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9/21 EMA Crossover – Option Selling
Nifty 50 · NIFTY 23350 CE 03 NOV 26 · 2026-11-03 · WEEKLY · 1 trading sessions to expiry
CLOSED SELL · SHORT · CE
Entry premium₹60.20Simulated bid − slippage
Stop / target₹69.25 / ₹48.85Initial plan
Maximum favourable19.52%Observed favourable executable-side excursion
Maximum adverse0.00%Observed adverse executable-side excursion
Why the strategy entered
9 EMA crossed below 21 EMA on a completed five-minute candle.
EMA 923,310.161
EMA 2123,311.163
EMA 9 slope-0.054
EMA 21 slope-0.020
EMA spread0.004
RSI 1447.065
ATR 1421.355
ATR %0.092
ADX 1414.489
+DI 1417.532
−DI 1427.377
Exact strategy entry-rule checks
| Direction | Condition | Recorded result |
|---|---|---|
| Bullish signal / Sell PE | Previous Ema9 At Or Below Ema21 | Not met |
| Bullish signal / Sell PE | Current Ema9 Above Ema21 | Not met |
| Bearish signal / Sell CE | Previous Ema9 At Or Above Ema21 | Passed |
| Bearish signal / Sell CE | Current Ema9 Below Ema21 | Passed |
Additional market-context checks
| Check | Observed value | Meaning |
|---|---|---|
| Ema Alignment | bearish | EMA 9 versus EMA 21 alignment |
| Price Vs Ema21 | below | Spot close relative to EMA 21 |
| Futures Vwap | below | Front futures close relative to same-session futures VWAP |
| Rsi Momentum | neutral | RSI 14 momentum zone |
| Adx Trend Strength | weak | ADX 14 trend strength; direction is not implied by ADX |
| Relative Volume | below_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.
Strike23,350.000
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
LTP60.400
Best bid60.400
Best ask60.600
Spread %0.331
Quote sourceUpstox Full Market Quotes V3
Quote response time (IST)2026-11-02 12:51:03
Last trade time (IST)2026-11-02 12:51:03
Quote response age (sec)0.000
Last trade age (sec)0.000
Top-5 bid depth17,680.000
Top-5 ask depth19,045.000
Max allowed quote age (sec)120.000
Max allowed spread (%)5.000
Delta0.416
Theta-36.650
Gamma0.002
Vega5.014
IV16.240
Volume368,626,830.000
Open interest15,120,365.000
Previous OI3,174,340.000
Best bid quantity4,095.000
Best ask quantity2,210.000
PCR0.483
POP30.140
Strike distance (points)51.750
Strike distance (%)0.222
Estimated risk645.120
Entry IV16.240
Exit IV15.730
IV change-0.510
Entry delta0.416
Exit delta0.370
Delta change-0.046
Theta change2.270
Gamma change0.00000
Vega change-0.172
Exit and trade outcome
target
Exit price₹48.60
Exit IV15.730
Exit spread0.31%
Exit quote age0 sec
Gross P&L₹754.00
Estimated charges₹56.27
Net P&L₹697.73
Quote observations4
Last mark₹48.45
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 12:55:03 | 2026-11-02T12:55:03.457+05:30 | 2026-11-02 12:55:03 | 0 sec | ₹48.30 | ₹48.45 | 11,180 | 19,500 | ₹48.45 |
| mark | 2026-11-02 12:55:03 | 2026-11-02T12:55:03.457+05:30 | 2026-11-02 12:55:03 | 0 sec | ₹48.30 | ₹48.45 | 11,180 | 19,500 | ₹48.45 |
| mark | 2026-11-02 12:54:03 | 2026-11-02T12:54:03.537+05:30 | 2026-11-02 12:54:03 | 0 sec | ₹54.60 | ₹54.80 | 22,490 | 27,625 | ₹54.80 |
| mark | 2026-11-02 12:53:03 | 2026-11-02T12:53:03.141+05:30 | 2026-11-02 12:53:02 | 0 sec | ₹57.35 | ₹57.45 | 13,390 | 22,815 | ₹57.45 |
| mark | 2026-11-02 12:52:03 | 2026-11-02T12:52:03.172+05:30 | 2026-11-02 12:52:02 | 0 sec | ₹56.95 | ₹57.15 | 27,885 | 16,250 | ₹57.15 |
| entry | 2026-11-02 12:51:03 | 2026-11-02T12:51:03.655+05:30 | 2026-11-02 12:51:03 | 0 sec | ₹60.40 | ₹60.60 | 17,680 | 19,045 | ₹60.40 |
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.