Bank Nifty Expiry Strategy | Best Strategy For Bank Nifty

Bank nifty expiry strategy

Weekly chart

bank nifty expiry strategy weekly3042021

Bank nifty expiry strategy.

In our weekly chart Bank nifty shows Buy signal.

Our view is that Bank nifty will not close below 30100 and also will not close above 34500 in this expiry. so we are trying to make this strategy, in this strategy our risk is unlimited and profit is limited which is maximum of approx RS 80,000.

Daily chart

bank nifty expiry strategy daily3042021

In our Daily chart Bank nifty shows Buy signal.

Hourly chart

bank nifty expiry strategy hourly3042021

In our Hourly chart Bank nifty shows Sell signal.

15 Min chart

bank nifty expiry strategy intraday3042021

In our Intraday 15 min chart Bank nifty shows Sell signal.

Bank nifty expiry strategy

First we short Bank nifty future @ 33333, Buy 33000 Put option @ 1039,  short 2 lots 32500 Put option @  842, Buy 32000 Put option @ 684 and short 3 lots 31500 put option @ 546. 

Short future  @ 33333

Buy 33000 Put option @ 1039

Short 2 lots 32500 put option @ 842

Buy 32000 Put option  @ 684

Short 3 lots 31500 put option @  546 

Payoff chart for Bank nifty expiry strategy

No Strike Premium Option Buy(1)Sell(0) Expiry Gross P/L LOT SIZE TOTAL P /L
1 1 33333 future 0 36000 -1067 25 -26675
2 33000 1039 put 1 35800 -867 25 -21675
3 32500 842 put 0 35600 -667 25 -16675
4 32500 842 put 0 35400 -467 25 -11675
5 32000 684 put 1 35200 -267 25 -6675
6 31500 546 put 0 35000 -67 25 -1675
7 31500 546 put 0 34800 133 25 3325
8 31500 546 put 0 34600 333 25 8325
9         34400 533 25 13325
          34200 733 25 18325
Difference 200       34000 933 25 23325
Expiry from 36000       33800 1133 25 28325
lot size 25       33600 1333 25 33325
          33400 1533 25 38325
          33200 1733 25 43325
          33000 1933 25 48325
          32800 2333 25 58325
          32600 2733 25 68325
          32400 2933 25 73325
          32200 2933 25 73325
          32000 2933 25 73325
          31800 3133 25 78325
          31600 3333 25 83325
          31400 3233 25 80825
          31200 2833 25 70825
          31000 2433 25 60825
          30800 2033 25 50825
          30600 1633 25 40825
          30400 1233 25 30825
          30200 833 25 20825
          30000 433 25 10825
          29800 33 25 825
          29600 -367 25 -9175
          29400 -767 25 -19175
          29200 -1167 25 -29175
          29000 -1567 25 -39175
          28800 -1967 25 -49175
          28600 -2367 25 -59175
          28400 -2767 25 -69175
          28200 -3167 25 -79175
          28000 -3567 25 -89175
          27800 -3967 25 -99175
          27600 -4367 25 -109175
          27400 -4767 25 -119175
          27200 -5167 25 -129175
          27000 -5567 25 -139175
          26800 -5967 25 -149175
          26600 -6367 25 -159175
          26400 -6767 25 -169175
          26200 -7167 25 -179175

Above payoff chart

In the above payoff Chart, we see our maximum loss is unlimited on both sides.  if bank Nifty expiry above 34933, and below 29767.

and our Maximum profit approx RS 83000 if Bank Nifty expiry near 31600, we are in profit if expiry is between 29777 to 34932.

Please comment if you like our strategy.

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Disclaimer : 

Blog Provides Views and Opinion as Educational Purpose Only, We are not responsible for any of your Profit / Loss with this blog Suggestions. The owner of this blog is not SEBI registered, consult your Financial Advisor before taking any Position.

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