Advanced Calendar Spread for Indian Market with Examples & Adjustments

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  • เผยแพร่เมื่อ 26 พ.ย. 2024

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  • @CapitalZone
    @CapitalZone  2 ปีที่แล้ว

    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 ปีที่แล้ว +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 ปีที่แล้ว +1

      Very true, gamma is the hidden villain here

  • @schumiiit04
    @schumiiit04 3 ปีที่แล้ว

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

  • @sushilkumar-lr5ve
    @sushilkumar-lr5ve 3 ปีที่แล้ว +1

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

  • @nrkoranne
    @nrkoranne 3 ปีที่แล้ว +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

  • @ramalingamk5356
    @ramalingamk5356 3 ปีที่แล้ว +1

    Thanks to your relentless effort for quality teaching

  • @balavijaya9261
    @balavijaya9261 3 ปีที่แล้ว +1

    Thank you jagan for such a crystal clear Explaination

  • @kashifhussain6496
    @kashifhussain6496 2 ปีที่แล้ว +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

  • @girishkamath1971
    @girishkamath1971 ปีที่แล้ว

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

  • @prashantkad007
    @prashantkad007 ปีที่แล้ว

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

  • @rajangangar11
    @rajangangar11 3 ปีที่แล้ว +2

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

  • @hedgingflavours6400
    @hedgingflavours6400 2 ปีที่แล้ว

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

  • @rahul18785
    @rahul18785 3 ปีที่แล้ว +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 🙏

  • @swaroopshinde8905
    @swaroopshinde8905 3 ปีที่แล้ว +1

    Great Information Jaggu Dada ❤️❤️🙏🙏

  • @vinaypatel1088
    @vinaypatel1088 3 ปีที่แล้ว +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.

  • @arulk9373
    @arulk9373 3 ปีที่แล้ว +3

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

  • @sureshk8882
    @sureshk8882 3 ปีที่แล้ว +2

    Short strangle is the best one than all strategies..

    • @arupmukherjee3403
      @arupmukherjee3403 3 ปีที่แล้ว

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

  • @ankitmahajan6016
    @ankitmahajan6016 3 ปีที่แล้ว +1

    Great, thanks for your efforts

  • @pankajgawande4211
    @pankajgawande4211 3 ปีที่แล้ว +1

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

  • @technicalkunal5266
    @technicalkunal5266 3 ปีที่แล้ว +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 ปีที่แล้ว

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

    • @technicalkunal5266
      @technicalkunal5266 3 ปีที่แล้ว

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

    • @AB.595
      @AB.595 3 ปีที่แล้ว

      Ironfly me profit probability kitna hota h sir?

  • @arpanparikh9665
    @arpanparikh9665 3 ปีที่แล้ว +1

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

  • @mohammedbabu8240
    @mohammedbabu8240 3 ปีที่แล้ว +1

    Congratulations for 50k

  • @Twinfamily06
    @Twinfamily06 3 ปีที่แล้ว +1

    Thank you for your videos

  • @durgacharanrath9498
    @durgacharanrath9498 3 ปีที่แล้ว +1

    Thank You Sir♥♥

  • @Trade_live
    @Trade_live 3 ปีที่แล้ว +1

    Good explanation

  • @abhisheksubedi6299
    @abhisheksubedi6299 2 ปีที่แล้ว

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

  • @karthikr9184
    @karthikr9184 3 ปีที่แล้ว +2

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

    • @nishanthnellutla
      @nishanthnellutla 3 ปีที่แล้ว +1

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

  • @smmubarak
    @smmubarak 3 ปีที่แล้ว

    Nice explanation in easy adjustment

  • @easytoremember0105
    @easytoremember0105 3 ปีที่แล้ว

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

  • @examcrakers
    @examcrakers 3 ปีที่แล้ว +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

  • @Twinfamily06
    @Twinfamily06 3 ปีที่แล้ว +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 ปีที่แล้ว

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

  • @dipakkorsegaonkar773
    @dipakkorsegaonkar773 3 ปีที่แล้ว +1

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

  • @celebrationgorilla6339
    @celebrationgorilla6339 ปีที่แล้ว

    Plz explains on opstra...

  • @mouninaidu8344
    @mouninaidu8344 3 ปีที่แล้ว +1

    🙏🙏🙏thanku very much

  • @dpkumar81
    @dpkumar81 3 ปีที่แล้ว

    Thanks for advanced concepts

  • @rakshanaveenan797
    @rakshanaveenan797 3 ปีที่แล้ว +1

    Great sir

  • @ajayvarghese9261
    @ajayvarghese9261 3 ปีที่แล้ว

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

  • @casuccessbala
    @casuccessbala 3 ปีที่แล้ว

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

  • @Mk-cl9rg
    @Mk-cl9rg 3 ปีที่แล้ว

    cell call for adjustment current month or next month.

