Expiry Week Condor Strikes Margin Cost Max Profit Booked P/L

3-Dec-20 12950 - 13000 - 13200 - 13250 ₹ 40,500.00 ₹ 2,865.00 ₹ 4,635.00 ₹ 2,197.50

10-Dec-20 13050 - 13000 - 13300 - 13350 ₹ 80,000.00 ₹ 2,878.50 ₹ 4,621.50 -₹ 673.50
10-Dec-20 13200 - 13250 - 13500 - 13550 ₹ 84,000.00 ₹ 1,879.50 ₹ 5,620.50 ₹ 2,091.00
17-Dec-20 13400 - 13450 - 13700 - 13750 ₹ 85,000.00 ₹ 3,105.00 ₹ 4,395.00 -₹ 784.50
24-Dec-20 13400 - 13500 - 13800 - 13900 ₹ 85,000.00 ₹ 9,165.00 ₹ 5,835.00 -₹ 6,718.50
24-Dec-20 12850 - 12900 - 13500 - 13550 ₹ 85,785.90 ₹ 3,630.00 ₹ 3,870.00 -₹ 1,762.50
31-Dec-20 13300 - 13350 - 13600 - 13650 ₹ 84,500.00 ₹ 2,355.00 ₹ 5,145.00 -₹ 1,060.50
7-Jan-21 13600 - 13700 - 14100 - 14200 ₹ 89,360.25 ₹ 6,750.00 ₹ 8,250.00 ₹ 3,022.50
14-Jan-21 14000 - 14100 - 14400 - 14500 ₹ 92,000.00 ₹ 7,500.00 ₹ 7,500.00 ₹ 0.00
ROCE -₹ 3,688.50
4.94%
-0.84%
2.49%
-0.92%
-4.45%
-2.05%
-1.26%
3.38%
0.00%
 Buy Sell Sell Buy Total
Strikes
LONG CONDOR 12950 CE 13000 CE 13200 CE 13250 CE P/L
12550 -177.4 142.8 38.9 -23.4 -1432.5
STRIKE PREMIUM LOTS 1 12600 -177.4 142.8 38.9 -23.4 -1432.5
12950 177.4 195.9 1387.5 12650 -177.4 142.8 38.9 -23.4 -1432.5
13000 142.8 147.5 -352.5 12700 -177.4 142.8 38.9 -23.4 -1432.5
13200 38.9 0 2917.5 12750 -177.4 142.8 38.9 -23.4 -1432.5
13250 23.4 0 -1755 12800 -177.4 142.8 38.9 -23.4 -1432.5
Booked 2197.5 12850 -177.4 142.8 38.9 -23.4 -1432.5
Net Paid 19.1 12900 -177.4 142.8 38.9 -23.4 -1432.5
Cost 2865 12950 -177.4 142.8 38.9 -23.4 -1432.5
Max Profit 4635 13000 -127.4 142.8 38.9 -23.4 2317.5
Upper BE 13230.9 13050 -77.4 92.8 38.9 -23.4 2317.5
Lower BE 12969.1 13100 -27.4 42.8 38.9 -23.4 2317.5
R/R 1:1.62 13150 22.6 -7.2 38.9 -23.4 2317.5
Margin 40500 Actual 13200 72.6 -57.2 38.9 -23.4 2317.5
ROCE 11.44% 4.94% 13250 122.6 -107.2 -11.1 -23.4 -1432.5
13300 172.6 -157.2 -61.1 26.6 -1432.5
13350 222.6 -207.2 -111.1 76.6 -1432.5
13400 272.6 -257.2 -161.1 126.6 -1432.5
13450 322.6 -307.2 -211.1 176.6 -1432.5
Adjusts Total -195 13500 372.6 -357.2 -261.1 226.6 -1432.5
13100 Booked Loss -3.75 13550 422.6 -407.2 -311.1 276.6 -1432.5
13150 Booked Loss -191.25 13600 472.6 -457.2 -361.1 326.6 -1432.5
13650 522.6 -507.2 -411.1 376.6 -1432.5
13700 572.6 -557.2 -461.1 426.6 -1432.5
13750 622.6 -607.2 -511.1 476.6 -1432.5
3000

