Ratio Covered Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 3 lot |
BANKNIFTY22JUN33700CE |
33700.00 CE |
68.6 |
0.05 |
5175 |
| Buy 2 lot |
BANKNIFTY22JUN33400CE |
33400.00 CE |
187.25 |
23.9 |
-8150 |
| Buy 2 lot |
BANKNIFTY22JUN33400PE |
33400.00 PE |
140.45 |
0.05 |
-7000 |
| Sell 3 lot |
BANKNIFTY22JUN33100PE |
33100.00 PE |
53.3 |
0.05 |
3975 |
|
Approx Margin Required: 300000 Profit (in ₹): -6050 INR | Max Profit (in ₹): 475 INR | Max Loss (in ₹): -6100 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 |
NIFTY22JUN15950CE |
15950.00 CE |
25.4 |
0.05 |
3750 |
| Buy 2 lot |
NIFTY22JUN15850CE |
15850.00 CE |
63.35 |
0.05 |
-6300 |
| Buy 2 lot |
NIFTY22JUN15850PE |
15850.00 PE |
73.75 |
69.95 |
-400 |
| Sell 3 lot |
NIFTY22JUN15750PE |
15750.00 PE |
36 |
0.05 |
5400 |
|
Approx Margin Required: 215000 Profit (in ₹): 2450 INR | Max Profit (in ₹): 2750 INR | Max Loss (in ₹): -400 INR |
Design Strategy