10K loss limit optimal
BacktestMulti
₹10000 loss limit optimal SL
Source: user
7K profit target hits 70.8%
BacktestLong
₹7000 profit target hits 70.8% days intraday
Source: user
9:20 vs 9:15 entry IC
TacticLong
9:20 entry vs 9:15 reduces gap-day losses
Source: user
ATM CE delta +0.50
GreeksMulti
ATM CE delta +0.50 baseline
Source: user
ATM CE up day delta +0.90
GreeksLong
ATM CE strong UP day delta jumps to ~+0.90
Source: user
ATM PE delta -0.50
GreeksMulti
ATM PE delta -0.50 baseline
Source: user
ATM PE down day delta -0.93
GreeksShort
ATM PE strong DOWN day delta jumps to ~-0.93
Source: user
ATM ±100 wings poor
RejectShort
Sell ATM with ±100 wings 60% prem cost poor win-rate
Source: user
ATM±300 short ATM±500 wing
RejectShort
Sell ATM±300 with ±500 wings 87% less premium - debunked
Source: user
Avoid event days IC
TacticMulti
Avoid IC on RBI/Fed/budget event days
Source: encyclopedia
BankNifty lot size 35
MechMulti
BankNifty lot size 35 contracts current
Source: encyclopedia
BankNifty weekly options
IndexMulti
BankNifty weekly Wed expiry
Source: encyclopedia
Batman 2x4x2 ratio condor
StrategyMulti
Batman 2x4x2 ratio condor neutral
Source: encyclopedia
Bear Call Spread credit
StrategyShort
Bear Call Spread credit limited risk reward
Source: encyclopedia
Bear Put Spread
StrategyShort
Bear Put Spread debit limited risk reward
Source: encyclopedia
Brokerage ₹20/order Zerodha
CostMulti
Zerodha ₹20 per order or 0.03% F&O
Source: encyclopedia
Bull Call Spread
StrategyLong
Bull Call Spread debit limited risk reward
Source: encyclopedia
Bull Put Spread credit
StrategyLong
Bull Put Spread credit limited risk reward
Source: encyclopedia
Call Butterfly 1x2x1
StrategyMulti
Call Butterfly 1x2x1 narrow profit zone
Source: encyclopedia
Call Calendar Spread
StrategyMulti
Call Calendar Spread sell near + buy far
Source: encyclopedia
Call Ratio 1x2 Spread
StrategyMulti
Call Ratio 1x2 Backspread bullish
Source: encyclopedia
Cash Secured Put
StrategyLong
Cash Secured Put cash for assignment short OTM put
Source: encyclopedia
Charm delta decay over time
GreeksMulti
Charm delta decay per day
Source: encyclopedia
Collar zero cost
StrategyMulti
Collar long stock + short call + long put
Source: encyclopedia
Color gamma decay over time
GreeksMulti
Color gamma decay over time
Source: encyclopedia
Config ₹90000/lot conservative
CostMulti
Config ₹90000/lot 1 lot ~₹1.5L capital
Source: user
Covered Call income
StrategyLong
Covered Call long stock + short OTM call
Source: encyclopedia
Delta directional sensitivity
GreeksMulti
Delta dS price change per ₹1 underlying
Source: encyclopedia
Diagonal Call Spread
StrategyMulti
Diagonal Call Spread different strikes + months
Source: encyclopedia
Diagonal Put Spread
StrategyMulti
Diagonal Put Spread different strikes + months
Source: encyclopedia
Double Condor
StrategyMulti
Double Condor two iron condors stacked
Source: encyclopedia
Double Fly
StrategyMulti
Double Fly two iron flies different strikes
Source: encyclopedia
EOD email P&L automation
TacticLong
EOD email P&L automation Yashpal V5
Source: user
FinNifty weekly Tue expiry
IndexMulti
FinNifty weekly Tue expiry NSE
Source: encyclopedia
Friend's long straddle loses
RejectShort
Friend's long straddle on liquid Nifty - debunked
Source: user
GST on brokerage 18%
CostMulti
GST 18% on brokerage
Source: encyclopedia
Gamma delta-of-delta
GreeksMulti
Gamma rate of change of delta convexity
Source: encyclopedia
Hedge against gap-down PE buy
TacticMulti
Hedge gap-down days extra OTM PE buy
Source: encyclopedia
Hedge against gap-up CE buy
TacticMulti
Hedge gap-up days extra OTM CE buy
Source: encyclopedia
IC ATM±100 wings poor win
StrategyShort
IC ATM±100 wings 60% prem cost poor win-rate
Source: user
IC ±300/600 ratio mixed
StrategyMulti
IC ATM±300 short ATM±600 wing collected 87% less prem
Source: user
IV percentile rank
IVMulti
IV percentile rank vs 1-year history
Source: encyclopedia
IV vs HV ratio
IVMulti
IV vs HV ratio premium-rich vs cheap
Source: encyclopedia
Iron Condor +-500 Yashpal V5
StrategyMulti
IC ±500 Yashpal Mode B unified strategy
Source: user
Iron Condor +-700 best risk-adj
StrategyMulti
IC ±700 best risk-adjusted profile per testing
Source: user
Jade Lizard call short
StrategyMulti
Jade Lizard short call spread + naked put
Source: encyclopedia
Live MIS margin ~₹76130/lot
CostMulti
Live MIS margin ~₹76130/lot ±500 IC Zerodha
Source: user
Long Combo synthetic stock
StrategyLong
Long Combo synthetic long stock long call + short put
Source: encyclopedia
Long Iron Condor
StrategyMulti
Long Iron Condor inner spread short outer wings long
Source: encyclopedia
Long Iron Fly
StrategyMulti
Long Iron Fly ATM straddle + wider OTM wings
Source: encyclopedia
Long Straddle volatility
StrategyMulti
