Bank Nifty Options Trading Strategies
Bank Nifty Options Trading Strategies
+91 756****929
POSITIONS
h ers.
o t
✓ 10 Lot SELL ATM CALL + Target Profit Spot pt 200
ith Loss
+ Trail Stop
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N BN WEEKLY
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sh
not
✓ 10 Lot SELL ATM PUT + Target Profit
l y .
SpotDpto 200 + Trail Stop Loss N BN WEEKLY
se on
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✓ 10 Lot SELL ATM-200 CALL
for p + Target Profit Spot pt 200 + Trail Stop Loss N BN WEEKLY
i ni s
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kmo
PUT toc
✓ 10 Lot SELL ATM-200
b y s + Target Profit Spot pt 200 + Trail Stop Loss N BN WEEKLY
P D F
T h i s
✓ 10 Lot SELL ATM+200 CALL + Target Profit Spot pt 200 + Trail Stop Loss N BN WEEKLY
✓ 10 Lot SELL ATM+200 PUT + Target Profit Spot pt 200 + Trail Stop Loss N BN WEEKLY
✓ 10 Lot SELL ATM-500 CALL + Target Profit Spot pt 500 + Trail Stop Loss N BN WEEKLY
✓ 10 Lot SELL ATM+500 CALL + Target Profit Spot pt 500 + Trail Stop Loss N BN WEEKLY
✓ 10 Lot SELL ATM+500 PUT + Target Profit Spot pt 500 + Trail Stop Loss N BN WEEKLY
h o ther
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Target Profit: Stop Loss:
nots
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Protect The Profits:
r s o
fo r pe
n i s
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Banknifty data available from Mon Jan 02 2017, and Nifty data available from Fri Feb 15 2019.
o c k
istconsidered
Nifty lot sizes
F b y 75 uptil Thu Jul 22 2021 and 50 after Thu Jul 22 2021. Banknifty lot size is considered 25.
s P D
Thi
From Date: Tue Jun 28 2022 To Date: Fri Jul 29 2022
INTRADAY POSITIONAL
* Please Note that real results may vary from backtest results you see here. Do enough research before doing live trades.
* StockMock has stopped considering 9:15 candle data for practical results.
RESULT
Slippages % 0
Vix 1 99
her s.
h o t
w it
Group By Expiry h a
Monr e Tue Wed Thu Fri Sat
s
o not
n l y .D
se o
Overall Profit Avg Expiry Profit
oal u
Avg Day Profit
n Max Profit Max Loss
e r s
f o r p Rs 30097
Rs 541755 Rs 108351
n is Rs 111519 Rs -29860
ock.i
t o c km
Total Expiries b y
Win% s(Days) Loss% (Days) Avg Profit On Win Days Avg Loss On Loss Days
PDF
5 This 72% (13) 28% (5) Rs 47491 Rs -15127
4 Days 2 Days NA
0 SL / TP Hit Count ✓ 1 SL / TP Hit Count ✓ 2 SL / TP Hit Count ✓ 3 & more SL / TP Hit Count ✓
s.
