Builds short Iron Condors on weekly Nifty/BankNifty expiries — selling OTM call spread and OTM put spread simultaneously. Manages position based on defined Greeks and P&L thresholds.
TECHNICAL DETAILS
How It Works
Auto-selects strikes based on delta targets (typically 10-15 delta). Monitors gamma risk near expiry. Exits at 50% profit or 2x loss. Built in Python with live market data feeds. Tested on historical data before live deployment.
STATUS
Code & Documentation
Code samples, detailed documentation, and strategy explanations will be uploaded here. Check back soon — or contact me to discuss this system directly.
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