Spot 17350 S

Strike Price (Spot - Strike) (TILL EXPIRY)

X Premium = Intrinsic Value + Time Value

Call Delta
16500 0.96 865 850 15 ITM
Buy
17100 0.71 324 250 74 ITM

17350 0.49 169 0 169 ATM

18000 0.07 13.6 0 13.6 OTM

Delta If Nifty moves

Explanation up by
100 0.07
7 <--- Premium Movement

Range Calculation

39500 SPOT
At expiry Amount for
Sell Option Buyer
40000 CE Highest OI OTM 0 338 Resistance 8000

39000 PE Highest OI OTM 0 252 Support 12600

NO Int VALUE
FULL Premium = TIME VALUE
Scenarios AT EXPIRY (Premium = Intrinsic Value) (Time=0) * Per unit
Market UP Market Down
18000 650 17100

Profit* Profit*
1500 635 600 -265
Sell Sell

650 481 0 -169

Sell Sell

0 -13.6 0 -13.6
Sell Sell

Amount for
Option Seller
137000