Anand Mahajan

Trading options — spreads & intraday.
Posting real trades, wins and losses 📓
🟢No tips,no courses — just documenting the process.
6+ yrs full-time Trader.

[Anand Mahajan @TheDeltaEdge]

As i was on Little break in Trading due to CAS and sideways market

I decided to Solve my biggest Trading Problem that was Over-trading Using Zerodha's API

So I built Zerodha RMS using AWS and API

Some features of this system 👇

→ Auto square-off of ALL positions at 3:00 PM sharp, daily — no manual intervention needed

→ Real-time PnL tracking every few seconds during market hours

→ The moment daily loss limit hits, system squares off everything instantly

→ Lockout Mode — this is the real MVP. Once limit is hit, if I try to take a new trade out of frustration, the system auto-closes it within seconds. Basically protects me from myself

→ Runs 24/7 on a cloud server, so it works even if my system is off or I lose internet

→ Every single action gets logged with timestamp — so I have a complete record of what happened and when

Built this because discipline during a losing streak is hard. Now the system enforces it for me.

Still refining, but early testing has been solid 🙌

#nifty #Sensex #Algotrading

[Anand Mahajan @TheDeltaEdge]

Booked the Loss in positional trade
- Din't adjust position as Loss were Small too book
- Din't wanted Risk of short covering sharp move threatening my Position on upside
#nifty #nifty50
https://t.co/tv4z8Uac1l

[Anand Mahajan @TheDeltaEdge]

Took Trade after many days of inactivity
Reasons to trade -
- I am expecting Little Bounce from this Current Nifty50 Level
- Will Adjust Position if market Breaches 22,600
#nifty50
https://t.co/tv4z8Uac1l

[Anand Mahajan @TheDeltaEdge]

when everyone is bearish it is difficult to trade on bearish side #nifty50
Also Nifty IT and Hdfc are in support unless they break there are less chance of sharp down move

[Anand Mahajan @TheDeltaEdge]

@renukaun95 Same here...

[Anand Mahajan @TheDeltaEdge]

Finally some good news
Will Resume trading on full size as soon as it is implemented...

[RedboxGlobal India @REDBOXINDIA]

SEBI CONSULTATION PAPER – KEY PROPOSALS ON CLOSING AUCTION SESSION (CAS)

• DERIVATIVES SETTLEMENT: SEBI proposes two options for expiry-day settlement. Option 1 – Blended VWAP: use trades from the last 30 minutes of CTS + 10 minutes of CAS, with weights based on actual traded value. Option 2 – CTS VWAP: continue using only the last 30 minutes of CTS initially, with a possible shift to Blended VWAP after at least one year. Final Consultation Paper September 12, 2026.pdf

• IEP / IIV: Security-level IEPs would continue to be disseminated, but SEBI proposes stopping the dissemination of the IEP-derived Indicative Index Value (IIV) during CAS because it can be mistaken for an actual traded index level.

• MARKET TIMINGS – OPTION A: CTS for CAS stocks until 3:30 PM, CAS from 3:31–3:40 PM, and F&O trading until 3:45 PM. Final Consultation Paper September 12, 2026.pdf

• MARKET TIMINGS – OPTION B: CTS for CAS stocks remains until 3:15 PM, CAS runs 3:15–3:25 PM, and F&O trading ends at 3:30 PM. Final Consultation Paper September 12, 2026.pdf

• TRANSITION PERIOD: SEBI proposes cutting the CTS-to-CAS transition period from 5 minutes to up to 1 minute. Final Consultation Paper September 12, 2026.pdf

• POST-CAS F&O WINDOW: The derivatives trading window after CAS would be reduced from 10 minutes to 5 minutes. Final Consultation Paper September 12, 2026.pdf

• CAS ORDERS: The existing ±3% price band would remain. However, orders placed beyond ±1% of the reference price could not be cancelled during CAS; only price-improving modifications would be permitted. Final Consultation Paper September 12, 2026.pdf

• ICEBERG ORDERS: Unexecuted Iceberg quantities at the end of CTS could be converted into normal limit orders and the entire pending quantity disclosed in the CAS order book. Final Consultation Paper September 12, 2026.pdf

