Wednesday, 11 April 2018

NIFTY STRADLLE STRATEGY FOR APRIL 2018

"BUY 1 LOT NIFTY 10400 CALL @ 112 AND
10400 PUT @ 111"
LOT SIZE =  75
CURRENT CALL OPTION PRICE = 112
CURRENT PUT OPTION PRICE = 111
NO. OF CONTRACT = 2
TOTAL RISK = 16725 
PAY OFF TABLE – 
Strike Price
Call Option Price
Strike Price
Call Option Price
Closing price
Return from call
return from put
Payoff
10400
112
10400
111
9700
0
52500
35775
10400
112
10400
111
9750
0
48750
32025
10400
112
10400
111
9800
0
45000
28275
10400
112
10400
111
9850
0
41250
24525
10400
112
10400
111
9900
0
37500
20775
10400
112
10400
111
9950
0
33750
17025
10400
112
10400
111
10000
0
30000
13275
10400
112
10400
111
10050
0
26250
9525
10400
112
10400
111
10100
0
22500
5775
10400
112
10400
111
10150
0
18750
2025
10400
112
10400
111
10200
0
15000
-1725
10400
112
10400
111
10250
0
11250
-5475
10400
112
10400
111
10300
0
7500
-9225
10400
112
10400
111
10350
0
3750
-12975
10400
112
10400
111
10400
0
0
-16725
10400
112
10400
111
10450
3750
0
-12975
10400
112
10400
111
10500
7500
0
-9225
10400
112
10400
111
10550
11250
0
-5475
10400
112
10400
111
10600
15000
0
-1725
10400
112
10400
111
10650
18750
0
2025
10400
112
10400
111
10700
22500
0
5775
10400
112
10400
111
10750
26250
0
9525
10400
112
10400
111
10800
30000
0
13275
10400
112
10400
111
10850
33750
0
17025
10400
112
10400
111
10900
37500
0
20775
10400
112
10400
111
10950
41250
0
24525
10400
112
10400
111
11000
45000
0
28275
10400
112
10400
111
11050
48750
0
32025
10400
112
10400
111
11100
52500
0
35775

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