Ratio Hedged Butterfly based on Open Interest in BANKNIFTY
(32600 - 34600)
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Buy 1 lot |
BANKNIFTY22JUN33800CE |
33800.00 CE |
47 |
0 |
-1175 |
| Sell 3 lot |
BANKNIFTY22JUN34000CE |
34000.00 CE |
22 |
0 |
1650 |
| Buy 2 lot |
BANKNIFTY22JUN34200CE |
34200.00 CE |
10 |
0 |
-500 |
| Buy 1 lot |
BANKNIFTY22JUN33200PE |
33200.00 PE |
74 |
0 |
-1850 |
| Sell 3 lot |
BANKNIFTY22JUN33000PE |
33000.00 PE |
38 |
0 |
2850 |
| Buy 2 lot |
BANKNIFTY22JUN32800PE |
32800.00 PE |
19 |
0 |
-950 |
|
Approx Margin Required: 115000 Profit (in ₹): 25 INR | Max Profit (in ₹): 325 INR | Max Loss (in ₹): -300 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
(15600 - 16200)
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Buy 1 lot |
NIFTY22JUN15950CE |
15950.00 CE |
25 |
0 |
-1250 |
| Sell 3 lot |
NIFTY22JUN16000CE |
16000.00 CE |
15 |
0 |
2250 |
| Buy 2 lot |
NIFTY22JUN16100CE |
16100.00 CE |
4 |
0 |
-400 |
| Buy 1 lot |
NIFTY22JUN15800PE |
15800.00 PE |
52 |
20 |
-1600 |
| Sell 3 lot |
NIFTY22JUN15700PE |
15700.00 PE |
24 |
0 |
3600 |
| Buy 2 lot |
NIFTY22JUN15600PE |
15600.00 PE |
11 |
0 |
-1100 |
|
Approx Margin Required: 100000 Profit (in ₹): 1500 INR | Max Profit (in ₹): 1850 INR | Max Loss (in ₹): -250 INR |
Design Strategy
This is limited profit, limited loss strategy. Good for range bound market, Risky for Trending market.