Expiry Strategy

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For Range Bound

LTP 19297

Sell Strike Lot Qty Premium Paid Premium


CE 19000 -2 20 464 -18560
PE 19500 -2 20 693 -27720

LTP 19297 20500


CE
Strike Lot Qty Premium Paid Premium
OTM-100 Sell 19400 2 20 275 11000
OTM-400 Buy 19900 -3 20 131 -7860
3140

LTP 20600 P&L

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

sell 20700 2 20 535 21400


buy 21500 -2 20 248 -9920
11480
PE
Strike Lot Qty Premium Paid Premium Full
OTM-100 19100 2 20 457 18280 Half
OTM-400 18400 -2 20 216 -8640
9640

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

-2 20 20600 594 -23760


2 20 19900 311 12440
-11320

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

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