BN Straddle 2

8/21/2021 Stock Mock | Backtest Index Strategies
https://www.stockmock.in
Your Strategy
jay
(+91 9978432968)
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Regular Backtest Event Days Special
POSITIONS
Square Off One Leg  Square Off All Legs 
e r s .
Wait & Trade  Move SL to Cost 
h o th
w i t
h a re
ot s

1 Lot SELL

ATM PUT  Target Profit SL % 40   Trail Stop Loss N BN FN WEEKLY
on
  
s e.D
n a40 lu
o
 
1 Lot

SELL ATM
 CALL  Target Profit
per s
SL %   Trail Stop Loss N BN FN WEEKLY 
f or
ictl y
s st r
nt i
u me
Entry Time: 9 : 23
d o c
T h i s
Same Day Next Day (BTST/STBT)
Exit Time: 15 : 01
 Strategy Target Profit
 Strategy Stop Loss
 Protect The Profits 
Banknifty data available from Sun Jan 01 2017, Nifty data available from Fri Feb 15 2019, and Finnifty data available from Mon Jan 11 2021.
Nifty lot size is considered 75 uptil Thu Jul 22 2021 and 50 after Thu Jul 22 2021. Banknifty lot size is considered 25. Change Setting
From Date: Sun, Jan 1, 2017

https://www.stockmock.in/#!/home 1/84
To Date: Sat, Aug 21, 2021
INTRADAY POSITIONAL
This 1695 Days backtest result will consume 4 Credits as number of days is more than 4 Years (1 year = 366 days).
* Please Note that real results may vary from backtest results you see here. Do enough research before doing live trades.
* StockMock has stopped considering 9:15 candle data for practical results  .
Mon Tue Wed Thu Fri Sat
Hide NA Rows 
Overall Profit
₹483582
stockmock.in
Avg Expiry Profit Avg Day Profit
₹1998 ₹529
stockmock.in stockmock.in
Max Profit Max Loss
e r s .
₹28830 ₹-10393
h o th
i t
re w
h a
ot s
Total Expiries
o n
242
s e. D
u
nal
stockmock.in
e r s o
or p
Win% (Days) Loss% (Days)
t l y f
stric
66% (601) 34% (313)
nt is
u me
doc
Avg Profit On Win Days Avg Loss On Loss Days
This ₹1554
stockmock.in
₹-1439
stockmock.in
Lot Size
2
stockmock.in
Max Drawdown (MDD)  Return to MDD Ratio 
₹-13349 (25 Days) 7.99

Max Winning Streak Max Losing Streak
12 Days 6 Days
Expectancy 
0.37
stockmock.in
0 SL/TP Hit Count 1 SL/TP Hit Count
195 Days 516 Days

2 SL/TP Hit Count
203 Days
stockmock in
stockmock.in
Monthly Breakup
stockmock.in Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 1207.43 8057.86 3866.02 2883.88 5470.21 5802.12 912.07 10914.14 3047.61 -1464.71 5334.87 2032.23 48063.73
2018 1060.54 12991.8 5029.92 9440.71 1399.82 6456.83 6807.57 7727.83 2596.68 7398.47 6903.87 9188.12 77002.16
2019 5252.26 6417.9 13927.02 10859.84 -1409.23 14899.92 13359.96 1760.74 21538.88 18422.25 9703.18 5648.01 120380.73
2020 7298.75 5250.34 74198.59 29228.71 9181.54 10203.92 5695.68 10737.59 12727.19 8444.83 -770.59 18857.8 191054.35
2021 1642.2 11019.37 556.49 23897.48 5146.62 -1063.91 4503.85 1379.28 0 0 0 0 47081.38
Profit Cumulative Profit Drawdown
PnL Over Time

(stockmock.in)
Zoom 1m 3m 6m YTD 1y All May 18, 202
e r s .
h o th
w i t
h a re
o n ot s
s e. D
al u
rs o n
or pe
ly f
24. May 31. May 7. Jun 14. Jun 21. Jun 28. Jun 5. Jul 12. Jul 26. Jul 2. Aug 9. Aug
s t r ict
n t is
Jul '17
e Jul '18 Jul '19 Jul '20
d ocum
T h i s
Expiry: 5 JAN 2017, Net Profit: 1378, Average Day Profit: 344
Max BN Gap India

BN Prev Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down VIX
Day H/L  Change  PE CE
  
-125.00 -1366.66 1093.36

65.1 16.03 -
 2 Jan 2017 (Mon) -272 486/-974 - (18103.90- (133.85-188.51 = 54.67) (124.38-80.64 = -43.73)
(0.36%) 15.73
17978.90) 18100PE 10:33:00 18100CE
143.55 1966.11 -1099.44

33.15 16.26 -
 3 Jan 2017 (Tue) 866 1214/-222 - (17882.40- (131.8-53.16 = -78.64) (107.68-151.65 = 43.98)
(0.18%) 15.89
18025.95) 17900PE 17900CE 09:54:00
-169.15 -1178.34 1558.33

1.85 15.95 -
 4 Jan 2017 (Wed) 379 469/-620 - (18071.80- (115.4-162.54 = 47.13) (75.57-13.24 = -62.33)
(0.01%) 15.86
17902.65) 18100PE 10:43:00 18100CE
134.70 1020.67 -614.87

109.75 15.39 -
 5 Jan 2017 (Thu) 405 419/-470 - (18021.70- (40.88-0.05 = -40.83) (60.22-84.81 = 24.59)
(0.61%) 15.02
18156.40) 18000PE 18000CE 09:34:00
Max BN Gap India

  
-2.15 633.91 -12.37

50.25 15.41 -
 9 Jan 2017 (Mon) 621 699/-101 - (18297.50- (136.59-111.23 = -25.36) (107.23-107.72 = 0.49)
(0.28%) 15.39
18295.35) 18300PE 18300CE
-13.20 -1154.92 423.35

64.8 15.28 -
 10 Jan 2017 (Tue) -731 214/-896 - (18386.30- (113.11-159.31 = 46.2) (86.09-69.16 = -16.93)
(0.35%) 15.23
18373.10) 18400PE 09:35:00 18400CE
338.00 1669.3 -732.45

125.75 14.85 - Day Open >
 11 Jan 2017 (Wed) 936 964/-260 (18530.25- (71.29-4.51 = -66.77) (71.73-101.03 = 29.3)
(0.68%) 14.77 PDH
18868.25) 18500PE 18500CE 09:45:00
-8.70 -9.92 -468.28

55.45 14.51 -
 12 Jan 2017 (Thu) -478 493/-460 - (18891.20- (65.95-66.35 = 0.4) (45.86-64.59 = 18.73)
(0.29%) 14.63
18882.50) 18900PE 09:58:00 18900CE 09:26:00
Expiry: 19 JAN 2017, Net Profit: -1259, Average Day Profit: -314
Max BN Gap India

  
e r s .
199.10 1826.83
o h
t(134.05-188.79
-1368.7
h
-12.4 14.93 -
 16 Jan 2017 (Mon) 457 562/-387
(-0.07%) 14.9
- (18930.80-
i t
(115.9-42.83 = -73.07)
w
= 54.75)
re
19129.90) 18900PE 18900CE 12:40:00
h a
-74.45 n
o ot s
. D
-1353.43 788.75
e
31.7 15.12 -
 17 Jan 2017 (Tue) -564 251/-724 -
u s (19162.30- (132.55-186.69 = 54.14) (90.73-59.18 = -31.55)
al
(0.17%) 15.37
rs o n 19087.85) 19200PE 11:21:00 19200CE
or pe
ly7.8f 15.05 -
ict (0.04%)
-9.90 -14.75 -792.51
 18 Jan 2017 (Wed) -806
s t r
488/-778 - (19172.30- (98.05-98.65 = 0.59) (77.62-109.32 = 31.7)
is
15.2
t
19162.40) 19200PE 12:24:00 19200CE 09:40:00
e n
d ocum
i s
-7.75 -334.92 -11.48
T h
 19 Jan 2017 (Thu) -346 907/-329 0.85 (0%)
15.15 -
15.02
- (19141.95-
19134.20)
(32.8-46.2 = 13.4)
19100PE 09:35:00
(76.27-76.73 = 0.46)
19100CE 12:20:00
Max
BN Gap India BN Prev Spot (1) BN Sell 1 Lot
Include Date Profit Profit/Loss (2) BN Sell 1 Lot ATM CE
Up/Down  VIX  Day H/L  Change  ATM PE

72.00 1347.96 -1537.69

-58.8 16.26 - Day Open <
 23 Jan 2017 (Mon) -188 290/-877 (18742.55- (90.48-36.56 = (150.6-212.1 = 61.51)
(-0.31%) 15.58 PDL
18814.55) -53.92) 18700PE 18700CE 09:36:00
37.95 814.76 -15.87

88.3 15.9 - Day Open >
 24 Jan 2017 (Tue) 798 932/-1 (18970.90- (76.17-43.58 = (80.46-81.09 = 0.63)
(0.47%) 15.3 PDH
19008.85) -32.59) 19000PE 19000CE
248.40 633.08 -585.35

96.55 15.09 - Day Open >
 25 Jan 2017 (Wed) 47 148/-238 (19141.10- (25.42-0.1 = -25.32) (57.33-80.74 = 23.41)
(0.51%) 14.96 PDH
19389.50) 19100PE 19100CE 12:10:00
Expiry: 2 FEB 2017, Net Profit: 2931, Average Day Profit: 732
Max BN Gap India

BN Prev Spot (1) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down VIX (2) BN Sell 1 Lot ATM CE
Day H/L  Change  PE
  
-154.60 -1948.98 1367.4

10.5 16.49 -
 30 Jan 2017 (Mon) -580 0/-928 - (19755.65- (271.03-348.99 = 77.96) (236.24-181.54 = -54.7)
(0.05%) 16.74
19601.05) 19800PE 19800CE
2.80 518.65 144.65

-52.05 16.69 - Day Open <
 31 Jan 2017 (Tue) 662 764/-198 (19530.10- (219.34-198.59 = (255.23-249.45 = -5.79)
(-0.27%) 16.9 PDL
19532.90) -20.75) 19500PE 19500CE
412.60 5642.18 -2168.85

7.25 16.77 -
 1 Feb 2017 (Wed) 3472 4417/-977 - (19590.10- (231.3-5.62 = -225.69) (212.41-299.16 = 86.75)
(0.04%) 13.89
20002.70) 19600PE 19600CE 13:05:00
90.10 -611.31 -12.15

33.35 13.76 - Day Open >
 2 Feb 2017 (Thu) -622 403/-600 (20017.90- (59.87-84.32 = 24.45) (80.76-81.24 = 0.49)
(0.17%) 13.61 PDH
20108.00) 20000PE 09:30:00 20000CE 09:47:00
Max
Include Date Profit Profit/Loss (1) BN Sell 1 Lot ATM PE
Up/Down  VIX  Day H/L  Change  ATM CE

e r s .109.98
110.35 13.06 - Day Open >
-23.40 -68.34
h o th (160.67-156.27 =
 6 Feb 2017 (Mon) 40 155/-458
(0.55%) 13.41 PDH
(20401.10-
i t
(162.56-165.29 = 2.73)
w
re
20377.70) 20400PE -4.4) 20400CE
h a
o n ot s
D
se. (20349.40-
-17.80 297.6 225.16
-4.3 13.28 -
u
 7 Feb 2017 (Tue) 522 754/-49 - (138.58-126.68 = -11.9) (178.41-169.41 =
al
(-0.02%) 13.49
rs o n 20331.60) 20300PE -9.01) 20300CE
or pe
ly f
ict8 (0.04%)
-173.75 -1282.68 3245.06
13.52 -
 8 Feb 2017 (Wed) 1961
s t r
2146/-1080 - (20327.75- (125.62-176.93 = 51.31) (164.31-34.5 =
is
13.42
t
20154.00) 20300PE 14:29:00 -129.8) 20300CE
e n
d ocum
i s
-275.70 -546.67 1478.05
T h
 9 Feb 2017 (Thu) 930 945/-110
67.25
(0.33%)
12.97 -
13.32
- (20391.90-
20116.20)
(53.54-75.41 = 21.87)
20400PE 09:57:00
(59.17-0.05 = -59.12)
20400CE
Expiry: 16 FEB 2017, Net Profit: -2026, Average Day Profit: -506
Max BN Gap India

  
4.30 -1188.01 -24.42

59.75 13.46 -
 13 Feb 2017 (Mon) -1211 1008/-1166 - (20231.40- (116.35-163.87 = 47.52) (162.31-163.29 = 0.98)
(0.3%) 13.71
20235.70) 20200PE 12:50:00 20200CE 14:05:00
39.00 667.08 -158.45

52.7 13.53 -
 14 Feb 2017 (Tue) 508 625/-114 - (20234.45- (99.45-72.77 = -26.68) (128.16-134.5 = 6.34)
(0.26%) 13.82
20273.45) 20200PE 20200CE
-76.15 -13.65 -875.99

24 13.64 -
 15 Feb 2017 (Wed) -889 23/-860 - (20270.55- (90.73-91.27 = 0.55) (85.79-120.83 = 35.04)
(0.12%) 14.21
20194.40) 20300PE 11:13:00 20300CE 09:38:00
98.70 -419.93 -15.14

79.55 13.74 -
 16 Feb 2017 (Thu) -434 736/-412 - (20148.90- (41.13-57.92 = 16.8) (100.65-101.25 = 0.61)
(0.39%) 13.7
20247.60) 20100PE 09:33:00 20100CE 11:03:00
Max

91.00 1283.9 -1020.77

-56.5 13.62 -
 20 Feb 2017 (Mon) 262 411/-75 - (20523.85- (124.58-73.22 = (143.12-183.95 = 40.83)
(-0.27%) 13.63
20614.85) -51.36) 20500PE 20500CE
167.15 1874.11 -1025.13

18.8 13.78 -
 21 Feb 2017 (Tue) 848 967/-192 - (20687.05- (118.29-43.33 = (100.4-141.4 = 41.01)
(0.09%) 13.37
20854.20) -74.96) 20700PE 20700CE 14:51:00
-23.75 0.55 666.02

76.65 13.72 - Day Open >
 22 Feb 2017 (Wed) 666 782/-20 (20898.65- (96.36-96.34 = -0.02) (89.83-63.19 = -26.64)
(0.37%) 13.72 PDH
20874.90) 20900PE 20900CE
30.60 1564.47 -519.69

19.2 13.64 -
 23 Feb 2017 (Thu) 1044 1482/-168 - (20865.50- (84.7-22.12 = -62.58) (50.9-71.68 = 20.79)
(0.09%) 13.18
20896.10) 20900PE 20900CE 10:10:00
Expiry: 2 MAR 2017, Net Profit: 1361, Average Day Profit: 340
Max BN Gap India

  
e r s .
-166.80 -1355.98
h th 1519.94
o (139.03-78.23 = -60.8)
 27 Feb 2017 (Mon) 163 404/-585
-23.2 14.04 -
- (20793.50-
w i t
(132.8-187.04 = 54.24)
re
(-0.11%) 13.8
20626.70)
h a
20800PE 10:30:00 20800CE
o n ot s
D
se.(20624.15-
-26.05 481.03 313.36
lu
19.8 13.6 -
a
 28 Feb 2017 (Tue) 793 839/-25 - (102.69-83.45 = -19.24) (133.85-121.31 = -12.53)
(0.1%) 13.74
o n
pers
20598.10) 20600PE 20600CE
f or
y
ictl91.65
r
65.25 1245.29 -1044.98
st
13.61 - Day Open >
i s
 1 Mar 2017 (Wed) 199 298/-449 (20730.70- (72.88-23.07 = -49.81) (102.34-144.14 = 41.8)
nt
(0.44%) 13.48 PDH
e
20795.95) 20700PE 20700CE 09:32:00
u m
is doc
T2h
-257.55 -773.68 978.3
101.25 13.57 - Day Open >
Mar 2017 (Thu) 204 914/-329 (20856.20- (75.77-106.72 = 30.95) (39.18-0.05 = -39.13)
(0.49%) 13.29 PDH
20598.65) 20900PE 12:39:00 20900CE
Expiry: 9 MAR 2017, Net Profit: -768, Average Day Profit: -192
Max BN Gap India

  
17.50 -15 -1529.54

53.35 13.41 -
 6 Mar 2017 (Mon) -1544 223/-1502 - (20626.30- (99.7-100.3 = 0.6) (149.8-210.98 = 61.18)
(0.26%) 13.58
20643.80) 20600PE 13:04:00 20600CE 09:35:00
-12.90 303.97 102.4

22.3 13.73 -
 7 Mar 2017 (Tue) 405 649/-59 - (20642.45- (79.56-67.4 = -12.16) (144.37-140.27 = -4.1)
(0.11%) 13.89
20629.55) 20600PE 20600CE
-51.90 -887.7 -13.45

2.65 14.08 -
 8 Mar 2017 (Wed) -900 494/-871 - (20692.90- (86.94-122.45 = 35.51) (89.38-89.92 = 0.54)
(0.01%) 14.02
20641.00) 20700PE 11:03:00 20700CE 13:22:00
77.40 1815.46 -545.65

-56 14.23 -
 9 Mar 2017 (Thu) 1269 1306/-494 - (20677.60- (74.78-2.16 = -72.62) (53.44-75.27 = 21.83)
(-0.27%) 14.34
20755.00) 20700PE 20700CE 11:37:00
Max

-49.80 -42.09 1110.6

462.3 12.57 - Day Open >
 14 Mar 2017 (Tue) 1067 1159/-122 (21144.45- (104.73-106.42 = (151.49-107.07 = -44.42)
(2.23%) 12.33 PDH
21094.65) 1.68) 21100PE 21100CE
80.75 1076.39 -904.49

-13.3 12.24 -
 15 Mar 2017 (Wed) 170 553/-135 - (21080.90- (95.51-52.46 = (88.58-124.76 = 36.18)
(-0.06%) 12.37
21161.65) -43.06) 21100PE 21100CE 09:51:00
-25.35 574.96 1047.88

79.6 11.87 - Day Open >
 16 Mar 2017 (Thu) 1622 1725/-76 (21275.40- (70.04-47.04 = -23) (43.37-1.45 = -41.92)
(0.38%) 11.91 PDH
21250.05) 21300PE 21300CE
Max BN Gap
India BN Prev Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down
VIX  Day H/L  Change  PE CE
 
-27.90 290.26 273.51

27.5 12.27 -
 20 Mar 2017 (Mon) 563 677/-87
(0.13%) 12
- (21133.40- (87.39-75.78 = -11.61)
s .
(132.05-121.11 = -10.94)
e r
th
21105.50) 21100PE 21100CE
i t h o
r e w
11.92 -
-111.60
h a -664.75
s(65.1-91.69
1424.1
 21 Mar 2017 (Tue) 759 897/-223 0.4 (0%)
11.98
-
o t
(21098.65-
n
= 26.59) (101.1-44.13 = -56.96)
o
se. D
20987.05) 21100PE 10:32:00 21100CE
a l u
n
11.94 -o Day Open <
rs
-71.05 -527.21 813.92
(-0.97%) pe
-203.65
r
 22 Mar 2017 (Wed) 286 609/-17 (20870.10- (79.21-100.3 = 21.09) (65.1-32.55 = -32.56)
f o
12.25 PDL
l y
20799.05) 20900PE 20900CE
t rict
s s
e n t i349/-290 3.80 -295.22 -9.31
m
67.4 12.12 -
oc u
 23 Mar 2017 (Thu) -304
(0.32%) 11.93
- (20848.65- (28.91-40.72 = 11.81) (61.86-62.24 = 0.37)
s d 20852.45) 20800PE 10:00:00 20800CE 10:55:00
Thi
Max BN Gap India

  
8.80 -1153.39 -19.35

55.55 12.23 - Day Open >
 27 Mar 2017 (Mon) -1172 293/-1133 (21108.60- (112.96-159.1 = 46.14) (128.61-129.39 = 0.77)
(0.26%) 12.37 PDH
21117.40) 21100PE 12:15:00 21100CE 14:17:00
19.50 416.08 -73.62

172.1 12.07 - Day Open >
 28 Mar 2017 (Tue) 342 455/-90 (21189.10- (101.1-84.45 = -16.64) (97.66-100.6 = 2.94)
(0.82%) 12.05 PDH
21208.60) 21200PE 21200CE
100.20 1404.78 -642.87

66.05 12.12 - Day Open >
 29 Mar 2017 (Wed) 761 861/-21 (21273.40- (96.16-39.97 = -56.19) (62.96-88.68 = 25.71)
(0.31%) 12.02 PDH
21373.60) 21300PE 21300CE 11:13:00
121.30 824.85 -690.71

-16.8 11.99 -
 30 Mar 2017 (Thu) 134 163/-448 - (21438.75- (34.1-1.1 = -32.99) (67.65-95.27 = 27.63)
(-0.08%) 12.17
21560.05) 21400PE 21400CE 09:41:00
Expiry: 6 APR 2017, Net Profit: 1764, Average Day Profit: 588
Max BN Gap
 
37.00 846.76 81.85

95.05 12.67 -
 3 Apr 2017 (Mon) 927 980/0 - (21494.55- (130.16-96.29 = -33.87) (122.63-119.36 = -3.27)
(0.44%) 11.54
21531.55) 21500PE 21500CE
129.35 1950.06 -601.64

54.45 11.81 - Day Open >
 5 Apr 2017 (Wed) 1347 1465/-21 (21553.70- (121.83-43.83 = -78) (58.92-82.99 = 24.07)
(0.25%) 11.53 PDH
21683.05) 21600PE 21600CE 11:12:00
14.10 -11.1 -500.86

-80 11.56 -
 6 Apr 2017 (Thu) -510 100/-498 - (21576.65- (73.78-74.22 = 0.44) (49.05-69.09 = 20.03)
(-0.37%) 11.36
21590.75) 21600PE 10:35:00 21600CE 10:04:00
Max BN Gap
India BN Prev Spot (1) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down (2) BN Sell 1 Lot ATM CE
VIX  Day H/L  Change  PE
 
46.30 959.94 -1110.64

60.9 11.87 -
 10 Apr 2017 (Mon) -149 264/-322 - (21443.90- (94.57-56.17 = -38.4) (108.77-153.2 = 44.43)
(0.28%) 11.52
21490.20) 21400PE 21400CE 14:32:00
e r s .
200.00 1572.34
o h
t(95.06-133.89
-970.66
h
1.3 11.69 -
 11 Apr 2017 (Tue) 601 689/-477
(0.01%) 11.39
- (21520.85-
i t
(82.45-19.56 = -62.89)
w
= 38.83)
re
21720.85) 21500PE 21500CE 09:54:00
h a
-77.35n
o ot s
. D
-1020.04 -7.79
e
11.53 -
 12 Apr 2017 (Wed) -1027 76/-1002 -0.5 (0%) -
u s (21761.00- (99.9-140.7 = 40.8) (51.74-52.06 = 0.31)
al
11.62
rs o n 21683.65) 21800PE 09:41:00 21800CE 12:55:00
or pe
f
ly-15.55
ict (-0.07%)
25.15 1367.31 -343.07
11.75 -
 13 Apr 2017 (Thu) 1024
s t r
1359/-124 - (21663.20- (78.51-23.82 = -54.69) (33.6-47.32 = 13.72)
is
11.53
t
21688.35) 21700PE 21700CE 09:37:00
e n
d ocum
T h i s Expiry: 20 APR 2017, Net Profit: -1565, Average Day Profit: -391
Max BN Gap India

Include Date Profit Profit/Loss Up/Down VIX (1) BN Sell 1 Lot ATM PE
Day H/L  Change  CE
  
-70.60 -1170.19 494.29

13.9 11.9 -
 17 Apr 2017 (Mon) -675 49/-983 - (21707.70- (114.61-161.41 = 46.81) (106.23-86.46 = -19.77)
(0.06%) 11.89
21637.10) 21700PE 09:31:00 21700CE
-141.05 -16.51 -824.58

58.45 11.37 -
 18 Apr 2017 (Tue) -841 686/-810 - (21779.55- (109.77-110.43 = 0.66) (80.76-113.74 = 32.98)
(0.27%) 12.32
21638.50) 21800PE 14:36:00 21800CE 09:36:00
-127.95 -1067.88 1467.32

2.25 12.26 -
 19 Apr 2017 (Wed) 398 544/-732 - (21655.65- (104.59-147.3 = 42.72) (80.46-21.77 = -58.69)
(0.01%) 12.26
21527.70) 21700PE 09:24:00 21700CE
-10.25 -437.74 -10.02

-136.9 11.98 - Day Open <
 20 Apr 2017 (Thu) -447 592/-430 (21488.10- (42.87-60.38 = 17.51) (66.6-67 = 0.4) 21500CE
(-0.64%) 11.59 PDL
21477.85) 21500PE 10:12:00 10:47:00
Max BN Gap India

  
210.90 2164.21 -976.26

40.45 11.21 -
 24 Apr 2017 (Mon) 1187 1321/-231 - (21663.90- (156.73-70.16 = -86.57) (95.61-134.66 = 39.05)
(0.19%) 11.51
21874.80) 21700PE 21700CE 12:29:00
79.60 1223.83 -274.19

103.25 11.55 - Day Open >
 25 Apr 2017 (Tue) 949 1026/0 (21948.75- (107.23-58.27 = -48.95) (114.16-125.12 = 10.97)
(0.47%) 11.13 PDH
22028.35) 21900PE 21900CE
52.15 -22.12 -416.36

103.95 11.31 - Day Open >
 26 Apr 2017 (Wed) -438 1687/-409 (22154.95- (147.01-147.89 = 0.88) (40.78-57.43 = 16.65)
(0.47%) 11.71 PDH
22207.10) 22200PE 14:35:00 22200CE 09:30:00
114.65 1164.94 -626.07

31.2 11.42 -
 27 Apr 2017 (Thu) 538 573/-187 - (22223.25- (48.6-2.01 = -46.6) (61.32-86.36 = 25.04)
(0.14%) 11.19
22337.90) 22200PE 22200CE 10:58:00
Expiry: 4 MAY 2017, Net Profit: 752, Average Day Profit: 250
Max BN Gap India

  
e r s .
54.3 11.01 - Day Open >
-59.25 -1141.18
h o th(93.42-93.98 = 0.56)
-14.05
 2 May 2017 (Tue) -1155 82/-1121
(0.24%) 11.45 PDH
(22419.95-
i t
(111.76-157.41 = 45.65)
w
re
22360.70) 22400PE 10:47:00 22400CE 12:36:00
h a
-40.40 n
o ot s
. D
-92.32 864.06
e
104.5 11.37 -
 3 May 2017 (Wed) 770 939/-341 -
u s (22358.30- (121.98-125.68 = 3.69) (73.48-38.92 = -34.56)
al
(0.47%) 11.58
rs o n 22317.90) 22400PE 22400CE
or pe
f
ly311
ict (1.39%)
193.35 1608.89 -471.84
11.24 - Day Open >
 4 May 2017 (Thu) 1136
s t
1152/0
r (22515.50- (64.51-0.15 = -64.36) (46.21-65.08 = 18.87)
is
11.33 PDH
t
22708.85) 22500PE 22500CE 09:41:00
e n
d ocum
T h i s Expiry: 11 MAY 2017, Net Profit: 2892, Average Day Profit: 723
Max BN Gap India

  
100.95 1435.98 -1037.85

73.5 11.72 -
 8 May 2017 (Mon) 397 878/-240 - (22671.05- (155.43-97.99 = -57.44) (101.64-143.16 = 41.51)
(0.33%) 11.7
22772.00) 22700PE 22700CE 09:54:00
-105.90 -1245.52 824.86

53.45 11.28 -
 9 May 2017 (Tue) -420 46/-943 - (22811.00- (121.98-171.8 = 49.82) (100.7-67.7 = -32.99)
(0.23%) 11.01
22705.10) 22800PE 09:38:00 22800CE
35.40 1062.63 62.15

60.45 10.82 -
 10 May 2017 (Wed) 1124 1165/-95 - (22774.70- (103.69-61.18 = -42.51) (78.56-76.08 = -2.49)
(0.27%) 10.87
22810.10) 22800PE 22800CE
-19.65 556.76 1234.52

85.7 10.54 - Day Open >
 11 May 2017 (Thu) 1791 1839/-61 (22898.40- (41.03-18.76 = -22.27) (52.79-3.41 = -49.38)
(0.38%) 10.8 PDH
22878.75) 22900PE 22900CE
Max BN Gap
 
32.55 468.91 -20.44

64.15 10.38 -
 15 May 2017 (Mon) 447 527/0 - (22792.00- (116.6-97.84 = -18.76) (94.22-95.03 = 0.82)
(0.28%) 10.58
22824.55) 22800PE 22800CE
97.55 1128.85 -954.88

36.1 10.24 -
 16 May 2017 (Tue) 173 321/-307 - (22818.75- (88.53-43.38 = -45.15) (93.52-131.71 = 38.2)
(0.16%) 10.49
22916.30) 22800PE 22800CE 13:47:00
65.55 -13.54 -672.9

43.75 10.28 - Day Open >
 17 May 2017 (Wed) -686 73/-661 (22879.85- (89.98-90.52 = 0.54) (65.9-92.82 = 26.92)
(0.19%) 10.64 PDH
22945.40) 22900PE 12:34:00 22900CE 09:34:00
-121.10 -461.66 1252.44

-185.5 10.48 - Day Open <
 18 May 2017 (Thu) 790 805/-111 (22809.95- (45.21-63.68 = 18.47) (50.4-0.3 = -50.1)
(-0.81%) 11.76 PDL
22688.85) 22800PE 10:01:00 22800CE
Expiry: 25 MAY 2017, Net Profit: -39, Average Day Profit: -9
Max BN Gap India

  
e r s .
-178.25 -1273.01
o h
t(99.85-43.13
1418.01
h
105 11 -
 22 May 2017 (Mon) 144 328/-697
(0.46%) 11.1
- (22871.55-
i t
(124.67-175.6 = 50.92)
w
= -56.72)
re
22693.30) 22900PE 09:56:00 22900CE
h a
88.50 n
o ot s
. D
-1147.29 -15.92
e
22.05 11.73 -
 23 May 2017 (Tue) -1163 0/-1127 -
u s (22584.25- (112.36-158.25 = 45.89) (105.83-106.47 = 0.64)
al
(0.1%) 11.46
rs o n 22672.75) 22600PE 09:48:00 22600CE 10:42:00
or pe
f
ly41.7
ict (0.18%)
-89.00 -918.24 1417.46
11.67 -
 24 May 2017 (Wed) 498
s t r
860/-388 - (22626.50- (89.93-126.66 = 36.73) (95.21-38.52 = -56.7)
is
11.94
t
22537.50) 22600PE 12:54:00 22600CE
e n
d ocum
i s
521.90 1054.29 -573.13
T h
 25 May 2017 (Thu) 480 496/-286
37.35
(0.17%)
11.52 -
10.35
- (22636.45-
23158.35)
(42.42-0.25 = -42.17)
22600PE
(56.13-79.06 = 22.93)
22600CE 09:42:00
Expiry: 1 JUN 2017, Net Profit: 1822, Average Day Profit: 455
Max BN Gap India

  
-182.00 -1764.7 921.63

-51.6 11.09 -
 29 May 2017 (Mon) -842 161/-1422 - (23399.60- (172.83-243.42 = 70.59) (90.88-54.01 = -36.87)
(-0.22%) 11.72
23217.60) 23400PE 10:01:00 23400CE
161.60 1682.51 -1129.98

-40.65 11.93 -
 30 May 2017 (Tue) 552 751/-671 - (23126.65- (125.12-57.82 = -67.3) (110.67-155.87 = 45.2)
(-0.18%) 11.79
23288.25) 23100PE 23100CE 09:29:00
78.90 1913.63 -483.15

13.95 12.09 -
 31 May 2017 (Wed) 1429 1619/-130 - (23286.35- (130.61-54.06 = -76.55) (86.34-105.67 = 19.33)
(0.06%) 11.76
23365.25) 23300PE 23300CE
-63.95 -656.1 1338.36

-30.7 11.64 -
 1 Jun 2017 (Thu) 682 707/-391 - (23370.80- (64.26-90.5 = 26.24) (54.29-0.75 = -53.53)
(-0.13%) 11.25
23306.85) 23400PE 09:31:00 23400CE
Max BN Gap India

  
103.00 1524.37 -1094.86

21.5 10.83 -
 5 Jun 2017 (Mon) 428 589/-33 - (23374.05- (151.24-90.27 = -60.97) (107.23-151.02 = 43.79)
(0.09%) 10.93
23477.05) 23400PE 23400CE 14:53:00
-38.65 214.03 118.56

63.4 10.97 - Day Open >
 6 Jun 2017 (Tue) 332 481/-177 (23454.75- (144.07-135.51 = -8.56) (95.31-90.57 = -4.74)
(0.27%) 11.09 PDH
23416.10) 23500PE 23500CE
45.35 1503.99 218.15

66.55 11.04 -
 7 Jun 2017 (Wed) 1722 1778/-99 - (23462.05- (128.41-68.25 = -60.16) (91.67-82.95 = -8.73)
(0.28%) 10.92
23507.40) 23500PE 23500CE
-54.25 -340.52 1587.33

62.7 10.61 - Day Open >
 8 Jun 2017 (Thu) 1246 1271/-153 (23619.25- (33.35-46.97 = 13.62) (66.1-2.61 = -63.49)
(0.27%) 11.11 PDH
23565.00) 23600PE 09:37:00 23600CE
Expiry: 15 JUN 2017, Net Profit: -66, Average Day Profit: -16
Max BN Gap India

  
e r s .
-128.75 -1229.24
h o th 980.58
 12 Jun 2017 (Mon) -247 182/-469
-80.75 11.15 -
- (23610.75-
w i t
(120.39-169.56 = 49.17) (107.33-68.1 = -39.22)
re
(-0.34%) 11.31
23482.00)
h a
23600PE 14:01:00 23600CE
o n ot s
D
se. (23541.45-
-52.40 -582.48 834.8
lu
-23.45 10.91 -
a
 13 Jun 2017 (Tue) 251 420/-104 - (79.91-103.21 = 23.3) (126.32-92.93 = -33.39)
(-0.1%) 11.32
o n
pers
23489.05) 23500PE 23500CE
f o r
y
ictl77.45
r
41.10 -1020.54 -13.32
st
11.37 -
i s
 14 Jun 2017 (Wed) -1033 29/-1002 - (23483.75- (99.95-140.77 = 40.82) (88.53-89.07 = 0.53)
nt
(0.33%) 11.15
e
23524.85) 23500PE 09:54:00 23500CE 12:48:00
u m
doc
is 2017 (Thu)
T hJun
15 962 978/-39
-54
(-0.23%)
11.18 -
11.26
-
-33.85
(23408.90-
-401.6
(39.33-55.4 = 16.06)
1364.36
(56.48-1.91 = -54.57)
23375.05) 23400PE 12:45:00 23400CE
Max BN Gap
 
187.80 2022.5 -773.17

68.6 10.5 - Day Open >
 19 Jun 2017 (Mon) 1248 1308/0 (23581.20- (123.63-42.73 = -80.9) (75.72-106.65 = 30.93)
(0.29%) 10.62 PDH
23769.00) 23600PE 23600CE 13:44:00
-14.40 187.29 299.45

-21.55 10.28 -
 20 Jun 2017 (Tue) 485 539/-225 - (23724.00- (80.11-72.62 = -7.49) (109.67-97.69 = -11.98)
(-0.09%) 10.69
23709.60) 23700PE 23700CE
108.60 893.3 -1008.84

-59.8 10.74 - Day Open <
 21 Jun 2017 (Wed) -115 680/-242 (23626.45- (54.14-18.41 = -35.73) (98.8-139.16 = 40.35)
(-0.25%) 10.84 PDL
23735.05) 23600PE 23600CE 14:19:00
-36.25 -8.85 -266.72

8.1 10.87 -
 22 Jun 2017 (Thu) -275 1044/-262 - (23770.40- (58.82-59.18 = 0.35) (26.12-36.79 = 10.67)
(0.03%) 11.11
23734.15) 23800PE 14:59:00 23800CE 10:09:00
Max BN Gap India

  
-373.15 -1059.23 2547.72

94.2 12.07 -
 27 Jun 2017 (Tue) 1488 1702/-532 - (23535.15- (103.74-146.11 = 42.37) (124.33-22.42 = -101.91)
(0.4%) 12.74
23162.00) 23500PE 09:39:00 23500CE
45.60 -19.46 -809.82

-6.7 12.53 -
 28 Jun 2017 (Wed) -828 640/-795 - (23166.15- (129.36-130.14 = 0.78) (79.31-111.7 = 32.39)
(-0.03%) 12.12
23211.75) 23200PE 10:01:00 23200CE 09:26:00
-126.50 -11.71 -534.96

76.55 11.65 -
 29 Jun 2017 (Thu) -546 517/-525 - (23365.80- (77.82-78.28 = 0.47) (52.39-73.79 = 21.4)
(0.33%) 11.34
23239.30) 23400PE 12:49:00 23400CE 09:31:00
Expiry: 6 JUL 2017, Net Profit: 258, Average Day Profit: 64
Max BN Gap India

  
62.70 1349.06 -1397.21

29.15 11.73 -
 3 Jul 2017 (Mon) -47 595/-757
(0.13%) 11.08
- (23191.40- (141.47-87.51 = -53.96)
s .
(136.84-192.73 = 55.89)
e r
th
23254.10) 23200PE 23200CE 10:58:00
i t h o
r e w
52.7 11.13 -
-87.90
s h a-1419.6 902.79
 4 Jul 2017 (Tue) -516 0/-744
(0.23%) 11.15
- (23351.40-
23263.50)n o t
(139.03-195.82 = 56.78) (82.7-46.59 = -36.11)
D o 23400PE 10:36:00 23400CE
u s e.
r s o nal 43.95 1382.91 -772.15
e
27.7 11.31 -
 5 Jul 2017 (Wed) 610 830/-243
or p - (23263.05- (108.17-52.86 = -55.32) (75.62-106.51 = 30.89)
f
(0.12%) 11.18
l y
23307.00) 23300PE 23300CE 10:48:00
s t r ict
n t 377/-334is
e
73.00 907.19 -693.77
cum
46.9 11.1 - Day Open >
 6 Jul 2017 (Thu) 212 (23422.85- (36.79-0.5 = -36.29) (67.95-95.7 = 27.75)
o
(0.2%) 10.84 PDH
i s d 23495.85) 23400PE 23400CE 11:03:00
T h
Expiry: 13 JUL 2017, Net Profit: -992, Average Day Profit: -248
Max BN Gap India

