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 Outlook High Bearish Buy Naked Puts Bear Vertical Spreads: Buy ATM Call & Sell ITM Call Buy ATM Put & Sell OTM Put Buy Strip Neutr al with Bull ish Bias Call Bac kspre ads / Short Ca ll Ladder Neutral Lon Straddles/ Stranles/ !uts Short Put/Call Butter"ly Short Call/Put Condor Neutral with Bearish Bia s Put Backspread s / Short Put Ladder Bullish Buy Naked Calls Bull Vertical Spreads Buy ATM Call & Sell OTM Call Buy ATM Put & Sell ITM Put Buy Strap Inc!e Strategies Covered Call Covered Put Hedging Strategies Protective Call Protective Put th Inc!e " hedgin Long Collar Short Collar Ar#itrage Synthetic Call / Put / Future - both long and s Long Box Short Box $ A % & ' T  ( I % ' C T I O N

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FinalVOLATILITYOutlookHighNeutralLow / NeutralVOLUMEOPEN INTANYWAY TRENDMARKET DIRECTIONBearishBuy Naked PutsSell StockSell Naked Calls++TREND CONTINUINGBear Vertical Spreads:Sell FutureBear Vertical Spreads:+-PEOPLE EXITING CONTRACTS. TREND IN TROUBLEBuy ATM Call & Sell ITM CallShort ComboBuy OTM Call & Sell ATM Call-+PEOPLE TRADING WITH LOW VOLUMES. TREND IN TROUBLEBuy ATM Put & Sell OTM PutBuy ITM Put & Sell ATM Put--PEOPLE EXITING CONTRACTS. TREND IN TROUBOEBuy StripNeutral with Bullish BiasCall Backspreads / Short Call LadderCall Ratio Vertical Spreads / Long Call LadderNeutralLong Straddles/Strangles/GutsCombinedShort Straddles/Strangles/GutsShort Put/Call ButterflyCalendar SpreadLong Call/Put ButterflyShort Call/Put CondorLong Call/Put CondorNeutral with Bearish BiasPut Backspreads / Short Put LadderPut Ratio Vertical Spreads / Long Put LadderBullishBuy Naked CallsBuy StockSell Naked PutsBull Vertical SpreadsBuy FutureBull Vertical SpreadsBuy ATM Call & Sell OTM CallLong ComboBuy ITM Call & Sell ATM CallBuy ATM Put & Sell ITM PutBuy OTM Put & Sell ATM PutBuy StrapIncome StrategiesCovered CallCovered PutHedging StrategiesProtective CallProtective PutBoth Income & hedgingLong CollarShort CollarArbitrageSynthetic Call / Put / Future - both long and shortLong BoxShort Box

NIFTYUnderlyingNIFTY6310StrategySPREADSOPTIONPut/CallLotsPremium50Bought6300ATMCE1137.40(6,870.00)Bought6350OTMCE1140.00(7,000.00)Bought6350OTMCE0.0135.000.0SOLD6400OTMCE0.080.000.0SOLD6450OTMCE0.069.700.0SOLD6450OTMCE0.045.000.0SOLD6250OTMCE0.00.00.0SOLD6250OTMCE0.00.00.0SOLD6250OTMCE0.00.00.0BOUGHT6300ATMPE159.50(2,975.00)BOUGHT6300OTMPE0.068.000.0BOUGHT6250OTMPE0.068.000.0SOLD6200OTMPE0.053.980.0SOLD6200OTMPE0.093.000.0SOLD5900OTMPE0.012.000.0SOLD6250OTMPE0.00.00.0SOLD6250OTMPE0.00.00.0SOLD6000OTMPE0.00.00.0(16,795.00)EXPIRYIV 1IV 2IV 3IV 4IV 5IV 6IV 7IV 8IV 9IV 10IV 11IV 12IV 13IV 14IV 15IV 16IV 17IV 18Net PremiumPayoffAmount58000.00.00.00.00.00.00.00.00.0500.000.00.00.00.00.00.00.00.0336.90163.108,15559000.00.00.00.00.00.00.00.00.0400.000.00.00.00.00.00.00.00.0336.9063.103,15560000.00.00.00.00.00.00.00.00.0300.000.00.00.00.00.00.00.00.0336.90(36.90)-1,84561000.00.00.00.00.00.00.00.00.0200.000.00.00.00.00.00.00.00.0336.90(136.90)-6,84562000.00.00.00.00.00.00.00.00.0100.000.00.00.00.00.00.00.00.0336.90(236.90)-11,84563000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.90(336.90)-16,8456400100.0050.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.90(186.90)-9,3456500200.00150.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.9013.106556600300.00250.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.90213.1010,6556700400.00350.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.90413.1020,6556800500.00450.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.90613.1030,6556900600.00550.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.90813.1040,6557000700.00650.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.901,013.1050,6557100800.00750.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.901,213.1060,6557200900.00850.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.901,413.1070,65573001,000.00950.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.901,613.1080,65574001,100.001,050.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.901,813.1090,65575001,200.001,150.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.902,013.10100,65576001,300.001,250.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.902,213.10110,65577001,400.001,350.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.902,413.10120,65578001,500.001,450.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.902,613.10130,65579001,600.001,550.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0336.902,813.10140,655

