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    Strategy Name Number of Option Legs Direction: Bull Call Spread Two Moderatly Bullish

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    Man Zeal
    The document describes a bull call spread options strategy involving two call options. It is a moderately bullish directional strategy where the trader buys one call with a lower strike price and sells one call with a higher strike price, receiving a credit. The net debit paid is the difference between the premium paid for the lower strike call and the premium received from selling the higher strike call.

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    Strategy Name Number of Option Legs Direction: Bull Call Spread Two Moderatly Bullish

    Uploaded by

    Man Zeal
    16 views4 pages
    The document describes a bull call spread options strategy involving two call options. It is a moderately bullish directional strategy where the trader buys one call with a lower strike price and sells one call with a higher strike price, receiving a credit. The net debit paid is the difference between the premium paid for the lower strike call and the premium received from selling the higher strike call.

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    Bull-Call_spread.xlsx

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    The document describes a bull call spread options strategy involving two call options. It is a moderately bullish directional strategy where the trader buys one call with a lower strike price and sells one call with a higher strike price, receiving a credit. The net debit paid is the difference between the premium paid for the lower strike call and the premium received from selling the higher strike call.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    16 views4 pages

    Strategy Name Number of Option Legs Direction: Bull Call Spread Two Moderatly Bullish

    Uploaded by

    Man Zeal
    The document describes a bull call spread options strategy involving two call options. It is a moderately bullish directional strategy where the trader buys one call with a lower strike price and sells one call with a higher strike price, receiving a credit. The net debit paid is the difference between the premium paid for the lower strike call and the premium received from selling the higher strike call.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 4

    Strategy Name

    Number of option legs


    Direction

    Bull Call Spread


    Two
    Moderatly Bullish

    Bull Call Spread


    Particular
    Underlying
    Spot Price
    Lower Strike (LS)
    Higher Strike (HS)
    Debit (LS)
    Credit (HS)
    Net
    Calculations
    Market Expiry
    7000
    7100
    7200
    7300
    7400
    7500
    7600
    7700
    7800
    7900
    8000
    8100
    8200
    8300
    8400
    8500

    Value
    Nifty
    7846
    7800
    7900
    79
    25
    54

    Legend
    LS - IV
    PP
    LS Payof
    HS IV
    PR
    HS Payof

    LS - IV
    0
    0
    0
    0
    0
    0
    0
    0
    0
    100
    200
    300
    400
    500
    600
    700

    PP
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79

    LS Payof
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    -79
    21
    121
    221
    321
    421
    521
    621

    Lower Strike Intrensic value


    Premium Paid
    Payof from Lower strike
    Higher Strike Intresic value
    Premium Received
    Payof from Higher strike

    HS - IV
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    100
    200
    300
    400
    500
    600

    PR
    25
    25
    25
    25
    25
    25
    25
    25
    25
    25
    25
    25
    25
    25
    25
    25

    HS Payof Strategy Payof


    25
    -54
    25
    -54
    25
    -54
    25
    -54
    25
    -54
    25
    -54
    25
    -54
    25
    -54
    25
    -54
    25
    46
    -75
    46
    -175
    46
    -275
    46
    -375
    46
    -475
    46
    -575
    46

    60
    40
    20

    0
    7000 7100 7200 7300 7400
    -20
    -40
    -60

    Bull Call Spread Payof

    60

    40

    20

    0
    7000 7100 7200 7300 7400 7500 7600 7700 7800 7900 8000 8100 8200 8300 8400 8500
    20

    40

    60

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