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Opening Range Breakout + Retest – Option Selling
Nifty 50 · NIFTY 23250 PE 03 NOV 26 · 2026-11-03 · WEEKLY · 1 trading sessions to expiry
CLOSED sell · LONG · PE
Entry premium₹70.00Simulated bid − slippage
Stop / target₹85.00 / ₹50.00Initial plan
Maximum favourable5.79%Observed favourable executable-side excursion
Maximum adverse0.00%Observed adverse executable-side excursion
Why the strategy entered
Price broke above the opening range and retested the range high with bullish close.
EMA 923,314.395
EMA 2123,305.503
EMA 9 slope-0.046
EMA 21 slope-0.003
EMA spread0.038
RSI 1454.132
ATR 1422.528
ATR %0.097
ADX 1432.064
+DI 1418.773
−DI 1420.863
Exact strategy entry-rule checks
| Direction | Condition | Recorded result |
|---|---|---|
| Bullish signal / Sell PE | Opening Range Complete | Passed |
| Bullish signal / Sell PE | Evaluation After 09 30 | Passed |
| Bullish signal / Sell PE | Previous Close Above Range High | Passed |
| Bullish signal / Sell PE | Current Low Within Retest Tolerance | Passed |
| Bullish signal / Sell PE | Current Close Above Range High | Passed |
| Bullish signal / Sell PE | Current Candle Bullish | Passed |
| Bearish signal / Sell CE | Opening Range Complete | Passed |
| Bearish signal / Sell CE | Evaluation After 09 30 | Passed |
| Bearish signal / Sell CE | Previous Close Below Range Low | Not met |
| Bearish signal / Sell CE | Current High Within Retest Tolerance | Passed |
| Bearish signal / Sell CE | Current Close Below Range Low | Not met |
| Bearish signal / Sell CE | Current Candle Bearish | Not met |
Additional market-context checks
| Check | Observed value | Meaning |
|---|---|---|
| Ema Alignment | bullish | EMA 9 versus EMA 21 alignment |
| Price Vs Ema21 | below | Spot close relative to EMA 21 |
| Futures Vwap | above | Front futures close relative to same-session futures VWAP |
| Rsi Momentum | neutral | RSI 14 momentum zone |
| Adx Trend Strength | strong | ADX 14 trend strength; direction is not implied by ADX |
| Relative Volume | near_average | Aligned front-month futures candle volume versus prior same-session futures average |
| Candle Direction | bullish | Signal candle body direction |
Option contract and execution quality
Strike/Greeks come from the option-chain snapshot; execution price, timestamps and depth come from Upstox Full Market Quotes V3.
Strike23,250.000
Expiry2026-11-03
Expiry seriesWEEKLY
Expiry classification sourceupstox_weekly_flag
Calendar DTE1.000
Trading-session DTE1.000
Expiry weekdayTuesday
Signal weekdayMonday
Entry weekdayMonday
Expiry week flag1.000
Expiry day flag0.000
One session before expiry1.000
Two sessions before expiry0.000
LTP70.500
Best bid70.250
Best ask70.450
Spread %0.284
Quote sourceUpstox Full Market Quotes V3
Quote response time (IST)2026-11-02 11:56:03
Last trade time (IST)2026-11-02 11:56:03
Quote response age (sec)0.000
Last trade age (sec)0.000
Top-5 bid depth12,350.000
Top-5 ask depth16,510.000
Max allowed quote age (sec)120.000
Max allowed spread (%)5.000
Delta-0.415
Theta-42.125
Gamma0.002
Vega5.095
IV19.000
Volume182,102,830.000
Open interest14,183,910.000
Previous OI163,475.000
Best bid quantity2,275.000
Best ask quantity975.000
PCR1.779
POP30.550
Strike distance (points)57.200
Strike distance (%)0.245
Estimated risk1,033.600
Entry IV19.000
Exit IV19.170
IV change0.170
Entry delta-0.415
Exit delta-0.403
Delta change0.011
Theta change-0.113
Gamma change-0.00010
Vega change-0.034
Exit and trade outcome
stop loss
Exit price₹70.00
Exit IV19.170
Exit spread0.13%
Exit quote age0 sec
Gross P&L₹0.00
Estimated charges₹58.16
Net P&L−₹58.16
Quote observations1
Last mark₹74.05
MAE/MFE use the position-side executable quote (bid for BUY accounts, ask for SELL accounts) captured by the minute-level worker. They may not include intraminute extremes or every executable market price.
Full Market Quotes V3 audit trail
Exchange quote response time, last-trade time and top-five market depth snapshots used for simulated entries, marks and exits.
| Phase | Requested at | Quote response (exact) | Last trade | Quote age | Best bid | Best ask | Bid depth | Ask depth | Depth VWAP |
|---|---|---|---|---|---|---|---|---|---|
| exit | 2026-11-02 11:57:03 | 2026-11-02T11:57:03.071+05:30 | 2026-11-02 11:57:02 | 0 sec | ₹74.05 | ₹74.15 | 17,030 | 9,425 | ₹74.05 |
| mark | 2026-11-02 11:57:03 | 2026-11-02T11:57:03.071+05:30 | 2026-11-02 11:57:02 | 0 sec | ₹74.05 | ₹74.15 | 17,030 | 9,425 | ₹74.05 |
| entry | 2026-11-02 11:56:03 | 2026-11-02T11:56:03.953+05:30 | 2026-11-02 11:56:03 | 0 sec | ₹70.25 | ₹70.45 | 12,350 | 16,510 | ₹70.25 |
Top-five depth VWAP is a paper fill estimate based on displayed exchange quantities at the time of the snapshot. It cannot guarantee actual execution, queue priority or protection against cancellations and rapid market changes.