Tuesday, 3 July 2018

ICICIBANK STRANGLE STRATEGY FOR JULY 2018


“BUY 1 LOT ICICIBANK 290 CALL @ 3.4 AND 260 PUT @ 3.1”
Strike Price
Call Option Price
Strike Price
Put Option Price
Strike rate
Closing price
Return from call
return from put
Payoff
290
3.4
260
3.1
10
180
0
220000
202125
290
3.4
260
3.1
10
190
0
192500
174625
290
3.4
260
3.1
10
200
0
165000
147125
290
3.4
260
3.1
10
210
0
137500
119625
290
3.4
260
3.1
10
220
0
110000
92125
290
3.4
260
3.1
10
230
0
82500
64625
290
3.4
260
3.1
10
240
0
55000
37125
290
3.4
260
3.1
10
250
0
27500
9625
290
3.4
260
3.1
10
260
0
0
-17875
290
3.4
260
3.1
10
270
0
0
-17875
290
3.4
260
3.1
10
280
0
0
-17875
290
3.4
260
3.1
10
290
0
0
-17875
290
3.4
260
3.1
10
300
27500
0
9625
290
3.4
260
3.1
10
310
55000
0
37125
290
3.4
260
3.1
10
320
82500
0
64625
290
3.4
260
3.1
10
330
110000
0
92125
290
3.4
260
3.1
10
340
137500
0
119625
290
3.4
260
3.1
10
350
165000
0
147125
290
3.4
260
3.1
10
360
192500
0
174625
290
3.4
260
3.1
10
370
220000
0
202125


No comments:

Post a Comment