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Positional OTM 5 PDF
Positional OTM 5 PDF
"Index" Entry Date Entry Time Exit Date Exit Time Type Strike B/S Qty Entry Price
1 2017-01-16 3:28:00 PM 2017-01-19 3:15:00 PM
1.1 2017-01-16 3:28:00 PM 2017-01-19 3:15:00 PM CE 19600 Sell 250 8.05
1.2 2017-01-16 3:28:00 PM 2017-01-19 3:15:00 PM PE 18600 Sell 250 14.3
2 2017-01-20 3:28:00 PM 2017-01-25 3:15:00 PM
2.1 2017-01-20 3:28:00 PM 2017-01-25 3:15:00 PM CE 19300 Sell 250 17.8
2.2 2017-01-20 3:28:00 PM 2017-01-25 3:15:00 PM PE 18300 Sell 250 16.5
3 2017-01-30 3:28:00 PM 2017-02-02 3:15:00 PM
3.1 2017-01-30 3:28:00 PM 2017-02-02 3:15:00 PM CE 20100 Sell 250 86.05
3.2 2017-01-30 3:28:00 PM 2017-02-02 3:15:00 PM PE 19100 Sell 250 62.45
4 2017-02-06 3:28:00 PM 2017-02-09 3:15:00 PM
4.1 2017-02-06 3:28:00 PM 2017-02-09 3:15:00 PM CE 20900 Sell 250 23.5
4.2 2017-02-06 3:28:00 PM 2017-02-09 3:15:00 PM PE 19900 Sell 250 23.1
5 2017-02-13 3:28:00 PM 2017-02-16 3:15:00 PM
5.1 2017-02-13 3:28:00 PM 2017-02-16 3:15:00 PM CE 20800 Sell 250 5.8
5.2 2017-02-13 3:28:00 PM 2017-02-16 3:15:00 PM PE 19800 Sell 250 16.85
6 2017-02-20 3:28:00 PM 2017-02-23 3:15:00 PM
6.1 2017-02-20 3:28:00 PM 2017-02-23 3:15:00 PM PE 20200 Sell 250 11.9
7 2017-02-27 3:28:00 PM 2017-03-02 3:15:00 PM
7.1 2017-02-27 3:28:00 PM 2017-03-02 3:15:00 PM CE 21100 Sell 250 13.25
7.2 2017-02-27 3:28:00 PM 2017-03-02 3:15:00 PM PE 20100 Sell 250 11.8
8 2017-03-06 3:28:00 PM 2017-03-09 3:15:00 PM
8.1 2017-03-06 3:28:00 PM 2017-03-09 3:15:00 PM CE 21200 Sell 250 6.3
8.2 2017-03-06 3:28:00 PM 2017-03-09 3:15:00 PM PE 20200 Sell 250 9.9
9 2017-03-10 3:28:00 PM 2017-03-16 3:15:00 PM
9.1 2017-03-10 3:28:00 PM 2017-03-16 3:15:00 PM CE 21200 Sell 250 71.5
9.2 2017-03-10 3:28:00 PM 2017-03-16 3:15:00 PM PE 20200 Sell 250 52.2
10 2017-03-20 3:28:00 PM 2017-03-23 3:15:00 PM
10.1 2017-03-20 3:28:00 PM 2017-03-23 3:15:00 PM CE 21600 Sell 250 4.5
10.2 2017-03-20 3:28:00 PM 2017-03-23 3:15:00 PM PE 20600 Sell 250 4.65
11 2017-03-27 3:28:00 PM 2017-03-30 3:15:00 PM
11.1 2017-03-27 3:28:00 PM 2017-03-30 3:15:00 PM CE 21500 Sell 250 12
11.2 2017-03-27 3:28:00 PM 2017-03-30 3:15:00 PM PE 20500 Sell 250 6.75
12 2017-03-31 3:28:00 PM 2017-04-06 3:15:00 PM
12.1 2017-03-31 3:28:00 PM 2017-04-06 3:15:00 PM CE 22000 Sell 250 14
12.2 2017-03-31 3:28:00 PM 2017-04-06 3:15:00 PM PE 21000 Sell 250 22.6
13 2017-04-10 3:28:00 PM 2017-04-13 3:15:00 PM
13.1 2017-04-10 3:28:00 PM 2017-04-13 3:15:00 PM CE 22000 Sell 250 3.8
13.2 2017-04-10 3:28:00 PM 2017-04-13 3:15:00 PM PE 21000 Sell 250 7
14 2017-04-17 3:28:00 PM 2017-04-20 3:15:00 PM
14.1 2017-04-17 3:28:00 PM 2017-04-20 3:15:00 PM CE 22200 Sell 250 2.65
14.2 2017-04-17 3:28:00 PM 2017-04-20 3:15:00 PM PE 21200 Sell 250 10.3
15 2017-04-24 3:28:00 PM 2017-04-27 3:15:00 PM
15.1 2017-04-24 3:28:00 PM 2017-04-27 3:15:00 PM CE 22400 Sell 250 3.1
15.2 2017-04-24 3:28:00 PM 2017-04-27 3:15:00 PM PE 21400 Sell 250 24
16 2017-04-28 3:28:00 PM 2017-05-04 3:15:00 PM
16.1 2017-04-28 3:28:00 PM 2017-05-04 3:15:00 PM CE 22900 Sell 250 3.15
16.2 2017-04-28 3:28:00 PM 2017-05-04 3:15:00 PM PE 21900 Sell 250 16.4
17 2017-05-08 3:28:00 PM 2017-05-11 3:15:00 PM
17.1 2017-05-08 3:28:00 PM 2017-05-11 3:15:00 PM CE 23300 Sell 250 3.8
17.2 2017-05-08 3:28:00 PM 2017-05-11 3:15:00 PM PE 22300 Sell 250 17.2
18 2017-05-15 3:28:00 PM 2017-05-18 3:15:00 PM
18.1 2017-05-15 3:28:00 PM 2017-05-18 3:15:00 PM CE 23300 Sell 250 3.05
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Positional OTM 5
