Nifty 1230 ShortStraddle

8/16/2021 Stock Mock | Backtest Index Strategies
Nifty
Short Straddle
Credit G. Gupta
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Free
Regular Backtest Event Days Special
POSITIONS
Square Off One Leg  Square Off All Legs 
e rs .
Wait & Trade  Move SL to Cost 
h o th
w i t
h a re
ts
 
o no
1 Lot SELL ATM CALL TP % 50  SL % 30   Trail Stop Loss N BN FN WEEKLY 
 
s e .D
na l u
o
 
1 Lot

SELL ATM
 CALL TP % 50 
pe r
SL %
s 30  Trail Stop Loss N BN FN WEEKLY 
o r
ictly f
i s str
m e nt :
u
Entry Time: 12 30
d o c
Th i s
Same Day Next Day (BTST/STBT)
Exit Time: 15 : 15
 Strategy Target Profit
Stop Loss: Total MTM - 3000 
 Protect The Profits 
Banknifty data available from Sun Jan 01 2017, Nifty data available from Fri Feb 15 2019, and Finnifty data available from Mon Jan 11 2021.
Nifty lot size is considered 75 uptil Thu Jul 22 2021 and 50 after Thu Jul 22 2021. Banknifty lot size is considered 25. Change Setting
From Date: Fri, Feb 15, 2019

https://www.stockmock.in/#!/home 1/56
To Date: Fri, Aug 13, 2021
INTRADAY POSITIONAL
This 911 Days backtest result will consume 3 Credits as number of days is more than 2 Years (1 year = 366 days).
* Please Note that real results may vary from backtest results you see here. Do enough research before doing live trades.
* StockMock has stopped considering 9:15 candle data for practical results  .
Mon Tue Wed Thu Fri Sat
Overall Profit
₹163339
stockmock.in
Avg Expiry Profit Avg Day Profit
₹1246 ₹266
stockmock.in stockmock.in
Max Profit Max Loss
₹21345 ₹-3000
stockmock.in
e r s. stockmock.in
h oth
Total Expiries
w it
ha re
131
nots
o
stockmock.in
s e .D
Win% (Days)
al u Loss% (Days)
pe rson
42% (260)
or 58% (354)
ict ly f
s t r
t isDays
Avg Profit On Win
n
Avg Loss On Loss Days
u m e
s d oc ₹3605 ₹-2186
T hi stockmock.in stockmock.in
Lot Size
2
stockmock.in
Max Drawdown (MDD)  Return to MDD Ratio 
₹-49179 (36 Days) 1.36

Max Winning Streak Max Losing Streak
8 Days 8 Days
Expectancy 
0.11
stockmock.in
MTM SL Hit Count 0 SL/TP Hit Count
158 Days 301 Days

1 SL/TP Hit Count 2 SL/TP Hit Count
0 Days 313 Days

Monthly Breakup
stockmock.in Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2019 0 -12377 -8879 10359 25696 7695 9946 2005 5987 12277 457 3724 56890
2020 13875 10468 10191 23608 21645 2430 -8568 10133 -8143 3473 -20451 -10987 47674
2021 10907 39742 13566 2323 5512 -8379 702 -5598 0 0 0 0 58775
Profit Cumulative Profit Drawdown
PnL Over Time

(stockmock.in)
Zoom 1m 3m 6m YTD 1y All May 13, 2021 → Aug
e r s.
oth
with
17. May 24. May 31. May 7. Jun 14. Jun 21. Jun 28. Jun 5. Jul 12. Jul 19. Jul 26. Jul 2. Aug 9. Aug
ha re
May '19 Sep '19 Jan '20 May '20
nots
Sep '20 Jan '21 May '21
.D o
s e
o n al u
pe r s
f or
i ctl y
Expiry: 21 FEB 2019, Net Profit: -7711, Average Day Profit: -1542
ss t r
n i
t Exit
e
Max MTM N Gap India N Prev Spot
um Time
(1) N Sell 1 Lot (2) N Sell 1 Lot
c
Include Date Profit Profit/Loss Exit Up/Down VIX Day H/L Change
do
ATM CE ATM CE
s
 Type    
Thi
Stop 17.06 82.80 -1545.00 -1545.00
34.2
 15 Feb 2019 (Fri) -3000 14:00 1050/-4202 Loss - - (10645.10- (93.4-114 = 20.60) (93.4-114 = 20.60)
(0.32%)
Hit 16.35 10727.90) 10650CE 10650CE
17.72 -7.25 885.00 885.00

14.25
 18 Feb 2019 (Mon) 1769 15:15 2586/-1680 - - - (10654.65- (87.25-75.45 = (87.25-75.45 =
(0.13%)
17.93 10647.40) -11.80) 10650CE -11.80) 10650CE
Stop 17.76 -70.35 -1530.00 -1530.00

-4.25
 19 Feb 2019 (Tue) -3000 12:47 142/-3742 Loss - - (10674.55- (83.15-103.55 = (83.15-103.55 =
(-0.04%)
Hit 18.49 10604.20) 20.40) 10650CE 20.40) 10650CE
-1132.50 -1132.50
80.25
51.1 17.54 (50.35-65.45 = (50.35-65.45 =
 20 Feb 2019 (Wed) -2265 12:41 0/-2264 - - (10656.25-
(0.48%) - 17.1 15.10) 10650CE 15.10) 10650CE
10736.50)
12:41:00 12:41:00
16.51 19.05 -607.50 -607.50

8.65
 21 Feb 2019 (Thu) -1215 12:52 764/-1214 - - - (10766.10- (27-35.1 = 8.10) (27-35.1 = 8.10)
(0.08%)
16.14 10785.15) 10750CE 12:52:00 10750CE 12:52:00

Exit (1) N Sell 1 Lot (2) N Sell 1 Lot
Time ATM CE ATM CE
 Type    
15.58 -0.75 240.00 240.00

-7.15
 22 Feb 2019 (Fri) 480 15:15 1424/-456 - - - (10788.15- (73.3-70.1 = -3.20) (73.3-70.1 = -3.20)
(-0.07%)
15.44 10787.40) 10800CE 10800CE
Stop Day 65.30 -1503.75 -1503.75

21.6 15.77
 25 Feb 2019 (Mon) -3000 14:25 194/-3306 Loss Open > (10819.60- (73.5-93.55 = 20.05) (73.5-93.55 = 20.05)
(0.2%) - 15.4
Hit PDH 10884.90) 10800CE 10800CE
-1135.50 -1135.50
Day 8.60
-104.8 16.75 (50.45-65.59 = (50.45-65.59 =
 26 Feb 2019 (Tue) -2271 14:30 630/-2270 - Open < (10827.25-
(-0.96%) - 17.1 15.14) 10850CE 15.14) 10850CE
PDL 10835.85)
14:30:00 14:30:00
18.77 12.00 735.00 735.00

45.9
 27 Feb 2019 (Wed) 1470 15:15 2722/-2752 - - - (10796.60- (69.4-59.6 = -9.80) (69.4-59.6 = -9.80)
(0.42%)
18.86 10808.60) 10800CE 10800CE
-18.65 -672.75 -672.75

59.05 18.2 -
 28 Feb 2019 (Thu) -1345 13:59 2166/-1344 - - (10808.20- (29.9-38.87 = 8.97) (29.9-38.87 = 8.97)
(0.55%) 18.37
10789.55) 10800CE 13:59:00 10800CE 13:59:00
Expiry: 7 MAR 2019, Net Profit: -1300, Average Day Profit: -325
e r s.
ith oth
Include Date Profit
Exit
Profit/Loss Exit Up/Down VIX Day H/L Change
re w
ha
Time ATM CE ATM CE
 Type   
t s

.D o no
s e
al u
21.15 -285.00 -285.00
50.15 16.7 -
 1 Mar 2019 (Fri) -569 15:15 1530/-1882 -
r so n
(0.46%) 16.31
- (10841.45- (77.95-81.75 = 3.80) (77.95-81.75 = 3.80)
pe
10862.60) 10850CE 10850CE
f or
i ctl y
ss t r -1243.50 -1243.50
i
15.78 77.90
t
1.35 (55.25-71.83 = (55.25-71.83 =
 5 Mar 2019 (Tue)
e n
-2486 14:28 352/-2486 - - - (10908.20-
um
(0.01%) 16.58) 10900CE 16.58) 10900CE
c
15.56 10986.10)
do
14:28:00 14:28:00
Thi s
15.55 Day 4.10 472.50 472.50
37.4
 6 Mar 2019 (Wed) 945 15:15 2160/-74 - - Open > (11046.55- (28.85-22.55 = (28.85-22.55 =
(0.34%)
15.62 PDH 11050.65) -6.30) 11050CE -6.30) 11050CE
15.52 Day 11.60 405.00 405.00

24.95
 7 Mar 2019 (Thu) 810 12:54 810/-58 - - Open > (11046.15- (10.8-5.4 = -5.40) (10.8-5.4 = -5.40)
(0.23%)
15.36 PDH 11057.75) 11050CE 12:54:00 11050CE 12:54:00

Time ATM CE ATM CE
 Type    
15.18 2.10 -63.75 -63.75

-19.35
 8 Mar 2019 (Fri) -127 15:15 1920/-546 - - - (11034.55- (54.35-55.2 = 0.85) (54.35-55.2 = 0.85)
(-0.17%)
14.92 11036.65) 11050CE 11050CE
14.95 Day 21.65 -532.50 -532.50

33.35
 11 Mar 2019 (Mon) -1065 15:15 1034/-1762 - - Open > (11147.25- (46.4-53.5 = 7.10) (46.4-53.5 = 7.10)
(0.3%)
14.87 PDH 11168.90) 11150CE 11150CE
Day 26.70 -618.75 -618.75

63.3 14.89
 12 Mar 2019 (Tue) -1237 14:36 584/-1236 - Open > (11275.40- (27.5-35.75 = 8.25) (27.5-35.75 = 8.25)
(0.57%) - 15.1
PDH 11302.10) 11300CE 14:36:00 11300CE 14:36:00
15.44 Day 36.00 -765.00 -765.00

25
 13 Mar 2019 (Wed) -1530 13:32 202/-1530 - - Open > (11303.45- (34-44.2 = 10.20) (34-44.2 = 10.20)
(0.22%)
15.36 PDH 11339.45) 11300CE 13:32:00 11300CE 13:32:00
15.28 Day 12.90 -195.00 -195.00

40.8
 14 Mar 2019 (Thu) -389 12:39 0/-388 - - Open > (11331.20- (8.65-11.25 = 2.60) (8.65-11.25 = 2.60)
(0.36%)
15.14 PDH 11344.10) 11350CE 12:39:00 11350CE 12:39:00

Time ATM CE ATM CE
 Type    
-1316.25
-12.10 -1316.25
33.6 15.5 - (58.5-76.05 =
 15 Mar 2019 (Fri) -2632 13:53 276/-2632 - - (11426.65- (58.5-76.05 = 17.55)
(0.3%) 15.76 17.55) 11450CE
11414.55) 11450CE 13:53:00
13:53:00
12.55 150.00 150.00

47 16.8 -
 18 Mar 2019 (Mon) 299 15:15 3688/-576 - - (11448.75- (64.1-62.1 = -2.00) (64.1-62.1 = -2.00)
(0.41%) 16.88
11461.30) 11450CE 11450CE
-1143.00
16.81 62.40 -1143.00
38.1 (50.8-66.04 =
 19 Mar 2019 (Tue) -2286 13:56 756/-2286 - - - (11472.15- (50.8-66.04 = 15.24)
(0.33%) 15.24) 11450CE
16.47 11534.55)
13:56:00
e r s.
11450CE 13:56:00
ith oth
16.23 Day 13.50
e w
r(29.8-38.74
-670.50 -670.50
ha 11500CE 14:00:00
20.95
 20 Mar 2019 (Wed) -1341 14:00 1282/-1340 - - Open >
t s
(11506.40- = 8.94) (29.8-38.74 = 8.94)
o no
(0.18%)
15.98 PDH 11519.90) 11500CE 14:00:00
s e .D
o n al u
pe r s
Expiry: 28 MAR 2019, Net Profit: 3373, Average Day Profit: 674
f o r
i c y
tl MTM
s
Exit
t r Max
s Profit/Loss Exit
N Gap India N Prev Spot
Include Date Profit
n t i Up/Down VIX Day H/L Change
e
Time ATM CE ATM CE
cum
 Type    
i s do
Th
 22 Mar 2019 (Fri) 4612 15:15 5624/-1806 -
28.15
16.64
- -
-43.90
(11498.35-
2306.25
(87.55-56.8 =
2306.25
(87.55-56.8 =
(0.24%)
16.32 11454.45) -30.75) 11500CE -30.75) 11500CE
16.75 Day 19.00 105.00 105.00

-61.25
 25 Mar 2019 (Mon) 210 15:15 2152/-516 - - Open < (11334.60- (68.25-66.85 = (68.25-66.85 =
(-0.53%)
16.67 PDL 11353.60) -1.40) 11350CE -1.40) 11350CE
-1529.25 -1529.25
Stop 16.08 111.75
20.95 (67.95-88.34 = (67.95-88.34 =
 26 Mar 2019 (Tue) -3000 13:21 870/-3058 Loss - - (11374.90-
(0.18%) 20.39) 11350CE 20.39) 11350CE
Hit 16.5 11486.65)
13:21:00 13:21:00
1475.25 1475.25
16.93 Day -79.55
48.2 (39.35-19.68 = (39.35-19.68 =
 27 Mar 2019 (Wed) 2950 13:37 2950/-1042 - - Open > (11528.90-
(0.42%) -19.67) 11550CE -19.67) 11550CE
16.99 PDH 11449.35)
13:37:00 13:37:00
16.95 58.15 -699.75 -699.75

18.6
 28 Mar 2019 (Thu) -1399 13:45 1724/-1398 - - - (11514.35- (31.1-40.43 = 9.33) (31.1-40.43 = 9.33)
(0.16%)
16.68 11572.50) 11500CE 13:45:00 11500CE 13:45:00
Expiry: 4 APR 2019, Net Profit: 7389, Average Day Profit: 1477

Time ATM CE ATM CE
 Type    
17.28 Day 40.55 -322.50 -322.50

55.45
 29 Mar 2019 (Fri) -644 15:15 276/-2632 - - Open > (11581.15- (95.7-100 = 4.30) (95.7-100 = 4.30)
(0.48%)
17.25 PDH 11621.70) 11600CE 11600CE
17.76 Day -25.70 1695.00 1695.00

41.3
 1 Apr 2019 (Mon) 3389 15:15 4214/-2826 - - Open > (11695.90- (80.6-58 = -22.60) (80.6-58 = -22.60)
(0.36%)
17.96 PDH 11670.20) 11700CE 11700CE
2.20 127.50 127.50

42.4 18.03
 2 Apr 2019 (Tue) 254 15:15 3194/-540 - - (11706.10- (62.55-60.85 = (62.55-60.85 =
(0.36%) - 18.1
11708.30) -1.70) 11700CE -1.70) 11700CE
1646.25 1646.25
18.74 Day -88.80
22.1 (43.9-21.95 = (43.9-21.95 =
 3 Apr 2019 (Wed) 3292 14:30 3292/-1184 - - Open > (11729.65-
(0.19%) -21.95) 11750CE -21.95) 11750CE
18.82 PDH 11640.85)
14:30:00 14:30:00
18.82 -51.05 549.00 549.00

16.25
 4 Apr 2019 (Thu) 1098 12:45 1098/-96 - - - (11642.70- (14.65-7.33 = -7.32) (14.65-7.33 = -7.32)
(0.14%)
18.69 11591.65) 11650CE 12:45:00 11650CE 12:45:00

Time ATM CE ATM CE
 Type    
e r s.
-1320.00 ot
h -1320.00
40.4
18.37 32.35
w h
it= 17.60) (92.1-109.7 = 17.60)
 5 Apr 2019 (Fri) -2640 15:15 1650/-2932 -
(0.35%)
- -
11656.15) ar
e
(11623.80- (92.1-109.7
h
18.36
t s 11600CE 11600CE
o no
.D
20.17se Day
u
2358.75 2358.75
al - Open > (11633.75- -31.45)

-30.85
 8 Apr 2019 (Mon) 4717 14:20 4716/-426 -
r so n
38.4 (62.9-31.45 = (62.9-31.45 =
rp e (0.33%)
20.14 PDH 11602.90)
11650CE -31.45) 11650CE
l y f o 14:20:00 14:20:00
i ct
i s str
t
-1023.00 -1023.00
m e n 12:52 0/-2046 7.55

20.62 98.05
(45.45-59.09 = (45.45-59.09 =
o c u
 9 Apr 2019 (Tue) -2046 - - - (11576.45-
d
(0.07%) 13.64) 11600CE 13.64) 11600CE
s
20.24 11674.50)
T h i 12:52:00 12:52:00
20.93 -71.25 2070.00 2070.00

-25.1
 10 Apr 2019 (Wed) 4140 13:31 4140/-1738 - - - (11655.90- (55.2-27.6 = -27.60) (55.2-27.6 = -27.60)
(-0.22%)
21.13 11584.65) 11650CE 13:31:00 11650CE 13:31:00
21.14 22.35 -249.00 -249.00

8.25
 11 Apr 2019 (Thu) -497 13:19 382/-496 - - - (11575.45- (11.05-14.37 = 3.32) (11.05-14.37 = 3.32)
(0.07%)
21.02 11597.80) 11600CE 13:19:00 11600CE 13:19:00
Expiry: 18 APR 2019, Net Profit: -5164, Average Day Profit: -1291

Time ATM CE ATM CE
 Type    
-1560.75 -1560.75
Stop 21.12 Day 55.65
16.15 (69.35-90.16 = (69.35-90.16 =
 12 Apr 2019 (Fri) -3000 13:54 0/-3120 Loss - Open > (11589.70-
(0.14%) 20.81) 11600CE 20.81) 11600CE
Hit 20.99 PDH 11645.35)
13:54:00 13:54:00
Day 10.30 -90.00 -90.00

23.55 21.66
 15 Apr 2019 (Mon) -180 15:15 1950/-1124 - Open > (11680.80- (43-44.2 = 1.20) (43-44.2 = 1.20)
(0.2%) - 21.4
PDH 11691.10) 11700CE 11700CE
Day 1.30 -632.25 -632.25

45.85 21.7 -
 16 Apr 2019 (Tue) -1264 13:59 164/-1264 - Open > (11780.65- (28.1-36.53 = 8.43) (28.1-36.53 = 8.43)
(0.39%) 21.72
PDH 11781.95) 11800CE 13:59:00 11800CE 13:59:00
Day 1.30 -360.00 -360.00

69 22.89
 18 Apr 2019 (Thu) -720 13:44 584/-720 - Open > (11754.75- (16-20.8 = 4.80) (16-20.8 = 4.80)
(0.59%) - 22.8
PDH 11756.05) 11750CE 13:44:00 11750CE 13:44:00

Time ATM CE ATM CE
 Type    
24.01 Day -65.80 2032.50 2032.50

-25.75
 22 Apr 2019 (Mon) 4065 15:15 4230/0 - - Open < (11659.30- (70-42.9 = -27.10) (70-42.9 = -27.10)
(-0.22%)
23.99 PDL 11593.50) 11650CE 11650CE
1509.00 1509.00
24.9 -43.40
18.5 (40.25-20.13 = (40.25-20.13 =
 23 Apr 2019 (Tue) 3018 15:02 3018/-1258 - - - (11625.20-
(0.16%) -20.12) 11650CE -20.12) 11650CE
24.62 11581.80)
15:02:00 15:02:00
-784.50 -784.50
23.88 132.35
25.55 (34.85-45.31 = (34.85-45.31 =
 24 Apr 2019 (Wed) -1569 13:56 1012/-1568 - - - (11599.60-
(0.22%) 10.46) 11600CE 10.46) 11600CE
23.77 11731.95)
13:56:00
e r s. 13:56:00
i t h oth
22.92 w
re = -10.70)
-127.45
802.50 802.50
9.55
ha
t s 11750CE 13:22:00
 25 Apr 2019 (Thu) 1605 13:22 1604/-952 - - - (11761.60-
(21.4-10.7 (21.4-10.7 = -10.70)
o
(0.08%)
o n
23.13 11634.15) 11750CE 13:22:00
e . D
a l us
r so n Average Day Profit: -550
pe
Expiry: 2 MAY 2019, Net Profit: -1650,
o r
f MTM N Gap India N Prev Spot
t l y
s
Exit
s t ric
Max
Include Date Profit
n t i Profit/Loss Exit Up/Down VIX Day H/L Change
e
Time ATM CE ATM CE
m
 Type    
oc u
s d
Thi 41.95
22.41 73.80
-984.75
(43.75-56.88 =
-984.75
(43.75-56.88 =
 26 Apr 2019 (Fri) -1969 13:59 1680/-1968 - - - (11681.35-
(0.36%) 13.13) 11700CE 13.13) 11700CE
21.71 11755.15)
13:59:00 13:59:00
22.21 47.55 -667.50 -667.50

-5.9
 30 Apr 2019 (Tue) -1334 15:15 2182/-1814 - - - (11702.85- (43.7-52.6 = 8.90) (43.7-52.6 = 8.90)
(-0.05%)
21.84 11750.40) 11700CE 11700CE
826.50 826.50
22.73 -26.20
-22.6 (22.05-11.03 = (22.05-11.03 =
 2 May 2019 (Thu) 1653 12:56 1652/-224 - - - (11752.80-
(-0.19%) -11.02) 11750CE -11.02) 11750CE
23.03 11726.60)
12:56:00 12:56:00
Expiry: 9 MAY 2019, Net Profit: 16513, Average Day Profit: 3302

Time ATM CE ATM CE
 Type    
23.79 -38.65 1061.25 1061.25

-2.15
 3 May 2019 (Fri) 2122 15:15 3052/-1926 - - - (11745.00- (67.45-53.3 = (67.45-53.3 =
(-0.02%)
24.09 11706.35) -14.15) 11750CE -14.15) 11750CE
26.11 Day -19.80 491.25 491.25

-106.45
 6 May 2019 (Mon) 982 15:15 2894/-1304 - - Open < (11617.35- (78-71.45 = -6.55) (78-71.45 = -6.55)
(-0.91%)
26.39 PDL 11597.55) 11600CE 11600CE
2846.25 2846.25
25.55 Day -123.95
53.25 (75.9-37.95 = (75.9-37.95 =
 7 May 2019 (Tue) 5692 14:22 5692/-712 - - Open > (11619.30-
(0.46%) -37.95) 11600CE -37.95) 11600CE
26.51 PDH 11495.35)
14:22:00 14:22:00
Day -55.85 2752.50 2752.50

-19.2 26.28
 8 May 2019 (Wed) 5505 15:00 5504/-2496 - Open < (11412.85- (73.4-36.7 = -36.70) (73.4-36.7 = -36.70)
(-0.17%) - 26.4
PDL 11357.00) 11400CE 15:00:00 11400CE 15:00:00
1106.25 1106.25
25.65 Day -12.60
-37.05 (29.5-14.75 = (29.5-14.75 =
 9 May 2019 (Thu) 2212 13:08 2212/-562 - - Open < (11312.60-
(-0.33%) -14.75) 11300CE -14.75) 11300CE
25.57 PDL 11300.00)
13:08:00 13:08:00

Time ATM CE ATM CE
 Type    
25.62 -38.30 1196.25 1196.25

12.35
 10 May 2019 (Fri) 2392 15:15 4326/-1170 - - - (11324.05- (115.35-99.4 = (115.35-99.4 =
(0.11%)
26.25 11285.75) -15.95) 11300CE -15.95) 11300CE
3586.50 3586.50
-125.75
-20.2 27 - (95.65-47.83 = (95.65-47.83 =
 13 May 2019 (Mon) 7173 15:06 7172/-388 -
(-0.18%) 27.46
- (11268.00-
-47.82) 11250CE
e r s.-47.82) 11250CE
oth
11142.25)
15:06:00 15:06:00
w ith
re -1579.50
ha(70.2-91.26 = 21.06)
Stop 27.03
t s
106.55 -1579.50
o no
3.45
 14 May 2019 (Tue) -3000 13:24 674/-3158 Loss - - (11128.15- (70.2-91.26 = 21.06)
.D
(0.03%)
e
Hit 27.07 11234.70)
11150CE 13:24:00 11150CE 13:24:00
s
o n al u
r s
pe 49.65
2229.00 2229.00
r-
27.81 -107.55
y f o (59.45-29.73 = (59.45-29.73 =
tl
 15 May 2019 (Wed) 4458 13:20 4458/-382 - - (11260.75-
i c
(0.44%) -29.72) 11250CE -29.72) 11250CE
ss t r 28.41 11153.20)
13:20:00 13:20:00
n t i
um e
d c
o(Thu) 28.88 78.40 -346.50 -346.50
s
23.35
Thi
 16 May 2019 -692 13:52 832/-692 - - - (11177.00- (15.4-20.02 = 4.62) (15.4-20.02 = 4.62)
(0.21%)
28.22 11255.40) 11200CE 13:52:00 11200CE 13:52:00
Expiry: 23 MAY 2019, Net Profit: -3907, Average Day Profit: -781

Time ATM CE ATM CE
 Type    
Stop 29.15 59.00 -1503.75 -1503.75

4.8
 17 May 2019 (Fri) -3000 13:49 1686/-8332 Loss - - (11338.70- (230.4-250.45 = (230.4-250.45 =
(0.04%)
Hit 28.13 11397.70) 20.05) 11350CE 20.05) 11350CE
Stop 23.01 Day 91.15 -1725.00 -1725.00

244.75
 20 May 2019 (Mon) -3000 13:34 772/-8504 Loss - Open > (11734.15- (189-212 = 23.00) (189-212 = 23.00)
(2.15%)
Hit 23.76 PDH 11825.30) 11750CE 11750CE
24.92 Day -126.60 4031.25 4031.25

35.4
 21 May 2019 (Tue) 8062 15:15 9120/-254 - - Open > (11834.55- (197.05-143.3 = (197.05-143.3 =
(0.3%)
25.51 PDH 11707.95) -53.75) 11850CE -53.75) 11850CE
Stop 28.14 15.90 -1567.50 -1567.50

18.85
 22 May 2019 (Wed) -3000 13:31 3914/-4402 Loss - - (11722.45- (243.95-264.85 = (243.95-264.85 =
(0.16%)
Hit 27.27 11738.35) 20.90) 11700CE 20.90) 11700CE
20.02 Day -155.20 -1485.00 -1485.00

163.4
 23 May 2019 (Thu) -2969 13:09 1492/-2968 - - Open > (11793.05- (66-85.8 = 19.80) (66-85.8 = 19.80)
(1.39%)
19.64 PDH 11637.85) 11800CE 13:09:00 11800CE 13:09:00

Time ATM CE ATM CE
 Type    
Stop 16.36 79.15 -1586.25 -1586.25

90.95
 24 May 2019 (Fri) -3000 12:52 366/-5014 Loss - - (11759.90- (111.45-132.6 = (111.45-132.6 =
(0.78%)
Hit 16.36 11839.05) 21.15) 11750CE 21.15) 11750CE
16.27 -12.25 1162.50 1162.50

11.4
 27 May 2019 (Mon) 2325 15:15 2722/-1964 - - - (11935.45- (72.5-57 = -15.50) (72.5-57 = -15.50)
(0.1%)
16.25 11923.20) 11950CE 11950CE
Stop 16.14 Day 20.45 -1521.00 -1521.00

