Amit_Ghosh

BankNIFTY Calender Spread Arbitrage

NSE:BANKNIFTY   Nifty Bank Index
This is a series of trade. Please follow the entire thread till the end of the expiry of December.

Buy 27000 PE Monthly Expiry at 532 - 1 lot
Sell 27000 PE Weekly Expiry 6th December at 285 - 1 lot
Sell 26000 PE Monthly Expiry at 201.9 - 1 lot

Sell 27300 CE Weekly Expiry 27300 CE at 54.05 - 2 lots
Buy 27200 CE Weekly Expiry 27200 CE at 78 - 1 lot

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