Tuesday, 24 September 2013

DLF STRANGLE STRATEGY

Buy DLF 125 OCT put @6
Buy DLF 160 OCT call @ 6
COST =12   
 RISK PER LOT = 13000
RETURN = UNLIMITED
UPPER BREAK GIVEN POINT=172
LOWER BREAK GIVEN POINT=113..


Strike Price
Call Option Price
Strike Price
Call Option Price
Strike rate
Closing price
Return from call
return from put
Payoff
160
6
125
6
5
100
0
25000
13000
160
6
125
6
5
105
0
20000
8000
160
6
125
6
5
110
0
15000
3000
160
6
125
6
5
115
0
10000
-2000
160
6
125
6
5
120
0
5000
-7000
160
6
125
6
5
125
0
0
-12000
160
6
125
6
5
130
0
0
-12000
160
6
125
6
5
135
0
0
-12000
160
6
125
6
5
140
0
0
-12000
160
6
125
6
5
145
0
0
-12000
160
6
125
6
5
150
0
0
-12000
160
6
125
6
5
155
0
0
-12000
160
6
125
6
5
160
0
0
-12000
160
6
125
6
5
165
5000
0
-7000
160
6
125
6
5
170
10000
0
-2000
160
6
125
6
5
175
15000
0
3000
160
6
125
6
5
180
20000
0
8000
160
6
125
6
5
185
25000
0
13000
160
6
125
6
5
190
30000
0
18000

6 comments:

  1. I m reading your all blogs this are very great and all information is very useful and helpful for me thanks to providing such kind of logical blog of option…

    ReplyDelete
  2. Great tips Nishita B.! I hope you have a terrific research team . I wait to see the option strategies

    ReplyDelete
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    ReplyDelete
  4. your blog provide the trading calls of DLF can you give me tips for investment on DLF and current price of DLF is 148.75 with the loss of 7.10
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    ReplyDelete
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    ReplyDelete
  6. today Equity tip
    BUY HINDALCO 115 CALL ABOVE 3.30 TG- 3.80/4.50/5.50 SL- 2.00 (CMP- 3.25)
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