ther
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total MDD
Monthly Breakup
i t h o
re w
h a
Jan Feb Mar Apr May Jun Jul Aug Sep
nots Oct Nov Dec Total MDD
o
2022 0 0 0 0 0 118187 423568 0
n ly. D0 0 0 0 541755 -58857
use o
o n al
Include Date Profit Max Profit/Loss India VIX BN Gap Up/Down BN Prev Day H/L BN Spot Change BN Fut Change
e
(1) BN Sell 10 lots ATM CE
rs (2) BN Sell 10 lots ATM PE (3) BN Sell 10 lots ATM-200 CE (4) BN Sell 10 lots ATM-200 PE (5) BN Sell 10 lots ATM+200 CE (6) BN Sell 10 lots ATM+200 PE (7) BN Sell 10 lots ATM-500 CE (8) BN Sell 10 lots ATM-500 PE (9) BN Sell 10 lots ATM+500 CE (10) BN Sell 10 lots ATM+500 PE
o rp
Expiry: 30 JUN 2022, Net Profit: 118187, Average Day Profit: 59093
f
.i n is
c k (3) BN Sell (7) BN Sell (8) BN Sell (9) BN Sell
mo
BN Gap (1) BN Sell (2) BN Sell (4) BN Sell (5) BN Sell (6) BN Sell (10) BN Sell
Max India BN Prev BN Spot BN Fut 10 lots 10 lots 10 lots 10 lots
Date Profit Up/Dow
toc k 10 lots ATM 10 lots ATM 10 lots 10 lots 10 lots 10 lots
IncluDe
Profit/Loss VIX Day H/L Change Change ATM-200 ATM-500 ATM-500 ATM+500
N
b y s CE PE
CE
ATM-200 PE ATM+200 CE ATM+200 PE
CE PE CE
ATM+500 PE
P D F 2305 13502 280 12290 2767 15357 -3525 8645 3420 14877
✓
28 Jun 2022
69920 80133/-14905
This 21.4 - -233.05
Day
Open <
48
( 33632.2-33
44
( 33659.55-33
( 324.17-314 ( 267.31-213. ( 443.37-442 ( 187.26-138 ( 225.72-214. ( 371.53-310. ( 656.7-670 ( 102.88-68 ( 123.28-109 ( 565.86-506.
True
(Tue) 21.45 ( -0.69%) .95=-9.22) 3=-54.01) .25=-1.12) .1=-49.16) 65=-11.07) 1=-61.43) .8=14.1) .3=-34.58) .6=-13.68) 35=-59.51)
PDL 680.4) 703.7)
33600CE 33600PE 33400CE 33400PE 33800CE 33800PE 33100CE 33100PE 34100CE 34100PE
4505 7610 3225 6380 4813 7455 638 4290 3362 5990
Day 7 5
29 Jun 2022 21.85 - -368.9 ( 254.02-236 ( 201.39-170. ( 378.1-365. ( 125.92-100 ( 159.35-140. ( 305.07-275. ( 606.95-60 ( 57.66-40. ( 70.1-56.65 ( 514.91-490.
✓ 48267 52405/-36432 Open < ( 33236.7-33 ( 33252.05-33
True
(Wed) 21.89 ( -1.1%) =-18.02) 95=-30.44) 2=-12.9) .4=-25.52) 1=-19.25) 25=-29.82) 4.4=-2.55) 5=-17.16) =-13.45) 95=-23.96)
PDL 243.55) 257.05)
33200CE 33200PE 33000CE 33000PE 33400CE 33400PE 32700CE 32700PE 33700CE 33700PE
Expiry: 7 JUL 2022, Net Profit: 206543, Average Day Profit: 51635
(3) BN Sell (5) BN Sell (6) BN Sell
BN Gap (1) BN Sell (2) BN Sell (4) BN Sell (7) BN Sell (8) BN Sell (9) BN Sell (10) BN Sell
Max India BN Prev BN Spot BN Fut 10 lots 10 lots 10 lots
Date Profit Up/Dow 10 lots 10 lots 10 lots 10 lots 10 lots 10 lots 10 lots
IncluDe
Profit/Loss VIX Day H/L Change Change ATM-200 ATM+200 ATM+200
N ATM CE ATM PE ATM-200 PE ATM-500 CE ATM-500 PE ATM+500 CE ATM+500 PE
CE CE PE
-14595
-17787 -21143
51628 44535 ( 343.37-4 59500 -68162 34015 -28430 71960
407 427 ( 441.73-51 ( 554.66-63
1 Jul 2022 22.11 - -160.35 ( 435.81-22 ( 350.99-172. 01.75=58.3 ( 537.3-299. ( 746.25-1018 ( 246.76-110. ( 223.63-337. ( 718.89-431.
