Stock Mock - Backtest Index Strategies

7/13/2021 Stock Mock | Backtest Index Strategies
https://www.stockmock.in
Your Strategy
sanket
(+91 7021487603)
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Regular Backtest Event Days Special
POSITIONS
Square Off One Leg  Square Off All Legs 
New
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  Stop Loss  Trail Stop Loss N BN FN WEEKLY
on
  
s e.D
n a Loss lu
o
 
1 Lot

SELL ATM
 CALL  Target Profit
per s Stop  Trail Stop Loss N BN FN WEEKLY 
f or
ictl y
 
i s str Target Profit
nt
1 Lot SELL ATM-200 PUT  Stop Loss  Trail Stop Loss N BN FN WEEKLY 
 
u me
is doc

1 Lot
 ThSELL 
ATM-200
 CALL  Target Profit  Stop Loss  Trail Stop Loss N BN FN WEEKLY 

1 Lot SELL

ATM+200 CALL  Target Profit  Stop Loss  Trail Stop Loss N BN FN WEEKLY
  

1 Lot SELL

ATM+200 PUT  Target Profit  Stop Loss  Trail Stop Loss N BN FN WEEKLY
  

3 Lots BUY

ATM-1000 PUT  Target Profit  Stop Loss  Trail Stop Loss N BN FN WEEKLY
  

3 Lots BUY

ATM+1000 CALL  Target Profit  Stop Loss  Trail Stop Loss N BN FN WEEKLY
  
Entry Time: 9 : 20
Same Day Next Day (BTST/STBT)
Exit Time: 15 : 00
https://www.stockmock.in/#!/home 1/134
 Strategy Target Profit
Stop Loss: Total MTM - 5000 
 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.
Banknifty lot size is considered 25. Change Setting
From Date: Sun, Jan 1, 2017
To Date: Tue, Jul 13, 2021
INTRADAY POSITIONAL
e r s .
h o th
w i t
re
This 1656 Days backtest result will consume 4 Credits as number of days is more than 4 Years (1 year = 366 days).
h a
ot s
* Please Note that real results may vary from backtest results you see here. Do enough research before doing live trades.
o n
. D
* StockMock has stopped considering 9:15 candle data for practical results  .
s e
Thu l
a u Fri
Mon Tue Wed
r s o n Sat
r e
pHide
ly f o NA Rows 
s t r ict
n t is Overall Profit
e
cum
s do
₹852081
Thi
stockmock.in
Avg Expiry Profit Avg Day Profit
₹3595 ₹764
stockmock.in stockmock.in
Max Profit Max Loss
₹121928 ₹-20081
Total Expiries
237
stockmock.in
Win% (Days) Loss% (Days)
64% (715) 36% (400)

Avg Profit On Win Days Avg Loss On Loss Days
₹3261 ₹-3699
Lot Size
12
stockmock.in
Max Drawdown (MDD)  Return to MDD Ratio 
₹-49023 (41 Days) 3.93

Max Winning Streak Max Losing Streak
13 Days 9 Days
Expectancy 
0.2
stockmock.in
MTM SL Hit Count
251 Days
stockmock.in
Monthly Breakup
stockmock.in Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 -2653 25071 15742 8755 2013 18281 13293 10730 6839 15295 22449 18003 153818
2018 7417 11653 18554 11022 1138 24508 17484 23160 -12473 15440 15541 12031 145475
e r s .
2019 20646 26994 5296 16650 1762 -6710 24801 -26761 8988 15123
h o
28395
th 11775 126959
i t
w 28895
2020 -4928 23790 116910 4766 22192 -15095 41563 34854
h
-14490
a r e
19823 88627 346907
o n ot s
2021 -6194 -10859 48654 -7665 4353 44748 5885
se. D 0 0 0 0 0 78922
al u
rs o n
r e
pCumulative
Profit
ly f o Profit Drawdown
s t r ict
n t is PnL Over Time
e
cum
(stockmock.in)
s d o
Zoom 1m
T h i
3m 6m YTD 1y All Apr 13, 2021 → Jul
26. Apr 3. May 10. May 17. May 24. May 31. May 7. Jun 14. Jun 21. Jun 28. Jun 5. Jul
2018 2019 2020 2021
Expiry: 5 JAN 2017, Net Profit: -5089, Average Day Profit: -1272
BN (3) BN (4) BN (5
(1) BN (2) BN
Max MTM BN Gap India Prev Spot Sell 1 Sell 1 S
Exit Sell 1 Sell 1
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Lot Lot
Time Lot ATM Lot ATM
 Type   H/L  ATM-200 ATM-200 AT
PE CE
 PE CE
-3963.75 1850.00 -2441.25 3301.25

90
Stop 15.92 -143.85 (132.7- (128.55- (60.55- (249.1-
65.1 (60
 2 Jan 2017 (Mon) -5000 11:20 1944/-6128 Loss - - (18122.10- 291.25 = 54.55 = 158.2 = 117.05 =
(0.36%) =-
Hit 15.72 17978.25) 158.55) -74.00) 97.65) -132.05)
183
18100PE 18100CE 17900PE 17900CE
1990.00 -1695.00 892.50 -2810.00

-5
16.29 176.05 (128.1- (112- (52.9- (229.45-
33.15 (49
 3 Jan 2017 (Tue) 994 15:00 1673/-2496 - - - (17882.80- 48.5 = 179.8 = 17.2 = 341.85 =
(0.18%) =2
15.84 18058.85) -79.60) 67.80) -35.70) 112.40)
18
17900PE 17900CE 17700PE 17700CE
-2146.25 1527.50 -723.75 2935.00 50

15.92 -178.30 (117.95- (72.7- (38.95- (182.05- (2
1.85
 4 Jan 2017 (Wed) -1146 15:00 600/-1941 - - - (18070.10- 203.8 = 11.6 = 67.9 = 64.65 = 2
(0.01%)
15.9 17891.80) 85.85) -61.10) 28.95) -117.40) -2
18100PE 18100CE 17900PE 17900CE 183
-1887.50 -2946.25 13
1171.25 88.75
15.57 139.50 (55.95- (201.15- (7
109.75 (47-0.15 (3.6-0.05
 5 Jan 2017 (Thu) 63 15:00 758/-124 - - - (18013.85- 131.45 = 319 = 2
(0.61%) = -46.85) = -3.55)
15.04 18153.35) 75.50) 117.85) -5
18000PE 17800PE
18000CE 17800CE 182
Expiry: 12 JAN 2017, Net Profit: 1270, Average Day Profit: 254
BN
r
(3) BN
e s . (4) BN (
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e.D
l u Open 79.70
1551.25 -782.50 897.50 -1335.00 -3
52.5 na
Day
o - > (18172.45-
14.88 (169.95- (120.7- (87.15- (236.1- (
e r s
or p
 6 Jan 2017 (Fri) 1698 15:00 1743/-473 - 107.9 = 152 = 51.25 = 289.5 = 6
(0.29%)
t l y f 14.92
PDH
18252.15) -62.05) 31.30) -35.90) 53.40) 1
stric
18200PE 18200CE 18000PE 18000CE 18
n t is
cu me 952.50 -212.50 671.25 -423.75 -
d o 15.37 17.60 (151.3- (97.15- (72.85- (215.35- (3
is
50.25
Th
 9 Jan 2017 (Mon) 1999 15:00 2113/0 - - - (18269.70- 113.2 = 105.65 = 46 = 232.3 = 3
(0.28%)
15.42 18287.30) -38.10) 8.50) -26.85) 16.95)
18300PE 18300CE 18100PE 18100CE 18
-115.00 591.25 76.25 845.00 3

15.26 -24.65 (107.7- (90.25- (39.8- (213.2- (2
64.8
 10 Jan 2017 (Tue) 1261 15:00 1308/-2015 - - - (18395.90- 112.3 = 66.6 = 36.75 = 179.4 = 1
(0.35%)
15.23 18371.25) 4.60) -23.65) -3.05) -33.80) -1
18400PE 18400CE 18200PE 18200CE 18
-3792.50 298.75 -5341.25

Day 1517.50 -1
Stop 14.82 341.75 (68.3- (14.75- (201.15-
125.75 Open (70-9.3 = (10
 11 Jan 2017 (Wed) -5000 12:49 0/-13233 Loss - (18530.30- 220 = 2.8 = 414.8 =
(0.68%) > -60.70) =
Hit 14.75 18872.05) 151.70) -11.95) 213.65)
PDH 18500PE 18
18500CE 18300PE 18300CE
1476.25 746.25 -440.00

200.00 9
14.57 6.00 (80.6- (33.35- (145.9-
55.45 (8.1-0.1 (3.
 12 Jan 2017 (Thu) 1312 15:00 741/-1523 - - - (18869.30- 21.55 = 3.5 = 163.5 =
(0.29%) = -8.00) -
14.67 18875.30) -59.05) -29.85) 17.60)
18700PE 19
18900PE 18900CE 18700CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
371.25 537.50 160.00 388.75 47

14.36 -18.80 (141.7- (153- (67.45- (273.55- (7
75.75
 13 Jan 2017 (Fri) 1958 15:00 2337/-180 - - - (18928.40- 126.85 = 131.5 = 61.05 = 258 = 5
(0.4%)
14.35 18909.60) -14.85) -21.50) -6.40) -15.55) -1
18900PE 18900CE 18700PE 18700CE 19
2113.75 -3655.00 1015.00 -5033.75 -19

14.75 237.30 (127.25- (123- (60.35- (234.65- (4
-12.4
 16 Jan 2017 (Mon) -3536 15:00 269/-3658 - - - (18889.35- 42.7 = 269.2 = 19.75 = 436 = 12
(-0.07%)
14.91 19126.65) -84.55) 146.20) -40.60) 201.35) 7
18900PE 18900CE 18700PE 18700CE 19
-358.75 1102.50 29
715.00 -12.50
14.9 -69.50 (133.65- (202.05- (3
31.7 (88.6-60 (57.5-58
 17 Jan 2017 (Tue) 1166 15:00 1358/-1971 - - - (19159.25- 148 = 157.95 = 1
(0.17%) = -28.60) = 0.50)
15.35 19089.75) 14.35) -44.10) -1
19200CE 19000PE
19200PE 19000CE 194
685.00 413.75 380.00 143.75 30

15.09 3.60 (107- (71.8- (32.4- (185.45- (2
7.8
 18 Jan 2017 (Wed) 2427 15:00 2590/-403 - - - (19160.80- 79.6 = 55.25 = 17.2 = 179.7 = 9
(0.04%)
15.2 19164.40) -27.40) -16.55) -15.20) -5.75) -1
19200PE 19200CE
e r
19000PE
s . 19000CE 194
h o th
w i t
re
602.50 -735.00
a
1125.00 98.75 15
h
ot s
14.94 42.25 (56.95- (196-
0.85 (46-1 = (4-0.05 = (6.
 19 Jan 2017 (Thu) 2127 15:00 2335/-635 -
(0%)
- -
o n
(19098.10-
-45.00)
32.85 =
-3.95)
225.4 =
=
14.96
s e. D 19140.35)
19100PE
-24.10)
18900PE
29.40)
193
al u 19100CE 18900CE
rs o n
o r pe
t l y f Net Profit: -631, Average Day Profit: -157
ric
Expiry: 25 JAN 2017,
s s t
me nt i
u
BN (3) BN (4) BN (
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
-2443.75 2327.50 -1295.00 3440.00

Day 12
15.12 -201.15 (105.25- (171.2- (49.25- (306.6-
-127.65 Open (8
 20 Jan 2017 (Fri) -184 15:00 1321/-1488 - - (19040.95- 203 = 78.1 = 101.05 = 169 =
(-0.67%) < =-
15.76 18839.80) 97.75) -93.10) 51.80) -137.60)
PDL 19
19000PE 19000CE 18800PE 18800CE
1181.25 235.00 891.25 -108.75 2

Day
16.31 31.35 (119.6- (115.4- (55.7- (248- (
-58.8 Open
 23 Jan 2017 (Mon) 3667 15:00 3636/-318 - - (18777.80- 72.35 = 106 = 20.05 = 252.35 = 3
(-0.31%) <
15.65 18809.15) -47.25) -9.40) -35.65) 4.35) -
PDL
18800PE 18800CE 18600PE 18600CE 19
756.25 181.25 -423.75 3

Day 208.75
15.89 15.25 (76.55- (83.6- (220- (2
88.3 Open (18-9.65
 24 Jan 2017 (Tue) 1974 15:00 2129/0 - - (18986.50- 46.3 = 76.35 = 236.95 = 1
(0.47%) > = -8.35)
15.3 19001.75) -30.25) -7.25) 16.95) -1
PDH 18800PE
19000PE 19000CE 18800CE 19
1800.00 -2917.50 -5062.50

Day 122.50 -
15.16 206.30 (72.35- (23.05- (143.6-
96.55 Open (5-0.1 = (2.
 25 Jan 2017 (Wed) -6088 15:00 307/-1447 - - (19158.50- 0.35 = 139.75 = 346.1 =
(0.51%) > -4.90)
14.95 19364.80) -72.00) 116.70) 202.50)
PDH 19000PE 19
19200PE 19200CE 19000CE
Expiry: 2 FEB 2017, Net Profit: 605, Average Day Profit: 121
BN (3) BN (4) BN
(1) BN (2) BN
Max MTM BN Gap India Prev Spot Sell 1 Sell 1
Exit Sell 1 Sell 1
PE CE
 PE CE
1362.50 891.25 -2791.25

Day -2375.00 -1
15.54 142.85 (239.8- (150.25- (335.05-
115.2 Open (230-325 (1
 27 Jan 2017 (Fri) -2348 15:00 1817/-4261 - - (19585.45- 185.3 = 114.6 = 446.7 =
(0.59%) > = 95.00) =
16.06 19728.30) -54.50) -35.65) 111.65)
PDH 19600CE 1
19600PE 19400PE 19400CE
-716.25 -591.25 515.00

450.00
16.51 -73.90 (260- (160.9- (328.3- (
10.5 (235-217
 30 Jan 2017 (Mon) -1453 15:00 0/-2291 - - - (19676.15- 288.65 = 184.55 = 307.7 = 1
(0.05%) = -18.00)
16.79 19602.25) 28.65) 23.65) -20.60) -
19700CE
19700PE 19500PE 19500CE 1
318.75 376.25 231.25 110.00

Day
16.28 -16.65 (253.1- (232.35- (158- (324.75-
-52.05 Open
 31 Jan 2017 (Tue) 1456 15:00 2048/-1315 - - (19568.80- 240.35 = 217.3 = 148.75 = 320.35 = 1
(-0.27%) <
16.91 19552.15) -12.75) -15.05) -9.25) -4.40) -
PDL
19600PE 19600CE 19400PE 19400CE 1
5806.25 -5320.00 3537.50 -7976.25 -2
.
16.62 417.40 (238- (205.5- (144.55- (300- (
7.25
e r s
th
 1 Feb 2017 (Wed) 641 15:00 11776/-2594 - - - (19571.80- 5.75 = 418.3 = 3.05 = 619.05 = 2
o
(0.04%)
t h
13.93 19989.20) -232.25) 212.80) -141.50) 319.05) 1
w i
re
19600PE 19600CE 19400PE 19400CE 1
h a
o n ot s -382.50 -1826.25
D
. (20024.60-
Day 1437.50 177.50 4
-use
13.66 81.90 (86.5- (225-
l
33.35 Open (58-0.5 = (7.2-0.1 (1
a13.58
 2 Feb 2017 (Thu) 2309 15:00 3086/-67 - 101.8 = 298.05 =
r s o
(0.17%)
n 20106.50)
> -57.50)
15.30)
= -7.10)
73.05)
=
e
or p
PDH 20000PE 19800PE 2
20000CE 19800CE
t l y f
stric
isExpiry: 9 FEB 2017, Net Profit: 4410, Average Day Profit: 882
n t
cu me
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (
Exit Sell 1 Sell 1
PE CE
 PE CE
1816.25 -1176.25 1185.00 -1967.50

-6
13.44 116.25 (201.1- (168.5- (116.6- (272.3-
-8.4 (96
 3 Feb 2017 (Fri) 1810 15:00 2237/-160 - - - (20066.10- 128.45 = 215.55 = 69.2 = 351 =
(-0.04%) =
13.16 20182.35) -72.65) 47.05) -47.40) 78.70)
20
20100PE 20100CE 19900PE 19900CE
95.00 -86.25 125.00 -2.50

Day -1
13.04 -4.80 (168.8- (151.55- (88.4- (263.85-
110.35 Open (7
 6 Feb 2017 (Mon) -51 15:00 285/-2416 - - (20380.30- 165 = 155 = 83.4 = 263.95 =
(0.55%) > =
13.38 20375.50) -3.80) 3.45) -5.00) 0.10)
PDH 20
20400PE 20400CE 20200PE 20200CE
417.50 317.50 236.25 1

150.00
13.15 -2.75 (149- (73.8- (295.55- (8
-4.3 (168-162
 7 Feb 2017 (Tue) 1556 15:00 2023/-3 - - - (20322.50- 132.3 = 61.1 = 286.1 = 8
(-0.02%) = -6.00)
13.57 20319.75) -16.70) -12.70) -9.45) -
20300CE
20300PE 20100PE 20100CE 20
-795.00 3140.00 35.00 4218.75 17

13.32 -169.70 (127.25- (160.75- (57.3- (286- (8
8
 8 Feb 2017 (Wed) 6095 15:00 6977/-302 - - - (20322.05- 159.05 = 35.15 = 55.9 = 117.25 = 8
(0.04%)
13.44 20152.35) 31.80) -125.60) -1.40) -168.75) -7
20300PE 20300CE 20100PE 20100CE 20
-4097.50 -1333.75 3702.50

1155.00 1
Stop 12.67 -246.50 (63.75- (7.45- (188.75-
67.25 (54.1-7.9 (6.
 9 Feb 2017 (Thu) -5000 10:24 728/-13815 Loss - - (20380.30- 227.65 = 60.8 = 40.65 =
(0.33%) = -46.20) -
Hit 13.26 20133.80) 163.90) 53.35) -148.10)
20400CE 20
20400PE 20200PE 20200CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 ATM
PE CE
 PE CE
171.25 571.25 123.75 551.25

44
12.95 -20.15 (126.85- (186.85- (62.95- (316.05-
74.6 (97
 10 Feb 2017 (Fri) 2071 15:00 2497/-846 - - - (20242.55- 120 = 164 = 58 = 294 =
(0.37%) =-
13.19 20222.40) -6.85) -22.85) -4.95) -22.05)
204
20200PE 20200CE 20000PE 20000CE
-133.75 1002.50 36.25 1182.50 59

13.45 -32.30 (151.05- (127.1- (73- (239.8- (5
59.75
 13 Feb 2017 (Mon) 2187 15:00 3063/-1493 - - - (20259.90- 156.4 = 87 = 71.55 = 192.5 = 32
(0.3%)
13.7 20227.60) 5.35) -40.10) -1.45) -47.30) -2
20300PE 20300CE 20100PE 20100CE 205
360.00 343.75
r
333.75
e s . (205-
347.50 15
13.31 -12.80 (138.4- (93.05-
h o th
(60.25- (3
t
52.7
 14 Feb 2017 (Tue) 1796 15:00 1987/-461 - - - (20258.15- 124 =
w i
79.3 = 46.9 = 191.1 = 26
re
(0.26%)
a
13.83 20245.35) -14.40) -13.75) -13.35) -13.90) -6
h
ot s
20300PE 20300CE 20100PE 20100CE 205
o n
s e. D
u
nal
-1380.00 1503.75 -378.75 2458.75
56
o
13.56 -127.90 (83.3- (97.5- (28.55- (228.25-
e r s 24 (29
or p
 15 Feb 2017 (Wed) 731 15:00 1108/-3382 - - - (20310.20- 138.5 = 37.35 = 43.7 = 129.9 =
(0.12%) = -2
t l y f 14.22 20182.30) 55.20) -60.15) 15.15) -98.35)

205
stric
20300PE 20300CE 20100PE 20100CE
n t is
cu me 1722.50
257.50
367.50
-1122.50 13
d o 13.76 76.10 (54.85- (190.05- (5
is
79.55 (71-2.1 = (14.8-0.1
Th
 16 Feb 2017 (Thu) 3081 15:00 3268/-1631 - - - (20178.05- 44.55 = 234.95 = 0.
(0.39%) -68.90) = -14.70)
13.72 20254.15) -10.30) 44.90) -5
20200PE 20000PE
20200CE 20000CE 204
BN (3) BN (4) BN (7
(1) BN (2) BN
Max MTM BN Gap India Prev Spot Sell 1 Sell 1 B
Exit Sell 1 Sell 1
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Lot Lot L
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE 10
627.50 125.00 51.25 122.50 -6

Day
13.52 -421.15 (523.1- (24.4- (334.05- (53.95-
674.75 Open
 17 Feb 2017 (Fri) 277 15:00 4630/-2002 - - (20968.70- 498 = 19.4 = 332 = 49.05 = 23
(3.33%) >
13.42 20547.55) -25.10) -5.00) -2.05) -4.90) -8
PDH
21000PE 21000CE 20800PE 20800CE 200
1262.50 -937.50 740.00 -1281.25

-1
13.52 103.00 (121.5- (148.8- (56.4- (287-
-56.5 (3.
 20 Feb 2017 (Mon) 1033 15:00 1278/-13 - - - (20518.95- 71 = 186.3 = 26.8 = 338.25 =
(-0.27%) =
13.63 20621.95) -50.50) 37.50) -29.60) 51.25)
195
20500PE 20500CE 20300PE 20300CE
2416.25 -2101.25 958.75 -3488.75

7
13.67 195.70 (139.7- (86- (54.85- (198.95-
18.8 (2
 21 Feb 2017 (Tue) 936 15:00 2454/-37 - - - (20656.35- 43.05 = 170.05 = 16.5 = 338.5 =
(0.09%) =
13.62 20852.05) -96.65) 84.05) -38.35) 139.55)
197
20700PE 20700CE 20500PE 20500CE
461.25 301.25 -33.75 -1

Day 130.00
13.61 24.25 (107.75- (33.45- (194.3- (1
76.65 Open (73.2-68
 22 Feb 2017 (Wed) 915 15:00 1213/-1377 - - (20872.65- 89.3 = 21.4 = 195.65 = 1
(0.37%) > = -5.20)
13.74 20896.90) -18.45) -12.05) 1.35) -0
PDH 20900CE
20900PE 20700PE 20700CE 199
1476.25 15.00 302.50 -1110.00 -

13.38 37.90 (69.1- (61.2- (12.75- (200.9- (0
19.2
 23 Feb 2017 (Thu) 2766 15:00 3207/-484 - - - (20890.70- 10.05 = 60.6 = 0.65 = 245.3 = 0
(0.09%)
13.24 20928.60) -59.05) -0.60) -12.10) 44.40) -0
20900PE 20900CE 20700PE 20700CE 199
Expiry: 2 MAR 2017, Net Profit: -2598, Average Day Profit: -649
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
e r s .
h o th
i t
w1470.00 -937.50
a re
-1701.25
h
2326.25
s
9
t
-168.75 (137.8- (136.25- (64.75- (261.05-
 27 Feb 2017 (Mon) -149 15:00 993/-872 -
-23.2 14 -
-
o n o
(20793.45- 205.85 = 77.45 = 102.25 = 168 =
(6
.D
(-0.11%) 13.81 =-
s e
20624.70) 68.05) -58.80) 37.50) -93.05)
lu
21
a
20800PE 20800CE 20600PE 20600CE
r s o n
or pe
tl y f 581.25 188.75 308.75
250.00
1
s c
2067 15:00 tri2371/0
19.8
13.63 -15.50 (108.9- (126.7- (43-
(279-269
(5
ti s
 28 Feb 2017 (Tue) - - - (20609.20- 85.65 = 119.15 = 30.65 = 4
(0.1%) = -10.00)
e n 13.72 20593.70) -23.25) -7.55) -12.35) -
um
20400CE
c
20600PE 20600CE 20400PE 20
s d o
T h i 1516.25 -1480.00 -2525.00
Day 510.00 -4
13.6 89.35 (83.3- (92.95- (223.85-
91.65 Open (25.3-4.9 (27
 1 Mar 2017 (Wed) 484 15:00 1282/-1986 - - (20709.45- 22.65 = 152.15 = 324.85 =
(0.44%) > = -20.40) =
13.46 20798.80) -60.65) 59.20) 101.00)
PDH 20500PE 20
20700PE 20700CE 20500CE
-4217.50 1133.75 -1071.25 4163.75

Day 1
Stop 13.55 -266.90 (67.9- (45.5- (7.4- (169.5-
101.25 Open (5
 2 Mar 2017 (Thu) -5000 14:48 1393/-7598 Loss - (20869.55- 236.6 = 0.15 = 50.25 = 2.95 =
(0.49%) > =
Hit 13.31 20602.65) 168.70) -45.35) 42.85) -166.55)
PDH 21
20900PE 20900CE 20700PE 20700CE
Expiry: 9 MAR 2017, Net Profit: 7883, Average Day Profit: 1576
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
782.50 -125.00 -250.00 3

542.50
13.37 6.90 (159.8- (154.4- (277.4- (7
12.8 (85-63.3
 3 Mar 2017 (Fri) 1579 15:00 2256/0 - - - (20473.85- 128.5 = 159.4 = 287.4 = 75
(0.06%) = -21.70)
13.48 20480.75) -31.30) 5.00) 10.00) -1
20300PE
20500PE 20500CE 20300CE 207
1045.00 -795.00 576.25 -1291.25 -35

13.34 44.25 (115.05- (134.7- (50.55- (259.6- (5
53.35
 6 Mar 2017 (Mon) 741 15:00 1156/-1598 - - - (20606.85- 73.25 = 166.5 = 27.5 = 311.25 = 71
(0.26%)
13.58 20651.10) -41.80) 31.80) -23.05) 51.65) 14
20600PE 20600CE 20400PE 20400CE 208
145.00 328.75 150.00 426.25 18

13.79 -32.65 (119.7- (98.85- (47.35- (217- (3
22.3
 7 Mar 2017 (Tue) 1180 15:00 1285/-121 - - - (20658.60- 113.9 = 85.7 = 41.35 = 199.95 = 28
(0.11%)
13.95 20625.95) -5.80) -13.15) -6.00) -17.05) -7
20700PE 20700CE 20500PE 20500CE 209
378.75 298.75 282.50 13

