Options Desk

Strategy Report Dashboard

9 strategies · 100 stored runs. Headline metric is Sharpe (risk-adjusted return) - R/MDD is shown secondary. Pick a strategy to open its full report.
9
Strategies
₹1,13,495
Combined Net P&L (featured runs)
0/9
Sharpe ≥ 1 (solid or better)
9/9
Sharpe < 1 (modest or thin)
191d
Average sample size

Short-premium ladder

4 strategies
NF Shifting Master
Short premium / distance-from-spot ladder
NIFTY

Farm decay from a 3-strike short ladder on each side, sliding it to keep every leg at a fixed distance from live spot.

346% of gross profit lost to costs
Gross-profitable over 192 expiry days, but transaction costs alone turn the net result negative.
default size (1 lot)
Sharpe Thin
-0.10
Net P&L
−₹7,630
R/MDD (secondary)
-0.19
Max DD
−₹40,182
Sample
192d / 3467L
Open latest report — NIFTY, 2026-01-01 → 2026-10-13
12 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
NIFTY PAPER 2026-10-15 → 2026-10-15 1 16 ₹1,423 — — Open
NIFTY PAPER 2026-10-13 → 2026-10-13 1 14 ₹1,033 — — Open
NIFTY 2026-01-01 → 2026-10-06 187 3136 −₹40,446 -0.53 -0.81 Open
NIFTY PAPER 2026-10-08 → 2026-10-08 1 14 −₹3,897 — -1.00 Open
NIFTY PAPER 2026-10-07 → 2026-10-07 1 18 ₹796 — — Open
NIFTY PAPER 2026-10-06 → 2026-10-06 1 8 ₹1,398 — — Open
NIFTY 2026-01-01 → 2026-09-29 183 3065 −₹33,627 -0.45 -0.67 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 14 −₹504 — -1.00 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 6 ₹10 — — Open
NIFTY PAPER 2026-09-29 → 2026-09-29 1 22 −₹767 — -1.00 Open
NIFTY PAPER 2026-09-25 → 2026-09-25 1 10 ₹1,436 — — Open
NIFTY 2026-01-01 → 2026-09-22 178 2997 −₹27,785 -0.38 -0.55 Open
Market Mover NF
Short premium / OTM-drift adjustment
NIFTY

Sell OTM5 calls and puts. Leave untouched whichever side spot is moving toward, letting it ride down toward ATM; keep re-pinning whichever side spot is moving away from back out to a fresh OTM5 - resetting both legs before the two strikes converge too close together.

214% of gross profit lost to costs
Gross-profitable over 192 expiry days, but transaction costs alone turn the net result negative.
default size (1 lot)
Sharpe Thin
-0.11
Net P&L
−₹5,085
R/MDD (secondary)
-0.25
Max DD
−₹20,311
Sample
192d / 1533L
Open latest report — NIFTY, 2026-01-01 → 2026-10-13
14 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
NIFTY PAPER 2026-10-15 → 2026-10-15 1 7 ₹504 — — Open
NIFTY PAPER 2026-10-13 → 2026-10-13 1 7 ₹151 — — Open
NIFTY 2026-01-01 → 2026-10-06 187 1491 −₹2,403 -0.06 -0.12 Open
NIFTY PAPER 2026-10-08 → 2026-10-08 1 5 −₹2,623 — -1.00 Open
NIFTY PAPER 2026-10-07 → 2026-10-07 1 5 ₹1,157 — — Open
NIFTY PAPER 2026-10-06 → 2026-10-06 1 4 ₹543 — — Open
NIFTY 2026-01-01 → 2026-09-29 183 1458 ₹730 0.02 0.04 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 9 −₹461 — -1.00 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 2 −₹104 — -1.00 Open
NIFTY PAPER 2026-09-29 → 2026-09-29 1 7 ₹734 — — Open
NIFTY PAPER 2026-09-25 → 2026-09-25 1 5 ₹523 — — Open
NIFTY 2026-01-01 → 2026-09-22 178 1427 ₹2,625 0.06 0.13 Open
NIFTY 2026-03-10 → 2026-09-08 27 253 ₹12,954 2.96 4.12 Open
NIFTY 2026-03-10 → 2026-09-08 27 1013 ₹10,072 3.00 3.31 Open
Sensex Shifting Master
Short premium / distance-from-spot ladder
SENSEX