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Positional OTM 5
0.05 1975
-112.5
20.5 -3650
0.2 3537.5
7212.5
0.05 2150
0.05 5062.5
4937.5
0.05 1150
0.05 3787.5
4212.5
0.05 1562.5
0.05 2650
2687.5
0.05 1087.5
0.05 1600
7700
0.05 3750
0.1 3950
5150
0.05 2000
0.05 3150
3600
0.05 1487.5
0.05 2112.5
5175
0.05 2100
0.05 3075
4625
4.95 275
0.05 4350
12337.5
0.05 5237.5
0.1 7100
-42925
0.05 3437.5
195.3 -46362.5
21275
0.05 7375
0.1 13900
14150
0.75 5550
0.05 8600
9612.5
0.05 2487.5
0.1 7125
7912.5
0.05 2187.5
0.05 5725
4775
0.05 912.5
0.05 3862.5
4237.5
Page 21
Positional OTM 5
0.05 1875
0.05 2362.5
9162.5
0.05 3050
0.2 6112.5
11025
0.05 2300
0.1 8725
3575
0.05 1475
0.05 2100
9662.5
0.05 2975
0.25 6687.5
-91712.5
421.2 -99350
0.05 7637.5
13125
0.35 5662.5
0.05 7462.5
13775
0.05 6337.5
0.05 7437.5
10300
0.05 4437.5
0.05 5862.5
7175
0.05 3462.5
0.1 3712.5
-11737.5
0.05 2950
71.05 -14687.5
11350
0.05 6612.5
0.05 4737.5
5187.5
0.05 1725
0.05 3462.5
14587.5
0.05 5787.5
0.05 8800
7250
0.1 3287.5
0.05 3962.5
4425
0.05 2162.5
0.05 2262.5
2337.5
0.05 662.5
0.1 1675
6450
0.35 1137.5
0.05 5312.5
Page 22
Positional OTM 5
19850
2.25 9237.5
0.05 10612.5
63962.5
0.05 29987.5
0.1 33975
34437.5
0.05 16850
0.1 17587.5
71562.5
0.05 30237.5
0.1 41325
19875
0.05 7812.5
0.05 12062.5
-59037.5
0.05 3887.5
280.95 -62925
23287.5
0.05 10112.5
0.15 13175
19150
0.05 6625
0.05 12525
25487.5
0.05 13337.5
0.05 12150
13112.5
41 -2612.5
0.1 15725
16912.5
0.1 8062.5
0.05 8850
18112.5
0.05 5050
0.05 13062.5
12300
0.05 4387.5
0.05 7912.5
11175
0.05 3312.5
0.05 7862.5
8225
0.05 3287.5
0.05 4937.5
6700
0.1 1475
0.05 5225
33350
0.05 14262.5
0.1 19087.5
10812.5
0.05 6987.5
Page 23
Positional OTM 5
0.05 3825
8900
0.45 2412.5
0.05 6487.5
28125
0.1 12237.5
0.05 15887.5
16262.5
0.05 6575
0.1 9687.5
9950
0.05 3887.5
0.05 6062.5
11650
0.05 5662.5
0.35 5987.5
11237.5
0.1 6275
0.05 4962.5
6550
0.05 1437.5
0.05 5112.5
7912.5
0.05 4662.5
0.05 3250
11950
0.2 6350
0.1 5600
9525
0.05 3375
0.4 6150
7487.5
0.15 2625
0.1 4862.5
11075
0.05 5300
0.1 5775
11312.5
0.05 5412.5
0.05 5900
7850
0.05 2875
0.1 4975
8787.5
0.05 5875
0.2 2912.5
-33150
0.1 3750
177.6 -36900
-61562.5
0.1 8550
311.55 -70112.5
39100
Page 24
Positional OTM 5
0.1 18975
0.05 20125
40687.5
0.05 16700
0.1 23987.5
35825
0.05 16737.5
0.05 19087.5
54387.5
0.05 27012.5
0.05 27375
34275
0.1 12125
0.4 22150
27837.5
0.1 11475
0.05 16362.5
-16412.5
135.75 -25137.5
0.05 8725
27425
0.05 11450
0.1 15975
7937.5
11 112.5
0.15 7825
-31300
0.05 9662.5
201.45 -40962.5
23437.5
190 -13862.5
0.05 37300
13700
0.05 6862.5
0.05 6837.5
19512.5
0.1 10950
0.05 8562.5
11850
0.05 5637.5
0.05 6212.5
11412.5
0.05 4612.5
0.05 6800
13625
0.05 9687.5
0.05 3937.5
13125
0.1 6000
0.15 7125
4450
76.85 -6537.5
0.1 10987.5
Page 25
Positional OTM 5
15787.5
0.05 5987.5
0.05 9800
8050
0.05 2862.5
0.1 5187.5
22612.5
0.55 10962.5
0.15 11650
7875
0.05 3425
0.25 4450
-44237.5
243.9 -54225
0.1 9987.5
-90137.5
401.5 -97025
0.05 6887.5
33637.5
0.2 18337.5
0.15 15300
-128637.5
597.75 -138925
0.05 10287.5
43337.5
0.1 24112.5
0.25 19225
22500
0.1 12175
0.15 10325
20937.5
0.15 11862.5
0.05 9075
25050
0.2 13575
0.15 11475
-20125
0.1 16725
182.4 -36850
32487.5
0.1 16100
0.1 16387.5
194887.5
0.3 102237.5
1.55 92650
33962.5
0.1 12837.5
0.2 21125
33975
0.1 14537.5
41.75 19437.5
24812.5
0.1 9637.5
Page 26
Positional OTM 5
0.2 15175
21012.5
3.6 10600
0.05 10412.5
-21862.5
174.25 -33100
0.2 11237.5
17625
0.05 8562.5
0.05 9062.5
24662.5
0.05 13275
0.05 11387.5
14187.5
0.1 5100
0.1 9087.5
20925
0.15 9600
0.1 11325