NIFTY

RELCAPUnderlyingRELCAP528StrategySPREADSOPTIONPut/CallLotsPremium1000Bought520OTMCE253.00(106,000.00)Bought540OTMCE0.00.00.0Bought1800OTMCE0.00.00.0SOLD460ITMCE1185.00185,000.00SOLD500OTMCE0.00.00.0SOLD155OTMCE0.00.00.0SOLD1900OTMCE0.00.00.0SOLD1900OTMCE0.00.00.0SOLD1900OTMCE0.00.00.0BOUGHT1800ATMPE0.00.00.0BOUGHT1800OTMPE0.00.00.0BOUGHT1800OTMPE0.00.00.0SOLD1700OTMPE0.00.00.0SOLD1750OTMPE0.00.00.0SOLD1700OTMPE0.00.00.0SOLD1700OTMPE0.00.00.0SOLD1700OTMPE0.00.00.0SOLD1700OTMPE0.00.00.079,000.00EXPIRYIV 1IV 2IV 3IV 4IV 5IV 6IV 7IV 8IV 9IV 10IV 11IV 12IV 13IV 14IV 15IV 16IV 17IV 18Net Premium PaidOption PayoffAmount4400.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)79.0079,0004500.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)79.0079,0004600.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)79.0079,0004700.00.00.010.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)69.0069,0004800.00.00.020.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)59.0059,0004900.00.00.030.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)49.0049,0005000.00.00.040.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)39.0039,0005100.00.00.050.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)29.0029,0005200.00.00.060.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)19.0019,00053020.000.00.070.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)29.0029,00054040.000.00.080.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)39.0039,00055060.000.00.090.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)49.0049,00056080.000.00.0100.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)59.0059,000570100.000.00.0110.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)69.0069,000580120.000.00.0120.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)79.0079,000590140.000.00.0130.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)89.0089,000600160.000.00.0140.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)99.0099,000610180.000.00.0150.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)109.00109,000620200.000.00.0160.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)119.00119,000630220.000.00.0170.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)129.00129,000640240.000.00.0180.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)139.00139,000650260.000.00.0190.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(79.00)149.00149,000

RELCAP

BARODAUnderlyingBANKBARODA871StrategySPREADSOPTIONPut/CallLotsPremium500Bought880ATMCE328.00(42,000.00)Bought880OTMCE0.00.00.0Bought880OTMCE0.00.00.0SOLD840OTMCE288.0088,000.00SOLD660OTMCE0.00.00.0SOLD900OTMCE0.00.00.0SOLD900OTMCE0.00.00.0SOLD900OTMCE0.00.00.0SOLD900OTMCE0.00.00.0BOUGHT620ATMPE0.00.00.0BOUGHT880OTMPE0.00.00.0BOUGHT880OTMPE0.00.00.0SOLD580OTMPE0.00.00.0SOLD860OTMPE0.00.00.0SOLD860OTMPE0.00.00.0SOLD860OTMPE0.00.00.0SOLD860OTMPE0.00.00.0SOLD860OTMPE0.00.00.046,000.00EXPIRYIV 1IV 2IV 3IV 4IV 5IV 6IV 7IV 8IV 9IV 10IV 11IV 12IV 13IV 14IV 15IV 16IV 17IV 18Net Premium PaidOption PayoffAmount7400.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)92.0046,0007600.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)92.0046,0007800.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)92.0046,0008000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)92.0046,0008200.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)92.0046,0008400.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)92.0046,0008600.00.00.040.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)52.0026,0008800.00.00.080.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)12.006,00090060.000.00.0120.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)32.0016,000920120.000.00.0160.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)52.0026,000940180.000.00.0200.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)72.0036,000960240.000.00.0240.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)92.0046,000980300.000.00.0280.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)112.0056,0001000360.000.00.0320.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)132.0066,0001020420.000.00.0360.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)152.0076,0001040480.000.00.0400.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)172.0086,0001060540.000.00.0440.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)192.0096,0001080600.000.00.0480.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)212.00106,0001100660.000.00.0520.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)232.00116,0001120720.000.00.0560.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)252.00126,0001140780.000.00.0600.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)272.00136,0001160840.000.00.0640.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(92.00)292.00146,000

BARODA

SIEMENSUnderlyingSIEMENS794StrategySPREADSOPTIONPut/CallLotsPremium500Bought800ATMCE328.0042,000.00Bought880OTMCE0.018.690.0Bought880OTMCE0.049.250.0SOLD750OTMCE2185.00(185,000.00)SOLD3600OTMCE0.082.000.0SOLD3450OTMCE0.0142.000.0SOLD3550OTMCE0.093.000.0SOLD900OTMCE0.034.000.0SOLD900OTMCE0.034.000.0BOUGHT3500ATMPE0.0152.000.0BOUGHT880OTMPE0.017.440.0BOUGHT880OTMPE0.020.850.0SOLD3450OTMPE0.0114.000.0SOLD3350OTMPE0.080.000.0SOLD3450OTMPE0.0121.000.0SOLD3400OTMPE0.095.000.0SOLD860OTMPE0.021.000.0SOLD860OTMPE0.021.000.0(142,500.00)EXPIRYIV 1IV 2IV 3IV 4IV 5IV 6IV 7IV 8IV 9IV 10IV 11IV 12IV 13IV 14IV 15IV 16IV 17IV 18Net Premium PaidOption PayoffAmount4000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.004500.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.005000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.005500.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.006000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.006500.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.007000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.007500.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.008000.00.00.0100.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)186.0093,000.00850150.000.00.0200.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)236.00118,000.00900300.000.00.0300.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)286.00143,000.00950450.000.00.0400.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)336.00168,000.001000600.000.00.0500.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)386.00193,000.001050750.000.00.0600.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)436.00218,000.001100900.000.00.0700.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)486.00243,000.0011501,050.000.00.0800.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)536.00268,000.0012001,200.000.00.0900.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)586.00293,000.0012501,350.000.00.01,000.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)636.00318,000.0013001,500.000.00.01,100.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)686.00343,000.0013501,650.000.00.01,200.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)736.00368,000.0014001,800.000.00.01,300.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)786.00393,000.0014501,950.000.00.01,400.000.00.00.00.00.00.00.00.00.00.00.00.00.00.0(286.00)836.00418,000.00