Farm decay from a 3-strike short ladder on each side, sliding it to keep every leg at a fixed distance from live spot - the same mechanic as NF Shifting Master, pointed at SENSEX with its own risk parameters.

Net loss over the sample
Both gross and net results are negative over 189 expiry days - this is not a costs problem, the underlying idea lost money.
default size (1 lot)
Sharpe Thin
-0.29
Net P&L
−₹27,926
R/MDD (secondary)
-0.42
Max DD
−₹66,659
Sample
189d / 6071L
Open latest report — SENSEX, 2026-01-01 → 2026-10-08
11 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
SENSEX PAPER 2026-10-15 → 2026-10-15 1 28 ₹2,513 — — Open
SENSEX PAPER 2026-10-13 → 2026-10-13 1 22 ₹2,179 — — Open
SENSEX 2026-01-01 → 2026-10-08 189 6071 −₹27,926 -0.29 -0.42 Open
SENSEX 2026-01-01 → 2026-10-01 185 5939 −₹32,298 -0.34 -0.48 Open
SENSEX PAPER 2026-10-08 → 2026-10-08 1 24 ₹556 — — Open
SENSEX PAPER 2026-10-07 → 2026-10-07 1 30 ₹89 — — Open
SENSEX PAPER 2026-10-06 → 2026-10-06 1 12 ₹2,998 — — Open
SENSEX PAPER 2026-09-30 → 2026-09-30 1 28 −₹1,927 — -1.00 Open
SENSEX PAPER 2026-09-30 → 2026-09-30 1 6 ₹87 — — Open
SENSEX PAPER 2026-09-29 → 2026-09-29 1 24 ₹1,529 — — Open
SENSEX PAPER 2026-09-25 → 2026-09-25 1 20 ₹897 — — Open
Market Mover Sensex
Short premium / OTM-drift adjustment
SENSEX

Sell OTM5 calls and puts. Leave untouched whichever side spot is moving toward, letting it ride toward ATM; keep re-pinning whichever side spot is moving away from back out to a fresh OTM5 - resetting both legs before the two strikes converge too close together. The same strategy as Market Mover NF, pointed at SENSEX with its own source doc's numbers.

Net loss over the sample
Both gross and net results are negative over 189 expiry days - this is not a costs problem, the underlying idea lost money.
default size (1 lot)
Sharpe Thin
-0.76
Net P&L
−₹35,951
R/MDD (secondary)
-0.81
Max DD
−₹44,335
Sample
189d / 2312L
Open latest report — SENSEX, 2026-01-01 → 2026-10-08
3 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
SENSEX PAPER 2026-10-15 → 2026-10-15 1 10 ₹1,538 — — Open
SENSEX 2026-01-01 → 2026-10-08 189 2312 −₹35,951 -0.76 -0.81 Open
SENSEX 2026-01-01 → 2026-10-01 185 2256 −₹36,243 -0.78 -0.82 Open

Re-centering straddle

1 strategy
NF ATM Straddle Recentre
Short premium / theta harvesting - re-centring ATM straddle
NIFTY

Stay short an ATM straddle all day, resetting to flat delta every time the position ratchets 15% off its own low.

