Strategies New 5900

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



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.



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



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



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



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



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



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



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



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



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



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



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





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



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



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



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



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



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



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



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



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



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



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



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



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



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



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



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





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

Documents

Strategies New 5900