  
159.40 1262.77 -1384.48

134.1 10.74 - Day Open >
 10 Jul 2017 (Mon) -121 183/-410 (23526.40- (98.4-47.89 = -50.51) (135.59-190.97 = 55.38)
(0.57%) 10.88 PDH
23685.80) 23500PE 23500CE 13:48:00
-76.90 -809.8 921.5

69.5 10.76 -
 11 Jul 2017 (Tue) 110 440/-107 - (23682.25- (107.53-139.92 = 32.39) (83.35-46.49 = -36.86)
(0.29%) 10.84
23605.35) 23700PE 23700CE
30.65 -651.01 -13.25

39.15 10.96 -
 12 Jul 2017 (Wed) -663 507/-639 - (23620.05- (63.76-89.8 = 26.04) (88.08-88.62 = 0.53)
(0.17%) 11.06
23650.70) 23600PE 09:53:00 23600CE 14:36:00
35.05 -10.57 -307.94

121.8 10.74 - Day Open >
 13 Jul 2017 (Thu) -318 581/-302 (23853.85- (70.24-70.66 = 0.42) (30.16-42.48 = 12.32)
(0.51%) 11.11 PDH
23888.90) 23900PE 12:33:00 23900CE 09:58:00
Max BN Gap
 
69.10 576.22 -310.19

73.7 10.97 - Day Open >
 17 Jul 2017 (Mon) 266 330/-364 (23959.50- (128.36-105.31 = (103.39-115.8 = 12.41)
(0.31%) 11.43 PDH
24028.60) -23.05) 24000PE 24000CE
-11.20 408.39 -1262.32

-56.9 11.13 -
 18 Jul 2017 (Tue) -853 260/-977 - (24027.40- (93.87-77.53 = -16.34) (123.63-174.12 = 50.49)
(-0.24%) 11.47
24016.20) 24000PE 24000CE 13:54:00
75.65 1493.39 -835.27

47.15 11.37 -
 19 Jul 2017 (Wed) 657 848/0 - (24084.20- (90.53-30.79 = -59.74) (81.8-115.21 = 33.41)
(0.2%) 11.29
24159.85) 24100PE 24100CE 14:36:00
-7.05 -329.83 1060.54

11.31 -
 20 Jul 2017 (Thu) 730 1104/-197 18 (0.07%) - (24239.65- (32.3-45.5 = 13.19) (67.55-25.13 = -42.42)
11.31
24232.60) 24200PE 12:26:00 24200CE
Max

e r s .
50.65 11.38 - Day Open >
113.05 961.1
h o th -1156.96
it
 24 Jul 2017 (Mon) -195 405/-308 (24289.65- (128.51-90.07 = (113.31-159.59 = 46.28)
(0.21%) 11.23 PDH
24402.70)
r e w
-38.44) 24300PE 24300CE 10:57:00
h a
o n ot s
D
se. (24526.50-
32.35 331.24 -48.59
202.05 11.44 - Day Open >
u
 25 Jul 2017 (Tue) 282 430/-130 (90.03-76.78 = (114.66-116.6 = 1.94)
al
(0.83%) 10.83 PDH
rs o n 24558.85) -13.25) 24500PE 24500CE
or pe
f
ly57.45
ict
109.90 1250.13 -1068.39
11.22 -
 26 Jul 2017 (Wed) 181
s t r
529/-43 - (24521.90- (74.03-24.02 = (104.64-147.37 = 42.74)
is
(0.23%) 11.32
t
24631.80) -50.01) 24500PE 24500CE 14:48:00
e n
d ocum
i s
136.35 2033.63 -454.03
T h
 27 Jul 2017 (Thu) 1579 1617/-413
186.8
(0.76%)
11.54 -
11.09
Day Open >
PDH
(24861.90-
24998.25)
(83.05-1.71 = -81.34)
24900PE
(44.47-62.63 = 18.16)
24900CE 09:27:00
Expiry: 3 AUG 2017, Net Profit: 2247, Average Day Profit: 561
Max BN Gap India

  
193.20 674.97 -1677.15

69.3 11.65 - Day Open >
 31 Jul 2017 (Mon) -1001 136/-1270 (24895.55- (113.66-86.66 = -27) (164.26-231.34 = 67.09)
(0.28%) 11.93 PDH
25088.75) 24900PE 24900CE 12:30:00
-97.00 -1325.44 819.52

49.2 12.12 -
 1 Aug 2017 (Tue) -505 61/-1224 - (25126.05- (129.81-182.83 = 53.02) (194.56-161.78 = -32.78)
(0.2%) 11.97
25029.05) 25100PE 10:49:00 25100CE
-129.25 205.71 2002.11

67.6 12.02 - Day Open >
 2 Aug 2017 (Wed) 2207 2768/-47 (25158.05- (157.68-149.45 = -8.23) (125.82-45.74 = -80.08)
(0.27%) 12.02 PDH
25028.80) 25200PE 25200CE
-228.20 -301.84 1849.41

-52.35 12.19 -
 3 Aug 2017 (Thu) 1547 1560/-25 - (24906.15- (29.56-41.63 = 12.07) (74.13-0.15 = -73.98)
(-0.21%) 11.66
24677.95) 24900PE 09:32:00 24900CE
Max BN Gap
 
3.45 205.56 63.39

26.7 11.84 -
 7 Aug 2017 (Mon) 268 455/-165 - (24919.85- (83.7-75.48 = -8.22) (161.96-159.43 = -2.54)
(0.11%) 11.82
24923.30) 24900PE 24900CE
-359.30 -793.53 2801.09

35.85 11.83 -
 8 Aug 2017 (Tue) 2007 2128/-223 - (24936.20- (77.72-109.46 = 31.74) (131.9-19.86 = -112.04)
(0.14%) 12.84
24576.90) 24900PE 09:32:00 24900CE
18.45 1069.14 377.39

-80.25 13.13 - Day Open <
 9 Aug 2017 (Wed) 1446 1666/-111 (24416.25- (93.72-50.95 = -42.77) (133.25-118.15 = -15.1)
(-0.33%) 13.28 PDL
24434.70) 24400PE 24400CE
-117.05 -748.23 -6.95

-74.15 13.74 - Day Open <
 10 Aug 2017 (Thu) -755 136/-735 (24278.55- (73.28-103.21 = 29.93) (46.21-46.49 = 0.28)
(-0.3%) 13.83 PDL
24161.50) 24300PE 09:47:00 24300CE 11:09:00
Expiry: 17 AUG 2017, Net Profit: -1388, Average Day Profit: -462
Max BN Gap India

  
e r s .
65.90 988.58
h th -103.84
o (181.85-186.01 = 4.15)
 14 Aug 2017 (Mon) 884 1125/0
65.3 14.47 -
- (24084.20-
w i t
(145.81-106.27 = -39.54)
re
(0.27%) 14.15
24150.10)
h a 24100PE 24100CE
o n ot s
D
se.(24086.65-
363.00 -1144.74 -14.25
lu
14.28 -
a
 16 Aug 2017 (Wed) -1158 361/-1136 73 (0.3%) - (112.11-157.9 = 45.79) (94.72-95.28 = 0.57)
14.14
o n
pers
24449.65) 24100PE 09:31:00 24100CE 12:35:00
f or
y
ictl 57.5
r
7.05 -5.91 -1109.11
st
14.5 - Day Open >
i s
 17 Aug 2017 (Thu) -1114 0/-1089 (24348.75- (39.28-39.52 = 0.24) (108.62-152.99 = 44.36)
nt
(0.24%) 14.26 PDH
e
24355.80) 24300PE 10:00:00 24300CE 09:31:00
u m
doc
This Expiry: 24 AUG 2017, Net Profit: 2729, Average Day Profit: 682
Max BN Gap India

  
-218.35 -1708.2 2105.46

66.1 14.38 - Day Open >
 21 Aug 2017 (Mon) 396 613/-390 (24207.85- (167.3-235.62 = 68.33) (163.91-79.69 = -84.22)
(0.27%) 14.66 PDH
23989.50) 24200PE 14:01:00 24200CE
-181.60 -1194.62 1872.33

144.1 14.18 -
 22 Aug 2017 (Tue) 677 1133/-784 - (24122.20- (117-164.78 = 47.78) (155.13-80.24 = -74.89)
(0.6%) 14.11
23940.60) 24100PE 09:32:00 24100CE
168.95 1868.15 -1301.51

110.5 13.96 -
 23 Aug 2017 (Wed) 565 1071/-183 - (24121.35- (99.6-24.87 = -74.73) (127.47-179.53 = 52.06)
(0.46%) 13.17
24290.30) 24100PE 24100CE 14:26:00
76.55 1571.67 -481.01

57.95 13.06 - Day Open >
 24 Aug 2017 (Thu) 1090 1324/-78 (24262.45- (78.56-15.7 = -62.87) (47.11-66.35 = 19.24)
(0.24%) 12.53 PDH
24339.00) 24300PE 24300CE 12:52:00
Max

36.80 590.57 -51.13

77.05 12.85 -
 28 Aug 2017 (Mon) 539 663/-233 - (24333.60- (132.95-109.33 = -23.62) (181.5-183.55 =
(0.32%) 12.7
24370.40) 24300PE 2.05) 24300CE
-141.45 -1607.93 1662.23

-75.1 12.9 -
 29 Aug 2017 (Tue) 53 193/-1254 - (24265.95- (157.48-221.79 = 64.32) (118.29-51.8 =
(-0.31%) 13.59
24124.50) 24300PE 09:34:00 -66.49) 24300CE
-10.45 382.24 338.84

124.1 12.74 -
 30 Aug 2017 (Wed) 720 841/-6 - (24317.75- (92.72-77.43 = -15.29) (97.81-84.25 =
(0.51%) 13.02
24307.30) 24300PE -13.55) 24300CE
58.65 1562.63 479.84

45.65 12.53 -
 31 Aug 2017 (Thu) 2042 2055/-268 - (24277.40- (80.26-17.75 = -62.51) (43.97-24.77 =
(0.19%) 11.93
24336.05) 24300PE -19.19) 24300CE
Expiry: 7 SEP 2017, Net Profit: 672, Average Day Profit: 168
Max BN Gap India

  
e r s .
-166.70 -1544.31
o h
t(108.62-66.9
1043.08
h
22.3 12.48 -
 4 Sep 2017 (Mon) -500 91/-857
(0.09%) 13.21
- (24369.20-
i t
(151.24-213.02 = 61.77)
w
= -41.72)
re
24202.50) 24400PE 11:53:00 24400CE
h a
70.65 n
o ot s
. D
1370.74 -1125.4
e
35.75 13.16 -
 5 Sep 2017 (Tue) 244 442/-841 -
u s (24289.45- (130.71-75.88 = -54.83) (110.22-155.23 = 45.02)
al
(0.15%) 12.87
rs o n 24360.10) 24300PE 24300CE 09:37:00
o r pe
y f 13.35 -
l-135.9
ict (-0.56%)
Day Open <
70.30 1302.35 -789.97
 6 Sep 2017 (Wed) 511
s t r
837/-224 (24207.25- (93.62-41.52 = -52.09) (77.37-108.97 = 31.6)
is
13.06 PDL
t
24277.55) 24200PE 24200CE 11:38:00
e n
d ocum
i s
-42.65 -481.51 898.22
T h
 7 Sep 2017 (Thu) 416 445/-29
45.7
(0.19%)
12.67 -
13
- (24405.45-
24362.80)
(47.16-66.42 = 19.26)
24400PE 12:05:00
(38.14-2.21 = -35.93)
24400CE
Max

219.55 1948.19 -996.11

97.7 12.49 - Day Open >
 11 Sep 2017 (Mon) 951 1127/-231 (24487.40- (134.25-56.32 = (97.56-137.4 = 39.84)
(0.4%) 12.29 PDH
24706.95) -77.93) 24500PE 24500CE 11:25:00
70.90 1073.43 -971.68

106.9 11.86 - Day Open >
 12 Sep 2017 (Tue) 101 308/-247 (24717.90- (106.88-63.94 = (95.16-134.03 = 38.87)
(0.43%) 11.67 PDH
24788.80) -42.94) 24700PE 24700CE 10:49:00
104.80 1018.11 -961.5

33.65 11.7 -
 13 Sep 2017 (Wed) 56 427/-433 - (24747.90- (66.25-25.53 = -40.72) (94.17-132.63 = 38.46)
(0.14%) 11.83
24852.70) 24700PE 24700CE 09:54:00
3.35 -7.55 -370.55

25.45 11.43 -
 14 Sep 2017 (Thu) -378 393/-364 - (24913.50- (50.2-50.5 = 0.3) (36.29-51.11 = 14.82)
(0.1%) 11.58
24916.85) 24900PE 11:30:00 24900CE 09:35:00
Max
BN Gap India BN Prev Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot
Include Date Profit Profit/Loss
Up/Down  VIX  Day H/L  Change  PE ATM CE

17.65 637.58 -246.07

103.85 11.51 - Day Open >
 18 Sep 2017 (Mon) 391 494/-52 (25042.30- (103.84-78.33 = -25.5) (135.59-145.44 =
(0.42%) 11.44 PDH
25059.95) 25000PE 9.84) 25000CE
35.00 786.75 -482.53

12.85 11.22 -
 19 Sep 2017 (Tue) 303 475/-49 - (25016.60- (95.66-64.19 = -31.47) (107.23-126.53 =
(0.05%) 11.45
25051.60) 25000PE 19.3) 25000CE
-21.25 123.41 442.43

-56.9 11.39 - Day Open <
 20 Sep 2017 (Wed) 565 610/-146 (25008.80- (63.06-58.12 = -4.94) (100.95-83.25 =
(-0.23%) 11.62 PDL
24987.55) 25000PE -17.7) 25000CE
-160.15 -503.4 877.31

-30.95 11.6 - Day Open <
 21 Sep 2017 (Thu) 373 389/-155 (24981.30- (49.3-69.44 = 20.14) (35.44-0.35 = -35.09)
(-0.12%) 11.62 PDL
24821.15) 25000PE 09:43:00 25000CE
Max BN Gap India

  
e r s .
-75.75 -1598.77
h o th 1041.4
 25 Sep 2017 (Mon) -556 568/-1189
-7.3 13.06 -
- (24187.45-
w i t
(156.58-220.53 = 63.95) (169.74-128.08 =
re
(-0.03%) 13.34
24111.70)
h a 24200PE 09:35:00 -41.66) 24200CE
o n ot s
D
se.(24103.90-
86.55 1059.07 -1524.96
lu
-59.45 13.48 -
a
 26 Sep 2017 (Tue) -465 685/-629 - (102.29-59.93 = -42.36) (149.35-210.35 = 61)
(-0.25%) 12.9
o n
pers
24190.45) 24100PE 24100CE 13:36:00
f or
y
ictl109.55
r
-474.00 -654.57 2334.59
st
12.72 - Day Open >
i s
 27 Sep 2017 (Wed) 1679 1708/-182 (24295.80- (64.11-90.29 = 26.18) (99.3-5.92 = -93.38)
nt
(0.45%) 13.91 PDH
e
23821.80) 24300PE 09:34:00 24300CE
u m
is doc
28hSep 2017 (Thu)
T
86.90 -635.23 -10.68
-8.9 13.52 -
-645 154/-624 - (23821.90- (62.21-87.62 = 25.41) (70.99-71.41 = 0.43)
(-0.04%) 13.2
23908.80) 23800PE 09:25:00 23800CE 09:49:00
Expiry: 5 OCT 2017, Net Profit: -38, Average Day Profit: -12
Max BN Gap India

  
-62.90 -1805.93 831.71

147.6 12.35 -
 3 Oct 2017 (Tue) -973 0/-1594 - (24154.60- (176.87-249.11 = 72.24) (121.83-88.56 = -33.27)
(0.61%) 12.45
24091.70) 24200PE 09:27:00 24200CE
115.70 2628.75 -1163.06

20.75 12.53 -
 4 Oct 2017 (Wed) 1465 2314/0 - (24070.15- (152.44-47.29 = -105.15) (113.91-160.43 = 46.52)
(0.09%) 11.78
24185.85) 24100PE 24100CE 14:46:00
-36.55 -7.5 -523.25

1.45 11.74 -
 5 Oct 2017 (Thu) -529 348/-584 - (24113.90- (49.85-50.15 = 0.3) (51.25-72.18 = 20.93)
(0.01%) 11.66
24077.35) 24100PE 12:02:00 24100CE 09:30:00
Expiry: 12 OCT 2017, Net Profit: 1813, Average Day Profit: 604
Max BN Gap India

  
78.20 1304.74 -1161.54

19.55 11.53 -
 9 Oct 2017 (Mon) 142 336/-518 - (24170.85- (127.77-75.58 = -52.19) (113.76-160.22 = 46.46)
(0.08%) 11.4
24249.05) 24200PE 24200CE 09:34:00
37.20 352.76 59.25

52.9 11.33 -
 10 Oct 2017 (Tue) 411 552/-57 - (24327.20- (80.31-66.2 = -14.11) (114.51-112.14 = -2.37)
(0.22%) 11.12
24364.40) 24300PE 24300CE
-292.90 -636.25 1897.41

64 10.99 - Day Open >
 11 Oct 2017 (Wed) 1260 1289/-166 (24418.80- (62.31-87.76 = 25.45) (80.11-4.21 = -75.9)
(0.26%) 11.56 PDH
24125.90) 24400PE 13:28:00 24400CE
Max BN Gap India

  
-79.30 -1343.25 1016.84

126.25 11.38 - Day Open >
 16 Oct 2017 (Mon) -326 631/-832 (24797.95- (131.55-185.28 = 53.73) (124.67-84 = -40.67)
(0.51%) 11.24 PDH
24718.65) 24800PE 10:48:00 24800CE
e r s .
-5.8 11.41 -
-83.05 -1224.14
h o th(96.51-97.09 = 0.58)
-14.52
 17 Oct 2017 (Tue) -1238 0/-1202
(-0.02%) 11.64
- (24755.25-
i t
(119.89-168.86 = 48.97)
w
re
24672.20) 24800PE 09:31:00 24800CE 10:46:00
h a
-54.50n
o ot s
. D
-560.92 1709.13
e
-290.85 11.61 - Day Open <
 18 Oct 2017 (Wed) 1148 1219/0
u s (24396.40- (54.93-77.37 = 22.44) (73.18-4.81 = -68.37)
al
(-1.18%) 11.49 PDL
rs o n 24341.90) 24400PE 10:13:00 24400CE
or pe
r ict ly f
is s t
e n t Max
cumProfit Profit/Loss
BN Gap India
s do
Thi
Include Date Up/Down VIX (1) BN Sell 1 Lot ATM PE
  
-78.85 -1587.06 985.6

75.7 12.01 -
 23 Oct 2017 (Mon) -600 719/-1196 - (24140.10- (155.43-218.91 = 63.48) (190.68-151.25 = -39.42)
(0.32%) 12.38
24061.25) 24100PE 09:48:00 24100CE
91.70 1454.1 -1785.06

53.05 12.29 -
 24 Oct 2017 (Tue) -330 278/-1196 - (24142.70- (134.99-76.83 = -58.16) (174.82-246.23 = 71.4)
(0.22%) 11.65
24234.40) 24100PE 24100CE 10:16:00
226.75 -1606.91
758.5 11.74 - Day Open >
 25 Oct 2017 (Wed) -1606 746/-1578 (24786.95- (157.38-221.65 = 64.28) NA
(3.13%) 11.75 PDH
25013.70) 24800PE 09:28:00
-55.20 -1198.19 -14.42

-81.95 12.37 -
 26 Oct 2017 (Thu) -1212 598/-1177 - (25132.55- (117.35-165.27 = 47.93) (95.81-96.39 = 0.58)
(-0.33%) 11.54
25077.35) 25100PE 09:38:00 25100CE 13:00:00
Expiry: 2 NOV 2017, Net Profit: 1334, Average Day Profit: 333
Max BN Gap India

  
55.35 700.01 -492.24

34.1 12.16 -
 30 Oct 2017 (Mon) 207 465/-467 - (24944.55- (130.56-102.56 = -28) (205.08-224.77 = 19.69)
(0.14%) 12.01
24999.90) 24900PE 24900CE
25.75 656.79 62.45

53.55 12.4 -
 31 Oct 2017 (Tue) 718 858/0 - (24993.00- (159.52-133.25 = (134.89-132.4 = -2.5)
(0.21%) 12.45
25018.75) -26.27) 25000PE 25000CE
187.95 2032.86 -1154.41

177.95 12.12 - Day Open >
 1 Nov 2017 (Wed) 877 992/-392 (25308.45- (104.78-23.47 = -81.31) (113.06-159.24 = 46.18)
(0.71%) 12.04 PDH
25496.40) 25300PE 25300CE 10:01:00
-9.10 -12 -458.1

17.95 12.24 -
 2 Nov 2017 (Thu) -470 1035/-450 - (25450.15- (79.76-80.24 = 0.48) (44.87-63.19 = 18.32)
(0.07%) 11.94
25441.05) 25500PE 12:28:00 25500CE 09:28:00
Max BN Gap India

  
-15.50 700.23 -182.21

-81.7 12.57 -
 6 Nov 2017 (Mon) 517 661/-155 - (25627.15- (162.41-134.4 = -28.01) (161.12-168.4 = 7.29)
(-0.32%) 12.94
25611.65) 25600PE 25600CE
e r s .
-311.25 -1380.92
o h
t(165.5-50.75
2868.76
h
97.95 12.99 -
 7 Nov 2017 (Tue) 1487 1835/-398
(0.38%) 13.09
- (25636.90-
i t
(135.24-190.48 = 55.24)
w
= -114.75)
re
25325.65) 25600PE 10:01:00 25600CE
h a
-193.35n
o ot s
. D
-1385.5 -15.71
e
13.32 -
 8 Nov 2017 (Wed) -1401 428/-1407 75 (0.3%) -
u s (25355.70- (135.69-191.11 = 55.42) (104.44-105.06 = 0.63)
al
13.71
rs o n 25162.35) 25400PE 10:00:00 25400CE 11:27:00
o r pe
f
ly96.65
ict (0.38%)
-86.85 -797.09 894.7
12.95 -
 9 Nov 2017 (Thu) 97
s t r
120/-510 - (25357.70- (78.07-109.95 = 31.88) (36.49-0.7 = -35.79)
is
13.36
t
25270.85) 25400PE 10:31:00 25400CE
e n
d ocum
T h i s Expiry: 16 NOV 2017, Net Profit: -303, Average Day Profit: -75
Max BN Gap India

  
-190.25 -1850.72 1143.6

71.3 13.57 -
 13 Nov 2017 (Mon) -706 276/-892 - (25562.20- (181.25-255.28 = 74.03) (123.83-78.08 = -45.74)
(0.28%) 14.05
25371.95) 25600PE 15:00:00 25600CE
-53.30 -1366.16 -21.57

-5.75 13.57 -
 14 Nov 2017 (Tue) -1387 524/-1342 - (25376.30- (133.8-188.44 = 54.65) (143.37-144.23 = 0.86)
(-0.02%) 14.08
25323.00) 25400PE 12:28:00 25400CE 14:34:00
-22.75 267.79 900.43

-42.95 13.33 -
 15 Nov 2017 (Wed) 1167 1247/-346 - (25228.30- (78.41-67.7 = -10.71) (140.08-104.06 = -36.02)
(-0.17%) 14.51
25205.55) 25200PE 25200CE
121.85 1155.93 -532.41

74 13.53 -
 16 Nov 2017 (Thu) 623 649/-136 - (25284.10- (50.15-3.91 = -46.24) (52.14-73.44 = 21.3)
(0.29%) 13.13
25405.95) 25300PE 25300CE 10:14:00
Max

33.20 763.36 -546.39

5.3 12.99 -
 20 Nov 2017 (Mon) 216 415/-384 - (25724.80- (117.8-87.26 = -30.53) (165-186.86 = 21.86)
(0.02%) 13.47
25758.00) 25700PE 25700CE
-91.85 -782.84 1570.17

60.7 13.24 - Day Open >
 21 Nov 2017 (Tue) 787 1055/-15 (25848.40- (76.67-107.98 = 31.31) (163.51-100.7 =
(0.24%) 13.64 PDH
25756.55) 25800PE 14:28:00 -62.81) 25800CE
-21.80 -906.02 746.82

48.15 13.43 -
 22 Nov 2017 (Wed) -158 328/-788 - (25807.70- (88.73-124.97 = 36.24) (94.42-64.54 =
(0.19%) 13.99
25785.90) 25800PE 10:11:00 -29.87) 25800CE
-52.45 -309.98 1657.77

59.65 13.81 -
 23 Nov 2017 (Thu) 1347 1424/-53 - (25739.60- (30.36-42.76 = 12.4) (72.93-6.62 = -66.31)
(0.23%) 14.01
25687.15) 25700PE 12:44:00 25700CE
Max BN Gap India

  
e r s .
155.40 1516.06
o h
t(154.49-217.58
-1577.39
h
-86.6 13.59 - Day Open <
 27 Nov 2017 (Mon) -60 365/-367
(-0.34%) 13.11 PDL
(25687.10-
i t
(114.8-54.16 = -60.64)
w
= 63.1)
re
25842.50) 25700PE 25700CE 14:41:00
h a
-67.45 n
o ot s
. D
-870.9 1436.32
e
-61.5 12.83 -
 28 Nov 2017 (Tue) 565 1082/-5 -
u s (25906.45- (85.29-120.13 = 34.84) (144.81-87.36 = -57.45)
al
(-0.24%) 13.11
rs o n 25839.00) 25900PE 14:06:00 25900CE
o r pe
yf
l-16.75
ict (-0.06%)
12.86 -
-81.80 -1007.31 1142.98
 29 Nov 2017 (Wed) 135
s t r
207/-918 - (25868.20- (98.65-138.95 = 40.29) (86.24-40.52 = -45.72)
is
13.08
t
25786.40) 25900PE 09:45:00 25900CE
e n
d ocum
i s
-212.25 -391.42 2089.89
T h
 30 Nov 2017 (Thu) 1697 1717/-270
-101.9
(-0.4%)
12.99 -
13.38
Day Open <
PDL
(25639.70-
25427.45)
(38.33-53.99 = 15.66)
25600PE 09:27:00
(84.05-0.45 = -83.6)
25600CE
Expiry: 7 DEC 2017, Net Profit: -414, Average Day Profit: -103
Max BN Gap India

  
-122.30 -1930.64 1102.79

103.1 14.99 -
 4 Dec 2017 (Mon) -826 425/-849 - (25175.65- (189.08-266.31 = 77.23) (153.39-109.28 = -44.11)
(0.41%) 14.84
25053.35) 25200PE 14:47:00 25200CE
81.60 -1654.25 -20.48

-44.35 14.96 -
 5 Dec 2017 (Tue) -1674 82/-1625 - (25051.35- (162.01-228.18 = 66.17) (136.14-136.96 = 0.82)
(-0.18%) 14.97
25132.95) 25100PE 09:39:00 25100CE 13:59:00
-122.05 -1018 2041.88

-58.55 14.99 -
 6 Dec 2017 (Wed) 1023 1291/-177 - (25025.60- (99.7-140.42 = 40.72) (128.16-46.49 = -81.68)
(-0.23%) 14.95
24903.55) 25000PE 14:41:00 25000CE
114.00 1572.69 -509

83.5 14.88 -
 7 Dec 2017 (Thu) 1063 1081/-11 - (24909.20- (63.41-0.5 = -62.91) (49.85-70.21 = 20.36)
(0.34%) 14.43
25023.20) 24900PE 24900CE 09:35:00
Max BN Gap
 
3.75 16.35 262.81

113.6 14.01 - Day Open >
 11 Dec 2017 (Mon) 278 416/-71 (25400.20- (124.67-124.02 = -0.65) (119.84-109.33 = -10.51)
(0.45%) 14.16 PDH
25403.95) 25400PE 25400CE
-55.85 -539.66 586.55

8.55 14.26 -
 12 Dec 2017 (Tue) 46 227/-303 - (25223.85- (103.64-125.22 = 21.59) (109.67-86.21 = -23.46)
(0.03%) 15.25
25168.00) 25200PE 25200CE
-99.80 -16.65 -797.6

-7.25 15.18 -
 13 Dec 2017 (Wed) -813 1267/-783 - (25067.70- (110.67-111.33 = 0.67) (78.11-110.02 = 31.9)
(-0.03%) 16.09
24967.90) 25100PE 14:04:00 25100CE 11:01:00
117.70 -757.39 -9.58

62.05 16.03 -
 14 Dec 2017 (Thu) -765 242/-743 - (24997.85- (74.18-104.47 = 30.3) (63.66-64.04 = 0.38)
(0.25%) 16.57
25115.55) 25000PE 09:45:00 25000CE 10:00:00
Expiry: 21 DEC 2017, Net Profit: 4709, Average Day Profit: 1177
Max BN Gap India

  
e r s .
724.35 5874.98
h th -2745.55
o(268.89-378.71 = 109.82)
 18 Dec 2017 (Mon) 3129 3464/0
-258.55 14.57 - Day Open <
(24838.30-
w i t
(258.97-23.97 = -235)
re
(-1.02%) 13.17 PDL
25562.65)
h a 24800PE 24800CE 09:25:00
o n ot s
D
se.(25689.05-
26.90 620.67 296.13
lu
46.35 12.76 -
a
 19 Dec 2017 (Tue) 916 1016/-193 - (149.55-124.72 = (123.38-111.53 = -11.85)
(0.18%) 12.25
o n
pers
25715.95) -24.83) 25700PE 25700CE
f or
y
ictl62.85
r
3.55 1230.83 -792
st
12.13 - Day Open >
i s
 20 Dec 2017 (Wed) 438 915/-138 (25663.10- (127.37-78.13 = -49.23) (77.57-109.25 = 31.68)
nt
(0.24%) 12.1 PDH
e
25666.65) 25700PE 25700CE 11:10:00
u m
is doc
21hDec 2017 (Thu)
T
-38.35 -661.7 886.3
16.55 12.03 -
224 310/-599 - (25600.00- (64.81-91.27 = 26.47) (42.37-6.92 = -35.45)
(0.06%) 12.07
25561.65) 25600PE 09:57:00 25600CE
Max BN Gap
 
-41.85 327.97 269.12

11.2 12.13 -
 26 Dec 2017 (Tue) 596 706/-100 - (25607.30- (103.39-90.27 = -13.12) (119.59-108.83 = -10.76)
(0.04%) 12.05
25565.45) 25600PE 25600CE
-99.20 -11.43 -952.34

-22.4 12.14 -
 27 Dec 2017 (Wed) -963 165/-935 - (25606.20- (75.97-76.43 = 0.46) (93.27-131.36 = 38.09)
(-0.09%) 12.51
25507.00) 25600PE 14:21:00 25600CE 09:50:00
-36.80 -632.18 -8.88

-32.45 12.63 -
 28 Dec 2017 (Thu) -640 360/-620 - (25516.90- (61.91-87.2 = 25.29) (59.02-59.38 = 0.36)
(-0.13%) 12.39
25480.10) 25500PE 10:02:00 25500CE 13:52:00
Max BN Gap
Include Date Profit Profit/Loss Up/Down (1) BN Sell 1 Lot ATM PE
VIX  Day H/L  Change  CE
 
-177.90 -1465.41 1471.84

26.3 13.51 -
 1 Jan 2018 (Mon) 6 484/-470 - (25573.30- (143.52-202.13 = 58.62) (108.77-49.9 = -58.87)
(0.1%) 13.41
25395.40) 25600PE 14:58:00 25600CE
-51.80 -1301 803.8

64.1 13.61 -
 2 Jan 2018 (Tue) -496 80/-993 - (25371.90- (127.42-179.46 = 52.04) (99-66.85 = -32.15)
(0.25%) 13.69
25320.10) 25400PE 10:02:00 25400CE
-105.20 -731.43 1223.88

87.5 13.39 - Day Open >
 3 Jan 2018 (Wed) 492 728/-15 (25444.00- (71.63-100.89 = 29.26) (90.23-41.27 = -48.96)
(0.35%) 13.62 PDH
25338.80) 25400PE 14:30:00 25400CE
95.80 851.14 -600.11

49.05 13.64 -
 4 Jan 2018 (Thu) 250 438/-138 - (25338.50- (34.4-0.35 = -34.05) (58.77-82.78 = 24)
(0.19%) 13.51
25434.30) 25300PE 25300CE 11:02:00
Max BN Gap
 
e r s .
-25.20 182.85
o h
t(113.86-111.28
64.36
h
88.4 13.28 - Day Open >
 8 Jan 2018 (Mon) 247 431/-459
(0.35%) 13.7 PDH
(25721.70-
i t
(109.67-102.36 = -7.31)
w
= -2.57)
re
25696.50) 25700PE 25700CE
h a
83.30n
o ot s
. D
959.61 -911.3
e
51.85 13.94 -
 9 Jan 2018 (Tue) 47 467/-90 -
u s (25629.60- (88.43-50.05 = -38.38) (107.18-143.63 = 36.45)
al
(0.2%) 13.79
rs o n 25712.90) 25600PE 25600CE
or pe
f
ly6.1
ict (0.02%)
-31.20 -611.82 1084.09
14.04 -
 10 Jan 2018 (Wed) 472
s t
799/0
r - (25649.90- (59.92-84.39 = 24.47) (102.69-59.33 = -43.36)
is
14.05
t
25618.70) 25600PE 11:38:00 25600CE
e n
d ocum
i s
50.40 1572.57 -270.28
T h
 11 Jan 2018 (Thu) 1302 1320/-53
10.9
(0.04%)
14.24 -
14
- (25575.70-
25626.10)
(64.26-1.35 = -62.9)
25600PE
(26.47-37.28 = 10.81)
25600CE 10:43:00
Max BN Gap India

  
167.90 1735.37 -810.33

109.1 14.05 - Day Open >
 15 Jan 2018 (Mon) 924 1080/-194 (25896.40- (132.1-62.69 = -69.41) (79.36-111.77 = 32.41)
(0.42%) 14.34 PDH
26064.30) 25900PE 25900CE 10:04:00
-62.40 -112.39 805.96

59.95 14.5 - Day Open >
 16 Jan 2018 (Tue) 693 876/-67 (26031.30- (105.38-109.88 = 4.5) (101.35-69.11 = -32.24)
(0.23%) 14.1 PDH
25968.90) 26000PE 26000CE
279.40 2268.91 -583.31

-28.75 14.39 -
 17 Jan 2018 (Wed) 1685 1765/-317 - (25999.70- (102.49-11.74 = -90.76) (57.13-80.46 = 23.33)
(-0.11%) 13.86
26279.10) 26000PE 26000CE 09:42:00
-169.10 -17.76 -437.74

473.15 13.87 - Day Open >
 18 Jan 2018 (Thu) -455 2305/-430 (26698.80- (118.04-118.76 = 0.71) (42.87-60.38 = 17.51)
(1.8%) 14.01 PDH
26529.70) 26700PE 14:47:00 26700CE 09:26:00
Max BN Gap India

  
143.80 -28.13 -1504.6

31 14.7 -
 22 Jan 2018 (Mon) -1531 80/-1477 - (26906.40- (186.99-188.11 = 1.13) (147.36-207.54 = 60.18)
(0.12%) 15.42
27050.20) 26900PE 10:15:00 26900CE 10:00:00
224.90 2839.73 -1769.28

48.75 16.13 - Day Open >
 23 Jan 2018 (Tue) 1069 1291/-262 (27146.90- (183.45-69.86 = -113.59) (173.28-244.05 = 70.77)
(0.18%) 16.16 PDH
27371.80) 27100PE 27100CE 12:38:00
23.30 -1442.51 -22.34

-80.45 16.38 -
 24 Jan 2018 (Wed) -1464 111/-1417 - (27368.50- (141.27-198.98 = 57.7) (148.5-149.4 = 0.89)
(-0.29%) 18.07
27391.80) 27400PE 09:42:00 27400CE 10:55:00
-35.10 -999.68 -12.3

15.55 17.94 -
 25 Jan 2018 (Thu) -1010 999/-981 - (27403.20- (97.91-137.89 = 39.99) (81.75-82.25 = 0.49)
(0.06%) 17.52
27368.10) 27400PE 12:40:00 27400CE 13:57:00
Max BN Gap India Spot

BN Prev (1) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down VIX Change (2) BN Sell 1 Lot ATM CE
Day H/L  PE
   
e r s .
40.10 1049.8
h th -3020.41
o(295.81-416.63 = 120.82)
 29 Jan 2018 (Mon) -1969 122/-2808 0.45 (0%)
18.38 -
- (27472.20-
w i t
(363.9-321.91 = -41.99)
re
17.93
27512.30)
h a 27500PE 27500CE 09:36:00
o n ot s
D
se.(27362.20-
-77.00 1348.67 1142.31
lu
-31.6 17.8 -
a
 30 Jan 2018 (Tue) 2490 2743/-71 - (344.11-290.17 = -53.95) (274.03-228.33 = -45.69)
(-0.11%) 16.64
o n
pers
27285.20) 27400PE 27400CE
f o r
y
ictl-132.8
r
158.00 1012.11 -2703.81
st
16.16 - Day Open <
i s
 31 Jan 2018 (Wed) -1691 952/-1618 (27215.70- (189.43-148.95 = -40.48) (264.8-372.96 = 108.15)
nt
(-0.49%) 15.91 PDL
e
27373.70) 27200PE 27200CE 14:44:00
u m
is doc
T1h
-118.50 -1892.97 5779.19
-44.6 15.98 -
Feb 2018 (Thu) 3886 4023/-1468 - (27446.10- (185.39-261.11 = 75.72) (237.29-6.12 = -231.17)
(-0.16%) 14.17
27327.60) 27400PE 12:41:00 27400CE
Max BN Gap India

  
100.90 1336.71 -2697.7

-483 16.5 - Day Open <
 5 Feb 2018 (Mon) -1360 542/-1907 (25981.30- (256.93-203.46 = -53.47) (264.2-372.11 = 107.91)
(-1.83%) 16.13 PDL
26082.20) 26000PE 26000CE 11:21:00
723.30 -1884.83 -43.95

-958.65 17.68 - Day Open <
 6 Feb 2018 (Tue) -1928 0/-2497 (25188.90- (184.59-259.99 = 75.39) (292.12-293.88 = 1.76)
(-3.67%) 19.74 PDL
25912.20) 25200PE 09:43:00 25200CE 09:44:00
-262.90 -2058.4 4033.71

