Technically strategy is called short strangle and not short straddle.
But for our strategy, it does not make any difference.
Presently combined delta is near zero and it will not enter in danger zone unless it crosses 7450 on upper side and 7000 on lower side.
This is nearly 200/225 range on either side and with present volatility it should take some time to cross this boundary, even if it does.
Disclaimer: This blog does not take any responsibility of your profit/loss.
But for our strategy, it does not make any difference.
Presently combined delta is near zero and it will not enter in danger zone unless it crosses 7450 on upper side and 7000 on lower side.
This is nearly 200/225 range on either side and with present volatility it should take some time to cross this boundary, even if it does.
Disclaimer: This blog does not take any responsibility of your profit/loss.
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