Date Stock Straddle Rate 1 day before result Underlying Rate before result date Straddle Rate on result

Straddle Rate on result date Underlying Rate on Result day Straddle Rate 1 day after result Underlying Rate 1 day after result Change in Straddle IV on 1 day before result IV on result date IV on 1 day after result Fall In IV Average IV Lot Size
Premium short before Premium
result Short on result
Premium
day Short after result dayP/L Capital required ROI %
2019-10-15 ACC 105 1469.35 96 1498 73.5 1521 31.5 40.8 39.8 29.8 -11 25 400 42000 38400 29400 12600 200000 6.3
2019-11-12 Adani Enterprise 22.1 210.85 Holiday Holiday 16.75 198.2 5.35 56.15 55.35 54.11 -2.04 4000 88400 #VALUE! 67000 21400 200000 10.7
2019-11-11 Adani Ports 31.3 386.1 27.1 387.9 32.6 370.8 -1.3 40.2 38.7 35.7 -4.5 31 2500 78250 67750 81500 -3250 200000 -1.625
2019-10-18 Ambuja Cement 12.6 206.9 12.6 207.65 9.2 195.9 3.4 33.5 37 36.8 3.3 29 2500 31500 31500 23000 8500 200000 4.25
2019-11-14 Apollo Hospital 103.2 1388.65 88.8 1419.1 76.6 1397.25 26.6 45.6 39.1 38.3 -7.3 31 500 51600 44400 38300 13300 200000 6.65
2019-11-08 Ashok Leyland 32.5 76.7 34 76.55 32.5 79.2 0 59.9 61 63.1 3.2 55 8000 260000 272000 260000 0 200000 0
2019-10-22 Asian Paints 81 1816.75 78 1780.2 63 1767.4 18 29.2 34.6 27.1 -2.1 20 600 48600 46800 37800 10800 200000 5.4
2019-11-12 AuroPharma 44 437.7 Holiday Holiday 41.8 433.85 2.2 59.2 55.1 57.9 ~ 35 1000 44000 #VALUE! 41800 2200 200000 1.1
2019-10-21 Axis Bank 38 709.55 Holiday Holiday 40 712.75 -2 36 42.4 24 -12 29 1200 45600 #VALUE! 48000 -2400 200000 -1.2
2019-10-22 Bajaj Finance 314 4137.65 257 4034.15 188 4038.35 126 47.2 49.5 39.2 -8 33 250 78500 64250 47000 31500 200000 15.75
2019-10-22 Bajaj Finserv 450 8266 440 8008.85 340 8070.9 110 37.6 43 35.3 -2.3 40 125 56250 55000 42500 13750 200000 6.875
2019-11-08 BankBaroda 11.7 96.2 10.5 93.8 9.6 96.5 2.1 59.7 58.7 50.5 -9.2 44 5400 63180 56700 51840 11340 200000 5.67
2019-10-29 Bharti Airtel 30 373.1 19.65 359.9 19 367.95 11 50.3 53.1 58.6 8.3 34.3 1851 55530 36372.15 35169 20361 200000 10.1805
2019-10-23 Castrol India 9.5 134.5 7.2 134 13.3 144.6 -3.8 49.2 53.7 44.7 -4.5 35 4100 38950 29520 54530 -15580 200000 -7.79
2019-11-06 Cipla 44.2 467.8 33.4 480.85 30.8 471.85 13.4 44.6 36 33.5 -11.1 28 1150 50830 38410 35420 15410 200000 7.705
2019-11-02 Escorts 67.5 657.55 Holiday Holiday 57.2 648.6 10.3 49.5 47.4 42.9 -6.6 41 1100 74250 #VALUE! 62920 11330 200000 5.665
2019-10-16 Federal Bank 13.4 84.95 10.3 82.25 9.4 84.35 4 55.7 47.2 40.6 -15.1 39 7000 93800 72100 65800 28000 200000 14
2019-11-14 Glenmark 30 274.8 26 282.05 30 301 0 65 60 53.9 -11.1 37 1400 42000 36400 42000 0 200000 0
2019-11-14 Grasim 59.4 739.55 48.1 733.95 45.8 755.15 13.6 49.1 41.9 40.1 -9 36 750 44550 36075 34350 10200 200000 5.1
2019-10-23 Havells 41.6 678.2 35.6 673.15 29.7 669.9 11.9 53.6 47.9 39.3 -14.3 37 1000 41600 35600 29700 11900 200000 5.95
