Mumbai, Maharashtra, India
Derivatives & Options Strategy Professional with 17 years of experience in proprietary trading across Equity & Index Derivatives. My expertise lies in building and executing non-directional options strategies using volatility, Greeks, and arbitrage opportunities while maintaining disciplined risk management. Core expertise includes: • Volatility Trading (IV Surface, Skew & Term Structure) • Delta Neutral & Greeks-Based Portfolio Management • Options Spreads & Arbitrage Strategies • Event-Driven Trading (RBI, FOMC, Budget & Earnings) • Risk Management & Position Sizing • Equity, Index & Currency Derivatives Experienced in trading platforms including ODIN, GETS Terminal and GreekSoft, with advanced Excel skills for analytics and strategy monitoring. Currently exploring opportunities in Proprietary Trading, Options Strategy, Volatility Trading and Institutional Derivatives desks.
Chief Manager – Derivatives Options Strategist * Managed a ₹15 Cr+ proprietary options portfolio, consistently delivering 15–18% annual returns while maintaining approximately 2% maximum drawdown. * Operated within a ₹350 Cr+ proprietary derivatives desk, contributing to Greeks-neutral portfolio management across Equity & Index Options. * Specialized in volatility trading, non-directional options strategies, arbitrage, and options risk management. * Analyzed Implied Volatility (IV) surfaces, volatility skew, and term structure to identify high-probability trading opportunities. * Monitored and managed portfolio Greeks (Delta, Gamma, Theta, Vega) to optimize risk-adjusted returns. * Led daily pre-market strategy discussions, focusing on volatility regime analysis, event risk, portfolio positioning, and position sizing. * Executed event-driven options strategies around RBI Policy, Union Budget, FOMC meetings, corporate earnings, and major macroeconomic events. * Developed and implemented non-directional options strategies including Iron Condors, Butterflies, Calendar Spreads, Ratio Spreads, and Volatility-based trades. * Collaborated with the trading desk to enhance execution efficiency, risk controls, and portfolio performance
Managed derivative portfolios with a primary focus on custom proprietary options trading and delta-neutral positioning. Utilized advanced trading platforms to monitor real-time market movements and capture alpha in fast-changing environments.
Executed directional and non-directional options strategies systematically within the highly liquid equity derivative segment. Monitored multi-variable market shifts to make rapid, data-backed trading calls during highly volatile sessions.
Handled the precise execution of complex derivative trades for both proprietary desks and select premium client portfolios using NSE terminals.
Gained comprehensive foundational experience in setting up arbitrage trades and deeply analyzing market microstructure variables.