Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY2180536000CE |
36000.00 CE |
64.25 |
0.05 |
3200 |
| Sell 1 lot |
BANKNIFTY2180535900CE |
35900.00 CE |
92.9 |
0.05 |
2325 |
| Buy 2 lot |
BANKNIFTY2180535800CE |
35800.00 CE |
134.4 |
34.15 |
-5000 |
| Buy 2 lot |
BANKNIFTY2180535800PE |
35800.00 PE |
156.25 |
0.05 |
-7800 |
| Sell 1 lot |
BANKNIFTY2180535700PE |
35700.00 PE |
109.15 |
0.05 |
2725 |
| Sell 2 lot |
BANKNIFTY2180535600PE |
35600.00 PE |
72.65 |
0.05 |
3650 |
|
Approx Margin Required: 250000 Profit (in ₹): -900 INR | Max Profit (in ₹): 3400 INR | Max Loss (in ₹): -1125 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 |
NIFTY2180516300CE |
16300.00 CE |
8.85 |
0.05 |
900 |
| Sell 1 lot |
NIFTY2180516300CE |
16300.00 CE |
8.85 |
0.05 |
450 |
| Buy 2 lot |
NIFTY2180516250CE |
16250.00 CE |
23.15 |
44.6 |
2100 |
| Buy 2 lot |
NIFTY2180516250PE |
16250.00 PE |
47.75 |
0.05 |
-4800 |
| Sell 1 lot |
NIFTY2180516200PE |
16200.00 PE |
25.1 |
0.05 |
1250 |
| Sell 2 lot |
NIFTY2180516150PE |
16150.00 PE |
12.95 |
0.1 |
1300 |
|
Approx Margin Required: 140000 Profit (in ₹): 1200 INR | Max Profit (in ₹): 1450 INR | Max Loss (in ₹): -1150 INR |
Design Strategy