Can anyone suggest that in calendar spread strategy between near month and next month of NIFTY futures, how much is the spread difference on the expiry of the futures contract? I have seen it ranges from 48 points and on expiry it is nearly 20 points. Is it valid?
The spread of the nifty futures current month contract and next month contract deceases to (15-20) points on expiry? Is it valid?
Empirically yes, 20-40 point range between current month and mid month seems valid.
Thanks Mr. Karthik for suggesting. So it would be quite good if i make a spread at 40-45 points and on expiry it is down to 20 points nd i make sum 20 points profit from it. Can u suggest some more scrips across various segments where there would be some opportuinity of calender spreads.