Advanced Calendar Spread for Indian Market with Examples & Adjustments

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  • Опубликовано: 2 ноя 2024

Комментарии • 107

  • @CapitalZone
    @CapitalZone  2 года назад

    DESCRIPTION
    Mr. Jegathesan Durairaj (itjegan) is a professional Option trader, strategist, Expiry trader, Trainer, and Investor. He is a mathematician by qualification, an Ex-software professional, and now a full-time Risk Defined Option Writer. With his Open Book Strategies, he is the most known identity on Twitter as IT Jegan, with huge followers. He has won 12 times on the Zerodha platform. He founded his own firm CapitalZone in the year 2018.
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  • @tomlewis632
    @tomlewis632 2 года назад +6

    I love calendar spreads on weeklies. Depending on how the market changes, I can convert my long option, to a diagonal, or vertical, or roll if needed. To me.....being able to be adjustable is important. Because the market can change very quickly. But I dont like to have my long position too far out in time, because no one knows the future. I need to be careful and to be aware of Vega risk. Which no one talks about.

    • @ashishlh786
      @ashishlh786 Год назад +1

      Very true, gamma is the hidden villain here

  • @schumiiit04
    @schumiiit04 3 года назад

    Jegan, seems to be very honest... not scam like most.

  • @girishkamath1971
    @girishkamath1971 Год назад

    Superb... Thank you for your advanced inputs on calendar.... Will really help me

  • @sushilkumar-lr5ve
    @sushilkumar-lr5ve 3 года назад +1

    Very genuine man...I am big fan of you sir🙏

  • @ramalingamk5356
    @ramalingamk5356 3 года назад +1

    Thanks to your relentless effort for quality teaching

  • @prashantkad007
    @prashantkad007 Год назад

    Thank you Sir for sharing your great knowledge with us. 🙏🙏👍

  • @balavijaya9261
    @balavijaya9261 3 года назад +1

    Thank you jagan for such a crystal clear Explaination

  • @sureshk8882
    @sureshk8882 3 года назад +2

    Short strangle is the best one than all strategies..

    • @arupmukherjee3403
      @arupmukherjee3403 3 года назад

      But now margin issue...if u have lots of money then best....

  • @nrkoranne
    @nrkoranne 3 года назад +2

    Jegan, I have watched all your videos on options and must admit that all are very Crispy, to the point and above all very short--No other Bakwas--Hope you will bring all options strategies asap with all these charaterisitcs. Thanks

  • @kashifhussain6496
    @kashifhussain6496 2 года назад +1

    This is truly a gem of a video! Love it, man. Thanks for the brilliant idea. I'll try to incorporate far expiry hedging in calendars from now on

  • @swaroopshinde8905
    @swaroopshinde8905 3 года назад +1

    Great Information Jaggu Dada ❤️❤️🙏🙏

  • @rahul18785
    @rahul18785 3 года назад +1

    Great sir..!!! But I have 2 query
    1)In normal put calendar example if market is going down we have a cushion of 100 points from sold put at same time we may get some points in buy put of next month,
    If we sold call to recover our Debit and market turns then as you said we have to shift our sold put position higher but we may have loss in buy put (next month) and sold call option (current month)
    2) in advance calendar can we make adjustment on weekly option same as near next and far option
    Kindly revert 🙏

  • @rajangangar11
    @rajangangar11 3 года назад +2

    Do we also need to take into consideration of IV percentile before opting for this strategy ?

  • @ankitmahajan6016
    @ankitmahajan6016 3 года назад +1

    Great, thanks for your efforts

  • @mohammedbabu8240
    @mohammedbabu8240 3 года назад +1

    Congratulations for 50k

  • @arulk9373
    @arulk9373 3 года назад +3

    Jegan, Thanks for the nice video. One request, can you do a video on your automation infrastructure ? it would be helpful.

  • @technicalkunal5266
    @technicalkunal5266 3 года назад +3

    Can yo provide any live demonstration of this advance calendar. As I'm doing ironfly all the time. I can try this but need one demonstration in

    • @deepaksharma-pk4gu
      @deepaksharma-pk4gu 3 года назад

      How do you adjust iron fly ? Any video you want to recommencd ?

