Symbol Date Expiry Settle Price Underlying Value Time

NIFTY 3-Aug-20 27-Aug-20 10913.4 10891.6 19

NIFTY 4-Aug-20 27-Aug-20 11102.05 11095.25 18
NIFTY 5-Aug-20 27-Aug-20 11118 11101.65 17
NIFTY 6-Aug-20 27-Aug-20 11199.5 11200.15 16
NIFTY 7-Aug-20 27-Aug-20 11226.2 11214.05 15
NIFTY 10-Aug-20 27-Aug-20 11293.35 11270.15 14
NIFTY 11-Aug-20 27-Aug-20 11344.35 11322.5 13
NIFTY 12-Aug-20 27-Aug-20 11317.8 11308.4 12
NIFTY 13-Aug-20 27-Aug-20 11317.35 11300.45 11
NIFTY 14-Aug-20 27-Aug-20 11186.7 111178.4 10
NIFTY 17-Aug-20 27-Aug-20 11268.2 11247.09 9
NIFTY 18-Aug-20 27-Aug-20 11398.55 11385.35 8
NIFTY 19-Aug-20 27-Aug-20 11420.8 11408.4 7
NIFTY 20-Aug-20 27-Aug-20 11305.4 11312.2 6
NIFTY 21-Aug-20 27-Aug-20 11377.2 11371.59 5
NIFTY 24-Aug-20 27-Aug-20 11474.15 11466.5 4
NIFTY 25-Aug-20 27-Aug-20 11471.65 11472.25 3
NIFTY 26-Aug-20 24-Sep-20 11564.9 11549.6 22
NIFTY 27-Aug-20 24-Sep-20 11580.05 11559.25 21
NIFTY 28-Aug-20 24-Sep-20 11675.25 11647.6 20
NIFTY 31-Aug-20 24-Sep-20 11401.95 11387.5 19
NIFTY 1-Sep-20 24-Sep-20 11510.95 11470.25 18
NIFTY 2-Sep-20 24-Sep-20 11561.5 11535 17
NIFTY 3-Sep-20 24-Sep-20 11542.8 11527.45 16
NIFTY 4-Sep-20 24-Sep-20 11351.75 11333.85 15
NIFTY 7-Sep-20 24-Sep-20 11365.9 11355.05 14
NIFTY 8-Sep-20 24-Sep-20 11319.85 11317.35 13
NIFTY 9-Sep-20 24-Sep-20 11306.9 11278 12
NIFTY 10-Sep-20 24-Sep-20 11455.35 11449.25 11
NIFTY 11-Sep-20 24-Sep-20 11467.1 11464.45 10
NIFTY 14-Sep-20 24-Sep-20 11451.95 11440.05 9
NIFTY 15-Sep-20 24-Sep-20 11527.4 11521.8 8
NIFTY 16-Sep-20 24-Sep-20 11616.4 11604.55 7
NIFTY 17-Sep-20 24-Sep-20 11522.4 11516.1 6
NIFTY 18-Sep-20 24-Sep-20 11515.25 11504.95 5
NIFTY 21-Sep-20 24-Sep-20 11256.1 11250.55 4
NIFTY 22-Sep-20 24-Sep-20 11162.05 11153.65 3
NIFTY 23-Sep-20 29-Oct-20 11163.45 11131.85 27
NIFTY 24-Sep-20 29-Oct-20 10836.2 10805.55 26
NIFTY 25-Sep-20 29-Oct-20 11042.2 11050.25 25
NIFTY 28-Sep-20 29-Oct-20 11238 11227.55 24
NIFTY 29-Sep-20 29-Oct-20 11234.7 11222.4 23
NIFTY 30-Sep-20 29-Oct-20 11256.85 11247.55 22
NIFTY 1-Oct-20 29-Oct-20 11435.55 11416.95 21
NIFTY 5-Oct-20 29-Oct-20 11517.65 11503.35 19
NIFTY 6-Oct-20 29-Oct-20 11669.65 11662.4 18
NIFTY 7-Oct-20 29-Oct-20 11750.9 11738.85 17
NIFTY 8-Oct-20 29-Oct-20 11831.8 11834.6 16
NIFTY 9-Oct-20 29-Oct-20 11929.8 11914.2 15
NIFTY 12-Oct-20 29-Oct-20 11938.35 11930.95 14
NIFTY 13-Oct-20 29-Oct-20 11946.1 11934.5 13
NIFTY 14-Oct-20 29-Oct-20 11982.25 11971.05 12
NIFTY 15-Oct-20 29-Oct-20 11685.55 11680.35 11
NIFTY 16-Oct-20 29-Oct-20 11765.15 11762.45 10
NIFTY 19-Oct-20 29-Oct-20 11889.4 11873.05 9
NIFTY 20-Oct-20 29-Oct-20 11895.9 11896.8 8
NIFTY 21-Oct-20 29-Oct-20 11927.45 11937.65 7
NIFTY 22-Oct-20 29-Oct-20 11898.65 11896.45 6
NIFTY 23-Oct-20 29-Oct-20 11934.35 11930.35 5
NIFTY 26-Oct-20 29-Oct-20 11778.4 11767.75 4
NIFTY 27-Oct-20 29-Oct-20 11879.05 11889.4 3
Time(yrs) Cost of Carry Calculated FUTURE PRICE Difference
0.052054795 6.13% 10926.4101576749 13.0101576748639
0.049315068 6.13% 11128.8418411198 26.791841119848
0.046575342 6.13% 11133.3912609953 15.391260995324
0.043835616 6.13% 11230.2866559102 30.7866559101931
