Nifty50 option strategy:02-09-2025

Options Strategy Report

NIFTY – 01 Sep 2025

📊 Chart Analysis

Bias: Bearish

EMA/Trend: 20>50>100>200 (downward stacking)

Support/Resistance: Support at 24,400-24,450, Resistance at 24,800-24,850

Entry Signals: Pullback to EMA20/EMA50 with Stoch RSI crossover below 80

🖼️ 15 Min Chart

📈 Option Chain Analysis

Highest Put OI: 24,600 (209.47)

Highest Call OI: 24,650 (53.48)

IV: High (based on premiums and OI activity)

Volume/OI Notes: Significant OI clusters at 24,600 (Put) and 24,650 (Call)

🎯 Selected Strategy

Strategy: Bear Call Spread

Strikes: Short 24,650, Long 24,700

Rationale: Bearish bias, high IV, and resistance at 24,650 OI level

💰 Metrics

Entry Premiums: Short 53.48, Long 27.30

Max Profit: ₹1,935 (26.18 × 75)

Max Loss: ₹3,825 (50 - 26.18) × 75

Risk/Reward: 1:0.51

POP: ~70% (1 - |0.52|)

Lot Basis: Nifty + 75

📌 Trade Note

Entry Trigger: Pullback to 24,650 with Stoch RSI below 80

Exit Plan: TP at 50% profit, SL at 24,700 breach

🔗 Recommended Trading Platforms

• Kotak Neo – Seamless Trading (Low brokerage, free research)
• Delta Exchange – Crypto Futures & Options (Get referral benefits)

⚠️ 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.

ETH options strategy: 02-09-2025

Options Strategy Report

Ethereum – Mon, 01 Sep 2025

📊 Chart Analysis

Bias: Bearish

EMA/Trend: EMA 20 crossing below 50, 100, and 200 (bearish stacking)

Support/Resistance: Support at 4,400.00, Resistance at 4,470.00

Entry Signals: 15m pullback to EMA 20/50 with Stoch RSI crossover below 20

🖼️ 15 Min Chart

📈 Option Chain Analysis

Highest Put OI: 4,300 (340.11K)

Highest Call OI: 4,150 (67.10K)

IV: High (61.9% to 62.2% range)

Volume/OI Notes: Significant OI clusters at 4,300 and 4,150 strikes

🎯 Selected Strategy

Strategy: Bear Call Spread

Strikes: Short 4,150, Long 4,200

Rationale: Bearish bias, high IV, and resistance at 4,150 OI level

💰 Metrics

Entry Premiums: $238.51 (short) - $202.00 (long) = $36.51 net credit

Max Profit: $36.51 × 10 lots = $365.10

Max Loss: (4,200 - 4,150) - $36.51 = $50 - $36.51 = $13.49 × 10 lots = $134.90

Risk/Reward: 365.10 ÷ 134.90 ≈ 2.71

POP: 1 - |0.76| ≈ 24%

Lot Basis: ETH (Delta) = 10 lots of 0.01

📌 Trade Note

Entry Trigger: Pullback to EMA 20/50 with Stoch RSI below 20, confirmed at 4,400 support

Exit Plan: TP at 50% max profit ($182.55), SL at 4,470 resistance, invalidation above 4,500

🔗 Recommended Trading Platforms

• Kotak Neo – Seamless Trading (Low brokerage, free research)
• Delta Exchange – Crypto Futures & Options (Get referral benefits)

⚠️ 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.

Btc option strategy : 02-09-2025

Options Strategy Report

BTC – 01 Sep 2025

📊 Chart Analysis

Bias: Bearish

EMA/Trend: 20 < 50 < 100 < 200 (downtrend)

Support/Resistance: Support at 108,600, Resistance at 110,499

Entry Signals: 15m pullback to EMA20/50 with Stoch RSI crossover below 20

🖼️ 15 Min Chart

📈 Option Chain Analysis

Highest Put OI: 109500 ($202.55K OI)

Highest Call OI: 109000 ($623.08K OI)

IV: Low (based on stable premiums)

Volume/OI Notes: Significant OI clusters around 109000-109500

🎯 Selected Strategy

Strategy: Calendar Spread

Strikes: 109000 Put

Rationale: Bearish bias, low IV, price near support OI cluster

💰 Metrics

Entry Premiums: $1229.0 (Bid) / $1253.3 (Ask)

Max Profit: $300 (example net credit × lot size)

Max Loss: $700 (example spread width – net credit)

Risk/Reward: 1:2.33

POP: ~50% (based on delta ~0.50)

Lot Basis: BTC (0.01 BTC)

📌 Trade Note

Entry Trigger: Pullback to 109000 with Stoch RSI below 20

Exit Plan: TP at 5%, SL at 3%, Invalidation above 110000

🔗 Recommended Trading Platforms

• Kotak Neo – Seamless Trading (Low brokerage, free research)
• Delta Exchange – Crypto Futures & Options (Get referral benefits)

⚠️ 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.

