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8/12/2019 Strategies New 5900
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Date
LTP(
Call) LTP(Put)
NIfty
Price change gain loss
avg
gain
avg
loss RS RSI
SELL
SIGNAL
B
SI
28-Feb-14 0 163 6276.95
3-Mar-14 508 157 6221.45 508 508 0
4-Mar-14 600 122 6297.95 92 92 0
5-Mar-14 610.3 109 6328.65 10.3 10.3 0
6-Mar-14 675 98 6401.15 64.7 64.7 07-Mar-14 761.15 80.5 6526.65 86.15 86.15 0
10-Mar-14 761.15 82.05 6537.25 0 0 0
11-Mar-14 765 83 6511.9 3.85 3.85 0
12-Mar-14 766.4 80 6516.9 1.4 1.4 0
13-Mar-14 800 92 6493.1 33.6 33.6 0
14-Mar-14 722.7 87.05 6504.2 -77.3 0 77.3
18-Mar-14 722.7 84 6516.65 0 0 0
19-Mar-14 810 77.25 6524.05 87.3 87.3 0
20-Mar-14 745 78.1 6483.1 -65 0 6521-Mar-14 765 79.1 6493.2 20 20 0 64.81 10.16 6.38 86.44 BULLISH
22-Mar-14 765 78 6494.9 0 0 0 60.18 9.44 6.38 86.44 BULLISH
24-Mar-14 830 65.15 6583.5 65 65 0 60.52 8.76 6.91 87.35 BULLISH
25-Mar-14 831.1 62.5 6589.75 1.1 1.1 0 56.28 8.14 6.92 87.37 BULLISH
26-Mar-14 846 62 6601.4 14.9 14.9 0 53.32 7.56 7.06 87.59 BULLISH
27-Mar-14 837.45 53 6641.75 -8.55 0 8.55 49.51 7.63 6.49 86.65 BULLISH
28-Mar-14 869.4 49.5 6695.9 31.95 31.95 0 48.26 7.08 6.81 87.20 BULLISH
31-Mar-14 900 49.15 6704.2 30.6 30.6 0 47.00 6.58 7.15 87.72 BULLISH
1-Apr-14 890 41 6721.05 -10 0 10 43.64 6.82 6.40 86.48 BULLISH
2-Apr-14 920.6 41.25 6752.55 30.6 30.6 0 42.71 6.33 6.74 87.08 BULLISH
3-Apr-14 925 42.4 6736.1 4.4 4.4 0 39.97 5.88 6.80 87.17 BULLISH
4-Apr-14 925 46 6694.35 0 0 0 37.12 5.46 6.80 87.17 BULLISH
7-Apr-14 885 42.85 6695.05 -40 0 40 34.47 7.93 4.35 81.30 BULLISH
9-Apr-14 1000 35.55 6796.2 115 115 0 40.22 7.36 5.46 84.53 BULLISH
10-Apr-14 1010 42 6796.4 10 10 0 38.06 6.84 5.57 84.77 BULLISH
11-Apr-14 963.8 44.95 6776.3 -46.2 0 46.2 35.34 9.65 3.66 78.55 BULLISH
15-Apr-14 935 46 6733.1 -28.8 0 28.8 32.82 11.02 2.98 74.87 BULLISH
16-Apr-14 885.05 44.25 6675.3 -49.95 0 49.95 30.47 13.80 2.21 68.83
17-Apr-14 959.7 36 6779.4 74.65 74.65 0 33.63 12.81 2.62 72.41 BULLISH
21-Apr-14 984.1 30.1 6817.65 24.4 24.4 0 32.97 11.90 2.77 73.48 BULLISH
22-Apr-14 985.55 27.5 6815.35 1.45 1.45 0 30.72 11.05 2.78 73.55 BULLISH
23-Apr-14 1007.65 19.8 6840.8 22.1 22.1 0 30.10 10.26 2.93 74.58 BULLISH
25-Apr-14 924.2 19.15 6782.75 -83.45 0 83.45 27.95 15.49 1.81 64.35
28-Apr-14 937.6 20.1 6761.25 13.4 13.4 0 26.91 14.38 1.87 65.18
29-Apr-14 870.75 19.8 6715.25 -66.85 0 66.85 24.99 18.13 1.38 57.96
30-Apr-14 852.2 19.55 6696.4 -18.55 0 18.55 23.21 18.16 1.28 56.10
2-May-14 839.45 27.4 6694.8 -12.75 0 12.75 21.55 17.77 1.21 54.80
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5-May-14 850 26.75 6699.35 10.55 10.55 0 20.76 16.50 1.26 55.72
6-May-14 853.1 22.05 6715.3 3.1 3.1 0 19.50 15.32 1.27 56.00
7-May-14 800.45 28.1 6652.55 -52.65 0 52.65 18.11 17.99 1.01 50.16
8-May-14 798 29 6659.85 -2.45 0 2.45 16.81 16.88 1.00 49.90
9-May-14 1009.1 23.05 6858.8 211.1 211.1 0 30.69 15.67 1.96 66.20
12-May-14 1160 22.3 7014.25 150.9 150.9 0 39.28 14.55 2.70 72.96 BULLISH
13-May-14 1235 11.1 7108.75 75 75 0 41.83 13.51 3.10 75.58 BULLISH
14-May-14 1233.85 9.6 7108.75 -1.15 0 1.15 38.84 12.63 3.08 75.46 BULLISH
15-May-14 1256.9 18.5 7123.15 23.05 23.05 0 37.71 11.73 3.22 76.28 BULLISH
16-May-14 1400 2 7203 143.1 143.1 0 45.24 10.89 4.15 80.60 BULLISH
19-May-14 1375.9 1.35 7263.55 -24.1 0 24.1 42.01 11.83 3.55 78.02 BULLISH
20-May-14 1408.1 1.35 7275.5 32.2 32.2 0 41.31 10.99 3.76 78.99 BULLISH
21-May-14 1372.8 1 7252.9 -35.3 0 35.3 38.36 12.73 3.01 75.09 BULLISH
22-May-14 1377 0.8 7276.4 4.2 4.2 0 35.92 11.82 3.04 75.24 BULLISH
23-May-14 1476.5 1.05 7367.1 99.5 99.5 0 40.46 10.97 3.69 78.67 BULLISH
26-May-14 1451.7 0.85 7359.05 -24.8 0 24.8 37.57 11.96 3.14 75.85 BULLISH
27-May-14 1418.95 0.4 7318 -32.75 0 32.75 34.89 13.45 2.59 72.18 BULLISH
28-May-14 1421.3 0.1 7329.65 2.35 2.35 0 32.56 12.49 2.61 72.28 BULLISH
29-May-14 1338.35 0.05 7235.65 -82.95 0 82.95 30.24 17.52 1.73 63.32
Interpretation:
The Relative Strength Index (RSI) is the widely-used momentum oscillator measures the strength and
speed of a market's price movement by comparing the current price of the security against its past
performance. The RSI can be used to identify overbought and oversold areas, support and resistance
levels, and potential entry and exit signals along with the trend. The RSI indicator is shown on a scale of
0 to 100, with levels marked at 70 and 30, and a mid-line at 50. Wilder recommended a calculation based
on a 14 day period, but this can be adjusted to change the sensitivity of the indicator.