33.6
 28 May 2019 (Tue) -3000 15:06 3922/-3042 Loss - Open > (11908.50- (67.6-87.88 = 20.28) (67.6-87.88 = 20.28)
(0.28%)
Hit 16.02 PDH 11928.95) 11900CE 15:06:00 11900CE 15:06:00
1760.25 1760.25
16.06 -39.85
-22.95 (46.95-23.48 = (46.95-23.48 =
 29 May 2019 (Wed) 3520 14:44 3520/-126 - - - (11901.40-
(-0.19%) -23.47) 11900CE -23.47) 11900CE
16.41 11861.55)
14:44:00 14:44:00
e r s.
15.58 2.15
ith
-408.00 oth -408.00
 30 May 2019 (Thu) -816 13:40 988/-816 -
4.2
- - (11942.70-
re w
(18.15-23.59 = 5.44) (18.15-23.59 = 5.44)
ha
(0.04%)
15.58
t s
11944.85) 11950CE 13:40:00 11950CE 13:40:00
.D o no
s e
u Day Profit: -80
n a l Average
Expiry: 6 JUN 2019, Net Profit: -321,
e r so
f o r p N Gap India N Prev Spot
l y Exit Up/Down VIX Day H/L Change
Max MTM
Exit
i c t (1) N Sell 1 Lot (2) N Sell 1 Lot
str 
Include Date Profit Profit/Loss
s
Time ATM CE ATM CE
n t i Type    
m e
do cu
i s
16.32 Day -3.15 1038.75 1038.75
Th
53.9
 31 May 2019 (Fri) 2077 15:15 4544/-1492 - - Open > (11924.15- (83.2-69.35 = (83.2-69.35 =
(0.45%)
16.07 PDH 11921.00) -13.85) 11900CE -13.85) 11900CE
-1362.75 -1362.75
73.50
30.95 16.04 (60.55-78.72 = (60.55-78.72 =
 3 Jun 2019 (Mon) -2725 14:00 2038/-2724 - - (12014.90-
(0.26%) - 15.9 18.17) 12000CE 18.17) 12000CE
12088.40)
14:00:00 14:00:00
15.75 -17.20 -1044.00 -1044.00

-35.9
 4 Jun 2019 (Tue) -2088 13:00 1258/-2088 - - - (12032.25- (46.4-60.32 = 13.92) (46.4-60.32 = 13.92)
(-0.3%)
15.62 12015.05) 12050CE 13:00:00 12050CE 13:00:00
-76.00 1207.50 1207.50

18.15 15.5 -
 6 Jun 2019 (Thu) 2415 13:29 2414/-494 - - (11922.15- (32.2-16.1 = -16.10) (32.2-16.1 = -16.10)
(0.15%) 15.54
11846.15) 11900CE 13:29:00 11900CE 13:29:00
Expiry: 13 JUN 2019, Net Profit: -7207, Average Day Profit: -1441

Time ATM CE ATM CE
 Type    
-1481.25
15.13 28.95 -1481.25
21.45 (65.85-85.6 =
 7 Jun 2019 (Fri) -2962 14:30 2076/-2962 - - - (11834.90- (65.85-85.6 = 19.75)
(0.18%) 19.75) 11850CE
14.88 11863.85) 11850CE 14:30:00
14:30:00
Day 20.75 -101.25 -101.25

64.25 15.27
 10 Jun 2019 (Mon) -202 15:15 2796/-570 - Open > (11901.25- (58.65-60 = 1.35) (58.65-60 = 1.35)
(0.54%) - 15
PDH 11922.00) 11900CE 11900CE
-1163.25
14.76 8.60 -1163.25
37.15 (51.7-67.21 =
 11 Jun 2019 (Tue) -2326 13:53 150/-2326 - - - (11955.80- (51.7-67.21 = 15.51)
(0.31%) 15.51) 11950CE
14.54 11964.40) 11950CE 13:53:00
13:53:00
-627.00
21.15 -627.00
-3.15 14.4 - (27.85-36.21 =
 12 Jun 2019 (Wed) -1254 14:13 1200/-1254 - - (11882.75- (27.85-36.21 = 8.36)
(-0.03%) 14.19 8.36) 11900CE
11903.90) 11900CE 14:13:00
14:13:00
83.90 -231.75 -231.75

-32.3 14.01
 13 Jun 2019 (Thu) -463 13:02 292/-462 - - (11834.20- (10.3-13.39 = 3.09) (10.3-13.39 = 3.09)
(-0.27%) - 13.6
11918.10) 11850CE 13:02:00 11850CE 13:02:00
Expiry: 20 JUN 2019, Net Profit: 9968, Average Day Profit: 1993

Time ATM CE ATM CE
 Type    
13.73 -60.50 2133.75 2133.75

-3.95
 14 Jun 2019 (Fri) 4267 15:15 4678/-22 - - - (11867.55- (77.8-49.35 = (77.8-49.35 =
(-0.03%)
13.96 11807.05) -28.45) 11850CE
e r s.-28.45) 11850CE
ith oth
14.48 -57.45 w
re(73.65-48.55 =
1882.50 1882.50
ha
20.7
 17 Jun 2019 (Mon) 3765 15:15 4154/-524 - - -
t s
(11724.10- (73.65-48.55 =
o no
(0.18%)
14.61 11666.65) -25.10) 11700CE -25.10) 11700CE
s e .D
u
al14.48
r so n
4.9
-12.95 2272.50 2272.50
pe
 18 Jun 2019 (Tue) 4545 14:52 4544/-1064 - - - (11709.00- (60.6-30.3 = -30.30) (60.6-30.3 = -30.30)
r
(0.04%)
y f o 14.58 11696.05) 11700CE 14:52:00 11700CE 14:52:00
t ri ctl
n i
t 13:00 ss -920.25
e
14.86 Day -1.25 -920.25
um
52.95 (40.9-53.17 =
c
 19 Jun 2019 (Wed) -1840 14/-1840 - - Open > (11699.20- (40.9-53.17 = 12.27)
s d o (0.45%)
14.67 PDH 11697.95)
12.27) 11700CE
11700CE 13:00:00
T h i 13:00:00
14.51 103.00 -384.75 -384.75

-37.8
 20 Jun 2019 (Thu) -769 12:39 104/-768 - - - (11735.15- (17.1-22.23 = 5.13) (17.1-22.23 = 5.13)
(-0.32%)
13.99 11838.15) 11750CE 12:39:00 11750CE 12:39:00

Time ATM CE ATM CE
 Type    
14.32 -59.30 1841.25 1841.25

-4.15
 21 Jun 2019 (Fri) 3682 15:15 5062/-388 - - - (11783.80- (78-53.45 = -24.55) (78-53.45 = -24.55)
(-0.04%)
14.54 11724.50) 11800CE 11800CE
15.1 -36.10 1503.75 1503.75

1.7
 24 Jun 2019 (Mon) 3007 15:15 4290/0 - - - (11730.55- (64.5-44.45 = (64.5-44.45 =
(0.01%)
15.28 11694.45) -20.05) 11750CE -20.05) 11750CE
-1367.25 -1367.25
15.27 64.50
-18.65 (60.75-78.98 = (60.75-78.98 =
 25 Jun 2019 (Tue) -2734 13:36 1672/-2734 - - - (11732.40-
(-0.16%) 18.23) 11750CE 18.23) 11750CE
15.09 11796.90)
13:36:00 13:36:00
14.98 15.00 -877.50 -877.50

-28.3
 26 Jun 2019 (Wed) -1755 14:47 1746/-1754 - - - (11834.40- (39-50.7 = 11.70) (39-50.7 = 11.70)
(-0.24%)
14.73 11849.40) 11850CE 14:47:00 11850CE 14:47:00
909.00 909.00
14.3 -49.65
13.3 (24.25-12.13 = (24.25-12.13 =
 27 Jun 2019 (Thu) 1817 13:39 1816/-584 - - - (11896.10-
(0.11%) -12.12) 11900CE -12.12) 11900CE
14.58 11846.45)
13:39:00 13:39:00
Expiry: 4 JUL 2019, Net Profit: 4248, Average Day Profit: 849

Time ATM CE ATM CE
 Type    
14.79 -27.30 1657.50 1657.50

19.6
 28 Jun 2019 (Fri) 3315 15:15 3742/-1214 - - - (11814.35- (102.15-80.05 = (102.15-80.05 =
(0.17%)
14.97 11787.05) -22.10) 11800CE -22.10) 11800CE
14.77 5.05 382.50 382.50

51.05
 1 Jul 2019 (Mon) 765 15:15 1560/-1214 - - - (11860.70- (77.9-72.8 = -5.10) (77.9-72.8 = -5.10)
(0.43%)
14.61 11865.75) 11850CE 11850CE
-1050.00 -1050.00
Day 80.45
24.7 14.61 (46.65-60.65 = (46.65-60.65 =
 2 Jul 2019 (Tue) -2100 13:08 172/-2100 - Open > (11832.05-
(0.21%) - 14.3 14.00) 11850CE 14.00) 11850CE
PDH 11912.50)
13:08:00
e r s. 13:08:00
ith oth
14.01 Day 0.55 w
re(48.65-41.15 =
562.50 562.50
ha
21.85
 3 Jul 2019 (Wed) 1125 15:15 1500/-1950 - - Open >
t s
(11917.25- (48.65-41.15 =
o no
(0.18%)
13.73 PDH 11917.80) -7.50) 11900CE -7.50) 11900CE
s e .D
a u
l13.46
s o n
r(0.1%)
12.05
1.65 571.50 571.50
 4 Jul 2019 (Thu) 1143 14:14 1142/-412
r
-
p e - - (11947.60- (15.25-7.63 = -7.62) (15.25-7.63 = -7.62)
l y f o 13.51 11949.25) 11950CE 14:14:00 11950CE 14:14:00
i c t
i s str
e n t Expiry: 11 JUL 2019, Net Profit: 13045, Average Day Profit: 2609
o c um
i s d
Include
h
T Date Profit
Exit
Max
Profit/Loss
MTM
Exit
N Gap
Up/Down
India
VIX
N Prev
Day H/L
Spot
Change
Time ATM CE ATM CE
 Type    
13.52 -118.40 3262.50 3262.50

18
 5 Jul 2019 (Fri) 6525 13:17 6524/-1304 - - - (11930.10- (87-43.5 = -43.50) (87-43.5 = -43.50)
(0.15%)
13.04 11811.70) 11950CE 13:17:00 11950CE 13:17:00
2613.75 2613.75
13.53 Day -49.80
-40.75 (69.7-34.85 = (69.7-34.85 =
 8 Jul 2019 (Mon) 5227 14:24 5226/-1206 - - Open < (11609.15-
(-0.35%) -34.85) 11600CE -34.85) 11600CE
13.66 PDL 11559.35)
14:24:00 14:24:00
30.85 180.00 180.00

-27 13.8 -
 9 Jul 2019 (Tue) 359 15:15 2820/-1102 - - (11532.50- (48.6-46.2 = -2.40) (48.6-46.2 = -2.40)
(-0.23%) 13.66
11563.35) 11550CE 11550CE
-18.30 1151.25 1151.25

-19.75 13.8 -
 10 Jul 2019 (Wed) 2302 15:15 3142/-1116 - - (11514.80- (44.95-29.6 = (44.95-29.6 =
(-0.17%) 13.73
11496.50) -15.35) 11500CE -15.35) 11500CE
12.85 15.50 -684.00 -684.00

62.55
 11 Jul 2019 (Thu) -1368 13:43 1108/-1368 - - - (11570.70- (30.4-39.52 = 9.12) (30.4-39.52 = 9.12)
(0.54%)
12.44 11586.20) 11550CE 13:43:00 11550CE 13:43:00
Expiry: 18 JUL 2019, Net Profit: -4529, Average Day Profit: -905

Time ATM CE ATM CE
 Type    
Day -39.95 -1125.00 -1125.00

18.25 12.18
 12 Jul 2019 (Fri) -2250 13:07 366/-2250 - Open > (11587.80- (50-65 = 15.00) (50-65 = 15.00)
(0.16%) - 12
PDH 11547.85) 11600CE 13:07:00 11600CE 13:07:00
12.39 46.15 -1039.50 -1039.50

62.25
 15 Jul 2019 (Mon) -2079 14:19 330/-2078 - - - (11543.20- (46.2-60.06 = 13.86) (46.2-60.06 = 13.86)
(0.54%)
12.04 11589.35) 11550CE 14:19:00 11550CE 14:19:00
11.69 43.20 -1305.00 -1305.00

8.3
 16 Jul 2019 (Tue) -2610 14:09 1754/-2610 - - - (11624.30- (58-75.4 = 17.40) (58-75.4 = 17.40)
(0.07%)
11.54 11667.50) 11600CE 14:09:00 11600CE 14:09:00
828.75 828.75
11.51 Day -2.05
8.15 (22.1-11.05 = (22.1-11.05 =
 17 Jul 2019 (Wed) 1657 13:25 1656/-88 - - Open > (11692.70-
(0.07%) -11.05) 11700CE -11.05) 11700CE
11.81 PDH 11690.65)
13:25:00 13:25:00
-54.30 376.50 376.50

-11.9 11.78
 18 Jul 2019 (Thu) 753 13:50 752/-412 - - (11648.35- (10.05-5.03 = -5.02) (10.05-5.03 = -5.02)
(-0.1%) - 11.8
11594.05) 11650CE 13:50:00 11650CE 13:50:00
e r s.
ith oth
Include Date Profit
Exit
re w
ha
Time ATM CE ATM CE
 Type   
t s

.D o no
s e
al u
12.36 -51.90 1803.75 1803.75
31.05
 19 Jul 2019 (Fri) 3607 15:15 4326/-810 -
r so n
(0.27%)
- - (11469.00- (74.5-50.45 = (74.5-50.45 =
pe
12.54 11417.10) -24.05) 11450CE -24.05) 11450CE
f or
i c tl y
s t r
15:15s 2190/-1844
Day 23.30 -495.00 -495.00
i
-26.4 13.09
t
 22 Jul 2019 (Mon) -990 - Open < (11334.70- (55-61.6 = 6.60) (55-61.6 = 6.60)
m e n (-0.23%) - 12.9
PDL 11358.00) 11350CE 11350CE
d o cu
T h is 26.05
13.35 -20.25 -1071.00 -1071.00
 23 Jul 2019 (Tue) -2142 13:43 194/-2142 - - - (11346.55- (47.6-61.88 = 14.28) (47.6-61.88 = 14.28)
(0.23%)
13.47 11326.30) 11350CE 13:43:00 11350CE 13:43:00
-854.25 -854.25
13.45 19.70
-8.6 (37.95-49.34 = (37.95-49.34 =
 24 Jul 2019 (Wed) -1708 13:29 1192/-1708 - - - (11247.45-
(-0.08%) 11.39) 11250CE 11.39) 11250CE
12.79 11267.15)
13:29:00 13:29:00
875.25 875.25
12.42 -14.80
19.1 (23.35-11.68 = (23.35-11.68 =
 25 Jul 2019 (Thu) 1750 13:29 1750/-764 - - - (11268.95-
(0.17%) -11.67) 11250CE -11.67) 11250CE
12.69 11254.15)
13:29:00 13:29:00
Expiry: 1 AUG 2019, Net Profit: 1247, Average Day Profit: 249

Time ATM CE ATM CE
 Type    
12.4 5.75 232.50 232.50

-4.7
 26 Jul 2019 (Fri) 464 15:15 2338/-426 - - - (11278.45- (62.3-59.2 = -3.10) (62.3-59.2 = -3.10)
(-0.04%)
12.13 11284.20) 11300CE 11300CE
Stop 13.42 29.65 -1606.50 -1606.50

23.2
 29 Jul 2019 (Mon) -3000 13:47 0/-3212 Loss - - (11159.10- (71.4-92.82 = 21.42) (71.4-92.82 = 21.42)
(0.21%)
Hit 13.08 11188.75) 11150CE 13:47:00 11150CE 13:47:00
2037.75 2037.75
12.91 -124.50
24.5 (54.35-27.18 = (54.35-27.18 =
 30 Jul 2019 (Tue) 4075 14:24 4074/-82 - - - (11211.00-
(0.22%) -27.17) 11200CE -27.17) 11200CE
13.6 11086.50)
14:24:00 14:24:00
-780.00 -780.00
13.97 Day 45.00
-51.35 (34.65-45.05 = (34.65-45.05 =
 31 Jul 2019 (Wed) -1559 14:22 2008/-1558 - - Open < (11083.75-
(-0.46%) 10.40) 11100CE 10.40) 11100CE
13.5 PDL 11128.75)
14:22:00 14:22:00
14.21 21.10 633.75 633.75

-57.8
 1 Aug 2019 (Thu) 1267 13:13 1266/-426 - - - (10983.25- (16.9-8.45 = -8.45) (16.9-8.45 = -8.45)
(-0.52%)
14.37 11004.35) 11000CE 13:13:00 11000CE 13:13:00
Expiry: 8 AUG 2019, Net Profit: -3830, Average Day Profit: -766

Time ATM CE ATM CE
 Type    
Stop 55.90 -2175.00 -2175.00

-49.7 15 -
 2 Aug 2019 (Fri) -3000 13:28 4334/-4382 Loss - (10954.50- (97.4-126.4 = 29.00) (97.4-126.4 = 29.00)
(-0.45%) 15.04
Hit 11010.40) 10950CE 10950CE
Stop 16.9 16.20 -1608.75 -1608.75

-101.55
 5 Aug 2019 (Mon) -3000 12:46 2196/-3216 Loss - - (10842.20- (97.05-118.5 = (97.05-118.5 =
Hit
(-0.92%)
16.57 10858.40) 21.45) 10850CE
e r s.21.45) 10850CE
ith oth
re w -1659.75 -1659.75
ha
Stop 16.58 24.95
-47.2
t s (73.75-95.88 = (73.75-95.88 =
o no
 6 Aug 2019 (Tue) -3000 14:06 614/-3318 Loss - - (10927.75-
(-0.43%) 22.13) 10950CE 22.13) 10950CE
.D
Hit 16.07 10952.70)
e
14:06:00 14:06:00
s
o n al u
r s
pe 9.85
1966.50 1966.50
r-
15.91 -99.05
y f o (52.45-26.23 = (52.45-26.23 =
tl
 7 Aug 2019 (Wed) 3933 13:42 3932/0 - - (10957.10-
i c
(0.09%) -26.22) 10950CE -26.22) 10950CE
ss t r 16.63 10858.05)
13:42:00 13:42:00
n t i
um e
d c
o(Thu) 16.41 131.70 618.75 618.75
s
43.7
Thi
 8 Aug 2019 1237 13:03 1236/-246 - - - (10889.05- (16.5-8.25 = -8.25) (16.5-8.25 = -8.25)
(0.4%)
16.06 11020.75) 10900CE 13:03:00 10900CE 13:03:00

Exit (1) N Sell 1 Lot (2) N Sell 1 Lot ATM
Time ATM CE CE
 Type    
15.96 Day -47.70 1031.25 1031.25

55.45
 9 Aug 2019 (Fri) 2062 15:15 3478/-1964 - - Open > (11158.55- (74.35-60.6 = (74.35-60.6 =
(0.5%)
15.84 PDH 11110.85) -13.75) 11150CE -13.75) 11150CE
1764.75 1764.75
16.53 -129.30
29.75 (47.05-23.52 = (47.05-23.52 =
 13 Aug 2019 (Tue) 3529 14:00 3528/-486 - - - (11064.90-
(0.27%) -23.53) 11050CE -23.53) 11050CE
17.65 10935.60)
14:00:00 14:00:00
16.73 4.15 -464.25 -464.25

77.4
 14 Aug 2019 (Wed) -928 13:16 1312/-928 - - - (11034.55- (20.65-26.84 = 6.19) (20.65-26.84 = 6.19)
(0.71%)
16.26 11038.70) 11050CE 13:16:00 11050CE 13:16:00

Time ATM CE ATM CE
 Type    
Stop 16.61 32.35 -1788.75 -1788.75

14.25
 16 Aug 2019 (Fri) -3000 13:13 502/-4462 Loss - - (11017.20- (99.15-123 = 23.85) (99.15-123 = 23.85)
(0.13%)
Hit 16.57 11049.55) 11000CE 11000CE
16.26 Day -77.45 2205.00 2205.00

47
 19 Aug 2019 (Mon) 4410 14:41 4410/-660 - - Open > (11132.75- (58.8-29.4 = -29.40) (58.8-29.4 = -29.40)
(0.43%)
16.75 PDH 11055.30) 11150CE 14:41:00 11150CE 14:41:00
16.77 8.30 -1415.25 -1415.25

10
 20 Aug 2019 (Tue) -2830 13:19 1312/-2830 - - - (11008.75- (62.9-81.77 = 18.87) (62.9-81.77 = 18.87)
(0.09%)
16.63 11017.05) 11000CE 13:19:00 11000CE 13:19:00
2118.75 2118.75
-57.20
1.15 16.9 - (56.5-28.25 = (56.5-28.25 =
 21 Aug 2019 (Wed) 4237 14:30 4236/-780 - - (10974.95-
(0.01%) 17.03 -28.25) 10950CE -28.25) 10950CE
10917.75)
14:30:00 14:30:00
17.49 Day -95.20 -573.00 -573.00

-13.4
 22 Aug 2019 (Thu) -1146 12:52 1162/-1146 - - Open < (10844.90- (25.45-33.09 = 7.64) (25.45-33.09 = 7.64)
(-0.12%)
17.81 PDL 10749.70) 10850CE 12:52:00 10850CE 12:52:00
e r s.
ith oth
Include Date Profit
Exit
re w
ha
Time ATM CE ATM CE
 Type   
t s

.D o no
Stop
us e
17.78 Day 68.45 -1807.50 -1807.50
al
-41.75
 23 Aug 2019 (Fri) -3000 13:21 764/-5062 Loss
r so n
(-0.39%)
- Open < (10759.85- (112.5-136.6 = (112.5-136.6 =
pe
Hit 17.35 PDL 10828.30) 24.10) 10750CE 24.10) 10750CE
f o r
i c y
tl Stop
s t r
 26 Aug 2019 (Mon) -3000 13:25s 1500/-4126
17.26 Day 88.25 -1631.25 -1631.25
i
170.95
t
Loss - Open > (10967.95- (91.7-113.45 = (91.7-113.45 =
m e n Hit
(1.58%)
16.68 PDH 11056.20) 21.75) 10950CE 21.75) 10950CE
d o cu
T h is 48.7
16.09 Day -34.05 2137.50 2137.50
 27 Aug 2019 (Tue) 4275 15:02 4274/0 - - Open > (11138.80- (57-28.5 = -28.50) (57-28.5 = -28.50)
(0.44%)
15.99 PDH 11104.75) 11150CE 15:02:00 11150CE 15:02:00
1983.75 1983.75
16.21 -14.65
-4.05 (52.9-26.45 = (52.9-26.45 =
 28 Aug 2019 (Wed) 3967 14:12 3966/0 - - - (11057.25-
(-0.04%) -26.45) 11050CE -26.45) 11050CE
16.86 11042.60)
14:12:00 14:12:00
17.33 3.85 -504.00 -504.00

-50.05
 29 Aug 2019 (Thu) -1008 12:43 628/-1008 - - - (10933.40- (22.4-29.12 = 6.72) (22.4-29.12 = 6.72)
(-0.45%)
16.56 10937.25) 10950CE 12:43:00 10950CE 12:43:00
Expiry: 5 SEP 2019, Net Profit: -2109, Average Day Profit: -527

Time ATM CE ATM CE
 Type    
Stop 16.92 105.70 -1537.50 -1537.50

39.5
 30 Aug 2019 (Fri) -3000 13:45 1918/-4762 Loss - - (10915.65- (105.85-126.35 = (105.85-126.35 =
(0.36%)
Hit 16.31 11021.35) 20.50) 10900CE 20.50) 10900CE
-75.40 2366.25 2366.25

-62.3 17.85
 3 Sep 2019 (Tue) 4732 15:15 5032/-952 - - (10883.45- (71.6-40.05 = (71.6-40.05 =
(-0.57%) - 18
10808.05) -31.55) 10900CE -31.55) 10900CE
-1568.25
Stop 51.70 -1568.25
-7.5 17.76 (69.7-90.61 =
 4 Sep 2019 (Wed) -3000 13:31 1860/-3136 Loss - (10802.90- (69.7-90.61 = 20.91)
(-0.07%) - 17.2 20.91) 10800CE
Hit 10854.60) 10800CE 13:31:00
13:31:00
17.33 Day 25.75 -420.75 -420.75

16.3
 5 Sep 2019 (Thu) -841 13:12 840/-840 - - Open > (10826.35- (18.7-24.31 = 5.61) (18.7-24.31 = 5.61)
(0.15%)
17.31 PDH 10852.10) 10850CE 13:12:00 10850CE 13:12:00
Expiry: 12 SEP 2019, Net Profit: 2872, Average Day Profit: 718

Time ATM CE ATM CE
 Type    
16.65 38.80 -626.25 -626.25

35.9
 6 Sep 2019 (Fri) -1252 15:15 1034/-2286 - - - (10909.85- (101.3-109.65 = (101.3-109.65 =
(0.33%)
16.34 10948.65) 8.35) 10900CE 8.35) 10900CE
15.94 -7.35 1136.25 1136.25

-9.5
 9 Sep 2019 (Mon) 2272 15:15 4012/-1162 - - - (11009.80- (70-54.85 = -15.15) (70-54.85 = -15.15)
(-0.09%)
15.87 11002.45) 11000CE 11000CE
13.30 382.50 382.50

25.45 15.6 -
 11 Sep 2019 (Wed) 765 15:15 1094/-1222 - - (11026.90- (35.7-30.6 = -5.10) (35.7-30.6 = -5.10)
(0.23%) 15.31
11040.20) 11050CE 11050CE
e r s.
543.75 ot
h 543.75
22.6
14.79 Day -71.10
w h
it = -7.25) (14.5-7.25 = -7.25)
 12 Sep 2019 (Thu) 1087 13:44 1086/-524 -
(0.2%)
- Open > (11046.90-
ha e
r 11050CE 13:44:00 11050CE 13:44:00
(14.5-7.25
14.92 PDH
t s
10975.80)
.D o no
s e
u Day Profit: 1827
n al Average
Expiry: 19 SEP 2019, Net Profit: 9135,
e r so
Max MTM
Exit
i ct (1) N Sell 1 Lot (2) N Sell 1 Lot
str 
s
Time ATM CE ATM CE
n t i Type    
m e
do cu
i s
14.93 102.70 -1471.50 -1471.50
Th
4
 13 Sep 2019 (Fri) -2942 13:42 1140/-2942 - - - (10975.90- (65.4-85.02 = 19.62) (65.4-85.02 = 19.62)
(0.04%)
14.09 11078.60) 11000CE 13:42:00 11000CE 13:42:00
15.03 4.05 581.25 581.25

-81.05
 16 Sep 2019 (Mon) 1162 15:15 2422/-1252 - - - (11001.45- (72.35-64.6 = -7.75) (72.35-64.6 = -7.75)
(-0.73%)
14.97 11005.50) 11000CE 11000CE
2836.50 2836.50
15.49 -109.90
-3.4 (75.65-37.83 = (75.65-37.83 =
 17 Sep 2019 (Tue) 5673 14:05 5672/-396 - - - (10917.40-
(-0.03%) -37.82) 10900CE -37.82) 10900CE
16.08 10807.50)
14:05:00 14:05:00
15.59 -22.15 1961.25 1961.25

55.2
 18 Sep 2019 (Wed) 3922 15:15 4320/-922 - - - (10858.45- (58.7-32.55 = (58.7-32.55 =
(0.51%)
15.44 10836.30) -26.15) 10850CE -26.15) 10850CE
15.65 -30.05 660.00 660.00

4.55
 19 Sep 2019 (Thu) 1320 12:37 1320/0 - - - (10738.60- (17.6-8.8 = -8.80) (17.6-8.8 = -8.80)
(0.04%)
15.52 10708.55) 10750CE 12:37:00 10750CE 12:37:00

Time ATM CE ATM CE
 Type    
Stop 15.69 50.65 -1762.50 -1762.50

42
 20 Sep 2019 (Fri) -3000 13:19 1312/-4258 Loss - - (11229.45- (94.65-118.15 = (94.65-118.15 =
(0.39%)
Hit 15.23 11280.10) 23.50) 11250CE 23.50) 11250CE
Stop Day -47.00 -1597.50 -1597.50

