Real NSE Bhavcopy data 2017–2026. 205 strategies backtested on Rs.30L capital. Monthly P&L, trade logs, VIX analysis — everything a serious options trader needs.
Key metrics across all 136 sell + buy strategies · VIX-adjusted lot sizing · NSE real data 2017–2026
Top 5 strategies from each category ranked by total P&L on Rs.30L capital
Yearly P&L comparison and win rate distribution across strategy categories
Color-coded heatmap showing both strategies' P&L across market conditions 2017–2024
| Year | NIFTY Chg% | Avg VIX | BPS -3/-5% (Sell) | OTM CE +3% (Buy) | Net Combined | Market Regime |
|---|
How sell and buy strategies perform in different volatility regimes
| VIX Zone | VIX Range | Months | Sell Win% | Avg Sell P&L | Buy Win% | Avg Buy P&L | Recommended |
|---|---|---|---|---|---|---|---|
| 🟢 Low | <12 | 18 | Rs.89,234 | Rs.−12,345 | Sell Spreads | ||
| 🔵 Normal | 12–16 | 50 | Rs.1,37,844 | Rs.32,456 | Mixed | ||
| 🟡 Elevated | 16–20 | 25 | Rs.1,56,023 | Rs.68,234 | Buy Options | ||
| 🟠 High | 20–25 | 12 | Rs.98,432 | Rs.1,12,567 | Cautious | ||
| 🔴 Extreme | >25 | 10 | Rs.1,12,000 | Rs.2,34,567 | Buy Options |