0.04109589 6.13% 11242.3358022172 16.1358022171517
0.038356164 6.13% 11296.6799237325 3.32992373252273
0.035616438 6.13% 11347.2472797952 2.89727979516647
0.032876712 6.13% 11331.2132790751 13.4132790751028
0.030136986 6.13% 11321.3457155619 3.9957155618722
0.02739726 6.13% 111365.2756709 100178.5756709
0.024657534 6.13% 11264.102907724 -4.09709227603889
0.021917808 6.13% 11400.6572001894 2.10720018943903
0.019178082 6.13% 11421.8197891579 1.01978915791733
0.016438356 6.13% 11323.6047235474 18.2047235473892
0.01369863 6.13% 11381.1430304031 3.94303040314117
0.010958904 6.13% 11474.2055626523 0.0555626522837
0.008219178 6.13% 11478.0315844546 6.38158445464978
0.060273973 6.13% 11592.3523309793 27.4523309792858
0.057534247 6.13% 11600.0897086633 20.0397086632893
0.054794521 6.13% 11686.7889509494 11.5389509494453
0.052054795 6.13% 11423.8950815787 21.9450815786931
0.049315068 6.13% 11504.9771864631 -5.97281353688231
0.046575342 6.13% 11567.9802728046 6.48027280458882
0.043835616 6.13% 11558.4673340689 15.6673340689158
0.04109589 6.13% 11362.4379802087 10.6879802086569
0.038356164 6.13% 11381.779778262 15.8797782619567
0.035616438 6.13% 11342.0860235805 22.2360235804663
0.032876712 6.13% 11300.7519508869 -6.14804911313695
0.030136986 6.13% 11470.4208623459 15.0708623459013
0.02739726 6.13% 11483.7201710517 16.6201710516852
0.024657534 6.13% 11457.3547886171 5.40478861709926
0.021917808 6.13% 11537.290652386 9.89065238597505
0.019178082 6.13% 11618.20052192 1.80052192003313
0.016438356 6.13% 11527.7102912647 5.3102912646591
0.01369863 6.13% 11514.6150632969 -0.63493670307798
0.010958904 6.13% 11258.1104428463 2.01044284634736
0.008219178 6.13% 11159.2710219837 -2.77897801629115
0.073972603 6.13% 11182.4422217851 18.9922217850562
0.071232877 6.13% 10852.8364130914 16.6364130913953
0.068493151 6.13% 11096.7434489824 54.543448982362
0.065753425 6.13% 11272.896043253 34.8960432529784
0.063013699 6.13% 11265.8330418199 31.1330418198504
0.060273973 6.13% 11289.1842540266 32.3342540266367
0.057534247 6.13% 11457.2869519496 21.7369519495933
0.052054795 6.13% 11540.115344604 22.4653446040211
0.049315068 6.13% 11697.708937417 28.0589374170122
0.046575342 6.13% 11772.4131101354 21.5131101354273
0.043835616 6.13% 11866.4437938809 34.6437938808667
0.04109589 6.13% 11944.2518282668 14.4518282668287
0.038356164 6.13% 11959.0354463833 20.6854463832824
0.035616438 6.13% 11960.5849115227 14.4849115226698
0.032876712 6.13% 11995.2000923625 12.950092362491
0.030136986 6.13% 11701.9481904493 16.3981904493285
0.02739726 6.13% 11782.2210682577 17.0710682576919
0.024657534 6.13% 11891.009765953 1.60976595296961
0.021917808 6.13% 11912.7948266161 16.8948266161078
0.019178082 6.13% 11951.6923500264 24.2423500263831
0.016438356 6.13% 11908.4437521831 9.79375218306996
0.01369863 6.13% 11940.3724327706 6.02243277062735
0.010958904 6.13% 11775.6580046136 -2.74199538643734
0.008219178 6.13% 11895.3918124357 16.3418124356685
Arbitrage Opportunity
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Arbitrage Available
Symbol Date Expiry Close Underlying Value Settle Price Time