66% of gross profit lost to costs
The strategy is gross-profitable, but more than half of that edge is consumed by brokerage, STT, and exchange charges before it reaches net P&L.
default size (1 lot)
Sharpe Thin
0.08
Net P&L
₹4,819
R/MDD (secondary)
0.13
Max DD
−₹36,225
Sample
192d / 778L
Open latest report — NIFTY, 2026-01-01 → 2026-10-13
12 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
NIFTY PAPER 2026-10-15 → 2026-10-15 1 2 ₹1,941 — — Open
NIFTY PAPER 2026-10-13 → 2026-10-13 1 10 −₹1,237 — -1.00 Open
NIFTY 2026-01-01 → 2026-10-06 187 756 ₹8,449 0.15 0.23 Open
NIFTY PAPER 2026-10-08 → 2026-10-08 1 4 −₹3,078 — -1.00 Open
NIFTY PAPER 2026-10-07 → 2026-10-07 1 2 ₹1,037 — — Open
NIFTY PAPER 2026-10-06 → 2026-10-06 1 6 ₹1,050 — — Open
NIFTY 2026-01-01 → 2026-09-29 183 740 ₹9,344 0.16 0.26 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 2 ₹803 — — Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 2 ₹23 — — Open
NIFTY PAPER 2026-09-29 → 2026-09-29 1 4 ₹2,155 — — Open
NIFTY PAPER 2026-09-25 → 2026-09-25 1 4 −₹462 — -1.00 Open
NIFTY 2026-01-01 → 2026-09-22 178 722 ₹7,165 0.13 0.20 Open

OI momentum

1 strategy
NF OI Recentre
Short premium / open-interest momentum
NIFTY

Stay short whichever call and put currently carry the most open interest, rolling each leg independently the moment a new strike takes the lead.

148% of gross profit lost to costs
Gross-profitable over 192 expiry days, but transaction costs alone turn the net result negative.
default size (1 lot)
Sharpe Thin
-0.07
Net P&L
−₹2,778
R/MDD (secondary)
-0.14
Max DD
−₹20,171
Sample
192d / 1146L
Open latest report — NIFTY, 2026-01-01 → 2026-10-13
12 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
NIFTY PAPER 2026-10-15 → 2026-10-15 1 2 −₹1,771 — -1.00 Open
NIFTY PAPER 2026-10-13 → 2026-10-13 1 7 ₹1,696 — — Open
NIFTY 2026-01-01 → 2026-10-06 187 1014 ₹5,038 0.13 0.33 Open
NIFTY PAPER 2026-10-08 → 2026-10-08 1 4 −₹3,426 — -1.00 Open
NIFTY PAPER 2026-10-07 → 2026-10-07 1 14 ₹1,862 — — Open
NIFTY PAPER 2026-10-06 → 2026-10-06 1 6 −₹65 — -1.00 Open
NIFTY 2026-01-01 → 2026-09-29 183 1001 ₹6,272 0.16 0.41 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 2 −₹1,664 — -1.00 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 2 ₹19 — — Open
NIFTY PAPER 2026-09-29 → 2026-09-29 1 5 −₹1,641 — -1.00 Open
NIFTY PAPER 2026-09-25 → 2026-09-25 1 9 −₹2,135 — -1.00 Open
NIFTY 2026-01-01 → 2026-09-22 178 967 ₹12,541 0.34 0.83 Open

Theta harvest

1 strategy
1 Hour Straddles
Short premium / theta harvesting
NIFTY

Sell time decay six times a day, cut losers wide and winners early.