Analysis
From the above table the data is analyzed for the period of 2 months and it is clear that the trend is
strongly Bullish which indicates the trending market. Here the investor can make use of various option
strategies with the objective of maximizing the profit.
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Option Strategies
1. Naked Call
Date LTP LTP (S-E)-P
28-Feb-14 0 163
3-Mar-14 508 157
4-Mar-14 600 122
5-Mar-14 610.3 109
6-Mar-14 675 98
7-Mar-14 761.15 80.5
10-Mar-14 761.15 82.05
11-Mar-14 765 83
12-Mar-14 766.4 80
13-Mar-14 800 92
14-Mar-14 722.7 87.0518-Mar-14 722.7 84
19-Mar-14 810 77.25
20-Mar-14 745 78.1
21-Mar-14 765 79.1 -171.8 38250
22-Mar-14 765 78 -170.1 35365
24-Mar-14 830 65.15 -81.5 41750
25-Mar-14 831.1 62.5 -75.25 41702.5
26-Mar-14 846 62 -63.6 42322.5
27-Mar-14 837.45 53 -23.25 41862.528-Mar-14 869.4 49.5 30.9 43470
31-Mar-14 900 49.15 39.2 44875
1-Apr-14 890 41 56.05 44500
2-Apr-14 920.6 41.25 87.55 46030
3-Apr-14 925 42.4 71.1 46125
4-Apr-14 925 46 29.35 43887.5
7-Apr-14 885 42.85 30.05 44250
9-Apr-14 1000 35.55 131.2 49625
10-Apr-14 1010 42 131.4 5050011-Apr-14 963.8 44.95 111.3 48190
15-Apr-14 935 46 68.1 46750
16-Apr-14 885.05 44.25 10.3 44252.5
17-Apr-14 959.7 36 114.4 48102.5
21-Apr-14 984.1 30.1 152.65 49652.5
22-Apr-14 985.55 27.5 150.35 49260
23-Apr-14 1007.65 19.8 175.8 50040
25-Apr-14 924.2 19.15 117.75 46210
28-Apr-14 937.6 20.1 96.25 46880
29-Apr-14 870.75 19.8 50.25 43607.5
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30-Apr-14 852.2 19.55 31.4 41645
2-May-14 839.45 27.4 29.8 41982.5
5-May-14 850 26.75 34.35 42527.5
6-May-14 853.1 22.05 50.3 42517.5
7-May-14 800.45 28.1 -12.45 40010
8-May-14 798 29 -5.15 39812.5
9-May-14 1009.1 23.05 193.8 50472.5
12-May-14 1160 22.3 349.25 57760
13-May-14 1235 11.1 443.75 61750
14-May-14 1233.85 9.6 443.75 61692.5
15-May-14 1256.9 18.5 458.15 62870
16-May-14 1400 2 538 70000
19-May-14 1375.9 1.35 598.55 68832.5
20-May-14 1408.1 1.35 610.5 70405
21-May-14 1372.8 1 587.9 68640
22-May-14 1377 0.8 611.4 68850
23-May-14 1476.5 1.05 702.1 73642.5
26-May-14 1451.7 0.85 694.05 72585
27-May-14 1418.95 0.4 653 70947.5
28-May-14 1421.3 0.1 664.65 71087.5
29-May-14 1338.35 0.05 570.65 0
Interpretation:
The payoff for naked call is tabulated here aggressive investors who are very bullish about the prospects
for a stock / index, buying calls can be an excellent way to capture the upside potential with limited
downside risk.
Analysis:
Buying a call is an easy strategy to understand. When you buy it means you are bullish. Buying a
Call means you are very bullish and expect the underlying stock / index to rise in future. The call
option buyer is able to gain leverage since the lower priced calls appreciate in value faster
percentagewise for every point rise in the price of the underlying stock However, call options havea limited lifespan. If the underlying stock price does not move above the strike price before the
option expiration date, the call option will expire worthless. Since they can be no limit as to how
high the stock price can be at expiration date, there is no limit to the maximum profit possible
when implementing the long call option strategy.
Maximum Profit = Unlimited
Profit Achieved When Price of Underlying >= Strike Price of Long Call + Premium Paid
Profit = Price of Underlying - Strike Price of Long Call - Premium Paid
Max Loss = Premium Paid + Commissions Paid
Max Loss Occurs When Price of Underlying <= Strike Price of Long Call
Breakeven Point = Strike Price of Long Call + Premium Paid
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SHORT CALL
Date LTP LTP
Stock
price
Short call
(E-S)+P Payoff
28-Feb-
14 0 163 6276.95
3-Mar-14 508 157 6221.45
4-Mar-14 600 122 6297.95
5-Mar-14 610.3 109 6328.65
6-Mar-14 675 98 6401.15
7-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 171.8 38250
22-Mar-
14 765 78 6494.9 170.1 35365
24-Mar-
14 830 65.15 6583.5 81.5 41750
25-Mar-
14 831.1 62.5 6589.75 75.25 41702.5
26-Mar-
14 846 62 6601.4 63.6 42322.5
27-Mar-
14 837.45 53 6641.75 23.25 41862.528-Mar-
14 869.4 49.5 6695.9 -30.9 43470
31-Mar-
14 900 49.15 6704.2 -39.2 44875
1-Apr-14 890 41 6721.05 -56.05 44500
2-Apr-14 920.6 41.25 6752.55 -87.55 46030
3-Apr-14 925 42.4 6736.1 -71.1 46125
4-Apr-14 925 46 6694.35 -29.35 43887.5
7-Apr-14 885 42.85 6695.05 -30.05 44250
9-Apr-14 1000 35.55 6796.2 -131.2 49625
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10-Apr-
14 1010 42 6796.4 -131.4 50500
11-Apr-
14 963.8 44.95 6776.3 -111.3 48190
15-Apr-
14 935 46 6733.1 -68.1 46750
16-Apr-
14 885.05 44.25 6675.3 -10.3 44252.517-Apr-
14 959.7 36 6779.4 -114.4 48102.5
21-Apr-
14 984.1 30.1 6817.65 -152.65 49652.5
22-Apr-
14 985.55 27.5 6815.35 -150.35 49260
23-Apr-
14 1007.65 19.8 6840.8 -175.8 50040
25-Apr-
14 924.2 19.15 6782.75 -117.75 46210
28-Apr-14 937.6 20.1 6761.25 -96.25 46880
29-Apr-
14 870.75 19.8 6715.25 -50.25 43607.5
30-Apr-
14 852.2 19.55 6696.4 -31.4 41645
2-May-
14 839.45 27.4 6694.8 -29.8 41982.5
5-May-
14 850 26.75 6699.35 -34.35 42527.5
6-May-
14 853.1 22.05 6715.3 -50.3 42517.5
7-May-
14 800.45 28.1 6652.55 12.45 40010
8-May-
14 798 29 6659.85 5.15 39812.5
9-May-
14 1009.1 23.05 6858.8 -193.8 50472.5
12-May-
14 1160 22.3 7014.25 -349.25 57760
13-May-
14 1235 11.1 7108.75 -443.75 6175014-May-
14 1233.85 9.6 7108.75 -443.75 61692.5
15-May-
14 1256.9 18.5 7123.15 -458.15 62870
16-May-
14 1400 2 7203 -538 70000
19-May-
14 1375.9 1.35 7263.55 -598.55 68832.5
20-May-
14 1408.1 1.35 7275.5 -610.5 70405
21-May-14 1372.8 1 7252.9 -587.9 68640
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22-May-
14 1377 0.8 7276.4 -611.4 68850
23-May-
14 1476.5 1.05 7367.1 -702.1 73642.5
26-May-
14 1451.7 0.85 7359.05 -694.05 72585
27-May-
14 1418.95 0.4 7318 -653 70947.528-May-
14 1421.3 0.1 7329.65 -664.65 71087.5
29-May-
14 1338.35 0.05 7235.65 -570.65 0
Interpretation:
This strategy has a low profit potential if the stock remains below strike A at expiration, but unlimited
potential risk if the stock goes up. Here the investor has the obligation to sell if the contract is excuted.
