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Weekly Option Spread Trade
Short Put Ratio (Front spread) Bank Nifty Index Spread
12th to 16th August 2016
Longer Term Technical Analysis
• Bank Nifty has high low range on weekly bars and 5 bar ATR around 490-650 range
• We can use 600 range as a guide to implement weekly expiry option spread trade
Intermediate Term Technical Analysis
• 1 quarter regression VS 1 quarter price average indicates Bank Nifty to be trading in a Uptrend
Option Spread Greek Management (Trade Management)
Short Term Technical Analysis (Trade Management)
Short Term Technical Analysis (Trade Management)
Intuition
• No
Review
• After Extended Holiday I banked on the credit I received
• It was a good trade• On 12th When BNF pulled back I got into the
position, this is something which I should do often using counter trend moves to establish positions
• Over to next expiry next week