https://thealgobench.com/tags/straddle/Recent content in Straddle on The Algo BenchHugoen-INMon, 09 Nov 2026 00:00:00 +0000https://thealgobench.com/strategies/nifty-expiry-day-straddle/Mon, 09 Nov 2026 00:00:00 +0000https://thealgobench.com/strategies/nifty-expiry-day-straddle/<h2 id="the-idea">The idea</h2> <p>Expiry day is when weekly options lose the last of their time value. A strategy popular with traders sells the at-the-money call and put of the expiring NIFTY weekly early in the morning, collects the premium, and buys both back in the afternoon, when much of that premium should have melted away. Because an at-the-money straddle loses money quickly if NIFTY trends, the popular version adds a stop on the <strong>combined</strong> premium: if the call and the put together cost 30% more than they were sold for, close both.</p>https://thealgobench.com/strategies/45-dte-short-straddle/Tue, 13 Oct 2026 00:00:00 +0000https://thealgobench.com/strategies/45-dte-short-straddle/<h2 id="the-idea">The idea</h2> <p>&ldquo;Sell options with about 45 days to expiry, take profits at 50%, get out by 21 days&rdquo; is one of the most widely taught option-selling routines in the world, popularised by Tom Sosnoff and the tastytrade research team in the US. The logic: 45 days out, option prices still carry plenty of time value, and that value decays fastest in the following weeks. Leaving at 21 days avoids the final stretch, when prices swing hardest with every move in the index.</p>