    • @technicalkunal5266
      @technicalkunal5266 3 года назад

      @@deepaksharma-pk4guadjestment opposite side breakeven of ironfly I'm selling

    • @AB.595
      @AB.595 3 года назад

      Ironfly me profit probability kitna hota h sir?

  • @pankajgawande4211
    @pankajgawande4211 3 года назад +1

    Hi Sir
    Will you plz explain in details short straddle with calendar spread,

  • @vinaypatel1088
    @vinaypatel1088 3 года назад +2

    I am sorry sir for comment on your view. But my understanding says, Cal spread is IV based trade. Instead of looking at theta decay, we should focus on IV movement as its long vega trade. Its should be initiated when IV is low.

  • @Twinfamily06
    @Twinfamily06 3 года назад +1

    Thank you for your videos

  • @karthikr9184
    @karthikr9184 3 года назад +2

    But there will be liquidity issue in OTM far month options. What do we do?

    • @nishanthnellutla
      @nishanthnellutla 3 года назад +1

      For Nifty you'll have enough liquidity. For stocks it'll be difficult.

  • @arpanparikh9665
    @arpanparikh9665 3 года назад +1

    Can we do this for weekly options?
    Please Guide adjustment of the same

  • @smmubarak
    @smmubarak 3 года назад

    Nice explanation in easy adjustment

  • @Trade_live
    @Trade_live 3 года назад +1

    Good explanation

  • @abhisheksubedi6299
    @abhisheksubedi6299 2 года назад

    sir you should explain This using Sensibull or opstra So that we can we payoff graph and easily understand your strategy

  • @durgacharanrath9498
    @durgacharanrath9498 3 года назад +1

    Thank You Sir♥♥

  • @rakshanaveenan797
    @rakshanaveenan797 3 года назад +1

    Great sir

  • @dipakkorsegaonkar773
    @dipakkorsegaonkar773 3 года назад +1

    Sir please make a video for ITM calender spread with adjustment.

  • @Twinfamily06
    @Twinfamily06 3 года назад +2

    Hi mr jegan calander spread give me good profit but deffiicult to adjustments and make me loss too but small loss

    • @kdavidkoch-raj7339
      @kdavidkoch-raj7339 3 года назад

      Excuse me... Sir, es strategy mey kaise adjustment kiya jata hain aur ye always use kor sokte hain kya... Sir, please

  • @dpkumar81
    @dpkumar81 3 года назад

    Thanks for advanced concepts

  • @hedgingflavours6400
    @hedgingflavours6400 2 года назад

    Double Diagonal calendar spread option strategy can be implemented though Algo that i ran it weekly options and it gives good profit

  • @examcrakers
    @examcrakers 3 года назад +1

    How we calculate loss in advance and tell me how much point nifty up we roll up the strike of nifty which we sold

  • @ajayvarghese9261
    @ajayvarghese9261 3 года назад

    sir please confirm whether we will face liquidity issues with this strategy?

  • @casuccessbala
    @casuccessbala 3 года назад

    There will not be liquidity for july series...pls advice

  • @easytoremember0105
    @easytoremember0105 3 года назад

    Need support of strategy charts n payoff graphs from Opstra or Sensibull

  • @mouninaidu8344
    @mouninaidu8344 3 года назад +1

    🙏🙏🙏thanku very much

  • @vishnuvet
    @vishnuvet 3 года назад

    Good explanation...but please explain with option simulator

  • @rugvedk
    @rugvedk 3 года назад

    Hello Jegan, thanks for explanation. You didn't mention if market goes down what adjustments we need to do. Could you please give some suggestions please. thanks you.

    • @nishanthnellutla
      @nishanthnellutla 3 года назад +2

      Sell call for whatever loss you're seeing in the put calendar

    • @rugvedk
      @rugvedk 3 года назад

      @@nishanthnellutla thanks 👍

  • @abdulkadarshaikh4963
    @abdulkadarshaikh4963 3 года назад

    Namaste Sirji. Your suggested ADVANCE CALANDER PUT SELL STRATEGY is awesome. Thanks a lot Sir🙏🌷. While making adjustments when Nifty goes 100 points up, you have suggested to sell put option having strike price 100+ points in current month. When NIFTY rises 100 points more, you have suggested to sell put option having SP 100+ points in next monthly expiry. Sir, while selling put option once in current monthly expiry and once/twice in next month expiry if needed, PUT OPTION BOUGHT IN FARTHEST MONTH should be kept intact or it also should be shifted to higher strike price too? Please guide and oblige me. Thanks a TON Sir.

