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docs: add SENSEX expiry report for 2026-09-03 - #119

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kunalrbhatia merged 1 commit into
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docs/expiry-report-2026-09-03
Sep 3, 2026
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kunalrbhatia merged 1 commit into
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docs/expiry-report-2026-09-03

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Summary

Automated post-expiry P&L analysis for SENSEX, 03 Sep 2026 (broker-verified).

Total P&L: ₹−10,791.00 (LOSS)

Session context

  • First live day after the hedge-walk fix (PR fix: hedge-walk infinite retry for SENSEX caused duplicate hedges #118). Clean entry at 10:15 (76800 straddle @ 169.40/127.40, hedges 78300CE/74900PE).
  • Market moved down; PEs bled hard. 76800 PE closed −₹10,942, 76600 PE closed −₹6,578 (roll + per-leg stops).
  • CEs stayed green and rode to expiry: 76800 CE +₹3,370, 76600 CE +₹3,866.
  • Report corrected to broker truth (16:06): initial generator missed the flattened 78400CE hedge (−₹6) from the morning's overfill cleanup — total −₹10,791.00 exact.

Notes

@kunalrbhatia
kunalrbhatia merged commit ea7d259 into development Sep 3, 2026
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@kunalrbhatia
kunalrbhatia deleted the docs/expiry-report-2026-09-03 branch September 3, 2026 10:38
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