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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