  • @mahavirsancheti5191
    @mahavirsancheti5191 3 ปีที่แล้ว +3

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

  • @krishnanpa
    @krishnanpa 2 ปีที่แล้ว

    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.

  • @rounakprasad1852
    @rounakprasad1852 3 ปีที่แล้ว +1

    Thankyou 🔥🔥

  • @Rohan_Bagde
    @Rohan_Bagde 3 ปีที่แล้ว

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

  • @sarbeswarnayak2769
    @sarbeswarnayak2769 3 ปีที่แล้ว

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

  • @Harryprasad930
    @Harryprasad930 3 ปีที่แล้ว +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 ปีที่แล้ว

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

    • @Harryprasad930
      @Harryprasad930 3 ปีที่แล้ว

      @@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 ปีที่แล้ว

      @@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 ปีที่แล้ว +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 ปีที่แล้ว

      @@Harryprasad930 exactly

  • @narsimha5648
    @narsimha5648 3 ปีที่แล้ว

    Thanks Bro

  • @rugvedk
    @rugvedk 3 ปีที่แล้ว

    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 ปีที่แล้ว +2

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

    • @rugvedk
      @rugvedk 3 ปีที่แล้ว

      @@nishanthnellutla thanks 👍

  • @vishnuvet
    @vishnuvet 3 ปีที่แล้ว

    Good explanation...but please explain with option simulator

  • @praveenalimineti5117
    @praveenalimineti5117 3 ปีที่แล้ว

    At what point adjustment should be done?

  • @truthequality7457
    @truthequality7457 3 ปีที่แล้ว

    Thank you

  • @abdulkadarshaikh4963
    @abdulkadarshaikh4963 3 ปีที่แล้ว

    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 ปีที่แล้ว

      For any queries, chat here
      t.me/capitalzone

  • @sarcarchirag7512
    @sarcarchirag7512 3 ปีที่แล้ว +1

    Liquidity problem ?

  • @SKmumbai8
    @SKmumbai8 3 ปีที่แล้ว

    Very nice technice 👍👍

  • @MahadevuB-pn9iy
    @MahadevuB-pn9iy 6 หลายเดือนก่อน

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

  • @examcrakers
    @examcrakers 3 ปีที่แล้ว

    good explain

  • @anuragharsole6387
    @anuragharsole6387 3 ปีที่แล้ว +3

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

  • @bsbs-optionstradingrealiti4847
    @bsbs-optionstradingrealiti4847 3 ปีที่แล้ว

    Why can not try on weekly basis

  • @dhiveashkadiresan6936
    @dhiveashkadiresan6936 3 ปีที่แล้ว

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

  • @ShahidAnsari-nb2uc
    @ShahidAnsari-nb2uc 2 ปีที่แล้ว

    Nice

  • @perumalgod7979
    @perumalgod7979 3 ปีที่แล้ว

    Yes anna

  • @tilp6733
    @tilp6733 3 ปีที่แล้ว

    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

  • @subhash2328
    @subhash2328 ปีที่แล้ว +1

    Show example on board sir

  • @pranabeshmandal2102
    @pranabeshmandal2102 3 ปีที่แล้ว

    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 ปีที่แล้ว

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

  • @rajendraagarwal9286
    @rajendraagarwal9286 3 ปีที่แล้ว

    Good

  • @sunilsoni730
    @sunilsoni730 3 ปีที่แล้ว

    How about call calendar spread?

  • @chandranr3668
    @chandranr3668 3 ปีที่แล้ว +2

    IV is the most important sir. IV

  • @soumya5881
    @soumya5881 3 ปีที่แล้ว

    Great

  • @prasadsawant20333
    @prasadsawant20333 3 ปีที่แล้ว

    Hi jagan but next month facing liquidity issue

    • @anuragharsole6387
      @anuragharsole6387 3 ปีที่แล้ว

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

  • @50rganesh
    @50rganesh 3 ปีที่แล้ว

    interesting

  • @ganaidu6417
    @ganaidu6417 3 ปีที่แล้ว +2

    If vix decreases drastically, what are the adjustments sir?

    • @ajayvarghese9261
      @ajayvarghese9261 3 ปีที่แล้ว

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

    • @Vishnuvar1042
      @Vishnuvar1042 3 ปีที่แล้ว

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

    • @ajayvarghese9261
      @ajayvarghese9261 3 ปีที่แล้ว

      @@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 ปีที่แล้ว

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

    • @ajayvarghese9261
      @ajayvarghese9261 3 ปีที่แล้ว

      @@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 !

  • @anilnagare1547
    @anilnagare1547 3 ปีที่แล้ว

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

  • @deepeshkm5627
    @deepeshkm5627 10 หลายเดือนก่อน

    Works theoretically…won’t work in Live market…

  • @sahilansari1045
    @sahilansari1045 3 ปีที่แล้ว +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 ปีที่แล้ว

    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 ปีที่แล้ว

    Not so good

  • @majeedvm6092
    @majeedvm6092 3 ปีที่แล้ว

    Thanks 🙏