BN 2pm Straddle 1% Slippage

9/1/2021 Stock Mock | Backtest Index Strategies
https://www.stockmock.in
Your Strategy
alister
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Regular Backtest Event Days Special
POSITIONS
Square Off One Leg  Square Off All Legs 
e r s .
h o th
Wait & Trade  Move SL to Cost 
i t
ha re w
t s

1 Lot SELL

ATM CALL  Target Profit SL % 100 
o no
 Trail Stop Loss N BN FN WEEKLY
.D
  
n l y
u s eo
  l 
SL % na100
1 Lot

SELL ATM
 PUT  Target Profit
er s o  Trail Stop Loss N BN FN WEEKLY 
r p
i s fo
mo ck.in
c k
sto
Entry Time: 14 : 00
F by
s P D
Thi
Same Day Next Day (BTST/STBT)
Exit Time: 15 : 29
 Strategy Target Profit
 Strategy Stop Loss
 Protect The Profits 
Banknifty data available from Sun Jan 01 2017, Nifty data available from Fri Feb 15 2019, and Finnifty data available from Mon Jan 11 2021.
Nifty lot size is considered 75 uptil Thu Jul 22 2021 and 50 after Thu Jul 22 2021. Banknifty lot size is considered 25. Change Setting
From Date: Sun, Jan 1, 2017

https://www.stockmock.in/#!/home 1/99
To Date: Tue, Aug 31, 2021
INTRADAY POSITIONAL
This 1704 Days backtest result will consume 4 Credits as number of days is more than 4 Years (1 year = 366 days).
* Please Note that real results may vary from backtest results you see here. Do enough research before doing live trades.
* StockMock has stopped considering 9:15 candle data for practical results  .
Mon Tue Wed Thu Fri Sat
Hide NA Rows 
Overall Profit
₹227995
stockmock.in
Avg Expiry Profit Avg Day Profit
₹934 ₹198
stockmock.in stockmock.in
Max Profit Max Loss

e r s .
h o th
₹9209 ₹-7800
i t
re w
t sha
Total Expiries
o no
n l y .D
244
se o
a l u stockmock.in
r s o n
Win% (Days)
o r pe Loss% (Days)
s f
61% (697)
c k. in i 39% (450)
o stockmock.in stockmock.in
s t o ckm
Fby Avg Profit On Win Days Avg Loss On Loss Days
P D
This
₹817 ₹-759
Lot Size
2
stockmock.in
Max Drawdown (MDD)  Return to MDD Ratio 
₹-17115 (22 Days) 2.93

Max Winning Streak Max Losing Streak
14 Days 6 Days
Expectancy 
0.27
stockmock.in
0 SL/TP Hit Count 1 SL/TP Hit Count
910 Days 233 Days

2 SL/TP Hit Count
4 Days
stockmock in
stockmock.in
Monthly Breakup
stockmock.in Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 4330.9 4860.09 515.57 5956.06 343.77 -963.2 362.09 5533.57 1712.67 1885.82 3423.86 1342.62 29303.82
2018 4267.5 11.54 3857.28 6425.58 -569.54 4630.66 2513.87 3613.45 1316.59 1027.06 6306.96 636.12 34037.07
2019 5659.72 7115.65 5347.97 4414.14 -18.23 5271.5 5648.43 1655.64 16899.31 2910.76 7160.39 8648.28 70713.56
2020 23.65 -5929.77 36638.81 718.18 772.24 6660.04 6195.61 187.57 -5714.47 304.45 14610.09 10288.72 64755.12
2021 7800.15 6812.55 11550.6 4198.9 -6209.58 6660.21 6654.02 -8280.42 0 0 0 0 29186.43
Profit Cumulative Profit Drawdown
PnL Over Time

(stockmock.in)
Zoom 1m 3m 6m YTD 1y All May 31, 2021 → Aug
e r s .
h o th
i t
ha re w
t s
o no
n l y .D
e o
a l us
r s o n
rpe
o
31. May 7. Jun 14. Jun 21. Jun 28. Jun 5. Jul 12. Jul 26. Jul 2. Aug 9. Aug 23. Aug
is f
c k .in
k mo
stoc
2018 2019 2020 2021
F by
s P D
Thi
Expiry: 5 JAN 2017, Net Profit: 2107, Average Day Profit: 526
Max
BN Gap India BN Prev Day Spot (1) BN Sell 1 Lot (2) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change  ATM CE PE

29.55 -246.19 596.56

65.1 16.1 -
 2 Jan 2017 (Mon) 349 632/-516 - (17943.85- (149.99-159.83 = (101.18-77.32 =
(0.36%) 15.86
17973.40) 9.85) 17900CE -23.86) 17900PE
4.90 101.95 429.75

33.15 15.88 -
 3 Jan 2017 (Tue) 531 636/-164 - (18035.10- (108.11-104.03 = (99-81.81 = -17.19)
(0.18%) 15.98
18040.00) -4.08) 18000CE 18000PE
-47.10 765.97 -424.96

1.85 16.04 -
 4 Jan 2017 (Wed) 340 468/-173 - (17952.05- (58.21-27.57 = (104-121 = 17)
(0.01%) 15.8
17904.95) -30.64) 18000CE 18000PE
-24.20 479.84 405.88

109.75 15.15 -
 5 Jan 2017 (Thu) 885 1087/-114 - (18123.75- (32.32-13.13 = (16.29-0.05 = -16.23)
(0.61%) 15.02
18099.55) -19.19) 18100CE 18100PE
Max
BN Gap India BN Prev Spot (1) BN Sell 1 Lot
Include Date Profit Profit/Loss (2) BN Sell 1 Lot ATM PE
Up/Down  VIX  Day H/L  Change  ATM CE

-32.90 187.84 52.85

52.5 14.8 - Day Open >
 6 Jan 2017 (Fri) 239 435/-74 (18296.95- (120.53-113.02 = (140.33-138.22 = -2.11)
(0.29%) 14.9 PDH
18264.05) -7.51) 18300CE 18300PE
-44.05 315.31 -329.61

50.25 15.44 -
 9 Jan 2017 (Mon) -15 109/-71 - (18320.60- (113.11-100.5 = (105.19-118.37 = 13.18)
(0.28%) 15.47
18276.55) -12.61) 18300CE 18300PE
60.35 -485.34 961.07

64.8 15.24 -
 10 Jan 2017 (Tue) 475 593/-44 - (18373.00- (68.56-87.97 = (111.87-73.43 = -38.44)
(0.35%) 15.14
18433.35) 19.41) 18400CE 18400PE
-36.10 505.84 -163.46

125.75 14.64 - Day Open >
 11 Jan 2017 (Wed) 341 499/-220 (18848.95- (80.83-60.6 = -20.23) (56.18-62.72 = 6.54)
(0.68%) 14.77 PDH
18812.85) 18800CE 18800PE
-35.60 504.88 -665.64

55.45 14.76 -
 12 Jan 2017 (Thu) -160 68/-427 - (18904.30- (20.25-0.05 = -20.2) (25.59-52.22 = 26.63)
(0.29%) 14.62
18868.70) 18900CE 18900PE 14:27:00
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on (18889.85-
23.05 -553.21 497.15
e
75.75 14.42 -
us
 13 Jan 2017 (Fri) -56 136/-37 - (122.96-145.09 = (135.53-115.64 =
l
(0.4%) 14.36
o n a 18912.90) 22.13) 18900CE -19.89) 18900PE
e r s
f o r p 14.93 -
is
34.75 -367.67 265.95
.in
-12.4
k
 16 Jan 2017 (Mon) -101 201/-57 - (19070.05- (108.06-122.77 = (113.36-102.72 =
o c (-0.07%) 15.19
ckm
19104.80) 14.71) 19100CE -10.64) 19100PE
y s to
 17D
b
JanF2017 (Tue)
-27.75 147 -479.54
P
31.7 15.59 -
Th i s -332 244/-232
(0.17%) 15.46
- (19060.65-
19032.90)
(88.9-83.02 = -5.88)
19100CE
(107.07-126.25 =
19.18) 19100PE
23.05 -669.51 515.14

15.3 -
 18 Jan 2017 (Wed) -153 221/-273 7.8 (0.04%) - (19140.45- (93.26-120.04 = (52.42-31.82 = -20.61)
15.21
19163.50) 26.78) 19100CE 19100PE
5.75 246.89 418.25

15.11 -
 19 Jan 2017 (Thu) 664 792/-150 0.85 (0%) - (19116.25- (33.61-23.73 = -9.88) (16.78-0.05 = -16.73)
15.04
19122.00) 19100CE 19100PE
Max
Include Date Profit Profit/Loss (1) BN Sell 1 Lot ATM CE
Up/Down  VIX  Day H/L  Change  ATM PE

-46.70 322.15 -121.04

-127.65 15.68 - Day Open <
 20 Jan 2017 (Fri) 200 454/-35 (18863.85- (127.07-114.18 = -12.89) (147.16-152 = 4.84)
(-0.67%) 15.81 PDL
18817.15) 18900CE 18900PE
129.80 -1815.7 1204.4

-58.8 15.99 - Day Open <
 23 Jan 2017 (Mon) -611 128/-542 (18759.10- (85.44-158.06 = 72.63) (95.04-46.86 =
(-0.31%) 16.06 PDL
18888.90) 18800CE -48.18) 18800PE
34.70 -322.86 409.01

88.3 15.49 - Day Open >
 24 Jan 2017 (Tue) 85 237/-122 (19011.05- (76.82-89.74 = 12.91) (47.57-31.21 =
(0.47%) 15.35 PDH
19045.75) 19000CE -16.36) 19000PE
195.15 -336.04 918.2

96.55 14.99 - Day Open >
 25 Jan 2017 (Wed) 581 601/-48 (19284.85- (12.92-26.36 = 13.44) (36.78-0.05 =
(0.51%) 15.29 PDH
19480.00) 19300CE 14:38:00 -36.73) 19300PE
Expiry: 2 FEB 2017, Net Profit: 1138, Average Day Profit: 227
Max
BN Gap India BN Prev Day Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
Up/Down  VIX  H/L  Change  CE PE

-51.60 875.16 -434

115.2 15.95 - Day Open >
 27 Jan 2017 (Fri) 440 766/-397 (19769.05- (244.48-209.47 = (254.38-271.74 =
(0.59%) 15.86 PDH
19717.45) -35.01) 19800CE 17.36) 19800PE
-38.45 786.14 -437.36

10.5 16.6 -
 30 Jan 2017 (Mon) 348 636/-30 - (19626.35- (270.76-239.32 = (228.54-246.04 =
(0.05%) 16.65
19587.90) -31.45) 19600CE 17.49) 19600PE
-59.55 512.41 -236.55

-52.05 16.92 - Day Open <
 31 Jan 2017 (Tue) 275 647/-54 (19576.50- (217.8-197.3 = -20.5) (243.39-252.85 =
(-0.27%) 16.87 PDL
19516.95) 19600CE 9.46) 19600PE
e r s .
h
7.25 13.94 -
87.35 -1692.37
w h ot1093.99
it (81.18-37.42 = -43.76)
 1 Feb 2017 (Wed) -597 450/-616
(0.04%) 14.06
- (19941.55-
ar e
(126.22-193.92 =
h
20028.90)
ot s 67.69) 19900CE 19900PE
n
. Do
ly-93.30
e on (20110.40-
877.36 -205.69
33.35 13.56 - Day Open >
 2 Feb 2017 (Thu) 671 1215/-430
(0.17%) 13.66
lu s
PDH
(35.15-0.05 = -35.09) (19.8-28.03 = 8.23)
o n a 20017.10) 20100CE 20100PE
p e rs
fo r
Expiry:n
i s
i 2017, Net Profit: 3798, Average Day Profit: 759
c k . 9 FEB
mo
s t ck Max
oProfit
Include
Fby
Date Profit/Loss
(2) BN Sell 1 Lot ATM PE
P D Up/Down  VIX  Day H/L  Change  ATM CE
This

-16.70 326.68 -32.49

-8.4 13.25 -
 3 Feb 2017 (Fri) 293 497/-154 - (20191.00- (178.1-165.03 = (161.82-163.12 = 1.3)
(-0.04%) 13.11
20174.30) -13.07) 20200CE 20200PE
15.70 -174 679.06

110.35 13.45 - Day Open >
 6 Feb 2017 (Mon) 504 706/0 (20353.55- (144.54-151.5 = (192.8-165.64 = -27.16)
(0.55%) 13.38 PDH
20369.25) 6.96) 20400CE 20400PE
-73.55 696.36 -598.61

-4.3 13.68 -
 7 Feb 2017 (Tue) 97 279/-124 - (20393.30- (143.55-115.7 = (157.86-181.8 = 23.94)
(-0.02%) 13.52
20319.75) -27.85) 20400CE 20400PE
44.20 1295.4 2085.46

13.63 -
 8 Feb 2017 (Wed) 3380 3506/-115 8 (0.04%) - (20273.50- (144.84-93.02 = (137.86-54.44 = -83.42)
13.27
20317.70) -51.82) 20300CE 20300PE
-9.60 468.99 -946.31

67.25 13.29 -
 9 Feb 2017 (Thu) -477 80/-791 - (20169.95- (18.81-0.05 = -18.76) (36.38-74.23 = 37.85)
(0.33%) 13.25
20160.35) 20200CE 20200PE 14:10:00
Max
BN Gap India BN Prev Day Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot
Up/Down  VIX  H/L  Change  CE ATM PE

14.70 -265.59 222.09

74.6 13.27 -
 10 Feb 2017 (Fri) -43 326/-93 - (20210.45- (158.4-169.02 = (127.71-118.83 =
(0.37%) 13.19
20225.15) 10.62) 20200CE -8.88) 20200PE
33.35 -874.19 664.83

59.75 13.59 -
 13 Feb 2017 (Mon) -208 207/-214 - (20214.05- (118.55-153.52 = (118.5-91.91 = -26.59)
(0.3%) 13.61
20247.40) 34.97) 20200CE 20200PE
34.40 -605.58 613.95

52.7 13.88 -
 14 Feb 2017 (Tue) 7 261/-62 - (20223.85- (114.15-138.37 = (94.25-69.69 = -24.56)
(0.26%) 13.8
20258.25) 24.22) 20200CE 20200PE
20.25 -228.15 549.01

14.41 -
 15 Feb 2017 (Wed) 320 568/-445 24 (0.12%) - (20139.20- (116.77-125.9 = 9.13) (65.34-43.38 = -21.96)
14.05
20159.45) 20100CE 20100PE
-30.90 668.23 -598.17

79.55 13.69 -
 16 Feb 2017 (Thu) 69 677/-118 - (20282.25- (26.78-0.05 = -26.73) (29.5-53.43 = 23.93)
(0.39%) 13.78
20251.35) 20300CE 20300PE
e r s .
h o th
Max BN Gap India
i t
re w
BN Prev Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down VIX
ha
Day H/L  Change  CE PE
  
t s
o no
n l y
24.45.D -242.37 252.3
674.75 13.49 - Day Open >
e o
us
 17 Feb 2017 (Fri) 9 218/-105 (20540.05- (154.94-164.63 = 9.69) (140.38-130.29 = -10.09)
l
(3.33%) 13.5 PDH
o n a 20564.50) 20500CE 20500PE
e r s
fo r p 13.68 -
is
87.95 -612.65 683.25
.in
-56.5
k
 20 Feb 2017 (Mon) 70 331/0 - (20596.35- (123.16-147.66 = 24.51) (122.02-94.69 = -27.33)
o c (-0.27%) 13.68
ckm
20684.30) 20600CE 20600PE
y s to
 21 D
b
FebF2017 (Tue)
154.95 -2241.54 1789.4
P
18.8 13.65 -
Th i s -451 343/-619
(0.09%) 13.66
- (20690.45-
20845.40)
(86.18-175.84 = 89.66)
20700CE 14:59:00
(111.62-40.05 = -71.58)
20700PE
-11.65 227.52 151

76.65 13.93 - Day Open >
 22 Feb 2017 (Wed) 378 537/-111 (20875.75- (64.45-55.35 = -9.1) (100.98-94.94 = -6.04)
(0.37%) 13.7 PDH
20864.10) 20900CE 20900PE
-143.40 1173.13 -709.41

19.2 13.59 -
 23 Feb 2017 (Thu) 463 497/-273 - (20999.20- (46.98-0.05 = -46.93) (27.27-55.65 = 28.38)
(0.09%) 13.89
20855.80) 21000CE 21000PE 14:07:00
Expiry: 2 MAR 2017, Net Profit: 1522, Average Day Profit: 380
Max

-100.75 1371.91 -969.86

-23.2 13.69 -
 27 Feb 2017 (Mon) 401 532/-127 - (20713.45- (150.83-95.95 = (113.01-151.8 = 38.79)
(-0.11%) 13.71
20612.70) -54.88) 20700CE 20700PE
33.20 -215.89 188.56

13.86 -
 28 Feb 2017 (Tue) -27 230/-66 19.8 (0.1%) - (20597.10- (119.99-128.62 = (89.1-81.56 = -7.54)
13.88
20630.30) 8.64) 20600CE 20600PE
2.55 444.26 -67.14

91.65 13.51 - Day Open >
 1 Mar 2017 (Wed) 376 449/-141 (20777.15- (82.76-64.99 = (60.44-63.13 = 2.69)
(0.44%) 13.7 PDH
20779.70) -17.77) 20800CE 20800PE
-162.00 1082.79 -309

101.25 13.4 - Day Open >
 2 Mar 2017 (Thu) 773 793/-508 (20716.35- (43.36-0.05 = -43.31) (11.88-24.24 = 12.36)
(0.49%) 13.44 PDH
20554.35) 20700CE 20700PE 14:38:00
Max

66.90 -921.58 654.56

12.8 13.49 -
 3 Mar 2017 (Fri) -266 40/-356 - (20443.30- (189.88-226.75 = 36.86) (106.33-80.14 =
(0.06%) 13.26
20510.20) 20400CE -26.18) 20400PE
52.45 -902.04 794.62

53.35 13.55 -
 6 Mar 2017 (Mon) -108 216/-261 - (20604.75- (133.7-169.78 = 36.08) (106.47-74.69 =
(0.26%) 13.62
20657.20) 20600CE -31.78) 20600PE
20.05 -92.1 58.37

22.3 13.92 -
 7 Mar 2017 (Tue) -34 196/-11 - (20614.70- (137.36-141.05 = 3.68) (69.4-67.06 = -2.33)
(0.11%) 13.82
20634.75) 20600CE 20600PE
e r s .
h o th560.64
48.55 -328.6
i t
re w -22.43) 20700PE
2.65 14.04 -
 8 Mar 2017 (Wed) 231 377/-66 - (20664.45- (70.69-83.83 = 13.14) (82.32-59.89 =
ha
(0.01%) 14.12
20713.00)
t s 20700CE
no
l y . Do
on(20669.80-
47.15 -885.8 1111.22
e
-56 14.5 -
us
 9 Mar 2017 (Thu) 224 382/-207 - (34.06-69.49 = 35.43) (44.55-0.1 = -44.45)
l
(-0.27%) 14.45
o n a 20716.95) 20700CE 14:26:00 20700PE
e r s
fo rp
. i
Expiry:n isMAR 2017, Net Profit: 20, Average Day Profit: 5
16
mo Max ck
c k
sto
F by
P D Up/Down  VIX  H/L  Change  ATM CE PE
This

42.25 -571.77 64.87

104.55 13.81 - Day Open >
 10 Mar 2017 (Fri) -506 250/-344 (20701.55- (232.2-255.08 = (196.51-193.92 =
(0.5%) 14.17 PDH
20743.80) 22.87) 20700CE -2.59) 20700PE
-38.15 704.11 -401.39

462.3 12.36 - Day Open >
 14 Mar 2017 (Tue) 302 469/-3 (21137.75- (133.2-105.04 = (92.32-108.37 =
(2.23%) 12.44 PDH
21099.60) -28.16) 21100CE 16.06) 21100PE
-8.80 41.4 -237.66

-13.3 12.35 -
 15 Mar 2017 (Wed) -196 246/-111 - (21172.00- (73.01-71.36 = -1.66) (93.11-102.62 = 9.51)
(-0.06%) 12.52
21163.20) 21200CE 21200PE
8.55 91.53 330.39

79.6 12 - Day Open >
 16 Mar 2017 (Thu) 421 774/-506 (21243.35- (48.76-45.1 = -3.66) (13.27-0.05 = -13.22)
(0.38%) 11.93 PDH
21251.90) 21200CE 21200PE
Expiry: 23 MAR 2017, Net Profit: -1017, Average Day Profit: -203
Max
BN Gap India BN Prev Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot
Up/Down  VIX  Day H/L  Change  CE ATM PE

20.40 18.78 83.21

58.55 11.96 - Day Open >
 17 Mar 2017 (Fri) 101 274/-80 (21166.05- (127.81-127.06 = -0.75) (122.71-119.38 =
(0.28%) 11.86 PDH
21186.45) 21200CE -3.33) 21200PE
-0.85 87.44 -0.05

27.5 12.07 -
 20 Mar 2017 (Mon) 87 239/-10 - (21119.35- (124.34-120.85 = -3.5) (75.09-75.09 = 0)
(0.13%) 12.04
21118.50) 21100CE 21100PE
30.30 -354.79 276.99

12 -
 21 Mar 2017 (Tue) -77 356/-109 0.4 (0%) - (21015.15- (110.04-124.23 = 14.19) (54-42.92 = -11.08)
12.01
21045.45) 21000CE 21000PE
-81.25 832.2 -1381.42

-203.65 12.04 - Day Open <
 22 Mar 2017 (Wed) -548 86/-668 (20862.35- (57.07-23.79 = -33.29) (65.49-120.75 =
(-0.97%) 12.27 PDL
20781.10) 20900CE 55.26) 20900PE
56.30 -901.25 321.73

67.4 12.04 -
 23 Mar 2017 (Thu) -579 157/-605 - (20830.30- (34.65-70.7 = 36.05) (12.92-0.05 = -12.87)
(0.32%) 11.88
20886.60) 20800CE 14:42:00 20800PE
Max

e r s .
h o th
-43.05 435.19
i t -771.97
re w 30.88) 21200PE
92.1 11.78 - Day Open >
 24 Mar 2017 (Fri) -336 62/-297 (21165.50- (125.73-108.32 = -17.41) (133.65-164.53 =
ha
(0.44%) 12.02 PDH
21122.45)
t s 21200CE
no
l y . Do
on(21059.15-
-24.55 -260.19 216.34
e
55.55 12.37 - Day Open >
us
 27 Mar 2017 (Mon) -44 186/-175 (102.71-113.12 = 10.41) (129.1-120.44 =
l
(0.26%) 12.45 PDH
o n a 21034.60) 21100CE -8.65) 21100PE
e r s
fo r p 12.13 -
is
32.25 -334.94 224.6
.in
172.1 Day Open >
k
 28 Mar 2017 (Tue) -110 192/-47 (21208.30- (100.73-114.13 = 13.4) (85.24-76.25 = -8.98)
mo c (0.82%) 12.23 PDH

21240.55) 21200CE 21200PE
t oc k
by s
P D F 66.05 12.17 - Day Open >
9.10 181.64 272.44
Thi s
 29 Mar 2017 (Wed) 453 619/-64
(0.31%) 12.13 PDH
(21392.30-
21401.40)
(72.81-65.55 = -7.27)
21400CE
(73.01-62.12 = -10.9)
21400PE
87.40 -561.35 1033.29

-16.8 12.13 -
 30 Mar 2017 (Thu) 471 498/-211 - (21468.20- (21.58-44.04 = 22.45) (41.38-0.05 = -41.33)
(-0.08%) 12.13
21555.60) 21500CE 15:01:00 21500PE
Expiry: 6 APR 2017, Net Profit: 3614, Average Day Profit: 903
Max

-23.05 545.4 -663.89

-68.85 12.3 -
 31 Mar 2017 (Fri) -118 251/-64 - (21476.10- (149.99-128.17 = (137.12-163.67 =
(-0.32%) 12.5
21453.05) -21.82) 21500CE 26.56) 21500PE
19.85 -287.83 722.79

95.05 11.81 -
 3 Apr 2017 (Mon) 434 620/-63 - (21532.50- (114.94-126.45 = (106.23-77.32 =
(0.44%) 11.57
21552.35) 11.51) 21500CE -28.91) 21500PE
-39.30 305.55 99
54.45 11.51 - Day Open >
 5 Apr 2017 (Wed) 404 660/-4 (21663.35- (54.95-42.72 = -12.22) (103.95-99.99 = -3.96)
(0.25%) 11.59 PDH
21624.05) 21700CE 21700PE
12.05 1044.64 1850.04

-80 11.58 -
 6 Apr 2017 (Thu) 2894 2942/-525 - (21598.90- (58.91-17.12 = -41.79) (74.05-0.05 = -74)
(-0.37%) 11.38
21610.95) 21600CE 21600PE
Max

-132.65 1208.7 -2417.64

-86.45 11.47 -
 7 Apr 2017 (Fri) -1208 164/-1688 - (21567.95- (96.53-48.18 = (129.89-226.59 = 96.71)
(-0.4%) 11.7
21435.30) -48.35) 21600CE 21600PE
29.65 -695.16 841.5

60.9 11.57 -
 10 Apr 2017 (Mon) 146 311/-28 - (21509.35- (84.05-111.86 = (108.65-74.99 = -33.66)
(0.28%) 11.69
21539.00) 27.81) 21500CE 21500PE
40.50 -303.4 484.16

11.46 -
 11 Apr 2017 (Tue) 180 268/-21 1.3 (0.01%) - (21683.25- (80.78-92.92 = (78.75-59.39 = -19.37)
11.37
21723.75) 12.14) 21700CE 21700PE
-98.15 952.41 -480.85

11.58 -
 12 Apr 2017 (Wed) 471 568/-143 -0.5 (0%) - (21748.70- (86.53-48.43 = (52.17-71.41 = 19.23)
11.67
21650.55) -38.1) 21700CE 21700PE
e r s .
h o th
it(19.35-39.49 = 20.14)
-45.10 1004.82 -503.41
-15.55 11.53 -
e w
ar
 13 Apr 2017 (Thu) 501 527/-158 - (21731.40- (40.24-0.05 =
h
(-0.07%) 11.68
21686.30)
t s
-40.19) 21700CE
o
21700PE 14:28:00
n
l y . Do
e o nDay Profit: 287
us
Expiry: 20 APR 2017, Net Profit: 1149, Average
n a l
Max r s
BN Gap pe India
o
fo r BN Prev Spot (1) BN Sell 1 Lot
i s
n
c

k . i
m o
s t o ck 39.85 -317.56 415.2
 17 Apr 2017 y
b
13.9 11.85 -
F
(Mon) 97 245/-1 - (21622.25- (131.32-144.03 = (87.81-71.2 = -16.61)
s P D (0.06%) 11.92
i
21662.10) 12.7) 21600CE 21600PE
Th
-109.10 1391.2 -2284.03
58.45 11.8 -
 18 Apr 2017 (Tue) -892 166/-1008 - (21793.95- (95.14-39.49 = (87.81-179.17 = 91.36)
(0.27%) 12.52
21684.85) -55.65) 21800CE 21800PE 15:00:00
13.50 99.86 727.89

2.25 12.38 -
 19 Apr 2017 (Wed) 827 946/-331 - (21581.70- (79.74-75.75 = (76.13-47.02 = -29.12)
(0.01%) 12.18
21595.20) -3.99) 21600CE 21600PE
13.30 653.38 464.12

-136.9 11.67 - Day Open <
 20 Apr 2017 (Thu) 1117 1204/-252 (21490.50- (26.19-0.05 = (25.94-7.37 = -18.56)
(-0.64%) 11.5 PDL
21503.80) -26.13) 21500CE 21500PE
Max

171.50 -2004.74 1893.24

76.1 11.66 - Day Open >
 21 Apr 2017 (Fri) -111 190/-116 (21396.30- (152.26-232.45 = 80.19) (158.5-82.77 =
(0.35%) 11.45 PDH
21567.80) 21400CE -75.73) 21400PE
30.30 -748.65 426.95

40.45 11.46 -
 24 Apr 2017 (Mon) -321 186/-203 - (21843.60- (112.46-142.41 = 29.95) (119.54-102.46 =
(0.19%) 11.71
21873.90) 21800CE -17.08) 21800PE
73.60 -574.62 992.45

103.25 11.34 - Day Open >
 25 Apr 2017 (Tue) 417 569/0 (21979.10- (62.87-85.85 = 22.98) (124.74-85.04 =
(0.47%) 11.27 PDH
22052.70) 22000CE -39.7) 22000PE
-23.80 242.15 -17.86

103.95 11.57 - Day Open >
 26 Apr 2017 (Wed) 224 338/-1774 (22261.10- (50.49-40.8 = -9.69) (117.86-118.57 =
(0.47%) 11.84 PDH
22237.30) 22300CE 0.71) 22300PE
-18.90 -804.69 1161.99

31.2 11.31 -
 27 Apr 2017 (Thu) 356 490/-404 - (22289.55- (30.94-63.13 = 32.19) (46.53-0.05 = -46.48)
(0.14%) 10.84
22270.65) 22300CE 14:51:00 22300PE
Expiry: 4 MAY 2017, Net Profit: 952, Average Day Profit: 238
Max

25.40 -5.3 423.27

-29.5 10.68 -
 28 Apr 2017 (Fri) 417 760/-9 - (22336.65- (120.48-120.69 = 0.21) (116.82-99.89 =
(-0.13%) 10.89
22362.05) 22300CE -16.93) 22300PE
e r s .
h o th354.21
1.40 -227.82
i t
re w -14.17) 22300PE
54.3 11.52 - Day Open >
 2 May 2017 (Tue) 125 391/-23 (22345.20- (116.13-125.24 = 9.11) (91.08-76.91 =
ha
(0.24%) 11.41 PDH
22346.60)
t s 22300CE
no
l y . Do
on(22365.80-
-83.80 604.41 -858.84
e
104.5 11.52 -
us
 3 May 2017 (Wed) -254 234/-704 - (60.64-36.46 = -24.18) (103.16-137.51 =
l
(0.47%) 11.56
o n a 22282.00) 22400CE 34.35) 22400PE
e r s
fo r p 11.3 -
is
52.60 -327.03 991.21
.in
311 Day Open >
k
 4 May 2017 (Thu) 663 684/-111 (22678.05- (12.57-25.65 = 13.08) (39.7-0.05 = -39.65)
mo c (1.39%) 11.47 PDH

22730.65) 22700CE 14:22:00 22700PE
t oc k
by s
P D F
is
Th
Max

-28.75 157.49 610.89

124.75 11.97 - Day Open >
 5 May 2017 (Fri) 767 927/0 (22609.60- (150.63-144.33 = (157.81-133.37 = -24.44)
(0.55%) 12.08 PDH
22580.85) -6.3) 22600CE 22600PE
-58.75 204.76 -269.39

73.5 11.68 -
 8 May 2017 (Mon) -65 174/-82 - (22811.50- (102.02-93.83 = (130.93-141.7 = 10.78)
(0.33%) 11.69
22752.75) -8.19) 22800CE 22800PE
-15.60 -107.69 -51.08

53.45 11.09 -
 9 May 2017 (Tue) -158 168/-118 - (22724.95- (110.73-115.04 = (86.13-88.17 = 2.04)
(0.23%) 11.18
22709.35) 4.31) 22700CE 22700PE
42.75 -385.8 522

60.45 10.98 -
 10 May 2017 (Wed) 135 355/-17 - (22803.10- (78.95-94.38 = (66.33-45.45 = -20.88)
(0.27%) 11.05
22845.85) 15.43) 22800CE 22800PE
-114.35 663.28 -545.9

85.7 10.8 - Day Open >
 11 May 2017 (Thu) 117 687/-23 (22903.15- (26.58-0.05 = (20.99-42.82 = 21.84)
(0.38%) 10.85 PDH
22788.80) -26.53) 22900CE 22900PE 15:02:00

Max

39.05 -76.1 346.03

21.95 10.65 -
 12 May 2017 (Fri) 269 510/-631 - (22654.50- (100.68-103.73 = (149.79-135.95 = -13.84)
(0.1%) 10.62
22693.55) 3.04) 22700CE 22700PE
20.35 -363.24 305.81

64.15 10.52 -
 15 May 2017 (Mon) -57 133/-114 - (22792.55- (91.77-106.3 = (101.92-89.69 = -12.23)
(0.28%) 10.67
22812.90) 14.53) 22800CE 22800PE
13.65 -433.79 462.51

36.1 10.79 -
 16 May 2017 (Tue) 28 324/-78 - (22911.65- (81.48-98.83 = (86.63-68.12 = -18.5)
(0.16%) 10.64
22925.30) 17.35) 22900CE 22900PE
-42.25 258.82 -193.44

43.75 10.6 - Day Open >
 17 May 2017 (Wed) 64 224/-341 (22968.20- (42.47-32.12 = (95.53-103.27 = 7.74)
(0.19%) 10.62 PDH
22925.95) -10.35) 23000CE 23000PE
-121.35 502.4 -805.97

-185.5 11.58 - Day Open <
 18 May 2017 (Thu) -303 131/-509 (22799.40- (20.15-0.05 = -20.1) (30.99-63.23 = 32.24)
(-0.81%) 11.98 PDL
22678.05) 22800CE 22800PE 14:19:00
Expiry: 25 MAY 2017, Net Profit: -831, Average Day Profit: -166
e r s .
h o th
Max BN Gap India i t
(1) BN Sell 1 Lot ATM w (2) BN Sell 1 Lot ATM
CE are
BN Prev Spot
h
Day H/L  Change 
o t s PE
n
  
l y . Do -1099.86
63.35 11.52 - o n
- se (22726.05-
69.75 1248.74
 19 May 2017 (Fri) 148 360/-144
a l u (155.43-199.42 = 43.99) (129.74-79.79 = -49.95)
n
(0.28%) 11.21
er s o 22795.80) 22700CE 22700PE
r p
i s fo 11.32 -
n
.i (0.46%) 11.33
-95.25 706.46 -1119.73
k
105
 22 May 2017 (Mon) -413
mo c
68/-584 - (22754.70- (93.56-65.3 = -28.26) (132.26-177.05 = 44.79)
to c k 22659.45) 22800CE 22800PE
b y s
D F
is 23P May 2017 (Tue) -1279 92/-1433 (0.1%) 12.66
-117.60 1064.85 -2344.54
22.05 11.5 -
Th
- (22707.00- (101.38-58.78 = -42.59) (90.14-183.92 = 93.78)
22589.40) 22700CE 22700PE 15:07:00
21.70 124.75 662.29

41.7 12.23 -
 24 May 2017 (Wed) 786 1349/-67 - (22537.15- (102.96-97.97 = -4.99) (81.03-54.54 = -26.49)
(0.18%) 11.73
22558.85) 22500CE 22500PE
243.85 -1004.25 929.34

37.35 10.47 -
 25 May 2017 (Thu) -74 72/-595 - (22907.05- (38.61-78.78 = 40.17) (37.22-0.05 = -37.17)
(0.17%) 10.44
23150.90) 22900CE 14:03:00 22900PE
Expiry: 1 JUN 2017, Net Profit: 813, Average Day Profit: 162
Max
BN Gap India BN Prev Spot (1) BN Sell 1 Lot (2) BN Sell 1 Lot ATM
Up/Down  VIX  Day H/L  Change  ATM CE PE

7.20 -248.26 867.01

-39.4 11.03 -
 26 May 2017 (Fri) 618 933/-23 - (23312.15- (94.1-104.03 = 9.93) (210.62-175.94 = -34.68)
(-0.17%) 11.19
23319.35) 23300CE 23300PE
-112.30 989.31 -1593.05

-51.6 11.66 -
 29 May 2017 (Mon) -602 402/-1211 - (23266.90- (103.45-63.88 = (164.54-228.26 = 63.72)
(-0.22%) 11.85
23154.60) -39.57) 23300CE 23300PE
64.70 -717.67 656.35

-40.65 11.99 -
 30 May 2017 (Tue) -61 286/-99 - (23238.75- (121.13-149.83 = (110.29-84.03 = -26.25)
(-0.18%) 11.63
23303.45) 28.71) 23200CE 23200PE
95.60 -1122.33 1009.83

13.95 11.91 -
 31 May 2017 (Wed) -112 288/-290 - (23345.35- (87.42-132.31 = (75.34-34.95 = -40.39)
(0.06%) 11.68
23440.95) 44.89) 23300CE 23300PE
-31.90 1403.75 -432.6

-30.7 11.41 -
 1 Jun 2017 (Thu) 971 1036/-227 - (23342.90- (60.29-4.14 = -56.15) (16.63-33.94 = 17.3)
(-0.13%) 11.25
23311.00) 23300CE 23300PE 14:28:00
Max

-61.60 575.71 -308.64

125.05 10.87 - Day Open >
 2 Jun 2017 (Fri) 266 466/0 (23412.45- (142.46-119.43 = (133.65-146 = 12.35)
(0.54%) 10.77 PDH
23350.85) -23.03) 23400CE 23400PE
-20.05 -33.35 126.25

21.5 10.94 -
 5 Jun 2017 (Mon) 92 370/-17 - (23483.80- (96.03-97.36 = 1.33) (144.99-139.94 = -5.05)
(0.09%) 11
23463.75) 23500CE 23500PE
e r s .
h
63.4 11.15 - Day Open >
-4.25 -23.71
w h ot-58.91
it (89.15-91.51 = 2.36)
 6 Jun 2017 (Tue) -83 218/-46
(0.27%) 11.07 PDH
(23430.60-
ar e
(139.44-140.39 =
h
23426.35)
ot s
0.95) 23400CE 23400PE
o n
y. D
l100.55
e on(23497.85-
-1192.46 2144.94
66.55 11.09 -
 7 Jun 2017 (Wed) 951 1847/-16
(0.28%) 10.83
lu
-
s (103.8-151.5 = 47.7) (115.09-29.29 = -85.8)
o n a 23598.40) 23500CE 23500PE
pe rs
f o r 11.03 -
i s
-95.30 1056.8 -469.94
.in
62.7 Day Open >
k
 8 Jun 2017 (Thu) 586 611/-219 (23622.35- (42.32-0.05 = -42.27) (18.07-36.87 = 18.8)
mo c (0.27%) 11.06 PDH

23527.05) 23600CE 23600PE 14:35:00
t oc k
by s
P D F
is
Expiry: 15 JUN 2017, Net Profit: -489, Average Day Profit: -97
Th
Max

38.70 -595.74 961.6

-52.15 10.87 - Day Open <
 9 Jun 2017 (Fri) 365 534/-133 (23656.05- (77.17-101 = 23.83) (175.82-137.36 = -38.46)
(-0.22%) 10.89 PDL
23694.75) 23700CE 23700PE
-22.75 224.31 -201.67

-80.75 11.32 -
 12 Jun 2017 (Mon) 21 249/-58 - (23494.95- (118.31-109.33 = (104.35-112.41 = 8.07)
(-0.34%) 11.45
23472.20) -8.97) 23500CE 23500PE
-108.65 592.26 -1291.82

-23.45 11.03 -
 13 Jun 2017 (Tue) -698 62/-757 - (23561.80- (74.7-51.01 = -23.69) (113.06-164.73 = 51.67)
(-0.1%) 11.42
23453.15) 23600CE 23600PE
-20.55 154.65 86.57

77.45 11.24 -
 14 Jun 2017 (Wed) 240 356/-75 - (23514.40- (93.75-87.57 = -6.19) (73.56-70.09 = -3.46)
(0.33%) 11.18
23493.85) 23500CE 23500PE
10.80 456.61 -875.5

-54 11.24 -
 15 Jun 2017 (Thu) -418 0/-590 - (23380.60- (18.32-0.05 = -18.26) (33.66-68.68 = 35.02)
(-0.23%) 11.26
23391.40) 23400CE 23400PE 14:16:00
Max BN Gap India

  
38.60 -367.35 276.23

56.85 10.97 -
 16 Jun 2017 (Fri) -91 152/-101 - (23448.35- (137.41-152.11 = 14.69) (93.01-81.96 = -11.05)
(0.24%) 10.91
23486.95) 23400CE 23400PE
43.50 -1935.11 440.65

68.6 10.68 - Day Open >
 19 Jun 2017 (Mon) -1493 0/-1384 (23663.20- (74.4-151.8 = 77.4) (117.41-99.79 = -17.63)
(0.29%) 10.59 PDH
23706.70) 23700CE 14:33:00 23700PE
-38.75 479.5 -113.46

-21.55 10.74 -
 20 Jun 2017 (Tue) 365 452/0 - (23717.90- (100.48-81.31 = -19.18) (77.17-81.71 = 4.54)
(-0.09%) 10.67
23679.15) 23700CE 23700PE
67.45 -1933.83 722.69

-59.8 10.98 - Day Open <
 21 Jun 2017 (Wed) -1210 0/-1166 (23625.60- (74.35-151.7 = 77.35) (51.43-22.52 = -28.91)
(-0.25%) 10.95 PDL
23693.05) 23600CE 14:20:00 23600PE
-154.00 191.79 -1528.26

8.1 10.83 -
 22 Jun 2017 (Thu) -1336 258/-1302 - (23857.10- (7.72-0.05 = -7.67) (58.76-119.89 = 61.13)
(0.03%) 11.32
23703.10) 23900CE 23900PE 14:53:00
e r s .
h o th
Max i t
wCE (2) BNATMSellPE1 Lot
(1) BN Sell 1 Lot e
r
BN Gap India BN Prev Spot
ha
Include Date Profit Profit/Loss ATM
Up/Down  VIX  Day H/L  Change 
t s
no

.D o
o n l y
-se
-81.75 908.32 -877.1
36.2 11.6 -
 23 Jun 2017 (Fri) 31 209/-277
a l u (23612.55- (131.32-94.99 = -36.33) (106.82-141.91 =
n
(0.15%) 11.51
er s o 23530.80) 23600CE 35.08) 23600PE
r p
i s fo
.i n
136.80 -1548.75 1842.81
k
94.2 12.74 -
 27 Jun 2017 (Tue) 293
mo c
460/-914
(0.4%) 12.47
- (23085.70- (116.82-178.77 = 61.95) (138.35-64.64 =
to c k 23222.50) 23100CE -73.71) 23100PE
b y s
D F
PJun 2017 (Wed) 103 642/-48
52.00 -905.55 1009.5
This
-6.7 12.24 -
 28 - (23205.95- (73.16-109.38 = 36.22) (100.98-60.6 =
(-0.03%) 12.05
23257.95) 23200CE -40.38) 23200PE
15.30 -955.33 1348.85

76.55 11.69 -
 29 Jun 2017 (Thu) 393 622/-546 - (23209.25- (36.73-74.94 = 38.21) (54-0.05 = -53.95)
(0.33%) 11.31
23224.55) 23200CE 14:20:00 23200PE
Expiry: 6 JUL 2017, Net Profit: 371, Average Day Profit: 74
Max

87.15 -1434.19 1118.28

-90.05 11.84 -
 30 Jun 2017 (Fri) -315 164/-335 - (23139.60- (147.46-204.83 = (140.58-95.85 =
(-0.39%) 11.68
23226.75) 57.37) 23100CE -44.73) 23100PE
45.70 -767.44 744.05

29.15 11.18 -
 3 Jul 2017 (Mon) -23 256/-107 - (23243.45- (152.16-182.86 = (96.62-66.86 = -29.76)
(0.13%) 11.21
23289.15) 30.7) 23200CE 23200PE
-38.95 167.01 13.29

52.7 11.37 -
 4 Jul 2017 (Tue) 180 309/-33 - (23237.05- (121.77-115.09 = (81.18-80.65 = -0.53)
(0.23%) 11.22
23198.10) -6.68) 23200CE 23200PE
72.80 -1218.49 982.95

27.7 11.27 -
 5 Jul 2017 (Wed) -234 150/-509 - (23290.80- (65.34-114.08 = 48.74) (73.56-34.24 = -39.32)
(0.12%) 11.15
23363.60) 23300CE 23300PE
-75.20 998.64 -233.21

10.88 - Day Open >
 6 Jul 2017 (Thu) 764 1185/-15 46.9 (0.2%) (23526.20- (40-0.05 = -39.95) (19.3-28.63 = 9.33)
10.99 PDH
23451.00) 23500CE 23500PE
Expiry: 13 JUL 2017, Net Profit: -732, Average Day Profit: -146
Max

-39.05 328.96 -527.67

-2.9 10.81 -
 7 Jul 2017 (Fri) -198 39/-164 - (23476.20- (106.08-92.92 = -13.16) (134.89-155.99 =
(-0.01%) 10.77
23437.15) 23500CE 21.11) 23500PE
-39.75 -463.26
134.1 10.72 - Day Open > 569.89
 10 Jul 2017 (Mon) 106 382/-58 (23673.75- (119.84-138.37 =
(0.57%) 10.99 PDH (94-71.2 = -22.8) 23700CE
23634.00) 18.53) 23700PE
-132.05 1158.72 -1425.9