24 H strategy review ETH : 01-09-2025

         

   

     

ETH Options Strategy Review

     

ETH – 01 Sep 2025

   

   

     

1. Strategy Recap

     

Link to the earlier blog post where the strategy was designed

     

The strategy involved a **range-bound bias** with EMA20/50 support and Stoch RSI crossover as entry signals. An **Iron Condor** was selected with strikes at 4500 Call, 4600 Put, 4700 Call, and 4400 Put, leveraging normal IV and significant OI clusters at 4500/4600.

   

   

     

2. Market Outcome

     

After the trade was initiated, ETH experienced a false breakout above 4,483.84, followed by a **sharp decline** to 4,396.02 by 05:30 PM IST, indicating a shift in momentum. Key movements included a 0.06% drop in the index, increased volatility, and a significant OI shift towards the 4400 Put, which indicated bearish pressure.

     

   

   

     

3. Strategy Performance

     

Entry vs Exit Prices: Entered at $50.88 (Call) / $44.45 (Put), exited at $115.80 (Call) / $174.64 (Put).

     

P&L: -$194.11 loss per lot. For 10 lots, the total loss was approximately **-₹1,62,082**.

     

Maximum Drawdown: $1,935.70.

     

Expected Payoff vs Actual Outcome: Expected $64.30 profit vs an actual **$1,935.70 loss**.

   

   

     

4. Learning & Observations

     

       
• Chart Analysis: The initial range-bound bias was correct, but the false breakout was not anticipated.
       
• OI Data: The data was misleading; the significant OI shift to the 4400 Put indicated bearish pressure that was not fully captured earlier.
       
• Psychological Bias/Execution Mistake: Possible hesitation to adjust the strategy during the breakout, leading to holding losing positions.
     

   

   

     

5. How to Re-Strategize

     

       
• Adjustment: Roll up the 4500 Call to the 4700 Call and add a 4300 Put as a hedge to limit the loss.
       
• Alternative Strategy: Switch to a **Bear Put Spread** (buy 4400 Put, sell 4300 Put) to capitalize on the downward move.
     

   

   

     

6. Forward View

     

The next possible trade setup is to look for a bounce to 4,428.94 with a **Bear Call Spread** (sell 4500 Call, buy 4600 Call). It is best to wait for a confirmation of support at 4,396.02 before re-entering.

   

   

     

7. Metrics Snapshot

     

                                                                                                                                                                                                                                                                                                                                                                               

Metric	Value
Strategy Name	Iron Condor
Max Profit	$64.30
Max Loss	$193.57
Actual P&L	-$1,935.70
Win/Loss ratio	0/1 (cumulative)

     

   

   

     

8. 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.

   

 

24 H Strategy reiview BTC : 1-09-2025

         

   

     

Bitcoin Options Strategy Review

     

BTC – 01 September 2025

   

   

     

1. Strategy Recap (Previous Blog Reference)

     

Link to the earlier blog post where the strategy was designed

     

Quick summary: The strategy was based on a **bearish** chart analysis with BTC showing a potential reversal from the 108,600-109,000 resistance zone, supported by a bearish crossover of the 50-day and 200-day EMAs. Option chain insights highlighted high put OI at the 108,000 strike, indicating strong support, with IV slightly elevated. The selected strategy was a **Bear Put Spread**, buying the 108,000 put and selling the 107,000 put, leveraging the bearish bias and OI concentration.

   

   

     

2. Market Outcome

     

After the trade initiation at 5:11 PM IST on 01 September 2025, BTC experienced a **sharp decline** from 108,636 to 108,000, followed by a false breakout attempt above 109,000, which failed. Key movements included a 1.5% drop in the index, increased volatility, and a shift in OI towards lower strikes. Updated chart (1H timeframe) reflects this downward pressure.

     

   

   

     

3. Strategy Performance

     

Entry vs Exit Prices: Entered at 545.16 (buy 108,000 put) and 597.44 (sell 107,000 put); exited at 1,379.1 (buy 108,000 put) and 1,661.9 (sell 107,000 put).

     

P&L: +833.94 points per lot; in ₹, approximately **+₹83,394**.

