Strategy Name Short Straddle

Number of option legs 2

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

Calculations
Market Expiry CE_IV PR 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
 0
r Breakeven 7435
r Breakeven 7765
165
7600
Unlimited

PE_IV PR PE_Payof Strategy Payof

1100 88 -1012 -935
1000 88 -912 -835
900 88 -812 -735 Short Straddle
800 88 -712 -635
200
700 88 -612 -535
600 88 -512 -435
0
500 88 -412 -335

6500
6600
6700

7300
7400
7500
7600
6800
6900
7000
7100
7200
400 88 -312 -235 -200
300 88 -212 -135
200 88 -112 -35 -400
100 88 -12 65
0 88 88 165 -600
0 88 88 65
0 88 88 -35 -800
0 88 88 -135
0 88 88 -235 -1000
0 88 88 -335
0 88 88 -435
0 88 88 -535
0 88 88 -635
0 88 88 -735
6900
7000
7100
7200
7300
7400

77
7500

Short Straddle
7600
7700
7800
7900
8000
8100
8200
8300
8400
8500