https://www.stockmock.

in

Your Strategy
Sashwath
(+91 7338128110)

Free
Regular Backtest Event Days Special

POSITIONS

Square Off One Leg  Square Off All Legs 

Move SL to Cost 

 
.
1 Lot BUY ATM PUT  Target Profit  Stop Loss  Trail Stop Loss N BN FN
s

r
 
h e
w ith ot

1 Lot SELL

ATM+200 PUT  Target Profit SL % 50 
h a r e
 Trail Stop Loss N BN FN

ot s
  

o n
s e. D
al u
rs o n
e
or p
Same Day Next Day (BTST/STBT)

t l y f
Entry Time: 9
stric20
: Exit Time: :

nt is
15 20

u me
doc
This
 Strategy Target Profit  Strategy Stop Loss

New

 Protect The Profits (  How to use? )

Banknifty data available from Sun Jan 01 2017, Nifty data available from Fri Feb 15 2019, and Finnifty data available from Mon Jan 11 2021.
Banknifty lot size is considered 25. Change Setting

From Date: Fri, Apr 3, 2020 To Date: Fri, Apr 2, 2021

INTRADAY POSITIONAL

This 365 Days backtest result will consume 1 Credit as number of days is less than 1 Year (1 year = 366 days).

* Please Note that real results may vary from backtest results you see here. Do enough research before doing live trades.

* StockMock has stopped considering 9:15 candle data for practical results  .

Mon Tue Wed Thu Fri Sat

Hide NA Rows 
 Overall Profit Avg Expiry Profit Avg Day Profit Max Profit Max Loss

₹41261 ₹793 ₹167 ₹12075 ₹-4410

stockmock.in stockmock.in stockmock.in stockmock.in stockmock.in

Total Expiries Win% (Days) Loss% (Days) Avg Profit On Win Days Avg Loss On Loss Days

52 47.37% (117) 52.63% (130) ₹2517.69 ₹-1948.51

stockmock.in stockmock.in stockmock.in stockmock.in stockmock.in

Lot Size Max Drawdown (MDD)  Return to MDD Ratio 

2 ₹-32711.25 NA 
stockmock.in stockmock.in stockmock.in

Max Winning Streak Max Losing Streak Expectancy 

8 Days 10 Days NA 
stockmock.in stockmock.in stockmock.in

0 SL/TP Hit Count 1 SL/TP Hit Count 2 SL/TP Hit Count

188 Days 0 Days 59 Days

stockmock.in stockmock.in stockmock.in

e r s .
Monthly Breakup
h o th
i t
w Nov
stockmock.in Jan Feb Mar Apr May Jun Jul Aug
a
Sep
h re Oct Dec Total

o n ot s
2020 0 0 0 30015 -1872 13494

se. D
10087.5 -7558.5 2826 -390 15917.25 3698.25 66217.5

0 al
u0
2021 -14101.5 4372.5 -12384.75 -2840.25 0
rs o n 0 0 0 0 0 -24954

or pe
r ict ly f
is s t
Profit
e n t Cumulative Profit Drawdown

cu m
d o
Th is PnL Over Time
(stockmock.in)

Zoom 1m 3m 6m YTD 1y All Jan 1, 20

4. Jan 11. Jan 18. Jan 25. Jan 1. Feb 8. Feb 15. Feb 22. Feb 1. Mar 15. Mar 22. Ma

May '20 Jul '20 Sep '20 Nov '20 Jan '21

Expiry: 9APR2020, Net Profit: 12978, Average Day Profit: 3244

Max
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change PE ATM+200 PE

 -75.40 -1781.25 570.00
102.75 60.22 -
 3 Apr 2020 (Fri) -1211 1425/-2954 - (8165.15- (269.65-245.9 = (372.35-364.75 =
(1.24%) 55.26
8089.75) -23.75) 8150PE -7.60) 8350PE

366.35 -7968.75 15022.50

362.5 51.52 - Day Open >
 7 Apr 2020 (Tue) 7053 7402/-659 (8419.25- (154.65-48.4 = (280-79.7 = -200.30)
(4.48%) 51.97 PDH
8785.60) -106.25) 8400PE 8600PE

39.15 -2100.00 2291.25

-103.3 51.08 -
 8 Apr 2020 (Wed) 191 5621/-1526 - (8716.00- (134.75-106.75 = (250.45-219.9 =
(-1.17%) 52.15
8755.15) -28.00) 8700PE -30.55) 8900PE

138.75 -6933.75 13878.75

224.3 50.14 -
 9 Apr 2020 (Thu) 6945 7582/-3892 - (8968.75- (92.65-0.2 = -92.45) (227.2-42.15 =
(2.56%) 49.7
9107.50) 8950PE -185.05) 9150PE

Expiry: 16APR2020, Net Profit: 1290, Average Day Profit: 430

Max N Gap
India N Prev Day Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down (1) N Buy 1 Lot ATM PE
VIX  H/L  Change PE
 

-104.95 780.00 -2396.25

-7.95 51.71 -
 13 Apr 2020 (Mon) -1616 0/-3138 - (9098.40- (237.5-247.9 = 10.40) (348.05-380 = 31.95)
(-0.09%) 51.56
8993.45) 9100PE 9300PE

e r s .
202.55 50.56 - Day Open >
-224.20 5670.00

h o th -9236.25

it
 15 Apr 2020 (Wed) -3566 5928/-4635 (9157.15- (140.3-215.9 = 75.60) (246.3-369.45 = 123.15)
(2.25%) 49.61 PDH
8932.95)
r e w
9150PE 14:06:00 9350PE 14:06:00

h a
170.60 n
o ot s
. D
-6243.75 12716.25
e
-74.05 49.02 - Day Open <
 16 Apr 2020 (Thu) 6472 8846/-772
u s (8829.55- (83.3-0.05 = -83.25) (225.65-56.1 = -169.55)

al
(-0.83%) 45.87 PDL

rs o n 9000.15) 8850PE 9050PE

or pe
r ict ly f
is s t
Expiry: 23APR2020, Net Profit: 5227, Average Day Profit: 1045

e n t Max
cumProfit Profit/Loss
s do
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot

Thi
Include Date
Up/Down  VIX  H/L  Change PE ATM+200 PE


13.80 -2107.50
330.65 43.75 - Day Open >
 17 Apr 2020 (Fri) -2107 8276/-2133 (9270.50- (181.1-153 = -28.10) NA
(3.68%) 42.63 PDH
9284.30) 9250PE

-25.65 -105.00 -682.50

123.45 43.64 - Day Open >
 20 Apr 2020 (Mon) -787 487/-1507 (9293.90- (181-179.6 = -1.40) (296.75-305.85 =
(1.33%) 43.44 PDH
9268.25) 9300PE 9.10) 9500PE

-40.10 2025.00 -3071.25

-244.9 45.09 - Day Open <
 21 Apr 2020 (Tue) -1046 142/-2906 (9032.10- (149-176 = 27.00) (275-315.95 = 40.95)
(-2.64%) 45.1 PDL
8992.00) 9050PE 9250PE

155.90 -8043.75 12090.00

44.73 -
 22 Apr 2020 (Wed) 4046 5186/-1312 45.3 (0.5%) - (9028.95- (146.05-38.8 = (292-130.8 = -161.20)
42.82
9184.85) -107.25) 9050PE 9250PE

90.85 -4578.75 9701.25

45.05 42.24 - Day Open >
 23 Apr 2020 (Thu) 5122 6858/-656 (9219.05- (61.15-0.1 = -61.05) (216.85-87.5 =
(0.49%) 39.19 PDH
9309.90) 9200PE -129.35) 9400PE

Expiry: 30APR2020, Net Profit: 10518, Average Day Profit: 2103

 Max
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change PE ATM+200 PE


-40.15 772.50 -1586.25

-150 39.55 - Day Open <
 24 Apr 2020 (Fri) -813 1451/-1162 (9192.10- (174.2-184.5 = 10.30) (292-313.15 = 21.15)
(-1.61%) 39 PDL
9151.95) 9200PE 9400PE

-32.30 -982.50 1113.75

105.3 38.52 -
 27 Apr 2020 (Mon) 131 1893/-168 - (9310.90- (141.6-128.5 = (264.35-249.5 = -14.85)
(1.15%) 38.05
9278.60) -13.10) 9300PE 9500PE

-2.50 -2520.00 2535.00

107.5 37.24 - Day Open >
 28 Apr 2020 (Tue) 15 330/-2051 (9383.80- (123.5-89.9 = -33.60) (258.05-224.25 =
(1.16%) 35.25 PDH
9381.30) 9400PE -33.80) 9600PE

128.95 -4001.25 8501.25

34.88 - Day Open >
 29 Apr 2020 (Wed) 4500 6206/0 27.7 (0.3%) (9416.80- (70.3-16.95 = -53.35) (203.3-89.95 = -113.35)
33.86 PDH
9545.75) 9400PE 9600PE

131.55 -4567.50 11253.75

200.15 33.03 - Day Open >
 30 Apr 2020 (Thu) 6686 7151/-311 (9749.40- (61-0.1 = -60.90) (235.3-85.25 = -150.05)
(2.1%) 34.17 PDH
9880.95) 9750PE 9950PE

Expiry: 7MAY2020, Net Profit: -6777, Average Day Profit: -1694

e r s .
(2) h
(1) N Buy 1 Lot ATM PE ot
Max N Gap N Prev

h
India Spot N Sell 1 Lot ATM+200
it
Include Date Profit Profit/Loss Up/Down Day H/L
 
VIX  Change

re w PE

s h a
n o t
. D o (190.35-294.6
-150.95 7818.75 -11172.75

< PDL se
-326.4 40.46 - Day Open

l u 9286.60)
 4 May 2020 (Mon) -3354 269/-5424 (9437.55- = 104.25) (297.95-446.92 = 148.97)

a
(-3.31%) 43.56

rs o n 9450PE 14:47:00 9650PE 14:47:00

p e
r 41.34 -
l y f o
-2606 1638/-3701 ct
-234.65 8696.25 -11302.50

i (1.46%) 43.59
135.9
 5 May 2020 (Tue)
s s t r - (9441.85- (172.45-288.4 = 115.95) (301.4-452.1 = 150.70)

n t i 9207.20) 9450PE 14:52:00 9650PE 14:52:00

m e
d o cu
i s
109.00 -5122.50 7811.25
 6h
T
21.2 43.25 -
May 2020 (Wed) 2688 4781/-1079 - (9163.70- (111.35-43.05 = -68.30) (236.5-132.35 = -104.15)
(0.23%) 41.18
9272.70) 9150PE 9350PE

-12.40 -4402.50 896.25

-36.85 41.58 -
 7 May 2020 (Thu) -3506 2238/-3742 - (9207.90- (63.15-4.45 = -58.70) (215.4-203.45 = -11.95)
(-0.4%) 39.91
9195.50) 9200PE 9400PE

Expiry: 14MAY2020, Net Profit: -6725, Average Day Profit: -1345

Max N Gap
India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down
VIX  H/L  Change PE PE
 

-80.95 3416.25 -5452.50

177.9 38.1 - Day Open
 8 May 2020 (Fri) -2036 2291/-2351 (9340.90- (172.1-217.65 = 45.55) (296.15-368.85 = 72.70)
(1.93%) 38.38 > PDH
9259.95) 9350PE 9550PE