Long Straddle ATM CE+PE big-move bet
Source: encyclopedia
Long Strangle cheaper big move
StrategyMulti
Long Strangle wider OTM cheaper bigger move req
Source: encyclopedia
March hardest month
BacktestShort
March hardest avg range ~286 pts widest moves
Source: user
Married Put = Protective Put
StrategyLong
Married Put = Protective Put long stock + long put
Source: encyclopedia
Midcap Nifty weekly Mon
IndexMulti
Midcap Nifty weekly Mon expiry
Source: encyclopedia
Naked short futures inferior
RejectShort
Naked short futures profitable but far inferior to IC
Source: user
Nifty 50 monthly last Tue
IndexMulti
Nifty 50 monthly options last Tuesday
Source: encyclopedia
Nifty 50 weekly options
IndexMulti
Nifty 50 weekly options Tue expiry NSE
Source: encyclopedia
Nifty Next 50 monthly
IndexMulti
Nifty Next 50 monthly options
Source: encyclopedia
Nifty lot size 75
MechMulti
Nifty lot size 75 contracts current
Source: encyclopedia
Position sizing 1 lot ₹1.5L cap
TacticMulti
Position size 1 lot ₹1.5L conservative
Source: user
Premium-based STT only Sep 2024
MechLong
Premium-based STT only Sep 2024 reform
Source: encyclopedia
Protective Put insurance
StrategyLong
Protective Put long stock + long ATM put
Source: encyclopedia
Protective puts/calls cost
RejectShort
Protective puts/calls premium cost > benefit
Source: user
Put Butterfly 1x2x1
StrategyMulti
Put Butterfly 1x2x1 narrow profit zone
Source: encyclopedia
Put Calendar Spread
StrategyMulti
Put Calendar Spread sell near + buy far
Source: encyclopedia
Put Ratio 1x2 Backspread
StrategyMulti
Put Ratio 1x2 Backspread bearish
Source: encyclopedia
Reverse Jade put short
StrategyMulti
Reverse Jade Lizard short put spread + naked call
Source: encyclopedia
Rho interest rate
GreeksMulti
Rho change in price per 1% rate change
Source: encyclopedia
Roll on tested wing
TacticMulti
Roll IC wing if tested halfway through DTE
Source: encyclopedia
SEBI lot size revision Nov 2024
MechMulti
SEBI lot size revision Nov 2024 weekly options
Source: encyclopedia
SEBI weekly index expiry 1/exch
MechMulti
SEBI weekly index expiry one per exchange
Source: encyclopedia
STT on intrinsic 0.125% expiry
MechShort
STT 0.125% intrinsic ITM expiry STT trap
Source: encyclopedia
STT on premium 0.05% sell
MechMulti
STT 0.05% sell side options premium
Source: encyclopedia
Sensex BSE weekly Tue expiry
IndexMulti
Sensex weekly Tue expiry BSE
Source: encyclopedia
Sensex lot size 20
MechMulti
Sensex lot size 20 contracts BSE
Source: encyclopedia
Short Iron Fly
StrategyMulti
Short Iron Fly ATM straddle short + wider OTM long
Source: encyclopedia
Short Straddle ATM
StrategyShort
Short Straddle ATM CE+PE high IV expiry
Source: encyclopedia
Short Strangle wider OTM
StrategyMulti
Short Strangle wider strikes lower delta
Source: encyclopedia
Skew put vs call IV
IVMulti
Volatility skew put IV > call IV typical
Source: encyclopedia
Speed gamma decay
GreeksMulti
Speed gamma rate of change of gamma
Source: encyclopedia
Square off ITM before expiry
MechLong
Square off ITM options before expiry STT trap
Source: encyclopedia
Stamp duty 0.003% buy
CostMulti
Stamp duty 0.003% buy side options
Source: encyclopedia
Stop on individual leg breach
TacticLong
Stop on individual leg if breach >2x premium
Source: encyclopedia
Strike interval BankNifty 100
MechMulti
BankNifty strike interval 100
Source: encyclopedia
Strike interval Nifty 50
MechMulti
Nifty strike interval 50 ITM/ATM/OTM
Source: encyclopedia
Theta max ATM near expiry
GreeksMulti
Theta highest ATM as expiry nears
Source: encyclopedia
Theta time decay
GreeksShort
Theta time decay per day
Source: encyclopedia
Trailing SL after profit
TacticLong
Trailing SL after partial profit lock
Source: encyclopedia
VIX > 20 elevated entry
IVMulti
India VIX > 20 elevated risk premium
Source: encyclopedia
VIX India volatility index
IVMulti
India VIX implied volatility Nifty
Source: encyclopedia
Vanna delta vs vol
GreeksMulti
Vanna second-order delta vs vol cross
Source: encyclopedia
Vega max ATM
GreeksMulti
Vega maximum at ATM strikes
Source: encyclopedia
Vega volatility sensitivity
GreeksMulti
Vega change in price per 1% IV change
Source: encyclopedia
Volga vega vs vol
GreeksMulti
Volga second-order vega vs vol cross
Source: encyclopedia
Wednesday best IC day
BacktestLong
Wednesday smallest avg range ~179 pts best IC
Source: user
Wing-then-sell paired sequence
TacticLong
Wing-then-sell paired sequence margin recognition
Source: user
Yashpal Mode B beats Mode A
BacktestMulti
Mode B IC500 beats Mode A on most metrics
Source: user
~65% days range <200 pts
BacktestLong
~65% Nifty days range under 200 pts
Source: user
~73% days gap >50 pts
BacktestShort
~73% days gap more than 50 pts either way
Source: user
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.