The call option buyer is able to gain leverage since the lower priced calls appreciate
in value faster percentagewise for every point rise in the price of the underlyingstock However, call options have a limited lifespan. If the underlying stock price
does not move above the strike price before the option expiration date, the call
option will expire worthless. Since they can be no limit as to how high the stock
price can be at expiration date, there is no limit to the maximum profit possible
when implementing the long call option strategy.
Maximum Profit = Premium received
Profit Achieved When Price of Underlying <= Strike Price of Long Call -
Premium Paid
Profit = Price of Underlying - Strike Price of Long Call+Premium Paid
Max Loss = Unlimited
Max Loss Occurs When Price of Underlying >= Strike Price of Long Call
Breakeven Point = Strike Price of Long Call - Premium Paid
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Covered Call
Date LTP LTP
Stock
price Covered call28-Feb-
14 0 163 6276.95
Short
stock
Long
call payoff
3-Mar-14 508 157 6221.45
4-Mar-14 600 122 6297.95
5-Mar-14 610.3 109 6328.65
6-Mar-14 675 98 6401.15
7-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-14 810 77.25 6524.05
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20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 0 -171.8 171.8
22-Mar-
14 765 78 6494.9 -1.7 -170.1 168.4
24-Mar-
14 830 65.15 6583.5 -90.3 -81.5 -8.825-Mar-
14 831.1 62.5 6589.75 -96.55 -75.25 -21.3
26-Mar-
14 846 62 6601.4 -108.2 -63.6 -44.6
27-Mar-
14 837.45 53 6641.75 -148.55 -23.25 -125.3
28-Mar-
14 869.4 49.5 6695.9 -202.7 30.9 -233.6
31-Mar-
14 900 49.15 6704.2 -211 39.2 -250.2
1-Apr-14 890 41 6721.05 -227.85 56.05 -283.9
2-Apr-14 920.6 41.25 6752.55 -259.35 87.55 -346.9
3-Apr-14 925 42.4 6736.1 -242.9 71.1 -314
4-Apr-14 925 46 6694.35 -201.15 29.35 -230.5
7-Apr-14 885 42.85 6695.05 -201.85 30.05 -231.9
9-Apr-14 1000 35.55 6796.2 -303 131.2 -434.2
10-Apr-
14 1010 42 6796.4 -303.2 131.4 -434.6
11-Apr-
14 963.8 44.95 6776.3 -283.1 111.3 -394.4
15-Apr-
14 935 46 6733.1 -239.9 68.1 -308
16-Apr-
14 885.05 44.25 6675.3 -182.1 10.3 -192.4
17-Apr-
14 959.7 36 6779.4 -286.2 114.4 -400.6
21-Apr-
14 984.1 30.1 6817.65 -324.45 152.65 -477.1
22-Apr-
14 985.55 27.5 6815.35 -322.15 150.35 -472.5
23-Apr-14 1007.65 19.8 6840.8 -347.6 175.8 -523.4
25-Apr-
14 924.2 19.15 6782.75 -289.55 117.75 -407.3
28-Apr-
14 937.6 20.1 6761.25 -268.05 96.25 -364.3
29-Apr-
14 870.75 19.8 6715.25 -222.05 50.25 -272.3
30-Apr-
14 852.2 19.55 6696.4 -203.2 31.4 -234.6
2-May-
14 839.45 27.4 6694.8 -201.6 29.8 -231.4
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5-May-
14 850 26.75 6699.35 -206.15 34.35 -240.5
6-May-
14 853.1 22.05 6715.3 -222.1 50.3 -272.4
7-May-
14 800.45 28.1 6652.55 -159.35 -12.45 -146.9
8-May-
14 798 29 6659.85 -166.65 -5.15 -161.59-May-
14 1009.1 23.05 6858.8 -365.6 193.8 -559.4
12-May-
14 1160 22.3 7014.25 -521.05 349.25 -870.3
13-May-
14 1235 11.1 7108.75 -615.55 443.75
-
1059.3
14-May-
14 1233.85 9.6 7108.75 -615.55 443.75
-
1059.3
15-May-
14 1256.9 18.5 7123.15 -629.95 458.15
-
1088.1
16-May-14 1400 2 7203 -709.8 538
-1247.8
19-May-
14 1375.9 1.35 7263.55 -770.35 598.55
-
1368.9
20-May-
14 1408.1 1.35 7275.5 -782.3 610.5
-
1392.8
21-May-
14 1372.8 1 7252.9 -759.7 587.9
-
1347.6
22-May-
14 1377 0.8 7276.4 -783.2 611.4
-
1394.6
23-May-
14 1476.5 1.05 7367.1 -873.9 702.1 -1576
26-May-
14 1451.7 0.85 7359.05 -865.85 694.05
-
1559.9
27-May-
14 1418.95 0.4 7318 -824.8 653
-
1477.8
28-May-
14 1421.3 0.1 7329.65 -836.45 664.65
-
1501.1
29-May-
14 1338.35 0.05 7235.65 -742.45 570.65
-
1313.1
Protective Put
Date LTP LTP
Stock
price Protective put
28-Feb-
14 0 163 6276.95
Short
stock
Short
put payoff
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3-Mar-14 508 157 6221.45 (S-E)+P
4-Mar-14 600 122 6297.95
5-Mar-14 610.3 109 6328.65
6-Mar-14 675 98 6401.15
7-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.2511-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 0 673.2 -673.2
22-Mar-
14 765 78 6494.9 -1.7 674.9 -676.6
24-Mar-
14 830 65.15 6583.5 -90.3 763.5 -853.8
25-Mar-
14 831.1 62.5 6589.75 -96.55 769.75 -866.3
26-Mar-
14 846 62 6601.4 -108.2 781.4 -889.6
27-Mar-
14 837.45 53 6641.75 -148.55 821.75 -970.3
28-Mar-
14 869.4 49.5 6695.9 -202.7 875.9
-
1078.6
31-Mar-
14 900 49.15 6704.2 -211 884.2
-
1095.2
1-Apr-14 890 41 6721.05 -227.85 901.05
-
1128.9
2-Apr-14 920.6 41.25 6752.55 -259.35 932.55
-
1191.9
3-Apr-14 925 42.4 6736.1 -242.9 916.1 -1159
4-Apr-14 925 46 6694.35 -201.15 874.35
-
1075.5
