Expiry Trade

1. Weekly Option Spread Trade
Short Put Ratio (Front spread) Bank
Nifty Index Spread
12th to 16th August 2016

2. Longer Term Technical Analysis

3. • 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

4. Intermediate Term Technical Analysis

5. • 1 quarter regression VS 1 quarter price
average indicates Bank Nifty to be trading in a
Uptrend

6. Option Spread Greek Management
(Trade Management)

7. Short Term Technical Analysis (Trade
Management)

8. Short Term Technical Analysis (Trade
Management)

9. Intuition
• No

10. 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