254.1 19.08 -
 7 Feb 2018 (Wed) 1974 2228/-1024 - (26023.30- (201.59-283.93 = 82.34) (222.33-60.98 = -161.35)
(0.98%) 19.32
25760.40) 26000PE 09:41:00 26000CE
271.30 3177.87 -813.89

89.85 19.02 -
 8 Feb 2018 (Thu) 2363 2389/-27 - (25680.90- (127.57-0.45 = -127.11) (79.71-112.27 = 32.56)
(0.35%) 17.81
25952.20) 25700PE 25700CE 09:29:00
Max BN Gap India

  
61.10 1190.11 478.79

66.45 18.2 -
 12 Feb 2018 (Mon) 1668 1916/-80 - (25620.90- (222.98-175.37 = -47.6) (275.92-256.77 = -19.15)
(0.26%) 17.93
25682.00) 25600PE 25600CE
-235.30 -1306.6 3669.99

108.65 17.08 - Day Open >
 14 Feb 2018 (Wed) 2362 2544/-231 (25690.10- (127.96-180.23 = 52.26) (181.6-34.8 = -146.8)
(0.42%) 16.75 PDH
25454.80) 25700PE 09:36:00 25700CE
-56.80 -13.27 -906.53

19.65 16.55 -
 15 Feb 2018 (Thu) -919 1096/-890 - (25414.40- (88.18-88.72 = 0.53) (88.78-125.04 = 36.26)
(0.08%) 16.53
25357.60) 25400PE 14:51:00 25400CE 09:49:00
Max

-217.70 -2134.24 3287.26

160.7 16.71 -
 19 Feb 2018 (Mon) 1153 2385/-554
(0.64%) 16.74
- (25199.60- (209.02-294.39 = 85.37)
e s .
(233.8-102.31 =
r
th
24981.90) 25200PE 09:48:00 -131.49) 25200CE
i t h o
r e w
17.07 -
-85.00
sh a -1229.85 1886.12
 20 Feb 2018 (Tue) 656 856/-137 47 (0.19%)
16.96
-
o
(24993.60-
n t (174.47-223.67 = 49.19) (171.83-96.39 =
D o
24908.60) 25000PE -75.44) 25000CE
l u se.
16.21 o n a
rs -
-24.90 -1216.51 1151.62
(0.49%) pe
122.2
r
 21 Feb 2018 (Wed) -64 1181/-753 - (24939.80- (119.14-167.8 = 48.66) (162.16-116.1 =
f o
16.08
l y
24914.90) 24900PE 09:47:00 -46.06) 24900CE
s t r ict
n t is
e
67.60 1740.37 -144.61
m
-124 16.16 -
oc u
 22 Feb 2018 (Thu) 1595 2496/-57
(-0.5%) 14.6
- (24827.80- (73.93-4.31 = -69.61) (94.52-100.3 = 5.78)
s d 24895.40) 24800PE 24800CE
Thi
Max BN Gap India

  
260.10 1805.61 -1794.73

149.5 13.9 - Day Open >
 26 Feb 2018 (Mon) 10 569/-870 (25440.10- (123.63-51.4 = -72.22) (175.77-247.56 = 71.79)
(0.59%) 13.76 PDH
25700.20) 25400PE 25400CE 10:38:00
-270.10 -1288.28 2559.98

-3.3 13.5 -
 27 Feb 2018 (Tue) 1271 1405/-494 - (25705.70- (126.17-177.7 = 51.53) (134.5-32.1 = -102.4)
(-0.01%) 14.03
25435.60) 25700PE 09:33:00 25700CE
142.70 1717.74 -1395.17

-267.35 14.18 - Day Open <
 28 Feb 2018 (Wed) 322 1580/-208 (25016.40- (107.63-38.92 = -68.71) (136.64-192.45 = 55.81)
(-1.05%) 13.75 PDL
25159.10) 25000PE 25000CE 14:42:00
-180.00 -818.47 1583.96

-85.05 13.65 -
 1 Mar 2018 (Thu) 764 787/-198 - (25171.30- (80.16-112.9 = 32.74) (63.51-0.15 = -63.36)
(-0.34%) 14.04
24991.30) 25200PE 09:54:00 25200CE
Max BN Gap India

  
41.10 1599.5 -882.46

-71.2 15.12 - Day Open <
 5 Mar 2018 (Mon) 716 929/-161 (24757.20- (251.89-187.91 = -63.98) (173.78-209.08 = 35.3)
(-0.29%) 15.51 PDL
24798.30) 24800PE 24800CE
-105.30 -1464.39 2300.46

-114.6 16.4 - Day Open <
 7 Mar 2018 (Wed) 835 1100/-896 (24254.40- (143.42-201.99 = 58.58) (151.15-59.13 = -92.02)
(-0.47%) 15.62 PDL
24149.10) 24300PE 11:36:00 24300CE
181.00 -911.62 -9.31

139.8 14.86 -
 8 Mar 2018 (Thu) -920 472/-895 - (24276.90- (89.28-125.75 = 36.46) (61.86-62.24 = 0.37)
(0.58%) 14.6
24457.90) 24300PE 09:48:00 24300CE 12:19:00
Max BN Gap India

  
233.00 2818.87 -2285.41

147.15 14.36 -
 12 Mar 2018 (Mon) 532 746/-279 - (24374.80- (222.08-109.33 = (223.83-315.24 = 91.42)
(0.61%) 14.59
24607.80) -112.75) 24400PE 24400CE 14:45:00
e r s .
56.10 -22.08
o h
t(212.01-298.6
-2164.78
h
-39.6 14.29 -
 13 Mar 2018 (Tue) -2186 152/-2126
(-0.16%) 14.41
- (24739.20-
i t
(146.76-147.64 = 0.88)
w
= 86.59)
re
24795.30) 24700PE 13:55:00 24700CE 09:49:00
h a
250.50 n
o ot s
. D
2992.81 -1673.08
e
-109 14.8 -
 14 Mar 2018 (Wed) 1318 2026/-168 -
u s (24576.80- (157.63-37.91 = -119.71) (163.86-230.78 = 66.92)
al
(-0.44%) 14.43
rs o n 24827.30) 24600PE 24600CE 14:39:00
or pe
f
ly2.65
ict (0.01%)
-45.20 -1058.72 -12.19
14.29 -
 15 Mar 2018 (Thu) -1069
s t r
370/-1039 - (24863.60- (103.69-146.04 = 42.35) (81.01-81.49 = 0.49)
is
14.33
t
24818.40) 24900PE 11:14:00 24900CE 13:14:00
e n
d ocum
T h i s Expiry: 22 MAR 2018, Net Profit: 2664, Average Day Profit: 666
Max BN Gap India

  
-210.30 -1883.3 3058.45

40.6 15.36 -
 19 Mar 2018 (Mon) 1174 2187/-775 - (24537.60- (184.44-259.78 = 75.33) (254.68-132.35 =
(0.17%) 15.67
24327.30) 24500PE 10:08:00 -122.34) 24500CE
-1.90 -22.31 -2609.13

-111.15 16.1 - Day Open <
 20 Mar 2018 (Tue) -2630 166/-2562 (24121.60- (148.3-149.2 = 0.89) (255.53-359.9 = 104.37)
(-0.46%) 15.71 PDL
24119.70) 24100PE 14:53:00 24100CE 11:43:00
-150.90 -1292.86 1912.75

163.1 14.92 -
 21 Mar 2018 (Wed) 619 962/-164 - (24375.80- (126.62-178.33 = 51.71) (136.44-59.93 = -76.51)
(0.67%) 15.24
24224.90) 24400PE 14:13:00 24400CE
-69.20 949.95 2551.08

-2.65 14.85 -
 22 Mar 2018 (Thu) 3500 3579/-195 - (24213.90- (60.92-22.92 = -38) (110.32-8.27 = -102.04)
(-0.01%) 15.23
24144.70) 24200PE 24200CE
Max BN Gap India

  
458.00 3319.74 -1866.5

4.5 15.85 -
 26 Mar 2018 (Mon) 1452 1567/-342 - (23687.80- (159.57-26.78 = -132.79) (182.8-257.46 = 74.66)
(0.02%) 15.23
24145.80) 23700PE 23700CE 11:57:00
55.00 -20.15 -1376.34

152.05 14.86 - Day Open >
 27 Mar 2018 (Tue) -1396 135/-1352 (24367.90- (133.95-134.75 = 0.81) (134.79-189.85 = 55.05)
(0.63%) 15.98 PDH
24422.90) 24400PE 11:11:00 24400CE 09:33:00
68.90 1770.11 547.85

-134.65 15.37 -
 28 Mar 2018 (Wed) 2317 2633/-85 - (24279.60- (92.87-22.07 = -70.8) (66.95-45.03 = -21.91)
(-0.55%) 15.74
24348.50) 24300PE 24300CE
Max BN Gap India

  
49.40 1135.73 47.51

-27.7 16.13 -
 2 Apr 2018 (Mon) 1182 1523/0 - (24242.20- (184.44-139.02 = -45.43) (259.22-257.32 = -1.9)
(-0.11%) 15.45
24291.60) 24200PE 24200CE
e r s .
16.80 1204.29
o h
t(143.42-152.91
-237.22
h
-42.55 15.65 -
 3 Apr 2018 (Tue) 966 1071/-272
(-0.17%) 15.26
- (24456.30-
i t
(195.41-147.24 = -48.17)
w
= 9.49)
re
24473.10) 24500PE 24500CE
h a
-372.90n
o ot s
. D
-16.95 -1432.84
e
-8.1 15.15 -
 4 Apr 2018 (Wed) -1449 291/-1407 -
u s (24492.70- (112.66-113.34 = 0.68) (140.33-197.64 = 57.31)
al
(-0.03%) 16.38
rs o n 24119.80) 24500PE 12:42:00 24500CE 10:37:00
o r pe
ict yf
l264.95 14.92 -
236.70 1360.89 -1112.67
 5 Apr 2018 (Thu) 247
s t r
978/-200 - (24439.40- (54.54-0.1 = -54.44) (108.97-153.48 = 44.51)
is
(1.1%) 14.74
t
24676.10) 24400PE 24400CE 14:32:00
e n
d ocum
T h i s Expiry: 12 APR 2018, Net Profit: 1706, Average Day Profit: 426
Max BN Gap India

  
162.90 1455.65 -887.73

-24.3 14.88 -
 9 Apr 2018 (Mon) 567 859/-11 - (24977.80- (183-124.77 = -58.23) (192.17-227.68 = 35.51)
(-0.1%) 14.86
25140.70) 25000PE 25000CE
20.50 441.4 356.13

59.8 14.54 - Day Open >
 10 Apr 2018 (Tue) 797 1036/-157 (25199.60- (174.47-156.82 = -17.66) (141.23-126.98 = -14.25)
(0.24%) 14.53 PDH
25220.10) 25200PE 25200CE
-25.30 -1359.54 -16.88

-28.45 14.58 -
 11 Apr 2018 (Wed) -1375 297/-1335 - (25105.10- (133.15-187.53 = 54.38) (112.21-112.89 = 0.68)
(-0.11%) 14.69
25079.80) 25100PE 09:45:00 25100CE 13:36:00
204.40 2249.45 -531.4

-21.35 14.98 -
 12 Apr 2018 (Thu) 1717 1736/0 - (24981.50- (90.18-0.2 = -89.98) (52.04-73.3 = 21.26)
(-0.09%) 14.57
25185.90) 25000PE 25000CE 09:55:00
Max

121.30 2077.85 -1097.89

-118.5 14.57 -
 16 Apr 2018 (Mon) 979 1339/0 - (25192.40- (197.46-114.34 = -83.11) (172.38-216.3 =
(-0.47%) 14.29
25313.70) 25200PE 43.92) 25200CE
29.60 1310.94 -220.55

62.9 14.13 - Day Open >
 17 Apr 2018 (Tue) 1090 1221/-77 (25306.50- (161.51-109.08 = -52.44) (132.6-141.42 =
(0.25%) 14.09 PDH
25336.10) 25300PE 8.82) 25300CE
-197.80 -1172.23 2285.74

92.3 13.85 - Day Open >
 18 Apr 2018 (Wed) 1112 1263/-99 (25307.20- (114.8-161.69 = 46.89) (115.65-24.22 =
(0.36%) 14.19 PDH
25109.40) 25300PE 14:41:00 -91.43) 25300CE
-19.20 811.27 1581.39

104.15 13.9 -
 19 Apr 2018 (Thu) 2392 2572/0 - (25112.00- (57.73-25.28 = -32.45) (72.28-9.03 = -63.26)
(0.41%) 13.79
25092.80) 25100PE 25100CE
Max BN Gap India

  
e r s .
125.50 1750.93
o h
t(144.91-204.1
-1479.66
h
121.65 13.29 -
 23 Apr 2018 (Mon) 270 795/-361
(0.49%) 13.07
- (24885.80-
i t
(178.71-108.68 = -70.04)
w
= 59.19)
re
25011.30) 24900PE 24900CE 10:34:00
h a
-24.80 n
o ot s
. D
-1608.95 962.57
e
11.55 12.68 -
 24 Apr 2018 (Tue) -646 323/-1093 -
u s (25093.60- (157.58-221.93 = 64.36) (118.74-80.24 = -38.5)
al
(0.05%) 11.88
rs o n 25068.80) 25100PE 12:41:00 25100CE
o r pe
yf
l-48.7
ict (-0.19%)
12.65 -
-163.40 -1506.64 1348.91
 25 Apr 2018 (Wed) -156
s t r
1051/-433 - (24976.50- (147.56-207.82 = 60.27) (75.82-21.87 = -53.96)
is
12.39
t
24813.10) 25000PE 14:03:00 25000CE
e n
d ocum
i s
87.50 1450.54 -649.48
T h
 26 Apr 2018 (Thu) 801 1655/0
18.8
(0.08%)
12.71 -
11.97
- (24829.00-
24916.50)
(58.67-0.65 = -58.02)
24800PE
(63.61-89.59 = 25.98)
24800CE 14:45:00
Max BN Gap
 
-53.10 773.91 171.25

95.55 12.48 - Day Open >
 30 Apr 2018 (Mon) 944 1073/-30 (25563.30- (139.38-108.42 = (103.44-96.59 = -6.85)
(0.38%) 12.39 PDH
25510.20) -30.96) 25600PE 25600CE
-43.80 -14.03 -862.25

75.45 12.84 -
 2 May 2018 (Wed) -875 429/-846 - (25590.30- (93.22-93.78 = 0.56) (84.45-118.94 = 34.49)
(0.3%) 12.95
25546.50) 25600PE 14:18:00 25600CE 12:22:00
124.50 1276.12 -522.74

-20.4 13.05 -
 3 May 2018 (Thu) 752 768/-293 - (25481.90- (51.3-0.25 = -51.04) (51.2-72.11 = 20.91)
(-0.08%) 12.87
25606.40) 25500PE 25500CE 09:55:00
Max BN Gap India

  
65.00 771.83 -326.61

30.85 13.37 -
 7 May 2018 (Mon) 445 609/-219 - (25760.20- (161.51-130.64 = -30.87) (112.56-125.63 = 13.06)
(0.12%) 13.82
25825.20) 25800PE 25800CE
70.70 468.62 -10.17

222.1 13.31 - Day Open >
 8 May 2018 (Tue) 457 629/-234 (25996.80- (143.52-124.77 = -18.74) (92.57-92.98 = 0.41)
(0.86%) 14.16 PDH
26067.50) 26000PE 26000CE
161.80 2174.01 -711.58

-102.4 14.17 -
 9 May 2018 (Wed) 1462 1833/0 - (25967.60- (124.92-37.96 = -86.96) (69.69-98.15 = 28.46)
(-0.39%) 14.37
26129.40) 26000PE 26000CE 10:01:00
-74.80 -1140.67 427.43

61.65 14.21 - Day Open >
 10 May 2018 (Thu) -712 219/-795 (26253.10- (111.71-157.34 = 45.63) (17.3-0.2 = -17.1)
(0.24%) 14.47 PDH
26178.30) 26300PE 13:02:00 26300CE
Max BN Gap India

  
e r s .
-24.00 -725.26
o h
t(183.45-193.08
-240.74
h
-8.7 14.06 -
 14 May 2018 (Mon) -966 634/-1243
(-0.03%) 14.33
- (26466.30-
i t
(237.29-266.3 = 29.01)
w
= 9.63)
re
26442.30) 26500PE 26500CE
h a
71.50n
o ot s
. D
2606.22 -1725
e
19.75 13.14 -
 15 May 2018 (Tue) 880 2651/-1311 -
u s (26451.10- (202.14-97.89 = -104.25) (168.94-237.94 = 69)
al
(0.07%) 13.15
rs o n 26522.60) 26500PE 26500CE 09:26:00
o r pe
yf
l-204.65
ict (-0.77%)
13.27 - Day Open <
-129.40 -1102.49 -17.62
 16 May 2018 (Wed) -1120
s t r
539/-1083 (26273.10- (107.98-152.07 = 44.1) (117.1-117.8 = 0.7)
is
13.57 PDL
t
26143.70) 26300PE 09:29:00 26300CE 11:30:00
e n
d ocum
i s
-146.00 -769.61 834.97
T h
 17 May 2018 (Thu) 64 248/-549
51.05
(0.19%)
12.95 -
13.37
- (26257.20-
26111.20)
(75.37-106.16 = 30.78)
26300PE 10:05:00
(33.5-0.1 = -33.4)
26300CE
Max BN Gap India

  
-229.50 -1929.11 1790.15

141.9 14.11 -
 21 May 2018 (Mon) -138 585/-731 - (25975.30- (188.93-266.1 = 77.16) (143.02-71.41 = -71.61)
(0.55%) 14.46
25745.80) 26000PE 10:31:00 26000CE
15.20 -21.34 -1392.11

29.45 14.15 -
 22 May 2018 (Tue) -1412 372/-1367 - (25775.20- (141.87-142.73 = 0.85) (136.34-192.02 = 55.68)
(0.11%) 13.69
25790.40) 25800PE 11:10:00 25800CE 09:54:00
-68.20 174.82 1140.01

-50.75 13.39 -
 23 May 2018 (Wed) 1314 1368/0 - (25825.70- (121.33-114.34 = -6.99) (89.33-43.73 = -45.6)
(-0.2%) 13.93
25757.50) 25800PE 25800CE
158.00 -429.6 -7.91

37.95 13.46 -
 24 May 2018 (Thu) -436 241/-421 - (25739.20- (42.07-59.26 = 17.18) (52.59-52.91 = 0.32)
(0.15%) 13.31
25897.20) 25700PE 09:53:00 25700CE 10:21:00
Max BN Gap India

  
255.00 2126.86 -1364.63

18.1 12.4 -
 28 May 2018 (Mon) 761 850/-97 - (26436.20- (138.33-53.26 = -85.07) (133.65-188.23 = 54.59)
(0.07%) 12.91
26691.20) 26400PE 26400CE 12:24:00
-165.20 -17.26 -1166.63

-47 13.06 -
 29 May 2018 (Tue) -1183 39/-1146 - (26449.20- (114.7-115.4 = 0.69) (114.26-160.92 = 46.67)
(-0.18%) 13.06
26284.00) 26400PE 12:03:00 26400CE 10:43:00
206.40 -26.53 -639.81

-214.9 13.1 - Day Open <
 30 May 2018 (Wed) -665 994/-628 (26057.90- (176.37-177.43 = 1.06) (62.66-88.25 = 25.59)
(-0.82%) 13.47 PDL
26264.30) 26100PE 10:22:00 26100CE 09:47:00
278.10 3318.65 -547.18

259.2 13.15 - Day Open >
 31 May 2018 (Thu) 2771 2796/-353 (26461.80- (133.5-0.75 = -132.75) (53.59-75.48 = 21.89)
(0.98%) 12.94 PDH
26739.90) 26500PE 26500CE 13:20:00

Include Date Profit Profit/Loss Up/Down VIX Change (1) BN Sell 1 Lot ATM PE
Day H/L  CE
   
e r s .
-553.10 -3088.61
h th 2924.16
o(155.58-38.62 = -116.97)
 4 Jun 2018 (Mon) -164 0/-2227
330.9 13.54 - Day Open >
(26858.40-
w i t
(302.49-426.03 = 123.54)
re
(1.24%) 13.89 PDH
26305.30)
h a
26900PE 09:33:00 26900CE
o n ot s
D
se.(26286.10-
-20.20 -2367.36 -28.83
lu
5.45 13.67 -
a
 5 Jun 2018 (Tue) -2395 778/-2325 - (231.85-326.55 = 94.69) (191.62-192.78 = 1.15)
(0.02%) 13.36
o n
pers
26265.90) 26300PE 10:58:00 26300CE 11:49:00
f or
y
ictl 15.9
r
164.10 3134 -1739.25
st
13.21 -
i s
 6 Jun 2018 (Wed) 1394 2634/-124 - (26225.20- (160.82-35.46 = -125.36) (170.34-239.91 = 69.57)
nt
(0.06%) 12.51
e
26389.30) 26200PE 26200CE 15:00:00
u m
is doc
T7h
69.90 2013.55 -480.5
210.35 11.92 - Day Open >
Jun 2018 (Thu) 1532 1840/0 (26566.60- (99.85-19.31 = -80.54) (47.06-66.28 = 19.22)
(0.8%) 12.91 PDH
26636.50) 26600PE 26600CE 10:05:00
Max BN Gap India

  
-42.50 -438.85 1167.01

21.85 12.33 -
 11 Jun 2018 (Mon) 727 1110/-224 - (26511.30- (183.6-201.15 = 17.55) (184.84-138.16 = -46.68)
(0.08%) 13.55
26468.80) 26500PE 26500CE
73.90 -26.55 -1588.08

113.05 12.85 -
 12 Jun 2018 (Tue) -1614 240/-1560 - (26505.30- (176.47-177.53 = 1.06) (155.53-219.06 = 63.52)
(0.43%) 12.86
26579.20) 26500PE 12:56:00 26500CE 12:33:00
-17.10 430.43 789.65

114.85 12.58 - Day Open >
 13 Jun 2018 (Wed) 1219 1426/-35 (26674.90- (155.68-138.46 = -17.22) (126.42-94.83 = -31.59)
(0.43%) 12.66 PDH
26657.80) 26700PE 26700CE
20.50 2154.11 822.92

-30.5 12.55 -
 14 Jun 2018 (Thu) 2976 3130/-113 - (26557.40- (107.23-21.06 = -86.16) (55.28-22.37 = -32.92)
(-0.11%) 12.1
26577.90) 26600PE 26600CE
Max BN Gap India

  
51.80 578.6 162.8

26.9 12.41 -
 18 Jun 2018 (Mon) 740 946/-21 - (26398.00- (179.21-156.07 = -23.14) (142.92-136.41 = -6.51)
(0.1%) 12.37
26449.80) 26400PE 26400CE
-24.60 489.93 42.26

38.8 12.49 -
 19 Jun 2018 (Tue) 531 727/-248 - (26349.90- (151.89-132.3 = -19.6) (127.42-125.73 = -1.69)
(0.15%) 12.82
26325.30) 26300PE 26300CE
196.70 2976.64 -844.94

54.7 12.6 -
 20 Jun 2018 (Wed) 2130 2173/0 - (26352.20- (140.08-21.01 = -119.07) (82.75-116.55 = 33.8)
(0.21%) 12.16
26548.90) 26400PE 26400CE 10:58:00
-157.40 -896.35 1059.28

87.6 12.2 - Day Open >
 21 Jun 2018 (Thu) 162 186/-417 (26664.20- (87.79-123.64 = 35.85) (42.62-0.25 = -42.37)
(0.33%) 12.45 PDH
26506.80) 26700PE 10:22:00 26700CE
Max BN Gap India

Day H/L  Change 
(1) BN Sell 1 Lot ATM PE
e r s .CE
th
  
i t h o
r e w
-48.7 12.46 -
-61.80
s h a
-1544.31 1195.88
 25 Jun 2018 (Mon) -347 279/-471
(-0.18%) 12.54
- (26701.10-
o t
(151.24-213.02
n 26700PE 14:45:00
= 61.77) (159.62-111.78 = -47.84)
D o
26639.30) 26700CE
u s e.
o n al
r s
148.10 2044.62 -1510.2
e
-114.05 12.71 - Day Open <
or p
 26 Jun 2018 (Tue) 534 692/-864 (26519.60- (134.94-53.16 = -81.78) (147.9-208.31 = 60.41)
f
(-0.43%) 12.69 PDL
l y
26667.70) 26500PE 26500CE 11:03:00
t
is stric
n t
e 359/-351
-118.60 -1404.84 1114.6
m
14.6 12.83 -
oc u
 27 Jun 2018 (Wed) -289
(0.05%) 13.15
- (26590.70- (137.59-193.78 = 56.19) (91.52-46.94 = -44.58)
s d 26472.10) 26600PE 11:34:00 26600CE
Thi
-80.20 -14.38 -669.33
-25.3 13.83 -
 28 Jun 2018 (Thu) -683 544/-657 - (26364.00- (95.56-96.14 = 0.58) (65.55-92.33 = 26.77)
(-0.1%) 13.8
26283.80) 26400PE 11:35:00 26400CE 10:05:00
Max BN Gap
 
-65.70 -1700.06 1041.78

13.28 -
 2 Jul 2018 (Mon) -658 583/-1325 0.25 (0%) - (26270.30- (166.5-234.5 = 68) (167.25-125.58 = -41.67)
13.37
26204.60) 26300PE 12:17:00 26300CE
50.90 1192.27 -1571.79

-20.2 13.63 -
 3 Jul 2018 (Tue) -378 394/-996 - (26169.50- (141.97-94.28 = (153.94-216.81 = 62.87)
(-0.08%) 13.04
26220.40) -47.69) 26200PE 26200CE 11:16:00
246.40 2395.38 -1172.23

45.15 13.19 -
 4 Jul 2018 (Wed) 1222 1291/-19 - (26176.70- (111.91-16.1 = -95.82) (114.8-161.69 = 46.89)
(0.17%) 12.71
26423.10) 26200PE 26200CE 13:27:00
36.50 1505.75 -588.4

47.6 12.49 - Day Open >
 5 Jul 2018 (Thu) 916 1163/-500 (26475.20- (75.02-14.79 = -60.23) (57.63-81.16 = 23.54)
(0.18%) 12.55 PDH
26511.70) 26500PE 26500CE 09:53:00
Max

119.50 1081.09 -562.16

148.5 12.39 - Day Open >
 9 Jul 2018 (Mon) 518 649/0 (26644.30- (122.63-79.39 = (161.51-184 = 22.49)
(0.56%) 12.37 PDH
26763.80) -43.24) 26600PE 26600CE
48.90 960.63 -1162.05

91.25 11.96 - Day Open >
 10 Jul 2018 (Tue) -200 330/-440 (26832.20- (106.63-68.2 = (113.81-160.29 = 46.48)
(0.34%) 12.33 PDH
26881.10) -38.43) 26800PE 26800CE 14:00:00
-43.10 -270.02 771.21

6.1 12.54 -
 11 Jul 2018 (Wed) 500 849/-91 - (26852.30- (136.44-147.24 = (65.65-34.8 = -30.85)
(0.02%) 12.72
26809.20) 10.8) 26900PE 26900CE
-6.80 1209.25 -728.38

121.3 12.36 -
 12 Jul 2018 (Thu) 480 576/-257 - (27029.90- (54.09-5.72 = -48.37) (71.34-100.47 = 29.14)
(0.45%) 12.56
27023.10) 27000PE 27000CE 09:58:00
Max BN Gap India

s .
(2) BN Sell 1 Lot ATM CE
e r
th
  
i t h o
r e w
-21.45 12.49 -
-168.20
s h a-1102.62 1946.39
 16 Jul 2018 (Mon) 842 1099/0
(-0.08%) 13.04
- (26844.30-
n o t(112.16-156.27 = 44.1) (179.56-101.7 = -77.86)
D o
26676.10) 26800PE 26800CE
l u se.
12.63 - o n a
rs
219.70 1846.02 -1315.76
e
-16.95
(-0.06%) p12.77
r
 17 Jul 2018 (Tue) 529 637/-137 - (26779.00- (105.03-31.19 = -73.84) (128.86-181.49 = 52.63)
l y f o 26998.70) 26800PE 26800CE 14:08:00
s t r ict
n t is
e
-223.60 -649.99 -21.68
um
99.25 12.61 - Day Open >
c
 18 Jul 2018 (Wed) -671 527/-638 (27118.40- (63.66-89.66 = 26) (144.12-144.98 = 0.87)
o
(0.37%) 13.79 PDH
i s d 26894.80) 27100PE 09:41:00 27100CE 10:00:00
T h
-136.50 -697.84 -10.54
79.3 13.45 -
 19 Jul 2018 (Thu) -707 290/-685 - (26887.60- (68.34-96.26 = 27.91) (70.09-70.51 = 0.42)
(0.3%) 13.71
26751.10) 26900PE 09:45:00 26900CE 10:19:00
Max BN Gap India

  
98.20 1650.5 -1033.49

-171.9 13.59 - Day Open <
 23 Jul 2018 (Mon) 616 1206/0 (26891.80- (146.26-80.24 = -66.02) (194.32-235.65 = 41.34)
(-0.64%) 12.95 PDL
26990.00) 26900PE 26900CE
-127.50 -1057.7 1641.67

-24 12.48 -
 24 Jul 2018 (Tue) 583 1176/-768 - (27093.90- (103.59-145.9 = 42.31) (154.93-89.27 = -65.67)
(-0.09%) 12.49
26966.40) 27100PE 12:17:00 27100CE
15.20 907.97 -3.2

18.15 12.69 -
 25 Jul 2018 (Wed) 904 1057/-156 - (27025.60- (98.3-61.99 = -36.32) (129.61-129.74 = 0.13)
(0.07%) 12.24
27040.80) 27000PE 27000CE
225.40 1384.52 -964.05

23.4 12.41 -
 26 Jul 2018 (Thu) 419 444/-366 - (27129.00- (55.78-0.4 = -55.38) (94.42-132.98 = 38.56)
(0.09%) 12.04
27354.40) 27100PE 27100CE 10:09:00
Max BN Gap India

  
161.80 2740.64 -1290.32

133.25 12.99 - Day Open >
 30 Jul 2018 (Mon) 1449 1600/-387 (27687.40- (200.35-90.72 = (126.37-177.98 = 51.61)
(0.48%) 12.65 PDH
27849.20) -109.63) 27700PE 27700CE 13:15:00
-30.80 769.47 -330.93

-45.4 12.74 -
 31 Jul 2018 (Tue) 438 565/-520 - (27764.60- (160.52-129.74 = (107.93-121.16 = 13.24)
(-0.16%) 12.53
27733.80) -30.78) 27800PE 27800CE
-160.00 -1324.93 1437.17

-79.35 12.47 -
 1 Aug 2018 (Wed) 111 912/-387 - (27778.30- (129.76-182.76 = 53) (114.21-56.72 = -57.49)
(-0.29%) 12.51
27618.30) 27800PE 11:21:00 27800CE
-80.60 323.14 2096.86

-127.1 12.73 - Day Open <
 2 Aug 2018 (Thu) 2419 2587/-52 (27447.80- (52.19-39.27 = -12.93) (87.74-3.86 = -83.87)
(-0.46%) 12.6 PDL
27367.20) 27400PE 27400CE
Max
e r s .
th

i t h o
r e w
74.05 12.24 - Day Open >
12.10
sh a 277.06 -323.67
 6 Aug 2018 (Mon) -46 277/-313
(0.27%) 12.56 PDH
n o t
(27879.40- (125.12-114.04 = (134.69-147.64 = 12.95)
o
se. D
27891.50) -11.08) 27900PE 27900CE
a l u
12.71 o
rs - n 37.10 1009.94 -216.6
(0.27%) pe
74.45
r
 7 Aug 2018 (Tue) 793 874/-18 - (27862.80- (145.56-105.16 = (114.66-123.32 = 8.66)
f o
12.53
l y
27899.90) -40.4) 27900PE 27900CE
s t r ict
n t is
e
71.20 1472.05 -1140.16
m
54.65 12.72 -
oc u
 8 Aug 2018 (Wed) 331 861/-20
(0.2%) 12.57
- (27917.70- (99-40.12 = -58.88) (111.66-157.27 = 45.61)
s d 27988.90) 27900PE 27900CE 10:39:00
Thi
112.60 1876.74 -401.09
111.2 12.67 - Day Open >
 9 Aug 2018 (Thu) 1475 1495/0 (28174.40- (75.82-0.75 = -75.07) (39.28-55.33 = 16.04)
(0.4%) 12.69 PDH
28287.00) 28200PE 28200CE 10:07:00
Max

-124.50 -771.15 1624.08

-363.45 13.24 - Day Open <
 13 Aug 2018 (Mon) 852 1232/0 (27890.60- (142.27-173.12 = (163.51-98.54 = -64.96)
(-1.29%) 13.46 PDL
27766.10) 30.85) 27900PE 27900CE
5.80 1057.06 -359.65

13.26 -
 14 Aug 2018 (Tue) 696 839/-66 70 (0.25%) - (27987.90- (115.65-73.37 = (98.8-113.19 = 14.39)
13.27
27993.70) -42.28) 28000PE 28000CE
-12.60 561.82 -1065.85

-185.55 13.34 - Day Open <
 16 Aug 2018 (Thu) -504 427/-676 (27826.60- (32.4-9.93 = -22.47) (104.39-147.02 = 42.63)
(-0.66%) 13.71 PDL
27814.00) 27800PE 27800CE 10:14:00
Max

-12.00 -36.35 205.54

43.1 13.17 -
 20 Aug 2018 (Mon) 168 348/-37 - (28290.00- (108.27-109.73 = 1.45) (150.5-142.28 =
(0.15%) 13.01
28278.00) 28300PE -8.22) 28300CE
5.00 369.84 547.87

21.6 12.92 -
 21 Aug 2018 (Tue) 916 1125/-19 - (28252.30- (125.12-110.33 = -14.79) (100.1-78.18 =
(0.08%) 12.89
28257.30) 28300PE -21.91) 28300CE
-185.90 -605.2 1308.55

64.05 12.88 - Day Open >
 23 Aug 2018 (Thu) 703 718/0 (28198.20- (59.27-83.48 = 24.21) (52.44-0.1 = -52.34)
(0.23%) 12.77 PDH
28012.30) 28200PE 10:06:00 28200CE
Max

138.70 622.96 -728.04

136.55 12 -
 27 Aug 2018 (Mon) -104 283/-536 - (28122.70- (92.67-67.75 = -24.92) (180.76-209.88 =
(0.49%) 12.22
28261.40) 28100PE 29.12) 28100CE
e r s .1173.8
115.7 12.35 - Day Open >
-120.70 -1354.45
h o th (106.43-59.48 =
 28 Aug 2018 (Tue) -180 288/-562
(0.41%) 12.43 PDH
(28357.70-
i t
(132.65-186.83 = 54.18)
w
re
28237.00) 28400PE 09:30:00 -46.95) 28400CE
h a
o n ot s
D
se. (28289.30-
30.10 -836.8 303.79
-36.25 12.24 -
u
 29 Aug 2018 (Wed) -532 589/-748 - (81.95-115.43 = 33.47) (147.46-135.3 =
al
(-0.13%) 12.43
rs o n 28319.40) 28300PE 09:33:00 -12.15) 28300CE
or pe
f
ly9.6
ict
-78.10 -768.59 1394.83
12.36 -
 30 Aug 2018 (Thu) 625
s t
1190/0
r - (28103.80- (75.27-106.02 = 30.74) (62.26-6.47 = -55.79)
is
(0.03%) 12.44
t
28025.70) 28100PE 13:12:00 28100CE
e n
d ocum
T h i s Expiry: 6 SEP 2018, Net Profit: 4288, Average Day Profit: 1072
Max BN Gap India

  
-116.50 -709.61 1626.2

137.7 12.92 - Day Open >
 3 Sep 2018 (Mon) 916 1081/-191 (27993.95- (116.55-144.93 = 28.38) (199.4-134.35 = -65.05)
(0.49%) 13.33 PDH
27877.45) 28000PE 28000CE
-313.30 -732.96 3913.63

26.05 13.48 -
 4 Sep 2018 (Tue) 3180 3429/-181 - (27734.15- (71.78-101.1 = 29.32) (203.84-47.29 =
(0.09%) 13.84
27420.85) 27700PE 09:31:00 -156.55) 27700CE
-118.25 -1058.21 1952.7

-21.45 13.74 -
 5 Sep 2018 (Wed) 894 1826/-182 - (27401.85- (103.64-145.97 = 42.33) (137.59-59.48 = -78.11)
(-0.08%) 13.79
27283.60) 27400PE 12:11:00 27400CE
129.85 -693.26 -9.24

88.2 13.58 -
 6 Sep 2018 (Thu) -702 158/-681 - (27375.40- (67.9-95.63 = 27.73) (61.42-61.78 = 0.37)
(0.32%) 13.67
27505.25) 27400PE 09:33:00 27400CE 09:44:00
Expiry: 12 SEP 2018, Net Profit: -2249, Average Day Profit: -749
Max BN Gap India

  
-117.25 -1628.8 1346.71

-86.25 14.22 -
 10 Sep 2018 (Mon) -281 557/-702 - (27351.25- (159.52-224.67 = 65.15) (132.15-78.28 = -53.87)
(-0.31%) 15.12
27234.00) 27400PE 12:07:00 27400CE
-348.15 -16.04 -1343.76

93.45 15.21 -
 11 Sep 2018 (Tue) -1359 222/-1320 - (27177.35- (106.63-107.27 = 0.64) (131.6-185.35 = 53.75)
(0.34%) 15.4
26829.20) 27200PE 13:49:00 27200CE 09:40:00
49.50 -592.98 -15.4

87.65 15.15 -
 12 Sep 2018 (Wed) -607 273/-582 - (26749.90- (58.08-81.79 = 23.72) (102.34-102.96 = 0.62)
(0.33%) 14.28
26799.40) 26700PE 09:24:00 26700CE 09:29:00
Max BN Gap India