7-Apr-14 885 42.85 6695.05 -201.85 875.05
-
1076.9
9-Apr-14 1000 35.55 6796.2 -303 976.2
-
1279.2
10-Apr-
14 1010 42 6796.4 -303.2 976.4
-
1279.6
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11-Apr-
14 963.8 44.95 6776.3 -283.1 956.3
-
1239.4
15-Apr-
14 935 46 6733.1 -239.9 913.1 -1153
16-Apr-
14 885.05 44.25 6675.3 -182.1 855.3
-
1037.4
17-Apr-
14 959.7 36 6779.4 -286.2 959.4
-
1245.621-Apr-
14 984.1 30.1 6817.65 -324.45 997.65
-
1322.1
22-Apr-
14 985.55 27.5 6815.35 -322.15 995.35
-
1317.5
23-Apr-
14 1007.65 19.8 6840.8 -347.6 1020.8
-
1368.4
25-Apr-
14 924.2 19.15 6782.75 -289.55 962.75
-
1252.3
28-Apr-
14 937.6 20.1 6761.25 -268.05 941.25
-
1209.3
29-Apr-14 870.75 19.8 6715.25 -222.05 895.25
-1117.3
30-Apr-
14 852.2 19.55 6696.4 -203.2 876.4
-
1079.6
2-May-
14 839.45 27.4 6694.8 -201.6 874.8
-
1076.4
5-May-
14 850 26.75 6699.35 -206.15 879.35
-
1085.5
6-May-
14 853.1 22.05 6715.3 -222.1 895.3
-
1117.4
7-May-
14 800.45 28.1 6652.55 -159.35 832.55 -991.9
8-May-
14 798 29 6659.85 -166.65 839.85
-
1006.5
9-May-
14 1009.1 23.05 6858.8 -365.6 1038.8
-
1404.4
12-May-
14 1160 22.3 7014.25 -521.05 1194.25
-
1715.3
13-May-
14 1235 11.1 7108.75 -615.55 1288.75
-
1904.3
14-May-
14 1233.85 9.6 7108.75 -615.55 1288.75
-
1904.315-May-
14 1256.9 18.5 7123.15 -629.95 1303.15
-
1933.1
16-May-
14 1400 2 7203 -709.8 1383
-
2092.8
19-May-
14 1375.9 1.35 7263.55 -770.35 1443.55
-
2213.9
20-May-
14 1408.1 1.35 7275.5 -782.3 1455.5
-
2237.8
21-May-
14 1372.8 1 7252.9 -759.7 1432.9
-
2192.6
22-May-14 1377 0.8 7276.4 -783.2 1456.4
-2239.6
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23-May-
14 1476.5 1.05 7367.1 -873.9 1547.1 -2421
26-May-
14 1451.7 0.85 7359.05 -865.85 1539.05
-
2404.9
27-May-
14 1418.95 0.4 7318 -824.8 1498
-
2322.8
28-May-
14 1421.3 0.1 7329.65 -836.45 1509.65
-
2346.129-May-
14 1338.35 0.05 7235.65 -742.45 1415.65
-
2158.1
Bull Spread with call option
Date LTP LTP
Stock
price Bull spread with call option
28-Feb-
14 0 163 6276.95 Long call short call Payoff
3-Mar-14 508 157 6221.45 (S-E)-P (E-S)+P
4-Mar-14 600 122 6297.95
5-Mar-14 610.3 109 6328.65
6-Mar-14 675 98 6401.157-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 -171.8 106.8 -278.6
22-Mar-
14 765 78 6494.9 -170.1 105.1 -275.2
24-Mar- 830 65.15 6583.5 -81.5 16.5 -98
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8/12/2019 Strategies New 5900
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14
9-May-
14 1009.1 23.05 6858.8 193.8 -258.8 452.6
12-May-
14 1160 22.3 7014.25 349.25 -414.25 763.5
13-May-
14 1235 11.1 7108.75 443.75 -508.75 952.5
14-May-14 1233.85 9.6 7108.75 443.75 -508.75 952.5
15-May-
14 1256.9 18.5 7123.15 458.15 -523.15 981.3
16-May-
14 1400 2 7203 538 -603 1141
19-May-
14 1375.9 1.35 7263.55 598.55 -663.55 1262.1
20-May-
14 1408.1 1.35 7275.5 610.5 -675.5 1286
21-May-
14 1372.8 1 7252.9 587.9 -652.9 1240.8
22-May-
14 1377 0.8 7276.4 611.4 -676.4 1287.8
23-May-
14 1476.5 1.05 7367.1 702.1 -767.1 1469.2
26-May-
14 1451.7 0.85 7359.05 694.05 -759.05 1453.1
27-May-
14 1418.95 0.4 7318 653 -718 1371
28-May-
14 1421.3 0.1 7329.65 664.65 -729.65 1394.3
29-May-
14 1338.35 0.05 7235.65 570.65 -635.65 1206.3
Bull Spread with Put option
Date LTP LTPStockprice Bull spread with put option
28-Feb-
14 0 163 6276.95
Long
put
short
put payoff
3-Mar-14 508 157 6221.45 (E-S)-P (S-E)+P
4-Mar-14 600 122 6297.95
5-Mar-14 610.3 109 6328.65
6-Mar-14 675 98 6401.15
7-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar- 765 83 6511.9
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14
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 -683.2 673.2
-
1356.4
22-Mar-
14 765 78 6494.9 -684.9 674.9
-
1359.8
24-Mar-
14 830 65.15 6583.5 -773.5 763.5 -1537
25-Mar-
14 831.1 62.5 6589.75 -779.75 769.75
-
1549.5
26-Mar-
14 846 62 6601.4 -791.4 781.4
-
1572.8
27-Mar-
14 837.45 53 6641.75 -831.75 821.75
-
1653.5
28-Mar-
14 869.4 49.5 6695.9 -885.9 875.9
-
1761.8
31-Mar-
14 900 49.15 6704.2 -894.2 884.2
-
1778.4
1-Apr-14 890 41 6721.05 -911.05 901.05
-
1812.1
2-Apr-14 920.6 41.25 6752.55 -942.55 932.55
-
1875.1
3-Apr-14 925 42.4 6736.1 -926.1 916.1
-
1842.2
4-Apr-14 925 46 6694.35 -884.35 874.35
-
1758.7
7-Apr-14 885 42.85 6695.05 -885.05 875.05
-
1760.1
9-Apr-14 1000 35.55 6796.2 -986.2 976.2-
1962.4
10-Apr-
14 1010 42 6796.4 -986.4 976.4
-
1962.8
11-Apr-
14 963.8 44.95 6776.3 -966.3 956.3
-
1922.6
15-Apr-
14 935 46 6733.1 -923.1 913.1
-
1836.2
16-Apr-
14 885.05 44.25 6675.3 -865.3 855.3
-
1720.6
17-Apr-
14 959.7 36 6779.4 -969.4 959.4
-
1928.8
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21-Apr-
