Ratio Covered Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 3 lot |
BANKNIFTY2180535100CE |
35100.00 CE |
84.85 |
127.45 |
-3225 |
| Buy 2 lot |
BANKNIFTY2180534800CE |
34800.00 CE |
194.25 |
283.5 |
4450 |
| Buy 2 lot |
BANKNIFTY2180534800PE |
34800.00 PE |
244.65 |
139.85 |
-5250 |
| Sell 3 lot |
BANKNIFTY2180534400PE |
34400.00 PE |
97.7 |
50.55 |
3525 |
|
Approx Margin Required: 300000 Profit (in ₹): -425 INR | Max Profit (in ₹): 450 INR | Max Loss (in ₹): -750 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 |
73.75 |
-7050 |
| Buy 2 lot |
NIFTY2180515900CE |
15900.00 CE |
69.9 |
145.5 |
7600 |
| Buy 2 lot |
NIFTY2180515900PE |
15900.00 PE |
62.25 |
32.75 |
-3000 |
| Sell 3 lot |
NIFTY2180515800PE |
15800.00 PE |
30.85 |
18.2 |
1950 |
|
Approx Margin Required: 215000 Profit (in ₹): -500 INR | Max Profit (in ₹): 300 INR | Max Loss (in ₹): -800 INR |
Design Strategy