Buyer Option

Market price 1680

Strike Price 1700
Option Premium 35.3 j
Expiry date 26-May-22
Lot size 550
Market Price Strike Price Option Premiu Buyer OptionPayoff
1550 1700 35.3 -185.3 -101915
1550 1700 35.3 -185.3 -101915
1550 1700 35.3 -185.3 -101915
1575 1700 35.3 -160.3 -88165
1600 1700 35.3 -135.3 -74415
1625 1700 35.3 -110.3 -60665
1650 1700 35.3 -85.3 -46915
1675 1700 35.3 -60.3 -33165
1700 1700 35.3 -35.3 -19415
1720 1700 35.3 -15.3 -8415
1740 1700 35.3 4.7 2585
1775 1700 35.3 39.7 21835
1800 1700 35.3 64.7 35585

Chart Title
Expected Market Price Payoff
60000
40000
20000
0
1 2 3 4 5 6 7 8 9 10 11 12 13
-20000
-40000
-60000
-80000
-100000
-120000
 Seller Option
Market price 1680
Strike Price 1700
Option Premium 25.25
Expiry date 26-May-22
Lot size 275
Market Price Strike Price Option P Seller OptionPayoff
1550 1700 25.25 124.75 34306.25
1550 1700 25.25 124.75 34306.25
1550 1700 25.25 124.75 34306.25
1575 1700 25.25 99.75 27431.25
1600 1700 25.25 74.75 20556.25
1625 1700 25.25 49.75 13681.25
1650 1700 25.25 24.75 6806.25
1675 1700 25.25 -0.25 -68.75
1700 1700 25.25 -25.25 -6943.75
1720 1700 25.25 -45.25 -12443.75
1740 1700 25.25 -65.25 -17943.75
1775 1700 25.25 -100.25 -27568.75
1800 1700 25.25 -125.25 -34443.75

Chart Title
Expected Market price Payoff
40000

30000

20000

10000

0
1 2 3 4 5 6 7 8 9 10 11 12 13
-10000

-20000

-30000

-40000
 Buyer Option
Market price 1680
Strike Price 1700
Option Prem 35.3
Expiry date 26-May-22
Lot size 275

Market Price Strike Price Option Pr Buyer OptiPayoff

1550 1700 35.3 114.7 31542.5
1550 1700 35.3 114.7 31542.5
1550 1700 35.3 114.7 31542.5
1575 1700 35.3 89.7 24667.5
1600 1700 35.3 64.7 17792.5
1625 1700 35.3 39.7 10917.5
1650 1700 35.3 14.7 4042.5
1675 1700 35.3 -10.3 -2832.5
1700 1700 35.3 -35.3 -9707.5
1720 1700 35.3 -55.3 -15207.5
1740 1700 35.3 -75.3 -20707.5
1775 1700 35.3 -110.3 -30332.5
1800 1700 35.3 -135.3 -37207.5

Chart Title
40000

30000

20000

10000

0
1 2 3 4 5 6 7 8 9 10 11 12 13
-10000

-20000

-30000

-40000

-50000
 Seller Option
Market price 1680
Strike Price 1700
Option Premiu 53
Expiry date 26-May-22
Lot size 550

Market Price Strike Price Option Pr Seller OptiPayoff

1550 1700 53 -203 -111650
1550 1700 53 -203 -111650
1550 1700 53 -203 -111650
1575 1700 53 -178 -97900
1600 1700 53 -153 -84150
1625 1700 53 -128 -70400
1650 1700 53 -103 -56650
1675 1700 53 -78 -42900
1700 1700 53 -53 -29150
1720 1700 53 -33 -18150
1760 1700 53 7 3850
1775 1700 53 22 12100
1830 1700 53 77 42350

Chart Title
60000

40000

20000

0
1 2 3 4 5 6 7 8 9 10 11 12 13
-20000

-40000

-60000

-80000

-100000

-120000
 Buyer Option
Market price 1680
Strike Price 1780
Option Prem 23
Expiry date 30-Jun-22
Lot size 275

Market Price Strike Price Option Pr Buyer OptiPayoff

1580 1780 23 -223 -61325
1580 1780 23 -223 -61325
1580 1780 23 -223 -61325
1605 1780 23 -198 -54450
1630 1780 23 -173 -47575
1655 1780 23 -148 -40700
1680 1780 23 -123 -33825
1730 1780 23 -73 -20075
1780 1780 23 -23 -6325
1800 1780 23 -3 -825
1820 1780 23 17 4675
1840 1780 23 37 10175
1860 1780 23 57 15675

Chart Title
20000

10000

0
1 2 3 4 5 6 7 8 9 10 11 12 13
-10000

-20000

-30000

-40000

-50000

-60000

-70000
 Seller Option
Market price 1680
Strike Price 1700
Option Premi 25.25
Expiry date 30-Jun-22
Lot size 550

