Nifty Option Greek Scalping

A positional option strategy in Nifty based on Option Greek. It's a skimming strategy where bots take strangle position and operates scalping throughout the week into weekly expiry Nifty strike.

Trading Strategy
Trading bot executes strategy on Nifty (weekly expiry) by analyzing options Greek. Bot executes on first working day of a week and it closes position on Thursday(or expiry day) and operates scalping throughout the week. Trading bot executes maximum of 8-10 trades per week.

November Month
Year To Date(YTD)
Annualised Return
Success Rate

Cumulative ROI since 1st March

ROI Per Week

Investment Start Date 2021-03-01
Investment End Date 2021-11-26
Number of Trade Weeks 39
Number of winning weeks 33
Number of losing weeks 6
Winning Streak 11
Losing Streak 2
Success Rate 84.62 %
Year To Date(YTD) Return 17.19%
Annualised Return 22.92%
Max Drawdown 0.55%