Ratio Hedged Butterfly based on Open Interest in BANKNIFTY
(35400 - 36400)
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Buy 1 lot |
BANKNIFTY2180535800CE |
35800.00 CE |
134 |
34 |
-2500 |
| Sell 3 lot |
BANKNIFTY2180536000CE |
36000.00 CE |
64 |
0 |
4800 |
| Buy 2 lot |
BANKNIFTY2180536200CE |
36200.00 CE |
30 |
0 |
-1500 |
| Buy 1 lot |
BANKNIFTY2180535700PE |
35700.00 PE |
109 |
0 |
-2725 |
| Sell 3 lot |
BANKNIFTY2180535500PE |
35500.00 PE |
46 |
0 |
3450 |
| Buy 2 lot |
BANKNIFTY2180535300PE |
35300.00 PE |
20 |
0 |
-1000 |
|
Approx Margin Required: 115000 Profit (in ₹): 525 INR | Max Profit (in ₹): 3175 INR | Max Loss (in ₹): -425 INR |
Design Strategy
This is limited profit, limited loss strategy. Good for range bound market, Risky for Trending market.
Ratio Hedged Butterfly based on Open Interest in NIFTY
(16100 - 16300)
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Buy 1 lot |
NIFTY2180516250CE |
16250.00 CE |
23 |
45 |
1050 |
| Sell 3 lot |
NIFTY2180516300CE |
16300.00 CE |
9 |
0 |
1350 |
| Buy 2 lot |
NIFTY2180516350CE |
16350.00 CE |
3 |
0 |
-150 |
| Buy 1 lot |
NIFTY2180516250PE |
16250.00 PE |
48 |
0 |
-2400 |
| Sell 3 lot |
NIFTY2180516200PE |
16200.00 PE |
25 |
0 |
3750 |
| Buy 2 lot |
NIFTY2180516100PE |
16100.00 PE |
8 |
0 |
-400 |
|
Approx Margin Required: 100000 Profit (in ₹): 3200 INR | Max Profit (in ₹): 3300 INR | Max Loss (in ₹): -850 INR |
Design Strategy
This is limited profit, limited loss strategy. Good for range bound market, Risky for Trending market.