69.5 10.78 -
 11 Jul 2017 (Tue) -267 177/-320 - (23693.20- (85.49-39.14 = -46.35) (93.56-150.59 =
(0.29%) 10.89
23561.15) 23700CE 57.04) 23700PE
e r s .
h o th
109.85 -1741.99
i t 1046.16
re w -41.85) 23600PE
39.15 11.14 -
 12 Jul 2017 (Wed) -695 51/-823 - (23610.20- (66.97-136.65 = 69.68) (60.88-19.04 =
ha
(0.17%) 11.12
23720.05)
t s
23600CE 15:16:00
no
l y . Do
on(23881.50-
-17.45 -500.84 824.15
e
121.8 11.23 - Day Open >
us
 13 Jul 2017 (Thu) 323 346/-1034 (19.26-39.29 = 20.03) (33.02-0.05 = -32.97)
l
(0.51%) 11.36 PDH
o n a 23864.05) 23900CE 14:09:00 23900PE
e r s
fo rp
Expiry:n
i s 2017, Net Profit: 642, Average Day Profit: 128
20iJUL
c k .
o
s t ckm Max
oProfit
Include
Fby
Date Profit/Loss
P D Up/Down  VIX  H/L  Change  CE ATM PE
This

20.20 -390.54 397.05

60.85 11.26 - Day Open >
 14 Jul 2017 (Fri) 6 149/-220 (23896.40- (135.83-151.45 = (103.75-87.87 =
(0.25%) 11.19 PDH
23916.60) 15.62) 23900CE -15.88) 23900PE
53.95 -644.13 812.51

73.7 11.38 - Day Open >
 17 Jul 2017 (Mon) 167 467/-105 (23971.05- (100.48-126.25 = (123.55-91.05 = -32.5)
(0.31%) 11.44 PDH
24025.00) 25.77) 24000CE 24000PE
-82.45 992.11 -1126.34

-56.9 11.29 -
 18 Jul 2017 (Tue) -134 86/-208 - (24104.85- (107.91-68.23 = (77.86-122.92 =
(-0.24%) 11.67
24022.40) -39.68) 24100CE 45.05) 24100PE
49.35 -1179.01 906.61

47.15 11.42 -
 19 Jul 2017 (Wed) -271 174/-354 - (24110.65- (82.17-129.33 = (62.22-25.96 = -36.26)
(0.2%) 11.24
24160.00) 47.16) 24100CE 24100PE
21.30 439.48 435.57

11.42 -
 20 Jul 2017 (Thu) 874 969/-87 18 (0.07%) - (24197.60- (24.75-7.17 = -17.58) (17.47-0.05 = -17.42)
11.37
24218.90) 24200CE 24200PE
Max BN Gap
India BN Prev Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down
VIX  Day H/L  Change  CE PE
 
100.80 -1011.14 1015.77

18.05 11.23 -
 21 Jul 2017 (Fri) 4 325/-48 - (24175.65- (124.74-165.19 = 40.45) (138.55-97.92 = -40.63)
(0.07%) 11.07
24276.45) 24200CE 24200PE
2.00 137.3 -423.26

50.65 11.07 - Day Open >
 24 Jul 2017 (Mon) -285 80/-220 (24423.50- (113.11-107.62 = -5.49) (110.63-127.56 = 16.93)
(0.21%) 11.34 PDH
24425.50) 24400CE 24400PE
-10.25 -135.67 384.25

202.05 10.91 - Day Open >
 25 Jul 2017 (Tue) 247 357/-7 (24519.20- (108.65-114.08 = 5.43) (89.1-73.73 = -15.37)
(0.83%) 11.16 PDH
24508.95) 24500CE 24500PE
134.65 -1578.47 1657.18

57.45 11.31 -
 26 Jul 2017 (Wed) 78 497/-232 - (24553.80- (60.69-123.83 = 63.14) (98.46-32.17 = -66.29)
(0.23%) 11
24688.45) 24600CE 15:06:00 24600PE
-104.95 962.73 -939.88

186.8 11.33 - Day Open >
 27 Jul 2017 (Thu) 22 1360/-37 (25004.00- (38.61-0.1 = -38.51) (36.13-73.73 = 37.6)
(0.76%) 11.19 PDH
24899.05) 25000CE 25000PE 15:09:00
Expiry: 3 AUG 2017, Net Profit: 2832, Average Day Profit: 566
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on(24719.55-
83.00 -895.78 537.09
e
-177.85 11.25 - Day Open <
us
 28 Jul 2017 (Fri) -357 415/-579 (213.79-249.62 = (88.95-67.47 = -21.48)
l
(-0.71%) 11.2 PDL
o n a 24802.55) 35.83) 24700CE 24700PE
e r s
f o r p 11.67 -
is
6.20 -73.46 130.13
.in
69.3 Day Open >
k
 31 Jul 2017 (Mon) 55 326/-106 (25097.20- (147.96-150.89 = (167.31-162.1 = -5.21)
mo c (0.28%) 11.93 PDH

25103.40) 2.94) 25100CE 25100PE
t oc k
by s
P D F 49.2 12.1 -
112.85 -101.35 688.14
Thi s
 1 Aug 2017 (Tue) 586 824/0
(0.2%) 11.87
- (25048.55-
25161.40)
(230.67-234.72 =
4.05) 25000CE
(109.84-82.31 = -27.53)
25000PE
-175.95 2937.41 49.61

67.6 11.92 - Day Open >
 2 Aug 2017 (Wed) 2986 3377/-21 (25127.00- (155.83-38.33 = (114.25-112.26 = -1.98)
(0.27%) 12.08 PDH
24951.05) -117.5) 25100CE 25100PE
-105.55 402.16 -840.74

-52.35 11.61 -
 3 Aug 2017 (Thu) -438 253/-505 - (24760.90- (16.14-0.05 = -16.09) (32.32-65.95 = 33.63)
(-0.21%) 11.68
24655.35) 24800CE 24800PE 14:33:00
Max
BN Gap India BN Prev Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
Up/Down  VIX  Day H/L  Change  CE PE

77.55 -1464.54 746.5

-45.55 11.4 -
 4 Aug 2017 (Fri) -717 110/-1309 - (24747.25- (192.56-251.14 = (81.77-51.91 = -29.86)
(-0.18%) 11.38
24824.80) 58.58) 24700CE 24700PE
-28.60 605.15 -322.26

26.7 11.69 -
 7 Aug 2017 (Mon) 282 476/-153 - (24914.00- (151.67-127.46 = (80.64-93.53 = 12.89)
(0.11%) 11.96
24885.40) -24.21) 24900CE 24900PE
7.60 -385.36 831.74

35.85 12.56 -
 8 Aug 2017 (Tue) 445 559/-155 - (24606.00- (110.58-126 = 15.41) (110.48-77.21 = -33.27)
(0.14%) 12.68
24613.60) 24600CE 24600PE
-62.95 880.29 -548.71

-80.25 13.4 - Day Open <
 9 Aug 2017 (Wed) 331 599/-909 (24400.20- (94.35-59.14 = -35.21) (74.05-96 = 21.95)
(-0.33%) 13.64 PDL
24337.25) 24400CE 24400PE
59.90 784.19 -772.5

-74.15 13.48 - Day Open <
 10 Aug 2017 (Thu) 10 590/-105 (24230.10- (34.65-3.28 = -31.37) (29.7-60.6 = 30.9)
(-0.3%) 13.72 PDL
24290.00) 24200CE 24200PE 14:49:00
Expiry: 17 AUG 2017, Net Profit: -135, Average Day Profit: -33
Max BN Gap India

  
6.50 243.26 210.5

-259.1 15.36 -
 11 Aug 2017 (Fri) 453 849/-370 - (23987.30- (215.77-206.04 = -9.73) (183.15-174.73 = -8.42)
(-1.07%) 15.34
23993.80) 24000CE 24000PE
-56.85 1050.95 -682.29

65.3 14.14 -
 14 Aug 2017 (Mon) 367 577/-116 - (24140.55- (188.89-146.85 = -42.04) (98.55-125.85 = 27.29)
(0.27%) 14.43
24083.70) 24100CE 24100PE
e r s .
h o th
(76.58-156.25 = 79.67)wit(96.48-24.59 = -71.88)
185.40 -1991.76 1797.05
14 -
re
 16 Aug 2017 (Wed) -194 218/-698 73 (0.3%) - (24263.60-
14.25
s h a
t
24449.00) 24300CE 14:58:00 24300PE
n o
l y . Do
n
-109.85 472.7 -1234.71
 17 Aug 2017 (Thu) -761 921/-839
57.5
PDHse
14.38 - Day Open >
o(24368.70- (18.96-0.05 = -18.91) (47.47-96.86 = 49.39)
lu
(0.24%) 14.27
o n a 24258.85) 24400CE 24400PE 15:09:00
e r s
f o rp
Expiry:n
i s 2017, Net Profit: 181, Average Day Profit: 36
24iAUG
c k .
o
km Max
t o c
Date y s
b
F
Include Profit Profit/Loss (1) BN Sell 1 Lot ATM CE
P D Up/Down  VIX  Day H/L  Change  ATM PE
This

19.55 -76.19 475.3

-111.95 14.49 -
 18 Aug 2017 (Fri) 398 664/-56 - (24040.90- (228.34-231.39 = 3.05) (178.79-159.78 =
(-0.46%) 14.24
24060.45) 24000CE -19.01) 24000PE
-159.20 1550.22 -2289.43

66.1 14.57 - Day Open >
 21 Aug 2017 (Mon) -738 116/-865 (24071.25- (150.23-88.22 = -62.01) (158.5-250.08 =
(0.27%) 14.84 PDH
23912.05) 24100CE 91.58) 24100PE
26.75 -195.15 755.65

144.1 14.08 -
 22 Aug 2017 (Tue) 560 778/-118 - (23985.55- (146.42-154.23 = 7.81) (133.65-103.42 =
(0.6%) 14
24012.30) 24000CE -30.23) 24000PE
135.30 -1902.93 1663.09

110.5 13.74 -
 23 Aug 2017 (Wed) -239 213/-572 - (24172.90- (73.16-149.28 = 76.12) (104.25-37.72 =
(0.46%) 13.15
24308.20) 24200CE 14:39:00 -66.52) 24200PE
38.20 -771.21 971.36

57.95 12.8 - Day Open >
 24 Aug 2017 (Thu) 200 839/-263 (24271.30- (29.65-60.5 = 30.85) (44.01-5.15 = -38.85)
(0.24%) 12.54 PDH
24309.50) 24300CE 14:57:00 24300PE
Max

2.65 484.54 -266.97

77.05 12.67 -
 28 Aug 2017 (Mon) 216 395/-49 - (24362.10- (138.01-118.62 = -19.38) (148.65-159.33 =
(0.32%) 12.68
24364.75) 24400CE 10.68) 24400PE
-3.60 340.84 -59.39

-75.1 13.8 -
 29 Aug 2017 (Tue) 280 464/-9 - (24127.50- (142.56-128.93 = -13.63) (120.09-122.46 =
(-0.31%) 13.58
24123.90) 24100CE 2.38) 24100PE
-46.90 522.53 -195.24

124.1 12.88 -
 30 Aug 2017 (Wed) 326 546/-378 - (24354.00- (65.29-44.39 = -20.9) (114.1-121.91 = 7.81)
(0.51%) 12.74
24307.10) 24400CE 24400PE
54.40 -457.06 1633.45

45.65 12.09 -
 31 Aug 2017 (Thu) 1176 1208/-17 - (24262.00- (17.57-35.85 = 18.28) (65.44-0.1 = -65.34)
(0.19%) 11.81
24316.40) 24300CE 14:33:00 24300PE
Expiry: 7 SEP 2017, Net Profit: 419, Average Day Profit: 83
Max

e r s .
h
70.8 11.76 - Day Open >
-45.90
wit
290.13
h ot-169.75
 1 Sep 2017 (Fri) 119 294/-116
(0.29%) 11.72 PDH
(24465.90-
ar e
(120.48-108.88 =
h
(166.12-172.91 =
24420.00)
ot s-11.61) 24500CE 6.79) 24500PE
n
Do
ly.31.75
e on (24186.40-
-263.74 785
22.3 13.5 -
 4 Sep 2017 (Mon) 521 787/-94
(0.09%) 13.23
lu s
- (144.74-155.29 = (145.53-114.13 =
o n a 24218.15) 10.55) 24200CE -31.4) 24200PE
pe rs
f o r
i s
2.00 62.51 128.8
.in
35.75 12.93 -
k
 5 Sep 2017 (Tue) 191 393/-88 - (24320.15- (128.7-126.2 = -2.5) (84.94-79.79 = -5.15)
o c (0.15%) 12.9
ckm
24322.15) 24300CE 24300PE
y s to
F b -7.65 33.01 287.39
D
is P
-135.9 13.13 - Day Open <
 6 Sep 2017 (Wed) 319 387/-9 (24293.95- (57.12-55.8 = -1.32) (83.41-71.91 = -11.5)
Th
(-0.56%) 13.15 PDL
24286.30) 24300CE 24300PE
-63.45 313.06 -1045.17

45.7 12.84 -
 7 Sep 2017 (Thu) -731 409/-879 - (24364.10- (12.57-0.05 = -12.52) (44.65-86.46 = 41.81)
(0.19%) 12.95
24300.65) 24400CE 24400PE
Max

66.65 -879.8 586.35

104.6 12.81 -
 8 Sep 2017 (Fri) -293 270/-172 - (24317.85- (127.17-162.36 = (143.9-120.44 = -23.45)
(0.43%) 13.01
24384.50) 35.19) 24300CE 24300PE
-23.10 319.88 -222

97.7 12.12 - Day Open >
 11 Sep 2017 (Mon) 97 418/-12 (24687.45- (91.58-78.78 = -12.8) (139.59-148.47 = 8.88)
(0.4%) 12.42 PDH
24664.35) 24700CE 24700PE
-10.45 186.27 -89.4

106.9 11.8 - Day Open >
 12 Sep 2017 (Tue) 96 199/-16 (24796.20- (76.13-68.68 = -7.45) (107.02-110.59 = 3.58)
(0.43%) 11.78 PDH
24785.75) 24800CE 24800PE
-82.35 1134.4 -1633.84

33.65 11.56 -
 13 Sep 2017 (Wed) -498 269/-503 - (24919.55- (68.66-23.28 = (62.82-128.17 = 65.35)
(0.14%) 11.72
24837.20) -45.38) 24900CE 24900PE 15:15:00
-0.50 497.47 530.81

25.45 11.69 -
 14 Sep 2017 (Thu) 1028 1113/-90 - (24921.90- (24.9-5 = -19.9) (21.38-0.15 = -21.23)
(0.1%) 11.38
24921.40) 24900CE 24900PE
Max

-21.60 172.54 -282.5

-71.95 11.79 -
 15 Sep 2017 (Fri) -110 339/-95 - (24862.35- (115.83-108.93 = -6.9) (159.39-170.69 =
(-0.29%) 11.63
24840.75) 24900CE 11.3) 24900PE
-45.10 391.39 -557.84

103.85 11.45 - Day Open >
 18 Sep 2017 (Mon) -165 113/-58 (25083.30- (102.47-86.81 = (112.12-134.43 =
(0.42%) 11.38 PDH
25038.20) -15.66) 25100CE 22.31) 25100PE
-51.30 119.91 -160.92

12.85 11.43 -
 19 Sep 2017 (Tue) -41 223/-7 - (25087.85- (80.04-75.25 = -4.8) (103.65-110.09 =
(0.05%) 11.47
25036.55) 25100CE 6.44) 25100PE
e r s .
h
-56.9 11.62 - Day Open <
-43.45
wit
623.67
h ot-638.75
 20 Sep 2017 (Wed) -15 159/-32
(-0.23%) 11.68 PDL
(24992.45-
ar e
(89.99-65.04 = -24.95)
h
(54.85-80.4 = 25.55)
24949.00)
ot s 25000CE 25000PE
n
Do
ly.3.25
e on (24786.25-
432.9 649.31
-30.95 11.77 - Day Open <
 21 Sep 2017 (Thu) 1081 1095/-73
(-0.12%) 11.54
lu
PDL s (17.77-0.45 = -17.32) (26.73-0.76 = -25.97)
o n a 24789.50) 24800CE 24800PE
p e rs
fo r
Expiry:n
i s
28iSEP 2017, Net Profit: 704, Average Day Profit: 140
c k .
mo
s t ck Max
oProfit BN Gap India
Include
Fby
Date Profit/Loss Up/Down VIX
P D Day H/L  Change  CE PE
This
  
-61.05 825.75 -861.86

-94.7 12.55 - Day Open <
 22 Sep 2017 (Fri) -36 315/-280 (24415.55- (214.83-181.8 = -33.03) (134.15-168.62 = 34.47)
(-0.38%) 12.93 PDL
24354.50) 24400CE 24400PE
119.50 -1173.49 769.88

-7.3 13.4 -
 25 Sep 2017 (Mon) -403 240/-284 - (24054.45- (156.22-203.16 = 46.94) (130.48-99.69 = -30.8)
(-0.03%) 13.36
24173.95) 24100CE 24100PE
-31.70 406.48 -550.76

-59.45 12.76 -
 26 Sep 2017 (Tue) -143 133/-248 - (24202.85- (125.09-108.83 = -16.26) (83.11-105.14 = 22.03)
(-0.25%) 13.04
24171.15) 24200CE 24200PE
-105.95 1723.59 -1788.34

109.55 13.29 - Day Open >
 27 Sep 2017 (Wed) -64 445/-894 (23929.00- (119.44-50.5 = -68.94) (68.76-140.29 = 71.53)
(0.45%) 13.74 PDH
23823.05) 23900CE 23900PE 14:24:00
360.10 -625.72 1978.71

-8.9 13.38 -
 28 Sep 2017 (Thu) 1352 1391/0 - (23676.60- (24.06-49.09 = 25.03) (79.25-0.1 = -79.15)
(-0.04%) 13.33
24036.70) 23700CE 14:05:00 23700PE
Expiry: 5 OCT 2017, Net Profit: 2297, Average Day Profit: 574
Max

-163.75 1680.39 -2270.3

105.85 12.2 - Day Open >
 29 Sep 2017 (Fri) -589 167/-1311 (24212.05- (144.99-77.77 = (155.63-246.44 = 90.81)
(0.44%) 12.51 PDH
24048.30) -67.22) 24200CE 24200PE
51.65 -243.23 979.98

147.6 12.51 -
 3 Oct 2017 (Tue) 736 1092/-136 - (24061.35- (121.62-131.35 = (184.44-145.24 = -39.2)
(0.61%) 12.37
24113.00) 9.73) 24100CE 24100PE
-29.55 836.63 1123.89

20.75 12.1 -
 4 Oct 2017 (Wed) 1959 2243/-42 - (24130.80- (118.31-84.84 = (106.97-62.01 = -44.96)
(0.09%) 11.7
24101.25) -33.47) 24100CE 24100PE
-44.05 683.08 -491.82

1.45 11.63 -
 5 Oct 2017 (Thu) 190 403/-66 - (24101.55- (27.37-0.05 = -27.32) (18.91-38.58 = 19.67)
(0.01%) 11.63
24057.50) 24100CE 24100PE 14:56:00
Expiry: 12 OCT 2017, Net Profit: -1655, Average Day Profit: -413
Max

e r s .
h o th
(165.48-191.85 = wit
62.10 -659.27 413.84
25.5 11.24 -
 6 Oct 2017 (Fri) -245 146/-146
(0.11%) 11.09
- (24142.80-
h a r e (98.01-81.46 = -16.55)
24204.90)
t s
26.37) 24100CE
o
24100PE
n
l y . Do
n
15.55 -190.16 115.46
eo
19.55 11.39 -
 9 Oct 2017 (Mon) -75 100/-92
(0.08%) 11.36
lu
-
s (24234.85- (144.04-151.65 = (78.85-74.23 = -4.62)
o n a 24250.40) 7.61) 24200CE 24200PE
pe rs
f o r 11.17 -
i s
-8.40 -221.56 356.86
.in
52.9
k
 10 Oct 2017 (Tue) 134 227/-53 - (24342.90- (101.23-110.09 = (75.83-61.56 = -14.27)
o c (0.22%) 11.07
ckm
24334.50) 8.86) 24300CE 24300PE
y s to
OctF
 11 D
b -179.85 1059.35 -2529.94
P
11.15 - Day Open >
This
2017 (Wed) -1469 0/-1949 64 (0.26%) (24266.65- (47.27-4.9 = -42.37) (97.27-198.47 = 101.2)
11.8 PDH
24086.80) 24300CE 24300PE 14:06:00
Max

-88.30 794.56 -45.96

49.85 11.17 - Day Open >
 13 Oct 2017 (Fri) 748 936/0 (24734.70- (164.09-132.31 = (123.5-125.34 = 1.84)
(0.2%) 11.31 PDH
24646.40) -31.78) 24700CE 24700PE
28.55 -619.54 810.13

126.25 11.23 - Day Open >
 16 Oct 2017 (Mon) 189 411/-120 (24683.00- (109.3-134.08 = (120.78-88.38 = -32.41)
(0.51%) 11.38 PDH
24711.55) 24.78) 24700CE 24700PE
6.00 236.63 382.36

-5.8 11.63 -
 17 Oct 2017 (Tue) 618 769/-284 - (24633.35- (106.42-96.96 = (65.34-50.05 = -15.29)
(-0.02%) 11.59
24639.35) -9.47) 24600CE 24600PE
-36.30 910.78 -1118.84

-290.85 11.47 - Day Open <
 18 Oct 2017 (Wed) -207 159/-656 (24382.00- (36.48-0.05 = -36.43) (43.02-87.77 = 44.75)
(-1.18%) 11.5 PDL
24345.70) 24400CE 24400PE 14:25:00
Max

107.90 -1721.37 1221.85

75.7 12.58 -
 23 Oct 2017 (Mon) -499 123/-341 - (24028.15- (183.65-252.5 = (150.48-101.61 = -48.87)
(0.32%) 12.32
24136.05) 68.85) 24000CE 24000PE
35.40 -533.15 486.56

53.05 11.69 -
 24 Oct 2017 (Tue) -46 205/-41 - (24190.35- (130.73-152.06 = (134-114.53 = -19.46)
(0.22%) 11.62
24225.75) 21.33) 24200CE 24200PE
33.90 147.22 309.72

758.5 11.81 - Day Open >
 25 Oct 2017 (Wed) 455 899/-1903 (25000.65- (123.45-117.56 = (141.67-129.28 = -12.39)
(3.13%) 11.82 PDH
25034.55) -5.89) 25000CE 25000PE
-113.40 1544.38 -1757.44

-81.95 11.7 -
 26 Oct 2017 (Thu) -212 341/-1334 - (25088.40- (61.83-0.05 = -61.78) (67.57-137.87 = 70.3)
(-0.33%) 11.61
24975.00) 25100CE 25100PE 14:27:00
Expiry: 2 NOV 2017, Net Profit: 1730, Average Day Profit: 346
Max

e r s .
h o -998.35 th
i t
re w (176.91-216.85 =
-109.15 824.81
-134.6 11.38 -
ha
 27 Oct 2017 (Fri) -173 412/-243 - (24958.00- (179.19-146.2 =
(-0.54%) 11.47
t s
no
24848.85) -32.99) 25000CE 39.93) 25000PE
l y . Do
e on 4.45 156.81 -199.98
us
34.1 11.99 -
l
 30 Oct 2017 (Mon) -43 118/-75 - (25006.15- (166.96-160.69 = (135.98-143.98 = 8)
(0.14%)
o
12.15
n a
s
25010.60) -6.27) 25000CE 25000PE
e r
f o rp
is 53.55 12.38 -
ck.in
3.05 -279.11 104.9
o
 31 Oct 2017 (Tue) -173 103/-96 - (25033.40- (135.18-146.35 = (127.26-123.07 = -4.2)
ckm
(0.21%) 12.4
25036.45) 11.16) 25000CE 25000PE
s t o
Fby
s D 2017 (Wed)
P1 Nov
24.25 -139.76 610.05
i
177.95 12.08 - Day Open >
Th
 470 562/-140 (25478.30- (79.25-84.84 = 5.59) (101.97-77.57 = -24.4)
(0.71%) 12.28 PDH
25502.55) 25500CE 25500PE
-28.20 1276.05 376.18

17.95 11.94 -
 2 Nov 2017 (Thu) 1652 1841/-994 - (25445.95- (63.16-12.12 = -51.04) (15.1-0.05 = -15.05)
(0.07%) 12.01
25417.75) 25400CE 25400PE
Expiry: 9 NOV 2017, Net Profit: -858, Average Day Profit: -171
Max

-2.60 -432.94 447.35

104.1 11.85 -
 3 Nov 2017 (Fri) 14 424/-83 - (25648.20- (174.78-192.1 = (159.14-141.25 = -17.89)
(0.41%) 11.91
25645.60) 17.32) 25600CE 25600PE
-75.95 955.85 -1120.81

-81.7 12.53 -
 6 Nov 2017 (Mon) -164 355/-97 - (25640.55- (177.21-138.98 = (131.92-176.75 = 44.83)
(-0.32%) 13.24
25564.60) -38.23) 25600CE 25600PE
-102.80 811.25 -513.48

97.95 13.47 -
 7 Nov 2017 (Tue) 297 544/-252 - (25391.95- (143.55-111.1 = (131.77-152.31 = 20.54)
(0.38%) 13.37
25289.15) -32.45) 25400CE 25400PE
-126.75 1597.25 -2271.15

13.54 -
 8 Nov 2017 (Wed) -673 27/-1159 75 (0.3%) - (25364.20- (92.12-28.23 = (87.32-178.16 = 90.85)
13.49
25237.45) -63.89) 25400CE 25400PE 14:20:00
109.10 -825.62 492.5

96.65 13.52 -
 9 Nov 2017 (Thu) -332 725/-584 - (25229.85- (49.9-82.92 = 33.02) (19.75-0.05 = -19.7)
(0.38%) 13.13
25338.95) 25200CE 25200PE
Max

-26.65 469.57 -490.64

-40.45 12.88 -
 10 Nov 2017 (Fri) -21 344/-1309 - (25542.90- (180.13-161.35 = (149.04-168.67 =
(-0.16%) 13.49
25516.25) -18.78) 25500CE 19.63) 25500PE
-98.55 916.44 -1063.77

71.3 13.97 -
 13 Nov 2017 (Mon) -148 351/-228 - (25455.70- (147.76-111.1 = (151.47-194.02 =
(0.28%) 14.05
25357.15) -36.66) 25500CE 42.55) 25500PE
-2.85 331 53
-5.75 14.68 -
 14 Nov 2017 (Tue) 383 548/-701 - (25289.35- (154.54-141.3 = (95.04-92.92 = -2.12)
(-0.02%) 14.06
25286.50) -13.24) 25300CE 25300PE
e r s .
h
-42.95 13.41 -
-77.30
it
1221.78
w h ot-674.09
 15 Nov 2017 (Wed) 547 641/-450
(-0.17%) 13.56
- (25313.85-
h ar e
(100.63-51.76 = (77.32-104.28 =
25236.55)
ot s-48.87) 25300CE 26.96) 25300PE
n
Do
ly.99.60
e on (25369.25-
-334.39
13.85 -
l us
 16 Nov 2017 (Thu) -334 357/-403 74 (0.29%) - (19.65-33.03 = 13.38) NA
13.35
o n a 25468.85) 25400CE
pe r s
o r
f 2017, Net Profit: 247, Average Day Profit: 49
s
23iNOV
Expiry:n
o c k.i
s t ckm Max
oProfit
Include
Fby
Date Profit/Loss
(1) BN Sell 1 Lot ATM CE
(2) BN Sell 1 Lot
This

-191.45 1882.5 -2097.29

429.1 13.41 - Day Open >
 17 Nov 2017 (Fri) -214 437/-47 (25879.65- (172.26-96.96 = -75.3) (160.53-244.42 =
(1.69%) 13.74 PDH
25688.20) 25900CE 83.89) 25900PE
45.90 -465.72 390.86

5.3 13.46 -
 20 Nov 2017 (Mon) -75 136/-313 - (25720.05- (167.21-185.84 = 18.63) (98.5-82.87 = -15.63)
(0.02%) 13.44
25765.95) 25700CE 25700PE
-89.10 1401.59 -1315.55

60.7 13.32 - Day Open >
 21 Nov 2017 (Tue) 85 425/-91 (25822.30- (137.07-81 = -56.06) (75.04-127.66 =
(0.24%) 13.91 PDH
25733.20) 25800CE 52.62) 25800PE
-28.00 352.88 -136.76

48.15 14.03 -
 22 Nov 2017 (Wed) 215 414/-110 - (25792.60- (76.23-62.12 = -14.12) (83.31-88.78 = 5.47)
(0.19%) 14.04
25764.60) 25800CE 25800PE
63.90 -413.29 649.66

59.65 14.22 -
 23 Nov 2017 (Thu) 236 307/-193 - (25686.20- (15.89-32.42 = 16.53) (26.04-0.05 = -25.99)
(0.23%) 13.9
25750.10) 25700CE 14:37:00 25700PE
Max

-21.00 13.76 2.69

40.35 13.46 -
 24 Nov 2017 (Fri) 15 316/-35 - (25807.30- (175.23-174.68 = (127.17-127.06 = -0.11)
(0.16%) 13.34
25786.30) -0.55) 25800CE 25800PE
174.15 -2584.64 1901.75

-86.6 13.32 - Day Open <
 27 Nov 2017 (Mon) -682 156/-828 (25752.70- (115.58-218.97 = (134.15-58.08 = -76.07)
(-0.34%) 13.06 PDL
25926.85) 103.39) 25800CE 25800PE
-10.85 401.95 -25.91

-61.5 13.1 -
 28 Nov 2017 (Tue) 375 514/-225 - (25853.10- (94.05-77.97 = (108.8-109.84 = 1.04)
(-0.24%) 13.21
25842.25) -16.08) 25900CE 25900PE
-57.55 992.16 -379.71

-16.75 13.16 -
 29 Nov 2017 (Wed) 611 741/-97 - (25822.80- (102.81-63.13 = (64.4-79.59 = 15.19)
(-0.06%) 13.25
25765.25) -39.69) 25800CE 25800PE
-195.30 1755.99 -589.67

-101.9 13.23 - Day Open <
 30 Nov 2017 (Thu) 1166 1201/-459 (25540.85- (70.29-0.05 = -70.24) (22.67-46.26 = 23.59)
(-0.4%) 13.63 PDL
25345.55) 25500CE 25500PE 14:40:00
Expiry: 7 DEC 2017, Net Profit: -495, Average Day Profit: -99
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on (25366.05-
-175.45 1292 -2628.1
e
77.15 14.37 -
us
 1 Dec 2017 (Fri) -1335 21/-2087 - (141.57-89.89 = (184.14-289.26 =
l
(0.3%) 14.92
o n a 25190.60) -51.68) 25400CE 105.12) 25400PE
e r s
fo r p 15.06 -
is
59.65 -1064.7 1606.52
.in
103.1
k
 4 Dec 2017 (Mon) 541 853/-112 - (25069.55- (153.3-195.89 = (183.74-119.48 =
o c (0.41%) 14.78
ckm
25129.20) 42.59) 25100CE -64.26) 25100PE
s t o
b y
DecF2017 (Tue)
56.85 -574.31 948.31
 5D
P
-44.35 15.1 -
This
373 555/-232 - (25090.40- (134.74-157.71 = (134.64-96.71 =
(-0.18%) 15.02
25147.25) 22.97) 25100CE -37.93) 25100PE
-170.35 2211.63 -2575

-58.55 14.94 -
 6 Dec 2017 (Wed) -362 1007/-370 - (25024.95- (115.53-27.07 = (99-202 = 103)
(-0.23%) 15.01
24854.60) -88.47) 25000CE 25000PE 15:16:00
53.55 -127.01 415.77

83.5 14.56 -
 7 Dec 2017 (Thu) 288 1078/-292 - (25023.90- (49.01-54.09 = 5.08) (16.68-0.05 = -16.63)
(0.34%) 14.06
25077.45) 25000CE 25000PE
Max BN Gap India

  
10.40 37.4 424.97

88.25 13.84 - Day Open >
 8 Dec 2017 (Fri) 461 652/-25 (25329.45- (150.93-149.43 = -1.5) (138.45-121.45 = -17)
(0.35%) 13.65 PDH
25339.85) 25300CE 25300PE
57.15 -317.29 192.9

113.6 14.22 - Day Open >
 11 Dec 2017 (Mon) -124 4/-328 (25339.45- (145.78-158.47 = 12.69) (88.01-80.3 = -7.72)
(0.45%) 14.09 PDH
25396.60) 25300CE 25300PE
-52.65 510.75 -701.79

8.55 14.96 -
 12 Dec 2017 (Tue) -190 172/-188 - (25175.25- (93.6-73.17 = -20.43) (117.17-145.24 = 28.07)
(0.03%) 15.24
25122.60) 25200CE 25200PE
-121.55 1198.24 -1789.62

-7.25 15.22 -
 13 Dec 2017 (Wed) -590 81/-892 - (25148.50- (94.74-46.81 = -47.93) (68.81-140.39 = 71.58)
(-0.03%) 15.6
25026.95) 25100CE 25100PE 14:06:00
139.75 -1229.56 634.81

62.05 16.91 -
 14 Dec 2017 (Thu) -594 0/-1001 - (25041.00- (47.27-96.45 = 49.18) (25.44-0.05 = -25.39)
(0.25%) 16.33
25180.75) 25000CE 14:10:00 25000PE
Expiry: 21 DEC 2017, Net Profit: 796, Average Day Profit: 159
Max

-35.40 125.52 -100.12

318.95 14.44 - Day Open >
 15 Dec 2017 (Fri) 25 394/-186 (25484.75- (226.41-221.39 = (223.25-227.25 = 4)
(1.27%) 15.08 PDH
25449.35) -5.02) 25500CE 25500PE
-69.40 717.35 -971.49

-258.55 12.96 - Day Open <
 18 Dec 2017 (Mon) -253 181/-1414 (25682.20- (149.49-120.8 = (166.22-205.08 =
(-1.02%) 13.12 PDL
25612.80) -28.69) 25700CE 38.86) 25700PE
e r s .
h
46.35 12.54 -
46.05
it
-257.37
w h ot737.52
 19 Dec 2017 (Tue) 479 731/-111
(0.18%) 12.09
- (25668.50-
ar e
(99.64-109.94 =
h
(144.54-115.04 =
25714.55)
ot s10.29) 25700CE -29.5) 25700PE
n
. Do
ly-111.25
e on (25690.85-
1242.77 -1291.03
62.85 12.09 - Day Open >
 20 Dec 2017 (Wed) -48 464/-195
(0.24%) 12.21
lu
PDHs (84.05-34.34 = (86.48-138.12 =
o n a 25579.60) -49.71) 25700CE 51.64) 25700PE
pe rs
fo r
i s
-2.05 105.36 488.79
.in
16.55 12.15 -
k
 21 Dec 2017 (Thu) 593 889/-505 - (25546.45- (58.86-54.64 = -4.21) (19.6-0.05 = -19.55)
o c (0.06%) 12.09
ckm
25544.40) 25500CE 25500PE
s t o
Fby
P D
This
Max

15.25 -82 305.26

61.3 11.7 -
 22 Dec 2017 (Fri) 222 403/-76 - (25624.25- (162.36-165.64 = (113.01-100.8 = -12.21)
(0.24%) 11.6
25639.50) 3.28) 25600CE 25600PE
94.50 -793.46 653.85

11.2 12.13 -
 26 Dec 2017 (Tue) -139 266/-255 - (25588.65- (118.7-150.44 = (85.24-59.09 = -26.15)
(0.04%) 12.21
25683.15) 31.74) 25600CE 25600PE
-216.85 1639.94 -2112.79

-22.4 12.3 -
 27 Dec 2017 (Wed) -472 113/-1405 - (25661.70- (75.09-9.49 = -65.6) (81.23-165.74 = 84.51)
(-0.09%) 12.57
25444.85) 25700CE 25700PE 14:23:00
-45.10 1002.35 1222.14

-32.45 12.43 -
 28 Dec 2017 (Thu) 2223 2309/-18 - (25486.15- (40.14-0.05 = (52.42-3.54 = -48.89)
(-0.13%) 12.31
25441.05) -40.09) 25500CE 25500PE
Max

0.45 -204.89 449.75

-5.15 12.75 -
 29 Dec 2017 (Fri) 244 401/-40 - (25536.75- (133.2-141.4 = 8.2) (134.39-116.4 = -17.99)
(-0.02%) 12.73
25537.20) 25500CE 25500PE
-219.40 1639.27 -2137.37

13.4 -
 1 Jan 2018 (Mon) -498 236/-614 26.3 (0.1%) - (25510.80- (128.9-63.33 = (107.42-192.91 = 85.49)
13.39
25291.40) -65.57) 25500CE 25500PE
52.40 -392.58 917.85

64.1 13.78 -
 2 Jan 2018 (Tue) 524 700/-133 - (25279.20- (92.37-108.07 = (122.46-85.75 = -36.71)
(0.25%) 13.67
25331.60) 15.7) 25300CE 25300PE
-65.50 863.47 -556.81

87.5 13.55 - Day Open >
 3 Jan 2018 (Wed) 306 461/-61 (25377.30- (65.14-30.6 = -34.54) (80.09-102.36 = 22.27)
(0.35%) 13.58 PDH
25311.80) 25400CE 25400PE
30.70 -177.97 -229.18

49.05 13.46 -
 4 Jan 2018 (Thu) -407 356/-398 - (25444.10- (47.42-54.54 = 7.12) (8.81-17.98 = 9.17)
(0.19%) 13.33
25474.80) 25400CE 25400PE 14:07:00
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on (25584.20-
41.00 -772.87 1005.1
e
61.85 13.1 - Day Open >
us
 5 Jan 2018 (Fri) 231 495/-17 (105.44-136.35 = (149.69-109.48 =
l
(0.24%) 12.95 PDH
o n a 25625.20) 30.91) 25600CE -40.2) 25600PE
e r s
fo r p 13.8 -
is
-19.60 426.72 -78.25
.in
88.4 Day Open >
k
 8 Jan 2018 (Mon) 347 519/-41 (25689.80- (109.99-92.92 = -17.07) (104.94-108.07 =
mo c (0.35%) 13.77 PDH

25670.20) 25700CE 3.13) 25700PE
t oc k
by s
P D F 51.85 13.98 -
-3.30 -234.53 357.06
Thi s
 9 Jan 2018 (Tue) 121 255/-17
(0.2%) 13.89
- (25690.50-
25687.20)
(69.4-78.78 = 9.38)
25700CE
(105.44-91.15 =
-14.28) 25700PE
18.00 -30.01 373.25

14.1 -
 10 Jan 2018 (Wed) 342 409/-60 6.1 (0.02%) - (25592.50- (56.92-58.13 = 1.2) (70.88-55.95 =
14.03
25610.50) 25600CE -14.93) 25600PE
23.10 -126.18 262.29

10.9 14.01 -
 11 Jan 2018 (Thu) 135 528/-551 - (25650.20- (4.85-9.9 = 5.05) (48.11-37.62 = -10.49)
(0.04%) 14.01
25673.30) 25700CE 14:27:00 25700PE
Max BN Gap
 
34.50 -773.06 926.25

71.5 14.05 - Day Open >
 12 Jan 2018 (Fri) 152 573/-50 (25683.30- (93.31-124.23 = 30.92) (145.83-108.78 = -37.05)
(0.28%) 13.67 PDH
25717.80) 25700CE 25700PE
9.80 -314.14 697.78

109.1 14.31 - Day Open >
 15 Jan 2018 (Mon) 382 763/0 (26054.90- (64.55-77.11 = 12.57) (173.25-145.34 = -27.91)
(0.42%) 14.24 PDH
26064.70) 26100CE 26100PE
-2.90 -170.56 218.52

59.95 14.01 - Day Open >
 16 Jan 2018 (Tue) 47 303/-77 (25984.80- (70.24-77.06 = 6.82) (112.27-103.53 = -8.74)
(0.23%) 14.01 PDH
25981.90) 26000CE 26000PE
206.30 -1273.34 1735.85

-28.75 13.85 -
 17 Jan 2018 (Wed) 461 552/-66 - (26093.80- (48.96-99.89 = 50.93) (82.67-13.23 = -69.43)
(-0.11%) 13.89
26300.10) 26100CE 14:37:00 26100PE
-185.80 1079.07 -581.95

473.15 13.97 - Day Open >
 18 Jan 2018 (Thu) 497 525/-28 (26723.50- (43.21-0.05 = -43.16) (22.37-45.65 = 23.28)
(1.8%) 13.93 PDH
26537.70) 26700CE 26700PE 14:23:00
Max

149.50 -2585.19 1987.04

78.25 14.06 -
 19 Jan 2018 (Fri) -597 617/-637 - (26762.40- (131.67-235.08 = (207.75-128.27 =
(0.29%) 13.98
26911.90) 103.41) 26800CE -79.48) 26800PE
32.10 135.91 160.94

15.12 -
 22 Jan 2018 (Mon) 295 592/-189 31 (0.12%) - (27001.70- (183.35-177.91 = (178.79-172.36 =
15.49
27033.80) -5.44) 27000CE -6.44) 27000PE
e r s .
h
48.75 16.04 - Day Open >
116.30
wit
-1609.66
h ot1276.71
 23 Jan 2018 (Tue) -332 180/-667
(0.18%) 16.21 PDH
(27276.50-
ar e
(129.94-194.32 =
h
(164.34-113.27 =
27392.80)
ot s
64.39) 27300CE -51.07) 27300PE
n
. Do
ly15.10
e on (27394.50-
-532.35 329.61
-80.45 18.29 -
 24 Jan 2018 (Wed) -201 498/-267
(-0.29%) 18.11
lu s - (149.14-170.44 = (134.79-121.6 =
o n a 27409.60) 21.29) 27400CE -13.18) 27400PE
pe rs
f o r 17.18 -
i s
-1.50 901.83 1675.55
.in
15.55
k
 25 Jan 2018 (Thu) 2577 2874/-390 - (27423.90- (59.2-23.13 = -36.07) (67.07-0.05 = -67.02)
o c (0.06%) 17.43
ckm
27422.40) 27400CE 27400PE
s t o
Fby
P D
This
Max

-75.60 1485.25 -1033.5

17.79 -
 29 Jan 2018 (Mon) 451 950/-472 0.45 (0%) - (27566.80- (308.88-249.47 = (346.5-387.84 = 41.34)
17.9
27491.20) -59.41) 27600CE 27600PE
-67.20 1461.21 -659.84

-31.6 16.96 -
 30 Jan 2018 (Tue) 801 1466/-1 - (27328.90- (308.98-250.53 = (224.09-250.48 = 26.39)
(-0.11%) 16.24
27261.70) -58.45) 27300CE 27300PE
165.70 -2760.88 1385.93

-132.8 15.98 - Day Open <
 31 Jan 2018 (Wed) -1374 421/-2130 (27203.90- (242.06-352.49 = (195.57-140.14 = -55.44)
(-0.49%) 15.97 PDL
27369.60) 110.44) 27200CE 27200PE
-327.60 2254.67 -1261.75

-44.6 14.01 -
 1 Feb 2018 (Thu) 992 1053/0 - (27512.70- (90.29-0.1 = -90.19) (48.51-98.98 = 50.47)
(-0.16%) 14.12
27185.10) 27500CE 27500PE 14:22:00
Expiry: 8 FEB 2018, Net Profit: -5736, Average Day Profit: -1147
Max BN Gap India

BN Prev Spot (2) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down VIX (1) BN Sell 1 Lot ATM CE
Day H/L  Change  PE
  
-314.20 3413.71 -4250.65

-203.3 14.61 - Day Open <
 2 Feb 2018 (Fri) -836 561/-1091 (26694.80- (257.65-121.1 = -136.55) (242.1-412.13 = 170.03)
(-0.75%) 15.41 PDL
26380.60) 26700CE 26700PE
109.80 -1562.66 606.74

-483 16.12 - Day Open <
 5 Feb 2018 (Mon) -955 93/-847 (26017.00- (276.85-339.36 = 62.51) (196.02-171.75 =
(-1.83%) 15.81 PDL
26126.80) 26000CE -24.27) 26000PE
376.50 -7526.73 1682.44

-958.65 20.02 - Day Open <
 6 Feb 2018 (Tue) -5843 491/-6857 (25535.30- (289.38-590.45 = 301.07) (205.92-138.62 = -67.3)
(-3.67%) 20.24 PDL
25911.80) 25500CE 14:21:00 25500PE
-113.00 2687.49 -1384.09

254.1 19.44 -
 7 Feb 2018 (Wed) 1302 2777/-320 - (25720.40- (225.72-118.22 = -107.5) (183.25-238.61 = 55.36)
(0.98%) 19.74
25607.40) 25700CE 25700PE
-111.40 1727.53 -1130.42

89.85 17.83 -
 8 Feb 2018 (Thu) 596 648/-141 - (26034.70- (69.15-0.05 = -69.1) (43.46-88.68 = 45.22)
(0.35%) 17.8
25923.30) 26000CE 26000PE 14:20:00
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on(25532.20-
-46.60 764.4 -687.27
e
-454.35 19.23 - Day Open <
us
 9 Feb 2018 (Fri) 76 751/-44 (356.3-325.73 = (295.91-323.4 = 27.49)
l
(-1.75%) 19.26 PDL
o n a 25485.60) -30.58) 25500CE 25500PE
e r s
fo r p 18.46 -
is
99.80 -937.59 1200.45
.in
66.45
k
 12 Feb 2018 (Mon) 262 529/-178 - (25607.30- (224.09-261.59 = (212.85-164.83 = -48.02)
o c (0.26%) 17.88
ckm
25707.10) 37.5) 25600CE 25600PE
y s to
F b -304.70 3188.86 -2442.39
D
is P
108.65 16.71 - Day Open >
 14 Feb 2018 (Wed) 745 956/-95 (25538.50- (162.9-35.35 = (93.9-191.6 = 97.7)
Th
(0.42%) 17.75 PDH
25233.80) -127.55) 25500CE 25500PE 15:15:00
11.10 1495.34 -796.96

