ATM is always measured off the underlying’s mark price. Daily expiry rolls at 5:30 PM IST: “Today” = the contract expiring at the next 5:30 PM; “Tomorrow” = the one after.
Entry
Legs — per-leg strike, stop-loss, target, re-entry
Leg 1
Leg 2
Lazy legs — deployed when a leg’s stop-loss or target hits; set up like a leg
None yet. In a leg’s Advanced settings, pick “Lazy leg” as its re-entry on stop-loss or target to add one (named Lazy 1, Lazy 2, …); legs can share it, and it can re-enter or deploy a lazy leg of its own.
Overall momentum
Overall exit
Risk & costs
02
Run backtest
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Runs on your local index — no live Delta API calls. To run several strategies together, add them to the basket.
Past reports
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DeltaBT — results come from the backtest engine running on your local index. P&L is in USD, net of Delta India fees and slippage.