-134.60 7530.00 -10275.00

96.65 38.1 -
 11 May 2020 (Mon) -2745 1188/-4151 - (9381.30- (145.6-246 = 100.40) (274-411 = 137.00) 9600PE
(1.04%) 37.92
9246.70) 9400PE 15:05:00 15:05:00

66.05 -3161.25 4541.25

-70.35 37.97 - Day Open
 12 May 2020 (Tue) 1380 2381/-2422 (9131.15- (131.65-89.5 = -42.15) (265-204.45 = -60.55)
(-0.76%) 38.22 < PDL
9197.20) 9150PE 9350PE
 -53.25 1908.75 -2448.75
387.65 37.86 - Day Open
 13 May 2020 (Wed) -540 922/-2343 (9445.25- (116.75-142.2 = 25.45) (252.8-285.45 = 32.65)
(4.22%) 38.8 > PDH
9392.00) 9450PE 9650PE

-98.65 5332.50 -8116.50

-169.6 38.37 - Day Open
 14 May 2020 (Thu) -2784 1128/-6354 (9237.85- (54.2-125.3 = 71.10) (216.45-324.67 = 108.22)
(-1.81%) 38.17 < PDL
9139.20) 9250PE 14:30:00 9450PE 14:30:00

Expiry: 21MAY2020, Net Profit: -1681, Average Day Profit: -336

Max N Gap N Prev

India Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L (1) N Buy 1 Lot ATM PE
VIX  Change PE
  

39.60 -1946.25 2321.25

39.65 38.04 -
 15 May 2020 (Fri) 375 1323/-810 - (9093.95- (182.25-156.3 = -25.95) (303.5-272.55 = -30.95)
(0.43%) 37.98
9133.55) 9100PE 9300PE

-296.60 8032.50 -10186.50

21.45 38.28 -
 18 May 2020 (Mon) -2154 4243/-3279 - (9112.35- (147.6-254.7 = 107.10) (271.65-407.47 = 135.82)
(0.23%) 41.04
8815.75) 9100PE 09:44:00 9300PE 09:44:00

-59.10 -247.50 -791.25

138.45 40.45 -
 19 May 2020 (Tue) -1038 2452/-1451 - (8949.15- (144.1-140.8 = -3.30) (280.3-290.85 = 10.55)
(1.57%) 39.43
8890.05) 8950PE 9150PE

e r s .
136.70 -5276.25
o h
t(221-106.2
8610.00

h
10.05 37.84 -
 20 May 2020 (Wed) 3333 4057/-1661
(0.11%) 35.63
- (8939.75-
i t
(89.05-18.7 = -70.35)
w
= -114.80)

re
9076.45) 8950PE 9150PE

h a
8.80 n
o ot s
. D
-2730.00 532.50
e
12.9 33.88 -
 21 May 2020 (Thu) -2197 2816/-2520 -
u s (9100.80- (36.6-0.2 = -36.40) (199.7-192.6 = -7.10)

al
(0.14%) 32.97

rs o n 9109.60) 9100PE 9300PE

or pe
r ict ly f
is s t
Expiry: 28MAY2020, Net Profit: 11640, Average Day Profit: 2910

e n t Max
cumProfit Profit/Loss
N Gap

s do
India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200

Thi
Include Date Up/Down
VIX  H/L  Change PE PE
 

-12.30 -1803.75 746.25

-38.35 33.09 -
 22 May 2020 (Fri) -1057 1376/-3693 - (9072.90- (135.4-111.35 = -24.05) (250-240.05 = -9.95)
(-0.42%) 32.05
9060.60) 9050PE 9250PE

-109.85 6090.00 -8452.50

60.5 32.59 -
 26 May 2020 (Tue) -2362 1098/-4702 - (9143.25- (90-171.2 = 81.20) (225.4-338.1 = 112.70)
(0.67%) 31.48
9033.40) 9150PE 13:32:00 9350PE 13:32:00

274.95 -5261.25 15431.25

53.15 31.17 -
 27 May 2020 (Wed) 10170 10218/-1267 - (9047.20- (76-5.85 = -70.15) (230.25-24.5 = -205.75)
(0.59%) 31.11
9322.15) 9050PE 9250PE

112.70 -4046.25 8936.25

50 30.69 - Day Open >
 28 May 2020 (Thu) 4890 4953/-648 (9386.15- (54-0.05 = -53.95) (228.1-108.95 = -119.15)
(0.54%) 29.99 PDH
9498.85) 9400PE 9600PE

Expiry: 4JUN2020, Net Profit: 2520, Average Day Profit: 504

Max N Gap
India N Prev Day Spot (2) N Sell 1 Lot
Include Date Profit Profit/Loss Up/Down (1) N Buy 1 Lot ATM PE
VIX  H/L  Change ATM+200 PE
 
 136.15 -2988.75 4661.25
-67.9 30.19 -
 29 May 2020 (Fri) 1672 1968/-1477 - (9443.45- (156.35-116.5 = -39.85) (286-223.85 = -62.15)
(-0.72%) 30.22
9579.60) 9450PE 9650PE

10.85 -2291.25 2962.50

146.55 29.46 - Day Open
 1 Jun 2020 (Mon) 671 3224/-78 (9807.70- (148.15-117.6 = -30.55) (289.5-250 = -39.50)
(1.53%) 30.83 > PDH
9818.55) 9800PE 10000PE

138.15 -7076.25 11598.75

54.7 30.33 -
 2 Jun 2020 (Tue) 4522 4792/-798 - (9839.40- (134.65-40.3 = -94.35) (290.25-135.6 = -154.65)
(0.56%) 30.11
9977.55) 9850PE 10050PE

-112.95 2422.50 -4083.75

129.2 30.02 - Day Open
 3 Jun 2020 (Wed) -1661 2636/-2321 (10151.15- (94.5-126.8 = 32.30) (257.55-312 = 54.45)
(1.29%) 30.19 > PDH
10038.20) 10150PE 10350PE

-77.00 4927.50 -7612.50

-7.3 29.88 -
 4 Jun 2020 (Thu) -2685 1098/-5688 - (10108.95- (44.4-110.1 = 65.70) (203-304.5 = 101.50)
(-0.07%) 29.63
10031.95) 10100PE 11:48:00 10300PE 11:48:00

Expiry: 11JUN2020, Net Profit: -6702, Average Day Profit: -1340

Max N Gap India N Prev

Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   

e r s .
64.7 29.08 -
40.45 -3390.00

h o th 4481.25

it
 5 Jun 2020 (Fri) 1091 1815/-674 - (10098.55- (158.75-113.55 = -45.20) (284.55-224.8 = -59.75)
(0.65%) 28.66
10139.00)
r e w
10100PE 10300PE

h a
o n ot s
. D
-137.55 6945.00 -9306.00
e
184.6 28.89 - Day Open
 8 Jun 2020 (Mon) -2361 528/-5391
u s (10306.00- (118.9-211.5 = 92.60) (248.15-372.23 = 124.08)

al
(1.82%) 29.71 > PDH

rs o n 10168.45) 10300PE 13:27:00 10500PE 13:27:00

o r pe
f 29.79 -
ly13.7
ict (0.13%)
-136.60 6472.50 -9663.75
 9 Jun 2020 (Tue) -3191
s t r
2756/-6270 - (10181.40- (120.8-207.1 = 86.30) (257.7-386.55 = 128.85)

is
30.27
t
10044.80) 10200PE 14:47:00 10400PE 14:47:00

e n
d o cum
i s
15.80 -1890.00 2486.25

T h
 10 Jun 2020 (Wed) 596 1402/-2152
25.95
(0.26%)
29.66 -
29.4
- (10115.85-
10131.65)
(79.75-54.55 = -25.20)
10100PE
(220-186.85 = -33.15)
10300PE

-154.50 4796.25 -7633.50

-22.05 29.26 -
 11 Jun 2020 (Thu) -2837 1578/-3768 - (10061.65- (47.75-111.7 = 63.95) (203.55-305.33 = 101.78)
(-0.22%) 29.64
9907.15) 10050PE 14:17:00 10250PE 14:17:00

Expiry: 18JUN2020, Net Profit: 14908, Average Day Profit: 2981

Max N Gap India N Prev

Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   

327.00 -10267.50 14471.25

-357.05 32.59 - Day Open
 12 Jun 2020 (Fri) 4203 4646/-221 (9636.95- (192.35-55.45 = -136.90) (302.1-109.15 = -192.95)
(-3.61%) 30.76 < PDL
9963.95) 9650PE 9850PE

-102.05 7616.25 -10149.00

-53.55 31.74 -
 15 Jun 2020 (Mon) -2532 273/-10617 - (9921.25- (149.35-250.9 = 101.55) (270.65-405.97 = 135.32)
(-0.54%) 32.64
9819.20) 9900PE 11:15:00 10100PE 11:15:00

-113.00 11025.00 -9187.50

201.1 30.58 - Day Open
 16 Jun 2020 (Tue) 1837 9772/-4323 (10029.40- (111.4-258.4 = 147.00) (245-367.5 = 122.50)
(2.05%) 32.97 > PDH
9916.40) 10050PE 13:06:00 10250PE 13:06:00
 27.25 -3435.00 2760.00
-37.3 33.58 -
 17 Jun 2020 (Wed) -675 4361/-802 - (9849.95- (114.3-68.5 = -45.80) (248-211.2 = -36.80)
(-0.38%) 33.45
9877.20) 9850PE 10050PE

233.60 -3821.25 15896.25

-17.9 33.28 -
 18 Jun 2020 (Thu) 12075 12075/-472 - (9867.35- (51-0.05 = -50.95) (212-0.05 = -211.95)
(-0.18%) 31.4
10100.95) 9850PE 10050PE

Expiry: 25JUN2020, Net Profit: 5077, Average Day Profit: 1015

Max N Gap N Prev

India Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L (1) N Buy 1 Lot ATM PE
VIX  Change PE
  

85.95 -4728.75 7125.00

27.35 30.97 - Day Open
 19 Jun 2020 (Fri) 2396 5744/-2490 (10154.55- (172.05-109 = -63.05) (295-200 = -95.00)
(0.27%) 29.94 > PDH
10240.50) 10150PE 10350PE

4.45 -2002.50 1578.75

74.35 30.45 - Day Open
 22 Jun 2020 (Mon) -423 1725/-941 (10315.10- (137-110.3 = -26.70) (259-237.95 = -21.05)
(0.73%) 30.45 > PDH
10319.55) 10300PE 10500PE

93.80 -6048.75 8951.25

36.75 30.91 -
 23 Jun 2020 (Tue) 2902 3108/-1001 - (10376.25- (132.65-52 = -80.65) (280-160.65 = -119.35)
(0.36%) 29.32
10470.05) 10400PE 10600PE

e r s .
58.25 29.54 - Day Open
-219.25 5561.25

h o th -8216.25

it
 24 Jun 2020 (Wed) -2655 3483/-5459 (10521.30- (77.75-151.9 = 74.15) (219.1-328.65 = 109.55)
(0.56%) 29.57 > PDH
10302.05)
r e w
10500PE 13:40:00 10700PE 13:40:00

h a
56.75 n
o ot s
. D
-3967.50 6825.00
e
-69.75 30.28 - Day Open
 25 Jun 2020 (Thu) 2857 7788/-1589
u s (10220.85- (53-0.1 = -52.90) (203.65-112.65 = -91.00)

al
(-0.68%) 29.72 < PDL

rs o n 10277.60) 10200PE 10400PE

or pe
r ict ly f
is s t
Expiry: 2JUL2020, Net Profit: 2857, Average Day Profit: 571

e n t Max
cumProfit Profit/Loss
N Gap

s do
India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot

Thi
Include Date Up/Down
VIX  H/L  Change PE ATM+200 PE
 

26.75 -2073.75 2553.75

28.89 - Day Open >
 26 Jun 2020 (Fri) 480 1890/-1469 90 (0.87%) (10367.30- (165.75-138.1 = (293.6-259.55 =
28.58 PDH
10394.05) -27.65) 10350PE -34.05) 10550PE

