Options Strategy Report
ETH – Wed, 03 Sep 2025
📊 Chart Analysis
Bias: Bearish
EMA/Trend: 20<50<100<200 (downtrend)
Support/Resistance: Support at 4352.63, Resistance at 4431.91
Entry Signals: 15m pullback to EMA20/50 with Stoch RSI crossover near oversold (<20)
🖼️ 15 Min Chart
ETH 15-minute chart showing bearish signals
📈 Option Chain Analysis
Highest Put OI: 4400 (OI: $4.77K)
Highest Call OI: 4400 (OI: $5.75K)
IV: High (implied from premium levels)
Volume/OI Notes: Significant OI clusters at 4400, moderate volume at 4380
🎯 Selected Strategy
Strategy: Bear Call Spread
Strikes: Sell 4400 Call, Buy 4420 Call
Rationale: Bearish bias, high IV, and resistance at 4400 OI level
💰 Metrics
Entry Premiums: Sell 4400 Call at $114.53, Buy 4420 Call at $104.04
Max Profit: $1050 (Net Credit × Lot Size: ($114.53 - $104.04) × 0.1 ETH)
Max Loss: $170 (Spread Width – Net Credit: 20 - 10.49)
Risk/Reward: 1:6.15
POP: ~54% (1 - |Delta of short strike 0.46|)
Lot Basis: ETH + 0.1 ETH
Risk Level:
📌 Trade Note
Entry Trigger: Pullback to EMA20/50 with Stoch RSI <20, confirm near 4400 resistance
Exit Plan: TP at 50% max profit, SL at 20% max loss, invalidate above 4420
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⚠️ Disclaimer
Options trading involves significant risk and is not suitable for every investor. Please ensure you understand the risks involved and consult with your financial advisor before participating. As per SEBI guidelines, past performance does not guarantee future results. Trade responsibly.
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