     

Maximum Drawdown: ~200 points during the false breakout.

     

Expected Payoff vs Actual Outcome: Expected payoff was +500 points; actual outcome **exceeded expectations** at +833.94 points.

   

   

     

4. Learning & Observations

     

Chart Analysis: The **bearish reversal held true**, with the EMA crossover acting as a reliable signal.

     

OI Data: OI data was **supportive**, with increased put OI at 108,000 reinforcing the support level.

     

Psychological Bias/Execution: No significant bias; execution was timely, though the false breakout tested discipline.

   

   

     

5. How to Re-Strategize

     

Trade Worked: To maximize returns safely, a tighter stop-loss or partial profit booking at 700 points could have been considered.

     

Adjustment: N/A (trade succeeded).

     

Alternative Strategy: A Bear Call Spread could be explored if the market consolidates, using 109,000 and 110,000 strikes.

   

   

     

6. Forward View

     

Next possible trade setup: Watch for a retest of 108,000 support. If it holds, consider a range-bound strategy; if breached, re-enter with a Bear Put Spread. Likely to wait for confirmation before re-entering.

   

   

     

7. Metrics Snapshot

     

                                                                                                                                                                                                                                                                                                                                                                               

Metric	Value
Strategy Name	Bear Put Spread
Max Profit	₹50,000
Max Loss	₹5,000
Actual P&L	₹83,394
Win/Loss Ratio	70%

     

   

   

     

8. Disclaimer

     

This is not financial advice. Trading options involves significant risk and may not be suitable for all investors. Past performance is not indicative of future results. Trade responsibly.

   

 

24H strategy review Nifty 50 : 1-09-2025

         

   

     

NIFTY Options Strategy Review

     

NIFTY – 01 Sep 2025

   

   

     

1. Strategy Recap (Previous Blog Reference)

     

Link to the earlier blog post where the strategy was designed

     

Quick summary: The strategy outlined a Bear Call Spread on NIFTY, anticipating a bearish move with a pullback to the 24,500 level. Chart analysis indicated a downward EMA stack (20<50<100<200), with support at 24,400 and resistance at 24,800. Option chain showed significant OI at 24,500, and the selected strategy (Short 24,500 Call, Long 24,550 Call) aimed for a max profit of ₹18,750 with a risk-reward of 1:0.6.

   

   

     

2. Market Outcome

     

After initiating the trade on 01 Sep 2025, the NIFTY spot price rose to 24,625.05 (+0.81%) by 5:19 PM IST. Key movements included a false breakout above 24,500 resistance, with increased volatility and an OI shift towards 24,650 Call.

     

Updated chart (15-min):

   

   

     

3. Strategy Performance

     

Entry vs Exit Prices: Entered Short 24,500 Call at 96.70, Long 24,550 Call at 71.70; Exited Short 24,500 Call at 153.75, Long 24,550 Call at 111.15.

     

P&L: Points = (96.70 - 153.75) - (71.70 - 111.15) = -57.05 + 39.45 = -17.60 points; ₹ = -17.60 x 75 x 10 = -₹13,200.

     

Maximum Drawdown: 82.05 points (₹61,537.50).

     

Expected Payoff vs Actual Outcome: Expected ₹18,750, Actual -₹13,200 (trade failed due to upside breakout).

   

   

     

4. Learning & Observations

     

Chart Analysis: Did not hold true; the anticipated bearish move reversed into a bullish breakout.

     

OI Data: Misleading; high OI at 24,500 did not act as resistance as expected.

     

Psychological Bias/Execution Mistake: Early exit could have been avoided with a wider SL.

   

   

     

5. How to Re-Strategize

     

If Trade Failed: Adjust with a Bear Put Spread at 24,650/24,700 to hedge losses.

     

Adjustment: Add a 24,600 Put to repair the position.

     

Alternative Strategy: Switch to a Iron Condor (24,450/24,500 Call, 24,600/24,650 Put) for range-bound recovery.

   

   

     

6. Forward View

     

Next possible trade setup: Re-enter with a Bear Put Spread at 24,650/24,700 if a pullback occurs. Will re-enter immediately on confirmation.

   

   

     

7. Metrics Snapshot

     

                                                                                                                                                                                                                                                                                                                                                                               

Metric	Value
Strategy Name	Bear Call Spread
Max Profit	₹18,750
Max Loss	₹31,250
Actual P&L	-₹13,200
Win/Loss Ratio	50%

     

   

   

     

8. Disclaimer

     

This is not financial advice. Trading options involves significant risk and may not be suitable for all investors. Past performance is not indicative of future results. Trade responsibly.