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Options Trade - Options Strategy Builder

The document displays an options trading strategy on the Nifty 50 stock index with positions in 4 call and put options contracts expiring on December 29, 2022 and November 17, 2022. The strategy has a maximum potential profit of ₹3,458 but also carries a maximum potential loss of ₹35,243, for a maximum risk-reward ratio of 1:0.1. Key greeks for the strategy include a positional delta of -3.35, theta of -522.91, gamma of 0.06 and vega of 3259.32.

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radesh.reddy
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321 views4 pages

Options Trade - Options Strategy Builder

The document displays an options trading strategy on the Nifty 50 stock index with positions in 4 call and put options contracts expiring on December 29, 2022 and November 17, 2022. The strategy has a maximum potential profit of ₹3,458 but also carries a maximum potential loss of ₹35,243, for a maximum risk-reward ratio of 1:0.1. Key greeks for the strategy include a positional delta of -3.35, theta of -522.91, gamma of 0.06 and vega of 3259.32.

Uploaded by

radesh.reddy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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11/18/22, 4:50 AM Options Trade | Options Strategy Builder

   PORTFOLIO FUTURES  OPTIONS  OPEN INTEREST  FII/DII  EDUCATION   

NIFTY 
Select Index/Stock

Spot Price: 18343.9 Futures Price: 18378.4 Lot Size: 50 IV: 13.88 IV Percentile: 2.81 NIFTY IV Chart DTE: -1

Date
17-11-2022
Select Pay-off Date

Futures 
Select Segment

24NOV2022 
Select Expiry

 Buy  Sell

Lot Qty.

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11/18/22, 4:50 AM Options Trade | Options Strategy Builder

Futures Price: 18378.4


   PORTFOLIO FUTURES  OPTIONS  OPEN INTEREST  FII/DII  EDUCATION   
ADD POSITION

Option Chain 

NOTES CLOSE STRATEGY SAVE STRATEGY

short NOV 3RD

Strategy Positions RESET

+1x  29DEC2022  19250CE  - ₹ 74.3   (-960)


  

+1x  29DEC2022  17750PE  - ₹ 113.4   (-110)


  

-1x  17NOV2022  18600CE  - ₹ 25.55   (+1272.5)


  

-1x  17NOV2022  18150PE  - ₹ 36.75   (+1832.5)


  

Prob. of Profit NA%

Max. Profit ₹ +3,458 (5.69%)

Max. Loss ₹ -35,243 (-57.96%)


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11/18/22, 4:50 AM Options Trade | Options Strategy Builder

Max. RR Ratio
   PORTFOLIO FUTURES  OPTIONS  OPEN INTEREST  FII/DII  EDUCATION 1:0.1  
Breakevens 18062.0-18652.0

Total PNL ₹ +2,035 (3.35%)

Net Credit ₹0

Estimated Margin/Premium ₹ +60,807

 PAYOFF CHART  FUTURES CHART  GREEKS  P&L 


NIFTY
18343.9
6,000

4,000

2,000
Profit/Loss

-2,000

-4,000
17958 18026 18094 18162 18230 18298 18366 18434 18502 18570 18638 18706

Underlying Price

Ⓒ opstra.definedge.com
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11/18/22, 4:50 AM Options Trade | Options Strategy Builder

Positional Delta: -3.35 Theta: -522.91 Gamma: 0.06 Vega: 3259.32 Total PNL: ₹ +2,035
   PORTFOLIO FUTURES  OPTIONS  0 OPEN INTEREST  FII/DII  EDUCATION   

Spot (%):
0

IV (%):
0

Next n Days:

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