2019-10-23 HCL Tech 64.7 532.2 55 547.5 35 559.5 29.7 42.4 41.8 29.9 -12.5 24 1400 90580 77000 49000 41580 200000 20.79
2019-10-19 HDFC Bank 55 1229 Holiday Holiday 44 1239.3 11 29 30 28.5 -0.5 20 500 27500 #VALUE! 22000 5500 200000 2.75
2019-10-23 HeroMoto 167 2674.65 162 2712.9 103 2696 64 47.8 49 36.4 -11.4 35 200 33400 32400 20600 12800 200000 6.4
2019-11-11 Hindalco 15.4 203.8 13 200.1 12 193.15 3.4 40 38.7 35.4 -4.6 32 3500 53900 45500 42000 11900 200000 5.95
2019-10-14 HindUni 103 2004.65 96 2014.25 90 2064.4 13 27.5 28.2 23.2 -4.3 17 300 30900 28800 27000 3900 200000 1.95
2019-11-06 IBUL 69.6 225 66.4 219.4 56.2 238.35 13.4 157.3 159.1 132.2 -25.1 104 1200 83520 79680 67440 16080 200000 8.04
2019-10-22 Icici Pruli 27.7 476.75 25.1 480.05 20.9 485.2 6.8 37.4 43.3 36.5 -0.9 34 1500 41550 37650 31350 10200 200000 5.1
2019-10-10 Indusind Bank 181 1308.65 143 1228.5 132 1223.2 49 60.6 59.4 54.8 -5.8 45 400 72400 57200 52800 19600 200000 9.8
2019-10-11 Infosys 57 783.05 52 814.8 38 786.1 19 34.8 35.1 27.6 -7.2 20 1200 68400 62400 45600 22800 200000 11.4
2019-10-21 Infratel 14 261.6 Holiday Holiday 13.5 258.8 0.5 36 45 39 3 29 2000 28000 #VALUE! 27000 1000 200000 0.5
2019-10-24 ITC 10.6 251.05 10.5 249.05 6.8 250.4 3.8 35.7 37.8 29.3 -6.4 23 2400 25440 25200 16320 9120 200000 4.56
2019-11-05 Jindal Steel 19.4 137.2 17.6 134 16.5 134.7 2.9 74.6 64 61.9 -12.7 57 5000 97000 88000 82500 14500 200000 7.25
2019-10-23 JSW Steel 17.6 219.7 15.4 222.7 12.6 222.85 5 62.4 59.8 51 -11.4 40 2300 40480 35420 28980 11500 200000 5.75
2019-10-22 Jubilant Foodworks 103 1359.6 100 1428.85 153 1546.4 -50 45.7 54.1 50.1 4.4 35 500 51500 50000 76500 -25000 200000 -12.5
2019-10-21 Justdial 46 634.2 Holiday Holiday 40 625.2 6 51 50 47 -4 40 1400 64400 #VALUE! 56000 8400 200000 4.2
2019-10-22 Kotak Bank 71 1615.25 70 1628.8 53 1613.6 18 28.8 30.5 27.2 -1.6 28 400 28400 28000 21200 7200 200000 3.6
2019-10-23 L&T 79.3 1442.55 71.8 1431.8 56.3 1432.25 23 39.4 40.9 30.1 -9.3 22 375 29737.5 26925 21112.5 8625 200000 4.3125
2019-10-18 L&TFH Data Not Available Data Not Available Data Not Available #VALUE! 60.7 67 62.1 1.4 53 5600 #VALUE! #VALUE! #VALUE! #VALUE! 200000 0
2019-10-19 LIC Housing 26.7 385 Holiday Holiday 27 373.2 -0.3 45 46.3 51 6 37 1300 34710 #VALUE! 35100 -390 200000 -0.195
2019-11-06 Lupin 60 754.95 50 771.45 46 737.45 14 0 700 42000 35000 32200 9800 200000 4.9
2019-11-06 Manappuram 15 168.1 14.2 167.6 13.3 166.8 1.7 44.9 43.8 42.4 -2.5 42 6000 90000 85200 79800 10200 200000 5.1
2019-10-25 Marico - - - - - - #VALUE! 38 39.8 29.8 -8.2 24 1300 #VALUE! #VALUE! #VALUE! #VALUE! 200000 0
2019-10-24 Maruti 361 7440 277 7391 201 7422 160 42.1 35.7 28.2 -13.9 36 100 36100 27700 20100 16000 200000 8
2019-10-16 Mindtree 63.7 725.35 62 743.4 42 729.4 21.7 51.5 54.7 37.3 -14.2 34 800 50960 49600 33600 17360 200000 8.68
2019-10-23 NIIT Tech 77 1452.2 86 1468.65 81 1491.6 -4 41.7 45.1 40.5 -1.2 29 375 28875 32250 30375 -1500 200000 -0.75