268.5 16.8 -
 23 Sep 2019 (Mon) -3000 12:42 4500/-3892 Loss Open > (11654.30- (94.05-115.35 = (94.05-115.35 =
(2.38%) 16.9
Hit PDH 11607.30) 21.30) 11650CE 21.30) 11650CE
Stop 16.88 4.75 -1552.50 -1552.50

-9.5
 24 Sep 2019 (Tue) -3000 14:30 3434/-3412 Loss - - (11578.20- (78.8-99.5 = 20.70) (78.8-99.5 = 20.70)
(-0.08%)
Hit 16.68 11582.95) 11600CE 11600CE
2088.75 2088.75
-31.35
-23.35 16 - (55.7-27.85 = (55.7-27.85 =
 25 Sep 2019 (Wed) 4177 13:56 4176/-1830 - - (11489.55-
(-0.2%) 16.14 -27.85) 11500CE -27.85) 11500CE
11458.20)
13:56:00 13:56:00
16.97 56.45 -920.25 -920.25

29.65
 26 Sep 2019 (Thu) -1840 12:38 14/-1840 - - - (11511.35- (40.9-53.17 = 12.27) (40.9-53.17 = 12.27)
(0.26%)
16.36 11567.80) 11500CE 12:38:00 11500CE 12:38:00
Expiry: 3 OCT 2019, Net Profit: 7740, Average Day Profit: 1935

Time ATM CE ATM CE
 Type    
e r s.
16.26 -22.05
ith
1376.25 oth 1376.25
 27 Sep 2019 (Fri) 2752 15:15 3074/-2940 -
-14.85
- - (11532.20-
re w(99.8-81.45 = (99.8-81.45 =
ha
(-0.13%)
16.15
t s
11510.15) -18.35) 11550CE -18.35) 11550CE
D
. Day o no
-21.25 l u
s e -1693.50 -1693.50
a
Stop 16.39 67.60
s o n (75.25-97.83 = (75.25-97.83 =
per
 30 Sep 2019 (Mon) -3000 13:16 306/-3386 Loss -
Open < (11401.85-
(-0.18%) 22.58) 11400CE 22.58) 11400CE
r
Hit 15.85
PDL 11469.45)
y f o 13:16:00 13:16:00
t ri ctl
n i
t 13:46 ss 2694.75 2694.75
e
16.1 Day -131.55
um
40.95 (71.85-35.92 = (71.85-35.92 =
c
 1 Oct 2019 (Tue) 5389 5388/-2826 - - Open > (11473.60-
s d o (0.36%)
17.01 PDH 11342.05)
-35.93) 11450CE -35.93) 11450CE
T h i 13:46:00 13:46:00
1299.75 1299.75
17.37 -48.70
-37.65 (34.65-17.32 = (34.65-17.32 =
 3 Oct 2019 (Thu) 2599 12:53 2598/0 - - - (11359.30-
(-0.33%) -17.33) 11350CE -17.33) 11350CE
17.72 11310.60)
12:53:00 12:53:00

Exit (1) N Sell 1 Lot ATM (2) N Sell 1 Lot ATM
Time CE CE
 Type    
4340.25 4340.25
17.17 Day -151.70
74.45 (115.75-57.88 = (115.75-57.88 =
 4 Oct 2019 (Fri) 8680 13:40 8680/0 - - Open > (11322.75-
(0.66%) -57.87) 11300CE -57.87) 11300CE
17.61 PDH 11171.05)
13:40:00 13:40:00
2866.50 2866.50
17.87 -90.65
21.45 (76.45-38.23 = (76.45-38.23 =
 7 Oct 2019 (Mon) 5733 15:04 5732/-1446 - - - (11208.55-
(0.19%) -38.22) 11200CE -38.22) 11200CE
17.9 11117.90)
15:04:00 15:04:00
17.71 105.70 -1170.00 -1170.00

26.55
 9 Oct 2019 (Wed) -2339 12:53 516/-2338 - - - (11204.95- (52-67.6 = 15.60) (52-67.6 = 15.60)
(0.24%)
17.1 11310.65) 11200CE 12:53:00 11200CE 12:53:00
17.38 -19.90 -510.00 -510.00

-32.8
 10 Oct 2019 (Thu) -1020 12:30 0/-1020 - - - (11253.75- (22.65-29.45 = 6.80) (22.65-29.45 = 6.80)
(-0.29%)
17.22 11233.85) 11250CE 12:30:00 11250CE 12:30:00
Expiry: 17 OCT 2019, Net Profit: -10711, Average Day Profit: -2142

Time ATM CE ATM CE
 Type    
-2216.25 -2216.25
Stop 17.69 56.85
23.15 (98.5-128.05 = (98.5-128.05 =
 11 Oct 2019 (Fri) -3000 14:00 930/-4432 Loss - - (11252.65-
(0.21%) 29.55) 11250CE 29.55) 11250CE
Hit 17.05 11309.50)
14:00:00 14:00:00
Stop 17.54 -42.70 -1796.25 -1796.25

30.85
 14 Oct 2019 (Mon) -3000 14:00 2092/-4320 Loss - - (11365.40- (96.05-120 = 23.95) (96.05-120 = 23.95)
(0.27%)
Hit 17.46 11322.70) 11350CE 11350CE
Stop 17.15 8.60 -1605.00 -1605.00

19.7
 15 Oct 2019 (Tue) -3000 14:17 2136/-3298 Loss - - (11416.55- (73.3-94.7 = 21.40) (73.3-94.7 = 21.40)
(0.17%)
Hit 16.87 11425.15) 11400CE 11400CE
16.55 Day 11.90 -30.00 -30.00

36.65
 16 Oct 2019 (Wed) -60 15:15 2946/-516 - - Open > (11459.50- (46.8-47.2 = 0.40) (46.8-47.2 = 0.40)
(0.32%)
16.35 PDH 11471.40) 11450CE 11450CE
e r s.
16.03 121.15
ith
-825.75 oth -825.75
 17 Oct 2019 (Thu) -1651 12:39 780/-1650 -
2.3
- - (11472.85-
re w
(36.7-47.71 = 11.01) (36.7-47.71 = 11.01)
ha
(0.02%)
15.91
t s
11594.00) 11450CE 12:39:00 11450CE 12:39:00
.D o no
s e
u Day Profit: 1846
n a l Average
Expiry: 24 OCT 2019, Net Profit: 7385,
e r so
Max MTM
Exit
i ct (1) N Sell 1 Lot (2) N Sell 1 Lot
str 
s
Time ATM CE ATM CE
n t i Type    
m e
do cu
s
 18 iOct
15.86 12.50 -71.25 -71.25
Th
-6.05
2019 (Fri) -142 15:15 1596/-2488 - - - (11651.55- (83.5-84.45 = 0.95) (83.5-84.45 = 0.95)
(-0.05%)
15.95 11664.05) 11650CE 11650CE
16.53 -97.20 2452.50 2452.50

-4.7
 22 Oct 2019 (Tue) 4905 13:48 4904/-208 - - - (11682.20- (65.4-32.7 = -32.70) (65.4-32.7 = -32.70)
(-0.04%)
16.89 11585.00) 11700CE 13:48:00 11700CE 13:48:00
16.68 -25.20 1875.00 1875.00

7.85
 23 Oct 2019 (Wed) 3750 14:42 3750/-734 - - - (11629.75- (50-25 = -25.00) (50-25 = -25.00)
(0.07%)
16.63 11604.55) 11650CE 14:42:00 11650CE 14:42:00
-564.00
16.42 Day -10.95 -564.00
57.55 (25.05-32.57 =
 24 Oct 2019 (Thu) -1128 12:44 14/-1128 - - Open > (11591.55- (25.05-32.57 = 7.52)
(0.5%) 7.52) 11600CE
16.27 PDH 11580.60) 11600CE 12:44:00
12:44:00

Time ATM CE ATM CE
 Type    
Stop 15.69 13.05 -2006.25 -2006.25

63.55
 25 Oct 2019 (Fri) -3000 14:39 6358/-4552 Loss - - (11571.05- (102.6-129.35 = (102.6-129.35 =
(0.55%)
Hit 15.3 11584.10) 26.75) 11550CE 26.75) 11550CE
Stop 16.14 26.80 -1642.50 -1642.50

16.8
 29 Oct 2019 (Tue) -3000 13:23 794/-3284 Loss - - (11760.20- (73-94.9 = 21.90) (73-94.9 = 21.90)
(0.14%)
Hit 16.38 11787.00) 11750CE 13:23:00 11750CE 13:23:00
1865.25 1865.25
16.7 Day -12.15
97.05 (49.75-24.88 = (49.75-24.88 =
 30 Oct 2019 (Wed) 3730 14:35 3730/-1408 - - Open > (11855.95-
(0.82%) -24.87) 11850CE -24.87) 11850CE
16.6 PDH 11843.80)
14:35:00 14:35:00
16.39 Day -13.30 -585.00 -585.00

46.35
 31 Oct 2019 (Thu) -1169 12:43 0/-1168 - - Open > (11903.35- (26-33.8 = 7.80) (26-33.8 = 7.80)
(0.39%)
16.22 PDH 11890.05) 11900CE 12:43:00 11900CE 12:43:00
Expiry: 7 NOV 2019, Net Profit: -962, Average Day Profit: -192

Time ATM CE ATM CE
 Type    
16.15 1.85 213.75 213.75

9.15
 1 Nov 2019 (Fri) 427 15:15 2144/-1034 - - - (11886.55- (76-73.15 = -2.85) (76-73.15 = -2.85)
(0.08%)
15.76 11888.40) 11900CE 11900CE
16.26 Day 24.70 -506.25 -506.25

38.3
 4 Nov 2019 (Mon) -1012 15:15 802/-2084 - - Open > (11912.20- (82.4-89.15 = 6.75) (82.4-89.15 = 6.75)
(0.32%)
15.95 PDH 11936.90) 11900CE 11900CE
e r s.
16.15 9.35
ith
-135.00 oth -135.00
 5 Nov 2019 (Tue) -269 15:15 3390/-1462 -
33.3
- - (11909.05-
re w
(66.2-68 = 1.80) (66.2-68 = 1.80)
ha
(0.28%)
15.92
t s
11918.40) 11900CE 11900CE
.D o no
s e
al u
-1364.25 -1364.25
15.79 -0.30
 6 Nov 2019 (Wed) -2728 14:03 1768/-2728 -
r so n
-5.7
- - (11965.60-
(60.65-78.84 = (60.65-78.84 =
pe
(-0.05%) 18.19) 11950CE 18.19) 11950CE
r
15.79 11965.30)
y f o 14:03:00 14:03:00
t ri ctl
n i
t 12:46 ss 1310.25 1310.25
e
15.65 Day 42.80
um
55.05 (34.95-17.48 = (34.95-17.48 =
c
 7 Nov 2019 (Thu) 2620 2620/0 - - Open > (11970.20-
s d o (0.46%)
15.22 PDH 12013.00)
-17.47) 11950CE -17.47) 11950CE
T h i 12:46:00 12:46:00

Time ATM CE ATM CE
 Type    
Stop 15.7 -87.50 -1651.50 -1651.50

-24.9
 8 Nov 2019 (Fri) -3000 13:04 1184/-3302 Loss - - (11996.00- (73.4-95.42 = 22.02) (73.4-95.42 = 22.02)
(-0.21%)
Hit 15.93 11908.50) 12000CE 13:04:00 12000CE 13:04:00
Stop 16.59 Day 57.35 -1597.50 -1597.50

-28.95
 11 Nov 2019 (Mon) -3000 15:06 1342/-3194 Loss - Open < (11862.40- (71-92.3 = 21.30) (71-92.3 = 21.30)
(-0.24%)
Hit 16.19 PDL 11919.75) 11850CE 15:06:00 11850CE 15:06:00
1794.00 1794.00
16.33 -61.45
-5.15 (47.85-23.93 = (47.85-23.93 =
 13 Nov 2019 (Wed) 3588 14:44 3588/-832 - - - (11903.55-
(-0.04%) -23.92) 11900CE -23.92) 11900CE
16.49 11842.10)
14:44:00 14:44:00
15.53 55.15 -667.50 -667.50

18.3
 14 Nov 2019 (Thu) -1334 12:31 0/-1334 - - - (11819.80- (29.65-38.55 = 8.90) (29.65-38.55 = 8.90)
(0.15%)
15.67 11874.95) 11800CE 12:31:00 11800CE 12:31:00
Expiry: 21 NOV 2019, Net Profit: 5009, Average Day Profit: 1001

Time ATM CE ATM CE
 Type    
15.08 Day -39.70 971.25 971.25

32.1
 15 Nov 2019 (Fri) 1942 15:15 2340/-2212 - - Open > (11930.00- (70-57.05 = -12.95) (70-57.05 = -12.95)
(0.27%)
15.06 PDH 11890.30) 11950CE 11950CE
Stop 15.92 15.65 -1635.00 -1635.00

19.7
 18 Nov 2019 (Mon) -3000 12:51 374/-3268 Loss - - (11869.60- (84.7-106.5 = 21.80) (84.7-106.5 = 21.80)
(0.17%)
Hit 15.79 11885.25) 11850CE 11850CE
15.51 -3.45 907.50 907.50

34.95
 19 Nov 2019 (Tue) 1814 15:15 2834/-554 - - - (11939.05- (55.3-43.2 = -12.10) (55.3-43.2 = -12.10)
(0.29%)
15.46 11935.60) 11950CE 11950CE
1239.75 1239.75
15.19 Day -25.05
64.65 (33.05-16.52 = (33.05-16.52 =
 20 Nov 2019 (Wed) 2479 13:38 2478/-712 - - Open > (12025.95-
(0.54%) -16.53) 12050CE -16.53) 12050CE
15.16 PDH 12000.90)
13:38:00 13:38:00
887.25 887.25
-33.25
26.55 15.32 (23.65-11.82 = (23.65-11.82 =
 21 Nov 2019 (Thu) 1774 14:09 1774/-96 - - (12003.95-
(0.22%) - 15 -11.83) 12000CE -11.83) 12000CE
11970.70)
14:09:00 14:09:00
Expiry: 28 NOV 2019, Net Profit: 1250, Average Day Profit: 250
e r s.
it h oth
Max MTM N Gap India N Prev Spot w
re(1) N Sell 1 Lot
ha
Exit (2) N Sell 1 Lot
Include Date Profit Profit/Loss Exit Up/Down VIX Day H/L
t s
Change
o no
Time ATM CE ATM CE
 Type    
s e .D
u
al15.49
r so n
-1.1
7.05 138.75 138.75
pe
 22 Nov 2019 (Fri) 277 15:15 1604/-1334 - - - (11905.05- (75.3-73.45 = -1.85) (75.3-73.45 = -1.85)
r
(-0.01%)
y f o 14.88 11912.10) 11900CE 11900CE
t ri ctl
n i ss
t 13:32
-1124.25 -1124.25
e
47.40
um
8.05 14.49 (49.95-64.94 = (49.95-64.94 =
c
 25 Nov 2019 (Mon) -2248 622/-2248 - - (12029.65-
s d o (0.07%) - 15
12077.05)
14.99) 12050CE 14.99) 12050CE
T h i 13:32:00 13:32:00
1891.50 1891.50
14.69 Day -53.05
36.45 (50.45-25.23 = (50.45-25.23 =
 26 Nov 2019 (Tue) 3783 14:37 3782/-2136 - - Open > (12086.30-
(0.3%) -25.22) 12100CE -25.22) 12100CE
14.79 PDH 12033.25)
14:37:00 14:37:00
14.65 36.55 -798.75 -798.75

30.8
 27 Nov 2019 (Wed) -1597 15:15 1176/-1980 - - - (12062.20- (59.8-70.45 = 10.65) (59.8-70.45 = 10.65)
(0.26%)
14.62 12098.75) 12050CE 12050CE
14.06 Day 15.65 517.50 517.50

31.4
 28 Nov 2019 (Thu) 1035 12:52 1034/-208 - - Open > (12135.85- (13.8-6.9 = -6.90) (13.8-6.9 = -6.90)
(0.26%)
14.04 PDH 12151.50) 12150CE 12:52:00 12150CE 12:52:00
Expiry: 5 DEC 2019, Net Profit: -5358, Average Day Profit: -1071

Time ATM CE ATM CE
 Type    
12.70 -547.50 -547.50

-4.95 14.1 -
 29 Nov 2019 (Fri) -1094 15:15 1762/-2466 - - (12043.55- (63.75-71.05 = 7.30) (63.75-71.05 = 7.30)
(-0.04%) 13.9
12056.25) 12050CE 12050CE
2.65 510.00 510.00

81 14.4 -
 2 Dec 2019 (Mon) 1019 15:15 1656/-1380 - - (12045.80- (64.05-57.25 = (64.05-57.25 =
(0.67%) 14.19
12048.45) -6.80) 12050CE -6.80) 12050CE
-975.75 -975.75
15.90
19.45 15.93 (43.35-56.36 = (43.35-56.36 =
 3 Dec 2019 (Tue) -1951 14:50 2106/-1950 - - (11979.05-
(0.16%) - 14 13.01) 12000CE 13.01) 12000CE
11994.95)
14:50:00 14:50:00
73.85 -1397.25 -1397.25

-24.25 14.94
 4 Dec 2019 (Wed) -2794 14:40 4462/-2794 - - (11970.60- (62.1-80.73 = 18.63) (62.1-80.73 = 18.63)
(-0.2%) - 13.3
12044.45) 11950CE 14:40:00 11950CE 14:40:00
14.61 Day -2.15 -269.25 -269.25

28.05
 5 Dec 2019 (Thu) -538 12:33 28/-538 - - Open > (12033.25- (11.95-15.54 = 3.59) (11.95-15.54 = 3.59)
(0.23%)
14.49 PDH 12031.10) 12050CE 12:33:00 12050CE 12:33:00
Expiry: 12 DEC 2019, Net Profit: 5675, Average Day Profit: 1135

Time ATM CE ATM CE
 Type    
13.16 -69.80 1983.75 1983.75

28.95
 6 Dec 2019 (Fri) 3967 15:15 4296/-232 - - - (11988.75- (66.05-39.6 = (66.05-39.6 =
(0.24%)
13.59 11918.95) -26.45) 12000CE -26.45) 12000CE
e r s.
14.54 -17.15
ith
1125.00 oth 1125.00
 9 Dec 2019 (Mon) 2250 15:15 3036/-1500 -
17.6
- - (11955.75-
re w
(64.75-49.75 = (64.75-49.75 =
ha
(0.15%)
14.69
t s
11938.60) -15.00) 11950CE -15.00) 11950CE
.D o no
s e
al u
14.53 -32.10 1488.75 1488.75
13
 10 Dec 2019 (Tue) 2977 15:15 3268/-914 -
r so n
(0.11%)
- - (11886.90- (52.55-32.7 = (52.55-32.7 =
pe
14.74 11854.80) -19.85) 11900CE -19.85) 11900CE
f or
i ctl y
ss t r -1266.00 -1266.00
i
13.78 47.80
t
10.55 (56.25-73.13 = (56.25-73.13 =
 11 Dec 2019 (Wed)
e n
-2531 15:06 3914/-2530 - - - (11865.55-
um
(0.09%) 16.88) 11850CE 16.88) 11850CE
c
13.43 11913.35)
do
15:06:00 15:06:00
Thi s
13.35 Day 26.35 -494.25 -494.25
34.15
 12 Dec 2019 (Thu) -988 13:15 388/-988 - - Open > (11947.85- (21.95-28.54 = 6.59) (21.95-28.54 = 6.59)
(0.29%)
13.33 PDH 11974.20) 11950CE 13:15:00 11950CE 13:15:00

Time ATM CE ATM CE
 Type    
Stop Day 40.40 -1507.50 -1507.50

54.6 13.8 -
 13 Dec 2019 (Fri) -3000 13:46 0/-4044 Loss Open > (12055.70- (89.9-110 = 20.10) (89.9-110 = 20.10)
(0.46%) 13.63
Hit PDH 12096.10) 12050CE 12050CE
13.53 Day -16.55 1132.50 1132.50

44.65
 16 Dec 2019 (Mon) 2265 15:15 2730/-2976 - - Open > (12070.05- (72.7-57.6 = -15.10) (72.7-57.6 = -15.10)
(0.37%)
13.36 PDH 12053.50) 12050CE 12050CE
12.77 20.20 -142.50 -142.50

28.5
 17 Dec 2019 (Tue) -284 15:15 1290/-508 - - - (12146.35- (44.6-46.5 = 1.90) (44.6-46.5 = 1.90)
(0.24%)
12.49 12166.55) 12150CE 12150CE
12.61 Day 19.80 -648.00 -648.00

32
 18 Dec 2019 (Wed) -1295 12:56 14/-1294 - - Open > (12196.30- (28.8-37.44 = 8.64) (28.8-37.44 = 8.64)
(0.26%)
12.35 PDH 12216.10) 12200CE 12:56:00 12200CE 12:56:00
12.06 2.90 555.00 555.00

1.75
 19 Dec 2019 (Thu) 1110 13:00 1110/-224 - - - (12254.80- (14.8-7.4 = -7.40) (14.8-7.4 = -7.40)
(0.01%)
12.11 12257.70) 12250CE 13:00:00 12250CE 13:00:00

Time ATM CE ATM CE
 Type    
12.36 -19.10 172.50 172.50

6.75
 20 Dec 2019 (Fri) 345 15:15 1146/-554 - - - (12285.55- (51.2-48.9 = -2.30) (51.2-48.9 = -2.30)
(0.06%)
12.35 12266.45) 12300CE 12300CE
12.08 Day -9.55 270.00 270.00

-36.35
 23 Dec 2019 (Mon) 540 15:15 4350/-358 - - Open < (12273.45- (63.2-59.6 = -3.60) (63.2-59.6 = -3.60)
(-0.3%)
11.93 PDL 12263.90) 12250CE 12250CE
11.78 -28.10 1226.25 1226.25

6.5
 24 Dec 2019 (Tue) 2452 15:15 2586/-1274 - - - (12239.00- (36.95-20.6 = (36.95-20.6 =
(0.05%)
11.68 12210.90) -16.35) 12250CE -16.35) 12250CE
-56.20 530.25 530.25

-2.7 11.4 -
 26 Dec 2019 (Thu) 1060 13:33 1060/-426 - - (12187.30- (14.15-7.08 = -7.07) (14.15-7.08 = -7.07)
(-0.02%) 11.17
12131.10) 12200CE 13:33:00 12200CE 13:33:00
e r s.
Expiry: 2 JAN 2020, Net Profit: -1798, Average Day Profit: -359
ith oth
re w
t s ha
o no
.D
e
Time ATM CE ATM CE
s
al u
 Type    
r s o n
-1477 15:15 1860/-2346 or-
pe 46.35 34.80 -738.75 -738.75
f
10.81
l y
 27 Dec 2019 (Fri) - (12207.90- (79-88.85 = 9.85) (79-88.85 = 9.85)
t rict (0.38%) - 10.5

12242.70) 12200CE 12200CE
s s
e n ti
o c um -1475.25 -1475.25
d (Mon) -2950 14:27 674/-2950 -

11.23 Day 35.35
i s
29.1 (65.55-85.22 = (65.55-85.22 =
h
 30 Dec 2019 - Open > (12222.55-
T (0.24%)
11.03 PDH 12257.90)
19.67) 12200CE
14:27:00
19.67) 12200CE
14:27:00
11.59 -50.35 1773.75 1773.75

-8.75
 31 Dec 2019 (Tue) 3547 15:15 3952/-1176 - - - (12214.75- (58.5-34.85 = (58.5-34.85 =
(-0.07%)
11.68 12164.40) -23.65) 12200CE -23.65) 12200CE
11.62 10.70 3.75 3.75

33.7
 1 Jan 2020 (Wed) 7 15:15 756/-2122 - - - (12171.75- (51.5-51.45 = -0.05) (51.5-51.45 = -0.05)
(0.28%)
11.62 12182.45) 12150CE 12150CE
11.45 21.35 -462.75 -462.75

16.05
 2 Jan 2020 (Thu) -925 14:43 1132/-924 - - - (12262.20- (20.55-26.72 = 6.17) (20.55-26.72 = 6.17)
(0.13%)
11.49 12283.55) 12250CE 14:43:00 12250CE 14:43:00
Expiry: 9 JAN 2020, Net Profit: 1555, Average Day Profit: 311

Time ATM CE ATM CE
 Type    
12.33 -3.35 -41.25 -41.25

-21.1
 3 Jan 2020 (Fri) -82 15:15 1956/-674 - - - (12229.95- (48-48.55 = 0.55) (48-48.55 = 0.55)
(-0.17%)
12.66 12226.60) 12250CE 12250CE
Day -37.70 1338.75 1338.75

-56.05 14.98
 6 Jan 2020 (Mon) 2677 15:15 3584/-292 - Open < (12032.20- (66.05-48.2 = (66.05-48.2 =
(-0.46%) - 14.8
PDL 11994.50) -17.85) 12050CE -17.85) 12050CE
14.46 -15.05 720.00 720.00

86.05
 7 Jan 2020 (Tue) 1440 15:15 3870/-1672 - - - (12070.30- (69.45-59.85 = (69.45-59.85 =
(0.72%)
14.56 12055.25) -9.60) 12050CE -9.60) 12050CE
-904.50
Day 48.70 -904.50
-113.85 16 - (40.2-52.26 =
 8 Jan 2020 (Wed) -1808 12:37 0/-1808 - Open < (11975.05- (40.2-52.26 = 12.06)
(-0.94%) 15.63 12.06) 12000CE
PDL 12023.75) 12000CE 12:37:00
12:37:00
-336.00
14.14 Day 31.65 -336.00
127.8 (14.95-19.43 =
 9 Jan 2020 (Thu) -672 13:07 336/-672 - - Open > (12186.90- (14.95-19.43 = 4.48)
(1.06%) 4.48) 12200CE
13.97 PDH 12218.55) 12200CE 13:07:00
13:07:00

Time ATM CE ATM CE
 Type    
14.11 Day -42.65 2257.50 2257.50

55.1
 10 Jan 2020 (Fri) 4515 15:15 5976/-532 - - Open > (12301.50- (79.75-49.65 = (79.75-49.65 =
(0.45%)
14.08 PDH 12258.85) -30.10) 12300CE
e r s.
-30.10) 12300CE
ith oth
14.32 4.55 w
e = -3.30)
r(50.5-47.2
247.50 247.50
ha
39.9
 13 Jan 2020 (Mon) 494 15:15 2280/-412 - - -
t s
(12326.45- (50.5-47.2 = -3.30)
o no
(0.33%)
14.27 12331.00) 12350CE 12350CE
s e .D
u
al14.03
r s o n 21.20
-882.75 -882.75
pe
3.55 (39.25-51.02 = (39.25-51.02 =
r
 14 Jan 2020 (Tue) -1765 14:44 1018/-1764 - - - (12340.35-
l y f o (0.03%)
13.92 12361.55)
11.77) 12350CE 11.77) 12350CE
t rict 14:44:00 14:44:00
s s
e n ti
um-1573 14:30 1146/-1572 - -12.9
-786.75 -786.75
c
14.32 59.90
 15 Jan 2020o
d
(34.95-45.44 = (34.95-45.44 =
s
(Wed) - - (12289.00-
T h i (-0.1%)
14.11 12348.90)
10.49) 12300CE
14:30:00
10.49) 12300CE
14:30:00
14.32 34.55 -270.00 -270.00

3.8
 16 Jan 2020 (Thu) -540 12:37 44/-540 - - - (12325.70- (12-15.6 = 3.60) (12-15.6 = 3.60)
(0.03%)
14.17 12360.25) 12350CE 12:37:00 12350CE 12:37:00