SIEMENS

RCOMUnderlyingSIEMENS116StrategySPREADSOPTIONPut/CallLotsPremium2000Bought115ATMCE0.00.00.0Bought880OTMCE0.00.00.0Bought880OTMCE0.00.00.0SOLD120OTMCE0.00.00.0SOLD3600OTMCE0.00.00.0SOLD3450OTMCE0.00.00.0SOLD3550OTMCE0.00.00.0SOLD900OTMCE0.00.00.0SOLD900OTMCE0.00.00.0BOUGHT115ATMPE20.15600.00BOUGHT880OTMPE0.017.440.0BOUGHT880OTMPE0.020.850.0SOLD120OTMPE13.90(7,800.00)SOLD3350OTMPE0.080.000.0SOLD3450OTMPE0.0121.000.0SOLD3400OTMPE0.095.000.0SOLD860OTMPE0.021.000.0SOLD860OTMPE0.021.000.0(5,200.00)EXPIRYIV 1IV 2IV 3IV 4IV 5IV 6IV 7IV 8IV 9IV 10IV 11IV 12IV 13IV 14IV 15IV 16IV 17IV 18Net Premium PaidOption PayoffAmount600.00.00.00.00.00.00.00.00.0110.000.00.060.000.00.00.00.00.0(3.60)53.60107,200.00650.00.00.00.00.00.00.00.00.0100.000.00.055.000.00.00.00.00.0(3.60)48.6097,200.00700.00.00.00.00.00.00.00.00.090.000.00.050.000.00.00.00.00.0(3.60)43.6087,200.00750.00.00.00.00.00.00.00.00.080.000.00.045.000.00.00.00.00.0(3.60)38.6077,200.00800.00.00.00.00.00.00.00.00.070.000.00.040.000.00.00.00.00.0(3.60)33.6067,200.00850.00.00.00.00.00.00.00.00.060.000.00.035.000.00.00.00.00.0(3.60)28.6057,200.00900.00.00.00.00.00.00.00.00.050.000.00.030.000.00.00.00.00.0(3.60)23.6047,200.00950.00.00.00.00.00.00.00.00.040.000.00.025.000.00.00.00.00.0(3.60)18.6037,200.001000.00.00.00.00.00.00.00.00.030.000.00.020.000.00.00.00.00.0(3.60)13.6027,200.001050.00.00.00.00.00.00.00.00.020.000.00.015.000.00.00.00.00.0(3.60)8.6017,200.001100.00.00.00.00.00.00.00.00.010.000.00.010.000.00.00.00.00.0(3.60)3.607,200.001150.00.00.00.00.00.00.00.00.00.00.00.05.000.00.00.00.00.0(3.60)(1.40)(2,800.00)1200.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001250.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001300.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001350.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001400.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001450.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001500.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001550.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001600.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.001650.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.0(3.60)3.607,200.00

RCOM

BANKNIFTYUnderlyingBANKNIFTY0StrategySPREADSOPTIONPut/CallLotsPremium25Bought15800ATMCE2288.0014,400.00Bought16000OTMCE2238.0011,900.00Bought880OTMCE0.00.00.0SOLD15400OTMCE0.00.00.0SOLD3600OTMCE0.00.00.0SOLD3450OTMCE0.00.00.0SOLD3550OTMCE0.00.00.0SOLD900OTMCE0.00.00.0SOLD900OTMCE0.00.00.0BOUGHT15800ATMPE2230.0011,500.00BOUGHT16000OTMPE2236.0011,800.00BOUGHT880OTMPE0.00.00.0SOLD120OTMPE0.00.00.0SOLD3350OTMPE0.00.00.0SOLD3450OTMPE0.00.00.0SOLD3400OTMPE0.00.00.0SOLD860OTMPE0.00.00.0SOLD860OTMPE0.00.00.049,625.00EXPIRYIV 1IV 2IV 3IV 4IV 5IV 6IV 7IV 8IV 9IV 10IV 11IV 12IV 13IV 14IV 15IV 16IV 17IV 18Net Premium PaidOption PayoffAmount150000.00.00.00.00.00.00.00.00.01,600.002,000.000.00.00.00.00.00.00.01,984.001,616.0040,400.00151000.00.00.00.00.00.00.00.00.01,400.001,800.000.00.00.00.00.00.00.01,984.001,216.0030,400.00152000.00.00.00.00.00.00.00.00.01,200.001,600.000.00.00.00.00.00.00.01,984.00816.0020,400.00153000.00.00.00.00.00.00.00.00.01,000.001,400.000.00.00.00.00.00.00.01,984.00416.0010,400.00154000.00.00.00.00.00.00.00.00.0800.001,200.000.00.00.00.00.00.00.01,984.0016.00400.00155000.00.00.00.00.00.00.00.00.0600.001,000.000.00.00.00.00.00.00.01,984.00(384.00)(9,600.00)156000.00.00.00.00.00.00.00.00.0400.00800.000.00.00.00.00.00.00.01,984.00(784.00)(19,600.00)157000.00.00.00.00.00.00.00.00.0200.00600.000.00.00.00.00.00.00.01,984.00(1,184.00)(29,600.00)158000.00.00.00.00.00.00.00.00.00.0400.000.00.00.00.00.00.00.01,984.00(1,584.00)(39,600.00)15900200.000.00.00.00.00.00.00.00.00.0200.000.00.00.00.00.00.00.01,984.00(1,584.00)(39,600.00)16000400.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.00(1,584.00)(39,600.00)16100600.00200.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.00(1,184.00)(29,600.00)16200800.00400.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.00(784.00)(19,600.00)163001,000.00600.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.00(384.00)(9,600.00)164001,200.00800.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.0016.00400.00165001,400.001,000.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.00416.0010,400.00166001,600.001,200.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.00816.0020,400.00167001,800.001,400.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.001,216.0030,400.00168002,000.001,600.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.001,616.0040,400.00169002,200.001,800.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.002,016.0050,400.00170002,400.002,000.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.002,416.0060,400.00171002,600.002,200.000.00.00.00.00.00.00.00.00.00.00.00.00.00.00.00.01,984.002,816.0070,400.00