✓ 111519 118733/-1577 - ( 33100.2-33 ( 33159-335 2.88=71.15) 9.23=84.57)
True
(Fri) 21.16 ( -0.48%) 9.3=-206.51 85=-178.14) 8) 3=-238) .9=272.65) 7=-136.06) 35=113.72) 05=-287.84)
507) 86.2) 33100CE 32900CE
) 33100PE 32900PE 33300CE 33300PE 32600CE 32600PE 33600CE 33600PE
10:41 10:41
10:41
h o t
36190
-29155
47138
-22040
25285
w
-37133
it 59993 -22130 12375 -72303
✓
5 Jul 2022
-1780 50825/-20480
20.75 - 143.8
Day
Open >
-284
( 34161.4-33
-339
( 34224-338
( 236.71-91.
( 289.25-40
5.87=116.6
( 347.25-15
( 201.69-289.
85=88.16)
( 151.14-5
h a r e ( 403.92-552
.45=148.53)
( 553.97-314 ( 112.88-201. ( 69.2-19.7=- ( 618.54-907.
s
True
(Tue) 20.74 ( 0.42%) 95=-144.76) 8.7=-188.55 0=-101.14) =-239.97) 4=88.52) 49.5) 75=289.21)
PDH 877.4) 85) 2) 34200PE 34000PE
t 34400PE
o no
34200CE ) 34000CE 34400CE 33700CE 33700PE 34700CE 34700PE
14:53 14:53 14:53
ly. D
197 220
-22622
( 169.1-259.
28175
e o n
-30338
( 276.01-39
17983
-14767
( 95.32-15
38353 -42090 9038 -3420 46642
l us
6 Jul 2022 20.63 - 113.5 ( 259.1-146. ( 163.43-91.5 ( 386.06-232 ( 489.24-657. ( 80.55-44.4= ( 35.77-49.45 ( 621.92-435.
✓ 26952 40790/-18160 - ( 34063.55-3 ( 34080-342 59=90.49) 7.36=121.3 4.39=59.07
True
(Wed) 20.3 ( 0.34%)
4260.7) 99.55) 34100CE
o n
4=-112.7)
34100PE a 5) 33900CE
=-71.93)
33900PE
) 34300CE
.65=-153.41)
34300PE
6=168.36)
33600CE
-36.15)
33600PE
=13.68)
34600CE
35=-186.57)
34600PE
pe r
12:33
s 12:33 12:33
i s for
.in2022, Net Profit: 132285, Average Day Profit: 33071
Include Date Profit Max Profit/Loss India VIX BN Gap Up/Down BN Prev Day H/L BN Spot Change BN Fut Change (1) BN Sell 10 lots ATM CE (2) BN Sell 10 lots ATM PE (3) BN Sell 10 lots ATM-200 CE (4) BN Sell 10 lots ATM-200 PE (5) BN Sell 10 lots ATM+200 CE (6) BN Sell 10 lots ATM+200 PE (7) BN Sell 10 lots ATM-500 CE (8) BN Sell 10 lots ATM-500 PE (9) BN Sell 10 lots ATM+500 CE (10) BN Sell 10 lots ATM+500 PE
c
Expiry:o14 kJUL
t o c km
s
F by
(3) BN Sell (5) BN Sell (6) BN Sell (8) BN Sell (9) BN Sell
BN Gap (1) BN Sell (2) BN Sell (4) BN Sell 10 (7) BN Sell 10 (10) BN Sell
Max India BN Prev BN Spot BN Fut 10 lots 10 lots 10 lots 10 lots 10 lots
Date Profit
D
Up/Dow 10 lots 10 lots ATM Lots ATM-200 Lots ATM-500 10 lots
IncluDe
Profit/Loss
i
VIX
s P N
Day H/L Change Change
ATM CE PE
ATM-200
CE
PE
ATM+200
CE
ATM+200
PE
CE
ATM-500
PE
ATM+500
CE
ATM+500 PE
T h
5395 10255 3745 8968 6438 10960 7085 7050 10810
Day 26 20 1650
8 Jul 2022 19.04 - 338.6 ( 382.38-36 ( 384.22-34 ( 491.48-47 ( 294.17-258. ( 288.55-26 ( 489.59-44 ( 191.04-16 ( 179-150.8 ( 677.79-634.
