Strategy Name Long Straddle

Number of option legs 2

Direction Market Neutral
Long Straddle
Particular Value
Underlying Nifty Details
Spot Price 7589 Spread
ATM , CE , Buy 7600 Lower Breakeven
ATM, PE, Buy 7600 Upper Breakeven
CE Premium 77 Max Loss
PE Premium 88 Max Loss level
Net debit 165 Max Profit

Calculations
Market Expiry CE_IV PP CE Payof
6500 0 -77 -77
6600 0 -77 -77
6700 0 -77 -77
6800 0 -77 -77
6900 0 -77 -77
7000 0 -77 -77
7100 0 -77 -77
7200 0 -77 -77
7300 0 -77 -77
7400 0 -77 -77
7500 0 -77 -77
7600 0 -77 -77
7700 100 -77 23
7800 200 -77 123
7900 300 -77 223
8000 400 -77 323
8100 500 -77 423
8200 600 -77 523
8300 700 -77 623
8400 800 -77 723
8500 900 -77 823
8600 1000 -77 923
8700 1100 -77 1023
 0
r Breakeven 7435
r Breakeven 7765
165
7600 165
Unlimited

PE_IV PP PE_Payof Strategy Payof

1100 -88 1012 935
1000 -88 912 835
900 -88 812 735
Long St
800 -88 712 635
1200
700 -88 612 535
600 -88 512 435
1000
500 -88 412 335
400 -88 312 235 800
300 -88 212 135
200 -88 112 35 600
100 -88 12 -65
0 -88 -88 -165 400
0 -88 -88 -65
200
0 -88 -88 35
0 -88 -88 135
0
0 -88 -88 235
6800
6900
7000
7100
7200
7300
7400
7500
6500
6600
6700

0 -88 -88 335 -200

0 -88 -88 435
0 -88 -88 535 -400
0 -88 -88 635
0 -88 -88 735
0 -88 -88 835
0 -88 -88 935
6900
7000
7100
7200
7300
7400
7500
7600

Long Straddle
7700
7800
7900
8000
8100
8200
8300
8400
8500
8600
8700