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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