1. Why are FIIs selling Indian stocks so vigorously?

Well, a number of factors. It's actually a domino effect.

And it all begins with the same story…
The day FED decided to go hard on inflation.

2. In layman terms, FED regulates the flow of dollars in the world. For last many years, after the 2008 crisis, they have been printing dollars recklessly to help US Govt fund several economy stabilizing projects by buying US bonds.

3. US 10Y, 30Y bonds are basically a kind of internal debt that the govt raises to run its projects as it has been running into huge deficit for quite sometime.

4. That, along with near zero interest rates incentivizes banks to lend more to whoever is credit worthy. These credit worthy people use the opportunity to raise dollar denominated debt and convert them into local currencies and invest in emerging markets (among other things).

5. Most EM currencies continue to depreciate against USD as most of them, including India, are net importer of goods and services. That is, they spend more USD than what they earn. So when a foreign investor invests in an EM, it has to factor in this depreciation as well.

1. Straddle vs Triple Straddle: Is there a benefit?

Data says, yes. Small benefit but there is some benefit. Especially when it comes to sharp moves on one side (Gap UP/Down) - Triple straddle stands better than a single straddle.

2. Single straddle at 32200 for May 20 expiry : 6Lots
Triple straddles at 32200, 32600 and 31700 : 2 Lots each.

At the center there is not much diff between the two. Similar Greeks (Theta & Vega mainly)

But look at the payoff profile. Triple straddle provides a much ...

3. ...Distributed profile which means the payout at expiry is not concentrated at one single point like a single straddle, but is spread over a range. Something like a strangle.

Psychologically, that gives comfort during a little extra volatility in the markets, ...

4. avoiding a couple of adjustments...

But a little more comfort comes from the fact that if market move too fast in one direction, or gaps up/down, MTM loss will be lower in triple straddles as compared to single straddle. Why? ...

5. I think thats because of how gamma behaves in case of an ITM option.
Lower MTM loss is a psychological comfort I tell you.
And look at the theta at this point. Almost same.
I have created this today (Friday),so, see how weekend decay looks like for the two system.
...

Making ₹5000 on a 10L account on weekly index expiries need 200 BankNifty points.
Do it with 4 lots and one just need to make 50 points per lot in a week - 10 points per lot per day.
52 Expiries in a year and without compounding you can make 26% on your capital in a year.

Staying profitable is that simple.
But problem is we want to make 50,000 per week on 10L or 10,000 per week on 1L ... yes thats how disproportionate and illogical our expectations are about trading income.
(2/n)

Trading is a game against people who themselves are using their wit to make profits by outsmarting other people. I outsmart you to make a living and vice versa. And only the real smarts survive. We are not fulfilling any basic need that has room to grow as population grows (3/n)

Its a game where every transaction ensures that lesser amount stays on the table for the players to grab. And I grab your money, you grab mine.
The trading pie always gets smaller from where it starts - Brokerage, Taxes eat into it.
(4/n)

So, the effort to get higher and higher from the diminishing pie needs higher and higher efforts and methods which can be borderline cunning.
But generating small consistent income is not difficult. Why?
(5/n)