Friday, 17 January 2014

RCOM STRANGLE STRATEGY

Buy RCom 130 call @ 1.60
Buy RCom 120 put @ 1.60
COST =3.20 
RISK PER LOT = 6400
RETURN = UNLIMITED
UPPER BREAK GIVEN POINT=133.2
LOWER BREAK GIVEN POINT=116.8
Pay off table:


Strike Price
Call Option Price
Strike Price
Call Option Price
Closing price
Return from call
return from put
Payoff
130
1.6
120
1.6
105
0
30000
23600
130
1.6
120
1.6
110
0
20000
13600
130
1.6
120
1.6
115
0
10000
3600
130
1.6
120
1.6
120
0
0
-6400
130
1.6
120
1.6
125
0
0
-6400
130
1.6
120
1.6
130
0
0
-6400
130
1.6
120
1.6
135
10000
0
3600
130
1.6
120
1.6
140
20000
0
13600
130
1.6
120
1.6
145
30000
0
23600
130
1.6
120
1.6
150
40000
0
33600
130
1.6
120
1.6
155
50000
0
43600
130
1.6
120
1.6
160
60000
0
53600
130
1.6
120
1.6
165
70000
0
63600
130
1.6
120
1.6
170
80000
0
73600
130
1.6
120
1.6
175
90000
0
83600
130
1.6
120
1.6
180
100000
0
93600
130
1.6
120
1.6
185
110000
0
103600

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