Current New

Exposur
e at 2%
for
Risk @ 3 SOM at 5% index
Buy Sigma for for index Current Propose and MARGI
Premi index and and 7.5% SPAN d risk 3.5% for Proposed N
um(if 3.5 Sigma for stock +Exposur @6 stocks SPAN+Ex BENEFI
TYPE/STRATEGY SIDE Type any) for Stock options Exposure e Sigma F&O posure T
Naked Future Buy
Nifty Fut Buy 12080 64106.0 45300.0 40081.4 104187.4 84258.0 18120.0 102378.0 -1.74%

SBIN Fut Buy 322.6 104220.0 72585.0 68423.5 172643.5 137427.6 33873.0 171300.6 -0.78%

Futures with Protection(OTM)

Nifty Fut 12080 24615.8 45300.0 40081.4 85381.4 49231.5 18120.0 67351.5 -21.12%
Put Buy 11700 PE 3653 45300.0

SBIN Fut Buy 322.6 54840.0 72585.0 68423.5 123263.5 94011.4 33873.0 127884.4 3.75%
Put Buy 310 PE

Futures with Protection(ATM)

Nifty Fut Buy 12080 10188.0 45300.0 40081.4 85381.4 20376.0 18120.0 38496.0 -54.91%
Put Buy 12000 PE 16800

SBIN Fut Buy 322.6 29790.0 72585.0 68423.5 141008.5 51068.6 33873.0 84941.6 -39.76%
Put Buy 320 PE

Naked Call Sell(ATM)

Nifty Call Sell 12000 CE 8854 60250 45300.0 40081.4 91477.7 84258.0 18120.0 93524.3 2.24%

SBIN Call Sell 330 CE 85200.0 74250.0 68423.5 142673.5 137427.6 34650.0 172077.6 20.61%

Bear Call spread

NIFTY Call Sell 12000 CE 8854 7860.75 45300.0 40081.4 85381.4 15721.5 18120.0 33841.5 -60.36%
Call Buy 12200 CE 2078

Iron Condor
Nifty Call Sell 12200 CE 5109 5844.0 90600.0 80162.9 170762.9 11688.0 36240.0 44321.6 -74.04%
Call Buy 12300 CE 3066
Put Sell 11800 PE 6780
Put Buy 11700 PE 5217