2500

2000

1500

1000

500

0
Strikes

-500

-1000

-1500

-2000
 Buy Sell Sell Buy Total
Strikes
LONG CONDOR 13050 CE 13100 CE 13300 CE 13350 CE P/L
12650 -171.45 140.14 48.77 -36.65 -2878.5
STRIKE PREMIUM LOTS 2 12700 -171.45 140.14 48.77 -36.65 -2878.5
13050 171.45 298.15 19005 12750 -171.45 140.14 48.77 -36.65 -2878.5
13100 140.14 255.25 -17266.5 12800 -171.45 140.14 48.77 -36.65 -2878.5
13300 48.77 103.05 -8142 12850 -171.45 140.14 48.77 -36.65 -2878.5
13350 36.65 74.85 5730 12900 -171.45 140.14 48.77 -36.65 -2878.5
-673.5 12950 -171.45 140.14 48.77 -36.65 -2878.5
Net Paid 19.19 13000 -171.45 140.14 48.77 -36.65 -2878.5
Cost 2878.5 13050 -171.45 140.14 48.77 -36.65 -2878.5
Max Profit 4621.5 13100 -121.45 140.14 48.77 -36.65 4621.5
Upper BE 13330.81 13150 -71.45 90.14 48.77 -36.65 4621.5
Lower BE 13069.19 13200 -21.45 40.14 48.77 -36.65 4621.5
R/R 1:1.61 13250 28.55 -9.86 48.77 -36.65 4621.5
Margin 80000 Actual 13300 78.55 -59.86 48.77 -36.65 4621.5
ROCE 5.78% -0.84% 13350 128.55 -109.86 -1.23 -36.65 -2878.5
Spot 13140 13400 178.55 -159.86 -51.23 13.35 -2878.5
Date 03-Dec-2020 3:00PM 13450 228.55 -209.86 -101.23 63.35 -2878.5
13500 278.55 -259.86 -151.23 113.35 -2878.5
13550 328.55 -309.86 -201.23 163.35 -2878.5
Adjusts Total 0 13600 378.55 -359.86 -251.23 213.35 -2878.5
13650 428.55 -409.86 -301.23 263.35 -2878.5
13700 478.55 -459.86 -351.23 313.35 -2878.5
13750 528.55 -509.86 -401.23 363.35 -2878.5
13800 578.55 -559.86 -451.23 413.35 -2878.5
13850 628.55 -609.86 -501.23 463.35 -2878.5
 0

-4000
-3000
-2000
-1000
1000
2000
3000
4000
5000
6000

12650

12700

12750

12800

12850

12900

12950

13000

13050

13100

13150

13200

13250

Total P/L
13300

13350

13400

13450

13500

13550

13600

13650

13700
13450

13500

13550

13600

13650

13700

13750

13800

13850
 Buy Sell Sell Buy Total
Strikes
LONG CONDOR 13200 CE 13250 CE 13500 CE 13550 CE P/L
12800 -157.53 123 51 -29 -1879.5
STRIKE PREMIUM LOTS 2 12850 -157.53 123 51 -29 -1879.5
13200 157.53 230.95 11013 12900 -157.53 123 51 -29 -1879.5
13250 123 182.13 -8869.5 12950 -157.53 123 51 -29 -1879.5
13500 51 8.75 6337.5 13000 -157.53 123 51 -29 -1879.5
13550 29 2.4 -3990 13050 -157.53 123 51 -29 -1879.5
2091 13100 -157.53 123 51 -29 -1879.5
Net Paid 12.53 13150 -157.53 123 51 -29 -1879.5
Cost 1879.5 13200 -157.53 123 51 -29 -1879.5
Max Profit 5620.5 13250 -107.53 123 51 -29 5620.5
Upper BE 13537.47 13300 -57.53 73 51 -29 5620.5
Lower BE 13212.53 13350 -7.53 23 51 -29 5620.5
R/R 1:3 13400 42.47 -27 51 -29 5620.5
Margin 84000 Actual 13450 92.47 -77 51 -29 5620.5
ROCE 6.69% 2.49% 13500 142.47 -127 51 -29 5620.5
Spot 13322 13550 192.47 -177 1 -29 -1879.5
Date 07-Dec-2020 2:30PM 13600 242.47 -227 -49 21 -1879.5
13650 292.47 -277 -99 71 -1879.5
13700 342.47 -327 -149 121 -1879.5
Adjusts Total -2400 13750 392.47 -377 -199 171 -1879.5
13450 Buy @78 -7387.5 13800 442.47 -427 -249 221 -1879.5
13500 Sell @51 4987.5 13850 492.47 -477 -299 271 -1879.5
13900 542.47 -527 -349 321 -1879.5
13950 592.47 -577 -399 371 -1879.5
14000 642.47 -627 -449 421 -1879.5
 0

