Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY2151233100CE |
33100.00 CE |
124.5 |
227.25 |
-5150 |
| Sell 1 lot |
BANKNIFTY2151233000CE |
33000.00 CE |
159.45 |
280.2 |
-3025 |
| Buy 2 lot |
BANKNIFTY2151232800CE |
32800.00 CE |
249.15 |
404.7 |
7800 |
| Buy 2 lot |
BANKNIFTY2151232800PE |
32800.00 PE |
281.75 |
141 |
-7050 |
| Sell 1 lot |
BANKNIFTY2151232600PE |
32600.00 PE |
195.05 |
88.5 |
2675 |
| Sell 2 lot |
BANKNIFTY2151232400PE |
32400.00 PE |
129.45 |
53.35 |
3800 |
|
Profit (in ₹): -950 INR | Max Profit (in ₹): 575 INR | Max Loss (in ₹): -2450 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 |
NIFTY2151214900CE |
14900.00 CE |
40.95 |
64.65 |
-3600 |
| Sell 1 lot |
NIFTY2151214900CE |
14900.00 CE |
40.95 |
64.65 |
-1800 |
| Buy 2 lot |
NIFTY2151214800CE |
14800.00 CE |
88.1 |
127.15 |
5850 |
| Buy 2 lot |
NIFTY2151214800PE |
14800.00 PE |
66.4 |
37.95 |
-4200 |
| Sell 1 lot |
NIFTY2151214700PE |
14700.00 PE |
34.9 |
17.5 |
1275 |
| Sell 2 lot |
NIFTY2151214650PE |
14650.00 PE |
24.45 |
11.65 |
1950 |
|
Profit (in ₹): -525 INR | Max Profit (in ₹): 750 INR | Max Loss (in ₹): -750 INR |
Design Strategy