@SystematicPeter This analysis is very nicely presented, and thanks for sharing it. I had a quick question, where are you fetching the intraday data from?
@anilbalaji11 If the ratio spread is in debit, then decay will result in a net loss to one. Adjustment i understand, you can roll the short strikes to minimise the debit
@NideshDp Also occured in 2022 and 2023, but here we are......way above those levels. I'm curious why you conveniently had the 2008 example at disposal instead of others.
@AdityaTodmal@itsAdityaT@niki_poojary Faced the same issue, and realised that I needed a rule for total exposed risk and rolling strikes to prevent such situations.