175.00
-14.80 (99.95- (74.45- (31.55- (2
2.65 14 - (195-188
 8 Mar 2017 (Wed) 1392 15:00 1637/-2056 - - (20660.70- 84.8 = 62.5 = 20.25 = 15
(0.01%) 14.02 = -7.00)
20645.90) -15.15) -11.95) -11.30) -5
20500CE
20700PE 20700CE 20500PE 209
1811.25 151.25 375.00 -1482.50

17
14.3 80.05 (77.2- (48.75- (15.15- (174.7-
-56 (7.4
 9 Mar 2017 (Thu) 2991 15:00 3305/-296 - - - (20665.50- 4.75 = 42.7 = 0.15 = 234 =
(-0.27%) =-
14.36 20745.55) -72.45) -6.05) -15.00) 59.30)
209
20700PE 20700CE 20500PE 20500CE
BN
r
(3) BN
e s . (4) BN (5
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e .D
l u Open -106.70
-843.75 1056.25 -473.75 1343.75 7
104.55na
Day
o - > (20839.50-
13.95 (194.3- (248.25- (120.95- (365- (1
e r s
or p
 10 Mar 2017 (Fri) 140 15:00 1208/-1072 - 228.05 = 206 = 139.9 = 311.25 = 12
(0.5%)
t l y f 13.8
PDH
20732.80) 33.75) -42.25) 18.95) -53.75) -2
stric
20800PE 20800CE 20600PE 20600CE 21
n t is
cu me Day
248.75 1086.25 180.00 1211.25 9
d o 12.2 -48.00 (116.8- (147.5- (48.1- (275.35- (7
is
462.3 Open
Th
 14 Mar 2017 (Tue) 2232 15:00 2286/-1226 - - (21138.85- 106.85 = 104.05 = 40.9 = 226.9 = 34
(2.23%) >
12.32 21090.85) -9.95) -43.45) -7.20) -48.45) -3
PDH
21100PE 21100CE 20900PE 20900CE 21
1008.75 -763.75 341.25 -1440.00

-2
12.19 56.90 (93- (93.95- (28.7- (222.15-
-13.3 (25
 15 Mar 2017 (Wed) 568 15:00 700/-693 - - - (21100.70- 52.65 = 124.5 = 15.05 = 279.75 =
(-0.06%) =
12.37 21157.60) -40.35) 30.55) -13.65) 57.60)
21
21100PE 21100CE 20900PE 20900CE
738.75 973.75 660.00 1

Day 343.75
-9.75 (79.55- (40.75- (163.4- (
79.6 11.82 Open (14-0.25
 16 Mar 2017 (Thu) 2428 15:00 2238/0 - (21252.40- 50 = 1.8 = 137 = 0
(0.38%) - 11.9 > = -13.75)
21242.65) -29.55) -38.95) -26.40) -
PDH 21100PE
21300PE 21300CE 21100CE 21
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-55.00 896.25 -28.75 940.00 6

Day
11.83 -60.50 (123.35- (160.05- (54.1- (284.5- (
58.55 Open
 17 Mar 2017 (Fri) 2031 15:00 2330/0 - - (21217.90- 125.55 = 124.2 = 55.25 = 246.9 = 50
(0.28%) >
11.86 21157.40) 2.20) -35.85) 1.15) -37.60) -2
PDH
21200PE 21200CE 21000PE 21000CE 21
292.50 302.50 218.75 2

300.00
12.23 -10.30 (87.95- (133- (32.35- (
27.5 (270-258
 20 Mar 2017 (Mon) 1432 15:00 1366/-390 - - - (21120.25- 76.25 = 120.9 = 23.6 = 39
(0.13%) = -12.00)
12.01 21109.95) -11.70) -12.10) -8.75) -
20900CE
21100PE 21100CE 20900PE 21
-1753.75 1793.75 -603.75 2988.75 5

11.88 -147.50 (58.8- (112- (13.35- (257.7- (
0.4
 21 Mar 2017 (Tue) -73 15:00 602/-101 - - - (21119.45- 128.95 = 40.25 = 37.5 = 138.15 = 9
(0%)
11.98 20971.95) 70.15) -71.75) 24.15) -119.55) -2
21100PE 21100CE 20900PE 20900CE 21
-591.25 923.75 -26.25 1730.00 1

Day
11.89 -72.40 (82.05- (67.45- (25.4- (208.8- (
-203.65 Open
 22 Mar 2017 (Wed) 723 15:00 1566/0 - - (20864.30- 105.7 = 30.5 = 26.45 = 139.6 = 3
(-0.97%) <
12.28 20791.90) 23.65) -36.95) 1.05) -69.20) -
PDL
20900PE 20900CE 20700PE 20700CE 21
728.75 413.75 -225.00

58.75 9
12.15 6.60 (30.4- (60.25- (226.3-
67.4 (2.4-0.05 (4
 23 Mar 2017 (Thu) 1523 15:00 1668/-96 - - - (20840.20- 1.25 = 43.7 = 235.3 =
(0.32%) = -2.35) -
11.92 20846.80) -29.15) -16.55) 9.00)
.
20600PE 21
20800PE 20800CE
e r s 20600CE
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN (
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

l y f Type   H/L 
PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me Day
1312.50 -2318.75 606.25 -3258.75 -1
d o 156.05 (132.15- (115.95- (57.5- (233.65- (4
is
92.1 11.77 Open
Th
 24 Mar 2017 (Fri) -2688 15:00 220/-4362 - (20957.75- 79.65 = 208.7 = 33.25 = 364 = 1
(0.44%) - 11.9 >
21113.80) -52.50) 92.75) -24.25) 130.35) 5
PDH
21000PE 21000CE 20800PE 20800CE 21
381.25 -168.75 206.25 -377.50 -

Day
12.24 3.55 (113.9- (131.1- (46.75- (261- (
55.55 Open
 27 Mar 2017 (Mon) 614 15:00 1185/-767 - - (21116.60- 98.65 = 137.85 = 38.5 = 276.1 = 5
(0.26%) >
12.37 21120.15) -15.25) 6.75) -8.25) 15.10)
PDH
21100PE 21100CE 20900PE 20900CE 21
491.25 -108.75 276.25 -417.50 9

Day
12.11 34.50 (107.35- (91.55- (39.8- (219.05- (2
172.1 Open
 28 Mar 2017 (Tue) 1122 15:00 1175/-323 - - (21164.40- 87.7 = 95.9 = 28.75 = 235.75 = 2
(0.82%) >
12.1 21198.90) -19.65) 4.35) -11.05) 16.70) -
PDH
21200PE 21200CE 21000PE 21000CE 21
1302.50 -1285.00 460.00 -2226.25 -2

Day
12.06 91.40 (92.8- (64.85- (28.45- (197.1- (1
66.05 Open
 29 Mar 2017 (Wed) 392 15:00 647/-1242 - - (21279.65- 40.7 = 116.25 = 10.05 = 286.15 = 2
(0.31%) >
12.03 21371.05) -52.10) 51.40) -18.40) 89.05) 1
PDH
21300PE 21300CE 21100PE 21100CE 21
-1338.75
892.50 -217.50 91.25 7
60.20 (220.45-
-16.8 12 - (38.5-2.8 (60.3-69 (3.85-0.2 (4.
 30 Mar 2017 (Thu) 1114 15:00 1313/-747 - - (21422.50- 274 =
(-0.08%) 12.19 = -35.70) = 8.70) = -3.65) -
21482.70) 53.55)
21400PE 21400CE 21200PE 21
21200CE
Expiry: 6 APR 2017, Net Profit: 4743, Average Day Profit: 1185
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
348.75 17.50 260.00 156.25 -

12.2 -18.80 (157.45- (139.5- (78.95- (254.8- (
-68.85
 31 Mar 2017 (Fri) 817 15:00 862/-356 - - - (21493.60- 143.5 = 138.8 = 68.55 = 248.55 = 6
(-0.32%)
12.31 21474.80) -13.95) -0.70) -10.40) -6.25)
21500PE 21500CE 21300PE 21300CE 21
848.75 242.50 588.75 16.25 3

12.68 22.45 (130.95- (127.5- (58.1- (243.9- (5
95.05
 3 Apr 2017 (Mon) 2925 15:00 2932/0 - - - (21507.70- 97 = 117.8 = 34.55 = 243.25 = 3
(0.44%)
11.56 21530.15) -33.95) -9.70) -23.55) -0.65) -1
21500PE 21500CE 21300PE 21300CE 21
1418.75 -2222.50 -3340.00 -9

Day 470.00
145.20 (76.5- (102.5- (239.2- (
54.45 11.82 Open (22-3.2 =
 5 Apr 2017 (Wed) -2022 15:00 498/-2273 - (21540.20- 19.75 = 191.4 = 372.8 = 6
(0.25%) - 11.5 > -18.80)
21685.40) -56.75) 88.90) 133.60) 3
PDH 21300PE
21500PE 21500CE 21300CE 21
1340.00 -191.25 1
755.00 308.75
.
11.61 14.25 (71.35- (185.2- (
-80 (52.2-22
r s
(13-0.65
e
th
 6 Apr 2017 (Thu) 3023 15:00 78/-1191 - - - (21578.65- 17.75 = 192.85 = 0
o
(-0.37%) = -30.20) = -12.35)
t h
11.38 21592.90) -53.60) 7.65) -
w i
21600CE 21400PE
re
21600PE 21400CE 21
h a
o n ot s
s
Expiry: 13 APR 2017, Net Profit: -2069, Average D
e. Day Profit: -413
al u
rs o n
r pe BN (3) BN (4) BN (5
f o (1) BN (2) BN
tly Exit Up/Down VIX Day Change LotSellATM

Time tric
Exit 1 Sell 1
s 
Include Date Profit Profit/Loss Lot Lot
i s
Lot ATM
t
Type   H/L  ATM-200 ATM-200 ATM
e n PE CE
cum
 PE CE
s d o
T h i -1577.50 1281.25 -837.50 2083.75 57
11.35 -136.00 (142.45- (108- (65.8- (222.9- (4
-86.45
 7 Apr 2017 (Fri) -561 15:00 1696/-1146 - - - (21580.75- 205.55 = 56.75 = 99.3 = 139.55 = 17
(-0.4%)
11.65 21444.75) 63.10) -51.25) 33.50) -83.35) -2
21600PE 21600CE 21400PE 21400CE 218
1296.25 -1281.25 -1
-597.50 602.50
11.81 36.05 (142.2- (173.75- (1
60.9 (69.1-93 (57-32.9
 10 Apr 2017 (Mon) 1474 15:00 1567/-670 - - - (21454.35- 90.35 = 225 = 2
(0.28%) = 23.90) = -24.10)
11.5 21490.40) -51.85) 51.25) 5
21500CE 21300PE
21500PE 21300CE 217
2236.25 -2706.25 803.75 -4180.00 -9

11.65 179.00 (123- (53.85- (42.9- (164- (1
1.3
 11 Apr 2017 (Tue) -630 15:00 385/-1226 - - - (21551.75- 33.55 = 162.1 = 10.75 = 331.2 = 4
(0.01%)
11.37 21730.75) -89.45) 108.25) -32.15) 167.20) 37
21600PE 21600CE 21400PE 21400CE 218
-3345.00 972.50 -1705.00 2651.25

16
Stop 11.42 -96.95 (100.75- (51.05- (28.6- (169.05-
-0.5 (9.
 12 Apr 2017 (Wed) -5000 09:55 1312/-6723 Loss - - (21770.10- 234.55 = 12.15 = 96.8 = 63 =
(0%) =-
Hit 11.62 21673.15) 133.80) -38.90) 68.20) -106.05)
220
21800PE 21800CE 21600PE 21600CE
1332.50 526.25 -528.75

317.50 6
11.74 32.90 (75.85- (35.05- (164.55-
-15.55 (13-0.3 = (2.5
 13 Apr 2017 (Thu) 2648 15:00 2707/-303 - - - (21664.70- 22.55 = 14 = 185.7 =
(-0.07%) -12.70) -2
11.51 21697.60) -53.30) -21.05) 21.15)
21500PE 219
21700PE 21700CE 21500CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-205.00 663.75 -15.00 902.50

3
11.89 -84.90 (108.05- (114.85- (45.9- (247.1-
13.9 (3
 17 Apr 2017 (Mon) 1268 15:00 1373/-1612 - - - (21727.05- 116.25 = 88.3 = 46.5 = 211 =
(0.06%) =-
11.88 21642.15) 8.20) -26.55) 0.60) -36.10)
21
21700PE 21700CE 21500PE 21500CE
-1112.50 576.25 1173.75 1

-530.00
11.41 -97.55 (120.6- (68.15- (183.7- (
58.45 (46-67.2
 18 Apr 2017 (Tue) -1183 15:00 592/-2275 - - - (21758.90- 165.1 = 45.1 = 136.75 = 11
(0.27%) = 21.20)
12.25 21661.35) 44.50) -23.05) -46.95) -
21600PE
21800PE 21800CE 21600CE 22
-1523.75 1606.25 -305.00 2973.75 5

12.13 -166.70 (94.15- (87.55- (34.15- (221.5- (
2.25
 19 Apr 2017 (Wed) 624 15:00 1232/-3811 - - - (21697.60- 155.1 = 23.3 = 46.35 = 102.55 = 4
(0.01%)
12.25 21530.90) 60.95) -64.25) 12.20) -118.95) -2
21700PE 21700CE 21500PE 21500CE 21
Day
282.50
1906.25
e r s . (241.8-
70.00 1555.00 2
h
h ot
-42.50 (30.95- (3.05- (1
-136.9 11.61 Open (85.25-9
it
 20 Apr 2017 (Thu) 2741 15:00 1792/-268 - (21515.60- 19.65 = 0.25 =179.6 = 0
w
(-0.64%) - 11.6 < = -76.25)
PDL
21473.10)
h a r e
-11.30)
21500CE
-2.80) -62.20) -1
ot s
21500PE 21300PE 21300CE 21
o n
s e. D
al u
o n
rs
or pe
icMaxt ly f BN (3) BN (4) BN (5
Exit str
(1) BN (2) BN
MTM BN Gap India Prev Spot Sell 1 Sell 1 S
Include Date
n
Profit
t is Profit/Loss Exit Up/Down VIX Day Change
Sell 1 Sell 1
Lot Lot
u m e Time
 Type   H/L 
Lot ATM Lot ATM
ATM-200 ATM-200 AT
d o c 
PE CE
PE CE
T h i s
-861.25 1128.75 -465.00 1482.50
Day 6
11.13 -19.15 (140.4- (159.15- (72.7- (284.55-
76.1 Open (72
 21 Apr 2017 (Fri) 551 15:00 933/-3593 - - (21582.85- 174.85 = 114 = 91.3 = 225.25 =
(0.35%) > =-
11.44 21563.70) 34.45) -45.15) 18.60) -59.30)
PDH 21
21600PE 21600CE 21400PE 21400CE
2051.25 -2183.75 980.00 -3483.75 -10

11.31 167.95 (156- (99.45- (73.05- (211.65- (
40.45
 24 Apr 2017 (Mon) -333 15:00 1521/-863 - - - (21699.90- 73.95 = 186.8 = 33.85 = 351 = 76
(0.19%)
11.52 21867.85) -82.05) 87.35) -39.20) 139.35) 4
21700PE 21700CE 21500PE 21500CE 21
1213.75 -252.50 641.25 -811.25 -4

Day
11.54 79.45 (109- (111.55- (47.45- (243.45- (
103.25 Open
 25 Apr 2017 (Tue) 2225 15:00 2342/-56 - - (21943.25- 60.45 = 121.65 = 21.8 = 275.9 = 37
(0.47%) >
11.17 22022.70) -48.55) 10.10) -25.65) 32.45) 1
PDH
21900PE 21900CE 21700PE 21700CE 22
1108.75 -792.50 335.00 -1561.25 -2

Day
11.23 54.05 (103.25- (70- (34.65- (192.7- (1
103.95 Open
 26 Apr 2017 (Wed) -1163 15:00 4/-4527 - - (22122.30- 58.9 = 101.7 = 21.25 = 255.15 = 24
(0.47%) >
11.72 22176.35) -44.35) 31.70) -13.40) 62.45) 1
PDH
22100PE 22100CE 21900PE 21900CE 22
-2288.75 -3752.50 -2
1431.25 252.50
11.41 171.90 (56.3- (197.5- (
31.2 (59-1.75 (10.5-0.4
 27 Apr 2017 (Thu) -838 15:00 1081/-1391 - - - (22196.20- 147.85 = 347.6 = 1
(0.14%) = -57.25) = -10.10)
11.23 22368.10) 91.55) 150.10) 8
22200PE 22000PE
22200CE 22000CE 22
Expiry: 4 MAY 2017, Net Profit: 3509, Average Day Profit: 877
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1635.00 -522.50 951.25 -1381.25 -1

10.95 87.25 (167- (99.95- (83.95- (205.65- (3
-29.5
 28 Apr 2017 (Fri) 3006 15:00 358/-73 - - - (22276.40- 101.6 = 120.85 = 45.9 = 260.9 = 4
(-0.13%)
10.79 22363.65) -65.40) 20.90) -38.05) 55.25)
22300PE 22300CE 22100PE 22100CE 22
76.25 181.25 170.00 371.25

Day 5
10.92 -32.45 (120.2- (85.55- (50.85- (207.45-
54.3 Open (25
 2 May 2017 (Tue) 797 15:00 1004/-1630 - - (22394.20- 117.15 = 78.3 = 44.05 = 192.6 =
(0.24%) > =
11.46 22361.75) -3.05) -7.25) -6.80) -14.85)
PDH 22
22400PE 22400CE 22200PE 22200CE
-470.00 1036.25 30.00

e r s . (200.75-
1577.50
th
3
o
11.16 -75.85 (104.7- (81.9- (36.9-
t h
104.5 (2
 3 May 2017 (Wed) 1558 15:00 1528/-1414 - - - (22388.50- 123.5 =
w i
40.45 = 35.7 = 137.65 =
re
(0.47%) =-
a
11.57 22312.65) 18.80) -41.45) -1.20) -63.10)
h
ot s
22
22400PE 22400CE 22200PE 22200CE
o n
s e. D
lu
-3690.00 287.50 -5611.25 -2
311 na
Day 1895.00
o
11.29 209.30 (43.5- (11.55- (162.95-
e r s Open (76-0.2 =
or p
 4 May 2017 (Thu) -1852 15:00 1510/-3440 - - (22491.55- 191.1 = 0.05 = 387.4 = 1
(1.39%) > -75.80)
t l y f 11.33
PDH
22700.85)
22500PE
147.60) -11.50) 224.45) 1
stric
22500CE 22300PE 22300CE 22
n t is
cu me
d o Expiry: 11 MAY 2017, Net Profit: 5129, Average Day Profit: 1025
Th is
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
117.50 -28.75 238.75 8

Day -50.00
11.19 -49.90 (122.25- (85.85- (231.55- (5
124.75 Open (168-170
 5 May 2017 (Fri) 169 15:00 616/-3847 - - (22697.65- 117.55 = 87 = 222 = 5
(0.55%) > = 2.00)
11.97 22647.75) -4.70) 1.15) -9.55) -
PDH 22700PE
22700CE 22500PE 22500CE 22
1271.25 -916.25 610.00 -1612.50 -3

97.00 (150.65- (103.35- (68.3- (212- (
73.5 11.43
 8 May 2017 (Mon) -1036 15:00 41/-3031 - - (22677.30- 99.8 = 140 = 43.9 = 276.5 = 5
(0.33%) - 11.7
22774.30) -50.85) 36.65) -24.40) 64.50) 1
22700PE 22700CE 22500PE 22500CE 22
-47.50 551.25 171.25 818.75 2

11.33 -75.55 (131- (91- (56.25- (204.4- (
53.45
 9 May 2017 (Tue) 1241 15:00 1543/-1647 - - - (22784.25- 132.9 = 68.95 = 49.4 = 171.65 = 2
(0.23%)
11.02 22708.70) 1.90) -22.05) -6.85) -32.75) -1
22800PE 22800CE 22600PE 22600CE 23
926.25 468.75 -166.25

267.50 2
10.81 21.35 (99.65- (32.4- (204.25-
60.45 (84.7-74 (23
 10 May 2017 (Wed) 2715 15:00 2740/-65 - - - (22783.45- 62.6 = 13.65 = 210.9 =
(0.27%) = -10.70) =
10.89 22804.80) -37.05) -18.75) 6.65)
22800CE 23
22800PE 22600PE 22600CE
396.25 100.00 936.25 1

Day 1292.50
10.59 -36.65 (42.8- (4.15- (201- (
85.7 Open (55-3.3 =
 11 May 2017 (Thu) 2040 15:00 911/0 - - (22900.85- 26.95 = 0.15 = 163.55 = 0
(0.38%) > -51.70)
10.76 22864.20) -15.85) -4.00) -37.45) -
PDH 22900CE
22900PE 22700PE 22700CE 23
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-2568.75 1762.50 -1428.75 2916.25 8

10.5 -201.45 (129- (127- (60.85- (250- (5
21.95
 12 May 2017 (Fri) -2652 15:00 88/-4292 - - - (22822.95- 231.75 = 56.5 = 118 = 133.35 = 1
(0.1%)
10.65 22621.50) 102.75) -70.50) 57.15) -116.65) -3
22800PE 22800CE 22600PE 22600CE 23
513.75 1.25
r
263.75
e s . (210.25-
-265.00
th
2
o
10.19 36.55 (118.45- (94- (46.1-
t h
64.15 (29
 15 May 2017 (Mon) 1043 15:00 1095/-141 - - - (22789.25- 97.9 =
w i
93.95 = 35.55 = 220.85 =
re
(0.28%) =
a
10.56 22825.80) -20.55) -0.05) -10.55) 10.60)
h
ot s
23
22800PE 22800CE 22600PE 22600CE
o n
s e. D
lu
1186.25 -1481.25 407.50 -2223.75 -5
36.1 na
o
10.18 99.10 (90.7- (95.2- (30.05- (224.05- (
e r s
or p
 16 May 2017 (Tue) -488 15:00 529/-846 - - - (22814.30- 43.25 = 154.45 = 13.75 = 313 = 4
(0.16%)
t l y f 10.46 22913.40) -47.45) 59.25) -16.30) 88.95) 2
stric
22800PE 22800CE 22600PE 22600CE 23
n t is
cu me Day
1021.25 -126.25 487.50 -566.25
2
d o 10.13 65.00 (97- (65.65- (32.1- (192-
This
43.75 Open (1
 17 May 2017 (Wed) 1969 15:00 2061/-101 - - (22871.55- 56.15 = 70.7 = 12.6 = 214.65 =
(0.19%) > =
10.69 22936.55) -40.85) 5.05) -19.50) 22.65)
PDH 23
22900PE 22900CE 22700PE 22700CE
-1103.75 1080.00 2740.00

Day 122.50 7
10.5 -99.25 (54.3- (43.65- (187.2-
-185.5 Open (6.4-1.5 (3.
 18 May 2017 (Thu) 770 15:00 1756/0 - - (22786.50- 98.45 = 0.45 = 77.6 =
(-0.81%) < = -4.90) -
11.73 22687.25) 44.15) -43.20) -109.60)
PDL 22600PE 23
22800PE 22800CE 22600CE
Expiry: 25 MAY 2017, Net Profit: -4705, Average Day Profit: -941
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-555.00 778.75 -296.25 995.00 40

10.69 -73.60 (134.8- (145.25- (71.4- (273.15- (6
63.35
 19 May 2017 (Fri) 703 15:00 869/-2998 - - - (22815.80- 157 = 114.1 = 83.25 = 233.35 = 4
(0.28%)
11.34 22742.20) 22.20) -31.15) 11.85) -39.80) -1
22800PE 22800CE 22600PE 22600CE 230
-2622.50 1331.25 -1405.00 2518.75 50

10.91 -168.30 (129- (94.55- (58- (212.9- (3
105
 22 May 2017 (Mon) -3311 15:00 0/-4351 - - - (22855.70- 233.9 = 41.3 = 114.2 = 112.15 = 11
(0.46%)
11.11 22687.40) 104.90) -53.25) 56.20) -100.75) -2
22900PE 22900CE 22700PE 22700CE 23
363.75 182.50 -326.25

-50.00 3
11.24 27.95 (86.25- (33.35- (278.9-
22.05 (129-131 (46
 23 May 2017 (Tue) 738 15:00 1179/-1553 - - - (22641.65- 71.7 = 26.05 = 291.95 =
(0.1%) = 2.00) =
11.49 22669.60) -14.55) -7.30) 13.05)
22600CE 228
22600PE 22400PE 22400CE
-187.50 1135.00 65.00 1541.25 44

-46.05 (109.95- (81.25- (39.1- (205- (2
41.7 11.8 -
 24 May 2017 (Wed) 2165 15:00 1856/-432 - - (22572.50- 117.45 = 35.85 = 36.5 = 143.35 = 5
(0.18%) 11.94
22526.45) 7.50) -45.40) -2.60) -61.65) -1
22600PE 22600CE 22400PE 22400CE 228
-4096.25 137.50 -5271.25 -11

1071.25
Stop 11.71 489.90 (49.15- (6.15- (195.95- (2
37.35 (46-3.15
 25 May 2017 (Thu) -5000 13:13 79/-24733 Loss - - (22622.95- 213 = 0.65 = 406.8 = 4
(0.17%) = -42.85)
Hit 10.41 23112.85) 163.85) -5.50) 210.85) 4
22600PE
22600CE 22400PE 22400CE 228
Expiry: 1 JUN 2017, Net Profit: 2124, Average Day Profit: 424
BN
r
(3) BN
e s . Sell 1
(4) BN (5
th
(1) BN (2) BN
o
Max MTM BN Gap India Prev Spot Sell 1 S
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e .D
lu
2822.50 -3531.25 1526.25 -4898.75 -19
-39.4 na
o
10.72 237.30 (200.75- (119.65- (108.3- (214.6- (6
 26 May 2017 (Fri) -1924 15:00 848/-3081 -
pe rs 10.78 - - (23134.85- 87.85 = 260.9 = 47.25 = 410.55 = 13
or
(-0.17%)
t l y f 23372.15) -112.90) 141.25) -61.05) 195.95) 7
stric
23100PE 23100CE 22900PE 22900CE 233
n t is
cu me -1668.75 738.75 -1006.25 1403.75 28
d o -151.70 (180.5- (87.4- (90.15- (189- (3
is
-51.6 10.99
Th
 29 May 2017 (Mon) -191 15:00 318/-2517 - - (23385.85- 247.25 = 57.85 = 130.4 = 132.85 = 2
(-0.22%) - 11.7
23234.15) 66.75) -29.55) 40.25) -56.15) -1
23400PE 23400CE 23200PE 23200CE 236
1860.00 -2355.00 916.25 -3171.25 -11

