RELCAPITAL CONDOR STRATEGY

BUY RELCAPITAL 390 CALL @17.8

BUY RELCAPITAL 400 CALL @12.5

BUY RELCAPITAL 410 CALL @ 7.9

BUY RELCAPITAL 420 CALL @ 4.2
Total Investment=2660
Maximum returns possible=12340
 Pay off table:

call option	closing price	profit from I	profit from IV	loss from II	loss from III	gross return	payoff
4.2	375	0	0	0	0	0	-2660
4.2	380	0	0	0	0	0	-2660
4.2	385	0	0	0	0	0	-2660
4.2	390	0	0	0	0	0	-2660
4.2	395	7500	0	0	0	7500	4840
4.2	400	15000	0	0	0	15000	12340
4.2	405	22500	0	7500	0	15000	12340
4.2	410	30000	0	15000	0	15000	12340
4.2	415	37500	0	22500	7500	7500	4840
4.2	420	45000	0	30000	15000	0	-2660
4.2	425	52500	7500	37500	22500	0	-2660
4.2	430	60000	15000	45000	30000	0	-2660
4.2	435	67500	22500	52500	37500	0	-2660
4.2	440	75000	30000	60000	45000	0	-2660
4.2	445	82500	37500	67500	52500	0	-2660

TRADE STATS OF 4 NOV 2015

TRADE STATS OF 4 NOV 2015

As on Nov 04, 2015 15:30:15 IST
Product	No. of contracts	Turnover (cr.)*	Premium Turnover (cr.)
Index Futures	2,09,836	12,017.99	-
Vol Futures	0	0.00	-
Stock Futures	4,40,084	22,992.47	-
Index Options	14,83,467	89,251.58	888.46
Stock Options	2,07,889	11,396.08	234.03
F&O Total	23,41,276	1,35,658.11	1,122.49

TRADE STATS OF 3/11/2015

Instrument wise Volume and Turnover

TRADE STATS OF 3/11/2015

As on Nov 03, 2015 15:30:18 IST
Product	No. of contracts	Turnover (cr.)*	Premium Turnover (cr.)
Index Futures	2,06,306	11,747.52	-
Vol Futures	1	0.09	-
Stock Futures	4,24,688	21,864.48	-
Index Options	14,49,551	87,233.68	903.00
Stock Options	1,86,334	9,894.81	207.69
F&O Total	22,66,880	1,30,740.58	1,110.68

 

TRADE STATS FOR 2-11-2015

TRADE STATS FOR 2-11-2015

As on Nov 02, 2015 15:30:45 IST
Product	No. of contracts	Turnover (cr.)*	Premium Turnover (cr.)
Index Futures	2,11,179	12,025.29	-
Vol Futures	0	0.00	-
Stock Futures	4,74,770	24,086.88	-
Index Options	16,18,846	97,343.04	1,024.91
Stock Options	2,16,466	11,303.81	243.05
F&O Total	25,21,261	1,44,759.01	1,267.96

Trade Stats for 30-10-15

Trade Stats for 30-10-15

As on Oct 30, 2015 15:30:41 IST
Product	No. of contracts	Turnover (cr.)*	Premium Turnover (cr.)
Index Futures	2,79,804	16,080.39	-
Vol Futures	0	0.00	-
Stock Futures	6,24,231	32,010.11	-
Index Options	17,65,907	1,07,387.77	1,117.10
Stock Options	2,84,275	14,798.72	314.16
F&O Total	29,54,217	1,70,276.99	1,431.26

OUR LT BUTTERFLY STRATEGY ROCKS….!!!!!

CLOSING PRICE OF LT IN CASH WAS 1468.50

""REWRD IN LT STRATEGY IS 3250 @ RISK OF 750""

TRADE STATS FOR 28 OCT 2015

Trade Stats for 28-10-15

Product	No. of contracts	Turnover( cr.) *	Put Call Ratio	Premium Turnover ( cr.)
Index Futures	8,92,824	28,996.34	-	-
Vol Futures	0	0.00	-	-
Stock Futures	19,53,864	66,845.91	-	-
Index Options	1,28,10,561	3,14,505.50	0.92	1526.72
Stock Options	5,80,803	17,981.78	0.61	204.81
F&O Total	1,62,38,052	4,28,329.54	0.90	1731.54

Call Calendar Spread

 Using calls, the calendar spread strategy can be setup by buying long term calls and simultaneously writing an equal number of near-month at-the-money or slightly out-of-the-money calls of the same underlying security with the same strike price
Calendar spreads, also known as time spreads, are extremely versatile strategies and can be used to take advantage of a number of scenarios while minimizing risk. A calendar spread consists of buying or selling a call or put of one expiration and doing the opposite in a later expiration. More often than not, this involves buying or selling an option in the front month (the expiration closest to the current date) and selling or buying an option of the same strike either the next month or a few months out. They can also be done using weeklies instead, especially around events. Call or put calendar spreads look alike on a graph of profit and loss.