19.65 16.3 -
 15 Feb 2018 (Thu) 698 898/0 - (25439.30- (66.43-6.62 = -59.81) (30.64-62.52 = 31.88)
(0.08%) 16.12
25450.40) 25400CE 25400PE 14:43:00
Max BN Gap
India BN Prev Spot (1) BN Sell 1 Lot
Include Date Profit Profit/Loss Up/Down (2) BN Sell 1 Lot ATM PE
VIX  Day H/L  Change  ATM CE
 
-62.30 1508.39 131

87.6 16.58 -
 16 Feb 2018 (Fri) 1639 1957/0 - (25225.80- (275.57-215.23 = (240.57-235.33 = -5.24)
(0.34%) 16.38
25163.50) -60.34) 25200CE 25200PE
185.00 -2054.4 2162.45

160.7 17.37 -
 19 Feb 2018 (Mon) 107 594/-25 - (24901.10- (188.1-270.28 = (197.9-111.4 = -86.5)
(0.64%) 16.53
25086.10) 82.18) 24900CE 24900PE
-235.60 2528.69 -4238.45

16.46 -
 20 Feb 2018 (Tue) -1709 130/-1750 47 (0.19%) - (25092.00- (155.18-54.03 = (162.95-332.49 = 169.54)
16.92
24856.40) -101.15) 25100CE 25100PE 15:15:00
30.70 116.76 927.11

122.2 16.19 -
 21 Feb 2018 (Wed) 1043 1164/-59 - (24898.40- (106.28-101.61 = (131.62-94.54 = -37.08)
(0.49%) 15.93
24929.10) -4.67) 24900CE 24900PE
33.50 225.04 1825.26

-124 14.58 -
 22 Feb 2018 (Thu) 2050 2368/-860 - (24904.80- (46.88-37.88 = -9) (73.11-0.1 = -73.01)
(-0.5%) 14.92
24938.30) 24900CE 24900PE
Max BN Gap India

  
75.90 -995.85 1250.47

47.05 14.13 - Day Open >
 23 Feb 2018 (Fri) 254 652/-96 (25251.80- (141.97-181.8 = 39.83) (188.79-138.77 = -50.02)
(0.19%) 14.33 PDH
25327.70) 25300CE 25300PE
-28.90 307.04 -425.66

149.5 13.64 - Day Open >
 26 Feb 2018 (Mon) -118 213/-175 (25705.70- (139.49-127.21 = -12.28) (125.38-142.41 = 17.03)
(0.59%) 13.69 PDH
25676.80) 25700CE 25700PE
-22.80 509.3 -129.66

-3.3 14.16 -
 27 Feb 2018 (Tue) 378 754/-6 - (25411.10- (121.47-101.1 = -20.37) (134.24-139.43 = 5.19)
(-0.01%) 13.81
25388.30) 25400CE 25400PE
e r s .
h o th
(80.64-164.53 = 83.89)wit(105.09-48.13 = -56.96)
120.20 -2097.34 1424.05
-267.35 14.08 - Day Open <
re
 28 Feb 2018 (Wed) -672 146/-815 (24986.20-
(-1.05%) 13.74 PDL
s h a
t
25106.40) 25000CE 14:16:00 25000PE
n o
l y . Do
n
-213.90 860.04 -878.08
 1 Mar 2018 (Thu) -18 518/-215
-85.05 13.98 -
-
s e o(25084.60- (34.45-0.05 = -34.4) (33.76-68.88 = 35.12)
lu
(-0.34%) 14.18
o n a 24870.70) 25100CE 25100PE 14:35:00
e r s
f o rp
Expiry: n
. i is 2018, Net Profit: 2700, Average Day Profit: 900
8 MAR
o c k
t o c km Max
Date y s
b
F
Include Profit Profit/Loss
P D Up/Down  VIX  Day H/L  Change  CE ATM PE
This

-3.50 -67.13 608.19

-71.2 15.43 - Day Open <
 5 Mar 2018 (Mon) 540 1005/-37 (24809.80- (207.9-210.59 = 2.69) (208.15-183.82 =
(-0.29%) 15.38 PDL
24806.30) 24800CE -24.33) 24800PE
-86.80 1522.66 -474.26

-114.6 15.87 - Day Open <
 7 Mar 2018 (Wed) 1047 1350/-545 (24251.40- (117.31-56.41 = -60.91) (141.62-160.59 =
(-0.47%) 15.6 PDL
24164.60) 24300CE 18.97) 24300PE
189.90 -668.21 1780.74

139.8 15.09 -
 8 Mar 2018 (Thu) 1112 1150/-196 - (24257.80- (25.69-52.42 = 26.73) (71.28-0.05 = -71.23)
(0.58%) 14.54
24447.70) 24300CE 14:13:00 24300PE
Max

-93.30 1218.33 -1034.95

79.3 14.34 - Day Open >
 9 Mar 2018 (Fri) 182 443/-515 (24388.60- (212.45-163.72 = -48.73) (239.38-280.78 =
(0.32%) 14.42 PDH
24295.30) 24400CE 41.4) 24400PE
177.70 -2139.5 1851.77

147.15 14.55 -
 12 Mar 2018 (Mon) -287 696/-355 - (24487.60- (236.61-322.19 = 85.58) (188.1-114.03 =
(0.61%) 14.53
24665.30) 24500CE -74.07) 24500PE
97.20 -1225.36 1300.06

-39.6 14.27 -
 13 Mar 2018 (Tue) 74 502/-2063 - (24615.40- (198.94-247.96 = 49.01) (148.1-96.1 = -52)
(-0.16%) 14.52
24712.60) 24600CE 24600PE
201.40 -2911.04 2318.06

-109 14.58 -
 14 Mar 2018 (Wed) -592 480/-979 - (24667.30- (111.92-228.36 = 116.44) (132.26-39.54 =
(-0.44%) 14.31
24868.70) 24700CE 14:50:00 -92.72) 24700PE
-112.40 1090.19 -330.75

2.65 14.41 -
 15 Mar 2018 (Thu) 758 2273/-849 - (24857.70- (43.71-0.1 = -43.61) (79.94-93.17 =
(0.01%) 14.33
24745.30) 24900CE 13.23) 24900PE
Max

-211.30 1894 -1226.81

-38.2 14.9 -
 16 Mar 2018 (Fri) 666 948/-238 - (24719.50- (249.48-173.72 = -75.76) (221.81-270.88 =
(-0.15%) 15.11
24508.20) 24700CE 49.07) 24700PE
e r s .
h o th602.02
28.70 -614.07
i t
re w -24.08) 24200PE
40.6 15.95 -
 19 Mar 2018 (Mon) -12 577/-251 - (24205.90- (230.97-255.53 = 24.56) (182.85-158.77 =
ha
(0.17%) 15.87
24234.60)
t s 24200CE
no
l y . Do
on(24166.40-
29.90 -188.93 771
e
-111.15 15.74 - Day Open <
us
 20 Mar 2018 (Tue) 581 915/-92 (159.09-166.65 = 7.56) (173.25-142.41 =
l
(-0.46%) 15.59 PDL
o n a 24196.30) 24200CE -30.84) 24200PE
e r s
fo r p 15.12 -
is
-9.90 39.29 -125.94
.in
163.1
k
 21 Mar 2018 (Wed) -87 518/0 - (24283.20- (124.69-123.12 = -1.57) (111.87-116.91 =
o c (0.67%) 15.09
ckm
24273.30) 24300CE 5.04) 24300PE
y s to
 22 D
b
MarF2018 (Thu) -1514
-69.00 -1167.76 -346.77
P
-2.65 15.04 -
This
67/-1519 - (24193.60- (44.9-91.61 = 46.71) (41.68-55.55 = 13.87)
(-0.01%) 15.31
24124.60) 24200CE 14:10:00 24200PE
Max BN Gap
Include Date Profit Profit/Loss Up/Down (1) BN Sell 1 Lot ATM CE
VIX  Day H/L  Change  ATM PE
 
-10.50 59.91 -24.2

-355.85 15.75 - Day Open <
 23 Mar 2018 (Fri) 35 381/-140 (23668.30- (183.84-181.45 = -2.4) (207.9-208.87 =
(-1.47%) 15.7 PDL
23657.80) 23700CE 0.97) 23700PE
285.40 -4041.46 2461.1

4.5 15.16 -
 26 Mar 2018 (Mon) -1580 310/-1852 - (23992.20- (155.38-317.04 = 161.66) (151.52-53.08 =
(0.02%) 15.18
24277.60) 24000CE 15:07:00 -98.44) 24000PE
9.70 320.28 615.89

152.05 14.9 - Day Open >
 27 Mar 2018 (Tue) 935 1105/-182 (24421.70- (110.78-97.97 = -12.81) (117.91-93.27 =
(0.63%) 14.96 PDH
24431.40) 24400CE -24.64) 24400PE
-23.90 1426.81 586.16

-134.65 15.36 -
 28 Mar 2018 (Wed) 2012 2255/-23 - (24312.90- (57.12-0.05 = -57.07) (56.78-33.33 =
(-0.55%) 15.91
24289.00) 24300CE -23.45) 24300PE
Max

55.40 -688.59 1090.25

-27.7 15.79 -
 2 Apr 2018 (Mon) 401 672/-101 - (24273.20- (196.02-223.56 = 27.54) (191.07-147.46 =
(-0.11%) 15.29
24328.60) 24300CE -43.61) 24300PE
134.60 -1354.09 1849.19

-42.55 15.59 -
 3 Apr 2018 (Tue) 494 688/-30 - (24394.70- (173.84-228.01 = 54.16) (150.73-76.76 =
(-0.17%) 15.2
24529.30) 24400CE -73.97) 24400PE
-88.80 1808.63 -758.29

-8.1 16.2 -
 4 Apr 2018 (Wed) 1049 1334/-160 - (24201.20- (128.55-56.21 = -72.34) (129.05-159.38 =
(-0.03%) 16.43
24112.40) 24200CE 30.33) 24200PE
285.00 -1581.05 1680.5

264.95 14.99 -
 5 Apr 2018 (Thu) 98 1161/-44 - (24487.60- (60.79-124.03 = 63.24) (67.27-0.05 = -67.22)
(1.1%) 14.74
24772.60) 24500CE 14:48:00 24500PE
Max

e r s .
h o 832.45 th
i t
re w (221.56-188.26 =
38.60 -467.24
16.55 14.95 -
ha
 6 Apr 2018 (Fri) 364 839/-63 - (24784.30- (192.7-211.39 = 18.69)
(0.07%) 14.83
t s
no
24822.90) 24800CE -33.3) 24800PE
l y . Do
e on -32.90 381.4 -311.65
us
-24.3 14.98 -
l
 9 Apr 2018 (Mon) 69 638/0 - (25096.90- (159.74-144.48 = (187.11-199.58 =
(-0.1%)
o
14.86
n a
s
25064.00) -15.26) 25100CE 12.47) 25100PE
e r
fo rp
is 59.8 14.59 -
ck.in
9.70 -131.32 508.63
Day Open >
o
 10 Apr 2018 (Tue) 376 618/-23 (25215.70- (125.04-130.29 = 5.25) (167.81-147.46 =
ckm
(0.24%) 14.52 PDH
25225.40) 25200CE -20.34) 25200PE
s t o
Fby
PD
-23.50 457.09 74.2
Th i
 s 11 Apr 2018 (Wed) 531 724/-23
-28.45
(-0.11%)
14.71 -
14.84
- (25101.30-
25077.80)
(97.37-79.08 = -18.28)
25100CE
(113.06-110.09 =
-2.97) 25100PE
35.40 499.9 1143.86

-21.35 14.5 -
 12 Apr 2018 (Thu) 1643 1677/-557 - (25163.70- (20.1-0.1 = -20) (47.42-1.67 = -45.75)
(-0.09%) 14.52
25199.10) 25200CE 25200PE
Max BN Gap
 
50.40 -384.45 1161.43

44.55 14.2 -
 13 Apr 2018 (Fri) 776 1252/-392 - (25165.40- (171.27-186.65 = (215.13-168.67 = -46.46)
(0.18%) 14.17
25215.80) 15.38) 25200CE 25200PE
42.00 -837.46 1192.74

-118.5 14.48 -
 16 Apr 2018 (Mon) 354 800/0 - (25275.60- (140.83-174.33 = (190.62-142.91 = -47.71)
(-0.47%) 14.22
25317.60) 33.5) 25300CE 25300PE
18.30 -184.85 359.42

62.9 14.07 - Day Open >
 17 Apr 2018 (Tue) 174 428/-58 (25324.60- (136.03-143.42 = (123.25-108.88 = -14.38)
(0.25%) 13.98 PDH
25342.90) 7.39) 25300CE 25300PE
-161.30 1552.38 -2869.84

92.3 14.04 - Day Open >
 18 Apr 2018 (Wed) -1317 417/-1349 (25276.40- (85.98-23.89 = (110.34-225.13 = 114.79)
(0.36%) 14.16 PDH
25115.10) -62.09) 25300CE 25300PE 15:02:00
32.70 921.4 692.95

104.15 13.67 -
 19 Apr 2018 (Thu) 1614 1825/-17 - (25120.60- (55.44-18.58 = (27.82-0.1 = -27.72)
(0.41%) 13.7
25153.30) -36.86) 25100CE 25100PE
Expiry: 26 APR 2018, Net Profit: -1274, Average Day Profit: -254
Max

148.10 -2186.97 1727.66

13.28 -
 20 Apr 2018 (Fri) -458 349/-627 0.65 (0%) - (24864.20- (180.63-268.1 = 87.48) (181.37-112.26 =
12.86
25012.30) 24900CE -69.11) 24900PE
-40.50 421.6 -313.33

121.65 12.94 -
 23 Apr 2018 (Mon) 107 369/-54 - (25007.30- (145.13-128.27 = -16.86) (155.43-167.96 =
(0.49%) 13.13
24966.80) 25000CE 12.53) 25000PE
-7.30 -16.45 267.3

11.55 11.81 -
 24 Apr 2018 (Tue) 249 482/-68 - (25047.40- (122.56-123.22 = 0.66) (120.68-109.99 =
(0.05%) 12
25040.10) 25000CE -10.69) 25000PE
e r s .
h
-48.7 12.55 -
-66.00
it
649.39
w h ot-915.79
 25 Apr 2018 (Wed) -266 124/-1421
(-0.19%) 12.4
- (24871.50-
ar e
(66.58-40.6 = -25.98)
h
(120.93-157.56 =
24805.50)
ot s 24900CE 36.63) 24900PE
n
l y . Do
e on(24838.80-
192.00 -1532.13 624.91
18.8 12.03 -
 26 Apr 2018 (Thu) -906 710/-961
(0.08%) 12.12
lu
-
s (58.91-120.19 = 61.28) (25.05-0.05 = -25)
o n a 25030.80) 24800CE 14:47:00 24800PE
pe rs
fo r
Expiry: n
i s
c k . 3 MAY
mo
s t ck Max
oProfit
Include
Fby
Date Profit/Loss
BN Gap India BN Prev Day Spot (1) BN Sell 1 Lot (2) BN Sell 1 Lot
P D Up/Down  VIX  H/L  Change  ATM CE ATM PE
This

17.30 -158.81 720.09

19.25 11.93 -
 27 Apr 2018 (Fri) 560 833/-84 - (25403.70- (141.97-148.32 = (141.57-112.77 =
(0.08%) 11.87
25421.00) 6.35) 25400CE -28.8) 25400PE
-31.90 240.9 267.62

95.55 12.44 - Day Open >
 30 Apr 2018 (Mon) 507 649/-120 (25583.60- (112.96-103.32 = (100.04-89.33 = -10.7)
(0.38%) 12.37 PDH
25551.70) -9.64) 25600CE 25600PE
-74.90 471.63 -255.74

75.45 12.93 -
 2 May 2018 (Wed) 215 468/-801 - (25657.30- (56.08-37.22 = (108.9-119.13 =
(0.3%) 12.78
25582.40) -18.87) 25700CE 10.23) 25700PE
10.90 765.36 668.23

-20.4 12.97 -
 3 May 2018 (Thu) 1432 1464/-150 - (25587.90- (31.93-1.31 = -30.61) (26.78-0.05 = -26.73)
(-0.08%) 13.04
25598.80) 25600CE 25600PE
Max

16.70 -306.21 266.7

27.05 13.25 -
 4 May 2018 (Fri) -40 409/-41 - (25636.60- (183.84-196.09 = (131.87-121.2 = -10.67)
(0.11%) 13.13
25653.30) 12.25) 25600CE 25600PE
45.40 -911.87 582.74

30.85 13.66 -
 7 May 2018 (Mon) -328 283/-243 - (25819.30- (120.68-157.16 = (138.55-115.24 = -23.31)
(0.12%) 13.67
25864.70) 36.47) 25800CE 25800PE
71.50 -563.64 814.7

222.1 14.39 - Day Open >
 8 May 2018 (Tue) 250 442/-25 (26029.70- (88.61-111.15 = (136.72-104.13 = -32.59)
(0.86%) 14.11 PDH
26101.20) 22.55) 26000CE 26000PE
2.50 -43.01 517.69

-102.4 14.29 -
 9 May 2018 (Wed) 474 853/-187 - (26156.00- (37.67-39.39 = 1.72) (137.36-116.66 = -20.71)
(-0.39%) 14.18
26158.50) 26200CE 26200PE
-106.30 700.4 -728.73

61.65 14.42 - Day Open >
 10 May 2018 (Thu) -28 885/-23 (26204.60- (28.07-0.05 = -28.02) (28.02-57.17 = 29.15)
(0.24%) 14.42 PDH
26098.30) 26200CE 26200PE 15:15:00
Max

e r s .
h o th
42.7 14.2 -
185.50 -3289.81
t
(226.96-358.55 = wi(234.63-167.76
1671.72
 11 May 2018 (Fri) -1617 447/-2129
(0.16%) 14.07
- (26216.30-
ha r e = -66.87)
26401.80)
t s
131.59) 26200CE 26200PE
o no
n l y .D
31.20 -93.49 80.07
eo
-8.7 14.32 -
 14 May 2018 (Mon) -13 268/-144
(-0.03%) 14.25
lu
-
s (26409.80- (232.6-236.34 = 3.74) (226.41-223.21 = -3.2)
o n a 26441.00) 26400CE 26400PE
pe rs
fo r 13.02 -
i s
-130.60 1264.15 -1592.11
.in
19.75
k
 15 May 2018 (Tue) -327 296/-1147 - (26568.30- (126.72-76.15 = (130.19-193.87 = 63.68)
o c (0.07%) 13.16
ckm
26437.70) -50.57) 26600CE 26600PE
y s to
F b -97.50 1150.55 -2482.3
D
is P
-204.65 13.47 - Day Open <
 16 May 2018 (Wed) -1331 0/-1434 (26270.30- (86.67-40.65 = (95.44-194.73 = 99.29)
Th
(-0.77%) 13.34 PDL
26172.80) -46.02) 26300CE 26300PE 14:53:00
45.40 436.81 832.52

51.05 13.63 -
 17 May 2018 (Thu) 1268 1456/-43 - (26063.90- (17.52-0.05 = -17.47) (46.43-13.13 = -33.3)
(0.19%) 13.41
26109.30) 26100CE 26100PE
Max BN Gap
 
53.80 -952.02 947.05

-48.2 14.26 -
 18 May 2018 (Fri) -4 409/-92 - (25859.80- (155.18-193.26 = 38.08) (214.63-176.75 = -37.88)
(-0.18%) 14.13
25913.60) 25900CE 25900PE
9.90 -524.25 347.33

141.9 14.46 -
 21 May 2018 (Mon) -175 306/-190 - (25722.00- (188.1-209.07 = 20.97) (122.22-108.32 = -13.89)
(0.55%) 14.38
25731.90) 25700CE 25700PE
-23.50 304.63 215.06

29.45 13.8 -
 22 May 2018 (Tue) 518 719/-344 - (25822.30- (136.77-124.58 = -12.19) (111.62-103.02 = -8.6)
(0.11%) 13.58
25798.80) 25800CE 25800PE
-130.20 1303.25 -2469.75

-50.75 13.43 -
 23 May 2018 (Wed) -1165 377/-1121 - (25781.10- (64.3-12.17 = -52.13) (105.58-204.37 = 98.79)
(-0.2%) 14.3
25650.90) 25800CE 25800PE
212.80 -961.76 -482.81

37.95 13.29 -
 24 May 2018 (Thu) -1444 314/-1401 - (25844.80- (36.98-75.45 = 38.47) (18.56-37.88 = 19.31)
(0.15%) 13.24
26057.60) 25800CE 14:50:00 25800PE 14:05:00
Max

67.80 -118.24 912.08

49.95 12.53 -
 25 May 2018 (Fri) 793 1051/0 - (26237.50- (156.62-161.35 = 4.73) (153.9-117.41 =
(0.19%) 12.58
26305.30) 26200CE -36.48) 26200PE
-36.60 523.81 79.15

18.1 12.95 -
 28 May 2018 (Mon) 602 884/-43 - (26613.60- (100.24-79.28 = -20.95) (173.25-170.08 =
(0.07%) 13.07
26577.00) 26600CE -3.17) 26600PE
-93.80 623.64 -1319

-47 12.99 -
 29 May 2018 (Tue) -694 0/-1127 - (26341.40- (87.57-62.62 = -24.95) (141.87-194.63 =
(-0.18%) 13.11
26247.60) 26300CE 52.76) 26300PE
e r s .
h
-214.9 13.36 - Day Open <
94.40
wit
-548.09
h ot2209.42
 30 May 2018 (Wed) 1661 1970/-1412
(-0.82%) 13.25 PDL
(26250.80-
ar e
(57.82-79.74 = 21.92)
h
(184.88-96.51 =
26345.20)
ot s 26300CE -88.38) 26300PE
o n
y. D
l398.70
e on(26528.50-
-1646.71 1032.05
259.2 13.02 - Day Open >
 31 May 2018 (Thu) -614 534/-771
(0.98%) 14.16
lu
PDH s (63.31-129.18 = 65.87) (41.33-0.05 = -41.28)
o n a 26927.20) 26500CE 14:41:00 26500PE
p e rs
fo r
Expiry:n
i s
c k . 7 JUN
mo
s t ck Max
oProfit
Include
Fby
Date Profit/Loss
This

-116.10 1560.59 -1537.78

-42.8 13.32 -
 1 Jun 2018 (Fri) 22 400/-338 - (26793.30- (222.21-159.78 = (260.07-321.58 = 61.51)
(-0.16%) 13.43
26677.20) -62.42) 26800CE 26800PE
-113.50 898.54 -1099.9

330.9 14.01 - Day Open >
 4 Jun 2018 (Mon) -201 493/-763 (26373.30- (163.2-127.26 = (277.99-321.99 = 44)
(1.24%) 13.83 PDH
26259.80) -35.94) 26400CE 26400PE
85.90 -413.29 1073.49

5.45 13.56 -
 5 Jun 2018 (Tue) 659 1013/-54 - (26173.90- (175.87-192.41 = (191.76-148.82 = -42.94)
(0.02%) 13.21
26259.80) 16.53) 26200CE 26200PE
40.80 729.66 1865.9

15.9 13.27 -
 6 Jun 2018 (Wed) 2595 3018/-59 - (26319.70- (157.61-128.42 = (145.13-70.5 = -74.64)
(0.06%) 12.66
26360.50) -29.19) 26300CE 26300PE
-157.20 1919.34 -1090.51

210.35 12.85 - Day Open >
 7 Jun 2018 (Thu) 828 880/-424 (26668.60- (76.82-0.05 = -76.77) (41.93-85.55 = 43.62)
(0.8%) 12.9 PDH
26511.40) 26700CE 26700PE 14:38:00
Max

80.10 -1008.88 894

-60.55 12.68 - Day Open <
 8 Jun 2018 (Fri) -115 574/-181 (26364.90- (172.75-213.11 = (229.68-193.92 =
(-0.23%) 12.71 PDL
26445.00) 40.36) 26400CE -35.76) 26400PE
-160.20 1658.69 -1901.58

21.85 12.82 -
 11 Jun 2018 (Mon) -242 480/-415 - (26627.40- (182.95-116.6 = (160.48-236.54 =
(0.08%) 13.2
26467.20) -66.35) 26600CE 76.06) 26600PE
141.40 -1528.72 1373.26

113.05 12.59 -
 12 Jun 2018 (Tue) -156 441/-71 - (26500.50- (157.16-218.31 = (158.15-103.22 =
(0.43%) 12.73
26641.90) 61.15) 26500CE -54.93) 26500PE
-47.00 486.85 -206.07

114.85 12.53 - Day Open >
 13 Jun 2018 (Wed) 280 695/-63 (26699.30- (110.93-91.46 = (133.06-141.3 = 8.24)
(0.43%) 12.57 PDH
26652.30) -19.47) 26700CE 26700PE
-17.50 1102.59 479

-30.5 12.25 -
 14 Jun 2018 (Thu) 1580 1924/-132 - (26572.10- (44.15-0.05 = -44.1) (51.48-32.32 = -19.16)
(-0.11%) 12.07
26554.60) 26600CE 26600PE
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on(26396.00-
9.90 -472.94 877.06
e
-48.55 12.33 -
us
 15 Jun 2018 (Fri) 403 714/-121 - (153.99-172.91 = (200.72-165.64 = -35.08)
l
(-0.18%) 12.03
o n a 26405.90) 18.92) 26400CE 26400PE
e r s
f o r p 12.43 -
is
15.60 -466.23 302.44
.in
26.9
k
 18 Jun 2018 (Mon) -163 363/-39 - (26398.60- (128.21-146.85 = (168.6-156.5 = -12.1)
o c (0.1%) 12.39
ckm
26414.20) 18.65) 26400CE 26400PE
y s to
 19D
b
JunF2018 (Tue)
-11.50 17.75 141.77
P
38.8 12.8 -
Th i s 158 646/-113
(0.15%) 12.93
- (26284.60-
26273.10)
(114.84-114.13 =
-0.71) 26300CE
(159.24-153.57 = -5.67)
26300PE
76.10 -1549.58 1360.12

54.7 12.29 -
 20 Jun 2018 (Wed) -189 221/-195 - (26484.60- (83.46-145.44 = (91.67-37.27 = -54.4)
(0.21%) 12.23
26560.70) 61.98) 26500CE 26500PE
-95.10 1124.86 -890.95

87.6 12.23 - Day Open >
 21 Jun 2018 (Thu) 233 554/-119 (26602.40- (45.05-0.05 = -44.99) (34.25-69.89 = 35.64)
(0.33%) 12.51 PDH
26507.30) 26600CE 26600PE 14:36:00
Max

240.60 -3776.89 1768.79

21.45 11.94 -
 22 Jun 2018 (Fri) -2008 322/-2392 - (26535.70- (201.47-352.54 = (134.94-64.19 = -70.75)
(0.08%) 12.09
26776.30) 151.08) 26500CE 26500PE
-56.10 864.25 -777.13

-48.7 12.61 -
 25 Jun 2018 (Mon) 86 408/-246 - (26667.80- (138.6-104.03 = (163.84-194.93 = 31.09)
(-0.18%) 12.53
26611.70) -34.57) 26700CE 26700PE
-11.30 417.68 -260.81

-114.05 12.72 - Day Open <
 26 Jun 2018 (Tue) 156 530/-140 (26606.60- (137.91-121.2 = (108.95-119.38 = 10.43)
(-0.43%) 12.81 PDL
26595.30) -16.71) 26600CE 26600PE
44.30 -630.36 911.64

14.6 13.51 -
 27 Jun 2018 (Wed) 280 580/-126 - (26376.10- (75.73-100.95 = (112.27-75.8 = -36.47)
(0.05%) 13.53
26420.40) 25.21) 26400CE 26400PE
-13.90 1577.15 -1207.67

-25.3 13.43 -
 28 Jun 2018 (Thu) 368 467/-815 - (26328.30- (66.92-3.84 = -63.09) (46.43-94.74 = 48.31)
(-0.1%) 14.05
26314.40) 26300CE 26300PE 14:14:00
Max

-102.20 1087.51 -1036.74

-11.9 13.02 -
 29 Jun 2018 (Fri) 50 483/-56 - (26449.70- (198.99-155.49 = (160.43-201.9 = 41.47)
(-0.05%) 12.97
26347.50) -43.5) 26400CE 26400PE
46.60 -466.91 734.24

13.55 -
 2 Jul 2018 (Mon) 266 551/-66 0.25 (0%) - (26170.60- (157.06-175.74 = (153.55-124.18 = -29.37)
13.44
26217.20) 18.68) 26200CE 26200PE
e r s .
h o th
-20.2 13.14 -
31.80 -513.17
t
(151.17-171.7 = wi(109.49-93.02
411.82
 3 Jul 2018 (Tue) -102 287/-107
(-0.08%) 12.87
- (26196.60-
ha r e = -16.47)
26228.40)
t s
20.53) 26200CE
o
26200PE
o n
y. D
l102.40
e on(26336.20-
-1204.6 1052.38
45.15 12.82 -
 4 Jul 2018 (Wed) -152 146/-1035
(0.17%) 12.63
lu
-
s (115.33-163.52 = (66.08-23.99 = -42.09)
o n a 26438.60) 48.18) 26300CE 26300PE
pe rs
f o r 12.51 -
i s
-59.40 663.28 -1265.61
.in
47.6 Day Open >
k
 5 Jul 2018 (Thu) -601 647/-581 (26556.90- (26.58-0.05 = -26.53) (48.66-99.28 = 50.62)
mo c (0.18%) 12.61 PDH

26497.50) 26600CE 26600PE 15:02:00
t oc k
by s
P D F
is
Th
Max

-41.60 345.85 -203.1

-75.75 12.49 -
 6 Jul 2018 (Fri) 142 363/-138 - (26520.40- (170.13-156.3 = (147.16-155.29 = 8.12)
(-0.29%) 12.47
26478.80) -13.83) 26500CE 26500PE
-3.10 -10.51 -130.66

148.5 12.3 - Day Open >
 9 Jul 2018 (Mon) -140 185/-182 (26758.60- (88.31-88.73 = 0.42) (166.22-171.45 = 5.23)
(0.56%) 12.4 PDH
26755.50) 26800CE 26800PE
-9.70 153.85 -163.6

91.25 12.23 - Day Open >
 10 Jul 2018 (Tue) -10 232/-84 (26914.90- (100.34-94.18 = (103.95-110.49 = 6.54)
(0.34%) 12.44 PDH
26905.20) -6.15) 26900CE 26900PE
1.90 -83.21 269.68

12.73 -
 11 Jul 2018 (Wed) 186 339/-49 6.1 (0.02%) - (26802.80- (67.27-70.6 = 3.33) (95.98-85.19 = -10.79)
12.79
26804.70) 26800CE 26800PE
-91.60 939.24 -710.7

121.3 12.52 -
 12 Jul 2018 (Thu) 227 258/-365 - (27078.90- (37.62-0.05 = -37.57) (27.32-55.75 = 28.43)
(0.45%) 12.55
26987.30) 27100CE 27100PE 14:10:00
Max BN Gap India

  
-20.20 230.85 -306.7

20.3 12.23 -
 13 Jul 2018 (Fri) -76 254/-70 - (26961.50- (157.86-148.62 = -9.23) (157.31-169.58 = 12.27)
(0.08%) 12.3
26941.30) 27000CE 27000PE
-73.40 1121.38 -1016

-21.45 12.79 -
 16 Jul 2018 (Mon) 104 544/0 - (26738.60- (184.44-139.58 = -44.86) (81.87-122.51 = 40.64)
(-0.08%) 12.96
26665.20) 26700CE 26700PE
136.90 -2770.7 1180.79

-16.95 12.7 -
 17 Jul 2018 (Tue) -1589 75/-1533 - (26871.10- (106.52-217.35 = 110.83) (99.3-52.07 = -47.23)
(-0.06%) 12.9
27008.00) 26900CE 14:39:00 26900PE
-27.10 985.5 172.44

99.25 13.77 - Day Open >
 18 Jul 2018 (Wed) 1157 1581/-40 (26933.30- (148.5-109.08 = -39.42) (71.03-64.14 = -6.9)
(0.37%) 13.67 PDH
26906.20) 26900CE 26900PE
-32.70 1836.42 -284.54

79.3 13.58 -
 19 Jul 2018 (Thu) 1551 1579/-410 - (26825.40- (73.51-0.05 = -73.46) (10.94-22.32 = 11.38)
(0.3%) 13.57
26792.70) 26800CE 26800PE 14:36:00
e r s .
h o th
Max i t
w (2) BNATMSellPE1 Lot
CEare
BN Gap India BN Prev Spot (1) BN Sell 1 Lot ATM
sh
t
Up/Down  VIX  Day H/L  Change 
n o

. D o
o n l y
-se
55.20 -965.21 800.77
-25.25 13.64 -
 20 Jul 2018 (Fri) -164 308/-494
a l u (26817.60- (218.79-257.4 = 38.61) (159.29-127.26 =
n
(-0.09%) 13.51
er s o 26872.80) 26800CE -32.03) 26800PE
r p
i s fo
n
.i (-0.64%) 12.96
34.80 -368.41 528.4
k
-171.9 12.95 - Day Open <
 23 Jul 2018 (Mon) 159
mo c
421/-113
PDL
(26970.80- (157.01-171.75 = 14.74) (133.65-112.51 =
to c k 27005.60) 27000CE -21.14) 27000PE
b y s
D F
is P24 Jul 2018 (Tue) 290 625/-8
-25.90 817.1 -526.12
-24 12.38 -
Th
- (26997.70- (161.96-129.28 = -32.68) (86.82-107.87 =
(-0.09%) 12.52
26971.80) 27000CE 21.04) 27000PE
-25.50 1110.1 -116.94

18.15 12.17 -
 25 Jul 2018 (Wed) 992 1249/0 - (27048.30- (151.77-107.36 = -44.4) (64.05-68.73 = 4.68)
(0.07%) 12.16
27022.80) 27000CE 27000PE
112.90 -1018.41 1023.36

23.4 11.72 -
 26 Jul 2018 (Thu) 4 825/-57 - (27310.90- (39.15-79.89 = 40.74) (41.04-0.1 = -40.93)
(0.09%) 12.06
27423.80) 27300CE 15:04:00 27300PE
Max

25.00 -512.83 623.54

91.4 11.97 - Day Open >
 27 Jul 2018 (Fri) 109 376/-64 (27586.30- (150.48-170.99 = (207.75-182.81 = -24.94)
(0.33%) 12.34 PDH
27611.30) 20.51) 27600CE 27600PE
40.60 -413.86 480.5

133.25 12.83 - Day Open >
 30 Jul 2018 (Mon) 66 372/-101 (27792.90- (132.02-148.57 = (148.5-129.28 = -19.22)
(0.48%) 12.53 PDH
27833.50) 16.55) 27800CE 27800PE
69.10 -558.05 649

-45.4 12.64 -
 31 Jul 2018 (Tue) 90 269/-237 - (27698.20- (145.03-167.36 = (114.84-88.88 = -25.96)
(-0.16%) 12.45
27767.30) 22.32) 27700CE 27700PE
-90.50 1938.85 -790.59

-79.35 12.68 -
 1 Aug 2018 (Wed) 1147 1401/-157 - (27592.50- (130.68-53.13 = (93.01-124.63 = 31.62)
(-0.29%) 12.55
27502.00) -77.55) 27600CE 27600PE
-99.10 1173.13 -731.3

-127.1 12.63 - Day Open <
 2 Aug 2018 (Thu) 441 975/-3 (27441.20- (46.98-0.05 = -46.93) (28.12-57.37 = 29.25)
(-0.46%) 12.56 PDL
27342.10) 27400CE 27400PE 15:02:00
Max

88.10 -1618.85 888.59

12.11 -
 3 Aug 2018 (Fri) -729 205/-764 116 (0.42%) - (27621.90- (180.63-245.38 = (117.91-82.37 =
12.1
27710.00) 64.75) 27600CE -35.54) 27600PE
-72.20 273.98 -615.12

74.05 12.52 - Day Open >
 6 Aug 2018 (Mon) -341 132/-253 (27956.10- (112.46-101.5 = (143.06-167.66 =
(0.27%) 12.49 PDH
27883.90) -10.96) 28000CE 24.6) 28000PE
e r s .
h o th
-8.60 -240.97
i t 151.05
re w -6.04) 27900PE
74.45 12.62 -
 7 Aug 2018 (Tue) -90 283/-37 - (27875.40- (122.17-131.81 = (110.88-104.84 =
ha
(0.27%) 12.56
27866.80)
t s9.64) 27900CE
no
l y . Do
on (28039.70-
29.60 -210.57 344.26
e
54.65 12.63 -
us
 8 Aug 2018 (Wed) 132 744/-30 - (121.97-130.39 = (50.79-37.02 = -13.77)
l
(0.2%) 12.53
o n a 28069.30) 8.42) 28000CE 28000PE
e r s
fo r p 12.62 -
is
6.50 604.09 876.13
.in
111.2 Day Open >
k
 9 Aug 2018 (Thu) 1479 1521/-176 (28292.20- (26.28-2.12 = -24.16) (35.1-0.05 = -35.05)
mo c (0.4%) 12.68 PDH

28298.70) 28300CE 28300PE
t oc k
by s
P D F
is
Th
Max

-74.80 959.97 -689.42

28.95 12.82 -
 10 Aug 2018 (Fri) 269 521/-742 - (28183.50- (154.04-115.64 = (150.18-177.76 = 27.58)
(0.1%) 12.8
28108.70) -38.4) 28200CE 28200PE
-51.60 213.82 -484.3

-363.45 13.39 - Day Open <
 13 Aug 2018 (Mon) -269 237/-213 (27857.80- (131.57-123.02 = (134-153.37 = 19.37)
(-1.29%) 13.37 PDL
27806.20) -8.55) 27900CE 27900PE
2.30 -253.34 167.02

13.21 -
 14 Aug 2018 (Tue) -87 219/-168 70 (0.25%) - (28024.80- (114.15-124.28 = (74.25-67.57 = -6.68)
13.25
28027.10) 10.13) 28000CE 28000PE
8.90 1304.04 -196.99

-185.55 13.74 - Day Open <
 16 Aug 2018 (Thu) 1106 1370/-779 (27846.90- (65.24-13.08 = (7.57-15.45 = 7.88)
(-0.66%) 13.53 PDL
27855.80) -52.16) 27800CE 27800PE 14:42:00
Max

30.90 -739.5 408.76

165.2 13.3 -
 17 Aug 2018 (Fri) -329 261/-276 - (28097.90- (164.34-193.92 = (143.06-126.7 =
(0.59%) 13.14
28128.80) 29.58) 28100CE -16.35) 28100PE
-20.40 490.61 -500.66

43.1 13.12 -
 20 Aug 2018 (Mon) -10 297/-51 - (28296.80- (150.97-131.35 = (103.9-123.93 =
(0.15%) 13.1
28276.40) -19.62) 28300CE 20.03) 28300PE
52.50 -719.58 623.4

21.6 13.08 -
 21 Aug 2018 (Tue) -96 234/-170 - (28209.80- (109.89-138.67 = (85.54-60.6 = -24.94)
(0.08%) 12.86
28262.30) 28.78) 28200CE 28200PE
54.40 469.04 473.94

64.05 12.79 - Day Open >
 23 Aug 2018 (Thu) 942 1043/-55 (27985.40- (28.71-9.95 = -18.76) (19.01-0.05 = -18.96)
(0.23%) 12.74 PDH
28039.80) 28000CE 28000PE
Max

e r s .
h o th-93.69
-41.50 101.36
i t
re w
-73.65 12.59 - Day Open <
 24 Aug 2018 (Fri) 7 402/-77 (27872.40- (176.76-172.71 = -4.05)(158-161.75 = 3.75)
ha
(-0.26%) 12.35 PDL
27830.90)
t s 27900CE 27900PE
no
l y . Do
on(28276.30-
-11.40 -276.58 349.56
e
136.55 12.29 -
us
 27 Aug 2018 (Mon) 72 245/-86 - (102.66-113.73 = 11.06) (145.28-131.3 =
l
(0.49%) 12.37
o n a 28264.90) 28300CE -13.98) 28300PE
e r s
fo r p 12.39 -
is
64.20 -1588.8 1151.96
.in
115.7 Day Open >
k
 28 Aug 2018 (Tue) -436 301/-722 (28202.70- (116.13-179.68 = 63.55) (116.37-70.3 =
mo c (0.41%) 12.5 PDH

28266.90) 28200CE -46.08) 28200PE
t oc k
by s
P D F -36.25 12.53 -
-78.50 1461.47 -883.2
Thi s
 29 Aug 2018 (Wed) 577 747/-27
(-0.13%) 12.48
- (28282.30-
28203.80)
(110.98-52.52 = -58.46)
28300CE
(88.9-124.23 =
35.33) 28300PE
92.20 -820.14 872.41

12.31 -
 30 Aug 2018 (Thu) 52 730/-20 9.6 (0.03%) - (28014.90- (31.53-64.34 = 32.81) (34.95-0.05 = -34.9)
12.34
28107.10) 28000CE 15:01:00 28000PE
Expiry: 6 SEP 2018, Net Profit: -1795, Average Day Profit: -359
Max

51.60 -661.55 435.15

-105.25 12.67 -
 31 Aug 2018 (Fri) -226 149/-217 - (27999.80- (219.98-246.44 = 26.46) (118.31-100.9 =
(-0.37%) 12.7
28051.40) 28000CE -17.41) 28000PE
-199.85 2628.25 -2256.79

137.7 13.03 - Day Open >
 3 Sep 2018 (Mon) 370 646/0 (28000.80- (195.53-90.39 = -105.13) (96.38-186.65 =
(0.49%) 13.67 PDH
27800.95) 28000CE 90.27) 28000PE
-43.65 613.26 -667.61

26.05 13.67 -
 4 Sep 2018 (Tue) -55 406/-207 - (27507.25- (168.1-143.57 = -24.53) (79.5-106.2 = 26.7)
(0.09%) 13.78
27463.60) 27500CE 27500PE
217.25 -2469.43 1390.53

-21.45 14.08 -
 5 Sep 2018 (Wed) -1078 151/-1449 - (27170.70- (94.94-193.72 = 98.78) (81.48-25.86 =
(-0.08%) 13.64
27387.95) 27200CE 14:42:00 -55.62) 27200PE
-16.90 -1320.97 514.77

88.2 13.63 -
 6 Sep 2018 (Thu) -805 290/-834 - (27431.75- (50.79-103.63 = 52.84) (20.64-0.05 = -20.59)
(0.32%) 13.79
27414.85) 27400CE 14:38:00 27400PE
Max

79.85 -819.46 944.43

-29.45 13.75 -
 7 Sep 2018 (Fri) 124 319/-184 - (27376.40- (180.18-212.96 = (144.84-107.06 = -37.78)
(-0.11%) 13.97
27456.25) 32.78) 27400CE 27400PE
-65.35 423.9 -665.45

-86.25 15.02 -
 10 Sep 2018 (Mon) -241 255/-196 - (27251.25- (130.58-113.63 = (127.71-154.33 = 26.62)
(-0.31%) 15.27
27185.90) -16.96) 27300CE 27300PE
-321.00 2429.63 -2244.11

93.45 15.15 -
 11 Sep 2018 (Tue) 184 394/-767 - (27109.45- (113.85-16.66 = (86.28-176.04 = 89.76)
(0.34%) 15.26
26788.45) -97.19) 27100CE 27100PE 14:37:00
e r s .
h o th
(58.46-4.85 = -53.61) wit(21.98-0.05 = -21.93)
95.05 1340.29 548.19
87.65 14.29 -
re
 12 Sep 2018 (Wed) 1888 1941/-359 - (26784.95-
(0.33%) 14.26
s h a
t
26880.00) 26800CE 26800PE
n o
l y . Do
e o n Profit: 137
us
Expiry: 19 SEP 2018, Net Profit: 550, Average Day
n a l
Max r s o
BN Gap pe India
f o r BN Prev Spot (1) BN Sell 1 Lot
i s
n
c

k . i
m o
s t o ck 7.40 -79.51 339.49
 14 Sep 2018y(Fri)
b
240.65 13.99 - Day Open >
F
259 438/-10 (27141.55- (184.93-188.11 = (145.23-131.65 = -13.58)
D
is P
(0.9%) 13.86 PDH
27148.95) 3.18) 27100CE 27100PE
Th
-56.80 428.08 -770.09
-161.25 14.4 -
 17 Sep 2018 (Mon) -341 256/-306 - (26856.75- (127.31-110.19 = (152.41-183.21 = 30.8)
(-0.59%) 14.55
26799.95) -17.12) 26900CE 26900PE
-203.30 2237.01 -2266