21.25 -3097.50 3386.25

-71.05 29.61 -
 29 Jun 2020 (Mon) 288 363/-1683 - (10312.05- (149.05-107.75 = (275-229.85 = -45.15)
(-0.68%) 28.73
10333.30) -41.30) 10300PE 10500PE

-77.70 3885.00 -5291.25

70.2 28.67 - Day Open >
 30 Jun 2020 (Tue) -1406 659/-2377 (10384.30- (127.05-178.85 = (270.75-341.3 = 70.55)
(0.68%) 29.04 PDH
10306.60) 51.80) 10400PE 10600PE

92.40 -6112.50 9000.00

21.7 28.76 -
 1 Jul 2020 (Wed) 2887 3873/-1301 - (10327.25- (113.8-32.3 = -81.50) (259.9-139.9 =
(0.21%) 28.12
10419.65) 10350PE -120.00) 10550PE

34.40 -3210.00 3817.50

27.56 - Day Open >
 2 Jul 2020 (Thu) 607 3963/-1057 63 (0.6%) (10512.60- (42.95-0.15 = -42.80) (202.95-152.05 =
26.5 PDH
10547.00) 10500PE -50.90) 10700PE

Expiry: 9JUL2020, Net Profit: 2231, Average Day Profit: 446

 Max N Gap
India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss Up/Down
VIX  H/L  Change PE ATM+200 PE
 

17.45 -1275.00 1290.00

63.25 26.66 - Day Open >
 3 Jul 2020 (Fri) 15 618/-941 (10599.50- (139.95-122.95 = (264.2-247 = -17.20)
(0.6%) 25.74 PDH
10616.95) -17.00) 10600PE 10800PE

55.55 -2838.75 4455.00

116.5 26.05 - Day Open >
 6 Jul 2020 (Mon) 1616 2745/-187 (10705.55- (108.3-70.45 = -37.85) (242.25-182.85 =
(1.1%) 25.22 PDH
10761.10) 10700PE -59.40) 10900PE

25.40 -1728.75 2617.50

39.2 25.29 -
 7 Jul 2020 (Tue) 888 1331/-2223 - (10774.70- (91.75-68.7 = -23.05) (228-193.1 = -34.90)
(0.36%) 25.12
10800.10) 10750PE 10950PE

-132.55 5268.75 -7875.00

25.31 - Day Open >
 8 Jul 2020 (Wed) -2606 1083/-4053 19 (0.18%) (10826.20- (98.5-168.75 = 70.25) (255.05-360.05 =
26.25 PDH
10693.65) 10850PE 105.00) 11050PE

70.50 -3727.50 6045.00

49.8 25.97 -
 9 Jul 2020 (Thu) 2317 2943/-967 - (10751.05- (49.75-0.05 = -49.70) (216.85-136.25 =
(0.47%) 24.87
10821.55) 10750PE -80.60) 10950PE

Expiry: 16JUL2020, Net Profit: 932, Average Day Profit: 186

e r s .
(2)th
o
Max N Gap N Prev

h
India Spot (1) N Buy 1 Lot ATM N Sell 1 Lot ATM+200
it
Include Date Profit Profit/Loss Up/Down Day H/L
 
VIX 

Change PE

re w PE

s h a
n o t
. D o
-21.15 -101.25 -798.75

se
-49.35 25.17 -

u
 10 Jul 2020 (Fri) -900 352/-1848 - (10784.55- (130.35-129 = -1.35) (254.5-265.15 = 10.65)

al
(-0.46%) 25

rs o n 10763.40) 10800PE 11000PE

o r pe
f 25.24 -
ly83.8
ict (0.78%)
-53.30 678.75 -1365.00
Day Open
 13 Jul 2020 (Mon) -686
s t r
1402/-2339 (10862.00- (96-105.05 = 9.05) (230.9-249.1 = 18.20)

is
25.11 > PDH
t
10808.70) 10850PE 11050PE

e n
d o cum
i s
-122.05 6592.50 -8941.50

T h
 14 Jul 2020 (Tue) -2349 138/-5109
-51.85
(-0.48%)
25.89 -
26.68
Day Open
< PDL
(10733.30-
10611.25)
(95.9-183.8 = 87.90)
10750PE 12:52:00
(238.45-357.67 = 119.22)
10950PE 12:52:00

-100.65 1721.25 -4016.25

93.65 26.24 -
 15 Jul 2020 (Wed) -2295 4856/-2561 - (10699.10- (81.35-104.3 = 22.95) (233.2-286.75 = 53.55)
(0.88%) 26.41
10598.45) 10700PE 10900PE

118.90 -3221.25 10383.75

88 26.56 -
 16 Jul 2020 (Thu) 7162 7458/-1124 - (10624.00- (43.05-0.1 = -42.95) (198.55-60.1 = -138.45)
(0.83%) 25.36
10742.90) 10600PE 10800PE

Expiry: 23JUL2020, Net Profit: 5583, Average Day Profit: 1116

Max
N Gap India N Prev Day (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss Spot Change
Up/Down  VIX  H/L  PE ATM+200 PE


111.90 -4541.25 7417.50

12.05 25.16 -
 17 Jul 2020 (Fri) 2876 3015/-277 - (10793.95- (128.15-67.6 = -60.55) (258-159.1 = -98.90)
(0.11%) 24.08
10905.85) 10800PE 11000PE

45.30 -2471.25 3408.75

97.75 24.76 - Day Open >
 20 Jul 2020 (Mon) 937 1263/-997 (10983.45- (126.35-93.4 = -32.95) (267.3-221.85 =
(0.9%) 24.75 PDH
11028.75) 11000PE -45.45) 11200PE
 25.25 -3180.00 4215.00
103.9 24.37 - Day Open >
 21 Jul 2020 (Tue) 1035 2107/-551 (11132.25- (109.45-67.05 = (258.2-202 = -56.20)
(0.94%) 24.4 PDH
11157.50) -42.40) 11150PE 11350PE

8.25 -1848.75 457.50

68.95 24.69 - Day Open >
 22 Jul 2020 (Wed) -1391 918/-3277 (11136.95- (83.7-59.05 = -24.65) (229.55-223.45 =
(0.62%) 24.67 PDH
11145.20) 11150PE -6.10) 11350PE

52.15 -2745.00 4871.25

2.4 24.65 -
 23 Jul 2020 (Thu) 2126 3420/-1383 - (11163.75- (36.7-0.1 = -36.60) (203.05-138.1 =
(0.02%) 24.69
11215.90) 11150PE -64.95) 11350PE

Expiry: 30JUL2020, Net Profit: -2454, Average Day Profit: -490

Max N Gap N Prev

India Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L
VIX  Change PE PE
  

47.00 -2568.75 3581.25

-65.5 25.12 -
 24 Jul 2020 (Fri) 1012 1710/-1646 - (11144.95- (133.75-99.5 = -34.25) (266.5-218.75 = -47.75)
(-0.58%) 24.45
11191.95) 11150PE 11350PE

-82.90 2156.25 -4147.50

30.85 25.19 -
 27 Jul 2020 (Mon) -1991 0/-2527 - (11208.65- (114.15-142.9 = 28.75) (246.05-301.35 = 55.30)
(0.28%) 25.03
11125.75) 11200PE 11400PE

e r s .
22.3 24.96 -
117.10 -5238.75

h o th 9401.25

it
 28 Jul 2020 (Tue) 4162 4638/-570 - (11184.60- (99.5-29.65 = -69.85) (243.95-118.6 = -125.35)
(0.2%) 23.61
11301.70)
r e w
11200PE 11400PE

h a
o n ot s
. D
-114.20 3562.50 -6787.50
e
-23.65 23.98 -
 29 Jul 2020 (Wed) -3225 296/-4500 -
u s (11320.75- (51-98.5 = 47.50) (181-271.5 = 90.50)

al
(-0.21%) 24.03

rs o n 11206.55) 11300PE 14:12:00 11500PE 14:12:00

o r pe
f
ly51.45
ict (0.46%)
-164.35 4758.75 -7172.25
23.91 -
 30 Jul 2020 (Thu) -2413
s t r
3627/-3202 - (11268.45- (27.45-90.9 = 63.45) (191.25-286.88 = 95.63)

is
24.74
t
11104.10) 11250PE 13:53:00 11450PE 13:53:00

e n
d o cum
T h i s Expiry: 6AUG2020, Net Profit: 1661, Average Day Profit: 332

Max
N Gap India N Prev Day (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss Spot Change
Up/Down  VIX  H/L  PE ATM+200 PE


9.45 -2182.50 2482.50

37.35 25.07 -
 31 Jul 2020 (Fri) 300 1455/-1256 - (11063.30- (123-93.9 = -29.10) (238.9-205.8 = -33.10)
(0.34%) 24.2
11072.75) 11050PE 11250PE

-97.85 2358.75 -4177.50

-15.9 25.42 -
 3 Aug 2020 (Mon) -1818 273/-2426 - (10993.25- (111.65-143.1 = (243.95-299.65 =
(-0.14%) 25.19
10895.40) 31.45) 11000PE 55.70) 11200PE

133.10 -4578.75 8876.25

55.05 24.6 -
 4 Aug 2020 (Tue) 4297 4571/-1361 - (10965.10- (83-21.95 = -61.05) (217.35-99 = -118.35)
(0.51%) 23.81
11098.20) 10950PE 11150PE

-77.20 1991.25 -3858.75

60.5 23.72 - Day Open >
 5 Aug 2020 (Wed) -1867 1319/-2670 (11184.85- (77.9-104.45 = 26.55) (236-287.45 = 51.45)
(0.55%) 23.55 PDH
11107.65) 11200PE 11400PE

45.70 -3528.75 4278.75

84.05 23.42 -
 6 Aug 2020 (Thu) 750 4732/-2703 - (11158.85- (47.15-0.1 = -47.05) (206.6-149.55 =
(0.76%) 23.15
11204.55) 11150PE -57.05) 11350PE

Expiry: 13AUG2020, Net Profit: -5737, Average Day Profit: -1147

 Max
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change PE ATM+200 PE


35.60 -3015.00 3855.00

-13.5 23.14 -
 7 Aug 2020 (Fri) 840 1515/-584 - (11178.45- (130.7-90.5 = -40.20) (260.85-209.45 =
(-0.12%) 22.55
11214.05) 11200PE -51.40) 11400PE

-26.95 -626.25 225.00

56.2 22.83 - Day Open >
 10 Aug 2020 (Mon) -401 982/-1623 (11292.55- (94.5-86.15 = -8.35) (229.05-226.05 = -3.00)
(0.5%) 22.51 PDH
11265.60) 11300PE 11500PE

