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πŸ”» Mastering NIFTY Trend Days with 200Β± Straddle, CAM Levels, and VWAP: The 30th June 2025 Case Study

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  • SANTANU BEZ Offline
    SANTANU BEZ-1707666167730S Offline
    SANTANU BEZ

    Pro User

    wrote on last edited by SANTANU BEZ-1707666167730
    #1

    Screenshot 2025-07-01 001301.png

    πŸͺ How 30th June Actually Unfolded
    1️⃣ H3 as the Intraday Anchor
    H3 (~25787.96) stood tall, defining the ceiling for the day.

    Price never truly challenged H3, showing that bulls lacked power to test or break above it.

    It acted as an anchor, setting the upper boundary of your context box for the day.

    2️⃣ L4 Decides Seller Power
    L4 (~25674.68) was the true intraday battlefield.

    Price hovered above L4 initially, then broke below decisively.

    Once L4 broke:
    βœ… Sellers confirmed their control.
    βœ… Pullbacks toward L4 got rejected.
    βœ… Structure shifted to downtrend continuation.

    3️⃣ VWAP Slope as Bearish Confirmation
    The VWAP started flat, then tilted down, aligning visually with:
    βœ… Price consistently holding below VWAP.
    βœ… Slope turning negative, confirming seller aggression.

    VWAP slope + price rejection at VWAP ensured:

    You avoid counter-trend longs.

    You align with trend-day behavior.

    🌿 In Essence:
    βœ… H3 = Upper Anchor (Trend Constraint)
    βœ… L4 = Decision Point (Seller Confirmation)
    βœ… VWAP Slope = Bias Confirmation (Bearish)

    Screenshot 2025-07-01 001710.png

    πŸ“ˆ Why Tracking Straddle Premiums Matters

    Most traders watch price alone, missing hidden signals in option premiums. By tracking higher and lower straddle premiums alongside CAM levels and VWAP, you can decode market structure with precision.

    On 30th June 2025, NIFTY offered a textbook bearish trend day, confirmed through this approach.

    πŸ› οΈ The Setup: 200Β± NIFTY Straddle P&F Study
    Higher Straddle: 25800 CE + PE

    Lower Straddle: 25400 CE + PE

    Tools:
    βœ… Point & Figure charts (1M, 0.5% x 3)
    βœ… Camarilla Levels (H3, H4, L3, L4, Pivot)
    βœ… VWAP as trend confirmation

    πŸͺ 1️⃣ Higher Straddle (25800 CE+PE)
    At Market Open:
    βœ… VWAP level below premium from start.

    VWAP aligned under Pivot, with slope stabilizing upward.

    Throughout Session:
    βœ… Premium consistently stayed above VWAP.

    βœ… VWAP slope remained flat to slightly upward βž” confirms premium stability.

    Implication:
    No premium decay under VWAP = Market expecting continued volatility.

    Higher straddle remains stable βž” indicates bearish bias on underlying.

    πŸͺ 2️⃣ Lower Straddle (25400 CE+PE)
    At Market Open:
    βœ… VWAP level above premium from start.

    Throughout Session:
    βœ… Premium stayed under VWAP, rejecting any retests.
    βœ… After L3 breakdown, premium decay continued
    βœ… VWAP slope remained downward throughout.

    Implication:
    Premium decay under VWAP = stable trend day environment.

    Lower straddle continuing decay βž” confirms underlying bearish momentum.

    πŸ›‘οΈ Clean Structural Summary:
    βœ… Higher Straddle:

    Above VWAP

    VWAP slope stable/up βž” Premium stability βž” Bearish bias confirmation.

    βœ… Lower Straddle:

    Below VWAP

    VWAP slope down βž” Premium decay βž” Trend day environment.

    🚦 Final Bias Extraction:
    β€œFrom market open, CAM levels and VWAP together confirmed: the higher straddle’s premium stability above Pivot + VWAP combined with lower straddle decay below VWAP + L4 provided a clean bearish trend bias in NIFTY for the entire session.”

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