"OPTION STRATEGY BUY 1 LOT SRF 2700 CALL @ 65 AND 2600 PUT @ 63"PAY OFF TABLE :-
Strike
Price
|
Call
Option Price
|
Strike
Price
|
Put
Option Price
|
Strike
rate
|
Closing price
|
Payoff
|
2700
|
65
|
2600
|
63
|
20
|
2350
|
30500
|
2700
|
65
|
2600
|
63
|
20
|
2370
|
25500
|
2700
|
65
|
2600
|
63
|
20
|
2390
|
20500
|
2700
|
65
|
2600
|
63
|
20
|
2410
|
15500
|
2700
|
65
|
2600
|
63
|
20
|
2430
|
10500
|
2700
|
65
|
2600
|
63
|
20
|
2450
|
5500
|
2700
|
65
|
2600
|
63
|
20
|
2470
|
500
|
2700
|
65
|
2600
|
63
|
20
|
2490
|
-4500
|
2700
|
65
|
2600
|
63
|
20
|
2510
|
-9500
|
2700
|
65
|
2600
|
63
|
20
|
2530
|
-14500
|
2700
|
65
|
2600
|
63
|
20
|
2550
|
-19500
|
2700
|
65
|
2600
|
63
|
20
|
2570
|
-24500
|
2700
|
65
|
2600
|
63
|
20
|
2590
|
-29500
|
2700
|
65
|
2600
|
63
|
20
|
2610
|
-32000
|
2700
|
65
|
2600
|
63
|
20
|
2630
|
-32000
|
2700
|
65
|
2600
|
63
|
20
|
2650
|
-32000
|
2700
|
65
|
2600
|
63
|
20
|
2670
|
-32000
|
2700
|
65
|
2600
|
63
|
20
|
2690
|
-32000
|
2700
|
65
|
2600
|
63
|
20
|
2710
|
-29500
|
2700
|
65
|
2600
|
63
|
20
|
2730
|
-24500
|
2700
|
65
|
2600
|
63
|
20
|
2750
|
-19500
|
2700
|
65
|
2600
|
63
|
20
|
2770
|
-14500
|
2700
|
65
|
2600
|
63
|
20
|
2790
|
-9500
|
2700
|
65
|
2600
|
63
|
20
|
2810
|
-4500
|
2700
|
65
|
2600
|
63
|
20
|
2830
|
500
|
2700
|
65
|
2600
|
63
|
20
|
2850
|
5500
|
2700
|
65
|
2600
|
63
|
20
|
2870
|
10500
|
2700
|
65
|
2600
|
63
|
20
|
2890
|
15500
|
2700
|
65
|
2600
|
63
|
20
|
2910
|
20500
|
2700
|
65
|
2600
|
63
|
20
|
2930
|
25500
|
2700
|
65
|
2600
|
63
|
20
|
2950
|
30500
|
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