept Future and Short Calls.

You can take any one of the above. First one is market movement is sideways to negative. We should take one set of positions same time. Keeping 100 points at least. Means if spot is at 10100 short futures and 10000 puts. If you keep till expiry and if it closes between 10100 and 10000 you will be in profit in both the positions of this strategy.

Second one is for sideways to positive.

I tried to exit in profit in both the legs of each strategy. But timing went wrong exited with profit at the end. If we take both strategies then it is completely neutral for futures and 200 points range for options. Since we are in Bull market I am expecting to make money on profit booking dips in Futures and Calls short. and add to puts.

If we have Open interest and Futures Premium as indicators then we can make good profits by exiting at right time.

We can use this for sideways market. Since Market at life time high and negative cues we can’t expect market to fly in the near term. Only liquidity is driving it up.

This strategy should be used when 15 days to expiry.

@BharatW. I’m not able to see this posting in the list. Only accessible through notifications. Please check

@haribabu, Are you able to view it now? This question was in the Algos category, it has now been moved to the general category.

Yes. ok. thank you.

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why I took Oct Future long is i will add one more lot if market falls and sqff Calls short based on market conditions. keep Future till Oct.