-37.70 240.00 -1357.50

52.1 21.82 -
 11 Aug 2020 (Tue) -1117 255/-2193 - (11357.55- (66.05-69.25 = 3.20) (200.3-218.4 = 18.10)
(0.46%) 21.35
11319.85) 11350PE 11550PE

46.15 -2662.50
-33.5 21.85 - Day Open <
 12 Aug 2020 (Wed) -2662 472/-3060 (11256.30- (60.05-24.55 = NA
(-0.3%) 20.87 PDL
11302.45) -35.50) 11250PE

-44.40 1226.25 -3622.50

26.45 20.66 - Day Open >
 13 Aug 2020 (Thu) -2396 348/-3217 (11352.45- (31.45-47.8 = 16.35) (199-247.3 = 48.30)
(0.23%) 20.56 PDH
11308.05) 11350PE 11550PE

Expiry: 20AUG2020, Net Profit: -1749, Average Day Profit: -349

e r s .
h
(2)t N Sell 1 Lot ATM+200
o
h
Max N Gap N Prev

PE wit
India Spot (1) N Buy 1 Lot ATM
Include Date Profit Profit/Loss Up/Down Day H/L
 
VIX 

Change

ha r e PE

t s
o no 5895.00
e. D
us (11352.85-
-159.15 -8556.00
52.85 19.74 -
 14 Aug 2020 (Fri) -2661 4730/-3823
n a l
- (96.9-175.5 = 78.60) (228.15-342.23 = 114.08)

o
(0.47%) 21.59

pe r s 11193.70) 11350PE 13:52:00 11550PE 13:52:00

f o r
i ct l y
r (0.63%) 21.25
31.30 -1916.25 2992.50

s s t 70.5 21.75 -

ti
 17 Aug 2020 (Mon) 1076 1241/-1484 - (11224.40- (78.4-52.85 = -25.55) (199.05-159.15 = -39.90)

e n 11255.70) 11200PE 11400PE

o c um
i s d
T h
18 Aug 2020 (Tue) 3382 3941/-345
12.7
(0.11%)
21.06 -
20.42
-
90.60
(11294.75-
-3161.25
(76-33.85 = -42.15)
6543.75
(217.7-130.45 = -87.25)
11385.35) 11300PE 11500PE

-45.30 30.00 -1736.25

66.8 20.15 - Day Open
 19 Aug 2020 (Wed) -1706 1110/-1743 (11450.20- (62.3-62.7 = 0.40) (220-243.15 = 23.15)
(0.59%) 19.91 > PDH
11404.90) 11450PE 11650PE

-8.05 -2160.00 318.75

-90.95 20.43 - Day Open
 20 Aug 2020 (Thu) -1841 1983/-2190 (11318.85- (29-0.2 = -28.80) (191.75-187.5 = -4.25)
(-0.8%) 20.65 < PDL
11310.80) 11300PE 11500PE

Expiry: 27AUG2020, Net Profit: -645, Average Day Profit: -129

Max
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change PE ATM+200 PE


-19.40 -472.50 -26.25

97.45 19.75 - Day Open >
 21 Aug 2020 (Fri) -498 1019/-1027 (11397.75- (98.75-92.45 = -6.30) (229.65-230 = 0.35)
(0.86%) 19.93 PDH
11378.35) 11400PE 11600PE

27.00 -1796.25 2891.25

40.4 19.92 -
 24 Aug 2020 (Mon) 1095 2910/-701 - (11435.60- (85.55-61.6 = -23.95) (229.05-190.5 =
(0.36%) 19.17
11462.60) 11450PE -38.55) 11650PE
 -28.40 671.25 -2205.00
46.65 18.93 - Day Open >
 25 Aug 2020 (Tue) -1533 397/-2703 (11513.15- (59.85-68.8 = 8.95) (199.1-228.5 = 29.40)
(0.41%) 19.28 PDH
11484.75) 11500PE 11700PE

51.95 -2516.25 4417.50

40.6 18.95 -
 26 Aug 2020 (Wed) 1901 2317/-1136 - (11501.50- (57.4-23.85 = -33.55) (213.6-154.7 = -58.90)
(0.35%) 19.24
11553.45) 11500PE 11700PE

-43.45 468.75 -2077.50

59.7 19.39 - Day Open >
 27 Aug 2020 (Thu) -1608 866/-1837 (11600.35- (37-43.25 = 6.25) (214.95-242.65 =
(0.52%) 18.87 PDH
11556.90) 11600PE 27.70) 11800PE

Expiry: 3SEP2020, Net Profit: 1785, Average Day Profit: 357

Max N Gap
India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss Up/Down
VIX  H/L  Change PE ATM+200 PE
 

33.25 -1762.50 2947.50

43.7 18.18 -
 28 Aug 2020 (Fri) 1185 2133/-577 - (11614.60- (87.5-64 = -23.50) (209.3-170 = -39.30)
(0.38%) 18.26
11647.85) 11600PE 11800PE

-361.70 7177.50 -9150.00

129.95 18.47 - Day Open >
 31 Aug 2020 (Mon) -1972 18427/-3465 (11779.55- (94.3-190 = 95.70) (244-366 = 122.00)
(1.12%) 22.5 PDH
11417.85) 11800PE 11:19:00 12000PE 11:19:00

e r s .
51.65 -4672.50
o h
t(258.5-163.25
7143.75

h
76.8 22.77 -
 1 Sep 2020 (Tue) 2471 4935/-300
(0.67%) 21.74
- (11431.50-
i t
(110.9-48.6 = -62.30)
w
= -95.25)

re
11483.15) 11450PE 11650PE

h a
o n ot s
D
se. (11460.95-
78.20 -3731.25 6720.00
8.3 21.82 -

u
 2 Sep 2020 (Wed) 2988 3577/-937 - (66.3-16.55 = -49.75) (199.3-109.7 = -89.60)

al
(0.07%) 21.06

rs o n 11539.15) 11450PE 11650PE

or pe
f
ly31.2
ict
-32.80 -345.00 -2542.50
20.73 - Day Open >
 3 Sep 2020 (Thu) -2887
s t r
146/-3165 (11562.45- (25.2-20.6 = -4.60) (186.2-220.1 = 33.90)

is
(0.27%) 20.52 PDH
t
11529.65) 11550PE 11750PE

e n
d o cum
T h i s Expiry: 10SEP2020, Net Profit: 5775, Average Day Profit: 1155

Max
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change PE ATM+200 PE


-7.30 -885.00 266.25

-173.05 21.83 - Day Open <
 4 Sep 2020 (Fri) -618 2159/-1590 (11351.50- (121.25-109.45 = (236.1-232.55 = -3.55)
(-1.5%) 22.03 PDL
11344.20) -11.80) 11350PE 11550PE

12.15 -1350.00 1653.75

25.75 22.14 -
 7 Sep 2020 (Mon) 303 476/-2069 - (11361.55- (95-77 = -18.00) (221.55-199.5 =
(0.23%) 21.9
11373.70) 11350PE -22.05) 11550PE

-28.45 870.00 -1983.75

23.5 22.13 -
 8 Sep 2020 (Tue) -1113 2834/-1481 - (11350.85- (85.9-97.5 = 11.60) (218.65-245.1 =
(0.21%) 22.77
11322.40) 11350PE 26.45) 11550PE

47.45 -3217.50 4631.25

-98.75 22.86 - Day Open <
 9 Sep 2020 (Wed) 1413 1537/-1781 (11241.55- (67.85-24.95 = -42.90) (210.7-148.95 =
(-0.87%) 22.1 PDL
11289.00) 11250PE -61.75) 11450PE

107.50 -2523.75 8313.75

85.3 21.66 - Day Open >
 10 Sep 2020 (Thu) 5790 5808/-258 (11346.35- (33.8-0.15 = -33.65) (212.85-102 =
(0.76%) 21.21 PDH
11453.85) 11350PE -110.85) 11550PE

Expiry: 17SEP2020, Net Profit: 489, Average Day Profit: 97

 Max N Gap N Prev
India Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L
VIX  Change PE PE
  

1.05 -660.00 566.25

-1.45 21.11 -
 11 Sep 2020 (Fri) -93 993/-1803 - (11466.60- (101.75-92.95 = -8.80) (220.6-213.05 = -7.55)
(-0.01%) 20.69
11467.65) 11450PE 11650PE

-113.30 6682.50 -8641.50

75.7 20.81 - Day Open
 14 Sep 2020 (Mon) -1959 1211/-6357 (11548.20- (88.8-177.9 = 89.10) (230.45-345.67 = 115.22)
(0.66%) 21.36 > PDH
11434.90) 11550PE 14:20:00 11750PE 14:20:00

33.40 -2246.25 3285.00

47.15 20.93 -
 15 Sep 2020 (Tue) 1038 1485/-881 - (11490.80- (84.9-54.95 = -29.95) (230.15-186.35 = -43.80)
(0.41%) 20.63
11524.20) 11500PE 11700PE

65.80 -3210.00 6461.25

16.65 20.47 - Day Open
 16 Sep 2020 (Wed) 3251 3648/0 (11541.95- (62.95-20.15 = -42.80) (229.75-143.6 = -86.15)
(0.14%) 19.67 > PDH
11607.75) 11550PE 11750PE

-34.45 -213.75 -1533.75

-65.15 19.95 -
 17 Sep 2020 (Thu) -1747 1466/-1863 - (11559.15- (32.4-29.55 = -2.85) (209.45-229.9 = 20.45)
(-0.56%) 20.04
11524.70) 11550PE 11750PE

Expiry: 24SEP2020, Net Profit: -10488, Average Day Profit: -2097

e r s .
Max N Gap
India
N Prev
Spot
(1) N Buy 1 Lot ATMit h o(2)thN Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down
VIX 
Day H/L
Change
r e w PE
PE

ha
  

o t s
o n
s e. D-52.95 562.50 -1803.75

lu
68 19.64 -

a
 18 Sep 2020 (Fri) -1241 907/-2317 - (11566.65- (96.5-104 = 7.50) (215-239.05 = 24.05)
(0.59%)

rs
19.82
o n 11513.70) 11550PE 11750PE

pe
l y f or
t t
ric (-0.01%)
-258.00 5493.75 -8121.00

s
-1.15 20.54 -

ti s
 21 Sep 2020 (Mon) -2627 6016/-3294 - (11505.00- (87.25-160.5 = 73.25) (216.55-324.83 = 108.28)
22.29

e n 11247.00) 11500PE 14:00:00 11700PE 14:00:00

o c um
i s d
T h
22 Sep 2020 (Tue) -1976 1481/-7582
51.2
(0.46%)
21.76 -
21.34
-
-110.90
(11267.95-
5392.50
(74.9-146.8 = 71.90)
-7368.75
(196.5-294.75 = 98.25)
11157.05) 11250PE 09:33:00 11450PE 09:33:00

-119.20 5932.50 -8208.75

105.1 20.44 -
 23 Sep 2020 (Wed) -2276 3971/-5568 - (11251.30- (64-143.1 = 79.10) (218.9-328.35 = 109.45)
(0.94%) 20.94
11132.10) 11250PE 12:43:00 11450PE 12:43:00

-184.10 5448.75 -7816.50

-120.85 21.78 - Day Open
 24 Sep 2020 (Thu) -2367 4134/-4595 (10988.10- (41.55-114.2 = 72.65) (208.45-312.67 = 104.22)
(-1.09%) 23.66 < PDL
10804.00) 11000PE 14:07:00 11200PE 14:07:00