-3000
-2000
-1000
1000
2000
3000
4000
5000
6000
7000

12800

12850

12900

12950

13000

13050

13100

13150

13200

13250

13300

13350

13400

Total P/L
13450

13500

13550

13600

13650

13700

13750

13800

13850
13600

13650

13700

13750

13800

13850

13900

13950

14000
 Buy Sell Sell Buy Total
Strikes
LONG CONDOR 13400 CE 13450 CE 13700 CE 13750 CE P/L
13000 -210 175 49.75 -35.45 -3105
STRIKE PREMIUM LOTS 2 13050 -210 175 49.75 -35.45 -3105
13400 210 275 9750 13100 -210 175 49.75 -35.45 -3105
13450 175 229.18 -8127 13150 -210 175 49.75 -35.45 -3105
13700 49.75 47.15 390 13200 -210 175 49.75 -35.45 -3105
13750 35.45 16.8 -2797.5 13250 -210 175 49.75 -35.45 -3105
-784.5 13300 -210 175 49.75 -35.45 -3105
Net Paid 20.7 13350 -210 175 49.75 -35.45 -3105
Cost 3105 13400 -210 175 49.75 -35.45 -3105
Max Profit 4395 13450 -160 175 49.75 -35.45 4395
Upper BE 13729.3 13500 -110 125 49.75 -35.45 4395
Lower BE 13420.7 13550 -60 75 49.75 -35.45 4395
R/R 1:1.42 13600 -10 25 49.75 -35.45 4395
Margin 85000 Actual 13650 40 -25 49.75 -35.45 4395
ROCE 5.17% -0.92% 13700 90 -75 49.75 -35.45 4395
Spot 13570 13750 140 -125 -0.25 -35.45 -3105
VIX 18.83 13800 190 -175 -50.25 14.55 -3105
Date 11-Dec-2020 10:30AM 13850 240 -225 -100.25 64.55 -3105
13900 290 -275 -150.25 114.55 -3105
Adjusts Total 0 13950 340 -325 -200.25 164.55 -3105
14000 390 -375 -250.25 214.55 -3105
14050 440 -425 -300.25 264.55 -3105
14100 490 -475 -350.25 314.55 -3105
14150 540 -525 -400.25 364.55 -3105
14200 590 -575 -450.25 414.55 -3105
 0

