Wednesday, 7 May 2014

NIFTY BUTTERFLY STRATEGY

Buy 1 Nifty   6600 call @ 300
Sell 2 Nifty 7000 call @124
Buy  1 Nifty 7400 call @ 39
Total risk=4550
Upper break given point=7300
Lower break given point=6700
Pay off table:

Strike Price
Call Option Price
Strike Price
Call Option Price
Strike Price
Call Option Price
Return from call
loss from II call
return from
6600
300
7000
124
7400
39
0
0
0
6600
300
7000
124
7400
39
0
0
0
6600
300
7000
124
7400
39
0
0
0
6600
300
7000
124
7400
39
0
0
0
6600
300
7000
124
7400
39
0
0
0
6600
300
7000
124
7400
39
0
0
0
6600
300
7000
124
7400
39
0
0
0
6600
300
7000
124
7400
39
2500
0
0
6600
300
7000
124
7400
39
5000
0
0
6600
300
7000
124
7400
39
7500
0
0
6600
300
7000
124
7400
39
10000
0
0
6600
300
7000
124
7400
39
12500
0
0
6600
300
7000
124
7400
39
15000
0
0
6600
300
7000
124
7400
39
17500
0
0
6600
300
7000
124
7400
39
20000
0
0
6600
300
7000
124
7400
39
22500
5000
0
6600
300
7000
124
7400
39
25000
10000
0
6600
300
7000
124
7400
39
27500
15000
0
6600
300
7000
124
7400
39
30000
20000
0
6600
300
7000
124
7400
39
32500
25000
0
6600
300
7000
124
7400
39
35000
30000
0
6600
300
7000
124
7400
39
37500
35000
0
6600
300
7000
124
7400
39
40000
40000
0
6600
300
7000
124
7400
39
42500
45000
2500
6600
300
7000
124
7400
39
45000
50000
5000
6600
300
7000
124
7400
39
47500
55000
7500
6600
300
7000
124
7400
39
50000
60000
10000
6600
300
7000
124
7400
39
52500
65000
12500
6600
300
7000
124
7400
39
55000
70000
15000
6600
300
7000
124
7400
39
57500
75000
17500
6600
300
7000
124
7400
39
60000
80000
20000
6600
300
7000
124
7400
39
62500
85000
22500
6600
300
7000
124
7400
39
65000
90000
25000
6600
300
7000
124
7400
39
67500
95000
27500
6600
300
7000
124
7400
39
70000
1E+05
30000

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