"BUY 1 LOT RELCAPITAL 620 CALL @ 26
AND
BUY 1 LOT RELCAPITAL 580 PUT @ 19"
Strike Price
|
Call Option Price
|
Strike Price
|
Call Option Price
|
Strike rate
|
Closing price
|
Payoff
|
620
|
26
|
580
|
19
|
5
|
500
|
26250
|
620
|
26
|
580
|
19
|
5
|
505
|
22500
|
620
|
26
|
580
|
19
|
5
|
510
|
18750
|
620
|
26
|
580
|
19
|
5
|
515
|
15000
|
620
|
26
|
580
|
19
|
5
|
520
|
11250
|
620
|
26
|
580
|
19
|
5
|
525
|
7500
|
620
|
26
|
580
|
19
|
5
|
530
|
3750
|
620
|
26
|
580
|
19
|
5
|
535
|
0
|
620
|
26
|
580
|
19
|
5
|
540
|
-3750
|
620
|
26
|
580
|
19
|
5
|
545
|
-7500
|
620
|
26
|
580
|
19
|
5
|
550
|
-11250
|
620
|
26
|
580
|
19
|
5
|
555
|
-15000
|
620
|
26
|
580
|
19
|
5
|
560
|
-18750
|
620
|
26
|
580
|
19
|
5
|
565
|
-22500
|
620
|
26
|
580
|
19
|
5
|
570
|
-26250
|
620
|
26
|
580
|
19
|
5
|
575
|
-30000
|
620
|
26
|
580
|
19
|
5
|
580
|
-33750
|
620
|
26
|
580
|
19
|
5
|
585
|
-33750
|
620
|
26
|
580
|
19
|
5
|
590
|
-33750
|
620
|
26
|
580
|
19
|
5
|
595
|
-33750
|
620
|
26
|
580
|
19
|
5
|
600
|
-33750
|
620
|
26
|
580
|
19
|
5
|
605
|
-33750
|
620
|
26
|
580
|
19
|
5
|
610
|
-33750
|
620
|
26
|
580
|
19
|
5
|
615
|
-33750
|
620
|
26
|
580
|
19
|
5
|
620
|
-33750
|
620
|
26
|
580
|
19
|
5
|
625
|
-30000
|
620
|
26
|
580
|
19
|
5
|
630
|
-26250
|
620
|
26
|
580
|
19
|
5
|
635
|
-22500
|
620
|
26
|
580
|
19
|
5
|
640
|
-18750
|
620
|
26
|
580
|
19
|
5
|
645
|
-15000
|
620
|
26
|
580
|
19
|
5
|
650
|
-11250
|
620
|
26
|
580
|
19
|
5
|
655
|
-7500
|
620
|
26
|
580
|
19
|
5
|
660
|
-3750
|
620
|
26
|
580
|
19
|
5
|
665
|
0
|
620
|
26
|
580
|
19
|
5
|
670
|
3750
|
Buy at what time and sell when
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