Strangle Nifty - VIX Lowest in 2.5 Years

man4urheart

Well-known member
#1
Alchemist wanted to check your thoughts on Nifty strangle for August expiry which can capture 10% swing on either side.

Formation will cost 1000 Rs on lot of 50 for nifty, marked in Red on the image!



and VIX chart where you can see the lowest level.

 

Alchemist

Administrator
Staff member
#2
Alchemist wanted to check your thoughts on Nifty strangle for August expiry which can capture 10% swing on either side.
You can try your luck as there isn't much to lose. :D.

4800 and 5600 are unlikely to be breached in next 1 month except if something dramatic happens in Europe.

An increase in volatility may lead to increase in option prices but I doubt that one can make any significant amount of money that way; at least not from a single strangle.
 
Top