Criteria
- Captured on 24th February (Friday Post Market)
- Chosen strike = (Nifty Spot + Nifty Future)/2
- Trade : 200 pts PE Sell + 200 pts CE Sell
- Hedge : 400 pts PE Sell + 400 pts CE Sell
Strikes
- Here Strike Chosen is “17500”.
- Trade : 17300 PE & 17700 CE.
- Hedge : 17100 PE & 17900 CE.
02 Mar Expiry - 6 Days to Expiry
- POP : 60%
- Ratio
- 3.3 : 1
- -7742 : +2258
- Breakeven : 17255 - 17745
- Margin Required : 50,000/-
09 Mar Expiry - 12 Days to Expiry
- POP : 51%
- Ratio
- 1.4 : 1
- -5848 : +4152
- Breakeven : 17217 - 17783
- Margin Required : 49,000/-
16 Mar Expiry - 19 Days to Expiry
Hedge Chosen 100 points less as there was not liquidity.
POP : 46%
Ratio
- 1.38 : 1
- -8742 : +6258
Breakeven : 17175 - 17825
Margin Required : 54,617/-
23 Mar Expiry - 26 Days to Expiry
- POP : 40%
- Ratio
- 0.76 : 1
- -4322 : +5678
- Breakeven : 17187 - 17813
- Margin Required : 55,793/-
30 Mar Expiry - 33 Days to Expiry
- POP : 38%
- Ratio
- 0.57 : 1
- **-3638 : +6362
- Breakeven : 17173 - 17827
- Margin Required : 47,647/-
Week | Expiry | POP | Risk:1 | Profit | Loss | Margin Req |
---|---|---|---|---|---|---|
1 | 02 Mar | 60% | 3.3 | +2258 | -7742 | 49,680 |
2 | 09 Mar | 51% | 1.4 | +4152 | -5848 | 48,730 |
3* | 16 Mar | 45% | 1.38 | +6258 | -8742 | 54,617 |
4 | 23 Mar | 40% | 0.76 | +5678 | -4322 | 55,793 |
5 | 30 Mar | 38% | 0.57 | +6362 | -3638 | 47,647 |