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  • Options - Long Iron Butterfly

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    vijay kumar
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    The document contains profit/loss data for call and put options at different strike prices for an iron butterfly options strategy involving the Nifty index. An iron butterfly strategy involves being long a call and put at the same lower strike price, and short a call and put at a higher strike price. The data shows the profit/loss that would result at different ending index levels, with an example of an iron butterfly entered at a Nifty level of 14905 and exited at 15094 making a profit of Rs. 4533.75 for a 1 lot size.

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    Options_Long Iron Butterfly

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    The document contains profit/loss data for call and put options at different strike prices for an iron butterfly options strategy involving the Nifty index. An iron butterfly strategy involves being long a call and put at the same lower strike price, and short a call and put at a higher strike price. The data shows the profit/loss that would result at different ending index levels, with an example of an iron butterfly entered at a Nifty level of 14905 and exited at 15094 making a profit of Rs. 4533.75 for a 1 lot size.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    18 views9 pages

    Options - Long Iron Butterfly

    Uploaded by

    vijay kumar
    The document contains profit/loss data for call and put options at different strike prices for an iron butterfly options strategy involving the Nifty index. An iron butterfly strategy involves being long a call and put at the same lower strike price, and short a call and put at a higher strike price. The data shows the profit/loss that would result at different ending index levels, with an example of an iron butterfly entered at a Nifty level of 14905 and exited at 15094 making a profit of Rs. 4533.75 for a 1 lot size.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    of 9

    Call Option (Buy) 20th May

    Profit/Loss for 1
    Strike Price Price Profit/Loss lot (75 units)
    13900 -108 -8100
    14000 -108 -8100
    14100 -108 -8100
    14200 -108 -8100
    14300 -108 -8100
    14400 -108 -8100
    14500 -108 -8100
    14600 -108 -8100
    14700 -108 -8100
    14800 -108 -8100
    14900 -108 -108 -8100
    15000 -8 -600
    15100 92 6900
    15200 192 14400
    15300 292 21900
    15400 392 29400
    15500 492 36900
    15600 592 44400
    15700 692 51900
    15800 792 59400
    15900 892 66900
    Put Option (Buy) 20th May
    Profit/Loss for 1
    Strike Price Price Profit/Loss lot (75 units)
    13900 907 68025
    14000 807 60525
    14100 707 53025
    14200 607 45525
    14300 507 38025
    14400 407 30525
    14500 307 23025
    14600 207 15525
    14700 107 8025
    14800 7 525
    14900 -93 -93 -6975
    15000 -93 -6975
    15100 -93 -6975
    15200 -93 -6975
    15300 -93 -6975
    15400 -93 -6975
    15500 -93 -6975
    15600 -93 -6975
    15700 -93 -6975
    15800 -93 -6975
    15900 -93 -6975
    0
    Call Option (Sell) 20th May
    Profit/Loss for 1
    Strike Price Price Profit/Loss lot (75 units)
    13900 28 2100
    14000 28 2100
    14100 28 2100
    14200 28 2100
    14300 28 2100
    14400 28 2100
    14500 28 2100
    14600 28 2100
    14700 28 2100
    14800 28 2100
    14900 28 2100
    15000 28 2100
    15100 28 28 2100
    15200 -72 -5400
    15300 -172 -12900
    15400 -272 -20400
    15500 -372 -27900
    15600 -472 -35400
    15700 -572 -42900
    15800 -672 -50400
    15900 -772 -57900
    Put Option (Sell) 20th May
    Profit/Loss for 1
    Strike Price Price Profit/Loss lot (75 units)
    13900 -766 -57450
    14000 -666 -49950
    14100 -566 -42450
    14200 -466 -34950
    14300 -366 -27450
    14400 -266 -19950
    14500 -166 -12450
    14600 -66 -4950
    14700 34 34 2550
    14800 34 2550
    14900 34 2550
    15000 34 2550
    15100 34 2550
    15200 34 2550
    15300 34 2550
    15400 34 2550
    15500 34 2550
    15600 34 2550
    15700 34 2550
    15800 34 2550
    15900 34 2550
    0
    Nifty Call Buy_ Put Buy_ Call Sell_
    Strike Profit/Loss in Profit/Loss in Profit/Loss in
    Price points points points
    13900 -108 907 28
    14000 -108 807 28
    14100 -108 707 28
    14200 -108 607 28
    14300 -108 507 28
    14400 -108 407 28
    14500 -108 307 28
    14600 -108 207 28
    14700 -108 107 28
    14761 -108 46 28
    14800 -108 7 28
    14900 -108 -93 28
    15000 -8 -93 28
    15039 31 -93 28
    15100 92 -93 28
    15200 192 -93 -72
    15300 292 -93 -172
    15400 392 -93 -272
    15500 492 -93 -372
    15600 592 -93 -472
    15700 692 -93 -572
    15800 792 -93 -672
    15900 892 -93 -772
    Combined
    Put Sell_ Combined_ Profit/Loss_
    Profit/Loss in Iron Iron Butterfly
    points Butterfly (1 Lot)
    -766 61 4575
    -666 61 4575
    -566 61 4575
    -466 61 4575
    -366 61 4575
    -266 61 4575
    -166 61 4575
    -66 61 4575
    34 61 4575
    34 0 0
    34 -39 -2925
    34 -139 -10425
    34 -39 -2925
    34 0 0
    34 61 4575
    34 61 4575
    34 61 4575
    34 61 4575
    34 61 4575
    34 61 4575
    34 61 4575
    34 61 4575
    34 61 4575
    Example for Iron Butterfly Strateg
    Entry Time Exit Time
    Nifty Change 14905 15094

    Option Nifty Strike Price Avg Price


    Buy Call at 14900 108.48
    Sell Call at 15100 28.65

    Buy Put at 14900 92.93


    Sell Put at 14700 33.98
    Profit
    tterfly Strategy
    Net Change
    189

    Last Traded Profit/Loss


    Price (points) Profit/Loss
    233.38 124.9 28103
    89.35 -60.7 -13658

    24.25 -68.68 -15453


    9.35 24.63 5542
    4533.75

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