Market Price Strike Price Option Pr Seller Opti Payoff

1580 1780 25.25 174.75 96112.5
1580 1780 25.25 174.75 96112.5
1580 1780 25.25 174.75 96112.5
1605 1780 25.25 149.75 82362.5
1630 1780 25.25 124.75 68612.5
1655 1780 25.25 99.75 54862.5
1680 1780 25.25 74.75 41112.5
1730 1780 25.25 24.75 13612.5
1780 1780 25.25 -25.25 -13887.5
1800 1780 25.25 -45.25 -24887.5
1820 1780 25.25 -65.25 -35887.5
1840 1780 25.25 -85.25 -46887.5
1860 1780 25.25 -105.25 -57887.5

Chart Title
120000
100000
80000
60000
40000
20000
0
1 2 3 4 5 6 7 8 9 10 11 12 13
-20000
-40000
-60000
-80000
 Buyer Option
Market price 1680
Strike Price 1780
Option Prem 23
Expiry date 30-Jun-22
Lot size 275

Market Price Strike Price Option Pr Buyer OptiPayoff

1580 1780 23 177 48675
1580 1780 23 177 48675
1580 1780 23 177 48675
1605 1780 23 152 41800
1630 1780 23 127 34925
1655 1780 23 102 28050
1680 1780 23 77 21175
1730 1780 23 27 7425
1780 1780 23 -23 -6325
1800 1780 23 -43 -11825
1820 1780 23 -63 -17325
1840 1780 23 -83 -22825
1860 1780 23 -103 -28325

Chart Title
60000
50000
40000
30000
20000
10000
0
1 2 3 4 5 6 7 8 9 10 11 12 13
-10000
-20000
-30000
-40000
 Seller Option
Market price 1680
Strike Price 1700
Option Premi 25.25
Expiry date 30-Jun-22
Lot size 550

Market Price Strike Price Option Pr Seller Opti Payoff

1580 1780 25.25 -225.25 -123887.5
1580 1780 25.25 -225.25 -123887.5
1580 1780 25.25 -225.25 -123887.5
1605 1780 25.25 -200.25 -110137.5
1630 1780 25.25 -175.25 -96387.5
1655 1780 25.25 -150.25 -82637.5
1680 1780 25.25 -125.25 -68887.5
1730 1780 25.25 -75.25 -41387.5
1780 1780 25.25 -25.25 -13887.5
1800 1780 25.25 -5.25 -2887.5
1820 1780 25.25 14.75 8112.5
1840 1780 25.25 34.75 19112.5
1860 1780 25.25 54.75 30112.5

Chart Title
40000

20000

0
1 2 3 4 5 6 7 8 9 10 11 12 13
-20000

-40000

-60000

-80000

-100000

-120000

-140000
 Buyer Option
Market price 1680
Strike Price 1780
Option Premiu 23
Expiry date 30-Jun-22
Lot size 275

Market Price Strike Price Option Pr Buyer OptiPayoff

1580 1780 23 -223 -61325
1580 1780 23 -223 -61325
1580 1780 23 -223 -61325
1605 1780 23 -198 -54450
1630 1780 23 -173 -47575
1655 1780 23 -148 -40700
1680 1780 23 -123 -33825
1730 1780 23 -73 -20075
1780 1780 23 -23 -6325
1800 1780 23 -3 -825
1820 1780 23 17 4675
1840 1780 23 37 10175
1860 1780 23 57 15675
 Seller Option
Market price 1680
Strike Price 1700
Option Premiu 25.25
Expiry date 30-Jun-22
Lot size 550

Market Price Strike Price Option Pr Seller Opti Payoff

1580 1780 25.25 174.75 96112.5
1580 1780 25.25 174.75 96112.5
1580 1780 25.25 174.75 96112.5
1605 1780 25.25 149.75 82362.5
1630 1780 25.25 124.75 68612.5
1655 1780 25.25 99.75 54862.5
1680 1780 25.25 74.75 41112.5
1730 1780 25.25 24.75 13612.5
1780 1780 25.25 -25.25 -13887.5
1800 1780 25.25 -45.25 -24887.5
1820 1780 25.25 -65.25 -35887.5
1840 1780 25.25 -85.25 -46887.5
1860 1780 25.25 -105.25 -57887.5
 INSTRUMENT TYEXPIRY DATE OPTION STRIKE PRIC OPEN
TYPE PRICE
Stock Futures 26-May-22 - - 1,855.60
Stock Futures 30-Jun-22 - - 1,858.95
Stock Futures 28-Jul-22 - - 1,875.00

Payoff stock future

long Position (Buyer)

market price 1807

expiry date 5/26/2022
Future price 1850
lot size 275

Expected spot pFuture price pay off profit/loss

1930 1850 -80 -22000
1910 1850 -60 -16500
1890 1850 -40 -11000
1860 1850 -10 -2750
1855 1850 -5 -1375
1850 1850 0 0
1845 1850 5 9250
1840 1850 10 18500
1800 1850 50 92500
1780 1850 70 129500
1740 1850 110 203500