-63.3 14.21 -
 18 Sep 2018 (Tue) -29 503/-256 - (26645.45- (137.76-48.28 = (87.12-177.76 = 90.64)
(-0.24%) 14.31
26442.15) -89.48) 26600CE 26600PE 15:14:00
-153.30 1450.33 -787.95

90.55 14.32 -
 19 Sep 2018 (Wed) 662 771/0 - (26428.60- (58.06-0.05 = -58.01) (30.29-61.81 = 31.52)
(0.34%) 13.81
26275.30) 26400CE 26400PE 14:30:00
Max BN Gap India

Include Date Profit Profit/Loss Up/Down VIX (2) BN Sell 1 Lot ATM PE
Day H/L  Change  CE
  
-164.85 3341.76 -5921.21

53.7 15.43 -
 21 Sep 2018 (Fri) -2578 1286/-3606 - (25838.10- (315.12-181.45 = (227.65-464.5 = 236.85)
(0.2%) 15.37
25673.25) -133.67) 25800CE 25800PE 14:30:00
-105.90 1961.34 -928.34

48.15 16.71 -
 24 Sep 2018 (Mon) 1032 1696/-526 - (25044.65- (303.63-225.18 = -78.45) (215.77-252.9 = 37.13)
(0.19%) 17.69
24938.75) 25000CE 25000PE
565.15 -6693.71 3887.64

-22.65 17.8 -
 25 Sep 2018 (Tue) -2806 580/-3885 - (24825.65- (257.35-525.1 = 267.75) (209.19-53.68 = -155.51)
(-0.09%) 16.56
25390.80) 24800CE 14:52:00 24800PE
20.20 997.81 1326.06

194.75 17.36 - Day Open >
 26 Sep 2018 (Wed) 2323 2875/-270 (25327.75- (191.61-151.7 = -39.91) (161.62-108.58 = -53.04)
(0.77%) 17.09 PDH
25347.95) 25300CE 25300PE
-15.85 1936.66 -104.21

65.8 16.8 -
 27 Sep 2018 (Thu) 1832 2383/-184 - (25091.75- (77.52-0.05 = -77.47) (53.86-58.02 = 4.17)
(0.26%) 16.68
25075.90) 25100CE 25100PE
Max BN Gap India

  
12.30 139.9 436.14

93.65 16.91 -
 28 Sep 2018 (Fri) 575 1120/-416 - (25122.35- (282.94-277.35 = -5.6) (263.83-246.39 = -17.45)
(0.37%) 16.82
25134.65) 25100CE 25100PE
e r s .
h o th
-175.95 17.96 -
336.70 -4303
w t
i(243.09-60.6
4562.36
 1 Oct 2018 (Mon) 258 1247/-168
(-0.7%) 16.58
- (25050.60-
r
(220.77-392.89 =
ha e = -182.49)
25387.30)
t s
172.12) 25100CE 25100PE
. D o no
n l y
-269.35 3440.75 -2895.59
eo
-76.45 17.56 -
 3 Oct 2018 (Wed) 544 783/-323
(-0.3%) 18.13
lu
-
s (25337.85- (161.62-23.99 = (111.33-227.15 = 115.82)
o n a 25068.50) -137.63) 25300CE 25300PE 14:35:00
pe rs
f o r 19.16 -
i s
141.20 -927 1291.92
.in
-334.75 Day Open <
k
 4 Oct 2018 (Thu) 364 405/-494 (24594.80- (35.64-72.72 = 37.08) (51.73-0.05 = -51.68)
mo c (-1.34%) 19.44 PDL

24736.00) 24600CE 14:08:00 24600PE
t oc k
by s
P D F
is
Th
Max

-440.75 5025.36 -8497.5

-77.65 19.65 -
 5 Oct 2018 (Fri) -3471 2184/-3448 - (24784.75- (321.25-120.24 = (326.7-666.6 = 339.9)
(-0.31%) 20.28
24344.00) -201.01) 24800CE 24800PE 15:20:00
193.05 -2824.69 3154.89

27.3 21.25 -
 8 Oct 2018 (Mon) 329 954/-811 - (24432.45- (265.91-378.9 = (275.17-148.97 = -126.2)
(0.11%) 20.21
24625.50) 112.99) 24400CE 24400PE
-45.35 1255.58 -618.98

85.3 19.91 -
 9 Oct 2018 (Tue) 636 966/-125 - (24588.95- (203.69-153.47 = (230.67-255.43 = 24.76)
(0.35%) 19.76
24543.60) -50.22) 24600CE 24600PE
81.55 -1163.15 1881.29

68.95 18.17 -
 10 Oct 2018 (Wed) 717 1112/-71 - (25225.65- (108.26-154.78 = (167.16-91.91 = -75.25)
(0.28%) 17.91
25307.20) 46.53) 25200CE 25200PE
-39.25 1897.06 -1145.88

-779.95 19.86 - Day Open <
 11 Oct 2018 (Thu) 750 804/-90 (24835.75- (75.93-0.05 = -75.88) (44.05-89.89 = 45.84)
(-3.08%) 20.54 PDL
24796.50) 24800CE 24800PE 14:17:00
Max

-2.35 -20.98 157.15

218 18.68 - Day Open >
 12 Oct 2018 (Fri) 135 1173/-34 (25354.95- (246.51-247.35 = (328.78-322.49 = -6.29)
(0.88%) 18.84 PDH
25352.60) 0.84) 25400CE 25400PE
140.45 -2142.75 1880.94

48.15 18.83 -
 15 Oct 2018 (Mon) -261 806/-382 - (25268.15- (173.05-258.76 = (272.84-197.61 = -75.24)
(0.19%) 18.81
25408.60) 85.71) 25300CE 25300PE
-70.20 1129.67 -816.65

26.15 17.48 -
 16 Oct 2018 (Tue) 313 899/-1 - (25627.55- (173-127.82 = -45.19) (127.12-159.78 = 32.67)
(0.1%) 17.45
25557.35) 25600CE 25600PE
-316.90 711.54 -1153.6

249.45 17.21 - Day Open >
 17 Oct 2018 (Wed) -441 403/-570 (25472.75- (28.51-0.05 = -28.46) (44.35-90.5 = 46.14)
(0.97%) 18.03 PDH
25155.85) 25500CE 25500PE 14:33:00
Max

e r s .
h o 2174.02 th
i t
re w (334.97-248.01 =
127.55 -1385.11
-222.1 19.96 - Day Open <
ha
 19 Oct 2018 (Fri) 788 1385/0 (24972.70- (265.27-320.68 =
(-0.88%) 19.86 PDL
t s
no
25100.25) 55.4) 25000CE -86.96) 25000PE
l y . Do
> n
Day Open o
e
-194.15 2001.64 -2731.51
 22 Oct 2018 (Mon) -728 550/-1086
398.45 20.45 -
l u s (25298.05- (203.84-123.78 = (261.41-370.67 =
(1.59%)
n
21.34
o a PDH
s
25103.90) -80.07) 25300CE 109.26) 25300PE
r per
fo
is -291.7
ck.in
229.15 -3667.78 2170.24
19.89 - Day Open <
o
 23 Oct 2018 (Tue) -1496 60/-1426 (24815.45- (207.9-354.61 = (199.98-113.17 =
ckm
(-1.16%) 19.02 PDL
25044.60) 146.71) 24800CE -86.81) 24800PE
s t o
Fby
PD
121.80 -1524.49 1388
Th i
 s 24 Oct 2018 (Wed) -136 802/-1463
340.25
(1.36%)
18.39 -
18.43
Day Open >
PDH
(24975.15-
25096.95)
(146.27-207.25 =
60.98) 25000CE
(156.47-100.95 =
-55.52) 25000PE
110.20 1290.79 2739.8

-222.7 19.79 -
 25 Oct 2018 (Thu) 4029 4117/-203 - (24760.45- (56.48-4.85 = -51.63) (109.64-0.05 =
(-0.89%) 18.87
24870.65) 24800CE -109.59) 24800PE
Max

-273.75 2794 -4560.44

-45.6 19.17 -
 26 Oct 2018 (Fri) -1765 528/-1973 - (24675.10- (267.3-155.54 = (283.04-465.46 =
(-0.18%) 19.55
24401.35) -111.76) 24700CE 182.42) 24700PE
159.55 -2382.13 2384.24

226.9 20.43 -
 29 Oct 2018 (Mon) 1 599/-101 - (24832.45- (237.06-332.34 = (236.21-140.84 =
(0.93%) 19.72
24992.00) 95.29) 24800CE -95.37) 24800PE
-156.45 1823.26 -1869.29

-34.95 20.06 -
 30 Oct 2018 (Tue) -46 561/-1234 - (24963.20- (192.06-119.13 = (209.04-283.81 =
(-0.14%) 20.55
24806.75) -72.93) 25000CE 74.77) 25000PE
128.60 -753.24 1259.3

16.05 20.25 -
 31 Oct 2018 (Wed) 505 787/-66 - (24968.70- (139.05-169.18 = (156.32-105.95 =
(0.06%) 19.91
25097.30) 30.13) 25000CE -50.37) 25000PE
-32.65 949.14 -1287.5

131.95 19.22 - Day Open >
 1 Nov 2018 (Thu) -338 95/-1322 (25370.75- (38.02-0.05 = -37.97) (49.5-101 = 51.5)
(0.52%) 19.22 PDH
25338.10) 25400CE 25400PE 14:06:00
Max

-130.60 1399.01 -910.14

221.7 18.16 - Day Open >
 2 Nov 2018 (Fri) 488 844/-488 (25828.60- (182.16-126.2 = (179.73-216.14 =
(0.88%) 18.45 PDH
25698.00) -55.96) 25800CE 36.41) 25800PE
56.65 -788.01 1257.1

29.9 19.59 -
 5 Nov 2018 (Mon) 468 902/-45 - (25685.25- (112.91-144.43 = (130.68-80.4 = -50.28)
(0.12%) 19.33
25741.90) 31.52) 25700CE 25700PE
-45.50 345.24 -226.79

15.2 18.44 -
 6 Nov 2018 (Tue) 118 1220/-668 - (25654.55- (13.86-0.05 = -13.81) (81.58-90.65 = 9.07)
(0.06%) 18.4
25609.05) 25700CE 25700PE
e r s .
h o th
i t
re w
t sha
Spot o
no
D
Max
BN Gap India BN Prev Day
n l y . (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM

Up/Down  VIX  H/L 
e o Change CE PE
us

n a l
e r s o-
r p 17.8
44.75 -1493.39 1346.37
o
5.05 18.21
 9 Nov 2018 (Fri) -147 245/-116
is f - (25717.35- (194.68-254.42 = (223.89-170.03 =
.in
(0.02%)
k
25762.10) 59.74) 25700CE -53.85) 25700PE
mo c
s t o ck -77.00 723.31 -730.8
 12 Nov 2018 y
b (Mon) -8
45.15 19.27 -
F
384/-57 - (25591.15- (175.18-146.25 = (187.11-216.34 =
PD
(0.18%) 19.38
i s
25514.15) -28.93) 25600CE 29.23) 25600PE
Th
55.65 -643.19 659.64
-117.75 18.72 - Day Open <
 13 Nov 2018 (Tue) 16 409/-150 (25705.05- (161.12-186.85 = (136.27-109.89 =
(-0.46%) 18.78 PDL
25760.70) 25.73) 25700CE -26.39) 25700PE
-12.15 -105.95 951.73

183.8 19.02 - Day Open >
 14 Nov 2018 (Wed) 845 1073/-70 (25914.60- (99.79-104.03 = 4.24) (125.38-87.31 =
(0.71%) 18.82 PDH
25902.45) 25900CE -38.07) 25900PE
-24.70 369.99 999.4

16.05 18.41 -
 15 Nov 2018 (Thu) 1368 1691/-470 - (26159.30- (14.85-0.05 = -14.8) (80.98-41.01 = -39.98)
(0.06%) 18.57
26134.60) 26200CE 26200PE
Max

17.15 -96.91 563.56

50.6 18.67 - Day Open >
 16 Nov 2018 (Fri) 466 810/-51 (26223.45- (229.38-233.26 = (221.51-198.97 = -22.54)
(0.19%) 18.86 PDH
26240.60) 3.88) 26200CE 26200PE
-5.20 -32.68 170.51

119.05 19.53 - Day Open >
 19 Nov 2018 (Mon) 137 596/-209 (26339.80- (224.68-225.99 = (204.83-198.01 = -6.82)
(0.45%) 19.02 PDH
26334.60) 1.31) 26300CE 26300PE
-48.25 402.89 193.41

-89.2 19.04 -
 20 Nov 2018 (Tue) 595 943/-36 - (26136.40- (174.69-158.57 = (149.49-141.75 = -7.74)
(-0.34%) 19.32
26088.15) -16.12) 26100CE 26100PE
-15.95 235.9 -145.48

-7.9 19.42 -
 21 Nov 2018 (Wed) 89 591/-12 - (26280.80- (112.86-103.42 = (88.06-93.88 = 5.82)
(-0.03%) 19.43
26264.85) -9.44) 26300CE 26300PE
-142.50 1270.89 -655.34

-28.4 19.83 -
 22 Nov 2018 (Thu) 615 1068/-162 - (26149.40- (50.89-0.05 = -50.84) (25.2-51.41 = 26.21)
(-0.11%) 19.47
26006.90) 26100CE 26100PE 14:51:00
Max

103.00 -1398.11 1894.29

96.55 20.08 -
 26 Nov 2018 (Mon) 496 728/0 - (26271.80- (141.03-196.95 = 55.92) (186.42-110.65 =
(0.37%) 20.33
26374.80) 26300CE -75.77) 26300PE
e r s .
h o th877.81
24.30 -347.21
i t
re w -35.11) 26400PE
-79.5 18.35 -
 27 Nov 2018 (Tue) 530 872/-53 - (26409.55- (125.04-138.93 = 13.89) (149.24-114.13 =
ha
(-0.3%) 18.21
26433.85)
t s 26400CE
no
l y . Do
on(26516.20-
-73.50 992.19 -471.46
e
46.55 18.8 -
us
 28 Nov 2018 (Wed) 520 752/-237 - (87.76-48.08 = -39.69) (116.08-134.94 =
l
(0.18%) 18.1
o n a 26442.70) 26500CE 18.86) 26500PE
e r s
fo r p 18.43 -
is
145.80 -1299.09 826.63
.in
183.65 Day Open >
k
 29 Nov 2018 (Thu) -472 0/-943 (26837.85- (49.95-101.91 = 51.96) (33.12-0.05 = -33.07)
mo c (0.69%) 18.78 PDH

26983.65) 26800CE 14:03:00 26800PE
t oc k
by s
P D F
is
Th
Max

57.40 231.03 285.2

69.7 19.71 - Day Open >
 30 Nov 2018 (Fri) 515 826/-1 (26828.45- (237.5-228.26 = -9.24) (195.23-183.82 =
(0.26%) 19.07 PDH
26885.85) 26800CE -11.41) 26800PE
-5.65 252.52 -196.14

169.95 19.16 - Day Open >
 3 Dec 2018 (Mon) 55 439/0 (26868.15- (204.93-194.83 = (190.87-198.72 = 7.85)
(0.63%) 18.12 PDH
26862.50) -10.1) 26900CE 26900PE
-19.30 443.37 -84.45

-48.05 18.22 -
 4 Dec 2018 (Tue) 358 630/-30 - (26722.05- (197.01-179.28 = (127.22-130.59 = 3.38)
(-0.18%) 17.71
26702.75) -17.73) 26700CE 26700PE
-10.05 537.36 700.39

-121.7 18.11 - Day Open <
 5 Dec 2018 (Wed) 1237 1619/-235 (26535.20- (158.4-136.91 = (95.58-67.57 = -28.02)
(-0.46%) 18.26 PDL
26525.15) -21.49) 26500CE 26500PE
21.45 717.7 1218.79

-180.5 18.39 - Day Open <
 6 Dec 2018 (Thu) 1936 1957/-1 (26181.15- (28.81-0.1 = -28.71) (49.05-0.3 = -48.75)
(-0.68%) 19.39 PDL
26202.60) 26200CE 26200PE
Max BN Gap
India BN Prev Spot (1) BN Sell 1 Lot (2) BN Sell 1 Lot ATM
VIX  Day H/L  Change  ATM CE PE
 
244.55 -3843.5 2469.69

109.1 19.31 -
 7 Dec 2018 (Fri) -1373 859/-1054 - (26386.90- (310.86-464.6 = (302-203.21 = -98.79)
(0.42%) 18.67
26631.45) 153.74) 26400CE 26400PE
-18.75 -52.99 -962.94

-520.65 18.59 - Day Open <
 10 Dec 2018 (Mon) -1015 153/-937 (26128.45- (342.39-344.51 = (274.28-312.8 = 38.52)
(-1.96%) 2061.75 PDL
26109.70) 2.12) 26100CE 26100PE
194.25 -2635.21 1864.75

-500.4 20.44 - Day Open <
 11 Dec 2018 (Tue) -770 728/-561 (26009.65- (210.72-316.13 = (192.41-117.82 = -74.59)
(-1.92%) 1806.5 PDL
26203.90) 105.41) 26000CE 26000PE
98.80 -1523.14 647.79

122.85 17.95 - Day Open >
 12 Dec 2018 (Wed) -875 205/-986 (26535.90- (138.6-199.53 = (74.75-48.83 = -25.91)
(0.47%) 1612 PDH
26634.70) 60.93) 26500CE 26500PE
-83.20 1049.38 -1233.42

200.3 15.81 - Day Open >
 13 Dec 2018 (Thu) -183 237/-387 (26907.15- (42.03-0.05 = -41.98) (47.42-96.76 = 49.34)
(0.75%) 1534.25 PDH
26823.95) 26900CE 26900PE 14:17:00
e r s .
h o th
i t
ATMw
Max BN Gap
(1) BN Sell 1 Lot e
r
s h a CE
not
 
l y . Do
e on 27.35 -99.15 152.56
us
-5.5 15.55 -
l
 14 Dec 2018 (Fri) 53 535/-22 - (26785.55- (201.32-205.28 = 3.97) (205.38-199.27 =
(-0.02%) 1512.25
o n a
s
26812.90) 26800CE -6.1) 26800PE
e r
f o rp
is89.45 15.16 -
ck.in
57.05 -583.74 546.36
Day Open >
o
 17 Dec 2018 (Mon) -38 312/-107 (26958.15- (153.4-176.75 = 23.35) (170.58-148.72 =
ckm
(0.33%) 1454.5 PDH
27015.20) 27000CE -21.85) 27000PE
s t o
Fby
s P D 254.75 -4197.25 1870.94
i
-98.5 14.54 -
Th
 18 Dec 2018 (Tue) -2325 14/-2446 - (26941.95- (161.37-329.26 = 167.89) (117.66-42.82 =
(-0.36%) 1458
27196.70) 26900CE 14:51:00 -74.84) 26900PE
-55.85 494.4 -450

54.35 14.58 - Day Open >
 19 Dec 2018 (Wed) 43 514/-11 (27333.40- (135.98-116.2 = -19.78) (101.08-119.08 = 18)
(0.2%) 1474.75 PDH
27277.55) 27300CE 27300PE
118.65 -700.4 1628.52

-169.75 14.66 - Day Open <
 20 Dec 2018 (Thu) 928 965/0 (27169.25- (26.93-54.94 = 28.02) (65.19-0.05 = -65.14)
(-0.62%) 1433.5 PDL
27287.90) 27200CE 14:15:00 27200PE
Max

-51.15 1276.78 -95.51

-13.85 14.33 -
 21 Dec 2018 (Fri) 1180 1489/-35 - (26958.00- (216.71-165.64 = (181.62-185.44 = 3.82)
(-0.05%) 1603.5
26906.85) -51.07) 27000CE 27000PE
-72.40 1445.17 -394.39

7.4 15.99 -
 24 Dec 2018 (Mon) 1050 1297/-178 - (26797.35- (188.25-130.44 = (108.45-124.23 = 15.78)
(0.03%) 1547.5
26724.95) -57.81) 26800CE 26800PE
146.85 -2299.86 1942.16

-80.75 15.75 - Day Open <
 26 Dec 2018 (Wed) -357 1150/-241 (26869.05- (126.67-218.66 = (131.62-53.93 = -77.69)
(-0.3%) 1624.5 PDL
27015.90) 91.99) 26900CE 26900PE
-217.90 1555.51 -1042.88

213.85 15.92 - Day Open >
 27 Dec 2018 (Thu) 511 559/-34 (27091.75- (62.27-0.05 = -62.22) (40.09-81.81 = 41.72)
(0.79%) 1596.75 PDH
26873.85) 27100CE 27100PE 14:18:00
Max

-53.75 596.92 -379.95

169.85 16.07 -
 28 Dec 2018 (Fri) 215 521/-78 - (27178.85- (202.95-179.07 = -23.88) (177.36-192.56 =
(0.63%) 1512
27125.10) 27200CE 15.2) 27200PE
-31.60 58.74 -53.54

142.55 15.27 - Day Open >
 31 Dec 2018 (Mon) 4 382/0 (27184.75- (181.17-178.82 = -2.35) (148.5-150.64 =
(0.53%) 1599.5 PDH
27153.15) 27200CE 2.14) 27200PE
350.55 -3342.35 2947.18

71.2 16 -
 1 Jan 2019 (Tue) -394 171/-1323 - (27062.45- (128.5-262.2 = 133.69) (149-31.11 =
(0.26%) 1525.25
27413.00) 27100CE 14:32:00 -117.89) 27100PE
e r s .
h o th585.83
17.75 -482.14
i t
re w -23.43) 27100PE
-95.4 15.33 -
 2 Jan 2019 (Wed) 102 477/-445 - (27142.65- (122.22-141.5 = 19.29) (99.94-76.51 =
ha
(-0.35%) 1638.75
27160.40)
t s 27100CE
no
l y . Do
on(27012.10-
-69.00 1103.83 -139.99
e
6.9 16.39 -
us
 3 Jan 2019 (Thu) 963 1562/-190 - (44.2-0.05 = -44.15) (29.7-35.3 = 5.6)
l
(0.03%) 16.82
o n a 26943.10) 27000CE 27000PE
e r s
fo rp
Expiry: n
10 JAN
o c k
s t ckm Max
oProfit
Include
Fby
Date Profit/Loss
This

25.60 -278.19 639.2

39.85 16.79 -
 4 Jan 2019 (Fri) 360 691/-297 - (27179.40- (218.34-229.47 = 11.13) (189.24-163.67 =
(0.15%) 16.05
27205.00) 27200CE -25.57) 27200PE
-124.25 1536.45 -1584.12

183.65 16.16 - Day Open >
 7 Jan 2019 (Mon) -48 408/-92 (27419.85- (167.51-106.05 = -61.46) (161.87-225.23 =
(0.68%) 16.2 PDH
27295.60) 27400CE 63.36) 27400PE
112.25 -1747.26 1418.7

-2.65 16.3 -
 8 Jan 2019 (Tue) -328 417/-281 - (27395.60- (127.41-197.3 = 69.89) (150.68-93.93 =
(-0.01%) 1581.25
27507.85) 27400CE -56.75) 27400PE
224.10 -2142.4 2315.79

141.75 15.7 - Day Open >
 9 Jan 2019 (Wed) 173 431/-450 (27496.75- (82.37-168.06 = 85.7) (126.77-34.14 =
(0.52%) 1522 PDH
27720.85) 27500CE 14:51:00 -92.63) 27500PE
-18.15 1305.15 543.24

-6.85 15.27 -
 10 Jan 2019 (Thu) 1848 1899/-325 - (27549.80- (60.54-8.33 = -52.21) (21.78-0.05 = -21.73)
(-0.02%) 1527.5
27531.65) 27500CE 27500PE
Max

26.85 111.93 194.79

74.25 15.35 -
 11 Jan 2019 (Fri) 305 628/-71 - (27405.40- (233.34-228.87 = -4.48) (166.77-158.97 =
(0.27%) 1544.5
27432.25) 27400CE -7.79) 27400PE
-34.20 188.99 -231.86

-64.7 15.35 -
 14 Jan 2019 (Mon) -43 356/0 - (27281.10- (173.25-165.69 = -7.56) (156.62-165.89 =
(-0.24%) 1609.5
27246.90) 27300CE 9.27) 27300PE
-1.90 -410.7 210.94

69.3 16.16 -
 15 Jan 2019 (Tue) -199 182/-128 - (27392.95- (143.25-159.68 = 16.43) (119.79-111.35 =
(0.25%) 1563
27391.05) 27400CE -8.44) 27400PE
-52.00 915.46 -297.35

15.58 -
 16 Jan 2019 (Wed) 617 818/-1 4.9 (0.02%) - (27509.15- (104.69-68.07 = -36.62) (88.8-100.7 = 11.89)
1602
27457.15) 27500CE 27500PE
139.15 -234.32 1213.96

84.9 16.08 - Day Open >
 17 Jan 2019 (Thu) 978 999/0 (27362.25- (9.01-18.38 = 9.37) (48.61-0.05 = -48.56)
(0.31%) 1621 PDH
27501.40) 27400CE 14:14:00 27400PE
e r s .
h o th
Max BN Gap
i t
re w
ha
 
t s
no
l y . Do
on(27534.55-
-66.50 399.52 -508.45
e
21.3 16.24 -
us
 18 Jan 2019 (Fri) -108 257/-148 - (213.84-197.86 = (151.82-172.15 = 20.34)
l
(0.08%) 1662.5
o n a 27468.05) -15.98) 27500CE 27500PE
e r s
f o r p 16.62 -
is
-50.95 577.03 -534.4
.in
57.85
k
 21 Jan 2019 (Mon) 42 287/-38 - (27578.70- (162.36-139.28 = (178.2-199.58 = 21.38)
o c (0.21%) 1807.25
ckm
27527.75) -23.08) 27600CE 27600PE
y s to
 22D
b
JanF2019 (Tue)
-8.05 91.25 -39.15
P
-7.05 18.15 -
Th i s 51 253/-58
(-0.03%) 17.92
- (27471.90-
27463.85)
(139.29-135.64 =
-3.65) 27500CE
(147.51-149.08 = 1.57)
27500PE
-267.65 2145.04 -2428.22

10.85 17.99 -
 23 Jan 2019 (Wed) -282 340/-985 - (27500.10- (109.89-24.09 = (93.36-190.49 = 97.13)
(0.04%) 18.16
27232.45) -85.8) 27500CE 27500PE 15:06:00
107.65 -590.13 1013.49

22.75 18.09 -
 24 Jan 2019 (Thu) 423 1772/-361 - (27199.20- (43.56-67.17 = (40.59-0.05 = -40.54)
(0.08%) 17.26
27306.85) 23.61) 27200CE 27200PE
Max

-154.60 1810.05 -2443.8

-4.95 17.43 -
 25 Jan 2019 (Fri) -632 201/-2184 - (27284.65- (205.72-133.32 = -72.4) (169.19-266.94 =
(-0.02%) 17.61
27130.05) 27300CE 97.75) 27300PE
88.15 -614.27 1275.26

-73.85 17.69 - Day Open <
 28 Jan 2019 (Mon) 660 1489/-32 (26617.85- (266.36-290.93 = 24.57) (192.21-141.2 =
(-0.27%) 18.83 PDL
26706.00) 26600CE -51.01) 26600PE
157.20 -2147.62 1917.36

-36.8 18.9 -
 29 Jan 2019 (Tue) -230 775/-334 - (26512.55- (232.7-318.6 = 85.9) (150.73-74.03 =
(-0.14%) 18.19
26669.75) 26500CE -76.69) 26500PE
0.50 296.32 429.26

216.35 18.43 - Day Open >
 30 Jan 2019 (Wed) 724 875/-346 (26816.75- (113.21-101.35 = -11.85) (107.46-90.29 =
(0.81%) 18.1 PDH
26817.25) 26800CE -17.17) 26800PE
91.25 -903.82 1580.26

143.65 17.85 - Day Open >
 31 Jan 2019 (Thu) 675 1237/-295 (27173.25- (34.75-70.9 = 36.15) (63.26-0.05 = -63.21)
(0.54%) 17.15 PDH
27264.50) 27200CE 15:00:00 27200PE
Max

-107.00 1584.32 -571.45

39.1 15.81 - Day Open >
 1 Feb 2019 (Fri) 1012 1235/-1931 (27190.10- (197.7-134.33 = (241.56-264.42 = 22.86)
(0.14%) 15.65 PDH
27083.10) -63.37) 27200CE 27200PE
175.85 -2724.5 2552.68

-111.95 16.1 -
 4 Feb 2019 (Mon) -171 289/-1120 - (26991.10- (175.03-284.01 = (195.18-93.07 = -102.11)
(-0.41%) 15.69
27166.95) 108.98) 27000CE 27000PE
e r s .
h o th
39.45 15.76 -
1.05 -64.7
t
(128.11-130.69 = wi(194.83-162.51
808.08
 5 Feb 2019 (Tue) 742 968/-43
(0.15%) 15.75
- (27252.65-
ha r e = -32.32)
27253.70)
t s
2.59) 27300CE 27300PE
o no
n l y .D
19.40 -320.9 772.55
eo
54.5 15.63 -
 6 Feb 2019 (Wed) 451 620/-137
(0.2%) 15.64
lu
-
s (27387.95- (105.44-118.27 = (145.18-114.28 = -30.9)
o n a 27407.35) 12.84) 27400CE 27400PE
pe rs
f o r 15.25 -
i s
-185.60 1629.76 -659.2
.in
21.75
k
 7 Feb 2019 (Thu) 970 1638/0 - (27528.45- (65.24-0.05 = -65.19) (25.34-51.71 = 26.37)
o c (0.08%) 15.44
ckm
27342.85) 27500CE 27500PE 15:06:00
s t o
Fby
P D
This
Max BN Gap India

  
-168.75 2050.26 -1753.29

-84.5 15.37 - Day Open <
 8 Feb 2019 (Fri) 296 765/-52 (27424.95- (187.56-105.55 = (179.34-249.47 = 70.13)
(-0.31%) 15.54 PDL
27256.20) -82.01) 27400CE 27400PE
42.45 -204.15 632.99

-53.9 16.05 -
 11 Feb 2019 (Mon) 428 615/-32 - (27220.95- (174.24-182.41 = 8.17) (129.05-103.73 = -25.32)
(-0.2%) 15.67
27263.40) 27200CE 27200PE
-194.70 2249.87 -2611.05

-60.9 15.72 -
 12 Feb 2019 (Tue) -361 247/-867 - (27185.10- (154.79-64.79 = -89.99) (100.39-204.83 = 104.44)
(-0.22%) 15.7
26990.40) 27200CE 27200PE 14:50:00
-145.00 1639.82 -1262.89

58.1 15.71 -
 13 Feb 2019 (Wed) 376 821/-295 - (26989.30- (102.81-37.22 = -65.59) (93.26-143.77 = 50.52)
(0.22%) 15.76
26844.30) 27000CE 27000PE
77.85 -1102.1
92.6 15.84 - 857.54
 14 Feb 2019 (Thu) -243 83/-579 - (26907.10- (42.37-86.46 = 44.08)
(0.34%) 15.68 (34.4-0.1 = -34.3) 26900PE
26984.95) 26900CE 14:08:00
Max BN Gap
 
23.20 138.92 565.26

46.6 16.95 -
 15 Feb 2019 (Fri) 703 1488/-44 - (26755.70- (209.88-204.32 = (228.15-205.53 = -22.61)
(0.17%) 16.39
26778.90) -5.56) 26800CE 26800PE
-121.20 1155.7 -1471.91

-39.65 17.7 -
 18 Feb 2019 (Mon) -315 721/-121 - (26748.70- (236.46-190.23 = (147.16-206.04 = 58.88)
(-0.15%) 18.1
26627.50) -46.23) 26700CE 26700PE
-298.55 3487.38 -2817.05

12.3 17.61 -
 19 Feb 2019 (Tue) 670 843/-324 - (26949.25- (184.29-44.79 = (108.31-220.99 = 112.68)
(0.05%) 18.39
26650.70) -139.5) 26900CE 26900PE 14:58:00
99.55 -787.82 1580.22

101.15 17.3 -
 20 Feb 2019 (Wed) 792 936/-547 - (26855.25- (90.04-121.55 = (120.83-57.62 = -63.21)
(0.38%) 17.13
26954.80) 31.51) 26900CE 26900PE
2.50 592.74 513.24

39.25 16.33 - Day Open >
 21 Feb 2019 (Thu) 1104 1379/-36 (27060.20- (23.76-0.05 = -23.71) (66.18-45.65 = -20.53)
(0.15%) 15.89 PDH
27062.70) 27100CE 27100PE
e r s .
h o th
Max i t
(1) BN Sell 1 Lot w (2) BN Sell 1 Lot ATM
re
sh a
t
n o

l y . Do
Day Open < on
se (26888.90-
-24.65 544.05 -309.33
-92.35 15.63 -
 22 Feb 2019 (Fri) 234 522/-113
a l u (212.65-190.89 = (147.51-159.88 = 12.37)
n
(-0.34%) 15.49 PDL
er s o 26864.25) -21.76) 26900CE 26900PE
r p
i s fo
n
.i (0.25%) 15.3
92.40 -1426.7 1013.56
k
66.65 15.72 -
 25 Feb 2019 (Mon) -412
mo c
157/-857 - (27047.40- (175.13-232.2 = (115.43-74.89 = -40.54)
to c k 27139.80) 57.07) 27000CE 27000PE
b y s
D F
is P
-60.45 610.23 -565.41
-305.45 17 - Day Open <
Th
26 Feb 2019 (Tue) 44 432/-772 (27009.30- (146.62-122.21 = (147.11-169.73 = 22.62)
(-1.12%) 17.1 PDL
26948.85) -24.41) 27000CE 27000PE
-38.35 1341.99 4.37

125.15 18.67 -
 27 Feb 2019 (Wed) 1345 1807/-99 - (26826.25- (185.08-131.4 = (136.32-136.15 = -0.17)
(0.46%) 19.14
26787.90) -53.68) 26800CE 26800PE
-68.05 905.82 -1460.03

78.7 18.13 -
 28 Feb 2019 (Thu) -553 1092/-524 - (26872.45- (36.28-0.05 = -36.23) (56.13-114.53 = 58.4)
(0.29%) 17.86
26804.40) 26900CE 26900PE 15:03:00
Max

47.25 -628.73 531.84

151.1 16.53 - Day Open >
 1 Mar 2019 (Fri) -97 363/-99 (26981.15- (199.98-225.13 = 25.15) (164.34-143.07 =
(0.56%) 16.5 PDH
27028.40) 27000CE -21.27) 27000PE
180.00 -2575 2011.73

24.25 15.76 -
 5 Mar 2019 (Tue) -562 449/-639 - (27364.10- (99-202 = 103) 27400CE (161.37-80.9 =
(0.09%) 15.74
27544.10) 14:57:00 -80.47) 27400PE
112.05 -1032.08 1299.13

64.05 15.64 - Day Open >
 6 Mar 2019 (Wed) 266 425/-315 (27523.50- (93.7-134.99 = 41.28) (92.47-40.5 = -51.97)
(0.23%) 15.58 PDH
27635.55) 27500CE 27500PE
73.90 -437.75 1483.71

35.35 15.35 -
 7 Mar 2019 (Thu) 1045 1075/0 - (27684.15- (16.83-34.34 = 17.51) (59.45-0.1 = -59.35)
(0.13%) 15.28
27758.05) 27700CE 14:10:00 27700PE
Max

83.95 -1194.11 1175.56

-78.45 15.12 -
 8 Mar 2019 (Fri) -19 403/-270 - (27675.90- (187.06-234.82 = 47.76) (169.64-122.61 =
(-0.28%) 14.93
27759.85) 27700CE -47.02) 27700PE
-11.10 150.06 -83.6

78.3 14.96 - Day Open >
 11 Mar 2019 (Mon) 65 288/-121 (27977.70- (150.33-144.33 = -6) (135.53-138.88 =
(0.28%) 14.88 PDH
27966.60) 28000CE 3.34) 28000PE
70.50 -1927.13 1144.63

201.55 14.95 - Day Open >
 12 Mar 2019 (Tue) -782 241/-1601 (28347.10- (136.08-213.16 = 77.09) (123.4-77.62 =
(0.72%) 14.99 PDH
28417.60) 28300CE -45.79) 28300PE
e r s .
h o th448.95
-7.80 893.72
i t
re w -17.96) 28900PE
36.6 15.29 -
 13 Mar 2019 (Wed) 1342 1540/-239 - (28909.50- (135.23-99.48 = -35.75) (120.98-103.02 =
ha
(0.13%) 15.25
28901.70)
t s 28900CE
no
l y . Do
on(28904.80-
24.30 -1443.29 881.05
e
144.6 15.22 - Day Open >
us
 14 Mar 2019 (Thu) -561 408/-1141 (55.49-113.22 = 57.73) (35.34-0.1 = -35.24)
l
(0.5%) 15.1 PDH
o n a 28929.10) 28900CE 14:28:00 28900PE
e r s
f o rp
Expiry: n
20 MAR
o c k
s t ckm Max
oProfit
Include
Fby
Date Profit/Loss
This

-88.05 1242.61 -753.69

83.9 15.87 -
 15 Mar 2019 (Fri) 488 894/-263 - (29493.50- (251.86-202.15 = -49.7) (204.93-235.08 =
(0.29%) 15.88
29405.45) 29500CE 30.15) 29500PE
174.65 -2443.88 1680.64

140.15 16.92 - Day Open >
 18 Mar 2019 (Mon) -762 1043/-547 (29497.10- (229.33-327.09 = 97.75) (189.49-122.26 =
(0.48%) 16.96 PDH
29671.75) 29500CE -67.23) 29500PE
-14.60 475.76 267.22

106.5 16.7 -
 19 Mar 2019 (Tue) 742 970/-63 - (29769.10- (145.38-126.35 = -19.03) (125.83-115.14 =
(0.36%) 16.35
29754.50) 29800CE -10.69) 29800PE
97.25 -818.85 1232.53

1.8 16.1 -
 20 Mar 2019 (Wed) 413 450/-63 - (29766.50- (31.48-64.24 = 32.75) (49.35-0.05 = -49.3)
(0.01%) 15.96
29863.75) 29800CE 14:16:00 29800PE
Max BN Gap
 
-196.30 2887.56 -2341.02

88.55 16.41 - Day Open >
 22 Mar 2019 (Fri) 545 796/-249 (29790.60- (269.53-154.03 = -115.5) (195.67-289.31 =
(0.3%) 16.19 PDH
29594.30) 29800CE 93.64) 29800PE
22.95 9.34 71.66

-253.1 16.83 - Day Open <
 25 Mar 2019 (Mon) 80 458/-96 (29252.75- (188.99-188.62 = -0.37) (175.58-172.71 =
(-0.86%) 16.54 PDL
29275.70) 29300CE -2.87) 29300PE
450.30 -4436.73 2078.84

19.2 16.23 -
 26 Mar 2019 (Tue) -2357 203/-3002 - (29490.20- (170.58-348.05 = 177.47) (115.98-32.83 =
(0.07%) 16.38
29940.50) 29500CE 14:42:00 -83.15) 29500PE
40.50 528.75 1287.82

152 17.36 - Day Open >
 27 Mar 2019 (Wed) 1816 1996/-577 (29978.95- (147.96-126.81 = -21.15) (159.84-108.32 =
(0.51%) 17.18 PDH
30019.45) 30000CE -51.51) 30000PE
38.20 1448.65 1476.31

16.88 -
 28 Mar 2019 (Thu) 2924 2978/0 45 (0.15%) - (30398.90- (61.38-3.43 = -57.95) (59.1-0.05 = -59.05)
16.4
30437.10) 30400CE 30400PE
Max BN Gap
 
e r s .
h o th
it
106.15 -451.35 1212.85
 29 Mar 2019 (Fri) 761 1565/-2
59.8 17.31 -
- (30280.25-
r
(363.73-381.78 =
e w(303.29-254.77 = -48.51)
ha
(0.2%) 17.09
30386.40)
t s
18.05) 30300CE 30300PE
.D o no
n l y
-246.70 3272.21 -3058.28
e o(30496.80-
110.8 17.79 - Day Open >
 1 Apr 2019 (Mon) 213 1107/-197
(0.36%) 17.98
lu
PDH s (312.84-181.95 = (225.97-348.3 = 122.33)
o n a 30250.10) -130.89) 30500CE 30500PE
pe rs
fo r 18.16 -
i s
136.50 -1964.33 2256.38
.in
123.6
k
 2 Apr 2019 (Tue) 292 1119/-4 - (30298.10- (254.73-333.3 = (196.91-106.66 = -90.26)
o c (0.41%) 17.97
ckm
30434.60) 78.57) 30300CE 30300PE
s t o
F b y -346.70 4563.82 -2661.26
D
is P
86.6 18.58 -
 3 Apr 2019 (Wed) 1901 2130/-170 - (30448.60- (237.7-55.15 = (102.32-208.77 = 106.45)
Th
(0.29%) 18.77
30101.90) -182.55) 30400CE 30400PE 14:57:00
-167.85 1312.94 -965.63

18.89 -
 4 Apr 2019 (Thu) 346 390/-276 54 (0.18%) - (30107.40- (52.62-0.1 = -52.52) (37.13-75.75 = 38.63)
18.4
29939.55) 30100CE 30100PE 14:05:00
Max

162.65 -2010.2 2333.54

97.95 18.47 -
 5 Apr 2019 (Fri) 323 857/-104 - (29964.05- (255.57-335.98 = 80.41) (206.61-113.27 =
(0.33%) 18.41
30126.70) 30000CE -93.34) 30000PE
45.35 -431.94 554.04

116.85 20.38 - Day Open >
 8 Apr 2019 (Mon) 121 664/-117 (29810.00- (217.8-235.08 = 17.28) (175.38-153.22 =
(0.39%) 20.15 PDH
29855.35) 29800CE -22.16) 29800PE
174.20 -2593.34 1697.25

56.2 20.37 -
 9 Apr 2019 (Tue) -895 543/-897 - (29976.15- (192.8-296.54 = 103.73) (154.09-86.2 =
(0.19%) 20.25
30150.35) 30000CE -67.89) 30000PE
-106.60 2204.82 -620.51

-197.25 21.17 -
 10 Apr 2019 (Wed) 1584 1763/-65 - (29918.20- (168.99-80.8 = -88.19) (116.23-141.05 =
(-0.66%) 21.1
29811.60) 29900CE 24.82) 29900PE
62.35 -1214.11 1030.79

38.35 21.28 -
 11 Apr 2019 (Thu) -182 1421/-177 - (29717.40- (46.68-95.24 = 48.56) (41.33-0.1 = -41.23)
(0.13%) 20.86
29779.75) 29700CE 15:06:00 29700PE
Max

23.75 -311.75 751.69

-5.55 21.18 -
 12 Apr 2019 (Fri) 439 752/-1107 - (29840.00- (267.3-279.77 = (158.99-128.93 = -30.07)
(-0.02%) 20.93
29863.75) 12.47) 29800CE 29800PE
-40.05 286.5 109.41

44.95 21.6 -
 15 Apr 2019 (Mon) 395 767/-45 - (30123.10- (182.66-171.19 = (155.83-151.45 = -4.38)
(0.15%) 21.37
30083.05) -11.46) 30100CE 30100PE
12.50 351.16 513.71

132 21.66 - Day Open >
 16 Apr 2019 (Tue) 864 1109/-251 (30542.90- (162.11-148.07 = (90.24-69.69 = -20.55)
(0.44%) 21.68 PDH
30555.40) -14.05) 30500CE 30500PE
e r s .
h o th
(35.69-0.05 = -35.64)wit(41.38-84.44 = 43.05)
-240.45 890.97 -1076.35
125.15 22.8 - Day Open >
re
 18 Apr 2019 (Thu) -185 1578/-156 (30394.60-
(0.41%) 22.67 PDH
s h a
not
30154.15) 30400CE 30400PE 15:07:00
l y . Do
e o nDay Profit: -671
us
Expiry: 25 APR 2019, Net Profit: -2687, Average
a l
nBN Prev
e r s o
Max BN Gap
o p India Spot
r VIX Day H/L Change (1) BN Sell 1 Lot ATM CE
i s f
Up/Down (2) BN Sell 1 Lot ATM PE
c

k . i n    
km o
s t o c 23.93 -220.80 2513.24 -2704.61
 22 Apr 2019 y
b
59.1
F
(Mon) -191 498/-39 - - (29875.95- (225.77-125.24 = -100.53) (188.15-296.33 = 108.18)
s P D (0.2%)
i
24.08 29655.15) 29900CE 29900PE
Th
24.69 -254.40 2757.59 -4315.7
74
 23 Apr 2019 (Tue) -1557 347/-1804 - - (29761.80- (176.91-66.61 = -110.3) (165.92-338.55 = 172.63)
(0.25%)
24.53 29507.40) 29800CE 29800PE 14:48:00
242.20 -3853.49 1906.65

70.8 23.84
 24 Apr 2019 (Wed) -1946 441/-1981 - (29616.10- (148.15-302.29 = 154.14) (94.45-18.18 = -76.27)
(0.24%) - 23.5
29858.30) 29600CE 15:04:00 29600PE
23.31 -296.90 2088.85 -1080.21

66.25 Day Open
 25 Apr 2019 (Thu) 1008 1763/0 - (29841.00- (83.66-0.1 = -83.55) (41.53-84.74 = 43.21)
(0.22%) > PDH
23.13 29544.10) 29800CE 29800PE 14:53:00
Max

