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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