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Hi Dear all,wonderful input. I have developed a theme on the subject and doing back testing before sharing.Last 5 months data being used.So far I got 0% success. I shall try to integrate all the logical inputs.
Dear Friends,
U can add also…
Nifty50 Weightage – stocks
Mr. Rafik,
Can you explain us in detail, how to add premium decay and IV expiry for intraday.
To
saraldeyDelta is another way of expressing the probability of an option expiring
in-the-money. This makes sense because an ATM call option has a Delta of
0.5; i.e., 50%, meaning a 50% chance of expiring ITM. A deep ITM call will
have a Delta of near 1, or 100%, meaning a near 100% chance of expiration
ITM. A very out-of-the-money call option will have a Delta of close to zero,
meaning a near zero chance of expiring ITM.
Delta can be interpreted both in terms of the speed of the position and
the probability of an option expiring ITM. Some advanced traders like to
trade with the sum of their portfolio Delta at zero, otherwise known as Delta-
Neutral trading. This is by no means a risk-free method of trading, but it is a
style that enables profits to be taken regardless of the direction of market
movement. However, this is only really suited to professional-style traders
who have the very best technology solutions and a lot of experience.
Thank YouTo
arshitt
I am sharing a pdf where you can get some idea about your query ..
This is completely for learning purpose
https://drive.google.com/file/d/1_-aTQ0a4R6ABaono5Nu_5EwcJRSw7sR7/view?usp=sharing
Thank YouI want to find out intraday reversal point,If u look at niti sir’s option trade screenshot sir is entering the trade in exactly reversal point.
I am making my own IV trading system setup if any inputs anyone want to give please share it here
I m considering below points:
Premium decay
IV correlation
Option chain volume and OI
India vic correlation
Option chain probability (I need this excel sheet)
Support and resistanceIf I m missing anything please let me know guys
It’s difficult to find for intraday but you can find it by doing technical analysis shared by Krishna123 above
For intraday u can find it by premium decay and IV of same day expiryDelta shows that if index or stock price move up or down then how much premium will increase of that strike price for eg.
If I bought 11300 CE and delta of that strike price is 0.5 that means if nifty move above 1 rupee then my premium will be increase by 0.5 paise
Correct me if I am wrong Nitin sirhttps://www.youtube.com/watch?v=KuVk36shpX0&list=PLA_3IDDrNPSFrh5VccrmODbfc7gq9DJmt&index=3&t=1s
Would suggest you to go through above “YT Video” by Nitin Sir,there is full palylist for OPTION Greeks by Nitin Sir…1.premium decay analysis
2.fibonacci retracement
3.long term support and resistance
4.option chain analysis weekly and monthly also
5.divergence
6.candlestick pattern
I’m doing these analysis for finding reversal point