✓ 72355 77780/-4307 Open > ( 35115.15-35 ( 35165.7-35 ( 685.7-679.1=
True
(Fri) 18.44 ( 0.97%) 0.8=-21.58) 3.2=-41.02) 6.5=-14.98) 3=-35.87) 2.8=-25.75) 5.75=-43.84 2.7=-28.34) =-28.2) 55=-43.24)
PDH 141.05) 185.5) -6.6) 34600CE
35100CE 35100PE 34900CE 34900PE 35300CE ) 35300PE 34600PE 35600CE 35600PE
13720 -3168 16987 -670 11240 -6282 18110 1038 7518 -10890
-71 -77
12 Jul 2022 18.58 - -170.95 ( 243.53-18 ( 302.58-31 ( 357.9-289. ( 213.97-216. ( 157.81-11 ( 413.77-43 ( 559.79-487.3 ( 119.7-115 ( 75.67-45. ( 628.09-671.
✓ 47602 58690/-30935 - ( 35263.2-351 ( 35311.8-35
True
(Tue) 18.55 ( -0.48%) 8.65=-54.88 5.25=12.67) 95=-67.95) 65=2.68) 2.85=-44.96 8.9=25.13) 5=-72.44) .55=-4.15) 6=-30.07) 65=43.56)
92.4) 235.15)
) 35300CE 35300PE 35100CE 35100PE ) 35500CE 35500PE 34800CE 34800PE 35800CE 35800PE
Include Date Profit Max Profit/Loss India VIX BN Gap Up/Down BN Prev Day H/L BN Spot Change BN Fut Change (1) BN Sell 10 lots ATM CE (2) BN Sell 10 lots ATM PE (3) BN Sell 10 lots ATM-200 CE (4) BN Sell 10 lots ATM-200 PE (5) BN Sell 10 lots ATM+200 CE (6) BN Sell 10 lots ATM+200 PE (7) BN Sell 10 lots ATM-500 CE (8) BN Sell 10 lots ATM-500 PE (9) BN Sell 10 lots ATM+500 CE (10) BN Sell 10 lots ATM+500 PE
Expiry: 21 JUL 2022, Net Profit: 19144, Average Day Profit: 4786
(3) BN Sell (5) BN Sell (6) BN Sell (9) BN Sell
BN Gap (1) BN Sell (2) BN Sell (4) BN Sell (7) BN Sell (8) BN Sell (10) BN Sell
Max India BN Prev BN Spot BN Fut 10 lots 10 lots 10 lots 10 lots
Date Profit Up/Dow 10 lots ATM 10 lots ATM 10 lots 10 lots 10 lots 10 lots
IncluDe
Profit/Loss VIX Day H/L Change Change ATM-200 ATM+200 ATM+200 ATM+500
N CE PE ATM-200 PE ATM-500 CE ATM-500 PE ATM+500 PE
CE CE PE CE
her s.
True
(Fri) 17.57 ( 0.24%) 4=-83.7) 1=-97.84) 6=-70.36) -114.8) .15=27.16) 85=-46.03) 5=108.76)
86) 78.3) 9) 34900PE 34700PE 8) 35100PE
34900CE
09:32
34700CE
09:32
35100CE
09:32
h o t
34400CE 34400PE 35400CE 35400PE
w it
455 463
-26130
( 308.3-412.
42860
-32437
( 422.92-55
31090
-20357
( 213.88-29
h a r e 56140 -96777 17900 -37080 75645
18 Jul 2022 17.98 - 159.2 ( 280.34-10 ( 196.01-71.
t s ( 386.26-16 ( 637.89-102 ( 109.45-37. ( 113.63-261 ( 580.63-278.0
o no
✓ 10852 36415/-13372 - ( 34914.35-35 ( 34984.95-3 82=104.52) 2.67=129.7 5.31=81.43
True
(Mon) 17.16 ( 0.46%) 8.9=-171.44 65=-124.36) 1.7=-224.56 5=387.11) 85=-71.6) .95=148.32) 5=-302.58)
369.15) 5448) 34900CE 5) 34700CE ) 35100CE
12:59
) 34900PE
ly.