Time ATM CE CE
 Type    
14.31 -5.65 11.25 11.25

-27.1
 17 Jan 2020 (Fri) 22 15:15 630/-1650 - - - (12356.35- (66.65-66.5 = -0.15) (66.65-66.5 = -0.15)
(-0.22%)
14.15 12350.70) 12350CE 12350CE
15.11 Day -72.85 1503.75 1503.75

78.15
 20 Jan 2020 (Mon) 3007 15:15 3584/-126 - - Open > (12296.10- (55.3-35.25 = (55.3-35.25 =
(0.63%)
15.42 PDH 12223.25) -20.05) 12300CE -20.05) 12300CE
15.9 Day -26.25 761.25 761.25

-29.25
 21 Jan 2020 (Tue) 1522 15:15 2324/-540 - - Open < (12193.95- (47.5-37.35 = (47.5-37.35 =
(-0.24%)
15.87 PDL 12167.70) -10.15) 12200CE -10.15) 12200CE
1284.00 1284.00
16.12 -31.60
48.5 (34.25-17.13 = (34.25-17.13 =
 22 Jan 2020 (Wed) 2568 14:22 2568/-652 - - - (12138.80-
(0.4%) -17.12) 12150CE -17.12) 12150CE
16.29 12107.20)
14:22:00 14:22:00
16.15 35.30 -321.00 -321.00

16.85
 23 Jan 2020 (Thu) -642 12:33 104/-642 - - - (12146.15- (14.25-18.53 = 4.28) (14.25-18.53 = 4.28)
(0.14%)
15.88 12181.45) 12150CE 12:33:00 12150CE 12:33:00

Time ATM CE ATM CE
 Type    
-1504.50 -1504.50
Stop 15.56 15.95
-5.8 (66.85-86.91 = (66.85-86.91 =
 24 Jan 2020 (Fri) -3000 14:27 396/-3008 Loss - - (12231.65-
(-0.05%) 20.06) 12250CE 20.06) 12250CE
Hit 15.66 12247.60)
14:27:00 14:27:00
16.55 -77.70 1721.25 1721.25

-51.15
 27 Jan 2020 (Mon) 3442 15:15 3764/-576 - - - (12200.60- (55.75-32.8 = (55.75-32.8 =
(-0.42%)
17.16 12122.90) -22.95) 12200CE -22.95) 12200CE
1916.25 1916.25
17.2 -69.60
29.1 (51.1-25.55 = (51.1-25.55 =
 28 Jan 2020 (Tue) 3832 14:18 3832/-268 -
(0.24%)
- - (12136.95-
-25.55) 12150CE
e r s.
-25.55) 12150CE
oth
17.27 12067.35)
14:18:00 14:18:00
w ith
ha (42.45-21.23 = re 1591.50
t s 1591.50
no
16.57 -11.15
o
59.1 (42.45-21.23 =
D
 29 Jan 2020 (Wed) 3183 13:37 3182/-502 - - - (12145.00-
(0.49%)
s e . -21.22) 12150CE -21.22) 12150CE
u
16.51 12133.85)
l
13:37:00 13:37:00
o n a
pe r s
f or- 16.69 -19.55 586.50 586.50
tl y
18.25
i c
 30 Jan 2020 (Thu) 1173 13:04 1172/0 - - (12055.20- (15.65-7.83 = -7.82) (15.65-7.83 = -7.82)
s t r (0.15%)
is
16.83 12035.65) 12050CE 13:04:00 12050CE 13:04:00
n t
u me
s d oc
Thi
Expiry: 6 FEB 2020, Net Profit: 2621, Average Day Profit: 436

Time ATM CE ATM CE
 Type    
Stop 17.37 -9.15 -1623.75 -1623.75

64.6
 31 Jan 2020 (Fri) -3000 12:42 2550/-5864 Loss - - (11967.55- (168-189.65 = (168-189.65 =
(0.54%)
Hit 17.4 11958.40) 21.65) 11950CE 21.65) 11950CE
5055.00 5055.00
17.41 Day -279.95
-23.1 (134.8-67.4 = (134.8-67.4 =
 1 Feb 2020 (Sat) 10110 13:27 10110/-2256 - - Open < (11940.15-
(-0.19%) -67.40) 11950CE -67.40) 11950CE
16.77 PDL 11660.20)
13:27:00 13:27:00
-1293.00 -1293.00
16.05 Day 15.40
-34.4 (57.45-74.69 = (57.45-74.69 =
 3 Feb 2020 (Mon) -2585 13:01 126/-2584 - - Open < (11680.50-
(-0.29%) 17.24) 11700CE 17.24) 11700CE
15.87 PDL 11695.90)
13:01:00 13:01:00
14.63 Day 39.80 -945.00 -945.00

78.35
 4 Feb 2020 (Tue) -1890 13:48 1350/-1890 - - Open > (11936.80- (42-54.6 = 12.60) (42-54.6 = 12.60)
(0.67%)
14.38 PDH 11976.60) 11950CE 13:48:00 11950CE 13:48:00
-642.75 -642.75
14.4 Day 82.95
26.2 (28.55-37.12 = (28.55-37.12 =
 5 Feb 2020 (Wed) -1285 12:33 0/-1284 - - Open > (12004.20-
(0.22%) 8.57) 12000CE 8.57) 12000CE
14.19 PDH 12087.15)
12:33:00 12:33:00
13.91 Day -5.25 636.00 636.00

30.85
 6 Feb 2020 (Thu) 1271 13:10 1270/-456 - - Open > (12142.25- (16.95-8.47 = -8.48) (16.95-8.47 = -8.48)
(0.26%)
13.76 PDH 12137.00) 12150CE 13:10:00 12150CE 13:10:00

Time ATM CE ATM CE
 Type    
13.82 8.05 -277.50 -277.50

13.2
 7 Feb 2020 (Fri) -555 15:15 786/-2092 - - - (12091.90- (59.4-63.1 = 3.70) (59.4-63.1 = 3.70)
(0.11%)
13.76 12099.95) 12100CE 12100CE
14.27 10.70 -270.00 -270.00

4
 10 Feb 2020 (Mon) -540 15:15 1438/-780 - - - (12028.05- (44.8-48.4 = 3.60) (44.8-48.4 = 3.60)
(0.03%)
14.23 12038.75) 12050CE 12050CE
Day -12.00 1233.75 1233.75

76.9 13.84
 11 Feb 2020 (Tue) 2467 15:15 2812/-1020 - Open > (12125.95- (45.55-29.1 = (45.55-29.1 =
(0.64%) - 13.9
PDH 12113.95) -16.45) 12150CE -16.45) 12150CE
-776.25
13.52 -1.30 -776.25
43.1 (34.5-44.85 =
 12 Feb 2020 (Wed) -1552 14:03 352/-1552 - - - (12195.50- (34.5-44.85 = 10.35)
(0.36%) 10.35) 12200CE
13.56 12194.20) 12200CE 14:03:00
14:03:00
e r s.
13.41 30.00
ith
-256.50 oth -256.50
 13 Feb 2020 (Thu) -513 13:03 224/-512 -
18.35
- - (12144.50-
re w
(11.4-14.82 = 3.42) (11.4-14.82 = 3.42)
ha
(0.15%)
13.36
t s
12174.50) 12150CE 13:03:00 12150CE 13:03:00
.D o no
s e
u Day Profit: 58
n a l Average
Expiry: 20 FEB 2020, Net Profit: 293,
e r so
Max MTM
Exit
str 
s
Time ATM CE ATM CE
n t i Type    
m e
do cu
i s
-45.60 1593.75 1593.75
Th
15.5 13.52
 14 Feb 2020 (Fri) 3187 15:15 4244/-120 - - (12160.40- (78.6-57.35 = (78.6-57.35 =
(0.13%) - 13.6
12114.80) -21.25) 12150CE -21.25) 12150CE
14.47 -27.65 438.75 438.75

18.35
 17 Feb 2020 (Mon) 877 15:15 2068/-1086 - - - (12069.55- (73.1-67.25 = -5.85) (73.1-67.25 = -5.85)
(0.15%)
14.46 12041.90) 12050CE 12050CE
-1523.25
Stop 14.66 Day 81.65 -1523.25
-17.55 (67.7-88.01 =
 18 Feb 2020 (Tue) -3000 14:58 1656/-3046 Loss - Open < (11918.95- (67.7-88.01 = 20.31)
(-0.15%) 20.31) 11900CE
Hit 14.36 PDL 12000.60) 11900CE 14:58:00
14:58:00
-915.75
14.04 Day 21.90 -915.75
98.1 (40.7-52.91 =
 19 Feb 2020 (Wed) -1831 12:57 592/-1830 - - Open > (12101.60- (40.7-52.91 = 12.21)
(0.82%) 12.21) 12100CE
14.12 PDH 12123.50) 12100CE 12:57:00
12:57:00
13.59 -61.85 530.25 530.25

-6.9
 20 Feb 2020 (Thu) 1060 13:17 1060/-224 - - - (12146.20- (14.15-7.08 = -7.07) (14.15-7.08 = -7.07)
(-0.06%)
13.63 12084.35) 12150CE 13:17:00 12150CE 13:17:00

Time ATM CE ATM CE
 Type    
15.11 Day -141.30 2137.50 2137.50

-68.3
 24 Feb 2020 (Mon) 4275 15:15 4770/-52 - - Open < (11972.75- (69-40.5 = -28.50) (69-40.5 = -28.50)
(-0.57%)
16.97 PDL 11831.45) 11950CE 11950CE
3221.25 3221.25
16.26 -66.80
48.1 (85.9-42.95 = (85.9-42.95 =
 25 Feb 2020 (Tue) 6442 14:19 6442/0 - - - (11868.25-
(0.41%) -42.95) 11850CE -42.95) 11850CE
16.77 11801.45)
14:19:00 14:19:00
-876.75 -876.75
Day -35.75
-59.35 17.21 (38.95-50.64 = (38.95-50.64 =
 26 Feb 2020 (Wed) -1753 13:20 816/-1752 - Open < (11727.55-
(-0.5%) - 18.1 11.69) 11750CE 11.69) 11750CE
PDL 11691.80)
13:20:00 13:20:00
18.59 55.30 -358.50 -358.50

-17.25
 27 Feb 2020 (Thu) -717 12:54 628/-716 - - - (11584.35- (15.95-20.73 = 4.78) (15.95-20.73 = 4.78)
(-0.15%)
17.81 11639.65) 11600CE 12:54:00 11600CE 12:54:00

Time ATM CE ATM CE
 Type    
Stop 22.83 Day -62.30 -1725.00 -1725.00

-251.3
 28 Feb 2020 (Fri) -3000 13:00 6022/-3952 Loss - Open < (11260.00- (165.55-188.55 = (165.55-188.55 =
Hit
(-2.16%)
23.03 PDL 11197.70) 23.00) 11250CE
e r s. 23.00) 11250CE
ith oth
Stop 21.56 Day -324.35 w
e = 21.80)
r(127-148.8
-1635.00 -1635.00
ha
185.6
 2 Mar 2020 (Mon) -3000 13:25 9524/-4650 Loss - Open >
t s
(11374.70- (127-148.8 = 21.80)
o no
(1.66%)
Hit 26.25 PDH 11050.35) 11350CE 11350CE
s e .D
a u
l25.19
Stop
r s n
o - 24.6 -
84.8
69.40 -1683.75 -1683.75
 3 Mar 2020 (Tue) -3000 14:07 3876/-5210 Loss
rHitp e (0.76%)
(11228.60- (115.8-138.25 = (115.8-138.25 =
l y f o 11298.00) 22.45) 11250CE 22.45) 11250CE
i ct
i s str
t 13:18 5932/-1500 - 48.05 24.29
2966.25 2966.25
e n Day -3.00
um
(79.1-39.55 = (79.1-39.55 =
c
 4 Mar 2020 (Wed) 5932 - Open > (11261.80-
s d o (0.43%)
24.12 PDH 11258.80)
-39.55) 11250CE -39.55) 11250CE
Thi
13:18:00 13:18:00
1181.25 1181.25
-110.10
55.05 22.31 (31.5-15.75 = (31.5-15.75 =
 5 Mar 2020 (Thu) 2362 12:42 2362/-306 - - (11372.05-
(0.49%) - 23.3 -15.75) 11350CE -15.75) 11350CE
11261.95)
12:42:00 12:42:00

Time ATM CE ATM CE
 Type    
Stop 26.07 Day 78.50 -1672.50 -1672.50

-326.35
 6 Mar 2020 (Fri) -3000 12:33 0/-7402 Loss - Open < (10916.65- (164.5-186.8 = (164.5-186.8 =
(-2.9%)
Hit 25.46 PDL 10995.15) 22.30) 10900CE 22.30) 10900CE
29.74 Day -81.75 2947.50 2947.50

-247.4
 9 Mar 2020 (Mon) 5895 15:15 11084/0 - - Open < (10549.45- (153.35-114.05 = (153.35-114.05 =
(-2.25%)
30.62 PDL 10467.70) -39.30) 10550CE -39.30) 10550CE
Stop -14.50 -1597.50 -1597.50

-117.15 31.9 -
 11 Mar 2020 (Wed) -3000 12:31 0/-4358 Loss - (10469.90- (96.85-118.15 = (96.85-118.15 =
(-1.12%) 31.59
Hit 10455.40) 21.30) 10450CE 21.30) 10450CE
2981.25 2981.25
36.53 Day -244.75
-418.45 (79.5-39.75 = (79.5-39.75 =
 12 Mar 2020 (Thu) 5962 13:23 5962/0 - - Open < (9811.65-
(-4%) -39.75) 9800CE -39.75) 9800CE
41.26 PDL 9566.90)
13:23:00 13:23:00

Time ATM CE ATM CE
 Type    
Stop 52.01 Day 199.85 -1717.50 -1717.50

-482.55
 13 Mar 2020 (Fri) -3000 12:36 8220/-16536 Loss - Open < (9770.80- (367.5-390.4 = (367.5-390.4 =
(-5.03%)
Hit 51.46 PDL 9970.65) 22.90) 9750CE 22.90) 9750CE
Stop -229.00 -1893.75 -1893.75

-367.4 57.34
 16 Mar 2020 (Mon) -3000 12:37 13230/-7168 Loss - (9403.65- (313.1-338.35 = (313.1-338.35 =
(-3.69%) - 58.7
Hit 9174.65) 25.25) 9400CE 25.25) 9400CE
Stop 60.73 -357.05 -2175.00 -2175.00

88
 17 Mar 2020 (Tue) -3000 13:06 18532/-6126 Loss - - (9286.70- (247.1-276.1 = (247.1-276.1 =
(0.96%)
Hit 63.08 8929.65) 29.00) 9300CE 29.00) 9300CE
6847.50 6847.50
63.69 -224.10
121.4 (182.6-91.3 = (182.6-91.3 =
 18 Mar 2020 (Wed) 13695 14:58 13694/0 - - - (8674.30-
(1.35%) -91.30) 8650CE -91.30) 8650CE
64.03 8450.20)
14:58:00
e r s. 14:58:00
ith oth
Stop 73.19 Day 15.00 w
re(119.55-149.95 =
-2280.00 -2280.00
ha
-405.5
 19 Mar 2020 (Thu) -3000 13:00 6816/-5378 Loss - Open <
t s (8244.05- (119.55-149.95 =
o no
(-4.79%)
Hit 72.19 PDL 8259.05) 30.40) 8250CE 30.40) 8250CE
s e .D
o n al u
pe r s
f or
i ctl y
s
Exit
t r Max MTM
s Profit/Loss Exit
Include Date Profit
e
Time ATM CE ATM CE
cum
 Type    
i s do
Th
 20 Mar 2020 (Fri) -3000 13:15 10064/-16968
Stop 21
68.03
- -
46.65
(8694.30-
-1912.50
(377.1-402.6 =
-1912.50
(377.1-402.6 =
Loss Hit (0.25%)
67.63 8740.95) 25.50) 8700CE 25.50) 8700CE
-104.20 -2115.00 -2115.00

Stop -799.75 71.27 Day Open
 23 Mar 2020 (Mon) -3000 12:32 13094/-11662 (7712.45- (388.3-416.5 = (388.3-416.5 =
Loss Hit (-9.14%) - 71.9 < PDL
7608.25) 28.20) 7700CE 28.20) 7700CE
80.34 13.50 -1578.75 -1578.75

Stop 238.05
 24 Mar 2020 (Tue) -3000 12:38 10326/-14984 - - (7815.80- (366.9-387.95 = (366.9-387.95 =
Loss Hit (3.13%)
84.24 7829.30) 21.05) 7800CE 21.05) 7800CE
364.00 -1837.50 -1837.50

Stop -65.9 78.1 -
 25 Mar 2020 (Wed) -3000 12:37 0/-10146 - (7937.45- (225.5-250 = (225.5-250 =
Loss Hit (-0.84%) 77.84
8301.45) 24.50) 7950CE 24.50) 7950CE
72.79 -58.50 -1601.25 -1601.25

Stop 133.15 Day Open
 26 Mar 2020 (Thu) -3000 12:44 382/-4138 - (8680.70- (92-113.35 = (92-113.35 =
Loss Hit (1.6%) > PDH
71.74 8622.20) 21.35) 8700CE 21.35) 8700CE

Time ATM CE ATM CE
 Type    
Stop 70.93 Day -21.80 -1575.00 -1575.00

307.65
 27 Mar 2020 (Fri) -3000 14:17 14076/-4762 Loss - Open > (8685.25- (377.8-398.8 = (377.8-398.8 =
(3.56%)
Hit 70.01 PDH 8663.45) 21.00) 8700CE 21.00) 8700CE
10672.50 10672.50
72.09 Day -135.05
-274.3 (284.6-142.3 = (284.6-142.3 =
 30 Mar 2020 (Mon) 21345 14:49 21344/0 - - Open < (8443.25-
(-3.17%) -142.30) 8450CE -142.30) 8450CE
71.55 PDL 8308.20)
14:49:00 14:49:00
Stop 66.98 45.35 -1725.00 -1725.00

248.25
 31 Mar 2020 (Tue) -3000 12:49 2302/-6210 Loss - - (8556.65- (138-161 = 23.00) (138-161 = 23.00)
(3%)
Hit 64.34 8602.00) 8550CE 8550CE
1858.50 1858.50
61.34 -60.30
-13.65 (49.55-24.77 = (49.55-24.77 =
 1 Apr 2020 (Wed) 3716 13:00 3716/-786 - - - (8312.70-
(-0.16%) -24.78) 8300CE -24.78) 8300CE
59.99 8252.40)
13:00:00 13:00:00

Time ATM CE ATM CE
 Type    
Stop 57.17 -53.65 -2310.00 -2310.00

102.75
 3 Apr 2020 (Fri) -3000 13:36 2752/-8418 Loss - - (8129.70- (187.1-217.9 = (187.1-217.9 =
Hit
(1.24%)
55.36 8076.05) 30.80) 8150CE
e r s.30.80) 8150CE
ith oth
Stop 50.97 Day 243.20 w
re(175-196.85 =
-1638.75 -1638.75
ha
362.5
 7 Apr 2020 (Tue) -3000 12:33 0/-7874 Loss - Open >
t s
(8566.85- (175-196.85 =
o no
(4.48%)
Hit 51.99 PDH 8810.05) 21.85) 8550CE 21.85) 8550CE
s e .D
a u
l 53.05
r s n
o - 52.4 -
-103.3
-142.35 3900.00 3900.00
 8 Apr 2020 (Wed) 7800 13:49 7800/-382 -
rp e (-1.17%)
(8876.90- (104-52 = -52.00) (104-52 = -52.00)
l y f o 8734.55) 8900CE 13:49:00 8900CE 13:49:00
i ct
i s str
t 12:31 0/-1984
-992.25 -992.25
m e n 224.3
50.45 68.00
(44.1-57.33 = (44.1-57.33 =
oc u
 9 Apr 2020 (Thu) -1984 - - - (9047.15-
d
(2.56%) 13.23) 9050CE 13.23) 9050CE
s
49.68 9115.15)
Thi
12:31:00 12:31:00

Time ATM CE CE
 Type    
-26.55 1338.75 1338.75

-7.95 51.78
 13 Apr 2020 (Mon) 2677 15:15 7912/-2984 - - (9016.00- (195.85-178 = (195.85-178 =
(-0.09%) - 51.6
8989.45) -17.85) 9000CE -17.85) 9000CE
4556.25 4556.25
48.94 Day -293.45
202.55 (121.5-60.75 = (121.5-60.75 =
 15 Apr 2020 (Wed) 9112 13:45 9112/-764 - - Open > (9218.80-
(2.25%) -60.75) 9200CE -60.75) 9200CE
49.82 PDH 8925.35)
13:45:00 13:45:00
46.93 Day -18.15 2137.50 2137.50

-74.05
 16 Apr 2020 (Thu) 4275 12:47 4274/-696 - - Open < (9013.55- (57-28.5 = -28.50) (57-28.5 = -28.50)
(-0.83%)
46.02 PDL 8995.40) 9000CE 12:47:00 9000CE 12:47:00

Time ATM CE ATM CE
 Type    
Stop 44.17 Day 135.90 -1608.75 -1608.75

330.65
 17 Apr 2020 (Fri) -3000 12:54 2346/-8550 Loss - Open > (9137.45- (190-211.45 = (190-211.45 =
(3.68%)
Hit 42.49 PDH 9273.35) 21.45) 9150CE 21.45) 9150CE
Stop 43.41 Day -16.15 -1511.25 -1511.25

123.45
 20 Apr 2020 (Mon) -3000 14:21 2714/-4950 Loss - Open > (9279.40- (131.6-151.75 = (131.6-151.75 =
(1.33%)
Hit 43.37 PDH 9263.25) 20.15) 9300CE 20.15) 9300CE
45.48 Day 20.25 405.00 405.00

-244.9
 21 Apr 2020 (Tue) 810 15:15 4410/-1888 - - Open < (8965.85- (139.4-134 = -5.40) (139.4-134 = -5.40)
(-2.64%)
45.29 PDL 8986.10) 8950CE 8950CE
Stop 82.95 -1567.50 -1567.50

45.3 44 -
 22 Apr 2020 (Wed) -3000 12:57 194/-3972 Loss - (9104.05- (88.25-109.15 = (88.25-109.15 =
(0.5%) 42.69
Hit 9187.00) 20.90) 9100CE 20.90) 9100CE
933.75 933.75
39.63 Day 7.00
45.05 (24.9-12.45 = (24.9-12.45 =
 23 Apr 2020 (Thu) 1867 13:20 1866/-592 - - Open > (9308.50-
(0.49%) -12.45) 9300CE -12.45) 9300CE
39.24 PDH 9315.50)
13:20:00 13:20:00

Time ATM CE ATM CE
 Type    
e r s.
4537.50 ot
h 4537.50
-150
38.83 Day -117.35
w h
it= -60.50) (160-99.5 = -60.50)
 24 Apr 2020 (Fri) 9075 15:15 9300/-2370 -
(-1.61%)
- Open < (9262.35-
ha e
r 9250CE
(160-99.5
39.11 PDL
t s
9145.00) 9250CE
.D o no
s e
al u
38.07 -77.85 2415.00 2415.00
105.3
 27 Apr 2020 (Mon) 4830 15:15 5594/-802 -
r so n
(1.15%)
- - (9362.60- (133-100.8 = (133-100.8 =
pe
38.06 9284.75) -32.20) 9350CE -32.20) 9350CE
f or
i c y
tl Stop
s t r
s 442/-4364 Loss
36.82 Day 91.45 -1500.00 -1500.00
i
107.5
t
 28 Apr 2020 (Tue) -3000 13:01 - Open > (9293.35- (97-117 = 20.00) (97-117 = 20.00)
m e n Hit
(1.16%)
35.31 PDH 9384.80) 9300CE 9300CE
d o cu
This 27.7
33.69 Day 63.85
-1023.75
(45.5-59.15 =
-1023.75
(45.5-59.15 =
 29 Apr 2020 (Wed) -2047 12:40 434/-2046 - - Open > (9488.25-
(0.3%) 13.65) 9500CE 13.65) 9500CE
33.86 PDH 9552.10)
12:40:00 12:40:00
33.61 Day -5.30 738.75 738.75

200.15
 30 Apr 2020 (Thu) 1477 12:34 1476/0 - - Open > (9877.05- (19.7-9.85 = -9.85) (19.7-9.85 = -9.85)
(2.1%)
34.02 PDH 9871.75) 9900CE 12:34:00 9900CE 12:34:00

Exit (1) N Sell 1 Lot ATM (2) N Sell 1 Lot ATM
Time CE CE
 Type    
Day -98.70 2325.00 2325.00

-326.4 43.2 -
 4 May 2020 (Mon) 4650 15:15 6044/-868 - Open < (9377.90- (143.3-112.3 = (143.3-112.3 =
(-3.31%) 43.8
PDL 9279.20) -31.00) 9400CE -31.00) 9400CE
Stop 42.78 -136.85 -1586.25 -1586.25

135.9
 5 May 2020 (Tue) -3000 13:02 1266/-5538 Loss - - (9335.90- (123.05-144.2 = (123.05-144.2 =
(1.46%)
Hit 43.74 9199.05) 21.15) 9350CE 21.15) 9350CE
3822.75 3822.75
41.59 -35.60
21.2 (101.95-50.98 = (101.95-50.98 =
 6 May 2020 (Wed) 7645 14:33 7644/-1394 - - - (9306.55-
(0.23%) -50.97) 9300CE -50.97) 9300CE
41.23 9270.95)
14:33:00 14:33:00
40.54 8.70 -649.50 -649.50

-36.85
 7 May 2020 (Thu) -1298 12:36 126/-1298 - - - (9193.95- (28.85-37.51 = 8.66) (28.85-37.51 = 8.66)
(-0.4%)
39.88 9202.65) 9200CE 12:36:00 9200CE 12:36:00

Time ATM CE ATM CE
 Type    
38.04 Day -65.30 2298.75 2298.75

177.9
 8 May 2020 (Fri) 4597 15:15 5392/-2310 - - Open > (9313.45- (148-117.35 = (148-117.35 =
(1.93%)
38.43 PDH 9248.15) -30.65) 9300CE -30.65) 9300CE
37.45 -99.10 3588.75 3588.75

96.65
 11 May 2020 (Mon) 7177 15:15 8294/-892 - - - (9340.20- (116-68.15 = -47.85) (116-68.15 = -47.85)
(1.04%)
38.13 9241.10) 9350CE 9350CE
Stop 38.11 Day 89.80 -2081.25 -2081.25

-70.35
 12 May 2020 (Tue) -3000 13:00 276/-4206 Loss - Open < (9079.15- (93.5-121.25 = (93.5-121.25 =
(-0.76%)
Hit 38.32 PDL 9168.95) 27.75) 9100CE 27.75) 9100CE
38.21 Day -14.90 810.00 810.00

387.65
 13 May 2020 (Wed) 1620 15:15 4206/-1304 - - Open > (9403.80- (118.9-108.1 = (118.9-108.1 =
(4.22%)
38.87 PDH 9388.90) -10.80) 9400CE -10.80) 9400CE
e r s.1331.25
oth (35.5-17.75 =
1331.25
ith
37.93 Day -77.85
-169.6 (35.5-17.75 =
 14 May 2020 (Thu) 2662 13:28 2662/-1402 -
(-1.81%)
- Open < (9215.35-
re w
-17.75) 9200CE -17.75) 9200CE
ha
38.16 PDL 9137.50)
t s 13:28:00 13:28:00
.D o no
s e
u Day Profit: 1029
n a
Expiry: 21 MAY 2020, Net Profit: 5149,l Average
e r so
Max MTM
Exit
str 
s
Time ATM CE ATM CE
n t i Type    
m e
do cu
i s
Stop 38.05 49.70 -1691.25 -1691.25
Th
39.65
 15 May 2020 (Fri) -3000 13:50 1372/-7236 Loss - - (9084.05- (166.05-188.6 = (166.05-188.6 =
(0.43%)
Hit 38.06 9133.75) 22.55) 9100CE 22.55) 9100CE
40.93 -54.70 1563.75 1563.75