2019-11-14 ONGC 9 138.2 7.7 136.2 6.7 135.55 2.3 40.6 37.6 35 -5.6 34 4100 36900 31570 27470 9430 200000 4.715
2019-10-21 PEL 162 1519.7 Holiday Holiday 205 1640.3 -43 74 71 67 -7 48 302 48924 #VALUE! 61910 -12986 200000 -6.493
2019-10-17 Pvr 119 1821.3 111 1840.9 86 1827.5 33 40.5 34.2 34 -6.5 35 400 47600 44400 34400 13200 200000 6.6
2019-10-22 RBL Bank 40 292.25 47 286.95 46 259.15 -6 97 130 106 9 60 1500 60000 70500 69000 -9000 200000 -4.5
2019-10-18 Reliance 62.6 1396.5 68 1416.35 54 1414.15 8.6 29 31 30.1 1.1 28 500 31300 34000 27000 4300 200000 2.15
2019-10-25 SBIN 38.5 262.5 20.5 281.8 19.5 280.6 19 63.7 47.8 41.1 -22.6 33 3000 115500 61500 58500 57000 200000 28.5
2019-10-19 Shree Cements Data Not Available Data Not Available Data Not Available #VALUE! 29.9 29.9 30.6 0.7 24 50 #VALUE! #VALUE! #VALUE! #VALUE! 200000 0
2019-11-19 Siemens Data not available Data not available Data not available Data not available Data not available Data not available #VALUE! 41.4 39 34.9 -6.5 31 550 #VALUE! #VALUE! #VALUE! #VALUE! 200000 0
2019-11-07 SunPharma 43.4 427.9 31.9 440.6 33.8 422.1 9.6 49.5 39.7 39.3 -10.2 34 1250 54250 39875 42250 12000 200000 6
2019-11-06 Tata Steel 41 404 38.8 404.45 32.8 403.1 8.2 50.7 49.7 43.4 -7.3 43 1500 61500 58200 49200 12300 200000 6.15
2019-10-10 TCS 142 1980.6 123 1948 100 1981.5 42 33.5 32 26 -7.5 22 250 35500 30750 25000 10500 200000 5.25
2019-11-05 TechM 62.3 769.5 53.3 773.25 46.2 771.9 16.1 38.2 34.3 29 -9.2 25 1200 74760 63960 55440 19320 200000 9.66
2019-11-05 Titan 105 1298.8 98 1283.8 154 1156.1 -49 39.9 38.6 38.9 -1 750 78750 73500 115500 -36750 200000 -18.375
2019-10-17 TvsMotors 34 411.7 46 439.8 49 456.5 -15 52.6 47.8 46.2 -6.4 40 1350 45900 62100 66150 -20250 200000 -10.125
2019-10-21 Ujjivan 24 306.75 Holiday Holiday 22.3 310.9 1.7 49.7 52 57.5 7.8 46 1700 40800 #VALUE! 37910 2890 200000 1.445
2019-10-21 Ultratech Cements 227 4295.3 Holiday Holiday 183 4249.3 44 35 37.5 32.3 -2.7 34 200 45400 #VALUE! 36600 8800 200000 4.4
2019-11-14 VEDL 13 148.4 11.6 144 12 142.1 1 54.4 47.7 45.8 -8.6 40 3500 45500 40600 42000 3500 200000 1.75
2019-10-15 Wipro 14 243.45 13.2 243.65 10 248.9 4 33.8 33.8 25.9 -7.9 21 3200 44800 42240 32000 12800 200000 6.4
2019-11-01 Yes Bank 22.4 70.4 21.8 66.6 19.9 66.15 2.5 145.8 153.7 147.9 2.1 97 8800 197120 191840 175120 22000 200000 11
2019-10-17 Zeel 47 259.65 46.8 264.45 53.3 250.2 -6.3 81 81.8 80 -1 54 1700 79900 79560 90610 -10710 200000 -5.355
 Date Stock
Underlying Rate 1 dayUnderlying
before result
Rate on Result
Underlying Rate 1 day after
Straddle
result Rate 1 day beforeStraddle
result Rate on resultStraddle
date Rate 1 day after result
Change in Straddle IV on 1 day before result IV on result date
IV on 1 day after result Fall In IV Average IV Lot Size
Premium short before
Premium
result
Short Premium
on result Short
day after result dayP/L Capital required ROI %
2019-07-18 ACC 1594 1567 1543 72.25 75.65 50.9 21.35 33.9 40.5 33.5 0.4 23 400 637600 617200 30260 8540 200000 4.27
