Hello Trader, I am Vaibhav Barge, Chief Strategist, Trainer & Trader
10 Years of experience in STOCK MARKET, 8 Years in OPTIONS TRADING.
Trainer at DERIVATIVE TRADING ACADEMY, Trained more than 10,000 traders.
Developed multiple options strategy through out the experience.
Having 4 LIVE ALGO strategy at ALGOBULL’S Market Place, soon new strategy will be added.
Logic behind strategy is all about MATHEMATICS that is IMPLIED VOLATILITY & OPTION GREEK VEGA.
BUY OPTION ALGO STRATEGY
It will deploy when Market Implied Volatility in increasing.
So whenever IV(Implied Volatility) increase then OPTION GREEK VEGA increase.
When VEGA increase then Option Premium increase.
So when IV increase option buying strategy probability of profit is very high.
It is INTRADAY strategy so TIME DECAY OR THETA will not affect at all as VEGA is strong.
SELL OPTION ALGO STRATEGY
It will deploy when Market Implied Volatility in decreasing.
So whenever IV(Implied Volatility) decrease then OPTION GREEK VEGA decrease.
When VEGA decrease then Option Premium decrease.
So when IV decrease option SELLING strategy probability of profit is very high.
It is INTRADAY strategy so TIME DECAY OR THETA is in OPTIONS SELLER favor.
MARKET VOLATILITY
HIGH VOLATILE following strategy will deploy.
BANKNIFTY BUY OPTION STRATEGY
BANKNIFTY DAILY VOLATALITY IS 1.65%
BANKNIFTY HIT RATIO 43%
LESS VOLATILE
NIFTY SELL OPTION STARTEGY
NIFTY DAILY VOLATALITY IS 1.15%
NIFTY HIT RATIO 67%
WORK WITH BOTH STRATEGY TO GET CONSISTENT RESULT