Monday, 13 September 2021

SRF OPTION STRANGLE STRATEGY FOR SEP 2021

 BUY 1 LOT SRF 11000 CALL @ 180 AND 10000 PUT @ 125

PAY OFF TABLE

Strike Price

Call Option Price

Strike Price

Put Option Price

Strike rate

Closing price

Payoff

11000

180

10000

125

100

9000

86875

11000

180

10000

125

100

9100

74375

11000

180

10000

125

100

9200

61875

11000

180

10000

125

100

9300

49375

11000

180

10000

125

100

9400

36875

11000

180

10000

125

100

9500

24375

11000

180

10000

125

100

9600

11875

11000

180

10000

125

100

9700

-625

11000

180

10000

125

100

9800

-13125

11000

180

10000

125

100

9900

-25625

11000

180

10000

125

100

10000

-38125

11000

180

10000

125

100

10100

-38125

11000

180

10000

125

100

10200

-38125

11000

180

10000

125

100

10300

-38125

11000

180

10000

125

100

10400

-38125

11000

180

10000

125

100

10500

-38125

11000

180

10000

125

100

10600

-38125

11000

180

10000

125

100

10700

-38125

11000

180

10000

125

100

10800

-38125

11000

180

10000

125

100

10900

-38125

11000

180

10000

125

100

11000

-38125

11000

180

10000

125

100

11100

-25625

11000

180

10000

125

100

11200

-13125

11000

180

10000

125

100

11300

-625

11000

180

10000

125

100

11400

11875

11000

180

10000

125

100

11500

24375

11000

180

10000

125

100

11600

36875

11000

180

10000

125

100

11700

49375

11000

180

10000

125

100

11800

61875

11000

180

10000

125

100

11900

74375

11000

180

10000

125

100

12000

86875

 


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