Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY2281138200CE |
38200.00 CE |
147.75 |
285 |
-6850 |
| Sell 1 lot |
BANKNIFTY2281138000CE |
38000.00 CE |
220.4 |
418 |
-4950 |
| Buy 2 lot |
BANKNIFTY2281137800CE |
37800.00 CE |
315.15 |
573.9 |
12950 |
| Buy 2 lot |
BANKNIFTY2281137800PE |
37800.00 PE |
316.9 |
120 |
-9850 |
| Sell 1 lot |
BANKNIFTY2281137500PE |
37500.00 PE |
195.4 |
67 |
3200 |
| Sell 2 lot |
BANKNIFTY2281137300PE |
37300.00 PE |
137.75 |
51 |
4350 |
|
Approx Margin Required: 250000 Profit (in ₹): -1150 INR | Max Profit (in ₹): 175 INR | Max Loss (in ₹): -2825 INR |
Design Strategy
Suggested to use on Wednesday / Thursday.
Ratio Ladder Straddle Strategy in NIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
NIFTY2281117600CE |
17600.00 CE |
52.4 |
73.3 |
-2100 |
| Sell 1 lot |
NIFTY2281117550CE |
17550.00 CE |
69.25 |
98.8 |
-1500 |
| Buy 2 lot |
NIFTY2281117450CE |
17450.00 CE |
112.05 |
158 |
4600 |
| Buy 2 lot |
NIFTY2281117450PE |
17450.00 PE |
135.6 |
70 |
-6600 |
| Sell 1 lot |
NIFTY2281117350PE |
17350.00 PE |
90.05 |
43 |
2350 |
| Sell 2 lot |
NIFTY2281117250PE |
17250.00 PE |
60 |
27 |
3300 |
|
Approx Margin Required: 140000 Profit (in ₹): 50 INR | Max Profit (in ₹): 300 INR | Max Loss (in ₹): -900 INR |
Design Strategy