National Stock Exchange of India, or NSE, is the world’s biggest derivatives exchange by volume. It offers futures & options contracts for 180 securities and 5 indices.

The analysis of 20 actively traded contracts revealed an intraday range of more than 1% on 75% trading days since 2015. Volatility, combined with volume, provides an opportunity to build and trade intraday and swing trading strategies.

A portfolio with 20 stocks was analyzed for past patterns. Fully automated trading strategies have been developed and tested in the live markets. An investment thesis is available.