Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY2130436000CE |
36000.00 CE |
110.15 |
0.05 |
5500 |
| Sell 1 lot |
BANKNIFTY2130435900CE |
35900.00 CE |
144.25 |
0.05 |
3600 |
| Buy 2 lot |
BANKNIFTY2130435700CE |
35700.00 CE |
233.85 |
103 |
-6550 |
| Buy 2 lot |
BANKNIFTY2130435700PE |
35700.00 PE |
219.1 |
0.05 |
-10950 |
| Sell 1 lot |
BANKNIFTY2130435500PE |
35500.00 PE |
138.2 |
0.05 |
3450 |
| Sell 2 lot |
BANKNIFTY2130435400PE |
35400.00 PE |
108.7 |
0.05 |
5450 |
|
Profit (in ₹): 500 INR | Max Profit (in ₹): 4675 INR | Max Loss (in ₹): -1675 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 |
NIFTY2130415150CE |
15150.00 CE |
22.3 |
0.05 |
3300 |
| Sell 1 lot |
NIFTY2130415100CE |
15100.00 CE |
40.8 |
0.05 |
3075 |
| Buy 2 lot |
NIFTY2130415050CE |
15050.00 CE |
67.25 |
30.75 |
-5550 |
| Buy 2 lot |
NIFTY2130415050PE |
15050.00 PE |
58.25 |
0.05 |
-8700 |
| Sell 1 lot |
NIFTY2130414950PE |
14950.00 PE |
29.95 |
0.1 |
2250 |
| Sell 2 lot |
NIFTY2130414900PE |
14900.00 PE |
22.15 |
0.05 |
3300 |
|
Profit (in ₹): -2325 INR | Max Profit (in ₹): 2025 INR | Max Loss (in ₹): -2325 INR |
Design Strategy