Saturday, 9 April 2016

NIFTY STRADDLE STRATEGY FOR APRIL 2016

"BUY1 LOT NIFTY 7550 CALL @ 110"
"BUY 1 LOT NIFTY 7550 PUT @79"
TOTAL INVESTMENT 14175
PAY OF TABLE :-

Strike Price Call Option Price Strike Price Call Option Price Strike rate Closing price Return from call return from put Payoff
7550 110 7550 79 50 7400 0 11250 -2925
7550 110 7550 79 50 7450 0 7500 -6675
7550 110 7550 79 50 7500 0 3750 -10425
7550 110 7550 79 50 7550 0 0 -14175
7550 110 7550 79 50 7600 3750 0 -10425
7550 110 7550 79 50 7650 7500 0 -6675
7550 110 7550 79 50 7700 11250 0 -2925
7550 110 7550 79 50 7750 15000 0 825
7550 110 7550 79 50 7800 18750 0 4575
7550 110 7550 79 50 7850 22500 0 8325
7550 110 7550 79 50 7900 26250 0 12075
7550 110 7550 79 50 7950 30000 0 15825
7550 110 7550 79 50 8000 33750 0 19575
7550 110 7550 79 50 8050 37500 0 23325
7550 110 7550 79 50 8100 41250 0 27075
7550 110 7550 79 50 8150 45000 0 30825
7550 110 7550 79 50 8200 48750 0 34575
7550 110 7550 79 50 8250 52500 0 38325
7550 110 7550 79 50 8300 56250 0 42075

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