Ratio Covered Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 3 lot |
BANKNIFTY2180535100CE |
35100.00 CE |
84.85 |
153.05 |
-5100 |
| Buy 2 lot |
BANKNIFTY2180534800CE |
34800.00 CE |
194.25 |
327.25 |
6650 |
| Buy 2 lot |
BANKNIFTY2180534800PE |
34800.00 PE |
244.65 |
113.1 |
-6600 |
| Sell 3 lot |
BANKNIFTY2180534400PE |
34400.00 PE |
97.7 |
40.3 |
4275 |
|
Approx Margin Required: 300000 Profit (in ₹): -700 INR | Max Profit (in ₹): 450 INR | Max Loss (in ₹): -1000 INR |
Design Strategy
Suggested to use on Wednesday / Thursday.
Ratio Covered Straddle Strategy in NIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 3 lot |
NIFTY2180516000CE |
16000.00 CE |
26.55 |
83.25 |
-8550 |
| Buy 2 lot |
NIFTY2180515900CE |
15900.00 CE |
69.9 |
160 |
9000 |
| Buy 2 lot |
NIFTY2180515900PE |
15900.00 PE |
62.25 |
27.95 |
-3400 |
| Sell 3 lot |
NIFTY2180515800PE |
15800.00 PE |
30.85 |
16.2 |
2250 |
|
Approx Margin Required: 215000 Profit (in ₹): -700 INR | Max Profit (in ₹): 300 INR | Max Loss (in ₹): -800 INR |
Design Strategy