Saturday, 2 April 2016

SBIN STRAP STRATEGY FOR RBI CREDIT POLICY

BUY 2 LOTS  210 CALL  @4
BUY 1 LOT 180  PUT    @3
Total investment=22000
Pay off table:

Call Option Price
Strike Price
Call Option Price
Strike rate
Closing price
return from put
gross return
payoff

4
180
3
2
150
60000
60000
38000

4
180
3
2
152
56000
56000
34000

4
180
3
2
154
52000
52000
30000

4
180
3
2
156
48000
48000
26000

4
180
3
2
158
44000
44000
22000

4
180
3
2
160
40000
40000
18000

4
180
3
2
162
36000
36000
14000

4
180
3
2
164
32000
32000
10000

4
180
3
2
166
28000
28000
6000

4
180
3
2
168
24000
24000
2000

4
180
3
2
170
20000
20000
-2000

4
180
3
2
172
16000
16000
-6000

4
180
3
2
174
12000
12000
-10000

4
180
3
2
176
8000
8000
-14000

4
180
3
2
178
4000
4000
-18000

4
180
3
2
180
0
0
-22000

4
180
3
2
182
0
0
-22000

4
180
3
2
184
0
0
-22000

4
180
3
2
186
0
0
-22000

4
180
3
2
188
0
0
-22000

4
180
3
2
190
0
0
-22000

4
180
3
2
192
0
0
-22000

4
180
3
2
194
0
0
-22000

4
180
3
2
196
0
0
-22000

4
180
3
2
198
0
0
-22000

4
180
3
2
200
0
0
-22000

4
180
3
2
202
0
0
-22000

4
180
3
2
204
0
0
-22000

4
180
3
2
206
0
0
-22000

4
180
3
2
208
0
0
-22000

4
180
3
2
210
0
0
-22000

4
180
3
2
212
0
8000
-14000

4
180
3
2
214
0
16000
-6000

4
180
3
2
216
0
24000
2000

4
180
3
2
218
0
32000
10000



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