Summary , on 2nd November for the initiated credit straddle on Reliance capital , If held till Expiry the position would have approximately ended as below :
Name |
RELCAP |
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Lot Size |
1500.00 |
||||
Date02-Nov-18 |
|||||
Spot ref |
Sold/Bot |
CE/PE |
Strike |
Premium Paid(-) / Received (+) Rs/Lot |
|
254.00 |
Sold |
CE |
260 |
14.40 |
|
251.00 |
Sold |
PE |
250 |
14.50 |
|
Implied Volatility (IV) , % |
Delta |
Vega |
Theta |
Gamma |
|
SOLD 260 CE |
60.00 |
-0.50 |
-0.28 |
-0.32 |
-0.01 |
SOLD 250 PE |
58.00 |
0.55 |
-0.27 |
-0.31 |
-0.01 |
If options were held Till Expiry, with a passive Strategy
|
||||
Settlement Price |
228.55 |
|||
Date29-Nov-18 |
||||
Spot ref |
Sold/Bot |
CE/PE |
Strike |
Price For Squaring |
230.00 |
Sold |
CE |
260 |
0.00 |
230.00 |
Sold |
PE |
250 |
-21.45 |
Premium recd |
Premium Paid |
Net |
||
Net Profit At Expiry per Lot |
28.90 |
-21.45 |
7.45 |
|
Net Profit in ,Rs |
11,175 |