📊Nifty Weekly Movement Analysis (Jan 2023 – Aug 2025, Thu-Thu)
Total weeks: 139
Avg weekly return: +0.24%
Std dev: 1.75%
Most common range: -1% to 0% (35 weeks, 25%)
Positive weeks: ~55%
Takeaway: Nifty mostly moves in small weekly ranges, with big swings being rare.🧵…
📊Nifty Straddle Premium Analysis (Jan–Sep 2025)
Tracking Intraday vs Overnight Decay
Weekly expiries considered — 176 trading days from Jan 1, 2025 till date.
1.Daily Results Table:
Daily breakdown of SOD vs EOD premiums.
Shows how intraday decay compares with overnight carry…
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US v/s India - Index Options
US is 4X of India in Options Turnover. On Contracts traded however, India is 4X of US.
Reason: In India contract size is between ₹15-₹20 Lacs while in US it is above₹5 Crores. Even the mini contract in US are ₹50 Lacs.
Clearly visible that…
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