11.87 171.00 (131.75- (109.9- (59.5- (229.05- (4
-40.65
 30 May 2017 (Tue) -662 15:00 688/-2833 - - - (23116.50- 57.35 = 204.1 = 22.85 = 355.9 = 89
(-0.18%)
11.79 23287.50) -74.40) 94.20) -36.65) 126.85) 4
23100PE 23100CE 22900PE 22900CE 233
1522.50 -148.75 783.75 -865.00 13

12.1 47.25 (118.3- (94.05- (48- (212- (3
13.95
 31 May 2017 (Wed) 3221 15:00 3380/-636 - - - (23309.85- 57.4 = 100 = 16.65 = 246.6 = 25
(0.06%)
11.74 23357.10) -60.90) 5.95) -31.35) 34.60) -5
23300PE 23300CE 23100PE 23100CE 235
-716.25 2490.00
1353.75 240.00 14
11.63 -72.60 (64.3- (193.65-
-30.7 (55-0.85 (11.3-1.7 (5.
 1 Jun 2017 (Thu) 1680 15:00 2322/-2931 - - - (23370.65- 92.95 = 94.05 =
(-0.13%) = -54.15) = -9.60) =
11.29 23298.05) 28.65) -99.60)
23400CE 23200PE 236
23400PE 23200CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-133.75 601.25 100.00 835.00 4

Day
10.68 -33.15 (134.6- (157.75- (68.15- (280- (7
125.05 Open
 2 Jun 2017 (Fri) 1303 15:00 1586/-358 - - (23432.60- 139.95 = 133.7 = 64.15 = 246.6 = 59
(0.54%) >
10.82 23399.45) 5.35) -24.05) -4.00) -33.40) -1
PDH
23400PE 23400CE 23200PE 23200CE 23
1440.00 -921.25 788.75 -1541.25 -3

10.83 75.60 (149.05- (109- (69.05- (220.35- (4
21.5
 5 Jun 2017 (Mon) 1489 15:00 1495/-73 - - - (23395.80- 91.45 = 145.85 = 37.5 = 282 = 57
(0.09%)
10.9 23471.40) -57.60) 36.85) -31.55) 61.65) 1
23400PE 23400CE 23200PE 23200CE 23
42.50 255.00 2.50 345.00 1

Day
10.82 -63.70 (140.2- (98.8- (62.05- (211.3- (3
63.4 Open
 6 Jun 2017 (Tue) 807 15:00 978/-638 - - (23470.65- 138.5 = 88.6 = 61.95 = 197.5 = 27
(0.27%) >
11.11 23406.95) -1.70) -10.20) -0.10) -13.80) -
PDH
23500PE 23500CE 23300PE 23300CE 23
1328.75 393.75 848.75 -121.25 3

25.25 (127.55- (92.05- (54.65- (208.15- (
66.55 11 -
 7 Jun 2017 (Wed) 4021 15:00 4146/-360 - - (23462.95- 74.4 = 76.3 = 20.7 = 213 = 14
(0.28%) 10.91
23488.20) -53.15) -15.75) -33.95) 4.85) -1
23500PE 23500CE
e r
23300PE
s . 23300CE 23
h th
o 147.50
w i t
re
26.25 1423.75 1460.00
a
Day 1
h
ot s
10.58 -43.05 (41- (61.2- (6.25- (214.45-
62.7 Open (5.
 8 Jun 2017 (Thu) 1751 15:00 1380/-433 -
(0.27%)
-
>
o n
(23614.15- 39.95 = 4.25 = 0.35 = 156.05 =
=
11.08
s e.
PDH D 23571.10) -1.05) -56.95) -5.90) -58.40)
23
al u 23600PE 23600CE 23400PE 23400CE
rs o n
o r pe
t l y f Net Profit: 7325, Average Day Profit: 1465
ric
Expiry: 15 JUN 2017,
s s t
me nt i
u
BN (3) BN (4) BN (5
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
1022.50 -855.00 562.50 -1331.25 -4

Day
10.76 138.40 (114- (154.9- (50.95- (281.5- (
-52.15 Open
 9 Jun 2017 (Fri) 405 15:00 1186/-247 - - (23540.25- 73.1 = 189.1 = 28.45 = 334.75 = 8
(-0.22%) <
10.79 23678.65) -40.90) 34.20) -22.50) 53.25) 1
PDL
23500PE 23500CE 23300PE 23300CE 23
-987.50 1046.25 -357.50 1701.25

4
10.87 -133.20 (122.55- (110- (52.95- (230.3-
-80.75 (4
 12 Jun 2017 (Mon) 1804 15:00 1867/0 - - - (23614.25- 162.05 = 68.15 = 67.25 = 162.25 =
(-0.34%) =-
11.32 23481.05) 39.50) -41.85) 14.30) -68.05)
23
23600PE 23600CE 23400PE 23400CE
-450.00 708.75 -252.50 910.00 3

10.93 -39.20 (82.9- (121.95- (26.2- (254- (
-23.45
 13 Jun 2017 (Tue) 543 15:00 1078/-357 - - - (23529.45- 100.9 = 93.6 = 36.3 = 217.6 = 3
(-0.1%)
11.28 23490.25) 18.00) -28.35) 10.10) -36.40) -1
23500PE 23500CE 23300PE 23300CE 23
763.75 35.00 407.50 -236.25 1

11.16 16.10 (93- (95.85- (32.8- (226.45- (
77.45
 14 Jun 2017 (Wed) 2077 15:00 2048/-1235 - - - (23503.20- 62.45 = 94.45 = 16.5 = 235.9 = 2
(0.33%)
11.13 23519.30) -30.55) -1.40) -16.30) 9.45) -
23500PE 23500CE 23300PE 23300CE 23
92.50 1922.50
1685.00 86.25 1
10.96 -66.25 (35.3- (237-
-54 (70.8-3.4 (3.75-0.3 (7.
 15 Jun 2017 (Thu) 2496 15:00 2725/0 - - - (23438.15- 31.6 = 160.1 =
(-0.23%) = -67.40) = -3.45) -
11.26 23371.90) -3.70) -76.90)
23400CE 23200PE 23
23400PE 23200CE
Expiry: 22 JUN 2017, Net Profit: -1204, Average Day Profit: -240
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
110.00 155.00 142.50 213.75 1

10.94 12.70 (90.05- (148.75- (37.2- (285.55- (
56.85
 16 Jun 2017 (Fri) 935 15:00 1318/-231 - - - (23449.60- 85.65 = 142.55 = 31.5 = 277 = 5
(0.24%)
10.92 23462.30) -4.40) -6.20) -5.70) -8.55) -
23400PE 23400CE 23200PE 23200CE 23
1996.25 -4007.50 671.25 -5505.00

Day -2
Stop 10.57 187.65 (124.85- (74.25- (44.85- (182.75-
68.6 Open (20
 19 Jun 2017 (Mon) -5000 14:34 693/-5735 Loss - (23572.75- 45 = 234.55 = 18 = 402.95 =
(0.29%) > =
Hit 10.62 23760.40) -79.85) 160.30) -26.85) 220.20)
PDH 23
23600PE 23600CE 23400PE 23400CE
406.25 190.00
r
216.25
e s . -40.00 1
10.28 3.55 (88- (104.6-
h o th
(29.85- (237- (3
t
-21.55
 20 Jun 2017 (Tue) 1367 15:00 1387/-325 - - - (23703.60- 71.75 =
w i97 = 21.2 = 238.6 = 2
re
(-0.09%)
a
10.7 23707.15) -16.25) -7.60) -8.65) 1.60) -
h
ot s
23700PE 23700CE 23500PE 23500CE 23
o n
s e. D
lu
798.75 -692.50 223.75 -1181.25 -
-59.8 na
Day
o
10.76 98.20 (52- (104- (12.8- (259.75- (
e r s Open
or p
 21 Jun 2017 (Wed) 451 15:00 1526/-1559 - - (23631.90- 20.05 = 131.7 = 3.85 = 307 = 2
(-0.25%) <
t l y f 10.81
PDL
23730.10) -31.95) 27.70) -8.95) 47.25)
stric
23600PE 23600CE 23400PE 23400CE 23
n t is
cu me 202.50
490.00
116.25
451.25
3
d o -26.65 (20.85- (143.65-
This
8.1 10.97 (69.1-61 (5.7-1.05 (1.
 22 Jun 2017 (Thu) 1043 15:00 1997/-911 - - (23759.15- 1.25 = 125.6 =
(0.03%) - 11.1 = -8.10) = -4.65) -
23732.50) -19.60) -18.05)
23800PE 23600PE 24
23800CE 23600CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1316.25 1201.25 -686.25 2003.75 59

-157.70 (122.8- (128.35- (51.8- (255- (5
36.2 11.27
 23 Jun 2017 (Fri) 1 15:00 509/-2228 - - (23721.30- 175.45 = 80.3 = 79.25 = 174.85 = 2
(0.15%) - 11.5
23563.60) 52.65) -48.05) 27.45) -80.15) -2
23700PE 23700CE 23500PE 23500CE 239
-3512.50 1498.75 -2260.00 2771.25 60

Stop 12.03 -416.45 (124.9- (101.65- (51.6- (216.85- (3
94.2
 27 Jun 2017 (Tue) -5000 09:46 0/-19577 Loss - - (23579.45- 265.4 = 41.7 = 142 = 106 = 1
(0.4%)
Hit 12.74 23163.00) 140.50) -59.95) 90.40) -110.85) -2
23600PE 23600CE 23400PE 23400CE 238
1513.75 -711.25 807.50 -1257.50 -1

12.73 95.45 (104- (108- (46.7- (240- (3
-6.7
 28 Jun 2017 (Wed) 2383 15:00 2221/-3658 - - - (23127.50- 43.45 = 136.45 = 14.4 = 290.3 = 39
(-0.03%)
12.11 23222.95) -60.55) 28.45) -32.30) 50.30) 4
23100PE 23100CE 22900PE 22900CE 233
-50.00 2757.50
2387.50 156.25 53
-81.20 (38.05- (260.25-
76.55 11.74 (103.5-8 (7.75-1.5 (21
 29 Jun 2017 (Thu) 3252 15:00 3115/-3098 - - (23348.70- 40.05 = 149.95 =
(0.33%) - 11.3 = -95.50) = -6.25) =-
23267.50) 2.00) -110.30)
23300CE 23100PE 235
23300PE 23100CE
Expiry: 6 JUL 2017, Net Profit: 8007, Average Day Profit: 1601
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1365.00 -1451.25 885.00 -1315.00 -7

11.66 126.15 (144.6- (172.75- (82.05- (345.55- (8
-90.05
 30 Jun 2017 (Fri) 473 15:00 1966/-1132 - - - (23038.00- 90 = 230.8 = 46.65 = 398.15 = 11
(-0.39%)
11.75 23164.15) -54.60) 58.05) -35.40) 52.60) 3
23000PE 23000CE 22800PE 22800CE 23
1301.25 -437.50
r s
817.50
. -813.75
the (257.15-
-1
o
11.59 45.25 (141.95- (136.5- (71.65-
t h
29.15 (60
 3 Jul 2017 (Mon) 2271 15:00 2339/-317 - - - (23196.25- 89.9 =
w i
154 = 38.95 = 289.7 =
re
(0.13%) =
a
11.08 23241.50) -52.05) 17.50) -32.70) 32.55)
h
ot s
23
23200PE 23200CE 23000PE 23000CE
o n
s e. D
lu
-108.75 77.50 985.00
52.7 na
795.00 3
o
11.17 -47.45 (99.25- (41.4- (245.7-
e r s (116.8-85 (4
or p
 4 Jul 2017 (Tue) 1552 15:00 1708/-2096 - - - (23323.10- 103.6 = 38.3 = 206.3 =
(0.23%) = -31.80) =-
t l y f 11.14 23275.65) 4.35)

23300CE
-3.10) -39.40)
23
stric
23300PE 23100PE 23100CE
n t is
cu me 1370.00
-165.00 630.00
-993.75 1
d o 11.24 46.20 (108.6- (192.25- (2
is
27.7 (75.4-82 (37.2-12
Th
 5 Jul 2017 (Wed) 2604 15:00 2614/-913 - - - (23264.55- 53.8 = 232 = 15
(0.12%) = 6.60) = -25.20)
11.22 23310.75) -54.80) 39.75) -
23300CE 23100PE
23300PE 23100CE 23
-615.00 -1526.25
Day 1047.50 145.00 1
11.09 94.65 (60.15- (213.85-
46.9 Open (42.5-0.6 (5.9-0.1 (5.
 6 Jul 2017 (Thu) 1107 15:00 702/-487 - - (23400.95- 84.75 = 274.9 =
(0.2%) > = -41.90) = -5.80) -
10.83 23495.60) 24.60) 61.05)
PDH 23400PE 23200PE 23
23400CE 23200CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
532.50 -60.00 318.75 -323.75 7

10.87 8.45 (120.25- (151.6- (57.6- (282.95- (6
-2.9
 7 Jul 2017 (Fri) 1217 15:00 1476/-197 - - - (23448.00- 98.95 = 154 = 44.85 = 295.9 = 6
(-0.01%)
10.81 23456.45) -21.30) 2.40) -12.75) 12.95) -
23400PE 23400CE 23200PE 23200CE 23
1366.25 -2016.25 596.25 -2806.25

Day -1
10.64 159.40 (101.65- (128.8- (42.45- (257.75-
134.1 Open (4
 10 Jul 2017 (Mon) -1576 15:00 148/-3079 - - (23526.30- 47 = 209.45 = 18.6 = 370 =
(0.57%) > =
10.83 23685.70) -54.65) 80.65) -23.85) 112.25)
PDH 23
23500PE 23500CE 23300PE 23300CE
-993.75 1198.75 -340.00 1843.75 4

10.65 -100.10 (97.4- (95- (32.9- (218- (
69.5
 11 Jul 2017 (Tue) 602 15:00 1088/-208 - - - (23707.00- 137.15 = 47.05 = 46.5 = 144.25 = 1
(0.29%)
10.88 23606.90) 39.75) -47.95) 13.60) -73.75) -1
23700PE 23700CE 23500PE 23500CE 23
537.50 -37.50 172.50 -392.50 1

10.88 0.65 (63.1- (88.85- (13.75- (229.3- (2
39.15
 12 Jul 2017 (Wed) 1218 15:00 1381/-15 - - - (23646.90- 41.6 = 90.35 = 6.85 = 245 = 1
(0.17%)
11.09 23647.55) -21.50) 1.50) -6.90) 15.70) -
23600PE 23600CE 23400PE 23400CE 23
-536.25 -1617.50
Day 747.50 72.50 2
10.76 55.30 (68.1- (226.05-
121.8 Open (30.3-0.4 (3-0.1 = (8
 13 Jul 2017 (Thu) 606 15:00 1461/-1361 - - (23833.80- 89.55 = 290.75 =
(0.51%) > = -29.90) -2.90) =
11.12 23889.10) 21.45) 64.70)
PDH 23800PE 23600PE 24
23800CE 23600CE
BN
r
(3) BN
e s . (4) BN (5
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e .D
l u Open 120.25
1623.75 -1863.75 763.75 -2717.50 -9
60.85 na
Day
o - > (23832.80-
11.04 (119- (161.25- (55.1- (287- (
e r s
or p
 14 Jul 2017 (Fri) -620 15:00 1481/-1150 - 54.05 = 235.8 = 24.55 = 395.7 = 11
(0.25%)
t l y f 11.11
PDH
23953.05) -64.95) 74.55) -30.55) 108.70) 3
stric
23800PE 23800CE 23600PE 23600CE 24
n t is
cu me Day
315.00 -106.25 121.25 -305.00 3
d o 10.88 40.35 (117.4- (112.3- (49.6- (233.4- (4
is
73.7 Open
Th
 17 Jul 2017 (Mon) 493 15:00 588/-911 - - (23989.20- 104.8 = 116.55 = 44.75 = 245.6 = 42
(0.31%) >
11.43 24029.55) -12.60) 4.25) -4.85) 12.20) -
PDH
24000PE 24000CE 23800PE 23800CE 24
927.50 -367.50 532.50 -611.25 -4

11.03 41.55 (108.45- (113.8- (49.95- (250.55- (3
-56.9
 18 Jul 2017 (Tue) 1717 15:00 2043/-511 - - - (23999.40- 71.35 = 128.5 = 28.65 = 275 = 41
(-0.24%)
11.45 24040.95) -37.10) 14.70) -21.30) 24.45) 1
24000PE 24000CE 23800PE 23800CE 24
-1126.25 545.00 -2060.00 -1

1522.50
11.25 66.70 (78.45- (29.25- (201.5- (
47.15 (92.9-32
 19 Jul 2017 (Wed) 1295 15:00 2001/-124 - - - (24081.40- 123.5 = 7.45 = 283.9 = 25
(0.2%) = -60.90)
11.28 24148.10) 45.05) -21.80) 82.40) 5
24100PE
24100CE 23900PE 23900CE 24
785.00 1095.00 128.75

112.50 1
11.32 4.05 (34.55- (68.55- (229.65-
18 (4.6-0.1 (6.
 20 Jul 2017 (Thu) 2432 15:00 2361/0 - - - (24229.65- 3.15 = 24.75 = 224.5 =
(0.07%) = -4.50) =
11.29 24233.70) -31.40) -43.80) -5.15)
24000PE 24
24200PE 24200CE 24000CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
857.50 -133.75 576.25 -331.25

11.32 54.20 (144- (143- (73.4- (266.25- (
18.05
 21 Jul 2017 (Fri) 1840 15:00 2087/-26 - - - (24174.10- 109.7 = 148.35 = 50.35 = 279.5 = 6
(0.07%)
11.03 24228.30) -34.30) 5.35) -23.05) 13.25) -
24200PE 24200CE 24000PE 24000CE 24
1347.50 -1118.75 645.00 -1885.00 -4

Day
145.25 (142.6- (104.15- (64.7- (215.95- (
50.65 11.4 - Open
 24 Jul 2017 (Mon) 671 15:00 1167/-312 - (24262.20- 88.7 = 148.9 = 38.9 = 291.35 = 5
(0.21%) 11.2 >
24407.45) -53.90) 44.75) -25.80) 75.40) 1
PDH
24300PE 24300CE 24100PE 24100CE 24
246.25 -38.75 105.00 -111.25 3

Day
11.37 33.70 (86.3- (113.15- (29.7- (245.55- (3
202.05 Open
 25 Jul 2017 (Tue) 515 15:00 726/-684 - - (24534.20- 76.45 = 114.7 = 25.5 = 250 = 3
(0.83%) >
10.8 24567.90) -9.85) 1.55) -4.20) 4.45) -
PDH
24500PE 24500CE 24300PE 24300CE 24
1358.75 -1505.00 -2356.25

435.00 -5
122.65 (77.75- (99.7- (230.9-
57.45 11.31 (23.4-6 = (2
 26 Jul 2017 (Wed) -136 15:00 1243/-262 - - (24511.40- 23.4 = 159.9 = 325.15 =
(0.23%) - 11.3 -17.40) =
24634.05) -54.35) 60.20) 94.25)
.
24300PE 24
24500PE 24500CE
e r s 24300CE
h o th
w i t
re
1006.25 -2528.75 -3683.75
a
Day 210.00
h
ot s
11.47 157.80 (40.9- (90.85- (248.85-
186.8 Open (8.8-0.4 (17
 27 Jul 2017 (Thu) -1371 15:00 421/-4066 -
(0.76%)
-
>
o n
(24841.80- 0.65 = 192 =
= -8.40)
396.2 =
=
10.99
s e.
PDH D 24999.60) -40.25) 101.15)
24600PE
147.35)
25
al u 24800PE 24800CE 24600CE
rs o n
o r pe
ric
Expiry: 3 AUG 2017,
s s t
me nt i
u
BN (3) BN (4) BN (
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
341.25 146.25 246.25 137.50 -

Day
11.59 -27.65 (98.8- (218.5- (52.5- (370- (
-177.85 Open
 28 Jul 2017 (Fri) 658 15:00 1155/-2033 - - (24747.55- 85.15 = 212.65 = 42.65 = 364.5 = 11
(-0.71%) <
11.24 24719.90) -13.65) -5.85) -9.85) -5.50)
PDL
24700PE 24700CE 24500PE 24500CE 24
498.75 -2056.25 211.25 -1

Day -2350.00
11.66 164.60 (107.8- (171.9- (50.55- (
69.3 Open (302-396
 31 Jul 2017 (Mon) -3802 15:00 452/-4962 - - (24912.25- 87.85 = 254.15 = 42.1 = 14
(0.28%) > = 94.00)
11.94 25076.85) -19.95) 82.25) -8.45) 5
PDH 24700CE
24900PE 24900CE 24700PE 25
-315.00 665.00 -98.75 858.75 3

12.07 -109.95 (137.45- (185.8- (71.5- (312- (
49.2
 1 Aug 2017 (Tue) 736 15:00 806/-2156 - - - (25133.35- 150.05 = 159.2 = 75.45 = 277.65 = 8
(0.2%)
12.01 25023.40) 12.60) -26.60) 3.95) -34.35) -1
25100PE 25100CE 24900PE 24900CE 25
337.50 1965.00 2420.00 11

Day 872.50
12.01 -131.25 (153- (127.6- (236.8- (5
67.6 Open (74.9-40
 2 Aug 2017 (Wed) 6033 15:00 7252/-153 - - (25169.90- 139.5 = 49 = 140 = 1
(0.27%) > = -34.90)
11.95 25038.65) -13.50) -78.60) -96.80) -4
PDH 25000PE
25200PE 25200CE 25000CE 25
-3223.75 2407.50 -213.75 6302.50 3

12.14 -266.15 (24.8- (96.45- (3.4- (261.45- (1
-52.35
 3 Aug 2017 (Thu) -573 15:00 2281/-4412 - - - (24948.45- 153.75 = 0.15 = 11.95 = 9.35 =
(-0.21%)
11.63 24682.30) 128.95) -96.30) 8.55) -252.10) -1
24900PE 24900CE 24700PE 24700CE 25
Expiry: 10 AUG 2017, Net Profit: -5973, Average Day Profit: -1194
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1470.00 -3890.00 733.75 -3980.00 -2

Stop 11.69 173.30 (94.75- (184.35- (46.9- (332.3- (8
-45.55
 4 Aug 2017 (Fri) -5000 14:28 0/-7082 Loss - - (24632.10- 35.95 = 339.95 = 17.55 = 491.5 = 1
(-0.18%)
Hit 11.33 24805.40) -58.80) 155.60) -29.35) 159.20) 1
24600PE 24600CE 24400PE 24400CE 24
140.00 170.00 122.50 53.75

1
11.83 9.55 (78.4- (168.8- (32.35- (310-
26.7 (80
 7 Aug 2017 (Mon) 770 15:00 1261/-367 - - - (24925.10- 72.8 = 162 = 27.45 = 307.85 =
(0.11%) =
11.82 24934.65) -5.60) -6.80) -4.90) -2.15)
25
24900PE 24900CE 24700PE 24700CE
-4838.75 2372.50
r
-2760.00
e s . (266.25-
4238.75 9
Stop 11.81 -387.85 (81.05- (136.1-
h o th(29- (5
t
35.85
 8 Aug 2017 (Tue) -5000 09:48 479/-9736 Loss - - (24939.70- 274.6 =
w i
41.2 = 139.4 = 96.7 = 1
re
(0.14%)
a
Hit 12.82 24551.85) 193.55) -94.90) 110.40) -169.55) -3
h
ot s
24900PE 24900CE 24700PE 24700CE 25
o n
s e. D
lu
598.75 706.25 2
-80.25na
Day 590.00 1125.00
o
12.74 -9.50 (110.6- (94.25- (
e r s Open (51-27.4 (245-200
or p
 9 Aug 2017 (Wed) 3465 15:00 3697/-593 - - (24452.85- 86.65 = 66 = 1
(-0.33%) < = -23.60) = -45.00)
t l y f 13.29
PDL
24443.35) -23.95) -28.25)
24300PE 24300CE
-
stric
24500PE 24500CE 24
n t is
cu me Day
-2236.25 1426.25 93.75 4368.75
1
d o 13.55 -154.20 (58.55- (57.25- (12.05- (206.6-
This
-74.15 Open (8
 10 Aug 2017 (Thu) -208 15:00 1809/-1997 - - (24308.75- 148 = 0.2 = 8.3 = 31.85 =
(-0.3%) < =
13.91 24154.55) 89.45) -57.05) -3.75) -174.75)
PDL 24
24300PE 24300CE 24100PE 24100CE
Expiry: 17 AUG 2017, Net Profit: 1464, Average Day Profit: 366
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-710.00 828.75 -475.00 951.25 4

14.84 -49.25 (183.6- (210- (119.9- (336.7- (
-259.1
 11 Aug 2017 (Fri) 185 15:00 871/-3274 - - - (23981.75- 212 = 176.85 = 138.9 = 298.65 = 9
(-1.07%)
15.33 23932.50) 28.40) -33.15) 19.00) -38.05) -1
24000PE 24000CE 23800PE 23800CE 24
1417.50 -388.75 2
902.50 -950.00
14.2 104.60 (156.35- (176.3- (8
65.3 (88.1-52 (302-340
 14 Aug 2017 (Mon) 2891 15:00 3545/0 - - - (24055.60- 99.65 = 191.85 = 8
(0.27%) = -36.10) = 38.00)
14.13 24160.20) -56.70) 15.55) -
23900PE 23900CE
24100PE 24100CE 24
2383.75 -4771.25 955.00 -6402.50

-2
Stop 14.19 360.30 (116.95- (96.85- (45.35- (213.9-
73 (30
 16 Aug 2017 (Wed) -5000 13:37 2002/-9331 Loss - - (24079.10- 21.6 = 287.7 = 7.15 = 470 =
(0.3%) =1
Hit 14.12 24439.40) -95.35) 190.85) -38.20) 256.10)
24
24100PE 24100CE 23900PE 23900CE
495.00 1473.75 286.25 1505.00