  
-27.60 -1488.82 -20.29

-161.25 14.01 -
 17 Sep 2018 (Mon) -1508 126/-1462 - (26866.50- (145.81-205.36 = 59.55) (134.84-135.66 = 0.81)
(-0.59%) 14.45
26838.90) 26900PE 10:56:00 26900CE 13:53:00
e r s .
-390.05 -1253.67
o h
t(127.87-8.22
2991.02
h
-63.3 13.95 -
 18 Sep 2018 (Tue) 1736 1784/-495
(-0.24%) 14.43
- (26884.50-
i t
(122.78-172.93 = 50.15)
w
= -119.64)
re
26494.45) 26900PE 09:45:00 26900CE
h a
-119.40n
o ot s
. D
-8.33 -1190.55
e
90.55 14.22 -
 19 Sep 2018 (Wed) -1198 336/-1169 -
u s (26437.00- (55.38-55.72 = 0.33) (116.6-164.22 = 47.62)
al
(0.34%) 14.14
rs o n 26317.60) 26400PE 13:00:00 26400CE 09:59:00
or pe
r ict ly f
is s t
e n t Max
BN Gap India Spot
s do
Thi
Include Date Up/Down VIX Change (1) BN Sell 1 Lot ATM PE
Day H/L  CE
   
-287.95 -3139.51 3518.45

48.15 16.21 -
 24 Sep 2018 (Mon) 378 1356/-669 - (25386.05- (307.47-433.06 = 125.58) (272.18-131.44 =
(0.19%) 16.91
25098.10) 25400PE 12:31:00 -140.74) 25400CE
407.05 -37.12 -2652.4

-22.65 17.89 -
 25 Sep 2018 (Tue) -2689 810/-2605 - (24806.40- (246.71-248.19 = 1.48) (259.77-365.86 = 106.1)
(-0.09%) 17.02
25213.45) 24800PE 10:08:00 24800CE 09:57:00
8.95 1151.87 1986.43

194.75 16.61 - Day Open >
 26 Sep 2018 (Wed) 3138 3482/0 (25350.25- (218.84-172.77 = -46.07) (196.71-117.25 = -79.46)
(0.77%) 17.3 PDH
25359.20) 25400PE 25400CE
-273.15 -1363.61
65.8 16.46 - 2064.98
 27 Sep 2018 (Thu) 700 733/-357 - (25360.20- (133.55-188.09 = 54.54)
(0.26%) 16.95 (83-0.4 = -82.6) 25400CE
25087.05) 25400PE 10:45:00
Max BN Gap India

  
388.80 5287.01 -3125.26

-175.95 17.55 -
 1 Oct 2018 (Mon) 2161 2407/-350 - (24898.60- (267-55.52 = -211.48) (306.08-431.09 = 125.01)
(-0.7%) 17.21
25287.40) 24900PE 24900CE 14:17:00
-135.75 -22.12 -2051.78

-76.45 17.62 -
 3 Oct 2018 (Wed) -2073 1003/-2015 - (25195.35- (147.01-147.89 = 0.88) (200.95-283.02 = 82.07)
(-0.3%) 18.2
25059.60) 25200PE 14:33:00 25200CE 12:15:00
36.55 -18.73 -715.15

-334.75 18.96 - Day Open <
 4 Oct 2018 (Thu) -733 641/-702 (24783.80- (124.48-125.22 = 0.75) (70.04-98.65 = 28.61)
(-1.34%) 18.62 PDL
24820.35) 24800PE 11:03:00 24800CE 10:40:00
Max BN Gap India

  
-63.65 -2897.23 603.03

27.3 20.14 -
 8 Oct 2018 (Mon) -2293 694/-2807 - (24510.60- (283.75-399.64 = 115.89) (275.12-251 = -24.12)
(0.11%) 20.78
24446.95) 24500PE 14:27:00 24500CE
-69.90 -1517.38 2236.15

85.3 20.12 -
 9 Oct 2018 (Tue) 718 2121/-415 - (24676.90- (252.29-312.99 = 60.7) (220.24-130.79 = -89.45)
(0.35%) 19.64
24607.00) 24700PE 24700CE
e r s .
740.50 4403.66
o h
t(169.94-239.35
-1735.18
h
68.95 19.02 -
 10 Oct 2018 (Wed) 2668 2766/-366
(0.28%) 17.9
- (24614.15-
i t
(188.43-12.29 = -176.15)
w
= 69.41)
re
25354.65) 24600PE 24600CE 09:59:00
h a
248.90 n
o ot s
. D
-1801.35
e
-779.95 19.8 - Day Open <
 11 Oct 2018 (Thu) -1800 618/-1769
u s (24544.75- NA (176.42-248.47 = 72.05)
al
(-3.08%) 20.57 PDL
rs o n 24793.65) 24500CE 11:50:00
or pe
r ict ly f
is s t
e n t Max
BN Gap India
s do
Thi
Include Date Up/Down VIX (2) BN Sell 1 Lot ATM CE
  
169.40 2918.04 -2330.2

48.15 19.78 -
 15 Oct 2018 (Mon) 587 1170/-1246 - (25205.05- (279.56-162.84 = (228.21-321.42 = 93.21)
(0.19%) 18.97
25374.45) -116.72) 25200PE 25200CE 13:24:00
91.10 2775.74 -1683.26

26.15 18.28 -
 16 Oct 2018 (Tue) 1091 1420/-203 - (25490.35- (200.4-89.37 = -111.03) (164.85-232.18 = 67.33)
(0.1%) 17.45
25581.45) 25500PE 25500CE 09:49:00
-457.35 -768.59 2671.94

249.45 16.38 - Day Open >
 17 Oct 2018 (Wed) 1903 1925/0 (25850.00- (75.27-106.02 = 30.74) (106.98-0.1 = -106.88)
(0.97%) 17.71 PDH
25392.65) 25800PE 09:53:00 25800CE
Max

-137.90 -1367.47 1949.55

398.45 20.27 - Day Open >
 22 Oct 2018 (Mon) 581 1699/-697 (25276.80- (297.5-352.2 = 54.7) (216.85-138.87 =
(1.59%) 20.84 PDH
25138.90) 25300PE -77.98) 25300CE
-123.85 -457.05 1634.25

-291.7 20.9 - Day Open <
 23 Oct 2018 (Tue) 1176 1909/-229 (24993.80- (254.53-272.82 = 18.28) (204.24-138.87 =
(-1.16%) 19.47 PDL
24869.95) 25000PE -65.37) 25000CE
-208.20 -1864.47 2203.94

340.25 18.45 - Day Open >
 24 Oct 2018 (Wed) 339 1012/-852 (25262.20- (182.6-257.18 = 74.58) (142.67-54.51 =
(1.36%) 19.24 PDH
25054.00) 25300PE 10:55:00 -88.16) 25300CE
-144.30 -1168.16 3536.09

-222.7 19.79 -
 25 Oct 2018 (Thu) 2367 2449/-46 - (24945.10- (114.41-161.13 = 46.73) (146.61-5.17 =
(-0.89%) 18.76
24800.80) 24900PE 10:37:00 -141.44) 24900CE
Expiry: 1 NOV 2018, Net Profit: -268, Average Day Profit: -67
Max BN Gap India

  
429.85 4244.98 -2890.1

226.9 20.65 -
 29 Oct 2018 (Mon) 1354 1597/-1186 - (24436.20- (243.12-73.32 = -169.8) (283.05-398.65 = 115.6)
(0.93%) 19.87
24866.05) 24400PE 24400CE 12:10:00
-264.25 -2019.2 3046.66

-34.95 19.9 -
 30 Oct 2018 (Tue) 1026 1771/-1681 - (25015.30- (197.75-278.52 = 80.77) (224.67-102.81 =
(-0.14%) 20.63
24751.05) 25000PE 11:33:00 -121.87) 25000CE
e r s .
399.15 -1642.03
o h
t(238.58-240.02
-35.89
h
16.05 21.39 -
 31 Oct 2018 (Wed) -1676 1086/-1934
(0.06%) 19.69
- (24723.50-
i t
(160.82-226.5 = 65.68)
w
= 1.44)
re
25122.65) 24700PE 09:54:00 24700CE 12:13:00
h a
99.55 n
o ot s
. D
-957.43 -15.29
e
131.95 19.41 - Day Open >
 1 Nov 2018 (Thu) -972 61/-940
u s (25241.45- (93.77-132.07 = 38.3) (101.64-102.26 = 0.61)
al
(0.52%) 19.12 PDH
rs o n 25341.00) 25200PE 09:29:00 25200CE 10:30:00
or pe
r ict ly f
is s t
e n t Max
BN Gap
s do
Thi
Include Date Up/Down
 
69.55 2439.53 -1177.32

29.9 19.21 -
 5 Nov 2018 (Mon) 1261 1639/-461 - (25585.85- (176.77-79.19 = -97.58) (115.3-162.4 = 47.09)
(0.12%) 19.65
25655.40) 25600PE 25600CE 09:40:00
-230.70 -547.68 2501.19

15.2 18.41 -
 6 Nov 2018 (Tue) 1952 2205/0 - (25837.65- (53.64-75.55 = 21.91) (100.3-0.25 = -100.05)
(0.06%) 18.83
25606.95) 25800PE 13:46:00 25800CE
Max BN Gap India

  
-282.50 -2034.98 2894.69

45.15 17.78 -
 12 Nov 2018 (Mon) 859 1041/-667 - (25868.60- (199.3-280.7 = 81.4) (176.47-60.68 = -115.79)
(0.18%) 19.31
25586.10) 25900PE 10:15:00 25900CE
268.75 2401.34 -2192.26

-117.75 18.92 - Day Open <
 13 Nov 2018 (Tue) 208 827/-418 (25449.00- (138.98-42.93 = -96.05) (214.7-302.39 = 87.69)
(-0.46%) 18.8 PDL
25717.75) 25400PE 25400CE 13:43:00
47.25 -1069.41 -22.69

183.8 18.3 - Day Open >
 14 Nov 2018 (Wed) -1091 638/-1050 (25936.20- (104.73-147.51 = 42.78) (150.8-151.7 = 0.91)
(0.71%) 18.71 PDH
25983.45) 25900PE 09:52:00 25900CE 10:58:00
187.30 -1046.5 -7.85

16.05 18.43 -
 15 Nov 2018 (Thu) -1053 62/-1027 - (25975.80- (102.49-144.35 = 41.86) (52.14-52.46 = 0.31)
(0.06%) 18.31
26163.10) 26000PE 09:45:00 26000CE 10:54:00
Max BN Gap
 
-46.10 78.23 -64.56

119.05 18.11 - Day Open >
 19 Nov 2018 (Mon) 12 636/-431 (26322.50- (230.01-226.88 = -3.13) (204.14-206.72 = 2.58)
(0.45%) 19.42 PDH
26276.40) 26300PE 26300CE
-148.95 -464.09 1920.47

-89.2 18.94 -
 20 Nov 2018 (Tue) 1455 1554/-89 - (26217.95- (184.64-203.21 = 18.56) (185.14-108.32 = -76.82)
(-0.34%) 19.35
26069.00) 26200PE 26200CE
126.35 2346.11 -1237.38

-7.9 18.83 -
 21 Nov 2018 (Wed) 1108 1383/-12 - (26159.65- (139.38-45.54 = -93.84) (121.19-170.68 = 49.5)
(-0.03%) 19.46
26286.00) 26200PE 26200CE 12:28:00
e r s .
-180.70 -519.69
o h
t(97.26-0.35
2422.66
h
-28.4 18.55 -
 22 Nov 2018 (Thu) 1902 1921/-35
(-0.11%) 19.24
- (26233.75-
i t
(50.9-71.68 = 20.79)
w
= -96.91)
re
26053.05) 26200PE 13:41:00 26200CE
h a
o n ot s
s
Expiry: 29 NOV 2018, Net Profit: 1259, Average D
e. Day Profit: 314
al u
o n
rs BN Prev
Max BN Gap
pe
r VIX Day H/L  Change
India
l y f
Up/Downo Spot (1) BN Sell 1 Lot ATM
t rict  PE
s
  
n ti s
e
um496 612/-223 96.55 18.86 -
c
213.10 2426.16 -1929.11
 26 Nov 2018o
i s d (Mon) - (26119.45- (173.98-76.93 = -97.05) (188.93-266.1 = 77.16)
h
(0.37%) 20.42
T 26332.55) 26100PE 26100CE 13:50:00
153.65 -21.09 -1563.65

-79.5 18.13 -
 27 Nov 2018 (Tue) -1584 81/-1536 - (26302.85- (140.18-141.02 = 0.84) (153.14-215.69 = 62.55)
(-0.3%) 18.35
26456.50) 26300PE 11:32:00 26300CE 10:36:00
-6.25 -34.84 1103.94

46.55 17.54 -
 28 Nov 2018 (Wed) 1069 1297/-175 - (26493.15- (114.9-116.3 = 1.39) (112.41-68.25 = -44.16)
(0.18%) 18.05
26486.90) 26500PE 26500CE
350.05 1881.79 -603.17

183.65 17.4 - Day Open >
 29 Nov 2018 (Thu) 1278 1296/0 (26609.80- (75.57-0.3 = -75.27) (59.07-83.2 = 24.13)
(0.69%) 18.72 PDH
26959.85) 26600PE 26600CE 11:33:00
Max BN Gap
 
-78.60 57.43 414.34

169.95 19.16 - Day Open >
 3 Dec 2018 (Mon) 471 589/-215 (26945.20- (193.27-190.97 = -2.3) (212.66-196.09 =
(0.63%) 18.29 PDH
26866.60) 26900PE -16.57) 26900CE
-66.80 -333.01 1554.39

-48.05 18.22 -
 4 Dec 2018 (Tue) 1220 1448/0 - (26778.95- (171.73-185.05 = 13.32) (193.42-131.24 =
(-0.18%) 18.41
26712.15) 26800PE -62.18) 26800CE
-75.90 173.83 1392.97

-121.7 18.11 - Day Open <
 5 Dec 2018 (Wed) 1566 1849/0 (26558.75- (152.94-145.99 = -6.95) (124.63-68.91 = -55.72)
(-0.46%) 18.6 PDL
26482.85) 26600PE 26600CE
-126.75 -585.86 -10.96

-180.5 18.39 - Day Open <
 6 Dec 2018 (Thu) -596 980/-575 (26306.65- (57.38-80.81 = 23.43) (72.83-73.27 = 0.44)
(-0.68%) 19.07 PDL
26179.90) 26300PE 09:46:00 26300CE 13:19:00
Max BN Gap
 
-108.90 -2257.06 800.77

-520.65 18.59 - Day Open <
 10 Dec 2018 (Mon) -1455 343/-1362 (26217.70- (268.74-359.02 = 90.28) (327.51-295.48 = -32.03)
(-1.96%) 2046.75 PDL
26108.80) 26200PE 26200CE
345.50 5886.51 -3077.41

-500.4 20.44 - Day Open <
 11 Dec 2018 (Tue) 2808 4582/-84 (25771.75- (323.98-88.51 = (301.39-424.49 = 123.1)
(-1.92%) 1796.5 PDL
26117.25) -235.46) 25800PE 25800CE 11:45:00
e r s .
254.20 3528.54
o h
t(127.42-179.46
-1301
h
122.85 17.95 - Day Open >
 12 Dec 2018 (Wed) 2227 2364/0
(0.47%) 1600 PDH
(26368.00-
i
(163.41-22.27 =
w t = 52.04)
re
26622.20) -141.14) 26400PE 26400CE 13:45:00
h a
o n ot s
D
se. (26848.80-
-103.30 -458.1 -17.1
200.3 15.81 - Day Open >
u
 13 Dec 2018 (Thu) -475 681/-514 (44.87-63.19 = 18.32) (113.66-114.34 = 0.68)
al
(0.75%) 1589.25 PDH
rs o n 26745.50) 26800PE 11:39:00 26800CE 12:03:00
or pe
r ict ly f
is s t
e n t Max
BN Gap
s do
Thi
Include Date Up/Down
 
19.10 1209.41 -285.63

89.45 15.16 - Day Open >
 17 Dec 2018 (Mon) 922 1151/0 (26994.50- (186.39-138.01 = -48.38) (173.48-184.9 = 11.43)
(0.33%) 1440.75 PDH
27013.60) 27000PE 27000CE
274.50 2137.03 -1575.35

-98.5 14.54 -
 18 Dec 2018 (Tue) 560 718/-400 - (26871.90- (137.39-51.91 = -85.48) (154.29-217.3 = 63.01)
(-0.36%) 1454.75
27146.40) 26900PE 26900CE 14:24:00
22.30 -1114.2 -19.24

54.35 14.58 - Day Open >
 19 Dec 2018 (Wed) -1132 75/-1094 (27301.55- (109.12-153.69 = 44.57) (127.87-128.63 = 0.77)
(0.2%) 1459 PDH
27323.85) 27300PE 11:15:00 27300CE 11:41:00
68.50 2456.04 592.91

-169.75 14.66 - Day Open <
 20 Dec 2018 (Thu) 3048 3450/-5 (27165.85- (100.35-2.11 = -98.24) (67.4-43.68 = -23.72)
(-0.62%) 1448 PDL
27234.35) 27200PE 27200CE
Max BN Gap
VIX  Day H/L  Change  CE
 
-164.15 -1516.82 2362.95

7.4 15.99 -
 24 Dec 2018 (Mon) 845 1263/-165 - (26868.80- (148.55-209.23 = 60.67) (177.47-82.95 = -94.52)
(0.03%) 1589
26704.65) 26900PE 14:39:00 26900CE
453.00 -899.91 -27.35

-80.75 15.75 - Day Open <
 26 Dec 2018 (Wed) -927 1399/-884 (26541.50- (88.13-124.13 = 36) (181.8-182.9 = 1.09)
(-0.3%) 1593 PDL
26994.50) 26500PE 09:44:00 26500CE 13:28:00
-171.30 -973.21 1880.56

213.85 15.92 - Day Open >
 27 Dec 2018 (Thu) 907 931/-669 (27167.50- (95.31-134.24 = 38.93) (75.42-0.2 = -75.22)
(0.79%) 1619.75 PDH
26996.20) 27200PE 09:48:00 27200CE
Max BN Gap BN Prev Spot

India (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
Include Date Profit Profit/Loss Up/Down Day H/L Change
VIX  PE CE
   
-95.65 -1628.8 824.19

142.55 15.27 - Day Open
 31 Dec 2018 (Mon) -803 0/-1233 (27268.15- (159.52-224.67 = 65.15) (163.51-130.54 = -32.97)
(0.53%) 1594 > PDH
27172.50) 27300PE 09:30:00 27300CE
209.10 2068.8 -1981.54

71.2 16 -
 1 Jan 2019 (Tue) 86 1143/-314 - (27136.75- (124.23-41.47 = -82.75) (194.07-273.33 = 79.26)
(0.26%) 1539.75
27345.85) 27100PE 27100CE 14:43:00
e r s .
-132.70 -1143.21
o h
t(147.31-65.85
2036.49
h
-95.4 15.33 -
 2 Jan 2019 (Wed) 892 1569/-64
(-0.35%) 1628.75
- (27326.55-
i t
(111.96-157.69 = 45.73)
w
= -81.46)
re
27193.85) 27300PE 12:45:00 27300CE
h a
-86.90 n
o ot s
. D
-13.72 -784.37
e
6.9 16.39 -
 3 Jan 2019 (Thu) -797 502/-886 -
u s (27071.25- (91.18-91.72 = 0.55) (76.82-108.19 = 31.37)
al
(0.03%) 16.73
rs o n 26984.35) 27100PE 11:32:00 27100CE 09:43:00
or pe
r ict ly f
is s t
e n t Max
BN Gap BN Prev Spot
s do
Thi
Include Date Up/Down Day H/L Change
VIX  PE CE
   
-121.65 -1528.02 1716.83

183.65 16.16 - Day Open
 7 Jan 2019 (Mon) 188 509/-230 (27416.80- (149.65-210.77 = 61.12) (188.68-120.01 = -68.67)
(0.68%) 16.4 > PDH
27295.15) 27400PE 14:58:00 27400CE
287.25 2229.03 -1650.18

-2.65 16.3 -
 8 Jan 2019 (Tue) 578 804/-1296 - (27188.55- (142.57-53.41 = -89.16) (161.61-227.62 = 66.01)
(-0.01%) 1568.5
27475.80) 27200PE 27200CE 10:09:00
54.35 -1271.48 -17.92

141.75 15.7 - Day Open
 9 Jan 2019 (Wed) -1289 904/-1249 (27625.15- (124.53-175.38 = 50.86) (119.09-119.81 = 0.72)
(0.52%) 1535 > PDH
27679.50) 27600PE 13:57:00 27600CE 14:52:00
-52.85 -740.59 1741.76

-6.85 15.27 -
 10 Jan 2019 (Thu) 1001 1973/-6 - (27616.90- (72.53-102.16 = 29.62) (72.98-3.31 = -69.67)
(-0.02%) 1534.25
27564.05) 27600PE 14:22:00 27600CE
Max BN Gap
 
20.95 286.13 505.85

-64.7 15.35 -
 14 Jan 2019 (Mon) 791 1275/-44 - (27239.40- (131.5-120.06 = -11.45) (237.78-217.55 =
(-0.24%) 1620.5
27260.35) 27200PE -20.23) 27200CE
26.75 841.39 -57.21

69.3 16.16 -
 15 Jan 2019 (Tue) 783 966/-31 - (27360.40- (157.53-123.87 = -33.66) (138.58-140.87 = 2.29)
(0.25%) 1556.25
27387.15) 27400PE 27400CE
46.40 863.55 143.57

4.9 15.58 -
 16 Jan 2019 (Wed) 1006 1129/-31 - (27464.75- (118.54-84 = -34.54) (104.04-98.29 = -5.74)
(0.02%) 1608
27511.15) 27500PE 27500CE
75.15 -497.8 -8.95

84.9 16.08 - Day Open >
 17 Jan 2019 (Thu) -505 972/-488 (27519.25- (48.75-68.67 = 19.91) (59.52-59.88 = 0.36)
(0.31%) 1625 PDH
27594.40) 27500PE 12:01:00 27500CE 14:56:00
Max BN Gap BN Prev Spot

Include Date Profit Profit/Loss Up/Down Day H/L Change
VIX  PE CE
   
163.80 1275.79 -2029.38

57.85 16.62 -
 21 Jan 2019 (Mon) -753 186/-1200 - (27415.75- (153.49-102.46 = -51.03) (198.75-279.93 = 81.18)
(0.21%) 1814.25
27579.55) 27400PE 27400CE 09:46:00
e r s .
29.30 776.15
o h
t(142.27-141.42
21.22
h
-7.05 18.15 -
 22 Jan 2019 (Tue) 796 942/-16
(-0.03%) 18.03
- (27451.95-
i t
(174.47-143.43 = -31.05)
w
= -0.85)
re
27481.25) 27500PE 27500CE
h a
-167.00n
o ot s
. D
-1075.52 2224.85
e
10.85 17.99 -
 23 Jan 2019 (Wed) 1148 1493/-23 -
u s (27517.90- (105.33-148.35 = 43.02) (145.36-56.37 = -88.99)
al
(0.04%) 17.95
rs o n 27350.90) 27500PE 14:30:00 27500CE
o r pe
yf
l22.75
ict (0.08%)
18.09 -
-19.20 -7.87 -729.4
 24 Jan 2019 (Thu) -736
s t r
175/-753 - (27195.75- (52.34-52.66 = 0.31) (71.44-100.61 = 29.18)
is
17.67
t
27176.55) 27200PE 11:16:00 27200CE 10:46:00
e n
d ocum
T h i s Expiry: 31 JAN 2019, Net Profit: 2059, Average Day Profit: 514
Max BN Gap India

  
-405.50 -1727.55 3503.44

-73.85 17.69 - Day Open <
 28 Jan 2019 (Mon) 1774 2050/-509 (27105.25- (169.19-238.29 = 69.1) (213.61-73.47 = -140.14)
(-0.27%) 18.84 PDL
26699.75) 27100PE 09:37:00 27100CE
-82.90 -25.84 -2313.4

-36.8 18.9 -
 29 Jan 2019 (Tue) -2338 249/-2272 - (26587.60- (171.73-172.77 = 1.03) (226.57-319.1 = 92.54)
(-0.14%) 18.81
26504.70) 26600PE 12:50:00 26600CE 12:24:00
33.30 739.99 1103.45

216.35 18.43 - Day Open >
 30 Jan 2019 (Wed) 1843 2152/-128 (26741.05- (114.85-85.25 = -29.6) (174.03-129.89 = -44.14)
(0.81%) 17.89 PDH
26774.35) 26700PE 26700CE
335.30 1583.88 -803.71

143.65 17.85 - Day Open >
 31 Jan 2019 (Thu) 779 804/-112 (26945.65- (64.06-0.7 = -63.36) (78.71-110.86 = 32.15)
(0.54%) 17.11 PDH
27280.95) 26900PE 26900CE 11:24:00
Max BN Gap
 
317.45 2946.75 -1921.48

-111.95 16.36 -
 4 Feb 2019 (Mon) 1024 1179/-659 - (26907.45- (188.78-70.91 = (188.18-265.04 = 76.86)
(-0.41%) 15.71
27224.90) -117.87) 26900PE 26900CE 14:03:00
32.55 507.39 -90.9

39.45 15.77 -
 5 Feb 2019 (Tue) 415 536/-761 - (27222.95- (152.54-132.25 = -20.3) (170.89-174.52 = 3.64)
(0.15%) 15.8
27255.50) 27200PE 27200CE
58.70 626.1 362.22

54.5 15.64 -
 6 Feb 2019 (Wed) 987 1084/-153 - (27336.90- (113.46-88.41 = -25.04) (167.4-152.91 = -14.49)
(0.2%) 15.65
27395.60) 27300PE 27300CE
22.65 -22.54 -760.45

21.75 15.65 -
 7 Feb 2019 (Thu) -781 1857/-746 - (27458.20- (149.8-150.7 = 0.9) (74.48-104.89 = 30.42)
(0.08%) 15.29
27480.85) 27500PE 12:05:00 27500CE 11:45:00
Max BN Gap India

  
e r s .
31.75 1048.78
o h
t(166.25-170.81
-114.03
h
-53.9 16.27 -
 11 Feb 2019 (Mon) 934 1052/0
(-0.2%) 15.89
- (27202.40-
i t
(162.36-120.41 = -41.95)
w
= 4.56)
re
27234.15) 27200PE 27200CE
h a
-251.60n
o ot s
. D
-1331.54 2235
e
-60.9 15.65 -
 12 Feb 2019 (Tue) 902 956/-82 -
u s (27259.75- (130.41-183.67 = 53.26) (136.24-46.84 = -89.4)
al
(-0.22%) 15.83
rs o n 27008.15) 27300PE 14:42:00 27300CE
or pe
f
ly58.1
ict (0.22%)
-121.55 -1025.13 1473.71
15.55 -
 13 Feb 2019 (Wed) 448
s t r
817/-638 - (27087.35- (100.4-141.4 = 41.01) (113.01-54.06 = -58.95)
is
15.62
t
26965.80) 27100PE 13:31:00 27100CE
e n
d ocum
i s
119.90 1138.98 -929.94
T h
 14 Feb 2019 (Thu) 208 265/-394
92.6
(0.34%)
16.07 -
15.8
- (26828.75-
26948.65)
(46.16-0.6 = -45.56)
26800PE
(91.08-128.27 = 37.2)
26800CE 10:55:00
Max

-101.95 -553.83 1096.34

-39.65 17.07 -
 18 Feb 2019 (Mon) 541 792/-517 - (26779.95- (189.48-211.63 = (196.26-152.41 = -43.85)
(-0.15%) 17.87
26678.00) 22.15) 26800PE 26800CE
-30.00 197.38 -2100.64

12.3 17.97 -
 19 Feb 2019 (Tue) -1902 296/-1856 - (26747.65- (146.41-138.51 = (205.73-289.76 = 84.03)
(0.05%) 18.6
26717.65) -7.9) 26700PE 26700CE 10:01:00
18.20 820.09 81.36

101.15 17.9 -
 20 Feb 2019 (Wed) 900 1131/-181 - (26866.85- (140.73-107.92 = (92.57-89.32 = -3.25)
(0.38%) 17.2
26885.05) -32.8) 26900PE 26900CE
17.55 1361.57 952.81

39.25 16.93 - Day Open >
 21 Feb 2019 (Thu) 2313 2458/-307 (27051.80- (91.67-37.21 = (41.92-3.81 = -38.11)
(0.15%) 16.08 PDH
27069.35) -54.46) 27100PE 27100CE
Max BN Gap India

  
121.95 825.57 -808.64

66.65 15.95 -
 25 Feb 2019 (Mon) 16 278/-170 - (26990.05- (129.31-96.29 = -33.02) (166.5-198.84 = 32.35)
(0.25%) 15.37
27112.00) 27000PE 27000CE
91.80 -1725 -22.75

-305.45 16.94 - Day Open <
 26 Feb 2019 (Tue) -1747 109/-1694 (26868.90- (168.94-237.94 = 69) (151.24-152.16 = 0.91)
(-1.12%) 17.06 PDL
26960.70) 26900PE 09:43:00 26900CE 10:36:00
-356.95 -1404.84 1683.8

125.15 16.2 -
 27 Feb 2019 (Wed) 278 471/-1015 - (27158.90- (137.59-193.78 = 56.19) (83.25-15.9 = -67.35)
(0.46%) 18.9
26801.95) 27200PE 11:28:00 27200CE
-104.05 -2.8 1879.07

78.7 18.21 -
 28 Feb 2019 (Thu) 1876 2827/-7 - (26881.75- (85.24-85.36 = 0.11) (77.02-1.86 = -75.16)
(0.29%) 18.27
26777.70) 26900PE 26900CE
Max BN Gap India

  
e r s .
520.55 3793.45
h th -1258.76
o(123.28-173.63 = 50.35)
 5 Mar 2019 (Tue) 2534 2585/0
24.25 16.66 -
- (27056.65-
w i t
(177.62-25.88 = -151.74)
re
(0.09%) 15.62
27577.20)
h a 27100PE 27100CE 11:55:00
o n ot s
15.68 - Day Open > .
e D
us (27596.05-
14.00 -19.5 -900.93
64.05
 6 Mar 2019 (Wed) -920 204/-885
n a l (129.61-130.39 = 0.78) (88.23-124.27 = 36.04)
o
(0.23%) 15.63 PDH
pe r s 27610.05) 27600PE 10:19:00 27600CE 09:26:00
f o r
i ct l y
r (0.13%) 15.37
215.15 1888.03 -425.52
s s t 35.35 15.52 -
ti
 7 Mar 2019 (Thu) 1461 1475/0 - (27571.10- (75.77-0.25 = -75.52) (41.67-58.7 = 17.02)
e n 27786.25) 27600PE 27600CE 13:38:00
o cum
i s d
T h Expiry: 14 MAR 2019, Net Profit: 3328, Average Day Profit: 832
Max BN Gap India

  
80.00 1196.84 -940.68

78.3 15.15 - Day Open >
 11 Mar 2019 (Mon) 255 618/-569 (27923.25- (136.59-88.72 = -47.87) (177.47-215.09 = 37.63)
(0.28%) 14.85 PDH
28003.25) 27900PE 27900CE
270.10 2304.41 -1133.54

201.55 14.95 - Day Open >
 12 Mar 2019 (Tue) 1170 1349/-492 (28192.85- (141.57-49.4 = -92.18) (111.02-156.36 = 45.34)
(0.72%) 15.12 PDH
28462.95) 28200PE 28200CE 10:16:00
519.90 2877.42 -1187.5

36.6 15.31 -
 13 Mar 2019 (Wed) 1689 1739/-468 - (28386.75- (124.58-9.48 = -115.1) (116.3-163.8 = 47.5)
(0.13%) 15.22
28906.65) 28400PE 28400CE 09:32:00
-134.40 -1321.87 1534.08

144.6 15.35 - Day Open >
 14 Mar 2019 (Thu) 211 637/-720 (29056.60- (129.46-182.34 = 52.87) (61.71-0.35 = -61.36)
(0.5%) 15.23 PDH
28922.20) 29100PE 10:14:00 29100CE
Max BN Gap India

  
-227.55 -2117.44 3220.3

140.15 16.54 - Day Open >
 18 Mar 2019 (Mon) 1102 1953/-348 (29723.90- (207.38-292.07 = 84.7) (262.21-133.4 = -128.81)
(0.48%) 16.91 PDH
29496.35) 29700PE 10:31:00 29700CE
164.75 3338.6 -2063.99

106.5 17.06 -
 19 Mar 2019 (Tue) 1274 2583/-36 - (29590.20- (192.57-59.03 = -133.54) (202.14-284.7 = 82.56)
(0.36%) 16.71
29754.95) 29600PE 29600CE 14:01:00
145.35 1904.18 -750.77

1.8 15.99 -
 20 Mar 2019 (Wed) 1152 1176/-459 - (29683.60- (76.77-0.6 = -76.17) (73.53-103.56 = 30.03)
(0.01%) 16.03
29828.95) 29700PE 29700CE 09:53:00
Max BN Gap India

  
3.80 526.15 766.5

-253.1 16.76 - Day Open <
 25 Mar 2019 (Mon) 1292 1484/0 (29274.05- (194.46-173.42 = -21.05) (213.61-182.95 = -30.66)
(-0.86%) 16.76 PDL
29277.85) 29300PE 29300CE
e r s .
19.2 16.33 -
480.45 3170.52
h o th -1510.71
it
 26 Mar 2019 (Tue) 1659 1719/-841 - (29352.55- (159.77-32.95 = -126.82) (147.95-208.38 = 60.43)
(0.07%) 16.46
29833.00)
r e w
29400PE 29400CE 10:05:00
h a
-16.15 n
o ot s
. D
-1364.12 -27.37
e
152 16.67 - Day Open >
 27 Mar 2019 (Wed) -1390 394/-1339
u s (30083.35- (133.6-188.16 = 54.56) (181.9-183 = 1.09)
al
(0.51%) 17.04 PDH
rs o n 30067.20) 30100PE 09:40:00 30100CE 10:24:00
or pe
ly45f
ict (0.15%)
360.95 3051.98 -620.98
17.18 -
 28 Mar 2019 (Thu) 2430
s t r
2456/-11 - (30059.25- (122.68-0.6 = -122.08) (60.82-85.66 = 24.84)
is
16.84
t
30420.20) 30100PE 30100CE 09:48:00
e n
d ocum
Max BN Gap India

  
-154.55 -435.2 1324.05

110.8 17.99 - Day Open >
 1 Apr 2019 (Mon) 887 1275/-367 (30615.90- (250.99-268.4 = 17.41) (307.72-254.76 = -52.96)
(0.36%) 17.99 PDH
30461.35) 30600PE 30600CE
21.75 1287.05 452.93

123.6 18.4 -
 2 Apr 2019 (Tue) 1739 1904/-386 - (30216.25- (220.34-168.86 = -51.48) (281.15-263.04 = -18.12)
(0.41%) 18.21
30238.00) 30200PE 30200CE
-343.00 -1857.85 3133.76

86.6 18.37 -
 3 Apr 2019 (Wed) 1275 1562/-69 - (30576.70- (181.95-256.27 = 74.31) (187.44-62.09 = -125.35)
(0.29%) 18.74
30233.70) 30600PE 14:09:00 30600CE
-216.70 -1021.56 -20.17

54 18.95 -
 4 Apr 2019 (Thu) -1041 1458/-1003 - (30103.25- (100.05-140.91 = 40.86) (134.05-134.85 = 0.81)
(0.18%) 18.72
29886.55) 30100PE 11:53:00 30100CE 12:21:00
Max BN Gap India

  
-330.05 -1784.04 3777.01

116.85 19.62 - Day Open >
 8 Apr 2019 (Mon) 1992 2573/-544 (30123.90- (174.72-246.09 = 71.36) (245.26-94.18 = -151.08)
(0.39%) 20.16 PDH
29793.85) 30100PE 13:27:00 30100CE
178.25 2390.11 -2176.48

56.2 20.46 -
 9 Apr 2019 (Tue) 213 941/-434 - (29847.60- (163.61-68 = -95.6) (213.16-300.22 = 87.06)
(0.19%) 20.34
30025.85) 29800PE 29800CE 13:57:00
-232.40 -1592.15 3244.24

-197.25 20.3 -
 10 Apr 2019 (Wed) 1651 2109/-281 - (30089.00- (155.93-219.62 = 63.69) (186.39-56.62 = -129.77)
(-0.66%) 21.09
29856.60) 30100PE 13:30:00 30100CE
-24.95 -899.91 2068.07

38.35 20.87 -
 11 Apr 2019 (Thu) 1168 1258/-740 - (29794.75- (88.13-124.13 = 36) (87.44-4.71 = -82.72)
(0.13%) 21.07
29769.80) 29800PE 10:08:00 29800CE
Max BN Gap India

  
e r s .
44.95 21.7 -
121.35 1590.73
h o th -983.53
it
 15 Apr 2019 (Mon) 606 1155/-296 - (30011.25- (168.49-104.86 = (203.94-243.28 = 39.34)
(0.15%) 21.44
30132.60)
r e w
-63.63) 30000PE 30000CE
h a
223.55n
o ot s
. D
2659.01 -1270.46
e
132 21.47 - Day Open >
 16 Apr 2019 (Tue) 1388 1552/-402
u s (30293.10- (142.97-36.61 = (124.43-175.24 = 50.82)
al
(0.44%) 21.7 PDH
rs o n 30516.65) -106.36) 30300PE 30300CE 09:54:00
o r pe
yf
l125.15
ict (0.41%)
22.32 - Day Open >
-233.50 -695.8 2048.81
 18 Apr 2019 (Thu) 1352
s t r
1371/-57 (30611.95- (68.14-95.98 = 27.83) (82.1-0.15 = -81.95)
is
22.6 PDH
t
30378.45) 30600PE 09:37:00 30600CE
e n
d ocum
T h i s Expiry: 25 APR 2019, Net Profit: -945, Average Day Profit: -236
Max BN Gap India

  
-267.75 -2283.23 2416.89

59.1 24.4 -
 22 Apr 2019 (Mon) 133 1077/-201 - (29992.55- (234.34-325.67 = 91.33) (210.57-113.89 = -96.68)
(0.2%) 24.04
29724.80) 30000PE 30000CE
-391.75 -2015.13 3508.73

74 25.13 -
 23 Apr 2019 (Tue) 1492 1575/-1743 - (29877.00- (197.36-277.96 = 80.61) (186.79-46.44 = -140.35)
(0.25%) 24.85
29485.25) 29900PE 10:03:00 29900CE
221.80 -1481.19 -21.83