21.45
 18 May 2020 (Mon) 3127 15:15 4042/-2976 - - - (8877.75- (135.45-114.6 = (135.45-114.6 =
(0.23%)
40.89 8823.05) -20.85) 8900CE -20.85) 8900CE
4297.50 4297.50
39.35 -113.75
138.45 (114.6-57.3 = (114.6-57.3 =
 19 May 2020 (Tue) 8595 14:11 8594/0 - - - (8995.95-
(1.57%) -57.30) 9000CE -57.30) 9000CE
39.38 8882.20)
14:11:00 14:11:00
-1531.50 -1531.50
Stop 36.94 120.35
10.05 (68.05-88.47 = (68.05-88.47 =
 20 May 2020 (Wed) -3000 14:06 1364/-3062 Loss - - (8941.95-
(0.11%) 20.42) 8950CE 20.42) 8950CE
Hit 35.77 9062.30)
14:06:00 14:06:00
33.23 -22.70 -286.50 -286.50

12.9
 21 May 2020 (Thu) -573 13:04 816/-572 - - - (9134.80- (12.75-16.57 = 3.82) (12.75-16.57 = 3.82)
(0.14%)
32.91 9112.10) 9150CE 13:04:00 9150CE 13:04:00

Time ATM CE ATM CE
 Type    
Stop 33.51 11.30 -1717.50 -1717.50

-38.35
 22 May 2020 (Fri) -3000 14:13 2736/-3898 Loss - - (9021.15- (122.45-145.35 = (122.45-145.35 =
(-0.42%)
Hit 32.46 9032.45) 22.90) 9000CE 22.90) 9000CE
31.25 -70.40 2242.50 2242.50

60.5
 26 May 2020 (Tue) 4485 15:15 5850/-1424 - - - (9090.10- (80.5-50.6 = -29.90) (80.5-50.6 = -29.90)
(0.67%)
31.62 9019.70) 9100CE 9100CE
-1026.00 -1026.00
30.73 195.80
53.15 (45.6-59.28 = (45.6-59.28 =
 27 May 2020 (Wed) -2052 12:59 0/-2052 - - - (9125.05-
(0.59%) 13.68) 9150CE 13.68) 9150CE
31.31 9320.85)
12:59:00 12:59:00
30.29 Day 13.55 -495.00 -495.00

50
 28 May 2020 (Thu) -990 13:29 1514/-990 - - Open > (9471.35- (22-28.6 = 6.60) (22-28.6 = 6.60)
(0.54%)
29.98 PDH 9484.90) 9450CE 13:29:00 9450CE 13:29:00

Time ATM CE ATM CE
 Type    
Stop 120.80 -1657.50 -1657.50

-67.9 29.77
 29 May 2020 (Fri) -3000 14:04 486/-4984 Loss - (9470.05- (110.8-132.9 = (110.8-132.9 =
(-0.72%) - 30.2
Hit 9590.85) 22.10) 9450CE 22.10) 9450CE
e r s.
3660.00 ot
h 3660.00
146.55
31.38 Day -63.50
w it =h
 1 Jun 2020 (Mon) 7320 15:15 7926/-1866 -
(1.53%)
- Open > (9894.25-
ha e
r -48.80) 9900CE -48.80) 9900CE
(123.4-74.6 (123.4-74.6 =
30.79 PDH
t s9830.75)
.D o no
s e
al u
Stop 30.25 65.50 -1503.75 -1503.75
54.7
 2 Jun 2020 (Tue) -3000 12:43 0/-3856 Loss
r so n
(0.56%)
- - (9911.80- (85.7-105.75 = (85.7-105.75 =
pe
Hit 30.19 9977.30) 20.05) 9900CE 20.05) 9900CE
f or
i c y
tl Stop
s t r
s 944/-3524 Loss
29.88 Day -63.55 -1661.25 -1661.25
i
129.2
t
 3 Jun 2020 (Wed) -3000 14:11 - Open > (10114.15- (78.35-100.5 = (78.35-100.5 =
m e n Hit
(1.29%)
30.28 PDH 10050.60) 22.15) 10100CE 22.15) 10100CE
d o cu
T h is -7.3
30.01 66.00 -711.00 -711.00
 4 Jun 2020 (Thu) -1421 12:36 0/-1420 - - - (9959.15- (31.6-41.08 = 9.48) (31.6-41.08 = 9.48)
(-0.07%)
29.69 10025.15) 9950CE 12:36:00 9950CE 12:36:00

Time ATM CE ATM CE
 Type    
Stop 29.04 35.80 -1586.25 -1586.25

64.7
 5 Jun 2020 (Fri) -3000 13:28 1566/-5220 Loss - - (10102.90- (142-163.15 = (142-163.15 =
(0.65%)
Hit 28.68 10138.70) 21.15) 10100CE 21.15) 10100CE
29.28 Day -84.60 3011.25 3011.25

184.6
 8 Jun 2020 (Mon) 6022 15:15 7440/0 - - Open > (10249.10- (111.4-71.25 = (111.4-71.25 =
(1.82%)
29.64 PDH 10164.50) -40.15) 10250CE -40.15) 10250CE
3791.25 3791.25
29.75 -207.90
13.7 (101.1-50.55 = (101.1-50.55 =
 9 Jun 2020 (Tue) 7582 13:18 7582/-1034 - - - (10260.15-
(0.13%) -50.55) 10250CE -50.55) 10250CE
30.27 10052.25)
13:18:00 13:18:00
29.95 51.20 -1426.50 -1426.50

25.95
 10 Jun 2020 (Wed) -2853 12:36 0/-2852 - - - (10077.60- (63.4-82.42 = 19.02) (63.4-82.42 = 19.02)
(0.26%)
29.35 10128.80) 10100CE 12:36:00 10100CE 12:36:00
-770.25 -770.25
30.16 -111.10
-22.05 (34.25-44.52 = (34.25-44.52 =
 11 Jun 2020 (Thu) -1540 13:05 1926/-1540 - - - (10006.65-
(-0.22%) 10.27) 10000CE 10.27) 10000CE
29.62 9895.55)
13:05:00 13:05:00

Time ATM CE ATM CE
 Type    
Stop 31.92 Day 239.25 -1698.75 -1698.75

-357.05
 12 Jun 2020 (Fri) -3000 12:47 1124/-6614 Loss - Open < (9735.45- (147-169.65 = (147-169.65 =
(-3.61%)
Hit 30.72 PDL 9974.70) 22.65) 9750CE 22.65) 9750CE
Stop 33.61 73.60 -1691.25 -1691.25

-53.55
 15 Jun 2020 (Mon) -3000 13:15 52/-5400 Loss - - (9738.45- (120-142.55 = (120-142.55 =
(-0.54%)
Hit 32.65 9812.05) 22.55) 9750CE 22.55) 9750CE
3297.75 3297.75
31.31 Day -13.40
201.1 (87.95-43.98 = (87.95-43.98 =
 16 Jun 2020 (Tue) 6595 13:17 6594/-1604 - - Open > (9928.80-
(2.05%) -43.97) 9950CE -43.97) 9950CE
32.92 PDH 9915.40)
13:17:00 13:17:00
Stop 33.24 -68.30 -1680.00 -1680.00

-37.3
 17 Jun 2020 (Wed) -3000 13:23 1266/-3418 Loss - - (9949.35- (76-98.4 = 22.40) (76-98.4 = 22.40)
Hit
(-0.38%)
33.39 9881.05) 9950CE
e r s. 9950CE
ith oth
31.83 117.55
e w
r(29.1-37.83
-654.75 -654.75
ha 9950CE 12:50:00
-17.9
 18 Jun 2020 (Thu) -1309 12:50 1514/-1308 - - -
t s
(9965.50- = 8.73) (29.1-37.83 = 8.73)
o no
(-0.18%)
31.47 10083.05) 9950CE 12:50:00
s e .D
o n al u
pe r s
f o r
i c y
tl MTM
s
Exit
t r Max
s Profit/Loss Exit
Include Date Profit
e
Time ATM CE ATM CE
cum
 Type    
i s do
Th
 19 Jun 2020 (Fri) -1889 15:15 5752/-2856 -
27.35
30.74
-
Day
Open >
45.50
(10204.25-
-945.00
(148.65-161.25 =
-945.00
(148.65-161.25 =
(0.27%)
29.99 PDH 10249.75) 12.60) 10200CE 12.60) 10200CE
Stop 30.78 Day -0.85 -1683.75 -1683.75

74.35
 22 Jun 2020 (Mon) -3000 14:01 5024/-4648 Loss - Open > (10319.15- (126.45-148.9 = (126.45-148.9 =
(0.73%)
Hit 30.42 PDH 10318.30) 22.45) 10300CE 22.45) 10300CE
Stop 30.88 92.75 -1500.00 -1500.00

36.75
 23 Jun 2020 (Tue) -3000 12:47 22/-3322 Loss - - (10376.25- (73.85-93.85 = (73.85-93.85 =
(0.36%)
Hit 29.34 10469.00) 20.00) 10400CE 20.00) 10400CE
2748.75 2748.75
29.12 Day -217.10
58.25 (73.3-36.65 = (73.3-36.65 =
 24 Jun 2020 (Wed) 5497 13:36 5496/-1454 - - Open > (10519.00-
(0.56%) -36.65) 10500CE -36.65) 10500CE
29.62 PDH 10301.90)
13:36:00 13:36:00
1521.00 1521.00
29.59 Day 14.00
-69.75 (40.55-20.27 = (40.55-20.27 =
 25 Jun 2020 (Thu) 3041 12:44 3040/-862 - - Open < (10271.60-
(-0.68%) -20.28) 10250CE -20.28) 10250CE
29.72 PDL 10285.60)
12:44:00 12:44:00

Time ATM CE ATM CE
 Type    
29.54 Day 23.50 -303.75 -303.75

90
 26 Jun 2020 (Fri) -607 15:15 2572/-2114 - - Open > (10356.25- (121-125.05 = 4.05) (121-125.05 = 4.05)
(0.87%)
28.71 PDH 10379.75) 10350CE 10350CE
Stop 29.98 66.30 -1717.50 -1717.50

-71.05
 29 Jun 2020 (Mon) -3000 12:37 1514/-4582 Loss - - (10259.50- (110.05-132.95 = (110.05-132.95 =
(-0.68%)
Hit 28.77 10325.80) 22.90) 10250CE 22.90) 10250CE
28.95 Day -56.25 1496.25 1496.25

70.2
 30 Jun 2020 (Tue) 2992 15:15 4784/-1650 - - Open > (10358.15- (86-66.05 = -19.95) (86-66.05 = -19.95)
(0.68%)
29.15 PDH 10301.90) 10350CE 10350CE
-1332.00
28.25 52.50 -1332.00
21.7 (59.2-76.96 =
 1 Jul 2020 (Wed) -2663 12:46 292/-2662 - - - (10385.00- (59.2-76.96 = 17.76)
(0.21%) 17.76) 10400CE
28.07 10437.50) 10400CE 12:46:00
12:46:00
-642.75
27.11 Day -5.85 -642.75
63 (28.55-37.12 =
 2 Jul 2020 (Thu) -1285 12:45 786/-1284 - - Open > (10552.60- (28.55-37.12 = 8.57)
(0.6%) 8.57) 10550CE
26.48 PDH 10546.75) 10550CE 12:45:00
12:45:00

Time
 Type    
ATM CE
e r s. ATM CE
ith oth
26.16 Day -10.75 w
re(122.1-102.2 =
1492.50 1492.50
ha -19.90) 10600CE
63.25
 3 Jul 2020 (Fri) 2984 15:15 4222/-630 - - Open >
t s
(10618.80- (122.1-102.2 =
o no
(0.6%)
25.75 PDH 10608.05) -19.90) 10600CE
s e .D
n al25.3u - Day
o 25.15 Open >
Stop -0.40 -1518.75 -1518.75
r s
116.5
 6 Jul 2020 (Mon) -3000 12:48 688/-4042 Loss
rHitp e (1.1%)
(10766.60- (92.35-112.6 = (92.35-112.6 =
l y f o PDH 10766.20) 20.25) 10750CE 20.25) 10750CE
i c t
i s str
t
Stop 35.60 -1612.50 -1612.50
 7 Jul 2020 (Tue)
m e n
-3000 15:02 1784/-3420 Loss
39.2 24.9 -
- (10761.45- (76.05-97.55 = (76.05-97.55 =
cu
(0.36%) 25.13
d o Hit 10797.05) 21.50) 10750CE 21.50) 10750CE
This -1349.25 -1349.25

25.99 Day -78.05
19 (59.95-77.94 = (59.95-77.94 =
 8 Jul 2020 (Wed) -2698 13:53 322/-2698 - - Open > (10786.80-
(0.18%) 17.99) 10800CE 17.99) 10800CE
26.04 PDH 10708.75)
13:53:00 13:53:00
25.32 18.65 667.50 667.50

49.8
 9 Jul 2020 (Thu) 1335 13:04 1334/-658 - - - (10792.60- (17.8-8.9 = -8.90) (17.8-8.9 = -8.90)
(0.47%)
24.93 10811.25) 10800CE 13:04:00 10800CE 13:04:00

Time ATM CE ATM CE
 Type    
Stop 25.43 42.95 -1687.50 -1687.50

-49.35
 10 Jul 2020 (Fri) -3000 13:10 576/-5444 Loss - - (10718.30- (121-143.5 = 22.50) (121-143.5 = 22.50)
(-0.46%)
Hit 24.98 10761.25) 10700CE 10700CE
25.44 Day -19.25 1196.25 1196.25

83.8
 13 Jul 2020 (Mon) 2392 15:15 4904/-1012 - - Open > (10815.75- (107.15-91.2 = (107.15-91.2 =
(0.78%)
25.12 PDH 10796.50) -15.95) 10800CE -15.95) 10800CE
26.73 Day -14.65 480.00 480.00

-51.85
 14 Jul 2020 (Tue) 960 15:15 4266/-674 - - Open < (10624.55- (99-92.6 = -6.40) (99-92.6 = -6.40)
(-0.48%)
26.61 PDL 10609.90) 10600CE 10600CE
-1086.00 -1086.00
26.05 -177.35
93.65 (48.25-62.73 = (48.25-62.73 =
 15 Jul 2020 (Wed) -2171 13:30 824/-2170 - - - (10776.70-
(0.88%) 14.48) 10800CE 14.48) 10800CE
26.42 10599.35)
13:30:00 13:30:00
25.92 102.10 -420.75 -420.75

88
 16 Jul 2020 (Thu) -841 12:45 382/-840 - - - (10643.70- (18.7-24.31 = 5.61) (18.7-24.31 = 5.61)
(0.83%)
25.46 10745.80) 10650CE 12:45:00 10650CE 12:45:00

Time ATM CE ATM CE
 Type    
Stop 87.25 -1833.75 -1833.75

12.05 24.69
 17 Jul 2020 (Fri) -3000 14:42 1896/-5014 Loss - (10813.65- (111.45-135.9 = (111.45-135.9 =
(0.11%) - 24.1
Hit 10900.90) 24.45) 10800CE 24.45) 10800CE
Stop 24.71 Day 52.30 -1608.75 -1608.75

97.75
 20 Jul 2020 (Mon) -3000 14:15 3944/-3216 Loss - Open > (10980.50- (85.45-106.9 = (85.45-106.9 =
(0.9%)
Hit 24.74 PDH 11032.80) 21.45) 11000CE 21.45) 11000CE
24.13 Day 1.25 -791.25 -791.25

103.9
 21 Jul 2020 (Tue) -1582 15:15 750/-2826 - - Open > (11161.75- (72.7-83.25 = (72.7-83.25 =
(0.94%)
24.36 PDH 11163.00) 10.55) 11150CE 10.55) 11150CE
e r s .
2347.50 ot
h 2347.50
68.95
24.79 Day -37.40
w h
it= -31.30) (62.6-31.3 = -31.30)
 22 Jul 2020 (Wed) 4695 13:32 4694/-1498 -
(0.62%)
- Open > (11171.30-
ha e
r11150CE 13:32:00 11150CE 13:32:00
(62.6-31.3
24.89 PDH
t s
11133.90)
.D o no
s e
al u
24.23 9.45 -598.50 -598.50
2.4
 23 Jul 2020 (Thu) -1196 14:00 1342/-1196 -
r so n
(0.02%)
- - (11203.65- (26.6-34.58 = 7.98) (26.6-34.58 = 7.98)
pe
24.63 11213.10) 11200CE 14:00:00 11200CE 14:00:00
f or
i ctl y
s t r
s 30 JUL 2020, Net Profit: 5355, Average Day Profit: 1071
n t iExpiry:
u m e
s d oc
i
h
Include
T Date Profit
Time
Profit/Loss

Exit
Type
Up/Down

VIX

Day H/L

Change

ATM CE ATM CE
Stop 24.62 78.25 -1890.00 -1890.00

-65.5
 24 Jul 2020 (Fri) -3000 13:50 802/-4752 Loss - - (11124.55- (105.6-130.8 = (105.6-130.8 =
(-0.58%)
Hit 24.52 11202.80) 25.20) 11100CE 25.20) 11100CE
25.02 -46.75 1695.00 1695.00

30.85
 27 Jul 2020 (Mon) 3389 15:15 4492/0 - - - (11174.25- (101.75-79.15 = (101.75-79.15 =
(0.28%)
25.04 11127.50) -22.60) 11150CE -22.60) 11150CE
-1479.75 -1479.75
24.42 73.35
22.3 (65.75-85.48 = (65.75-85.48 =
 28 Jul 2020 (Tue) -2959 14:05 224/-2958 - - - (11228.35-
(0.2%) 19.73) 11250CE 19.73) 11250CE
23.59 11301.70)
14:05:00 14:05:00
2390.25 2390.25
24.14 -78.20
-23.65 (63.75-31.88 = (63.75-31.88 =
 29 Jul 2020 (Wed) 4780 14:13 4780/-726 - - - (11284.55-
(-0.21%) -31.87) 11300CE -31.87) 11300CE
24.07 11206.35)
14:13:00 14:13:00
1572.75 1572.75
23.65 -166.75
51.45 (41.95-20.98 = (41.95-20.98 =
 30 Jul 2020 (Thu) 3145 12:41 3144/0 - - - (11274.65-
(0.46%) -20.97) 11250CE -20.97) 11250CE
24.57 11107.90)
12:41:00 12:41:00

Time ATM CE ATM CE
 Type    
24.85 -16.10 573.75 573.75

37.35
 31 Jul 2020 (Fri) 1147 15:15 4050/-1612 - - - (11087.05- (110.95-103.3 = (110.95-103.3 =
(0.34%)
24.23 11070.95) -7.65) 11100CE -7.65) 11100CE
25.07 -48.60 1282.50 1282.50

-15.9
 3 Aug 2020 (Mon) 2564 15:15 4192/-682 - - - (10942.20- (96-78.9 = -17.10) (96-78.9 = -17.10)
(-0.14%)
25.24 10893.60) 10950CE 10950CE
24.32 43.10 -971.25 -971.25

55.05
 4 Aug 2020 (Tue) -1942 15:15 2624/-2736 - - - (11052.15- (79-91.95 = 12.95) (79-91.95 = 12.95)
(0.51%)
23.79 11095.25) 11050CE 11050CE
Day -16.15 1492.50 1492.50

60.5 23.7 -
 5 Aug 2020 (Wed) 2985 15:15 5256/-1814 - Open > (11120.45- (76.65-56.75 = (76.65-56.75 =
(0.55%) 23.55
PDH 11104.30) -19.90) 11100CE -19.90) 11100CE
-951.00 -951.00
23.14 -14.00
84.05 (42.25-54.93 = (42.25-54.93 =
 6 Aug 2020 (Thu) -1902 12:54 2220/-1902 - - - (11214.45-
(0.76%) 12.68) 11200CE 12.68) 11200CE
23.15 11200.45)
12:54:00 12:54:00
e r s.
ith oth
Include Date Profit
Exit
re w
ha
Time ATM CE ATM CE
 Type   
t s
.D o no
s e
al u
Stop 36.20 -1548.75 -1548.75
-13.5 23.05
 7 Aug 2020 (Fri) -3000 14:28 772/-3726 Loss
r so n
(-0.12%) - 22.6
- (11177.95- (98.45-119.1 = (98.45-119.1 =
pe
Hit 11214.15) 20.65) 11200CE 20.65) 11200CE
f or
i c tl y
s t r
s 4716/-1206 -
22.44 Day -43.65 1125.00 1125.00
i
56.2
t
 10 Aug 2020 (Mon) 2250 15:15 - Open > (11312.00- (86.9-71.9 = -15.00) (86.9-71.9 = -15.00)
m e n (0.5%)
22.52 PDH 11268.35) 11300CE 11300CE
d o cu
T h is Stop
52.1
21.83 14.35 -1537.50 -1537.50
 11 Aug 2020 (Tue) -3000 13:03 0/-3262 Loss - - (11308.85- (72.5-93 = 20.50) (72.5-93 = 20.50)
(0.46%)
Hit 21.37 11323.20) 11300CE 11300CE
21.18 Day 7.40 168.75 168.75

-33.5
 12 Aug 2020 (Wed) 337 15:15 1882/-1446 - - Open < (11302.35- (57.65-55.4 = -2.25) (57.65-55.4 = -2.25)
(-0.3%)
20.84 PDL 11309.75) 11300CE 11300CE
20.97 Day 13.30 -441.00 -441.00

26.45
 13 Aug 2020 (Thu) -881 12:35 0/-880 - - Open > (11284.35- (19.6-25.48 = 5.88) (19.6-25.48 = 5.88)
(0.23%)
20.57 PDH 11297.65) 11300CE 12:35:00 11300CE 12:35:00

Time ATM CE ATM CE
 Type    
3723.75 3723.75
19.77 -177.30
52.85 (99.3-49.65 = (99.3-49.65 =
 14 Aug 2020 (Fri) 7447 13:52 7446/0 - - - (11355.30-
(0.47%) -49.65) 11350CE -49.65) 11350CE
21.68 11178.00)
13:52:00 13:52:00
21.87 27.35 -735.00 -735.00

70.5
 17 Aug 2020 (Mon) -1470 15:15 2668/-2684 - - - (11214.35- (101.6-111.4 = 9.80) (101.6-111.4 = 9.80)
(0.63%)
21.32 11241.70) 11200CE 11200CE
Stop 20.87 66.25 -1593.75 -1593.75

12.7
 18 Aug 2020 (Tue) -3000 14:00 682/-3186 Loss - - (11317.25- (70.85-92.1 = 21.25) (70.85-92.1 = 21.25)
(0.11%)
Hit 20.45 11383.50) 11300CE 14:00:00 11300CE 14:00:00
-899.25 -899.25
19.91 Day -30.25
66.8 (39.95-51.94 = (39.95-51.94 =
 19 Aug 2020 (Wed) -1798 14:00 1214/-1798 - - Open > (11433.35-
(0.59%) 11.99) 11450CE 11.99) 11450CE
20.04 PDH 11403.10)
14:00:00 14:00:00
20.39 Day -32.70 684.00 684.00

-90.95
 20 Aug 2020 (Thu) 1367 12:35 1366/0 - - Open < (11341.75- (18.25-9.13 = -9.12) (18.25-9.13 = -9.12)
(-0.8%)
20.58 PDL 11309.05) 11350CE 12:35:00 11350CE 12:35:00

Time ATM CE ATM CE
 Type    
Day -33.10 1188.75 1188.75

97.45 19.82
 21 Aug 2020 (Fri) 2377 15:15 2916/-906 - Open > (11401.25- (89.7-73.85 = (89.7-73.85 =
(0.86%) - 20
PDH 11368.15) -15.85) 11400CE -15.85) 11400CE
Stop 19.58 1.80 -1897.50 -1897.50

40.4
 24 Aug 2020 (Mon) -3000 14:27 576/-3794 Loss - - (11465.80- (88.5-113.8 = 25.30) (88.5-113.8 = 25.30)
(0.36%)
Hit 19.23 11467.60) 11450CE 11450CE
e r s.
Day -8.10
ith
543.75 oth 543.75
 25 Aug 2020 (Tue) 1087 15:15 2804/-1618 -
46.65 19.1 -
Open > (11478.10-
re w
(48-40.75 = -7.25) (48-40.75 = -7.25)
ha
(0.41%) 19.26
PDH
t s
11470.00) 11500CE 11500CE
.D o no
s e
lu
-762.00 -762.00
a
19.42 73.30
so n
40.6 (33.85-44.01 = (33.85-44.01 =
er
 26 Aug 2020 (Wed) -1523 13:17 486/-1522 - - - (11477.75-
(0.35%) 10.16) 11500CE 10.16) 11500CE
or p 19.25 11551.05)
f
13:17:00 13:17:00
ict l y
s s t r
t i
n 13:14 2010/0
19.03 Day -55.80 1005.00 1005.00
e
59.7
m
 27 Aug 2020 (Thu) 2010 - - Open > (11611.40- (26.8-13.4 = -13.40) (26.8-13.4 = -13.40)
o c u (0.52%)
d
18.88 PDH 11555.60) 11600CE 13:14:00 11600CE 13:14:00
T h i s

Time ATM CE ATM CE
 Type    
18.86 -5.80 270.00 270.00

43.7
 28 Aug 2020 (Fri) 540 15:15 3246/-1072 - - - (11649.50- (93.65-90.05 = (93.65-90.05 =
(0.38%)
18.33 11643.70) -3.60) 11650CE -3.60) 11650CE
4342.50 4342.50
21.19 Day -170.75
129.95 (115.8-57.9 = (115.8-57.9 =
 31 Aug 2020 (Mon) 8685 13:43 8684/-846 - - Open > (11574.00-
(1.12%) -57.90) 11550CE -57.90) 11550CE
22.66 PDH 11403.25)
13:43:00 13:43:00
Stop 22.14 15.50 -1575.00 -1575.00

76.8
 1 Sep 2020 (Tue) -3000 12:46 1072/-4930 Loss - - (11461.90- (109.6-130.6 = (109.6-130.6 =
(0.67%)
Hit 21.77 11477.40) 21.00) 11450CE 21.00) 11450CE
22.21 83.65 -1464.75 -1464.75

8.3
 2 Sep 2020 (Wed) -2929 13:50 104/-2928 - - - (11443.25- (65.1-84.63 = 19.53) (65.1-84.63 = 19.53)
(0.07%)
21.19 11526.90) 11450CE 13:50:00 11450CE 13:50:00
Day 7.50 -740.25 -740.25

31.2 20.79
 3 Sep 2020 (Thu) -1480 12:40 178/-1480 - Open > (11518.00- (32.9-42.77 = 9.87) (32.9-42.77 = 9.87)
(0.27%) - 20.5
PDH 11525.50) 11500CE 12:40:00 11500CE 12:40:00

Time ATM CE ATM CE
 Type    
Stop 21.61 Day -59.85 -1661.25 -1661.25

-173.05
 4 Sep 2020 (Fri) -3000 12:57 1236/-4998 Loss - Open < (11404.25- (111.1-133.25 = (111.1-133.25 =
(-1.5%)
Hit 22.12 PDL 11344.40) 22.15) 11400CE 22.15) 11400CE
Stop 22.5 34.70 -2103.75 -2103.75

25.75
 7 Sep 2020 (Mon) -3000 14:10 3344/-4206 Loss - - (11321.85- (105.9-133.95 = (105.9-133.95 =
(0.23%)
Hit 22.03 11356.55) 28.05) 11300CE 28.05) 11300CE
2221.50 2221.50
21.61 -102.05
23.5 (59.25-29.63 = (59.25-29.63 =
 8 Sep 2020 (Tue) 4443 14:55 4442/-944 - - - (11427.65-
(0.21%) -29.62) 11450CE -29.62) 11450CE
22.67 11325.60)
14:55:00 14:55:00
Stop 23.08 Day 73.70 -1518.75 -1518.75