-86550
0.05 5450
411 -92000
57387.5
2.55 29400
0.05 27987.5
-123437.5
0.05 14787.5
627.25 -138225
1250
0.1 19125
190.7 -17875
28387.5
0.05 22837.5
74.5 5550
14287.5
124.3 -8325
0.05 22612.5
-107650
0.05 16575
552.6 -124225
109187.5
0.15 63850
13.65 45337.5
-134875
0.1 65937.5
993.65 -200812.5
106862.5
0.2 58375
0.15 48487.5
9625
305.2 -37600
0.1 47225
87525
Page 27
Positional OTM 5
0.1 43800
0.1 43725
562.5
193.65 -21337.5
0.05 21900
45575
0.1 24675
0.05 20900
50712.5
0.1 24375
0.15 26337.5
41200
0.2 20050
0.05 21150
15237.5
25.25 2250
0.1 12987.5
24650
0.05 11337.5
0.05 13312.5
28175
0.05 16825
0.05 11350
24175
0.05 11987.5
0.15 12187.5
22037.5
0.05 7500
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12312.5
0.05 6137.5
0.1 6175
-60925
400.45 -81112.5
0.05 20187.5
36850
0.1 16100
0.15 20750
37837.5
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0.25 15350
35575
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0.05 14425
-165100
803 -183862.5
0.15 18762.5
25525
0.15 10337.5
0.05 15187.5
29837.5
0.2 18650
0.1 11187.5
Page 28
Positional OTM 5
40425
0.1 15950
0.1 24475
88512.5
0.05 34812.5
0.25 53700
-91725
0.15 176200
1977.75 -267925
-343987.5
2084 -343987.5
169537.5
0.1 206800
1189.05 -37262.5
-309150
1962.75 -415850
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163937.5
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-122700
928.8 -178862.5
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189550
0.2 82625
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109512.5
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134275
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-246212.5
1350 -292437.5
0.05 46225
94687.5
18.2 43975
0.15 50712.5
87087.5
0.25 67187.5
180.55 19900
6175
531.9 -64375
0.15 70550
106037.5
0.2 54450
0.25 51587.5
93225
57.9 31100
0.2 62125
29012.5
179.35 -4837.5
0.1 33850
Page 29
Positional OTM 5
78312.5
0.05 48075
8.8 30237.5
11287.5
275.15 -30737.5
0.1 42025
79162.5
0.25 43437.5
0.3 35725
62025
38.05 31800
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60662.5
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45887.5
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-33387.5
299.9 -56962.5
0.15 23575
126600
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55325
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34.2 22712.5
75950
0.2 41650
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-17075
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325.65 -48500
26037.5
77.55 2412.5
0.2 23625
-11050
283.65 -41087.5
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52250
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140.45 4762.5
74475
0.4 42025
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80512.5
0.3 43062.5
0.15 37450
-112300
1010.5 -183375
0.1 71075
33900
182.6 -11600
Page 30
Positional OTM 5
0.1 45500
108575
19.45 58362.5
0.15 50212.5
85250
55.15 38225
0.2 47025
107775
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72700
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67550
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56887.5
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18325
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86062.5
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51975
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229.9 -8300
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147550
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-86787.5
Page 31
Positional OTM 5
0.5 68600
824.85 -155387.5