2019-08-08 Adani Enterprise 125.6 130.9 132.4 15 14 13.3 1.7 63 54.8 47.9 15.1 44 4000 502400 529600 56000 6800 200000 3.4
2019-08-07 Adani Ports 376.9 372.2 373.9 27.6 23.1 21.65 5.95 35 32.4 29.1 5.9 25.8 2500 942250 934750 57750 14875 200000 7.4375
2019-07-25 Ambuja Cement 215.7 214 213.4 17.2 15.2 13.5 3.7 29.8 28.8 25.3 4.5 25 2500 539250 533500 38000 9250 200000 4.625
2019-08-13 Apollo Hospital 1358 1322 1360 83.8 106 82.3 1.5 32.9 42.3 37.5 -4.6 31.5 500 679000 680000 53000 750 200000 0.375
2019-07-31 Ashok Leyland 68.55 69.85 68.85 8.4 7.4 6.5 1.9 45.1 46.7 43 2.1 43 8000 548400 550800 59200 15200 200000 7.6
2019-07-24 Asian Paints 1429 1483 1495 39.5 59.25 73.2 -33.7 23.4 23.2 21.9 1.5 23 600 857400 897000 35550 -20220 200000 -10.11
2019-08-07 AuroPharma 562 554.7 598 42.2 40.05 57.6 -15.4 37.6 36.6 32.5 5.1 34 1000 562000 598000 40050 -15400 200000 -7.7
2019-07-30 Axis Bank 720.2 707.6 674.1 50.95 56.65 55.8 -4.85 30.6 28.5 28.8 1.8 27 1200 864240 808920 67980 -5820 200000 -2.91
2019-07-25 Bajaj Finserv 7065 6782 7233 651.85 591 520 131.85 35.9 33.6 27.5 8.4 25 125 883125 904125 73875 16481.25 200000 8.240625
2019-07-25 BankBaroda 110.2 109.5 112.5 12.4 13 10.7 1.7 45.4 48.6 38.2 7.2 37 5400 595080 607500 70200 9180 200000 4.59
2019-08-01 Bharti Airtel 337.6 323.9 343.5 27.65 26.2 30.4 -2.75 36.1 37.4 40.4 -4.3 35 1851 624897.6 635818.5 48496.2 -5090.25 200000 -2.545125
2019-8-9 Cadila Health 234.7 230.3 219.7 16.8 16.05 16.45 0.35 2200 516340 483340 35310 770 200000 0.385
2019-07-29 Castrol India 126.1 127.1 124.6 10 9.35 8.9 1.1 32.7 34.6 33.2 -0.5 30 4100 517010 510860 38335 4510 200000 2.255
2019-08-07 Cipla 500.1 518.3 503 36.7 32.9 26.9 9.8 35.1 31.3 26.5 8.6 23 1150 575115 578450 37835 11270 200000 5.635
2019-7-29 DrReddy 2704 2653 2560 203 206.6 220 -17 250 676000 640000 51650 -4250 200000 -2.125
2019-07-27 Escorts 473.4 Holiday 471 45.7 Holiday 42.1 3.6 43.5 40 38.7 4.8 38 1100 520740 518100 #VALUE! 3960 200000 1.98
2019-07-16 Federal Bank 106.7 107.2 103.1 6.65 4.55 4.55 2.1 48.7 39.7 36.9 11.8 32 7000 746900 721700 31850 14700 200000 7.35
2019-08-13 Glenmark 426.2 415.6 384.2 29.9 33.9 41.4 -11.5 37.8 46.3 43.3 -5.5 35 1400 596680 537880 47460 -16100 200000 -8.05
2019-08-14 Grasim 709.6 734.5 752.2 51.1 50.05 36.95 14.15 42.9 39 36 6.9 28 750 532200 564150 37537.5 10612.5 200000 5.30625
2019-07-27 Havells 698.2 Holiday 665.3 54 Holiday 50 4 32.3 31.3 27.7 4.6 26 1000 698200 665300 #VALUE! 4000 200000 2
2019-08-07 HCL Tech 512.1 511.3 544.1 70.9 62.65 99.35 -28.45 32.4 30.1 26.4 6 23 1400 716940 761740 87710 -39830 200000 -19.915
2019-07-20 HDFC Bank 1187 Holiday 1148 69.4 Holiday 95.5 -26.1 25.8 17.6 17.4 8.4 20 500 593500 574000 #VALUE! -13050 200000 -6.525
2019-07-30 HeroMoto 2404 2258 2356 175 209 163.3 11.7 30.7 31.5 30.8 -0.1 30 200 480800 471200 41800 2340 200000 1.17
2019-08-09 Hindalco 181 176.2 176.2 12 11.7 11.15 0.85 37.2 35.3 36.6 0.6 30 3500 633500 616700 40950 2975 200000 1.4875
