Nifty-Bank Nifty options trading strategies

Trading Plan Update — Autumn 2026 Strategy & Capital Rebalancing Portfolio Review: Strategic Allocations, Lot Re-sizing & Structural Risk Revisions Over the course of the first seven months of FY 2026–27, market volatility regimes and evolving index liquidity required continuous calibration across systematic trading systems.  1. Key Portfolio Rebalances at a Glance Capital Scaling to ₹2.65 Crore: Base capital allocation expanded from the initial ₹1.93 Crore (April baseline) to ₹2.55 Crore (late summer), and now stands at ₹2.65 Crore following October risk rebalancing. Nifty 10 Delta Derisking & Rebalancing: When historical drawdown thresholds were breached in the Nifty 10 Delta Strangle , it was discontinued.  Nifty 5 Point strategy were reintroduced. This keeps target absolute returns and risk curves balanced. Multi-Slot Sensex Adjustments: The Sensex Adjustment Strategy was expanded into a staggered two-tranche engine: 12 lots at 09:22 AM ...

Entry: To be taken 17 trading days before expiry day (expiry day to be excluded). Please exclude any trading holidays also while counting 17 trading days Instrument: Sell a Nifty Monthly PUT rounded to near by 100 which is away from ATM by 1.5 times the combined premium of ATM CE + PE monthly option on the entry day e.g. Say Nifty ATM on day of entry is 16400 and the combined premium of 16400 Monthly PE and CE option is 700. Then 700 *1.5 = 1050. 16400 - 1050 = 15350 so we can either sell 15300 or 15400 Nifty monthly PUT. Stop-Loss : 100 points. E.g. if the Nifty PUT was sold at 70 and the price reaches 170, position has to be exited Exit : Whenever the PUT's premium reaches below Rs. 5 or on monthly expiry day at 1520  Slippage: 0% Capital Needed: At entry time a capital of 65-70 k is needed to trade 1 lot. In case the option starts going towards ATM, capital needed might go to 1 Lakh for same.  Back testing & Actual profit/Loss (Updated as of 26 Nov 2022) Back testing...