BOTTOM LINE: SEBI is seeking to make CAS more reliable and transparent, reduce the influence of indicative prices on derivatives trading, improve continuity between CTS and CAS, and provide greater certainty around expiry-day settlement. Public comments are invited until October 3, 2026. Final Consultation Paper September 12, 2026.pdf

[Anand Mahajan @TheDeltaEdge]

@iarjuntandon This is pure idiotic Path we are going ....
Why will FII return in such tpxic environment where rules are changed frequently just to react and no fundamental change

[Anand Mahajan @TheDeltaEdge]

#notrade day in #sensex and #nifty today as There was no Setup for my trades....
Also Positionally i have no trades becoz interest decision is around 16 sept So Directional move after interest rate decision for me

[Anand Mahajan @TheDeltaEdge]

@alphalmanac Anything that can go wrong will go wrong...

[Anand Mahajan @TheDeltaEdge]

Can SEBI restrict and protect RBI from bad trades
1. SGB bonds where they are sitting on unrealized loss of 1.18 lakh crore...
2. FCNR is another bad trade which we will see in future
Do RBI even have risk management or Hedges against this trades...
This idiot babus will bankrupt this country.

Are this ticking time bomb which will cause major failure of banks or financial crisis in India ?

[Anand Mahajan @TheDeltaEdge]

Rangeing markets again 24,000 and 23,800 are key levels
Will avoid Positional trades in this Range And will try to capture intraday opportunity if any in #nifty

[Anand Mahajan @TheDeltaEdge]

@_anujsinghal Thank you for your honest Journalism 🫡 on this Issue

[Anand Mahajan @TheDeltaEdge]

Trade going well so far there only 3.3k Loss left on downside Will Exit trrrade if market move past my Upperside breakevenes and adjust if market moves above 23,975
#nity50

[Anand Mahajan @TheDeltaEdge]

So I am just trading Positional in nifty now
and avoiding Intraday Specially in #sensex
Current #nifty Positional trade update
So Adjusted my position slightly and Reduce my loss on downside

[Anand Mahajan @TheDeltaEdge]

@SarangSood Why you are surprised by this Behaviour of Subhash chandra owned group Who has defaulted on 22000cr loans Really they are all frauds

[Anand Mahajan @TheDeltaEdge]

@justnottamomma Why you are surprised by this Behaviour of Subhash chandra owned group Who has defaulted on 22000cr loans Really they are all frauds

[Anand Mahajan @TheDeltaEdge]

Made this trade For positional biased for Upside
Key Features
- R:R is 1:3
- Room for adjustment as Nifty expire in next week
- Low Vix environment supports debit spread

Will adjust this If market break Any major levels till then No changes in #nifty50 #sensex

[Anand Mahajan @TheDeltaEdge]

@SarangSood

[Anand Mahajan @TheDeltaEdge]

@alphalmanac @POTUS They don't have option
If they decrease fed rate then inflation will rise if they increase fed rate 40T $ Debt will be costly
I think end of FIAT is near

[Anand Mahajan @TheDeltaEdge]

How to Trade option in #CAS system ? in #nifty and #sensex
The August 2026 was negative month for me As I was experimenting with small QTY Here are few things I have changed in my trading
1. 0 DTE Trade is dead Accept it Don't fight it (it's tough)
2. Premium decay will be unpredictable
3. I will focus more on option buying as VIX is low and thanks to CAS you can also buy option on expiry day
4.Strict Exit rule @3pm (1 day will come where it will hit the 3% limit)
5. Keep an eye on straddle premiums to get idea Premium behaviour
6. As a trader I am always Student Markets are supreme

Also This CAS system has many flaws not just for derivatives but also for stock and pricing error on nse and bse so Maybe Sooner or later it will be removed

till then We can only try to evolve....

[Anand Mahajan @TheDeltaEdge]

Premium are Stable no Sign of Linear decay only possible if straddle falls below 80 which is very risk Considering CAS risk so will try avoiding Non-directional Trades..
Will wait for directional trade setup
#nifty #nse #sebi #cas