-98.75
 9 Sep 2020 (Wed) -3000 13:18 186/-3172 Loss - Open < (11207.80- (70.5-90.75 = 20.25) (70.5-90.75 = 20.25)
(-0.87%)
Hit 22.24 PDL 11281.50) 11200CE 11200CE
21.36 Day 39.25 -422.25 -422.25

85.3
 10 Sep 2020 (Thu) -844 12:44 810/-844 - - Open > (11412.10- (18.75-24.38 = 5.63) (18.75-24.38 = 5.63)
(0.76%)
21.27 PDH 11451.35) 11400CE 12:44:00 11400CE 12:44:00
e r s.
ith oth
re w
t s ha
N Prev noSpot
Max MTM N Gap India
. D o Change (1) N Sell 1 Lot
e
Include Date Profit
Time
Profit/Loss Exit Up/Down
l u
VIX
s Day H/L
ATM CE ATM CE
 Type 
o n a  
p er s
f r
o - -1.45 20.96
l y
11.35 -157.50 -157.50
 11 Sep 2020 (Fri) -315 15:15
t ri c t
2466/-906 - - (11459.15- (102.8-104.9 = 2.10) (102.8-104.9 = 2.10)
i s s (-0.01%)
t
20.69 11470.50) 11450CE 11450CE
m e n
d o cu
i s
2721.00 2721.00
14h
20.46 Day -91.80
T
75.7 (72.55-36.27 = (72.55-36.27 =
Sep 2020 (Mon) 5441 14:20 5440/-516 - - Open > (11537.90-
(0.66%) -36.28) 11550CE -36.28) 11550CE
21.16 PDH 11446.10)
14:20:00 14:20:00
20.94 26.70 -525.00 -525.00

47.15
 15 Sep 2020 (Tue) -1050 15:15 2580/-2924 - - - (11494.10- (65.5-72.5 = 7.00) (65.5-72.5 = 7.00)
(0.41%)
20.59 11520.80) 11500CE 11500CE
20.4 Day 48.15 -1012.50 -1012.50

16.65
 16 Sep 2020 (Wed) -2025 12:50 90/-2024 - - Open > (11551.65- (45-58.5 = 13.50) (45-58.5 = 13.50)
(0.14%)
19.7 PDH 11599.80) 11550CE 12:50:00 11550CE 12:50:00
20.33 -6.65 -297.00 -297.00

-65.15
 17 Sep 2020 (Thu) -594 12:57 494/-594 - - - (11529.50- (13.2-17.16 = 3.96) (13.2-17.16 = 3.96)
(-0.56%)
20.11 11522.85) 11550CE 12:57:00 11550CE 12:57:00

Time ATM CE ATM CE
 Type    
19.39 -55.30 2298.75 2298.75

68
 18 Sep 2020 (Fri) 4597 15:15 6764/-1416 - - - (11563.70- (110.9-80.25 = (110.9-80.25 =
(0.59%)
20.01 11508.40) -30.65) 11550CE -30.65) 11550CE
3206.25 3206.25
20.06 -244.40
-1.15 (85.5-42.75 = (85.5-42.75 =
 21 Sep 2020 (Mon) 6412 14:01 6412/-300 - - - (11509.90-
(-0.01%) -42.75) 11500CE -42.75) 11500CE
22.14 11265.50)
14:01:00 14:01:00
Stop 22.19 -2.50 -1837.50 -1837.50

51.2
 22 Sep 2020 (Tue) -3000 12:40 0/-4396 Loss - - (11164.00- (97.7-122.2 = 24.50) (97.7-122.2 = 24.50)
(0.46%)
Hit 21.33 11161.50) 11150CE 11150CE
21.07 -21.50 2355.00 2355.00

105.1
 23 Sep 2020 (Wed) 4710 13:41 4710/-390 - - - (11156.75- (62.8-31.4 = -31.40) (62.8-31.4 = -31.40)
(0.94%)
20.93 11135.25) 11150CE 13:41:00 11150CE 13:41:00
22.71 Day -99.25 -737.25 -737.25

-120.85
 24 Sep 2020 (Thu) -1474 12:40 14/-1474 - - Open < (10899.70- (32.75-42.58 = 9.83) (32.75-42.58 = 9.83)
(-1.09%)
23.61 PDL 10800.45) 10900CE 12:40:00 10900CE 12:40:00

Time ATM CE ATM CE
 Type    
Stop 21.82 56.30 -1627.50 -1627.50

104.85
 25 Sep 2020 (Fri) -3000 14:26 3172/-4462 Loss - - (10999.85- (115.25-136.95 = (115.25-136.95 =
(0.97%)
Hit 20.54 11056.15) 21.70) 11000CE 21.70) 11000CE
e r s.
20.21 Day 23.10
ith
-225.00 oth -225.00
 28 Sep 2020 (Mon) -450 15:15 2144/-2264 -
90.6
- Open > (11203.35-
re w
(85.5-88.5 = 3.00) (85.5-88.5 = 3.00)
ha
(0.82%)
19.59 PDH
t s
11226.45) 11200CE 11200CE
.D o no
61.05 l19.61
s e
u Open
-1291.50 -1291.50
a
Day -6.95
s o n (57.4-74.62 = (57.4-74.62 =
er
 29 Sep 2020 (Tue) -2583 14:30 2736/-2582 - > (11235.55-
(0.54%) - 19.9 17.22) 11250CE 17.22) 11250CE
or p PDH 11228.60)
f
14:30:00 14:30:00
ict l y
s t r
n t is -1001.25 -1001.25
e
9.60
m
22.05 19.8 - (44.5-57.85 = (44.5-57.85 =
oc u
 30 Sep 2020 (Wed) -2002 12:54 472/-2002 - - (11238.05-
d
(0.2%) 19.51 13.35) 11250CE 13.35) 11250CE
s
11247.65)
Thi
12:54:00 12:54:00
18.84 Day 21.60 -544.50 -544.50

116.9
 1 Oct 2020 (Thu) -1089 12:50 772/-1088 - - Open > (11405.25- (24.2-31.46 = 7.26) (24.2-31.46 = 7.26)
(1.04%)
18.38 PDH 11426.85) 11400CE 12:50:00 11400CE 12:50:00

Time ATM CE ATM CE
 Type    
19.72 Day -26.25 1091.25 1091.25

70.85
 5 Oct 2020 (Mon) 2182 15:15 4656/-456 - - Open > (11527.75- (74.75-60.2 = (74.75-60.2 =
(0.62%)
19.68 PDH 11501.50) -14.55) 11550CE -14.55) 11550CE
-1395.75 -1395.75
19.67 Day 56.05
100.1 (62.05-80.66 = (62.05-80.66 =
 6 Oct 2020 (Tue) -2791 14:30 2354/-2790 - - Open > (11607.10-
(0.87%) 18.61) 11600CE 18.61) 11600CE
19.63 PDH 11663.15)
14:30:00 14:30:00
20.18 5.55 -913.50 -913.50

16.85
 7 Oct 2020 (Wed) -1827 14:16 1184/-1826 - - - (11727.05- (40.6-52.78 = 12.18) (40.6-52.78 = 12.18)
(0.14%)
20.07 11732.60) 11750CE 14:16:00 11750CE 14:16:00
20.48 Day -47.50 -357.00 -357.00

96.55
 8 Oct 2020 (Thu) -714 13:47 426/-714 - - Open > (11882.65- (15.85-20.61 = 4.76) (15.85-20.61 = 4.76)
(0.82%)
20.39 PDH 11835.15) 11900CE 13:47:00 11900CE 13:47:00

Time ATM CE ATM CE
 Type    
20.61 22.70 -851.25 -851.25

17.45
 9 Oct 2020 (Fri) -1702 15:15 2346/-2954 - - - (11887.90- (107.95-119.3 = (107.95-119.3 =
(0.15%)
20.39 11910.60) 11.35) 11900CE 11.35) 11900CE
21.87 Day 1.75 420.00 420.00

59.35
 12 Oct 2020 (Mon) 840 15:15 3996/-2286 - - Open > (11927.20- (99.4-93.8 = -5.60) (99.4-93.8 = -5.60)
(0.5%)
21.18 PDH 11928.95) 11950CE 11950CE
-8.40 326.25 326.25

3.7 21.03
 13 Oct 2020 (Tue) 652 15:15 3344/-216 - - (11947.90- (85.85-81.5 = -4.35) (85.85-81.5 = -4.35)
(0.03%) - 20.8
11939.50) 11950CE 11950CE
-1522.50 -1522.50
Stop 20.31 100.55
-17.1 (67.65-87.95 = (67.65-87.95 =
 14 Oct 2020 (Wed) -3000 14:22 3142/-3044 Loss - - (11866.15-
(-0.14%) 20.30) 11850CE 20.30) 11850CE
Hit 20.13 11966.70)
14:22:00 14:22:00
e r s.
20.72 Day -237.85
ith
1162.50 oth 1162.50
 15 Oct 2020 (Thu) 2325 13:04 2324/-374 -
52.4
- Open > (11903.60-
re w
(31-15.5 = -15.50) (31-15.5 = -15.50)
ha
(0.44%)
22.24 PDH
t s
11665.75) 11900CE 13:04:00 11900CE 13:04:00
.D o no
u s e
n al Average
Expiry: 22 OCT 2020, Net Profit: 3136, Day Profit: 627
e rs o
o r p
Max
l y f MTM N Gap India N Prev Spot
ict
Include Date Profit
s
Time
s t r
ATM CE ATM CE
n t i Type    
m e
do cu
s
 16 iOct
Stop 21.96 20.95 -1732.50 -1732.50
Th
47.05
2020 (Fri) -3000 13:15 712/-4378 Loss - - (11744.45- (117.25-140.35 = (117.25-140.35 =
(0.4%)
Hit 21.7 11765.40) 23.10) 11750CE 23.10) 11750CE
22.11 Day 32.45 -1252.50 -1252.50

116.75
 19 Oct 2020 (Mon) -2505 15:15 922/-2976 - - Open > (11846.55- (90.6-107.3 = 16.70) (90.6-107.3 = 16.70)
(0.99%)
21.81 PDH 11879.00) 11850CE 11850CE
22.2 -34.85 772.50 772.50

-12.05
 20 Oct 2020 (Tue) 1544 15:15 1980/-734 - - - (11934.15- (67-56.7 = -10.30) (67-56.7 = -10.30)
(-0.1%)
22.69 11899.30) 11950CE 11950CE
2366.25 2366.25
22.5 Day -60.20
61.75 (63.1-31.55 = (63.1-31.55 =
 21 Oct 2020 (Wed) 4732 13:20 4732/0 - - Open > (12010.95-
(0.52%) -31.55) 12000CE -31.55) 12000CE
22.87 PDH 11950.75)
13:20:00 13:20:00
1182.75 1182.75
23.13 13.75
-47.65 (31.55-15.78 = (31.55-15.78 =
 22 Oct 2020 (Thu) 2365 12:43 2364/0 - - - (11882.60-
(-0.4%) -15.77) 11900CE -15.77) 11900CE
22.61 11896.35)
12:43:00 12:43:00

Time ATM CE ATM CE
 Type    
22.26 Day -17.45 843.75 843.75

61.45
 23 Oct 2020 (Fri) 1687 15:15 2024/-2324 - - Open > (11947.20- (102.5-91.25 = (102.5-91.25 =
(0.52%)
21.84 PDH 11929.75) -11.25) 11950CE -11.25) 11950CE
22.67 -51.55 1788.75 1788.75

7.05
 26 Oct 2020 (Mon) 3577 15:15 6156/0 - - - (11821.60- (108.8-84.95 = (108.8-84.95 =
(0.06%)
22.84 11770.05) -23.85) 11800CE -23.85) 11800CE
-1641.75 -1641.75
Stop 22.56 55.35
39.35 (72.95-94.84 = (72.95-94.84 =
 27 Oct 2020 (Tue) -3000 14:22 1852/-3282 Loss - - (11829.05-
(0.33%) 21.89) 11850CE 21.89) 11850CE
Hit 22.21 11884.40)
14:22:00 14:22:00
2262.75 2262.75
22.72 Day -67.70
33.2 (60.35-30.18 = (60.35-30.18 =
 28 Oct 2020 (Wed) 4525 13:56 4524/0 - - Open > (11798.85-
(0.28%) -30.17) 11800CE -30.17) 11800CE
23.35 PDH 11731.15)
13:56:00 13:56:00
23.88 Day -51.55 836.25 836.25

-96.3
 29 Oct 2020 (Thu) 1672 12:35 1672/0 - - Open < (11730.45- (22.3-11.15 = -11.15) (22.3-11.15 = -11.15)
(-0.82%)
23.95 PDL 11678.90) 11750CE 12:35:00 11750CE 12:35:00

Time
 Type    
ATM CE
e r s. ATM CE
ith oth
Stop 26.27 94.60 w
re(177.25-197.35 =
-1507.50 -1507.50
ha
7.65
 30 Oct 2020 (Fri) -3000 13:33 1470/-4776 Loss - -
t s
(11553.90- (177.25-197.35 =
o no
(0.07%)
Hit 24.63 11648.50) 20.10) 11550CE 20.10) 11550CE
s e .D
a u
l25.67
Stop
r s o n
54.95
57.95 -1916.25 -1916.25
 2 Nov 2020 (Mon) -3000 14:10 652/-6224 Loss
rHitp e (0.47%)
- - (11599.30- (138.35-163.9 = (138.35-163.9 =
l y f o 25.15 11657.25) 25.55) 11600CE 25.55) 11600CE
i c t
i s str
t
24.52 Day 14.85 -585.00 -585.00
 3 Nov 2020 (Tue)
m e n 15:15 1754/-2856 - (0.56%) - Open >
-1169
65.3
(11800.55- (120.95-128.75 = (120.95-128.75 =
o c u
d
24.23 PDH 11815.40) 7.80) 11800CE 7.80) 11800CE
T h i s
3468.75 3468.75
-0.85
-30.15 22.7 - (92.5-46.25 = (92.5-46.25 =
 4 Nov 2020 (Wed) 6937 13:12 6936/-666 - - (11911.60-
(-0.26%) 23.23 -46.25) 11900CE -46.25) 11900CE
11910.75)
13:12:00 13:12:00
21.09 Day 45.70 -441.00 -441.00

153.9
 5 Nov 2020 (Thu) -881 12:34 532/-880 - - Open > (12076.50- (19.6-25.48 = 5.88) (19.6-25.48 = 5.88)
(1.29%)
20.97 PDH 12122.20) 12100CE 12:34:00 12100CE 12:34:00

Time ATM CE ATM CE
 Type    
Stop 20.53 Day 56.00 -1586.25 -1586.25

36.35
 6 Nov 2020 (Fri) -3000 12:54 186/-4626 Loss - Open > (12209.25- (102.85-124 = (102.85-124 =
(0.3%)
Hit 20.5 PDH 12265.25) 21.15) 12200CE 21.15) 12200CE
Stop 20.48 Day 85.00 -1500.00 -1500.00

135.85
 9 Nov 2020 (Mon) -3000 14:23 1176/-4026 Loss - Open > (12380.25- (89.45-109.45 = (89.45-109.45 =
(1.11%)
Hit 20.05 PDH 12465.25) 20.00) 12400CE 20.00) 12400CE
Stop 21.24 Day 50.90 -1961.25 -1961.25

95.35
 10 Nov 2020 (Tue) -3000 13:00 4770/-4770 Loss - Open > (12573.90- (106-132.15 = (106-132.15 =
(0.77%)
Hit 21.47 PDH 12624.80) 26.15) 12550CE 26.15) 12550CE
Stop 21.83 Day 118.70 -1511.25 -1511.25

49.5
 11 Nov 2020 (Wed) -3000 13:55 4934/-3022 Loss - Open > (12628.05- (67.2-87.35 = 20.15) (67.2-87.35 = 20.15)
(0.39%)
Hit 22.11 PDH 12746.75) 12650CE 12650CE
1431.00 1431.00
21.83 -4.60
-47 (38.15-19.07 = (38.15-19.07 =
 12 Nov 2020 (Thu) 2861 13:18 2860/-906 - - - (12697.45-
(-0.37%) -19.08) 12700CE -19.08) 12700CE
20.65 12692.85)
13:18:00 13:18:00

Time ATM CE ATM CE
 Type    
Stop 51.65 -1552.50 -1552.50

-31.1 20.17
 13 Nov 2020 (Fri) -3000 14:03 1528/-5512 Loss - (12671.10- (129.6-150.3 = (129.6-150.3 =
(-0.25%) - 19.7
Hit 12722.75) 20.70) 12650CE 20.70) 12650CE
20.22 Day 34.65 -652.50 -652.50

152.25
 17 Nov 2020 (Tue) -1305 15:15 1784/-1770 - - Open > (12840.85- (70.1-78.8 = 8.70) (70.1-78.8 = 8.70)
(1.19%)
19.76 PDH 12875.50) 12850CE 12850CE
-1137.75 -1137.75
19.44 99.75
-14.1 (50.55-65.72 = (50.55-65.72 =
 18 Nov 2020 (Wed) -2275 13:44 1184/-2274 - - - (12843.35-
(-0.11%) 15.17) 12850CE 15.17) 12850CE
19.08 12943.10)
13:44:00
e r s. 13:44:00
ith oth
w
re(27.3-13.65 =
1023.75 1023.75
ha -13.65) 12950CE
19.45 -188.65
-98.75
t s (27.3-13.65 =
o no
 19 Nov 2020 (Thu) 2047 12:58 2046/0 - - - (12959.95-
(-0.76%) -13.65) 12950CE
.D
19.53 12771.30)
e
12:58:00 12:58:00
s
o n al u
r s
e -13930, Average Day Profit: -2786
pProfit:
o
Expiry: 26 NOV 2020, Net
f r
t l y
s s t ricMax MTM N Gap India N Prev Spot
n i Profit/Loss Exit Up/Down VIX Day H/L Change
t Time
e
cum
Include Date Profit
ATM CE ATM CE
o
 Type    
i s d
T h Stop 85.55 -1721.25 -1721.25
41.7 19.7 -
 20 Nov 2020 (Fri) -3000 13:45 1656/-4458 Loss - (12782.00- (99.05-122 = 22.95) (99.05-122 = 22.95)
(0.33%) 19.61
Hit 12867.55) 12800CE 12800CE
Stop 20.82 Day 54.25 -1582.50 -1582.50

101.25
 23 Nov 2020 (Mon) -3000 12:51 0/-3862 Loss - Open > (12879.55- (85.85-106.95 = (85.85-106.95 =
(0.79%)
Hit 20.82 PDH 12933.80) 21.10) 12900CE 21.10) 12900CE
Stop 21.87 Day 31.65 -1796.25 -1796.25

76.15
 24 Nov 2020 (Tue) -3000 14:20 802/-3696 Loss - Open > (13019.15- (92.05-116 = 23.95) (92.05-116 = 23.95)
(0.59%)
Hit 20.86 PDH 13050.80) 13000CE 13000CE
-1545.75
Stop 22.84 Day -113.65 -1545.75
74.85 (68.7-89.31 =
 25 Nov 2020 (Wed) -3000 12:44 0/-3090 Loss - Open > (12975.95- (68.7-89.31 = 20.61)
(0.57%) 20.61) 13000CE
Hit 23.17 PDH 12862.30) 13000CE 12:44:00
12:44:00
-965.25
171.70 -965.25
48.05 20.2 - (42.9-55.77 =
 26 Nov 2020 (Thu) -1930 12:39 982/-1930 - - (12816.65- (42.9-55.77 = 12.87)
(0.37%) 20.32 12.87) 12800CE
12988.35) 12800CE 12:39:00
12:39:00

Time ATM CE ATM CE
 Type    
19.52 -39.15 2632.50 2632.50

25.05
 27 Nov 2020 (Fri) 5264 15:15 8670/-750 - - - (13018.05- (143-107.9 = -35.10) (143-107.9 = -35.10)
(0.19%)
19.86 12978.90) 13000CE 13000CE
Stop 20.73 Day 50.35 -1575.00 -1575.00

93.25
 1 Dec 2020 (Tue) -3000 13:39 210/-4702 Loss - Open > (13057.20- (104.5-125.5 = (104.5-125.5 =
(0.72%)
Hit 20.22 PDH 13107.55) 21.00) 13050CE 21.00) 13050CE
2666.25 2666.25
20.35 31.95
12.35 (71.1-35.55 = (71.1-35.55 =
 2 Dec 2020 (Wed) 5332 13:31 5332/-1560 - - - (13089.25-
(0.09%) -35.55) 13100CE -35.55) 13100CE
19.71 13121.20)
13:31:00 13:31:00
1131.00 1131.00
19.39 Day 2.80
101.55 (30.15-15.07 = (30.15-15.07 =
 3 Dec 2020 (Thu) 2261 14:18 2260/-1290 - - Open > (13135.65-
(0.77%) -15.08) 13150CE -15.08) 13150CE
19.01 PDH 13138.45)
14:18:00 14:18:00

Time
 Type    
ATM CE
e r s. ATM CE
ith oth
18.21 56.45 w
re(118.85-132.35 =
-1012.50 -1012.50
ha
43.5
 4 Dec 2020 (Fri) -2025 15:15 4552/-2400 - - -
t s
(13200.15- (118.85-132.35 =
o no
(0.33%)
18.02 13256.60) 13.50) 13200CE 13.50) 13200CE
s e .D
u
al17.96
r so n
6.3
31.45 -768.75 -768.75
pe
 7 Dec 2020 (Mon) -1537 15:15 2610/-2160 - - - (13326.80- (71.55-81.8 = (71.55-81.8 = 10.25)
r
(0.05%)
y f o 18.05 13358.25) 10.25) 13350CE 13350CE
t ri ctl
n i
t 13:58 ss Stop 18.52 Day 19.35 -1567.50 -1567.50
e
38.1
um
 8 Dec 2020 (Tue) -3000 1380/-3766 Loss - Open > (13369.15- (83.7-104.6 = (83.7-104.6 = 20.90)
c
(0.29%)
s d o Hit 18.72 PDH 13388.50) 20.90) 13350CE 13350CE
T h i
-1098.00
19.38 Day 56.95 -1098.00
65.15 (48.8-63.44 =
 9 Dec 2020 (Wed) -2196 13:55 952/-2196 - - Open > (13475.75- (48.8-63.44 = 14.64)
(0.49%) 14.64) 13500CE
18.78 PDH 13532.70) 13500CE 13:55:00
13:55:00
18.86 46.00 -463.50 -463.50

-40.6
 10 Dec 2020 (Thu) -927 13:24 644/-926 - - - (13425.15- (20.6-26.78 = 6.18) (20.6-26.78 = 6.18)
(-0.3%)
18.69 13471.15) 13450CE 13:24:00 13450CE 13:24:00

Time ATM CE CE
 Type    
4280.25 4280.25
18.75 Day -38.95
34 (114.15-57.08 = (114.15-57.08 =
 11 Dec 2020 (Fri) 8560 14:19 8560/-1042 - - Open > (13556.25-
(0.25%) -57.07) 13550CE -57.07) 13550CE
18.78 PDH 13517.30)
14:19:00 14:19:00
19.5 42.50 -562.50 -562.50

57.6
 14 Dec 2020 (Mon) -1125 15:15 4320/-1792 - - - (13519.05- (119-126.5 = 7.50) (119-126.5 = 7.50)
(0.43%)
19.39 13561.55) 13500CE 13500CE
Stop 19.53 56.40 -1627.50 -1627.50

-10.95
 15 Dec 2020 (Tue) -3000 13:55 1026/-3876 Loss - - (13515.70- (86.15-107.85 = (86.15-107.85 =
(-0.08%)
Hit 19.37 13572.10) 21.70) 13500CE 21.70) 13500CE
19.16 Day 36.20 -776.25 -776.25

95.25
 16 Dec 2020 (Wed) -1552 15:15 2788/-2430 - - Open > (13650.45- (55.8-66.15 = 10.35) (55.8-66.15 = 10.35)
(0.7%)
19.2 PDH 13686.65) 13650CE 13650CE
19.12 Day 7.00 -372.75 -372.75

30.85
 17 Dec 2020 (Thu) -745 13:30 652/-744 - - Open > (13737.60- (16.55-21.52 = 4.97) (16.55-21.52 = 4.97)
(0.23%)
19.13 PDH 13744.60) 13750CE 13:30:00 13750CE 13:30:00

Time ATM CE CE
 Type    
Stop 19.29 54.60 -1548.75 -1548.75

23.7
 18 Dec 2020 (Fri) -3000 14:08 1582/-4116 Loss - - (13707.75- (114.35-135 = 20.65) (114.35-135 = 20.65)
(0.17%)
Hit 18.62 13762.35) 13700CE 13700CE
3879.00 3879.00
19.54 -384.95
-18.65 (103.45-51.73 = (103.45-51.73 =
 21 Dec 2020 (Mon) 7758 14:00 7758/-36 - - - (13724.85-
(-0.14%) -51.72) 13700CE -51.72) 13700CE
23.09 13339.90)
14:00:00 14:00:00
e r s.
Stop 24.26 246.95
ith
-2107.50 oth -2107.50
 22 Dec 2020 (Tue) -3000 12:38 3464/-6522 Loss
45.25
- - (13221.40-
re w
(144.95-173.05 = (144.95-173.05 =
ha
(0.34%)
Hit 21.94
t s
13468.35) 28.10) 13200CE 28.10) 13200CE
.D o no
s e
al u
-1425.75 -1425.75
21.53 60.65
 23 Dec 2020 (Wed) -2851 15:13 2106/-2850 -
r so n
7.2
- - (13544.45-
(63.35-82.36 = (63.35-82.36 =
pe
(0.05%) 19.01) 13550CE 19.01) 13550CE
r
20.44 13605.10)
y f o 15:13:00 15:13:00
t ri ctl
n i ss
t 13:24
20.29 Day 56.10 -571.50 -571.50
e
71.05
um
 24 Dec 2020 (Thu) -1143 1102/-1142 - - Open > (13693.55- (25.4-33.02 = 7.62) (25.4-33.02 = 7.62)
c
(0.52%)
s d o 19.97 PDH 13749.65) 13700CE 13:24:00 13700CE 13:24:00
T h i

Time ATM CE ATM CE
 Type    
20.42 Day 13.20 -247.50 -247.50

65.9
 28 Dec 2020 (Mon) -494 15:15 1372/-2062 - - Open > (13857.05- (105.8-109.1 = 3.30) (105.8-109.1 = 3.30)
(0.48%)
20.44 PDH 13870.25) 13850CE 13850CE
20.96 Day 32.05 -285.00 -285.00

37.15
 29 Dec 2020 (Tue) -569 15:15 1056/-2376 - - Open > (13901.05- (93.5-97.3 = 3.80) (93.5-97.3 = 3.80)
(0.27%)
20.73 PDH 13933.10) 13900CE 13900CE
Stop 21.32 Day 68.00 -1770.00 -1770.00

48.3
 30 Dec 2020 (Wed) -3000 15:06 3884/-3622 Loss - Open > (13916.40- (80.5-104.1 = 23.60) (80.5-104.1 = 23.60)
(0.35%)
Hit 21.06 PDH 13984.40) 13900CE 13900CE
-867.00 -867.00
21.43 25.50
-11.95 (38.55-50.11 = (38.55-50.11 =
 31 Dec 2020 (Thu) -1734 12:31 0/-1734 - - - (13959.95-
(-0.09%) 11.56) 13950CE 11.56) 13950CE
21.03 13985.45)
12:31:00 12:31:00

Time ATM CE ATM CE
 Type    
19.99 -12.65 348.75 348.75

14.35
 1 Jan 2021 (Fri) 697 15:15 1094/-396 - - - (14028.70- (99.65-95 = -4.65) (99.65-95 = -4.65)
(0.1%)
19.55 14016.05) 14050CE 14050CE
Stop Day 74.90 -1725.00 -1725.00

