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LIQUIITY GUIDELINES

NIFTY !
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Date Date

Spot Price: 11803.75 Futures Price: 11810.75 Lot Size: 75 IV: 12.96 01-07-2019 25-07-2019
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NIFTY IV Chart

25JUL2019 !
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1 DAY " 30 MIN # 15 MIN # 5 MIN # 05-Jul-2019 15:20 $ 5 MIN $ 15 MIN $ 30 MIN % 1 DAY
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Strategy Positions RESET

) PAYOFF CHART . GREEKS , P&L *
NIFTY
-2σ -1σ 11810.75 +1σ +2σ
+1x 25JUL2019 12100PE 50,000
(+1173.75) ' ( &
- ₹ 298.35 JS chart by amCharts

+1x 25JUL2019 11400PE 0

(-1271.25) ' ( &
- ₹ 46.6

-50,000
Profit/Loss

+1x 25JUL2019 11700CE - ₹

(-5850) ' ( &
279

-100,000

-2x 25JUL2019 12300CE -

(+2932.5) ' ( &
₹ 27.65
-150,000

-2x 25JUL2019 11700PE -

(+2692.5) ' ( &
₹ 109.1
-200,000
9449 10064 10679 11294 11909 12524 13139 13754

+1x 25JUL2019 11900PE - ₹ Underlying Price

(0) ' ( &
180.15
Positional Delta: -9.22 Theta: 336.17 Gamma: -0.12 Vega: -1139.94 Total PNL: ₹ -322.5

-2x 25JUL2019 11600PE - ₹

(0) ' ( &
63.55

+1x 25JUL2019 11300PE - ₹ 20 (0) ' ( &

+1x 25JUL2019 11700CE - ₹ 201

(0) ' ( &

-2x 25JUL2019 12000CE - ₹ 57.2

(0) ' ( &

Max. ProDt ₹ +10,128.75

Max. Loss ₹ UndeDned

Breakevens 11464.0-12136.0

Total PNL ₹ -322.5

25JUL2019 - Option Chain

Futures: 2 SELL BUY
11810.75
Actions CallLTP CallIV CallDelta Strikes PutDelta PutIV PutLTP Actions

BUY/SELL 2093.95 0 0 9700 -0.45 Δ 32.67 1.3 BUY/SELL

BUY/SELL 1802 0 0 10000 -0.95 Δ 30.8 2.8 BUY/SELL

BUY/SELL 1305 0 0 10500 -1.05 Δ 22 2.2 BUY/SELL

BUY/SELL - - - 10800 -2.03 Δ 18.86 3.95 BUY/SELL

BUY/SELL - - - 10900 -2.37 Δ 17.46 4.35 BUY/SELL

BUY/SELL 810 0 0 11000 -3.8 Δ 17.32 7.4 BUY/SELL

BUY/SELL - - - 11100 -4.85 Δ 16.16 9.15 BUY/SELL

BUY/SELL - - - 11150 -5.61 Δ 15.66 10.5 BUY/SELL

BUY/SELL 617.15 13.27 95.77Δ 11200 -6.98 Δ 15.54 13.45 BUY/SELL

BUY/SELL 524.65 13.62 91.97Δ 11300 -10.05 Δ 14.97 20 BUY/SELL

BUY/SELL - - - 11400 -14.31 Δ 14.41 29.65 BUY/SELL

BUY/SELL 350 13.27 80.88Δ 11500 -20.18 Δ 13.91 44.1 BUY/SELL

BUY/SELL 270 12.82 73.07Δ 11600 -27.61 Δ 13.29 63.55 BUY/SELL

BUY/SELL - - - 11650 -32.05 Δ 12.97 76 BUY/SELL

BUY/SELL 201 12.63 63.06Δ 11700 -37.02 Δ 12.71 91.15 BUY/SELL

BUY/SELL 170 12.5 57.57Δ 11750 -42.44 Δ 12.51 109.35 BUY/SELL

BUY/SELL 140.3 12.23 51.84Δ 11800 -48.16 Δ 12.26 129.85 BUY/SELL

BUY/SELL 116 12.19 45.94Δ 11850 -54.15 Δ 11.98 152.95 BUY/SELL

BUY/SELL 92.25 11.93 39.91Δ 11900 -60.2 Δ 11.8 180.15 BUY/SELL

BUY/SELL 73.65 11.87 34.17Δ 11950 -66.59 Δ 11.33 207.4 BUY/SELL

BUY/SELL 57.2 11.74 28.62Δ 12000 -71.65 Δ 11.58 244.95 BUY/SELL

BUY/SELL 43.3 11.59 23.42Δ 12050 -77.96 Δ 10.93 277 BUY/SELL

BUY/SELL 30.5 11.24 18.24Δ 12100 -83.61 Δ 10.43 314 BUY/SELL

BUY/SELL 22.75 11.25 14.42Δ 12150 - - - BUY/SELL

BUY/SELL 16.45 11.21 11.09Δ 12200 -92.52 Δ 9.54 398 BUY/SELL

BUY/SELL 12 11.26 8.5Δ 12250 - - - BUY/SELL

BUY/SELL 8.1 11.14 6.14Δ 12300 0 0 484 BUY/SELL

BUY/SELL 6.55 11.49 4.99Δ 12350 - - - BUY/SELL

BUY/SELL 4.45 11.45 3.57Δ 12400 - - - BUY/SELL

BUY/SELL 5.75 12.8 4.06Δ 12450 - - - BUY/SELL

BUY/SELL 3.85 12.66 2.88Δ 12500 0 0 672 BUY/SELL

BUY/SELL 2.9 13.51 2.12Δ 12600 - - - BUY/SELL

BUY/SELL 2.75 14.77 1.87Δ 12700 - - - BUY/SELL

BUY/SELL 2.5 15.9 1.61Δ 12800 - - - BUY/SELL

BUY/SELL 1.5 16.08 1.01Δ 12900 - - - BUY/SELL

BUY/SELL 1.7 17.57 1.04Δ 13000 0 0 1163.4 BUY/SELL

BUY/SELL 0.65 21.11 0.37Δ 13500 0 0 1662 BUY/SELL

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