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Nifty Budget Day strategy: Why this ‘volatility crush’ is an options trader’s best friend

Budget week inflates option premiums due to market uncertainty, with Nifty ATM straddles consistently opening high. While volatility rises pre-Budget, an “IV Crush” consistently deflates premiums post-speech. Defined-risk strategies like Iron Flies and Condors proved most successful, limiting losses during extreme moves.

Source :- Markets-Economic Times Read More

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