15-09-09

ICICI BANK 846

 

Type	Symbol	Strike	Expiration	Price
Short Call	ICICIBANK	840.0000	10/29/2009	52.0000
Short Put	ICICIBANK	800.0000	10/29/2009	29.0000
Long Put	ICICIBANK	780.0000	10/29/2009	23.0000

15-09-09

 

IDBI 112.80

 

SHORT CALL 115 AT 2.80

SHORT PUT 110 AT 1.85

 

LP 105

UP 119

08-09-09 NIFTY 4825

 

Type	Symbol	Strike	Expiration	Quantity	Price
Short Put	IDFC 24SEP 2009 PA140.00	140.0000	09/24/2009	1	3.1500
Short Call	IDFC 24SEP 2009 CA150.00	150.0000	09/24/2009	1	5.1000

 

CURRENT IDFC 147

08-09-09 NIFTY 4825

 

Type	Symbol	Strike	Expiration	Quantity	Price
Short Put	IDFC 24SEP 2009 PA140.00	140.0000	09/24/2009	1	3.1500
Short Call	IDFC 24SEP 2009 CA150.00	150.0000	09/24/2009	1	5.1000

 

CURRENT IDFC 147

01-09-09 TATA MOTORS 516 NIFTY AT 4625

 

010909 : TATA MOTORS SHOT CALL 530 AT 19 SHOT PUT 460 AT 13 LOWER LIMIT 427 UPPER LIMIT 562  . TATA 460 TO  530 PROFIT OF Rs. 32

 

Type	Strike	Expiration	Quantity	Price	Investment	NetMargin	MktValue	TimeValue	ImpliedVolatility	Delta	Gamma	Vega	Theta	Volatility
Short Call	530.0000	09/24/2009	1	19.1500	89.2000	108.3500	-19.1500	NaN	48.7251	-0.4443	-0.0064	-0.5002	0.5818	48.7251
Short Put	460.0000	09/24/2009	1	13.0000	0.0000	13.0000	-13.0000	NaN	72.0825	0.2254	-0.0033	-0.3802	0.6065	72.0825

 

Criteria	Price	Change	Prob	Total	TotalPrc	MonthlyPrc
Total Investment				89.2000
Total Debit				-32.1500
Maximum Profit Potential	460.0000	-0.1085	0.2941	32.1500	36.04%	49.64%
Maximum Loss Risk	Infinity	Infinity		-Infinity
Upper Protection	562.1502	0.0894	0.3432	-0.0002
Return if Unchanged	516.0000	0.0000		32.1500	36.04%	49.64%
Current Return				0.0000	0.00%	0.00%
Lower Protection	427.8494	-0.1708	0.1887	-0.0006

 

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010109 RENUKA SUGAR 203 NIFTY 4625

 

ABOVE 190 CONTINUES PROFIT

190 TO 200 PROFIT FROM 1 TO 9

200 TO 210 FIXED 9.75

210 TO 215 PROFIT FROM 10 TO 5

ABOVE 215 FIXED PROFIT OF 4.80

 

 

Type	Strike	Expiration	Quantity	Price	Investment	NetMargin	MktValue	TimeValue	ImpliedVolatility	Delta	Gamma	Vega	Theta	Volatility
Short Put	200.0000	09/24/2009	1	8.8500	37.0000	45.8500	-8.8500	NaN	55.0995	0.4106	-0.0141	-0.1946	0.2315	55.0995
Short Call	210.0000	09/24/2009	1	7.0000	-2.0000	5.0000	-7.0000	NaN	47.2641	-0.4295	-0.0166	-0.1965	0.2214	47.2641
Long Call	215.0000	09/24/2009	1	5.9500	5.9500	5.9500	5.9500	NaN	50.8881	0.3652	0.0148	0.1881	-0.2263	50.8881

 

Criteria	Price	Change	Prob	Total	TotalPrc	MonthlyPrc
Total Investment				40.9500
Total Debit				-9.9000
Maximum Profit Potential	200.0000	-0.0184	0.4636	9.9000	24.18%	33.29%
Maximum Loss Risk	0.0000	-1.0000		-190.1000	-464.22%	-639.31%
Return if Unchanged	203.7500	0.0000		9.9000	24.18%	33.29%
Current Return				0.0000	0.00%	0.00%
Lower Protection	190.0994	-0.0670	0.3666	-0.0006

 

01/09/2009 02/09/2009 Value
8.8500 5.55 3.3000
7.0000 11.9 -4.9000
5.9500 9.8 3.8500
  2.2500

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