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  • Expiry 18

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    lakshman
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    The document is an options analytics report that provides details on option strategies for BANKNIFTY futures including: - The current spot and futures prices of BANKNIFTY - Implied volatility of 20.47% and at the 31.05 percentile - A strategy with positions in multiple call and put options with expiration dates on November 18th - The strategy has a 99.5% probability of profit, with a maximum potential profit of ₹9,233 and no risk of loss

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    expiry of nse weekly

    Original Title

    Expiry18

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    The document is an options analytics report that provides details on option strategies for BANKNIFTY futures including: - The current spot and futures prices of BANKNIFTY - Implied volatility of 20.47% and at the 31.05 percentile - A strategy with positions in multiple call and put options with expiration dates on November 18th - The strategy has a 99.5% probability of profit, with a maximum potential profit of ₹9,233 and no risk of loss

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    28 views1 page

    Expiry 18

    Uploaded by

    lakshman
    The document is an options analytics report that provides details on option strategies for BANKNIFTY futures including: - The current spot and futures prices of BANKNIFTY - Implied volatility of 20.47% and at the 31.05 percentile - A strategy with positions in multiple call and put options with expiration dates on November 18th - The strategy has a 99.5% probability of profit, with a maximum potential profit of ₹9,233 and no risk of loss

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 1

    ( Opstra Options Analytics

    BANKNIFTY !
    Select Index/Stock

    Spot Price: 37977.05 Futures Price: 38066.05

    Lot Size: 25 IV: 20.47

    IV Percentile: 31.05 BANKNIFTY IV Chart

    DTE: 0

    Date
    18-11-2021
    Select Pay-off Date

    Futures !
    Select Segment

    25NOV2021 !
    Select Expiry

    ! Buy " Sell

    Lot Qty. 1

    Futures Price: 38066.05

    ADD POSITION

    Option Chain "

    OTES CLOSE STRATEGY SAVE STRATEGY

    Expiry

    Strategy Positions RESET

    -3x 18NOV2021 37700CE - ₹


    (-1728.75) $ # %
    222.95

    -3x 18NOV2021 37700PE - ₹ 94.7 (+2527.5) $ # %

    -3x 18NOV2021 38000PE - ₹


    (-7008.75) $ # %
    141.55

    -3x 18NOV2021 38000CE - ₹


    (+10612.5) $ # %
    193.5

    -3x 18NOV2021 37800CE - ₹


    (-2823.75) $ # %
    173.55

    -3x 18NOV2021 37800PE - ₹ 91.1


    (+3528.75) $ # %

    -3x 18NOV2021 38000PE - ₹


    (+3206.25) $ # %
    162.15

    -3x 18NOV2021 38000CE - ₹


    (-1091.25) $ # %
    90.45

    -3x 18NOV2021 38000CE - ₹ 112.8 (+2010) $ # %

    Prob. of ProEt 99.5%

    Max. ProEt ₹ +9,233

    Max. Loss ₹0

    Max. RR Ratio NA

    Breakevens 0

    Total PNL ₹ +9,232.5

    Net Credit ₹0

    Estimated Margin/Premium ₹0

    & PAYOFF CHART & FUTURES CHART )


    BANKNIFTY
    -2σ -1σ37977.05
    +1σ +2σ
    9,233.1

    9,233.0

    9,232.9
    Profit/Loss

    9,232.8

    9,232.7

    9,232.6

    9,232.5

    9,232.4
    36540 37399 38258 39117

    Underlying Price

    Ⓒ opstra.de1nedge.com

    Positional Delta: 0 Theta: 0 Gamma: 0 Vega: 0 Total PNL: ₹ +9,232.5


    0
    '
    Spot (%):
    0
    '
    V (%):
    0
    '
    Next n Days:

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