I have taken this trade today the first day of the June Series
SELL 60000 CE @ 65.45
SELL 51000 PE @ 60
This is a delta Neutral Strategy with 1.5 ratio , 4 lots of Put to 6 Lots of call.
Total premium per set = 125.
Expecting 50% decay in about 10 days as there are no big events on the horizon, having said that this is a naked trade, so either hedge with 50% value strikes on either leg or keep enough margin to do the adjustments in the coming days
SELL 60000 CE @ 65.45
SELL 51000 PE @ 60
This is a delta Neutral Strategy with 1.5 ratio , 4 lots of Put to 6 Lots of call.
Total premium per set = 125.
Expecting 50% decay in about 10 days as there are no big events on the horizon, having said that this is a naked trade, so either hedge with 50% value strikes on either leg or keep enough margin to do the adjustments in the coming days
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.