Monday, 11 June 2018

RELIANCE STRANGLE STRATEGY FOR JUN 2018

 "BUY 1 LOT RELIANCE 1000 CALL @ 16 AND 980 PUT @ 13.8"
Strike Price
Call Option Price
Strike Price
Call Option Price
Strike rate
Closing price
Return from call
return from put
Payoff
1000
16
980
13.8
20
800
0
180000
150200
1000
16
980
13.8
20
820
0
160000
130200
1000
16
980
13.8
20
840
0
140000
110200
1000
16
980
13.8
20
860
0
120000
90200
1000
16
980
13.8
20
880
0
100000
70200
1000
16
980
13.8
20
900
0
80000
50200
1000
16
980
13.8
20
920
0
60000
30200
1000
16
980
13.8
20
940
0
40000
10200
1000
16
980
13.8
20
960
0
20000
-9800
1000
16
980
13.8
20
980
0
0
-29800
1000
16
980
13.8
20
1000
0
0
-29800
1000
16
980
13.8
20
1020
20000
0
-9800
1000
16
980
13.8
20
1040
40000
0
10200
1000
16
980
13.8
20
1060
60000
0
30200
1000
16
980
13.8
20
1080
80000
0
50200
1000
16
980
13.8
20
1100
100000
0
70200
1000
16
980
13.8
20
1120
120000
0
90200
1000
16
980
13.8
20
1140
140000
0
110200
1000
16
980
13.8
20
1160
160000
0
130200
1000
16
980
13.8
20
1180
180000
0
150200

  

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