12/18/23, 9:04 AM Options Strategy Builder

   BUILDER  PORTFOLIO FUTURES  OPTIONS  OPEN INTEREST  FII/DII  EDUCATION  

UPL 
Select Index/Stock

Date

Spot Price: 610.5 Futures Price: 615.5 Lot Size: 1300 IV: 27.73 IV Percentile: 89.92 25-01-2024
Select Pay-off Date
UPL IV Chart DTE: 38

BULLISH

BEARISH

Long Short Bull Bull Call Ratio Long Range Bullish

NON-DIRECTIONAL Call Put Call Spread Put Spread Back Spread Synthetic Forward Butterfly

Bullish
Condor

Futures  25JAN2024 
Select Segment Select Expiry

 Buy  Sell Lot Qty. 1 ADD POSITION

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12/18/23, 9:04 AM Options Strategy Builder

Futures Price: 615.5

   BUILDER  PORTFOLIO FUTURES  OPTIONS  OPEN INTEREST  FII/DII  EDUCATION  

Option Chain 

NOTES SAVE STRATEGY

 PAYOFF CHART  FUTURES CHART  GREEKS  P&L

Strategy Positions RESET

UPL SPOT FUTURES

 Select All
-2σ -1σ 610.5 +1σ +2σ
25,000
1x 25JAN2024
 S 610CE - ₹ 24.15 (0)   
20,000

1x 25JAN2024
 B (0)    15,000
620CE - ₹ 19.4 P&L 8,64
Chg. from Spot
Profit/Loss

1x 25JAN2024 10,000
 S 610PE - ₹ 20.95 (0)    t+0 P&

5,000
1x 25JAN2024
 B (0)   
590PE - ₹ 9.05
0

Prob. of Profit 61.99%

-5,000

Max. Profit ₹ +21,645 (25.54%)

-10,000
Max. Loss ₹ -4,355 (-5.14%) 392 439 486 533 580 627 674 721

Underlying Price

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12/18/23, 9:04 AM Options Strategy Builder

Max. RR Ratio 1:4.97 Ⓒ opstra.definedge.com

   BUILDER  PORTFOLIO FUTURES  OPTIONS  OPEN INTEREST  FII/DII
 EDUCATION  
Breakevens 594.0 Positional Delta: 7.55 Theta: 6.71 Gamma: 0 Vega: -9.24 Total PNL: ₹ 0
0

Total PNL ₹ 0 Spot (%):
26
Net Credit ₹ +21,645 
Position IV:
Estimated Margin/Premium ₹ +84,740 0

IV (%):
0

Next n Days:
600

600PE

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