Given

CMP
Sr no Type
1 call
2 put
3 call
4 put
5 call
6 put
7 call
8 put
9 call
10 put
A. Evaluate and sketch the following for 7 price levels of the underlying at the time
1 bull spread using options woth 90 and 110 strikes
2 bear spread using options with 95 and 105 strikes
3 long straddle around the CMP
4 short strangle using options with 95 and 105 strikes
5 condor
6 butterfly using 100 , 105 and 95 strike options
7 synthetic long using option pair with 100 strike
2 strong bearish, moderate risk appetite
3 Neutral , with high volatility, moderate risk appetite
 100 same underlying
strike premium/basis
90 10.6
90 0.2
95 6.3
95 0.9
100 3.1
100 2.7
105 1.2
105 5.8
110 0.4
110 9.9
ls of the underlying at the time of expiry viz 85,90,95,100,105,110,115
woth 90 and 110 strikes
with 95 and 105 strikes

s with 95 and 105 strikes

nd 95 strike options
n pair with 100 strike
isk appetite
y, moderate risk appetite
 long straddle
buy 100 call and buy 100 put
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 short strangle
sell 95 put and 105 call
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