2019-07-23 HindUni 1680 1693 1728 52 49 52 0 21.3 21.4 17.8 3.5 17 300 504000 518400 14700 0 200000 0
2019-08-06 IBUL 476.7 514 445.4 102.4 106.7 80 22.4 104.4 99.5 94.7 9.7 60 1200 572040 534480 128040 26880 200000 13.44
2019-07-24 Icici Pruli 383.1 383.2 396.1 14.2 10.8 17 -2.8 32.2 37 29.7 2.5 30 1500 574650 594150 16200 -4200 200000 -2.1
2019-07-12 Indusind Bank 1541 1509 1475 97.3 75.65 66.4 30.9 38.1 32.7 33.3 4.8 30 400 616400 590000 30260 12360 200000 6.18
2019-07-12 Infosys 721 726 779 33.3 33.2 62.3 -29 28.9 27.5 26.1 2.8 18 1200 865200 934800 39840 -34800 200000 -17.4
2019-07-24 Infratel 261.8 264.1 261.9 9.95 10.1 2.1 7.85 29.5 31.9 31.9 -2.4 27.6 2000 523600 523800 20200 15700 200000 7.85
2019-08-02 ITC 267.5 264.5 259.8 14 14.1 11 3 21.1 21.6 21.1 0 17 2400 642000 623520 33840 7200 200000 3.6
2019-08-14 Jindal Steel 94.8 103.8 103.8 12.8 13 13.1 -0.3 82.7 67.5 62.5 20.2 44 5000 474000 519000 65000 -1500 200000 -0.75
2019-07-26 JSW Steel 248.6 249.7 241.4 23.65 20.5 19 4.65 37.7 35.3 33.9 3.8 31 2300 571780 555220 47150 10695 200000 5.3475
2019-07-24 Jubilant Foodworks 1228 1157 1177 55.9 78.4 60 -4.1 38.6 41.5 35.8 2.8 32.3 500 614000 588500 39200 -2050 200000 -1.025
2019-07-22 Justdial 783.7 725.9 727.45 55.3 67.4 53.75 1.55 57.2 51.8 44.7 12.5 42 1400 1097180 1018430 94360 2170 200000 1.085
2019-07-22 Kotak Bank 1498 1454 1494 43 67 28 15 27.9 28.1 23.5 4.4 21 400 599200 597600 26800 6000 200000 3
2019-07-23 L&T 1403 1409 1387 48.9 51.1 19.9 29 25.3 25.3 22.4 2.9 21 375 526125 520125 19162.5 10875 200000 5.4375
2019-08-03 LIC Housing 501.1 Holiday 495.8 42.85 Holiday 38.35 4.5 36.4 37.8 36.2 0.2 33 1300 651430 644540 #VALUE! 5850 200000 2.925
2019-08-07 Lupin 750.8 781.9 760.9 56.9 59.7 50.05 6.85 36.1 35.4 33 3.1 27 700 525560 532630 41790 4795 200000 2.3975
2019-08-13 Manappuram 123.75 116.25 122.8 10.2 11 8.15 2.05 45.4 50.8 42.5 2.9 44.2 6000 742500 736800 66000 12300 200000 6.15
2019-8-1 Marico 366.8 362.6 372.65 22.6 16.6 17.3 5.3 1300 476840 484445 21580 6890 200000 3.445
2019-07-26 Maruti 5756 5805 5561 454 396 458.9 -4.9 32.3 29 28.8 3.5 26 100 575600 556100 39600 -490 200000 -0.245
2019-07-17 Mindtree 748.4 750.7 690.65 50 51 62.2 -12.2 53.6 55.4 45.9 7.7 30 800 598720 552520 40800 -9760 200000 -4.88
2019-07-23 NIIT Tech 1343 1353 1341 44 36.2 41 3 27.8 26.2 35.6 -7.8 20 375 503625 502875 13575 1125 200000 0.5625
2019-08-13 ONGC 130.9 127.7 126.8 7.7 10.25 7.75 -0.05 31.8 41.9 35.2 -3.4 29 4100 536690 519880 42025 -205 200000 -0.1025
2019-07-30 PEL 1747 1745 1765 192.5 180.3 184.5 8 45.4 44 44.9 0.5 41.4 302 527594 533030 54450.6 2416 200000 1.208
2019-07-19 RBL Bank 579 500 478 36.5 78.6 101.2 -64.7 54.1 64.4 42.2 11.9 42 1500 868500 717000 117900 -97050 200000 -48.525
2019-07-19 Reliance 1261 1249 1280 45.65 45.8 31.9 13.75 31.8 35.4 24 7.8 25 500 630500 640000 22900 6875 200000 3.4375
2019-08-02 SBIN 317.1 308.4 300.2 26.5 25.05 25.9 0.6 35.9 37 34.9 1 29 3000 951300 900600 75150 1800 200000 0.9