85.85 20.2 -
 4 Jan 2021 (Mon) -3000 13:53 0/-4544 Loss Open > (14052.65- (101-124 = 23.00) (101-124 = 23.00)
(0.61%) 20.01
Hit PDH 14127.55) 14050CE 14050CE
-1541.25
Stop 74.00 -1541.25
-57.75 20.4 - (68.5-89.05 =
 5 Jan 2021 (Tue) -3000 15:05 2760/-3082 Loss - (14133.10- (68.5-89.05 = 20.55)
(-0.41%) 20.53 20.55) 14150CE
Hit 14207.10) 14150CE 15:05:00
15:05:00
Day -58.65 2482.50 2482.50

41.45 20.5 -
 6 Jan 2021 (Wed) 4965 14:10 4964/-472 - Open > (14209.20- (66.2-33.1 = -33.10) (66.2-33.1 = -33.10)
(0.29%) 21.01
PDH 14150.55) 14200CE 14:10:00 14200CE 14:10:00
20.29 Day -51.05 1005.00 1005.00

107.5
 7 Jan 2021 (Thu) 2010 13:35 2010/-1198 - - Open > (14188.15- (26.8-13.4 = -13.40) (26.8-13.4 = -13.40)
(0.76%)
20.67 PDH 14137.10) 14200CE 13:35:00 14200CE 13:35:00
e r s.
ith oth
Include Date Profit
Exit
re w
ha
Time ATM CE ATM CE
 Type   
t s

D
. Day o no
s e
al u Open >
Stop 20.28 64.50 -1972.50 -1972.50
121.05
 8 Jan 2021 (Fri) -3000 14:45 2204/-4918 Loss
r so n
(0.86%)
- (14293.95- (109.3-135.6 = (109.3-135.6 =
pe
Hit 20.67 PDH 14358.45) 26.30) 14300CE 26.30) 14300CE
f o r
i c tl y
s t r
 11 Jan 2021 (Mon) -2235 15:15s 524/-2594
22.41 Day 60.10 -1117.50 -1117.50
i
126.8
t
- - Open > (14426.90- (87.35-102.25 = (87.35-102.25 =
m e n (0.88%)
22.42 PDH 14487.00) 14.90) 14450CE 14.90) 14450CE
d o cu
T h is Stop
-10.95
22.85 50.75 -1792.50 -1792.50
 12 Jan 2021 (Tue) -3000 13:13 314/-4098 Loss - - (14518.95- (91.1-115 = 23.90) (91.1-115 = 23.90)
(-0.08%)
Hit 22.85 14569.70) 14500CE 14500CE
2859.00 2859.00
23.74 Day 18.00
76.35 (76.25-38.13 = (76.25-38.13 =
 13 Jan 2021 (Wed) 5718 13:59 5718/-2038 - - Open > (14557.80-
(0.52%) -38.12) 14550CE -38.12) 14550CE
23.3 PDH 14575.80)
13:59:00 13:59:00
23.13 -3.10 712.50 712.50

-14.8
 14 Jan 2021 (Thu) 1425 13:01 1424/-240 - - - (14590.55- (19-9.5 = -9.50) (19-9.5 = -9.50)
(-0.1%)
22.98 14587.45) 14600CE 13:01:00 14600CE 13:01:00

Time ATM CE ATM CE
 Type    
23.77 -88.35 2895.00 2895.00

-1.25
 15 Jan 2021 (Fri) 5789 15:15 7882/-1154 - - - (14520.65- (155.85-117.25 = (155.85-117.25 =
(-0.01%)
23.94 14432.30) -38.60) 14500CE -38.60) 14500CE
Stop 24.84 -21.80 -1702.50 -1702.50

19.6
 18 Jan 2021 (Mon) -3000 13:40 4184/-6356 Loss - - (14308.90- (141.25-163.95 = (141.25-163.95 =
(0.14%)
Hit 24.48 14287.10) 22.70) 14300CE 22.70) 14300CE
Stop 23.12 58.85 -1665.00 -1665.00

90.35
 19 Jan 2021 (Tue) -3000 13:55 1124/-4850 Loss - - (14469.35- (107.8-130 = 22.20) (107.8-130 = 22.20)
(0.63%)
Hit 22.89 14528.20) 14450CE 14450CE
-1161.00
67.30 -1161.00
17.15 22.18 (51.6-67.08 =
 20 Jan 2021 (Wed) -2321 13:44 1026/-2320 - - (14576.20- (51.6-67.08 = 15.48)
(0.12%) - 21.5 15.48) 14600CE
14643.50) 14600CE 13:44:00
13:44:00
20.68 Day -155.95 576.00 576.00

86.25
 21 Jan 2021 (Thu) 1152 13:48 1152/-172 - - Open > (14741.40- (15.35-7.67 = -7.68) (15.35-7.67 = -7.68)
(0.59%)
22.37 PDH 14585.45) 14750CE 13:48:00 14750CE 13:48:00

Time ATM CE ATM CE
 Type    
22.36 -126.20 4312.50 4312.50

-6.95
 22 Jan 2021 (Fri) 8625 15:15 8924/-600 - - - (14490.70- (140-82.5 = -57.50) (140-82.5 = -57.50)
(-0.05%)
22.51 14364.50) 14500CE 14500CE
Stop 23.56 -117.95 -1541.25 -1541.25

105.9
 25 Jan 2021 (Mon) -3000 12:40 9242/-3960 Loss - - (14358.05- (123.25-143.8 = (123.25-143.8 =
(0.74%)
Hit 23.19 14240.10) 20.55) 14350CE 20.55) 14350CE
e r s.
ith
2771.25 oth 2771.25
-0.95
23.53 -121.50
re w
(73.9-36.95 = (73.9-36.95 =
ha
 27 Jan 2021 (Wed) 5542 14:10 5542/-88 - - - (14087.40-
(-0.01%)
t s -36.95) 14100CE -36.95) 14100CE
o no
24.45 13965.90)
14:10:00 14:10:00
s e .D
a u Day
l24.28
s o n
r(-1.12%)
-157.1
14.80 1770.00 1770.00
 28 Jan 2021 (Thu) 3540 12:45 3540/-344
r
-
p e - 24.2
Open < (13807.10- (47.2-23.6 = -23.60) (47.2-23.6 = -23.60)
f o PDL 13821.90) 13800CE 12:45:00 13800CE 12:45:00
t ri ctly
i s s
e t
n Expiry: 4 FEB 2021, Net Profit: -2038, Average Day Profit: -407
cu m
s d o
Include
ThiDate Profit
Exit
Max
Profit/Loss
MTM
Exit
N Gap
Up/Down
India
VIX
N Prev
Day H/L
Spot
Change
Time ATM CE ATM CE
 Type    
Stop 25.25 Day -184.45 -1582.50 -1582.50

129.05
 29 Jan 2021 (Fri) -3000 14:27 14466/-4056 Loss - Open > (13810.45- (240.95-262.05 = (240.95-262.05 =
(0.93%)
Hit 25.41 PDH 13626.00) 21.10) 13800CE 21.10) 13800CE
Stop 24.29 405.90 -2160.00 -2160.00

124
 1 Feb 2021 (Mon) -3000 12:50 3104/-8414 Loss - - (13862.20- (187-215.8 = 28.80) (187-215.8 = 28.80)
(0.91%)
Hit 23.35 14268.10) 13850CE 13850CE
Stop 23.17 Day 64.30 -1601.25 -1601.25

199.9
 2 Feb 2021 (Tue) -3000 13:09 2668/-4926 Loss - Open > (14579.80- (109.5-130.85 = (109.5-130.85 =
(1.4%)
Hit 23.39 PDH 14644.10) 21.35) 14600CE 21.35) 14600CE
2328.75 2328.75
23.88 Day -31.55
107.05 (62.1-31.05 = (62.1-31.05 =
 3 Feb 2021 (Wed) 4657 15:10 4656/-2578 - - Open > (14825.10-
(0.73%) -31.05) 14850CE -31.05) 14850CE
23.83 PDH 14793.55)
15:10:00 15:10:00
1152.75 1152.75
23.11 34.80
-0.9 (30.75-15.38 = (30.75-15.38 =
 4 Feb 2021 (Thu) 2305 12:56 2304/-1290 - - - (14850.70-
(-0.01%) -15.37) 14850CE -15.37) 14850CE
23.16 14885.50)
12:56:00 12:56:00

Time ATM CE ATM CE
 Type    
23.69 Day -41.85 2441.25 2441.25

56.95
 5 Feb 2021 (Fri) 4882 15:15 6052/-1146 - - Open > (14961.50- (165-132.45 = (165-132.45 =
(0.38%)
23.41 PDH 14919.65) -32.55) 14950CE -32.55) 14950CE
Stop Day 42.80 -1781.25 -1781.25

140.05 24.28
 8 Feb 2021 (Mon) -3000 13:14 66/-6186 Loss Open > (15073.15- (137.45-161.2 = (137.45-161.2 =
(0.94%) - 24
Hit PDH 15115.95) 23.75) 15050CE 23.75) 15050CE
4046.25 4046.25
23.79 Day -105.65
48.35 (107.9-53.95 = (107.9-53.95 =
 9 Feb 2021 (Tue) 8092 15:05 8092/-2692 - - Open > (15222.40-
(0.32%) -53.95) 15200CE -53.95) 15200CE
24.36 PDH 15116.75)
15:05:00 15:05:00
3013.50 3013.50
24.66 7.70
9.75 (80.35-40.17 = (80.35-40.17 =
 10 Feb 2021 (Wed) 6026 13:43 6026/-952 - - - (15098.85-
(0.06%) -40.18) 15100CE -40.18) 15100CE
23.94 15106.55)
13:43:00 13:43:00
1262.25 1262.25
23.32 22.85
-33.25 (33.65-16.82 = (33.65-16.82 =
 11 Feb 2021 (Thu) 2524 13:20 2524/-1222 - - - (15149.35-
(-0.22%) -16.83) 15150CE -16.83) 15150CE
23.04 15172.20)
13:20:00 13:20:00
e r s.
ith oth
re w
Max MTM N Gap India N Prev
t s ha
Spot
o no
.D
Time ATM CE ATM CE
e
 Type    
s
o n al u
- pe
r s 22.09 -49.95 2152.50 2152.50
r
12.9
 12 Feb 2021 (Fri) 4305 15:15 7266/-614
f o - - (15213.55- (130.9-102.2 = (130.9-102.2 =
tly
(0.09%)
i c
22.04 15163.60) -28.70) 15200CE -28.70) 15200CE
s s t r
n t i
u m e 21.74 Day 6.90 -1061.25 -1061.25
oc
107
-2122
d
 15 Feb 2021 (Mon) 15:15 1694/-2406 - - Open > (15310.95- (100.35-114.5 = (100.35-114.5 =
s
(0.71%)
Thi
21.42 PDH 15317.85) 14.15) 15300CE 14.15) 15300CE
3579.00 3579.00
21.7 Day -35.95
56.75 (95.45-47.73 = (95.45-47.73 =
 16 Feb 2021 (Tue) 7158 13:57 7158/-1282 - - Open > (15349.15-
(0.37%) -47.72) 15350CE -47.72) 15350CE
21.8 PDH 15313.20)
13:57:00 13:57:00
2461.50 2461.50
21.18 -79.75
-33.55 (65.65-32.83 = (65.65-32.83 =
 17 Feb 2021 (Wed) 4923 13:34 4922/-1462 - - - (15294.40-
(-0.22%) -32.82) 15300CE -32.82) 15300CE
21.58 15214.65)
13:34:00 13:34:00
21.74 -6.35 -929.25 -929.25

29.8
 18 Feb 2021 (Thu) -1858 12:54 2174/-1858 - - - (15120.65- (41.3-53.69 = 12.39) (41.3-53.69 = 12.39)
(0.2%)
21.57 15114.30) 15100CE 12:54:00 15100CE 12:54:00

Time ATM CE ATM CE
 Type    
21.59 Day -64.95 3180.00 3180.00

-44.15
 19 Feb 2021 (Fri) 6359 15:15 10844/-2054 - - Open < (15072.10- (147.95-105.55 = (147.95-105.55 =
(-0.29%)
22.16 PDL 15007.15) -42.40) 15050CE -42.40) 15050CE
24.33 -120.70 4545.00 4545.00

17.3
 22 Feb 2021 (Mon) 9090 15:15 9622/-846 - - - (14804.90- (132.15-71.55 = (132.15-71.55 =
(0.12%)
25.48 14684.20) -60.60) 14800CE -60.60) 14800CE
Stop 25.03 -21.75 -1616.25 -1616.25

106.55
 23 Feb 2021 (Tue) -3000 13:14 6690/-3772 Loss - - (14747.70- (105.4-126.95 = (105.4-126.95 =
(0.73%)
Hit 25.2 14725.95) 21.55) 14750CE 21.55) 14750CE
-799.50 -799.50
23.22 Day 0.30
372.05 (35.55-46.21 = (35.55-46.21 =
 25 Feb 2021 (Thu) -1599 12:44 142/-1598 - - Open > (15095.50-
(2.53%) 10.66) 15100CE 10.66) 15100CE
22.89 PDH 15095.80)
12:44:00 12:44:00

Time ATM CE ATM CE
 Type    
Stop 28.73 Day -69.05 -1710.00 -1710.00

-208.75
 26 Feb 2021 (Fri) -3000 14:04 8556/-3870 Loss - Open < (14617.20- (234.2-257 = 22.80) (234.2-257 = 22.80)
(-1.38%)
Hit 28.14 PDL 14548.15) 14600CE 14600CE
Stop 26.85 118.35 -1601.25 -1601.25

173.35
 1 Mar 2021 (Mon) -3000 12:45 172/-7482 Loss - - (14643.85- (166.3-187.65 = (166.3-187.65 =
(1.19%)
Hit 25.55 14762.20) 21.35) 14650CE 21.35) 14650CE
e r s.
-1995.00 ot
h -1995.00
Stop
103.75
24.54 Day 113.30
w h
it= 26.60) (125-151.6 = 26.60)
 2 Mar 2021 (Tue) -3000 13:45 3450/-5624 Loss
(0.7%)
- Open > (14820.75-
ha e
r 14800CE
(125-151.6
Hit 23.64 PDH
t s
14934.05) 14800CE
.D o no
Stop
us e
22.31Day 144.60 -1650.00 -1650.00
al
145.3
 3 Mar 2021 (Wed) -3000 12:57 1260/-3554 Loss
r so n
(0.97%)
- Open > (15101.35- (79-101 = 22.00) (79-101 = 22.00)
pe
Hit 22.15 PDH 15245.95) 15100CE 15100CE
f or
t ri ctly
s
-1019.25
is
23.22 -73.10 -1019.25
-2038 t 12:40
-218.85 (45.3-58.89 =
 4 Mar 2021 (Thu)
m e n 846/-2038 -
(-1.44%)
- - (15156.15-
13.59) 15150CE
(45.3-58.89 = 13.59)
oc u 24.16 15083.05) 15150CE 12:40:00
d
12:40:00
Thi s

Time ATM CE ATM CE
 Type    
25.62 Day -70.10 3705.00 3705.00

-102.8
 5 Mar 2021 (Fri) 7410 15:15 11692/-1738 - - Open < (15025.95- (185.4-136 = (185.4-136 =
(-0.68%)
25.41 PDL 14955.85) -49.40) 15050CE -49.40) 15050CE
24.75 -45.25 2475.00 2475.00

64.35
 8 Mar 2021 (Mon) 4950 15:15 7746/-2114 - - - (15009.45- (143.4-110.4 = (143.4-110.4 =
(0.43%)
24.68 14964.20) -33.00) 15000CE -33.00) 15000CE
Stop 23.14 87.90 -1680.00 -1680.00

93.7
 9 Mar 2021 (Tue) -3000 15:10 5632/-3672 Loss - - (15026.95- (81.6-104 = 22.40) (81.6-104 = 22.40)
(0.63%)
Hit 22.38 15114.85) 15050CE 15050CE
-699.00 -699.00
21.47 Day 43.50
103.75 (31.05-40.37 = (31.05-40.37 =
 10 Mar 2021 (Wed) -1397 12:58 374/-1396 - - Open > (15132.55-
(0.69%) 9.32) 15150CE 9.32) 15150CE
20.79 PDH 15176.05)
12:58:00 12:58:00

Time ATM CE ATM CE
 Type    
5715.00 5715.00
20.28 Day -197.35
146.35 (152.4-76.2 = (152.4-76.2 =
 12 Mar 2021 (Fri) 11430 14:15 11430/-1102 - - Open > (15229.00-
(0.96%) -76.20) 15250CE -76.20) 15250CE
21.69 PDH 15031.65)
14:15:00 14:15:00
Stop 22.51 114.05 -1736.25 -1736.25

17.45
 15 Mar 2021 (Mon) -3000 14:36 5024/-7022 Loss - - (14810.05- (156.05-179.2 = (156.05-179.2 =
(0.12%)
Hit 21.16 14924.10) 23.15) 14800CE 23.15) 14800CE
20.22 -82.15 2171.25 2171.25

66.6
 16 Mar 2021 (Tue) 4342 15:15 5384/-2068 - - - (14982.45- (105.95-77 = -28.95) (105.95-77 = -28.95)
(0.45%)
20.23 14900.30) 15000CE 15000CE
3894.75 3894.75
19.93 -163.95
36.1 (103.85-51.92 = (103.85-51.92 =
 17 Mar 2021 (Wed) 7789 14:21 7788/-366 - - - (14862.15-
(0.24%) -51.93) 14850CE -51.93) 14850CE
20.36 14698.20)
14:21:00 14:21:00
19.03 -223.05 1567.50 1567.50

134.2
 18 Mar 2021 (Thu) 3135 12:57 3134/-60 - - - (14811.05- (41.8-20.9 = -20.90) (41.8-20.9 = -20.90)
(0.91%)
19.87 14588.00) 14800CE 12:57:00 14800CE 12:57:00
e r s.
it h oth
Max MTM N Gap India N Prev Spot w
re(1) N Sell 1 Lot
ha
Include Date Profit Profit/Loss Exit Up/Down VIX Day H/L
t s
Change
o no
Time ATM CE ATM CE
 Type    
s e .D
a u Day
l20.75
Stop
r s o
-86.7n 201.60 -1691.25 -1691.25
 19 Mar 2021 (Fri) -3000 12:36 1042/-8682 Loss
rHitp e (-0.6%)
- Open < (14544.20- (192.95-215.5 = (192.95-215.5 =
f o 19.95 PDL 14745.80) 22.55) 14550CE 22.55) 14550CE
t ri ctly
i s s
t
Stop 20.88 124.45 -1608.75 -1608.75
m e
 22 Mar 2021 (Mon) -3000n 13:46 3478/-6724 Loss (-0.05%) -
-7.7
- (14633.05- (149.45-170.9 = (149.45-170.9 =
d o cu Hit 20.36 14757.50) 21.45) 14650CE 21.45) 14650CE
This Stop 21.38 Day 77.55 -1503.75 -1503.75

32.15
 23 Mar 2021 (Tue) -3000 12:47 636/-5276 Loss - Open > (14738.85- (117.25-137.3 = (117.25-137.3 =
(0.22%)
Hit 20.61 PDH 14816.40) 20.05) 14750CE 20.05) 14750CE
3251.25 3251.25
21.83 -98.75
-102.3 (86.7-43.35 = (86.7-43.35 =
 24 Mar 2021 (Wed) 6502 14:53 6502/-1746 - - - (14648.65-
(-0.69%) -43.35) 14650CE -43.35) 14650CE
22.44 14549.90)
14:53:00 14:53:00
2221.50 2221.50
22.91 -17.65
21.5 (59.25-29.63 = (59.25-29.63 =
 25 Mar 2021 (Thu) 4443 13:05 4442/-636 - - - (14318.75-
(0.15%) -29.62) 14300CE -29.62) 14300CE
22.79 14301.10)
13:05:00 13:05:00

Time ATM CE CE
 Type    
Stop 21.32 -21.35 -1672.50 -1672.50

181.4
 26 Mar 2021 (Fri) -3000 12:41 4912/-4350 Loss - - (14514.95- (182-204.3 = 22.30) (182-204.3 = 22.30)
(1.27%)
Hit 20.71 14493.60) 14500CE 14500CE
Stop 20.34 Day 101.35 -1781.25 -1781.25

121.2
 30 Mar 2021 (Tue) -3000 13:34 1350/-4950 Loss - Open > (14744.90- (110.05-133.8 = (110.05-133.8 =
(0.84%)
Hit 20.47 PDH 14846.25) 23.75) 14750CE 23.75) 14750CE
-1747.50 -1747.50
Stop 20.62 -36.70
-33.25 (77.65-100.95 = (77.65-100.95 =
 31 Mar 2021 (Wed) -3000 13:05 142/-3494 Loss - - (14730.65-
(-0.22%) 23.30) 14750CE 23.30) 14750CE
Hit 20.64 14693.95)
13:05:00 13:05:00
-861.00 -861.00
131.70
107.7 20.24 (38.25-49.73 = (38.25-49.73 =
 1 Apr 2021 (Thu) -1721 12:58 1124/-1720 - - (14743.30-
(0.73%) - 20 11.48) 14750CE 11.48) 14750CE
14875.00)
12:58:00 12:58:00

Time ATM CE ATM CE
 Type    
Stop 70.90 -1755.00 -1755.00

-29.65 22.56
 5 Apr 2021 (Mon) -3000 13:23 1964/-6922 Loss - (14560.55- (153.85-177.25 = (153.85-177.25 =
(-0.2%) - 21.2
Hit 14631.45) 23.40) 14550CE 23.40) 14550CE
20.97 -22.35 1848.75 1848.75

99.2
 6 Apr 2021 (Tue) 3697 15:15 7042/-494 - - - (14705.00- (121.15-96.5 = (121.15-96.5 =
(0.68%)
20.82 14682.65) -24.65) 14700CE
e r s.
-24.65) 14700CE
ith oth
20.51 -25.55 w
e = -25.90)
r(77.7-51.8
1942.50 1942.50
ha
32.95
 7 Apr 2021 (Wed) 3885 15:15 5144/-2046 - - -
t s
(14844.30- (77.7-51.8 = -25.90)
o no
(0.22%)
20.26 14818.75) 14850CE 14850CE
s e .D
u
al19.95
so n -945.75 -945.75
er
-57.85
56.6 (42.05-54.66 = (42.05-54.66 =
 8 Apr 2021 (Thu) -1891 12:41 0/-1890
or
-
p - - (14924.35-
f
(0.38%) 12.61) 14900CE 12.61) 14900CE
tl y
20.26 14866.50)
i c
12:41:00 12:41:00
s s t r
n t i
u m e
d o c Expiry: 15 APR 2021, Net Profit: 1638, Average Day Profit: 409
T h i s
Time ATM CE ATM CE
 Type    
20.13 -39.90 1931.25 1931.25

8.85
 9 Apr 2021 (Fri) 3862 15:15 6794/-1378 - - - (14873.35- (151.8-126.05 = (151.8-126.05 =
(0.06%)
19.74 14833.45) -25.75) 14850CE -25.75) 14850CE
22.72 Day -41.90 1620.00 1620.00

-190.2
 12 Apr 2021 (Mon) 3239 15:15 7116/-960 - - Open < (14343.25- (141.45-119.85 = (141.45-119.85 =
(-1.28%)
22.99 PDL 14301.35) -21.60) 14350CE -21.60) 14350CE
Stop 21.27 173.05 -1548.75 -1548.75

54.1
 13 Apr 2021 (Tue) -3000 12:44 0/-3780 Loss - - (14336.25- (84-104.65 = 20.65) (84-104.65 = 20.65)
(0.38%)
Hit 20.42 14509.30) 14350CE 14350CE
-1231.50 -1231.50
21.24 166.80
17.6 (54.75-71.17 = (54.75-71.17 =
 15 Apr 2021 (Thu) -2463 12:46 1484/-2462 - - - (14422.00-
(0.12%) 16.42) 14400CE 16.42) 14400CE
20.93 14588.80)
12:46:00 12:46:00

Time ATM CE CE
 Type    
Stop 20.62 Day -18.25 -1758.75 -1758.75

18.15
 16 Apr 2021 (Fri) -3000 14:23 3246/-4828 Loss - Open > (14636.25- (138.9-162.35 = (138.9-162.35 =
(0.12%)
Hit 20.39 PDH 14618.00) 23.45) 14650CE 23.45) 14650CE
Stop 22.59 Day 74.20 -1713.75 -1713.75

-311.25
 19 Apr 2021 (Mon) -3000 13:22 1484/-5674 Loss - Open < (14287.00- (126.1-148.95 = (126.1-148.95 =
(-2.13%)
Hit 22.56 PDL 14361.20) 22.85) 14300CE 22.85) 14300CE
4130.25 4130.25
22.22 Day -56.95
167.25 (110.15-55.08 = (110.15-55.08 =
 20 Apr 2021 (Tue) 8260 14:47 8260/-1558 - - Open > (14373.50-
(1.16%) -55.07) 14350CE -55.07) 14350CE
22.31 PDH 14316.55)
14:47:00 14:47:00
23.56 97.35 -1208.25 -1208.25

-77.25
 22 Apr 2021 (Thu) -2416 12:54 1740/-2416 - - - (14309.35- (53.7-69.81 = 16.11) (53.7-69.81 = 16.11)
(-0.54%)
22.99 14406.70) 14300CE 12:54:00 14300CE 12:54:00

Time ATM CE ATM CE
 Type    
Stop 22.55 -51.55 -1571.25 -1571.25

-79.8
 23 Apr 2021 (Fri) -3000 12:45 8842/-3210 Loss - - (14392.80- (163.6-184.55 = (163.6-184.55 =
(-0.55%)
Hit 22.69 14341.25) 20.95) 14400CE 20.95) 14400CE
e r s.
23.51 -11.15
ith
757.50 oth 757.50
 26 Apr 2021 (Mon) 1515 15:15 4506/-2136 -
108.1
- - (14490.80-
re w
(134.05-123.95 = (134.05-123.95 =
ha
(0.75%)
23.49
t s
14479.65) -10.10) 14500CE -10.10) 14500CE
.D o no
s e
al u
Stop 23.13 44.35 -1548.75 -1548.75
8.8
 27 Apr 2021 (Tue) -3000 14:36 2264/-3532 Loss
r so n
(0.06%)
- - (14610.25- (106.35-127 = (106.35-127 =
pe
Hit 23.08 14654.60) 20.65) 14600CE 20.65) 14600CE
f o r
t ri ctly Stop
13:13s 1042/-4060
22.85 Day 40.40 -1751.25 -1751.25
is
57.45
t
 28 Apr 2021 (Wed) -3000 Loss - Open > (14824.20- (90.25-113.6 = (90.25-113.6 =
e n (0.39%)
um
Hit 22.61 PDH 14864.60) 23.35) 14800CE 23.35) 14800CE
do c
Thi s Day -13.55
-1088.25 -1088.25
114.45 23 - (48.35-62.86 = (48.35-62.86 =
 29 Apr 2021 (Thu) -2176 12:51 1364/-2176 - Open > (14906.80-
(0.77%) 23.32 14.51) 14900CE 14.51) 14900CE
PDH 14893.25)
12:51:00 12:51:00

Time ATM CE ATM CE
 Type    
22.73 Day -174.65 4766.25 4766.25

-147.55
 30 Apr 2021 (Fri) 9532 15:15 10350/-1110 - - Open < (14806.05- (170-106.45 = (170-106.45 =
(-0.99%)
22.99 PDL 14631.40) -63.55) 14800CE -63.55) 14800CE
Stop 23.32 Day 82.05 -1575.00 -1575.00

-150.05
 3 May 2021 (Mon) -3000 13:00 1230/-6154 Loss - Open < (14546.90- (136.8-157.8 = (136.8-157.8 =
(-1.03%)
Hit 23.69 PDL 14628.95) 21.00) 14550CE 21.00) 14550CE
22.95 Day -170.45 3900.00 3900.00

