Ratio Ladder Straddle Strategy in BANKNIFTY
| Action | Contract | Option Type | @ 9:30 | CMP | Result |
|---|
| Sell 2 lot |
BANKNIFTY21O1439000CE |
39000.00 CE |
42.65 |
340 |
-14850 |
| Sell 1 lot |
BANKNIFTY21O1438900CE |
38900.00 CE |
73.2 |
439.8 |
-9175 |
| Buy 2 lot |
BANKNIFTY21O1438800CE |
38800.00 CE |
118.9 |
540.55 |
21100 |
| Buy 2 lot |
BANKNIFTY21O1438800PE |
38800.00 PE |
126.3 |
0.05 |
-6300 |
| Sell 1 lot |
BANKNIFTY21O1438700PE |
38700.00 PE |
84.95 |
0.1 |
2125 |
| Sell 2 lot |
BANKNIFTY21O1438600PE |
38600.00 PE |
56.15 |
0.15 |
2800 |
|
Approx Margin Required: 250000 Profit (in ₹): -4300 INR | Max Profit (in ₹): 1250 INR | Max Loss (in ₹): -4600 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 |
NIFTY21O1418300CE |
18300.00 CE |
23.35 |
38.65 |
-1500 |
| Sell 1 lot |
NIFTY21O1418300CE |
18300.00 CE |
23.35 |
38.65 |
-750 |
| Buy 2 lot |
NIFTY21O1418250CE |
18250.00 CE |
47.55 |
88.25 |
4100 |
| Buy 2 lot |
NIFTY21O1418250PE |
18250.00 PE |
31 |
0.05 |
-3100 |
| Sell 1 lot |
NIFTY21O1418150PE |
18150.00 PE |
9.4 |
0.05 |
450 |
| Sell 2 lot |
NIFTY21O1418150PE |
18150.00 PE |
9.4 |
0.05 |
900 |
|
Approx Margin Required: 140000 Profit (in ₹): 100 INR | Max Profit (in ₹): 650 INR | Max Loss (in ₹): -800 INR |
Design Strategy