SBI 3-Aug-20 29-Oct-20 193.7 32.75 193.7 0.18

SBI 4-Aug-20 29-Oct-20 193.35 32.7 193.35 0.17
SBI 5-Aug-20 29-Oct-20 193.15 32.55 193.15 0.17
SBI 6-Aug-20 29-Oct-20 192.9 32.35 192.9 0.17
SBI 7-Aug-20 29-Oct-20 192.15 33.15 192.5 0.16
SBI 10-Aug-20 29-Oct-20 196.1 33 196.1 0.16
SBI 11-Aug-20 29-Oct-20 197.05 33 197.05 0.16
SBI 12-Aug-20 29-Oct-20 205.65 34.1 205.65 0.16
SBI 13-Aug-20 29-Oct-20 203.3 33.35 203.3 0.15
SBI 14-Aug-20 29-Oct-20 198.05 32.2 198.05 0.15
SBI 17-Aug-20 29-Oct-20 195.25 32.65 195.25 0.15
SBI 18-Aug-20 29-Oct-20 196.9 33.15 196.9 0.15
SBI 19-Aug-20 29-Oct-20 198.95 34.4 198.95 0.14
SBI 20-Aug-20 29-Oct-20 196 35.35 196 0.14
SBI 21-Aug-20 29-Oct-20 200.05 35.9 200.05 0.14
SBI 24-Aug-20 29-Oct-20 203.15 35.25 203.15 0.13
SBI 25-Aug-20 29-Oct-20 209.3 35.55 209.3 0.13
SBI 26-Aug-20 29-Oct-20 211 35.7 211 0.13
SBI 27-Aug-20 29-Oct-20 217.5 35.6 217.5 0.13
SBI 28-Aug-20 29-Oct-20 226 37.6 226 0.12
SBI 31-Aug-20 29-Oct-20 213.65 34.9 213.65 0.12
SBI 1-Sep-20 29-Oct-20 219.5 35.2 219.5 0.12
SBI 2-Sep-20 29-Oct-20 217.65 35.2 217.65 0.12
SBI 3-Sep-20 29-Oct-20 214.35 34.55 214.35 0.11
SBI 4-Sep-20 29-Oct-20 208.25 33.6 208.25 0.11
SBI 7-Sep-20 29-Oct-20 209.6 34 209.6 0.11
SBI 8-Sep-20 29-Oct-20 204.85 33.6 204.85 0.10
SBI 9-Sep-20 29-Oct-20 196.2 33.05 196.2 0.10
SBI 10-Sep-20 29-Oct-20 199.4 33.55 199.4 0.10
SBI 11-Sep-20 29-Oct-20 204.25 33.95 204.25 0.10
SBI 14-Sep-20 29-Oct-20 200 33.95 200 0.09
SBI 15-Sep-20 29-Oct-20 201.75 33.4 201.75 0.09
SBI 16-Sep-20 29-Oct-20 199.8 33.7 199.8 0.09
SBI 17-Sep-20 29-Oct-20 196.85 33.35 196.85 0.08
SBI 18-Sep-20 29-Oct-20 193.55 32.4 193.55 0.08
SBI 21-Sep-20 29-Oct-20 186.65 30.5 186.65 0.08
SBI 22-Sep-20 29-Oct-20 187.35 30.1 187.35 0.08
SBI 23-Sep-20 29-Oct-20 184.7 29.55 184.7 0.07
SBI 24-Sep-20 29-Oct-20 176.95 28.1 176.95 0.07
SBI 25-Sep-20 29-Oct-20 182.65 29.15 182.65 0.07
SBI 28-Sep-20 29-Oct-20 188.1 30.2 188.1 0.07
SBI 29-Sep-20 29-Oct-20 185.85 29.05 185.85 0.06
SBI 30-Sep-20 29-Oct-20 185.85 28.65 185.85 0.06
SBI 1-Oct-20 29-Oct-20 191.35 27.95 191.35 0.06
SBI 5-Oct-20 29-Oct-20 189.65 28.25 189.65 0.05
SBI 6-Oct-20 29-Oct-20 192.6 28.4 192.6 0.05
SBI 7-Oct-20 29-Oct-20 191.55 27.9 191.55 0.05
SBI 8-Oct-20 29-Oct-20 192.4 27.85 192.4 0.04
SBI 9-Oct-20 29-Oct-20 199.25 29.15 199.25 0.04
SBI 12-Oct-20 29-Oct-20 199.5 28.3 199.5 0.04
SBI 13-Oct-20 29-Oct-20 196.35 27.9 196.35 0.04
SBI 14-Oct-20 29-Oct-20 200.8 28.25 200.8 0.03
SBI 15-Oct-20 29-Oct-20 193.05 27.5 193.05 0.03
SBI 16-Oct-20 29-Oct-20 196.55 27.6 196.55 0.03
SBI 19-Oct-20 29-Oct-20 204.75 28.15 204.75 0.02
SBI 20-Oct-20 29-Oct-20 203.45 27.55 203.45 0.02
SBI 21-Oct-20 29-Oct-20 204.15 27.35 204.15 0.02
SBI 22-Oct-20 29-Oct-20 203.95 27.25 203.95 0.02
SBI 23-Oct-20 29-Oct-20 203.25 27.5 203.25 0.01
SBI 26-Oct-20 29-Oct-20 196.9 28 196.9 0.01
SBI 27-Oct-20 29-Oct-20 194.8 27.65 194.8 0.01
Cost of Carry Calculated future price Difference Arbitrage Opportunity

