Scribd Logo
Upload

Welcome to Scribd!

  • Long Straddle & Short Straddle

    Uploaded by

    ALISHA NAYAK
    25 views7 pages
    Long straddle, short straddle, long strangle, and short strangle positions on the Bank Nifty are analyzed at various strike prices and spot levels. For each position, the profit/loss is calculated based on changes in the underlying stock price. Long positions profit from large movements in either direction. Short positions profit from small movements or changes within the strike prices. The document provides examples of profit/loss calculations for each strategy under different market conditions to illustrate how they work.

    Original Description:

    Original Title

    Long Straddle & short Straddle

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    Long straddle, short straddle, long strangle, and short strangle positions on the Bank Nifty are analyzed at various strike prices and spot levels. For each position, the profit/loss is calculated based on changes in the underlying stock price. Long positions profit from large movements in either direction. Short positions profit from small movements or changes within the strike prices. The document provides examples of profit/loss calculations for each strategy under different market conditions to illustrate how they work.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    25 views7 pages

    Long Straddle & Short Straddle

    Uploaded by

    ALISHA NAYAK
    Long straddle, short straddle, long strangle, and short strangle positions on the Bank Nifty are analyzed at various strike prices and spot levels. For each position, the profit/loss is calculated based on changes in the underlying stock price. Long positions profit from large movements in either direction. Short positions profit from small movements or changes within the strike prices. The document provides examples of profit/loss calculations for each strategy under different market conditions to illustrate how they work.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 7

    REPORT ON:

    “Calculate Short Straddle Long Straddle Short Strangle and


    Long Strangle”

    Long Straddle- bank nifty


     Strike- 34600 Spot-34600
    Call buy- 500
    Put buy - 260
    CMP LONG CALL LONG PUT NET FLOW
    33500 -500 840 340
    33800 -500 540 40
    34000 -500 340 -160
    35600 500 -260 240
    35800 900 -260 640

     Strike- 34700 spot- 34700


    Call buy- 440
    Put buy- 290
    CMP LONG CALL LONG PUT NET FLOW
    33700 -440 710 270
    34000 -440 410 -30
    34900 -240 -90 -330
    35500 360 -290 70
    36000 860 -290 570

     Strike- 34800 spot- 34800


    Call buy- 400
    Put buy- 340
    CMP Long call Long put Net flow
    33500 -400 960 560
    34000 -400 460 60
    35400 200 -340 -140
    35900 700 -340 360
    36200 1000 -340 660

     Strike- 34900 spot-34900


    Call buy- 350
    Put buy- 400

    CMP Long call Long put Net flow


    34000 -350 500 150
    34600 -350 -100 -450
    35800 550 -400 150
    36000 750 -400 350
    36500 1250 -400 850

     Strike- 35000 spot - 35000


    Call buy- 300
    Put buy- 200

    CMP Long call Long put Net flow


    34500 -300 300 0
    34700 -300 100 -200
    35500 200 -200 0
    35800 500 -200 300
    36000 700 -200 500

    Short Straddle- bank nifty

     Strike – 34600 spot-34600


    Call short- 500
    Put short- 260

    CMP Call short Put short Net flow


    33500 500 -840 -340
    34000 500 -340 160
    35300 -200 260 60
    35800 -700 260 -440
    36000 -900 260 -640

     Strike price- 34700 spot -34700


    Call short- 440
    Put short- 290

    CMP Call short Put short Net flow


    33700 440 -710 -270
    33900 440 -510 -70
    35600 -460 290 -170
    36000 -860 290 -570
    35000 -140 -10 -150

     Strike price- 34800 spot- 34800


    Call short- 400
    Put short- 340

    CMP Call short Put short Net flow


    33500 400 -960 -500
    34800 400 340 740
    35500 -300 340 40
    35400 -200 340 140
    36000 -800 340 -460

     Strike – 34900 spot- 34900


    Call short- 350
    Put short- 400

    CMP Call short Put short Net flow


    34000 350 -500 -150
    34900 350 400 750
    35700 -450 400 -50
    35900 -650 400 -250
    36000 -750 400 -350

     Strike- 35000 spot-35000


    Call short- 300
    Put short- 200

    CMP Call short Put short Net flow


    34300 300 -500 -200
    33000 300 -800 -500
    35800 -500 200 -300
    36000 -700 200 -500
    3500 300 200 500

    Long Strangle- bank nifty

    Spot- 34800
    Call buy- 35000 premium- 200
    Put buy – 34600 premium- 150

    CMP Call buy Put buy Net flow


    35500 300 -150 150
    35700 500 -150 350
    34300 -200 150 -50
    34000 -200 400 200
    33800 -200 600 400

    Spot -35000
    Call buy -35200 premium- 250
    Put buy- 34800 premium- 180

    CMP Call buy Put buy Net flow


    35600 150 -180 -30
    36000 550 -180 370
    34500 -250 120 -130
    34000 -250 620 370
    33500 -250 1120 870
    Spot price- 34900
    Call buy – 35200 premium- 300
    Put buy- 34700 premium- 200

    CMP Call buy Put buy Net flow


    35000 -300 -200 -500
    35600 100 -200 -100
    36000 500 -200 300
    34000 -300 500 200
    33800 -300 700 400

    Spot price- 34500


    Call buy- 34700 premium- 150
    Put buy – 34300 premium- 100

    CMP Call buy Put buy Net flow


    35100 250 -100 150
    35500 650 -100 550
    34000 -150 200 50
    33500 -150 700 550
    33700 -150 500 350

    Spot- 35500
    Call buy-35700 premium- 180
    Put buy- 35300 premium- 120

    CMP Call buy Put buy Net flow


    36500 620 -120 500
    36800 920 -120 800
    35000 -180 180 0
    34500 -180 680 500
    34000 -180 1180 1000
    Short Strangle-bank nifty
    Spot- 34800
    Call short- 35000 premium- 300
    Put short- 34600 premium-200
    CMP Call short Put short Net flow
    34000 300 -800 -500
    34500 300 -100 200
    35400 -100 200 100
    35800 -500 200 -300
    36000 -700 200 -500

    Spot- 35000
    Call short- 35200 premium- 250
    Put short-34800 premium- 150

    CMP Call short Put short Net flow


    34200 250 -450 -200
    34000 250 -650 -400
    35000 50 -50 0
    35500 -50 150 100
    35800 -350 150 -200

    Spot- 35500
    Call short- 35700 premium- 300
    Put short- 35300 premium- 250
    CMP Call short Put short Net flow
    35000 300 -50 250
    34800 300 -250 50
    34500 300 -550 -250
    36500 -500 250 -250
    36700 -700 250 -450
    Spot – 34600
    Call short- 34800 premium-180
    Put short- 34400 premium- 120
    CMP Call short Put short Net flow
    34000 180 -280 -100
    33800 180 -480 -300
    35300 -230 120 -110
    35500 -520 120 -400
    34700 80 -180 -100

    Spot- 34400
    Call short- 34500 premium- 200
    Put short- 34300 premium- 100
    CMP Call short Put short Net flow
    33900 200 -300 -100
    34800 -100 100 0
    35200 -500 100 -400
    35500 -800 100 -700
    33000 200 -1200 -1000

    You might also like