Option Selling Algo · Nifty Strangle 3×ATR

Live run 4 – 11 Nov 2026 · Hari Commfin · 975 base qty per leg (cap 1,430) · strangle rules 1–12 + strike-hit add-on

Algo stopped 11 Nov after close · 2 legs left open
Net P&L (realised + open legs at 11-Nov close), before charges
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Nifty vs the strikes we were short

Nifty 1-minute closes with the sold call above and the sold put below. Each marker on top is a rule action; hover or tap it for the details. Nights and the 10-Nov holiday are squeezed out.

Nifty Call strike sold (CE) Put strike sold (PE) Room between the strikes
Cumulative realised P&L
Steps up or down each time a leg is bought back

Realised P&L by day

Booked when a sold leg was bought back. 10-Nov was a market holiday.

Open positions now

Left open when the algo was stopped. Marked at the 11-Nov 3:29 PM option close.

Strike journey

Every strike each leg was sold at, in order. The last chip in each row is either still open or was covered.

Day by day

What the algo saw at the open, the trigger levels, and every action it took (or should have taken).

All fills

Every order the algo placed, with the P&L booked on each buy-back. Click a header to sort.

Incidents & deviations

Everything that did not go exactly to plan, and what was done about it.

Strategy rules

As written in the strategy file the algo ran.

Strangle rules 1–12 and strike-hit add-on A–D