I have closed calls -2 X 26100 and +2 X 26300, puts -5 X 24900 and +1 X 25000. I have covered my put calender and to mitigate the loss, I have sold calls -3 X 26000 which will bring down total loss to Rs. 900 max.
I am still holding my -5 X 26000 and +5 X 26200 bear call spread. I will only exit, if I have to utilize margin somewhere else, otherwise I will let it expire worthless.
For Expiry Trading, I have written calls at 26000 and started hedging it with 10:1. Till now the trend seems down, but cannot rule out last minute bullish bursts.
I have written some 25900 calls. I have removed hedging at 26000 calls.
Positions as of now looks like this: -