123.05 -1000.37 1618.6

203.5 22.32 -
 26 Apr 2019 (Fri) 617 889/-643 - (29850.95- (165.92-205.94 = (184.83-120.09 =
(0.69%) 21.47
29974.00) 40.01) 29900CE -64.74) 29900PE
100.10 -1287.71 2554.25

-93.1 22.34 -
 30 Apr 2019 (Tue) 1265 1585/-246 - (29633.30- (162.41-213.92 = (157.06-54.89 =
(-0.31%) 21.77
29733.40) 51.51) 29600CE -102.17) 29600PE
-124.15 2092.59 -1030

-65 22.68 -
 2 May 2019 (Thu) 1061 1365/0 - (29821.95- (83.75-0.05 = -83.7) (39.6-80.8 = 41.2)
(-0.22%) 22.97
29697.80) 29800CE 29800PE 14:53:00
Max BN Gap India

  
-161.10 1319.12 -1364.88

103.05 23.62 -
 3 May 2019 (Fri) -45 456/-250 - (30076.00- (212.85-160.09 = (227.7-282.3 = 54.6)
(0.35%) 24.04
29914.90) -52.76) 30100CE 30100PE
-62.25 414.34 151.24

-327.65 26.63 - Day Open <
 6 May 2019 (Mon) 565 1145/-57 (29670.35- (222.01-205.43 = (213-206.95 = -6.05)
(-1.09%) 26.46 PDL
29608.10) -16.57) 29700CE 29700PE
-357.85 3418.56 -3529.04

131.1 25.95 -
 7 May 2019 (Tue) -110 369/-776 - (29623.80- (208.05-71.31 = (135.68-276.84 = 141.16)
(0.44%) 26.36
29265.95) -136.74) 29600CE 29600PE 14:54:00
e r s .
h o th
-26.9 26.21 -
-178.20 2194.98
t
(148.5-60.7 = -87.8) wi(132.02-209.12
-1927.6
 8 May 2019 (Wed) 266 996/-356 - (29158.65-
29200CE ar e = 77.1)
sh
(-0.09%) 26.23
t
28980.45) 29200PE
on o
24.30. D
o n ly -977.21 1925.99
e
-100.45 25.58 - Day Open <
 9 May 2019 (Thu) 948 1033/-311
(-0.35%) 25.37
lu
PDL s (28851.65- (37.57-76.66 = 39.09) (78.66-1.62 = -77.04)
o n a 28875.95) 28900CE 14:32:00 28900PE
pe rs
f o r
i n s
i 2019, Net Profit: -2376, Average Day Profit: -475
c k .
Expiry: 16 MAY
mo
s t ck Max
Include
Fby
P D Day H/L  Change  CE
This
  
-104.85 768.57 -1567.09

43 25.77 -
 10 May 2019 (Fri) -798 589/-765 - (29080.85- (263.04-232.3 = (275.62-338.3 = 62.68)
(0.15%) 26.5
28976.00) -30.74) 29100CE 29100PE
-216.20 2356.64 -2733.7

-13.85 27.2 -
 13 May 2019 (Mon) -376 587/-879 - (28899.05- (245.87-151.6 = (223.25-332.59 = 109.35)
(-0.05%) 27.08
28682.85) -94.27) 28900CE 28900PE
0.80 442.65 580.96

58.8 26.95 -
 14 May 2019 (Tue) 1023 1678/-342 - (28863.70- (203.44-185.74 = (192.06-168.82 = -23.24)
(0.21%) 27.03
28864.50) -17.71) 28900CE 28900PE
-317.45 2746.52 -4073.65

96.25 27.88 -
 15 May 2019 (Wed) -1326 756/-1338 - (28884.90- (131.32-21.46 = (156.62-319.56 = 162.95)
(0.33%) 28.59
28567.45) -109.86) 28900CE 28900PE 15:22:00
237.60 -2317.5 1418.15

9.45 28.49 -
 16 May 2019 (Thu) -898 513/-1132 - (28649.15- (89.1-181.8 = 92.7) (56.78-0.05 = -56.73)
(0.03%) 28.37
28886.75) 28600CE 14:30:00 28600PE
Max

273.60 -5635.28 2806.39

26.1 27.93 -
 17 May 2019 (Fri) -2828 226/-2727 - (29251.70- (668.89-894.3 = (750.22-637.97 = -112.26)
(0.09%) 27.73
29525.30) 225.41) 29300CE 29300PE
101.40 -619.75 2327.35

780.25 24.27 - Day Open >
 20 May 2019 (Mon) 1707 2537/-1651 (30633.70- (677.16-701.95 = (616.32-523.23 = -93.09)
(2.65%) 23.28 PDH
30735.10) 24.79) 30600CE 30600PE
-204.15 2049.08 -2106.9

102.4 24.82 - Day Open >
 21 May 2019 (Tue) -57 2059/-52 (30510.65- (627.36-545.4 = (587.02-671.3 = 84.28)
(0.33%) 26 PDH
30306.50) -81.96) 30500CE 30500PE
-10.05 -468.67 -620.91

102.25 28.34 -
 22 May 2019 (Wed) -1089 1761/-2321 - (30589.95- (663-681.75 = 18.75) (601.97-626.81 = 24.84)
(0.34%) 27.57
30579.90) 30600CE 30600PE
-285.50 2836.33 -2999.88

436 19.5 - Day Open >
 23 May 2019 (Thu) -163 2185/-618 (30786.05- (113.5-0.05 = (115.33-235.33 = 120)
(1.43%) 19.47 PDH
30500.55) -113.45) 30800CE 30800PE 14:55:00
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on(31029.05-
178.30 -2211.54 1735.6
e
276.4 16.51 -
us
 24 May 2019 (Fri) -475 1051/-1055 - (316.75-405.21 = (263.14-193.72 = -69.42)
l
(0.91%) 16.57
o n a 31207.35) 88.46) 31000CE 31000PE
e r s
f o r p 16.21 -
is
89.95 -766.15 926.77
.in
22.35
k
 27 May 2019 (Mon) 160 1008/-89 - (31532.55- (252.1-282.75 = (234.78-197.71 = -37.07)
o c (0.07%) 16.15
ckm
31622.50) 30.65) 31500CE 31500PE
y s to
 28 D
b
MayF2019 (Tue)
213.30 -3459.54 3021.09
P
63.65 16.15 - Day Open >
Th i s -437 1204/-612
(0.2%) 15.84 PDH
(31437.10-
31650.40)
(218.05-356.43 =
138.38) 31400CE
(185.13-64.29 = -120.84)
31400PE
-123.25 1997.54 -1038.11

-138.65 15.97 -
 29 May 2019 (Wed) 959 1277/-156 - (31416.10- (161.96-82.06 = (118.16-159.68 = 41.52)
(-0.44%) 16.44
31292.85) -79.9) 31400CE 31400PE
48.45 1668.16 -1116.26

-38.7 15.62 - Day Open <
 30 May 2019 (Thu) 551 1238/-124 (31518.35- (84.2-17.47 = -66.73) (42.92-87.57 = 44.65)
(-0.12%) 15.71 PDL
31566.80) 31500CE 31500PE 14:56:00
Max

46.05 -105.89 1453.67

141.8 16.21 - Day Open >
 31 May 2019 (Fri) 1347 1878/0 (31310.50- (252.15-256.39 = (316.4-258.26 = -58.15)
(0.45%) 15.99 PDH
31356.55) 4.24) 31300CE 31300PE
165.05 -2189.34 2033.54

30.65 15.92 -
 3 Jun 2019 (Mon) -156 595/-435 - (31483.80- (202.8-290.38 = (230.67-149.33 = -81.34)
(0.1%) 15.94
31648.85) 87.57) 31500CE 31500PE
-72.95 1255.91 -165.39

-120.75 15.67 -
 4 Jun 2019 (Tue) 1090 1393/-28 - (31699.25- (170.53-120.29 = (154.98-161.6 = 6.62)
(-0.38%) 15.49
31626.30) -50.24) 31700CE 31700PE
-56.90 2132.19 -766.06

-65.1 15.81 -
 6 Jun 2019 (Thu) 1366 1931/-62 - (30944.85- (85.34-0.05 = -85.29) (29.45-60.09 = 30.64)
(-0.21%) 15.35
30887.95) 30900CE 30900PE 15:04:00
Max

141.35 -2228.31 2469.46

85.75 15.19 -
 7 Jun 2019 (Fri) 240 561/-940 - (30894.40- (234.98-324.11 = 89.13) (262.45-163.67 =
(0.28%) 14.82
31035.75) 30900CE -98.78) 30900PE
73.40 -750.41 1125.48

192.65 15.21 - Day Open >
 10 Jun 2019 (Mon) 374 890/-508 (30992.25- (203.44-233.46 = 30.02) (221.31-176.3 =
(0.62%) 14.86 PDH
31065.65) 31000CE -45.02) 31000PE
-35.05 407.69 -92.49

138.25 14.52 -
 11 Jun 2019 (Tue) 314 744/-86 - (31281.90- (145.18-128.88 = -16.31) (185.63-189.32 = 3.7)
(0.45%) 14.47
31246.85) 31300CE 31300PE
e r s .
h
-46.15 14.41 -
55.10 -611.09
wit h ot1315.86
 12 Jun 2019 (Wed) 704 970/-83
(-0.15%) 14.08
- (30958.65-
ar e
(87.57-112.01 = 24.44)
h
(151.82-99.18 =
31013.75)
ot s31000CE -52.63) 31000PE
n
l y . Do
n(30819.60-
171.60 -1434.28 867.46
 13 Jun 2019 (Thu) -566 157/-762
-88.95 13.93 -
s e
Day Open <
o (55.14-112.51 = 57.37) (34.75-0.05 = -34.7)
al u
(-0.29%) 13.64 PDL
n
30991.20) 30800CE 14:14:00 30800PE
r s o
o r pe
s f
Expiry:n20iJUN 2019, Net Profit: 236, Average Day Profit: 47
o c k.i
s t ckm Max
oProfit
Include
Fby
Date Profit/Loss
(2) BN Sell 1 Lot
This

-182.55 1916.95 -3407.36

7.35 13.72 -
 14 Jun 2019 (Fri) -1489 443/-2383 - (30780.80- (214.04-137.36 = -76.68) (239.73-376.02 =
(0.02%) 13.99
30598.25) 30800CE 136.29) 30800PE
-54.60 1180.11 -249.44

37.65 14.75 -
 17 Jun 2019 (Mon) 929 1306/0 - (30346.85- (235.62-188.42 = -47.2) (181.42-191.4 = 9.98)
(0.12%) 14.64
30292.25) 30300CE 30300PE
-21.70 386.55 -320.12

26.2 14.55 -
 18 Jun 2019 (Tue) 66 473/-1326 - (30387.00- (139.54-124.08 = -15.46) (188.89-201.7 = 12.8)
(0.09%) 14.52
30365.30) 30400CE 30400PE
-26.20 572.3 236

175.5 14.93 -
 19 Jun 2019 (Wed) 807 970/-710 - (30436.70- (121.72-98.83 = -22.89) (132.66-123.22 =
(0.58%) 14.64
30410.50) 30400CE -9.44) 30400PE
172.55 -1435.56 1357.51

28.1 14.23 -
 20 Jun 2019 (Thu) -77 819/-163 - (30620.30- (55.19-112.61 = 57.42) (54.35-0.05 = -54.3)
(0.09%) 14.09
30792.85) 30600CE 14:51:00 30600PE
Max

47.35 -746.49 1420.31

23.85 14.6 -
 21 Jun 2019 (Fri) 673 950/-93 - (30609.60- (225.67-255.53 = (264.97-208.16 = -56.81)
(0.08%) 14.62
30656.95) 29.86) 30600CE 30600PE
-58.80 682.21 -56.69

52.6 15.52 -
 24 Jun 2019 (Mon) 624 838/-171 - (30698.25- (201.56-174.28 = (209.73-212 = 2.27)
(0.17%) 15.2
30639.45) -27.29) 30700CE 30700PE
59.85 -821.24 900.16

-34.4 15.24 -
 25 Jun 2019 (Tue) 78 340/-1011 - (30746.30- (208.69-241.54 = (134.99-98.98 = -36.01)
(-0.11%) 15.01
30806.15) 32.85) 30700CE 30700PE
85.75 -1187.22 1730.65

-37.85 14.97 -
 26 Jun 2019 (Wed) 542 825/-181 - (31058.20- (95.93-143.42 = (142.96-73.73 = -69.23)
(-0.12%) 14.76
31143.95) 47.49) 31100CE 31100PE
-159.15 1181.79 -1929.96

29.75 14.17 -
 27 Jun 2019 (Thu) -748 73/-2479 - (31386.85- (47.32-0.05 = -47.27) (74.2-151.4 = 77.2)
(0.1%) 14.6
31227.70) 31400CE 31400PE 14:05:00
e r s .
h o th
Max
i t
re w
BN Gap India BN Prev Day Spot (1) BN Sell 1 Lot ATM(2) BN Sell 1 Lot ATM
ha

t s
no
l y . Do
on (31208.90-
-81.15 850.72 -354.41
e
11.5 14.7 -
us
 28 Jun 2019 (Fri) 496 1067/-57 - (265.37-231.34 = (234.28-248.46 =
l
(0.04%) 14.9
o n a 31127.75) -34.03) 31200CE 14.18) 31200PE
e r s
f o r p 14.65 -
is
-19.50 -15.54 170.45
.in
165.8
k
 1 Jul 2019 (Mon) 154 512/-136 - (31377.90- (198.25-198.87 = 0.62) (187.46-180.64 =
o c (0.53%) 14.56
ckm
31358.40) 31400CE -6.82) 31400PE
s t o
b y
JulF
-8.65 341.51 -18.35
 2D
P
42.45 14.49 -
This
2019 (Tue) 322 682/-114 - (31281.85- (176.22-162.56 = (146.32-147.06 =
(0.14%) 14.25
31273.20) -13.66) 31300CE 0.73) 31300PE
-40.65 720.38 44.68

64.4 13.79 -
 3 Jul 2019 (Wed) 764 969/-62 - (31427.60- (143.5-114.69 = (96.53-94.74 = -1.79)
(0.21%) 13.53
31386.95) -28.81) 31400CE 31400PE
-110.55 2119.81 888.39

88.7 13.49 - Day Open >
 4 Jul 2019 (Thu) 3007 3085/-54 (31543.95- (84.84-0.05 = -84.79) (43.31-7.78 = -35.54)
(0.28%) 13.56 PDH
31433.40) 31500CE 31500PE
Max

-56.95 647.14 30.19

51.2 13.1 -
 5 Jul 2019 (Fri) 676 1035/-313 - (31489.15- (226.02-200.13 = (247.7-246.49 = -1.21)
(0.16%) 13.11
31432.20) -25.89) 31500CE 31500PE
-23.65 -0.89 -327.04

-128.95 13.61 -
 8 Jul 2019 (Mon) -327 200/-1252 - (30653.40- (179.24-179.28 = (205.08-218.16 =
(-0.41%) 13.98
30629.75) 0.04) 30700CE 13.08) 30700PE
36.55 -745.61 593.69

-70.45 14 - Day Open <
 9 Jul 2019 (Tue) -152 333/-656 (30525.65- (168.94-198.77 = (136.87-113.12 =
(-0.23%) 13.6 PDL
30562.20) 29.82) 30500CE -23.75) 30500PE
-31.90 676.56 -797.99

48.9 13.56 -
 10 Jul 2019 (Wed) -120 524/-550 - (30556.80- (97.76-70.7 = -27.06) (127.66-159.58 =
(0.16%) 13.5
30524.90) 30600CE 31.92) 30600PE
-23.20 1121.89 1187.83

184.9 12.66 -
 11 Jul 2019 (Thu) 2308 2337/-186 - (30699.90- (45.94-1.06 = -44.88) (47.87-0.35 = -47.51)
(0.61%) 12.42
30676.70) 30700CE 30700PE
Max

-230.35 2036.27 -2226.93

73.2 12 - Day Open >
 12 Jul 2019 (Fri) -191 514/-659 (30818.25- (182.75-101.3 = (199.73-288.81 =
(0.24%) 11.94 PDH
30587.90) -81.45) 30800CE 89.08) 30800PE
46.55 -836.84 887.38

87.4 12.3 -
 15 Jul 2019 (Mon) 50 560/-40 - (30415.35- (174.59-208.06 = (167.81-132.31 =
(0.29%) 11.99
30461.90) 33.47) 30400CE -35.5) 30400PE
e r s .
h
86.7 11.63 -
77.05
it
-1008.71
w h ot776.76
 16 Jul 2019 (Tue) -231 110/-600
(0.28%) 11.56
- (30503.40-
ar e
(139.94-180.28 =
h
(119.34-88.27 =
30580.45)
ot s40.35) 30500CE -31.07) 30500PE
n
Do
ly.67.90
e on (30687.55-
-559.23 713.71
51.45 11.74 -
 17 Jul 2019 (Wed) 154 486/0
(0.17%) 11.77
lu s
- (92.37-114.74 = (94.2-65.65 = -28.55)
o n a 30755.45) 22.37) 30700CE 30700PE
pe rs
f o r
i s
-33.85 815.49 -518.24
.in
-29.7 11.69 -
k
 18 Jul 2019 (Thu) 297 1386/0 - (30489.60- (32.67-0.05 = -32.62) (38.71-59.44 = 20.73)
o c (-0.1%) 11.68
ckm
30455.75) 30500CE 30500PE
s t o
Fby
P D
This
Max BN Gap India

  
-71.95 929.49 -464.9

84.5 12.32 -
 19 Jul 2019 (Fri) 463 904/-49 - (29875.90- (206.91-169.73 = -37.18) (240.57-259.17 = 18.6)
(0.28%) 12.43
29803.95) 29900CE 29900PE
-18.15 73.87 130.65

-153.3 13.05 - Day Open <
 22 Jul 2019 (Mon) 204 831/-44 (29292.30- (228.69-225.74 = -2.95) (171.27-166.04 = -5.23)
(-0.51%) 13.07 PDL
29274.15) 29300CE 29300PE
-189.90 2729.11 -2707.61

57.5 13.26 -
 23 Jul 2019 (Tue) 21 486/-242 - (29315.80- (203.3-94.13 = -109.16) (104.1-212.4 = 108.3)
(0.2%) 13.31
29125.90) 29300CE 29300PE 14:40:00
-102.95 1422.49 -1387.04

-42.65 12.9 -
 24 Jul 2019 (Wed) 34 511/-271 - (29050.80- (105.68-48.78 = -56.9) (119.1-174.58 = 55.48)
(-0.15%) 12.9
28947.85) 29100CE 29100PE
49.20 -1659.59 866.23

28.8 12.49 -
 25 Jul 2019 (Thu) -793 197/-1429 - (29039.15- (63.81-130.19 = 66.38) (34.7-0.05 = -34.65)
(0.1%) 12.46
29088.35) 29000CE 14:31:00 29000PE
Max BN Gap India

  
112.45 -1684.51 1462.13

19.45 12.27 -
 26 Jul 2019 (Fri) -222 406/-241 - (29241.65- (238.14-305.52 = (179.69-121.2 = -58.48)
(0.07%) 12.02
29354.10) 67.38) 29200CE 29200PE
2.60 -334.07 77
258.15 12.97 - Day Open >
 29 Jul 2019 (Mon) -256 327/-125 (29315.10- (176.52-189.88 = (172.51-169.43 = -3.08)
(0.88%) 13.08 PDH
29317.70) 13.36) 29300CE 29300PE
-435.90 3451.45 -3438.91

138.95 13.11 -
 30 Jul 2019 (Tue) 12 334/-2106 - (29214.20- (175.43-37.37 = (132.21-269.77 = 137.56)
(0.47%) 13.52
28778.30) -138.06) 29200CE 29200PE 14:15:00
105.10 -2702.46 2171.35

-216.15 13.83 - Day Open <
 31 Jul 2019 (Wed) -530 639/-1051 (28753.15- (103.9-212 = 108.1) (180.28-93.42 = -86.85)
(-0.75%) 13.69 PDL
28858.25) 28800CE 14:33:00 28800PE
82.10 754.15 -408.14

-215.5 14.54 -
 1 Aug 2019 (Thu) 345 1759/-334 - (28336.85- (86.63-56.46 = -30.17) (15.69-32.02 = 16.33)
(-0.75%) 14.4
28418.95) 28300CE 28300PE 14:22:00
e r s .
h o th
Max BN Gap India i t
(1) BN Sell 1 Lot ATM w (2) BN Sell 1 Lot ATM
CE are
BN Prev Spot
h
Day H/L  Change 
o t s PE
n
  
l y . Do
-143 15.03 - o n
- se (28349.30-
-128.25 2343 -1100.61
 2 Aug 2019 (Fri) 1242 1634/-1040
a l u (350.36-256.64 = -93.72) (251.91-295.93 = 44.02)
n
(-0.5%) 15.18
er s o 28221.05) 28300CE 28300PE
r p
fo 16.93 - Day Open < 9.45
is-363.75
.in
-94.75 618.35
c k
mo
 5 Aug 2019 (Mon) 523 1220/-214 (27632.95- (337.59-341.38 = 3.79) (270.52-245.78 = -24.73)
(-1.29%) 16.61 PDL
t oc k 27642.40) 27600CE 27600PE
by s
P D F -5.75 -32.55 -134.25
This
-129.55 16.16 -
 6 Aug 2019 (Tue) -167 771/0 - (28002.25- (244.43-245.73 = 1.3) (215.82-221.19 = 5.37)
(-0.47%) 16.47
27996.50) 28000CE 28000PE
-195.35 2051.28 -1656.66

31.75 16.53 -
 7 Aug 2019 (Wed) 394 1355/-321 - (27843.15- (158.05-76 = -82.05) (163-229.27 = 66.27)
(0.11%) 16.87
27647.80) 27800CE 27800PE
457.15 -1402.09 -2097.34

138.05 16.19 -
 8 Aug 2019 (Thu) -3498 496/-3397 - (27766.80- (53.91-109.99 = 56.08) (80.64-164.53 = 83.89)
(0.5%) 16.51
28223.95) 27800CE 14:28:00 27800PE 14:18:00
Max

-63.90 406.61 -62.84

183.2 15.9 - Day Open >
 9 Aug 2019 (Fri) 342 670/-859 (28506.50- (217.31-201.04 = (241.91-244.42 = 2.51)
(0.65%) 15.8 PDH
28442.60) -16.26) 28500CE 28500PE
-158.20 1550.79 -2292.86

-75.1 16.97 -
 13 Aug 2019 (Tue) -741 127/-1023 - (27867.65- (121.62-59.59 = (162.81-254.52 = 91.71)
(-0.26%) 17.98
27709.45) -62.03) 27900CE 27900PE
-79.25 1435.47 -2474.57

156.4 16.42 -
 14 Aug 2019 (Wed) -1038 754/-1420 - (28054.90- (57.47-0.05 = -57.42) (95.14-194.12 = 98.98)
(0.56%) 16.38
27975.65) 28100CE 28100PE 14:34:00
Max

71.65 -1196.9 956.61

-98.9 16.74 -
 16 Aug 2019 (Fri) -241 684/-371 - (28129.45- (280.07-327.95 = (253.19-214.93 = -38.26)
(-0.35%) 16.73
28201.10) 47.88) 28100CE 28100PE
-181.35 1356.45 -2015.7

114.25 16.57 - Day Open >
 19 Aug 2019 (Mon) -659 330/-1192 (28367.05- (193.94-139.68 = (251.46-332.09 = 80.63)
(0.4%) 16.74 PDH
28185.70) -54.26) 28400CE 28400PE
32.50 43.26 152.24

-22.55 16.52 -
 20 Aug 2019 (Tue) 194 586/-197 - (27976.90- (186.81-185.08 = (196.02-189.93 = -6.09)
(-0.08%) 16.49
28009.40) -1.73) 28000CE 28000PE
-40.20 557.06 232.61

38.55 17.12 -
 21 Aug 2019 (Wed) 789 1000/-23 - (27769.15- (124.39-102.11 = (161.87-152.56 = -9.3)
(0.14%) 17.01
27728.95) -22.28) 27800CE 27800PE
e r s .
h o th
(95.98-0.05 = -95.93) wit
-306.70 2398.25 -1310.67
17.37 -
 22 Aug 2019 (Thu) 1087 1150/-355 -29 (-0.1%)
17.77
- (27343.85-
h a r e (50.39-102.82 = 52.43)
27037.15)
o t s
27300CE 27300PE 14:05:00
n
l y . Do
e o nDay Profit: 536
us
Expiry: 29 AUG 2019, Net Profit: 2682, Average
n a l
Max r s o
BN Gap pe India
f o r BN Prev Spot (1) BN Sell 1 Lot
i s
n
c

k . i
m o
s t o ck -148.75 1848.71 -1765.73
 23 Aug 2019y(Fri)
b
-198.85 17.54 - Day Open <
F
82 647/-590 (27115.20- (346.65-272.7 = (276.46-347.09 = 70.63)
D
is P
(-0.74%) 17.22 PDL
26966.45) -73.95) 27100CE 27100PE
Th
175.30 -2443.57 1774.02
705.3 16.99 - Day Open >
 26 Aug 2019 (Mon) -669 271/-2645 (27781.75- (238.74-336.48 = (282.05-211.09 = -70.96)
(2.62%) 16.63 PDH
27957.05) 97.74) 27800CE 27800PE
43.90 -487.75 2176.66

154.95 16.24 - Day Open >
 27 Aug 2019 (Tue) 1688 2156/-319 (28092.10- (215.82-235.33 = (272.25-185.18 = -87.07)
(0.55%) 15.93 PDH
28136.00) 19.51) 28100CE 28100PE
-0.95 -51.9 1295.86

-45.9 16.76 -
 28 Aug 2019 (Wed) 1243 1457/-979 - (27800.60- (152.76-154.83 = (156.42-104.59 = -51.83)
(-0.16%) 16.79
27799.65) 2.08) 27800CE 27800PE
-177.95 2148.28 -1811.51

-109.35 16.48 -
 29 Aug 2019 (Thu) 336 730/-1112 - (27504.30- (85.98-0.05 = -85.93) (69.65-142.11 = 72.46)
(-0.39%) 16.32
27326.35) 27500CE 27500PE 14:27:00
Max

153.60 -1457.69 1859.8

102.7 16.87 -
 30 Aug 2019 (Fri) 401 784/-332 - (27328.80- (323.98-382.29 = (247.2-172.81 =
(0.38%) 16.22
27482.40) 58.31) 27300CE -74.39) 27300PE
-155.15 2216.33 -1824.14

-188.65 17.83 -
 3 Sep 2019 (Tue) 391 1311/-15 - (26919.70- (251.21-162.56 = (224.63-297.6 =
(-0.69%) 18.12
26764.55) -88.65) 26900CE 72.97) 26900PE
-120.30 1537.24 -1525.09

-38.2 17.44 -
 4 Sep 2019 (Wed) 12 838/-628 - (27205.80- (168.45-106.96 = (127.46-188.47 = 61)
(-0.14%) 17.22
27085.50) -61.49) 27200CE 27200PE
-27.55 1700.67 1560.46

-36.9 17.53 -
 5 Sep 2019 (Thu) 3260 3321/-274 - (26929.80- (87.32-19.29 = -68.03) (62.47-0.05 = -62.42)
(-0.14%) 17.21
26902.25) 26900CE 26900PE
Max

-44.15 587.14 -523.13

66.8 16.48 -
 6 Sep 2019 (Fri) 63 643/-94 - (27266.10- (259.83-236.34 = (280.86-301.79 = 20.93)
(0.25%) 16.06
27221.95) -23.49) 27300CE 27300PE
e r s .
h o th
-7.55 16.08 -
33.20 -187
t
(175.28-182.76 = wi(215.67-190.89
619.54
 9 Sep 2019 (Mon) 431 726/-27
(-0.03%) 15.78
- (27462.15-
ha r e = -24.78)
27495.35)
t s
7.48) 27500CE 27500PE
o no
Day Open > nly
.D
-43.55 665.24 -368
 11 Sep 2019 (Wed) 296 626/0
134.4 15.44 -
s e o (27780.05- (120.19-93.58 = (128.7-143.42 = 14.72)
al u
(0.49%) 15.45 PDH
n
27736.50) -26.61) 27800CE 27800PE
r s o
o pe
r 14.88 - Day Open > -147.75
s f
i (0.34%) 14.87
1659.44 -963.05
n
94.6
 12 Sep 2019 (Thu) 696
k .
2037/-375
c i (27937.50- (66.48-0.1 = -66.38) (37.03-75.55 = 38.52)
o
PDH
km
27789.75) 27900CE 27900PE 15:12:00
s t o c
F b y
s P D Expiry: 19 SEP 2019, Net Profit: 1363, Average Day Profit: 272
Th i
Max

191.10 -3181.75 2528.85

-46.5 14.68 -
 13 Sep 2019 (Fri) -652 524/-1115 - (27907.75- (250.47-377.74 = (232.35-131.2 =
(-0.17%) 13.96
28098.85) 127.27) 27900CE -101.15) 27900PE
-109.70 1321.58 -1020.92

-230.75 15.08 -
 16 Sep 2019 (Mon) 300 938/-62 - (27941.50- (257.99-205.13 = (206.61-247.45 =
(-0.82%) 14.92
27831.80) -52.86) 27900CE 40.84) 27900PE
-138.25 1473.7 -2070.26

-89.9 16.02 - Day Open <
 17 Sep 2019 (Tue) -595 282/-1262 (27296.60- (201.76-142.81 = (202.01-284.82 =
(-0.32%) 15.95 PDL
27158.35) -58.95) 27300CE 82.81) 27300PE
-95.05 1618.86 -1006.9

172.95 15.54 -
 18 Sep 2019 (Wed) 611 916/-738 - (27246.45- (186.81-122.06 = (123.85-164.13 =
(0.64%) 15.19
27151.40) -64.75) 27200CE 40.28) 27200PE
31.50 201.5 1498.59

15.9 -
 19 Sep 2019 (Thu) 1699 2585/-366 2.8 (0.01%) - (26702.75- (65.98-57.92 = -8.06) (59.99-0.05 = -59.94)
15.61
26734.25) 26700CE 26700PE
Max

-82.25 1984.49 1246.98

121 16.42 -
 20 Sep 2019 (Fri) 3231 3813/-4431 - (29033.05- (422.78-343.4 = (420.7-370.82 =
(0.45%) 15.24
28950.80) -79.38) 29000CE -49.88) 29000PE
-16.05 1327.25 1223.94

1057.85 16.99 - Day Open >
 23 Sep 2019 (Mon) 2550 4803/-125 (30555.35- (411.74-358.65 = (538.81-489.85 =
(3.65%) 16.92 PDH
30539.30) -53.09) 30600CE -48.96) 30600PE
155.80 -2234.63 1771.74

-134.2 16.82 -
 24 Sep 2019 (Tue) -462 438/-2840 - (30024.25- (349.96-439.35 = (279.08-208.21 =
(-0.44%) 16.74
30180.05) 89.39) 30000CE -70.87) 30000PE
1.45 -344.01 -94.72

-154.05 16.17 -
 25 Sep 2019 (Wed) -438 894/-539 - (29549.45- (233.69-247.45 = (132.56-136.35 = 3.79)
(-0.51%) 16.27
29550.90) 13.76) 29500CE 29500PE
19.95 3432.21 2155.6

54.5 16.6 -
 26 Sep 2019 (Thu) 5587 5678/-405 - (30033.55- (141.03-3.74 = (86.48-0.25 = -86.22)
(0.18%) 16.29
30053.50) -137.29) 30000CE 30000PE
e r s .
h o th
Max BN Gap i t
w(2) BN Sell 1 Lot ATM PE
ATM CEare
sh
t
VIX  Day H/L  Change 
n o
 
. D o
o n l y
- se
-198.20 2221.82 -2759.29
-27.65 16.03 -
 27 Sep 2019 (Fri) -536 1267/-454
a l u (30071.45- (460.3-371.43 = (386.4-496.77 = 110.37)
n
(-0.09%) 16.01
er s o 29873.25) -88.87) 30100CE 30100PE
r p
i s fo
n
.i (-0.68%) 15.88
16.45 -122.21 574.25
k
-201.85 16.4 - Day Open <
 30 Sep 2019 (Mon) 451
mo c
1374/-845
PDL
(29078.15- (349.47-354.36 = (282.84-259.87 = -22.97)
to c k 29094.60) 4.89) 29100CE 29100PE
b y s
D F
is P1 Oct 2019 (Tue) -7614 50/-8653 (0.42%) 16.6
239.45 -2155.2 -5459
123 17.31 -
Th
- (28543.35- (307.69-393.9 = (209.88-428.24 = 218.36)
28782.80) 86.21) 28500CE 28500PE 14:02:00
-45.70 2558.51 1674.31

-118.8 17.74 -
 3 Oct 2019 (Thu) 4232 4329/0 - (28447.95- (116.13-13.79 = (67.02-0.05 = -66.97)
(-0.41%) 17.73
28402.25) -102.34) 28400CE 28400PE
Max BN Gap India

  
-100.60 1772.32 -1025.85

267.8 17.34 -
 4 Oct 2019 (Fri) 746 1786/-180 - (27784.55- (455.4-384.51 = -70.89) (406.35-447.38 =
(0.94%) 17.83
27683.95) 27800CE 41.03) 27800PE
-323.60 3297.99 -3548.35

178.05 17.75 -
 7 Oct 2019 (Mon) -251 896/-704 - (28060.05- (316.8-184.88 = -131.92) (356.4-498.33 =
(0.64%) 17.94
27736.45) 28100CE 141.93) 28100PE
274.00 -5330.25 3177.69

134.1 17.48 -
 9 Oct 2019 (Wed) -2152 1348/-2449 - (28499.20- (204.93-418.14 = 213.21) (205.03-77.92 =
(0.48%) 17.12
28773.20) 28500CE 14:47:00 -127.11) 28500PE
-37.90 2158.18 -1927.39

-242.9 17.32 -
 10 Oct 2019 (Thu) 230 980/-184 - (28103.10- (86.38-0.05 = -86.33) (74.1-151.2 = 77.1)
(-0.84%) 17.18
28065.20) 28100CE 28100PE 14:32:00
Max

-20.65 478.34 -916.54

232.1 17.37 -
 11 Oct 2019 (Fri) -438 762/-487 - (28067.25- (470.25-451.12 = (432.38-469.04 =
(0.83%) 17.07
28046.60) -19.13) 28100CE 36.66) 28100PE
-311.65 4590.81 -4481.29

17.37 -
 14 Oct 2019 (Mon) 109 1294/-1441 196 (0.7%) - (28483.00- (406.74-223.11 = (381.3-560.55 =
17.4
28171.35) -183.63) 28500CE 179.25) 28500PE
83.60 -1051.2 1102.59

75.9 16.93 -
 15 Oct 2019 (Tue) 50 583/-1248 - (28473.10- (286.56-328.6 = 42.05) (299.13-255.03 =
(0.27%) 16.8
28556.70) 28500CE -44.1) 28500PE
146.20 -2335.64 2686.21

134.35 16.6 -
 16 Oct 2019 (Wed) 350 1129/-122 - (28407.75- (202.5-295.93 = 93.43) (223.25-115.8 =
(0.47%) 16.27
28553.95) 28400CE -107.45) 28400PE
e r s .
h
57.55 15.96 -
-20.15 1867.34
w h ot1086.2
it (54.1-10.66 = -43.45)
 17 Oct 2019 (Thu) 2952 3176/-114
(0.2%) 15.86
- (28999.85-
ar e
(74.79-0.1 = -74.69)
h
28979.70)
ot s 29000CE 29000PE
o n
o n ly. D
us e
o n al
Max s
BN Gapper India
f o r BN Prev Day Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
i s
.in
k

mo c
c k
to -3 699/-263
s
 18 Oct 2019y(Fri)
b
-34.65 15.98 -
-82.45 1043.8 -1046.87
F
- (29183.75- (368.03-326.28 = (377.98-419.86 =
D
is P
(-0.12%) 15.98
29101.30) -41.75) 29200CE 41.87) 29200PE
Th
-80.55 690.72 -42.99
16.71 - Day Open >
 22 Oct 2019 (Tue) 647 960/-405 296 (1.02%) (29491.80- (277.2-249.57 = (282.6-284.31 = 1.72)
16.69 PDH
29411.25) -27.63) 29500CE 29500PE
-113.35 1525.57 -1650.55

67.7 16.5 -
 23 Oct 2019 (Wed) -125 496/-1216 - (29580.20- (194.04-133.02 = (188.4-254.42 =
(0.23%) 16.53
29466.85) -61.02) 29600CE 66.02) 29600PE
7.20 1843.54 1403.28

144.75 16.58 -
 24 Oct 2019 (Thu) 3246 3339/-65 - (29132.65- (81.92-8.18 = -73.74) (56.23-0.1 = -56.13)
(0.49%) 16.14
29139.85) 29100CE 29100PE
Max

270.05 -4245.81 4018.84

120.7 15.69 -
 25 Oct 2019 (Fri) -226 435/-829 - (29123.90- (305.02-474.85 = (294.38-133.62 = -160.75)
(0.41%) 15.24
29393.95) 169.83) 29100CE 29100PE
-87.00 1402.8 -360.29

11.3 16.08 -
 29 Oct 2019 (Tue) 1041 1333/-210 - (29946.10- (282.15-226.04 = (210.92-225.33 = 14.41)
(0.04%) 16.29
29859.10) -56.11) 29900CE 29900PE
16.35 -374.16 1009.55

132.65 16.72 - Day Open >
 30 Oct 2019 (Wed) 634 1054/0 (29974.60- (158.4-173.37 = (210.87-170.49 = -40.38)
(0.44%) 16.67 PDH
29990.95) 14.97) 30000CE 30000PE
-359.50 1506.01 -2025.24

181.15 16.29 - Day Open >
 31 Oct 2019 (Thu) -519 1087/-578 (30395.55- (60.29-0.05 = -60.24) (77.86-158.87 = 81.01)
(0.6%) 16.27 PDH
30036.05) 30400CE 30400PE 14:45:00
Max

78.25 -1051.35 1622.39

129.9 16.13 -
 1 Nov 2019 (Fri) 570 1029/0 - (30274.50- (276.85-318.91 = (359.82-294.92 =
(0.43%) 15.68
30352.75) 42.05) 30300CE -64.9) 30300PE
-31.25 -15.4 11.84

85.35 16.09 - Day Open >
 4 Nov 2019 (Mon) -4 509/-79 (30361.70- (250.47-251.09 = (294.03-293.56 =
(0.28%) 15.87 PDH
30330.45) 0.62) 30400CE -0.47) 30400PE
e r s .
h o th666.2
33.20 -649.7
i t
re w -26.65) 30200PE
70.15 16.04 -
 5 Nov 2019 (Tue) 16 521/-41 - (30186.25- (211.51-237.5 = (230.77-204.12 =
ha
(0.23%) 15.85
30219.45)
t s
25.99) 30200CE
no
l y . Do
on (30531.35-
46.85 -1120.94 1356.18
e
5.35 15.83 -
us
 6 Nov 2019 (Wed) 234 656/-826 - (167.16-212 = 44.84) (149.49-95.24 =
l
(0.02%) 15.72
o n a 30578.20) 30500CE -54.25) 30500PE
e r s
fo r p 15.55 -
s (0.37%)
i113
-21.35 1399.56 161.2
.in
Day Open >
k
 7 Nov 2019 (Thu) 1560 1971/-127 (30664.85- (56.08-0.1 = -55.98) (75.78-69.34 = -6.45)
mo c 15.15 PDH
30643.50) 30700CE 30700PE
t oc k
by s
P D F
is
Th
Max BN Gap India
  
-189.35 1963.61 -1388.75

-61.85 15.78 -
 8 Nov 2019 (Fri) 574 1001/-38 - (30949.00- (279.13-200.59 = (309.97-365.52 = 55.55)
(-0.2%) 15.84
30759.65) -78.54) 30900CE 30900PE
235.70 -3625.18 3531.51

-84.75 16.49 -
 11 Nov 2019 (Mon) -93 765/-1039 - (30912.25- (213.54-358.55 = (284.38-143.12 = -141.26)
(-0.28%) 16.09
31147.95) 145.01) 30900CE 30900PE
-294.70 4012.95 -3814.86

-30.8 16.37 -
 13 Nov 2019 (Wed) 197 957/-592 - (30845.05- (213.54-53.02 = (146.67-299.26 = 152.59)
(-0.1%) 16.34
30550.35) -160.52) 30800CE 30800PE 14:55:00
190.45 -1241.15 1706.49

74.25 15.38 -
 14 Nov 2019 (Thu) 464 518/-1817 - (30593.50- (47.72-97.36 = 49.65) (68.31-0.05 = -68.26)
(0.24%) 15.5
30783.95) 30600CE 14:12:00 30600PE
Max

-71.05 93.41 341.29

162.45 15.01 - Day Open >
 15 Nov 2019 (Fri) 434 871/-139 (31072.90- (262.5-258.76 = -3.74) (331.65-318 = -13.65)
(0.53%) 14.99 PDH
31001.85) 31100CE 31100PE
39.45 -450.96 306.21

28.4 15.93 -
 18 Nov 2019 (Mon) -145 463/-34 - (30969.00- (250.47-268.51 = (266.11-253.86 =
(0.09%) 15.66
31008.45) 18.04) 31000CE -12.25) 31000PE
85.40 -703.7 789.65

53.05 15.5 -
 19 Nov 2019 (Tue) 85 442/-43 - (31197.40- (218.44-246.59 = (206.32-174.73 =
(0.17%) 15.41
31282.80) 28.15) 31200CE -31.59) 31200PE
10.20 160.44 581.81

56.1 15.24 -
 20 Nov 2019 (Wed) 742 952/-66 - (31339.35- (149.79-143.37 = (160.38-137.11 =
(0.18%) 15.17
31349.55) -6.42) 31300CE -23.27) 31300PE
-54.15 1454.04 552.57

59.4 15.44 -
 21 Nov 2019 (Thu) 2006 2082/-39 - (31405.05- (58.21-0.05 = -58.16) (70.78-48.68 = -22.1)
(0.19%) 14.89
31350.90) 31400CE 31400PE
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on (31122.75-
-1.10 91.31 380.85
e
39.65 14.82 -
us
 22 Nov 2019 (Fri) 471 938/0 - (256.66-253 = -3.65) (245.82-230.58 =
l
(0.13%) 14.84
o n a 31121.65) 31100CE -15.23) 31100PE
e r s
f o r p 14.99 -
is
93.25 -1290.83 1063.45
.in
-46.5
k
 25 Nov 2019 (Mon) -226 265/-244 - (31482.00- (191.07-242.7 = (204.14-161.6 =
o c (-0.15%) 14.98
ckm
31575.25) 51.63) 31500CE -42.54) 31500PE
y s to
 26 D
b
NovF2019 (Tue)
71.85 485.21
P
136.95 14.94 - Day Open >
Th i s 484 837/-3933
(0.43%) 14.83 PDH
(31709.70-
31781.55)
NA (191.66-172.26 =
-19.41) 31700PE
90.65 -1052.46 1663.91

114.4 14.65 -
 27 Nov 2019 (Wed) 611 810/-48 - (31806.55- (126.57-168.67 = (142.61-76.05 =
(0.36%) 14.53
31897.20) 42.1) 31800CE -66.56) 31800PE
87.05 -1323.75 1180.52

105.75 14.14 - Day Open >
 28 Nov 2019 (Thu) -142 1168/-538 (32039.60- (71.28-124.23 = (47.32-0.1 = -47.22)
(0.33%) 13.9 PDH
32126.65) 52.95) 32000CE 32000PE
Max BN Gap India

  
84.05 -1579.6 898.41

-48.8 14.18 -
 29 Nov 2019 (Fri) -680 188/-701 - (31845.75- (257.89-321.08 = 63.18) (213.44-177.51 =
(-0.15%) 14.01
31929.80) 31800CE -35.94) 31800PE
94.85 -942.28 995.16

62.2 14.3 -
 2 Dec 2019 (Mon) 52 450/-85 - (31793.45- (210.87-248.56 = 37.69) (206.86-167.05 =
(0.19%) 14.07
31888.30) 31800CE -39.81) 31800PE
76.80 -858.49 1161.16

48.65 14.14 -
 3 Dec 2019 (Tue) 302 529/-144 - (31557.20- (167.46-201.8 = 34.34) (183.15-136.7 =
(0.15%) 13.86
31634.00) 31600CE -46.45) 31600PE
293.05 -3319.17 2819.35

-64.05 14.74 -
 4 Dec 2019 (Wed) -498 238/-1260 - (31688.80- (127.61-260.38 = 132.77) (142.11-29.34 =
(-0.2%) 13.29
31981.85) 31700CE 14:58:00 -112.77) 31700PE
-278.15 1812.91 -780.23

104.5 14.44 - Day Open >
 5 Dec 2019 (Thu) 1031 1074/-432 (31948.90- (72.57-0.05 = -72.52) (30-61.21 = 31.21)
(0.33%) 13.2 PDH
31670.75) 31900CE 31900PE 14:07:00
Max