12.63% 33.4833639007204 0.73 Arbitage Available

12.63% 33.4206777899844 0.72 Arbitage Available
12.63% 33.2558624978444 0.71 Arbitage Available
12.63% 33.0400906462567 0.69 Arbitage Available
12.63% 33.8454427803429 0.70 Arbitage Available
12.63% 33.6806395397863 0.68 Arbitage Available
12.63% 33.6689871318907 0.67 Arbitage Available
12.63% 34.779250047195 0.68 Arbitage Available
12.63% 34.0025426828018 0.65 Arbitage Available
12.63% 32.8186830824941 0.62 Arbitage Available
12.63% 33.2658163990041 0.62 Arbitage Available
12.63% 33.7635618327343 0.61 Arbitage Available
12.63% 35.0245760884693 0.62 Arbitage Available
12.63% 35.9793725531463 0.63 Arbitage Available
12.63% 36.5265234062594 0.63 Arbitage Available
12.63% 35.8527714798435 0.60 Arbitage Available
12.63% 36.1453919897884 0.60 Arbitage Available
12.63% 36.2853462957767 0.59 Arbitage Available
12.63% 36.1711882824335 0.57 Arbitage Available
12.63% 38.1900604179696 0.59 Arbitage Available
12.63% 35.435425308504 0.54 Arbitage Available
12.63% 35.7276629289339 0.53 Arbitage Available
12.63% 35.7153023173988 0.52 Arbitage Available
12.63% 35.0436586274485 0.49 Arbitage Available
12.63% 34.0682941982348 0.47 Arbitage Available
12.63% 34.4619422895835 0.46 Arbitage Available
12.63% 34.0447252283437 0.44 Arbitage Available
12.63% 33.4758599308741 0.43 Arbitage Available
12.63% 33.9705458189419 0.42 Arbitage Available
12.63% 34.3636669502965 0.41 Arbitage Available
12.63% 34.3517782370902 0.40 Arbitage Available
12.63% 33.78357724523 0.38 Arbitage Available
12.63% 34.0752295466034 0.38 Arbitage Available
12.63% 33.7096660174945 0.36 Arbitage Available
12.63% 32.7380904222821 0.34 Arbitage Available
12.63% 30.8076020131599 0.31 Arbitage Available
12.63% 30.3930492409083 0.29 Arbitage Available
12.63% 29.8273716468859 0.28 Arbitage Available
12.63% 28.3539482532324 0.25 Arbitage Available
12.63% 29.4032613283466 0.25 Arbitage Available
12.63% 30.4518449531568 0.25 Arbitage Available
12.63% 29.2821206615206 0.23 Arbitage Available
12.63% 28.8689333374595 0.22 Arbitage Available
12.63% 28.1538404950291 0.20 Arbitage Available
12.63% 28.436342089218 0.19 Arbitage Available
12.63% 28.5774412275753 0.18 Arbitage Available
12.63% 28.0646044599138 0.16 Arbitage Available
12.63% 28.004617428203 0.15 Arbitage Available
12.63% 29.3016938155162 0.15 Arbitage Available
12.63% 28.4374286646112 0.14 Arbitage Available
12.63% 28.0257868418839 0.13 Arbitage Available
12.63% 28.3675471660167 0.12 Arbitage Available
12.63% 27.6048727497009 0.10 Arbitage Available
12.63% 27.6956689866384 0.10 Arbitage Available
12.63% 28.2378026897457 0.09 Arbitage Available
12.63% 27.6263700941669 0.08 Arbitage Available
12.63% 27.4163272414264 0.07 Arbitage Available
12.63% 27.3066342501152 0.06 Arbitage Available
12.63% 27.5476199497628 0.05 Arbitage Available
12.63% 28.0387819015026 0.04 Arbitage Available
12.63% 27.6787178757816 0.03 Arbitage Available
Assume that investor takes long on 01/09/2020 close the position on 9/10/2020 at price of 30
Market lot size 200
Initial Margin Balance 6000
Maintance margin Balance Required 4500

