Monday, 30 March 2015

OPTION PLAIN VANILLA STRATEGY

OPTION STRATEGY: 
BUY SBIN 285 CALL @ 4.45
Total investment =5562.50
Pay off table:...

Strike Price
Call Option Price
No. of option
Closing price
Return
Payoff
285
4.45
1
270
0
-5562.5
285
4.45
1
275
0
-5562.5
285
4.45
1
280
0
-5562.5
285
4.45
1
285
0
-5562.5
285
4.45
1
290
6250
687.5
285
4.45
1
295
12500
6937.5
285
4.45
1
300
18750
13187.5
285
4.45
1
305
25000
19437.5
285
4.45
1
310
31250
25687.5
285
4.45
1
315
37500
31937.5
285
4.45
1
320
43750
38187.5
285
4.45
1
325
50000
44437.5
285
4.45
1
330
56250
50687.5
285
4.45
1
335
62500
56937.5
285
4.45
1
340
68750
63187.5
285
4.45
1
345
75000
69437.5
285
4.45
1
350
81250
75687.5
285
4.45
1
355
87500
81937.5
285
4.45
1
360
93750
88187.5


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