70.8 24.34 -
 24 Apr 2019 (Wed) -1502 784/-1454 - (29567.55- (145.06-204.31 = 59.25) (145.11-145.99 = 0.87)
(0.24%) 23.74
29789.35) 29600PE 13:16:00 29600CE 13:58:00
-267.70 -10.11 -1059.74

66.25 23.27 - Day Open >
 25 Apr 2019 (Thu) -1069 247/-1041 (29938.10- (67.2-67.6 = 0.4) (103.79-146.18 = 42.39)
(0.22%) 23.3 PDH
29670.40) 29900PE 12:18:00 29900CE 11:10:00
Max BN Gap India

  
-32.90 -1388.04 1958.9

-93.1 21.89 -
 30 Apr 2019 (Tue) 569 1764/-455 - (29779.35- (135.94-191.46 = 55.52) (196.36-118 = -78.36)
(-0.31%) 21.88
29746.45) 29800PE 09:46:00 29800CE
-73.35 711.46 -1030.72

-65 22.29 -
 2 May 2019 (Thu) -319 914/-408 - (29715.35- (87.79-59.33 = -28.46) (100.95-142.18 = 41.23)
(-0.22%) 23.18
29642.00) 29700PE 29700CE 09:42:00
Max BN Gap India

  
26.75 1048.18 -427.81

-327.65 24.43 - Day Open <
 6 May 2019 (Mon) 620 893/-633 (29620.25- (191.37-149.45 = -41.93) (251.84-268.95 = 17.11)
(-1.09%) 26.52 PDL
29647.00) 29600PE 29600CE
-471.30 -1960.16 3533.36

131.1 26.19 -
 7 May 2019 (Tue) 1572 1757/-178 - (29782.85- (191.97-270.38 = 78.41) (189.73-48.39 = -141.33)
(0.44%) 26.73
29311.55) 29800PE 14:01:00 29800CE
e r s .
-26.9 26.69 -
-233.40 -1509.69
h o th 3388.96
it
 8 May 2019 (Wed) 1878 2275/-103 - (29194.75- (147.86-208.24 = 60.39) (191.17-55.62 = -135.56)
(-0.09%) 26.42
28961.35)
r e w
29200PE 14:46:00 29200CE
h a
40.10 n
o ot s
. D
-12.92 -1031.74
e
-100.45 26.21 - Day Open <
 9 May 2019 (Thu) -1044 126/-1013
u s (28869.80- (85.89-86.41 = 0.52) (101.05-142.32 = 41.27)
al
(-0.35%) 25.56 PDL
rs o n 28909.90) 28900PE 13:04:00 28900CE 10:51:00
or pe
r ict ly f
is s t
e n t Max
BN Gap
s do
Thi
Include Date Up/Down (2) BN Sell 1 Lot ATM CE
 
-177.90 -1140.95 2331.55

-13.85 27.25 -
 13 May 2019 (Mon) 1190 2093/-10 - (28966.30- (275.22-320.86 = (244.51-151.25 = -93.26)
(-0.05%) 27.2
28788.40) 45.64) 29000PE 29000CE
86.65 1637.08 -2449.82

58.8 27.48 -
 14 May 2019 (Tue) -811 1405/-861 - (28685.25- (210.42-144.93 = (239.93-337.92 = 97.99)
(0.21%) 27.24
28771.90) -65.48) 28700PE 28700CE 13:24:00
-250.00 -1705.15 2961.09

96.25 26.91 -
 15 May 2019 (Wed) 1255 1351/-1024 - (28960.75- (167-235.2 = 68.21) (151.79-33.35 = -118.44)
(0.33%) 28.9
28710.75) 29000PE 12:45:00 29000CE
121.15 2399.57 -873.95

9.45 27.97 -
 16 May 2019 (Thu) 1525 1625/-46 - (28581.05- (100.7-4.71 = -95.98) (85.59-120.55 = 34.96)
(0.03%) 28.76
28702.20) 28600PE 28600CE 14:06:00
Max BN Gap India BN Prev Spot

Include Date Profit Profit/Loss Up/Down VIX Day H/L Change (1) BN Sell 1 Lot ATM PE (2) BN Sell 1 Lot ATM CE
    
22.93 466.50 4413.38 -6054.05

780.25 Day Open
 20 May 2019 (Mon) -1640 4102/-3388 - (30277.20- (632.15-455.61 = -176.54) (592.92-835.08 = 242.16)
(2.65%) > PDH
23.99 30743.70) 30300PE 30300CE 13:46:00
-583.20 -5740.5 5797

102.4 23.7 - Day Open
 21 May 2019 (Tue) 55 2522/-3012 (30896.25- (562.21-791.83 = 229.62) (602.24-370.36 = -231.88)
(0.33%) 25.61 > PDH
30313.05) 30900PE 13:00:00 30900CE
109.80 225.93 -2364.98

102.25 26.3 -
 22 May 2019 (Wed) -2138 49/-4603 - (30429.30- (573.27-564.24 = -9.04) (661.01-755.61 = 94.6)
(0.34%) 28.74
30539.10) 30400PE 30400CE
22.76 -646.25 -53.18 -4659.9

436 Day Open
 23 May 2019 (Thu) -4712 6313/-4577 - (31148.45- (353.49-355.61 = 2.13) (456.38-642.77 = 186.4)
(1.43%) > PDH
19.44 30502.20) 31100PE 12:37:00 31100CE 10:44:00
Max BN Gap India

  
317.00 2939.29 -3049.93

22.35 16.08 -
 27 May 2019 (Mon) -109 606/-2459 - (31348.55- (230.01-112.44 = -117.57) (298.7-420.7 = 122)
(0.07%) 16.21
31665.55) 31300PE 31300CE 12:48:00
e r s .
-162.85 -2503.77
o h
t(197.31-104.31
2324.86
h
63.65 16.06 - Day Open >
 28 May 2019 (Tue) -178 998/-1407
(0.2%) 16.06 PDH
(31655.65-
i t
(245.21-345.36 = 100.15)
w
= -92.99)
re
31492.80) 31700PE 09:45:00 31700CE
h a
o n ot s
. D
-133.90 -1679.7 1942.87
e
-138.65 16.02 -
 29 May 2019 (Wed) 262 934/-19 -
u s (31461.35- (164.5-231.69 = 67.19) (144.61-66.9 = -77.71)
al
(-0.44%) 16.36
rs o n 31327.45) 31500PE 14:52:00 31500CE
o r pe
y f 15.79 -
l-38.7
ict (-0.12%)
Day Open <
171.25 2160.61 -975.75
 30 May 2019 (Thu) 1184
s t r
1224/-291 (31299.65- (89.03-2.61 = -86.42) (95.56-134.59 = 39.03)
is
15.54 PDL
t
31470.90) 31300PE 31300CE 09:55:00
e n
d ocum
T h i s Expiry: 6 JUN 2019, Net Profit: 5912, Average Day Profit: 1970
Max BN Gap India

  
224.10 3876.24 -2201.93

30.65 15.96 -
 3 Jun 2019 (Mon) 1674 2054/-325 - (31409.30- (277.37-122.32 = (215.65-303.73 = 88.08)
(0.1%) 16.18
31633.40) -155.05) 31400PE 31400CE 14:14:00
-26.75 1079.93 1284.65

-120.75 15.67 -
 4 Jun 2019 (Tue) 2364 2506/0 - (31645.15- (180.36-137.16 = -43.2) (219.59-168.2 = -51.39)
(-0.38%) 15.64
31618.40) 31600PE 31600CE
-586.05 -1207.86 3083.19

-65.1 15.61 -
 6 Jun 2019 (Thu) 1874 1906/-136 - (31461.55- (118.29-166.61 = 48.31) (123.53-0.2 = -123.33)
(-0.21%) 15.56
30875.50) 31500PE 11:48:00 31500CE
Max BN Gap India

  
-271.75 -1983.57 3020.33

192.65 14.71 - Day Open >
 10 Jun 2019 (Mon) 1036 1774/-1106 (31321.75- (194.27-273.61 = 79.34) (216.35-95.54 = -120.81)
(0.62%) 15.02 PDH
31050.00) 31300PE 09:45:00 31300CE
268.40 3533.94 -2277.77

138.25 14.85 -
 11 Jun 2019 (Tue) 1255 1595/0 - (31040.20- (210.87-69.51 = -141.36) (223.08-314.19 = 91.11)
(0.45%) 14.45
31308.60) 31000PE 31000CE 12:50:00
-173.65 -1387.02 2673.09

-46.15 14.58 -
 12 Jun 2019 (Wed) 1285 1741/0 - (31135.30- (135.84-191.32 = 55.48) (166-59.08 = -106.92)
(-0.15%) 14.11
30961.65) 31100PE 10:16:00 31100CE
24.40 -800.66 811.94

-88.95 14.11 - Day Open <
 13 Jun 2019 (Thu) 11 1456/-713 (30943.95- (78.41-110.44 = 32.03) (94.91-62.44 = -32.48)
(-0.29%) 13.67 PDL
30968.35) 30900PE 09:33:00 30900CE
Max BN Gap India

  
-190.55 -965.63 2114.72

37.65 14.65 -
 17 Jun 2019 (Mon) 1148 1564/-3 - (30487.45- (268.29-306.92 = 38.63) (202.39-117.8 = -84.59)
(0.12%) 14.75
30296.90) 30500PE 30500CE
e r s .-27
-118.10 -2000.37
o h
t(179.46-180.54
h
26.2 14.5 -
 18 Jun 2019 (Tue) -2027 22/-1965
(0.09%) 14.86
- (30402.15-
i t
(195.91-275.93 = 80.01)
w
= 1.08)
re
30284.05) 30400PE 09:32:00 30400CE 11:20:00
h a
-295.30n
o ot s
. D
-1580.95 2348.54
e
175.5 13.91 -
 19 Jun 2019 (Wed) 767 1138/-880 -
u s (30613.65- (154.83-218.07 = 63.24) (123.23-29.29 = -93.94)
al
(0.58%) 14.75
rs o n 30318.35) 30600PE 11:45:00 30600CE
or pe
f
ly28.1
ict (0.09%)
473.10 2842.65 -872.43
15.02 -
 20 Jun 2019 (Thu) 1969
s t r
1995/-78 - (30282.15- (114.01-0.3 = -113.71) (85.44-120.34 = 34.9)
is
13.97
t
30755.25) 30300PE 30300CE 09:43:00
e n
d ocum
Max BN Gap India

  
-83.30 -221.96 1235.81

52.6 15.18 -
 24 Jun 2019 (Mon) 1013 1306/-23 - (30721.75- (225.32-234.2 = 8.88) (219.24-169.81 = -49.43)
(0.17%) 15.19
30638.45) 30700PE 30700CE
397.45 3690.27 -1959.14

-34.4 15.32 -
 25 Jun 2019 (Tue) 1731 1843/-363 - (30499.40- (188.43-40.82 = (191.87-270.24 = 78.37)
(-0.11%) 14.97
30896.85) -147.61) 30500PE 30500CE 12:15:00
285.30 3094.54 -1461.85

-37.85 14.99 -
 26 Jun 2019 (Wed) 1631 1736/0 - (30896.10- (156.43-32.65 = (143.17-201.64 = 58.47)
(-0.12%) 14.79
31181.40) -123.78) 30900PE 30900CE 12:23:00
39.10 -15.24 -822.03

29.75 14.62 -
 27 Jun 2019 (Thu) -836 1365/-807 - (31264.65- (101.3-101.9 = 0.61) (80.51-113.39 = 32.88)
(0.1%) 14.59
31303.75) 31300PE 14:09:00 31300CE 10:17:00
Max BN Gap India

  
55.55 1513.13 -53.46

165.8 14.67 -
 1 Jul 2019 (Mon) 1459 1755/0 - (31306.35- (200.95-140.42 = -60.53) (247.01-249.15 = 2.14)
(0.53%) 14.66
31361.90) 31300PE 31300CE
-28.70 -1507.15 967.96

42.45 14.61 -
 2 Jul 2019 (Tue) -538 1557/-963 - (31335.65- (147.61-207.89 = 60.29) (216.25-177.53 = -38.72)
(0.14%) 14.27
31306.95) 31300PE 10:04:00 31300CE
112.75 2176.81 -1500.02

64.4 14.25 -
 3 Jul 2019 (Wed) 675 1079/-660 - (31274.65- (148-60.93 = -87.07) (146.91-206.91 = 60)
(0.21%) 13.73
31387.40) 31300PE 31300CE 09:30:00
11.65 1850.41 -909.58

88.7 13.51 - Day Open >
 4 Jul 2019 (Thu) 940 1034/-465 (31510.50- (84.15-10.13 = -74.02) (89.08-125.47 = 36.38)
(0.28%) 13.46 PDH
31522.15) 31500PE 31500CE 09:49:00
Max BN Gap India

  
e r s .
-574.10 -1653.23
o h
t(233.25-47.94
4632.62
h
-128.95 13.35 -
 8 Jul 2019 (Mon) 2978 3066/-42
(-0.41%) 13.99
- (31144.30-
i t
(161.91-228.04 = 66.13)
w
= -185.3)
re
30570.20) 31100PE 10:36:00 31100CE
h a
170.35 n
o ot s
. D
2257.66 -1929.11
e
-70.45 14.08 - Day Open <
 9 Jul 2019 (Tue) 327 1217/-1523
u s (30363.45- (185.59-95.28 = -90.31) (188.93-266.1 = 77.16)
al
(-0.23%) 13.82 PDL
rs o n 30533.80) 30400PE 30400CE 09:33:00
o r pe
f 13.61 -
ly48.9
ict (0.16%)
-155.35 -1252.14 2226.9
 10 Jul 2019 (Wed) 974
s t r
1501/-273 - (30716.95- (122.63-172.72 = 50.09) (140.08-51 = -89.08)
is
13.62
t
30561.60) 30700PE 10:30:00 30700CE
e n
d ocum
i s
119.30 1425.61 -1108.6
T h
 11 Jul 2019 (Thu) 317 1695/-26
184.9
(0.61%)
13.19 -
12.6
- (30614.90-
30734.20)
(57.68-0.65 = -57.02)
30600PE
(108.57-152.92 = 44.34)
30600CE 14:22:00
Max BN Gap India

  
-133.55 -1742.82 2018.69

87.4 11.93 -
 15 Jul 2019 (Mon) 274 959/-564 - (30598.85- (170.69-240.4 = 69.71) (182.3-101.55 = -80.75)
(0.29%) 12.04
30465.30) 30600PE 10:04:00 30600CE
134.25 2323.15 -1441.49

86.7 11.86 -
 16 Jul 2019 (Tue) 881 1175/-533 - (30461.80- (175.32-82.4 = -92.93) (141.18-198.83 = 57.66)
(0.28%) 11.56
30596.05) 30500PE 30500CE 09:38:00
115.45 1545.75 -1306.09

51.45 11.61 -
 17 Jul 2019 (Wed) 239 409/-640 - (30628.90- (100.85-39.02 = -61.83) (127.92-180.16 = 52.24)
(0.17%) 11.82
30744.35) 30600PE 30600CE 10:25:00
-176.20 -755.36 1572.73

-29.7 11.81 -
 18 Jul 2019 (Thu) 816 837/-30 - (30684.25- (73.98-104.19 = 30.21) (63.16-0.25 = -62.91)
(-0.1%) 11.69
30508.05) 30700PE 11:34:00 30700CE
Max BN Gap India

  
-153.00 -492.23 2112.63

-153.3 13.18 - Day Open <
 22 Jul 2019 (Mon) 1619 2131/-481 (29402.25- (205.03-224.72 = 19.69) (241.27-156.77 = -84.51)
(-0.51%) 13.12 PDL
29249.25) 29400PE 29400CE
0.70 -24.95 -2136.27

57.5 13.39 -
 23 Jul 2019 (Tue) -2160 609/-2098 - (29167.50- (165.85-166.85 = 1) (209.22-294.67 = 85.45)
(0.2%) 13.42
29168.20) 29200PE 14:40:00 29200CE 09:58:00
-240.80 -1053.12 3283.84

-42.65 13.47 -
 24 Jul 2019 (Wed) 2230 2456/-157 - (29212.15- (103.14-145.26 = 42.12) (164.9-33.55 = -131.35)
(-0.15%) 12.74
28971.35) 29200PE 09:30:00 29200CE
-38.40 -13.84 -940.63

28.8 12.65 -
 25 Jul 2019 (Thu) -954 453/-924 - (29082.60- (91.97-92.53 = 0.55) (92.12-129.75 = 37.63)
(0.1%) 12.64
29044.20) 29100PE 11:58:00 29100CE 09:40:00
Max BN Gap India

  
e r s .
-115.40 -1893.99
h th 1577.11
o(192.37-129.29 = -63.08)
 29 Jul 2019 (Mon) -316 1050/-803
258.15 12.79 - Day Open >
(29438.85-
w i t
(185.49-261.25 = 75.76)
re
(0.88%) 12.94 PDH
29323.45)
h a
29400PE 11:44:00 29400CE
o n ot s
s e. D -639.75 -1473.55 4103.55
lu
138.95 12.82 -
a
 30 Jul 2019 (Tue) 2629 2731/-146 - (29438.30- (144.32-203.26 = 58.94) (183.15-19.01 = -164.14)
(0.47%)
rs
13.83
o n 28798.55) 29400PE 11:35:00 29400CE
pe
l y f or
t t
ric (-0.75%)
239.10 2781.17 -1816.62
s
-216.15 13.95 - Day Open <
ti s
 31 Jul 2019 (Wed) 963 1449/-1568 (28614.10- (155.98-44.73 = -111.25) (177.91-250.58 = 72.66)
13.53 PDL
e n 28853.20) 28600PE 28600CE 09:44:00
o cum
i s d
h
T1 Aug 2019 (Thu) 800 831/-117
-215.5
(-0.75%)
13.98 -
14.92
-
-576.70
(28773.35-
-1236.36
(121.09-170.54 = 49.45)
2037.57
(81.8-0.3 = -81.5)
28196.65) 28800PE 10:25:00 28800CE
Max BN Gap India

  
-75.80 -2683.96 -49.24

-363.75 16.52 - Day Open <
 5 Aug 2019 (Mon) -2732 298/-2636 (27703.00- (262.86-370.22 = 107.36) (327.32-329.28 = 1.97)
(-1.29%) 16.82 PDL
27627.20) 27700PE 09:37:00 27700CE 11:39:00
186.35 2738.02 -1055.5

-129.55 15.97 -
 6 Aug 2019 (Tue) 1682 2126/-56 - (27847.00- (242.77-133.25 = -109.52) (323.93-366.15 = 42.22)
(-0.47%) 15.9
28033.35) 27800PE 27800CE
-177.35 -136.21 4139.39

31.75 16.19 -
 7 Aug 2019 (Wed) 4003 4613/-107 - (27949.05- (205.38-210.83 = 5.45) (253.24-87.66 = -165.58)
(0.11%) 16.7
27771.70) 27900PE 27900CE
237.75 -1211.42 -14.76

138.05 15.85 -
 8 Aug 2019 (Thu) -1225 1014/-1189 - (27765.30- (118.64-167.1 = 48.46) (98.1-98.7 = 0.59)
(0.5%) 15.93
28003.05) 27800PE 09:30:00 27800CE 14:27:00
Max BN Gap India

  
-441.30 -1871.08 3882.44

-75.1 16.56 -
 13 Aug 2019 (Tue) 2011 2063/0 - (28166.95- (183.25-258.09 = 74.84) (169.49-14.19 = -155.3)
(-0.26%) 17.62
27725.65) 28200PE 13:15:00 28200CE
175.35 -1032.76 -20.9

156.4 16.2 -
 14 Aug 2019 (Wed) -1053 0/-1014 - (27837.50- (101.15-142.46 = 41.31) (138.93-139.77 = 0.84)
(0.56%) 16.42
28012.85) 27800PE 09:32:00 27800CE 09:45:00
Max BN Gap India

  
-209.45 -2545 2555.28

114.25 16.2 - Day Open >
 19 Aug 2019 (Mon) 10 1131/-798 (28402.15- (249.25-351.05 = 101.8) (224.08-121.86 =
(0.4%) 16.85 PDH
28192.70) 28400PE 14:40:00 -102.21) 28400CE
-167.60 -2209.57 2106.08

-22.55 16.68 -
 20 Aug 2019 (Tue) -103 593/-1187
(-0.08%) 16.77
- (28132.80- (216.4-304.78 = 88.38)
s .
(209.77-125.53 = -84.24)
e r
th
27965.20) 28100PE 10:07:00 28100CE
i t h o
r e w
38.55 16.84 -
-148.10
s h a -27.7 -1710.24
 21 Aug 2019 (Wed) -1736 647/-1679
(0.14%) 17.03
- (27902.00-
n o t (184.1-185.2 = 1.11) (167.5-235.91 = 68.41)
o
se. D
27753.90) 27900PE 13:23:00 27900CE 10:00:00
a l u -504.75
17.32 -o
r s n -1136.6 2896.22
e18.03
-29
 22 Aug 2019 (Thu) 1759 1791/-3
o r p - (27590.10- (111.32-156.78 = 45.46) (116.3-0.45 = -115.85)
f
(-0.1%)
tly
27085.35) 27600PE 10:34:00 27600CE
s t r i c
t i s
n Expiry: 29 AUG 2019, Net Profit: -1654, Average Day Profit: -413
m e
d o cu
Include
This Date Profit
Max
Profit/Loss
BN Gap
Up/Down
India
VIX
BN Prev Spot
(2) BN Sell 1 Lot ATM
  
550.20 -3381.8 -37.58

705.3 17.18 - Day Open >
 26 Aug 2019 (Mon) -3419 289/-3322 (27358.70- (331.2-466.48 = 135.27) (249.8-251.3 = 1.5)
(2.62%) 16.78 PDH
27908.90) 27400PE 09:45:00 27400CE 12:25:00
-88.95 -2996.48 1703.95

154.95 16.11 - Day Open >
 27 Aug 2019 (Tue) -1291 182/-2805 (28266.75- (293.47-413.33 = 119.86) (224.32-156.17 =
(0.55%) 16.03 PDH
28177.80) 28300PE 09:37:00 -68.16) 28300CE
-306.95 -2153.58 4037.28

-45.9 15.98 -
 28 Aug 2019 (Wed) 1883 2316/-319 - (28059.85- (210.92-297.06 = 86.14) (198.6-37.11 = -161.49)
(-0.16%) 16.82
27752.90) 28100PE 10:00:00 28100CE
-309.30 -1457.27 2630.77

-109.35 17.05 -
 29 Aug 2019 (Thu) 1173 1209/-475 - (27659.30- (142.72-201.01 = 58.29) (105.68-0.45 = -105.23)
(-0.39%) 16.36
27350.00) 27700PE 10:34:00 27700CE
Max BN Gap India

  
-143.75 -1287.21 2982.28

-188.65 17.29 -
 3 Sep 2019 (Tue) 1694 1931/-11 - (27010.25- (247.41-298.89 = 51.49) (277.56-158.27 = -119.29)
(-0.69%) 17.93
26866.50) 27000PE 27000CE
412.10 4187.13 -2174.45

-38.2 17.79 -
 4 Sep 2019 (Wed) 2011 2252/-738 - (26705.10- (194.32-26.83 = -167.49) (212.96-299.94 = 86.98)
(-0.14%) 17.41
27117.20) 26700PE 26700CE 09:56:00
-313.35 -1058.72 3647.71

-36.9 16.43 -
 5 Sep 2019 (Thu) 2588 2621/-506 - (27210.30- (103.69-146.04 = 42.35) (146.31-0.4 = -145.91)
(-0.14%) 17.35
26896.95) 27200PE 09:30:00 27200CE
Max BN Gap India

  
468.55 4270.26 -2527.18

-7.55 16.55 -
 9 Sep 2019 (Mon) 1742 1876/-643 - (27038.45- (225.07-54.26 = (247.51-348.59 = 101.09)
(-0.03%) 15.89
27507.00) -170.81) 27000PE 27000CE 10:03:00
208.80 3398.33 -1578.41

134.4 15.77 - Day Open >
 11 Sep 2019 (Wed) 1819 1972/0 (27582.20- (178.91-42.98 = (154.58-217.72 = 63.14)
(0.49%) 15.37 PDH
27791.00) -135.93) 27600PE 27600CE 10:24:00
e r s .
-18.15 -12.97
o h
t(97.56-137.4
-996.11
h
94.6 15.05 - Day Open >
 12 Sep 2019 (Thu) -1008 327/-978
(0.34%) 14.97 PDH
(27923.70-
i t
(86.19-86.71 = 0.52)
w
= 39.84)
re
27905.55) 27900PE 11:31:00 27900CE 09:41:00
h a
o n ot s
s
Expiry: 19 SEP 2019, Net Profit: -1066, Average D
e. Day Profit: -266
al u
o n
rs BN Prev
Max BN Gap
pe
India
l y f
Up/Down o Spot
ict
 CE
s

t r  
n t is
u m e
c
33.40 -36.9 -2259.96
 16 Sep 2019o
d
-230.75 14.7 -
s
-2296
i
(Mon) 44/-2220 - (27864.05- (245.26-246.74 = 1.48) (221.33-311.73 = 90.4)
h
(-0.82%) 14.97
T 27897.45) 27900PE 12:58:00 27900CE 11:02:00
-539.95 -2309.84 4369.48

-89.9 15.2 - Day Open <
 17 Sep 2019 (Tue) 2059 2249/-122 (27761.15- (226.22-318.61 = 92.39) (207.28-32.5 = -174.78)
(-0.32%) 15.97 PDL
27221.20) 27800PE 13:07:00 27800CE
-118.45 -1896.53 -26.35

172.95 15.38 -
 18 Sep 2019 (Wed) -1921 521/-1862 - (27401.30- (185.74-261.6 = 75.86) (175.17-176.23 = 1.05)
(0.64%) 15.26
27282.85) 27400PE 09:32:00 27400CE 12:21:00
-248.05 -1483.74 2577.18

2.8 15.41 -
 19 Sep 2019 (Thu) 1092 1131/-353 - (26975.85- (145.31-204.66 = 59.35) (103.54-0.45 = -103.09)
(0.01%) 15.67
26727.80) 27000PE 10:09:00 27000CE

    
17.45 801.10 10962.1 -3553.84

1057.85 Day Open
 23 Sep 2019 (Mon) 7407 7681/-1990 - (29861.20- (587.93-149.45 = -438.48) (348.05-490.21 = 142.15)
(3.65%) > PDH
16.81 30662.30) 29900PE 29900CE 09:42:00
17.73 -339.95 -4485.82 6732.14

-134.2
 24 Sep 2019 (Tue) 2245 4262/-1575 - - (30617.75- (439.33-618.76 = 179.43) (461.66-192.38 = -269.29)
(-0.44%)
16.86 30277.80) 30600PE 09:45:00 30600CE
16.34 -219.80 -2507.84 4769.2

-154.05
 25 Sep 2019 (Wed) 2261 3724/-53 - - (29777.25- (245.61-345.92 = 100.31) (283.75-92.98 = -190.77)
(-0.51%)
16.26 29557.45) 29800PE 14:35:00 29800CE
15.74 192.70 -18.68 -1684.28

54.5
 26 Sep 2019 (Thu) -1702 972/-1654 - - (29826.65- (124.13-124.87 = 0.75) (164.95-232.32 = 67.37)
(0.18%)
16.38 30019.35) 29800PE 12:15:00 29800CE 09:35:00
Max BN Gap India

  
-527.30 -3306.46 6852.88

-201.85 16.19 - Day Open <
 30 Sep 2019 (Mon) 3545 4433/0 (29643.55- (323.83-456.08 = 132.26) (442.47-168.35 =
(-0.68%) 15.91 PDL
29116.25) 29600PE 09:41:00 -274.12) 29600CE
-718.80 -2207.02 6612.25

123 15.52 -
 1 Oct 2019 (Tue) 4404 5274/-877 - (29446.50- (216.15-304.43 = 88.28) (333.55-69.06 = -264.49)
(0.42%) 16.63
28727.70) 29400PE 09:45:00 29400CE
e r s .
19.35 5603.34
o h
t(214.16-301.62
-2186.66
h
-118.8 17.59 -
 3 Oct 2019 (Thu) 3415 3732/-1975
(-0.41%) 17.79
- (28365.55-
i t
(256.13-32 = -224.13)
w
= 87.47)
re
28384.90) 28400PE 28400CE 09:26:00
h a
o n ot s
s
Expiry: 10 OCT 2019, Net Profit: -771, Average D
e. Day Profit: -257
al u
o n
rs BN Prev
Max BN Gap
r peIndia Spot
l y f
Up/Downo VIX Change
t rict Day H/L  PE
s
   
n ti s
e
um-669 1491/-2037 178.05 18.17 -
c
130.70 3474.86 -4144.28
 7 Oct 2019o
i s d (Mon) - (27710.75- (395.21-256.22 = (405.88-571.65 = 165.77)
h
(0.64%) 17.7
T 27841.45) -138.99) 27700PE 27700CE 09:45:00
869.30 -2699.74 -46.64

134.1 18.09 -
 9 Oct 2019 (Wed) -2745 1309/-2651 - (27942.15- (264.4-372.39 = 107.99) (309.97-311.83 = 1.87)
(0.48%) 17.25
28811.45) 27900PE 10:15:00 27900CE 11:33:00
-511.00 -1710.24 4353.1

-242.9 17.11 -
 10 Oct 2019 (Thu) 2642 2688/-969 - (28475.10- (167.5-235.91 = 68.41) (174.47-0.35 = -174.12)
(-0.84%) 17.35
27964.10) 28500PE 09:26:00 28500CE

BN Prev
Include Date Profit Profit/Loss Up/Down VIX Change (1) BN Sell 1 Lot ATM PE (2) BN Sell 1 Lot ATM CE
Day H/L 
   
17.53 83.85 2516.29 935.34

196
 14 Oct 2019 (Mon) 3451 3596/-809 - - (28224.95- (424.87-324.22 = -100.65) (466.4-428.98 = -37.41)
(0.7%)
17.38 28308.80) 28200PE 28200CE
17.21 256.50 4030.8 -3623.57

75.9
 15 Oct 2019 (Tue) 406 2234/-774 - - (28270.95- (341.72-180.49 = -161.23) (354.88-499.82 = 144.94)
(0.27%)
16.85 28527.45) 28300PE 28300CE 14:18:00
16.44 -117.85 -2524.64 3223.1

134.35
 16 Oct 2019 (Wed) 698 1966/-136 - - (28631.35- (247.26-348.24 = 100.99) (276.97-148.04 = -128.92)
(0.47%)
16.49 28513.50) 28600PE 13:11:00 28600CE
16.07 342.75 4503.85 -1394.66

57.55
 17 Oct 2019 (Thu) 3108 3888/-9 - - (28652.90- (180.81-0.65 = -180.15) (136.59-192.38 = 55.79)
(0.2%)
15.98 28995.65) 28700PE 28700CE 13:00:00
Max BN Gap India

  
143.85 3698.11 -3525.84

296 16.48 - Day Open >
 22 Oct 2019 (Tue) 172 1570/-1757 (29323.80- (344.66-196.74 = (345.31-486.34 = 141.03)
(1.02%) 16.78 PDH
29467.65) -147.92) 29300PE 29300CE 12:03:00
40.10 3687.02 -1946.92

67.7 16.63 -
 23 Oct 2019 (Wed) 1739 3805/-417 - (29386.20- (318.39-170.91 = (190.68-268.55 = 77.88)
(0.23%) 16.61
29426.30) -147.48) 29400PE 29400CE 10:10:00
-542.00 -1641.52 3554.21

144.75 16.41 -
 24 Oct 2019 (Thu) 1912 1958/-489 - (29657.50- (160.77-226.43 = 65.66) (142.82-0.65 = -142.17)
(0.49%) 16.3
29115.50) 29700PE 09:58:00 29700CE
e r s .
h o th
w i t
h a re
Max BN Gap India
BN Prev Spot
on ot(1)sBN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
.D
e
  
u s
o n al
p e rs-
r 16.49
311.30 3530.41 -2368.38
 29 Oct 2019 (Tue) 1161 1632/-1470
l y f
11.3
o 15.85
- (29563.95- (259.32-118.1 = -141.22) (231.95-326.69 = 94.74)
ict
(0.04%)
s t r 29875.25) 29600PE 29600CE 10:59:00
n t is
u m e
c
9.85 -2163.76 -32.89
 30 Oct 2019o
d
132.65 16.47 - Day Open >
s
-2196
i
(Wed) 405/-2125 (29987.35- (211.91-298.46 = 86.55) (218.59-219.91 = 1.32)
h
(0.44%) 16.68 PDH
T 29997.20) 30000PE 09:34:00 30000CE 10:20:00
-45.35 2229.01 -1309.66

181.15 16.74 - Day Open >
 31 Oct 2019 (Thu) 918 3483/-120 (30173.70- (159.37-70.21 = -89.16) (128.26-180.65 = 52.39)
(0.6%) 16.47 PDH
30128.35) 30200PE 30200CE 13:57:00
Max BN Gap India

  
-200.85 -3237.75 2170.26

85.35 16.03 - Day Open >
 4 Nov 2019 (Mon) -1066 731/-1798 (30556.70- (317.1-446.61 = 129.51) (241.57-154.76 = -86.81)
(0.28%) 15.93 PDH
30355.85) 30600PE 11:48:00 30600CE
-143.75 -311.12 2112.91

70.15 16.14 -
 5 Nov 2019 (Tue) 1801 2288/-141 - (30351.15- (301.24-313.69 = 12.44) (231.05-146.54 = -84.52)
(0.23%) 15.97
30207.40) 30400PE 30400CE
543.05 4386.13 -1962.2

5.35 15.92 -
 6 Nov 2019 (Wed) 2422 2493/-59 - (30121.00- (196.61-21.16 = -175.45) (192.17-270.66 = 78.49)
(0.02%) 15.86
30664.05) 30100PE 30100CE 11:37:00
-140.45 -1519.87 2481.06

113 15.51 - Day Open >
 7 Nov 2019 (Thu) 960 1004/-838 (30783.10- (148.85-209.65 = 60.79) (100.75-1.5 = -99.24)
(0.37%) 15.26 PDH
30642.65) 30800PE 09:49:00 30800CE

Day H/L  PE
   
236.35 3402.06 -2606.08

-84.75 16.27 -
 11 Nov 2019 (Mon) 795 1142/-2368 - (30725.95- (304.08-168 = -136.08) (255.23-359.48 = 104.24)
(-0.28%) 16.5
30962.30) 30700PE 30700CE 09:26:00
-550.80 -2560.78 4249.02

-30.8 16.58 -
 13 Nov 2019 (Wed) 1687 1770/-1152 - (31103.80- (250.8-353.23 = 102.43) (191.27-21.31 = -169.96)
(-0.1%) 16.51
30553.00) 31100PE 11:00:00 31100CE
241.65 -1354.45 -18.01

74.25 15.81 -
 14 Nov 2019 (Thu) -1371 128/-1330 - (30518.10- (132.65-186.83 = 54.18) (119.74-120.46 = 0.72)
(0.24%) 15.68
30759.75) 30500PE 09:35:00 30500CE 10:41:00
Max BN Gap India

BN Prev Spot
e r s .
th
  
i t h o CE
r e w
h a
28.4 15.57 -
on
-194.85
ot s -3182.27 2078.68
.D
 18 Nov 2019 (Mon) -1102 0/-1967 - (31188.70- (311.66-438.95 = 127.29) (250.25-167.1 = -83.15)
e
(0.09%) 15.81
lu s 30993.85) 31200PE 11:30:00 31200CE
o n a
r
e -
p15.38s
r
73.40 2540.88 -2352.6
 19 Nov 2019 (Tue) 187 1099/-613
l y f o
53.05
- (31102.70- (278.16-176.53 = -101.64) (230.41-324.51 = 94.1)
ict
(0.17%) 15.42
s t r 31176.10) 31100PE 31100CE 11:50:00
n t is
e
um301
c
127.30 2416.37 -2114.39
 20 Nov 2019o
d
56.1 15.16 -
i s
(Wed) 927/-993 - (31245.50- (189.03-92.38 = -96.65) (207.08-291.65 = 84.58)
h
(0.18%) 15.14
T 31372.80) 31200PE 31200CE 13:10:00
66.90 3149.94 -1175.79

59.4 15.09 -
 21 Nov 2019 (Thu) 1974 2011/-22 - (31308.75- (129.86-3.86 = -126) (115.15-162.19 = 47.03)
(0.19%) 15.07
31375.65) 31300PE 31300CE 12:28:00
Max BN Gap India

  
358.50 4327.84 -1987.14

-46.5 14.51 -
 25 Nov 2019 (Mon) 2340 2497/-22 - (31158.80- (250.7-77.58 = -173.11) (194.61-274.1 = 79.49)
(-0.15%) 15.01
31517.30) 31200PE 31200CE 11:28:00
-68.40 -1922.49
136.95 14.6 - Day Open >
 26 Nov 2019 (Tue) -1921 1101/-1888 (31731.55- (188.28-265.18 = 76.9) NA
(0.43%) 14.78 PDH
31663.15) 31700PE 14:36:00
19.65 1367.76 294.82

114.4 14.49 -
 27 Nov 2019 (Wed) 1662 1824/-30 - (31843.55- (158.87-104.16 = -54.71) (165.4-153.61 = -11.79)
(0.36%) 14.59
31863.20) 31800PE 31800CE
167.65 2128.51 -1095.37

105.75 13.96 - Day Open >
 28 Nov 2019 (Thu) 1033 1065/-508 (31948.40- (85.74-0.6 = -85.14) (107.28-151.09 = 43.81)
(0.33%) 14.02 PDH
32116.05) 31900PE 31900CE 09:56:00
Max BN Gap India

  
-23.15 879.95 562.78

62.2 14.02 -
 2 Dec 2019 (Mon) 1441 1663/-69 - (31868.45- (259.57-224.37 = -35.2) (209.37-186.86 = -22.51)
(0.19%) 14.3
31845.30) 31900PE 31900CE
-193.10 -1949.47 2356.69

48.65 13.62 -
 3 Dec 2019 (Tue) 406 1083/-90 - (31807.20- (190.93-268.9 = 77.98) (202.39-108.12 = -94.27)
(0.15%) 15.12
31614.10) 31800PE 11:36:00 31800CE
416.75 3443.57 -1553.98