-45.50 1229.16 302.31

84.2 14.49 -
 6 Dec 2019 (Fri) 1531 1825/-356 - (31354.80- (283.49-234.32 = -49.17) (283.83-271.74 =
(0.27%) 14.61
31309.30) 31400CE -12.09) 31400PE
-63.05 1070.72 -916.49

-20.15 14.78 -
 9 Dec 2019 (Mon) 153 460/-172 - (31393.40- (234.73-191.9 = -42.83) (202.31-238.97 =
(-0.06%) 14.68
31330.35) 31400CE 36.66) 31400PE
e r s .
h
69.75 14.53 -
-98.80
it
1366.76
w h ot-1219.98
 10 Dec 2019 (Tue) 146 475/-40
(0.22%) 14.42
- (31275.30-
ar e
(191.02-136.35 = -54.67)
h
(195.77-244.57 =
31176.50)
ot s 31300CE 48.8) 31300PE
n
. Do
ly71.65
e on(31209.00-
-622.13 1179.41
-8.7 13.7 -
 11 Dec 2019 (Wed) 556 863/-688
(-0.03%) 13.13
lu s
- (156.91-181.8 = 24.89) (127.02-79.84 =
o n a 31280.65) 31200CE -47.18) 31200PE
pe rs
f o r 13.38 -
i s
139.95 -1205.1 1310.49
.in
100.05 Day Open >
k
 12 Dec 2019 (Thu) 104 297/-434 (31510.05- (46.33-94.54 = 48.2) (52.47-0.05 = -52.42)
mo c (0.32%) 13.28 PDH

31650.00) 31500CE 14:25:00 31500PE
t oc k
by s
P D F
is
Th
Max

-11.80 735.55 446.14

110.1 13.86 - Day Open >
 13 Dec 2019 (Fri) 1181 1545/-165 (32032.40- (313.43-284.01 = (239.04-221.19 =
(0.35%) 12.95 PDH
32020.60) -29.42) 32000CE -17.85) 32000PE
-13.05 532.91 -153.45

144.75 13.56 - Day Open >
 16 Dec 2019 (Mon) 379 640/-44 (32012.85- (227.21-205.89 = (193.84-199.98 = 6.14)
(0.45%) 13.43 PDH
31999.80) -21.32) 32000CE 32000PE
7.10 -21.91 360.39

108.2 13.15 -
 17 Dec 2019 (Tue) 337 582/0 - (32149.60- (210.87-211.75 = 0.88) (138.85-124.43 =
(0.34%) 12.58
32156.70) 32100CE -14.42) 32100PE
113.10 -1065.9 1647.45

152 12.49 - Day Open >
 18 Dec 2019 (Wed) 581 719/-3 (32167.90- (110.68-153.32 = (142.71-76.81 = -65.9)
(0.47%) 12.28 PDH
32281.00) 42.64) 32200CE 32200PE
-1.75 734.1 778.36

37.4 12.09 -
 19 Dec 2019 (Thu) 1511 1638/-231 - (32246.15- (71.33-41.97 = -29.36) (31.18-0.05 = -31.13)
(0.12%) 12.19
32244.40) 32200CE 32200PE
Max

-2.00 -289.61 1197.75

25.4 12.49 -
 20 Dec 2019 (Fri) 907 1308/-4 - (32374.00- (175.97-187.56 = 11.58) (253.19-205.28 =
(0.08%) 12.25
32372.00) 32400CE -47.91) 32400PE
51.70 -218.39 922.81

-3.95 12.19 -
 23 Dec 2019 (Mon) 703 897/-2 - (32294.35- (159.93-168.67 = 8.74) (160.13-123.22 =
(-0.01%) 11.89
32346.05) 32300CE -36.91) 32300PE
-14.40 598.38 98.61

-1.65 11.75 -
 24 Dec 2019 (Tue) 696 886/-131 - (32312.10- (125.09-101.15 = -23.94) (87.22-83.27 = -3.94)
(-0.01%) 11.5
32297.70) 32300CE 32300PE
-62.45 -469.94 -861.06

-4.6 11.25 -
 26 Dec 2019 (Thu) -1331 142/-1681 - (32053.60- (18.07-36.87 = 18.8) (67.57-102.01 =
(-0.01%) 10.95
31991.15) 32100CE 14:32:00 34.44) 32100PE
Expiry: 2 JAN 2020, Net Profit: -30, Average Day Profit: -6
Max

e r s .
h o 848.04 th
i t
re w (173.2-139.28 =
74.30 -658.64
144.8 10.81 -
ha
 27 Dec 2019 (Fri) 188 656/-9 - (32354.50- (191.71-218.06 = 26.35)
(0.45%) 10.48
t s
no
32428.80) 32400CE -33.92) 32400PE
l y . Do
Day Open > on
se (32328.75-
49.05 -531.89 459.41
74.25 11.24 -
 30 Dec 2019 (Mon) -72 405/-182
a l u (210.72-232 = 21.28) (122.76-104.38 =
n
(0.23%) 10.91 PDH
er s o 32377.80) 32300CE -18.38) 32300PE
r p
fo
is -8.95
ck.in
-94.05 896 -712.23
11.53 -
o
 31 Dec 2019 (Tue) 183 474/-243 - (32260.40- (155.73-119.89 = -35.84) (135.33-163.82 =
ckm
(-0.03%) 11.55
32166.35) 32300CE 28.49) 32300PE
s t o
Fby
s D 2020 (Wed)
P1 Jan
-23.55 380 -110.25
i
76.25 11.65 -
Th
 269 691/-52 - (32147.10- (147.51-132.31 = -15.2) (68.31-72.72 = 4.41)
(0.24%) 11.51
32123.55) 32100CE 32100PE
110.90 -1148.45 549.4

30.25 11.44 -
 2 Jan 2020 (Thu) -599 40/-758 - (32324.80- (44.15-90.09 = 45.94) (22.08-0.1 = -21.98)
(0.09%) 11.49
32435.70) 32300CE 14:23:00 32300PE
Max

32.05 -170.03 706.95

-116.9 12.47 -
 3 Jan 2020 (Fri) 535 1016/-105 - (32057.15- (226.66-233.46 = 6.8) (240.07-211.8 =
(-0.36%) 12.72
32089.20) 32100CE -28.28) 32100PE
-106.50 1443.17 -1082.59

-158.8 14.85 - Day Open <
 6 Jan 2020 (Mon) 360 629/0 (31346.90- (277.2-219.47 = (201.22-244.52 = 43.3)
(-0.5%) 14.8 PDL
31240.40) -57.73) 31300CE 31300PE
109.25 -1148.19 1244.45

360.9 14.84 -
 7 Jan 2020 (Tue) 95 923/-84 - (31306.65- (221.12-267.04 = (195.72-145.94 =
(1.16%) 14.54
31415.90) 45.93) 31300CE -49.78) 31300PE
139.00 -2650.09 1458.74

-403.9 15.83 - Day Open <
 8 Jan 2020 (Wed) -1191 501/-1644 (31215.35- (185.18-291.18 = 106) (203.89-145.54 =
(-1.29%) 15.65 PDL
31354.35) 31200CE -58.35) 31200PE
-2.60 876.07 1602.15

374.6 14.06 - Day Open >
 9 Jan 2020 (Thu) 2477 2631/0 (32063.30- (35.19-0.15 = -35.04) (72.42-8.33 = -64.09)
(1.19%) 14.05 PDH
32060.70) 32100CE 32100PE
Max

-28.50 499.96 -829.37

123.3 14.09 - Day Open >
 10 Jan 2020 (Fri) -328 426/-442 (32114.45- (282.45-262.45 = (272.3-305.47 = 33.17)
(0.38%) 13.99 PDH
32085.95) -20) 32100CE 32100PE
65.90 -899.95 567.47

41.7 14.31 -
 13 Jan 2020 (Mon) -331 415/-106 - (32130.80- (272.05-308.05 = 36) (221.26-198.57 = -22.7)
(0.13%) 14.28
32196.70) 32100CE 32100PE
6.65 -772.74 232.78

18.8 14.01 -
 14 Jan 2020 (Tue) -539 168/-467 - (32044.00- (232.65-263.56 = (159.04-149.73 = -9.31)
(0.06%) 13.87
32050.65) 30.91) 32000CE 32000PE
e r s .
h o th
(157.26-247.45 = wit(107.42-55.3 = -52.12)
129.25 -2254.71 1302.94
-76.9 14.35 -
re
 15 Jan 2020 (Wed) -951 77/-1263 - (31702.30-
(-0.24%) 14.05
s h a
t
31831.55) 90.19) 31700CE 31700PE
n o
l y . Do
n
-48.25 1337.71 -807.26
eo
-14.35 14.22 -
 16 Jan 2020 (Thu) 529 1204/-342
(-0.05%) 14.15
lu
-
s (31903.95- (53.56-0.05 = -53.51) (31.04-63.33 = 32.29)
o n a 31855.70) 31900CE 31900PE 15:00:00
p e rs
fo r
i n s
23i JAN 2020, Net Profit: 90, Average Day Profit: 18
c k .
Expiry:
c k moMax
sto
F by
This

-100.45 888.31 -1210.1

-282.25 14.2 - Day Open <
 17 Jan 2020 (Fri) -321 175/-302 (31661.30- (283.44-247.9 = -35.53) (231.21-279.62 =
(-0.89%) 14.09 PDL
31560.85) 31700CE 48.4) 31700PE
-130.55 1248.91 -1817.97

333.3 15.27 - Day Open >
 20 Jan 2020 (Mon) -568 333/-362 (31228.45- (274.38-224.42 = -49.96) (194.93-267.65 =
(1.06%) 15.45 PDH
31097.90) 31200CE 72.72) 31200PE
-30.20 95.5 -189.18

-101.8 15.9 - Day Open <
 21 Jan 2020 (Tue) -94 272/-197 (30984.95- (210.87-207.05 = -3.82) (184.59-192.15 =
(-0.33%) 15.87 PDL
30954.75) 31000CE 7.57) 31000PE
-54.65 1032.51 -515.33

114.05 16.34 -
 22 Jan 2020 (Wed) 516 834/-491 - (30765.55- (152.91-111.61 = -41.3) (130.43-151.05 =
(0.37%) 16.46
30710.90) 30800CE 20.61) 30800PE
16.90 -661.78 1220.08

40.75 16.01 -
 23 Jan 2020 (Thu) 558 594/-102 - (30981.65- (25.44-51.91 = 26.47) (49.01-0.2 = -48.8)
(0.13%) 15.81
30998.55) 31000CE 14:20:00 31000PE
Max

-78.65 813.92 -430.09

36.05 15.41 -
 24 Jan 2020 (Fri) 383 762/0 - (31319.45- (288.24-255.68 = -32.56) (214.14-231.34 =
(0.12%) 15.56
31240.80) 31300CE 17.2) 31300PE
-189.55 1438.28 -2252.07

-131.2 16.72 -
 27 Jan 2020 (Mon) -813 130/-599 - (31001.90- (231.91-174.38 = -57.53) (224.53-314.62 =
(-0.42%) 17.31
30812.35) 31000CE 90.08) 31000PE
-153.95 1908.61 -1811.69

84.6 17.37 -
 28 Jan 2020 (Tue) 96 329/-1043 - (30930.25- (223.05-146.7 = -76.34) (174.98-247.45 =
(0.27%) 17.21
30776.30) 30900CE 72.47) 30900PE
-122.45 2133.72 -1499.96

153.7 16.43 -
 29 Jan 2020 (Wed) 633 803/-124 - (30999.40- (164.79-79.44 = -85.35) (112.71-172.71 = 60)
(0.5%) 16.4
30876.95) 31000CE 31000PE
-7.00 -1223.13 1389.66

12.25 16.97 -
 30 Jan 2020 (Thu) 166 1667/-310 - (30612.55- (47.02-95.95 = 48.93) (55.69-0.1 = -55.59)
(0.04%) 16.85
30605.55) 30600CE 15:04:00 30600PE
e r s .
h o th
Max BN Gap
i t
re w
ha
 
t s
o no
n l y .D
-66.80 76.06 -937.07
303.1 17.02 - Day Open >
e o
us
 31 Jan 2020 (Fri) -860 432/-1047 (30886.25- (461.83-458.79 = -3.04) (470.55-508.03 = 37.48)
l
(0.99%) 17.39 PDH
o n a 30819.45) 30900CE 30900PE
e r s
f o r p 15.77 -
is
112.10 -1433.63 1384.64
.in
-9.15
k
 3 Feb 2020 (Mon) -49 403/-190 - (29926.90- (238.84-296.18 = (260.62-205.23 = -55.39)
o c (-0.03%) 15.7
ckm
30039.00) 57.34) 29900CE 29900PE
s t o
b y
FebF2020 (Tue)
-63.30 783.99 -257.11
 4D
P
212.05 14.64 - Day Open >
This
525 823/0 (30716.50- (195.03-163.67 = (181.62-191.9 = 10.28)
(0.71%) 14.35 PDH
30653.20) -31.36) 30700CE 30700PE
144.65 -2957.39 1749.47

75.25 14.08 -
 5 Feb 2020 (Wed) -1207 123/-1684 - (30880.40- (113.7-232 = 118.3) (140.68-70.7 = -69.98)
(0.25%) 13.99
31025.05) 30900CE 14:30:00 30900PE
-58.80 1703.07 -757.05

68.8 13.88 - Day Open >
 6 Feb 2020 (Thu) 945 1042/-1101 (31335.85- (72.57-4.44 = -68.12) (29.11-59.39 = 30.28)
(0.22%) 13.71 PDH
31277.05) 31300CE 31300PE 14:10:00
Max

25.35 -338.16 619.99

13.88 -
 7 Feb 2020 (Fri) 281 628/0 63 (0.2%) - (31158.15- (237.1-250.63 = (279.77-254.97 =
13.81
31183.50) 13.53) 31200CE -24.8) 31200PE
19.85 -714.13 589.03

46.7 14.33 -
 10 Feb 2020 (Mon) -125 259/-73 - (31052.15- (179.09-207.66 = (243.59-220.03 =
(0.15%) 14.18
31072.00) 28.56) 31100CE -23.56) 31100PE
-72.85 1176.77 -591.43

172.05 13.83 -
 11 Feb 2020 (Tue) 584 775/-82 - (31375.55- (169.74-122.66 = (156.12-179.78 =
(0.55%) 13.9
31302.70) -47.07) 31400CE 23.66) 31400PE
4.20 -311.19 136.26

140.55 13.59 -
 12 Feb 2020 (Wed) -174 328/-85 - (31469.75- (113.7-126.15 = 12.45) (107.66-102.21 =
(0.45%) 13.6
31473.95) 31500CE -5.45) 31500PE
5.05 91.15 733.79

93.65 13.6 -
 13 Feb 2020 (Thu) 824 921/-285 - (31199.00- (34.5-30.86 = -3.65) (29.45-0.1 = -29.35)
(0.3%) 13.46
31204.05) 31200CE 31200PE
Max BN Gap
 
-95.80 982.42 -1152.73

51.6 13.7 -
 14 Feb 2020 (Fri) -171 445/-85 - (30940.70- (279.58-240.28 = -39.3) (207.6-253.71 =
(0.17%) 13.65
30844.90) 30900CE 46.11) 30900PE
20.80 -938.67 493.48

39.05 14.41 -
 17 Feb 2020 (Mon) -445 211/-234 - (30687.25- (233.74-271.29 = 37.55) (197.8-178.06 =
(0.13%) 14.48
30708.05) 30700CE -19.74) 30700PE
e r s .
h o th2463.35
295.90 -4819.11
i t
re w -98.53) 30300PE
-19.2 14.55 -
 18 Feb 2020 (Tue) -2355 97/-2512 - (30331.15- (185.28-378.04 = 192.76) (152.06-53.53 =
ha
(-0.06%) 14.41
30627.05)
t s
30300CE 15:12:00
no
l y . Do
on(30752.20-
83.05 -1093.3 1262.91
e
342.5 14.24 - Day Open >
us
 19 Feb 2020 (Wed) 168 454/-277 (109.94-153.67 = 43.73) (141.67-91.15 =
l
(1.12%) 14.05 PDH
o n a 30835.25) 30800CE -50.52) 30800PE
e r s
fo r p 13.68 -
is
-73.10 663.28 -280.6
.in
24.1
k
 20 Feb 2020 (Thu) 382 897/-276 - (30996.55- (26.58-0.05 = -26.53) (45.64-56.86 =
o c (0.08%) 13.65
ckm
30923.45) 31000CE 11.22) 31000PE
s t o
Fby
P D
This
Max BN Gap India

  
-114.70 397.19 -1909.54

-276.5 15.77 - Day Open <
 24 Feb 2020 (Mon) -1512 151/-1884 (30585.65- (190.97-175.08 = (253.74-330.12 = 76.38)
(-0.89%) 17.19 PDL
30470.95) -15.89) 30600CE 30600PE
-12.65 28.6 262.99

61.9 16.62 -
 25 Feb 2020 (Tue) 291 540/-622 - (30471.30- (198.35-197.2 = -1.14) (206.71-196.19 = -10.52)
(0.2%) 16.75
30458.65) 30500CE 30500PE
-64.00 741.41 -3831.6

-152.75 17.32 - Day Open <
 26 Feb 2020 (Wed) -3089 283/-3018 (30415.60- (154.34-124.68 = (147.31-300.58 = 153.26)
(-0.5%) 18.32 PDL
30351.60) -29.66) 30400CE 30400PE 14:39:00
131.55 -1217.97 1273.36

-36.85 18.64 -
 27 Feb 2020 (Thu) 54 431/-426 - (30026.75- (46.83-95.55 = 48.72) (50.98-0.05 = -50.93)
(-0.12%) 17.64
30158.30) 30000CE 14:32:00 30000PE
Max BN Gap India BN Prev Spot

Include Date Profit Profit/Loss Up/Down VIX Day H/L Change (1) BN Sell 1 Lot ATM CE (2) BN Sell 1 Lot ATM PE
    
-190.45 1829.93 -2689.99

-685.45 22.11 - Day Open
 28 Feb 2020 (Fri) -859 80/-1461 (29391.20- (381.35-308.15 = -73.2) (434.16-541.76 = 107.6)
(-2.27%) 23.16 < PDL
29200.75) 29400CE 29400PE
21.28 -677.00 5128.05 -7580.8

553.85 Day Open
 2 Mar 2020 (Mon) -2452 182/-3633 - (29545.55- (320.41-115.29 = -205.12) (291.46-594.69 = 303.23)
(1.9%) > PDH
24.96 28868.55) 29500CE 29500PE 15:01:00
133.85 -1431.59 2375.74

144.15 25.3 -
 3 Mar 2020 (Tue) 943 1340/-223 - (29091.00- (312.3-369.56 = 57.26) (323.04-228.01 = -95.03)
(0.5%) 24.22
29224.85) 29100CE 29100PE
25.76 360.10 -6901 4416.43

75.9
 4 Mar 2020 (Wed) -2484 836/-2629 - - (28292.00- (265.32-541.36 = 276.04) (239.58-62.92 = -176.66)
(0.26%)
24.14 28652.10) 28300CE 15:11:00 28300PE
22.95 -94.95 1112.49 -1765.16

176.6
 5 Mar 2020 (Thu) -652 465/-1387 - - (28874.40- (44.55-0.05 = -44.5) (67.86-138.47 = 70.61)
(0.62%)
23.34 28779.45) 28900CE 28900PE 14:37:00
e r s .
h o th
Max BN Gap
i t
re w
ha
 
t s
o no
n l y .D
-235.50 2947.05 -3303.16
-1165.4 25.04 - Day Open <
e o
us
 6 Mar 2020 (Fri) -356 1213/-1558 (28013.40- (454.21-336.33 = (478.37-610.49 = 132.13)
l
(-4.04%) 25.86 PDL
o n a 27777.90) -117.88) 28000CE 28000PE
e r s
fo r p 32.33 -
is
371.65 -3820.18 4662.74
.in
-770 Day Open <
k
 9 Mar 2020 (Mon) 842 2865/-392 (26114.50- (554.65-707.45 = (539.3-352.79 = -186.51)
mo c (-2.77%) 30.99 PDL

26486.15) 152.81) 26100CE 26100PE
t oc k
by s
P D F -189.85 32.39 -
-44.25 1057.69 1353.35
Thi s
 11 Mar 2020 (Wed) 2410 2751/-98
(-0.72%) 31.65
- (26482.30-
26438.05)
(248.04-205.74 =
-42.31) 26500CE
(345.06-290.93 = -54.13)
26500PE
-273.60 2482.33 -4136.74

-1311.9 37.29 - Day Open <
 12 Mar 2020 (Thu) -1653 552/-2679 (24470.50- (99.5-0.2 = -99.29) (159.04-324.51 = 165.47)
(-4.95%) 42.11 PDL
24196.90) 24500CE 24500PE 14:14:00
Max BN Gap
 
62.15 593.84 2258.84

-1250.4 50.9 - Day Open <
 13 Mar 2020 (Fri) 2852 4457/-5480 (25279.05- (841.5-817.75 = (1009.45-919.1 = -90.35)
(-5.22%) 51.22 PDL
25341.20) -23.75) 25300CE 25300PE
-338.40 4307.29 -5857.14

-1104.85 57.68 -
 16 Mar 2020 (Mon) -1549 742/-2894 - (23420.40- (978.12-805.83 = (1045.69-1279.97 = 234.29)
(-4.39%) 59.77
23082.00) -172.29) 23400CE 23400PE
-813.05 10001.96 -12040.96

246.9 61.62 -
 17 Mar 2020 (Tue) -2039 1904/-3848 - (22918.70- (751.56-351.48 = (815.91-1297.55 = 481.64)
(1.07%) 63.42
22105.65) -400.08) 22900CE 22900PE
244.20 -2507.35 1127.25

256.7 64.19 -
 18 Mar 2020 (Wed) -1379 3008/-742 - (20582.40- (530-630.29 = 100.29) (717.75-672.66 = -45.09)
(1.16%) 64.29
20826.60) 20600CE 20600PE
-727.90 7843.22 -7285.96

-1151.25 72.33 - Day Open <
 19 Mar 2020 (Thu) 556 4858/-401 (20749.55- (313.83-0.1 = (280.12-571.56 = 291.44)
(-5.59%) 72.17 PDL
20021.65) -313.73) 20700CE 20700PE 14:43:00
Max

31.20 3136.56 6073.48

-185.2 68.35 -
 20 Mar 2020 (Fri) 9209 10458/-791 - (20206.85- (1136.37-1010.91 = (1208.2-965.26 =
(-0.92%) 66.36
20238.05) -125.46) 20200CE -242.94) 20200PE
-132.05 4446.84 3608.57

-2006.3 72.16 - Day Open <
 23 Mar 2020 (Mon) 8055 16605/-913 (17110.35- (1076.77-898.9 = (1224.18-1079.84 =
(-9.87%) 71.09 PDL
16978.30) -177.87) 17100CE -144.34) 17100PE
-296.50 8268 -1282.65

788.2 81.51 -
 24 Mar 2020 (Tue) 6984 9012/-2068 - (17516.70- (1032.62-701.9 = (1014.8-1066.11 =
(4.66%) 81.68
17220.20) -330.72) 17500CE 51.31) 17500PE
e r s .
h
-347.35 77.62 -
38.45 3115.8
wit h ot3578.75
 25 Mar 2020 (Wed) 6694 7613/-195
(-2.03%) 78.51
- (18454.60-
ar e
(645.03-520.4 =
h
(663.3-520.15 =
18493.05)
ot s
-124.63) 18500CE -143.15) 18500PE
o n
l y . D
n
255.00 -802 7114.29
 26 Mar 2020 (Thu) 6312 8231/-3934
300.8 72.47 -
e
Day Open >
s o (19414.95- (188.1-220.18 = 32.08) (284.77-0.2 = -284.57)
al u
(1.63%) 70.99 PDH
n
19669.95) 19400CE 19400PE
r s o
o r pe
Expiry: n s f
c k . i 1 APR
mo
s t ck Max
oProfit
Include
Fby
Date Profit/Loss
P D Up/Down  VIX  Day H/L  Change  CE PE
This

-251.25 1054.57 1522.5

1187.7 71.17 - Day Open >
 27 Mar 2020 (Fri) 2576 6302/0 (20167.15- (996.63-954.45 = (1485-1424.1 = -60.9)
(6.06%) 70.18 PDH
19915.90) -42.18) 20200CE 20200PE
-182.55 3042.21 -1398.84

-714.55 72.5 - Day Open <
 30 Mar 2020 (Mon) 1642 2500/0 (18957.80- (738.24-616.55 = (892.39-948.34 =
(-3.58%) 71.54 PDL
18775.25) -121.69) 19000CE 55.95) 19000PE
-187.00 3191.56 -3065.54

525.25 65.05 -
 31 Mar 2020 (Tue) 126 2617/-674 - (19238.70- (417.53-289.87 = (412.83-535.45 =
(2.8%) 64.26
19051.70) -127.66) 19200CE 122.62) 19200PE
68.15 -143.65 3440.2

-21.6 61.45 -
 1 Apr 2020 (Wed) 3296 3824/0 - (18121.90- (104.44-110.19 = 5.75) (137.71-0.1 = -137.61)
(-0.11%) 60.2
18190.05) 18100CE 18100PE
Max

-130.30 857.52 -2328.71

116.7 56.43 -
 3 Apr 2020 (Fri) -1470 1988/-1578 - (17425.00- (501.88-467.58 = -34.3) (613.75-706.9 =
(0.64%) 54.94
17294.70) 17400CE 93.15) 17400PE
100.25 16.15 795.96

1205.25 53.04 - Day Open >
 7 Apr 2020 (Tue) 811 3258/-1122 (18951.75- (577.96-577.32 = -0.65) (481.29-449.45 =
(6.99%) 52.07 PDH
19052.00) 19000CE -31.84) 19000PE
49.80 -798.65 2051.54

-263.1 52.45 -
 8 Apr 2020 (Wed) 1252 2271/-531 - (18879.40- (331.45-363.4 = 31.95) (495-412.94 = -82.06)
(-1.38%) 52.43
18929.20) 18900CE 18900PE
317.70 -1680.19 4360.93

606.7 50.27 -
 9 Apr 2020 (Thu) 2679 2999/-271 - (19561.25- (64.6-131.81 = 67.21) (174.49-0.05 =
(3.2%) 49.68
19878.95) 19600CE 14:46:00 -174.44) 19600PE
Max BN Gap
 
83.75 -1870.75 1725.81

-58.7 51.61 -
 13 Apr 2020 (Mon) -145 1195/-613 - (19441.60- (554.4-629.23 = 74.83) (589.99-520.96 =
(-0.29%) 51.32
19525.35) 19400CE -69.03) 19400PE
e r s .
h
608.35 49.43 - Day Open >
-259.95 3618.69
wit h ot-2918.49
 15 Apr 2020 (Wed) 699 1267/-5051
(3.12%) 49.35 PDH
(19368.95-
ar e
(321.75-177 = -144.75)
h
(426.64-543.38 =
19109.00)
ot s19400CE 116.74) 19400PE
o n
l y . D
n
242.55 -3183.99 2335.11
eo
-99.9 47.35 -
 16 Apr 2020 (Thu) -848 1912/-1085
(-0.52%) 45.78
lu
-
s (19242.65- (122.41-249.77 = 127.36) (93.51-0.1 = -93.4)
o n a 19485.20) 19200CE 14:53:00 19200PE
pe rs
fo r
s
Expiry: 23nAPR
i
c k .
mo
s t ck Max
oProfit BN Gap
Include
Fby
Date Profit/Loss Up/Down
India BN Prev Spot
(2) BN Sell 1 Lot
P D VIX  Day H/L  Change  ATM PE
This
 
754.90 -15159.02 7357.95

994.75 43.51 - Day Open >
 17 Apr 2020 (Fri) -7800 1607/-8009 (19967.90- (582.81-1189.17 = 606.36) (639.74-345.42 =
(5.13%) 42.56 PDH
20722.80) 20000CE 15:10:00 -294.32) 20000PE
-224.00 2622.1 -1769.26

423.25 43.33 - Day Open >
 20 Apr 2020 (Mon) 852 1501/-1123 (20733.35- (527.67-422.79 = -104.88) (605.93-676.7 =
(2.05%) 43.39 PDH
20509.35) 20700CE 70.77) 20700PE
-17.70 550.39 -318.49

-710.6 45.29 - Day Open <
 21 Apr 2020 (Tue) 230 1605/-345 (19352.65- (407.58-385.57 = -22.02) (533.12-545.85 =
(-3.46%) 45.34 PDL
19334.95) 19400CE 12.74) 19400PE
405.00 -4859.1 4924.31

-102.4 43.55 -
 22 Apr 2020 (Wed) 64 662/-2256 - (19346.85- (341.95-536.31 = 194.36) (336.35-139.38 =
(-0.53%) 42.92
19751.85) 19300CE -196.97) 19300PE
36.95 -1239.86 2476.19

169.5 39.52 - Day Open >
 23 Apr 2020 (Thu) 1235 1340/-176 (20176.60- (47.67-97.26 = 49.59) (99.15-0.1 = -99.05)
(0.86%) 39.1 PDH
20213.55) 20200CE 14:43:00 20200PE
Max BN Gap India

  
-94.60 1478.08 518.25

-570.3 39.5 -
 24 Apr 2020 (Fri) 1995 2915/-65 - (19709.00- (518.07-458.94 = -59.12) (623.7-602.97 = -20.73)
(-2.81%) 38.98
19614.40) 19700CE 19700PE
3.10 -174.85 353.02

284.15 38.36 -
 27 Apr 2020 (Mon) 177 819/-35 - (20073.55- (421.2-428.19 = 6.99) (435.9-421.78 = -14.12)
(1.45%) 37.9
20076.65) 20100CE 20100PE
140.25 -1890.24 2191.51

355.45 36.24 - Day Open >
 28 Apr 2020 (Tue) 300 778/-40 (20586.05- (295.51-371.12 = 75.61) (312.84-225.18 = -87.66)
(1.77%) 35.15 PDH
20726.30) 20600CE 20600PE
186.10 -5363.73 2238.05

-230.7 33.65 -
 29 Apr 2020 (Wed) -3125 413/-3396 - (20787.50- (206.22-420.77 = 214.55) (243.19-153.67 = -89.52)
(-1.12%) 33.91
20973.60) 20800CE 14:39:00 20800PE
-151.80 2555.41 -2043.26

499 34.08 - Day Open >
 30 Apr 2020 (Thu) 511 1079/-1040 (21635.65- (102.27-0.05 = -102.22) (78.56-160.29 = 81.73)
(2.37%) 33.92 PDH
21483.85) 21600CE 21600PE 14:31:00
e r s .
h o th
Max
i t
re w
BN Gap India BN Prev Spot (1) BN Sell 1 Lot ATM(2) BN Sell 1 Lot ATM
ha

t s
no
l y . Do
on(19936.95-
-120.65 1414.22 -1977.38
e
-1019.75 43.25 - Day Open <
us
 4 May 2020 (Mon) -563 161/-956 (549.5-492.93 = (640.53-719.63 = 79.1)
l
(-4.74%) 43.53 PDL
o n a 19816.30) -56.57) 19900CE 19900PE
e r s
fo r p 41.98 -
is
-528.55 6069.24 -7185.29
.in
403.55
k
 5 May 2020 (Tue) -1115 265/-2766 - (19845.45- (484.16-241.39 = (450.75-738.16 =
o c (2.04%) 43.21
ckm
19316.90) -242.77) 19800CE 287.41) 19800PE
y s to
F b 116.00 -1096.77 1905.43
D
is P
30.7 41.48 -
 6 May 2020 (Wed) 807 1494/-841 - (19646.35- (321.8-365.67 = 43.87) (306.85-230.63 =
Th
(0.16%) 41.18
19762.35) 19600CE -76.22) 19600PE
-1.25 2161.76 1558.31

-158.5 40.27 -
 7 May 2020 (Thu) 3719 3780/-52 - (19514.05- (86.77-0.3 = -86.47) (71.73-9.39 = -62.33)
(-0.8%) 39.69
19512.80) 19500CE 19500PE
Max BN Gap India

  
-253.80 2470.65 -3197.35

352.2 38.2 - Day Open >
 8 May 2020 (Fri) -726 1085/-691 (19601.05- (462.58-363.75 = -98.83) (551.33-679.23 = 127.89)
(1.81%) 38.54 PDH
19347.25) 19600CE 19600PE
-227.70 2820 -3936.94

257.55 37.42 -
 11 May 2020 (Mon) -1116 608/-958 - (19193.05- (415.8-303 = -112.8) (423.37-580.85 = 157.48)
(1.33%) 38.06
18965.35) 19200CE 19200PE
479.35 -9402.61 4235.6

-199.1 38.27 - Day Open <
 12 May 2020 (Tue) -5166 406/-6190 (18410.35- (361.5-737.6 = 376.1) (357.64-188.21 =
(-1.05%) 38.13 PDL
18889.70) 18400CE 14:58:00 -169.42) 18400PE
-109.80 1837.7 -1778.66

1154.9 38.37 - Day Open >
 13 May 2020 (Wed) 58 704/-371 (19747.95- (400.95-327.44 = -73.51) (334.57-405.72 = 71.15)
(6.12%) 38.8 PDH
19638.15) 19700CE 19700PE
-120.20 1379.79 -1381.49

-437.25 37.97 - Day Open <
 14 May 2020 (Thu) -2 52/-804 (19205.65- (55.24-0.05 = -55.19) (53.11-108.37 = 55.26)
(-2.23%) 38.27 PDL
19085.45) 19200CE 19200PE 14:12:00
Max BN Gap India

  
47.45 -892.39 168.46

30.3 38.12 -
 15 May 2020 (Fri) -723 123/-1084 - (18770.75- (494.55-530.25 = 35.7) (533.86-527.12 = -6.74)
(0.16%) 37.97
18818.20) 18800CE 18800PE
-139.65 1417.18 -2087.82

-38.85 40.61 -
 18 May 2020 (Mon) -670 98/-1617 - (17778.15- (458.67-401.98 = -56.69) (504.26-587.77 = 83.51)
(-0.21%) 40.84
17638.50) 17800CE 17800PE
25.80 382.65 1263.82

463.95 39.79 -
 19 May 2020 (Tue) 1645 2311/0 - (17487.45- (347.24-331.94 = -15.31) (427.33-376.78 =
(2.64%) 39.15
17513.25) 17500CE -50.55) 17500PE
e r s .
h o th
(217.21-443.19 = 225.98)wit (261.16-73.22 =
367.80 -5649.55 4698.43
36.43 -
re
 20 May 2020 (Wed) -950 90/-3264 0.25 (0%) - (17559.55-
35.56
s h a
t
17927.35) 17600CE 14:24:00 -187.94) 17600PE
n o
o 1869.84
-290.85. D
n l y -1113.69
se o
61.75 32.88 -
 21 May 2020 (Thu) 755 807/-519 - (18033.70- (74.84-0.05 = -74.79) (42.82-87.36 = 44.55)
(0.35%) 32.93
al u
n
17742.85) 18000CE 18000PE 14:04:00
rs o
o r pe
i s f2020, Net Profit: 4634, Average Day Profit: 1158
k.i n
Expiry: 28
c
MAY
o
s t ckm Max
oProfit BN Gap
Include
Fby
Date Profit/Loss Up/Down
India BN Prev Spot
(2) BN Sell 1 Lot
P D VIX  Day H/L  Change  ATM PE
This
 
127.90 -779.91 2878.72

-180.85 33.32 - Day Open <
 22 May 2020 (Fri) 2098 2648/-30 (17201.30- (376.84-408.04 = 31.2) (449.51-334.36 =
(-1.02%) 32.15 PDL
17329.20) 17200CE -115.15) 17200PE
25.45 -79.41 1317.46

258.75 31.87 -
 26 May 2020 (Tue) 1237 1576/-410 - (17473.60- (264.73-267.9 = 3.18) (313.63-260.93 =
(1.5%) 31.4
17499.05) 17500CE -52.7) 17500PE
207.30 -5201.5 2688.99

163.05 31.45 -
 27 May 2020 (Wed) -2512 212/-6350 - (18484.65- (199.98-408.04 = 208.06) (222.75-115.19 =
(0.93%) 31.15
18691.95) 18500CE 14:06:00 -107.56) 18500PE
-0.10 1096.4 2715.07

213.9 30.45 - Day Open >
 28 May 2020 (Thu) 3811 3982/-1644 (19160.90- (43.91-0.05 = -43.86) (138.6-30 = -108.6)
(1.14%) 29.98 PDH
19160.80) 19200CE 19200PE
Max BN Gap
 
140.15 -1549.44 1734.96

-207.8 29.96 -
 29 May 2020 (Fri) 185 968/-405 - (19069.85- (355.66-417.63 = (551.88-482.48 = -69.4)
(-1.08%) 30.3
19210.00) 61.98) 19100CE 19100PE
39.50 399.94 1680.19

431.65 30.89 - Day Open >
 1 Jun 2020 (Mon) 2079 2904/-17 (19898.80- (395.5-379.51 = -16) (460.35-393.14 = -67.21)
(2.24%) 30.6 PDH
19938.30) 19900CE 19900PE
168.35 -2245.73 2678.49

160.7 30.27 -
 2 Jun 2020 (Tue) 432 2247/-54 - (20423.45- (311.95-401.78 = (333.53-226.39 = -107.14)
(0.81%) 29.9
20591.80) 89.83) 20400CE 20400PE
-524.70 5305.03 -7740.45

436.4 29.84 - Day Open >
 3 Jun 2020 (Wed) -2434 2622/-2478 (21428.70- (279.97-67.77 = (297.59-607.21 = 309.62)
(2.13%) 30.26 PDH
20904.00) -212.2) 21400CE 21400PE 15:17:00
-183.30 2220.31 -427.51

-8.35 29.86 -
 4 Jun 2020 (Thu) 1792 2153/-266 - (20545.30- (90.83-2.02 = -88.81) (99.05-116.15 = 17.1)
(-0.04%) 29.51
20362.00) 20500CE 20500PE
Max

e r s .
h
125.95 28.95 -
402.40
it
-5813.66
w h ot4891.5
 5 Jun 2020 (Fri) -921 2014/-417
(0.62%) 28.53
- (20786.00-
ar e
(529.65-762.2 =
h
(553.81-358.15 =
21188.40)
ot s
232.55) 20800CE -195.66) 20800PE
n
. Do
ly29.60
e on(21202.55-
-378.13 344.86
601.6 29.73 - Day Open >
 8 Jun 2020 (Mon) -34 1475/-696
(2.86%) 29.71
lu
PDH s (463.72-478.84 = (489.56-475.76 =
o n a 21232.15) 15.13) 21200CE -13.79) 21200PE
pe rs
fo r
i s
-464.25 4997.68 -6207.84
.in
108.15 30 -
k
 9 Jun 2020 (Tue) -1209 729/-1035 - (21103.95- (368.58-168.67 = (430.2-678.52 =
o c (0.51%) 30.21
ckm
20639.70) -199.91) 21100CE 248.31) 21100PE
y s to
 10 DJunF
b 360.85 -5554.06 4711.97
P
36.05 29.83 -
Th i s 2020 (Wed) -841 2200/-1290

(0.17%) 29.37
- (20870.80-
21231.65)
(275.62-497.78 =
222.16) 20900CE
(319.32-130.85 =
-188.48) 20900PE
-121.50 1316.67 -1395.77

-15.4 30.16 -
 11 Jun 2020 (Thu) -79 2269/-826 - (20660.45- (52.72-0.05 = -52.67) (118.9-174.73 = 55.83)
(-0.07%) 29.78
20538.95) 20700CE 20700PE
Max
Up/Down  VIX  Day H/L  Change  PE

378.55 -3700.15 5418.46

-995.85 31.5 - Day Open <
 12 Jun 2020 (Fri) 1717 2309/-591 (20222.85- (601.97-749.98 = 148.01) (612.81-396.07 =
(-4.85%) 30.68 PDL
20601.40) 20200CE -216.74) 20200PE
-3.05 -139.86 574.81

-197.4 32.99 -
 15 Jun 2020 (Mon) 434 2665/0 - (19935.00- (499.41-505 = 5.59) (504.21-481.21 =
(-0.96%) 32.62
19931.95) 19900CE -22.99) 19900PE
294.25 -2950.8 5087.11

587.75 33.74 - Day Open >
 16 Jun 2020 (Tue) 2136 3023/-74 (19958.65- (388.13-506.16 = 118.03) (493.96-290.48 =
(2.95%) 33.03 PDH
20252.90) 20000CE -203.48) 20000PE
-266.50 4026.35 -3208.11

-159.25 33.42 -
 17 Jun 2020 (Wed) 817 1415/-670 - (20456.90- (252-90.95 = -161.05) (325.17-453.49 =
(-0.78%) 33.4
20190.40) 20500CE 128.32) 20500PE
411.10 -1582.34 1430.5

-64.15 31.44 -
 18 Jun 2020 (Thu) -151 267/-988 - (20511.55- (60.84-124.13 = 63.29) (57.32-0.1 = -57.22)
(-0.32%) 31.55
20922.65) 20500CE 14:06:00 20500PE
Max BN Gap India

  
108.90 -503.55 2611

13.8 30.45 -
 19 Jun 2020 (Fri) 2106 2998/0 - (21244.75- (517.08-537.22 = 20.14) (509.65-405.21 = -104.44)
(0.07%) 29.7
21353.65) 21200CE 21200PE
-140.90 2364.55 -956.2

153.45 30.69 - Day Open >
 22 Jun 2020 (Mon) 1407 2016/-436 (21885.65- (427.68-333.1 = -94.58) (453.42-491.67 = 38.25)
(0.72%) 30.22 PDH
21744.75) 21900CE 21900PE
357.20 -5199.51 4530

150.9 29.91 -
 23 Jun 2020 (Tue) -669 854/-859 - (21953.85- (343.53-551.51 = 207.98) (379.67-198.47 = -181.2)
(0.7%) 29.33
22311.05) 22000CE 22000PE
e r s .
h o th
214.45 29.52 - Day Open >
-379.80 4765.95
t
(277.45-86.81 = -190.64) wi(269.58-550.05
-7011.73
 24 Jun 2020 (Wed) -2245 950/-2677 (21836.45-
21800CEar e = 280.47)
sh
(0.96%) 29.81 PDH
t
21456.65) 21800PE 15:11:00
on o
-10.15. D
n l y -2556.97 2398.2
eo
-208.75 29.52 - Day Open <
 25 Jun 2020 (Thu) -158 319/-2104
(-0.97%) 30.17
lu
PDL s (21523.20- (98.31-200.59 = 102.28) (96.08-0.15 = -95.93)
o n a 21513.05) 21500CE 14:13:00 21500PE
p e rs
fo r
Expiry:n
i s
c k . 2 JUL
mo
s t ck Max
oProfit
Include
Fby
Date Profit/Loss
P D Up/Down  VIX  Day H/L  Change  ATM CE PE
This

255.75 -2687.16 4442.44

228.9 29.68 - Day Open >
 26 Jun 2020 (Fri) 1754 3134/0 (21407.70- (503.56-611.05 = (615.53-437.83 = -177.7)
(1.06%) 28.32 PDH
21663.45) 107.49) 21400CE 21400PE
195.00 -2483.41 3531.46

-300.5 29.62 - Day Open <
 29 Jun 2020 (Mon) 1047 1721/0 (21166.25- (385.11-484.45 = (504.45-363.2 = -141.26)
(-1.39%) 28.76 PDL
21361.25) 99.34) 21200CE 21200PE
-82.30 753 -1071.5

165.3 28.9 - Day Open >
 30 Jun 2020 (Tue) -319 242/-1782 (21458.05- (328.88-298.76 = (421.74-464.6 = 42.86)
(0.77%) 28.98 PDH
21375.75) -30.12) 21500CE 21500PE
73.85 -857.75 1960.66

-16.05 28.13 -
 1 Jul 2020 (Wed) 1102 1452/-305 - (21824.35- (248.49-282.8 = (254.97-176.55 = -78.43)
(-0.08%) 28.08
21898.20) 34.31) 21800CE 21800PE
-238.75 2732.38 -1796.06

156.2 26.68 - Day Open >
 2 Jul 2020 (Thu) 936 1550/0 (22216.80- (109.35-0.05 = (69.05-140.9 = 71.84)
(0.71%) 26.55 PDH
21978.05) -109.3) 22200CE 22200PE 14:38:00
Max BN Gap
 
11.70 204.14 167.01

148.55 26.15 -
 3 Jul 2020 (Fri) 370 875/-113 - (21840.60- (463.22-455.06 = (396.74-390.06 = -6.68)
(0.68%) 25.63
21852.30) -8.17) 21800CE 21800PE
-69.25 227.51 -642.35

418.55 25.39 - Day Open >
 6 Jul 2020 (Mon) -414 725/-165 (22281.70- (331.95-322.85 = (341.95-367.64 = 25.69)
(1.92%) 25.11 PDH
22212.45) -9.1) 22300CE 22300PE
187.30 -2697.65 1686.99

55.35 25.16 -
 7 Jul 2020 (Tue) -1009 0/-2170 - (22379.15- (281.85-389.76 = (301.9-234.42 = -67.48)
(0.25%) 25.13
22566.45) 107.91) 22400CE 22400PE
-487.70 5602.5 -5564.57