BANKNIFTY

Bull Call SpreadUnderlyingNIFTY6339Bull Call SpreadStrategyBull Call SpreadOption TypePut/CallLotsPremiumBuy1 ATM CEBought6250ATMCE250Sell1 OTM CE4.9074772881Sold6300OTMCE236Second strike priceTarget % over Spot2.4537386441155.575BeginIV*0.15(IV/sqrt(12) )x 0.5MiddleMarket ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoff60000028-2860500028-2861000028-2861500028-2862000028-2862500028-286300100028726350200100287264003002002872645040030028726500500400287214.8581091776BreakevenLower Strike price + Premium paid26.748Max lossPremium paidMax profitdiff between strike price - premium paid

Bull Call Spread

Bear Put SpreadUnderlyingNIFTY6339StrategyBear Put SpreadOption TypePut/CallLotsPremiumBought6350ATMPE188premiumSold6200OTMPE141Buy1 ATM PESell1 OTM PE18.212514241611.25Market ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoff6000350200471038700605030015047103610025010047103615020050471036200150047103625010004753630050047363500047-4764000047-4764500047-4765000047-47BreakevenHigher Strike price - Premium paidMax lossPremium paidMax profitdiff between strike price - premium paid

Bear Put Spread

Bull Put SpreadUnderlyingbanknifty6000StrategyBull PUT SpreadOption TypePut/CallLotsPremiumBank NiftyBought6350ATMPE188.25Sold6500ITMPE1170.5Buy1 ATM PESell1 ITM PEMarket ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoff6200150300-82.25-67.756250100250-82.25-67.75630050200-82.25-67.7563500150-82.25-67.7564000100-82.25-17.756450050-82.2532.25650000-82.2582.25655000-82.2582.25660000-82.2582.25665000-82.2582.25670000-82.2582.25BreakevenLower Strike price + (diff between strike - prem. Paid)Max lossdiff between strike price - premium paidMax profitPrem recd

Bull Put Spread

Bear Call SpreadUnderlyingNIFTY6143StrategyBear Call spreadOption TypePut/CallLotsPremiumBear Call spreadBought6350ATMCE199premiumSold6250ITMCE1164.35Buy1 ATM CESell1 ITM CEMarket ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoff610000-65.3565.35980615000-65.3565.35620000-65.3565.35625000-65.3565.356300050-65.3515.3563500100-65.35-34.65640050150-65.35-34.656450100200-65.35-34.656500150250-65.35-34.656550200300-65.35-34.656600250350-65.35-34.65Breakevenhigher Strike price - (diff between strike - prem. Paid)Max lossdiff between strike price - premium paidMax profitPrem recd

Bear Call Spread

Call Ratio Back SpreadUnderlyingNIFTY6329Next MonthBullish Bias Breakout strategyextension of bear call spreadStrategyCall ratio Back SpreadOption TypePut/CallLotsPremiumposition 1buyATMCE2 lots3 lotsBought6350ATMCE299Position 2sellITMCE1 lot2 lotsSold6150ITMCE1201should be a credit strategypremlot size26623120612cost-74Market ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoff610000-3334.65615000-3334.656200050-3-4734.6562500100-3-9734.6563000150-3-14763500200-3-1976.16400100250-3-14716.16450200300-3-9726.16500300350-3-4736.16550400400-3346.16600500450-35356.159296071lower Breakevenlower Strike price + (diff between strike - prem. Paid)Max lossdiff between strike price - premium recdMax profit on lower sidePrem recd