14 984.1 30.1 6817.65
-
1007.65 997.65
-
2005.3
22-Apr-
14 985.55 27.5 6815.35
-
1005.35 995.35
-
2000.7
23-Apr-
14 1007.65 19.8 6840.8 -1030.8 1020.8
-
2051.6
25-Apr-
14 924.2 19.15 6782.75 -972.75 962.75
-
1935.528-Apr-
14 937.6 20.1 6761.25 -951.25 941.25
-
1892.5
29-Apr-
14 870.75 19.8 6715.25 -905.25 895.25
-
1800.5
30-Apr-
14 852.2 19.55 6696.4 -886.4 876.4
-
1762.8
2-May-
14 839.45 27.4 6694.8 -884.8 874.8
-
1759.6
5-May-
14 850 26.75 6699.35 -889.35 879.35
-
1768.7
6-May-14 853.1 22.05 6715.3 -905.3 895.3
-1800.6
7-May-
14 800.45 28.1 6652.55 -842.55 832.55
-
1675.1
8-May-
14 798 29 6659.85 -849.85 839.85
-
1689.7
9-May-
14 1009.1 23.05 6858.8 -1048.8 1038.8
-
2087.6
12-May-
14 1160 22.3 7014.25
-
1204.25 1194.25
-
2398.5
13-May-
14 1235 11.1 7108.75
-
1298.75 1288.75
-
2587.5
14-May-
14 1233.85 9.6 7108.75
-
1298.75 1288.75
-
2587.5
15-May-
14 1256.9 18.5 7123.15
-
1313.15 1303.15
-
2616.3
16-May-
14 1400 2 7203 -1393 1383 -2776
19-May-
14 1375.9 1.35 7263.55
-
1453.55 1443.55
-
2897.1
20-May-
14 1408.1 1.35 7275.5 -1465.5 1455.5 -292121-May-
14 1372.8 1 7252.9 -1442.9 1432.9
-
2875.8
22-May-
14 1377 0.8 7276.4 -1466.4 1456.4
-
2922.8
23-May-
14 1476.5 1.05 7367.1 -1557.1 1547.1
-
3104.2
26-May-
14 1451.7 0.85 7359.05
-
1549.05 1539.05
-
3088.1
27-May-
14 1418.95 0.4 7318 -1508 1498 -3006
28-May-14 1421.3 0.1 7329.65
-1519.65 1509.65
-3029.3
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29-May-
14 1338.35 0.05 7235.65
-
1425.65 1415.65
-
2841.3
Bear Spread with Call Option
Date LTP LTP
Stock
price Bear spread with call option
28-Feb-
14 0 163 6276.95 long call Short call payoff
3-Mar-14 508 157 6221.45 (S-E)-P (E-S)+P
4-Mar-14 600 122 6297.95
5-Mar-14 610.3 109 6328.65
6-Mar-14 675 98 6401.157-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 -106.8 171.8 -278.6
22-Mar-
14 765 78 6494.9 -105.1 170.1 -275.224-Mar-
14 830 65.15 6583.5 -16.5 81.5 -98
25-Mar-
14 831.1 62.5 6589.75 -10.25 75.25 -85.5
26-Mar-
14 846 62 6601.4 1.4 63.6 -62.2
27-Mar-
14 837.45 53 6641.75 41.75 23.25 18.5
28-Mar-
14 869.4 49.5 6695.9 95.9 -30.9 126.8
31-Mar-14 900 49.15 6704.2 104.2 -39.2 143.4
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1-Apr-14 890 41 6721.05 121.05 -56.05 177.1
2-Apr-14 920.6 41.25 6752.55 152.55 -87.55 240.1
3-Apr-14 925 42.4 6736.1 136.1 -71.1 207.2
4-Apr-14 925 46 6694.35 94.35 -29.35 123.7
7-Apr-14 885 42.85 6695.05 95.05 -30.05 125.1
9-Apr-14 1000 35.55 6796.2 196.2 -131.2 327.4
10-Apr-14 1010 42 6796.4 196.4 -131.4 327.8
11-Apr-
14 963.8 44.95 6776.3 176.3 -111.3 287.6
15-Apr-
14 935 46 6733.1 133.1 -68.1 201.2
16-Apr-
14 885.05 44.25 6675.3 75.3 -10.3 85.6
17-Apr-
14 959.7 36 6779.4 179.4 -114.4 293.8
21-Apr-
14 984.1 30.1 6817.65 217.65 -152.65 370.3
22-Apr-
14 985.55 27.5 6815.35 215.35 -150.35 365.7
23-Apr-
14 1007.65 19.8 6840.8 240.8 -175.8 416.6
25-Apr-
14 924.2 19.15 6782.75 182.75 -117.75 300.5
28-Apr-
14 937.6 20.1 6761.25 161.25 -96.25 257.5
29-Apr-
14 870.75 19.8 6715.25 115.25 -50.25 165.5
30-Apr-
14 852.2 19.55 6696.4 96.4 -31.4 127.8
2-May-
14 839.45 27.4 6694.8 94.8 -29.8 124.6
5-May-
14 850 26.75 6699.35 99.35 -34.35 133.7
6-May-
14 853.1 22.05 6715.3 115.3 -50.3 165.6
7-May-
14 800.45 28.1 6652.55 52.55 12.45 40.1
8-May-14 798 29 6659.85 59.85 5.15 54.7
9-May-
14 1009.1 23.05 6858.8 258.8 -193.8 452.6
12-May-
14 1160 22.3 7014.25 414.25 -349.25 763.5
13-May-
14 1235 11.1 7108.75 508.75 -443.75 952.5
14-May-
14 1233.85 9.6 7108.75 508.75 -443.75 952.5
15-May-
14 1256.9 18.5 7123.15 523.15 -458.15 981.3
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16-May-
14 1400 2 7203 603 -538 1141
19-May-
14 1375.9 1.35 7263.55 663.55 -598.55 1262.1
20-May-
14 1408.1 1.35 7275.5 675.5 -610.5 1286
21-May-
14 1372.8 1 7252.9 652.9 -587.9 1240.822-May-
14 1377 0.8 7276.4 676.4 -611.4 1287.8
23-May-
14 1476.5 1.05 7367.1 767.1 -702.1 1469.2
26-May-
14 1451.7 0.85 7359.05 759.05 -694.05 1453.1
27-May-
14 1418.95 0.4 7318 718 -653 1371
28-May-
14 1421.3 0.1 7329.65 729.65 -664.65 1394.3
29-May-14 1338.35 0.05 7235.65 635.65 -570.65 1206.3
Bear Spread with put option
Date LTP LTP
Stock
price Bear spread with put option
28-Feb-14 0 163 6276.95
Longput
Shortput payoff
3-Mar-14 508 157 6221.45 (E-S)-P (S-E)+P
4-Mar-14 600 122 6297.95
5-Mar-14 610.3 109 6328.65
6-Mar-14 675 98 6401.15
7-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.0520-Mar- 745 78.1 6483.1
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14
21-Mar-
14 765 79.1 6493.2 -673.2 683.2
-
1356.4
22-Mar-
14 765 78 6494.9 -674.9 684.9
-
1359.8
