Tuesday, September 15, 2009

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

Monday, September 7, 2009

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

Tuesday, September 1, 2009

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
 
 
TypeStrikeExpirationQuantityPriceInvestmentNetMarginMktValueTimeValueImpliedVolatilityDeltaGammaVegaThetaVolatility
Short Put200.000009/24/200918.850037.000045.8500-8.8500NaN55.09950.4106-0.0141-0.19460.231555.0995
Short Call210.000009/24/200917.0000-2.00005.0000-7.0000NaN47.2641-0.4295-0.0166-0.19650.221447.2641
Long Call215.000009/24/200915.95005.95005.95005.9500NaN50.88810.36520.01480.1881-0.226350.8881
 
CriteriaPriceChangeProbTotalTotalPrcMonthlyPrc
Total Investment   40.9500  
Total Debit   -9.9000  
Maximum Profit Potential200.0000-0.01840.46369.900024.18%33.29%
Maximum Loss Risk0.0000-1.0000 -190.1000-464.22%-639.31%
Return if Unchanged203.75000.0000 9.900024.18%33.29%
Current Return   0.00000.00%0.00%
Lower Protection190.0994-0.06700.3666-0.0006  
 
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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