Expiry: 1OCT2020, Net Profit: 7125, Average Day Profit: 1425

Max
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change PE ATM+200 PE


128.20 -4620.00 7496.25

104.85 22.54 -
 25 Sep 2020 (Fri) 2876 3596/-956 - (10922.00- (121.4-59.8 = -61.60) (239.05-139.1 = -99.95)
(0.97%) 20.63
11050.20) 10900PE 11100PE

113.95 -4207.50 7492.50

90.6 21.01 - Day Open >
 28 Sep 2020 (Mon) 3285 3716/-3 (11113.90- (90.55-34.45 = (217.4-117.5 = -99.90)
(0.82%) 19.49 PDH
11227.85) -56.10) 11100PE 11300PE
 -76.55 1728.75 -3577.50
61.05 19.36 - Day Open >
 29 Sep 2020 (Tue) -1848 48/-2692 (11298.60- (77.85-100.9 = 23.05) (225.05-272.75 =
(0.54%) 19.58 PDH
11222.05) 11300PE 47.70) 11500PE

21.25 -2587.50 2752.50

22.05 19.84 -
 30 Sep 2020 (Wed) 165 1961/-1976 - (11226.65- (76.95-42.45 = (236.65-199.95 =
(0.2%) 19.57
11247.90) -34.50) 11250PE -36.70) 11450PE

51.50 -1950.00 4597.50

116.9 18.78 - Day Open >
 1 Oct 2020 (Thu) 2647 3540/-112 (11369.20- (26.1-0.1 = -26.00) (194.8-133.5 = -61.30)
(1.04%) 18.38 PDH
11420.70) 11350PE 11550PE

Expiry: 8OCT2020, Net Profit: 4218, Average Day Profit: 1054

Max
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change PE ATM+200 PE


-26.40 -356.25 -258.75

70.85 19.63 - Day Open >
 5 Oct 2020 (Mon) -615 1882/-2711 (11526.30- (107-102.25 = -4.75) (246.55-250 = 3.45)
(0.62%) 19.75 PDH
11499.90) 11550PE 11750PE

81.90 -3528.75 6555.00

100.1 19.85 - Day Open >
 6 Oct 2020 (Tue) 3026 3093/-382 (11584.95- (84.9-37.85 = -47.05) (236.85-149.45 =
(0.87%) 19.58 PDH
11666.85) 11600PE -87.40) 11800PE

e r s .
16.85 19.94 -
94.70 -3461.25

h o th (212.55-117.05 =
7162.50
 7 Oct 2020 (Wed) 3701 5013/-532
(0.14%) 20.01
- (11645.40-
i t
(63.85-17.7 = -46.15)
w
re
11740.10) 11650PE -95.50) 11850PE

h a
o n ot s
D
se. (11842.90-
-3.00 -1807.50 -86.25
96.55 20.26 - Day Open >

u
 8 Oct 2020 (Thu) -1893 2936/-2006 (38.95-14.85 = (215.35-216.5 = 1.15)

al
(0.82%) 20.3 PDH

rs o n 11839.90) -24.10) 11850PE 12050PE

or pe
r ict ly f
is s t
Expiry: 15OCT2020, Net Profit: 1398, Average Day Profit: 279

e n t Max
cumProfit Profit/Loss
N Gap

s do
India N Prev Day Spot (2) N Sell 1 Lot

Thi
Include Date Up/Down (1) N Buy 1 Lot ATM PE
VIX  H/L  Change ATM+200 PE
 

43.10 -2621.25 3866.25

17.45 20.82 -
 9 Oct 2020 (Fri) 1245 1983/-1252 - (11868.90- (117-82.05 = -34.95) (236-184.45 = -51.55)
(0.15%) 20.39
11912.00) 11850PE 12050PE

-65.60 2145.00 -3555.00

59.35 21.46 - Day Open
 12 Oct 2020 (Mon) -1410 228/-2610 (11996.55- (110.2-138.8 = 28.60) (238.8-286.2 = 47.40)
(0.5%) 21.14 > PDH
11930.95) 12000PE 12200PE

17.40 -2283.75 2925.00

3.7 21.37 -
 13 Oct 2020 (Tue) 641 1758/-536 - (11920.15- (91.25-60.8 = -30.45) (216-177 = -39.00)
(0.03%) 20.74
11937.55) 11900PE 12100PE

79.20 -3442.50 6551.25

-17.1 20.78 -
 14 Oct 2020 (Wed) 3108 3210/-2909 - (11909.55- (67.75-21.85 = -45.90) (208-120.65 = -87.35)
(-0.14%) 20.2
11988.75) 11900PE 12100PE

-268.95 5313.75 -7500.00

52.4 20.32 - Day Open
 15 Oct 2020 (Thu) -2186 10841/-3450 (11950.80- (34.7-105.55 = 70.85) (200-300 = 100.00)
(0.44%) 22.08 > PDH
11681.85) 11950PE 13:10:00 12150PE 13:10:00

Expiry: 22OCT2020, Net Profit: -4926, Average Day Profit: -985

 Max N Gap N Prev
India Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L (1) N Buy 1 Lot ATM PE
VIX  Change PE
  

-14.70 -753.75 746.25

47.05 21.48 -
 16 Oct 2020 (Fri) -7 1143/-1811 - (11773.55- (115.6-105.55 = -10.05) (232.4-222.45 = -9.95)
(0.4%) 21.67
11758.85) 11750PE 11950PE

19.55 -1800.00 2441.25

116.75 22 - Day Open
 19 Oct 2020 (Mon) 641 1229/-1211 (11850.00- (90.7-66.7 = -24.00) (219-186.45 = -32.55)
(0.99%) 21.84 > PDH
11869.55) 11850PE 12050PE

10.05 -911.25 1451.25

-12.05 22.13 -
 20 Oct 2020 (Tue) 540 2358/-149 - (11882.85- (93.7-81.55 = -12.15) (240.05-220.7 = -19.35)
(-0.1%) 22.73
11892.90) 11900PE 12100PE

-33.60 6543.75 -8557.50

61.75 22.22 - Day Open
 21 Oct 2020 (Wed) -2013 3633/-8126 (11985.80- (70.65-157.9 = 87.25) (228.2-342.3 = 114.10)
(0.52%) 22.88 > PDH
11952.20) 12000PE 13:31:00 12200PE 13:31:00

-31.95 4248.75 -8334.75

-47.65 23.05 -
 22 Oct 2020 (Thu) -4086 119/-8882 - (11935.10- (57.7-114.35 = 56.65) (222.25-333.38 = 111.13)
(-0.4%) 22.65
11903.15) 11950PE 14:39:00 12150PE 14:39:00

Expiry: 29OCT2020, Net Profit: -2979, Average Day Profit: -595

e r s .
(2) h
(1) N Buy 1 Lot ATM PE ot
Max N Gap N Prev

h
India Spot N Sell 1 Lot ATM+200
it
Include Date Profit Profit/Loss Up/Down Day H/L
 
VIX 

Change

re w PE

h a
o n ot s
. D
-44.55 348.75 -1353.75
e
61.45 22.77 - Day Open
 23 Oct 2020 (Fri) -1005 194/-1796
u s (11970.40- (105.7-110.35 = 4.65) (222-240.05 = 18.05)

al
(0.52%) 21.74 > PDH

rs o n 11925.85) 11950PE 12150PE

o r pe
f 22.79 -
ly7.05
ict (0.06%)
-113.55 6495.00 -8962.50
 26 Oct 2020 (Mon) -2467
s t r
453/-5070 - (11890.90- (107-193.6 = 86.60) (239-358.5 = 119.50)

is
22.78
t
11777.35) 11900PE 12:58:00 12100PE 12:58:00

e n
d o cum
i s
94.70 -4226.25 6573.75

T h
 27 Oct 2020 (Tue) 2347 3202/-1008
39.35
(0.33%)
22.9 -
22.22
- (11789.45-
11884.15)
(103.2-46.85 = -56.35)
11800PE
(239.6-151.95 = -87.65)
12000PE

-142.40 6431.25 -9106.50

33.2 22.48 - Day Open
 28 Oct 2020 (Wed) -2675 1663/-4328 (11875.75- (92.75-178.5 = 85.75) (242.85-364.27 = 121.42)
(0.28%) 23.29 > PDH
11733.35) 11900PE 12:50:00 12100PE 12:50:00

54.20 -3588.75 4410.00

-96.3 23.83 - Day Open
 29 Oct 2020 (Thu) 821 5617/-2977 (11617.65- (48-0.15 = -47.85) (186.25-127.45 = -58.80)
(-0.82%) 24.02 < PDL
11671.85) 11600PE 11800PE

Expiry: 5NOV2020, Net Profit: 5085, Average Day Profit: 1017

Max
N Gap India N Prev Day Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  H/L  Change PE ATM+200 PE


-38.35 -165.00 -585.00

7.65 24.25 -
 30 Oct 2020 (Fri) -750 1196/-2264 - (11690.40- (181.2-179 = -2.20) (299-306.8 = 7.80)
(0.07%) 24.55
11652.05) 11700PE 11900PE

24.40 -2088.75 2688.75

54.95 25.52 -
 2 Nov 2020 (Mon) 600 1983/-1563 - (11637.50- (159.2-131.35 = (280.9-245.05 = -35.85)
(0.47%) 25.21
11661.90) -27.85) 11650PE 11850PE
 65.45 -2321.25 4537.50
65.3 24.96 - Day Open >
 3 Nov 2020 (Tue) 2216 3217/0 (11753.85- (129.05-98.1 = -30.95) (258.15-197.65 =
(0.56%) 24.23 PDH
11819.30) 11750PE -60.50) 11950PE

45.25 -4803.75 5891.25

-30.15 23.29 -
 4 Nov 2020 (Wed) 1087 1646/-3367 - (11861.10- (116.5-52.45 = -64.05) (238.95-160.4 = -78.55)
(-0.26%) 23.27
11906.35) 11850PE 12050PE

67.40 -3495.00 5426.25

153.9 21.85 - Day Open >
 5 Nov 2020 (Thu) 1931 2182/-554 (12053.25- (46.7-0.1 = -46.60) (203.65-131.3 = -72.35)
(1.29%) 20.94 PDH
12120.65) 12050PE 12250PE

Expiry: 12NOV2020, Net Profit: 5799, Average Day Profit: 1159

Max N Gap N Prev

India Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L
VIX  Change PE PE
  

117.30 -3401.25 6656.25

36.35 20.44 - Day Open
 6 Nov 2020 (Fri) 3255 3596/0 (12152.20- (123.35-78 = -45.35) (254.5-165.75 = -88.75)
(0.3%) 20.49 > PDH
12269.50) 12150PE 12350PE

