Wednesday 13 June 2012

Petronet Strangle Option Strategy

LEG1: BUY PETRONET 140 CALL @ 2.5
LEG2: BUY PETRONET 130 PUT @ 2.5
COST =5
LOT SIZE =2000       
 RISK PER LOT = 10000
RETURN = UNLIMITED

Read More For Pay off table.......


Strike Price
Call Option Price
Strike Price2
Put option price
Strike rate
Closing price
Lot size
Total Investment
Payoff
140
2.5
130
2.5
5
115
2000
10000
20000
140
2.5
130
2.5
5
120
2000
10000
10000
140
2.5
130
2.5
5
125
2000
10000
0
140
2.5
130
2.5
5
130
2000
10000
-10000
140
2.5
130
2.5
5
135
2000
10000
-10000
140
2.5
130
2.5
5
140
2000
10000
-10000
140
2.5
130
2.5
5
145
2000
10000
0
140
2.5
130
2.5
5
150
2000
10000
10000
140
2.5
130
2.5
5
155
2000
10000
20000
140
2.5
130
2.5
5
160
2000
10000
30000
140
2.5
130
2.5
5
165
2000
10000
40000
140
2.5
130
2.5
5
170
2000
10000
50000
140
2.5
130
2.5
5
175
2000
10000
60000
140
2.5
130
2.5
5
180
2000
10000
70000
140
2.5
130
2.5
5
185
2000
10000
80000
140
2.5
130
2.5
5
190
2000
10000
90000
140
2.5
130
2.5
5
195
2000
10000
100000
140
2.5
130
2.5
5
200
2000
10000
110000
140
2.5
130
2.5
5
205
2000
10000
120000
140
2.5
130
2.5
5
210
2000
10000
130000

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