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Expiry Strategy
LTP 19297
CE
Strike Lot Qty Premium Paid Premium
RECIVED OTM-100 Sell 20700 2 20 480 19200
PAID OTM-400 Buy 21000 -2 20 214 -8560
10640
22640
PE
Strike Lot Qty Premium Paid Premium RECIVED
OTM-100 20500 2 20 637 25480 PAID
OTM-400 20200 -2 20 337 -13480
12000
160
LTP 10029
CE PE
Strike Lot Qty PremiuPaid Premium
OTM-50 Sell 10050 2 75 131 19650 OTM-50
OTM-200 Buy 10250 -3 75 62 -13950 Otm-200
5700
LTP 10029
CE PE
Strike Lot Qty PremiuPaid Premium
OTM-50 Sell 10079 2 75 275 41250 OTM-50
OTM-200 Buy 10229 -3 75 131 -29475 Otm-200
11775
PE
Strike Lot Qty Premium Paid Premium
9950 2 75 120 18000
9750 -2 75 58 -8700
9300
PE
Strike Lot Qty Premium Paid Premium
9979 2 75 457 68550
9829 -2 75 216 -32400
36150