negative cost means we are receiving premium

Call Ratio Back Spread

series2

Put Ratio Back Spread

Call Ratio Vertical SpreadNIFTY6143BEARISH BIAS BREAKOUT STRATEGYStrategyPUT ratio Back SpreadOption TypePut/CallLotsPremiumposition 1buyATMPE2 lots3 lotsextension of bull put spreadBOUGHT6350ATMPE288.25Position 2sellITMPE1 lot2 lotsSOLD6550ITMPE1204.65should be a credit strategy32Market ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoff590560956100500450-28.1578.156150400400-28.1528.156200300350-28.15-21.856250200300-28.15-71.856300100250-28.15-121.8563500200-28.15-171.8564000150-28.15-121.8564500100-28.15-71.856500050-28.15-21.85655000-28.1528.15660000-28.1528.15Higher Breakevenhigher Strike price - (diff between strike - prem. Paid)Max lossdiff between strike price - premium paidMax profit on higher sidePrem recd

negative cost means we are receiving premium

Call Ratio Vertical Spread

Put Ratio Vertical SpreadUnderlyingNIFTY6197Credit StrategyStrategyCall Ratio Vertical SpreadOption TypePut/CallLotsPremiumRatio vertical spreadSold6400OTMCE349.252:1 ratio3:2 ratioBought6300ATMCE397.5Position 1SellATMCE2 lots3 lotsSold6500OTMCE521.5Position 2BuyITMCE1 lot2 lotsSold6350OTMCE327.5Sold6450OTMCE010Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Intrinsic Value 5Net Premium PaidOption Payoff595000000-45.2545.25600000000-45.2545.25605000000-45.2545.25610000000-45.2545.25615000000-45.2545.25620000000-45.2545.25625000000-45.2545.25630000000-45.2545.2563500150000-45.25195.256400030001500-45.25195.25645015045003000-45.2545.25650030060004500-45.25-104.7565504507502506000-45.25-504.7566006009005007500-45.25-904.75665075010507509000-45.25-1304.7567009001200100010500-45.25-1704.75

Put Ratio Vertical Spread

Long Call LadderUnderlyingNIFTY6329Credit StrategyStrategyRatio Vertical SpreadOption TypePut/CallLotsPremiumRatio vertical spreadBOUGHT6250ATMPE1692:1 ratio3:2 ratioSOLD6200OTMPE292Position 1SellATMPE2 lots3 lotsSOLD6100OTMPE234Position 2BuyITMPE1 lot2 lotsSOLD6000OTMPE216SOLD5950OTMPE011Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Intrinsic Value 5Net Premium PaidOption Payoff58504007005003000-215-88559003506004002000-215-63559503005003001000-215-385600025040020000-215-135605020030010000-215156100150200000-2151656150100100000-2152156200500000-215265625000000-215215630000000-215215635000000-215215640000000-215215645000000-215215

Long Call Ladder

Long Put LadderUnderlyingRCOM124.1Long Call LadderSpecial Variation of Ratio Vertical Spread - shifting the breakeven ptStrategyLong Call LadderOption TypePut/CallLotsPremiumPosition1Buy1 ITM CallBOUGHT6250ITMCE2165Position 2Sell1 ATM CallSOLD6350ATMCE399Position 3Sell1 OTM CallSOLD6400OTMCE373should be a credit strategySOLD6500OTMCE350Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff61000000-33633661500000-33633662000000-33633662500000-3363366300100000-3364366350200000-336536640030015000-33648664504003001500-33628665005004503000-336866550600600450150-336-2646600700750600300-336-6146650800900750450-336-96467009001050900600-336-13146750100012001050750-336-16646800110013501200900-336-201468501200150013501050-336-2364

Long Put Ladder

Short Call LadderUnderlyingNIFTY5997Long Put LadderSpecial Variation of Put Ratio Vertical SpreadStrategyLong Put LadderOption TypePut/CallLotsPremiumPosition1Buy1 ITM PutBOUGHT6450ITMPE1138Position 2Sell1 ATM PutSOLD6350ATMPE288Position 3Sell1 OTM PutSOLD6300OTMPE369should be a credit strategySOLD6200OTMPE360Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff6000450700900600-425-13256050400600750450-425-9756100350500600300-425-6256150300400450150-425-27562002503003000-4257562502002001500-425275630015010000-4254756350100000-425525640050000-42547564500000-42542565000000-425425

Short Call Ladder

Short Put LadderUnderlyingNIFTY5997Short Call LadderReverse of Long CallvarIation of call ratio back spreadStrategyShort Call LadderOption TypePut/CallLotsPremiumPosition1Sell1 ITM CallBOUGHT6000ATMCE157Position 2Buy1 ATM CallBOUGHT6050OTMCE135Position 3Buy1 OTM CallSOLD5900ITMCE1124COMPARE WITH RATIO BACK SPREADshould be a credit strategyMarket ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff58000000-323258500000-323259000000-3232595000500-32-186000001000-32-6860505001500-32-686100100502000-32-1861501501002500-323262002001503000-328262502502003500-3213263003002504000-3218259326118

Short Put Ladder

Long StraddleUnderlyingNIFTY5358Short Put LadderReverse of Long put LaddervarIation of put ratio back spreadStrategyShort Put LadderOption TypePut/CallLotsPremiumPosition1Sell1 ITM Putshould be a credit strategyBOUGHT6000ATMPE149Position 2Buy1 ATM PutBOUGHT5950OTMPE126.5Position 3Buy1 OTM PutSOLD6100ITMPE1105.4558806070Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff57502502003500-29.95129.9558002001503000-29.9579.9558501501002500-29.9529.955900100502000-29.95-20.0559505001500-29.95-70.056000001000-29.95-70.05605000500-29.95-20.0561000000-29.9529.9561500000-29.9529.9562000000-29.9529.9562500000-29.9529.95

