Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY2142231100CE |
31100.00 CE |
91.65 |
684.9 |
-29650 |
| Sell 1 lot |
BANKNIFTY2142231000CE |
31000.00 CE |
127.05 |
784.3 |
-16425 |
| Buy 2 lot |
BANKNIFTY2142230800CE |
30800.00 CE |
226.05 |
988 |
38100 |
| Buy 2 lot |
BANKNIFTY2142230800PE |
30800.00 PE |
183.35 |
0.05 |
-9150 |
| Sell 1 lot |
BANKNIFTY2142230600PE |
30600.00 PE |
115.85 |
0.15 |
2900 |
| Sell 2 lot |
BANKNIFTY2142230500PE |
30500.00 PE |
90.95 |
0.05 |
4550 |
|
Profit (in ₹): -9675 INR | Max Profit (in ₹): 200 INR | Max Loss (in ₹): -10300 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 |
NIFTY2142214300CE |
14300.00 CE |
19.3 |
106.1 |
-13050 |
| Sell 1 lot |
NIFTY2142214250CE |
14250.00 CE |
36.95 |
156 |
-8925 |
| Buy 2 lot |
NIFTY2142214200CE |
14200.00 CE |
62.6 |
206.5 |
21600 |
| Buy 2 lot |
NIFTY2142214200PE |
14200.00 PE |
53.1 |
0.05 |
-7950 |
| Sell 1 lot |
NIFTY2142214150PE |
14150.00 PE |
36.1 |
0.05 |
2700 |
| Sell 2 lot |
NIFTY2142214100PE |
14100.00 PE |
24.65 |
0.05 |
3750 |
|
Profit (in ₹): -1875 INR | Max Profit (in ₹): 450 INR | Max Loss (in ₹): -3375 INR |
Design Strategy