77050
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228.85 9337.5
146675
3.25 74900
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143162.5
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Page 32
Positional OTM 5
-87212.5
0.1 27562.5
537.85 -114775
43100
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-124050
627.35 -139700
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37687.5
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50000
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48562.5
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64437.5
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101700
0.55 58950
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450.2 -89550
1025
0.2 33575
Page 33
Positional OTM 5
232.35 -32550
68137.5
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0.3 29800
87012.5
3.75 36862.5
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875 -171125
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69925
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1 33250
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-56225
1140 -170425
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150600
Page 34
Positional OTM 5
0.2 81600
8 69000
68612.5
178.45 23637.5
0.1 44975
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551.75 -92200
100212.5
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71125
0.2 38800
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93387.5
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35675
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238.85 -13662.5
12487.5
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0.05 26125
Page 35
Positional OTM 5
8075
172.2 -20500
0.1 28575
52625
0.25 21787.5
0.65 30837.5
-38062.5
479.1 -80137.5
0.1 42075
39050
51 7162.5
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13062.5
163.25 -15175
0.3 28237.5
85200
1.35 51525
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82050
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51225
107.7 9062.5
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105625
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-26675
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529.7 -77837.5
104675
90 34500
0.1 70175
87350
0.15 42450
8.5 44900
82500
0.25 38950
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71362.5
0.05 35512.5
0.2 35850
73912.5
0.25 39787.5
0.1 34125
38487.5
0.35 18012.5
0.1 20475
-9025
148.85 -25400
0.1 16375
27050
0.6 13812.5
Page 36
Positional OTM 5
0.3 13237.5
34312.5
0.25 16325
0.2 17987.5
27012.5
0.3 11950
0.6 15062.5
-84487.5
0.25 15237.5
449.6 -99725
16725
151.85 -14737.5
0.4 31462.5
1562.5
0.2 21100
183.65 -19537.5
34000
0.2 19725
27.4 14275
50462.5
0.1 25512.5
0.2 24950
-42300
0.25 22150
356.55 -64450
166550
0.2 85650
0.4 80900
85200
0.25 39237.5
0.15 45962.5
49175
0.4 24637.5
0.05 24537.5
-7725
0.15 32687.5
235.2 -40412.5
40962.5
0.15 16437.5
0.2 24525
42237.5
0.15 19712.5
0.1 22525
73712.5
0.15 40837.5
16.2 32875
72375
0.35 32562.5
0.25 39812.5
50275
113.2 11962.5
0.15 38312.5
58375
Page 37
Positional OTM 5
0.4 24425
0.2 33950
-185600
848.45 -197362.5
0.2 11762.5
33662.5
0.15 16662.5
0.1 17000
25612.5
0.2 8500
0.25 17112.5
29950
0.6 9487.5
0.15 20462.5
30587.5
0.25 15725
0.15 14862.5
40137.5
0.2 10212.5
0.45 29925
32400
0.15 18675
0.25 13725
26525
0.3 11875
13.15 14650
24287.5
0.4 13075
0.3 11212.5
25350
0.3 16787.5
6.4 8562.5
24975
0.2 16650
0.35 8325
-10525
176.3 -26675
0.15 16150
35400
0.3 13200
0.2 22200
Page 38