72.9 25.39 - Day Open >
 8 Jul 2020 (Wed) 37 1084/-1669 (23034.85- (265.91-41.81 = (213.94-436.52 = 222.58)
(0.32%) 26.17 PDH
22547.15) -224.1) 23000CE 23000PE 14:45:00
154.05 -898.71 1809.2

168.5 25.3 -
 9 Jul 2020 (Thu) 909 2279/-126 - (22797.25- (72.12-108.07 = (72.42-0.05 = -72.37)
(0.75%) 24.77
22951.30) 35.95) 22800CE 22800PE
e r s .
h o th
Max BN Gap India
i t
re w
ha
  
t s
no
l y . Do 507.35
on
-43.85 -558.7
e
-186.25 25.05 -
us
 10 Jul 2020 (Fri) -52 742/-1045 - (22445.20-(455.3-435.01 = -20.29) (366.3-388.65 = 22.35)
l
(-0.81%) 24.81
o n a 22401.35) 22400CE 22400PE
e r s
fo r p 25.85 -
is
87.30 -1226.62 1210.95
.in
214.8
k
 13 Jul 2020 (Mon) -15 779/-109 - (22021.95- (408.92-457.98 = 49.06) (312.05-263.61 = -48.44)
o c (0.96%) 25.15
ckm
22109.25) 22000CE 22000PE
s t o
b y
JulF2020 (Tue)
48.15 -445.41 515.54
 14D
P
-211.65 26.67 - Day Open <
This
69 1129/0 (21368.25- (309.47-327.29 = 17.82) (326.6-305.98 = -20.62)
(-0.96%) 26.71 PDL
21416.40) 21400CE 21400PE
-404.20 4513.44 -5061.16

242.05 25.99 -
 15 Jul 2020 (Wed) -546 114/-1632 - (21795.25- (229.98-49.44 = (194.58-397.03 = 202.45)
(1.13%) 26.18
21391.05) -180.54) 21800CE 21800PE 14:35:00
202.30 -914.12 2592.51

112.5 25.57 -
 16 Jul 2020 (Thu) 1678 1733/-996 - (21352.40- (35.15-71.71 = 36.56) (103.8-0.1 = -103.7)
(0.53%) 25.27
21554.70) 21400CE 14:27:00 21400PE
Max

435.40 -6376.55 4678.6

10.9 24.67 -
 17 Jul 2020 (Fri) -1697 623/-1489 - (21613.65- (416.79-671.85 = (395.41-208.26 =
(0.05%) 24.05
22049.05) 255.06) 21600CE -187.14) 21600PE
-18.45 -87.43 397.5

340.5 24.81 - Day Open >
 20 Jul 2020 (Mon) 309 1000/-419 (22319.10- (343.08-346.58 = 3.5) (377.83-361.93 =
(1.55%) 24.65 PDH
22300.65) 22300CE -15.9) 22300PE
102.25 -1606 1764.72

318 24.35 - Day Open >
 21 Jul 2020 (Tue) 157 595/-674 (22683.25- (280.17-344.41 = (295.47-224.88 =
(1.42%) 24.43 PDH
22785.50) 64.24) 22700CE -70.59) 22700PE
61.65 -414.04 2237.13

377 25.18 - Day Open >
 22 Jul 2020 (Wed) 1822 2112/-369 (22823.30- (192.36-208.92 = (245.03-155.54 =
(1.65%) 24.69 PDH
22884.95) 16.56) 22800CE -89.49) 22800PE
58.30 1380.98 1691.95

-27.75 24.58 -
 23 Jul 2020 (Thu) 3072 3218/-745 - (23051.90- (55.39-0.15 = -55.24) (84.6-16.92 = -67.68)
(-0.12%) 24.6
23110.20) 23100CE 23100PE
Max BN Gap
 
43.90 -711.41 892.55

-230.7 24.69 -
 24 Jul 2020 (Fri) 180 1003/0 - (22623.80- (376.2-404.66 = (422.53-386.83 = -35.7)
(-1%) 24.44
22667.70) 28.46) 22600CE 22600PE
-124.25 1299.46 -2117.56

2.55 25.1 -
 27 Jul 2020 (Mon) -818 367/-872 - (21972.00- (334.27-282.3 = (355.66-440.36 = 84.7)
(0.01%) 24.99
21847.75) -51.98) 22000CE 22000PE
e r s .
h o th
91.4 24.04 -
145.15 -1724.5
w t
i(255.62-161.8
2345.4
 28 Jul 2020 (Tue) 620 967/-1886
(0.42%) 23.72
- (21910.50-
r
(314.82-383.8 =
ha e = -93.82)
22055.65)
t s
68.98) 21900CE 21900PE
.D o no
n l y
-165.30 3021.41 -4186.95
e o(22220.80-
-30.2 24.33 -
 29 Jul 2020 (Wed) -1164 1042/-1667
(-0.14%) 24.03
lu
-
s (259.48-138.62 = (160.97-328.45 = 167.48)
o n a 22055.50) -120.86) 22200CE 22200PE 14:45:00
pe rs
fo r 24.57 -
i s
-248.85 1196.59 -1811.51
.in
118.45
k
 30 Jul 2020 (Thu) -613 0/-1216 - (21882.80- (48.02-0.15 = -47.86) (69.65-142.11 = 72.46)
o c (0.54%) 24.93
ckm
21633.95) 21900CE 21900PE 14:09:00
s t o
Fby
P D
This
Max

-21.55 1135.44 126.77

83.7 24.56 -
 31 Jul 2020 (Fri) 1261 1765/-195 - (21668.80- (419.07-373.65 = (393.92-388.85 = -5.07)
(0.39%) 23.98
21647.25) -45.42) 21700CE 21700PE
-15.40 155.12 -165.21

-96.25 25.14 -
 3 Aug 2020 (Mon) -10 823/-50 - (21136.45- (382.78-376.58 = -6.2) (294.62-301.23 = 6.61)
(-0.44%) 25.13
21121.05) 21100CE 21100PE
60.70 -815.96 1313.8

176.15 24.17 -
 4 Aug 2020 (Tue) 497 859/-383 - (21422.65- (293.24-325.88 = (248.39-195.84 =
(0.84%) 23.67
21483.35) 32.64) 21400CE -52.55) 21400PE
-28.95 420.34
196.35 23.73 - Day Open >
 5 Aug 2020 (Wed) 420 1131/-1388 (21572.10- NA (210.13-193.31 =
(0.91%) 23.51 PDH
21543.15) -16.81) 21600PE
-137.20 1395.88 -1802.5

134.3 23.14 -
 6 Aug 2020 (Thu) -405 126/-1003 - (21789.55- (55.89-0.05 = -55.84) (69.3-141.4 = 72.1)
(0.62%) 23.06
21652.35) 21800CE 21800PE 14:11:00
Max

94.35 -1192.5 1628.97

-22.35 22.89 -
 7 Aug 2020 (Fri) 435 910/-113 - (21667.00- (326.35-374.05 = (364.27-299.11 = -65.16)
(-0.1%) 22.38
21761.35) 47.7) 21700CE 21700PE
-32.90 106.07 -557.26

70.9 22.82 - Day Open >
 10 Aug 2020 (Mon) -450 578/-506 (21961.45- (294.92-290.68 = (310.96-333.25 = 22.29)
(0.33%) 22.42 PDH
21928.55) -4.24) 22000CE 22000PE
121.35 -2095.53 1771.43

149.95 21.61 -
 11 Aug 2020 (Tue) -323 310/-482 - (22113.25- (254.53-338.35 = (207.21-136.35 = -70.86)
(0.68%) 21.27
22234.60) 83.82) 22100CE 22100PE
0.65 74.01 218.48

-91.25 21.2 -
 12 Aug 2020 (Wed) 292 620/-239 - (22230.55- (205.92-202.96 = (137.36-128.62 = -8.74)
(-0.41%) 20.87
22231.20) -2.96) 22200CE 22200PE
-74.00 1356.28 -1597.79

131.2 20.89 - Day Open >
 13 Aug 2020 (Thu) -241 726/-444 (22290.00- (54.3-0.05 = -54.25) (61.43-125.34 = 63.91)
(0.59%) 20.38 PDH
22216.00) 22300CE 22300PE 14:34:00
e r s .
h o th
Max i t
w (2) BN SellPE1 Lot ATM
BN Gap India BN Prev Day Spot
r e
(1) BN Sell 1 Lot ATM
ha
Up/Down  VIX  H/L  Change 
t s CE
no

.D o
o n l y
s- e (21767.95-
-79.10 980.01 -1064.4
138.6 21.24 -
 14 Aug 2020 (Fri) -85 505/-4063
a l u (311.85-272.65 = (342.69-385.26 =
n
(0.62%) 21.66
er s o 21688.85) -39.2) 21800CE 42.58) 21800PE
r p
i s fo
.i n
137.25 -1639.25 2029.74
k
227.55 21.62 -
 17 Aug 2020 (Mon) 390
mo c
773/-1039
(1.05%) 21.15
- (21602.80- (296.01-361.58 = (273.19-192 = -81.19)
to c k 21740.05) 65.57) 21600CE 21600PE
b y s
D F
is P
197.25 -3134.76 2505.39
1.15 20.8 -
Th
18 Aug 2020 (Tue) -628 34/-1728 - (21962.20- (199.93-325.32 = (241.31-141.1 =
(0.01%) 20.4
22159.45) 125.39) 22000CE -100.22) 22000PE
-87.10 1561.48 -461.45

144.8 19.89 - Day Open >
 19 Aug 2020 (Wed) 1099 1453/-89 (22373.10- (162.95-100.5 = (168.75-187.2 = 18.46)
(0.65%) 19.9 PDH
22286.00) -62.46) 22400CE 22400PE
25.25 820.34 2016.35

-296 20.84 - Day Open <
 20 Aug 2020 (Thu) 2836 2879/-846 (21950.75- (33.07-0.25 = -32.81) (82.22-1.57 = -80.65)
(-1.33%) 20.71 PDL
21976.00) 22000CE 22000PE
Max

18.85 -428.9 340.26

191.25 19.99 - Day Open >
 21 Aug 2020 (Fri) -89 575/-20 (22298.45- (269.28-286.44 = (293.68-280.07 =
(0.87%) 19.79 PDH
22317.30) 17.16) 22300CE -13.61) 22300PE
13.90 -421.84 -356.18

137.25 19.42 - Day Open >
 24 Aug 2020 (Mon) -777 389/-548 (22797.75- (252.8-269.67 = 16.87) (240.27-254.52 =
(0.62%) 19.16 PDH
22811.65) 22800CE 14.25) 22800PE
24.05 -301.71 277.66

140.4 19.3 - Day Open >
 25 Aug 2020 (Tue) -25 538/-652 (23087.45- (189.93-202 = 12.07) (217.65-206.54 =
(0.61%) 19.62 PDH
23111.50) 23100CE -11.11) 23100PE
186.65 -2505.91 2307.26

83.4 19.28 -
 26 Aug 2020 (Wed) -198 603/-197 - (23255.05- (134.69-234.93 = (178.65-86.36 =
(0.36%) 19.44
23441.70) 100.24) 23300CE -92.29) 23300PE
-1.60 1539.89 927.85

97.25 18.93 - Day Open >
 27 Aug 2020 (Thu) 2466 2508/-181 (23628.60- (63.21-1.62 = -61.6) (37.67-0.56 = -37.11)
(0.42%) 18.91 PDH
23627.00) 23600CE 23600PE
Max

243.65 -5270.45 1869.26

34.95 18.55 -
 28 Aug 2020 (Fri) -3400 1006/-3028 - (24346.95- (381.5-592.31 = (335.96-261.19 = -74.77)
(0.15%) 18.3
24590.60) 210.82) 24300CE 24300PE
-128.00 947.9 -2563.09

22.08 - Day Open >
 31 Aug 2020 (Mon) -1614 530/-3621 515 (2.1%) (23788.20- (432.93-395.01 = (437.88-540.4 = 102.52)
23.28 PDH
23660.20) -37.92) 23800CE 23800PE
e r s .
h o th
(384.66-403.04 = wit
37.05 -459.4 1335.25
139.45 21.93 -
 1 Sep 2020 (Tue) 875 1940/-672
(0.59%) 21.62
- (23815.60-
h a r e (305.91-252.5 = -53.41)
23852.65)
t s
18.38) 23800CE
o
23800PE
n
l y . Do -3512.66
n
278.45 3270.74
eo
-43 21.89 -
 2 Sep 2020 (Wed) -241 492/-1881
(-0.18%) 20.99
lu
-
s (23597.30- (238.24-378.75 = (210.77-79.94 = -130.83)
o n a 23875.75) 140.51) 23600CE 23600PE
pe rs
fo r 20.47 -
i s
-145.30 1350.09 -1236
.in
111.6 Day Open >
k
 3 Sep 2020 (Thu) 113 1487/-259 (23699.35- (54.05-0.05 = -54) (47.52-96.96 = 49.44)
mo c (0.47%) 20.49 PDH

23554.05) 23700CE 23700PE 14:57:00
t oc k
by s
P D F
is
Th
Max

-195.00 2114.65 -3134.53

-411.7 21.37 - Day Open <
 4 Sep 2020 (Fri) -1019 59/-3361 (23257.85- (382.54-297.95 = -84.59) (401.94-527.32 =
(-1.75%) 21.87 PDL
23062.85) 23300CE 125.38) 23300PE
13.90 337.33 421.46

24.75 22.26 -
 7 Sep 2020 (Mon) 758 1120/-1236 - (22968.10- (327-313.5 = -13.49) (327.89-311.03 =
(0.11%) 21.65
22982.00) 23000CE -16.86) 23000PE
-260.75 3270.43 -3898.14

26.15 21.82 -
 8 Sep 2020 (Tue) -627 414/-593 - (22934.00- (288.88-158.06 = (241.56-397.49 =
(0.11%) 23.05
22673.25) -130.82) 22900CE 155.93) 22900PE
98.90 -847.65 1376.77

-257.7 22.61 - Day Open <
 9 Sep 2020 (Wed) 528 861/-201 (22195.95- (208.49-242.4 = 33.91) (163.7-108.63 =
(-1.13%) 22.04 PDL
22294.85) 22200CE -55.07) 22200PE
189.70 -1273.34 1402.06

199.55 21.48 -
 10 Sep 2020 (Thu) 128 644/-124 - (22293.60- (48.96-99.89 = 50.93) (56.13-0.05 = -56.08)
(0.9%) 21.3
22483.30) 22300CE 14:29:00 22300PE
Max

231.70 -2979.54 3361.31

43.75 21.14 -
 11 Sep 2020 (Fri) 380 1089/0 - (22268.40- (357.54-476.72 = (356.4-221.95 =
(0.19%) 20.68
22500.10) 119.18) 22300CE -134.45) 22300PE
-249.35 2386.15 -4557.86

203.4 20.57 - Day Open >
 14 Sep 2020 (Mon) -2170 285/-2767 (22330.30- (364.91-269.47 = (247.95-430.26 =
(0.9%) 21.44 PDH
22080.95) -95.45) 22300CE 182.31) 22300PE
360.95 -5307.31 3726.01

101.55 20.89 -
 15 Sep 2020 (Tue) -1580 354/-1841 - (22140.20- (337-549.29 = 212.29) (239.23-90.19 =
(0.46%) 20.39
22501.15) 22100CE -149.04) 22100PE
112.10 -1290.4 1572.82

10.65 20.11 -
 16 Sep 2020 (Wed) 281 548/-1781 - (22439.45- (235.22-286.84 = (135.48-72.57 =
(0.05%) 19.65
22551.55) 51.62) 22400CE -62.91) 22400PE
-37.75 1295.64 -168.48

-221.55 20.21 -
 17 Sep 2020 (Thu) 1126 1656/-72 - (22359.15- (51.88-0.05 = -51.83) (73.61-80.35 = 6.74)
(-0.98%) 20.02
22321.40) 22400CE 22400PE
e r s .
h o th
i t
(1) BN Sell 1 Lot ATMeCEw
Max BN Gap India Spot
r
BN Prev (2) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down VIX Change
s h a
t
Day H/L  PE
n o
   
. D o
n l y
eo
-234.50 3279.5 -7767.49
us
119 19.23 -
l
 18 Sep 2020 (Fri) -4487 250/-5735 - (22309.75- (395.9-264.72 = -131.18) (298.63-609.33 = 310.7)
(0.53%) 19.94
o n a
s
22075.25) 22300CE 22300PE 14:21:00
e r
f o rp
is-47.65 20.75 -
ck.in
-405.05 4387.38 -6055.34
o
 21 Sep 2020 (Mon) -1667 142/-3131 - (21690.10- (327.1-151.6 = -175.5) (308.24-550.45 = 242.21)
ckm
(-0.22%) 22.66
21285.05) 21700CE 21700PE
s t o
Fby
s P D -18.95 1036.16 1202.31
i
78.45 21.85 -
Th
 22 Sep 2020 (Tue) 2238 2799/-273 - (21204.35- (280.67-239.22 = -41.45) (256.66-208.56 = -48.09)
(0.37%) 21.05
21185.40) 21200CE 21200PE
344.55 -4444.45 3761.98

211.7 22.22 -
 23 Sep 2020 (Wed) -681 758/-1414 - (20884.60- (170.87-348.65 = 177.78) (175.53-25.05 = -150.48)
(1%) 20.87
21229.15) 20900CE 14:50:00 20900PE
-198.85 -2266 -903.82

-279.7 22.73 -
 24 Sep 2020 (Thu) -3169 433/-3077 - (20649.20- (87.12-177.76 = 90.64) (34.75-70.9 = 36.15)
(-1.32%) 23.41
20450.35) 20600CE 14:21:00 20600PE 15:04:00
Max
Up/Down  VIX  Day H/L  Change  PE

179.65 -1484.81 2774.56

283.95 21.68 -
 25 Sep 2020 (Fri) 1289 2071/-47 - (20774.40- (372.69-432.08 = 59.39) (408.28-297.29 =
(1.39%) 20.81
20954.05) 20800CE -110.98) 20800PE
35.95 131.75 1204.14

169.7 19.99 - Day Open >
 28 Sep 2020 (Mon) 1335 1669/-74 (21661.80- (289.08-283.81 = -5.27) (303.04-254.87 =
(0.81%) 19.38 PDH
21697.75) 21700CE -48.17) 21700PE
27.10 -228.15 669.54

105.4 20.17 - Day Open >
 29 Sep 2020 (Tue) 441 1058/-293 (21420.80- (246.76-255.88 = 9.13) (211.66-184.88 =
(0.49%) 19.69 PDH
21447.90) 21400CE -26.78) 21400PE
31.85 -356.89 793.51

-6.05 19.87 -
 30 Sep 2020 (Wed) 436 912/-782 - (21384.45- (149.19-163.47 = 14.28) (181.17-149.43 =
(-0.03%) 19.57
21416.30) 21400CE -31.74) 21400PE
106.95 -1624.82 1161.96

233.45 18.58 - Day Open >
 1 Oct 2020 (Thu) -462 71/-1006 (22119.45- (62.47-127.46 = 64.99) (46.58-0.1 = -46.48)
(1.09%) 18.25 PDH
22226.40) 22100CE 14:14:00 22100PE
Max

-42.55 326.59 -148.19

106.1 19.68 - Day Open >
 5 Oct 2020 (Mon) 177 548/-142 (22412.25- (320.76-307.7 = (300.91-306.84 = 5.93)
(0.48%) 19.74 PDH
22369.70) -13.06) 22400CE 22400PE
234.05 -4159.76 3107.53

302.1 19.67 -
 6 Oct 2020 (Tue) -1051 619/-1174 - (22608.75- (234.63-401.02 = (251.46-127.16 = -124.3)
(1.35%) 19.62
22842.80) 166.39) 22600CE 22600PE
e r s .
h o th
-16.75 20.29 -
45.10 -524.3
t
(198.2-219.17 = wi(189.83-156.35
837.11
 7 Oct 2020 (Wed) 312 954/-199
(-0.07%) 20.05
- (22913.80-
ha r e = -33.48)
22958.90)
t s
20.97) 22900CE 22900PE
o no
Day Open > nly
.D
-113.50 1585.21 -1872.03
8 Oct 2020 (Thu) -286 1207/-486
185.45 20.67 -
s e o (23290.55- (63.46-0.05 = -63.41) (71.97-146.85 = 74.88)
al u

(0.81%) 20.34 PDH
n
23177.05) 23300CE 23300PE 14:31:00
r s o
o r pe
s f
. i
Expiry: 15
c k nOCT
mo
s t ck Max
Include
Fby
BN Prev Spot
(2) BN Sell 1 Lot ATM
P D Day H/L  Change  PE
This
  
261.20 -4780.25 2450.36

121.25 20.54 -
 9 Oct 2020 (Fri) -2329 370/-2192 - (23627.90- (415.8-607.01 = 191.21) (370.26-272.25 =
(0.52%) 20.54
23889.10) 23600CE -98.01) 23600PE
10.50 -440.79 341.3

108.8 21.75 - Day Open >
 12 Oct 2020 (Mon) -100 908/-69 (23700.55- (380.31-397.94 = 17.63) (364.12-350.47 =
(0.46%) 21.22 PDH
23711.05) 23700CE -13.65) 23700PE
-53.75 799.78 -686.23

-49.75 20.9 -
 13 Oct 2020 (Tue) 113 682/-25 - (23499.20- (321.25-289.26 = -31.99) (283.83-311.28 = 27.45)
(-0.21%) 20.66
23445.45) 23500CE 23500PE
554.40 -6083.44 4091

-139.05 20.34 - Day Open <
 14 Oct 2020 (Wed) -1992 0/-3331 (23299.10- (233.89-477.23 = 243.34) (198.99-35.35 =
(-0.59%) 20.32 PDL
23853.50) 23300CE 14:27:00 -163.64) 23300PE
-487.55 2300.49 -1922.24

45.7 21.38 -
 15 Oct 2020 (Thu) 377 457/-565 - (23513.05- (92.07-0.05 = -92.02) (73.9-150.79 = 76.89)
(0.19%) 22.04
23025.50) 23500CE 23500PE 14:09:00
Max BN Gap India

  
-29.90 1248.76 -444.14

147.45 21.78 -
 16 Oct 2020 (Fri) 803 1472/-120 - (23555.85- (419.66-369.71 = -49.95) (406.94-424.7 = 17.77)
(0.64%) 21.48
23525.95) 23600CE 23600PE
54.15 -794.19 1050.6

369.65 22.08 - Day Open >
 19 Oct 2020 (Mon) 255 1700/-221 (24176.30- (360.11-391.88 = 31.77) (339.57-297.55 =
(1.57%) 21.8 PDH
24230.45) 24200CE -42.02) 24200PE
7.35 -45.7 -441.01

-149.4 22.64 -
 20 Oct 2020 (Tue) -485 488/-238 - (24302.65- (325.46-327.29 = 1.83) (290.76-308.4 = 17.64)
(-0.62%) 22.76
24310.00) 24300CE 24300PE
322.30 -6091.16 4371.75

132.4 23.33 - Day Open >
 21 Oct 2020 (Wed) -1718 1290/-1597 (24324.85- (234.18-477.83 = 243.65) (233.05-58.18 =
(0.54%) 22.84 PDH
24647.15) 24300CE 15:15:00 -174.87) 24300PE
-15.50 3186.51 -2183.6

-187.7 22.94 -
 22 Oct 2020 (Thu) 1002 1443/-245 - (24518.60- (127.56-0.1 = -127.46) (83.95-171.3 = 87.34)
(-0.76%) 22.61
24503.10) 24500CE 24500PE 14:36:00
e r s .
h o th
Max
i t
re w
BN Gap India BN Prev Day Spot (1) BN Sell 1 Lot ATM(2) BN Sell 1 Lot ATM
ha

t s
no
l y . Do
on (24499.45-
-29.60 964.74 -441.54
e
185.05 21.94 -
us
 23 Oct 2020 (Fri) 522 1171/-5 - (462.08-423.49 = (381.79-399.45 =
l
(0.76%) 21.79
o n a 24469.85) -38.59) 24500CE 17.66) 24500PE
e r s
fo r p 23.22 -
is
146.40 -1358.9 2666.03
.in
47.5
k
 26 Oct 2020 (Mon) 1306 1732/0 - (23952.40- (365.85-420.21 = (400.7-294.06 =
o c (0.19%) 22.77
ckm
24098.80) 54.36) 24000CE -106.64) 24000PE
y s to
 27D
b
OctF2020 (Tue)
177.15 -2273.35 2269.88
P
212.6 22.51 -
Th i s -3 621/-502
(0.88%) 22.23
- (24591.55-
24768.70)
(291.65-382.59 =
90.93) 24600CE
(320.17-229.37 =
-90.8) 24600PE
156.25 -1860.55 2482.83

-31.65 23.29 -
 28 Oct 2020 (Wed) 621 1635/-166 - (24122.75- (234.23-308.66 = (258.49-159.18 =
(-0.13%) 23.25
24279.00) 74.42) 24100CE -99.31) 24100PE
128.85 -800.31 2505.91

-169 24.26 -
 29 Oct 2020 (Thu) 1705 2829/-341 - (23971.30- (62.27-94.28 = 32.01) (100.29-0.05 =
(-0.7%) 24
24100.15) 24000CE -100.24) 24000PE
Max

81.20 -750.82 2286.94

-1.85 25.49 -
 30 Oct 2020 (Fri) 1535 2202/0 - (23825.85- (521.73-551.76 = (528.86-437.38 =
(-0.01%) 24.6
23907.05) 30.03) 23800CE -91.48) 23800PE
143.25 -3356.79 2272.53

466.7 25.59 - Day Open >
 2 Nov 2020 (Mon) -1083 76/-4285 (24698.65- (444.56-578.83 = (504.9-414 = -90.9)
(1.95%) 25.38 PDH
24841.90) 134.27) 24700CE 24700PE
65.10 -831.45 700.67

215.5 23.99 -
 3 Nov 2020 (Tue) -131 1082/-698 - (25617.95- (411.39-444.65 = (422.48-394.46 =
(0.87%) 24.41
25683.05) 33.26) 25600CE -28.03) 25600PE
143.90 -1477.01 3060.22

-143.25 23.28 -
 4 Nov 2020 (Wed) 1582 1982/-1380 - (25505.80- (297.25-356.33 = (325.12-202.71 =
(-0.56%) 23.32
25649.70) 59.08) 25500CE -122.41) 25500PE
38.55 1130.76 2731.11

403.2 21.21 - Day Open >
 5 Nov 2020 (Thu) 3861 3931/-566 (26270.75- (58.36-13.13 = -45.23) (109.35-0.1 = -109.24)
(1.56%) 20.88 PDH
26309.30) 26300CE 26300PE
Max

-27.00 731.65 -647.88

-39 20.73 -
 6 Nov 2020 (Fri) 83 1053/-332 - (26806.00- (421.15-391.88 = (457.88-483.79 =
(-0.15%) 20.48
26779.00) -29.27) 26800CE 25.92) 26800PE
219.50 -2616.72 3571.45

290 20.31 - Day Open >
 9 Nov 2020 (Mon) 954 1561/0 (27361.45- (346.6-451.27 = (422.78-279.92 =
(1.08%) 20.14 PDH
27580.95) 104.67) 27400CE -142.86) 27400PE
e r s .
h o th314.3
-125.05 2645.2
i t
re w -12.57) 28700PE
505.35 21.51 - Day Open >
 10 Nov 2020 (Tue) 2959 3901/0 (28721.70- (426.94-321.13 = (407.58-395.01 =
ha
(1.84%) 21.83 PDH
28596.65)
t s
-105.81) 28700CE
no
l y . Do
on(28646.00-
221.10 -2932.1 3137.81
e
107.15 22.12 -
us
 11 Nov 2020 (Wed) 205 834/-731 - (271.11-388.4 = (243.99-118.47 =
l
(0.37%) 22.02
o n a 28867.10) 117.28) 28600CE -125.51) 28600PE
e r s
fo r p 20.89 -
is
-2.25 2072.76 1841.05
.in
-211.25
k
 12 Nov 2020 (Thu) 3913 4097/-215 - (28293.35- (83.01-0.1 = -82.91) (94.35-20.7 = -73.64)
o c (-0.73%) 20.45
ckm
28291.10) 28300CE 28300PE
s t o
Fby
P D
This
Max

118.90 -1185.79 1744.87

-170.1 19.93 -
 13 Nov 2020 (Fri) 558 1436/-165 - (28329.20- (480.55-527.98 = (414.76-344.97 = -69.79)
(-0.6%) 19.72
28448.10) 47.43) 28300CE 28300PE
258.75 -3350.42 3714.76

197.95 19.79 - Day Open >
 17 Nov 2020 (Tue) 363 1156/0 (28955.75- (279.48-413.49 = (346.5-197.91 = -148.59)
(0.69%) 19.73 PDH
29214.50) 134.02) 29000CE 29000PE
63.60 -159 1538.54

-73.4 19.3 -
 18 Nov 2020 (Wed) 1378 1714/-301 - (29682.05- (214.83-221.19 = (220.87-159.33 = -61.54)
(-0.25%) 19.19
29745.65) 6.36) 29700CE 29700PE
-348.35 1439.19 -1770.31

-447.25 19.66 -
 19 Nov 2020 (Thu) -330 102/-1116 - (29198.90- (57.62-0.05 = -57.57) (68.06-138.88 = 70.81)
(-1.5%) 19.56
28850.55) 29200CE 29200PE 14:11:00
Max BN Gap
 
-88.65 969.45 -1263.17

32.7 19.71 -
 20 Nov 2020 (Fri) -294 546/-674 - (29244.90- (470.25-431.47 = -38.78) (416.3-466.82 =
(0.11%) 19.52
29156.25) 29200CE 50.53) 29200PE
-268.95 2974.55 -3610.45

196.8 20.7 - Day Open >
 23 Nov 2020 (Mon) -635 585/-934 (29299.95- (399.76-280.78 = -118.98) (414.36-558.78 =
(0.67%) 20.77 PDH
29031.00) 29300CE 144.42) 29300PE
180.00 -2821.55 2751.69

241.4 21.87 -
 24 Nov 2020 (Tue) -70 1235/-42 - (29583.30- (312.2-425.06 = 112.86) (358.58-248.51 =
(0.83%) 20.97
29763.30) 29600CE -110.07) 29600PE
-178.25 2822.05 -1605.23

284.65 23.28 - Day Open >
 25 Nov 2020 (Wed) 1216 2246/-108 (29354.85- (256.76-143.87 = -112.88) (293.63-357.84 =
(0.96%) 23.19 PDH
29176.60) 29400CE 64.21) 29400PE
276.25 -2518.35 1904.49

20.58 -
 26 Nov 2020 (Thu) -613 0/-1430 174 (0.6%) - (29307.75- (96.82-197.56 = 100.73) (76.23-0.05 = -76.18)
20.22
29584.00) 29300CE 14:05:00 29300PE
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on (29536.70-
58.45 65.81 625.61
e
72.25 19.68 -
us
 27 Nov 2020 (Fri) 690 1430/0 - (482.13-479.5 = (393.62-368.6 = -25.02)
l
(0.24%) 19.92
o n a 29595.15) -2.63) 29500CE 29500PE
e r s
fo r p 20.73 -
is
-28.00 115.81 542.11
.in
235.75 Day Open >
k
 1 Dec 2020 (Tue) 657 1308/0 (29804.95- (358.13-353.5 = (358.97-337.29 =
mo c (0.8%) 19.75 PDH

29776.95) -4.63) 29800CE -21.68) 29800PE
t oc k
by s
P D F 58.85 19.89 -
128.30 -722.61 3130.44
Thi s
 2 Dec 2020 (Wed) 2406 2771/-13
(0.2%) 20.25
- (29292.40-
29420.70)
(253.39-282.3 =
28.9) 29300CE
(248.59-123.37 =
-125.22) 29300PE
-41.10 2846.2 1128.4

265.75 19.39 -
 3 Dec 2020 (Thu) 3974 4299/-114 - (29515.65- (113.95-0.1 = (95.53-50.4 = -45.14)
(0.9%) 18.9
29474.55) -113.85) 29500CE 29500PE
Max

433.60 -6661.25 4291.77

124.65 17.63 -
 4 Dec 2020 (Fri) -2368 472/-1993 - (29712.35- (435.55-702 = 266.45) (356.4-184.73 =
(0.42%) 17.93
30145.95) 29700CE -171.67) 29700PE
17.30 41.66 688.65

10.2 18.14 -
 7 Dec 2020 (Mon) 729 1211/-98 - (30170.50- (339.97-338.3 = -1.67) (371.3-343.75 =
(0.03%) 18.06
30187.80) 30200CE -27.55) 30200PE
-73.85 1421.94 -924.79

88.75 18.69 -
 8 Dec 2020 (Tue) 497 958/-96 - (30326.45- (301.75-244.87 = -56.88) (273.74-310.73 =
(0.29%) 18.55
30252.60) 30300CE 36.99) 30300PE
39.95 120.43 1506.86

73.15 19.57 -
 9 Dec 2020 (Wed) 1627 1860/-525 - (30652.45- (171.52-166.7 = -4.82) (238.59-178.32 =
(0.24%) 18.81
30692.40) 30700CE -60.27) 30700PE
225.35 -1626.11 2494.72

-164.05 18.94 -
 10 Dec 2020 (Thu) 868 1147/-179 - (30276.85- (62.52-127.56 = 65.04) (99.94-0.15 = -99.79)
(-0.53%) 18.64
30502.20) 30300CE 14:38:00 30300PE
Max

141.90 -1102.83 1916.28

44.95 18.68 -
 11 Dec 2020 (Fri) 812 1493/-216 - (30469.05- (403.77-447.88 = (420.35-343.7 =
(0.15%) 18.78
30610.95) 44.11) 30500CE -76.65) 30500PE
-28.10 337.52 -294.46

130.3 19.46 -
 14 Dec 2020 (Mon) 42 677/-84 - (30770.75- (326.6-313.1 = -13.5) (335.56-347.34 =
(0.43%) 19.42
30742.65) 30800CE 11.78) 30800PE
98.15 -788.96 1089.66

59.5 19.53 -
 15 Dec 2020 (Tue) 300 741/-187 - (30583.20- (274.77-306.33 = (259.73-216.14 =
(0.19%) 19.28
30681.35) 31.56) 30600CE -43.59) 30600PE
e r s .
h
229.3 19.23 - Day Open >
-115.75
wit
1461.76
h ot-1269.11
 16 Dec 2020 (Wed) 192 928/0
(0.75%) 19.23 PDH
(30787.60-
ar e
(207.9-149.43 =
h
(190.57-241.34 =
30671.85)
ot s
-58.47) 30800CE 50.76) 30800PE
n
. Do
ly-44.15
e on (30873.85-
1822.81 828.61
19.07 -
 17 Dec 2020 (Thu) 2651 2896/-199 92.8 (0.3%)
19.2
lu s
- (72.96-0.05 = -72.91) (86.67-53.53 = -33.14)
o n a 30829.70) 30900CE 30900PE
p e rs
fo r
i n s
24i DEC 2020, Net Profit: 96, Average Day Profit: 19
c k .
Expiry:
c k mo Max
sto
F by
This

65.80 -175.02 1210.05

-5.2 18.91 -
 18 Dec 2020 (Fri) 1034 1513/0 - (30598.90- (371.55-378.55 = 7) (338.83-290.43 = -48.4)
(-0.02%) 18.63
30664.70) 30600CE 30600PE
-642.20 4677.51 -9008.64

-118.85 20.37 -
 21 Dec 2020 (Mon) -4330 669/-6700 - (29984.70- (345.06-157.96 = (346.35-706.7 = 360.35)
(-0.39%) 23.65
29342.50) -187.1) 30000CE 30000PE 14:33:00
163.65 -661.26 2600.76

151.05 23.05 -
 22 Dec 2020 (Tue) 1939 2492/0 - (29483.60- (316.9-343.35 = (297.45-193.41 = -104.03)
(0.51%) 21.87
29647.25) 26.45) 29500CE 29500PE
104.70 -568.68 1335.66

-65.2 21.36 -
 23 Dec 2020 (Wed) 766 1333/0 - (29820.80- (196.07-218.82 = (162.61-109.18 = -53.43)
(-0.22%) 20.38
29925.50) 22.75) 29800CE 29800PE
-117.30 1665.65 -977.98

188.35 19.92 - Day Open >
 24 Dec 2020 (Thu) 687 2009/-205 (30497.15- (66.68-0.05 = -66.63) (61.58-100.7 = 39.12)
(0.63%) 20.04 PDH
30379.85) 30500CE 30500PE
Max

37.60 -634.12 70.84

156.65 20.33 - Day Open >
 28 Dec 2020 (Mon) -563 484/-269 (30873.85- (305.66-331.03 = (277.2-274.37 = -2.83)
(0.52%) 20.47 PDH
30911.45) 25.36) 30900CE 30900PE
56.85 -913.89 84.16

125.95 20.88 - Day Open >
 29 Dec 2020 (Tue) -829 384/-577 (31289.10- (262.15-298.71 = (225.82-222.45 = -3.37)
(0.41%) 20.88 PDH
31345.95) 36.56) 31300CE 31300PE
31.40 -116.74 185.29

157.3 21.29 - Day Open >
 30 Dec 2020 (Wed) 68 627/-327 (31223.95- (233.64-238.31 = (155.58-148.17 = -7.41)
(0.5%) 21.11 PDH
31255.35) 4.67) 31200CE 31200PE
-101.85 1372.36 -2249.26

-7.15 21 -
 31 Dec 2020 (Thu) -876 652/-1132 - (31356.90- (54.95-0.05 = -54.89) (86.48-176.45 = 89.97)
(-0.02%) 21.1
31255.05) 31400CE 31400PE 14:30:00
Max

e r s .
h o th
33.25 19.5 -
-73.25 114.15
t
(353.93-349.36 = wi(350.56-383.14
-814.61
 1 Jan 2021 (Fri) -700 464/-700
(0.11%) 19.58
- (31275.05-
ha r e = 32.58)
31201.80)
t s
-4.57) 31300CE 31300PE
o no
Day Open > nly
.D
54.00 -336.28 324.4
 4 Jan 2021 (Mon) -12 368/-1291
259.3 20.11 -
s e o (31213.10- (350.86-364.31 = (257.6-244.62 = -12.98)
al u
(0.83%) 20.04 PDH
n
31267.10) 13.45) 31200CE 31200PE
r s o
o r pe
s f
i (-0.55%)
209.75 -3433.83 2227.49
n
-171.35 20.33 -
 5 Jan 2021 (Tue) -1205
k .
0/-1909
c i - (31502.35- (259.63-396.98 = (251.61-162.51 = -89.1)
o
20.53
m
31712.10) 137.35) 31500CE 31500PE
s t ock
F by 2104 2493/-680 117.7 -17.30 1275.64 829.65
D
is P
21.15 - Day Open >
 6 Jan 2021 (Wed) (31738.45- (251.46-200.43 = (187.11-153.92 = -33.19)
Th
(0.37%) 21.01 PDH
31721.15) -51.03) 31700CE 31700PE
-154.70 1447.8 -1326.13

331.9 20.3 - Day Open >
 7 Jan 2021 (Thu) 121 1414/-160 (32107.90- (58.06-0.15 = -57.91) (50.98-104.03 = 53.05)
(1.04%) 20.54 PDH
31953.20) 32100CE 32100PE 15:01:00
Max

-33.70 131.25 -596.46

342.05 20.38 - Day Open >
 8 Jan 2021 (Fri) -464 406/-398 (32119.80- (390.06-384.81 = (328.58-352.44 = 23.86)
(1.07%) 20.76 PDH
32086.10) -5.25) 32100CE 32100PE
22.50 -589.66 82.16

196.1 22.37 -
 11 Jan 2021 (Mon) -507 225/-427 - (32001.20- (355.11-378.7 = (314.77-311.48 = -3.29)
(0.61%) 22.39
32023.70) 23.59) 32000CE 32000PE
21.60 -406.5 969.44

-163.85 23.01 - Day Open <
 12 Jan 2021 (Tue) 562 1032/0 (32306.20- (304.92-321.18 = (267.8-229.02 = -38.78)
(-0.51%) 22.85 PDL
32327.80) 16.26) 32300CE 32300PE
263.60 -2771.5 3775.76

207.6 23.93 - Day Open >
 13 Jan 2021 (Wed) 1003 1235/-680 (32276.95- (218.1-328.96 = (210.72-59.69 = -151.03)
(0.64%) 23.33 PDH
32540.55) 110.86) 32300CE 32300PE
-11.45 1207.75 -1604.22

-47.95 23.02 -
 14 Jan 2021 (Thu) -395 889/-544 - (32572.80- (48.41-0.1 = -48.31) (61.68-125.85 = 64.17)
(-0.15%) 23.04
32561.35) 32600CE 32600PE 14:45:00
Max

6.45 -526.82 35.49

-10.85 24.07 -
 15 Jan 2021 (Fri) -491 704/-1138 - (32254.55- (443.17-464.25 = (387.19-385.77 = -1.42)
(-0.03%) 24.03
32261.00) 21.07) 32200CE 32200PE
-403.10 3981.75 -6341.79

28.35 24.4 -
 18 Jan 2021 (Mon) -2359 676/-2039 - (32067.95- (365.31-206.04 = (370.46-624.13 = 253.67)
(0.09%) 24.32
31664.85) -159.27) 32100CE 32100PE
177.40 -2763.53 2646.92

271.15 23.19 -
 19 Jan 2021 (Tue) -117 479/-1029 - (32255.90- (242.3-352.84 = (258.54-152.66 =
(0.85%) 22.81
32433.30) 110.54) 32300CE -105.88) 32300PE
e r s .
h
-35.9 21.89 -
14.75 -70.04
w t h ot521.44
i(164.93-144.08
 20 Jan 2021 (Wed) 450 841/-52
(-0.11%) 21.54
- (32493.95-
r e
(166.17-168.97 = 2.8)
ha
= -20.86)
32508.70)
o t s
32500CE 32500PE
n
Day Open > nly
. Do
-421.75 1092.66 -1123.99
 21 Jan 2021 (Thu) -31 120/-598
189.1 20.9 -
s e o (32701.15- (43.81-0.1 = -43.71) (43.21-88.17 = 44.96)
al u
(0.58%) 22.16 PDH
n
32279.40) 32700CE 32700PE 14:10:00
r s o
o r pe
s f
. i
Expiry: 28
c k n JAN
mo
s t ck Max
oProfit
Include
Fby
Date Profit/Loss
(2) BN Sell 1 Lot
This

-17.40 1961.59 2028.59

-98.9 23.01 -
 22 Jan 2021 (Fri) 3989 4842/0 - (31157.50- (483.12-404.66 = -78.46) (500.44-419.3 =
(-0.31%) 22.36
31140.10) 31200CE -81.14) 31200PE
-251.50 3868.91 -2665

339.9 23.26 -
 25 Jan 2021 (Mon) 1203 2121/-1207 - (31433.70- (341.25-186.5 = -154.76) (302.2-408.8 =
(1.09%) 23.15
31182.20) 31400CE 106.6) 31400PE
-70.45 1205.4 210.3

37.85 24.1 -
 27 Jan 2021 (Wed) 1415 2158/-2099 - (30360.70- (218.05-169.83 = -48.22) (233.54-225.13 =
(0.12%) 24.33
30290.25) 30400CE -8.41) 30400PE
405.90 -1980.18 3285.54

-472.25 24.57 - Day Open <
 28 Jan 2021 (Thu) 1305 1396/-1710 (29967.75- (76.13-155.34 = 79.21) (131.47-0.05 =
(-1.56%) 24.19 PDL
30373.65) 30000CE 14:18:00 -131.42) 30000PE
Max BN Gap
 
94.65 -774.73 2705.32

342.35 25.75 - Day Open >
 29 Jan 2021 (Fri) 1930 2749/-1774 (30526.55- (679.04-710.03 = 30.99) (642.86-534.64 =
(1.13%) 25.13 PDH
30621.20) 30500CE -108.21) 30500PE
676.75 -12298.2 7830

410.85 23.65 -
 1 Feb 2021 (Mon) -4468 2741/-4482 - (32573.30- (472.82-964.75 = 491.93) (495-181.8 = -313.2)
(1.34%) 23.58
33250.05) 32600CE 15:26:00 32600PE
206.40 -1880.65 3162.62

500 23.24 - Day Open >
 2 Feb 2021 (Tue) 1281 1966/-238 (34109.05- (454.01-529.24 = 75.23) (407.34-280.83 =
(1.51%) 23.25 PDH
34315.45) 34100CE -126.5) 34100PE
-37.10 872.35 -91.79

287.7 24.08 -
 3 Feb 2021 (Wed) 780 2342/-1236 - (34748.95- (242.55-207.66 = -34.89) (314.23-317.9 = 3.67)
(0.84%) 23.44
34711.85) 34800CE 34800PE
421.15 -2993.44 2909.29