24-Mar-
14 830 65.15 6583.5 -763.5 773.5 -1537
25-Mar-14 831.1 62.5 6589.75 -769.75 779.75
-1549.5
26-Mar-
14 846 62 6601.4 -781.4 791.4
-
1572.8
27-Mar-
14 837.45 53 6641.75 -821.75 831.75
-
1653.5
28-Mar-
14 869.4 49.5 6695.9 -875.9 885.9
-
1761.8
31-Mar-
14 900 49.15 6704.2 -884.2 894.2
-
1778.4
1-Apr-14 890 41 6721.05 -901.05 911.05
-
1812.1
2-Apr-14 920.6 41.25 6752.55 -932.55 942.55
-
1875.1
3-Apr-14 925 42.4 6736.1 -916.1 926.1
-
1842.2
4-Apr-14 925 46 6694.35 -874.35 884.35
-
1758.7
7-Apr-14 885 42.85 6695.05 -875.05 885.05
-
1760.1
9-Apr-14 1000 35.55 6796.2 -976.2 986.2
-
1962.4
10-Apr-
14 1010 42 6796.4 -976.4 986.4
-
1962.8
11-Apr-
14 963.8 44.95 6776.3 -956.3 966.3
-
1922.6
15-Apr-
14 935 46 6733.1 -913.1 923.1
-
1836.2
16-Apr-
14 885.05 44.25 6675.3 -855.3 865.3
-
1720.6
17-Apr-
14 959.7 36 6779.4 -959.4 969.4
-
1928.8
21-Apr-14 984.1 30.1 6817.65 -997.65 1007.65
-2005.3
22-Apr-
14 985.55 27.5 6815.35 -995.35 1005.35
-
2000.7
23-Apr-
14 1007.65 19.8 6840.8 -1020.8 1030.8
-
2051.6
25-Apr-
14 924.2 19.15 6782.75 -962.75 972.75
-
1935.5
28-Apr-
14 937.6 20.1 6761.25 -941.25 951.25
-
1892.5
29-Apr-
14 870.75 19.8 6715.25 -895.25 905.25
-
1800.5
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30-Apr-
14 852.2 19.55 6696.4 -876.4 886.4
-
1762.8
2-May-
14 839.45 27.4 6694.8 -874.8 884.8
-
1759.6
5-May-
14 850 26.75 6699.35 -879.35 889.35
-
1768.7
6-May-
14 853.1 22.05 6715.3 -895.3 905.3
-
1800.67-May-
14 800.45 28.1 6652.55 -832.55 842.55
-
1675.1
8-May-
14 798 29 6659.85 -839.85 849.85
-
1689.7
9-May-
14 1009.1 23.05 6858.8 -1038.8 1048.8
-
2087.6
12-May-
14 1160 22.3 7014.25
-
1194.25 1204.25
-
2398.5
13-May-
14 1235 11.1 7108.75
-
1288.75 1298.75
-
2587.5
14-May-14 1233.85 9.6 7108.75
-1288.75 1298.75
-2587.5
15-May-
14 1256.9 18.5 7123.15
-
1303.15 1313.15
-
2616.3
16-May-
14 1400 2 7203 -1383 1393 -2776
19-May-
14 1375.9 1.35 7263.55
-
1443.55 1453.55
-
2897.1
20-May-
14 1408.1 1.35 7275.5 -1455.5 1465.5 -2921
21-May-
14 1372.8 1 7252.9 -1432.9 1442.9
-
2875.8
22-May-
14 1377 0.8 7276.4 -1456.4 1466.4
-
2922.8
23-May-
14 1476.5 1.05 7367.1 -1547.1 1557.1
-
3104.2
26-May-
14 1451.7 0.85 7359.05
-
1539.05 1549.05
-
3088.1
27-May-
14 1418.95 0.4 7318 -1498 1508 -3006
28-May-
14 1421.3 0.1 7329.65
-
1509.65 1519.65
-
3029.329-May-
14 1338.35 0.05 7235.65
-
1415.65 1425.65
-
2841.3
Butterfly spread with call option
Date LTP LTPStockprice Butterfly spread with call option
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28-Feb-
14 0 163 6276.95
long call
(E1)
long call
(E3)
Short call
(E2)
Short call
(E2) payoff
3-Mar-
14 508 157 6221.45 (S-E)-P (S-E)-P (E-S)+P (E-S)+P
4-Mar-
14 600 122 6297.95
5-Mar-
14 610.3 109 6328.656-Mar-
14 675 98 6401.15
7-Mar-
14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 -106.8 -171.8 139.3 139.3 -213.6
22-Mar-
14 765 78 6494.9 -105.1 -170.1 137.6 137.6 -210.2
24-Mar-
14 830 65.15 6583.5 -16.5 -81.5 49 49 -33
25-Mar-
14 831.1 62.5 6589.75 -10.25 -75.25 42.75 42.75 -20.5
26-Mar-
14 846 62 6601.4 1.4 -63.6 31.1 31.1 2.8
27-Mar-
14 837.45 53 6641.75 41.75 -23.25 -9.25 -9.25 83.528-Mar-
14 869.4 49.5 6695.9 95.9 30.9 -63.4 -63.4 191.8
31-Mar-
14 900 49.15 6704.2 104.2 39.2 -71.7 -71.7 208.4
1-Apr-14 890 41 6721.05 121.05 56.05 -88.55 -88.55 242.1
2-Apr-14 920.6 41.25 6752.55 152.55 87.55 -120.05 -120.05 305.1
3-Apr-14 925 42.4 6736.1 136.1 71.1 -103.6 -103.6 272.2
4-Apr-14 925 46 6694.35 94.35 29.35 -61.85 -61.85 188.7
7-Apr-14 885 42.85 6695.05 95.05 30.05 -62.55 -62.55 190.1
9-Apr-14 1000 35.55 6796.2 196.2 131.2 -163.7 -163.7 392.4
8/12/2019 Strategies New 5900
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10-Apr-
14 1010 42 6796.4 196.4 131.4 -163.9 -163.9 392.8
11-Apr-
14 963.8 44.95 6776.3 176.3 111.3 -143.8 -143.8 352.6
15-Apr-
14 935 46 6733.1 133.1 68.1 -100.6 -100.6 266.2
16-Apr-
14 885.05 44.25 6675.3 75.3 10.3 -42.8 -42.8 150.617-Apr-
14 959.7 36 6779.4 179.4 114.4 -146.9 -146.9 358.8
21-Apr-
14 984.1 30.1 6817.65 217.65 152.65 -185.15 -185.15 435.3
22-Apr-
14 985.55 27.5 6815.35 215.35 150.35 -182.85 -182.85 430.7
23-Apr-
14 1007.65 19.8 6840.8 240.8 175.8 -208.3 -208.3 481.6
25-Apr-
14 924.2 19.15 6782.75 182.75 117.75 -150.25 -150.25 365.5
28-Apr-14 937.6 20.1 6761.25 161.25 96.25 -128.75 -128.75 322.5
29-Apr-
14 870.75 19.8 6715.25 115.25 50.25 -82.75 -82.75 230.5
30-Apr-
14 852.2 19.55 6696.4 96.4 31.4 -63.9 -63.9 192.8
2-May-
14 839.45 27.4 6694.8 94.8 29.8 -62.3 -62.3 189.6
5-May-
14 850 26.75 6699.35 99.35 34.35 -66.85 -66.85 198.7
6-May-
14 853.1 22.05 6715.3 115.3 50.3 -82.8 -82.8 230.6
