Nifty is still strong, but Banknifty looks little weak today. Low VIX can lead to dull range-bound day. Time for double calendar to exploit vega differences

Jegathesan DurairajJegathesan Durairaj, a mathematician by qualification, an Ex-software professional and now a full time Risk Defined Option Writer. With his Open Book Strategies, he is the most known identity in twitter as itjegan, with huge followers. He had won Zerodha 60 Day Challenge – 10 Times round-the-clock. He is

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Market is near all-time high, VIX is down & pain is up. It can lead to dull or positive sentiment. Time for vega strategies (Double calendar)

Jegathesan DurairajJegathesan Durairaj, a mathematician by qualification, an Ex-software professional and now a full time Risk Defined Option Writer. With his Open Book Strategies, he is the most known identity in twitter as itjegan, with huge followers. He had won Zerodha 60 Day Challenge – 10 Times round-the-clock. He is

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Good long with ultra low VIX & moving up max pain indicates that market looks bullish. Keep doing put calendar as VIX is low or sell far OTM PE

myblog Jegathesan DurairajJegathesan Durairaj, a mathematician by qualification, an Ex-software professional and now a full time Risk Defined Option Writer. With his Open Book Strategies, he is the most known identity in twitter as itjegan, with huge followers. He had won Zerodha 60 Day Challenge – 10 Times round-the-clock. He

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Shorts added at the close in Nifty and Banknifty. CEs are added at 15800. Looks slightly negative though SGX is positive. Time to sell CE for expiry

Jegathesan DurairajJegathesan Durairaj, a mathematician by qualification, an Ex-software professional and now a full time Risk Defined Option Writer. With his Open Book Strategies, he is the most known identity in twitter as itjegan, with huge followers. He had won Zerodha 60 Day Challenge – 10 Times round-the-clock. He is

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