12:59 D34700PE
12:59
) 35100PE 34400CE 34400PE 35400CE 35400PE
-30357
e o n
-35103 -24258 -104363 -36840
s
al u
36685 24503 51835 12030 76008
476 432 ( 279.84-40 ( 405.71-54 ( 180.44-27 ( 630.98-104 ( 81.24-228.
19 Jul 2022 17.4 - -245.45 ( 221.49-74. ( 147.61-49. ( 321.24-11 ( 76.37-28.2 ( 522.23-218.2
✓ -29860 12838/-63190 - ( 35241.9-357 ( 35323.7-35 1.27=121.4
o n 6.12=140.4 7.47=97.03 8.43=417.45) 6=147.36)
True
(Tue) 17.18 ( -0.69%)
18.35) 755.75)
r s
3) 35200CE
pe
75=-146.74)
35200PE
1) 35000CE
6=-98.01)
35000PE
) 35400CE
3.9=-207.34
) 35400PE
34700CE
5=-48.12)
34700PE
35700CE
=-304.03)
35700PE
n i s
ck.i
12635 3220 12705 3965 9843 -295 10817 2740 4833 -4445
Day -31 -50
✓
20 Jul 2022
56017 58930/-67607
16.97 - 340.95
Open >
km o
( 36026.35-35 ( 36058-360
( 201.79-15 ( 183.13-17 ( 323.87-27 ( 107.06-91. ( 115.62-76 ( 295.27-29 ( 563.12-519. ( 47.71-36.7 ( 44.23-24.9 ( 523.82-541.6
True
(Wed) 16.86 ( 0.95%) 1.25=-50.54 0.25=-12.88 3.05=-50.82 2=-15.86) .25=-39.37) 6.45=1.18) 85=-43.27) 5=-10.96) =-19.33) =17.78)
t
PDH
o c 994.85) 08)
) 36000CE ) 36000PE ) 35800CE 35800PE 36200CE 36200PE 35500CE 35500PE 36500CE 36500PE
F bys
s P D
Thi
Include Date Profit Max Profit/Loss India VIX BN Gap Up/Down BN Prev Day H/L BN Spot Change BN Fut Change (1) BN Sell 10 lots ATM CE (2) BN Sell 10 lots ATM PE (3) BN Sell 10 lots ATM-200 CE (4) BN Sell 10 lots ATM-200 PE (5) BN Sell 10 lots ATM+200 CE (6) BN Sell 10 lots ATM+200 PE (7) BN Sell 10 lots ATM-500 CE (8) BN Sell 10 lots ATM-500 PE (9) BN Sell 10 lots ATM+500 CE (10) BN Sell 10 lots ATM+500 PE
Expiry: 28 JUL 2022, Net Profit: 65596, Average Day Profit: 16399
(3) BN Sell (4) BN Sell (5) BN Sell (6) BN Sell (9) BN Sell
BN Gap (1) BN Sell (2) BN Sell (7) BN Sell (8) BN Sell (10) BN Sell
Max India BN Prev BN Spot BN Fut 10 lots 10 lots 10 lots 10 lots 10 lots
Date Profit Up/Dow 10 lots ATM 10 lots ATM 10 lots 10 lots 10 lots
IncluDe
Profit/Loss VIX Day H/L Change Change ATM-200 ATM-200 ATM+200 ATM+200 ATM+500
N CE PE ATM-500 CE ATM-500 PE ATM+500 PE
CE PE CE PE CE
her s.
h o t
w it
h a r e
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D o no
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for p
i ni s
c k .
km o
t o c
F b ys
s P D
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