Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY2180535100CE |
35100.00 CE |
84.85 |
116.45 |
-1600 |
| Sell 1 lot |
BANKNIFTY2180535000CE |
35000.00 CE |
114.05 |
157 |
-1075 |
| Buy 2 lot |
BANKNIFTY2180534800CE |
34800.00 CE |
194.25 |
264.15 |
3500 |
| Buy 2 lot |
BANKNIFTY2180534800PE |
34800.00 PE |
244.65 |
159.7 |
-4250 |
| Sell 1 lot |
BANKNIFTY2180534600PE |
34600.00 PE |
157 |
97.4 |
1500 |
| Sell 2 lot |
BANKNIFTY2180534400PE |
34400.00 PE |
97.7 |
58.1 |
2000 |
|
Approx Margin Required: 250000 Profit (in ₹): 75 INR | Max Profit (in ₹): 525 INR | Max Loss (in ₹): -150 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 |
NIFTY2180516000CE |
16000.00 CE |
26.55 |
72.5 |
-4600 |
| Sell 1 lot |
NIFTY2180515950CE |
15950.00 CE |
44.6 |
105.05 |
-3000 |
| Buy 2 lot |
NIFTY2180515900CE |
15900.00 CE |
69.9 |
141.8 |
7200 |
| Buy 2 lot |
NIFTY2180515900PE |
15900.00 PE |
62.25 |
34.95 |
-2700 |
| Sell 1 lot |
NIFTY2180515800PE |
15800.00 PE |
30.85 |
19.3 |
600 |
| Sell 2 lot |
NIFTY2180515800PE |
15800.00 PE |
30.85 |
19.3 |
1200 |
|
Approx Margin Required: 140000 Profit (in ₹): -1300 INR | Max Profit (in ₹): 250 INR | Max Loss (in ₹): -1500 INR |
Design Strategy