55.10 -2666.25 3870.00

135.85 20.62 - Day Open
 9 Nov 2020 (Mon) 1203 1327/-866 (12410.35- (98.85-63.3 = -35.55) (225.55-173.95 = -51.60)
(1.11%) 20.12 > PDH
12465.45) 12400PE 12600PE

e r s .
95.35 20.53 - Day Open
117.40 -4106.25

h o th 7860.00

it
 10 Nov 2020 (Tue) 3753 3978/-776 (12516.00- (86.25-31.5 = -54.75) (217.2-112.4 = -104.80)
(0.77%) 21.5 > PDH
12633.40)
r e w
12500PE 12700PE

h a
54.25 n
o ot s
. D
-3633.75 5310.00
e
49.5 21.81 - Day Open
 11 Nov 2020 (Wed) 1676 2167/-2711
u s (12699.70- (81.1-32.65 = -48.45) (227.1-156.3 = -70.80)

al
(0.39%) 22.03 > PDH

rs o n 12753.95) 12700PE 12900PE

or pe
f
ly-47
ict (-0.37%)
-25.95 2523.75 -6612.75
21.44 -
 12 Nov 2020 (Thu) -4089
s t r
412/-9114 - (12723.25- (37.15-70.8 = 33.65) (176.35-264.52 = 88.17)

is
20.56
t
12697.30) 12700PE 13:41:00 12900PE 13:41:00

e n
d o cum
T h i s Expiry: 19NOV2020, Net Profit: 1247, Average Day Profit: 311

Max N Gap N Prev

India Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L
VIX  Change PE PE
  

79.10 -4162.50 6330.00

-31.1 20.18 -
 13 Nov 2020 (Fri) 2167 2786/-603 - (12635.20- (122.95-67.45 = (252.85-168.45 = -84.40)
(-0.25%) 19.71
12714.30) -55.50) 12650PE 12850PE

-4.10 -1248.75 828.75

152.25 19.7 - Day Open
 17 Nov 2020 (Tue) -420 303/-2568 (12874.10- (70.4-53.75 = -16.65) (199.05-188 = -11.05)
(1.19%) 19.72 > PDH
12870.00) 12850PE 13050PE

47.70 -2670.00 4076.25

-14.1 19.4 -
 18 Nov 2020 (Wed) 1406 1530/-2201 - (12893.40- (63-27.4 = -35.60) (211.75-157.4 = -54.35)
(-0.11%) 19.14
12941.10) 12900PE 13100PE

-126.20 6112.50 -8019.00

-98.75 19.22 -
 19 Nov 2020 (Thu) -1906 3337/-6001 - (12889.70- (38-119.5 = 81.50) (213.85-320.77 = 106.92)
(-0.76%) 19.52
12763.50) 12900PE 14:28:00 13100PE 14:28:00

Expiry: 26NOV2020, Net Profit: 3549, Average Day Profit: 709

 Max N Gap N Prev
India Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L (1) N Buy 1 Lot ATM PE
VIX  Change PE
  

14.75 -1897.50 2557.50

41.7 19.2 -
 20 Nov 2020 (Fri) 660 1481/-3131 - (12846.65- (115.05-89.75 = -25.30) (243.1-209 = -34.10)
(0.33%) 19.63
12861.40) 12850PE 13050PE

-3.30 15.00 -360.00

101.25 20.22 - Day Open
 23 Nov 2020 (Mon) -345 1184/-3052 (12926.60- (96.55-96.75 = 0.20) (229.45-234.25 = 4.80)
(0.79%) 20.82 > PDH
12923.30) 12950PE 13150PE

52.95 -2666.25 4391.25

76.15 20.19 - Day Open
 24 Nov 2020 (Tue) 1725 2204/0 (13008.45- (84.5-48.95 = -35.55) (218.6-160.05 = -58.55)
(0.59%) 20.9 > PDH
13061.40) 13000PE 13200PE

-261.80 4158.75 -6864.75

74.85 21.28 - Day Open
 25 Nov 2020 (Wed) -2706 8480/-4633 (13124.00- (55.25-110.7 = 55.45) (183.05-274.58 = 91.53)
(0.57%) 23.1 > PDH
12862.20) 13100PE 10:43:00 13300PE 10:43:00

121.20 -4773.75 8988.75

48.05 20.11 -
 26 Nov 2020 (Thu) 4215 4897/-2276 - (12877.00- (63.8-0.15 = -63.65) (231.35-111.5 = -119.85)
(0.37%) 20.31
12998.20) 12900PE 13100PE

Expiry: 3DEC2020, Net Profit: -4044, Average Day Profit: -1011

e r s .
(2)th
o
Max N Gap N Prev

h
India Spot (1) N Buy 1 Lot ATM N Sell 1 Lot ATM+200
it
Include Date Profit Profit/Loss Up/Down Day H/L
 
VIX 

Change PE

re w PE

s h a
n o t
. D o
-36.45 3.75 -517.50

se
25.05 19.42 -

u
 27 Nov 2020 (Fri) -513 1151/-1620 - (13008.50- (111.45-111.5 = 0.05) (232.45-239.35 = 6.90)

al
(0.19%) 19.83

rs o n 12972.05) 13000PE 13200PE

o r pe
y f 19.89 -
l93.25
ict (0.72%)
Day Open
120.45 -5313.75 8771.25
 1 Dec 2020 (Tue) 3457
s t r
4301/-82 (12981.25- (117.8-46.95 = -70.85) (252.65-135.7 = -116.95)

is
20.13 > PDH
t
13101.70) 13000PE 13200PE

e n
d o cum
i s
21.25 4447.50 -7944.00

T h
 2 Dec 2020 (Wed) -3496 843/-10711
12.35
(0.09%)
20.31 -
20.24
- (13095.15-
13116.40)
(79.1-138.4 = 59.30)
13100PE 14:08:00
(211.85-317.77 = 105.92)
13300PE 14:08:00

-43.05 -1590.00 -1901.25

101.55 18.63 - Day Open
 3 Dec 2020 (Thu) -3491 506/-3892 (13173.60- (37.45-16.25 = -21.20) (190.15-215.5 = 25.35)
(0.77%) 18.98 > PDH
13130.55) 13150PE 13350PE

Expiry: 10DEC2020, Net Profit: 4143, Average Day Profit: 828

Max
N Gap India N Prev Day (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss Spot Change
Up/Down  VIX  H/L  PE ATM+200 PE


75.60 -4278.75 6108.75

43.5 18.3 -
 4 Dec 2020 (Fri) 1830 1886/-513 - (13181.75- (121.75-64.7 = (250.55-169.1 =
(0.33%) 18
13257.35) -57.05) 13200PE -81.45) 13400PE

74.50 -3836.25 6112.50

6.3 17.91 -
 7 Dec 2020 (Mon) 2276 2628/-468 - (13279.40- (113.35-62.2 = (256.9-175.4 = -81.50)
(0.05%) 18.03
13353.90) -51.15) 13300PE 13500PE

3.65 -1743.75 1338.75

38.1 18.4 - Day Open >
 8 Dec 2020 (Tue) -405 1380/-1687 (13385.35- (98.15-74.9 = -23.25) (238.65-220.8 =
(0.29%) 18.57 PDH
13389.00) 13400PE -17.85) 13600PE
 59.80 -3330.00 6262.50
65.15 18.18 - Day Open >
 9 Dec 2020 (Wed) 2932 3948/-311 (13470.50- (66.85-22.45 = (211.1-127.6 = -83.50)
(0.49%) 18.78 PDH
13530.30) -44.40) 13450PE 13650PE

6.20 -2670.00 180.00

-40.6 18.44 -
 10 Dec 2020 (Thu) -2490 0/-2756 - (13476.95- (54-18.4 = -35.60) (221-218.6 = -2.40)
(-0.3%) 18.75
13483.15) 13500PE 13700PE

Expiry: 17DEC2020, Net Profit: 1425, Average Day Profit: 285

Max
N Gap India N Prev Day (1) N Buy 1 Lot ATM (2) N Sell 1 Lot
Include Date Profit Profit/Loss Spot Change
Up/Down  VIX  H/L  PE ATM+200 PE


-21.70 558.75 -1305.00

18.98 - Day Open >
 11 Dec 2020 (Fri) -746 1008/-2988 34 (0.25%) (13538.90- (120.35-127.8 = (250.2-267.6 = 17.40)
18.8 PDH
13517.20) 7.45) 13550PE 13750PE

-27.95 723.75 -1537.50

57.6 19.38 -
 14 Dec 2020 (Mon) -813 202/-2081 - (13585.05- (102.25-111.9 = 9.65) (235-255.5 = 20.50)
(0.43%) 19.38
13557.10) 13600PE 13800PE

51.60 -3300.00 5055.00

-10.95 19.47 -
 15 Dec 2020 (Tue) 1755 2351/-1451 - (13513.95- (88-44 = -44.00) (217.75-150.35 =
(-0.08%) 19.36
13565.55) 13500PE -67.40) 13700PE

e r s .
29.60 -2358.75
o h
t(212.2-175.95
2718.75

h
95.25 19.08 - Day Open >
 16 Dec 2020 (Wed) 360 922/-1590
(0.7%) 19.17 PDH
(13650.95-
i t
(69.25-37.8 = -31.45)
w
= -36.25)

re
13680.55) 13650PE 13850PE

h a
o n ot s
D
se. (13693.25-
47.80 -3693.75 4563.75
30.85 19.07 - Day Open >

u
 17 Dec 2020 (Thu) 870 3018/-457 (49.35-0.1 = -49.25) (218.1-157.25 = -60.85)

al
(0.23%) 19.14 PDH

rs o n 13741.05) 13700PE 13900PE

or pe
r ict ly f
is s t
Expiry: 24DEC2020, Net Profit: 984, Average Day Profit: 196

e n t Max
cumProfit Profit/Loss
N Gap India N Prev

s do
Spot (2) N Sell 1 Lot ATM+200

Thi
Include Date Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   

19.10 -1852.50 1841.25

23.7 19.11 -
 18 Dec 2020 (Fri) -11 547/-1841 - (13747.65- (113.1-88.4 = -24.70) (235.75-211.2 = -24.55)
(0.17%) 18.61
13766.75) 13750PE 13950PE

-348.85 6225.00 -8827.50

-18.65 19.3 -
 21 Dec 2020 (Mon) -2602 26407/-3525 - (13685.80- (103.3-186.3 = 83.00) (235.4-353.1 = 117.70)
(-0.14%) 23.46
13336.95) 13700PE 14:18:00 13900PE 14:18:00

77.70 6596.25 -8937.75

45.25 22.79 -
 22 Dec 2020 (Tue) -2341 813/-14090 - (13399.95- (117.95-205.9 = 87.95) (238.35-357.52 = 119.17)
(0.34%) 21.96
13477.65) 13400PE 09:39:00 13600PE 09:39:00

118.40 -5253.75 9135.00

7.2 21.86 -
 23 Dec 2020 (Wed) 3881 4087/-652 - (13486.45- (87.15-17.1 = -70.05) (230-108.2 = -121.80)
(0.05%) 20.42
13604.85) 13500PE 13700PE

59.40 -3678.75 5737.50

71.05 20.25 - Day Open
 24 Dec 2020 (Thu) 2058 3652/-701 (13686.70- (49.2-0.15 = -49.05) (226.55-150.05 = -76.50)
(0.52%) 19.96 > PDH
13746.10) 13700PE 13900PE

Expiry: 31DEC2020, Net Profit: 675, Average Day Profit: 168

 Max
N Gap India N Prev Day (1) N Buy 1 Lot (2) N Sell 1 Lot
Include Date Profit Profit/Loss Spot Change
Up/Down  VIX  H/L  ATM PE ATM+200 PE


20.10 -2040.00 2955.00

65.9 20.83 - Day Open >
 28 Dec 2020 (Mon) 915 1376/-716 (13848.10- (99.5-72.3 = -27.20) (226.8-187.4 = -39.40)
(0.48%) 20.42 PDH
13868.20) 13850PE 14050PE

