Monday, 19 November 2012

NIFTY LONG STRADDLE STRATEGY

Buy Nifty 5600 call @45
Buy Nifty 5600 put @50

More about Option Call Put tips on google+

PAY OFF TABLE


Call Option Price
Strike Price
Call Option Price
Closing price
Lot size
net investment
Return from call
return from put
Payoff
45
5600
50
5300
50
4750
0
15000
10250
45
5600
50
5350
50
4750
0
12500
7750
45
5600
50
5400
50
4750
0
10000
5250
45
5600
50
5450
50
4750
0
7500
2750
45
5600
50
5500
50
4750
0
5000
250
45
5600
50
5550
50
4750
0
2500
-2250
45
5600
50
5600
50
4750
0
0
-4750
45
5600
50
5650
50
4750
2500
0
-2250
45
5600
50
5700
50
4750
5000
0
250
45
5600
50
5750
50
4750
7500
0
2750
45
5600
50
5800
50
4750
10000
0
5250
45
5600
50
5850
50
4750
12500
0
7750
45
5600
50
5900
50
4750
15000
0
10250
45
5600
50
5950
50
4750
17500
0
12750

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