Unofficed - Theta
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Unofficed Theta is all about selling weekly BankNIFTY options.
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​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta BankNIFTY IC Model - Buy 39000PE @ 67.5
Sell 39200PE @ 87
Sell 41100CE @ 129
Buy 41300CE @ 90
​​​​​​​​​​​Artemis: DTE is 6.
BN PCR - 0.67.
N PCR - 0.79.

Model 1
BN Strikes - Sell 37600PE(77). Sell 41500CE(63.25).
N Strikes - Sell 17250PE(15.5). Sell 18450CE(21.25).
​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta Nifty L Model - Sell 17300PE @ 20.8
Sell 18600CE @ 5.65
​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta BankNIFTY L Model - Sell 36900PE @ 30.85
Sell 41800CE @ 29.15
​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta BankNIFTY IC Model - Buy 38300PE @ 132
Sell 38500PE @ 161
Sell 40700CE @ 85
Buy 40900CE @ 67
​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta Nifty IC Model - Buy 17450PE @ 34
Sell 17550PE @ 48
Sell 18200CE @ 36
Buy 18300CE @ 22
​​​​​​​​​​​Theta Plus: No trades for the next week will be taken today. We are fortunate enough in the big accounts to catch the SBIN swing properly.
​​​​​​​​​​​Theta Plus: Tomorrow is muhurat trading. Expecting BN to do massively volatile intraday movement. And brokers will also leive the brokerage.
​​​​​​​​​​​Theta Plus: So it will save in both front.
​​​​​​​​​​​Artemis: DTE is 8.
BN PCR - 0.66.
N PCR - 0.61.

Model 1
BN Strikes - Sell 37200PE(39.85). Sell 41600CE(26.25).
N Strikes - Sell 17100PE(7.1). Sell 18550CE(5.1).
​​​​​​​​​​​Artemis: Model 1 PNL
N : 21.1 points.
BN : 68.5 points.

Model 2 PNL
N : 12.55 points.
BN : nan points.

Model 3 PNL
N : 4.45 points.
BN : 14.8 points.
​​​​​​​​​​​Artemis: DTE is 7.
BN PCR - 0.58.
N PCR - 0.65.

Model 1
BN Strikes - Sell 36700PE(29.7). Sell 40300CE(31.4).
N Strikes - Sell 17250PE(8.9). Sell 18500CE(5.75).
​​​​​​​​​​​Artemis: Model 1 PNL
N : 4.95 points.
BN : 31.45 points.

Model 2 PNL
N : 22.85 points.
BN : 23.3 points.

Model 3 PNL
N : 5.4 points.
BN : 15.25 points.
​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta BankNIFTY L Model - Sell 36800PE @ 16.4
Sell 41900CE @ 7.5
​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta Nifty L Model - Sell 17400PE @ 7.45
Sell 18600CE @ 3.55
​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta BankNIFTY IC Model - Buy 37500PE @ 51
Sell 37700PE @ 72
Sell 39300CE @ 135
Buy 39500CE @ 96
​​​​​​​​​​​Tview Idea by Amit Ghosh: Theta Nifty IC Model - Buy 17550PE @ 14.7
Sell 17650PE @ 23.9
Sell 18200CE @ 36.25
Buy 18300CE @ 19.2
​​​​​​​​​​​Theta Plus: Closing all trades in all client accounts once. I need to scan for margin imbalance. I will take near 14:15
​​​​​​​​​​​Theta Plus: We had PEs only.
​​​​​​​​​​​Theta BankNifty: Taken Put Credit spread. But taken SBIN call spread in big accounts to hedge against credit put spread.