Research: Options Vol Premium

What It Tries To Do

options_vol_premium studies defined-risk option selling when implied volatility is high. It is an options research strategy, not an equity stock picker.

How It Decides

The strategy checks IV-rank and days to expiry. When conditions pass, it simulates an iron condor with protective wings. It exits on profit target, stop, or near expiry.

Simple Example

If NIFTY options imply unusually high volatility, the strategy sells an out-of-the-money call spread and put spread, while buying farther wings to cap maximum loss.

When To Use It

Use it when options data coverage is available and you want to test volatility premium assumptions. Daily marks are important.

What Can Go Wrong

Gap moves and tail events can overwhelm collected premium. Defined-risk wings cap the loss, but they do not make the trade safe.

How To Read Results

Focus on max drawdown, largest loss, and stop behavior. A high win rate can hide rare but large losses.