56% of gross profit lost to costs
The strategy is gross-profitable, but more than half of that edge is consumed by brokerage, STT, and exchange charges before it reaches net P&L.
default size (5 lots)
Sharpe Thin
0.08
Net P&L
₹1,30,388
R/MDD (secondary)
0.14
Max DD
−₹9,14,056
Sample
192d / 2304L
Open latest report — NIFTY, 2026-01-01 → 2026-10-13
12 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
NIFTY PAPER 2026-10-15 → 2026-10-15 1 12 ₹52,443 — — Open
NIFTY PAPER 2026-10-13 → 2026-10-13 1 12 −₹1,17,639 — -1.00 Open
NIFTY 2026-01-01 → 2026-10-06 187 2244 ₹1,51,898 0.10 0.17 Open
NIFTY PAPER 2026-10-08 → 2026-10-08 1 12 −₹19,468 — -1.00 Open
NIFTY PAPER 2026-10-07 → 2026-10-07 1 12 ₹31,623 — — Open
NIFTY PAPER 2026-10-06 → 2026-10-06 1 12 ₹23,286 — — Open
NIFTY 2026-01-01 → 2026-09-29 183 2196 ₹80,491 0.05 0.09 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 10 ₹11,700 — — Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 2 ₹114 — — Open
NIFTY PAPER 2026-09-29 → 2026-09-29 1 12 ₹1,25,515 — — Open
NIFTY PAPER 2026-09-25 → 2026-09-25 1 12 ₹19,727 — — Open
NIFTY 2026-01-01 → 2026-09-22 178 2136 −₹96,229 -0.07 -0.11 Open

Premium reload

2 strategies
NF Premium Reload
Short premium / premium-target reload
NIFTY

Sell a call and a put each targeting a fixed premium (~Rs 35), cut the pair tight on a combined stop, then reload single-leg on whichever side is winning with a looser stop - up to 3 fresh two-leg cycles a day.

Sharpe 0.95, net of costs
Modest edge over 192 expiry days (R/MDD 3.32).
default size (1 lot)
Sharpe Modest
0.95
Net P&L
₹44,910
R/MDD (secondary)
3.32
Max DD
−₹13,510
Sample
192d / 658L
Open latest report — NIFTY, 2026-01-01 → 2026-10-13
12 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
NIFTY PAPER 2026-10-15 → 2026-10-15 1 3 −₹86 — -1.00 Open
NIFTY PAPER 2026-10-13 → 2026-10-13 1 3 ₹1,312 — — Open
NIFTY 2026-01-01 → 2026-10-06 187 644 ₹40,561 0.87 3.00 Open
NIFTY PAPER 2026-10-08 → 2026-10-08 1 3 ₹156 — — Open
NIFTY PAPER 2026-10-07 → 2026-10-07 1 5 −₹1,121 — -1.00 Open
NIFTY PAPER 2026-10-06 → 2026-10-06 1 2 ₹2,961 — — Open
NIFTY 2026-01-01 → 2026-09-29 183 626 ₹41,369 0.90 3.06 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 8 −₹2,932 — -1.00 Open
NIFTY PAPER 2026-09-30 → 2026-09-30 1 2 −₹32 — -1.00 Open
NIFTY PAPER 2026-09-29 → 2026-09-29 1 3 ₹1,209 — — Open
NIFTY PAPER 2026-09-25 → 2026-09-25 1 5 −₹852 — -1.00 Open
NIFTY 2026-01-01 → 2026-09-22 178 610 ₹41,786 0.94 3.09 Open
Sensex Premium Reload
Short premium / premium-target reload
SENSEX

Sell a call and a put each targeting a fixed premium (~Rs 75), cut the pair tight on a combined stop, then reload single-leg on whichever side is winning with a looser stop - up to 3 fresh two-leg cycles a day. The same strategy as NF Premium Reload, pointed at SENSEX with its own source doc's numbers.

15% of gross profit lost to costs
Costs take a real, non-trivial bite out of the gross edge - the net figure, not the gross one, is the honest read of this strategy.
default size (1 lot)
Sharpe Thin
0.38
Net P&L
₹12,748
R/MDD (secondary)
0.88
Max DD
−₹14,451
Sample
189d / 722L
Open latest report — SENSEX, 2026-01-01 → 2026-10-08
3 earlier runs
Instrument Date range Days Legs Net P&L Sharpe R/MDD
SENSEX PAPER 2026-10-15 → 2026-10-15 1 9 −₹1,510 — -1.00 Open
SENSEX 2026-01-01 → 2026-10-08 189 722 ₹12,748 0.38 0.88 Open
SENSEX 2026-01-01 → 2026-10-01 185 709 ₹11,038 0.33 0.76 Open