Futures Gap Trading

Futures Intermediate NIFTY Futures BANKNIFTY Futures FINNIFTY Futures Stock Futures

Exploits price dislocations from overnight gaps

Backtest Futures Gap Trading on real market data — free
Simulate it in AlgoKing with zero real-money risk. No card required.
Start free →

Quick Reference

Strategy Type Event-Driven / Opening Strategy
Market Outlook Exploits price dislocations from overnight gaps
Risk Profile Moderate - gaps can extend before filling or not fill at all
Reward Profile Consistent profits from gap fills; larger profits from gap continuation
Time Horizon Primarily intraday (gap fill); can extend to multi-day for continuation gaps
Capital Requirement Moderate (₹1,00,000 - ₹4,00,000 for adequate margin)
Margin Type MIS for intraday gap trading; NRML if holding gap continuation
Best Used When Regular overnight gaps occur, clear gap classification possible, sufficient liquidity at open

When to Use This Strategy

Regular overnight gaps occur, clear gap classification possible, sufficient liquidity at open

India-Specific Notes

Lot Sizes

NIFTY 25 units per lot (₹50 per point)
BANKNIFTY 15 units per lot (₹15 per point)
FINNIFTY 25 units per lot (₹25 per point)
Stock Futures Varies by stock

Ready to test Futures Gap Trading?

AlgoKing is a flight simulator for traders — real market data, real backtests, zero real-money risk.

Create your free account

Educational simulation platform. Not investment advice. No SEBI registration required.

AlgoKing Support
AI-powered • Instant answers
Hi! I'm AlgoKing's AI assistant. How can I help you today?
Pricing Plans Supported Brokers How to Start MCX Algorithms