22nd Dec expiry 18650 straddle trading at 262, which is 1.4% of current Nifty levels with 9DTE. With looming US CPI data tonight, this is too low I think. Vols should go up by closing, will decide whether to carry by closing
Still no movement in vols
Entered the straddle at 260, carrying overnight aimed at US CPI data
The vols just woke up 😀 264 on the straddle
267 😀
269
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