OPTION
STRANGLE
BUY
NIFTY 7600 PUT @ 88
BUY
NIFTY 7700 CALL @ 86
RISK PER LOT = 4875
RETURN = UNLIMITED
UPPER BREAK GIVEN
POINT=7874
LOWER BREAK GIVEN
POINT=7326Pay off table:
Strike Price
|
Call Option Price
|
Strike Price
|
Call Option Price
|
Strike rate
|
Closing price
|
Return from call
|
return from put
|
Payoff
|
7600
|
88
|
7700
|
77
|
25
|
7400
|
0
|
22500
|
10125
|
7600
|
88
|
7700
|
77
|
25
|
7425
|
0
|
20625
|
8250
|
7600
|
88
|
7700
|
77
|
25
|
7450
|
0
|
18750
|
6375
|
7600
|
88
|
7700
|
77
|
25
|
7475
|
0
|
16875
|
4500
|
7600
|
88
|
7700
|
77
|
25
|
7500
|
0
|
15000
|
2625
|
7600
|
88
|
7700
|
77
|
25
|
7525
|
0
|
13125
|
750
|
7600
|
88
|
7700
|
77
|
25
|
7550
|
0
|
11250
|
-1125
|
7600
|
88
|
7700
|
77
|
25
|
7575
|
0
|
9375
|
-3000
|
7600
|
88
|
7700
|
77
|
25
|
7600
|
0
|
7500
|
-4875
|
7600
|
88
|
7700
|
77
|
25
|
7625
|
1875
|
5625
|
-4875
|
7600
|
88
|
7700
|
77
|
25
|
7650
|
3750
|
3750
|
-4875
|
7600
|
88
|
7700
|
77
|
25
|
7675
|
5625
|
1875
|
-4875
|
7600
|
88
|
7700
|
77
|
25
|
7700
|
7500
|
0
|
-4875
|
7600
|
88
|
7700
|
77
|
25
|
7725
|
9375
|
0
|
-3000
|
7600
|
88
|
7700
|
77
|
25
|
7750
|
11250
|
0
|
-1125
|
7600
|
88
|
7700
|
77
|
25
|
7775
|
13125
|
0
|
750
|
7600
|
88
|
7700
|
77
|
25
|
7800
|
15000
|
0
|
2625
|
7600
|
88
|
7700
|
77
|
25
|
7825
|
16875
|
0
|
4500
|
7600
|
88
|
7700
|
77
|
25
|
7850
|
18750
|
0
|
6375
|
7600
|
88
|
7700
|
77
|
25
|
7875
|
20625
|
0
|
8250
|
7600
|
88
|
7700
|
77
|
25
|
7900
|
22500
|
0
|
10125
|
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