2019-8-7 Siemens 1131 1101 1150 76.1 75.4 94.5 -18.4 550 622050 632500 41470 -10120 200000 -5.06
2019-08-13 SunPharma 422 439 417 29.65 32.9 28.25 1.4 37.9 43 41 -3.1 33 1250 527500 521250 41125 1750 200000 0.875
2019-08-07 Tata Steel 401.6 381.9 367.4 36.75 38.9 39.55 -2.8 45.6 45.9 41.4 4.2 32 1500 602400 551100 58350 -4200 200000 -2.1
2019-07-09 TCS 2175 2133 2108 122.3 98.1 77.9 44.4 28.6 27.6 23.5 5.1 22 250 543750 527000 24525 11100 200000 5.55
2019-08-06 Titan 1036 1046 1028 81 76.9 63 18 37.7 36.7 31.5 6.2 26 750 777000 771000 57675 13500 200000 6.75
2019-07-22 TvsMotors 396.2 380 370 21.5 23.9 27.1 -5.6 47.9 43 38.3 9.6 37 1350 534870 499500 32265 -7560 200000 -3.78
2019-08-02 Ujjivan 287.4 284.4 277.6 29.1 29.45 27.6 1.5 49.8 48.9 48.2 1.6 40 1700 488580 471920 50065 2550 200000 1.275
2019-08-08 Ultratech Cements 4341 4233 4281 286.75 286.4 251 35.75 32.2 33.9 30.8 1.4 32 200 868200 856200 57280 7150 200000 3.575
2019-07-26 VEDL 171.4 164.1 155.6 20.7 20.3 24.45 -3.75 44.4 39.6 38.8 5.6 34 3500 599900 544600 71050 -13125 200000 -6.5625
2019-07-17 Wipro 260 259.6 269.1 13.45 12.75 10.45 3 39.7 40.9 28.1 11.6 21 3200 832000 861120 40800 9600 200000 4.8
2019-07-17 Yes Bank 103.85 98.4 85.8 17.9 17.4 16 1.9 137.9 152 108 29.9 90 8800 913880 755040 153120 16720 200000 8.36
2019-07-23 Zeel 364 360 379 22.9 19 18.75 4.15 57.6 55.6 56.2 1.4 51 1700 618800 644300 32300 7055 200000 3.5275
No. Date Underlying Rate 1 day
Stock Underlying
before result
Rate
Underlying
on Result
Rate Straddle
1 day after
Rate
result
1 dayStraddle
before result
Rate on
Straddle
result date
Rate 1 day after
Change
resultin Straddle
IV on 1 day before result
IV on result date
IV on 1 day after result Fall In IV Average IV Lot Size
Premium short before
Premium
result
Short Premium
on result Short
day after result dayP/L Capital required ROI %
1 2019-04-23 ACC 1663 1661 1606 55.6 60.2 58.3 -2.7 30 30 29.4 0.6 27 400 665200 642400 24080 -1080 200000 -0.54
2 2019-05-29 Adani Enterprise 157.65 155.1 158.1 10.1 8.6 8 2.1 68 69 55 13 55 4000 630600 632400 34400 8400 200000 4.2
3 2019-05-27 Adani Ports 410.25 412.4 412.65 21.4 20.3 16.2 5.2 46 39 35 11 28 2500 1025625 1031625 50750 13000 200000 6.5
4 2019-04-30 Ambuja Cement 226 220.5 221 16.9 16.6 15.7 1.2 29 34 31 -2 30 2500 565000 552500 41500 3000 200000 1.5
6 2019-05-24 Ashok Leyland 88.85 93.8 91.1 6.1 6.4 3 3.1 62 58 42 20 42 8000 710800 728800 51200 24800 200000 12.4
8 2019-05-28 AuroPharma 681.7 674.7 686.7 30 33.4 12.7 17.3 38 32 31 7 29 1000 681700 686700 33400 17300 200000 8.65
9 2019-04-25 Axis Bank 752.8 740.9 759.9 65 65 51 14 33 34 28 5 27 1200 903360 911880 78000 16800 200000 8.4
10 2019-05-16 Bajaj Finance 3002 3110 3301 280 281 401 -121 57 52 53 4 27 250 750500 825250 70250 -30250 200000 -15.125
11 2019-05-16 Bajaj Finserv 7454 7617 7992 528 522 773 -245 35 33 27 8 24 125 931750 999000 65250 -30625 200000 -15.3125