Day 2
14.51 -5.95 (70.45- (62.8- (12.25- (195.6-
57.5 Open (9
 17 Aug 2017 (Thu) 3388 15:00 3375/-1173 - - (24359.30- 50.65 = 3.85 = 0.8 = 135.4 =
(0.24%) > =
14.24 24353.35) -19.80) -58.95) -11.45) -60.20)
PDH 24
24400PE 24400CE 24200PE 24200CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
300.00 -40.00 223.75 86.25 7

14.36 20.55 (229.15- (172.45- (149.3- (293.2- (9
-111.95
 18 Aug 2017 (Fri) 836 15:00 1074/-1060 - - - (24052.05- 217.15 = 174.05 = 140.35 = 289.75 = 9
(-0.46%)
14.65 24072.60) -12.00) 1.60) -8.95) -3.45) -
24100PE 24100CE 23900PE 23900CE 24
-2051.25
r s .
-1181.25 3241.25 12
the (299.75-
Day 2125.00
o
14.39 -203.15 (165.2- (97.2- (
t h
66.1 Open (170-85
 21 Aug 2017 (Mon) 653 15:00 1982/0 - - (24208.85- 247.25 =
w i 144.45 = 170.1 = 3
re
(0.27%) > = -85.00)
a
14.62 24005.70) 82.05) 47.25) -129.65) -4
h
ot s
PDH 24200CE
24200PE 24000PE 24000CE 24
o n
s e. D
lu
-1438.75 1432.50 -896.25 2070.00 8
144.1 na
o
14.33 -123.20 (141- (138- (71.7- (263- (6
e r s
or p
 22 Aug 2017 (Tue) -237 15:00 614/-4525 - - - (24070.10- 198.55 = 80.7 = 107.55 = 180.2 = 28
(0.6%)
t l y f 14.05 23946.90) 57.55) -57.30) 35.85) -82.80) -3
stric
24100PE 24100CE 23900PE 23900CE 24
n t is
cu me 2243.75 -2625.00 1097.50 -3713.75
-11
d o 13.93 205.00 (116.3- (114.2- (53.25- (245.2-
This
110.5 (4
 23 Aug 2017 (Wed) -552 15:00 2835/-2932 - - - (24081.60- 26.55 = 219.2 = 9.35 = 393.75 =
(0.46%) =4
13.2 24286.60) -89.75) 105.00) -43.90) 148.55)
24
24100PE 24100CE 23900PE 23900CE
1490.00 443.75 -907.50

Day 401.25 1
13.19 93.65 (78.2- (50.65- (178.7-
57.95 Open (17-0.95 (6.
 24 Aug 2017 (Thu) 2848 15:00 937/0 - - (24268.15- 18.6 = 32.9 = 215 =
(0.24%) > = -16.05) -
12.51 24361.80) -59.60) -17.75) 36.30)
PDH 24100PE 24
24300PE 24300CE 24100CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
486.25 176.25 278.75 -22.50 24

12.94 27.90 (128.85- (188.05- (65.45- (319.8- (9
77.05
 28 Aug 2017 (Mon) 1908 15:00 1908/-184 - - - (24338.50- 109.4 = 181 = 54.3 = 320.7 = 86
(0.32%)
12.69 24366.40) -19.45) -7.05) -11.15) 0.90) -9
24300PE 24300CE 24100PE 24100CE 245
-2137.50 -1078.75 2630.00 77

1675.00
12.94 -149.55 (159.8- (83.85- (234.8- (4
-75.1 (117-50
 29 Aug 2017 (Tue) -866 15:00 1117/-1930 - - - (24262.75- 245.3 = 127 = 129.6 = 15
(-0.31%) = -67.00)
13.6 24113.20) 85.50) 43.15) -105.20) -3
24300CE
24300PE 24100PE 24100CE 245
586.25 157.50 177.50 -248.75

18
11.65 (103.65- (86.8- (32.2- (207.2-
124.1 12.83 (29
 30 Aug 2017 (Wed) 1701 15:00 1800/-132 - - (24286.75- 80.2 = 80.5 = 25.1 = 217.15 =
(0.51%) - 13 =-
24298.40) -23.45) -6.30) -7.10) 9.95)
245
24300PE 24300CE 24100PE 24100CE
1305.00 392.50 -455.00 13

625.00
12.75 34.80 (84.9- (16.45- (160.05- (5
45.65 (42-17 =
 31 Aug 2017 (Thu) 2752 15:00 2677/-469 - - - (24270.85- 32.7 = 0.75 = 178.25 = 0.
(0.19%) -25.00)
11.95 24305.65) -52.20) -15.70) 18.20) -5
24300CE
24300PE 24100PE 24100CE 245
Expiry: 7 SEP 2017, Net Profit: 418, Average Day Profit: 83
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
987.50 -1018.75
r
697.50
e s . (318.3-
-1292.50
th
Day -6
o
113.05 (127.25- (185.95- (69.3-
t h
70.8 12.09 Open (9
 1 Sep 2017 (Fri) 57 15:00 312/-2176 - (24338.60- 87.75 =
w i
226.7 = 41.4 = 370 =
re
(0.29%) - 11.7 > =
a
24451.65) -39.50) 40.75) -27.90) 51.70)
h
ot s
PDH 24
24300PE 24300CE 24100PE 24100CE
o n
s e. D
lu
-3246.25 1066.25 -2260.00 2018.75 4
22.3 na
o
Stop 12.56 -158.70 (153.6- (108- (74.45- (221.1- (4
e r s
or p
 4 Sep 2017 (Mon) -5000 12:01 232/-5307 Loss - - (24364.95- 283.45 = 65.35 = 164.85 = 140.35 = 2
(0.09%)
t l y f Hit 13.17 24206.25) 129.85) -42.65) 90.40) -80.75) -1
stric
24400PE 24400CE 24200PE 24200CE 24
n t is
cu me 1757.50 -868.75 901.25 -1742.50 -2
d o 12.96 100.80 (146.4- (99.2- (65.85- (207.3- (
is
35.75
Th
 5 Sep 2017 (Tue) 2142 15:00 2052/-68 - - - (24261.90- 76.1 = 133.95 = 29.8 = 277 = 4
(0.15%)
12.87 24362.70) -70.30) 34.75) -36.05) 69.70)
24300PE 24300CE 24100PE 24100CE 24
1521.25 -680.00 701.25 -1517.50 -

Day
13.36 96.80 (101.95- (72.4- (36.95- (200- (1
-135.9 Open
 6 Sep 2017 (Wed) 2037 15:00 1697/-261 - - (24186.20- 41.1 = 99.6 = 8.9 = 260.7 = 2
(-0.56%) <
13.07 24283.00) -60.85) 27.20) -28.05) 60.70)
PDL
24200PE 24200CE 24000PE 24000CE 24
123.75 820.00 777.50

82.50 6
12.67 -4.15 (46.55- (38.15- (181-
45.7 (3.6-0.3 (2.
 7 Sep 2017 (Thu) 1182 15:00 808/-732 - - - (24400.85- 41.6 = 5.35 = 149.9 =
(0.19%) = -3.30) -
12.96 24396.70) -4.95) -32.80) -31.10)
24200PE 24
24400PE 24400CE 24200CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-516.25 548.75 -401.25 672.50

3
12.74 -14.75 (150.75- (117.4- (75.95- (233.85-
104.6 (48
 8 Sep 2017 (Fri) 337 15:00 597/-1649 - - - (24380.55- 171.4 = 95.45 = 92 = 206.95 =
(0.43%) =-
12.96 24365.80) 20.65) -21.95) 16.05) -26.90)
24
24400PE 24400CE 24200PE 24200CE
1823.75 -3063.75 836.25 -4242.50 -1

Day
12.1 229.50 (126.95- (97.35- (55.5- (217.3- (
97.7 Open
 11 Sep 2017 (Mon) -3555 15:00 0/-4348 - - (24484.25- 54 = 219.9 = 22.05 = 387 = 9
(0.4%) >
12.25 24713.75) -72.95) 122.55) -33.45) 169.70) 6
PDH
24500PE 24500CE 24300PE 24300CE 24
1128.75 -681.25 -1357.50 -1

Day 537.50
11.89 70.00 (110.6- (94.65- (215.7- (
106.9 Open (41-19.5
 12 Sep 2017 (Tue) 1258 15:00 1338/-67 - - (24717.35- 65.45 = 121.9 = 270 = 3
(0.43%) > = -21.50)
11.65 24787.35) -45.15) 27.25) 54.30)
PDH 24500PE
24700PE 24700CE 24500CE 24
1518.75 -476.25 -
525.00 -1500.00
11.74 80.90 (116.8- (51- (
33.65 (34-13 = (157-217
 13 Sep 2017 (Wed) 2108 15:00 2126/-113 - - - (24762.05- 56.05 = 70.05 = 1
(0.14%) -21.00) = 60.00)
11.83 24842.95) -60.75) 19.05)
24600PE 24600CE
24800PE 24800CE 25
443.75 -601.25
1152.50 122.50 7
11.41 19.05 (34.4- (169.35-
25.45 (55.1-9 = (5.1-0.2 (3
 14 Sep 2017 (Thu) 2108 15:00 2048/-76 - - - (24900.90- 16.65 = 193.4 =
(0.1%) -46.10) = -4.90) =
11.57 24919.95) -17.75) 24.05)
.
24900PE 24700PE 25
24900CE
e r s 24700CE
h o th
w i t
h a re
ot s
Expiry: 21 SEP 2017, Net Profit: -931, Average Day Profit: -186
o n
s e. D
u
nal
BN (3) BN (4) BN (5
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me 26.25 387.50
57.50
395.00 2
d o 11.67 11.25 (148- (138- (252.6- (6
is
-71.95 (73-70.7
Th
 15 Sep 2017 (Fri) 1045 15:00 1129/-672 - - - (24884.10- 146.95 = 122.5 = 236.8 = 5
(-0.29%) = -2.30)
11.63 24895.35) -1.05) -15.50) -15.80) -
24700PE
24900PE 24900CE 24700CE 25
622.50 -162.50 347.50 -573.75 7

Day
11.45 15.55 (102.65- (138.1- (42.2- (266.8- (
103.85 Open
 18 Sep 2017 (Mon) 1112 15:00 1193/-235 - - (25047.55- 77.75 = 144.6 = 28.3 = 289.75 = 5
(0.42%) >
11.42 25063.10) -24.90) 6.50) -13.90) 22.95) -
PDH
25000PE 25000CE 24800PE 24800CE 25
746.25 -416.25 305.00 -837.50 -8

11.15 20.70 (93.15- (109.25- (32.75- (243.15- (3
12.85
 19 Sep 2017 (Tue) 758 15:00 1023/-188 - - - (25036.30- 63.3 = 125.9 = 20.55 = 276.65 = 38
(0.05%)
11.45 25057.00) -29.85) 16.65) -12.20) 33.50) 3
25000PE 25000CE 24800PE 24800CE 25
42.50 572.50 51.25 568.75 2

Day
11.17 -27.05 (62.15- (103.95- (16.45- (249.4- (2
-56.9 Open
 20 Sep 2017 (Wed) 1154 15:00 1217/-216 - - (25016.10- 60.45 = 81.05 = 14.4 = 226.65 = 1
(-0.23%) <
11.59 24989.05) -1.70) -22.90) -2.05) -22.75) -
PDL
25000PE 25000CE 24800PE 24800CE 25
-4085.00 821.25 3296.25

Day -1145.00 6
Stop 11.56 -136.40 (58.1- (35.45- (169.75-
-30.95 Open (6.2-52 = (2.
 21 Sep 2017 (Thu) -5000 10:00 568/-8228 Loss - (24975.00- 221.5 = 2.6 = 37.9 =
(-0.12%) < 45.80) -
Hit 11.55 24838.60) 163.40) -32.85) -131.85)
PDL 24800PE 25
25000PE 25000CE 24800CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1387.50 1500.00 -797.50 2088.75

Day 10
-166.35 (170.5- (163.7- (104.7- (291-
-94.7 11.9 - Open (80
 22 Sep 2017 (Fri) 617 15:00 1411/-1003 - (24572.30- 226 = 103.7 = 136.6 = 207.45 =
(-0.38%) 12.64 < =-
24405.95) 55.50) -60.00) 31.90) -83.55)
PDL 24
24600PE 24600CE 24400PE 24400CE
150.00 1413.75 408.75 1777.50 8

12.74 -90.85 (142.7- (185.6- (88.95- (334.6- (
-7.3
 25 Sep 2017 (Mon) 4150 15:00 4587/-198 - - - (24215.70- 136.7 = 129.05 = 72.6 = 263.5 = 4
(-0.03%)
13.35 24124.85) -6.00) -56.55) -16.35) -71.10) -3
24200PE 24200CE 24000PE 24000CE 24
825.00 -405.00 401.25 -1102.50 -1

13.42 43.15 (93.15- (165.9- (41.15- (310.9- (6
-59.45
 26 Sep 2017 (Tue) 645 15:00 2015/-618 - - - (24145.35- 60.15 = 182.1 = 25.1 = 355 = 6
(-0.25%)
12.91 24188.50) -33.00) 16.20) -16.05) 44.10)
24100PE 24100CE 23900PE 23900CE 24
-3673.75 -2168.75 2762.50 4

Day 1270.00
.
Stop 12.77 -473.15 (78.05- (25.2- (218.9- (2
109.55 Open (86.8-36
e r s
th
 27 Sep 2017 (Wed) -5000 10:12 76/-21527 Loss - (24290.20- 225 = 111.95 = 108.4 = 9
o
(0.45%) > = -50.80)
t h
Hit 13.99 23817.05) 146.95) 86.75) -110.50) -1
PDH
i
24300CE
w
re
24300PE 24100PE 24100CE 24
h a
o n ot s1280.00 966.25 463.75 322.50 2
D
. (23802.65-
- use-
13.8 54.55 (65.95- (67- (19.6- (212.9- (1
l
-8.9
a13.19
 28 Sep 2017 (Thu) 3634 15:00 3511/-2073 - 14.75 = 28.35 = 1.05 = 200 =
o
(-0.04%)
r s n 23857.20) -51.20) -38.65) -18.55) -12.90) -

e
or p
23800PE 23800CE 23600PE 23600CE 24
t l y f
stric
s 5 OCT 2017, Net Profit: 10493, Average Day Profit: 2623
iExpiry:
n t
cu me
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (5
Exit Sell 1 Sell 1
PE CE
 PE CE
-553.75 958.75 -303.75 1212.50 6

Day
12.75 -22.30 (136.15- (186- (74.4- (318.8- (
105.85 Open
 29 Sep 2017 (Fri) 1050 15:00 1162/-983 - - (24120.30- 158.3 = 147.65 = 86.55 = 270.3 = 6
(0.44%) >
12.35 24098.00) 22.15) -38.35) 12.15) -48.50) -2
PDH
24100PE 24100CE 23900PE 23900CE 24
-487.50 1000.00 -273.75 1213.75 6

12.27 -56.20 (152.05- (162.5- (77.65- (283- (
147.6
 3 Oct 2017 (Tue) 1363 15:00 1992/-2031 - - - (24133.00- 171.55 = 122.5 = 88.6 = 234.45 = 5
(0.61%)
12.42 24076.80) 19.50) -40.00) 10.95) -48.55) -2
24100PE 24100CE 23900PE 23900CE 24
2626.25 -428.75 1482.50 -1576.25 2

12.46 126.55 (149- (116.3- (71.4- (231.65- (4
20.75
 4 Oct 2017 (Wed) 5567 15:00 5646/-161 - - - (24073.90- 43.95 = 133.45 = 12.1 = 294.7 = 3
(0.09%)
11.73 24200.45) -105.05) 17.15) -59.30) 63.05) -
24100PE 24100CE 23900PE 23900CE 24
417.50
800.00 1000.00 185.00 1
11.81 -19.40 (187-
1.45 (58-26 = (46-6 = (7.8-0.4 (5.
 5 Oct 2017 (Thu) 2513 15:00 765/-448 - - - (24102.30- 170.3 =
(0.01%) -32.00) -40.00) = -7.40) -
11.59 24082.90) -16.70)
24100PE 24100CE 23900PE 24
23900CE
Expiry: 12 OCT 2017, Net Profit: -1933, Average Day Profit: -483
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
116.25 62.50 156.25 31.25

2
11.26 -5.80 (150.65- (115.5- (73.35- (228.75-
25.5 (4
 6 Oct 2017 (Fri) 487 15:00 774/-366 - - - (24170.70- 146 = 113 = 67.1 = 227.5 =
(0.11%) -
11.19 24164.90) -4.65) -2.50) -6.25) -1.25)
24
24200PE 24200CE 24000PE 24000CE
1123.75 -655.00 582.50 -1240.00 -2

11.53 53.55 (123.6- (119.8- (53.9- (242.9- (4
19.55
 9 Oct 2017 (Mon) 1221 15:00 1445/-783 - - - (24187.15- 78.65 = 146 = 30.6 = 292.5 = 5
(0.08%)
11.39 24240.70) -44.95) 26.20) -23.30) 49.60)
24200PE 24200CE 24000PE 24000CE 24
565.00 0.00 238.75 -396.25 1

11.32 59.05 (88.55- (112.2- (32.8- (249- (3
52.9
 10 Oct 2017 (Tue) 1359 15:00 1688/0 - - - (24307.70- 65.95 = 112.2 = 23.25 = 264.85 = 2
(0.22%)
11.11 24366.75) -22.60) 0.00) -9.55) 15.85) -
24300PE 24300CE 24100PE 24100CE 24
Day
-4110.00 1675.00
e r s . (223.4-
-1908.75 3935.00
2
h
h ot
Stop 10.97 -282.40 (63.7- (79.2- (18.25-
64 Open (1
it
 11 Oct 2017 (Wed) -5000 14:04 971/-12747 Loss - (24404.30- 228.1 = 12.2 = 94.6 =66 =
w
(0.26%) > -
Hit 11.71
PDH
24121.90)
h a r e
164.40) -67.00) 76.35) -157.40)
24
ot s
24400PE 24400CE 24200PE 24200CE
o n
s e. D
al u
o n
rs
or pe
icMaxt ly f BN (3) BN (4) BN (
Exit str
(1) BN (2) BN
MTM BN Gap India Prev Spot Sell 1 Sell 1 S
Include Date
n
Profit
t is Profit/Loss Exit Up/Down VIX Day Change
Sell 1 Sell 1
Lot Lot
u m e Time
 Type   H/L 
Lot ATM Lot ATM
ATM-200 ATM-200 AT
d o c 
PE CE
PE CE
T h i s
1001.25 -3131.25 435.00 -3781.25 -2
Day
Stop 309.15 (109.45- (145- (54.1- (280.9- (6
49.85 10.97 Open
 13 Oct 2017 (Fri) -5000 10:45 0/-12740 Loss (24433.50- 69.4 = 270.25 = 36.7 = 432.15 = 1
(0.2%) - 11.2 >
Hit 24742.65) -40.05) 125.25) -17.40) 151.25) 8
PDH
24400PE 24400CE 24200PE 24200CE 24
-4611.25 2293.75 -2790.00 4002.50 11

Day
Stop 11.33 -97.55 (102.95- (145.8- (41.4- (275.7- (6
126.25 Open
 16 Oct 2017 (Mon) -5000 10:51 1602/-7486 Loss - (24835.50- 287.4 = 54.05 = 153 = 115.6 = 2
(0.51%) >
Hit 11.22 24737.95) 184.45) -91.75) 111.60) -160.10) -4
PDH
24800PE 24800CE 24600PE 24600CE 25
192.50 1345.00 396.25 1798.75 6

11.45 -52.00 (101.95- (115.6- (41.7- (250.15- (
-5.8
 17 Oct 2017 (Tue) 3605 15:00 3588/-653 - - - (24718.60- 94.25 = 61.8 = 25.85 = 178.2 = 1
(-0.02%)
11.58 24666.60) -7.70) -53.80) -15.85) -71.95) -2
24700PE 24700CE 24500PE 24500CE 24
22.50 245.00 2407.50 3

Day 1773.75
11.69 -74.35 (57.25- (10.95- (228.8- (
-290.85 Open (78-7.05
 18 Oct 2017 (Wed) 3205 15:00 1713/-58 - - (24415.20- 56.35 = 1.15 = 132.5 = 0
(-1.18%) < = -70.95)
11.47 24340.85) -0.90) -9.80) -96.30) -1
PDL 24400CE
24400PE 24200PE 24200CE 24
Expiry: 26 OCT 2017, Net Profit: 4579, Average Day Profit: 1144
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1223.75 -600.00 941.25 -802.50 -3

12.17 60.60 (180.85- (181.3- (111.65- (307.95- (
75.7
 23 Oct 2017 (Mon) 1659 15:00 1802/-937 - - - (24002.60- 131.9 = 205.3 = 74 = 340.05 = 10
(0.32%)
12.4 24063.20) -48.95) 24.00) -37.65) 32.10) 1
24000PE 24000CE 23800PE 23800CE 24
1620.00 -1367.50 1018.75 -1845.00 -8

12.06 110.45 (136.85- (169.3- (74- (296.2- (7
53.05
 24 Oct 2017 (Tue) 557 15:00 1677/-1723 - - - (24133.50- 72.05 = 224 = 33.25 = 370 = 11
(0.22%)
11.69 24243.95) -64.80) 54.70) -40.75) 73.80) 3
24100PE 24100CE 23900PE 23900CE 24
-3728.75 -2788.75
Day
Stop 117.30 (202.5- (78.85-
758.5 11.5 - Open
 25 Oct 2017 (Wed) -5000 09:29 4746/-6716 Loss (24890.85- 351.65 = NA 190.4 = NA
(3.13%) 11.71 >
Hit 25008.15) 149.15) 111.55)
PDH
24900PE 24700PE
1927.50 1372.50 570.00

935.00 8
12.38 34.25 (107.15- (104.9- (231.15-
-81.95 (40.1-2.7 (3
 26 Oct 2017 (Thu) 7363 15:00 6065/-1686 - - - (25009.60- 30.05 = 50 = 208.35 =
(-0.33%) = -37.40) -3
11.55 25043.85) -77.10) -54.90) -22.80)
.
24800PE 25
25000PE 25000CE
e r s 24800CE
h o th
w i t
h a re
ot s
Expiry: 2 NOV 2017, Net Profit: 8496, Average Day Profit: 1699
o n
s e. D
u
nal
BN (3) BN (4) BN (
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me 918.75 573.75 645.00 411.25 7
d o 12.01 11.70 (186.75- (225.35- (111.85- (342.45-
is
-134.6
Th
 27 Oct 2017 (Fri) 3599 15:00 4093/-653 - - - (24884.40- 150 = 202.4 = 86.05 = 326 = 1
(-0.54%)
11.34 24896.10) -36.75) -22.95) -25.80) -16.45) -2
24900PE 24900CE 24700PE 24700CE 25
726.25 -395.00 475.00 -583.75 -2

12.22 76.50 (130.2- (210- (72.15- (346.65- (1
34.1
 30 Oct 2017 (Mon) 719 15:00 1182/-705 - - - (24934.90- 101.15 = 225.8 = 53.15 = 370 = 12
(0.14%)
11.99 25011.40) -29.05) 15.80) -19.00) 23.35)
24900PE 24900CE 24700PE 24700CE 25
607.50 218.75 457.50 208.75 2

12.35 18.80 (154.9- (141.65- (82.7- (265- (
53.55
 31 Oct 2017 (Tue) 2078 15:00 2260/-293 - - - (25002.65- 130.6 = 132.9 = 64.4 = 256.65 = 5
(0.21%)
12.4 25021.45) -24.30) -8.75) -18.30) -8.35) -1
25000PE 25000CE 24800PE 24800CE 25
2856.25 -3206.25 1112.50 -5090.00 -1

Day
12.23 247.15 (136.8- (93.65- (53.05- (198.3- (3
177.95 Open
 1 Nov 2017 (Wed) -1048 15:00 1008/-2814 - - (25259.45- 22.55 = 221.9 = 8.55 = 401.9 = 9
(0.71%) >
12.11 25506.60) -114.25) 128.25) -44.50) 203.60) 5
PDH
25300PE 25300CE 25100PE 25100CE 25
666.25 1188.75 1171.25

357.50 1
12.31 -30.65 (77.45- (50.95- (176.95-
17.95 (14.6-0.3 (8
 2 Nov 2017 (Thu) 3148 15:00 3399/-104 - - - (25469.10- 50.8 = 3.4 = 130.1 =
(0.07%) = -14.30) =
11.95 25438.45) -26.65) -47.55) -46.85)
25300PE 25
25500PE 25500CE 25300CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1405.00 -1685.00 841.25 -2703.75 -11

116.45 (169.45- (167.8- (97- (279.4- (8
104.1 11.89
 3 Nov 2017 (Fri) -1032 15:00 1195/-1773 - - (25505.55- 113.25 = 235.2 = 63.35 = 387.55 = 13
(0.41%) - 11.9
25622.00) -56.20) 67.40) -33.65) 108.15) 4
25500PE 25500CE 25300PE 25300CE 257
880.00 -402.50 605.00 -643.75 -1

12.44 12.15 (169.5- (149.9- (96.1- (270.3- (7
-81.7
 6 Nov 2017 (Mon) 1217 15:00 1352/-683 - - - (25597.05- 134.3 = 166 = 71.9 = 296.05 = 8
(-0.32%)
12.91 25609.20) -35.20) 16.10) -24.20) 25.75) 6
25600PE 25600CE 25400PE 25400CE 258
-4343.75 2138.75 -2955.00 3521.25 10