7-May-
14 800.45 28.1 6652.55 52.55 -12.45 -20.05 -20.05 105.1
8-May-
14 798 29 6659.85 59.85 -5.15 -27.35 -27.35 119.7
9-May-
14 1009.1 23.05 6858.8 258.8 193.8 -226.3 -226.3 517.6
12-May-
14 1160 22.3 7014.25 414.25 349.25 -381.75 -381.75 828.5
13-May-
14 1235 11.1 7108.75 508.75 443.75 -476.25 -476.25 1017.514-May-
14 1233.85 9.6 7108.75 508.75 443.75 -476.25 -476.25 1017.5
15-May-
14 1256.9 18.5 7123.15 523.15 458.15 -490.65 -490.65 1046.3
16-May-
14 1400 2 7203 603 538 -570.5 -570.5 1206
19-May-
14 1375.9 1.35 7263.55 663.55 598.55 -631.05 -631.05 1327.1
20-May-
14 1408.1 1.35 7275.5 675.5 610.5 -643 -643 1351
21-May-14 1372.8 1 7252.9 652.9 587.9 -620.4 -620.4 1305.8
8/12/2019 Strategies New 5900
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22-May-
14 1377 0.8 7276.4 676.4 611.4 -643.9 -643.9 1352.8
23-May-
14 1476.5 1.05 7367.1 767.1 702.1 -734.6 -734.6 1534.2
26-May-
14 1451.7 0.85 7359.05 759.05 694.05 -726.55 -726.55 1518.1
27-May-
14 1418.95 0.4 7318 718 653 -685.5 -685.5 143628-May-
14 1421.3 0.1 7329.65 729.65 664.65 -697.15 -697.15 1459.3
29-May-
14 1338.35 0.05 7235.65 635.65 570.65 -603.15 -603.15 1271.3
Butterfly spread with put option
Date LTP Call
LTP
Put
Stock
price Butterfly Spread with put option
28-Feb-
14 0 163 6276.95
Long put
(E1)
long put
(E3)
Short put
(E2)
Short put
(E2) Payoff
3-Mar-14 508 157 6221.45 (E-S)-P (E-S)-P (S-E)+P (S-E)+P
4-Mar-14 600 122 6297.95
5-Mar-14 610.3 109 6328.65
6-Mar-14 675 98 6401.15
7-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 -683.2 -673.2 678.2 678.2
-
1366.4
22-Mar-
14 765 78 6494.9 -684.9 -674.9 679.9 679.9
-
1369.8
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24-Mar-
14 830 65.15 6583.5 -773.5 -763.5 768.5 768.5 -1547
25-Mar-
14 831.1 62.5 6589.75 -779.75 -769.75 774.75 774.75
-
1559.5
26-Mar-
14 846 62 6601.4 -791.4 -781.4 786.4 786.4
-
1582.8
27-Mar-
14 837.45 53 6641.75 -831.75 -821.75 826.75 826.75
-
1663.528-Mar-
14 869.4 49.5 6695.9 -885.9 -875.9 880.9 880.9
-
1771.8
31-Mar-
14 900 49.15 6704.2 -894.2 -884.2 889.2 889.2
-
1788.4
1-Apr-14 890 41 6721.05 -911.05 -901.05 906.05 906.05
-
1822.1
2-Apr-14 920.6 41.25 6752.55 -942.55 -932.55 937.55 937.55
-
1885.1
3-Apr-14 925 42.4 6736.1 -926.1 -916.1 921.1 921.1
-
1852.2
4-Apr-14 925 46 6694.35 -884.35 -874.35 879.35 879.35-
1768.7
7-Apr-14 885 42.85 6695.05 -885.05 -875.05 880.05 880.05
-
1770.1
9-Apr-14 1000 35.55 6796.2 -986.2 -976.2 981.2 981.2
-
1972.4
10-Apr-
14 1010 42 6796.4 -986.4 -976.4 981.4 981.4
-
1972.8
11-Apr-
14 963.8 44.95 6776.3 -966.3 -956.3 961.3 961.3
-
1932.6
15-Apr-
14 935 46 6733.1 -923.1 -913.1 918.1 918.1
-
1846.2
16-Apr-
14 885.05 44.25 6675.3 -865.3 -855.3 860.3 860.3
-
1730.6
17-Apr-
14 959.7 36 6779.4 -969.4 -959.4 964.4 964.4
-
1938.8
21-Apr-
14 984.1 30.1 6817.65 -1007.65 -997.65 1002.65 1002.65
-
2015.3
22-Apr-
14 985.55 27.5 6815.35 -1005.35 -995.35 1000.35 1000.35
-
2010.7
23-Apr-
14 1007.65 19.8 6840.8 -1030.8 -1020.8 1025.8 1025.8
-
2061.625-Apr-
14 924.2 19.15 6782.75 -972.75 -962.75 967.75 967.75
-
1945.5
28-Apr-
14 937.6 20.1 6761.25 -951.25 -941.25 946.25 946.25
-
1902.5
29-Apr-
14 870.75 19.8 6715.25 -905.25 -895.25 900.25 900.25
-
1810.5
30-Apr-
14 852.2 19.55 6696.4 -886.4 -876.4 881.4 881.4
-
1772.8
2-May-
14 839.45 27.4 6694.8 -884.8 -874.8 879.8 879.8
-
1769.6
5-May-14 850 26.75 6699.35 -889.35 -879.35 884.35 884.35
-1778.7
8/12/2019 Strategies New 5900
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6-May-
14 853.1 22.05 6715.3 -905.3 -895.3 900.3 900.3
-
1810.6
7-May-
14 800.45 28.1 6652.55 -842.55 -832.55 837.55 837.55
-
1685.1
8-May-
14 798 29 6659.85 -849.85 -839.85 844.85 844.85
-
1699.7
9-May-
14 1009.1 23.05 6858.8 -1048.8 -1038.8 1043.8 1043.8
-
2097.612-May-
14 1160 22.3 7014.25 -1204.25 -1194.25 1199.25 1199.25
-
2408.5
13-May-
14 1235 11.1 7108.75 -1298.75 -1288.75 1293.75 1293.75
-
2597.5
14-May-
14 1233.85 9.6 7108.75 -1298.75 -1288.75 1293.75 1293.75
-
2597.5
15-May-
14 1256.9 18.5 7123.15 -1313.15 -1303.15 1308.15 1308.15
-
2626.3
16-May-
14 1400 2 7203 -1393 -1383 1388 1388 -2786
19-May-14 1375.9 1.35 7263.55 -1453.55 -1443.55 1448.55 1448.55
-2907.1
20-May-
14 1408.1 1.35 7275.5 -1465.5 -1455.5 1460.5 1460.5 -2931
21-May-
14 1372.8 1 7252.9 -1442.9 -1432.9 1437.9 1437.9
-
2885.8
22-May-
14 1377 0.8 7276.4 -1466.4 -1456.4 1461.4 1461.4
-
2932.8
23-May-
14 1476.5 1.05 7367.1 -1557.1 -1547.1 1552.1 1552.1
-
3114.2
26-May-
14 1451.7 0.85 7359.05 -1549.05 -1539.05 1544.05 1544.05
-
3098.1
27-May-
14 1418.95 0.4 7318 -1508 -1498 1503 1503 -3016
28-May-