    • @CapitalZone
      @CapitalZone  3 года назад

      For any queries, chat here
      t.me/capitalzone

  • @sarbeswarnayak2769
    @sarbeswarnayak2769 3 года назад

    should we shift both PUT SELL and BUY or only PUT SELL? Please advise me. Thanks

  • @Harryprasad930
    @Harryprasad930 3 года назад +1

    Hello Sir...one query...can we make calender in LEAPS...that is by buying December expiry straddle and then regularly selling ATM PE and CE of every week...will this strategy work on longer time frame...will we able to recover our full premium of buying December straddle and also generate some return???please reply

    • @ganaidu6417
      @ganaidu6417 3 года назад

      Excellent. I am also having same doubt. I think super strategy. But December call premiums very high

    • @Harryprasad930
      @Harryprasad930 3 года назад

      @@ganaidu6417 I have seen December straddle pair cost is somewhere around 1500 point so for 1 lot cost is Rs. 112500...so we pay this cost and this is our maximum loss in the year...now in this year...28 weekly expiry is remaining in this year...so we have to collect at least 1500/28=54(approx) point weekly to recover this full cost...so main question is how to collect this 54 points...and as we have already bought December expiry...we are totally hegded...by the way I am also new and still learning...so unable to make out a proper strategy and adjustment...
      One thing which is coming in mind is we can short strangle of around 100 point cover it at 30-35 point...and have some cash in our trading account for any loss occurs in any week due to trending market...although we are hedge but we can't square off our December position so we have to maintain cash to settle our loss...also 10-15 years data suggest that nifty remains in +-2% range 80 percent of the time...

    • @ganaidu6417
      @ganaidu6417 3 года назад

      @@Harryprasad930 I think every week, weekly straddle selling at 400 points and yearly straddle buying at 1500 points is a best risk reward favourable strategy. No unlimited risk because calendar hedging strategy.

    • @Harryprasad930
      @Harryprasad930 3 года назад +1

      @@ganaidu6417 you means...every week...we should square off all the position?? We can't buy and sell yearly expiry every week...first there should be a liquidity issue...and second is there will be huge spread in bid and ask price...so we have to buy and hold the yearly expiry and rollover the weekly expiry...

    • @ganaidu6417
      @ganaidu6417 3 года назад

      @@Harryprasad930 exactly

  • @narsimha5648
    @narsimha5648 3 года назад

    Thanks Bro

  • @EthicDresses
    @EthicDresses 3 года назад

    Very nice technice 👍👍

  • @Mk-cl9rg
    @Mk-cl9rg 3 года назад

    cell call for adjustment current month or next month.

  • @anuragharsole6387
    @anuragharsole6387 3 года назад +3

    Can you make a video on Ratio Spreads.(Buy 1:2 Sell)
    Non Directional, ie Strangle with inside hedge.

  • @Rohan_Bagde
    @Rohan_Bagde 3 года назад

    Sir, what about liquidity? There is no liquidity at many strike.

  • @krishnanpa
    @krishnanpa 2 года назад

    why can't we buy futures in far month rather than buying options in far month. By buying futures, we can avoid worrying about time decay. Please correct me if I am wrong.

  • @MahadevuB-pn9iy
    @MahadevuB-pn9iy 5 месяцев назад

    Buy this week and sell next week. Is it not calendar spread sir?

  • @dhiveashkadiresan6936
    @dhiveashkadiresan6936 3 года назад

    Bro is it Good to implement the normal calendar spread at monday

  • @mahavirsancheti5191
    @mahavirsancheti5191 3 года назад +3

    Sir, if you could explain these adjustments using opstra option simulator, it would be really easy to understand

  • @rounakprasad1852
    @rounakprasad1852 3 года назад +1

    Thankyou 🔥🔥

  • @celebrationgorilla6339
    @celebrationgorilla6339 Год назад

    Plz explains on opstra...

