HelloTrade I was looking into the backtesting page where we can add how Out of Money(OTM) we wan the leg to be question is how are they calculated from ATM does OTM15 mean ATM+(50*15) 50 being the minimum increment on Nifty50..
Ramneet Hi HelloTrade, Correct, first we calculate the ATM Strike and calculate the ITMs and OTMs respectively.