Monday, 30 December 2019

PVR STRANGLE OPTION STRATEGY FOR JAN 2020

 BUY 1 LOT PVR 1950 CALL @ 52 AND 1900 PUT @ 51
PAY OFF TABLE :-
Strike Price
Call Option Price
Strike Price
Put Option Price
Strike rate
Closing price
Payoff
1950
52
1900
51
10
1750
18800
1950
52
1900
51
10
1760
14800
1950
52
1900
51
10
1770
10800
1950
52
1900
51
10
1780
6800
1950
52
1900
51
10
1790
2800
1950
52
1900
51
10
1800
-1200
1950
52
1900
51
10
1810
-5200
1950
52
1900
51
10
1820
-9200
1950
52
1900
51
10
1830
-13200
1950
52
1900
51
10
1840
-17200
1950
52
1900
51
10
1850
-21200
1950
52
1900
51
10
1860
-25200
1950
52
1900
51
10
1870
-29200
1950
52
1900
51
10
1880
-33200
1950
52
1900
51
10
1890
-37200
1950
52
1900
51
10
1900
-41200
1950
52
1900
51
10
1910
-41200
1950
52
1900
51
10
1920
-41200
1950
52
1900
51
10
1930
-41200
1950
52
1900
51
10
1940
-41200
1950
52
1900
51
10
1950
-41200
1950
52
1900
51
10
1960
-37200
1950
52
1900
51
10
1970
-33200
1950
52
1900
51
10
1980
-29200
1950
52
1900
51
10
1990
-25200
1950
52
1900
51
10
2000
-21200
1950
52
1900
51
10
2010
-17200
1950
52
1900
51
10
2020
-13200
1950
52
1900
51
10
2030
-9200
1950
52
1900
51
10
2040
-5200
1950
52
1900
51
10
2050
-1200
1950
52
1900
51
10
2060
2800
1950
52
1900
51
10
2070
6800
1950
52
1900
51
10
2080
10800
1950
52
1900
51
10
2090
14800




  

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