12 2019-05-22 BankBaroda 125.8 126.1 127.5 14 16.2 7.5 6.5 88 106 58 30 36 5400 679320 688500 87480 35100 200000 17.55
13 2019-05-06 Bharti Airtel 331.4 333.4 324.9 31 33.2 27 4 43 49 44 -1 39 1851 613421.4 601389.9 61453.2 7404 200000 3.702
14 2019-4-25 Biocon 306.7 310.1 310.3 53 55 46.5 6.5 34 32 27 7 30 2300 705410 713690 126500 14950 200000 7.475
15 2019-5-29 Cadila Health 258.2 263.75 256.85 10.2 13 6.3 3.9 46 41 39 7 28 2200 568040 565070 28600 8580 200000 4.29
17 2019-05-22 Cipla 559.3 553 564.7 40.9 38.5 20.3 20.6 60 60 34 26 23 1150 643195 649405 44275 23690 200000 11.845
18 2019-5-17 DrReddy 2801 2745 2589 215 209.5 275.4 -60.4 47 54 62 -15 28 250 700250 647250 52375 -15100 200000 -7.55
20 2019-05-04 Federal Bank 97.65 Holiday 100.1 10.7 Holiday 11.1 -0.4 47 53 52 -5 34 7000 683550 700700 #VALUE! -2800 200000 -1.4
22 2019-05-24 Grasim 886.5 910 935 37.5 42.2 37.5 0 36 40 29 7 32 750 664875 701250 31650 0 200000 0
23 2019-05-29 Havells 723.75 730.95 720.4 30.4 16.7 0.35 30.05 33 30 28 5 26 1000 723750 720400 16700 30050 200000 15.025
24 2019-05-09 HCL Tech 566.3 568.3 543.3 85 84 68.4 16.6 38 37 32 6 26 1400 792820 760620 117600 23240 200000 11.62
25 2019-04-20 HDFC Bank 1146 Holiday 1134 95.1 Holiday 63.5 31.6 17 23 23 -6 19 500 573000 567000 #VALUE! 15800 200000 7.9
26 2019-04-26 HeroMoto 2612 2604 2511 206 195.5 179.8 26.2 31 30 29 2 27 200 522400 502200 39100 5240 200000 2.62
27 2019-05-16 Hindalco 190.65 194.6 191.7 19.3 16 16.4 2.9 57 52 52 5 36 3500 667275 670950 56000 10150 200000 5.075
28 2019-05-03 HindUni 1723 1693 1668 92.5 96.3 95.8 -3.3 24 26 26 -2 20 300 516900 500400 28890 -990 200000 -0.495
29 2019-04-24 IBUL 744.2 749.1 733.3 36.4 39.5 6.3 30.1 57 52 48 9 54 1200 893040 879960 47400 36120 200000 18.06
30 2019-04-24 Icici Pruli 369.5 363.2 367.7 15 14.1 1.8 13.2 36 28 26 10 25 1500 554250 551550 21150 19800 200000 9.9
31 2019-05-22 Indusind Bank 1447 1518 1598 138 154 169 -31 73 81 46 27 33 400 578800 639200 61600 -12400 200000 -6.2
32 2019-04-12 Infosys 742.7 747.7 727.5 41.6 39.25 25.4 16.2 35 34 25 10 22 1200 891240 873000 47100 19440 200000 9.72
33 2019-04-24 Infratel 294 301.5 270.7 11.95 7.25 30 -18.05 33 43 36 -3 30 2000 588000 541400 14500 -36100 200000 -18.05
34 2019-05-13 ITC 297.7 289.3 294.3 18.7 23 18.3 0.4 31 37 32 -1 21 2400 714480 706320 55200 960 200000 0.48
35 2019-05-21 Jindal Steel 165.15 163.3 152.4 20 20 22 -2 90 97 104 -14 40 5000 825750 762000 100000 -10000 200000 -5
36 2019-05-24 JSW Steel 275.95 288 287.7 17.4 16.8 14.1 3.3 55 45 37 18 32 2300 634685 661710 38640 7590 200000 3.795
37 2019-05-15 Jubilant Foodworks 1201 1242 1244 122.7 132.9 116.6 6.1 60 58 54 6 35 500 600500 622000 66450 3050 200000 1.525
38 2019-05-13 Justdial 566.15 551.2 561 59.7 57 53 6.7 56 58 57 -1 46 1400 792610 785400 79800 9380 200000 4.69
39 2019-04-30 Kotak Bank 1379 1386 1406 88.75 87 90.95 -2.2 26 28 28 -2 22 400 551600 562400 34800 -880 200000 -0.44