-209.55 23.2 -
 4 Feb 2021 (Thu) -84 239/-1388 - (34903.10- (115.09-234.82 = 119.74) (116.52-0.15 =
(-0.6%) 22.98
35324.25) 34900CE 14:11:00 -116.37) 34900PE
Max

e r s .
h
290.15 23.65 - Day Open >
-7.25
wit
512.67
h ot899.06
 5 Feb 2021 (Fri) 1411 2445/0
(0.82%) 23.31 PDH
(35745.75-
ar e
(654.74-634.23 =
h
(672.11-636.15 =
35738.50)
ot s
-20.51) 35700CE -35.96) 35700PE
n
. Do
ly-201.45
e on (36205.75-
1799.7 -3492.74
419.35 23.92 -
 8 Feb 2021 (Mon) -1692 441/-1270
(1.18%) 23.78
lu s
- (496.19-424.2 = (508.76-648.47 =
o n a 36004.30) -71.99) 36200CE 139.71) 36200PE
pe rs
f o r 23.52 -
i s
-319.35 3977.46 -5213.37
.in
75.15
k
 9 Feb 2021 (Tue) -1235 341/-1886 - (36328.00- (421.29-262.2 = (403.47-612.01 =
o c (0.21%) 24.26
ckm
36008.65) -159.1) 36300CE 208.53) 36300PE
y s to
F b 243.15 -3258.71 4253.1
D
is P
-14.15 24.54 -
 10 Feb 2021 (Wed) 994 2279/-837 - (35656.30- (280.37-410.72 = (322.99-152.86 =
Th
(-0.04%) 23.87
35899.45) 130.35) 35700CE -170.12) 35700PE
44.55 2836.65 2643.27

-95.85 23.22 -
 11 Feb 2021 (Thu) 5479 5628/-75 - (35744.00- (167.85-54.39 = (105.78-0.05 =
(-0.27%) 22.93
35788.55) -113.47) 35700CE -105.73) 35700PE
Max

51.00 -169.75 1223.39

-15.5 22.33 -
 12 Feb 2021 (Fri) 1052 1875/0 - (36053.40- (521.09-527.88 = 6.79) (459.9-410.97 =
(-0.04%) 22
36104.40) 36000CE -48.94) 36000PE
385.05 -8682.05 2897.31

392.5 21.95 - Day Open >
 15 Feb 2021 (Mon) -5784 150/-6059 (37010.40- (412.14-759.42 = (410.21-294.31 =
(1.09%) 21.5 PDH
37395.45) 347.28) 37000CE -115.89) 37000PE
347.55 -5579.29 4780.74

186.35 21.97 - Day Open >
 16 Feb 2021 (Tue) -798 146/-1195 (36787.85- (380.56-603.73 = (375.66-184.43 =
(0.5%) 21.73 PDH
37135.40) 223.17) 36800CE -191.23) 36800PE
-98.75 2257.88 -819.15

-56.45 21.5 -
 17 Feb 2021 (Wed) 1438 1698/-171 - (36973.80- (253.94-163.62 = (252.05-284.82 =
(-0.15%) 21.45
36875.05) -90.31) 37000CE 32.77) 37000PE
174.00 -2575 2780.64

177.8 21.94 -
 18 Feb 2021 (Thu) 204 308/-710 - (36414.30- (99-202 = 103) (111.28-0.05 = -111.23)
(0.48%) 21.49
36588.30) 36400CE 14:14:00 36400PE
Max

-166.15 2267.14 -2481.25

-215.45 21.9 -
 19 Feb 2021 (Fri) -214 605/-5011 - (36078.25- (483.07-392.38 = (468.32-567.57 =
(-0.59%) 22.06
35912.10) -90.69) 36100CE 99.25) 36100PE
-98.55 1884.76 557.01

32.7 25.39 -
 22 Feb 2021 (Mon) 2441 3176/-63 - (35248.75- (465.25-389.86 = (449.46-427.18 =
(0.09%) 25.75
35150.20) -75.39) 35200CE -22.28) 35200PE
-59.90 1806.28 -58.25

283.35 24.95 -
 23 Feb 2021 (Tue) 1747 2482/-162 - (35190.50- (353.18-280.93 = (340.31-342.64 = 2.33)
(0.8%) 25.2
35130.60) -72.25) 35200CE 35200PE
e r s .
h o th1.17
-138.35 2523.24
i t
re w -0.05) 36700PE
1646.2 23.05 - Day Open >
 25 Feb 2021 (Thu) 2524 4022/0 (36668.35- (100.98-0.05 = (152.66-152.61 =
ha
(4.69%) 22.77 PDH
36530.00)
t s
-100.93) 36700CE
no
l y . Do
e o nDay Profit: -457
us
Expiry: 4 MAR 2021, Net Profit: -2289, Average
n a l
r s o
Max BN Gap
o r peVIX DayBNH/L
India
Prev Spot (1) BN Sell 1 Lot ATM
i s f
Up/Down (2) BN Sell 1 Lot ATM PE
.in
 Change  CE
k
 
mo c
c k
to1733 4034/-229 -742.35 27.89 - Day Open < (35057.65-
s
 26 Feb 2021y(Fri)
b
-264.10 3849.64 -2114.69
F
(689.39-535.4 = -153.99) (714.93-799.52 = 84.59)
D
is P
(-2.03%) 28.03 PDL
34793.55) 35100CE 35100PE
Th
51.25 -371.69 779.65
570.65 26.2 -
 1 Mar 2021 (Mon) 407 1152/-117 - (35288.05- (518.46-533.33 = 14.87) (526.09-494.9 = -31.19)
(1.64%) 25.58
35339.30) 35300CE 35300PE
305.70 -4553.11 4885.18

162.15 24.25 -
 2 Mar 2021 (Tue) 331 737/-401 - (35163.75- (348.53-530.65 = (421.34-225.94 = -195.41)
(0.46%) 23.27
35469.45) 182.12) 35200CE 35200PE
-8.05 37.94 911.56

334.75 22.44 - Day Open >
 3 Mar 2021 (Wed) 949 1652/-170 (36348.40- (337.34-335.82 = -1.52) (257.4-220.94 = -36.46)
(0.95%) 22.1 PDH
36340.35) 36300CE 36300PE
-176.05 -2376.72 -3334.62

-792.4 23.72 -
 4 Mar 2021 (Thu) -5711 924/-5544 - (35965.55- (91.38-186.45 = 95.07) (128.21-261.59 = 133.38)
(-2.18%) 24.53
35789.50) 36000CE 14:16:00 36000PE 15:06:00
Max

195.80 -2391.5 4010.38

-344 26 - Day Open <
 5 Mar 2021 (Fri) 1618 2808/-629 (35119.95- (635.58-731.24 = (633.6-473.19 =
(-0.96%) 25.34 PDL
35315.75) 95.66) 35100CE -160.42) 35100PE
116.65 -1607.9 2344.24

234.3 25.01 -
 8 Mar 2021 (Mon) 736 2131/-400 - (35195.50- (443.92-508.23 = (450.4-356.63 =
(0.67%) 24.61
35312.15) 64.32) 35200CE -93.77) 35200PE
125.20 -2040.25 1913.82

430.15 23.1 -
 9 Mar 2021 (Tue) -126 881/-300 - (35719.45- (290.07-371.68 = (255.22-178.67 =
(1.22%) 22.39
35844.65) 81.61) 35700CE -76.55) 35700PE
43.40 1613.21 2312.81

246.6 20.92 - Day Open >
 10 Mar 2021 (Wed) 3925 4263/-422 (35903.00- (103.01-38.48 = (92.66-0.15 = -92.51)
(0.69%) 20.67 PDH
35946.40) -64.53) 35900CE 35900PE
Max

-226.85 3981.69 -2427.42

559.05 21.53 - Day Open >
 12 Mar 2021 (Fri) 1554 3054/-3314 (35681.30- (602.91-443.64 = (591.72-688.82 = 97.1)
(1.56%) 21.53 PDH
35454.45) -159.27) 35700CE 35700PE
e r s .
h
47.6 22.32 -
547.15
it
-7984.91
w h ot7139.21
 15 Mar 2021 (Mon) -845 1161/-1287
(0.13%) 21.24
- (34659.20-
ar e
(494.16-813.55 =
h
(485.4-199.83 =
35206.35)
ot s
319.4) 34700CE -285.57) 34700PE
n
. Do
ly-70.00
e on (34898.00-
380.51 -577.74
169.45 20.24 -
 16 Mar 2021 (Tue) -197 837/-618
(0.48%) 20.05
lu s
- (393.97-378.75 = (346.5-369.61 = 23.11)
o n a 34828.00) -15.22) 34900CE 34900PE
pe rs
fo r 19.85 -
i s
-417.80 4239.05 -6457.84
.in
100.45
k
 17 Mar 2021 (Wed) -2218 974/-2955 - (34568.90- (295.81-126.25 = (270.27-528.58 =
o c (0.29%) 20.19
ckm
34151.10) -169.56) 34600CE 258.31) 34600PE
y s to
 18 D
b
MarF2021 (Thu)
125.00 1730.59 3216.24
P
348.25 20.47 -
Th i s 4946 5719/-953
(1.02%) 19.95
- (33791.35-
33916.35)
(125.58-56.36 =
-69.22) 33800CE
(128.7-0.05 = -128.65)
33800PE
Max BN Gap
 
135.35 199.39 2307.84

-266.4 20.54 - Day Open <
 19 Mar 2021 (Fri) 2507 3367/-256 (33961.55- (637.61-629.63 = -7.98) (607.46-515.15 =
(-0.79%) 19.86 PDL
34096.90) 34000CE -92.31) 34000PE
189.00 -2620.12 3401.06

-73.2 20.77 -
 22 Mar 2021 (Mon) 780 1350/-77 - (33467.90- (498.32-603.12 = 104.8) (507.67-371.63 =
(-0.21%) 20.48
33656.90) 33500CE -136.04) 33500PE
225.95 -3118.68 3395.22

144.5 21.16 -
 23 Mar 2021 (Tue) 275 1620/-1091 - (33971.20- (415.55-540.3 = 124.75) (396.74-260.93 =
(0.43%) 20.63
34197.15) 34000CE -135.81) 34000PE
-172.00 2693.26 -1638.82

-289.7 22.17 -
 24 Mar 2021 (Wed) 1053 1818/-1138 - (33550.75- (299.28-191.55 = -107.73) (300.17-365.72 =
(-0.85%) 22.25
33378.75) 33600CE 65.55) 33600PE
-103.10 -3476.25 810.06

127.5 22.5 -
 25 Mar 2021 (Thu) -2665 0/-5033 - (33095.50- (133.65-272.7 = 139.05) (128.4-96 = -32.4)
(0.38%) 22.71
32992.40) 33100CE 14:05:00 33100PE
Max

-14.15 1458.43 2209.53

598.6 21.04 - Day Open >
 26 Mar 2021 (Fri) 3667 4662/0 (33461.90- (596.97-538.63 = -58.34) (549.65-461.27 =
(1.81%) 20.27 PDH
33447.75) 33500CE -88.38) 33500PE
3.90 -649.94 688.47

297.7 20.47 - Day Open >
 30 Mar 2021 (Tue) 37 733/-503 (33853.30- (364.47-390.47 = 26) (396.64-369.1 =
(0.89%) 20.52 PDH
33857.20) 33900CE -27.54) 33900PE
-2.75 -481.42 1005.47

-110.3 20.69 -
 31 Mar 2021 (Wed) 523 1203/-98 - (33332.35- (318.29-337.54 = 19.26) (268.93-228.71 =
(-0.33%) 20.55
33329.60) 33300CE -40.22) 33300PE
392.40 -3216.17 2597.49

284.1 20.17 -
 1 Apr 2021 (Thu) -617 298/-1346 - (33504.55- (123.65-252.3 = 128.65) (103.95-0.05 =
(0.85%) 19.98
33896.95) 33500CE 14:14:00 -103.9) 33500PE
e r s .
h o th
i t
re w
t sha
no
Do
Max
BN Gap India BN Prev
l y .
Spot (1) BN Sell 1 Lot (2) BN Sell 1 Lot ATM
on

us e
n a l
e r s o-
r p 21.02
13.90 176.6 553
o
-208.85 21.72
 5 Apr 2021 (Mon) 728 1646/-117
is f - (32705.90- (530.24-523.18 = (494.9-472.78 = -22.12)
.in
(-0.62%)
k
32719.80) -7.06) 32700CE 32700PE
mo c
s t o ck 96.30 -1503.93 401.51
 6 Apr 2021 y
b (Tue) -1102
236.8 21.12 -
F
691/-682 - (32448.55- (468.02-528.18 = (352.39-336.33 =
PD
(0.72%) 20.73
i s
32544.85) 60.16) 32400CE -16.06) 32400PE
Th
-49.15 1409.49 -367.35
28.35 20.43 -
 7 Apr 2021 (Wed) 1041 1363/-221 - (33017.25- (296.41-240.03 = (262.4-277.09 = 14.69)
(0.09%) 20.28
32968.10) -56.38) 33000CE 33000PE
-337.65 2960.05 -2065.15

163 19.9 -
 8 Apr 2021 (Thu) 894 1047/-156 - (33121.80- (118.5-0.1 = -118.4) (79.4-162 = 82.61)
(0.49%) 20.37
32784.15) 33100CE 33100PE 14:31:00
Max

-36.60 753.77 -29.69

-145.95 20.08 - Day Open <
 9 Apr 2021 (Fri) 723 1507/-89 (32477.75- (502.33-472.18 = (471.24-472.43 = 1.19)
(-0.45%) 19.8 PDL
32441.15) -30.15) 32500CE 32500PE
162.30 -1497.01 1510.16

-810.15 22.94 - Day Open <
 12 Apr 2021 (Mon) 12 1305/-103 (30728.30- (511.83-571.71 = (447.03-386.63 =
(-2.5%) 22.77 PDL
30890.60) 59.88) 30700CE -60.41) 30700PE
199.95 -1534.96 2042.04

109.8 20.89 -
 13 Apr 2021 (Tue) 506 1206/-1594 - (31554.80- (307-368.4 = 61.4) (313.83-232.15 =
(0.36%) 20.31
31754.75) 31600CE -81.68) 31600PE
193.10 137.26 3670.4

157.5 21.33 - Day Open >
 15 Apr 2021 (Thu) 3806 4303/-207 (31972.15- (120.68-115.19 = (146.87-0.05 =
(0.5%) 20.89 PDH
32165.25) -5.49) 32000CE -146.82) 32000PE
Max BN Gap
 
-88.35 157.79 -1516.93

48.6 20.39 -
 16 Apr 2021 (Fri) -1358 421/-844 - (32029.65- (525-518.69 = -6.31) (488.76-549.44 =
(0.15%) 20.49
31941.30) 32000CE 60.68) 32000PE
244.30 -3305.95 2475.95

-984 22.61 - Day Open <
 19 Apr 2021 (Mon) -830 939/-1254 (30954.55- (451.39-583.63 = 132.24) (482.08-383.04 =
(-3.08%) 22.4 PDL
31198.85) 31000CE -99.04) 31000PE
-221.35 2894.63 -2811.49

360.55 22.16 - Day Open >
 20 Apr 2021 (Tue) 82 1092/-2237 (31307.95- (328.04-212.25 = -115.79) (329.77-442.23 =
(1.16%) 22.52 PDH
31086.60) 31300CE 112.46) 31300PE
e r s .
h
-349.2 23.29 - Day Open <
229.60
wit
-2941.94
h ot3270.69
 22 Apr 2021 (Thu) 328 1937/-521
(-1.12%) 22.96 PDL
(31510.70-
ar e
(113.11-230.78 = 117.68)
h
(130.88-0.05 =
31740.30)
ot s
31500CE 14:48:00 -130.83) 31500PE
o n
o n ly. D
us e
o n al
Max BN Gap
pe rs BN Prev
fo r VIX  Day H/L 
India Spot (2) BN Sell 1 Lot
i s
n
Change  ATM PE
c

k . i 
m o
s t o ck -227.70 2433 -3198.57
 23 Apr 2021y(Fri)
b
-292 22.68 -
F
-764 1181/-579 - (31862.65- (567.12-469.8 = -97.32) (618.75-746.69 =
D
is P
(-0.92%) 22.74
31634.95) 31900CE 127.94) 31900PE
Th
-145.70 2305.74 -1268.79
594.35 23.38 - Day Open >
 26 Apr 2021 (Mon) 1036 1625/-19 (32402.15- (506.63-414.4 = -92.23) (474.9-525.65 =
(1.87%) 23.48 PDH
32256.45) 32400CE 50.75) 32400PE
114.00 -1148.59 1325.18

-46.2 22.95 -
 27 Apr 2021 (Tue) 175 698/-262 - (32640.30- (406.89-452.83 = 45.94) (340.86-287.85 =
(-0.14%) 23.09
32754.30) 32600CE -53.01) 32600PE
4.90 165.73 694.34

130.15 22.82 - Day Open >
 28 Apr 2021 (Wed) 859 1243/-75 (33652.25- (231.81-225.18 = -6.63) (282.55-254.77 =
(0.4%) 22.61 PDH
33657.15) 33700CE -27.77) 33700PE
70.80 -3096.44 3930.25

178.8 23.27 - Day Open >
 29 Apr 2021 (Thu) 833 2315/-298 (33583.50- (119.05-242.91 = 123.86) (157.31-0.1 =
(0.53%) 23.26 PDH
33654.30) 33600CE 14:37:00 -157.21) 33600PE
Max

-302.65 2180.23 -4339.69

-602.1 22.73 - Day Open <
 30 Apr 2021 (Fri) -2158 225/-1611 (33018.55- (612.66-525.45 = (585.88-759.47 =
(-1.79%) 23.26 PDL
32715.90) -87.21) 33000CE 173.59) 33000PE
424.15 -7264.44 4555.95

-413.25 23.3 - Day Open <
 3 May 2021 (Mon) -2708 710/-2516 (32120.60- (527.47-818.05 = (473.27-291.03 =
(-1.26%) 23.69 PDL
32544.75) 290.58) 32100CE -182.24) 32100PE
-407.85 4331.61 -5451.8

144.65 22.68 - Day Open >
 4 May 2021 (Tue) -1119 260/-2907 (32695.60- (385.01-211.75 = (375.61-593.68 =
(0.45%) 22.87 PDH
32287.75) -173.26) 32700CE 218.07) 32700PE
141.55 -1696.1 2456.19

306.75 22.25 -
 5 May 2021 (Wed) 759 1335/-530 - (32708.00- (313.58-381.43 = (273.74-175.49 =
(0.95%) 21.99
32849.55) 67.84) 32700CE -98.25) 32700PE
55.35 2077.13 2046.8

117.05 21.72 - Day Open >
 6 May 2021 (Thu) 4123 4477/-789 (32833.15- (111.87-28.79 = -83.09) (81.92-0.05 = -81.87)
(0.36%) 21.8 PDH
32888.50) 32800CE 32800PE
Max

e r s .
h o th
213.85 20.89 - Day Open >
-51.10 561.39
t
(515.79-493.33 = wi(448.22-466.32
-452.36
 7 May 2021 (Fri) 109 871/-293
(0.65%) 20.78 PDH
(32943.40-
ha r e = 18.09)
32892.30)
t s
-22.46) 32900CE 32900PE
o no
n l y .D
26.70 -5.18 501.66
 10 May 2021 (Mon) 496 1076/-124
270.8 20.24 -
-
s e o (33175.15- (335.21-335.42 = (324.08-304.01 = -20.07)
al u
(0.82%) 20.18
n
33201.85) 0.21) 33200CE 33200PE
r s o
o r pe
s f
i (-1.51%)
-4.30 334.01 432
n
-501.45 19.91 - Day Open <
 11 May 2021 (Tue) 765
k .
1159/-159
c i (32852.55- (201.07-187.71 = (249.53-232.25 = -17.28)
o
19.8 PDL
m
32848.25) -13.36) 32900CE 32900PE
s t ock
F by 836 1527/-606 -154.55 -169.40 2171.74 -1335.14
D
is P
19.96 -
 12 May 2021 (Wed) - (32622.40- (87.02-0.15 = -86.87) (51.33-104.74 = 53.41)
Th
(-0.47%) 20.08
32453.00) 32600CE 32600PE 14:53:00
Max

1.10 113.06 114.69

42.85 20.1 -
 14 May 2021 (Fri) 226 1011/0 - (32154.95- (438.57-434.05 = (450.35-445.76 = -4.59)
(0.13%) 19.81
32156.05) -4.52) 32200CE 32200PE
299.80 -5655.96 2713.04

268.3 19.36 -
 17 May 2021 (Mon) -2942 282/-2789 - (33170.55- (352.39-578.63 = (370.11-261.59 = -108.52)
(0.83%) 19.48
33470.35) 226.24) 33200CE 33200PE
-20.10 -755.6 139.59

433.85 18.99 - Day Open >
 18 May 2021 (Tue) -615 209/-670 (33968.50- (291.21-321.43 = (291.06-285.48 = -5.58)
(1.3%) 19.35 PDH
33948.40) 30.22) 34000CE 34000PE
-19.60 -458.17 834.01

-205.3 19.49 - Day Open <
 19 May 2021 (Wed) 375 920/-13 (33684.45- (207.26-225.58 = (220.97-187.61 = -33.36)
(-0.61%) 19.44 PDL
33664.85) 18.33) 33700CE 33700PE
-196.70 1820.34 -1950.56

7.35 19.53 -
 20 May 2021 (Thu) -130 776/-445 - (33585.00- (72.86-0.05 = -72.81) (74.99-153.01 = 78.02)
(0.02%) 19.45
33388.30) 33600CE 33600PE 14:39:00
Max BN Gap
 
588.15 -11590.87 5120.15

225.25 19.11 -
 21 May 2021 (Fri) -6470 280/-6194 - (34071.25- (472.18-935.82 = (411.05-206.24 = -204.81)
(0.68%) 19.06
34659.40) 463.63) 34100CE 34100PE
-29.30 701.13 442.34

262.4 19.11 - Day Open >
 24 May 2021 (Mon) 1142 1733/-2924 (34857.10- (386.6-358.55 = (386.55-368.85 = -17.69)
(0.76%) 19.03 PDH
34827.80) -28.05) 34900CE 34900PE
204.40 -3301.1 3411.02

151.4 18.95 -
 25 May 2021 (Tue) 109 1218/-428 - (34512.60- (351.8-483.84 = (300.46-164.02 = -136.44)
(0.43%) 18.8
34717.00) 132.04) 34500CE 34500PE
-92.45 2049.71 -1478.37

95.15 18.99 -
 26 May 2021 (Wed) 570 1091/-164 - (34768.15- (238.64-156.65 = (207.45-266.59 = 59.13)
(0.27%) 20.8
34675.70) -81.99) 34800CE 34800PE
e r s .
h o th
-20 20.47 -
171.10 -292.88
t
(84.94-96.66 = 11.72) wi(110.63-225.74
-2877.56
 27 May 2021 (Thu) -3170 379/-3536
(-0.06%) 19.91
- (34968.20-
ha r e = 115.1)
35139.30)
t s
35000CE 35000PE 14:14:00
o no
n l y .D
Expiry: 3 JUN 2021, Net Profit: 6577, AverageoDay Profit: 1315
l u se
o n a
Max s
BN Gapper India
fo r BN Prev Day Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
i s
.in
k

mo c
c k
to1100 1946/-339 250.6 17.4 - Day Open > (35240.05-
s
 28 May 2021y(Fri)
b
-8.20 703.58 397.85
F
(521.73-493.59 = (422.14-406.22 =
s P D (0.71%) 17.36 PDH
i
35231.85) -28.14) 35200CE -15.91) 35200PE
Th
92.25 -726.71 1057
-44 16.58 -
 31 May 2021 (Mon) 330 844/-404 - (35391.10- (371.5-400.57 = 29.07) (356.89-314.62 =
(-0.13%) 16.87
35483.35) 35400CE -42.28) 35400PE
-93.25 1694.6 -916.89

113.1 17.51 - Day Open >
 1 Jun 2021 (Tue) 776 1189/-245 (35438.80- (324.32-256.54 = (243.09-279.77 =
(0.32%) 17.31 PDH
35345.55) -67.78) 35400CE 36.68) 35400PE
133.60 -754.52 1943.22

-65.6 17.38 -
 2 Jun 2021 (Wed) 1188 1506/-134 - (35254.10- (189.09-219.27 = (207.01-129.28 =
(-0.19%) 17.08
35387.70) 30.18) 35300CE -77.73) 35300PE
21.70 1662.02 1519.6

162.7 15.58 - Day Open >
 3 Jun 2021 (Thu) 3181 3812/-697 (35630.00- (113.85-47.37 = (60.88-0.1 = -60.78)
(0.46%) 15.94 PDH
35651.70) -66.48) 35600CE 35600PE
Max BN Gap
 
63.35 -534.38 1679.53

8.85 15.94 -
 4 Jun 2021 (Fri) 1144 1588/-113 - (35276.15- (438.12-459.5 = 21.38) (379.17-311.99 = -67.18)
(0.02%) 15.91
35339.50) 35300CE 35300PE
-80.10 917.18 -962.54

169.15 15.03 -
 7 Jun 2021 (Mon) -45 644/-439 - (35494.40- (348.78-312.09 = -36.69) (263.49-301.99 = 38.5)
(0.48%) 15.41
35414.30) 35500CE 35500PE
-4.25 296.27 81.5

-9.85 15.31 -
 8 Jun 2021 (Tue) 377 863/-198 - (35091.20- (273.29-261.44 = -11.85) (203.59-200.33 = -3.26)
(-0.03%) 15.08
35086.95) 35100CE 35100PE
-150.55 2012.74 -4629.85

28.95 14.84 -
 9 Jun 2021 (Wed) -2616 87/-2654 - (34974.50- (176.86-96.35 = -80.51) (178-363.2 = 185.19)
(0.08%) 14.65
34823.95) 35000CE 35000PE 14:44:00
138.75 -2188.75 2076.5

103.1 15.1 -
 10 Jun 2021 (Thu) -111 551/-882 - (34999.15- (84.15-171.7 = 87.55) (83.11-0.05 = -83.06)
(0.3%) 14.95
35137.90) 35000CE 14:37:00 35000PE
Max

e r s .
h o th
(400.75-408.04 = wit
59.70 -182.2 1367.78
193.45 14.47 - Day Open >
 11 Jun 2021 (Fri) 1185 1747/-20
(0.55%) 13.99 PDH
(34995.55-
h a r e (346.5-291.79 = -54.71)
35055.25)
o t s
7.29) 35000CE 35000PE
n
l y . Do
n
127.85 -1397.81 1510.16
 14 Jun 2021 (Mon) 111 891/-465
-110.85 14.71 -
-
s e o (34812.80- (320.41-376.33 = (252.05-191.65 = -60.41)
al u
(-0.32%) 14.69
n
34940.65) 55.91) 34800CE 34800PE
r s o
o r pe
s f
i (0.25%)
14.85 -230.35 93.74
n
87.45 14.58 - Day Open >
 15 Jun 2021 (Tue) -136
k .
297/-100
c i (35207.35- (231.12-240.33 = (211.86-208.11 = -3.75)
o
14.6 PDH
m
35222.20) 9.21) 35200CE 35200PE
s t ock
JunF
 16 D
by -34.25 390.16 -441.59
P
-51.5 14.71 -
This
2021 (Wed) -51 684/0 - (35034.55- (214.88-199.27 = (146.92-164.58 = 17.66)
(-0.15%) 15.08
35000.30) -15.61) 35000CE 35000PE
-220.85 2646.99 -1219.26

-383.7 15.32 - Day Open <
 17 Jun 2021 (Thu) 1427 1490/0 (34742.35- (105.93-0.05 = (46.88-95.65 = 48.77)
(-1.1%) 15.19 PDL
34521.50) -105.88) 34700CE 34700PE 14:13:00
Max BN Gap
 
349.90 -4164.33 4489.46

129.75 15.17 -
 18 Jun 2021 (Fri) 324 1202/-368 - (34333.60- (411.15-577.72 = (347.44-167.86 = -179.58)
(0.37%) 14.62
34683.50) 166.57) 34300CE 34300PE
252.85 -4143.36 2977.4

-448.55 15.63 -
 21 Jun 2021 (Mon) -1165 45/-1463 - (34615.05- (327.15-492.88 = (284.13-165.03 = -119.1)
(-1.3%) 15.07
34867.90) 165.73) 34600CE 34600PE
-169.25 2253.86 -2019.29

213.6 14.66 - Day Open >
 22 Jun 2021 (Tue) 234 766/-1001 (34874.55- (259.38-169.23 = (241.06-321.84 = 80.77)
(0.61%) 14.78 PDH
34705.30) -90.15) 34900CE 34900PE
-222.95 3137.56 -4139.31

166.85 15.08 -
 23 Jun 2021 (Wed) -1000 630/-1155 - (34808.55- (214.48-88.98 = (159.14-324.71 = 165.57)
(0.48%) 15.35
34585.60) -125.5) 34800CE 34800PE 15:10:00
-25.00 2290.56 -2102.49

113.7 15.17 -
 24 Jun 2021 (Thu) 187 437/-1764 - (34885.25- (91.72-0.1 = -91.62) (80.83-164.93 = 84.1)
(0.33%) 14.96
34860.25) 34900CE 34900PE 14:25:00
Max

-106.80 2553.15 -1099.3

89.65 13.71 -
 25 Jun 2021 (Fri) 1453 1992/-419 - (35422.40- (394.22-292.09 = (316.8-360.77 = 43.97)
(0.26%) 13.31
35315.60) -102.13) 35400CE 35400PE
41.65 -429.72 703.74

123.55 13.47 -
 28 Jun 2021 (Mon) 273 935/-298 - (35334.85- (335.91-353.1 = 17.19) (258.93-230.78 = -28.15)
(0.35%) 13.23
35376.50) 35300CE 35300PE
-91.80 1335.65 -814.24

-39 13.02 -
 29 Jun 2021 (Tue) 520 896/-1911 - (35096.40- (255.12-201.7 = (189.83-222.4 = 32.57)
(-0.11%) 13.05
35004.60) -53.43) 35100CE 35100PE
e r s .
h o th
-8.4 12.68 -
-225.00 2438.29
t
(164.19-66.66 = wi(146.87-268.41
-3038.53
 30 Jun 2021 (Wed) -599 340/-1145
(-0.02%) 12.99
- (34994.70-
ha r e = 121.54)
34769.70)
t s
-97.53) 35000CE 35000PE
o no
n l y .D
-90.70 1643.38 -1418.83
eo
93.8 12.96 -
 1 Jul 2021 (Thu) 224 1253/-164
(0.27%) 12.67
lu
-
s (34807.80- (65.79-0.05 = -65.73) (54.55-111.3 = 56.75)
o n a 34717.10) 34800CE 34800PE 14:55:00
p e rs
f o r
s
Expiry:n8 iJUL 2021, Net Profit: 773, Average Day Profit: 154
moMax ck.i
c k
sto
F by
This

105.40 -1598.67 1836.04

44.1 12.4 -
 2 Jul 2021 (Fri) 236 681/-5 - (34724.75- (305.66-369.61 = (271.75-198.31 = -73.44)
(0.13%) 12.04
34830.15) 63.95) 34700CE 34700PE
57.00 -555.39 1127.54

201.05 12.1 - Day Open >
 5 Jul 2021 (Mon) 571 887/0 (35152.75- (197.26-219.47 = (234.73-189.63 = -45.1)
(0.58%) 12.05 PDH
35209.75) 22.22) 35200CE 35200PE
-239.30 2969.11 -2892.79

-38.4 12.26 -
 6 Jul 2021 (Tue) 75 627/-1101 - (35743.85- (213.05-94.28 = (170.78-286.49 = 115.71)
(-0.11%) 12.29
35504.55) -118.76) 35700CE 35700PE
46.25 -916.94 836.83

-28.55 12.29 -
 7 Jul 2021 (Wed) -80 807/-22 - (35715.05- (148.2-184.88 = (147.91-114.43 = -33.47)
(-0.08%) 12.26
35761.30) 36.68) 35700CE 35700PE
-4.55 1682.95 -1712.38

-168.05 13.7 -
 8 Jul 2021 (Thu) -29 701/-571 - (35290.20- (67.42-0.1 = -67.32) (65.83-134.33 = 68.5)
(-0.47%) 13.49
35285.65) 35300CE 35300PE 14:35:00
Max

15.40 -300.74 286.34

-110.35 13.25 -
 9 Jul 2021 (Fri) -14 766/-225 - (35053.45- (332.99-345.02 = (270.47-259.01 =
(-0.31%) 12.95
35068.85) 12.03) 35100CE -11.45) 35100PE
32.40 -405.68 720.17

213.1 13.13 - Day Open >
 12 Jul 2021 (Mon) 314 625/-307 (35172.40- (233.29-249.52 = (238.89-210.08 =
(0.61%) 12.99 PDH
35204.80) 16.23) 35200CE -28.81) 35200PE
-53.95 667.84 -667.09

281.15 12.74 - Day Open >
 13 Jul 2021 (Tue) 0 633/0 (35708.60- (190.03-163.32 = (188.45-215.13 =
(0.8%) 12.56 PDH
35654.65) -26.71) 35700CE 26.68) 35700PE
-80.85 1296.31 -745.65

-87.55 12.79 -
 14 Jul 2021 (Wed) 550 859/-6 - (35716.35- (150.53-98.68 = (141.52-171.35 =
(-0.25%) 12.59
35635.50) -51.85) 35700CE 29.83) 35700PE
-3.35 1550.24 1088.9

89.2 12.66 -
 15 Jul 2021 (Thu) 2638 2728/0 - (35919.00- (67.72-5.71 = -62.01) (43.76-0.2 = -43.56)
(0.25%) 12.15
35915.65) 35900CE 35900PE
e r s .
h o th
Max
i t
re w
ha

t s
no
l y . Do
on(35690.35-
58.05 -1098.94 983.71
e
70.3 11.96 -
us
 16 Jul 2021 (Fri) -116 394/0 - (278.59-322.54 = (259.53-220.18 = -39.35)
l
(0.2%) 11.67
o n a 35748.40) 43.96) 35700CE 35700PE
e r s
fo r p 12.84 -
is
57.15 -1239.65 500.52
.in
-681.3 Day Open <
k
 19 Jul 2021 (Mon) -739 483/-515 (35033.60- (264.73-314.31 = (198.84-178.82 = -20.02)
mo c (-1.91%) 12.63 PDL

35090.75) 49.59) 35000CE 35000PE
t oc k
by s
P D F -288.05 13.09 - Day Open <
-140.55 1525.48 -2032.14
Thi s
 20 Jul 2021 (Tue) -505 468/-826
(-0.82%) 13.32 PDL
(34551.15-
34410.60)
(179.24-118.22 =
-61.02) 34600CE
(186.52-267.8 = 81.29)
34600PE
-113.50 1389.66 -1188.36

359.1 12.17 -
 22 Jul 2021 (Thu) 201 380/-433 - (34802.55- (55.69-0.1 = -55.59) (45.69-93.22 = 47.53)
(1.04%) 11.76
34689.05) 34800CE 34800PE 14:17:00
Max

59.00 -858.37 369.2

71.05 11.64 -
 23 Jul 2021 (Fri) -488 417/-760 - (34935.85- (324.72-359.06 = (258.88-244.12 =
(0.2%) 11.76
34994.85) 34.33) 34900CE -14.77) 34900PE
-73.50 435.93 -616.17

-86.55 12.46 -
 26 Jul 2021 (Mon) -181 412/-193 - (34998.80- (251.76-234.32 = (255.12-279.77 =
(-0.25%) 12.44
34925.30) -17.44) 35000CE 24.65) 35000PE
-24.65 46.66 421.26

79.6 13.41 -
 27 Jul 2021 (Tue) 467 762/-67 - (34818.70- (225.08-223.21 = (213.3-196.44 =
(0.23%) 13.29
34794.05) -1.87) 34800CE -16.85) 34800PE
6.85 19.49 651.35

13.86 -
 28 Jul 2021 (Wed) 670 859/-847 42 (0.12%) - (34529.70- (188.89-188.11 = (140.18-114.13 =
13.67
34536.55) -0.78) 34500CE -26.05) 34500PE
-5.55 2128.2 1053.94

207.4 13 -
 29 Jul 2021 (Thu) 3181 3223/0 - (34740.20- (85.73-0.61 = -85.13) (50.49-8.33 = -42.16)
(0.6%) 12.92
34734.65) 34700CE 34700PE
Max

-138.30 1420.71 -1741.45

7.25 12.8 -
 30 Jul 2021 (Fri) -319 382/-232 - (34732.60- (314.18-257.35 = -56.83) (263.39-333.05 =
(0.02%) 12.69
34594.30) 34700CE 69.66) 34700PE
-66.05 583.21 -517.76

176.55 13 - Day Open >
 2 Aug 2021 (Mon) 64 379/-2560 (34768.40- (232.6-209.27 = -23.33) (232.75-253.46 =
(0.51%) 12.81 PDH
34702.35) 34800CE 20.71) 34800PE
244.95 -4494.66 2413.01

-49.25 13.37 -
 3 Aug 2021 (Tue) -2081 170/-2449 - (34954.95- (172.8-352.59 = 179.79) (219.24-122.72 =
(-0.14%) 13.82
35199.90) 35000CE 14:43:00 -96.52) 35000PE
e r s .
h o th
-97.10 898.04
i t -942.64
re w 37.71) 36100PE
180.7 13.4 - Day Open >
 4 Aug 2021 (Wed) -45 510/-745 (36094.80- (164.19-128.27 = -35.92) (184.09-221.8 =
ha
(0.51%) 13.22 PDH
35997.70)
t s 36100CE
o no
n l y .D
-153.80 -1815.37 -196.23
65.9 13.02 -
e o
us
 5 Aug 2021 (Thu) -2011 79/-2462 - (35920.40- (69.8-142.41 = 72.61) (58.56-66.41 = 7.85)
l
(0.18%) 12.78
o n a 35766.60) 35900CE 14:09:00 35900PE
e r s
fo rp
. i
Expiry: 12 n is 2021, Net Profit: -1287, Average Day Profit: -257
AUG
o c k
s t ckm Max
oProfit
Include
Fby
Date Profit/Loss
This

92.15 -1323.02 1045.38

41.05 12.6 -
 6 Aug 2021 (Fri) -277 429/-278 - (35775.95- (324.82-377.74 = (304.92-263.11 = -41.81)
(0.11%) 12.6
35868.10) 52.92) 35800CE 35800PE
167.25 -3154.66 1938.74

14.95 12.68 -
 9 Aug 2021 (Mon) -1214 107/-1245 - (35845.35- (289.33-415.51 = (228.39-150.84 = -77.55)
(0.04%) 12.64
36012.60) 126.19) 35800CE 35800PE
-66.90 816.04 -639.22

-74.4 12.82 -
 10 Aug 2021 (Tue) 176 603/-1010 - (36085.55- (231.56-198.92 = (210.77-236.34 = 25.57)
(-0.21%) 12.71
36018.65) -32.64) 36100CE 36100PE
-98.75 1295.39 -765.23

184.15 12.86 -
 11 Aug 2021 (Wed) 529 768/-475 - (35871.10- (162.36-110.54 = (165.28-195.89 = 30.61)
(0.51%) 12.7
35772.35) -51.82) 35900CE 35900PE
70.45 831.44 -1332.56

12.68 -
 12 Aug 2021 (Thu) -501 818/-486 19 (0.05%) - (35918.70- (71.08-37.82 = (51.23-104.53 = 53.3)
12.27
35989.15) -33.26) 35900CE 35900PE 14:30:00
Max

62.70 -1385.76 1238.1

63.7 12.92 - Day Open >
 13 Aug 2021 (Fri) -148 171/-501 (36069.50- (236.56-291.99 = (283.29-233.76 =
(0.18%) 13.02 PDH
36132.20) 55.43) 36100CE -49.52) 36100PE
-87.80 464.65 -902.03

-68.7 13.49 -
 16 Aug 2021 (Mon) -436 227/-222 - (36134.50- (229.88-211.29 = (191.17-227.25 = 36.08)
(-0.19%) 13.51
36046.70) -18.59) 36100CE 36100PE
145.25 -2627.01 1940.33

-159.45 13.34 - Day Open <
 17 Aug 2021 (Tue) -686 326/-922 (35731.70- (174.49-279.57 = (122.76-45.15 = -77.61)
(-0.44%) 13.42 PDL
35876.95) 105.08) 35700CE 35700PE
-266.40 1878.5 -1075.06

355.05 13.11 - Day Open >
 18 Aug 2021 (Wed) 802 854/-175 (35725.60- (75.19-0.05 = -75.14) (41.33-84.33 = 43)
(0.99%) 12.87 PDH
35459.20) 35700CE 35700PE 14:27:00
Max

e r s .
h o th
-408 14.01 - Day Open <
30.20 -778.66
t
(309.38-340.52 = wi(323.53-297.9
640.81
 20 Aug 2021 (Fri) -137 655/-15
(-1.15%) 13.97 PDL
(34972.35-
ha r e = -25.63)
35002.55)
t s
31.15) 35000CE 35000PE
o no
Day Open > nly
.D
-31.65 72.16 -292.49
 23 Aug 2021 (Mon) -220 561/-160
390.35 13.67 -
s e o (35112.10- (274.58-271.69 = (226.66-238.36 = 11.7)
lu
(1.11%) 13.67 PDH
o n a 35080.45) -2.89) 35100CE 35100PE
e r s
fo r p 13.45 -
s
i (0.22%) 13.21
26.40 -465.88 735.71
n
76.35
 24 Aug 2021 (Tue) 269
k .
557/-852
c i - (35652.45- (182.51-201.14 = (230.62-201.19 = -29.43)
kmo 35678.85) 18.64) 35700CE 35700PE
s t o c
F b y -73.15 939.89 -488.06
P D 56.75 13.57 -
This
 25 Aug 2021 (Wed) 451 830/-84 - (35630.95- (186.32-148.72 = (133.95-153.47 = 19.52)
(0.16%) 13.46
35557.80) -37.6) 35600CE 35600PE
-127.05 1684.21 -1593.92

-100.3 13.48 - Day Open <
 26 Aug 2021 (Thu) 89 842/-542 (35711.95- (67.42-0.05 = -67.37) (61.28-125.04 = 63.76)
(-0.28%) 13.58 PDL
35584.90) 35700CE 35700PE 14:36:00
Max

-12.70 -208.44 -74.76

-57.8 13.33 -
 27 Aug 2021 (Fri) -284 249/-412 - (35629.05- (300.22-308.56 = 8.34) (270.52-273.51 = 2.99)
(-0.16%) 13.39
35616.35) 35600CE 35600PE
156.00 -4140.8 1413.04

153.25 13.14 - Day Open >
 30 Aug 2021 (Mon) -2727 75/-2604 (36181.60- (244.58-410.21 = (244.38-187.86 =
(0.43%) 13.63 PDH
36337.60) 165.63) 36200CE -56.52) 36200PE
-5.50 517.18 -406.5

19.75 14.14 -
 31 Aug 2021 (Tue) 110 394/-619 - (36411.95- (240.87-220.18 = (204.93-221.19 =
(0.05%) 14.58
36406.45) -20.69) 36400CE 16.26) 36400PE
e r s .
h oth
i t
hare w
t s
o no
n l y .D
e o
a l us
r s o n
rpe
is fo
c k .in
k mo
s t oc
F by
P D
Th is

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9/1/2021 Stock Mock | Backtest Index Strategies

Basket Optimizer is now Live. Request this feature Watch Video

Square Off One Leg  Square Off All Legs 

 Strategy Target Profit

 Strategy Stop Loss

 Protect The Profits 

From Date: Sun, Jan 1, 2017

To Date: Tue, Aug 31, 2021

Mon Tue Wed Thu Fri Sat

Avg Expiry Profit Avg Day Profit

Max Profit Max Loss

Max Drawdown (MDD)  Return to MDD Ratio 

₹-17115 (22 Days) 2.93

Max Winning Streak Max Losing Streak

0 SL/TP Hit Count 1 SL/TP Hit Count

910 Days 233 Days

2 SL/TP Hit Count

Profit Cumulative Profit Drawdown

PnL Over Time

Zoom 1m 3m 6m YTD 1y All May 31, 2021 → Aug

29.55 -246.19 596.56

4.90 101.95 429.75

-47.10 765.97 -424.96

-24.20 479.84 405.88

-32.90 187.84 52.85

-44.05 315.31 -329.61

60.35 -485.34 961.07

-36.10 505.84 -163.46

-35.60 504.88 -665.64

Expiry: 19 JAN 2017, Net Profit: 20, Average Day Profit: 4

o n a 18912.90) 22.13) 18900CE -19.89) 18900PE

23.05 -669.51 515.14

5.75 246.89 418.25

Expiry: 25 JAN 2017, Net Profit: 257, Average Day Profit: 64

-46.70 322.15 -121.04

129.80 -1815.7 1204.4

34.70 -322.86 409.01

195.15 -336.04 918.2

-51.60 875.16 -434

-38.45 786.14 -437.36

-59.55 512.41 -236.55

o n a 20017.10) 20100CE 20100PE

P D Up/Down  VIX  Day H/L  Change  ATM CE

-16.70 326.68 -32.49

15.70 -174 679.06

-73.55 696.36 -598.61

44.20 1295.4 2085.46

-9.60 468.99 -946.31

Expiry: 16 FEB 2017, Net Profit: 145, Average Day Profit: 29

14.70 -265.59 222.09

33.35 -874.19 664.83

34.40 -605.58 613.95

20.25 -228.15 549.01

-30.90 668.23 -598.17

Expiry: 23 FEB 2017, Net Profit: 469, Average Day Profit: 93

o n a 20564.50) 20500CE 20500PE

-11.65 227.52 151

-143.40 1173.13 -709.41