-64.05 13.78 -
 4 Dec 2019 (Wed) 1889 1989/-1163 - (31512.45- (161.51-23.77 = -137.74) (152.19-214.35 = 62.16)
(-0.2%) 13.37
31929.20) 31500PE 31500CE 09:43:00
-265.75 -22.67 -979.82

104.5 13.1 - Day Open >
 5 Dec 2019 (Thu) -1002 539/-962 (32071.15- (150.7-151.6 = 0.91) (95.96-135.15 = 39.19)
(0.33%) 14.57 PDH
31805.40) 32100PE 11:43:00 32100CE 11:41:00
e r s .
h o th
w i t
h a re
Max BN Gap India
BN Prev
o
Spot
n ot(1)sBN Sell 1 Lot ATM
D
Day H/L 
s e.
Change  PE
u
  
o n al
e -
p13.83 rs
r
101.15 1995.59 -2560.27
 9 Dec 2019 (Mon) -564 943/-2133
ly f o
-20.15
- (31208.25- (227.52-147.69 = -79.82) (250.75-353.16 = 102.41)
ict
(-0.06%)14.56
s t r 31309.40) 31200PE 31200CE 09:41:00
n t is
e
um956 1168/-321
c
-174.40 -1379.13 2335.67
 10 Dec 2019o(Tue)
d
69.75 14.77 -
i s
- (31338.55- (191.72-246.89 = 55.17) (225.42-131.99 = -93.43)
h
(0.22%) 14.77
T 31164.15) 31300PE 31300CE
-123.95 -1653.74 2332.55

-8.7 13.36 -
 11 Dec 2019 (Wed) 678 1832/0 - (31233.50- (161.96-228.11 = 66.15) (187.83-94.53 = -93.3)
(-0.03%) 13.5
31109.55) 31200PE 14:24:00 31200CE
272.90 2536.06 -1028.18

100.05 12.78 - Day Open >
 12 Dec 2019 (Thu) 1507 1976/-94 (31389.65- (101.84-0.4 = -101.44) (100.7-141.82 = 41.13)
(0.32%) 13.35 PDH
31662.55) 31400PE 31400CE 14:08:00
Max BN Gap India

  
-133.75 -2402.48 1930.12

144.75 13.01 - Day Open >
 16 Dec 2019 (Mon) -471 735/-1420 (32109.90- (235.29-331.39 = 96.1) (237.68-160.48 = -77.2)
(0.45%) 13.44 PDH
31976.15) 32100PE 12:15:00 32100CE
99.05 1639.73 -2260.47

108.2 12.72 -
 17 Dec 2019 (Tue) -619 150/-1190 - (32045.90- (159.52-93.93 = -65.59) (221.38-311.8 = 90.42)
(0.34%) 12.54
32144.95) 32000PE 32000CE 09:54:00
72.30 -1649.67 -21.3

152 12.58 - Day Open >
 18 Dec 2019 (Wed) -1670 227/-1620 (32166.60- (161.56-227.55 = 65.99) (141.57-142.43 = 0.85)
(0.47%) 12.42 PDH
32238.90) 32200PE 10:09:00 32200CE 12:56:00
94.95 2905.33 -619.96

37.4 12.37 -
 19 Dec 2019 (Thu) 2285 2351/-78 - (32163.75- (122.43-6.22 = -116.21) (60.72-85.52 = 24.8)
(0.12%) 12.11
32258.70) 32200PE 32200CE 11:00:00
Max

-147.55 -572.64 1530.3

-3.95 12.54 -
 23 Dec 2019 (Mon) 956 1220/-29 - (32427.65- (197.85-220.76 = 22.91) (161.86-100.65 =
(-0.01%) 12.16
32280.10) 32400PE -61.21) 32400CE
-69.65 211.21 975.85

-1.65 12.22 -
 24 Dec 2019 (Tue) 1186 1391/-58 - (32373.70- (146.16-137.71 = -8.45) (105.43-66.4 =
(-0.01%) 11.67
32304.05) 32400PE -39.03) 32400CE
-253.85 -968.63 1107.87

-4.6 11.78 -
 26 Dec 2019 (Thu) 138 623/-286 - (32260.75- (94.86-133.61 = 38.75) (44.62-0.3 = -44.31)
(-0.01%) 11.13
32006.90) 32300PE 11:41:00 32300CE
e r s .
h o th
w i t
h a re
Max BN Gap India
BN Prev Spot
on ot(1)sBN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
.D
e
  
u s
o n al
p e rs- Day Open >
r 11.02 PDH
-140.65 -1557.03 1528.94
f
74.25
o 11.26
tly
 30 Dec 2019 (Mon) -29 721/-629 (32513.85- (152.49-214.77 = 62.28) (187.54-126.38 = -61.16)
i c
(0.23%)
s s t r 32373.20) 32500PE 11:40:00 32500CE
n t i
m e
u -1441 291/-1392 -8.95 11.22 -
c
-69.20 -24.94 -1417.06
 31 Dec 2019o(Tue)
s d
Thi
- (32255.65- (165.75-166.75 = 1) (138.78-195.46 = 56.68)
(-0.03%) 11.7
32186.45) 32300PE 14:19:00 32300CE 11:55:00
-211.05 -1036.83 2548.59

76.25 11.61 -
 1 Jan 2020 (Wed) 1510 1718/-222 - (32295.45- (101.54-143.02 = 41.47) (143.52-41.57 = -101.94)
(0.24%) 11.63
32084.40) 32300PE 09:45:00 32300CE
196.95 -598.08 -14.44

30.25 11.56 -
 2 Jan 2020 (Thu) -612 664/-587 - (32220.85- (58.57-82.5 = 23.92) (96.01-96.59 = 0.58)
(0.09%) 11.49
32417.80) 32200PE 09:45:00 32200CE 11:54:00
Max BN Gap India

  
-369.15 -2549.58 4879.03

-158.8 12.7 - Day Open <
 6 Jan 2020 (Mon) 2328 3168/-2417 (31642.95- (249.7-351.68 = 101.98) (312.11-116.95 = -195.16)
(-0.5%) 14.77 PDL
31273.80) 31600PE 09:31:00 31600CE
-465.95 -2015.64 3603.67

360.9 13.75 -
 7 Jan 2020 (Tue) 1587 1884/-1269 - (31814.50- (197.41-278.03 = 80.63) (197.41-53.26 = -144.15)
(1.16%) 14.73
31348.55) 31800PE 10:07:00 31800CE
358.40 4574.83 -2099.62

-403.9 15.71 - Day Open <
 8 Jan 2020 (Wed) 2475 2700/-1830 (31057.85- (275.67-92.68 = -182.99) (205.63-289.62 = 83.98)
(-1.29%) 15.52 PDL
31416.25) 31100PE 31100CE 09:43:00
290.00 2838.88 -1078.57

374.6 14.15 - Day Open >
 9 Jan 2020 (Thu) 1759 1789/-254 (31816.40- (114.11-0.55 = -113.56) (105.63-148.77 = 43.14)
(1.19%) 14.05 PDH
32106.40) 31800PE 31800CE 10:35:00
Max BN Gap India

  
-120.90 -2544.49 1851.05

41.7 14.15 -
 13 Jan 2020 (Mon) -692 425/-941 - (32294.80- (249.2-350.98 = 101.78) (263.26-189.22 = -74.04)
(0.13%) 14.21
32173.90) 32300PE 13:14:00 32300CE
60.60 2106.94 -481.61

18.8 13.96 -
 14 Jan 2020 (Tue) 1624 1912/0 - (32053.00- (245.71-161.43 = -84.28) (209.47-228.73 = 19.26)
(0.06%) 13.94
32113.60) 32100PE 32100CE
-43.45 507.69 1009.61

-76.9 14.15 -
 15 Jan 2020 (Wed) 1517 1850/-79 - (31831.20- (133.85-113.54 = -20.31) (189.43-149.05 = -40.38)
(-0.24%) 14.17
31787.75) 31800PE 31800CE
e r s .
-117.90 -534.45
o h
t(118.84-119.56
-17.88
h
-14.35 14.1 -
 16 Jan 2020 (Thu) -552 205/-525
(-0.05%) 14.28
- (31949.20-
i t
(52.34-73.72 = 21.38)
w
= 0.72)
re
31831.30) 31900PE 09:29:00 31900CE 09:40:00
h a
o n ot s
s
Expiry: 23 JAN 2020, Net Profit: 1328, Average D
e. Day Profit: 332
al u
o n
rs BN Prev
Max BN Gap
pe
India
l y f
Up/Downo Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot ATM
t rict  PE CE
s
  
n ti s
e
um1675 2080/-843 333.3 14.42 - Day Open > (31654.85-
c
-543.25 -2550.6 4226.63
 20 Jan 2020o
i s d (Mon) (249.8-351.82 = 102.02) (240.08-71.01 = -169.07)
h
(1.06%) 15.39 PDH
T 31111.60) 31700PE 09:48:00 31700CE
-20.30 -36.08 -2370.41

-101.8 15.83 - Day Open <
 21 Jan 2020 (Tue) -2406 143/-2328 (30982.85- (239.83-241.27 = 1.44) (232.15-326.97 = 94.82)
(-0.33%) 15.83 PDL
30962.55) 31000PE 10:32:00 31000CE 09:55:00
-411.25 -1312.2 4317.98

114.05 15.67 -
 22 Jan 2020 (Wed) 3005 3326/-416 - (31113.55- (128.51-181 = 52.49) (207.92-35.21 = -172.72)
(0.37%) 16.33
30702.30) 31100PE 09:27:00 31100CE
209.75 -15.34 -931.98

40.75 16.4 -
 23 Jan 2020 (Thu) -946 567/-915 - (30818.65- (101.94-102.56 = 0.61) (91.28-128.55 = 37.28)
(0.13%) 15.9
31028.40) 30800PE 11:08:00 30800CE 09:24:00
Max BN Gap India

  
-116.75 -39.49 -2477.3

-131.2 16.8 -
 27 Jan 2020 (Mon) -2516 439/-2433 - (30973.20- (262.51-264.09 = 1.58) (242.62-341.71 = 99.09)
(-0.42%) 17.08
30856.45) 31000PE 13:47:00 31000CE 10:04:00
-149.35 -33.47 -2617.79

84.6 17.51 -
 28 Jan 2020 (Tue) -2650 686/-2571 - (30840.80- (222.48-223.82 = 1.34) (256.38-361.09 = 104.71)
(0.27%) 17.5
30691.45) 30800PE 14:48:00 30800CE 09:47:00
-70.10 -21.25 -2003.42

153.7 16.79 -
 29 Jan 2020 (Wed) -2023 412/-1967 - (30934.85- (141.23-142.07 = 0.85) (196.21-276.35 = 80.14)
(0.5%) 16.66
30864.75) 30900PE 15:01:00 30900CE 11:00:00
-92.20 -747.72 2963.13

12.25 16.66 -
 30 Jan 2020 (Thu) 2215 2279/-78 - (30732.95- (73.23-103.14 = 29.91) (121.53-3.01 = -118.53)
(0.04%) 16.83
30640.75) 30700PE 10:07:00 30700CE

Day H/L  CE
   
-762.70 -5326.18 9835.37

-107.4 17.75 -
 1 Feb 2020 (Sat) 4508 4647/-668 - (30653.90- (521.63-734.68 = 213.05) (485.34-91.92 = -393.41)
(-0.35%) 16.71
29891.20) 30700PE 13:29:00 30700CE
161.70 -3511.08 -47.75

-9.15 16.21 -
 3 Feb 2020 (Mon) -3558 896/-3449 - (29899.70- (343.87-484.31 = 140.44) (317.39-319.31 = 1.91)
(-0.03%) 15.85
30061.40) 29900PE 09:33:00 29900CE 10:17:00
e r s .
430.90 4911.8
o h
t(166.25-234.15
-1697.51
h
212.05 14.91 - Day Open >
 4 Feb 2020 (Tue) 3213 3514/0
(0.71%) 14.34 PDH
(30252.70-
i t
(252.64-56.17 = -196.47)
w
= 67.9)
re
30683.60) 30300PE 30300CE 10:39:00
h a
o n ot s
. D
224.55 -25.52 -1486.28
e
75.25 14.29 -
 5 Feb 2020 (Wed) -1511 796/-1460 -
u s (30778.95- (169.64-170.66 = 1.02) (145.56-205.01 = 59.45)
al
(0.25%) 14.27
rs o n 31003.50) 30800PE 11:42:00 30800CE 10:32:00
or pe
f
ly68.8
ict (0.22%)
262.95 -1304.57 -17.9
13.93 - Day Open >
 6 Feb 2020 (Thu) -1321
s t r
0/-1281 (31074.95- (127.77-179.95 = 52.18) (118.99-119.71 = 0.72)
is
13.85 PDH
t
31337.90) 31100PE 09:31:00 31100CE 09:38:00
e n
d ocum
T h i s Expiry: 13 FEB 2020, Net Profit: 4464, Average Day Profit: 1116
Max
BN Gap India BN Prev Spot (1) BN Sell 1 Lot ATM (2) BN Sell 1 Lot
Up/Down  VIX  Day H/L  Change  PE ATM CE

-69.75 268.03 463.47

46.7 13.92 -
 10 Feb 2020 (Mon) 731 951/-245 - (31070.45- (260.12-249.4 = -10.72) (194.41-175.88 =
(0.15%) 14.33
31000.70) 31100PE -18.54) 31100CE
-95.35 -4.23 950.17

172.05 13.74 -
 11 Feb 2020 (Tue) 945 1076/-378 - (31371.35- (203.14-203.31 = 0.17) (159.47-121.46 =
(0.55%) 13.88
31276.00) 31400PE -38.01) 31400CE
23.20 1092.34 191.06

140.55 13.52 -
 12 Feb 2020 (Wed) 1283 1415/-40 - (31510.35- (122.88-79.19 = -43.69) (146.76-139.12 =
(0.45%) 13.59
31533.55) 31500PE -7.64) 31500CE
-188.25 -780.81 2285.58

93.65 13.33 -
 13 Feb 2020 (Thu) 1504 1527/-41 - (31411.95- (76.47-107.7 = 31.23) (91.72-0.3 = -91.42)
(0.3%) 13.36
31223.70) 31400PE 09:58:00 31400CE

Day H/L  PE
   
-54.95 -35.05 -2671.23

39.05 14.13 -
 17 Feb 2020 (Mon) -2706 301/-2624 - (30745.95- (232.95-234.35 = 1.4) (261.61-368.46 = 106.85)
(0.13%) 14.27
30691.00) 30700PE 10:16:00 30700CE 09:39:00
-91.55 -1835.45 1667.84

-19.2 14.71 -
 18 Feb 2020 (Tue) -166 1396/-369 - (30523.40- (179.76-253.18 = 73.42) (214.35-147.64 = -66.71)
(-0.06%) 14.54
30431.85) 30500PE 10:44:00 30500CE
-36.65 -1523.95 834.03

342.5 13.93 - Day Open >
 19 Feb 2020 (Wed) -689 559/-1315 (30870.95- (149.25-210.21 = 60.96) (131.4-98.04 = -33.36)
(1.12%) 13.93 PDH
30834.30) 30900PE 09:33:00 30900CE
162.15 2914.86 -624.03

24.1 13.99 -
 20 Feb 2020 (Thu) 2290 2320/0 - (30780.30- (117.4-0.8 = -116.59) (61.12-86.08 = 24.96)
(0.08%) 13.82
30942.45) 30800PE 30800CE 09:24:00
Max BN Gap India

  
e r s .
-276.5 15.05 - Day Open <
-28.20 -836.62
h o th 313.3
it
 24 Feb 2020 (Mon) -523 949/-581 (30517.95- (244.12-277.58 = 33.46) (234.25-221.71 = -12.53)
(-0.89%) 16.63 PDL
30489.75)
r e w
30500PE 30500CE
h a
-68.55n
o ot s
. D
21.03 1785.79
e
61.9 16.59 -
 25 Feb 2020 (Tue) 1806 2402/-12 -
u s (30480.95- (243.57-242.73 = -0.84) (238.68-167.25 = -71.43)
al
(0.2%) 16.96
rs o n 30412.40) 30500PE 30500CE
o r pe
yf
l-152.75
ict (-0.5%)
17.15 - Day Open <
-72.90 -26.15 -1944.38
 26 Feb 2020 (Wed) -1969
s t r
1740/-1909 (30315.65- (173.83-174.87 = 1.05) (190.43-268.2 = 77.78)
is
17.76 PDL
t
30242.75) 30300PE 14:30:00 30300CE 13:46:00
e n
d ocum
i s
29.55 -811.35 2227.22
T h
 27 Feb 2020 (Thu) 1415 2622/-31
-36.85
(-0.12%)
18.1 -
18.1
- (30144.20-
30173.75)
(79.46-111.91 = 32.45)
30100PE 09:39:00
(146.26-57.17 = -89.09)
30100CE
Max BN Gap India

  
-350.25 -3766.6 4357.62

553.85 21.23 - Day Open >
 2 Mar 2020 (Mon) 591 2466/-540 (29472.50- (368.89-519.55 = 150.66) (336.09-161.78 = -174.3)
(1.9%) 24.07 PDH
29122.25) 29500PE 15:00:00 29500CE
-148.35 -2709.41 2390.48

144.15 23.51 -
 3 Mar 2020 (Tue) -318 1741/-2480 - (29240.55- (265.35-373.73 = 108.38) (336.14-240.52 = -95.62)
(0.5%) 24.95
29092.20) 29200PE 09:35:00 29200CE
-386.95 -2789.83 5069.25

75.9 24.74 -
 4 Mar 2020 (Wed) 2278 3638/-138 - (28977.05- (273.23-384.82 = 111.59) (281.1-78.33 = -202.77)
(0.26%) 24.34
28590.10) 29000PE 12:54:00 29000CE
105.20 -1683.77 -19.75

176.6 23.53 -
 5 Mar 2020 (Thu) -1703 764/-1654 - (28762.15- (164.9-232.25 = 67.35) (131.26-132.04 = 0.79)
(0.62%) 23.17
28867.35) 28800PE 09:26:00 28800CE 10:45:00
Max BN Gap India

  
-370.10 -4564.71 4744.9

-770 27.78 - Day Open <
 9 Mar 2020 (Mon) 179 2992/-2201 (26956.55- (447.05-629.64 = 182.59) (453.63-263.84 = -189.8)
(-2.77%) 30.18 PDL
26586.45) 27000PE 10:51:00 27000CE
-44.85 -4083.2 5461.35

-189.85 30.85 -
 11 Mar 2020 (Wed) 1377 3240/-856 - (26691.90- (399.9-563.22 = 163.33) (424.92-206.47 =
(-0.72%) 31.5
26647.05) 26700PE 10:09:00 -218.45) 26700CE
-1419.10 -227.01 -41.23

-1311.9 33.76 - Day Open <
 12 Mar 2020 (Thu) -267 0/-1118 (25093.65- (22.23-31.31 = 9.08) (274.03-275.67 = 1.65)
(-4.95%) 39.94 PDL
23674.55) 25100PE 09:24:00 25100CE 09:25:00

Include Date Profit Profit/Loss Up/Down VIX Day H/L Change (1) BN Sell 1 Lot ATM PE
CE
    
-584.25 -9976.4 5303.3

-1104.85 57.16
 16 Mar 2020 (Mon) -4672 685/-7648 - (23679.85- (977.06-1376.12 = 399.06) (892.07-679.93 =
(-4.39%) - 58.2
23095.60) 23700PE 14:14:00 -212.13) 23700CE
e r s .
-243.45 1295.6
h o th 12828.1
 17 Mar 2020 (Tue) 14123 15152/-2528
246.9 62.43
- (22576.90-
w i t
(1046.8-994.98 = -51.82) (1076.76-563.64 =
re
(1.07%) - 62.3
22333.45)
h a 22600PE -513.12) 22600CE
o n ot s
s e. D-1706.85 -6997.73 13382.42
lu
256.7 63.07
a
 18 Mar 2020 (Wed) 6383 6679/-2921 - (22105.10- (685.34-965.25 = 279.91) (575.72-40.42 = -535.3)
(1.16%)
rs
- 63.8
o n 20398.25) 22100PE 10:00:00 22100CE
pe
l y f or
t i ct
r (-5.59%)
63.64 1179.65 -17.01 -3066.22
s
-1151.25 Day Open
ti s
 19 Mar 2020 (Thu) -3083 0/-3704 - (18919.10- (113.06-113.74 = 0.68) (300.3-422.95 = 122.65)
< PDL
e n 71.95 20098.75) 18900PE 09:31:00 18900CE 09:30:00
o c um
i s d
T h Expiry: 26 MAR 2020, Net Profit: 37667, Average Day Profit: 9416

CE
    
70.51 -1682.15 -11082.46 39913.46

-2006.3 Day Open
 23 Mar 2020 (Mon) 28830 31646/-1533 - (18725.00- (1085.38-1528.68 = 443.3) (2064.44-467.9 =
(-9.87%) < PDL
72.56 17042.85) 18700PE 09:50:00 -1596.54) 18700CE
-10230.9
71.99 -486.90 -162.94
788.2 (1001.99-1411.22 =
 24 Mar 2020 (Tue) -10393 3973/-10050 - - (17546.55- (1082.99-1089.51 = 6.52)
(4.66%) 409.24) 17500PE
83.58 17059.65) 17500CE 12:45:00
09:31:00
83.06 1344.65 19232.98 -9552.4

-347.35
 25 Mar 2020 (Wed) 9680 18051/-1073 - - (17134.00- (955.28-185.96 = -769.32) (935.53-1317.63 = 382.1)
(-2.03%)
77.12 18478.65) 17100PE 17100CE 13:03:00
75.84 1000.30 13420.63 -3870.44

300.8 Day Open
 26 Mar 2020 (Thu) 9549 9667/-2434 - (18660.20- (538.43-1.6 = -536.83) (379.06-533.88 = 154.82)
(1.63%) > PDH
71.72 19660.50) 18700PE 18700CE 09:28:00
Max BN Gap India

BN Prev Spot (2) BN Sell 1 Lot
Day H/L  Change  ATM CE
  
-618.40 -1578.75 12919.94

-714.55 70.51 - Day Open <
 30 Mar 2020 (Mon) 11340 14504/-1127 (19334.60- (1118.48-1181.63 = 63.15) (1024.67-507.87 =
(-3.58%) 72.73 PDL
18716.20) 19300PE -516.8) 19300CE
249.95 8605.63 1696.17

525.25 70.32 -
 31 Mar 2020 (Tue) 10301 10663/-99 - (19067.30- (650.74-306.52 = -344.23) (559.32-491.47 =
(2.8%) 63.87
19317.25) 19100PE -67.85) 19100CE
-552.80 -3094.72 5221.67

-21.6 63.27 -
 1 Apr 2020 (Wed) 2126 2216/-719 - (18810.85- (303.09-426.88 = 123.79) (209.67-0.8 =
(-0.11%) 60.3
18258.05) 18800PE 09:47:00 -208.87) 18800CE

    
52.32 740.45 6715.16 -4010.92

1205.25 Day Open
 7 Apr 2020 (Tue) 2703 3418/-863 - (18249.75- (491.17-222.57 = -268.61) (392.82-553.25 = 160.44)
(6.99%) > PDH
51.76 18990.20) 18200PE 18200CE 12:30:00
e r s .
-263.1 52 -
490.30 5681.45
h o th -3973.25
it
 8 Apr 2020 (Wed) 1708 6394/-3609 - (18558.25- (470.28-243.03 = -227.26) (389.13-548.06 = 158.93)
(-1.38%) 52.09
19048.55)
r e w
18600PE 18600CE 09:31:00
h a
o n ot s
D
50.44
.
303.05 -3809.36 1746.63
e
606.7
 9 Apr 2020 (Thu) -2062 4299/-2477 - -
u s (19609.25- (373.08-525.45 = 152.37) (348.95-279.08 = -69.87)
al
(3.2%)
49.68
rs o n 19912.30) 19600PE 10:54:00 19600CE
or pe
r ict ly f
is s t
e n t Max
BN Gap India Spot
do
BN Prev
i s
Include Date Up/Down VIX Change (1) BN Sell 1 Lot ATM PE (2) BN Sell 1 Lot ATM CE
Th
Day H/L 
   
51.66 -205.00 521.39 2838.75

-58.7
 13 Apr 2020 (Mon) 3359 4060/-868 - - (19658.85- (742.76-721.91 = -20.86) (548.25-434.7 = -113.55)
(-0.29%)
51.41 19453.85) 19700PE 19700CE
50.42 -798.45 -4560.64 10534.7

608.35 Day Open >
 15 Apr 2020 (Wed) 5973 6258/-353 - (19844.45- (446.66-629.08 = 182.43) (487.08-65.7 = -421.39)
(3.12%) PDH
49.92 19046.00) 19800PE 13:48:00 19800CE
48.97 600.85 6669.87 -2553.14

-99.9
 16 Apr 2020 (Thu) 4116 4187/-227 - - (18720.50- (267.2-0.4 = -266.79) (250.05-352.17 = 102.13)
(-0.52%)
46.47 19321.35) 18700PE 18700CE 09:36:00
Max BN Gap India

  
-347.75 -4983.22 4301.41

423.25 43.61 - Day Open >
 20 Apr 2020 (Mon) -681 2184/-1908 (20899.00- (622.13-821.46 = 199.33) (551.39-379.33 =
(2.05%) 43.66 PDH
20551.25) 20900PE -172.06) 20900CE
-288.20 -5222.34 4458.93

-710.6 45.6 - Day Open <
 21 Apr 2020 (Tue) -762 1984/-2104 (19711.10- (511.46-720.35 = 208.89) (479.41-301.05 =
(-3.46%) 45.1 PDL
19422.90) 19700PE 12:33:00 -178.36) 19700CE
496.50 7086.17 -3854.66

-102.4 45.18 -
 22 Apr 2020 (Wed) 3230 3652/-2734 - (19229.65- (408.52-125.07 = -283.45) (377.51-531.7 = 154.19)
(-0.53%) 42.79
19726.15) 19200PE 19200CE 10:42:00
526.50 5684.06 -1745.36

169.5 41.95 - Day Open >
 23 Apr 2020 (Thu) 3937 3988/-119 (19804.40- (227.96-0.6 = -227.36) (170.94-240.75 = 69.81)
(0.86%) 39.28 PDH
20330.90) 19800PE 19800CE 10:00:00
Max BN Gap India

  
141.55 3540.23 -1589.87

284.15 38.43 -
 27 Apr 2020 (Mon) 1950 2440/-223 - (19954.10- (510.71-369.1 = -141.61) (425.77-489.36 = 63.59)
(1.45%) 38.17
20095.65) 20000PE 20000CE
188.65 4340.28 -1858.3

355.45 37.31 - Day Open >
 28 Apr 2020 (Tue) 2481 3301/-340 (20475.75- (409.67-236.06 = (318.29-392.62 = 74.33)
(1.77%) 35.61 PDH
20664.40) -173.61) 20500PE 20500CE
e r s .
-230.7 34.7 -
556.90 5230.08
h o th -2659.52
it
 29 Apr 2020 (Wed) 2570 2676/-210 - (20704.15- (270.44-61.23 = -209.2) (260.47-366.85 = 106.38)
(-1.12%) 33.85
21261.05)
r e w
20700PE 20700CE 14:21:00
h a
o n ot s
. D
-237.50 -28.61 -1395.17
e
499 33.22 - Day Open >
 30 Apr 2020 (Thu) -1423 2653/-1370
u s (21691.80- (190.13-191.27 = 1.14) (136.64-192.45 = 55.81)
al
(2.37%) 34.02 PDH
rs o n 21454.30) 21700PE 13:05:00 21700CE 09:26:00
or pe
r ict ly f
is s t
e n t Max
BN Gap India BN Prev Spot
Include
i s do
Date Up/Down VIX Day H/L Change (1) BN Sell 1 Lot ATM PE (2) BN Sell 1 Lot ATM CE
Th     
-519.70 -6718.8 5286.61

-1019.75 40.16 Day Open
 4 May 2020 (Mon) -1432 531/-2557 (20257.15- (658.02-926.77 = 268.75) (528.01-316.55 = -211.46)
(-4.74%) - 43.8 < PDL
19737.45) 20300PE 14:03:00 20300CE
-895.80 -6177.73 8027.33

403.55 41.3 -
 5 May 2020 (Tue) 1848 2233/-3664 - (20173.85- (605.03-852.14 = 247.11) (461.16-140.07 = -321.09)
(2.04%) 43.73
19278.05) 20200PE 12:04:00 20200CE
593.65 7642.29 -3451.02

30.7 42.86
 6 May 2020 (Wed) 4191 4837/-367 - (18996.70- (412.11-106.42 = -305.69) (337.98-476.02 = 138.04)
(0.16%) - 41.3
19590.35) 19000PE 19000CE 09:56:00
41.36 -46.25 -32.04 -2190.23

-158.5
 7 May 2020 (Thu) -2221 1375/-2151 - - (19543.35- (212.96-214.24 = 1.28) (214.5-302.11 = 87.61)
(-0.8%)
39.96 19497.10) 19500PE 10:43:00 19500CE 09:51:00

Day H/L  CE
   
-653.85 -4438.99 6548.72

257.55 38.01 -
 11 May 2020 (Mon) 2109 2312/-2149 - (19595.30- (434.74-612.3 = 177.56) (430.75-168.8 = -261.95)
(1.33%) 37.91
18941.45) 19600PE 10:46:00 19600CE
396.40 -3630.7 -55.95

-199.1 37.98 - Day Open <
 12 May 2020 (Tue) -3686 264/-3566 (18549.40- (355.58-500.81 = 145.23) (371.88-374.12 = 2.24)
(-1.05%) 38.02 PDL
18945.80) 18500PE 10:06:00 18500CE 13:00:00
-367.85 -4112.72 4947.56

1154.9 37.75 - Day Open >
 13 May 2020 (Wed) 834 1907/-2073 (19932.40- (402.79-567.3 = 164.51) (431.6-233.7 = -197.9)
(6.12%) 38.89 PDH
19564.55) 19900PE 09:41:00 19900CE
-82.75 2833.68 -1546.85

-437.25 38.52 - Day Open <
 14 May 2020 (Thu) 1286 3001/-1036 (19189.85- (206.98-93.63 = -113.35) (151.49-213.37 = 61.87)
(-2.23%) 38.23 PDL
19107.10) 19200PE 19200CE 09:30:00
Max BN Gap India

  
-787.45 -4426.77 5646.71

-38.85 38.35 -
 18 May 2020 (Mon) 1219 1850/-2771 - (18412.65- (433.55-610.62 = 177.07) (434.54-208.67 =
(-0.21%) 40.83
17625.20) 18400PE 09:36:00 -225.87) 18400CE
e r s .
463.95 39.96 -
-429.20 -5134.79
h o th(408.97-167.95 =
6025.43
 19 May 2020 (Tue) 889 3759/-932
(2.64%) 39.73
- (17868.50-
i t
(502.89-708.28 = 205.39)
w
re
17439.30) 17900PE 13:42:00 -241.02) 17900CE
h a
109.30 n
o ot s
. D
-2865.16 -43.35
e
38.46 -
 20 May 2020 (Wed) -2908 804/-2814 0.25 (0%) -
u s (17696.00- (280.61-395.21 = 114.61) (288.13-289.87 = 1.73)
al
36.2
rs o n 17805.30) 17700PE 10:30:00 17700CE 14:21:00
o r pe
yf
l61.75
ict (0.35%)
34.74 -
-312.60 -18.36 -1199.2
 21 May 2020 (Thu) -1216
s t r
1418/-1177 - (18011.15- (122.03-122.77 = 0.73) (117.45-165.41 = 47.97)
is
33.24
t
17698.55) 18000PE 14:16:00 18000CE 09:35:00
e n
d ocum
T h i s Expiry: 28 MAY 2020, Net Profit: 8267, Average Day Profit: 2755
Max

-134.45 -73.35 2229.88

258.75 32.47 -
 26 May 2020 (Tue) 2156 2635/0 - (17559.15- (370.83-373.77 = (278.61-189.42 = -89.2)
(1.5%) 31.44
17424.70) 2.93) 17600PE 17600CE
1003.30 5698.74 -2137.8

163.05 31.1 -
 27 May 2020 (Wed) 3560 3676/-637 - (17627.45- (247.06-19.11 = (209.37-294.88 = 85.51)
(0.93%) 31.53
18630.75) -227.95) 17600PE 17600CE 10:30:00
136.20 4039.99 -1488.82

213.9 30.58 - Day Open >
 28 May 2020 (Thu) 2551 2620/-378 (19019.70- (163.96-2.36 = (145.81-205.36 = 59.55)
(1.14%) 30.05 PDH
19155.90) -161.6) 19000PE 19000CE 09:31:00

Day H/L  PE
   
-49.00 -74.52 -3797.65

431.65 29.7 - Day Open >
 1 Jun 2020 (Mon) -3871 1129/-3730 (20005.45- (495.31-498.29 = 2.98) (371.93-523.84 = 151.91)
(2.24%) 30.8 PDH
19956.45) 20000PE 13:40:00 20000CE 12:15:00
470.90 6943.34 -3676

160.7 30.32 -
 2 Jun 2020 (Tue) 3266 3447/-505 - (20027.95- (416.15-138.41 = (360.02-507.06 = 147.04)
(0.81%) 30.08
20498.85) -277.73) 20000PE 20000CE 12:46:00
-101.60 -49.95 -2642.22

436.4 29.86 - Day Open >
 3 Jun 2020 (Wed) -2691 3247/-2595 (21112.40- (332-334 = 2) 21100PE (258.77-364.46 = 105.69)
(2.13%) 29.62 PDH
21010.80) 15:00:00 21100CE 13:30:00
-657.60 -2430.47 4451.4

-8.35 29.93 -
 4 Jun 2020 (Thu) 2020 2091/-991 - (21093.75- (238.03-335.25 = 97.22) (179.46-1.4 = -178.06)
(-0.04%) 29.78
20436.15) 21100PE 09:58:00 21100CE

    
28.99 -622.35 -5599 6857.23

601.6 Day Open
 8 Jun 2020 (Mon) 1257 2666/-1494 - (21781.95- (548.35-772.31 = 223.96) (488.53-214.24 = -274.29)
(2.86%) > PDH
29.75 21159.60) 21800PE 12:27:00 21800CE
e r s .
108.15
29.83 -313.45 -69.72
h o th -4647.68
it
 9 Jun 2020 (Tue) -4716 1700/-4565 - - (21115.80- (463.41-466.19 = 2.79) (455.18-641.09 = 185.91)
(0.51%)
30.12 20802.35)
r e w
21100PE 14:03:00 21100CE 10:11:00
h a
17.50 n
o ot s
D
29.77
.
1974.73 1560.67
e
36.05
 10 Jun 2020 (Wed) 3535 3651/-503 - -
u s (20841.65- (324.47-245.48 = -78.99) (343.32-280.89 = -62.43)
al
(0.17%)
29.62
rs o n 20859.15) 20800PE 20800CE
r e
p29.42
f o
ly-15.4
ict (-0.07%)
-435.30 -32.45 -1957.61
 11 Jun 2020 (Thu) -1990
s t r
675/-1923 - - (21015.50- (215.7-217 = 1.3) (191.72-270.03 = 78.3)
n t is 29.69 20580.20) 21000PE 11:01:00 21000CE 09:32:00
e
d ocum

BN Prev
Day H/L 
   
31.83 -349.55 -5773.59 4918.85

-197.4
 15 Jun 2020 (Mon) -853 1095/-2505 - - (20377.70- (565.45-796.39 = 230.94) (489.08-292.32 = -196.75)
(-0.96%)
32.31 20028.15) 20400PE 10:36:00 20400CE
30.72 -222.00 -3727.41 3492.45

587.75 Day Open >
 16 Jun 2020 (Tue) -234 3514/-1300 - (20539.15- (365.05-514.15 = 149.1) (419.99-280.29 = -139.7)
(2.95%) PDH
32.79 20317.15) 20500PE 11:48:00 20500CE
229.80 5439.8 -3521.77

-159.25 33.79
 17 Jun 2020 (Wed) 1917 4017/-2058 - (20003.90- (409.82-192.22 = -217.59) (344.91-485.78 = 140.87)
(-0.78%) - 33.3
20233.70) 20000PE 20000CE 09:33:00
33.33 893.00 5176.88 -1530.05

-64.15
 18 Jun 2020 (Thu) 3646 3690/-360 - - (20077.85- (207.38-0.3 = -207.08) (149.85-211.05 = 61.2)
(-0.32%)
31.52 20970.85) 20100PE 20100CE 10:15:00

    
30.55 153.45 3300.89 -4377.4

153.45 Day Open
 22 Jun 2020 (Mon) -1076 1761/-1543 - (21608.05- (476.57-344.53 = -132.04) (428.71-603.81 = 175.1)
(0.72%) > PDH
30.49 21761.50) 21600PE 21600CE 12:51:00
30.98 268.90 5072.48 -4062.33

150.9
 23 Jun 2020 (Tue) 1009 2966/-641 - - (21916.85- (426.27-223.37 = -202.9) (397.85-560.35 = 162.49)
(0.7%)
29.44 22185.75) 21900PE 21900CE 14:41:00
29.62 -728.85 -3518.72 6942.34

214.45 Day Open
 24 Jun 2020 (Wed) 3422 3872/-2823 - (22307.90- (344.61-485.36 = 140.75) (339.48-61.78 = -277.69)
(0.96%) > PDH
29.48 21579.05) 22300PE 11:32:00 22300CE
30.23 505.90 5599.27 -1946.92

-208.75 Day Open
 25 Jun 2020 (Thu) 3651 3706/-667 - (20978.40- (224.87-0.9 = -223.97) (190.68-268.55 = 77.88)
(-0.97%) < PDL
29.67 21484.30) 21000PE 21000CE 09:34:00

Day H/L  PE
   
e r s .
70.75 2494.47
o h
t(446.66-419.4
681.29
h
-300.5 29.76 - Day Open <
 29 Jun 2020 (Mon) 3175 3837/0
(-1.39%) 29.32 PDL
(21169.85-
i t
(544.96-445.18 = -99.78)
w
= -27.25)
re
21240.60) 21200PE 21200CE
h a
o n ot s
. D
-146.40 -4226.23 2961.8
e
165.3 28.77 - Day Open >
 30 Jun 2020 (Tue) -1264 1373/-1312
u s (21507.45- (413.9-582.95 = 169.05) (388.73-270.26 = -118.47)
al
(0.77%) 29.2 PDH
rs o n 21361.05) 21500PE 14:30:00 21500CE
o r pe
yf
l-16.05
ict (-0.08%)
28.78 -
652.75 6931.03 -3187.87
 1 Jul 2020 (Wed) 3742
s t r
3889/-564 - (21338.50- (322.98-45.74 = -277.24) (312.21-439.73 = 127.51)
is
28.18
t
21991.25) 21300PE 21300CE 09:58:00
e n
d ocum
i s
-196.40 -24.36 -1810