-4000
-3000
-2000
-1000
1000
2000
3000
4000
5000

13000

13050

13100

13150

13200

13250

13300

13350

13400

13450

13500

13550

13600

Total P/L
13650

13700

13750

13800

13850

13900

13950

14000

14050
13800

13850

13900

13950

14000

14050

14100

14150

14200
 Buy Sell Sell Buy
Strikes
LONG CONDOR 13400 CE 13500 CE 13800 CE 13900 CE
13000 -338 253 15.75 -11.45
STRIKE PREMIUM LOTS 2 13050 -338 253 15.75 -11.45
13400 338 87.58 -37563 13100 -338 253 15.75 -11.45
13500 253 49 30600 13150 -338 253 15.75 -11.45
13800 15.75 8.2 1132.5 13200 -338 253 15.75 -11.45
13900 11.45 5.53 -888 13250 -338 253 15.75 -11.45
-6718.5 13300 -338 253 15.75 -11.45
Net Paid 80.7 13350 -338 253 15.75 -11.45
Cost 9165 includes booked Profits 13400 -338 253 15.75 -11.45
Max Profit 5835 includes booked Profits 13450 -288 253 15.75 -11.45
Upper BE 13819.3 13500 -238 253 15.75 -11.45
Lower BE 13480.7 13550 -188 203 15.75 -11.45
R/R 1:0.64 13600 -138 153 15.75 -11.45
Margin 85000 Actual 13650 -88 103 15.75 -11.45
ROCE 6.86% -4.45% 13700 -38 53 15.75 -11.45
Spot 13700 13750 12 3 15.75 -11.45
VIX 19.28 13800 62 -47 15.75 -11.45
Date 18-Dec-2020 01:00PM 13850 112 -97 -34.25 -11.45
13900 162 -147 -84.25 -11.45
Adjusts Total 2940 13950 212 -197 -134.25 38.55
13900 Buy @ 11.45 3345 14000 262 -247 -184.25 88.55
14000 Sell @ 8.25 -1050 14050 312 -297 -234.25 138.55
13900 Buy @ 11.45 -1717.5 14100 362 -347 -284.25 188.55
13800 Sell @ 15.75 2362.5 14150 412 -397 -334.25 238.55
14200 462 -447 -384.25 288.55
Total
4000
P/L
-12105
-12105 2000
-12105
-12105
-12105 0
13000

13050

13100

13150

13200

13250

13300

13350

13400

13450

13500

13550

13600

13650

13700

13750

13800

13850

13900

13950
-12105
-12105
-12105 -2000
-12105
-4605
-4000
2895
2895
2895
-6000
2895
2895
2895 -8000
2895
-4605
-12105 -10000
-12105
-12105
-12000
-12105
-12105
-12105
-14000
-12105
Total P/L
13700

13750

13800

13850

13900

13950

14000

14050

14100

14150

14200
 Buy Sell Sell Buy
Strikes
LONG CONDOR 12850 CE 12900 CE 13500 CE 13550 CE
12450 -500 461.05 48.75 -34
STRIKE PREMIUM LOTS 2 12500 -500 461.05 48.75 -34
12850 500 714.3 32145 B 12550 -500 461.05 48.75 -34
12900 461.05 668.55 -31125 S 12600 -500 461.05 48.75 -34
13500 48.75 101.9 -7972.5 S 12650 -500 461.05 48.75 -34
13550 34 68.6 5190 B 12700 -500 461.05 48.75 -34
-1762.5 12750 -500 461.05 48.75 -34
Net Paid 24.2 12800 -500 461.05 48.75 -34
Cost 3630 includes booked Profits 12850 -500 461.05 48.75 -34
Max Profit 3870 includes booked Profits 12900 -450 461.05 48.75 -34
Upper BE 13525.8 12950 -400 411.05 48.75 -34
Lower BE 12874.2 13000 -350 361.05 48.75 -34
R/R 1:1.07 13050 -300 311.05 48.75 -34
Margin 85,785.90 Actual 13100 -250 261.05 48.75 -34
ROCE 4.51% -2.05% 13150 -200 211.05 48.75 -34
Spot 13300 13562 13200 -150 161.05 48.75 -34
VIX 23.87 21.46 13250 -100 111.05 48.75 -34
Date 22-Dec-2020 10:15 AM 13300 -50 61.05 48.75 -34
Closed on 23-Dec-2020 11:50 AM 13350 0 11.05 48.75 -34
Adjusts Total 0 13400 50 -38.95 48.75 -34
13450 100 -88.95 48.75 -34
13500 150 -138.95 48.75 -34
13550 200 -188.95 -1.25 -34
13600 250 -238.95 -51.25 16
13650 300 -288.95 -101.25 66
Total
5000
P/L
-3630
-3630 4000
-3630
-3630
3000
-3630
-3630
-3630 2000
-3630
-3630
1000
3870
3870
3870 0
12450

12500

12550

12600

12650

12700

12750

12800

12850

12900

12950

13000

13050

13100

13150

13200

13250

13300

13350

13400
3870
3870
-1000
3870
3870
3870 -2000
3870
3870
-3000
3870
3870
3870 -4000
-3630
-3630
-5000
-3630
Total P/L
13150

