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Sell Call Sell a Call Option Receive Required
Bearish
* If the stock will not go down - that Make money even if you are slightly
is i) stays still, ii) small or big upmove Very high loss if market
wrong, that is the stock moves
or iii) a very small downmove crashes
down a bit
* Avoid selling when IV is low
* When the stock stays still and * Make money if nothing happens High loss if market
expires near the sell option strike. * Delta Neutral – Immune to small moves a lot in one
* Avoid trending markets moves direction
* Avoid selling low IV
* Delta Neutral – Immune to small
* If the stock will stay still and expire moves High loss if market
between the call and put strike. * Make money if nothing happens moves a lot in one
* Avoid trending markets * Higher margin of safety compared direction
* Avoid selling low IV to straddle
* If the stock will stay still and expire * Delta Neutral – Immune to small
between the call and put strike moves None
* Avoid trending markets * Make money if nothing happens
* Avoid selling low IV * Limited loss
* Low probability of
success
* When the stock is going to move * High loss if the stock
big in one direction Big upside if there is a Breakout stays rangebound
* Avoid buying high IV * High Vega and Theta
Risk
* Low probability of
success
* When the stock is going to move * High loss if the stock
big in one direction Big upside if there is a Breakout stays rangebound
* Avoid buying high IV * High Vega risk and
Theta Risk
* When the stock is going to move * Lower premium than straddle Low Probability of
big in one direction * Low Vega risk and theta risk Success
* Avoid buying high IV
* When the stock is going to move * Lower premium than straddle Low Probability of
big in one direction * Low Vega risk and theta risk Success
* Avoid buying high IV
Time & Volatility Max Loss Max Profit Link
* Gains if IV goes up
*nLoses time value Premium Very High https://web.sensibull.com/optionsStrategiesList/buyCall
every day
Premium
goes up
* loses if IV goes up
goes up
* Gains if IV goes up
Premium
goes up
* Loss if IV goes up
goes up
* Loses if IV goes up
* Gains time value Call Premium +
every day Very High Put Premium
https://web.sensibull.com/optionsStrategiesList/sellStrangle
* Loses if IV goes up
goes up premium
premium
goes up
* Gains if IV goes up
* Gain if IV goes up
goes up received
Strike price of
* Loses time value short call -
every day Net Premium strike price of
* Gains slightly if IV
https://web.sensibull.com/optionsStrategiesList/longIronCondor
long call -
goes up premium
SL No Factor
1 Nasdaq Composite Index with movement of Index
2 Dow Jones Industrial Average
3 S&P 500
4 Europian Market
5 Asian Market
6 SGX Nifty
7 Crude Oil
8 Global Market vs Indian Market - Any trigger
9 FII and DII activity
10 India VIX
11 ADR of HDFC, Infy, TCS and other important stocks
12 Event and importance of the event - any Expected outcome of the event?
13 Nifty and Bank Nifty Max Pain
14 Open Interest Analysis - Highest Put and Highest Call levels
15 F&O Stock Analysis
How to Check Link
Investing.com https://in.investing.com/indices/nasdaq-composite-chart
Investing.com https://in.investing.com/indices/us-30
Investing.com https://in.investing.com/indices/us-spx-500
Investing.com
Investing.com
Investing.com
Investing.com
Sensibul.com
Zerodha
Investing.com
Sensibul.com
Sensibul.com
Sensibul.com
Stock Exchange Country Opening Time (IST) Closing Time (IST)
Japan Exchange Group Japan 5:30:00 11:30:00
Australian Securities Exchange Australia 5:30:00 11:30:00
Korea Exchange South Korea 5:30:00 11:30:00
SGX Nifty Singapore 6:30:00 23:30:00
Taiwan Stock Exchange Taiwan 6:30:00 11:00:00
Hong Kong Stock Exchange Hong Kong 6:45:00 13:30:00
Shanghai Stock Exchange China 7:00:00 12:30:00
Shenzhen Stock Exchange China 7:00:00 12:30:00
Deutsche Borse Germany 12:30:00 2:30:00
JSE Limited South Africa 12:30:00 20:30:00
Euronext European Union 12:30:00 21:00:00
SIX Swiss Exchange Switzerland 13:30:00 22:00:00
BME Spanish Exchange Spain 13:30:00 22:00:00
London Stock Exchange UK and Italy 13:30:00 22:00:00
BM&F Bovespa Brazil 18:30:00 1:30:00
New York Stock Exchange USA 19:00:00 1:30:00
NASDAQ USA 19:00:00 1:30:00
TMX Group Canada 20:00:00 2:30:00
Delta
Vega
Gamma
Theta
Sensitivity to undeerlying's price. Represented as 0.0 to 1.0 for Call and 0.0 to -1 for Put
Sensitivity to undeerlying's Volatility.
Sensitivity to Delta.
Sensitivity to Time Decay