T h2 Jul 2020 (Thu) -1833 409/-1777
156.2
(0.71%)
27.58 -
26.56
Day Open >
PDH
(22191.30-
21994.90)
(161.91-162.89 = 0.97)
22200PE 10:18:00
(177.27-249.67 = 72.4)
22200CE 09:47:00
Max BN Gap India

  
-52.05 670.74 1608.43

418.55 25.94 - Day Open >
 6 Jul 2020 (Mon) 2278 2747/0 (22256.50- (400.1-373.27 = -26.83) (359.22-294.88 = -64.34)
(1.92%) 25.23 PDH
22204.45) 22300PE 22300CE
442.75 4857.82 -3000.55

55.35 25.3 -
 7 Jul 2020 (Tue) 1857 2020/-1106 - (22175.15- (336.39-142.07 = (293.87-413.89 = 120.02)
(0.25%) 25.02
22617.90) -194.31) 22200PE 22200CE 12:30:00
-133.90 -45.85 -2493.59

72.9 25.29 - Day Open >
 8 Jul 2020 (Wed) -2538 2313/-2449 (22759.30- (304.73-306.57 = 1.83) (244.22-343.96 = 99.74)
(0.32%) 26.11 PDH
22625.40) 22800PE 14:45:00 22800CE 13:43:00
99.90 4598.89 1470.65

168.5 25.9 -
 9 Jul 2020 (Thu) 6068 6509/-322 - (22758.70- (190.78-6.82 = -183.96) (125.02-66.2 = -58.83)
(0.75%) 24.93
22858.60) 22800PE 22800CE

    
25.23 -459.45 -3608.3 4427.16

214.8
 13 Jul 2020 (Mon) 818 1719/-1748 - - (22580.10- (353.39-497.72 = 144.33) (373.88-196.79 = -177.09)
(0.96%)
25.41 22120.65) 22600PE 11:07:00 22600CE
26.12 -351.25 -2755.73 4808.37

-211.65 Day Open
 14 Jul 2020 (Tue) 2052 2973/-211 - (21747.80- (269.89-380.12 = 110.23) (381.75-189.42 = -192.33)
(-0.96%) < PDL
26.49 21396.55) 21700PE 10:42:00 21700CE
-131.40 -41.31 -2952.2

242.05 26.4 -
 15 Jul 2020 (Wed) -2993 1984/-2900 - (21515.00- (274.57-276.23 = 1.65) (289.13-407.22 = 118.09)
(1.13%) 25.99
21383.60) 21500PE 14:38:00 21500CE 09:35:00
26.24 450.15 3344.85 -1765.72

112.5
 16 Jul 2020 (Thu) 1578 1624/-1049 - - (21131.65- (134.35-0.55 = -133.79) (172.93-243.56 = 70.63)
(0.53%)
25.38 21581.80) 21100PE 21100CE 09:45:00

    
e r s .
24.62 82.85 -62.04
h th -3329.37
o(326.07-459.24 = 133.17)
 20 Jul 2020 (Mon) -3390 41/-3270
340.5
-
Day Open
(22305.40-
w i t
(412.36-414.84 = 2.48)
re
(1.55%) > PDH
24.68 22388.25)
h a
22300PE 13:32:00 22300CE 09:47:00
o n ot s
e. D
us
24.33 139.05 3483.92 -1920.18
318 Day Open
 21 Jul 2020 (Tue) 1563 2187/0 -
a l (22658.30- (360.02-220.66 = -139.36) (287.93-364.74 = 76.81)
on
(1.42%) > PDH
rs
24.51 22797.35) 22700PE 22700CE
pe
l y f or
t t
ric (1.65%)
24.83 -177.75 -2647.31 -37.39
s
377 Day Open
ti s
 22 Jul 2020 (Wed) -2684 216/-2600 - (22926.40- (259.27-365.16 = 105.89) (248.5-250 = 1.5)
> PDH
e n 25.32 22748.65) 22900PE 09:35:00 22900CE 12:58:00
o cum
i s d
h
 T23 Jul 2020 (Thu) 2767 2816/-162
-27.75
(-0.12%)
24.62
- -
144.70
(22885.80-
4031.36
(162.96-1.71 = -161.25)
-1263.34
(123.73-174.26 = 50.53)
24.62 23030.50) 22900PE 22900CE 12:15:00
Max BN Gap India

  
-466.00 -4000.74 4178.7

2.55 25.47 -
 27 Jul 2020 (Mon) 177 897/-2144 - (22385.05- (391.82-551.85 = 160.03) (341.97-174.82 =
(0.01%) 24.95
21919.05) 22400PE 09:30:00 -167.15) 22400CE
89.50 -3538.57 -45.22

91.4 24.84 -
 28 Jul 2020 (Tue) -3582 722/-3475 - (22060.20- (346.56-488.1 = 141.54) (300.55-302.35 = 1.81)
(0.42%) 23.75
22149.70) 22100PE 09:52:00 22100CE 14:27:00
-204.05 -2015.13 -42.02

-30.2 23.85 -
 29 Jul 2020 (Wed) -2056 524/-1979 - (22213.40- (197.36-277.96 = 80.61) (279.31-280.99 = 1.68)
(-0.14%) 24.31
22009.35) 22200PE 09:38:00 22200CE 11:21:00
-526.05 -1327.47 3199.03

118.45 23.92 -
 30 Jul 2020 (Thu) 1870 2080/-363 - (22181.85- (130.01-183.11 = 53.1) (128.61-0.65 = -127.96)
(0.54%) 24.71
21655.80) 22200PE 12:41:00 22200CE
Max BN Gap India

  
-269.65 -2359.18 2803.78

-96.25 25.39 -
 3 Aug 2020 (Mon) 444 832/-522 - (21359.25- (380.8-475.17 = 94.37) (339.03-226.88 = -112.15)
(-0.44%) 25.19
21089.60) 21400PE 21400CE
330.70 4429.73 -3155.29

176.15 24.6 -
 4 Aug 2020 (Tue) 1273 1757/-949 - (21180.95- (306.78-129.59 = (309.02-435.23 = 126.21)
(0.84%) 23.84
21511.65) -177.19) 21200PE 21200CE 11:30:00
-232.15 -32.38 -2320.53

196.35 23.73 - Day Open >
 5 Aug 2020 (Wed) -2352 481/-2279 (21699.15- (215.2-216.5 = 1.3) (227.27-320.09 = 92.82)
(0.91%) 23.62 PDH
21467.00) 21700PE 11:57:00 21700CE 09:49:00
-12.65 -1846.65 -28.7

134.3 23.56 -
 6 Aug 2020 (Thu) -1875 755/-1814 - (21623.15- (180.86-254.72 = 73.87) (190.78-191.92 = 1.15)
(0.62%) 23.37
21610.50) 21600PE 11:07:00 21600CE 11:57:00
Max BN Gap India

e r s .
CE
th
  
i t h o
r e w
70.9 22.86 - Day Open >
-76.10
sh a -38.73 770.69
 10 Aug 2020 (Mon) 731 987/-741
(0.33%) 22.59 PDH
(21968.90-
21892.80)n o t(332.4-333.95 = 1.55) (294.12-263.29 = -30.83)
D o 22000PE 22000CE
u s e.
21.8 - on
al
er s
27.15 1798.31 104.06
149.95
 11 Aug 2020 (Tue) 1902 2126/0
o r p - (22198.10- (255.43-183.5 = -71.93) (266.7-262.54 = -4.16)
f
(0.68%) 21.36
tly
22225.25) 22200PE 22200CE
s t r i c
n t i s
e
224.60 3092.91 -2179.54
um
-91.25 21.85 -
c
 12 Aug 2020 (Wed) 912 1165/-1214 - (22039.80- (175.57-51.86 = -123.72) (213.46-300.64 = 87.18)
o
(-0.41%) 20.83
s d 22264.40) 22000PE 22000CE 09:40:00
Thi
-179.45 -1103 2762.85
131.2 20.62 - Day Open >
 13 Aug 2020 (Thu) 1659 1693/-231 (22392.55- (108.02-152.15 = 44.12) (111.07-0.55 = -110.51)
(0.59%) 20.64 PDH
22213.10) 22400PE 11:40:00 22400CE
Max BN Gap India

  
-117.50 -3181.25 1174.73

227.55 22.14 -
 17 Aug 2020 (Mon) -2005 223/-2709 - (21751.40- (311.56-438.81 = 127.25) (258.57-211.58 = -46.99)
(1.05%) 21.46
21633.90) 21800PE 09:39:00 21800CE
406.55 4496.41 -2375.5

1.15 20.97 -
 18 Aug 2020 (Tue) 2119 2351/-50 - (21773.45- (263.61-83.75 = -179.86) (232.65-327.67 = 95.02)
(0.01%) 20.44
22180.00) 21800PE 21800CE 13:53:00
-41.45 465.28 1001.57

144.8 20.25 - Day Open >
 19 Aug 2020 (Wed) 1466 1614/-464 (22363.30- (207.43-188.81 = -18.61) (159.47-119.41 = -40.06)
(0.65%) 19.91 PDH
22321.85) 22400PE 22400CE
76.55 -20.2 -902.97

-296 20.78 - Day Open <
 20 Aug 2020 (Thu) -923 1336/-887 (21956.30- (134.25-135.05 = 0.81) (88.43-124.55 = 36.12)
(-1.33%) 20.56 PDL
22032.85) 22000PE 12:36:00 22000CE 09:39:00
Max BN Gap India

  
220.65 2344.38 -2475.27

137.25 20 - Day Open >
 24 Aug 2020 (Mon) -130 636/-1389 (22621.00- (242.57-148.8 = -93.78) (242.42-341.43 = 99.01)
(0.62%) 19.37 PDH
22841.65) 22600PE 22600CE 11:54:00
26.55 -2616.77 -31.54

140.4 18.94 - Day Open >
 25 Aug 2020 (Tue) -2647 744/-2570 (23063.35- (256.28-360.95 = 104.67) (209.67-210.93 = 1.26)
(0.61%) 19.18 PDH
23089.90) 23100PE 10:50:00 23100CE 13:17:00
126.55 3232.94 -1083.8

83.4 18.92 -
 26 Aug 2020 (Wed) 2148 2476/-11 - (23258.95- (236.54-107.22 = -129.32) (153.74-197.09 = 43.35)
(0.36%) 19.4
23385.50) 23300PE 23300CE
40.80 2237.66 1258.84

97.25 19.4 - Day Open >
 27 Aug 2020 (Thu) 3496 3828/0 (23623.15- (93.57-4.06 = -89.51) (116.15-65.8 = -50.35)
(0.42%) 18.89 PDH
23663.95) 23600PE 23600CE
Max BN Gap India

e r s .CE
th
  
i t h o
r e w
515 18.51 - Day Open >
-1588.05
s h a-4200.78 8719.52
 31 Aug 2020 (Mon) 4517 4870/-3543
(2.1%) 22.89 PDH
(25161.15-
23573.10)n o t
(411.41-579.44 = 168.03) (418.74-69.96 = -348.78)
D o 25200PE 09:25:00 25200CE
u s e.
22.31 - on
al
er s
-255.90 -4451.2 -69.41
139.45
(0.59%) p21.95
r
 1 Sep 2020 (Tue) -4520 1016/-4372 - (23933.60- (435.94-613.99 = 178.05) (461.31-464.09 = 2.78)
f o
tly
23677.70) 23900PE 11:15:00 23900CE 12:53:00
s t r i c
n t i s
e
172.60 4354.12 -217.61
um
-43 21.79 -
c
 2 Sep 2020 (Wed) 4136 4525/-283 - (23687.80- (292.67-118.5 = -174.16) (296.41-305.11 = 8.7)
o
(-0.18%) 21.18
s d 23860.40) 23700PE 23700CE
Thi
-311.80 -1323.4 2689.33
111.6 20.75 - Day Open >
 3 Sep 2020 (Thu) 1365 1398/-562 (23859.90- (129.61-182.55 = 52.94) (108.12-0.55 = -107.57)
(0.47%) 20.55 PDH
23548.10) 23900PE 09:54:00 23900CE
Max BN Gap India

  
-152.50 -521.5 2225.75

24.75 22.22 -
 7 Sep 2020 (Mon) 1703 2200/-429 - (23008.15- (374.62-395.48 = 20.86) (356.03-267 = -89.03)
(0.11%) 22.33
22855.65) 23000PE 23000CE
-103.95 -260.55 2124.02

26.15 22.1 -
 8 Sep 2020 (Tue) 1862 2205/-96 - (22875.15- (315.1-325.52 = 10.42) (290.58-205.62 =
(0.11%) 22.39
22771.20) 22900PE -84.96) 22900CE
-321.25 -1956.6 3599.47

-257.7 22.82 - Day Open <
 9 Sep 2020 (Wed) 1642 2155/-855 (22523.15- (191.62-269.89 = 78.26) (225.32-81.34 =
(-1.13%) 22.41 PDL
22201.90) 22500PE 09:50:00 -143.98) 22500CE
-72.00 -1039.38 -13.82

199.55 21.57 -
 10 Sep 2020 (Thu) -1053 329/-1021 - (22500.60- (101.79-143.37 = 41.58) (91.82-92.38 = 0.55)
(0.9%) 21.28
22428.60) 22500PE 09:58:00 22500CE 10:43:00

    
20.62 -502.30 -2798.48 3577.05

203.4 Day Open
 14 Sep 2020 (Mon) 778 1726/-1848 - (22687.75- (274.08-386.01 = 111.94) (307.62-164.54 = -143.08)
(0.9%) > PDH
20.93 22185.45) 22700PE 12:28:00 22700CE
20.84 314.55 4174.44 -3344.13

101.55
 15 Sep 2020 (Tue) 829 1203/-1084 - - (22136.75- (278.61-111.63 = -166.98) (327.51-461.28 = 133.77)
(0.46%)
20.73 22451.30) 22100PE 22100CE 14:31:00
20.38 192.45 -1970.85 -35.6

10.65
 16 Sep 2020 (Wed) -2006 451/-1936 - - (22417.90- (193.02-271.85 = 78.83) (236.59-238.01 = 1.42)
(0.05%)
19.75 22610.35) 22400PE 11:45:00 22400CE 12:51:00
19.89 -47.00 1280.29 -1275.55

-221.55
 17 Sep 2020 (Thu) 4 891/-1105 - - (22319.30- (90.28-39.07 = -51.21) (124.92-175.95 = 51.02)
(-0.98%)
20.33 22272.30) 22300PE 22300CE 09:46:00
Max BN Gap
VIX  Day H/L  Change 
e r s . CE
th
 
i t h o
r e w
-47.65 20.43 -
-510.55
s h a -3317.15 4445.47
 21 Sep 2020 (Mon) 1128 1653/-1322
(-0.22%) 21.88
- (21971.60-
n o t (324.87-457.56 = 132.69) (310.52-132.7 =
D o
21461.05) 22000PE 13:39:00 -177.82) 22000CE
l u se.
22.18 -o n a
rs
-239.20 -2988.34 4054.48
(0.37%) pe
78.45
r
 22 Sep 2020 (Tue) 1065 2237/-1372 - (21302.40- (292.67-412.2 = 119.53) (317.64-155.47 =
f o
21.87
l y
21063.20) 21300PE 14:37:00 -162.18) 21300CE
s t r ict
n t is
e
-89.35 -2127.11 2160.1
m
20.6 -
oc u
 23 Sep 2020 (Wed) 32 1752/-651 211.7 (1%)
21.12
- (21269.10- (208.32-293.41 = 85.08) (192.42-106.02 =
s d 21179.75) 21300PE 12:45:00 -86.4) 21300CE
Thi
-306.55 -1351.9 2463.74
-279.7 22.21 -
 24 Sep 2020 (Thu) 1111 1242/-341 - (20870.45- (132.4-186.48 = 54.08) (99.2-0.65 = -98.55)
(-1.32%) 23.12
20563.90) 20900PE 12:18:00 20900CE
Max BN Gap India

  
437.35 5278.59 -3072.83

169.7 20.85 - Day Open >
 28 Sep 2020 (Mon) 2205 2700/-2645 (21203.60- (322.98-111.83 = -211.14) (300.94-423.86 = 122.91)
(0.81%) 19.67 PDH
21640.95) 21200PE 21200CE 09:35:00
-408.40 -2737.4 4576.52

105.4 19.3 - Day Open >
 29 Sep 2020 (Tue) 1839 2067/-1308 (21756.30- (268.09-377.59 = 109.5) (247.8-64.74 = -183.06)
(0.49%) 19.91 PDH
21347.90) 21800PE 09:32:00 21800CE
211.20 2587.73 -1985.1

-6.05 19.85 -
 30 Sep 2020 (Wed) 602 1401/-1816 - (21209.70- (183.4-79.89 = -103.51) (194.41-273.82 = 79.4)
(-0.03%) 19.54
21420.90) 21200PE 21200CE 10:29:00
424.60 2604.58 -1190.55

233.45 18.78 - Day Open >
 1 Oct 2020 (Thu) 1414 1447/-927 (21833.30- (104.73-0.55 = -104.18) (116.6-164.22 = 47.62)
(1.09%) 18.36 PDH
22257.90) 21800PE 21800CE 09:25:00

Day H/L  CE
   
-285.90 -4014.48 4419.28

106.1 19.8 - Day Open >
 5 Oct 2020 (Mon) 404 2356/-852 (22654.00- (393.17-553.75 = 160.58) (351.24-174.47 =
(0.48%) 19.69 PDH
22368.10) 22700PE 13:23:00 -176.77) 22700CE
150.00 3057.35 -1242.7

302.1 19.83 -
 6 Oct 2020 (Tue) 1814 2514/-575 - (22690.95- (278.61-156.32 = -122.29) (276.57-326.28 = 49.71)
(1.35%) 19.64
22840.95) 22700PE 22700CE
309.90 3415.23 -2486.46

-16.75 19.92 -
 7 Oct 2020 (Wed) 928 1187/-1437 - (22644.75- (191.57-54.96 = -136.61) (243.52-342.98 = 99.46)
(-0.07%) 20.07
22954.65) 22600PE 22600CE 09:52:00
49.60 -21.23 -1192.08

185.45 20.31 - Day Open >
 8 Oct 2020 (Thu) -1213 2285/-1171 (23166.00- (141.13-141.97 = 0.85) (116.75-164.43 = 47.68)
(0.81%) 20.42 PDH
23215.60) 23200PE 14:47:00 23200CE 09:46:00

Day H/L 
Change
PE
s .
e r
th
   
i t h o
r e w
108.8 21.48 - Day Open >
-399.75
h a
-3727.92
s 10:26:00
4656.11
ot 24100PE
 12 Oct 2020 (Mon) 928 2430/-1936 (24144.05- (365.1-514.22 = 149.12) (418.74-232.5 = -186.24)
(0.46%) 21.04 PDH
o n
D
23744.30) 24100CE
s e.
a l u
21.38 - o
rs n 14.30 1605.63 -3644.44
e
-49.75
(-0.21%) p20.74
r
 13 Oct 2020 (Tue) -2037 590/-3382 - (23510.10- (327.81-263.59 = -64.23) (356.93-502.7 = 145.78)
l y f o 23524.40) 23500PE 23500CE 10:45:00
s t r ict
n t is
e
584.25 5548.04 -2748.6
um
-139.05 20.86 - Day Open <
c
 14 Oct 2020 (Wed) 2799 2951/-6 (23271.10- (265.35-43.43 = -221.92) (269.19-379.13 = 109.94)
o
(-0.59%) 20.29 PDL
i s d 23855.35) 23300PE 23300CE 14:21:00
T h
-447.55 -20.1 -1351.9
45.7 20.38 -
 15 Oct 2020 (Thu) -1371 1433/-1327 - (23699.15- (133.6-134.4 = 0.8) (132.4-186.48 = 54.08)
(0.19%) 21.85
23251.60) 23700PE 13:34:00 23700CE 09:38:00

Day H/L  PE
   
417.65 5119.88 -3583.87

369.65 22.05 - Day Open >
 19 Oct 2020 (Mon) 1535 1948/-2017 (23862.70- (377.86-173.07 = -204.8) (350.99-494.35 = 143.35)
(1.57%) 21.85 PDH
24280.35) 23900PE 23900CE 10:00:00
202.45 2968.55 -3542.64

-149.4 22.09 -
 20 Oct 2020 (Tue) -573 1027/-1552 - (24107.30- (327.17-208.42 = (346.96-488.66 = 141.71)
(-0.62%) 22.68
24309.75) -118.74) 24100PE 24100CE 11:53:00
-121.40 -2334.78 2454.11

132.4 22.17 - Day Open >
 21 Oct 2020 (Wed) 119 3107/-789 (24626.50- (228.66-322.05 = 93.39) (271.53-173.37 = -98.16)
(0.54%) 23.07 PDH
24505.10) 24600PE 13:24:00 24600CE
-75.35 -1755.03 -33.13

-187.7 23.17 -
 22 Oct 2020 (Thu) -1788 539/-1724 - (24546.00- (171.88-242.08 = 70.2) (220.19-221.51 = 1.33)
(-0.76%) 22.69
24470.65) 24500PE 09:34:00 24500CE 09:52:00

    
22.69 -384.55 -3860.77 4624.21

47.5
 26 Oct 2020 (Mon) 763 2275/-1189 - - (24437.00- (378.11-532.54 = 154.43) (422.48-237.51 = -184.97)
(0.19%)
22.92 24052.45) 24400PE 12:09:00 24400CE
23.01 787.35 7333.34 -3253.02

212.6
 27 Oct 2020 (Tue) 4080 4357/-597 - - (23985.45- (373.97-80.64 = -293.33) (318.59-448.71 = 130.12)
(0.88%)
22.16 24772.80) 24000PE 24000CE 09:45:00
22.48 -396.05 -2940.49 5625.81

-31.65
 28 Oct 2020 (Wed) 2685 2990/-318 - - (24615.60- (287.98-405.6 = 117.62) (298.45-73.42 = -225.03)
(-0.13%)
23.05 24219.55) 24600PE 12:28:00 24600CE
23.73 -11.55 -28.22 -2015.13

-169
 29 Oct 2020 (Thu) -2042 1884/-1979 - - (24039.20- (187.59-188.71 = 1.13) (197.36-277.96 = 80.61)
(-0.7%)
24.13 24027.65) 24000PE 13:15:00 24000CE 09:48:00

s .
e r
th
    
i t h o
r e w
674.15
h a
4854.16 -4549.44
ot s 24300PE
466.7 25.3 - Day Open
 2 Nov 2020 (Mon) 304 1040/-3608 (24330.80- (444.06-249.9 = -194.17) (445.56-627.54 = 181.98)
(1.95%) 25.2 > PDH
o n
D
25004.95) 24300CE 11:17:00
s e.
n a lu
rso -
24.82 200.55 3627.45 -1186.3
pe
215.5
r
 3 Nov 2020 (Tue) 2441 2644/-251 - (25430.55- (472.68-327.58 = -145.1) (468.34-515.79 = 47.45)
ly f o
(0.87%)
24.27 25631.10) 25400PE 25400CE
s t r ict
n is
t 3612/-4010
e
23.07 299.45 -4082.69 -61.25
cum
-143.25
 4 Nov 2020 (Wed) -4143 - - (25541.80- (399.85-563.15 = 163.31) (407.12-409.58 = 2.45)
o
(-0.56%)
i s d 23.09 25841.25) 25500PE 13:18:00 25500CE 14:27:00
T h
21.72 61.45 -1729.58 -24.75
403.2 Day Open
 5 Nov 2020 (Thu) -1754 1049/-1699 - (26221.30- (169.39-238.57 = 69.18) (164.5-165.5 = 0.99)
(1.56%) > PDH
21.06 26282.75) 26200PE 09:26:00 26200CE 12:59:00

Day H/L  PE
   
256.95 -63.75 -3575.22

290 20.54 - Day Open >
 9 Nov 2020 (Mon) -3638 137/-3512 (27264.45- (423.73-426.27 = 2.55) (350.15-493.16 = 143.01)
(1.08%) 20.15 PDH
27521.40) 27300PE 10:42:00 27300CE 10:09:00
703.15 7066.51 -2812.23

505.35 20.68 - Day Open >
 10 Nov 2020 (Tue) 4253 4526/-812 (27956.50- (414.15-131.49 = (275.42-387.91 = 112.49)
(1.84%) 21.47 PDH
28659.65) -282.66) 28000PE 28000CE 09:42:00
0.05 -3575.72 2276.9

107.15 21.59 -
 11 Nov 2020 (Wed) -1298 3015/-2210 - (28832.25- (350.2-493.23 = 143.03) (341.07-250 = -91.08)
(0.37%) 21.67
28832.30) 28800PE 11:22:00 28800CE
-248.80 -1683.26 4967.43

-211.25 21.27 -
 12 Nov 2020 (Thu) 3283 3337/-998 - (28537.80- (164.85-232.18 = 67.33) (199.55-0.85 = -198.7)
(-0.73%) 20.73
28289.00) 28500PE 09:37:00 28500CE
Max BN Gap India

  
304.10 -53.09 -3884.18

197.95 19.6 - Day Open >
 17 Nov 2020 (Tue) -3936 312/-3815 (28848.50- (352.89-355.01 = 2.12) (380.41-535.77 = 155.37)
(0.69%) 19.9 PDH
29152.60) 28800PE 10:38:00 28800CE 09:56:00
328.05 5704.19 -2684.47

-73.4 19.63 -
 18 Nov 2020 (Wed) 3018 3147/-144 - (29406.90- (285.79-57.62 = -228.17) (262.91-370.29 = 107.38)
(-0.25%) 19.04
29734.95) 29400PE 29400CE 13:45:00
-356.50 -22.7 -1452.69

-447.25 19.08 -
 19 Nov 2020 (Thu) -1475 1580/-1427 - (29409.15- (150.85-151.75 = 0.91) (142.27-200.38 = 58.11)
(-1.5%) 19.62
29052.65) 29400PE 13:35:00 29400CE 09:38:00

    
-255.65 -4616.63 3374.63

196.8 20.19 Day Open
 23 Nov 2020 (Mon) -1241 753/-4084
(0.67%) - 20.8 > PDH
(29372.15- (452.14-636.8 = 184.67)
s .
(403.09-268.1 = -134.99)
e r
th
29116.50) 29400PE 09:55:00 29400CE
i t h o
r e w
20.92 324.75
h a
5371.09 -3415.9
ot s 29400PE
241.4
 24 Nov 2020 (Tue) 1955 2565/-1708 - - (29363.15- (416.5-201.65 = -214.84) (334.54-471.18 = 136.64)
(0.83%)
o n
D
21.84 29687.90) 29400CE 11:55:00
s e.
a l u
n
rso Day Open
21.18 -854.85 -3016.33 6677.61
pe
284.65
r
 25 Nov 2020 (Wed) 3660 3772/-2081 - (30098.05- (295.41-416.06 = 120.65) (299.1-32 = -267.1)
ly f o
(0.96%) > PDH
23.13 29243.20) 30100PE 10:29:00 30100CE
s t r ict
n is
t 471/-2132
e
279.65 -28.5 -2170.88
cum
174 20.2 -
 26 Nov 2020 (Thu) -2198 - (29133.80- (189.43-190.57 = 1.14) (212.61-299.45 = 86.84)
o
(0.6%) 19.73
i s d 29413.45) 29100PE 09:45:00 29100CE 09:30:00
T h

    
19.85 358.65 5877.84 -4359.08

235.75 Day Open
 1 Dec 2020 (Tue) 1518 2459/-161 - (29537.90- (406.58-171.46 = -235.11) (426.92-601.28 = 174.36)
(0.8%) > PDH
20.64 29896.55) 29500PE 29500CE 14:59:00
19.94 -284.25 -3290.68 4872.13

58.85
 2 Dec 2020 (Wed) 1581 3373/-243 - - (29792.90- (322.28-453.91 = 131.63) (307.97-113.09 = -194.89)
(0.2%)
19.78 29508.65) 29800PE 12:57:00 29800CE
18.63 -89.10 -27.08 -1588.08

265.75
 3 Dec 2020 (Thu) -1615 1042/-1560 - - (29600.90- (179.96-181.04 = 1.08) (155.53-219.06 = 63.52)
(0.9%)
19.09 29511.80) 29600PE 12:22:00 29600CE 10:00:00
Max BN Gap India

  
174.70 2975.88 -1297.79

10.2 17.93 -
 7 Dec 2020 (Mon) 1677 2167/-346 - (30098.80- (386.84-267.8 = -119.04) (384.39-436.31 = 51.91)
(0.03%) 18.07
30273.50) 30100PE 30100CE
107.70 2780.88 -11.96

88.75 18.49 -
 8 Dec 2020 (Tue) 2768 3015/-260 - (30178.70- (357.92-246.69 = -111.24) (321.13-321.61 = 0.48)
(0.29%) 18.58
30286.40) 30200PE 30200CE
275.70 4311.89 -2505.3

73.15 18.26 -
 9 Dec 2020 (Wed) 1805 2184/-50 - (30414.10- (265.05-92.58 = -172.48) (245.36-345.57 = 100.21)
(0.24%) 19.27
30689.80) 30400PE 30400CE 13:29:00
-7.30 -1374.3 3144.61

-164.05 18.47 -
 10 Dec 2020 (Thu) 1769 3093/-298 - (30547.15- (134.59-189.57 = 54.97) (182-56.22 = -125.78)
(-0.53%) 18.8
30539.85) 30500PE 09:39:00 30500CE
Max BN Gap India

  
-24.40 182.39 886.5

130.3 19.29 -
 14 Dec 2020 (Mon) 1068 1601/-595 - (30764.25- (354.38-347.09 = -7.3) (349.35-313.89 = -35.46)
(0.43%) 19.41
30739.85) 30800PE 30800CE
e r s .
93.00 -3211.79
o h
t(318.04-319.96
-47.85
h
59.5 19.48 -
 15 Dec 2020 (Tue) -3258 929/-3329
(0.19%) 19.38
- (30607.75-
i t
(314.55-443.03 = 128.47)
w
= 1.91)
re
30700.75) 30600PE 10:55:00 30600CE 14:01:00
h a
-86.95 n
o ot s
. D
-2151.03 1956.96
e
229.3 19.03 - Day Open >
 16 Dec 2020 (Wed) -193 1263/-1122
u s (30838.35- (210.67-296.71 = 86.04) (259.27-180.99 = -78.28)
al
(0.75%) 19.18 PDH
rs o n 30751.40) 30800PE 12:30:00 30800CE
or pe
f
ly92.8
ict
109.30 3443.11 -1522.42
19.18 -
 17 Dec 2020 (Thu) 1920
s t r
1976/0 - (30731.95- (139.58-1.86 = -137.72) (149.1-210 = 60.9)
is
(0.3%) 19.21
t
30841.25) 30700PE 30700CE 12:09:00
e n
d ocum
T h i s Expiry: 24 DEC 2020, Net Profit: 1455, Average Day Profit: 363

Day H/L  CE
   
-1029.70 -3684.14 5475.47

-118.85 19.57 -
 21 Dec 2020 (Mon) 1790 2139/-2202 - (30354.50- (360.81-508.18 = 147.37) (297.7-78.69 = -219.02)
(-0.39%) 22.94
29324.80) 30400PE 13:35:00 30400CE
-93.20 -3911.16 3467.83

151.05 22.14 -
 22 Dec 2020 (Tue) -443 2474/-2304 - (29663.45- (383.05-539.49 = 156.45) (341.92-203.21 =
(0.51%) 22.14
29570.25) 29700PE 09:27:00 -138.71) 29700CE
251.65 3816.99 -2463.56

-65.2 21.8 -
 23 Dec 2020 (Wed) 1352 1707/-1026 - (29602.90- (221.18-68.5 = -152.68) (241.27-339.82 = 98.54)
(-0.22%) 20.77
29854.55) 29600PE 29600CE 10:39:00
268.65 -20.91 -1224.65

188.35 20.23 - Day Open >
 24 Dec 2020 (Thu) -1244 0/-1202 (30203.95- (138.98-139.82 = 0.84) (119.94-168.93 = 48.99)
(0.63%) 20.03 PDH
30472.60) 30200PE 09:25:00 30200CE 09:24:00
Max BN Gap India

  
195.65 3397.37 -1942.05

156.65 20.84 - Day Open >
 28 Dec 2020 (Mon) 1454 2121/-99 (30686.65- (326.97-191.07 = -135.89) (349.95-427.63 = 77.68)
(0.52%) 20.36 PDH
30882.30) 30700PE 30700CE
77.20 -2579.1 -48.4

125.95 20.4 - Day Open >
 29 Dec 2020 (Tue) -2627 1216/-2533 (31231.60- (252.59-355.75 = 103.16) (321.73-323.67 = 1.94)
(0.41%) 20.76 PDH
31308.80) 31200PE 10:46:00 31200CE 13:09:00
109.75 3187.56 -44.49

157.3 21.44 - Day Open >
 30 Dec 2020 (Wed) 3142 3423/-498 (31222.45- (229.81-102.31 = -127.5) (279.06-280.84 = 1.78)
(0.5%) 21.13 PDH
31332.20) 31200PE 31200CE
14.20 3468.6 2920.88

-7.15 21.29 -
 31 Dec 2020 (Thu) 6388 6536/-230 - (31259.60- (178.51-39.77 = -138.74) (135.69-18.86 = -116.84)
(-0.02%) 21.1
31273.80) 31300PE 31300CE

    
e r s .
259.3 20 - Day Open
-237.65 -2817.82
h o th 3176.46
it
 4 Jan 2021 (Mon) 358 2188/-1836 (31420.45- (275.97-388.68 = 112.71) (353.59-226.53 = -127.06)
(0.83%) 20.1 > PDH
31182.80)
r e w
31400PE 10:48:00 31400CE
h a
o n ot s
D
20.62
.
743.70 5435.21 -2804.59
e
-171.35
 5 Jan 2021 (Tue) 2630 2832/-1872 - -
u s (30983.90- (281.95-64.54 = -217.41) (274.67-386.86 = 112.18)
al
(-0.55%)
20.34
rs o n 31727.60) 31000PE 31000CE 09:29:00
r e
p20.76
yf o
l117.7
ict (0.37%)
-18.10 -2485.45 761.53
Day Open
 6 Jan 2021 (Wed) -1723
s t r
1227/-2112 - (31872.65- (243.42-342.84 = 99.42) (204.98-174.52 = -30.46)
is
> PDH
t
21.05 31854.55) 31900PE 13:50:00 31900CE
e n
d ocum
i s
20.41 -123.70 -1210.4 3063.97

T h7 Jan 2021 (Thu) 1852 1936/-1092
331.9
(1.04%)
-
20.51
Day Open
> PDH
(32128.05-
32004.35)
(118.54-166.96 = 48.42)
32100PE 10:06:00
(126.27-3.71 = -122.56)
32100CE
Max BN Gap India

  
-73.25 149.34 1111.86

196.1 21.81 -
 11 Jan 2021 (Mon) 1260 1786/-1974 - (32060.40- (382.4-376.43 = -5.97) (351.44-306.97 = -44.47)
(0.61%) 22.38
31987.15) 32100PE 32100CE
584.40 5339.59 -3374.67

-163.85 22.73 - Day Open <
 12 Jan 2021 (Tue) 1964 2157/-519 (31780.20- (300.84-87.26 = -213.58) (330.51-465.49 = 134.99)
(-0.51%) 22.86 PDL
32364.60) 31800PE 31800CE 12:03:00
104.00 -34.77 -2244.18

207.6 23.13 - Day Open >
 13 Jan 2021 (Wed) -2278 157/-2204 (32485.55- (231.1-232.5 = 1.39) (219.79-309.56 = 89.77)
(0.64%) 23.36 PDH
32589.55) 32500PE 10:35:00 32500CE 09:35:00
-227.25 -1177.83 2786.44

-47.95 23.39 -
 14 Jan 2021 (Thu) 1608 1646/-309 - (32699.10- (115.35-162.47 = 47.11) (112.66-1.2 = -111.46)
(-0.15%) 23.02
32471.85) 32700PE 09:30:00 32700CE

    
24.94 -472.60 -4238.95 5097.35

28.35
 18 Jan 2021 (Mon) 857 1416/-1446 - - (32376.55- (415.15-584.71 = 169.56) (377.61-173.72 = -203.89)
(0.09%)
24.47 31903.95) 32400PE 11:32:00 32400CE
23.83 412.95 5755.74 -3476.47

271.15
 19 Jan 2021 (Tue) 2279 2592/-609 - - (32017.30- (318.14-87.91 = -230.23) (340.48-479.53 = 139.06)
(0.85%)
22.95 32430.25) 32000PE 32000CE 14:35:00
118.70 -2229.93 -29.37

-35.9 22.9 -
 20 Jan 2021 (Wed) -2258 133/-2190 - (32472.90- (218.39-307.59 = 89.2) (195.21-196.39 = 1.17)
(-0.11%) 21.56
32591.60) 32500PE 09:35:00 32500CE 10:21:00
21.22 -357.45 -15.45 -1071.44

189.1 Day Open
 21 Jan 2021 (Thu) -1086 1691/-1052 - (32714.00- (102.69-103.31 = 0.62) (104.93-147.79 = 42.86)
(0.58%) > PDH
21.75 32356.55) 32700PE 14:13:00 32700CE 12:32:00
Max BN Gap India

  
e r s .
-378.15 -3888.25
h th -49.04
o (325.97-327.93 = 1.96)
 25 Jan 2021 (Mon) -3936 477/-3819
339.9 23.01 -
- (31560.35-
w i t
(380.8-536.33 = 155.53)
re
(1.09%) 23.24
31182.20)
h a
31600PE 09:40:00 31600CE 10:06:00
o n ot s
s e. D -836.95 -3191.43 -42.13
lu
37.85 23.95 -
a
 27 Jan 2021 (Wed) -3232 346/-3134 - (31074.45- (312.56-440.22 = 127.66) (280.01-281.69 = 1.69)
(0.12%) 24.42
rs o n 30237.50) 31100PE 09:49:00 31100CE 11:14:00
pe
l y f or
t i ct
r (-1.56%) 24.58 PDL
435.50 5620.33 -2273.19
s
-472.25 24.97 - Day Open <
ti s
 28 Jan 2021 (Thu) 3346 3422/-115 (29713.45- (226.52-1.71 = -224.81) (222.63-313.56 = 90.93)
e n 30148.95) 29700PE 29700CE 09:35:00
o c um
i s d
T h Expiry: 4 FEB 2021, Net Profit: 5934, Average Day Profit: 1483