Stop 13.08 -334.30 (176.2- (121.9- (92.7- (230.45- (5
97.95
 7 Nov 2017 (Tue) -5000 13:41 424/-8125 Loss - - (25654.65- 349.95 = 36.35 = 210.9 = 89.6 = 1
(0.38%)
Hit 13.1 25320.35) 173.75) -85.55) 118.20) -140.85) -4
25700PE 25700CE 25500PE 25500CE 259
-357.50 2222.50 246.25 3076.25 10
.
13.42 -136.10 (121.35- (132- (59.95- (270.2- (5
75
e r s
th
 8 Nov 2017 (Wed) 4672 15:00 4922/0 - - - (25295.05- 135.65 = 43.1 = 50.1 = 147.15 = 9
o
(0.3%)
t h
13.81 25158.95) 14.30) -88.90) -9.85) -123.05) -4
w i
re
25300PE 25300CE 25100PE 25100CE 255
h a
o n ot s-131.25 1798.75 2407.50 27
D
. (25312.50-
181.25
- use-
12.93 -55.75 (42.75- (75.45- (233.95- (1
l
96.65 (8-0.75 =
a13.43
 9 Nov 2017 (Thu) 2690 15:00 132/-47 - 48 = 3.5 = 137.65 = 0
r o
(0.38%)
s n 25256.75) 5.25) -71.95)
-7.25)
-96.30) -1
e
or p
25100PE
25300PE 25300CE 25100CE 255
t l y f
stric
is 16 NOV 2017, Net Profit: 7783, Average Day Profit: 1556
n t
cu me Expiry:
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (5
Exit Sell 1 Sell 1
PE CE
 PE CE
-451.25 1027.50 -277.50 1240.00 52

13.17 10.10 (153.65- (213.1- (89.75- (343.25- (11
-40.45
 10 Nov 2017 (Fri) 1193 15:00 1738/-4263 - - - (25317.60- 171.7 = 172 = 100.85 = 293.65 = 9
(-0.16%)
13.79 25327.70) 18.05) -41.10) 11.10) -49.60) -2
25300PE 25300CE 25100PE 25100CE 255
-851.25 986.25 -351.25 1528.75 54

13.53 -151.30 (140.9- (165.15- (78.5- (295- (7
71.3
 13 Nov 2017 (Mon) 503 15:00 1277/-497 - - - (25549.40- 174.95 = 125.7 = 92.55 = 233.85 = 56
(0.28%)
13.96 25398.10) 34.05) -39.45) 14.05) -61.15) -2
25500PE 25500CE 25300PE 25300CE 257
731.25 328.75 142.50 34

507.50
13.67 -38.70 (151.4- (130.1- (244.75- (6
-5.75 (73-52.7
 14 Nov 2017 (Tue) 2809 15:00 2976/0 - - - (25361.65- 122.15 = 116.95 = 239.05 = 46
(-0.02%) = -20.30)
14.07 25322.95) -29.25) -13.15) -5.70) -1
25200PE
25400PE 25400CE 25200CE 256
-130.00 1131.25 1430.00

127.50 57
13.28 -61.85 (115.05- (99.35- (221.35-
-42.95 (45-39.9 (34
 15 Nov 2017 (Wed) 2512 15:00 2618/-167 - - - (25258.00- 120.25 = 54.1 = 164.15 =
(-0.17%) = -5.10) = -2
14.5 25196.15) 5.20) -45.25) -57.20)
25100PE 255
25300PE 25300CE 25100CE
-935.00 -2153.75
1177.50 193.75 13
13.6 113.90 (61.5- (208.1-
74 (51-3.9 = (7.85-0.1 (6.7
 16 Nov 2017 (Thu) 766 15:00 836/0 - - - (25305.00- 98.9 = 294.25 =
(0.29%) -47.10) = -7.75) -5
13.57 25418.90) 37.40) 86.15)
25300PE 25100PE 255
25300CE 25100CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
28.75 925.00 -6.25 978.75

Day 8
12.23 -97.55 (196.45- (166.45- (99- (264.6-
429.1 Open (97
 17 Nov 2017 (Fri) 2792 15:00 3126/-1051 - - (25861.80- 195.3 = 129.45 = 99.25 = 225.45 =
(1.69%) > =-
13.68 25764.25) -1.15) -37.00) 0.25) -39.15)
PDH 26
25900PE 25900CE 25700PE 25700CE
972.50 -748.75 535.00 -1182.50 -3

13.07 65.60 (127.4- (156.2- (57.15- (278.7- (7
5.3
 20 Nov 2017 (Mon) 646 15:00 983/-977 - - - (25695.50- 88.5 = 186.15 = 35.75 = 326 = 9
(0.02%)
13.46 25761.10) -38.90) 29.95) -21.40) 47.30) 1
25700PE 25700CE 25500PE 25500CE 25
-1120.00
r
-505.00
e s . 1882.50 6
th
Day 1260.00
o
13.19 -92.25 (119.4- (47.45- (230- (
t h
60.7 Open (113-62.6
 21 Nov 2017 (Tue) 446 15:00 1742/-248 - - (25850.35- 164.2 =
w i 67.65 = 154.7 = 1
re
(0.24%) > = -50.40)
a
13.66 25758.10) 44.80) 20.20) -75.30) -2
h
ot s
PDH 25900CE
25900PE 25700PE 25700CE 26
o n
s e. D
lu
-173.75 935.00 22.50 1170.00 3
48.15 na
o
13.35 -33.95 (80.65- (101.9- (23.55- (233.35- (3
e r s
or p
 22 Nov 2017 (Wed) 1540 15:00 1777/-2281 - - - (25818.60- 87.6 = 64.5 = 22.65 = 186.55 = 1
(0.19%)
t l y f 13.99 25784.65) 6.95) -37.40) -0.90) -46.80) -1
stric
25800PE 25800CE 25600PE 25600CE 26
n t is
cu me 535.00 1526.25
78.75
1156.25
2
d o 13.86 -37.05 (32.35- (71.25- (235.5-
This
59.65 (3.45-0.3 (10
 23 Nov 2017 (Thu) 2827 15:00 2847/-57 - - - (25729.75- 10.95 = 10.2 = 189.25 =
(0.23%) = -3.15) =-
13.96 25692.70) -21.40) -61.05) -46.25)
25500PE 25
25700PE 25700CE 25500CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
727.50 -391.25 568.75 -607.50 -1

13.49 11.15 (155.3- (158- (85.85- (278.6- (
40.35
 24 Nov 2017 (Fri) 1011 15:00 1388/-395 - - - (25768.70- 126.2 = 173.65 = 63.1 = 302.9 = 8
(0.16%)
13.58 25779.85) -29.10) 15.65) -22.75) 24.30)
25800PE 25800CE 25600PE 25600CE 26
1357.50 -2088.75 632.50 -2781.25 -1

Day
13.68 128.55 (114.4- (150.85- (51.45- (287.35- (
-86.6 Open
 27 Nov 2017 (Mon) -1763 15:00 706/-2731 - - (25696.75- 60.1 = 234.4 = 26.15 = 398.6 = 1
(-0.34%) <
13.2 25825.30) -54.30) 83.55) -25.30) 111.25) 4
PDL
25700PE 25700CE 25500PE 25500CE 25
1210.00 -188.75 1476.25 5

-475.00
12.89 -57.55 (137.25- (34.25- (274.05- (5
-61.5 (88-107
 28 Nov 2017 (Tue) 1545 15:00 1590/-617 - - - (25901.95- 88.85 = 41.8 = 215 = 2
(-0.24%) = 19.00)
13.09 25844.40) -48.40) 7.55) -59.05) -2
25900PE
25900CE 25700PE 25700CE 26
-538.75 1081.25 1608.75 4

-65.00
12.95 -75.15 (103.15- (83.85- (205.65- (2
-16.75 (36-38.6
 29 Nov 2017 (Wed) 1063 15:00 1376/-519 - - - (25864.35- 124.7 = 40.6 = 141.3 = 7
(-0.06%) = 2.60)
13.1 25789.20) 21.55) -43.25) -64.35) -1
25700PE
25900PE 25900CE 25700CE 26
-3007.50 5258.75 3
Day 2275.00 -30.00
12.95 -182.25 (34.7- (257.35- (1
-101.9 Open (91.8-0.8 (4.8-6 =
 30 Nov 2017 (Thu) -88 15:00 1166/-393 - - (25645.65- 155 = 47 =
(-0.4%) < = -91.00) 1.20)
13.27 25463.40) 120.30) -210.35) -1
PDL 25600CE 25400PE
25600PE 25400CE 25
Expiry: 7 DEC 2017, Net Profit: 5855, Average Day Profit: 1171
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-3033.75 2540.00
r s .
-2112.50 3721.25 15
13.3 -209.50 (156.95- (196.65-
h o the (326.85-
(87.9- (1
t
77.15
 1 Dec 2017 (Fri) -933 15:00 1746/-1496 - - - (25417.15- 278.3 =
w i
95.05 = 172.4 = 178 = 44
re
(0.3%)
a
14.62 25207.65) 121.35) -101.60) 84.50) -148.85) -6
h
ot s
25400PE 25400CE 25200PE 25200CE 256
o n
s e. D
lu
-1302.50 1411.25 -653.75 2053.75 83
103.1 na
o
14.78 -141.65 (169.45- (165.2- (99.6- (288.8- (8
e r s
or p
 4 Dec 2017 (Mon) 543 15:00 572/-1491 - - - (25199.60- 221.55 = 108.75 = 125.75 = 206.65 = 50
(0.41%)
t l y f 14.83 25057.95) 52.10) -56.45) 26.15) -82.15) -3
stric
25200PE 25200CE 25000PE 25000CE 254
n t is
cu me 1431.25 -483.75 910.00 -968.75 -12
d o 14.86 89.70 (157.15- (145.4- (83.05- (265.15- (6
is
-44.35
Th
 5 Dec 2017 (Tue) 2441 15:00 2818/-1497 - - - (25055.30- 99.9 = 164.75 = 46.65 = 303.9 = 75
(-0.18%)
14.97 25145.00) -57.25) 19.35) -36.40) 38.75) 5
25100PE 25100CE 24900PE 24900CE 253
-1135.00 2240.00 -241.25 3366.25 10

-138.20 (94.55- (133.6- (37.1- (270.75- (5
-58.55 15 -
 6 Dec 2017 (Wed) 2807 15:00 3217/-321 - - (25040.35- 139.95 = 44 = 46.75 = 136.1 = 12
(-0.23%) 14.96
24902.15) 45.40) -89.60) 9.65) -134.65) -4
25000PE 25000CE 24800PE 24800CE 252
1531.25 -1257.50 276.25 -2728.75

10
14.89 104.50 (62.7- (49.75- (11.2- (187.85-
83.5 (5.7
 7 Dec 2017 (Thu) 997 15:00 709/-2301 - - - (24897.95- 1.45 = 100.05 = 0.15 = 297 =
(0.34%) =-
14.46 25002.45) -61.25) 50.30) -11.05) 109.15)
251
24900PE 24900CE 24700PE 24700CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
686.25 -770.00 387.50 -1107.50 -4

Day
13.79 82.70 (120.4- (179.2- (61.2- (312.1- (9
88.25 Open
 8 Dec 2017 (Fri) -217 15:00 100/-1501 - - (25243.60- 92.95 = 210 = 45.7 = 356.4 = 1
(0.35%) >
13.69 25326.30) -27.45) 30.80) -15.50) 44.30) 1
PDH
25200PE 25200CE 25000PE 25000CE 25
56.25 313.75 141.25 466.25 2

Day
13.92 -6.00 (122.25- (122.25- (54.45- (243.9- (
113.6 Open
 11 Dec 2017 (Mon) 1031 15:00 1085/-343 - - (25415.85- 120 = 109.7 = 48.8 = 225.25 = 4
(0.45%) >
14.13 25409.85) -2.25) -12.55) -5.65) -18.65) -
PDH
25400PE 25400CE 25200PE 25200CE 25
-905.00 1067.50 -405.00 1742.50 4

14.21 -72.30 (88.85- (128.15- (33.45- (269.45- (
8.55
 12 Dec 2017 (Tue) 399 15:00 568/-406 - - - (25243.10- 125.05 = 85.45 = 49.65 = 199.75 = 3
(0.03%)
15.24 25170.80) 36.20) -42.70) 16.20) -69.70) -1
25200PE 25200CE 25000PE 25000CE 25
-1388.75 867.50 -687.50 1653.75 3

15.21 -95.85 (114.6- (74.2- (40.75- (188.25- (2
-7.25
 13 Dec 2017 (Wed) -1218 15:00 1432/-3172 - - - (25066.35- 170.15 = 39.5 = 68.25 = 122.1 = 1
(-0.03%)
16.1 24970.50) 55.55) -34.70) 27.50) -66.15) -1
25100PE 25100CE 24900PE 24900CE 25
1756.25 -726.25 458.75 -2230.00 2

15.62 101.00 (71.55- (67- (18.45- (203.55- (
62.05
 14 Dec 2017 (Thu) 2470 15:00 650/-757 - - - (25006.40- 1.3 = 96.05 = 0.1 = 292.75 = 1
(0.25%)
16.66 25107.40) -70.25) 29.05) -18.35) 89.20) -
25000PE 25000CE
e r
24800PE
s . 24800CE 25
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN
(1) BN (4) BN
o
Max MTM BN Gap India Prev Spot (2) BN Sell 1
Include Date Profit
Exit
Profit/Loss Exit
pe r s
Up/Down VIX Day Change
Sell 1
Sell 1 Lot Lot
Sell 1 Lot S
r
Time Lot ATM ATM-200 A

y f o Type   H/L  ATM CE ATM-200
ictl
PE CE
r
 PE
i s st
me nt
u
-630.00 -71.25 -725.00
c
Day 150.00
o
is d
14.26 33.25 (197- (150.1- (305.7-
318.95 Open (239-233
Th
 15 Dec 2017 (Fri) -596 15:00 287/-1596 - - (25460.75- 222.2 = 152.95 = 334.7 = 1
(1.27%) > = -6.00)
14.69 25494.00) 25.20) 2.85) 29.00)
PDH 25500PE
25500CE 25300PE 25300CE 2
6258.75 -10896.25 4502.50 -12920.00 -1

Day
Stop 16.06 674.75 (285.35- (275.95- (203.5- (361.4-
-258.55 Open
 18 Dec 2017 (Mon) -5000 10:03 7487/-9025 Loss - (24860.90- 35 = 711.8 = 23.4 = 878.2 =
(-1.02%) <
Hit 13.22 25535.65) -250.35) 435.85) -180.10) 516.80)
PDL
24900PE 24900CE 24700PE 24700CE 2
442.50 560.00 408.75 555.00

12.75 8.55 (141.55- (133- (68.4- (254.1-
46.35
 19 Dec 2017 (Tue) 2422 15:00 2733/-272 - - - (25704.60- 123.85 = 110.6 = 52.05 = 231.9 =
(0.18%)
12.27 25713.15) -17.70) -22.40) -16.35) -22.20)
25700PE 25700CE 25500PE 25500CE 2
1310.00 -88.75 658.75 -737.50

Day
12.21 19.65 (126.5- (77.8- (46.5- (190.3-
62.85 Open
 20 Dec 2017 (Wed) 2791 15:00 2608/-636 - - (25668.30- 74.1 = 81.35 = 20.15 = 219.8 =
(0.24%) >
12.03 25687.95) -52.40) 3.55) -26.35) 29.50)
PDH
25700PE 25700CE 25500PE 25500CE 2
721.25 1036.25 212.50 767.50

12.07 -31.35 (66.95- (48.25- (8.85- (179.4-
16.55 (
 21 Dec 2017 (Thu) 2562 15:00 2617/-197 - - - (25597.40- 38.1 = 6.8 = 0.35 = 148.7 =
(0.06%)
12.08 25566.05) -28.85) -41.45) -8.50) -30.70)
2
25600PE 25600CE 25400PE 25400CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
447.50 271.25 438.75 297.50 28

26.70 (135.65- (165.85- (71.35- (294.45- (7
61.3 12 -
 22 Dec 2017 (Fri) 2144 15:00 2266/-133 - - (25598.00- 117.75 = 155 = 53.8 = 282.55 = 67
(0.24%) 11.65
25624.70) -17.90) -10.85) -17.55) -11.90) -1
25600PE 25600CE 25400PE 25400CE 258
455.00 191.25 256.25 -86.25

24
12.19 -27.95 (106.45- (118.9- (39- (241.05-
11.2 (44
 26 Dec 2017 (Tue) 1526 15:00 1720/-179 - - - (25591.85- 88.25 = 111.25 = 28.75 = 244.5 =
(0.04%) =-
12.05 25563.90) -18.20) -7.65) -10.25) 3.45)
258
25600PE 25600CE 25400PE 25400CE
-1125.00 -381.25 2227.50 38

1307.50
12.17 -89.20 (74.05- (19.3- (240.95- (2
-22.4 (99-46.7
 27 Dec 2017 (Wed) 424 15:00 1001/-2685 - - - (25611.35- 119.05 = 34.55 = 151.85 = 11
(-0.09%) = -52.30)
12.49 25522.15) 45.00) 15.25) -89.10) -1
25600CE
25600PE 25400PE 25400CE 258
761.25 1000.00 433.75

160.00 20
.
12.57 -23.55 (58.45- (62.55- (202.35-
-32.45
r s
(7.4-1 =
e
(8.6
th
 28 Dec 2017 (Thu) 2531 15:00 2478/-618 - - - (25517.35- 28 = 22.55 = 185 =
o
(-0.13%) -6.40) -8
t h
12.44 25493.80) -30.45) -40.00) -17.35)
w i 25300PE 257
re
25500PE 25500CE 25300CE
h a
o n ot s
s
Expiry: 4 JAN 2018, Net Profit: 5087, Average D
e. Day Profit: 1017
al u
rs o n
r pe BN (3) BN (4) BN (5
f o (1) BN (2) BN

Time tric
Exit 1 Sell 1
s 
i s
Lot ATM
t
Type   H/L  ATM-200 ATM-200 AT
e n PE CE
cum
 PE CE
s d o
T h i 441.25 -17.50 331.25 -166.25
12.49 55.20 (157.95- (126.1- (76.75- (240.5- (5
-5.15
 29 Dec 2017 (Fri) 879 15:00 1187/0 - - - (25470.50- 140.3 = 126.8 = 63.5 = 247.15 = 55
(-0.02%)
12.66 25525.70) -17.65) 0.70) -13.25) 6.65) -
25500PE 25500CE 25300PE 25300CE 25
-1041.25 1006.25 -481.25 1467.50 5

13.55 -128.00 (110.5- (137.25- (45.6- (262.7- (5
26.3
 1 Jan 2018 (Mon) -18 15:00 1274/-667 - - - (25532.60- 152.15 = 97 = 64.85 = 204 = 35
(0.1%)
13.38 25404.60) 41.65) -40.25) 19.25) -58.70) -2
25500PE 25500CE 25300PE 25300CE 25
-1052.50 987.50 -538.75 1632.50 4

13.45 -85.70 (113.35- (105- (42.9- (230.3- (
64.1
 2 Jan 2018 (Tue) -52 15:00 276/-2313 - - - (25399.80- 155.45 = 65.5 = 64.45 = 165 = 1
(0.25%)
13.73 25314.10) 42.10) -39.50) 21.55) -65.30) -1
25400PE 25400CE 25200PE 25200CE 25
-607.50 1336.25 -21.25 2096.25 4

Day
13.41 -92.70 (70.6- (93.45- (19.9- (238.5- (2
87.5 Open
 3 Jan 2018 (Wed) 1783 15:00 2046/0 - - (25429.30- 94.9 = 40 = 20.75 = 154.65 = 4
(0.35%) >
13.63 25336.60) 24.30) -53.45) 0.85) -83.85) -1
PDH
25400PE 25400CE 25200PE 25200CE 25
-102.50 -2038.75
2017.50 228.75 2
13.64 81.40 (22.95- (132.55-
49.05 (86-5.3 = (9.25-0.1 (1
 4 Jan 2018 (Thu) 2495 15:00 1435/0 - - - (25362.80- 27.05 = 214.1 =
(0.19%) -80.70) = -9.15) -
13.5 25444.20) 4.10) 81.55)
25400PE 25200PE 25
25400CE 25200CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-126.25 -298.75 3
Day 300.00 182.50
13.34 34.40 (147.7- (272.15- (
61.85 Open (116-104 (51-43.7
 5 Jan 2018 (Fri) 522 15:00 961/-437 - - (25529.80- 152.75 = 284.1 = 6
(0.24%) > = -12.00) = -7.30)
13.19 25564.20) 5.05) 11.95) -
PDH 25500PE 25300PE
25500CE 25300CE 25
172.50 15.00 173.75 -46.25 2

Day
13.17 -51.60 (106.9- (115.25- (43.7- (243- (
88.4 Open
 8 Jan 2018 (Mon) 506 15:00 951/-1309 - - (25738.20- 100 = 114.65 = 36.75 = 244.85 = 40
(0.35%) >
13.71 25686.60) -6.90) -0.60) -6.95) 1.85) -
PDH
25700PE 25700CE 25500PE 25500CE 25
906.25 -222.50 465.00 -662.50

13.88 30.00 (126.8- (72.15- (47.5- (183.85- (1
51.85
 9 Jan 2018 (Tue) 1636 15:00 1820/-392 - - - (25689.30- 90.55 = 81.05 = 28.9 = 210.35 = 1
(0.2%)
13.83 25719.30) -36.25) 8.90) -18.60) 26.50) -
25700PE 25700CE 25500PE 25500CE 25
-347.50 746.25
e r s
80.00
. (167.55-
1321.25
1
h
h ot
13.87 -52.90 (111.15- (52.9- (33.5-
6.1 (9.
it
 10 Jan 2018 (Wed) 851 15:00 1123/-751 - - - (25670.80- 125.05 = 23.05 = 30.3 = 114.7 =
w
(0.02%) -
14.06 25617.90)
h a r e
13.90) -29.85) -3.20) -52.85)
25
ot s
25700PE 25700CE 25500PE 25500CE
o n
s e. D
al u
1411.25 -25.00 -1530.00
111.25 2
n
14.25 58.20 (60.7- (29.55- (162.05-
r s o
10.9 (4.5-0.05 (1.
pe
 11 Jan 2018 (Thu) 1666 15:00 1006/-28 - - - (25568.10- 4.25 = 30.55 = 223.25 =
r
(0.04%) = -4.45) =
f o
14.03 25626.30) -56.45) 1.00) 61.20)
ictl y
25400PE 25
25600PE 25600CE 25400CE
s st r
nt i
u me
doc Expiry: 18 JAN 2018, Net Profit: -2677, Average Day Profit: -535
This BN (3) BN (4) BN (

(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
156.25 -17.50 61.25 -117.50 3

Day
13.4 6.60 (109.6- (122.95- (47.2- (254.5- (4
71.5 Open
 12 Jan 2018 (Fri) 430 15:00 785/-2338 - - (25736.50- 103.35 = 123.65 = 44.75 = 259.2 = 4
(0.28%) >
13.77 25743.10) -6.25) 0.70) -2.45) 4.70) -
PDH
25700PE 25700CE 25500PE 25500CE 25
1861.25 -2831.25 760.00 -4072.50 -1

Day
14.12 181.80 (137- (78.35- (57.8- (188.2- (
109.1 Open
 15 Jan 2018 (Mon) -2355 15:00 942/-2903 - - (25878.60- 62.55 = 191.6 = 27.4 = 351.1 = 7
(0.42%) >
14.37 26060.40) -74.45) 113.25) -30.40) 162.90) 5
PDH
25900PE 25900CE 25700PE 25700CE 26
-477.50 652.50 -23.75 1172.50

Day 2
14.41 -95.90 (151.1- (61.9- (65.65- (168.4-
59.95 Open (1
 16 Jan 2018 (Tue) 416 15:00 1208/-743 - - (26060.70- 170.2 = 35.8 = 66.6 = 121.5 =
(0.23%) > =
14.12 25964.80) 19.10) -26.10) 0.95) -46.90)
PDH 26
26100PE 26100CE 25900PE 25900CE
2705.00 -5456.25 -7405.00 -2

877.50
Stop 14.29 317.40 (119.9- (46.8- (156.3- (
-28.75 (40-4.9 =
 17 Jan 2018 (Wed) -5000 14:46 1836/-7831 Loss - - (25970.30- 11.7 = 265.05 = 452.5 = 10
(-0.11%) -35.10)
Hit 13.85 26287.70) -108.20) 218.25) 296.20) 9
25800PE
26000PE 26000CE 25800CE 26
-1155.00 310.00 2935.00

Day 1757.50
13.67 -208.30 (128.7- (26.7- (146.2-
473.15 Open (70.7-0.4
 18 Jan 2018 (Thu) 3832 15:00 4773/-1283 - - (26724.60- 174.9 = 14.3 = 28.8 =
(1.8%) > = -70.30)
14.03 26516.30) 46.20) -12.40) -117.40)
PDH 26700CE
26700PE 26500PE 26500CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2518.75 -4186.25 1275.00 -5568.75 -2

14.12 282.20 (193.3- (121.6- (105.45- (225.5- (
78.25
 19 Jan 2018 (Fri) -3875 15:00 651/-4357 - - - (26553.10- 92.55 = 289.05 = 54.45 = 448.25 = 16
(0.29%)
14.02 26835.30) -100.75) 167.45) -51.00) 222.75) 1
26600PE 26600CE 26400PE 26400CE 26
1773.75 -2808.75
r
947.50
e s . (243.3-
-3753.75 -1
14.59 158.70 (195.5- (135.9-
h o th
(108.7-
t
31
 22 Jan 2018 (Mon) -2812 15:00 634/-4220 - - - (26864.90- 124.55 =
w i
248.25 = 70.8 = 393.45 = 14
re
(0.12%)
a
15.38 27023.60) -70.95) 112.35) -37.90) 150.15) 7
h
ot s
26900PE 26900CE 26700PE 26700CE 27
o n
s e. D
lu
2865.00 -3962.50 1636.25 -5171.25 -2
48.75na
Day
o
16.1 277.10 (189.2- (164.4- (109- (278- (
e r s Open
or p
 23 Jan 2018 (Tue) -2583 15:00 3163/-3695 - - (27108.20- 74.6 = 322.9 = 43.55 = 484.85 = 18
(0.18%) >
t l y f 16.23
PDH
27385.30) -114.60) 158.50) -65.45) 206.85) 9
stric
27100PE 27100CE 26900PE 26900CE 27
n t is
cu me 958.75 -880.00 675.00 -1272.50 -7
d o 16.35 21.60 (170.05- (117.55- (89.9- (229.6- (
is
-80.45
Th
 24 Jan 2018 (Wed) -172 15:00 767/-2436 - - - (27365.30- 131.7 = 152.75 = 62.9 = 280.5 = 8
(-0.29%)
18.07 27386.90) -38.35) 35.20) -27.00) 50.90) 3
27400PE 27400CE 27200PE 27200CE 27
1171.25 1173.75 556.25

