Wednesday, 5 March 2014

IDFC STRANGLE STRATEGY

Buy IDFC 115 call @  1.2
Buy IDFC 95 put @  1.20
COST =2.4
RISK PER LOT = 9600
RETURN = UNLIMITED
UPPER BREAK GIVEN POINT=117.4
LOWER BREAK GIVEN POINT=92.6
Pay off table:...


Strike Price
Call Option Price
Strike Price
Call Option Price
Closing price
Return from call
return from put
Payoff
115
1.2
95
1.2
80
0
60000
50400
115
1.2
95
1.2
85
0
40000
30400
115
1.2
95
1.2
90
0
20000
10400
115
1.2
95
1.2
95
0
0
-9600
115
1.2
95
1.2
100
0
0
-9600
115
1.2
95
1.2
105
0
0
-9600
115
1.2
95
1.2
110
0
0
-9600
115
1.2
95
1.2
115
0
0
-9600
115
1.2
95
1.2
120
20000
0
10400
115
1.2
95
1.2
125
40000
0
30400
115
1.2
95
1.2
130
60000
0
50400
115
1.2
95
1.2
135
80000
0
70400
115
1.2
95
1.2
140
100000
0
90400
115
1.2
95
1.2
145
120000
0
110400
115
1.2
95
1.2
150
140000
0
130400
115
1.2
95
1.2
155
160000
0
150400
115
1.2
95
1.2
160
180000
0
170400
115
1.2
95
1.2
165
200000
0
190400
115
1.2
95
1.2
170
220000
0
210400

2 comments:

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    Granules India has surged 8%, extending its over 10% rally in the after reporting a strong 90% year-on-year (yoy) jump in consolidated net profit at Rs 23.63 crore for the quarter ended March 31, 2014 (Q4FY14).

    ReplyDelete
  2. Granules India at new high after stellar Q4 performance
    Granules India has surged 8%, extending its over 10% rally in the after reporting a strong 90% year-on-year (yoy) jump in consolidated net profit at Rs 23.63 crore for the quarter ended March 31, 2014 (Q4FY14).

    ReplyDelete

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