PREP · IRON CONDOR · NIFTY

Trade prep.

10:18:42
21 May 2026 · IST
LIVE

Payoff at expiry

Max profit +₹3,400 · Max loss −₹6,600 · Breakevens 22,432 / 22,768
SPOT 22,612
P(profit)
68%
Margin
₹1.2L
RR
1 : 1.9
Costs
₹284
Legs · 4
BUYNIFTY 22700 CE2 lots@ 22700
SELLNIFTY 22500 CE2 lots@ 22500
SELLNIFTY 22600 PE2 lots@ 22600
BUYNIFTY 22400 PE2 lots@ 22400

Pre-trade gates · 10 of 12 cleared

10 OK
  • Regime
    ELEVATED_CAUTION · half-sizing applies
    0.5×
  • EV after costs
    positive, edge intact
    +₹2,140
  • Quality score
    setup ranks 7th of 23 today
    7 / 10
  • Margin headroom
    SPAN + exposure
    ₹1.2L of ₹3.4L
  • Stop placement
    honoured
    −1.4%
  • ML stop-probability
    elevated on expiry day
    38%
  • Slippage estimate
    all four legs liquid
    ₹140
  • Greeks fit portfolio
    net Δ within band
    +0.12
  • News event window
    RBI Gov speech +06h 30m
    CAUTION
  • Hour-to-expiry sizing
    applied automatically
    0.5×
  • Daily budget remaining
    spend would be ₹2,640
    38% → 62%
  • Recon & broker health
    green
    42ms
“
Copilot · synthesis

Trade clears 10 of 12 gates. The two unmet — ML stop-prob 38% and an RBI event at +06:30 — argue for entering at half size, exiting before 14:00 NSE-cap, and not adding the wing later. Verdict: enter half · exit 14:00 · no add.

⌘K