675.00 3
17.97 -48.80 (101.85- (78.4- (197.1-
15.55 (30-3 = (1
 25 Jan 2018 (Thu) 4650 15:00 4118/-4525 - - - (27389.60- 55 = 31.45 = 174.85 =
(0.06%) -27.00) =-
17.46 27340.80) -46.85) -46.95) -22.25)
27200PE 27
27400PE 27400CE 27200CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
861.25 821.25 -467.50

-425.00
18.15 2.70 (359.95- (265.45- (408.3-
0.45 (308-325
 29 Jan 2018 (Mon) 2510 15:00 2601/-3437 - - - (27508.10- 325.5 = 232.6 = 427 = 2
(0%) = 17.00)
17.93 27510.80) -34.45) -32.85) 18.70)
27500CE
27500PE 27300PE 27300CE 2
1440.00 1206.25 1406.25 1082.50

17.78 -112.80 (342.6- (281- (247- (378.05-
-31.6
 30 Jan 2018 (Tue) 5213 15:00 5626/0 - - - (27392.10- 285 = 232.75 = 190.75 = 334.75 =
(-0.11%)
16.6 27279.30) -57.60) -48.25) -56.25) -43.30)
27400PE 27400CE 27200PE 27200CE 2
1627.50 -2896.25 -3683.75

Day 1000.00 -
16.29 170.00 (207.2- (259.75- (378.1-
-132.8 Open (130-90 (
 31 Jan 2018 (Wed) -2226 15:00 3277/-3097 - - (27227.30- 142.1 = 375.6 = 525.45 =
(-0.49%) < = -40.00)
15.93 27397.30) -65.10) 115.85) 147.35)
PDL 27000PE 2
27200PE 27200CE 27000CE
1500.00 4792.50 3171.25 6688.75

16.03 -159.20 (222.95- (193.65- (146.55- (308.2-
-44.6
 1 Feb 2018 (Thu) 16833 15:00 18330/-1956 - - - (27478.80- 162.95 = 1.95 = 19.7 = 40.65 =
(-0.16%)
14.14 27319.60) -60.00) -191.70) -126.85) -267.55)
27500PE 27500CE 27300PE 27300CE 2
Expiry: 8 FEB 2018, Net Profit: -19322, Average Day Profit: -3864
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-3411.25 1413.75
r s
-2545.00
e . 2112.50
th
Day
o
Stop 14.57 -313.20 (240.55- (211.25- (166.85- (328.65-
t h
-203.3 Open (1
 2 Feb 2018 (Fri) -5000 10:29 243/-7143 Loss - (26865.30- 377 =
w i
154.7 = 268.65 = 244.15 =
re
(-0.75%) < =
a
Hit 15.12 26552.10) 136.45) -56.55) 101.80) -84.50)
h
ot s
PDL 2
26900PE 26900CE 26700PE 26700CE
o n
s e. D
lu
1253.75 1127.50 -600.00 -
-483na
Day -650.00
o
15.72 72.90 (244.65- (180- (420.8-
e r s Open (284-310
rp
 5 Feb 2018 (Mon) 678 15:00 3430/-1373 - - (25989.70- 194.5 = 134.9 = 444.8 =
(-1.83%) < = 26.00)
l y f o 16.09 26062.60) -50.15) -45.10) 24.00)
t
PDL 26000CE
str i c 26000PE 25800PE 25800CE 2
n t i s
um e -4203.75 32.50 -2698.75 485.00
c
Day
s d o Stop 18.54 700.10 (71.95- (291.3- (56.95- (425.35-
i
-958.65 Open
T h
 6 Feb 2018 (Tue) -5000 09:23 18/-27959 Loss
Hit
(-3.67%)
-
19.83
<
PDL
(25207.30-
25907.40)
240.1 =
168.15)
290 =
-1.30)
164.9 =
107.95)
405.95 =
-19.40)
1
25200PE 25200CE 25000PE 25000CE 2
-5888.75 2986.25 -4368.75 4385.00 1

Stop 19.05 -224.80 (222.15- (202.85- (145.45- (314.1-
254.1
 7 Feb 2018 (Wed) -5000 12:03 4513/-5376 Loss - - (25975.10- 457.7 = 83.4 = 320.2 = 138.7 = 4
(0.98%)
Hit 19.31 25750.30) 235.55) -119.45) 174.75) -175.40)
26000PE 26000CE 25800PE 25800CE 2
2797.50 -5207.50 -6913.75 -2

1246.25
Stop 18.96 255.60 (131.95- (85.55- (199.85-
89.85 (54.85-5
 8 Feb 2018 (Thu) -5000 10:43 2736/-10032 Loss - - (25688.30- 20.05 = 293.85 = 476.4 = 1
(0.35%) = -49.85)
Hit 17.8 25943.90) -111.90) 208.30) 276.55)
25500PE
25700PE 25700CE 25500CE 2
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-472.50 1512.50 -116.25 1851.25 9

Day
18.82 -82.60 (355.5- (335- (280- (458.05- (2
-454.35 Open
 9 Feb 2018 (Fri) 1236 15:00 1957/-1492 - - (25486.80- 374.4 = 274.5 = 284.65 = 384 = 19
(-1.75%) <
19.36 25404.20) 18.90) -60.50) 4.65) -74.05) -3
PDL
25500PE 25500CE 25300PE 25300CE 25
1022.50 861.25 948.75 950.00 9

17.93 54.20 (219- (285.45- (149.95- (411.55- (1
66.45
 12 Feb 2018 (Mon) 3688 15:00 4248/0 - - - (25630.70- 178.1 = 251 = 112 = 373.55 = 1
(0.26%)
17.95 25684.90) -40.90) -34.45) -37.95) -38.00) -3
25600PE 25600CE 25400PE 25400CE 25
-2670.00 3138.75 -1311.25 4472.50 17

Day
16.79 -238.10 (152.05- (160- (79.05- (277- (
108.65 Open
 14 Feb 2018 (Wed) 416 15:00 3308/-2699 - - (25677.00- 258.85 = 34.45 = 131.5 = 98.1 = 10
(0.42%) >
16.77 25438.90) 106.80) -125.55) 52.45) -178.90) -7
PDH
25700PE 25700CE 25500PE 25500CE 25
1226.25 1766.25 4
2027.50 743.75
16.56 -77.40 (91.5- (220.65- (1
19.65 (87.9-6.8 (30.75-1
 15 Feb 2018 (Thu) 5781 15:00 5871/-607 - - - (25438.80- 42.45 = 150 = 0
(0.08%) = -81.10) = -29.75)
16.55 25361.40) -49.05) -70.65) -1
25400CE 25200PE
25400PE 25200CE 25
BN
r
(3) BN
e s . Sell 1
(4) BN (5
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e .D
lu
-6930.00 3361.25 -5432.50 4806.25
87.6 na
21
o
Stop 14.97 -417.70 (247.8- (201.45- (170.7- (317.25-
rs 16.69
(11
 16 Feb 2018 (Fri) -5000 14:43 297/-6196 Loss
pe - - (25580.80- 525 = 67 = 388 = 125 =
or
(0.34%) -8
t l y f Hit 25163.10) 277.20) -134.45) 217.30) -192.25)

258
stric
25600PE 25600CE 25400PE 25400CE
n t is
cu me -1587.50 3417.50 -743.75 4173.75 22
d o 16.82 -124.30 (189.5- (264.95- (127.6- (389.95- (1
is
160.7
Th
 19 Feb 2018 (Mon) 4273 15:00 5221/-1127 - - - (25105.70- 253 = 128.25 = 157.35 = 223 = 67
(0.64%)
16.85 24981.40) 63.50) -136.70) 29.75) -166.95) -9
25100PE 25100CE 24900PE 24900CE 253
-818.75 1205.00 -220.00 1717.50 73

16.99 -102.30 (190.85- (154.2- (114.35- (270- (8
47
 20 Feb 2018 (Tue) 1263 15:00 2086/-453 - - - (25000.00- 223.6 = 106 = 123.15 = 201.3 = 5
(0.19%)
16.87 24897.70) 32.75) -48.20) 8.80) -68.70) -2
25000PE 25000CE 24800PE 24800CE 252
377.50 998.75 448.75 1183.75 6

16.3 -31.90 (177- (111.9- (88.25- (216.3- (4
122.2
 21 Feb 2018 (Wed) 3413 15:00 4188/-1642 - - - (24965.40- 161.9 = 71.95 = 70.3 = 168.95 = 22
(0.49%)
16.11 24933.50) -15.10) -39.95) -17.95) -47.35) -2
25000PE 25000CE 24800PE 24800CE 252
1738.75 800.00 868.75 217.50 24

16.27 18.70 (114.55- (53.55- (36.9- (166.6- (
-124
 22 Feb 2018 (Thu) 4800 15:00 2022/-411 - - - (24850.30- 45 = 21.55 = 2.15 = 157.9 = 0
(-0.5%)
14.68 24869.00) -69.55) -32.00) -34.75) -8.70) -9
24900PE 24900CE 24700PE 24700CE 25
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2711.25 -2593.75 1922.50 -3543.75 -1

Day
14.13 195.40 (204.1- (171- (131.35- (292.1-
47.05 Open
 23 Feb 2018 (Fri) 488 15:00 2915/-313 - - (25072.90- 95.65 = 274.75 = 54.45 = 433.85 = 15
(0.19%) >
14.04 25268.30) -108.45) 103.75) -76.90) 141.75) 6
PDH
25100PE 25100CE 24900PE 24900CE 25
2473.75 -3083.75 1218.75 -4412.50 -1

Day
14.06 246.00 (167.45- (133.65- (85.35- (240.4- (
149.5 Open
 26 Feb 2018 (Mon) -1579 15:00 1915/-3127 - - (25453.80- 68.5 = 257 = 36.6 = 416.9 = 13
(0.59%) >
13.71 25699.80) -98.95) 123.35) -48.75) 176.50) 6
PDH
25500PE 25500CE 25300PE 25300CE 25
-4090.00 1796.25 -2568.75 3312.50 7

Stop 13.57 -214.40 (139.35- (119.25- (68.6- (241.25- (5
-3.3
 27 Feb 2018 (Tue) -5000 10:21 319/-7726 Loss - - (25653.80- 302.95 = 47.4 = 171.35 = 108.75 = 2
(-0.01%)
Hit 14.01 25439.40) 163.60) -71.85) 102.75) -132.50) -2
25700PE 25700CE 25500PE 25500CE 25
1360.00 -1261.25 748.75 -1696.25 -5

Day
14.27 108.90 (90.85- (154.55- (43.8- (309.15- (
-267.35 Open
 28 Feb 2018 (Wed) 363 15:00 3771/-970 - - (25039.60- 36.45 = 205 = 13.85 = 377 = 8
(-1.05%) <
13.73 25148.50) -54.40) 50.45) -29.95) 67.85) 2
.
PDL
25000PE 25000CE
e r
24800PE
s 24800CE 25
h o th
w i t
re
-1958.75 1192.50 3573.75
a
215.00 1
h
ot s
13.65 -140.00 (109.2- (47.85- (155.25-
-85.05 (27.6-19 (6
 1 Mar 2018 (Thu) 119 15:00 1547/0 -
(-0.34%)
- -
o n
(25156.60- 187.55 = 0.15 =
= -8.60)
12.3 =
=
13.91
s e. D 25016.60) 78.35) -47.70)

25000PE
-142.95)
25
al u 25200PE 25200CE 25000CE
rs o n
o r pe
ric
Expiry: 8 MAR 2018,
s s t
me nt i
u
BN (3) BN (4) BN (
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
756.25 -248.75 742.50 -313.75 -1

Day
14.85 -21.20 (234.8- (185- (159.75- (305.1- (1
-71.2 Open
 5 Mar 2018 (Mon) 902 15:00 1214/-979 - - (24806.80- 204.55 = 194.95 = 130.05 = 317.65 = 1
(-0.29%) <
15.59 24785.60) -30.25) 9.95) -29.70) 12.55)
PDL
24800PE 24800CE 24600PE 24600CE 25
-1297.50 2631.25 -521.25 3766.25 15

Day
16.3 -166.00 (132.85- (165.3- (72.15- (310.95- (
-114.6 Open
 7 Mar 2018 (Wed) 3612 15:00 4627/-746 - - (24342.20- 184.75 = 60.05 = 93 = 160.3 = 1
(-0.47%) <
15.63 24176.20) 51.90) -105.25) 20.85) -150.65) -6
PDL
24300PE 24300CE 24100PE 24100CE 24
-3678.75 1387.50 3588.75

-1675.00 1
Stop 14.86 188.00 (85.1- (66.4- (201.45-
139.8 (23-90 = (8
 8 Mar 2018 (Thu) -5000 10:33 3291/-5282 Loss - - (24285.80- 232.25 = 10.9 = 57.9 =
(0.58%) 67.00) =
Hit 14.68 24473.80) 147.15) -55.50) -143.55)
24100PE 24
24300PE 24300CE 24100CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1425.00 -996.25 1857.50 10

Day -1400.00
14.38 -103.20 (244.65- (150- (368.05-
79.3 Open (223-279
 9 Mar 2018 (Fri) 736 15:00 1895/-968 - - (24444.10- 187.65 = 189.85 = 293.75 = 11
(0.32%) > = 56.00)
14.65 24340.90) -57.00) 39.85) -74.30) -4
PDH 24400PE
24400CE 24200PE 24200CE 24
3092.50 -3466.25 2046.25 -4431.25 -2

14.32 200.30 (235.85- (208.95- (150.05- (321.65- (1
147.15
 12 Mar 2018 (Mon) -1197 15:00 1177/-1197 - - - (24385.50- 112.15 = 347.6 = 68.2 = 498.9 = 21
(0.61%)
14.59 24585.80) -123.70) 138.65) -81.85) 177.25) 9
24400PE 24400CE 24200PE 24200CE 24
1668.75 -3732.50 1033.75 -4453.75 -2

Stop 14.27 131.60 (161.1- (193.9- (95.7- (319.85- (9
-39.6
 13 Mar 2018 (Tue) -5000 10:09 3355/-6771 Loss - - (24697.90- 94.35 = 343.2 = 54.35 = 498 = 20
(-0.16%)
Hit 14.37 24829.50) -66.75) 149.30) -41.35) 178.15) 1
24700PE 24700CE 24500PE 24500CE 24
2937.50 -3020.00 1802.50 -4036.25

-1
14.73 237.90 (157- (161.15- (90.55- (291.05-
-109 (74
 14 Mar 2018 (Wed) -133 15:00 4752/-1548 - - - (24594.30- 39.5 = 281.95 = 18.45 = 452.5 =
(-0.44%) =
14.44 24832.20) -117.50) 120.80) -72.10) 161.45)
.
24
24600PE 24600CE
e r
24400PE
s 24400CE
h th
o 443.75
w i t
re
1253.75 2092.50 1247.50 8
h a
ot s
14.28 2.20 (68.1- (122- (18.25- (265- (3
2.65
 15 Mar 2018 (Thu) 6152 15:00 4961/-686 -
(0.01%)
- -
o n
(24843.70- 17.95 = 38.3 = 0.5 = 215.1 =
14.35
s e. D 24845.90) -50.15) -83.70) -17.75) -49.90) -3
al u 24800PE 24800CE 24600PE 24600CE 25
rs o n
o r pe
ric
Expiry: 22 MAR 2018,
s s t
me nt i
u
BN (3) BN (4) BN (5
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
-795.00 922.50 -587.50 1183.75 7

14.33 -103.10 (241.65- (232.35- (157.7- (343.75- (1
-38.2
 16 Mar 2018 (Fri) 1032 15:00 1777/-1227 - - - (24691.30- 273.45 = 195.45 = 181.2 = 296.4 = 11
(-0.15%)
15.38 24588.20) 31.80) -36.90) 23.50) -47.35) -2
24700PE 24700CE 24500PE 24500CE 24
-2850.00 2945.00 -1690.00 3887.50 18

15.28 -257.80 (212-326 (218.3- (137.9- (333.25- (1
40.6
 19 Mar 2018 (Mon) 783 15:00 1431/-3243 - - - (24576.40- = 100.5 = 205.5 = 177.75 = 53
(0.17%)
15.74 24318.60) 114.00) -117.80) 67.60) -155.50) -7
24600PE 24600CE 24400PE 24400CE 24
-338.75 2191.25 60.00 2597.50

Day 15
15.91 -51.20 (169.1- (221.1- (106.6- (352.55-
-111.15 Open (12
 20 Mar 2018 (Tue) 4657 15:00 5137/-950 - - (24169.80- 182.65 = 133.45 = 104.2 = 248.65 =
(-0.46%) < =-
15.76 24118.60) 13.55) -87.65) -2.40) -103.90)
PDL 24
24200PE 24200CE 24000PE 24000CE
-1585.00 2110.00 -645.00 3025.00 10

14.99 -133.40 (130- (136.3- (65.05- (263-142 (5
163.1
 21 Mar 2018 (Wed) 1416 15:00 2988/-108 - - - (24370.20- 193.4 = 51.9 = 90.85 = = 1
(0.67%)
15.29 24236.80) 63.40) -84.40) 25.80) -121.00) -4
24400PE 24400CE 24200PE 24200CE 24
556.25 2605.00 2681.25 6

397.50
14.99 -62.60 (68.45- (107.95- (245.65- (2
-2.65 (16.5-0.6
 22 Mar 2018 (Thu) 5368 15:00 666/-218 - - - (24198.50- 46.2 = 3.75 = 138.4 = 0
(-0.01%) = -15.90)
15.28 24135.90) -22.25) -104.20) -107.25) -2
24000PE
24200PE 24200CE 24000CE 24
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-1331.25 2471.25 -845.00 3001.25

Day 1
16.06 -102.70 (211.5- (231.65- (139.35- (356.1-
-355.85 Open (1
 23 Mar 2018 (Fri) 2613 15:00 3491/-419 - - (23767.40- 264.75 = 132.8 = 173.15 = 236.05 =
(-1.47%) < =
15.7 23664.70) 53.25) -98.85) 33.80) -120.05)
PDL 2
23800PE 23800CE 23600PE 23600CE
2642.50 -4597.50 1592.50 -5715.00 -3

Stop 15.9 463.30 (153.7- (193.65- (88.25- (326.05- (
4.5
 26 Mar 2018 (Mon) -5000 13:52 1688/-12737 Loss - - (23695.50- 48 = 377.55 = 24.55 = 554.65 = 2
(0.02%)
Hit 15.22 24158.80) -105.70) 183.90) -63.70) 228.60) 1
23700PE 23700CE 23500PE 23500CE 2
635.00 705.00
r s
487.50
e . 557.50
th
Day
o
14.97 47.50 (132.45- (130.95- (57.7- (246.3-
t h
152.05 Open
 27 Mar 2018 (Tue) 3307 15:00 3799/-1831 - - (24380.40- 107.05 =
w i
102.75 = 38.2 = 224 = 3
re
(0.63%) >
a
15.89 24427.90) -25.40) -28.20) -19.50) -22.30)
h
ot s
PDH
24400PE 24400CE 24200PE 24200CE 2
o n
s e. D
lu
1911.25 206.25 695.00 -1182.50
o n a 15.24 71.90 (98.05- (66.3- (28.65- (187.15-
e r s
-134.65
or p
 28 Mar 2018 (Wed) 4187 15:00 4560/0 - - - (24265.20- 21.6 = 58.05 = 0.85 = 234.45 =
(-0.55%)
t l y f 15.79 24337.10) -76.45) -8.25) -27.80) 47.30)
stric
24300PE 24300CE 24100PE 24100CE 2
n t is
cu me
d o Expiry: 5 APR 2018, Net Profit: -3524, Average Day Profit: -881
Th is
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1552.50 -378.75 1233.75 -926.25 -9

16.18 58.70 (203.6- (239.85- (132.85- (357.95- (1
-27.7
 2 Apr 2018 (Mon) 2443 15:00 3279/-446 - - - (24222.60- 141.5 = 255 = 83.5 = 395 = 14
(-0.11%)
15.49 24281.30) -62.10) 15.15) -49.35) 37.05) 3
24200PE 24200CE 24000PE 24000CE 244
1161.25 -381.25 933.75 -2

-575.00
15.63 50.00 (155.8- (191- (92.35- (9
-42.55 (322-345
 3 Apr 2018 (Tue) 2186 15:00 2590/-303 - - - (24391.50- 109.35 = 206.25 = 55 = 10
(-0.17%) = 23.00)
15.29 24441.50) -46.45) 15.25) -37.35) 8
24200CE
24400PE 24400CE 24200PE 246
-4753.75 2820.00 -2948.75 4576.25 12

Stop 15.06 -399.10 (115.8- (145.7- (50.15- (272.95- (6
-8.1
 4 Apr 2018 (Wed) -5000 13:30 2508/-8805 Loss - - (24508.30- 305.95 = 32.9 = 168.1 = 89.9 = 1
(-0.03%)
Hit 16.39 24109.20) 190.15) -112.80) 117.95) -183.05) -5
24500PE 24500CE 24300PE 24300CE 247
1316.25 -3416.25 -4643.75

228.75 -6
14.96 243.60 (52.8- (122.15- (266.25-
264.95 (9.2-0.05 (36
 5 Apr 2018 (Thu) -3153 15:00 1821/0 - - - (24423.90- 0.15 = 258.8 = 452 =
(1.1%) = -9.15) =2
14.78 24667.50) -52.65) 136.65) 185.75)
24200PE 246
24400PE 24400CE 24200CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1038.75 -2278.75 557.50 -2920.00 -1

14.77 175.60 (167.45- (235.3- (103.35- (362.55- (1
16.55
 6 Apr 2018 (Fri) -3315 15:00 371/-3471 - - - (24745.90- 125.9 = 326.45 = 81.05 = 479.35 = 1
(0.07%)
14.67 24921.50) -41.55) 91.15) -22.30) 116.80) 6
24700PE 24700CE 24500PE 24500CE 24
1688.75 -2067.50 1095.00 -2693.75 -1

14.99 245.80 (158.55- (217.3- (96.55- (348.5- (1
-24.3
 9 Apr 2018 (Mon) -1068 15:00 751/-1756 - - - (24893.80- 91 = 300 = 52.75 = 456.25 = 1
(-0.1%)
14.84 25139.60) -67.55) 82.70) -43.80) 107.75) 5
24900PE 24900CE 24700PE 24700CE 25
990.00 8.75
r
703.75
e s . (227.2-
-270.00 1
th
Day
o
14.5 43.60 (195.7- (125.75- (106.3- (
t h
59.8 Open
 10 Apr 2018 (Tue) 2357 15:00 2790/-151 - - (25179.30- 156.1 =
w i
125.4 = 78.15 = 238 = 5
re
(0.24%) >
a
14.53 25222.90) -39.60) -0.35) -28.15) 10.80) -
h
ot s
PDH
25200PE 25200CE 25000PE 25000CE 25
o n
s e. D
lu
542.50 830.00 472.50 772.50
-28.45na
5
o
14.65 -43.20 (134.7- (113.05- (58.4- (228.85-
e r s (44
or p
 11 Apr 2018 (Wed) 3252 15:00 3387/-2080 - - - (25111.10- 113 = 79.85 = 39.5 = 197.95 =
(-0.11%) =-
t l y f 14.68 25067.90) -21.70) -33.20) -18.90) -30.90)

25
stric
25100PE 25100CE 24900PE 24900CE
n t is
cu me 2173.75 -2557.50 436.25 -4438.75
2
d o 14.79 197.10 (87.4- (56- (17.5- (177.45-
This
-21.35 (9
 12 Apr 2018 (Thu) 626 15:00 1368/-1710 - - - (24978.40- 0.45 = 158.3 = 0.05 = 355 =
(-0.09%) -
14.53 25175.50) -86.95) 102.30) -17.45) 177.55)
25
25000PE 25000CE 24800PE 24800CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-866.25 1183.75 -432.50 1685.00 7

14.35 -82.50 (219.9- (176.3- (135.7- (289.4- (
44.55
 13 Apr 2018 (Fri) 1287 15:00 2466/-1477 - - - (25266.30- 254.55 = 128.95 = 153 = 222 = 6
(0.18%)
14.32 25183.80) 34.65) -47.35) 17.30) -67.40) -2
25300PE 25300CE 25100PE 25100CE 25
1782.50 -1317.50 1182.50 -1710.00 -6

14.64 158.50 (157.95- (223- (91.8- (351.6- (1
-118.5
 16 Apr 2018 (Mon) 1325 15:00 1828/-307 - - - (25147.60- 86.65 = 275.7 = 44.5 = 420 = 15
(-0.47%)
14.32 25306.10) -71.30) 52.70) -47.30) 68.40) 2
25100PE 25100CE 24900PE 24900CE 25
726.25 348.75 626.25 248.75

Day 3
14.05 3.10 (142.75- (152- (73.55- (275.95-
62.9 Open (72
 17 Apr 2018 (Tue) 2978 15:00 3337/-18 - - (25338.20- 113.7 = 138.05 = 48.5 = 266 =
(0.25%) > =-
14.09 25341.30) -29.05) -13.95) -25.05) -9.95)
PDH 25
25300PE 25300CE 25100PE 25100CE
-3322.50 1878.75 -1595.00 3523.75 6

Day
13.84 -243.50 (152.95- (87.95- (64.2- (191- (2
92.3 Open
 18 Apr 2018 (Wed) -3566 15:00 2697/-3567 - - (25362.30- 285.85 = 12.8 = 128 = 50.05 = 3
(0.36%) >
14.17 25118.80) 132.90) -75.15) 63.80) -140.95) -2
PDH
25400PE 25400CE 25200PE 25200CE 25
890.00 1575.00 966.25 3

161.25
13.9 -7.00 (57.3- (76.05- (217.95- (1
104.15 (6.55-0.1
 19 Apr 2018 (Thu) 3776 15:00 3975/0 - - - (25118.80- 21.7 = 13.05 = 179.3 = 0
(0.41%) = -6.45)
13.8 25111.80) -35.60) -63.00) -38.65) -1
24900PE
25100PE 25100CE 24900CE 25
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-605.00 1382.50
r s
-212.50
. 1745.00
the (324.65-
91
o
13.69 -139.80 (184- (200.4- (114.75-
t h
0.65 (10
 20 Apr 2018 (Fri) 1993 15:00 2161/0 - - - (25021.50- 208.2 =
w i
145.1 = 123.25 = 254.85 =
re
(0%) = -3
a
13.04 24881.70) 24.20) -55.30) 8.50) -69.80)
h
ot s
252
25000PE 25000CE 24800PE 24800CE
o n
s e. D
lu
2216.25 -1661.25 -2392.50 -86
121.65na
1475.00
o
13.39 156.00 (199- (132.5- (242.05- (6
e r s (113-54
or p
 23 Apr 2018 (Mon) 1581 15:00 2582/-688 - - - (24862.80- 110.35 = 198.95 = 337.75 = 99
(0.49%) = -59.00)
t l y f 13.07 25018.80) -88.65) 66.45)

