Options Research Papers
Educational research papers generated from 10 years of NSE historical data. Every analysis is a first for Indian markets.
All content is for educational purposes only. Not investment advice.
Short Straddle on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Short Straddle strategy on Nifty indices from 2015 to 2025. Analysis covers 344 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Short Strangle on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Short Strangle strategy on Nifty indices from 2015 to 2025. Analysis covers 253 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Covered Call on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Covered Call strategy on Nifty indices from 2015 to 2025. Analysis covers 414 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Iron Condor on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Iron Condor strategy on Nifty indices from 2015 to 2025. Analysis covers 470 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Calendar Spread on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Calendar Spread strategy on Nifty indices from 2015 to 2025. Analysis covers 272 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Bull Call Spread on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Bull Call Spread strategy on Nifty indices from 2015 to 2025. Analysis covers 427 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Bear Put Spread on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Bear Put Spread strategy on Nifty indices from 2015 to 2025. Analysis covers 362 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Long Straddle on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Long Straddle strategy on Nifty indices from 2015 to 2025. Analysis covers 333 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Butterfly on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Butterfly strategy on Nifty indices from 2015 to 2025. Analysis covers 124 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Ratio Spread on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Ratio Spread strategy on Nifty indices from 2015 to 2025. Analysis covers 173 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Short Straddle on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Short Straddle strategy on Nifty indices from 2015 to 2025. Analysis covers 190 trades across bull, bear, and sideways market regimes with full transaction cost modeling.
Iron Condor on Nifty: A 10-Year Historical Analysis
A comprehensive backtest of the Iron Condor strategy on Nifty indices from 2015 to 2025. Analysis covers 314 trades across bull, bear, and sideways market regimes with full transaction cost modeling.