Monday 8 December 2014

DLF OPTION STRAP STRATEGY

BUY 2 LOTS DLF 180 CALL @ 2.4
BUY  1 LOT 150 PUT @ 2.7
BUY  ONE  LOT DLF 150 PUT @2.7
BUY TWO LOTS  DLF 180 CALL @2.4
COST =5.1
TOTAL RISK  = 15600
RETURN = UNLIMITED
UPPER BREAK GIVEN POINT=185.1
LOWER BREAK GIVEN POINT=144.9

 For Pay off table click on read more:

Strike Price
Call Option Price
Strike Price
Call Option Price
Closing price
Return from call
return from put
payoff
180
2.4
150
2.7
100
0
100000
84400
180
2.4
150
2.7
110
0
80000
64400
180
2.4
150
2.7
120
0
60000
44400
180
2.4
150
2.7
130
0
40000
24400
180
2.4
150
2.7
140
0
20000
4400
180
2.4
150
2.7
150
0
0
-15600
180
2.4
150
2.7
160
0
0
-15600
180
2.4
150
2.7
170
0
0
-15600
180
2.4
150
2.7
180
0
0
-15600
180
2.4
150
2.7
190
40000
0
24400
180
2.4
150
2.7
200
80000
0
64400
180
2.4
150
2.7
210
120000
0
104400
180
2.4
150
2.7
220
160000
0
144400
180
2.4
150
2.7
230
200000
0
184400
180
2.4
150
2.7
240
240000
0
224400
180
2.4
150
2.7
250
280000
0
264400
180
2.4
150
2.7
260
320000
0
304400
180
2.4
150
2.7
270
360000
0
344400
180
2.4
150
2.7
280
400000
0
384400
BUY  ONE  LOT DLF 150 PUT @2.7
BUY TWO LOTS  DLF 180 CALL @2.4
COST =5.1
TOTAL RISK  = 15600
RETURN = UNLIMITED
UPPER BREAK GIVEN POINT=185.1
LOWER BREAK GIVEN POINT=144.9

 For Pay off table click on read more:



Strike Price
Call Option Price
Strike Price
Call Option Price
Closing price
Return from call
return from put
gross return
payoff
180
2.4
150
2.7
100
0
100000
100000
84400
180
2.4
150
2.7
110
0
80000
80000
64400
180
2.4
150
2.7
120
0
60000
60000
44400
180
2.4
150
2.7
130
0
40000
40000
24400
180
2.4
150
2.7
140
0
20000
20000
4400
180
2.4
150
2.7
150
0
0
0
-15600
180
2.4
150
2.7
160
0
0
0
-15600
180
2.4
150
2.7
170
0
0
0
-15600
180
2.4
150
2.7
180
0
0
0
-15600
180
2.4
150
2.7
190
40000
0
40000
24400
180
2.4
150
2.7
200
80000
0
80000
64400
180
2.4
150
2.7
210
120000
0
120000
104400
180
2.4
150
2.7
220
160000
0
160000
144400
180
2.4
150
2.7
230
200000
0
200000
184400
180
2.4
150
2.7
240
240000
0
240000
224400
180
2.4
150
2.7
250
280000
0
280000
264400
180
2.4
150
2.7
260
320000
0
320000
304400
180
2.4
150
2.7
270
360000
0
360000
344400
180
2.4
150
2.7
280
400000
0
400000
384400
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2 comments:

  1. Unknown23 December 2014 at 09:41

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  2. Unknown26 December 2014 at 09:33

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