Sr No. Name Roll No.

Porfolio Link
1 Viren Mayani 29
3 Lakshmi Bhatia 7
2 Maneesh Patney 36
4 Sayli Bhadekar 5
5 Pallavi Verma 59
 Entry on 19th June and Exit on 25th June
NIFTY
Price 10244.4 75 Close 10288.9
Strike Price 10200
Date 19 22 23 24
Open Interest Option Qty Ask Price Bid Price Bid Price Bid Price
1707525 Call 3 164.9 171 297 128
1074600 Put 1 118.65 65.85 16.3 29
613.35 578.85 50909.295 23797.65
Investmnet P&L P&L P&L

BANK NIFTY
Price 21338.1 40 Close 21506.15
Strike Price 21300
Date 19 22 23 24
Open Interest Option Qty Ask Price Bid Price Bid Price Bid Price
127900 Call 3 469.95 675 1120 271.35
109880 Put 1 464.2 233 66 181.55
1874.05 2257 556981.2 225462.4
Investmnet P&L P&L P&L
 Total P&L 17273.75
Invt 120963.25
% 14%
Annualized 100%
25
Bid Price Bid Price Profit / Loss IV Investments
88.5 20002.5 25.28 37102.5
0 -8898.75 28.18 8898.75
26284.5 0 11103.75 46001.25
P&L P&L

25
Bid Price Bid Price Profit / Loss IV Investments
205.7 24738 39.69 56394
0.05 -18568 45.89 18568
230387.3 0 6170 74962
P&L P&L
STRADDLE
A straddle is a neutral options strategy that involves simultaneously buying both a put option and a call option for the underl
same strike price and the same expiration date.
A trader will profit from a long straddle when the price of the security rises or falls from the strike price by an amount more t
the premium paid. Profit potential is virtually unlimited, so long as the price of the underlying security moves very sharply.
The strategy is profitable only when the stock either rises or falls from the strike price by more than the total premium paid.
A straddle implies what the expected volatility and trading range of a security may be by the expiration date.
A straddle can give a trader two significant clues about what the options market thinks about a stock. First is the volatility the
from the security. Second is the expected trading range of the stock by the expiration date.
 
MEAN REVERSION TRADING STRATEGY
The idea of mean reversion is rooted in a well-known concept called regression to the mean.
 
nd a call option for the underlying security with the
ke price by an amount more than the total cost of
ecurity moves very sharply.
than the total premium paid.
piration date.
stock. First is the volatility the market is expecting
 Entry on 19th June and Exit on 25th June
ADANI ENTERPRISES LIMITED
Price 153 Lotsize 4000 Close 162.5
Strike Price 150
Date 19 22 23 24 25
Option Qty Ask Price Bid Price Bid Price Bid Price Bid Price Bid Price
Call 1 5.5 6.5 8.9 6.25 12
Put 2 7 3 1.2 1.25 0.05
19.5 -7 -8.2 -10.75 -7.4 -19.5
Investmnet P&L P&L P&L P&L P&L

BAJAJ FINSERV LIMITED

Price 5925.00 Lotsize 125 Close 6012.25
Strike Price 5900.00
Date 19 22 23 24 25
Option Qty Ask Price Bid Price Bid Price Bid Price Bid Price Bid Price
Call 1 195 360 467.25 170.5 106.8
Put 2 155 70.7 20.05 17 0.05
505 346.4 352.35 49.5 -48.1 -155
Investmnet P&L P&L P&L P&L P&L

BHARAT HEAVY ELECTRICALS LIMITED

Price 32.60 Lotsize 10400 Close 37.8
Strike Price 32.00
Date 19 22 23 24 25
Option Qty Ask Price Bid Price Bid Price Bid Price Bid Price Bid Price
Call 1 0.90 1.8 3 4.5 6
Put 2 0.70 0.6 0.05 0.05 0.05
2.3 2.1 2.2 3.7 5.2 -0.9
Investmnet P&L P&L P&L P&L P&L

HINDALCO INDUSTRIES LIMITED

Price 150.75 Lotsize 3500 Close 147.85
Strike Price 150.00
Date 19 22 23 24 25
Option Qty Ask Price Bid Price Bid Price Bid Price Bid Price Bid Price
Call 1 4.6 3.45 8.9 2.5 0.1
Put 2 3.25 3.05 0.55 1.1 2.25
11.1 -1.55 -1.1 -6.4 -6.5 -11.1
Investmnet P&L P&L P&L P&L P&L
 INDIABULLS HOUSING FINANCE LIMITED
Price 202.40 Lotsize 1200 Close 227.15
Strike Price 200
Date 19 22 23 24 25
Option Qty Ask Price Bid Price Bid Price Bid Price Bid Price Bid Price
Call 1 13.3 46 41.5 14.95 28.1
Put 2 11.5 2.3 1.6 4 0.05
36.3 31.6 25.7 3.95 9.2 -19
Investmnet P&L P&L P&L P&L P&L

L&T FINANCE HOLDINGS LIMITED

Price 67.40 Lotsize 5600 Close 70.7
Strike Price 65
Date 19 22 23 24 25
Option Qty Ask Price Bid Price Bid Price Bid Price Bid Price Bid Price
Call 1 4.05 6.35 5.95 3 5.4
Put 2 1.3 0.45 0.2 0.3 0.05
6.65 -57.75 -58.65 -61.4 -32.86 -19
Investmnet P&L P&L P&L P&L P&L
Total P&L 36331.25
Invt 284695
% 13%
Annualized 100%

Profit / Loss Investments IV Open Interest

50000 22000 47.14 256000
-56000 56000 344000
-6000 78000

Profit / Loss Investments IV Open Interest

14031.25 24375 58.63 21750
-38750 38750 56.86 4000
-24718.75 63125

Profit / Loss Investments IV Open Interest

60320 9360 30.81 3660800
-14560 14560 60.13 488800
45760 23920

Profit / Loss Investments IV Open Interest

-16100 16100 53.79 1288000
15050 22750 49.81 780500
-1050 38850
Profit / Loss Investments IV Open Interest
32580 15960 115.7 1566000
-27600 27600 124.79 357600
4980 43560

Profit / Loss Investments IV Open Interest

31920 22680 77.1 1820000
-14560 14560 69.29 767200
17360 37240