13200

13250

13300

13350

13400

13450

13500

13550

13600

13650
 Buy Sell Sell Buy
Strikes
IRON FLY 13650 PE 13700 PE 13700 CE 13750 CE
13250 397.7 -414 9.35 -9.5
STRIKE PREMIUM LOTS 1 13300 347.7 -364 9.35 -9.5
13650 2.3 B 13350 297.7 -314 9.35 -9.5
13700 36 S 13400 247.7 -264 9.35 -9.5
13700 9.35 S 13450 197.7 -214 9.35 -9.5
13750 9.5 B 13500 147.7 -164 9.35 -9.5
0 13550 97.7 -114 9.35 -9.5
Net Points 33.55 13600 47.7 -64 9.35 -9.5
Credit 2516.25 13650 -2.3 -14 9.35 -9.5
Max Profit 1233.75 13700 -2.3 36 9.35 -9.5
Upper BE 13733.55 13750 -2.3 36 -40.65 -9.5
Lower BE 13666.45 13800 -2.3 36 -90.65 40.5
R/R 1:2.04 13850 -2.3 36 -140.65 90.5
Margin Actual 13900 -2.3 36 -190.65 140.5
ROCE #DIV/0! #DIV/0! 13950 -2.3 36 -240.65 190.5
Spot 14000 -2.3 36 -290.65 240.5
VIX 14050 -2.3 36 -340.65 290.5
Date 14100 -2.3 36 -390.65 340.5
Closed on 14150 -2.3 36 -440.65 390.5
Adjusts Total 0 14200 -2.3 36 -490.65 440.5
14250 -2.3 36 -540.65 490.5
14300 -2.3 36 -590.65 540.5
14350 -2.3 36 -640.65 590.5
14400 -2.3 36 -690.65 640.5
14450 -2.3 36 -740.65 690.5
 Total
3000
P/L
-1233.75
-1233.75 2500
-1233.75
-1233.75
-1233.75 2000
-1233.75
-1233.75
-1233.75 1500
-1233.75
2516.25
1000
-1233.75
-1233.75
-1233.75
500
-1233.75
-1233.75
-1233.75 0
13250

13300

13350

13400

13450

13500

13550

13600

13650

13700

13750

13800

13850

13900

13950

14000

14050

14100

14150

14200
-1233.75
-1233.75
-1233.75 -500
-1233.75
-1233.75
-1000
-1233.75
-1233.75
-1233.75
-1500
-1233.75
Total P/L
13950

14000

14050

14100

14150

14200

14250

14300

14350

14400

14450
 Buy Sell Sell Buy
Strikes
LONG CONDOR 13300 CE 13350 CE 13600 CE 13650 CE
12900 -307.7 268 112 -88
STRIKE PREMIUM LOTS 2 12950 -307.7 268 112 -88
13300 307.7 660 52845 B 13000 -307.7 268 112 -88
13350 268 605 -50550 S 13050 -307.7 268 112 -88
13600 112 367 -38250 S 13100 -307.7 268 112 -88
13650 88 320.63 34894.5 B 13150 -307.7 268 112 -88
-1060.5 13200 -307.7 268 112 -88
Net Paid 15.7 13250 -307.7 268 112 -88
Cost 2355 13300 -307.7 268 112 -88
Max Profit 5145 13350 -257.7 268 112 -88
Upper BE 13634.3 13400 -207.7 218 112 -88
Lower BE 13315.7 13450 -157.7 168 112 -88
R/R 1:2.19 13500 -107.7 118 112 -88
Margin 84500 Actual 13550 -57.7 68 112 -88
ROCE 6.09% -1.26% 13600 -7.7 18 112 -88
Spot 13515 13941 13650 42.3 -32 62 -88
VIX 21.8 13700 92.3 -82 12 -38
Date 23-Dec-2020 10:20 AM 13750 142.3 -132 -38 12
13800 192.3 -182 -88 62
Adjusts Total 0 13850 242.3 -232 -138 112
13900 292.3 -282 -188 162
-39.7 13950 342.3 -332 -238 212
43 14000 392.3 -382 -288 262
14050 442.3 -432 -338 312
14100 492.3 -482 -388 362
Total
6000
P/L
-2355
-2355 5000
-2355
-2355
-2355 4000
-2355
-2355
-2355 3000
-2355
5145
2000
5145
5145
5145
1000
5145
5145
-2355 0
12900

12950

13000

13050

13100

13150

13200

13250

13300

13350

13400

13450

13500

13550

13600

13650

13700

13750

13800

13850
-2355
-2355
-2355 -1000
-2355
-2355
-2000
-2355
-2355
-2355
-3000
-2355
Total P/L
13600