-14.15 187.50 -660.00

37.15 20.42 - Day Open >
 29 Dec 2020 (Tue) -472 1162/-1694 (13948.50- (79.3-81.8 = 2.50) (214-222.8 = 8.80)
(0.27%) 20.81 PDH
13934.35) 13950PE 14150PE

69.15 -3510.00 4740.00

48.3 21.52 - Day Open >
 30 Dec 2020 (Wed) 1230 1477/-2040 (13911.10- (70.3-23.5 = -46.80) (193.35-130.15 =
(0.35%) 21.13 PDH
13980.25) 13900PE -63.20) 14100PE

12.90 -2936.25 1938.75

-11.95 21.3 -
 31 Dec 2020 (Thu) -997 2460/-1826 - (13966.25- (39.3-0.15 = -39.15) (192.85-167 = -25.85)
(-0.09%) 21.11
13979.15) 13950PE 14150PE

Expiry: 7JAN2021, Net Profit: -2716, Average Day Profit: -543

Max N Gap India N Prev

Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   

e r s .
14.35 21.14 -
2.95 -2115.00

h o th 2253.75

it
 1 Jan 2021 (Fri) 138 596/-254 - (14010.80- (121.95-93.75 = -28.20) (237.25-207.2 = -30.05)
(0.1%) 19.52
14013.75)
r e w
14000PE 14200PE

h a
o n ot s
. D
37.05 6506.25 -8362.50
e
85.85 20.01 - Day Open
 4 Jan 2021 (Mon) -1856 498/-10158
u s (14092.55- (92.05-178.8 = 86.75) (223-334.5 = 111.50)

al
(0.61%) 20.05 > PDH

rs o n 14129.60) 14100PE 11:05:00 14300PE 11:05:00

o r pe
y f 20.62 -
l-57.75
ict (-0.41%)
100.55 -3247.50 6307.50
 5 Jan 2021 (Tue) 3060
s t r
3277/-1200 - (14107.90- (87.8-44.5 = -43.30) (216.9-132.8 = -84.10)

is
20.5
t
14208.45) 14100PE 14300PE

e n
d o cum
i s
-86.15 6941.25 -9016.50

T h
 6 Jan 2021 (Wed) -2075 272/-8214
41.45
(0.29%)
20.8 -
20.97
Day Open
> PDH
(14234.60-
14148.45)
(87.55-180.1 = 92.55)
14250PE 14:10:00
(240.45-360.67 = 120.22)
14450PE 14:10:00

-99.05 4653.75 -6637.50

107.5 20.53 - Day Open
 7 Jan 2021 (Thu) -1983 157/-2501 (14230.30- (48.95-111 = 62.05) (223-311.5 = 88.50)
(0.76%) 20.73 > PDH
14131.25) 14250PE 14450PE

Expiry: 14JAN2021, Net Profit: 4788, Average Day Profit: 957

Max N Gap N Prev

India Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L
VIX  Change PE PE
  

117.70 -3311.25 5850.00

121.05 20.29 - Day Open
 8 Jan 2021 (Fri) 2538 2775/-438 (14234.15- (121.95-77.8 = -44.15) (246-168 = -78.00)
(0.86%) 20.7 > PDH
14351.85) 14250PE 14450PE

59.30 -2512.50 3802.50

126.8 21.47 - Day Open
 11 Jan 2021 (Mon) 1290 1601/-423 (14425.40- (127.05-93.55 = -33.50) (262.9-212.2 = -50.70)
(0.88%) 22.35 > PDH
14484.70) 14450PE 14650PE

98.70 -4001.25 7031.25

-10.95 22.87 -
 12 Jan 2021 (Tue) 3030 4140/-93 - (14462.25- (95-41.65 = -53.35) (221.4-127.65 = -93.75)
(-0.08%) 22.83
14560.95) 14450PE 14650PE
 -61.20 7327.50 -9540.00
76.35 23.23 - Day Open
 13 Jan 2021 (Wed) -2212 1635/-10376 (14626.75- (95.5-193.2 = 97.70) (254.4-381.6 = 127.20)
(0.52%) 23.31 > PDH
14565.55) 14650PE 14:03:00 14850PE 14:03:00

57.60 -3363.75 3506.25

-14.8 23.51 -
 14 Jan 2021 (Thu) 142 1848/-1946 - (14536.45- (45-0.15 = -44.85) (205-158.25 = -46.75)
(-0.1%) 23.07
14594.05) 14550PE 14750PE

Expiry: 21JAN2021, Net Profit: -1467, Average Day Profit: -293

Max N Gap India N Prev

Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   

-162.85 7301.25 -9288.75

-1.25 23.44 -
 15 Jan 2021 (Fri) -1987 3029/-7383 - (14604.75- (134.75-232.1 = 97.35) (247.7-371.55 = 123.85)
(-0.01%) 23.93
14441.90) 14600PE 11:23:00 14800PE 11:23:00

-152.95 6202.50 -8908.50

19.6 24.87 -
 18 Jan 2021 (Mon) -2706 157/-10663 - (14421.25- (128.9-211.6 = 82.70) (237.55-356.33 = 118.78)
(0.14%) 24.35
14268.30) 14400PE 10:36:00 14600PE 10:36:00

109.25 -5805.00 9731.25

90.35 23.71 -
 19 Jan 2021 (Tue) 3926 4327/-851 - (14410.00- (105.4-28 = -77.40) (230.3-100.55 = -129.75)
(0.63%) 22.88
14519.25) 14400PE 14600PE

e r s .
17.15 23.01 -
69.40 -3723.75

h o th 6438.75

it
 20 Jan 2021 (Wed) 2715 3813/-566 - (14564.70- (68.65-19 = -49.65) (207.7-121.85 = -85.85)
(0.12%) 21.54
14634.10)
r e w
14550PE 14750PE

h a
o n ot s
. D
-105.45 5475.00 -8889.75
e
86.25 21.3 - Day Open
 21 Jan 2021 (Thu) -3414 3129/-2058
u s (14727.40- (54.8-127.8 = 73.00) (237.05-355.58 = 118.53)

al
(0.59%) 22.06 > PDH

rs o n 14621.95) 14750PE 15:06:00 14950PE 15:06:00

or pe
r ict ly f
is s t
Expiry: 28JAN2021, Net Profit: -11985, Average Day Profit: -2996

e n t Max
cumProfit Profit/Loss
N Gap India N Prev

s do
Spot (2) N Sell 1 Lot ATM+200

Thi
Include Date Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   

-200.90 7556.25 -10052.25

-6.95 22.41 -
 22 Jan 2021 (Fri) -2496 993/-6785 - (14582.65- (148.85-249.6 = 100.75) (268.05-402.08 = 134.03)
(-0.05%) 22.41
14381.75) 14600PE 12:59:00 14800PE 12:59:00

-215.65 7038.75 -9097.50

105.9 23.01 -
 25 Jan 2021 (Mon) -2058 705/-9603 - (14448.25- (121.75-215.6 = 93.85) (242.6-363.9 = 121.30)
(0.74%) 23.33
14232.60) 14450PE 09:46:00 14650PE 09:46:00

-200.15 3067.50 -7477.50

-0.95 23.96 -
 27 Jan 2021 (Wed) -4410 3363/-4695 - (14172.70- (83.1-124 = 40.90) (199.4-299.1 = 99.70)
(-0.01%) 24.4
13972.55) 14150PE 13:31:00 14350PE 13:31:00

-7.40 5328.75 -8349.75

-157.1 24.86 - Day Open
 28 Jan 2021 (Thu) -3021 2152/-11758 (13831.65- (68.25-139.3 = 71.05) (222.65-333.98 = 111.33)
(-1.12%) 24.25 < PDL
13824.25) 13850PE 13:05:00 14050PE 13:05:00

Expiry: 4FEB2021, Net Profit: 18946, Average Day Profit: 3789

Max N Gap India N Prev

Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down VIX Day H/L
Change PE PE
   
 -319.45 9405.00 -12126.00
129.05 23.82 - Day Open
 29 Jan 2021 (Fri) -2721 2304/-11109 (13932.85- (219.6-345 = 125.40) (323.35-485.03 = 161.68)
(0.93%) 25.42 > PDH
13613.40) 13950PE 13:40:00 14150PE 13:40:00

542.80 -15993.75 24037.50

124 25.9 -
 1 Feb 2021 (Mon) 8043 8201/-682 - (13737.95- (227-13.75 = -213.25) (348.35-27.85 = -320.50)
(0.91%) 23.31
14280.75) 13750PE 13950PE

88.85 -4642.50 6697.50

199.9 23.05 - Day Open
 2 Feb 2021 (Tue) 2055 3671/-978 (14563.00- (120.2-58.3 = -61.90) (245.25-155.95 = -89.30)
(1.4%) 23.36 > PDH
14651.85) 14550PE 14750PE

187.75 -6412.50 11366.25

107.05 23.59 - Day Open
 3 Feb 2021 (Wed) 4953 6783/-251 (14599.75- (105.9-20.4 = -85.50) (228.35-76.8 = -151.55)
(0.73%) 23.44 > PDH
14787.50) 14600PE 14800PE

122.50 -3832.50 10447.50

-0.9 23.51 -
 4 Feb 2021 (Thu) 6615 7792/-2231 - (14770.20- (51.2-0.1 = -51.10) (194.8-55.5 = -139.30)
(-0.01%) 23.11
14892.70) 14750PE 14950PE

Expiry: 11FEB2021, Net Profit: -1331, Average Day Profit: -266

Max N Gap N Prev

India Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L (1) N Buy 1 Lot ATM PE
VIX  Change PE
  

e r s .
-48.10 131.25
o h
t(308.5-317.5
-675.00

h
56.95 23.28 - Day Open
 5 Feb 2021 (Fri) -543 757/-1893
(0.38%) 23.37 > PDH
(14987.40-
i t
(184.65-186.4 = 1.75)
w
= 9.00)

re
14939.30) 15000PE 15200PE

h a
24.20 n
o ot s
. D
-3397.50 4132.50
e
140.05 24.12 - Day Open
 8 Feb 2021 (Mon) 735 1601/-273
u s (15087.30- (160-114.7 = -45.30) (286.2-231.1 = -55.10)

al
(0.94%) 23.92 > PDH

rs o n 15111.50) 15100PE 15300PE

o r pe
y f 23.84 -
l48.35
ict (0.32%)
Day Open
-47.15 836.25 -1905.00
 9 Feb 2021 (Tue) -1068
s t r
2497/-1950 (15169.35- (108.7-119.85 = 11.15) (228.7-254.1 = 25.40)

is
24.3 > PDH
t
15122.20) 15150PE 15350PE

e n
d o cum
i s
-30.80 6633.75 -8591.25

T h
 10 Feb 2021 (Wed) -1957 956/-9573
9.75
(0.06%)
24.24 -
23.87
- (15152.00-
15121.20)
(89.35-177.8 = 88.45)
15150PE 10:38:00
(229.1-343.65 = 114.55)
15350PE 10:38:00

79.10 -4668.75 6172.50

-33.25 24.02 -
 11 Feb 2021 (Thu) 1503 2778/-794 - (15096.75- (62.4-0.15 = -62.25) (212.8-130.5 = -82.30)
(-0.22%) 23.07
15175.85) 15100PE 15300PE