Long Straddle

Short StraddleUnderlyingNIFTY6318StrategyLong StraddleOption TypePut/CallLotsPremiumLong StraddleBought6300ATMCE1117Bought6300ATMPE172Position 1BuyATMCE1 lotPosition 2BuyATMPE1 lotNifty5600Long straddleposition1buy5600CE124lotsMarket ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoffposition2buy5600PE63lots60500250189616100020018911Net18761500150189-3962000100189-896250050189-139630000189-1896350500189-13964001000189-8964501500189-396500200018911655025001896161116489

Short Straddle

Long StrangleUnderlyingNIFTY6309StrategyShort StraddleOption TypePut/CallPremiumShort straddleSOLD6300ATMCE1117position1SellATMCESOLD6300ATMPE172Posiion2SellATMPEstockBank Niftypremiumposition1Sell11500ce259Posiion2Sell11500pe205lotsMarket ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoffreceived prem464lots61000200-189-1161500150-1893962000100-189896250050-189139630000-1891896350500-189139`64001000-1898964501500-1893965002000-189-1165502500-189-6166003000-189-11160756325125

Long Strangle

Short StrangleUnderlyingNIFTY6309StrategyLong StrangleOption TypePut/CallLotsPremiumBuyOTMCELong StrangleBOUGHT6350OTMCE189BUYOTMPEBOUGHT6250OTMPE155Example-15.65645.65594.35Spot1150051.3Position1Buy11700CE170Position2Buy11300PE127Market ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoffreceived prem297605002001445661000150144661500100144-446200050144-94625000144-144630000144-144635000144-1446400500144-9464501000144-44650015001446655020001445661066494

Short Strangle

Long GutsUnderlyingNIFTY6309StrategyShort StrangleOption TypePut/CallLotsPremiumPosition 1SellOTMCESOLD6500OTMCE131Position 2SellOTMPESOLD6100OTMPE123exampleRILspot price772Position 1Sell800CE9.75Market ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption PayoffPosition 2Sell740PE4.560000100-54-466050050-544610000-5454615000-5454620000-5454625000-5454630000-5454635000-5454640000-5454645000-5454650000-54546550500-54466001000-54-4660456305

Long Guts

Short GutsUnderlyingNIFTY6309StrategyLong StrangleOption TypePut/CallLotsPremiumBuyITMCELong StrangleBOUGHT6250ITMCE1148BUYITMPEBOUGHT6350ITMPE193ExampleBank NiftySpot11500Position1Buy11700CE170Position2Buy11300PE127Market ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoffreceived prem297605003002415961000250241961500200241-4162000150241-9162500100241-14163005050241-14163501000241-14164001500241-9164502000241-41650025002419655030002415961096491

Short Guts

STRAPUnderlyingNIFTY5408StrategySHORT GUTSOption TypePut/CallLotsPremiumPosition 1SellITMCESOLD5300ITMCE1145.5Position 2SellITMPESOLD5500ITMPE1120.8exampleRILspot price772Position 1Sell800CE9.75Market ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption PayoffPosition 2Sell740PE4.551000400-266.3-133.752000300-266.3-33.753000200-266.366.35400100100-266.366.355002000-266.366.356003000-266.3-33.757004000-266.3-133.758005000-266.3-233.759006000-266.3-333.760007000-266.3-433.761008000-266.3-533.7

STRAP

STRIPUnderlyingNIFTYSTRAPBullish Extension of long StraddleStrategySTRAPOption TypePut/CallLotsPremiumPosition1Buy2 ATM CallBought5600ATMCE295.9Position 2Buy1 ATM PutBought5600ATMPE1106.7Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff5100050000298.5201.55200040000298.5101.55300030000298.51.55400020000298.5-98.55500010000298.5-198.556000000298.5-298.55700200000298.5-98.55800400000298.5101.55900600000298.5301.56000800000298.5501.561001000000298.5701.5

STRIP

Short Call ButterflyUnderlyingNIFTY5565STRIPBearish Extension of Long StraddleStrategySTRAPOption TypePut/CallLotsPremiumPosition1Buy2 ATM PutBought5600ATMCE195.9Position 2Buy1 ATM CallBought5600ATMPE2106.7Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff51000100000309.3690.75200080000309.3490.75300060000309.3290.75400040000309.390.75500020000309.3-109.356000000309.3-309.35700100000309.3-209.35800200000309.3-109.35900300000309.3-9.36000400000309.390.76100500000309.3190.7

Short Call Butterfly

Short Put ButterflyUnderlyingNIFTY6309StrategyButterflyOption TypePut/CallLotsPremiumPosition1Buy 2 ATM Call optionsBOUGHT6300ATMCE2117Position 2Sell 1 ITM CENotedifference between the strikes should be 0.5 SD for a monthSOLD6200ITMCE1185Position 3Sell 1 OTM CESOLD6400OTMCE165ExampleStockBank NiftySpot11500Position 1Buy11500 CE662Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption PayoffPosition 2Sell11300 CE206161000000-1616Position 3Sell11700 CE14161500000-161662000000-1616625005000-16-346300010000-16-84635010015000-16-34640020020000-16166450300250500-161665004003001000-161665505003501500-161666006004002000-161662166384

