Monday, 29 January 2018

NIFTY STRAP STRATEGY FOR BUDGET 2018


"BUY 2 LOTS NIFTY 11400 CALL @ 90 AND 1 LOT 10900 PUT @ 105" 
PAY OFF TABLE :-
Strike Price
Call Option Price
Strike Price
Put Option Price
Strike rate
Closing price
gross return
payoff
11400
90
10900
105
200
10000
67500
45000
11400
90
10900
105
200
10200
52500
30000
11400
90
10900
105
200
10400
37500
15000
11400
90
10900
105
200
10600
22500
0
11400
90
10900
105
200
10800
7500
-15000
11400
90
10900
105
200
11000
0
-22500
11400
90
10900
105
200
11200
0
-22500
11400
90
10900
105
200
11400
0
-22500
11400
90
10900
105
200
11600
30000
7500
11400
90
10900
105
200
11800
60000
37500
11400
90
10900
105
200
12000
90000
67500
11400
90
10900
105
200
12200
120000
97500
11400
90
10900
105
200
12400
150000
127500
11400
90
10900
105
200
12600
180000
157500
11400
90
10900
105
200
12800
210000
187500
11400
90
10900
105
200
13000
240000
217500
11400
90
10900
105
200
13200
270000
247500
11400
90
10900
105
200
13400
300000
277500
11400
90
10900
105
200
13600
330000
307500
11400
90
10900
105
200
13800
360000
337500
11400
90
10900
105
200
14000
390000
367500
11400
90
10900
105
200
14200
420000
397500
11400
90
10900
105
200
14400
450000
427500
11400
90
10900
105
200
14600
480000
457500
11400
90
10900
105
200
14800
510000
487500
11400
90
10900
105
200
15000
540000
517500
11400
90
10900
105
200
15200
570000
547500
11400
90
10900
105
200
15400
600000
577500
11400
90
10900
105
200
15600
630000
607500
11400
90
10900
105
200
15800
660000
637500
11400
90
10900
105
200
16000
690000
667500
11400
90
10900
105
200
16200
720000
697500
11400
90
10900
105
200
16400
750000
727500
11400
90
10900
105
200
16600
780000
757500
11400
90
10900
105
200
16800
810000
787500

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