Tuesday, September 1, 2009

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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