24700PE
95.70) 34
stric
24900PE 24900CE 24700CE 251
n t is
cu me 485.00 556.25
575.00
696.25 32
d o 12.76 9.80 (172.4- (109.25- (220- (4
is
11.55 (90-67 =
Th
 24 Apr 2018 (Tue) 2784 15:00 3038/-979 - - - (25060.20- 153 = 87 = 192.15 = 31
(0.05%) -23.00)
11.79 25070.00) -19.40) -22.25) -27.85) -1
24900PE
25100PE 25100CE 24900CE 253
-1616.25 2015.00 -511.25 3365.00

83
12.56 -152.90 (100.75- (119.75- (37- (255.85-
-48.7 (44
 25 Apr 2018 (Wed) 1312 15:00 2886/-1170 - - - (24949.30- 165.4 = 39.15 = 57.45 = 121.25 =
(-0.19%) = -3
12.46 24796.40) 64.65) -80.60) 20.45) -134.60)
251
24900PE 24900CE 24700PE 24700CE
1597.50 -946.25 -2543.75

230.00 14
12.85 84.10 (65.65- (58- (188.45-
18.8 (9.4-0.2 (7.8
 26 Apr 2018 (Thu) 1767 15:00 597/-1 - - - (24798.70- 1.75 = 95.85 = 290.2 =
(0.08%) = -9.20) -5
12.05 24882.80) -63.90) 37.85) 101.75)
24600PE 250
24800PE 24800CE 24600CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1475.00 -3456.25 716.25 -4387.50

-2
Stop 12.24 244.30 (129.6- (170.15- (65.55- (298.5-
19.25 (83
 27 Apr 2018 (Fri) -5000 10:01 0/-6528 Loss - - (25133.00- 70.6 = 308.4 = 36.9 = 474 =
(0.08%) =
Hit 12.09 25377.30) -59.00) 138.25) -28.65) 175.50)
25
25100PE 25100CE 24900PE 24900CE
833.75 547.50 -68.75 2

Day 157.50
12.43 -56.80 (144- (63.7- (211.25- (
95.55 Open (99.3-93
 30 Apr 2018 (Mon) 2457 15:00 2648/-18 - - (25567.20- 110.65 = 41.8 = 214 = 3
(0.38%) > = -6.30)
12.4 25510.40) -33.35) -21.90) 2.75) -
PDH 25600CE
25600PE 25400PE 25400CE 25
-102.50 61.25 1173.75 4

1010.00
12.81 -56.20 (84.35- (26.35- (230- (
75.45 (96-55.6
 2 May 2018 (Wed) 1847 15:00 2046/-673 - - - (25610.90- 88.45 = 23.9 = 183.05 = 1
(0.3%) = -40.40)
12.94 25554.70) 4.10) -2.45) -46.95) -1
25600CE
25600PE 25400PE 25400CE 25
1261.25 -1536.25 150.00 -3072.50

6
12.97 114.20 (50.9- (51.55- (6.05- (197.1-
-20.4 (3.
 3 May 2018 (Thu) 112 15:00 1423/-1128 - - - (25517.80- 0.45 = 113 = 0.05 = 320 =
(-0.08%) -
12.94 25632.00) -50.45) 61.45) -6.00) 122.90)
25
25500PE 25500CE 25300PE 25300CE
BN
r
(3) BN
e s . (4) BN (5
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e .D
lu
816.25 596.25 -656.25 -1
27.05 na
-375.00
o
13.03 78.30 (153.65- (82.9- (289.3- (
rs 13.23
(169-184
 4 May 2018 (Fri) 1235 15:00 1456/-454 -
pe - - (25558.50- 121 = 59.05 = 315.55 = 9
or
(0.11%) = 15.00)
t l y f 25636.80) -32.65)
25600CE
-23.85) 26.25) 6
stric
25600PE 25400PE 25400CE 25
n t is
cu me 637.50 -267.50 395.00 -512.50
-9
d
 7 Mays2018
o(Mon) 13.21 97.40 (115.05- (171.25- (53.35- (310.1-
Thi
30.85 (7
1051 15:00 1271/0 - - - (25746.70- 89.55 = 181.95 = 37.55 = 330.6 =
(0.12%) =
13.81 25844.10) -25.50) 10.70) -15.80) 20.50)
25
25700PE 25700CE 25500PE 25500CE
856.25 -362.50 392.50 -825.00 -9

Day
13.29 80.00 (153.25- (82.55- (66.5- (187.7- (2
222.1 Open
 8 May 2018 (Tue) 953 15:00 1033/-817 - - (25988.70- 119 = 97.05 = 50.8 = 220.7 = 31
(0.86%) >
14.13 26068.70) -34.25) 14.50) -15.70) 33.00) 3
PDH
26000PE 26000CE 25800PE 25800CE 26
2050.00 -1486.25 -2616.25 -3

910.00
14.17 153.60 (115.95- (77- (197.5- (2
-102.4 (44.8-8.4
 9 May 2018 (Wed) 1668 15:00 2030/-60 - - - (25981.10- 33.95 = 136.45 = 302.15 = 3
(-0.39%) = -36.40)
14.37 26134.70) -82.00) 59.45) 104.65) 1
25800PE
26000PE 26000CE 25800CE 26
952.50 968.75 451.25

Day 143.75 7
13.94 -45.10 (62.65- (44.05- (176-
61.65 Open (6.05-0.3 (3.
 10 May 2018 (Thu) 2502 15:00 2977/0 - - (26242.10- 24.55 = 5.3 = 157.95 =
(0.24%) > = -5.75) -
14.43 26197.00) -38.10) -38.75) -18.05)
PDH 26000PE 26
26200PE 26200CE 26000CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
2413.75 1607.50 -3653.75 -

-2800.00
13.82 160.30 (278- (187- (314.55- (
42.7 (214-326
 11 May 2018 (Fri) -1083 15:00 2332/-1186 - - - (26192.80- 181.45 = 122.7 = 460.7 = 2
(0.16%) = 112.00)
14.02 26353.10) -96.55) -64.30) 146.15)
26200CE
26200PE 26000PE 26000CE 2
-638.75 -315.00 -457.50 -63.75 -

13.53 -14.80 (243.5- (179.2- (161- (294.45-
-8.7
 14 May 2018 (Mon) -1942 15:00 1343/-2776 - - - (26460.70- 269.05 = 191.8 = 179.3 = 297 =
(-0.03%)
14.32 26445.90) 25.55) 12.60) 18.30) 2.55)
26500PE 26500CE 26300PE 26300CE 2
3712.50 -5838.75 2342.50 -7335.00 -3

Stop 13.31 79.20 (188.6- (191.45- (115.45- (308.7-
19.75
 15 May 2018 (Tue) -5000 09:54 8442/-10586 Loss - - (26438.80- 40.1 = 425 = 21.75 = 602.1 = 2
(0.07%)
Hit 13.2 26518.00) -148.50) 233.55) -93.70) 293.40) 1
26400PE 26400CE 26200PE 26200CE 2
-1657.50 2088.75 -467.50 3377.50

Day
13.01 -143.20 (108.6- (118- (49.85- (251.4-
-204.65 Open (4
 16 May 2018 (Wed) 1090 15:00 2953/-2040 - - (26281.50- 174.9 = 34.45 = 68.55 = 116.3 =
(-0.77%) <
13.56 26138.30) 66.30) -83.55) 18.70) -135.10)
ers.
PDL 2
26300PE 26300CE 26100PE 26100CE
h o th
it
w1646.25
re
-806.25 3026.25
a
128.75
h
ot s
13.05 -100.00 (46.85- (66.5- (216-
51.05 (6-0.85 = (8
 17 May 2018 (Thu) 1711 15:00 1816/-37 -
(0.19%)
- -
o n
(26207.20- 79.1 = 0.65 =
-5.15)
94.95 =
13.38
s e. D 26107.20) 32.25) -65.85)

26000PE
-121.05)
2
al u 26200PE 26200CE 26000CE
rs o n
o r pe
ric
Expiry: 24 MAY 2018,
s s t
me nt i
u
BN (3) BN (4) BN (5
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
-2151.25 1876.25 -1400.00 2762.50 12

12.85 -145.70 (185.65- (186- (113.7- (310- (10
-48.2
 18 May 2018 (Fri) -327 15:00 793/-834 - - - (26013.00- 271.7 = 110.95 = 169.7 = 199.5 = 53
(-0.18%)
14.17 25867.30) 86.05) -75.05) 56.00) -110.50) -4
26000PE 26000CE 25800PE 25800CE 262
-980.00 2012.50 2713.75

-375.00 12
14.27 -167.60 (164.45- (184.2- (309.9-
141.9 (95-110 (96
 21 May 2018 (Mon) 2572 15:00 3202/0 - - - (25913.40- 203.65 = 103.7 = 201.35 =
(0.55%) = 15.00) = -4
14.45 25745.80) 39.20) -80.50) -108.55)
25700PE 261
25900PE 25900CE 25700CE
1071.25 162.50 715.00 -238.75 23

14.17 16.80 (151.85- (130.45- (72.65- (244.6- (5
29.45
 22 May 2018 (Tue) 3062 15:00 3597/-753 - - - (25784.00- 109 = 123.95 = 44.05 = 254.15 = 45
(0.11%)
13.68 25800.80) -42.85) -6.50) -28.60) 9.55) -9
25800PE 25800CE 25600PE 25600CE 260
147.50 1205.00 286.25 1572.50

54
13.44 -68.30 (117.9- (94.6- (43.85- (217.55-
-50.75 (29
 23 May 2018 (Wed) 3347 15:00 3372/0 - - - (25810.60- 112 = 46.4 = 32.4 = 154.65 =
(-0.2%) = -2
13.9 25742.30) -5.90) -48.20) -11.45) -62.90)
260
25800PE 25800CE 25600PE 25600CE
-1421.25 336.25 -3783.75

2303.75 6
13.5 133.50 (20- (13.55- (124.85-
37.95 (93-0.85 (0.9
 24 May 2018 (Thu) 1697 15:00 2421/-787 - - - (25752.30- 76.85 = 0.1 = 276.2 =
(0.15%) = -92.15) =-
13.28 25885.80) 56.85) -13.45) 151.35)
25800PE 260
25800CE 25600PE 25600CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2483.75 -2121.25 1497.50 -3285.00 -1

12.71 207.20 (188.45- (137.4- (103.9- (244.1- (
49.95
 25 May 2018 (Fri) 991 15:00 1937/-486 - - - (26059.70- 89.1 = 222.25 = 44 = 375.5 = 12
(0.19%)
12.63 26266.90) -99.35) 84.85) -59.90) 131.40) 4
26100PE 26100CE 25900PE 25900CE 26
2277.50 -3341.25 933.75 -4618.75 -1

12.65 241.90 (147.45- (128.35- (65.35- (238.6- (6
18.1
 28 May 2018 (Mon) -2760 15:00 882/-3600 - - - (26435.40- 56.35 = 262 = 28 = 423.35 = 1
(0.07%)
12.94 26677.30) -91.10) 133.65) -37.35) 184.75) 7
26400PE 26400CE 26200PE 26200CE 26
-3602.50 1445.00
r
-2227.50
e s . (195-81
2850.00 5
Stop 12.99 -201.50 (147.85- (90.65-
h o th
(62.4- (
t
-47
 29 May 2018 (Tue) -5000 14:00 502/-9567 Loss - - (26496.30- 291.95 =
w i
32.85 = 151.5 = = 1
re
(-0.18%)
a
Hit 13.02 26294.80) 144.10) -57.80) 89.10) -114.00) -2
h
ot s
26500PE 26500CE 26300PE 26300CE 26
o n
s e. D
lu
2435.00 -4495.00 1153.75 -5862.50 -2
-214.9na
Day
o
Stop 13.2 241.30 (132.6- (95.2- (61.2- (217.3- (3
e r s Open
or p
 30 May 2018 (Wed) -5000 13:04 718/-9452 Loss - (26017.60- 35.2 = 275 = 15.05 = 451.8 = 13
(-0.82%) <
t l y f Hit 13.41
PDL
26258.90) -97.40) 179.80) -46.15) 234.50) 1
stric
26000PE 26000CE 25800PE 25800CE 26
n t is
cu me Day
3160.00 -4163.75
891.25
-6950.00 -9
d o 13.21 258.90 (127.25- (52.35- (146.55- (
is
259.2 Open (36-0.35
Th
 31 May 2018 (Thu) -1588 15:00 4335/-1026 - - (26465.20- 0.85 = 218.9 = 424.55 = 5
(0.98%) > = -35.65)
12.94 26724.10) -126.40) 166.55) 278.00) 3
PDH 26300PE
26500PE 26500CE 26300CE 26
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-726.25 818.75 -418.75 1201.25 5

13.22 -96.60 (265.95- (227.1- (174.25- (331-
-42.8
 1 Jun 2018 (Fri) 469 15:00 1652/-1751 - - - (26838.20- 295 = 194.35 = 191 = 282.95 = 1
(-0.16%)
13.57 26741.60) 29.05) -32.75) 16.75) -48.05) -2
26800PE 26800CE 26600PE 26600CE 27
-3600.00 1232.50 -2910.00 1921.25 7

Day
Stop 14.52 -584.10 (292.5- (161.8- (183- (246.5- (1
330.9 Open
 4 Jun 2018 (Mon) -5000 09:35 396/-17273 Loss - (26915.80- 436.5 = 112.5 = 299.4 = 169.65 =
(1.24%) >
Hit 13.89 26331.70) 144.00) -49.30) 116.40) -76.85) -2
PDH
26900PE 26900CE 26700PE 26700CE 27
1187.50 1060.00 366.25 5

600.00
13.73 -20.70 (235.3- (142.95- (276.6- (1
5.45 (178-154
 5 Jun 2018 (Tue) 4372 15:00 4716/-1254 - - - (26280.40- 187.8 = 100.55 = 261.95 = 8
(0.02%) = -24.00)
13.34 26259.70) -47.50) -42.40) -14.65) -2
26300CE
26300PE 26100PE 26100CE 26
3181.25 -1585.00 1860.00 -3080.00 -5

13.15 170.60 (170.2- (162.6- (91.3- (277.75- (
15.9
 6 Jun 2018 (Wed) 3881 15:00 6826/-225 - - - (26194.70- 42.95 = 226 = 16.9 = 400.95 = 10
(0.06%)
12.59 26365.30) -127.25) 63.40) -74.40) 123.20) 2
26200PE 26200CE 26000PE 26000CE 26
2316.25 -317.50 541.25 -2438.75

Day 1
69.60 (105.85- (48.65- (22.7- (152.45-
210.35 11.9 - Open (1
 7 Jun 2018 (Thu) 3547 15:00 4242/-2697 - (26574.70- 13.2 = 61.35 = 1.05 = 250 =
(0.8%) 12.85 > =
26644.30) -92.65) 12.70) -21.65) 97.55)
PDH 26
26600PE 26600CE 26400PE 26400CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
143.75 -50.00
r
135.00
e s . (311.45-
-198.75 1
th
Day
o
11.99 58.30 (205.15- (196.1- (130.8- (1
t h
-60.55 Open
 8 Jun 2018 (Fri) -66 15:00 569/-1133 - - (26366.70- 199.4 =
w i
198.1 = 125.4 = 319.4 = 11
re
(-0.23%) <
a
13.11 26425.00) -5.75) 2.00) -5.40) 7.95) -
h
ot s
PDL
26400PE 26400CE 26200PE 26200CE 26
o n
s e. D
lu
197.50 650.00 336.25 775.00 4
21.85 na
o
12.28 -32.30 (191.6- (178.9- (115.4- (297.15- (9
e r s
or p
 11 Jun 2018 (Mon) 2067 15:00 3112/-433 - - - (26505.30- 183.7 = 152.9 = 101.95 = 266.15 = 8
(0.08%)
t l y f 13.48 26473.00) -7.90) -26.00) -13.45) -31.00) -1
stric
26500PE 26500CE 26300PE 26300CE 26
n t is
cu me 1088.75 -627.50
737.50 -975.00
-2
d o 12.85 52.30 (163.25- (167.45- (
is
113.05 (88.5-59 (288-327
Th
 12 Jun 2018 (Tue) 1301 15:00 1979/-827 - - - (26523.80- 119.7 = 192.55 = 9
(0.43%) = -29.50) = 39.00)
12.55 26576.10) -43.55) 25.10) 1
26300PE 26300CE
26500PE 26500CE 26
598.75 782.50 503.75 738.75

Day 6
12.55 18.70 (119.35- (168.05- (57.45- (298.35-
114.85 Open (8
 13 Jun 2018 (Wed) 3656 15:00 4522/-287 - - (26630.90- 95.4 = 136.75 = 37.3 = 268.8 =
(0.43%) > =-
12.65 26649.60) -23.95) -31.30) -20.15) -29.55)
PDH 26
26600PE 26600CE 26400PE 26400CE
1118.75 591.25 548.75 3

1337.50
12.41 -14.30 (61.6- (25.25- (179.55- (1
-30.5 (97-43.5
 14 Jun 2018 (Thu) 4343 15:00 2252/-276 - - - (26589.10- 16.85 = 1.6 = 157.6 = 0
(-0.11%) = -53.50)
12.11 26574.80) -44.75) -23.65) -21.95) -1
26600PE
26600CE 26400PE 26400CE 26
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1803.75 2246.25 -1128.75 2952.50 15

12.01 -121.10 (172.85- (206- (98.5- (326.05- (1
-48.55
 15 Jun 2018 (Fri) 1543 15:00 2269/-597 - - - (26526.40- 245 = 116.15 = 143.65 = 207.95 = 5
(-0.18%)
12.22 26405.30) 72.15) -89.85) 45.15) -118.10) -6
26500PE 26500CE 26300PE 26300CE 26
963.75 -91.25 778.75 -317.50

12.37 81.10 (186.55- (137.9- (102.5- (250-
26.9 (6
 18 Jun 2018 (Mon) 2362 15:00 2678/-90 - - - (26364.60- 148 = 141.55 = 71.35 = 262.7 =
(0.1%) =
12.36 26445.70) -38.55) 3.65) -31.15) 12.70)
26
26400PE 26400CE 26200PE 26200CE
732.50 -2.50 -341.25 9

412.50
12.51 -14.60 (160.3- (125.25- (238.6- (
38.8 (79-62.5
 19 Jun 2018 (Tue) 1706 15:00 2115/-159 - - - (26341.00- 131 = 125.35 = 252.25 = 5
(0.15%) = -16.50)
12.79 26326.40) -29.30) 0.10) 13.65) -
26100PE
26300PE 26300CE 26100CE 26
2265.00 -4498.75 -6156.25 -2

833.75
Stop 12.57 210.60 (100.95- (122.75- (253.4- (
54.7 (38.35-5
 20 Jun 2018 (Wed) -5000 15:00 913/-5649 Loss - - (26341.70- 10.35 = 302.7 = 499.65 = 1
(0.21%) = -33.35)
Hit 12.14 26552.30) -90.60) 179.95) 246.25) 9
26100PE
26300PE 26300CE 26100CE 26
-1365.00 3755.00 3
Day 2012.50 78.75
12.22 -139.20 (45.35- (229.85- (1
87.6 Open (82-1.5 = (5.4-2.25
 21 Jun 2018 (Thu) 1578 15:00 2693/-171 - - (26636.20- 99.95 = 79.65 =
(0.33%) > -80.50) = -3.15)
12.45 26497.00) 54.60) -150.20) -1
.
PDH 26600CE 26400PE
26600PE
e r s 26400CE 26
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN (5
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me 2987.50 -3480.00 1891.25 -4685.00 -23
d o 12.41 215.80 (202.5- (150- (117.35- (258.1- (
is
21.45
Th
 22 Jun 2018 (Fri) -1161 15:00 1855/-2715 - - - (26466.60- 83 = 289.2 = 41.7 = 445.5 = 16
(0.08%)
11.92 26682.40) -119.50) 139.20) -75.65) 187.40) 9
26500PE 26500CE 26300PE 26300CE 26
-576.25 951.25 -215.00 1206.25 5

12.5 -41.70 (154.95- (155.75- (82.65- (275.25- (
-48.7
 25 Jun 2018 (Mon) 1016 15:00 1240/-907 - - - (26670.30- 178 = 117.7 = 91.25 = 227 = 57
(-0.18%)
12.49 26628.60) 23.05) -38.05) 8.60) -48.25) -2
26700PE 26700CE 26500PE 26500CE 26
2197.50 -2183.75 1156.25 -3223.75 -1

Day
12.69 152.70 (139.6- (141.65- (67.4- (265.25-
-114.05 Open
 26 Jun 2018 (Tue) -213 15:00 1498/-2412 - - (26502.60- 51.7 = 229 = 21.15 = 394.2 = 11
(-0.43%) <
12.71 26655.30) -87.90) 87.35) -46.25) 128.95) 4
PDL
26500PE 26500CE 26300PE 26300CE 26
-961.25 1300.00 -128.75 2095.00 5

12.8 -123.40 (134.55- (94.6- (53.15- (204.8- (
14.6
 27 Jun 2018 (Wed) 1098 15:00 1105/-4880 - - - (26575.80- 173 = 42.6 = 58.3 = 121 = 1
(0.05%)
13.27 26452.40) 38.45) -52.00) 5.15) -83.80) -2
26600PE 26600CE 26400PE 26400CE 26
-1145.00 230.00 3183.75

1532.50 3
13.74 -97.70 (88.85- (23.5- (189.1-
-25.3 (65-3.7 = (13
 28 Jun 2018 (Thu) 1493 15:00 1717/-4777 - - - (26364.30- 134.65 = 14.3 = 61.75 =
(-0.1%) -61.30) =-
13.7 26266.60) 45.80) -9.20) -127.35)
26400CE 26
26400PE 26200PE 26200CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-152.50 807.50 95.00 1106.25 5

13.46 -6.00 (196.4- (184.65- (116.9- (301.2- (1
-11.9
 29 Jun 2018 (Fri) 1516 15:00 2031/-291 - - - (26356.60- 202.5 = 152.35 = 113.1 = 256.95 = 7
(-0.05%)
13.01 26350.60) 6.10) -32.30) -3.80) -44.25) -2
26400PE 26400CE 26200PE 26200CE 26
-352.50 1171.25 -196.25 1388.75 8

13.28 -84.20 (170- (167.35- (87.8- (281- (8
0.25
 2 Jul 2018 (Mon) 2004 15:00 2895/-1493 - - - (26284.80- 184.1 = 120.5 = 95.65 = 225.45 = 5
(0%)
13.41 26200.60) 14.10) -46.85) 7.85) -55.55) -3
26300PE 26300CE 26100PE 26100CE 26
945.00 48.75 673.75 -213.75 1

13.53 12.50 (132.25- (164- (66- (291.1- (
-20.2
 3 Jul 2018 (Tue) 2492 15:00 2793/-396 - - - (26203.30- 94.45 = 162.05 = 39.05 = 299.65 = 7
(-0.08%)
13.04 26215.80) -37.80) -1.95) -26.95) 8.55) -
26200PE 26200CE 26000PE 26000CE 26
2160.00 -3010.00 -4672.50 -1

827.50
.
13.2 222.80 (104.55- (123.25- (250.25- (
45.15
r s
(39.6-6.5
e
th
 4 Jul 2018 (Wed) -2095 15:00 2354/-4113 - - - (26207.40- 18.15 = 243.65 = 437.15 = 1
o
(0.17%) = -33.10)
t h
12.68 26430.20) -86.40) 120.40) 186.90) 5
w i 26000PE
re
26200PE 26200CE 26000CE 26
h a
o n ot s1471.25 863.75 -353.75 1
D
. (26486.40-
Day 320.00
- use
12.47 33.40 (74.45- (58.2- (188.1- (
l
47.6 Open (13.1-0.3
a12.55
 5 Jul 2018 (Thu) 3436 15:00 3408/-238 - 15.6 = 23.65 = 202.25 = 0
r s o
(0.18%)
n >
26519.80) -58.85) -34.55)
= -12.80)
14.15) -
e
or p
PDH 26300PE
26500PE 26500CE 26300CE 26
t l y f
stric
is 12 JUL 2018, Net Profit: 10770, Average Day Profit: 2154
n t
cu me Expiry:
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (5
Exit Sell 1 Sell 1
PE CE
 PE CE
715.00 -21.25 552.50 -210.00 2

12.43 61.20 (175.8- (161.55- (96.45- (272- (
-75.75
 6 Jul 2018 (Fri) 1698 15:00 1798/-548 - - - (26467.60- 147.2 = 162.4 = 74.35 = 280.4 = 81
(-0.29%)
12.44 26528.80) -28.60) 0.85) -22.10) 8.40) -
26500PE 26500CE 26300PE 26300CE 26
1281.25 -308.75 751.25 -792.50 -1

Day
12.07 118.20 (167.35- (120- (79.35- (225- (
148.5 Open
 9 Jul 2018 (Mon) 2517 15:00 2597/-68 - - (26650.60- 116.1 = 132.35 = 49.3 = 256.7 = 53
(0.56%) >
12.4 26768.80) -51.25) 12.35) -30.05) 31.70) 0
PDH
26700PE 26700CE 26500PE 26500CE 26
1041.25 -632.50 476.25 -1155.00 -2

Day
11.95 73.30 (110.15- (112.25- (42.1- (238.8- (
91.25 Open
 10 Jul 2018 (Tue) 930 15:00 1157/-451 - - (26808.60- 68.5 = 137.55 = 23.05 = 285 = 51
(0.34%) >
12.35 26881.90) -41.65) 25.30) -19.05) 46.20) 1
PDH
26800PE 26800CE 26600PE 26600CE 27
-22.50 1040.00 1260.00 5