Short Put Butterfly

Long Call ButterflyUnderlyingNIFTY5565StrategyButterflyOption TypePut/CallLotsPremiumPosition1Buy 2 ATMPEBOUGHT5400ATMPE2129Position 2Sell 1 ITMPENotedifference between the strikes should be 0.5 SD for a monthSOLD5500ITMPE1167.9Position 3Sell 1 OTMPESOLD5300OTMPE1100.05ExampleStockBank NiftySpot11500Position 1Buy11500 CE662Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption PayoffPosition 2Sell11300 CE206151006004002000-9.959.95Position 3Sell11700 CE14152004003001000-9.959.95530020020000-9.959.955400010000-9.95-90.0555000000-9.959.9556000000-9.959.9557000000-9.959.9558000000-9.959.9559000000-9.959.9560000000-9.959.9561000000-9.959.9555175682

Long Call Butterfly

Long Put ButterflyUnderlyingNIFTY5997StrategyButterflyOption TypePut/CallLotsPremiumPosition1Sell 2 ATMCESOLD6000ATMCE257Position 2Buy 1 ITMCENotedifference between the strikes should be 0.5 SD for a monthBOUGHT5900ITMCE1124Position 3Buy 1 OTMCEBOUGHT6100OTMCE120ExampleStockBank NiftySpot11500Position 1Buy11500 CE662Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption PayoffPosition 2Sell11300 CE20615750000030-30Position 3Sell11700 CE1415800000030-305850000030-305900000030-30595005000302060000100003070605010015000302061002002000030-30615030025050030-306200400300100030-306250500350150030-30RISKPROFIT596360371337592060703070

Long Put Butterfly

Short Call CondorUnderlyingNIFTY6309StrategyButterflyOption TypePut/CallLotsPremiumPosition1Sell 2 ATMPESOLD6300ATMPE272Position 2Buy 1 ITMPENotedifference between the strikes should be 0.5 SD for a monthBOUGHT6400ITMPE1118Position 3Buy 1 OTMPEBOUGHT6200OTMPE142ExampleStockBank NiftySpot11500Position 1Buy11500 CE662Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption PayoffPosition 2Sell11300 CE20616100400300100016-16Position 3Sell11700 CE14162002002000016-16630001000016846400000016-166500000016-166600000016-166700000016-166800000016-166900000016-167000000016-167100000016-1662166384

Short Call Condor

Short Put CondorUnderlyingNIFTY5471StrategyButterflyOption TypePut/CallLotsPremiumPosition1Sell 1 ITMCELowest StrikeBOUGHT5450ITMCE1151Position 2Buy 1 ITMCEMiddle StrikeNotedifference between the strikes should be 0.5 SD for a monthSOLD5400ITMCE1182Position 3Buy 1 OTMCEMiddle StrikeSOLD5550OTMCE199Position 3Sell 1 OTMCEHighest StrikeBOUGHT5500OTMCE1124Bank Nifty11500Buy11500 CE662Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption PayoffSell11300 CE206151500000-66Sell11700 CE14152000000-6652500000-6653000000-6653500000-6654000000-66545005000-6-4455005010000-6-445550100150050-66560015020050100-665650200250100150-6654065554

Short Put Condor

Long Call CondorUnderlyingNIFTY5565StrategyButterflyOption TypePut/CallLotsPremiumPosition1Sell 1 ITMPELowest StrikeBOUGHT5600ITMPE1106.7Position 2Buy 1 ITMPEMiddle StrikeNotedifference between the strikes should be 0.5 SD for a monthSOLD5700ITMPE1162.9Position 3Buy 1 OTMPEMiddle StrikeSOLD5400OTMPE141.8Position 3Sell 1 OTMPEHighest StrikeBOUGHT5500OTMPE168Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff5100500600300400-30305200400500200300-30305300300400100200-303054002003000100-3030550010020000-30-705600010000-30-7057000000-303058000000-303059000000-303060000000-303061000000-303054305670

Long Call Condor

Long Put CondorUnderlyingNIFTY5471StrategyButterflyOption TypePut/CallLotsPremiumPosition1Buy 1 ITMCELowest StrikeSOLD6100ITMCE1264Position 2Sell 1 ITMCEMiddle StrikeNotedifference between the strikes should be 0.5 SD for a monthBOUGHT6200ITMCE1185Position 3Sell 1 OTMCEMiddle StrikeBOUGHT6400OTMCE165Position 3Buy 1 OTMCEHighest StrikeSOLD6500OTMCE131StockBank NiftySpot11500Position 1Buy11500 CE662Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption PayoffPosition 2Sell11300 CE206160000000-4545Position 3Sell11700 CE14160500000-454561000000-4545615050000-45-56200100000-45-55LOWER STRIKE - NET PREMIUM PAID + STRIKE PRICE DIFF62501505000-45-55767.98630020010000-45-55635025015000-45-55640030020000-45-556450350250500-45-565004003001000-454552785578

Long Put Condor

Long ComboUnderlyingNIFTY5983StrategyButterflyOption TypePut/CallLotsPremiumPosition1Buy 1 ITMPELowest StrikeSOLD5600ITMPE1106.7Position 2Sell 1 ITMPEMiddle StrikeNotedifference between the strikes should be 0.5 SD for a monthBOUGHT5700ITMPE1162.9Position 3Sell 1 OTMPEMiddle StrikeBOUGHT5400OTMPE141.8Position 3Buy 1 OTMPEHighest StrikeSOLD5500OTMPE168Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff510050060030040030-30520040050020030030-30530030040010020030-305400200300010030-305500100200003070560001000030705700000030-305800000030-305900000030-306000000030-306100000030-3054305670

