Neutral - Profits from Term Structure Normalization
| Strategy Type | Volatility Term Structure Arbitrage |
| Market Outlook | Neutral - Profits from Term Structure Normalization |
| Risk Profile | Medium |
| Reward Profile | Medium |
| Time Horizon | 1-4 weeks |
| Capital Requirement | Medium to High |
| Margin Type | SPAN + Exposure |
| Best Used When | Implied volatility term structure is significantly inverted or in steep contango |
| NIFTY | 25 units per lot |
| BANKNIFTY | 15 units per lot |
| Stock Options | Varies by stock |
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