DevRam

Nifty Monthly Strangle, First Trade: The Biggest Naked Tail Yet

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A new one, and the biggest naked tail this journal has carried

Every other short-premium trade on this blog has had a defined horizon — a 0DTE straddle that lives and dies in one session, a weekly condor or strangle that runs a handful of days, a positional spread hedged into an Iron Fly. This one is different on two axes at once: it's naked on both sides, and it's held across most of a monthly cycle. That combination — no wings, roughly three weeks of time — is new territory for this journal, and it deserves to be treated that way rather than folded quietly into the trade-recap pile.

The trade

Entered 07-08-2026, against the 25-08-2026 monthly Nifty expiry — eighteen days out at entry.

Leg Strike Action Premium
Short put 24300 PE Sell 126.85
Short call 24900 CE Sell 125.05

Nifty lot size is 65, 1 lot = 65 units. Note this is a strangle, not a straddle — the two strikes are 600 points apart, not the same strike. I'm flagging that up front because the trade was framed to me as a straddle; the mechanics below are strangle mechanics.

The math

Metric Value
Credit, PE 126.85 × 65 = ₹8,245.25
Credit, CE 125.05 × 65 = ₹8,128.25
Total credit ₹16,373.50
Breakevens 24048.10 – 25151.90
At deployment, payoff screen showed ≈₹16,000 max profit (close to the ₹16,373.50 computed here)
Max loss Uncapped on the call side, large-but-bounded-by-zero on the put side

Why the "uncapped, three weeks" combination matters

The 06-08 naked BankNifty call was already flagged as a win that tested nothing, because its uncapped tail never got close to being challenged in a single session. This trade carries the same uncapped-call-side shape, but instead of one day of exposure to a gap, it's exposed to eighteen days of overnight risk, event risk, and anything the market does between now and expiry — before I even get to the mechanical resolution. A single bad gap on any one of those eighteen nights does to this position what an intraday spike does to a 0DTE naked call, except there's no same-day close to cap how long the exposure sits open. That's a materially larger and less controllable tail than anything else in this journal's short-option history, and it was taken with no written stop-loss on either leg — only an informal plan to book at roughly 50% of max profit if the market cooperated.

The exit

It cooperated. Booked 14-08-2026, seven days into the trade, eleven days still remaining to expiry.

Metric Value
50% profit target 16,373.50 × 0.5 = ₹8,186.75
Result +₹8,100 (≈49.5% of total credit, essentially on target)

Both legs decayed evenly enough over the week that neither strike came under real pressure — this reads as an orderly, low-volatility week for Nifty, not a case of one leg saving the other from a directional move. It's a clean result on paper. It says very little about what this trade looks like on a week that isn't orderly.

What's missing before this becomes a real system

This trade has an entry (sell a wide strangle roughly three weeks out) and an informal exit (50% of credit), and nothing else written down. No per-leg stop. No rule for what happens if the index gaps toward one strike two days after entry instead of drifting quietly for a week. No sizing framework beyond "one lot felt survivable." Compare that to the 125-minute EMA positional system, which at least has an EMA-based exit signal even when I don't always follow it, or the Sensex weekly strangle, which was chosen against an 11-month backtest before a rupee of real premium was sold. This trade has neither a backtest nor a written stop. It has a strike selection, a target, and a result that happened to be good.

One clean win is not permission to keep running this naked and unbacktested. The next version of this trade needs either a defined per-leg stop, a hedge that caps the tail the way the BankNifty condor's wings do, or a backtest that says the current shape is worth the exposure as-is. Until one of those exists, this is the largest undefended risk this journal has taken on, and it just happened to pay.


Disclaimer

This is a personal trading journal. It is a record of my own trades, my own money and my own mistakes — nothing more.

Nothing here is a trade recommendation, a tip, a call, or advice of any kind. I am not a registered adviser and I am not qualified to tell anyone what to do with their capital. The strikes, premiums, entries and exits above are what I did, not what you should do.

If you read this blog and place a trade because of it, that trade is yours. I accept no responsibility for anyone else's losses. Do your own research, size for your own risk, and understand that options can lose you more, faster, than you expect.