53.1
 4 May 2021 (Tue) 7800 14:31 7800/-336 - - Open > (14675.50- (104-52 = -52.00) (104-52 = -52.00)
(0.36%)
22.95 PDH 14505.05) 14700CE 14:31:00 14700CE 14:31:00
Stop 22.35 47.95 -1841.25 -1841.25

107.65
 5 May 2021 (Wed) -3000 12:55 1836/-4330 Loss - - (14573.85- (96.25-120.8 = (96.25-120.8 =
(0.74%)
Hit 21.92 14621.80) 24.55) 14550CE 24.55) 14550CE
-756.75 -756.75
21.7 Day 30.75
50.5 (33.65-43.74 = (33.65-43.74 =
 6 May 2021 (Thu) -1513 12:52 876/-1512 - - Open > (14691.55-
(0.35%) 10.09) 14700CE 10.09) 14700CE
22.49 PDH 14722.30)
12:52:00 12:52:00

Time ATM CE ATM CE
 Type    
Stop 21.31 Day 36.05 -1826.25 -1826.25

92.05
 7 May 2021 (Fri) -3000 14:00 2204/-4732 Loss - Open > (14791.55- (129.15-153.5 = (129.15-153.5 =
(0.63%)
Hit 20.79 PDH 14827.60) 24.35) 14800CE 24.35) 14800CE
20.34 Day -2.70 502.50 502.50

105.1
 10 May 2021 (Mon) 1005 15:15 2122/-1964 - - Open > (14944.15- (93.9-87.2 = -6.70) (93.9-87.2 = -6.70)
(0.71%)
20.25 PDH 14941.45) 14950CE 14950CE
2608.50 2608.50
19.92 Day -42.90
-152.65 (69.55-34.77 = (69.55-34.77 =
 11 May 2021 (Tue) 5216 13:23 5216/0 - - Open < (14897.95-
(-1.02%) -34.78) 14900CE -34.78) 14900CE
19.86 PDL 14855.05)
13:23:00 13:23:00
1436.25 1436.25
20.13 -64.15
-27.2 (38.3-19.15 = (38.3-19.15 =
 12 May 2021 (Wed) 2872 13:40 2872/-952 -
(-0.18%)
- - (14770.65-
-19.15) 14750CE
e r s.
-19.15) 14750CE
oth
20.04 14706.50)
13:40:00 13:40:00
w ith
ha re
t s
o no
s e .D
al u N Prev
n
Max MTM N Gap India Spot
Include Date Profit
Exit
Profit/Loss Exit
e r so VIX Day H/L
Up/Down Change
Time
o r p ATM CE ATM CE
f
 Type    
t l y
s s t ric
n t i Stop 20.36 33.05 -1530.00 -1530.00
e
52.9
um
 14 May 2021 (Fri) -3000 13:30 1064/-5920 Loss - - (14640.30- (131.55-151.95 = (131.55-151.95 =
c
(0.36%)
o
Hit 20.86 14673.35) 20.40) 14650CE 20.40) 14650CE
i s d
T h Stop 19.5 Day 75.75 -1856.25 -1856.25
78.45
 17 May 2021 (Mon) -3000 14:03 1536/-4500 Loss - Open > (14845.25- (100-124.75 = (100-124.75 =
(0.53%)
Hit 19.51 PDH 14921.00) 24.75) 14850CE 24.75) 14850CE
Stop 19.08 Day 2.65 -1526.25 -1526.25

144.05
 18 May 2021 (Tue) -3000 13:44 2046/-3164 Loss - Open > (15102.55- (88.35-108.7 = (88.35-108.7 =
(0.97%)
Hit 19.28 PDH 15105.20) 20.35) 15100CE 20.35) 15100CE
2589.75 2589.75
19.35 -70.70
-49.5 (69.05-34.52 = (69.05-34.52 =
 19 May 2021 (Wed) 5179 14:30 5178/0 - - - (15103.10-
(-0.33%) -34.53) 15100CE -34.53) 15100CE
19.26 15032.40)
14:30:00 14:30:00
1001.25 1001.25
19.63 -78.75
12.45 (26.7-13.35 = (26.7-13.35 =
 20 May 2021 (Thu) 2002 13:30 2002/-884 - - - (14985.10-
(0.08%) -13.35) 15000CE -13.35) 15000CE
19.64 14906.35)
13:30:00 13:30:00

Time ATM CE ATM CE
 Type    
Stop 19.22 81.90 -1545.00 -1545.00

81.75
 21 May 2021 (Fri) -3000 14:22 2736/-6286 Loss - - (15100.70- (139.7-160.3 = (139.7-160.3 =
(0.55%)
Hit 19.04 15182.60) 20.60) 15100CE 20.60) 15100CE
Stop 19.14 Day -8.75 -1552.50 -1552.50

36.05
 24 May 2021 (Mon) -3000 14:47 2092/-3516 Loss - Open > (15211.70- (106.5-127.2 = (106.5-127.2 =
(0.24%)
Hit 19.14 PDH 15202.95) 20.70) 15200CE 20.70) 15200CE
3048.75 3048.75
18.84 Day -48.60
94.05 (81.3-40.65 = (81.3-40.65 =
 25 May 2021 (Tue) 6097 14:24 6096/-660 - - Open > (15251.20-
(0.62%) -40.65) 15250CE -40.65) 15250CE
18.86 PDH 15202.60)
14:24:00 14:24:00
18.76 -4.35 825.00 825.00

48.6
 26 May 2021 (Wed) 1650 15:15 3300/-396 - - - (15307.55- (66.75-55.75 = (66.75-55.75 =
(0.32%)
20.91 15303.20) -11.00) 15300CE -11.00) 15300CE
948.75 948.75
Day -4.95
22.5 20.44 (25.3-12.65 = (25.3-12.65 =
 27 May 2021 (Thu) 1897 14:11 1896/-1064 - Open > (15336.10-
(0.15%) - 20 -12.65) 15350CE -12.65) 15350CE
PDH 15331.15)
14:11:00 14:11:00

Time
 Type    
ATM CE
e r s. ATM CE
ith oth
17.47 Day 8.15
re w153.75 153.75
83.35
s ha
t
 28 May 2021 (Fri) 307 15:15 1380/-2722 - - Open > (15428.20-
(98.3-96.25 = -2.05) (98.3-96.25 = -2.05)
o no
(0.54%)
17.43 PDH 15436.35) 15450CE 15450CE
s e .D
u
al16.71
Stop
r so n
2.1
40.60 -1694.25 -1694.25
pe
 31 May 2021 (Mon) -3000 12:49 0/-3388 Loss - - (15544.00- (75.3-97.89 = 22.59) (75.3-97.89 = 22.59)
r
(0.01%)
y f o Hit 16.84 15584.60) 15550CE 12:49:00 15550CE 12:49:00
t ri ctl
n i
t 13:21 ss Stop 17.49 Day 23.95 -1736.25 -1736.25
e
46.85
um
 1 Jun 2021 (Tue) -3000 0/-3748 Loss - Open > (15550.90- (83.3-106.45 = (83.3-106.45 =
c
(0.3%)
s d o Hit 17.37 PDH 15574.85) 23.15) 15550CE 23.15) 15550CE
T h i
-1238.25 -1238.25
16.44 Day 82.85
-54.5 (55.05-71.56 = (55.05-71.56 =
 2 Jun 2021 (Wed) -2476 14:49 2092/-2476 - - Open < (15491.30-
(-0.35%) 16.51) 15500CE 16.51) 15500CE
17.19 PDL 15574.15)
14:49:00 14:49:00
1002.75 1002.75
15.62 Day 45.65
79.35 (26.75-13.38 = (26.75-13.38 =
 3 Jun 2021 (Thu) 2005 13:24 2004/-22 - - Open > (15650.85-
(0.51%) -13.37) 15650CE -13.37) 15650CE
16.05 PDH 15696.50)
13:24:00 13:24:00

Time ATM CE ATM CE
 Type    
16.02 Day -9.65 648.75 648.75

22.15
 4 Jun 2021 (Fri) 1297 15:15 3330/-1552 - - Open > (15681.15- (98.65-90 = -8.65) (98.65-90 = -8.65)
(0.14%)
15.94 PDH 15671.50) 15700CE 15700CE
-1637.25 -1637.25
Stop 14.77 24.35
54.85 (72.75-94.58 = (72.75-94.58 =
 7 Jun 2021 (Mon) -3000 13:44 1484/-3274 Loss - - (15727.65-
(0.35%) 21.83) 15750CE 21.83) 15750CE
Hit 15.57 15752.00)
13:44:00 13:44:00
Stop 15.44 Day 18.60 -1777.50 -1777.50

22.25
 8 Jun 2021 (Tue) -3000 13:32 412/-3606 Loss - Open > (15719.90- (82.75-106.45 = (82.75-106.45 =
(0.14%)
Hit 15.22 PDH 15738.50) 23.70) 15700CE 23.70) 15700CE
1490.25 1490.25
14.94 -150.50
26.2 (39.75-19.88 = (39.75-19.88 =
 9 Jun 2021 (Wed) 2980 13:11 2980/-336 - - - (15789.65-
(0.17%) -19.87) 15800CE -19.87) 15800CE
14.71 15639.15)
13:11:00 13:11:00
15.01 22.70 -776.25 -776.25

56.75
 10 Jun 2021 (Thu) -1552 13:19 1746/-1552 - - - (15711.65- (34.5-44.85 = 10.35) (34.5-44.85 = 10.35)
(0.36%)
15.04 15734.35) 15700CE 13:19:00 15700CE 13:19:00

Time ATM CE ATM CE
 Type    
Day 18.65 -348.75 -348.75

58.7 14.52
 11 Jun 2021 (Fri) -697 15:15 952/-2016 - Open > (15781.05- (86.35-91 = 4.65) (86.35-91 = 4.65)
(0.37%) - 14
PDH 15799.70) 15800CE 15800CE
-1516.50
Stop 14.97 82.15 -1516.50
-7.95 (67.4-87.62 =
 14 Jun 2021 (Mon) -3000 13:22 682/-3032 Loss - - (15727.10- (67.4-87.62 = 20.22)
(-0.05%) 20.22) 15750CE
Hit 14.71 15809.25)
13:22:00
e r s.
15750CE 13:22:00
ith oth
14.69 Day -7.70 w
e = -9.40)
r(56.9-47.5
705.00 705.00
ha
55.1
 15 Jun 2021 (Tue) 1409 15:15 2024/-358 - - Open >
t s
(15885.45- (56.9-47.5 = -9.40)
o no
(0.35%)
14.56 PDH 15877.75) 15900CE 15900CE
s e .D
a u-
l14.7
r s n
o 14.86 -
-21.75
-15.00 858.75 858.75
 16 Jun 2021 (Wed) 1717 15:15 2002/-2174 -
rp e (-0.14%)
(15785.05- (55.35-43.9 = (55.35-43.9 =
f o 15770.05) -11.45) 15800CE -11.45) 15800CE
t ri c tly
i s s
t
-606.75
e n 15.33 Day 7.35 -606.75
um
-119.25 (26.95-35.04 =
c
 17 Jun 2021 (Thu) -1213 12:35 0/-1212 - - Open < (15698.90- (26.95-35.04 = 8.09)
s d o (-0.76%)
15.15 PDL 15706.25)
8.09) 15700CE
15700CE 12:35:00
Thi
12:35:00

Time ATM CE ATM CE
 Type    
Stop 15.45 113.05 -1702.50 -1702.50

65.1
 18 Jun 2021 (Fri) -3000 13:56 1476/-6106 Loss - - (15570.10- (135.7-158.4 = (135.7-158.4 =
(0.41%)
Hit 14.8 15683.15) 22.70) 15550CE 22.70) 15550CE
Stop 15.78 120.40 -1526.25 -1526.25

-157.5
 21 Jun 2021 (Mon) -3000 12:50 134/-4920 Loss - - (15624.40- (109.35-129.7 = (109.35-129.7 =
(-1%)
Hit 14.93 15744.80) 20.35) 15600CE 20.35) 15600CE
2397.75 2397.75
14.6 Day -67.30
94 (63.95-31.98 = (63.95-31.98 =
 22 Jun 2021 (Tue) 4795 15:08 4794/-906 - - Open > (15847.50-
(0.6%) -31.97) 15850CE -31.97) 15850CE
14.67 PDH 15780.20)
15:08:00 15:08:00
15.12 -72.85 2602.50 2602.50

90.05
 23 Jun 2021 (Wed) 5205 14:40 5204/-2068 - - - (15757.25- (69.4-34.7 = -34.70) (69.4-34.7 = -34.70)
(0.57%)
15.33 15684.40) 15750CE 14:40:00 15750CE 14:40:00
-892.50 -892.50
15.15 35.20
50.35 (39.65-51.55 = (39.65-51.55 =
 24 Jun 2021 (Thu) -1784 12:44 0/-1784 - - - (15760.05-
(0.32%) 11.90) 15750CE 11.90) 15750CE
15.17 15795.25)
12:44:00 12:44:00

Time ATM CE ATM CE
 Type    
13.83 Day 32.25 -813.75 -813.75

48.9
 25 Jun 2021 (Fri) -1627 15:15 712/-1806 - - Open > (15834.15- (89.05-99.9 = 10.85) (89.05-99.9 = 10.85)
(0.31%)
13.33 PDH 15866.40) 15850CE 15850CE
13.49 Day -12.00 -93.75 -93.75

55
 28 Jun 2021 (Mon) -187 15:15 1416/-1994 - - Open > (15826.40- (71.45-72.7 = 1.25) (71.45-72.7 = 1.25)
(0.35%)
13.39 PDH 15814.40) 15850CE 15850CE
Stop 13.25 -15.15 -1653.75 -1653.75

-7.2
 29 Jun 2021 (Tue) -3000 13:30 0/-3306 Loss - - (15759.50- (73.5-95.55 = 22.05) (73.5-95.55 = 22.05)
(-0.05%)
Hit 13.01 15744.35) 15750CE 13:30:00 15750CE 13:30:00
1374.75 1374.75
12.7 -114.50
28.45 (36.65-18.32 = (36.65-18.32 =
 30 Jun 2021 (Wed) 2749 14:01 2748/-276 - - - (15827.85-
(0.18%) -18.33) 15850CE -18.33) 15850CE
13.1 15713.35)
14:01:00
e r s. 14:01:00
ith oth
13.11 -21.10
e w
r(23.9-31.07
-537.75 -537.75
ha 15700CE 12:52:00
33.55
 1 Jul 2021 (Thu) -1075 12:52 884/-1074 - - -
t s
(15698.90- = 7.17) (23.9-31.07 = 7.17)
o no
(0.21%)
12.91 15677.80) 15700CE 12:52:00
s e .D
o n al u
pe r s
f o r
i c y
tl MTM
s
Exit
t r Max
s Profit/Loss Exit
Include Date Profit
e
Time ATM CE ATM CE
cum
 Type    
i s do
Th
 2 Jul 2021 (Fri) -1725 15:15 1890/-2136 -
25.85
12.6
- -
38.40
(15683.70-
-862.50
(75.25-86.75 =
-862.50
(75.25-86.75 =
(0.16%)
12.09 15722.10) 11.50) 15700CE 11.50) 15700CE
12.27 Day 29.70 -1278.75 -1278.75

71.2
 5 Jul 2021 (Mon) -2557 15:15 966/-2608 - - Open > (15809.30- (66.45-83.5 = 17.05) (66.45-83.5 = 17.05)
(0.45%)
12.09 PDH 15839.00) 15800CE 15800CE
1946.25 1946.25
12.11 -89.75
-20.6 (51.9-25.95 = (51.9-25.95 =
 6 Jul 2021 (Tue) 3892 14:31 3892/-644 - - - (15896.60-
(-0.13%) -25.95) 15900CE -25.95) 15900CE
12.3 15806.85)
14:31:00 14:31:00
12.31 39.50 -857.25 -857.25

1.35
 7 Jul 2021 (Wed) -1714 15:07 1582/-1714 - - - (15841.45- (38.1-49.53 = 11.43) (38.1-49.53 = 11.43)
(0.01%)
12.19 15880.95) 15850CE 15:07:00 15850CE 15:07:00
756.00 756.00
13.21 -51.50
-24.25 (20.15-10.07 = (20.15-10.07 =
 8 Jul 2021 (Thu) 1511 12:59 1510/-232 - - - (15790.60-
(-0.15%) -10.08) 15800CE -10.08) 15800CE
13.39 15739.10)
12:59:00 12:59:00

Time ATM CE ATM CE
 Type    
Stop 13.43 26.80 -1571.25 -1571.25

-39.65
 9 Jul 2021 (Fri) -3000 12:48 726/-4372 Loss - - (15660.90- (107.05-128 = (107.05-128 =
(-0.25%)
Hit 12.95 15687.70) 20.95) 15650CE 20.95) 15650CE
3061.50 3061.50
Day -75.20
77 12.68 (81.65-40.83 = (81.65-40.83 =
 12 Jul 2021 (Mon) 6123 14:41 6122/-246 - Open > (15763.00-
(0.49%) - 13 -40.82) 15750CE -40.82) 15750CE
PDH 15687.80)
14:41:00 14:41:00
12.63 Day 25.15 -682.50 -682.50

101.4
 13 Jul 2021 (Tue) -1365 15:15 1116/-1822 - - Open > (15790.40- (55.1-64.2 = 9.10) (55.1-64.2 = 9.10)
(0.65%)
12.6 PDH 15815.55) 15800CE 15800CE
12.8 19.05 -850.50 -850.50

-3.65
 14 Jul 2021 (Wed) -1701 12:47 450/-1700 - - - (15843.80- (37.8-49.14 = 11.34) (37.8-49.14 = 11.34)
(-0.02%)
12.56 15862.85) 15850CE 12:47:00 15850CE 12:47:00
12.84 -19.75 615.00 615.00

18.2
 15 Jul 2021 (Thu) 1230 12:50 1230/-22 - - - (15940.65- (16.4-8.2 = -8.20) (16.4-8.2 = -8.20)
(0.11%)
12.26 15920.90) 15950CE 12:50:00 15950CE 12:50:00

Time ATM CE ATM CE
 Type    
e r s.
12.07 Day 23.90
ith
-502.50 oth -502.50
 16 Jul 2021 (Fri) -1005 15:15 1694/-2556 -
34.15
- Open > (15899.60-
re w
(83.85-90.55 = 6.70) (83.85-90.55 = 6.70)
ha
(0.21%)
11.67 PDH
t s
15923.50) 15900CE 15900CE
D
. Day o no
-168.9 l u
s e 2673.75 2673.75
a
12.42 -55.90
s o n (71.3-35.65 = (71.3-35.65 =
er
 19 Jul 2021 (Mon) 5347 14:43 5346/0 - Open <- (15806.40-
(-1.06%) -35.65) 15800CE -35.65) 15800CE
or p PDL12.63 15750.50)
f
14:43:00 14:43:00
ict l y
s s t r
t i Stop
n 12:58 262/-3434 Loss (-0.31%) - Open <
13.56 Day 21.50 -1560.00 -1560.00
e
-48.45
m
 20 Jul 2021 (Tue) -3000 (15616.00- (76.35-97.15 = (76.35-97.15 =
o c u
d
Hit 13.17 PDL 15637.50) 20.80) 15600CE 20.80) 15600CE
T h i s
12.25 Day 7.50 960.00 960.00
104.5
 22 Jul 2021 (Thu) 1920 14:03 1920/-778 - - Open > (15812.50- (25.6-12.8 = -12.80) (25.6-12.8 = -12.80)
(0.67%)
11.84 PDH 15820.00) 15800CE 14:03:00 15800CE 14:03:00

Time ATM CE ATM CE
 Type    
11.67 Day 10.40 -1062.00 -1062.00

32.75
 23 Jul 2021 (Fri) -2124 13:40 150/-2124 - - Open > (15849.45- (70.8-92.04 = 21.24) (70.8-92.04 = 21.24)
(0.21%)
11.75 PDH 15859.85) 15850CE 13:40:00 15850CE 13:40:00
12.36 -29.90 780.00 780.00

-6.75
 26 Jul 2021 (Mon) 1560 15:15 1714/-454 - - - (15853.05- (71.15-55.55 = (71.15-55.55 =
(-0.04%)
12.43 15823.15) -15.60) 15850CE -15.60) 15850CE
1668.50 1668.50
12.7 -66.00
36.05 (66.75-33.38 = (66.75-33.38 =
 27 Jul 2021 (Tue) 3336 13:08 3336/0 - - - (15811.55-
(0.23%) -33.37) 15800CE -33.37) 15800CE
13.2 15745.55)
13:08:00 13:08:00
-731.50 -731.50
14.32 76.15
15.1 (48.75-63.38 = (48.75-63.38 =
 28 Jul 2021 (Wed) -1463 13:18 550/-1462 - - - (15637.00-
(0.1%) 14.63) 15650CE 14.63) 15650CE
13.72 15713.15)
13:18:00 13:18:00
-534.50 -534.50
13.12 10.05
53.3 (35.65-46.34 = (35.65-46.34 =
 29 Jul 2021 (Thu) -1069 12:31 0/-1068 - - - (15766.65-
(0.34%) 10.69) 15750CE 10.69) 15750CE
12.96 15776.70)
12:31:00 12:31:00

Time ATM CE CE
 Type    
-1210.00 -1210.00
13.03 Day -61.65
111.85 (80.65-104.85 = (80.65-104.85 =
 30 Jul 2021 (Fri) -2419 13:54 460/-2418 - - Open > (15810.30-
(0.71%) 24.20) 15800CE 24.20) 15800CE
12.87 PDH 15748.65)
13:54:00 13:54:00
12.97 Day 11.60 -147.50 -147.50

111.85
 2 Aug 2021 (Mon) -294 15:15 1364/-1214 - - Open > (15877.00- (51.85-54.8 = 2.95) (51.85-54.8 = 2.95)
(0.71%)
12.82 PDH 15888.60) 15900CE 15900CE
13.62 Day 109.30 -1086.00 -1086.00

 3 Aug 2021 (Tue) -2172 14:30 680/-2172 -
66.4
- Open > (16016.20-
e
(72.4-94.12 = 21.72)
r s.
(72.4-94.12 = 21.72)
oth
(0.42%)
13.74 PDH 16125.50) 16000CE 14:30:00 16000CE 14:30:00
w ith
re -688.50
ha(45.9-59.67 = 13.77)
13.32 Day
t s
26.80 -688.50
o no
64.5
 4 Aug 2021 (Wed) -1377 14:25 1164/-1376 - - Open > (16238.80- (45.9-59.67 = 13.77)
.D
(0.4%)
e
13.22 PDH 16265.60)
16250CE 14:25:00 16250CE 14:25:00
s
o n 13.16 al u
e r s 5.45 -159.00 -159.00
r- p (0.19%) 12.85
30.15
 5 Aug 2021 (Thu) -318 12:31 0/-318
l y f o - - (16277.75- (10.6-13.78 = 3.18) (10.6-13.78 = 3.18)
t ric t 16283.20) 16300CE 12:31:00 16300CE 12:31:00
s s
e n ti
o c um Expiry: 12 AUG 2021, Net Profit: 814, Average Day Profit: 162
i s d
T h Max MTM N Gap India N Prev Spot
Time ATM CE ATM CE
 Type    
12.74 -36.50 885.00 885.00

9.8
 6 Aug 2021 (Fri) 1770 15:15 2250/-658 - - - (16265.75- (94.25-76.55 = (94.25-76.55 =
(0.06%)
12.59 16229.25) -17.70) 16250CE -17.70) 16250CE
12.64 25.55 -497.50 -497.50

43.15
 9 Aug 2021 (Mon) -994 15:15 2000/-1604 - - - (16235.20- (62.35-72.3 = 9.95) (62.35-72.3 = 9.95)
(0.27%)
12.53 16260.75) 16250CE 16250CE
1347.50 1347.50
12.88 -57.40
16.55 (53.9-26.95 = (53.9-26.95 =
 10 Aug 2021 (Tue) 2695 14:01 2694/-570 - - - (16344.80-
(0.1%) -26.95) 16350CE -26.95) 16350CE
12.72 16287.40)
14:01:00 14:01:00
13.08 59.65 -1035.00 -1035.00

47.2
 11 Aug 2021 (Wed) -2070 13:45 1024/-2070 - - - (16224.00- (69-89.7 = 20.70) (69-89.7 = 20.70)
(0.29%)
12.69 16283.65) 16200CE 13:45:00 16200CE 13:45:00
12.57 3.50 -293.50 -293.50

21.4
 12 Aug 2021 (Thu) -587 13:28 480/-586 - - - (16354.60- (19.55-25.42 = 5.87) (19.55-25.42 = 5.87)
(0.13%)
12.41 16358.10) 16350CE 13:28:00 16350CE 13:28:00

Time ATM CE ATM CE
 Type    
-1125.50 -1125.50
13.03 Day 29.35
21.3 (75.05-97.56 = (75.05-97.56 =
 13 Aug 2021 (Fri) -2251 14:44 1378/-2250 - - Open > (16496.75-
(0.13%) 22.51) 16500CE 22.51) 16500CE
12.97 PDH 16526.10)
14:44:00 14:44:00
e r s.
ith oth
re w
t s ha
.D o no
s e
o n al u
pe r s
f or
t ri ctly
is s
n t
u me
s d oc
Thi

Nifty 1230 ShortStraddle

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8/16/2021 Stock Mock | Backtest Index Strategies

Basket Optimizer is now Live. Request this feature Watch Video

Square Off One Leg  Square Off All Legs 

 Strategy Target Profit

Stop Loss: Total MTM - 3000 

 Protect The Profits 

From Date: Fri, Feb 15, 2019

To Date: Fri, Aug 13, 2021

Mon Tue Wed Thu Fri Sat

Avg Expiry Profit Avg Day Profit

Max Profit Max Loss

Max Drawdown (MDD)  Return to MDD Ratio 

₹-49179 (36 Days) 1.36

Max Winning Streak Max Losing Streak

MTM SL Hit Count 0 SL/TP Hit Count

158 Days 301 Days

1 SL/TP Hit Count 2 SL/TP Hit Count

0 Days 313 Days

Profit Cumulative Profit Drawdown

PnL Over Time

Zoom 1m 3m 6m YTD 1y All May 13, 2021 → Aug

17.72 -7.25 885.00 885.00

Stop 17.76 -70.35 -1530.00 -1530.00

16.51 19.05 -607.50 -607.50

Max MTM N Gap India N Prev Spot

15.58 -0.75 240.00 240.00

Stop Day 65.30 -1503.75 -1503.75

18.77 12.00 735.00 735.00

-18.65 -672.75 -672.75

15.52 Day 11.60 405.00 405.00

Max MTM N Gap India N Prev Spot

15.18 2.10 -63.75 -63.75

14.95 Day 21.65 -532.50 -532.50

Day 26.70 -618.75 -618.75

15.44 Day 36.00 -765.00 -765.00

15.28 Day 12.90 -195.00 -195.00

Max MTM N Gap India N Prev Spot

12.55 150.00 150.00

16.75 Day 19.00 105.00 105.00

16.95 58.15 -699.75 -699.75

Max MTM N Gap India N Prev Spot

17.28 Day 40.55 -322.50 -322.50

17.76 Day -25.70 1695.00 1695.00

2.20 127.50 127.50

18.82 -51.05 549.00 549.00

Max MTM N Gap India N Prev Spot

al - Open > (11633.75- -31.45)

m e n 12:52 0/-2046 7.55

20.93 -71.25 2070.00 2070.00

21.14 22.35 -249.00 -249.00

Max MTM N Gap India N Prev Spot

Day 10.30 -90.00 -90.00

Day 1.30 -632.25 -632.25

Day 1.30 -360.00 -360.00

Max MTM N Gap India N Prev Spot

24.01 Day -65.80 2032.50 2032.50

22.21 47.55 -667.50 -667.50

Max MTM N Gap India N Prev Spot

23.79 -38.65 1061.25 1061.25

26.11 Day -19.80 491.25 491.25

Day -55.85 2752.50 2752.50

Max MTM N Gap India N Prev Spot