  • @majeedvm6092
    @majeedvm6092 3 года назад

    Thanks 🙏

  • @examcrakers
    @examcrakers 3 года назад

    good explain

  • @praveenalimineti5117
    @praveenalimineti5117 3 года назад

    At what point adjustment should be done?

  • @ShahidAnsari-nb2uc
    @ShahidAnsari-nb2uc 2 года назад

    Nice

  • @sarcarchirag7512
    @sarcarchirag7512 3 года назад +1

    Liquidity problem ?

  • @tilp6733
    @tilp6733 3 года назад

    Sir🙏. Pls make vdo in hindi version or make notesheet in details if possible. What is probability of expected monthly return using this stat consistently

  • @rajendraagarwal9286
    @rajendraagarwal9286 3 года назад

    Good

  • @soumya5881
    @soumya5881 3 года назад

    Great

  • @pranabeshmandal2102
    @pranabeshmandal2102 3 года назад

    Sir, how to order place when a stock trading at 500/- and I want to order at 503/- in system please tell or a video upload about it.

    • @Vishnuvar1042
      @Vishnuvar1042 3 года назад

      Place order as Stoploss market as 503 it will execute but sometimes there will be slippages +/-

  • @prasadsawant20333
    @prasadsawant20333 3 года назад

    Hi jagan but next month facing liquidity issue

    • @anuragharsole6387
      @anuragharsole6387 3 года назад

      That's true for Call side.
      Put side,monthly check for round values.
      15000
      14500
      14000
      13500

  • @bsbs-optionstradingrealiti4847
    @bsbs-optionstradingrealiti4847 3 года назад

    Why can not try on weekly basis

  • @perumalgod7979
    @perumalgod7979 3 года назад

    Yes anna

  • @subhash2328
    @subhash2328 Год назад +1

    Show example on board sir

  • @sunilsoni730
    @sunilsoni730 3 года назад

    How about call calendar spread?

  • @50rganesh
    @50rganesh 3 года назад

    interesting

  • @ganaidu6417
    @ganaidu6417 3 года назад +2

    If vix decreases drastically, what are the adjustments sir?

    • @ajayvarghese9261
      @ajayvarghese9261 3 года назад

      just pray that it goes back up.. there is nothing u can do with vix😂

    • @Vishnuvar1042
      @Vishnuvar1042 3 года назад

      Based on index movements Vix will fluctuate, vix will not trade as it's own

    • @ajayvarghese9261
      @ajayvarghese9261 3 года назад

      @@Vishnuvar1042the question was basically what would be the adjustment in case the vix goes down, the answer should be that we would only deploy this trade in low vix enviornment so that there is less likelihood of it moving down further

    • @investoengineer3811
      @investoengineer3811 3 года назад

      @@ajayvarghese9261 even if vix goes up, on expiry day otms will anyway become zero

    • @ajayvarghese9261
      @ajayvarghese9261 3 года назад

      @@investoengineer3811 ofcourse calendars are always a vega and theta positive trade ! However if it's a positional weekly or monthly trade you need vega also to work in your favour or atleast not against you for results.. deploying it in high Vix environment can be detrimental if there is a subsequent iv drop is all I'm saying !

  • @chandranr3668
    @chandranr3668 3 года назад +2

    IV is the most important sir. IV

  • @anilnagare1547
    @anilnagare1547 3 года назад

    You should show the real example as you have told that u had traded it.

  • @deepeshkm5627
    @deepeshkm5627 9 месяцев назад

    Works theoretically…won’t work in Live market…

  • @sahilansari1045
    @sahilansari1045 3 года назад +1

    *if u have any credibility then prove how would u rollover ur position in the future calendar spread strategy in the end of mar21 expiry*

  • @drnarinderkumarjha5781
    @drnarinderkumarjha5781 3 года назад

    Worst adjustment u r changing fundamental basic of calender which is a market neutral volatality based strategy u need to adjust it same way so that its fundamental doesnt change.

  • @sureshk8882
    @sureshk8882 3 года назад

    Not so good

  • @truthequality7457
    @truthequality7457 3 года назад

    Thank you