Long Combo

Short ComboUnderlyingNIFTY6309StrategyStrikeOption TypePut/CallLotsPremiumBOUGHT6450OTMCE151should be a credit strategySOLD6300OTMPE163Position 1BuyOTMCE1 lotPosition 2SellOTMPE1 lotMarket ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoff61500150-12-13862000100-12-886250050-12-38630000-1212635000-1212640000-1212645000-12126500500-126265501000-1211266001500-1216266502000-12212

Short Combo

Protective PutUnderlyingRCOM124.1StrategyStrikeOption TypePut/CallLotsPremiumCombo of Long put / Short callBought5350OTMPE1114.6should be a credit strategySold5500OTMCE1124Position 1BuyOTMPE1 lotPosition 2SellOTMCE1 lotMarket ExpiryIntrinsic Value 1Intrinsic Value 2Net Premium PaidOption Payoff51002500-9.4259.452001500-9.4159.45300500-9.459.4540000-9.49.4550000-9.49.456000100-9.4-90.657000200-9.4-190.658000300-9.4-290.659000400-9.4-390.660000500-9.4-490.661000600-9.4-590.6

Protective Put

Protective CallholdingHedging Strategy125Infosys2900BuyPE 280045PremiumSaving62500LONG STOCKInv4050Long PUTATM/OTMMax2810share/lot size3.1700744968Total Portfolio/niftylot SIZE/nifty VALUE1000500Yes bankcash

Covered CallHedging StrategySHORT STOCK/FutureLong CallATM/OTM

Covered Putholding200stocksTata motorsIncome Strategyin a month, max upmove is 12%LONG STOCKSHORTOTM CALLSellCE12% above CMPTarget % over Spot95% accuBeginIV*0.55IV/sqrt(12) x 21-Nov-12price28095% accuMiddleIV*0.28512% above CMP313.6Covered call positionSell310CE1When5900Sell6200CE18/=optstk icici BANK 26/09/2013 840 CE

Long CollarIncome StrategySHORT STOCK/FUTURESHORTOTM PETarget % over Spot95% accuBeginIV*0.55IV/sqrt(12) x 295% accuMiddleIV*0.285

Short CollarUnderlyingNIFTYCombination of Protective Put and Covered CallStrategyOption TypePut/CallLotsPremiumPosition1LONG STOCKPosition 2Selldeep OTM CALLPosition 3BuyATM/just OTM PutMarket ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff000000000000000000000000000000000000000000000000000000000000000000

Fut Opt ArbitrageUnderlyingCombination of Protective Call and Covered PutStrategyOption TypePut/CallLotsPremiumPosition1SHORT STOCKPosition 2Selldeep OTM PEPosition 3BuyATM/just OTM CallMarket ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff000000000000000000000000000000000000000000000000000000000000000000

Long BoxSynthetic Long FutureSynthetic Long Future ArbitrageBuyCEATMBuyCEATMNet future premium recd - Net Premium paidSellPEATMSellPEATMShortFutureSynthetic Short FutureSellCEATMSynthetic Short Future ArbitrageBuyPEATMSellCEATMBuyPEATMLongFutureSynthetic Long CallBuyFutureBuyPEATMSynthetic Long PutSellFutureBuyCEATMSynthetic Long Call StraddleSellFutureBuyCEATM - 2Synthetic Long Put StraddleBuyFutureBuyPEATM - 2Synthetic Short Call StraddleBuyFutureSellCEATM - 2Synthetic Short Put StraddleSellFutureSellPEATM - 2

Short BoxUnderlyingBank NiftyLong BoxStrategyLong BoxOption TypePut/CallLotsPremiumPosition1Buy1 ITM/ATM CallPosition 2Sell1 OTM CallPosition 3Buy1 ITM/ATM PutPosition 4Sell1 OTM Put(Bought Call strike price must tally with Sold Put and vice versa)Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff000000000000000000000000000000000000000000000000000000000000000000

Calendar SpreadUnderlyingBank NiftyShort Box- reverse of Long BoxStrategyShort BoxOption TypePut/CallLotsPremiumPosition1Sell1 ITM/ATM CallPosition 2Buy1 OTM CallPosition 3Sell1 ITM/ATM PutPosition 4Buy1 OTM Put(Bought Call strike price must tally with Sold Put and vice versa)Market ExpiryIntrinsic Value 1Intrinsic Value 2Intrinsic Value 3Intrinsic Value 4Net Premium PaidOption Payoff000000000000000000000000000000000000000000000000000000000000000000

Sheet1Combined Calender spreadSell atm straddle near monthJuly 15 22 24 25Buy atm straddle next monthnearce 6000 84.4 64.4 24.95 0initiate 10-15 days before expirymonthpe 6000 54.5 22.7 22.3 89.45Square off on or just before day of expiryfarce 6000 172.95 171 137.7 87monthpe 6000 121.45 94.05 104.35 142.55Bull Calendar SpreadSell atm call near monthNiftyspot 6030.8 6031.8 5990.5 5907.5Buy atm call next monthSquare off on day of expiry154177.9193.75140.1Bear Calendar SpreadSell atm put near monthBuy atm put next monthSquare off on day of expiryat expiryat expiry540052005300252BOUGHT222825300147SOLD100010512282


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