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Bull Call Spread

Particular Value Legend


Underlying Banknifty LS - IV Lower Strike Intrensic value
Spot Price 13250 PP Premium Paid
Lower Strike (LS) 13250 LS Payoff Payoff from Lower strike
Higher Strike (HS) 13300 HS IV Higher Strike Intresic value
Debit (LS) 135 PR Premium Received
Credit (HS) 85 HS Payoff Payoff from Higher strike
Net

Calculations
Market Expiry LS - IV PP LS Payoff HS - IV PR HS Payoff Strategy Payoff
12500 0 -135 -135 0 85 85 -50
12600 0 -135 -135 0 85 85 -50
12700 0 -135 -135 0 85 85 -50
12800 0 -135 -135 0 85 85 -50
12900 0 -135 -135 0 85 85 -50
13000 0 -135 -135 0 85 85 -50
13100 0 -135 -135 0 85 85 -50
13200 0 -135 -135 0 85 85 -50
13300 50 -135 -85 0 85 85 0
13400 150 -135 15 100 85 -15 0
13500 250 -135 115 200 85 -115 0
13600 350 -135 215 300 85 -215 0
13700 450 -135 315 400 85 -315 0
13800 550 -135 415 500 85 -415 0
13900 650 -135 515 600 85 -515 0
14000 750 -135 615 700 85 -615 0
-60
-50
-40
-30
-20
-10
0
12500

12600

12700

12800

12900

13000

13100

13200

13300

13400

13500

13600

13700

13800

13900

14000

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