Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY21D0236700CE |
36700.00 CE |
64.1 |
0.05 |
3200 |
| Sell 1 lot |
BANKNIFTY21D0236600CE |
36600.00 CE |
91.35 |
0.05 |
2275 |
| Buy 2 lot |
BANKNIFTY21D0236400CE |
36400.00 CE |
172.6 |
107.1 |
-3300 |
| Buy 2 lot |
BANKNIFTY21D0236400PE |
36400.00 PE |
210.75 |
0.05 |
-10550 |
| Sell 1 lot |
BANKNIFTY21D0236200PE |
36200.00 PE |
125.8 |
0.05 |
3150 |
| Sell 2 lot |
BANKNIFTY21D0236100PE |
36100.00 PE |
95.8 |
0.05 |
4800 |
|
Approx Margin Required: 250000 Profit (in ₹): -425 INR | Max Profit (in ₹): 1100 INR | Max Loss (in ₹): -2575 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 |
NIFTY21D0217300CE |
17300.00 CE |
27 |
101.8 |
-7500 |
| Sell 1 lot |
NIFTY21D0217250CE |
17250.00 CE |
48.5 |
151.85 |
-5150 |
| Buy 2 lot |
NIFTY21D0217200CE |
17200.00 CE |
71.35 |
201.5 |
13000 |
| Buy 2 lot |
NIFTY21D0217200PE |
17200.00 PE |
52.25 |
0.05 |
-5200 |
| Sell 1 lot |
NIFTY21D0217150PE |
17150.00 PE |
33.6 |
0.05 |
1700 |
| Sell 2 lot |
NIFTY21D0217100PE |
17100.00 PE |
23.7 |
0.05 |
2400 |
|
Approx Margin Required: 140000 Profit (in ₹): -750 INR | Max Profit (in ₹): 2150 INR | Max Loss (in ₹): -700 INR |
Design Strategy