NIFTY STRADDLE STRATEGY FOR AUG 2017

"BUY 1 LOT NIFTY 10000 PUT @ 89" 

"BUY 1 LOT NIFTY 10000 CALL @ 124"

Strike Price	Call Option Price	Strike Price	Call Option Price	Strike rate	Closing price	Return from call	return from put	Payoff
10000	124	10000	89	10	9900	0	7500	-8475
10000	124	10000	89	10	9910	0	6750	-9225
10000	124	10000	89	10	9920	0	6000	-9975
10000	124	10000	89	10	9930	0	5250	-10725
10000	124	10000	89	10	9940	0	4500	-11475
10000	124	10000	89	10	9950	0	3750	-12225
10000	124	10000	89	10	9960	0	3000	-12975
10000	124	10000	89	10	9970	0	2250	-13725
10000	124	10000	89	10	9980	0	1500	-14475
10000	124	10000	89	10	9990	0	750	-15225
10000	124	10000	89	10	10000	0	0	-15975
10000	124	10000	89	10	10010	750	0	-15225
10000	124	10000	89	10	10020	1500	0	-14475
10000	124	10000	89	10	10030	2250	0	-13725
10000	124	10000	89	10	10040	3000	0	-12975
10000	124	10000	89	10	10050	3750	0	-12225
10000	124	10000	89	10	10060	4500	0	-11475
10000	124	10000	89	10	10070	5250	0	-10725
10000	124	10000	89	10	10080	6000	0	-9975
10000	124	10000	89	10	10090	6750	0	-9225
10000	124	10000	89	10	10100	7500	0	-8475
10000	124	10000	89	10	10110	8250	0	-7725
10000	124	10000	89	10	10120	9000	0	-6975
10000	124	10000	89	10	10130	9750	0	-6225
10000	124	10000	89	10	10140	10500	0	-5475
10000	124	10000	89	10	10150	11250	0	-4725
10000	124	10000	89	10	10160	12000	0	-3975
10000	124	10000	89	10	10170	12750	0	-3225
10000	124	10000	89	10	10180	13500	0	-2475
10000	124	10000	89	10	10190	14250	0	-1725
10000	124	10000	89	10	10200	15000	0	-975
10000	124	10000	89	10	10210	15750	0	-225
10000	124	10000	89	10	10220	16500	0	525
10000	124	10000	89	10	10230	17250	0	1275
10000	124	10000	89	10	10240	18000	0	2025