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Futures & Options Trading => Our Current Trades => Topic started by: Michael Gonsalves on Oct 01, 2021, 10:14 PM

Title: Week ending 7th Oct: Calendar in the Nifty
Post by: Michael Gonsalves on Oct 01, 2021, 10:14 PM
After i implemented the calendar, there was a steep drop of 6% in the ViX which resulted in a MTM loss. This happened though the Index was stagnant.

I am wondering how to safely counter the drop in the ViX. One way is sell additional units in the weekly. Luckily, i have the capital for that.

(https://zerodha.trade/zerodha-uploads/Nifty_calendar_7_oct.jpeg)