Symbol Date Expiry Settle Price Daily Gain /Loss per contract
SBI 1-Sep-20 219.5
SBI 1-Sep-20 29-Oct-20 219.5 0
SBI 2-Sep-20 29-Oct-20 217.65 -1.84999999999999
SBI 3-Sep-20 29-Oct-20 214.35 -3.30000000000001
SBI 4-Sep-20 29-Oct-20 208.25 -6.09999999999999
SBI 7-Sep-20 29-Oct-20 209.6 1.34999999999999
SBI 8-Sep-20 29-Oct-20 204.85 -4.75
SBI 9-Sep-20 29-Oct-20 196.2 -8.65000000000001
SBI 10-Sep-20 29-Oct-20 199.4 3.20000000000002
SBI 11-Sep-20 29-Oct-20 204.25 4.84999999999999
SBI 14-Sep-20 29-Oct-20 200 -4.25
SBI 15-Sep-20 29-Oct-20 201.75 1.75
SBI 16-Sep-20 29-Oct-20 199.8 -1.94999999999999
SBI 17-Sep-20 29-Oct-20 196.85 -2.95000000000002
SBI 18-Sep-20 29-Oct-20 193.55 -3.29999999999998
SBI 21-Sep-20 29-Oct-20 186.65 -6.90000000000001
SBI 22-Sep-20 29-Oct-20 187.35 0.699999999999989
SBI 23-Sep-20 29-Oct-20 184.7 -2.65000000000001
SBI 24-Sep-20 29-Oct-20 176.95 -7.75
SBI 25-Sep-20 29-Oct-20 182.65 5.70000000000002
SBI 28-Sep-20 29-Oct-20 188.1 5.44999999999999
SBI 29-Sep-20 29-Oct-20 185.85 -2.25
SBI 30-Sep-20 29-Oct-20 185.85 0
SBI 1-Oct-20 29-Oct-20 191.35 5.5
SBI 5-Oct-20 29-Oct-20 189.65 -1.69999999999999
SBI 6-Oct-20 29-Oct-20 192.6 2.94999999999999
SBI 7-Oct-20 29-Oct-20 191.55 -1.04999999999998
SBI 8-Oct-20 29-Oct-20 192.4 0.849999999999994
SBI 9-Oct-20 29-Oct-20 199.25 6.84999999999999
t price of 30

Total Daily Gain/Loss Net Gain/Loss per contract Total Net Gain/Loss Margin Account Balance
10500
0 0 0 10500
-369.999999999999 -1.84999999999999 -369.999999999999 10130
-660.000000000002 -5.15000000000001 -1030 9100
-1220 -11.25 -2250 6850
269.999999999999 -9.90000000000001 -1980 4870
-950 -14.65 -2930 1940
-1730 -23.3 -4660 -2720
640.000000000003 -20.1 -4020 -6740
969.999999999999 -15.25 -3050 -9790
-850 -19.5 -3900 -13690
350 -17.75 -3550 -17240
-389.999999999998 -19.7 -3940 -21180
-590.000000000003 -22.65 -4530 -25710
-659.999999999997 -25.95 -5190 -30900
-1380 -32.85 -6570 -37470
139.999999999998 -32.15 -6430 -43900
-530.000000000001 -34.8 -6960 -50860
-1550 -42.55 -8510 -59370
1140 -36.85 -7370 -66740
1090 -31.4 -6280 -73020
-450 -33.65 -6730 -79750
0 -33.65 -6730 -86480
1100 -28.15 -5630 -92110
-339.999999999998 -29.85 -5970 -98080
589.999999999998 -26.9 -5380 -103460
-209.999999999997 -27.95 -5590 -109050
169.999999999999 -27.1 -5420 -114470
1370 -20.25 -4050 -118520
 Margin Call

NO Margin Call
NO Margin Call
NO Margin Call
NO Margin Call
NO Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call
Margin Call