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

 

 

Type	Strike	Expiration	Quantity	Price	Investment	NetMargin	MktValue	TimeValue	ImpliedVolatility	Delta	Gamma	Vega	Theta	Volatility
Short Put	200.0000	09/24/2009	1	8.8500	37.0000	45.8500	-8.8500	NaN	55.0995	0.4106	-0.0141	-0.1946	0.2315	55.0995
Short Call	210.0000	09/24/2009	1	7.0000	-2.0000	5.0000	-7.0000	NaN	47.2641	-0.4295	-0.0166	-0.1965	0.2214	47.2641
Long Call	215.0000	09/24/2009	1	5.9500	5.9500	5.9500	5.9500	NaN	50.8881	0.3652	0.0148	0.1881	-0.2263	50.8881

 

Criteria	Price	Change	Prob	Total	TotalPrc	MonthlyPrc
Total Investment				40.9500
Total Debit				-9.9000
Maximum Profit Potential	200.0000	-0.0184	0.4636	9.9000	24.18%	33.29%
Maximum Loss Risk	0.0000	-1.0000		-190.1000	-464.22%	-639.31%
Return if Unchanged	203.7500	0.0000		9.9000	24.18%	33.29%
Current Return				0.0000	0.00%	0.00%
Lower Protection	190.0994	-0.0670	0.3666	-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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