Thursday, 24 January 2013

SBI LONG STRANGLE STRATEGY

LEG1: BUY SBI  2500  CALL @25
LEG2: BUY SBI 2450 PUT @30
COST =55         
Total risk=6875
Return=unlimited
Pay off table...
Call Option Price
Strike Price
Call Option Price
Closing price
Lot size
net investment
Total Investment
Return from call
return from put
Payoff
25
2450
30
2250
50
2750
2750
0
10000
7250
25
2450
30
2300
50
2750
2750
0
7500
4750
25
2450
30
2350
50
2750
2750
0
5000
2250
25
2450
30
2400
50
2750
2750
0
2500
-250
25
2450
30
2450
50
2750
2750
0
0
-2750
25
2450
30
2500
50
2750
2750
0
0
-2750
25
2450
30
2550
50
2750
2750
2500
0
-250
25
2450
30
2600
50
2750
2750
5000
0
2250
25
2450
30
2650
50
2750
2750
7500
0
4750
25
2450
30
2700
50
2750
2750
10000
0
7250
25
2450
30
2750
50
2750
2750
12500
0
9750
25
2450
30
2800
50
2750
2750
15000
0
12250
25
2450
30
2850
50
2750
2750
17500
0
14750
25
2450
30
2900
50
2750
2750
20000
0
17250
25
2450
30
2950
50
2750
2750
22500
0
19750
25
2450
30
3000
50
2750
2750
25000
0
22250
25
2450
30
3050
50
2750
2750
27500
0
24750
25
2450
30
3100
50
2750
2750
30000
0
27250
25
2450
30
3150
50
2750
2750
32500
0
29750
25
2450
30
3200
50
2750
2750
35000
0
32250

4 comments:

  1. good strategy....keep it up

    ReplyDelete
  2. Thank you so much for sharing this! It’s perfect since i have checked it in the market hours

    ReplyDelete
  3. Thanks for the ideas..always have a tough time trying to keep the capital invested safe while trading!

    ReplyDelete
  4. So incredibly helpful! planning for a trade on Monday, and I’ll be trading accordingly on your reccomendations

    ReplyDelete

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