Tuesday, 12 July 2016

STRAP OPTION STRATEGY FOR JULY'2016

"BUY 2 LOTS TATASTEEL 350 CALL@ 5.80" 
&
"BUY 1 LOT TATASTEEL 330 PUT@ 7.90"
Pay off Table

Strike Price Call Option Price Strike Price Call Option Price Closing price Return from call return from put gross return payoff
350 5.8 330 7.9 300 0 60000 60000 16605
350 5.8 330 7.9 305 0 50000 50000 6605
350 5.8 330 7.9 310 0 40000 40000 -3395
350 5.8 330 7.9 315 0 30000 30000 -13395
350 5.8 330 7.9 320 0 20000 20000 -23395
350 5.8 330 7.9 325 0 10000 10000 -33395
350 5.8 330 7.9 330 0 0 0 -43395
350 5.8 330 7.9 335 0 0 0 -43395
350 5.8 330 7.9 340 0 0 0 -43395
350 5.8 330 7.9 345 0 0 0 -43395
350 5.8 330 7.9 350 0 0 0 -43395
350 5.8 330 7.9 355 20000 0 20000 -23395
350 5.8 330 7.9 360 40000 0 40000 -3395
350 5.8 330 7.9 365 60000 0 60000 16605
350 5.8 330 7.9 370 80000 0 80000 36605
350 5.8 330 7.9 375 100000 0 100000 56605
350 5.8 330 7.9 380 120000 0 120000 76605
350 5.8 330 7.9 385 140000 0 140000 96605
350 5.8 330 7.9 390 160000 0 160000 116605
350 5.8 330 7.9 395 180000 0 180000 136605
350 5.8 330 7.9 400 200000 0 200000 156605


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