Ratio Covered Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 3 lot |
BANKNIFTY21SEP38800CE |
38800.00 CE |
134.55 |
99.1 |
2625 |
| Buy 2 lot |
BANKNIFTY21SEP38300CE |
38300.00 CE |
317.3 |
281.95 |
-1750 |
| Buy 2 lot |
BANKNIFTY21SEP38300PE |
38300.00 PE |
359.7 |
345.65 |
-700 |
| Sell 3 lot |
BANKNIFTY21SEP37800PE |
37800.00 PE |
164.45 |
161.1 |
225 |
|
Approx Margin Required: 300000 Profit (in ₹): 475 INR | Max Profit (in ₹): 900 INR | Max Loss (in ₹): -600 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 |
NIFTY21SEP18050CE |
18050.00 CE |
56.45 |
33 |
3450 |
| Buy 2 lot |
NIFTY21SEP17900CE |
17900.00 CE |
117.55 |
84.15 |
-3300 |
| Buy 2 lot |
NIFTY21SEP17900PE |
17900.00 PE |
103.6 |
117.05 |
1300 |
| Sell 3 lot |
NIFTY21SEP17750PE |
17750.00 PE |
49.25 |
51.85 |
-450 |
|
Approx Margin Required: 215000 Profit (in ₹): 1000 INR | Max Profit (in ₹): 900 INR | Max Loss (in ₹): -700 INR |
Design Strategy