40 2019-05-10 L&T 1356 1355 1317 92.4 90.5 85.4 7 34 35 35 -1 25 375 508500 493875 33937.5 2625 200000 1.3125
42 2019-05-04 LIC Housing 484.25 Holiday 485.15 43.3 Holiday 43.8 -0.5 36 43 41 -5 29 1300 629525 630695 #VALUE! -650 200000 -0.325
43 2019-05-15 Lupin 810.4 782.1 782.6 68 64 61 7 48 48 45 3 25 700 567280 547820 44800 4900 200000 2.45
44 2019-05-15 Manappuram 120.8 120.75 121.45 12.2 10.1 10.1 2.1 55 60 55 0 40 6000 724800 728700 60600 12600 200000 6.3
45 2019-5-6 Marico 356 339.6 359.4 26.4 28.6 27 -0.6 30 40 37 -7 25 1300 462800 467220 37180 -780 200000 -0.39
46 2019-04-25 Maruti 7016 6905 6842 522 519 465 57 30 29 28 2 26 100 701600 684200 51900 5700 200000 2.85
47 2019-04-17 Mindtree 972 Holiday 976 35.1 17.8 11.2 23.9 23 15 12 11 14 800 777600 780800 14240 19120 200000 9.56
48 2019-05-04 NIIT Tech 1282 1267 1259 59.3 Holiday 62.5 -3.2 27 26 35 -8 19 375 480750 472125 #VALUE! -1200 200000 -0.6
49 2019-05-30 ONGC 171.55 169.45 171.9 11.5 10.9 10.3 1.2 29 29 28 1 28 4100 703355 704790 44690 4920 200000 2.46
50 2019-04-26 PEL 2494 2346 2305 205.7 Holiday 195.6 10.1 33 35 35 -2 31 302 753188 696110 #VALUE! 3050.2 200000 1.5251
51 2019-05-10 Pvr 1758 1715 1724 135 124 105 30 39 36 37 2 31 400 703200 689600 49600 12000 200000 6
52 2019-04-18 RBL Bank 680.3 675.4 681.1 28.4 23.3 18 10.4 33 30 31 2 30 1500 1020450 1021650 34950 15600 200000 7.8
53 2019-04-18 Reliance 1343 1385 1345 57.65 65.55 30.9 26.75 32 31 33 -1 27 500 671500 672500 32775 13375 200000 6.6875
54 2019-05-10 SBIN 299.3 308 306.9 27.2 25.3 25.7 1.5 46 44 49 -3 30 3000 897900 920700 75900 4500 200000 2.25
56 2019-5-14 Siemens 1050 1089 1073 91 90 84.2 6.8 48 48 45 3 28 550 577500 590150 49500 3740 200000 1.87
57 2019-05-28 SunPharma 414.8 412.7 423.8 21.9 23.2 8.4 13.5 42 46 30 12 30 1250 518500 529750 29000 16875 200000 8.4375
58 2019-04-25 Tata Steel 525.25 510.75 545.25 43.8 43.5 48.2 -4.4 33 33 31 2 38 1500 787875 817875 65250 -6600 200000 -3.3
59 2019-04-12 TCS 2019 2014 2113 104 95 123.4 -19.4 32 31 24 8 20 250 504750 528250 23750 -4850 200000 -2.425
60 2019-05-21 TechM 779.3 773 749.9 48.9 55 47.9 1 47 54 47 0 27 1200 935160 899880 66000 1200 200000 0.6
61 2019-05-08 Titan 1086 1088 1104 108.4 99 95 13.4 43 43 37 6 25 750 814500 828000 74250 10050 200000 5.025
63 2019-05-30 Ujjivan 338.4 340.3 362.4 37 32 28 9 43 44 45 -2 38 1700 575280 616080 54400 15300 200000 7.65
64 2019-04-24 Ultratech Cements 4198 4394 4619 103.7 232.1 415 -311.3 28 27 25 3 35 200 839600 923800 46420 -62260 200000 -31.13
65 2019-05-07 VEDL 166.7 163.5 159.4 20.2 20.3 18.2 2 58 62 58 0 41 3500 583450 557900 71050 7000 200000 3.5
66 2019-04-16 Wipro 287.7 280.9 284.8 13.9 14.35 7.25 6.65 39 40 28 11 25 3200 920640 911360 45920 21280 200000 10.64
67 2019-04-26 Yes Bank 237.05 237.2 168 37.9 33.6 33.8 4.1 61 63 87 -26 51 8800 2086040 1478400 295680 36080 200000 18.04
68 2019-05-27 Zeel 376.8 361 381.1 22.7 33.3 11.4 11.3 66 73 63 3 48 1700 640560 647870 56610 19210 200000 9.605