14 1421.3 0.1 7329.65 -1519.65 -1509.65 1514.65 1514.65
-
3039.3
29-May-
14 1338.35 0.05 7235.65 -1425.65 -1415.65 1420.65 1420.65
-
2851.3
Bottom Straddle
Date LTP LTP
Stock
price Straddle
28-Feb-
14 0 163 6276.95 Bottom straddle
3-Mar-14 508 157 6221.45 Long call Long put payoff
4-Mar-14 600 122 6297.95 (S-E)-P (E-S)-P
5-Mar-14 610.3 109 6328.65 700 80
6-Mar-14 675 98 6401.15
7-Mar-14 761.15 80.5 6526.65
10-Mar-14 761.15 82.05 6537.25
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11-Mar-
14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.218-Mar-
14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 -106.8 -673.2 566.4
22-Mar-
14 765 78 6494.9 -105.1 -674.9 569.8
24-Mar-14 830 65.15 6583.5 -16.5 -763.5 747
25-Mar-
14 831.1 62.5 6589.75 -10.25 -769.75 759.5
26-Mar-
14 846 62 6601.4 1.4 -781.4 782.8
27-Mar-
14 837.45 53 6641.75 41.75 -821.75 863.5
28-Mar-
14 869.4 49.5 6695.9 95.9 -875.9 971.8
31-Mar-
14 900 49.15 6704.2 104.2 -884.2 988.4
1-Apr-14 890 41 6721.05 121.05 -901.05 1022.1
2-Apr-14 920.6 41.25 6752.55 152.55 -932.55 1085.1
3-Apr-14 925 42.4 6736.1 136.1 -916.1 1052.2
4-Apr-14 925 46 6694.35 94.35 -874.35 968.7
7-Apr-14 885 42.85 6695.05 95.05 -875.05 970.1
9-Apr-14 1000 35.55 6796.2 196.2 -976.2 1172.4
10-Apr-
14 1010 42 6796.4 196.4 -976.4 1172.8
11-Apr-14 963.8 44.95 6776.3 176.3 -956.3 1132.6
15-Apr-
14 935 46 6733.1 133.1 -913.1 1046.2
16-Apr-
14 885.05 44.25 6675.3 75.3 -855.3 930.6
17-Apr-
14 959.7 36 6779.4 179.4 -959.4 1138.8
21-Apr-
14 984.1 30.1 6817.65 217.65 -997.65 1215.3
22-Apr-
14 985.55 27.5 6815.35 215.35 -995.35 1210.7
8/12/2019 Strategies New 5900
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23-Apr-
14 1007.65 19.8 6840.8 240.8 -1020.8 1261.6
25-Apr-
14 924.2 19.15 6782.75 182.75 -962.75 1145.5
28-Apr-
14 937.6 20.1 6761.25 161.25 -941.25 1102.5
29-Apr-
14 870.75 19.8 6715.25 115.25 -895.25 1010.530-Apr-
14 852.2 19.55 6696.4 96.4 -876.4 972.8
2-May-
14 839.45 27.4 6694.8 94.8 -874.8 969.6
5-May-
14 850 26.75 6699.35 99.35 -879.35 978.7
6-May-
14 853.1 22.05 6715.3 115.3 -895.3 1010.6
7-May-
14 800.45 28.1 6652.55 52.55 -832.55 885.1
8-May-14 798 29 6659.85 59.85 -839.85 899.7
9-May-
14 1009.1 23.05 6858.8 258.8 -1038.8 1297.6
12-May-
14 1160 22.3 7014.25 414.25 -1194.25 1608.5
13-May-
14 1235 11.1 7108.75 508.75 -1288.75 1797.5
14-May-
14 1233.85 9.6 7108.75 508.75 -1288.75 1797.5
15-May-
14 1256.9 18.5 7123.15 523.15 -1303.15 1826.3
16-May-
14 1400 2 7203 603 -1383 1986
19-May-
14 1375.9 1.35 7263.55 663.55 -1443.55 2107.1
20-May-
14 1408.1 1.35 7275.5 675.5 -1455.5 2131
21-May-
14 1372.8 1 7252.9 652.9 -1432.9 2085.8
22-May-
14 1377 0.8 7276.4 676.4 -1456.4 2132.823-May-
14 1476.5 1.05 7367.1 767.1 -1547.1 2314.2
26-May-
14 1451.7 0.85 7359.05 759.05 -1539.05 2298.1
27-May-
14 1418.95 0.4 7318 718 -1498 2216
28-May-
14 1421.3 0.1 7329.65 729.65 -1509.65 2239.3
29-May-
14 1338.35 0.05 7235.65 635.65 -1415.65 2051.3
8/12/2019 Strategies New 5900
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Top Straddle
Date LTP LTP
Stock
price Straddle
28-Feb-14 0 163 6276.95 Top Straddle
3-Mar-14 508 157 6221.45
Short
Call
Short
put payoff
4-Mar-14 600 122 6297.95 (E-S)+P (S-E)+P
5-Mar-14 610.3 109 6328.65 765 90
6-Mar-14 675 98 6401.15
7-Mar-14 761.15 80.5 6526.65
10-Mar-
14 761.15 82.05 6537.25
11-Mar-14 765 83 6511.9
12-Mar-
14 766.4 80 6516.9
13-Mar-
14 800 92 6493.1
14-Mar-
14 722.7 87.05 6504.2
18-Mar-
14 722.7 84 6516.65
19-Mar-
14 810 77.25 6524.05
20-Mar-
14 745 78.1 6483.1
21-Mar-
14 765 79.1 6493.2 106.8 683.2 -576.4
22-Mar-
14 765 78 6494.9 105.1 684.9 -579.8
24-Mar-
14 830 65.15 6583.5 16.5 773.5 -757
25-Mar-
14 831.1 62.5 6589.75 10.25 779.75 -769.526-Mar-
14 846 62 6601.4 -1.4 791.4 -792.8
27-Mar-
14 837.45 53 6641.75 -41.75 831.75 -873.5
28-Mar-
14 869.4 49.5 6695.9 -95.9 885.9 -981.8
31-Mar-
14 900 49.15 6704.2 -104.2 894.2 -998.4
1-Apr-14 890 41 6721.05 -121.05 911.05
-
1032.1
2-Apr-14 920.6 41.25 6752.55 -152.55 942.55-
1095.1
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14
19-May-
14 1375.9 1.35 7263.55 -663.55 1453.55
-
2117.1
20-May-
14 1408.1 1.35 7275.5 -675.5 1465.5 -2141
21-May-
14 1372.8 1 7252.9 -652.9 1442.9
-
2095.8
22-May-14 1377 0.8 7276.4 -676.4 1466.4
-2142.8
23-May-
14 1476.5 1.05 7367.1 -767.1 1557.1
-
2324.2
26-May-
14 1451.7 0.85 7359.05 -759.05 1549.05
-
2308.1
27-May-
14 1418.95 0.4 7318 -718 1508 -2226
28-May-
14 1421.3 0.1 7329.65 -729.65 1519.65
-
2249.3
29-May-
14 1338.35 0.05 7235.65 -635.65 1425.65
-
2061.3
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