{21-Jul-2023} ICICIBANK trade idea into Earnings
{21-Jul-2023} ICICIBANK trade idea into Earnings
{21-Jul-2023} ICICIBANK trade idea into Earnings
Trading Strategy Rules :
current trading day, post market or over the weekend, ICICIBANK is set to announce results
short ATM -10 PE ( nearest 10 strike , nearest monthly ) for t+1
Below is the backtest performance summary since 2016 , of shorting ATM-10 ( around 40–45 delta PE ) into earnings for a t+1