Expiry: 18FEB2021, Net Profit: -7194, Average Day Profit: -1438

Max N Gap India N Prev

Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   

-43.55 168.75 -1053.75

12.9 22.88 -
 12 Feb 2021 (Fri) -885 416/-2366 - (15218.95- (130.45-132.7 = 2.25) (245.95-260 = 14.05)
(0.09%) 21.96
15175.40) 15200PE 15400PE

18.20 -2077.50 3225.00

107 22.14 - Day Open
 15 Feb 2021 (Mon) 1147 2111/-363 (15297.10- (111.65-83.95 = -27.70) (244.5-201.5 = -43.00)
(0.71%) 21.38 > PDH
15315.30) 15300PE 15500PE

-87.15 5598.75 -8366.25

56.75 21.29 - Day Open
 16 Feb 2021 (Tue) -2767 1023/-6858 (15397.65- (93.85-168.5 = 74.65) (223.1-334.65 = 111.55)
(0.37%) 21.7 > PDH
15310.50) 15400PE 13:06:00 15600PE 13:06:00
 -54.85 772.50 -3412.50
-33.55 21.84 -
 17 Feb 2021 (Wed) -2640 1319/-2827 - (15263.10- (69.5-79.8 = 10.30) (198.2-243.7 = 45.50)
(-0.22%) 21.41
15208.25) 15250PE 15450PE

-116.70 6757.50 -8806.50

29.8 21.19 -
 18 Feb 2021 (Thu) -2049 303/-6852 - (15227.10- (64.1-154.2 = 90.10) (234.85-352.27 = 117.42)
(0.2%) 21.56
15110.40) 15250PE 12:25:00 15450PE 12:25:00

Expiry: 25FEB2021, Net Profit: -7113, Average Day Profit: -1778

Max N Gap
India N Prev Day Spot (2) N Sell 1 Lot
Include Date Profit Profit/Loss Up/Down (1) N Buy 1 Lot ATM PE
VIX  H/L  Change ATM+200 PE
 

-47.10 318.75 -1065.00

-44.15 21.71 - Day Open
 19 Feb 2021 (Fri) -746 2178/-2880 (15052.45- (144.85-149.1 = 4.25) (262.75-276.95 = 14.20)
(-0.29%) 22.1 < PDL
15005.35) 15050PE 15250PE

-306.80 6210.00 -8962.50

17.3 22.92 -
 22 Feb 2021 (Mon) -2752 5827/-3682 - (14962.65- (122.8-205.6 = 82.80) (239-358.5 = 119.50)
(0.12%) 25.57
14655.85) 14950PE 11:45:00 15150PE 11:45:00

0.80 -1743.75 1556.25

106.55 25.07 -
 23 Feb 2021 (Tue) -187 3738/-1361 - (14714.20- (107.9-84.65 = -23.25) (227.5-206.75 = -20.75)
(0.73%) 25.27
14715.00) 14700PE 14900PE

e r s .
372.05 23.21 - Day Open
-52.80 -45.00

h o th(208-253.1 = 45.10)
-3382.50
 25 Feb 2021 (Thu) -3427 899/-3952
(2.53%) 22.91 > PDH
(15146.10-
i t
(54.7-54.1 = -0.60)
w
re
15093.30) 15150PE 15350PE

h a
o n ot s
s
Expiry: 4MAR2021, Net Profit: 7644, Average D
e. Day Profit: 1528
al u
o n
rs N Prev
Max N Gap
p e
r VIX  Day H/L Change
Include Date Profit Profit/Loss
l y f
Up/Down o India Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200

t rict PE PE

s
  

n ti s
u e
m-1656 5619/-5203 -208.75 25.47 - Day Open (14840.50-
c
-334.90 9622.50 -11278.50

s d o
Thi
 26 Feb 2021 (Fri) (188.7-317 = 128.30) (300.75-451.13 = 150.38)
(-1.38%) 28.15 < PDL
14505.60) 14850PE 11:21:00 15050PE 11:21:00

80.90 -5246.25 7005.00

173.35 26.85 -
 1 Mar 2021 (Mon) 1758 2058/-753 - (14703.55- (175.05-105.1 = -69.95) (294.6-201.2 = -93.40)
(1.19%) 25.49
14784.45) 14700PE 14900PE

96.90 -5051.25 7623.75

103.75 25.06 - Day Open
 2 Mar 2021 (Tue) 2572 2767/-1762 (14851.90- (129.4-62.05 = -67.35) (254.45-152.8 = -101.65)
(0.7%) 23.46 > PDH
14948.80) 14850PE 15050PE

222.00 -5002.50 12360.00

145.3 22.52 - Day Open
 3 Mar 2021 (Wed) 7357 7507/-682 (15037.60- (81.5-14.8 = -66.70) (219.6-54.8 = -164.80)
(0.97%) 22 > PDH
15259.60) 15050PE 15250PE

21.35 -5118.75 2730.00

-218.85 22.89 -
 4 Mar 2021 (Thu) -2388 5688/-3134 - (15057.25- (68.6-0.35 = -68.25) (203.65-167.25 = -36.40)
(-1.44%) 24.32
15078.60) 15050PE 15250PE

Expiry: 10MAR2021, Net Profit: -8829, Average Day Profit: -2207

Max N Gap India N Prev

Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   
 -38.25 -1822.50 675.00
-102.8 25.45 - Day Open
 5 Mar 2021 (Fri) -1147 1380/-2126 (14986.05- (230.05-205.75 = -24.30) (337.55-328.55 = -9.00)
(-0.68%) 25.42 < PDL
14947.80) 15000PE 15200PE

-64.20 266.25 -1533.75

64.35 25.3 -
 8 Mar 2021 (Mon) -1267 1661/-2418 - (15040.85- (162.25-165.8 = 3.55) (283.7-304.15 = 20.45)
(0.43%) 24.52
14976.65) 15050PE 15250PE

32.85 5692.50 -8772.75

93.7 23.55 -
 9 Mar 2021 (Tue) -3080 877/-12507 - (15087.20- (106.2-182.1 = 75.90) (233.95-350.92 = 116.97)
(0.63%) 22.46
15120.05) 15100PE 13:19:00 15300PE 13:19:00

-16.10 -1755.00 -1578.75

103.75 21.71 - Day Open
 10 Mar 2021 (Wed) -3333 386/-3464 (15196.40- (48-24.6 = -23.40) (203.3-224.35 = 21.05)
(0.69%) 20.66 > PDH
15180.30) 15200PE 15400PE

Expiry: 18MAR2021, Net Profit: -12940, Average Day Profit: -2588

Max N Gap India N Prev

Spot (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down VIX Day H/L (1) N Buy 1 Lot ATM PE
Change PE
   

-281.40 7098.75 -9294.00

146.35 19.99 - Day Open
 12 Mar 2021 (Fri) -2195 10625/-2450 (15311.75- (140.05-234.7 = 94.65) (247.85-371.77 = 123.92)
(0.96%) 21.69 > PDH
15030.35) 15300PE 13:34:00 15500PE 13:34:00

e r s .
17.45 22.25 -
-51.90 6487.50

h o th -9341.25

it
 15 Mar 2021 (Mon) -2853 0/-11613 - (14970.05- (141.6-228.1 = 86.50) (249.1-373.65 = 124.55)
(0.12%) 21.17
14918.15)
r e w
14950PE 11:04:00 15150PE 11:04:00

h a
o n ot s
. D
-74.75 1136.25 -2523.75
e
66.6 20.95 -
 16 Mar 2021 (Tue) -1387 2174/-1638 -
u s (14978.30- (131.05-146.2 = 15.15) (260.7-294.35 = 33.65)

al
(0.45%) 20.18

rs o n 14903.55) 15000PE 15200PE

o r pe
f
ly36.1
ict
-180.15 5268.75 -8778.75
20.13 -
 17 Mar 2021 (Wed) -3510
s t r
1376/-4338 - (14896.15- (102.65-172.9 = 70.25) (234.1-351.15 = 117.05)

is
(0.24%) 20.24
t
14716.00) 14900PE 15:06:00 15100PE 15:06:00

e n
d o cum
i s
-257.80 5010.00 -8004.00

T h
 18 Mar 2021 (Thu) -2994 15294/-3481
134.2
(0.91%)
19.35 -
19.86
- (14838.65-
14580.85)
(56.7-123.5 = 66.80)
14850PE 13:12:00
(213.45-320.17 = 106.72)
15050PE 13:12:00

Expiry: 25MAR2021, Net Profit: -1617, Average Day Profit: -323

Max N Gap N Prev

India Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L
VIX  Change PE PE
  

303.30 -9468.75 13245.00

-86.7 21.27 - Day Open
 19 Mar 2021 (Fri) 3776 4271/-1053 (14423.95- (188.75-62.5 = -126.25) (286.1-109.5 = -176.60)
(-0.6%) 19.98 < PDL
14727.25) 14400PE 14600PE

65.05 -3720.00 4631.25

-7.7 20.69 -
 22 Mar 2021 (Mon) 911 1503/-1766 - (14673.35- (143.15-93.55 = -49.60) (247.05-185.3 = -61.75)
(-0.05%) 20.46
14738.40) 14650PE 14850PE

-12.75 -2891.25 1897.50

32.15 21.29 - Day Open
 23 Mar 2021 (Tue) -993 1331/-2651 (14807.15- (130.2-91.65 = -38.55) (238-212.7 = -25.30)
(0.22%) 20.76 > PDH
14794.40) 14800PE 15000PE

-178.30 5010.00 -7368.75

-102.3 20.87 -
 24 Mar 2021 (Wed) -2358 536/-6922 - (14722.70- (81.9-148.7 = 66.80) (196.5-294.75 = 98.25)
(-0.69%) 22.4
14544.40) 14700PE 10:20:00 14900PE 10:20:00
 -182.30 5332.50 -8285.25
21.5 22.72 -
 25 Mar 2021 (Thu) -2952 4625/-11911 - (14482.25- (70.4-141.5 = 71.10) (220.95-331.42 = 110.47)
(0.15%) 22.73
14299.95) 14500PE 11:11:00 14700PE 11:11:00

Expiry: 1APR2021, Net Profit: -1137, Average Day Profit: -284

Max N Gap N Prev

India Spot (1) N Buy 1 Lot ATM (2) N Sell 1 Lot ATM+200
Include Date Profit Profit/Loss Up/Down Day H/L
VIX  Change PE PE
  

39.50 -4440.00 4852.50

181.4 22.57 -
 26 Mar 2021 (Fri) 412 1953/-896 - (14462.85- (165.7-106.5 = -59.20) (266-201.3 = -64.70)
(1.27%) 20.55
14502.35) 14450PE 14650PE

208.35 -5100.00 9150.00

121.2 20.44 - Day Open
 30 Mar 2021 (Tue) 4050 4702/-179 (14638.25- (112.55-44.55 = -68.00) (230-108 = -122.00)
(0.84%) 20.5 > PDH
14846.60) 14650PE 14850PE

-55.15 1031.25 -3791.25

-33.25 20.72 -
 31 Mar 2021 (Wed) -2760 502/-3165 - (14743.10- (90.05-103.8 = 13.75) (209.5-260.05 = 50.55)
(-0.22%) 20.65
14687.95) 14750PE 14950PE

62.20 4597.50 -7437.75

107.7 20.15 -
 1 Apr 2021 (Thu) -2840 168/-11127 - (14809.90- (49.3-110.6 = 61.30) (198.35-297.52 = 99.17)
(0.73%) 19.97
14872.10) 14800PE 10:56:00 15000PE 10:56:00

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