13650

13700

13750

13800

13850

13900

13950

14000

14050

14100
 Buy Sell Sell Buy
Strikes
LONG CONDOR 13600 CE 13700 CE 14100 CE 14200 CE
13200 -344 274 79 -54
STRIKE PREMIUM LOTS 2 13250 -344 274 79 -54
13600 344 540 29400 B 13300 -344 274 79 -54
13700 274 437.5 -24525 S 13350 -344 274 79 -54
14100 79 37.35 6247.5 S 13400 -344 274 79 -54
14200 54 0 -8100 B 13450 -344 274 79 -54
3022.5 13500 -344 274 79 -54
Net Paid 45 13550 -344 274 79 -54
Cost 6750 13600 -344 274 79 -54
Max Profit 8250 13650 -294 274 79 -54
Upper BE 14155 13700 -244 274 79 -54
Lower BE 13645 13750 -194 224 79 -54
R/R 1:1.23 13800 -144 174 79 -54
Margin 89,360.25 Actual 13850 -94 124 79 -54
ROCE 9.23% 3.38% 13900 -44 74 79 -54
Spot 13845 13950 6 24 79 -54
VIX 20.78 14000 56 -26 79 -54
Date 28-Dec-2020 10:10 AM 14050 106 -76 79 -54
14100 156 -126 79 -54
Adjusts Total 0 14150 206 -176 29 -54
14200 256 -226 -21 -54
14250 306 -276 -71 -4
14300 356 -326 -121 46
14350 406 -376 -171 96
14400 456 -426 -221 146
Total
10000
P/L
-6750
-6750 8000
-6750
-6750
-6750 6000
-6750
-6750
-6750 4000
-6750
750
2000
8250
8250
8250
0
8250
13200

13250

13300

13350

13400

13450

13500

13550

13600

13650

13700

13750

13800

13850

13900

13950

14000

14050

14100

14150
8250
8250 -2000
8250
8250
8250 -4000
750
-6750
-6000
-6750
-6750
-6750
-8000
-6750
Total P/L
13900

13950

14000

14050

14100

14150

14200

14250

14300

14350

14400
 Buy Sell Sell Buy
Strikes
LONG CONDOR 14000 CE 14100 CE 14400 CE 14500 CE
13600 -270 198 41 -19
STRIKE PREMIUM LOTS 2 13650 -270 198 41 -19
14000 270 B 13700 -270 198 41 -19
14100 198 S 13750 -270 198 41 -19
14400 41 S 13800 -270 198 41 -19
14500 19 B 13850 -270 198 41 -19
0 13900 -270 198 41 -19
Net Paid 50 13950 -270 198 41 -19
Cost 7500 14000 -270 198 41 -19
Max Profit 7500 14050 -220 198 41 -19
Upper BE 14450 14100 -170 198 41 -19
Lower BE 14050 14150 -120 148 41 -19
R/R 1:1 14200 -70 98 41 -19
Margin 92,000.00 Actual 14250 -20 48 41 -19
ROCE 8.15% 0.00% 14300 30 -2 41 -19
Spot 14250 14350 80 -52 41 -19
VIX 20.62 14400 130 -102 41 -19
Date 8-Jan-2021 10:10 AM 14450 180 -152 -9 -19
14500 230 -202 -59 -19
Adjusts Total 0 14550 280 -252 -109 31
14600 330 -302 -159 81
14650 380 -352 -209 131
14700 430 -402 -259 181
14750 480 -452 -309 231
14800 530 -502 -359 281
Total
10000
P/L
-7500
-7500 8000
-7500
-7500
6000
-7500
-7500
-7500 4000
-7500
-7500
2000
0
7500
7500 0
13600

13650

13700

13750

13800

13850

13900

13950

14000

14050

14100

14150

14200

14250

14300

14350

14400

14450

14500

14550
7500
7500
-2000
7500
7500
7500 -4000
0
-7500
-6000
-7500
-7500
-7500 -8000
-7500
-7500
-10000
-7500
Total P/L
14300

14350

14400

14450

14500

14550

14600

14650

14700

14750

14800