Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY21FEB37600CE |
37600.00 CE |
101.3 |
0.1 |
5050 |
| Sell 1 lot |
BANKNIFTY21FEB37400CE |
37400.00 CE |
159.15 |
0.05 |
3975 |
| Buy 2 lot |
BANKNIFTY21FEB37200CE |
37200.00 CE |
243.9 |
0.1 |
-12200 |
| Buy 2 lot |
BANKNIFTY21FEB37200PE |
37200.00 PE |
286.1 |
650.35 |
18200 |
| Sell 1 lot |
BANKNIFTY21FEB37000PE |
37000.00 PE |
194.6 |
450.4 |
-6400 |
| Sell 2 lot |
BANKNIFTY21FEB36800PE |
36800.00 PE |
122.35 |
251.45 |
-6450 |
|
Profit (in ₹): 2175 INR | Max Profit (in ₹): 5125 INR | Max Loss (in ₹): -100 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 |
NIFTY21FEB15250CE |
15250.00 CE |
13.2 |
0.05 |
1950 |
| Sell 1 lot |
NIFTY21FEB15200CE |
15200.00 CE |
27.55 |
0.05 |
2100 |
| Buy 2 lot |
NIFTY21FEB15150CE |
15150.00 CE |
49.85 |
0.05 |
-7500 |
| Buy 2 lot |
NIFTY21FEB15150PE |
15150.00 PE |
44.2 |
52.3 |
1200 |
| Sell 1 lot |
NIFTY21FEB15100PE |
15100.00 PE |
26.4 |
2.55 |
1800 |
| Sell 2 lot |
NIFTY21FEB15050PE |
15050.00 PE |
15.45 |
0.05 |
2250 |
|
Profit (in ₹): 1800 INR | Max Profit (in ₹): 1950 INR | Max Loss (in ₹): -2475 INR |
Design Strategy