25/05/2022
250000

200000

150000
Expected spot price
profit/loss
100000

50000

0
1 2 3 4 5 6 7 8 9 10 11

-50000
100000

50000

0
1 2 3 4 5 6 7 8 9 10 11

-50000
 HIGH LOW CLOSE PRI PREV. LAST CHNG %CHNG VOLUME(CoVALUE(₹ Lakhs)
PRICE PRICE CLOSE PRICE
1,855.60 1,808.00 - 1,857.20 1,826.75 -30.45 -1.64 1,205 6,070.89
1,859.00 1,817.40 - 1,863.75 1,833.75 -30 -1.61 56 282.83
1,875.00 1,864.95 - 1,875.50 1,864.95 -10.55 -0.56 2 10.28

Payoff stock futures of BATA india ltd

ong Position (Buyer)

market pric 1807

expiry date 6/30/2022
Future pric 1875
lot size 275

Expected sFuture pric pay off profit/loss

1910 1875 -35 -9625
1895 1875 -20 -5500
1890 1875 -13 -3575
1885 1875 -10 -2750
1887 1875 -12 -3300
1875 1875 0 0
1870 1875 5 1375
1865 1875 10 2750
1860 1875 15 4125
1855 1875 20 5500
1850 1875 25 6875

30-06-2022
8000
6000
8000
4000
6000
2000
0 4000
1 2 3 4 5 6 7 8 9 10 11
ted spot price -2000
loss 2000
-4000
0
-6000 1 2 3
-8000 -2000
-10000
-4000
-12000
0 11 -6000
expected spot price profit/loss
-8000
 -4000
0
-6000 1 2 3
-8000 -2000
-10000
-4000
-12000
0 11 -6000
expected spot price profit/loss
-8000
VALUE(₹ Lakhs)

*-+

market price 1807

expiry date 7/28/2022
Future price 1900
lot size 275

Expected spot Future price pay off profit/loss

1925 1900 -25 -6875
1920 1900 -20 -5500
1915 1900 -15 -4125 1850
1910 1900 -10 -2750 1855
1905 1900 -5 -1375 1860
1900 1900 0 0 1865
1910 1900 -10 -2750 1870
1890 1900 10 2750 1875
1885 1900 15 4125 1880
1890 1900 10 2750 1885
1875 1900 25 6875 1890
1895
1900
28-07-2022
expected spot price profit/loss
8000

6000

4000

2000

0
1 2 3 4 5 6 7 8 9 10 11
-2000

-4000

-6000

-8000
 0
1 2 3 4 5 6 7 8 9 10 11
-2000

-4000

-6000

-8000
0
 market price 1807
expiry date 5/26/2022
Future price 1850
lot size 275

Expected spot pFuture pricepay off profit/loss

1817 1850 33 9075
1825 1850 25 5500
1835 1850 15 4125
1840 1850 10 2750
1845 1850 5 1375
1850 1850 0 0
1855 1850 -5 -1375
1860 1850 -10 -2750
1865 1850 -15 -4125
1870 1850 -20 -5500
1875 1850 -25 -6875

Chart Title
expected spot price profit/loss
10000 10000

8000 8000

6000 6000

4000 4000

2000 2000

0 0
1 2 3 4 5 6 7 8 9 10 11 1 2 3
-2000 -2000

-4000 -4000

-6000 -6000

-8000 -8000
 market price 1807 market price 1807
expiry date 6/30/2022 expiry date 7/28/2022
Future price 1875 Future price 1900
lot size 275 lot size 275

Expected spot Future pricepay off profit/loss Expected spot Future price
1843 1875 32 8800 1885 1900
1855 1875 20 5500 1880 1900
1860 1875 15 4125 1885 1900
1865 1875 10 2750 1890 1900
1876 1875 -1 -275 1895 1900
1875 1875 0 0 1900 1900
1880 1875 -5 -1375 1905 1900
1885 1875 -10 -2750 1910 1900
1890 1875 -13 -3575 1915 1900
1895 1875 -20 -5500 1920 1900
1900 1875 -25 -6875 1925 1900
1895

Chart Title Char

EXPECTED SPOT PRICE PROFIT/LOSS 8000
10000 6000
8000
4000
6000
2000
4000
0
2000 1 2 3 4 5
-2000
0
1 2 3 4 5 6 7 8 9 10 11
-2000 -4000

-4000 -6000

-6000 -8000
-8000
Expected spo
 pay off profit/loss
15 4125
20 5500
15 4125
10 2750
5 1375
0 0
-5 -1375
-10 -2750
-15 -4125
-20 -5500
-25 -6875

Chart Title

2 3 4 5 6 7 8 9 10 11

Expected spot price Profit/loss