Anupam Dutta
Options trader, coder, and independent researcher who posts on implied volatility, payoff math, theta/IV and practical options microstructure.
Bull Put Spread Bets Nifty Stays Above 23900
Opened a 23900..23800 bull put spread on Nifty (17 Mar expiry). >> Sold 23900 PE @ 304.75 >> Bought 23800 PE @ 231.85 (hedge) Net credit 👉 ₹72.9 View is simple: Nifty should expire at/above 23900....Structure wise this means I'm short gamma near 23900, but risk is capped by the 23800 long put. The tricky zone is 23900..23800, where gamma pressure is highest. Above 23900 👉 theta works in my favor. Below 23800 👉 hedge controls the damage. Now let's see if the market agrees. #Nifty50 #ShortVol
Nifty50 Futures Premium Signals Stable Market Conditions
Nifty50 March futures settled at...132 points premium over spot. >> Traditionally this reflects healthy implied financing (r − d) in the system. In simple terms, funding conditions are comfortable and there’s no aggressive demand to short futures. >> That usually aligns with...
23800 Support Crushed, Target 275‑300 Zone
23800 was a crucial support for Nifty50 and it’s been brutally broken today 😬 >> Holding 10 Mar 23900 PE, avg ~195.50. Option already spiked to 325.95, largely driven by gamma expansion + IV spike after the breakdown...💥🔥 >> Current plan: looking for...
Nifty50 Option Mispriced, Hints at Monday Move
One interesting thing I noticed in Friday’s EOD option chain for Nifty50 (10 Mar expiry)...🤔 >> Look at the marked Option, closing around ₹439.85. Based on basic OTM risk premium / volatility structure, this option’s theoretical fair value appears much higher... >>...
Elevated IV and Oil Prices Signal Upcoming Nifty Volatility
Nifty50 10 Mar option chain at today’s close shows ATM IV above 20. That means option premiums are already elevated and the market is pricing serious uncertainty...Add crude oil above $90/barrel, and the macro backdrop is getting tense.😬💥 High IV +...
Nifty50 Poised for Breakout, Trade in Play
Looks like a breakout on Nifty50 to me.....😁 Price pushing above the recent consolidation and attempting to reclaim structure. Of course, the market loves turning breakouts into fakeouts… so let’s see... Entered >> Nifty 10 Mar 24,550 CE @ 375. If momentum follows...
Nifty50 Faces Crucial Support Tests Amid Volatility
Based on Monday’s India VIX and the geopolitical mess, I see 3 key supports for Nifty50 tomorrow (4th March): >> 24,500 >> 24,150 >> 23,450 Gift Nifty hints we may open below 24,500. If 24,150 holds, bulls survive....🔥 If the last support breaks, we’re not talking...
Discover Nifty Futures' Hidden Implied Financing Rate
Everyone watches Nifty50 futures price. Some track IV in options trading... >> Almost nobody tracks the hidden interest rate inside Nifty futures. >> It’s called Implied Financing. And once you understand how implied financing drives Nifty50 futures, options pricing, and volatility structure… You’ll never look...
Holding Nifty Call Until Expiry If Spot >25500
Bought Nifty 2nd March 25600 CE....🔥 Avg: 191.40. Currently in loss. Risky trade, no denial. >> Plan is simple: holding till expiry or target as long as Nifty spot sustains above 25500 on DCB. Now it’s about structure, not emotions. Let’s see how the market...
Implied Volatility, Not Direction, Causes Nifty Options Losses
90% of Nifty option buyers don’t lose because of wrong direction. They lose because they don’t understand Implied Volatility. >> If you trade Nifty 50, read this thread carefully.... 🧵👇 #Nifty50 #OptionsTrading #IndianStockMarket
Rising VIX with Nifty Fuels Call Momentum, Not Trap
VIX at 14.4, up 7%. Not panic… but volatility is waking up. Now it’s simple. >> If Nifty pushes into the liquidity zone and sustains, while VIX stays firm or rises… that’s real fuel. Calls can expand properly. >> But if price goes...
Nifty50 Holds Near 25900, Awaiting Bullish Break
#Nifty50 looks neutral to slightly bullish for now, but not in full breakout mode. >> 25900 is the real decision zone. Writers still in control there... >> If spot sustains above 25900 and 25900 CE breaks 180...185 with rising IV, we can...