Day H/L  PE
   
2075.40 14269.15 -6028.6

410.85 25.45 -
 1 Feb 2021 (Mon) 8239 8641/-2525 - (31009.55- (615.2-44.43 = -570.77) (590.42-831.57 = 241.14)
(1.34%) 23.16
33084.95) 31000PE 31000CE 11:25:00
341.50 -76.64 -4847.21

500 23.02 - Day Open >
 2 Feb 2021 (Tue) -4923 1505/-4761 (33985.15- (509.42-512.48 = 3.07) (474.72-668.61 = 193.89)
(1.51%) 23.26 PDH
34326.65) 34000PE 10:25:00 34000CE 09:31:00
513.15 8578.19 -3862.29

287.7 23.5 -
 3 Feb 2021 (Wed) 4714 5428/-585 - (34268.90- (449.8-106.67 = -343.13) (378.26-532.75 = 154.49)
(0.84%) 24.11
34782.05) 34300PE 34300CE 10:33:00
831.75 -2068.58 -28.01

-209.55 23.47 -
 4 Feb 2021 (Thu) -2096 1260/-2032 - (34491.25- (202.59-285.33 = 82.74) (186.14-187.26 = 1.12)
(-0.6%) 23.21
35323.00) 34500PE 09:30:00 34500CE 11:06:00
Max BN Gap India

  
-424.35 -3430.08 6792.4

419.35 24.01 -
 8 Feb 2021 (Mon) 3361 5457/0 - (36351.05- (665.45-802.65 = 137.2) (569.44-297.74 = -271.7)
(1.18%) 23.97
35926.70) 36400PE 36400CE
343.20 4628.2 -4642.59

75.15 23.81 -
 9 Feb 2021 (Tue) -15 3124/-652 - (35812.85- (479.31-294.18 = -185.13) (454.68-640.39 = 185.7)
(0.21%) 24.04
36156.05) 35800PE 35800CE 10:35:00
-371.15 -3569.11 5562.34

-14.15 24.37 -
 10 Feb 2021 (Wed) 1992 3481/-3397 - (36030.50- (349.55-492.31 = 142.76) (370.34-147.84 =
(-0.04%) 24.1
35659.35) 36000PE 10:18:00 -222.49) 36000CE
-215.75 -2508.86 5082.87

-95.85 24.02 -
 11 Feb 2021 (Thu) 2573 3581/0 - (35865.20- (245.71-346.07 = 100.35) (207.23-3.91 = -203.31)
(-0.27%) 23.07
35649.45) 35900PE 13:19:00 35900CE

Day H/L  PE
   
e r s .
392.5 22.19 - Day Open >
475.80 5148.26
h o th -4315.81
it
 15 Feb 2021 (Mon) 832 1551/-1569 (36692.95- (439.23-233.3 = -205.93) (422.68-595.31 = 172.63)
(1.09%) 21.54 PDH
37168.75)
r e w
36700PE 36700CE 13:00:00
h a
o n ot s
. D
-454.60 -4654.3 6545.79
e
186.35 21.27 - Day Open >
 16 Feb 2021 (Tue) 1891 4355/-2265
u s (37591.65- (455.83-642 = 186.17) (466.94-205.11 = -261.83)
al
(0.5%) 21.78 PDH
rs o n 37137.05) 37600PE 09:52:00 37600CE
o r pe
yf
l-56.45
ict (-0.15%)
21.71 -
65.15 -44.8 -3431.17
 17 Feb 2021 (Wed) -3475
s t r
371/-3370 - (36924.25- (297.8-299.6 = 1.79) (336.04-473.29 = 137.25)
is
21.56
t
36989.40) 36900PE 09:31:00 36900CE 09:26:00
e n
d ocum
i s
-354.00 -1754.52 4973.64
T h
 18 Feb 2021 (Thu) 3218 3268/-1438
177.8
(0.48%)
21.15 -
21.6
- (36934.95-
36580.95)
(171.83-242.01 = 70.18)
36900PE 09:31:00
(199.9-0.95 = -198.95)
36900CE

Day H/L  PE
   
-329.50 -69.41 -4641.57

32.7 22.99 -
 22 Feb 2021 (Mon) -4710 0/-4559 - (35720.00- (461.31-464.09 = 2.78) (454.58-640.24 = 185.66)
(0.09%) 25.21
35390.50) 35700PE 10:15:00 35700CE 09:28:00
-327.70 -4367.22 -55.42

283.35 24.73 -
 23 Feb 2021 (Tue) -4422 0/-4290 - (35459.00- (427.71-602.4 = 174.69) (368.39-370.61 = 2.22)
(0.8%) 25.06
35131.30) 35500PE 09:46:00 35500CE 10:23:00
-554.35 -2884.5 6721.97

1646.2 23.2 - Day Open >
 25 Feb 2021 (Thu) 3837 4273/0 (37090.30- (282.5-397.88 = 115.38) (270.93-2.06 = -268.88)
(4.69%) 22.98 PDH
36535.95) 37100PE 11:37:00 37100CE

    
26.95 31.65 -5845.87 -92.44

570.65
 1 Mar 2021 (Mon) -5937 289/-5742 - - (35242.00- (572.53-806.36 = 233.83) (614.4-618.1 = 3.7)
(1.64%)
25.72 35273.65) 35200PE 09:32:00 35200CE 09:39:00
24.66 -351.60 -4922.54 5622.62

162.15
 2 Mar 2021 (Tue) 699 2455/-752 - - (35613.45- (482.1-679 = 196.9) (461.31-236.41 = -224.9)
(0.46%)
23.92 35261.85) 35600PE 11:08:00 35600CE
22.38 574.75 5803.74 -3401.65

334.75 Day Open
 3 Mar 2021 (Wed) 2401 2507/-1921 - (35807.55- (299.1-66.95 = -232.15) (333.15-469.21 = 136.07)
(0.95%) > PDH
22.08 36382.30) 35800PE 35800CE 10:40:00
22.74 168.20 -2101.15 -35.78

-792.4
 4 Mar 2021 (Thu) -2135 975/-2063 - - (35724.90- (205.78-289.83 = 84.05) (237.83-239.27 = 1.43)
(-2.18%)
23.68 35893.10) 35700PE 09:46:00 35700CE 11:15:00
Max BN Gap
India BN Prev Spot (2) BN Sell 1 Lot
VIX  Day H/L  Change  ATM CE
 
e r s .
234.3 25.11 -
-172.60 -5167.37
h o th (532.65-376.28 =
3909.3
 8 Mar 2021 (Mon) -1257 2274/-3346
(0.67%) 24.53
- (35534.40-
i t
(506.08-712.77 = 206.69)
w
re
35361.80) 35500PE 10:46:00 -156.37) 35500CE
h a
-34.65n
o ot s
. D
2071.33 2321.18
e
430.15 23.5 -
 9 Mar 2021 (Tue) 4392 4507/-592 -
u s (35825.55- (324.07-241.22 = -82.85) (363.41-270.56 =
al
(1.22%) 22.75
rs o n 35790.90) 35800PE -92.85) 35800CE
or pe
f
ly246.6
ict (0.69%)
-236.45 -1700.06 5169.92
21.5 - Day Open >
 10 Mar 2021 (Wed) 3469
s t r
3553/-1060 (36133.65- (166.5-234.5 = 68) (211.96-5.17 = -206.8)
is
20.87 PDH
t
35897.20) 36100PE 09:34:00 36100CE
e n
d ocum
T h i s Expiry: 18 MAR 2021, Net Profit: -2764, Average Day Profit: -691

    
-63.85 -5643.28 2260.88

47.6 22.58
 15 Mar 2021 (Mon) -3382 2554/-4463 - (35171.60- (552.69-778.42 = 225.73) (547.55-457.12 = -90.44)
(0.13%) - 21.4
35107.75) 35200PE 09:37:00 35200CE
-99.25 1399.12 2141.11

169.45 20.9 -
 16 Mar 2021 (Tue) 3539 3991/-404 - (35040.20- (408.77-352.81 = -55.96) (468.59-382.95 = -85.64)
(0.48%) 20.09
34940.95) 35000PE 35000CE
20.05 -254.25 -52.06 -4012.96

100.45
 17 Mar 2021 (Wed) -4065 2337/-3942 - - (34742.65- (346.01-348.09 = 2.08) (393.02-553.54 = 160.52)
(0.29%)
19.71 34488.40) 34700PE 14:04:00 34700CE 11:30:00
19.25 -944.15 -4072 5215.39

348.25
 18 Mar 2021 (Thu) 1143 8552/0 - - (34685.40- (398.8-561.68 = 162.88) (209.72-1.1 = -208.62)
(1.02%)
20.32 33741.25) 34700PE 13:16:00 34700CE

    
20.57 -446.10 -5760.35 6018.69

-73.2
 22 Mar 2021 (Mon) 257 1873/-1076 - - (33971.45- (564.15-794.57 = 230.41) (545.41-304.66 = -240.75)
(-0.21%)
20.65 33525.35) 34000PE 12:45:00 34000CE
385.30 -75.05 -4784.6

144.5 21.25
 23 Mar 2021 (Tue) -4859 1205/-4882 - (33870.75- (498.8-501.8 = 3) (468.59-659.97 = 191.38)
(0.43%) - 20.7
34256.05) 33900PE 11:33:00 33900CE 10:54:00
20.83 -597.30 -3442.37 6883.58

-289.7
 24 Mar 2021 (Wed) 3440 3805/-465 - - (33915.95- (337.14-474.83 = 137.69) (363.36-88.01 = -275.34)
(-0.85%)
22.46 33318.65) 33900PE 10:18:00 33900CE
22.69 116.20 -2495.12 -31.82

127.5
 25 Mar 2021 (Thu) -2526 2630/-2451 - - (33062.85- (244.36-344.17 = 99.8) (211.51-212.79 = 1.27)
(0.38%)
22.61 33179.05) 33100PE 09:27:00 33100CE 13:43:00
Max BN Gap India

  
e r s .
196.75 3882.72
o h
t(511.41-498.39
325.51
h
297.7 20.43 - Day Open >
 30 Mar 2021 (Tue) 4207 7009/0
(0.89%) 20.51 PDH
(33718.35-
i t
(459.32-304.01 = -155.31)
w
= -13.02)
re
33915.10) 33700PE 33700CE
h a
o n ot s
. D
-243.25 -3275.92 4447.01
e
-110.3 20.81 -
 31 Mar 2021 (Wed) 1170 1659/-2241 -
u s (33515.30- (320.83-451.87 = 131.04) (366.95-189.07 =
al
(-0.33%) 20.71
rs o n 33272.05) 33500PE 10:52:00 -177.88) 33500CE
o r pe
yf
l284.1
ict (0.85%)
20.21 -
232.35 -2066.54 -32.82
 1 Apr 2021 (Thu) -2098
s t r
1933/-2029 - (33494.45- (202.39-285.05 = 82.66) (218.14-219.46 = 1.31)
is
19.97
t
33726.80) 33500PE 09:48:00 33500CE 14:13:00
e n
d ocum
Max BN Gap India

  
-623.80 -4931.7 7295.02

-208.85 21.31 -
 5 Apr 2021 (Mon) 2362 3329/-642 - (33299.40- (483-680.26 = 197.27) (545.31-253.51 = -291.8)
(-0.62%) 21.36
32675.60) 33300PE 09:57:00 33300CE
42.85 3936.09 -5433.58

236.8 22.04 -
 6 Apr 2021 (Tue) -1496 2230/-3662 - (32430.05- (496.21-338.76 = (532.15-749.49 = 217.34)
(0.72%) 20.96
32472.90) -157.44) 32400PE 32400CE 09:28:00
544.75 7704.23 -4688.91

28.35 21.16 -
 7 Apr 2021 (Wed) 3015 3635/-2804 - (32423.75- (400.45-92.28 = -308.17) (459.22-646.77 = 187.56)
(0.09%) 20.26
32968.50) 32400PE 32400CE 10:02:00
-476.05 -1682.75 5165.5

163 20.01 -
 8 Apr 2021 (Thu) 3482 3535/-1299 - (33227.25- (164.8-232.11 = 67.31) (208.02-1.4 = -206.62)
(0.49%) 20.54
32751.20) 33200PE 09:51:00 33200CE
Max BN Gap India

  
-650.85 -5056.92 7556.97

-810.15 21.82 - Day Open <
 12 Apr 2021 (Mon) 2499 2998/-4041 (31290.65- (495.26-697.54 = 202.28) (504.23-201.95 =
(-2.5%) 23.12 PDL
30639.80) 31300PE 09:31:00 -302.28) 31300CE
717.50 7511.7 -4017.03

109.8 22.3 -
 13 Apr 2021 (Tue) 3493 4223/-385 - (31087.65- (396.81-96.34 = -300.47) (393.42-554.1 = 160.68)
(0.36%) 20.63
31805.15) 31100PE 31100CE 13:48:00
113.00 -1913.84 -28.47

157.5 20.81 - Day Open >
 15 Apr 2021 (Thu) -1941 2174/-1879 (32009.10- (187.44-263.99 = 76.55) (189.23-190.37 = 1.14)
(0.5%) 20.84 PDH
32122.10) 32000PE 09:34:00 32000CE 14:07:00
Max BN Gap India

  
389.75 5476.98 -5395.4

-984 22.72 - Day Open <
 19 Apr 2021 (Mon) 80 3435/-2825 (30669.80- (554.33-335.25 = (528.41-744.23 = 215.82)
(-3.08%) 22.57 PDL
31059.55) -219.08) 30700PE 30700CE 13:58:00
e r s .
360.55 21.9 - Day Open >
-724.10 -3495.81
h o th 6857.68
it
 20 Apr 2021 (Tue) 3361 3457/-558 (31642.25- (342.37-482.2 = 139.83) (360.57-86.26 = -274.31)
(1.16%) 22.67 PDH
30918.15)
r e w
31600PE 12:22:00 31600CE
h a
o n ot s
. D
924.45 5346.26 -2137.8
e
-349.2 22.99 - Day Open <
 22 Apr 2021 (Thu) 3207 3262/-1562
u s (30814.85- (214.85-1 = -213.85) (209.37-294.88 = 85.51)
al
(-1.12%) 22.95 PDL
rs o n 31739.30) 30800PE 30800CE 10:11:00
or pe
r ict ly f
is s t
e n t Max
BN Gap India
s do
Thi
Include Date Up/Down VIX (2) BN Sell 1 Lot ATM CE
  
-47.60 266.64 969.26

594.35 22.99 - Day Open >
 26 Apr 2021 (Mon) 1235 1926/-2272 (32338.25- (502.74-492.07 = -10.67) (532.6-493.83 = -38.77)
(1.87%) 23.48 PDH
32290.65) 32300PE 32300CE
431.25 5243.09 -4771.88

-46.2 23.54 -
 27 Apr 2021 (Tue) 470 1334/-966 - (32249.20- (408.97-199.25 = (467.34-658.22 = 190.88)
(-0.14%) 23.13
32680.45) -209.72) 32200PE 32200CE 12:00:00
754.30 6180.52 -2952.2

130.15 23 - Day Open >
 28 Apr 2021 (Wed) 3227 3503/-534 (32980.75- (311.41-64.19 = -247.22) (289.13-407.22 = 118.09)
(0.4%) 22.53 PDH
33735.05) 33000PE 33000CE 12:24:00
-532.45 -2422.84 5418.55

178.8 22.41 - Day Open >
 29 Apr 2021 (Thu) 2995 3059/-217 (34270.95- (237.29-334.2 = 96.91) (217.69-0.95 = -216.74)
(0.53%) 23.37 PDH
33738.50) 34300PE 09:46:00 34300CE
Max BN Gap India

  
121.30 3250.53 -1523.52

-413.25 23.97 - Day Open <
 3 May 2021 (Mon) 1726 3384/-391 (32281.70- (561.26-431.24 = -130.02) (543.07-604.01 = 60.94)
(-1.26%) 23.67 PDL
32403.00) 32300PE 32300CE
-493.50 -4242.01 -63.08

144.65 22.82 - Day Open >
 4 May 2021 (Tue) -4305 163/-4167 (32754.55- (415.45-585.13 = 169.68) (419.29-421.81 = 2.52)
(0.45%) 23.17 PDH
32261.05) 32800PE 09:46:00 32800CE 09:57:00
242.75 -3699.92 -63.01

306.75 22.93 -
 5 May 2021 (Wed) -3762 1717/-4980 - (32448.65- (362.36-510.36 = 148) (418.79-421.31 = 2.52)
(0.95%) 22
32691.40) 32400PE 10:04:00 32400CE 10:05:00
-38.85 -1915.88 -37.87

117.05 22.06 - Day Open >
 6 May 2021 (Thu) -1953 2293/-1882 (32745.40- (187.64-264.27 = 76.64) (251.74-253.26 = 1.51)
(0.36%) 21.8 PDH
32706.55) 32700PE 11:13:00 32700CE 14:02:00
Max BN Gap India

  
-82.05 1369.16 2512.37

270.8 20.9 -
 10 May 2021 (Mon) 3881 4124/0 - (33204.15- (399.55-344.78 = -54.77) (409.32-308.82 = -100.49)
(0.82%) 20.21
33122.10) 33200PE 33200CE
e r s .
-501.45 20.5 - Day Open <
158.00 3236.31
h o th -2818.33
it
 11 May 2021 (Tue) 417 1550/-2075 (32705.40- (264.16-134.7 = -129.45) (276.02-388.75 = 112.73)
(-1.51%) 19.83 PDL
32863.40)
r e w
32700PE 32700CE 10:24:00
h a
o n ot s
. D
-239.30 -1369.21 4658.13
e
-154.55 19.97 -
 12 May 2021 (Wed) 3288 3330/-1120 -
u s (32649.90- (134.1-188.86 = 54.77) (188.68-2.36 = -186.33)
al
(-0.47%) 20.35
rs o n 32410.60) 32600PE 11:09:00 32600CE
or pe
r ict ly f
is s t
e n t Max
BN Gap India
s do
Thi
Include Date Up/Down VIX
  
956.35 7012.09 -3697.38

268.3 20.13 -
 17 May 2021 (Mon) 3314 3541/-1395 - (32496.35- (375.87-95.39 = -280.48) (362.11-510.01 = 147.9)
(0.83%) 20.41
33452.70) 32500PE 32500CE 09:45:00
-74.55 692.55 1706.64

433.85 19.09 - Day Open >
 18 May 2021 (Tue) 2398 2930/-593 (33987.85- (346.81-319.1 = -27.7) (348.1-279.84 = -68.27)
(1.3%) 19.09 PDH
33913.30) 34000PE 34000CE
-32.65 -41.57 -2359.72

-205.3 19.28 - Day Open <
 19 May 2021 (Wed) -2400 77/-2337 (33751.95- (276.32-277.98 = 1.66) (231.1-325.49 = 94.39)
(-0.61%) 19.25 PDL
33719.30) 33800PE 10:25:00 33800CE 09:27:00
-469.85 -1421.64 3465.63

7.35 19.2 -
 20 May 2021 (Thu) 2043 2086/-1182 - (33789.05- (139.23-196.1 = 56.87) (139.93-1.3 = -138.63)
(0.02%) 19.79
33319.20) 33800PE 09:27:00 33800CE

    
19.65 89.00 -4302.07 -64.29

262.4 Day Open
 24 May 2021 (Mon) -4365 962/-4225 - (35057.00- (421.33-593.41 = 172.08) (427.31-429.89 = 2.57)
(0.76%) > PDH
19.15 35146.00) 35100PE 09:31:00 35100CE 14:47:00
18.79 -296.25 -3321.73 4674.17

151.4
 25 May 2021 (Tue) 1352 3160/-924 - - (34926.30- (325.32-458.19 = 132.87) (398.7-211.73 = -186.97)
(0.43%)
18.86 34630.05) 34900PE 10:49:00 34900CE
18.96 159.00 2992.07 -3084.54

95.15
 26 May 2021 (Wed) -92 1027/-922 - - (34525.70- (237.54-117.85 = -119.68) (302.09-425.47 = 123.38)
(0.27%)
20.83 34684.70) 34500PE 34500CE 10:39:00
21.05 339.35 4107.39 -1820.18

-20
 27 May 2021 (Thu) 2287 2336/-328 - - (34601.25- (165.95-1.65 = -164.3) (178.26-251.07 = 72.81)
(-0.06%)
20.05 34940.60) 34600PE 34600CE 11:27:00

BN Prev
Day H/L 
   
408.30 5393.11 -4076.58

-44 17.29 -
 31 May 2021 (Mon) 1316 1472/-1348 - (35067.85- (411.81-196.09 = -215.72) (399.25-562.31 = 163.06)
(-0.13%) 16.82
35476.15) 35100PE 35100CE 10:12:00
e r s .
113.1 16.65 - Day Open >
-255.50 -3176.16
h o th 3240.37
it
 1 Jun 2021 (Tue) 63 907/-1968 (35604.70- (311.06-438.11 = 127.05) (312.16-182.55 = -129.61)
(0.32%) 17.44 PDH
35349.20)
r e w
35600PE 10:15:00 35600CE
h a
o n ot s
. D
230.15 3096.58 -2703.96
e
-65.6 16.52 -
 2 Jun 2021 (Wed) 391 2678/-584 -
u s (35143.05- (209.52-85.66 = -123.86) (272.48-380.64 = 108.16)
al
(-0.19%) 17.37
rs o n 35373.20) 35100PE 35100CE
o r pe
y f 15.89 -
l162.7
ict (0.46%)
Day Open >
105.95 2500.31 -1534.13
 3 Jun 2021 (Thu) 965
s t r
2176/-163 (35537.30- (106.13-6.12 = -100.01) (150.25-211.61 = 61.37)
is
15.45 PDH
t
35643.25) 35500PE 35500CE 14:10:00
e n
d ocum
T h i s Expiry: 10 JUN 2021, Net Profit: -1782, Average Day Profit: -445
Max BN Gap India

  
87.75 2166.12 -513.09

169.15 15.35 -
 7 Jun 2021 (Mon) 1652 2563/0 - (35390.80- (319.09-232.45 = -86.64) (368.69-389.21 = 20.52)
(0.48%) 15.65
35478.55) 35400PE 35400CE
-179.55 -2299.66 2972.02

-9.85 14.91 -
 8 Jun 2021 (Tue) 671 1350/-1195 - (35302.65- (225.22-317.21 = 91.99) (295.76-176.88 = -118.88)
(-0.03%) 15.28
35123.10) 35300PE 09:39:00 35300CE
-161.90 -27.1 -2529.22

28.95 14.78 -
 9 Jun 2021 (Wed) -2555 1251/-2484 - (34929.05- (180.11-181.19 = 1.08) (247.7-348.87 = 101.17)
(0.08%) 14.87
34767.15) 34900PE 13:14:00 34900CE 09:29:00
214.45 -1533.11 -18.61

103.1 15.08 -
 10 Jun 2021 (Thu) -1551 292/-1506 - (34856.05- (150.15-211.47 = 61.32) (123.73-124.47 = 0.74)
(0.3%) 14.99
35070.50) 34900PE 09:27:00 34900CE 09:30:00
Max BN Gap India

  
243.05 -2871.78 -56.84

-110.85 14.7 -
 14 Jun 2021 (Mon) -2927 243/-3776 - (34733.70- (281.25-396.12 = 114.87) (377.76-380.04 = 2.27)
(-0.32%) 14.72
34976.75) 34700PE 09:29:00 34700CE 13:23:00
95.65 -39.76 -2386.7

87.45 14.32 - Day Open >
 15 Jun 2021 (Tue) -2425 1276/-2344 (35158.60- (264.25-265.85 = 1.59) (233.75-329.21 = 95.47)
(0.25%) 14.65 PDH
35254.25) 35200PE 13:36:00 35200CE 12:24:00
-153.70 -34.13 -2097.08

-51.5 14.69 -
 16 Jun 2021 (Wed) -2130 303/-3434 - (35174.70- (226.82-228.18 = 1.37) (205.38-289.27 = 83.88)
(-0.15%) 14.72
35021.00) 35200PE 10:30:00 35200CE 09:24:00
-46.25 -21.17 -1736.71

-383.7 15.31 - Day Open <
 17 Jun 2021 (Thu) -1757 1351/-1706 (34706.15- (140.73-141.57 = 0.85) (170.09-239.56 = 69.47)
(-1.1%) 15.42 PDL
34659.90) 34700PE 14:16:00 34700CE 10:40:00
Max BN Gap India

  
e r s .
-448.55 16.14 -
641.20 6593.63
h o th -4219.61
it
 21 Jun 2021 (Mon) 2373 2764/-266 - (34143.40- (357.27-93.53 = -263.75) (413.26-582.04 = 168.78)
(-1.3%) 15.22
34784.60)
r e w
34100PE 34100CE 12:35:00
h a
o n ot s
. D
-338.20 -2697.7 3707
e
213.6 14.7 - Day Open >
 22 Jun 2021 (Tue) 1009 1752/-1092
u s (35193.90- (264.2-372.11 = 107.91) (268.94-120.66 = -148.28)
al
(0.61%) 14.69 PDH
rs o n 34855.70) 35200PE 12:20:00 35200CE
o r pe
y f 14.88 -
l166.85
ict (0.48%)
-189.30 -767.6 3462.61
 23 Jun 2021 (Wed) 2694
s t
3134/0
r - (34745.60- (210.37-241.07 = 30.7) (259.97-121.46 = -138.5)
is
15.46
t
34556.30) 34700PE 34700CE
e n
d ocum
i s
99.70 3162.21 -1493.91
T h
 24 Jun 2021 (Thu) 1668 1750/-161
113.7
(0.33%)
15.49 -
15.1
- (34722.85-
34822.55)
(131.65-5.17 = -126.49)
34700PE
(146.31-206.07 = 59.76)
34700CE 13:15:00
Max BN Gap India

  
-107.55 -739.61 1495.38

123.55 13.64 -
 28 Jun 2021 (Mon) 755 1406/-1026 - (35450.70- (324.32-353.91 = 29.58) (302.29-242.48 = -59.82)
(0.35%) 13.5
35343.15) 35500PE 35500CE
-216.10 -2382.12 3990.92

-39 13.22 -
 29 Jun 2021 (Tue) 1607 2465/0 - (35224.60- (233.3-328.58 = 95.28) (306.78-147.14 =
(-0.11%) 13.01
35008.50) 35200PE 14:01:00 -159.64) 35200CE
-213.75 -1533.11 -35.72

-8.4 12.86 -
 30 Jun 2021 (Wed) -1568 297/-1612 - (35034.10- (150.15-211.47 = 61.32) (237.39-238.81 = 1.43)
(-0.02%) 13.06
34820.35) 35000PE 09:28:00 35000CE 10:37:00
-64.45 697.53 -1019.53

93.8 13.17 -
 1 Jul 2021 (Thu) -321 2051/-683 - (34759.85- (130.36-102.46 = -27.9) (99.85-140.63 = 40.78)
(0.27%) 12.89
34695.40) 34800PE 34800CE 13:24:00
Max BN Gap India

  
180.10 2580.34 -1880.07

201.05 12.45 - Day Open >
 5 Jul 2021 (Mon) 700 1238/-188 (35012.85- (232.5-129.29 = -103.21) (254.63-329.84 = 75.2)
(0.58%) 12.08 PDH
35192.95) 35000PE 35000CE
405.70 2739.52 -2020.22

-38.4 12.1 -
 6 Jul 2021 (Tue) 719 1016/-1258 - (35317.55- (182.8-73.22 = -109.58) (197.85-278.66 = 80.81)
(-0.11%) 12.23
35723.25) 35300PE 35300CE 09:43:00
96.50 2019.13 24.58

-28.55 12.5 -
 7 Jul 2021 (Wed) 2043 2399/-6 - (35643.15- (171.09-90.32 = -80.77) (211.61-210.63 = -0.98)
(-0.08%) 12.17
35739.65) 35600PE 35600CE
-529.70 -1316.78 2927.31

-168.05 12.44 -
 8 Jul 2021 (Thu) 1609 1648/-45 - (35774.70- (128.96-181.63 = 52.67) (117.99-0.9 = -117.09)
(-0.47%) 13.78
35245.00) 35800PE 11:45:00 35800CE
Max BN Gap India

  
e r s .
-94.40 -2329.18
h th 2567.58
o(300.65-197.94 = -102.7)
 12 Jul 2021 (Mon) 238 2017/-514
213.1 12.92 - Day Open >
(35315.55-
w i t
(228.11-321.28 = 93.17)
re
(0.61%) 12.86 PDH
35221.15)
h a
35300PE 13:13:00 35300CE
o n ot s
12.63 - Day Open > . D
se (35423.30-
275.05 2251.53 -2278.79
u
281.15
 13 Jul 2021 (Tue) -28 711/-1599
n a l (176.37-86.31 = -90.06) (223.18-314.33 = 91.15)
o
(0.8%) 12.68 PDH
pe r s 35698.35) 35400PE 35400CE 11:44:00
f or
i ct l y
str (-0.25%) 12.67
146.35 1761.1 -2065.52
-87.55 12.8 -
i s
 14 Jul 2021 (Wed) -303 643/-1332 - (35546.55- (144.42-73.97 = -70.44) (202.29-284.91 = 82.62)
e n t 35692.90) 35500PE 35500CE 10:54:00
o cum
i s d
h
 T15 Jul 2021 (Thu) 1051 1083/-829
89.2
(0.25%)
12.67 -
12.42
-
145.75
(35737.00-
2258.09
(91.13-0.8 = -90.32)
-1205.82
(118.09-166.33 = 48.23)
35882.75) 35700PE 35700CE 10:39:00
Max BN Gap India

  
-166.70 -2216.7 2834.98

-681.3 12.34 - Day Open <
 19 Jul 2021 (Mon) 618 1537/-64 (35199.85- (217.1-305.76 = 88.67) (281.65-168.25 = -113.4)
(-1.91%) 12.82 PDL
35033.15) 35200PE 12:40:00 35200CE
-276.90 -1738.24 4510.81

-288.05 12.97 - Day Open <
 20 Jul 2021 (Tue) 2771 3041/-841 (34718.60- (170.24-239.77 = 69.53) (259.52-79.09 = -180.43)
(-0.82%) 13.13 PDL
34441.70) 34700PE 09:33:00 34700CE
-171.70 -15.61 -1291.33

359.1 12.58 -
 22 Jul 2021 (Thu) -1306 709/-1268 - (34818.55- (103.79-104.41 = 0.62) (126.47-178.12 = 51.65)
(1.04%) 12.03
34646.85) 34800PE 14:19:00 34800CE 09:40:00
Max BN Gap India

  
166.55 2359.81 -2879.41

-86.55 12.29 -
 26 Jul 2021 (Mon) -519 905/-2162 - (34790.00- (281.65-187.26 = -94.39) (282-397.18 = 115.18)
(-0.25%) 12.47
34956.55) 34800PE 34800CE 09:25:00
-342.10 -2264.54 -38.59

79.6 12.37 -
 27 Jul 2021 (Tue) -2302 373/-2224 - (35126.50- (221.78-312.36 = 90.58) (256.48-258.02 = 1.54)
(0.23%) 13.36
34784.40) 35100PE 09:42:00 35100CE 09:59:00
-110.90 -1920.97 2420.26

42 13.65 -
 28 Jul 2021 (Wed) 499 1803/-993 - (34608.95- (188.13-264.97 = 76.84) (221.53-124.72 = -96.81)
(0.12%) 13.71
34498.05) 34600PE 10:21:00 34600CE
-13.15 -945.21 -21.46

207.4 13.1 -
 29 Jul 2021 (Thu) -966 365/-928 - (34736.00- (92.57-130.38 = 37.81) (142.62-143.48 = 0.86)
(0.6%) 13.02
34722.85) 34700PE 09:23:00 34700CE 09:25:00

Day H/L  CE
   
e r s .
176.55 12.99 - Day Open >
-55.45 -2705.34
h o th 1182.08
it
 2 Aug 2021 (Mon) -1523 1708/-1622 (34753.90- (264.95-373.17 = 108.21) (251.34-204.06 = -47.28)
(0.51%) 12.78 PDH
34698.45)
r e w
34800PE 14:32:00 34800CE
h a
o n ot s
. D
434.70 3926.75 -2088.94
e
-49.25 13.1 -
 3 Aug 2021 (Tue) 1837 1984/-473 -
u s (34757.55- (233.3-76.23 = -157.07) (204.58-288.14 = 83.56)
al
(-0.14%) 13.67
rs o n 35192.25) 34800PE 34800CE 12:20:00
o r pe
yf
l180.7
ict (0.51%)
13.77 - Day Open >
683.25 4165.22 -1893.99
 4 Aug 2021 (Wed) 2270
s t r
2357/-954 (35408.45- (189.93-23.32 = -166.61) (185.49-261.25 = 75.76)
is
13.22 PDH
t
36091.70) 35400PE 35400CE 09:36:00
e n
d ocum
i s
19.60 -1486.28 -21.47
T h
 5 Aug 2021 (Thu) -1507 162/-1460
65.9
(0.18%)
13.14 -
13.02
- (35907.90-
35927.50)
(145.56-205.01 = 59.45)
35900PE 09:27:00
(142.67-143.53 = 0.86)
35900CE 09:38:00

Day H/L  CE
   
105.30 -42.23 -3056.04

14.95 12.73 -
 9 Aug 2021 (Mon) -3097 539/-3001 - (35880.60- (280.71-282.39 = 1.69) (299.3-421.54 = 122.24)
(0.04%) 12.54
35985.90) 35900PE 13:38:00 35900CE 09:41:00
-126.65 -2620.33 1890.32

-74.4 12.61 -
 10 Aug 2021 (Tue) -730 1474/-721 - (36172.50- (256.63-361.44 = 104.81) (235.54-159.93 = -75.61)
(-0.21%) 12.66
36045.85) 36200PE 14:14:00 36200CE
-293.30 -2089.95 4103.77

184.15 12.66 -
 11 Aug 2021 (Wed) 2013 2370/-1278 - (36080.60- (204.68-288.28 = 83.6) (223.38-59.23 = -164.15)
(0.51%) 12.72
35787.30) 36100PE 09:40:00 36100CE
38.75 -1448.61 -17.33

19 12.58 -
 12 Aug 2021 (Thu) -1464 65/-1422 - (35851.95- (141.87-199.82 = 57.94) (115.2-115.9 = 0.69)
(0.05%) 12.5
35890.70) 35900PE 09:25:00 35900CE 10:02:00
Max

-73.90 -35.85 1951.11

-68.7 13.56 -
 16 Aug 2021 (Mon) 1915 2407/0 - (36202.75- (246.61-248.04 = 1.43) (256.53-178.48 =
(-0.19%) 13.46
36128.85) 36200PE -78.04) 36200CE
-55.20 -1979.5 2061.61

-159.45 13.54 - Day Open <
 17 Aug 2021 (Tue) 81 1013/-1191 (35853.40- (193.87-273.05 = 79.18) (188.73-106.27 =
(-0.44%) 13.38 PDL
35798.20) 35900PE 09:57:00 -82.46) 35900CE
-496.50 -1109.62 2692.91

355.05 13.27 - Day Open >
 18 Aug 2021 (Wed) 1583 1621/-468 (36076.00- (108.67-153.06 = 44.38) (109.27-1.55 =
(0.99%) 13.03 PDH
35579.50) 36100PE 09:40:00 -107.72) 36100CE
e r s .
h o th
w i t
h a re
o n ot s
s e. D
al u
rs o n
or pe
r ict ly f
is s t
e n t
d ocum
T h i s

BN Straddle 2

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8/21/2021 Stock Mock | Backtest Index Strategies

Basket Optimizer is now Live. Request this feature Watch Video

Square Off One Leg  Square Off All Legs 

 Strategy Target Profit

 Strategy Stop Loss

 Protect The Profits 

From Date: Sun, Jan 1, 2017

To Date: Sat, Aug 21, 2021

Mon Tue Wed Thu Fri Sat

Avg Expiry Profit Avg Day Profit

Max Profit Max Loss

Max Drawdown (MDD)  Return to MDD Ratio 

₹-13349 (25 Days) 7.99

Max Winning Streak Max Losing Streak

0 SL/TP Hit Count 1 SL/TP Hit Count

195 Days 516 Days

2 SL/TP Hit Count

Profit Cumulative Profit Drawdown

PnL Over Time

Zoom 1m 3m 6m YTD 1y All May 18, 202

Max BN Gap India

-125.00 -1366.66 1093.36

143.55 1966.11 -1099.44

-169.15 -1178.34 1558.33

134.70 1020.67 -614.87

Expiry: 12 JAN 2017, Net Profit: 348, Average Day Profit: 87

Max BN Gap India

-2.15 633.91 -12.37

-13.20 -1154.92 423.35

338.00 1669.3 -732.45

-8.70 -9.92 -468.28

Max BN Gap India

rs o n 19087.85) 19200PE 11:21:00 19200CE

72.00 1347.96 -1537.69

37.95 814.76 -15.87

248.40 633.08 -585.35

Max BN Gap India

-154.60 -1948.98 1367.4

2.80 518.65 144.65

412.60 5642.18 -2168.85

90.10 -611.31 -12.15

rs o n 20331.60) 20300PE -9.01) 20300CE

Max BN Gap India

4.30 -1188.01 -24.42

39.00 667.08 -158.45

-76.15 -13.65 -875.99

98.70 -419.93 -15.14

91.00 1283.9 -1020.77

167.15 1874.11 -1025.13

-23.75 0.55 666.02

30.60 1564.47 -519.69

Max BN Gap India

Max BN Gap India

17.50 -15 -1529.54

-12.90 303.97 102.4

-51.90 -887.7 -13.45

77.40 1815.46 -545.65

-49.80 -42.09 1110.6

80.75 1076.39 -904.49

-25.35 574.96 1047.88

-27.90 290.26 273.51

s d 20852.45) 20800PE 10:00:00 20800CE 10:55:00

Max BN Gap India