160.00
12.51 -34.10 (83.95- (111.4- (247.55- (
6.1 (28.4-22
 11 Jul 2018 (Wed) 2458 15:00 2701/-557 - - - (26841.30- 84.85 = 69.8 = 197.15 = 16
(0.02%) = -6.40)
12.75 26807.20) 0.90) -41.60) -50.40) -2
26600PE
26800PE 26800CE 26600CE 27
918.75 -276.25
1185.00 147.50 3
12.17 23.10 (71- (207.4-
121.3 (56-8.6 = (6.1-0.2 (13
 12 Jul 2018 (Thu) 3167 15:00 3411/-1697 - - - (27014.30- 34.25 = 218.45 =
(0.45%) -47.40) = -5.90) -1
12.58 27037.40) -36.75) 11.05)
27000PE 26800PE 27
27000CE 26800CE
Expiry: 19 JUL 2018, Net Profit: -6022, Average Day Profit: -1204
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-176.25 917.50 36.25 1061.25 6

12.4 -89.70 (172.85- (172.05- (93.2- (284.45- (
20.3
 13 Jul 2018 (Fri) 1981 15:00 2406/-173 - - - (27012.60- 179.9 = 135.35 = 91.75 = 242 = 6
(0.08%)
12.29 26922.90) 7.05) -36.70) -1.45) -42.45) -2
27000PE 27000CE 26800PE 26800CE 27
-1871.25 2002.50 -970.00 2905.00

11
12.47 -187.00 (138.2- (146.7- (64.4- (267-
-21.45 (7
 16 Jul 2018 (Mon) 153 15:00 1866/-223 - - - (26867.30- 213.05 = 66.6 = 103.2 = 150.8 =
(-0.08%) =-
12.96 26680.30) 74.85) -80.10) 38.80) -116.20)
27
26900PE 26900CE 26700PE 26700CE
1341.25 -3677.50
r
476.25
e s . (324.1-
-4472.50
th
-2
o
Stop 12.56 292.40 (75.9- (176.85- (29.05-
t h
-16.95 (79
 17 Jul 2018 (Tue) -5000 14:33 793/-10193 Loss - - (26712.60- 22.25 =
w i
323.95 = 10 = 503 =
re
(-0.06%) =
a
Hit 12.79 27005.00) -53.65) 147.10) -19.05) 178.90)
h
ot s
26
26700PE 26700CE 26500PE 26500CE
o n
s e. D
lu
-4445.00 1857.50 -2140.00 3725.00 7
99.25na
Day
o
Stop 12.74 -254.40 (109.55- (93.8- (34.95- (208.25- (3
e r s Open
or p
 18 Jul 2018 (Wed) -5000 12:21 1278/-6980 Loss - (27155.90- 287.35 = 19.5 = 120.55 = 59.25 =
(0.37%) >
t l y f Hit 13.7
PDH
26901.50) 177.80) -74.30) 85.60) -149.00) -2
stric
27200PE 27200CE 27000PE 27000CE 27
n t is
cu me -1405.00 1926.25 232.50 4055.00
3
d o 13.51 -130.30 (66.95- (77.45- (12.85- (211.6-
This
79.3 (1
 19 Jul 2018 (Thu) 1844 15:00 4108/-227 - - - (26894.20- 123.15 = 0.4 = 3.55 = 49.4 =
(0.3%) =-
13.65 26763.90) 56.20) -77.05) -9.30) -162.20)
27
26900PE 26900CE 26700PE 26700CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
891.25 -1037.50 -1380.00 -8

662.50
13.59 119.10 (159.5- (226.65- (357.2-
-25.25 (98-71.5
 20 Jul 2018 (Fri) -573 15:00 1046/-2012 - - - (26777.10- 123.85 = 268.15 = 412.4 = 15
(-0.09%) = -26.50)
13.47 26896.20) -35.65) 41.50) 55.20) 3
26600PE
26800PE 26800CE 26600CE 27
1698.75 -810.00 1163.75 -1487.50 -4

Day
13.51 131.50 (151.85- (192.85- (88.5- (319.2- (1
-171.9 Open
 23 Jul 2018 (Mon) 2074 15:00 3152/-191 - - (26862.70- 83.9 = 225.25 = 41.95 = 378.7 = 1
(-0.64%) <
12.94 26994.20) -67.95) 32.40) -46.55) 59.50) 1
PDL
26900PE 26900CE 26700PE 26700CE 27
-1282.50 1772.50 -567.50 2598.75 9

12.5 -124.90 (101.35- (158.8- (44.2- (295.5- (7
-24
 24 Jul 2018 (Tue) 1287 15:00 1961/-2635 - - - (27091.50- 152.65 = 87.9 = 66.9 = 191.55 = 3
(-0.09%)
12.51 26966.60) 51.30) -70.90) 22.70) -103.95) -3
27100PE 27100CE 26900PE 26900CE 27
743.75 117.50 -195.00 3

385.00
12.64 39.70 (89.65- (137- (275.9- (
18.15 (35.4-20
 25 Jul 2018 (Wed) 2313 15:00 2703/-390 - - - (27010.30- 59.9 = 132.3 = 283.7 = 4
(0.07%) = -15.40)
12.27 27050.00) -29.75) -4.70) 7.80) -1
26800PE
27000PE 27000CE 26800CE 27
-3852.50 290.00 -5277.50 -1

1492.50
12.26 210.50 (83.35- (11.75- (220.95- (
23.4 (60-0.3 =
 26 Jul 2018 (Thu) -4012 15:00 169/-3366 - - - (27114.10- 237.45 = 0.15 = 432.05 = 5
(0.09%) -59.70)
12.1 27324.60) 154.10) -11.60) 211.10) 4
27100PE
27100CE 26900PE 26900CE 27
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1771.25 -1358.75
r
1211.25
e s . -2022.50 -9
th
Day
o
12.39 143.40 (201.4- (182.55- (117.15- (290- (1
t h
91.4 Open
 27 Jul 2018 (Fri) 767 15:00 1918/-528 - - (27513.70- 130.55 =
w i
236.9 = 68.7 = 370.9 = 13
re
(0.33%) >
a
12.22 27657.10) -70.85) 54.35) -48.45) 80.90) 3
h
ot s
PDH
27500PE 27500CE 27300PE 27300CE 27
o n
s e. D
lu
2602.50 -1083.75 1853.75 -1870.00 -4
133.25na
Day
o
12.93 79.10 (232.05- (104.1- (134.75- (199- (4
e r s Open
or p
 30 Jul 2018 (Mon) 4002 15:00 4393/-2412 - - (27763.20- 127.95 = 147.45 = 60.6 = 273.8 = 6
(0.48%) >
t l y f 12.6
PDH
27842.30) -104.10) 43.35) -74.15) 74.80) 1
stric
27800PE 27800CE 27600PE 27600CE 28
n t is
cu me 757.50 -301.25 458.75 -526.25 -8
d o 12.75 -25.10 (166.6- (103.1- (80.7- (208.95- (
is
-45.4
Th
 31 Jul 2018 (Tue) 1041 15:00 1358/-1108 - - - (27757.80- 136.3 = 115.15 = 62.35 = 230 = 4
(-0.16%)
12.5 27732.70) -30.30) 12.05) -18.35) 21.05) 3
27800PE 27800CE 27600PE 27600CE 28
-610.00 1612.50 -92.50 2198.75 7

12.49 -132.90 (137.5- (110.65- (60.6- (223.45- (
-79.35
 1 Aug 2018 (Wed) 2391 15:00 3357/-2075 - - - (27762.10- 161.9 = 46.15 = 64.3 = 135.5 = 1
(-0.29%)
12.55 27629.20) 24.40) -64.50) 3.70) -87.95) -2
27800PE 27800CE 27600PE 27600CE 28
-815.00 1267.50 443.75 2853.75

Day 1
12.69 -77.20 (90.75- (51.15- (20.55- (168.5-
-127.1 Open (7.
 2 Aug 2018 (Thu) 1741 15:00 2693/-748 - - (27453.10- 123.35 = 0.45 = 2.8 = 54.35 =
(-0.46%) < =
12.56 27375.90) 32.60) -50.70) -17.75) -114.15)
PDL 27
27500PE 27500CE 27300PE 27300CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2298.75 -2566.25 1395.00 -3490.00

-16
12.36 192.60 (156- (180.65- (86.05- (306.35-
116 (90
 3 Aug 2018 (Fri) -812 15:00 1123/-1715 - - - (27489.20- 64.05 = 283.3 = 30.25 = 445.95 =
(0.42%) =
12.09 27681.80) -91.95) 102.65) -55.80) 139.60)
27
27500PE 27500CE 27300PE 27300CE
560.00 -401.25 171.25 -827.50 -1

Day
12.17 20.50 (141.4- (123.65- (64.7- (239.5- (
74.05 Open
 6 Aug 2018 (Mon) 214 15:00 866/-746 - - (27865.80- 119 = 139.7 = 57.85 = 272.6 = 57
(0.27%) >
12.61 27886.30) -22.40) 16.05) -6.85) 33.10) 4
PDH
27900PE 27900CE 27700PE 27700CE 28
776.25 -243.75 455.00 -625.00 4

12.72 57.70 (101.95- (173.55- (47.65- (315.4- (7
74.45
 7 Aug 2018 (Tue) 1420 15:00 1707/0 - - - (27836.30- 70.9 = 183.3 = 29.45 = 340.4 = 7
(0.27%)
12.57 27894.00) -31.05) 9.75) -18.20) 25.00) -
27800PE 27800CE 27600PE 27600CE 28
1696.25 -1116.25 778.75 -2031.25 -2

12.74 137.00 (107.8- (104.7- (43.7- (234.8- (3
54.65
 8 Aug 2018 (Wed) 1708 15:00 2621/-2124 - - - (27862.70- 39.95 = 149.35 = 12.55 = 316.05 = 41
(0.2%)
12.58 27999.70) -67.85) 44.65) -31.15) 81.25) 1
27900PE 27900CE 27700PE 27700CE 28
-1010.00 245.00 -2800.00

Day 1792.50 8
12.67 112.00 (42.7- (10.05- (165.9-
111.2 Open (72.9-1.2 (3.
 9 Aug 2018 (Thu) 1551 15:00 1748/-50 - - (28186.30- 83.1 = 0.25 = 277.9 =
(0.4%) > = -71.70) -
12.69 28298.30) 40.40) -9.80) 112.00)
.
PDH 28200PE 28
28200CE
e r
28000PE
s 28000CE
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN (5
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me -761.25 1220.00 -468.75 1521.25 7
d o 12.71 -95.30 (144.45- (170.05- (74.3- (296.6- (
is
28.95
Th
 10 Aug 2018 (Fri) 974 15:00 1408/-1678 - - - (28220.50- 174.9 = 121.25 = 93.05 = 235.75 = 5
(0.1%)
12.87 28125.20) 30.45) -48.80) 18.75) -60.85) -3
28200PE 28200CE 28000PE 28000CE 28
-768.75 1561.25 -220.00 2185.00 8

Day
13.17 -83.90 (135.85- (163.3- (76.9- (299- (7
-363.45 Open
 13 Aug 2018 (Mon) 1798 15:00 2351/-648 - - (27852.60- 166.6 = 100.85 = 85.7 = 211.6 = 3
(-1.29%) <
13.43 27768.70) 30.75) -62.45) 8.80) -87.40) -3
PDL
27900PE 27900CE 27700PE 27700CE 28
815.00 -436.25 455.00 -731.25 -8

12.99 55.00 (78.5- (154- (32.6- (303- (5
70
 14 Aug 2018 (Tue) 1097 15:00 1482/-716 - - - (27935.30- 45.9 = 171.45 = 14.4 = 332.25 = 63
(0.25%)
13.32 27990.30) -32.60) 17.45) -18.20) 29.25) 3
27900PE 27900CE 27700PE 27700CE 28
2115.00 1372.50
Day 780.00 101.25 3
13.42 -27.10 (101.9- (264.65-
-185.55 Open (37-5.8 = (4.2-0.15 (15
 16 Aug 2018 (Thu) 4097 15:00 4274/-2903 - - (27840.80- 17.3 = 209.75 =
(-0.66%) < -31.20) = -4.05) -1
13.64 27813.70) -84.60) -54.90)
PDL 27800PE 27600PE 28
27800CE 27600CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1422.50 603.75 -2026.25 -8

1150.00
13.13 108.80 (192.1- (70.85- (320.4- (1
165.2 (136-90
 17 Aug 2018 (Fri) -710 15:00 722/-1601 - - - (28022.40- 249 = 46.7 = 401.45 = 13
(0.59%) = -46.00)
13.25 28131.20) 56.90) -24.15) 81.05) 3
28000PE
28000CE 27800PE 27800CE 28
-18.75 176.25 -12.50 120.00 1

13.13 9.70 (112.55- (145.05- (50.8- (275.6- (
43.1
 20 Aug 2018 (Mon) 250 15:00 753/-303 - - - (28272.00- 113.3 = 138 = 51.3 = 270.8 = 5
(0.15%)
13.03 28281.70) 0.75) -7.05) 0.50) -4.80) -
28300PE 28300CE 28100PE 28100CE 28
290.00 913.75 328.75 963.75

5
12.85 36.10 (79.15- (164- (32.75- (309.65-
21.6 (6
 21 Aug 2018 (Tue) 3014 15:00 3526/0 - - - (28235.30- 67.55 = 127.45 = 19.6 = 271.1 =
(0.08%) =-
12.92 28271.40) -11.60) -36.55) -13.15) -38.55)
28
28200PE 28200CE 28000PE 28000CE
-2787.50 1811.25 5030.00 2

Day -72.50
12.97 -207.30 (46.2- (72.65- (219.5- (
64.05 Open (3.4-6.3
 23 Aug 2018 (Thu) -387 15:00 943/-333 - - (28232.10- 157.7 = 0.2 = 18.3 = 0
(0.23%) > = 2.90)
12.76 28024.80) 111.50) -72.45) -201.20) -1
.
PDH 28000PE
28200PE 28200CE
e r s 28000CE 28
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN (5
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me Day
-2013.75 2227.50 -1237.50 3123.75
13
d o 11.74 -155.40 (136.95- (209.5- (78.5- (347.3-
This
-73.65 Open (11
 24 Aug 2018 (Fri) 791 15:00 1167/-1927 - - (27980.60- 217.5 = 120.4 = 128 = 222.35 =
(-0.26%) < =-
12.45 27825.20) 80.55) -89.10) 49.50) -124.95)
PDL 28
28000PE 28000CE 27800PE 27800CE
-721.25 228.75 -1085.00 -2

595.00
11.66 153.80 (182.9- (38.95- (324.45- (
136.55 (90.8-67
 27 Aug 2018 (Mon) -277 15:00 604/-1446 - - - (28097.40- 211.75 = 29.8 = 367.85 = 10
(0.49%) = -23.80)
12.23 28251.20) 28.85) -9.15) 43.40) 1
28100PE
28100CE 27900PE 27900CE 28
-1300.00 1585.00 -727.50 2183.75 8

Day
12.23 -104.90 (83.85- (158.85- (32.4- (299.05- (7
115.7 Open
 28 Aug 2018 (Tue) 529 15:00 1152/-1208 - - (28336.70- 135.85 = 95.45 = 61.5 = 211.7 = 3
(0.41%) >
12.44 28231.80) 52.00) -63.40) 29.10) -87.35) -3
PDH
28300PE 28300CE 28100PE 28100CE 28
-1748.75 538.75 -2495.00 -7

1230.00
12.16 117.20 (135.6- (36.6- (279.2- (
-36.25 (88.2-39
 29 Aug 2018 (Wed) -957 15:00 567/-2828 - - - (28209.20- 205.55 = 15.05 = 379 = 7
(-0.13%) = -49.20)
12.43 28326.40) 69.95) -21.55) 99.80) 3
28200PE
28200CE 28000PE 28000CE 28
-80.00 1561.25 2367.50 2

297.50
12.03 -111.70 (70.65- (65.7- (199.5- (1
9.6 (13.2-1.3
 30 Aug 2018 (Thu) 2800 15:00 1433/0 - - - (28134.60- 73.85 = 3.25 = 104.8 = 0
(0.03%) = -11.90)
12.44 28022.90) 3.20) -62.45) -94.70) -1
27900PE
28100PE 28100CE 27900CE 28
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
226.25 435.00 296.25 561.25 2

12.39 38.10 (117.95- (255.5- (66.85- (404.6-
-105.25
 31 Aug 2018 (Fri) 1928 15:00 3186/-1013 - - - (28003.00- 108.9 = 238.1 = 55 = 382.15 = 13
(-0.37%)
12.6 28041.10) -9.05) -17.40) -11.85) -22.45) -
28000PE 28000CE 27800PE 27800CE 28
-567.50 1720.00 -181.25 2315.00

Day 11
12.69 -144.35 (115.75- (206.95- (55.05- (347.5-
137.7 Open (11
 3 Sep 2018 (Mon) 3343 15:00 3537/-45 - - (28037.35- 138.45 = 138.15 = 62.3 = 254.9 =
(0.49%) > =-
13.23 27893.00) 22.70) -68.80) 7.25) -92.60)
PDH 28
28000PE 28000CE 27800PE 27800CE
-6056.25 3258.75 -3838.75 5560.00 14

Stop 13.63 -339.45 (102.9- (153.55- (43.25- (288.75- (6
26.05
 4 Sep 2018 (Tue) -5000 14:32 2438/-6884 Loss - - (27762.60- 345.15 = 23.2 = 196.8 = 66.35 = 1
(0.09%)
Hit 13.8 27423.15) 242.25) -130.35) 153.55) -222.40) -5
27800PE 27800CE 27600PE 27600CE 28
-5001.25 2916.25 -2598.75 5412.50

10
.
Stop 13.67 -218.95 (100.35- (132.75- (43.6- (265.85-
-21.45
e r s (4
th
 5 Sep 2018 (Wed) -5000 12:53 2395/-5582 Loss - - (27500.50- 300.4 = 16.1 = 147.55 = 49.35 =
o
(-0.08%) =-
t h
Hit 13.82 27281.55) 200.05) -116.65) 103.95) -216.50)
w i 27
re
27500PE 27500CE 27300PE 27300CE
h a
o n ot s1308.75 -120.00 150.00 -1418.75
D
. (27433.50-
3
- use-
13.36 58.10 (53.15- (83.55- (6.25- (228-
l
88.2 (1
a13.67
 6 Sep 2018 (Thu) 2433 15:00 3133/-4 - 0.8 = 88.35 = 0.25 = 284.75 =
r o
(0.32%)
s n 27491.60) -52.35) 4.80) -6.00) 56.75)
=-
e
or p
27
27400PE 27400CE 27200PE 27200CE
t l y f
stric
isExpiry: 12 SEP 2018, Net Profit: 1210, Average Day Profit: 302
n t
cu me
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (5
Exit Sell 1 Sell 1
PE CE
 PE CE
2643.75 -3056.25 1597.50 -3823.75 -17

13.91 200.95 (173.25- (194.15- (99.75- (324.05- (1
-29.45
 7 Sep 2018 (Fri) -583 15:00 2159/-655 - - - (27280.20- 67.5 = 316.4 = 35.85 = 477 = 1
(-0.11%)
13.76 27481.15) -105.75) 122.25) -63.90) 152.95) 7
27300PE 27300CE 27100PE 27100CE 275
-927.50 1515.00 -315.00 2236.25 73

14.07 -147.70 (151- (142.6- (79.7- (266.8- (6
-86.25
 10 Sep 2018 (Mon) 1447 15:00 1982/-1173 - - - (27372.05- 188.1 = 82 = 92.3 = 177.35 = 32
(-0.31%)
15.12 27224.35) 37.10) -60.60) 12.60) -89.45) -2
27400PE 27400CE 27200PE 27200CE 276
-5108.75 3083.75 -2867.50 5476.25 12

Stop 15.21 -392.00 (102.35- (139.2- (41.25- (274.1- (5
93.45
 11 Sep 2018 (Tue) -5000 14:58 3438/-6686 Loss - - (27232.15- 306.7 = 15.85 = 155.95 = 55.05 = 5
(0.34%)
Hit 15.4 26840.15) 204.35) -123.35) 114.70) -219.05) -5
27200PE 27200CE 27000PE 27000CE 274
1810.00 1601.25 423.75 211.25

40
15.23 25.15 (84.15- (80.55- (17.25- (204.05-
87.65 (16
 12 Sep 2018 (Wed) 5346 15:00 5606/-1520 - - - (26785.00- 11.75 = 16.5 = 0.3 = 195.6 =
(0.33%) =-
14.27 26810.15) -72.40) -64.05) -16.95) -8.45)
270
26800PE 26800CE 26600PE 26600CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1307.50 -420.00 798.75 -1

Day -875.00
13.51 79.60 (184.9- (171.65- (102.65- (
240.65 Open (280-315
 14 Sep 2018 (Fri) 1895 15:00 2320/-318 - - (27063.65- 132.6 = 188.45 = 70.7 = 10
(0.9%) > = 35.00)
13.99 27143.25) -52.30) 16.80) -31.95)
PDH 26900CE
27100PE 27100CE 26900PE 27
-266.25 241.25 -131.25 497.50 1

13.98 -59.35 (148.95- (131.65- (80.1- (259.85- (5
-161.25
 17 Sep 2018 (Mon) -249 15:00 399/-2632 - - - (26868.60- 159.6 = 122 = 85.35 = 239.95 = 5
(-0.59%)
14.48 26809.25) 10.65) -9.65) 5.25) -19.90) -
26900PE 26900CE 26700PE 26700CE 27
-4811.25 3746.25 -2627.50 6158.75 17

13.95 -317.75 (88.6- (171.55- (38.5- (320.55- (7
-63.3
 18 Sep 2018 (Tue) -2917 15:00 2187/-4408 - - - (26820.75- 281.05 = 21.7 = 143.6 = 74.2 =
(-0.24%)
14.39 26503.00) 192.45) -149.85) 105.10) -246.35) -6
26800PE 26800CE 26600PE 26600CE 27
-1583.75 1531.25
e r s .
431.25 3790.00 2
h
h ot
14.16 -148.35 (102.5- (61.75- (24.7- (175- (
90.55
it
 19 Sep 2018 (Wed) 1251 15:00 3172/-1367 - - - (26459.20- 165.85 = 0.5 = 7.45 = 23.4 = 0
w
(0.34%)
14.15 26310.85)
h a r e
63.35) -61.25) -17.25) -151.60) -
ot s
26500PE 26500CE 26300PE 26300CE 26
o n
s e. D
al u
o n
rs
or pe
t
icMax ly f BN (3) BN (4) BN
Exit str
(2) BN
MTM BN Gap India Prev Spot (1) BN Sell 1 Sell 1
Include Date
n
Profit
t is Profit/Loss Exit Up/Down VIX Day Change Sell 1 Lot
Sell 1
Lot Lot
u m e Time
 Type   H/L  ATM PE
Lot ATM
ATM-200 ATM-200 A
d oc 
CE
PE CE
T h i s
-11736.25 7102.50 -9560.00 9331.25
Stop 13.6 -752.10 (105.1- (340- (59.75- (489-
53.7
 21 Sep 2018 (Fri) -5000 13:05 6313/-23946 Loss - - (26329.05- 574.55 = 55.9 = 442.15 = 115.75 =
(0.2%)
Hit 15.8 25576.95) 469.45) -284.10) 382.40) -373.25)
26300PE 26300CE 26100PE 26100CE 2
-2822.50 4597.50 -2020.00 5216.25

15.98 -354.55 (251.9- (319.9- (181.1- (440-
48.15
 24 Sep 2018 (Mon) 3281 15:00 5139/-2737 - - - (25446.35- 364.8 = 136 = 261.9 = 231.35 =
(0.19%)
16.88 25091.80) 112.90) -183.90) 80.80) -208.65)
25400PE 25400CE 25200PE 25200CE 2
3168.75 -5647.50 2198.75 -6265.00 -

Stop 17.76 419.30 (252- (253.85- (177- (379.4-
-22.65
 25 Sep 2018 (Tue) -5000 10:58 3906/-7711 Loss - - (24802.75- 125.25 = 479.75 = 89.05 = 630 =
(-0.09%)
Hit 17.07 25222.05) -126.75) 225.90) -87.95) 250.60)
24800PE 24800CE 24600PE 24600CE 2
990.00 2043.75 898.75 2038.75

Day
16.18 -14.45 (198.5- (210.2- (119.95- (334.45-
194.75 Open
 26 Sep 2018 (Wed) 7280 15:00 7902/-853 - - (25410.85- 158.9 = 128.45 = 84 = 252.9 =
(0.77%) >
17.25 25396.40) -39.60) -81.75) -35.95) -81.55)
PDH
25400PE 25400CE 25200PE 25200CE 2
-4013.75 1631.25 -1988.75 3890.00

Stop 16.61 -287.80 (151.5- (75.85- (68.4- (192.75-
65.8
 27 Sep 2018 (Thu) -5000 12:45 2700/-8481 Loss - - (25354.35- 312.05 = 10.6 = 147.95 = 37.15 =
(0.26%)
Hit 16.88 25066.55) 160.55) -65.25) 79.55) -155.60)
25400PE 25400CE 25200PE 25200CE 2
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-577.50 -1481.25 -572.50 -1532.50 -1

Stop 16.55 -246.20 (196.85- (287.95- (138.65- (427.9- (1
93.65
 28 Sep 2018 (Fri) -5000 11:44 487/-6032 Loss - - (25205.00- 219.95 = 347.2 = 161.55 = 489.2 = 22
(0.37%)
Hit 17.43 24958.80) 23.10) 59.25) 22.90) 61.30) 5
25200PE 25200CE 25000PE 25000CE 25
5045.00 -4560.00 3756.25 -5045.00 -3

17.5 421.20 (264.3- (304.3- (189.1- (418.2- (2
-175.95
 1 Oct 2018 (Mon) 1598 15:00 4810/-1451 - - - (24852.90- 62.5 = 486.7 = 38.85 = 620 = 33
(-0.7%)
17.22 25274.10) -201.80) 182.40) -150.25) 201.80) 1
24900PE 24900CE 24700PE 24700CE 25
-690.00 3132.50
r
265.00
e s . (287.3-
4101.25 18
17.83 -131.50 (175.45- (171.9-
h o th
(99.65- (8
t
-76.45
 3 Oct 2018 (Wed) 6133 15:00 6992/-652 - - - (25205.65- 203.05 =
w i
46.6 = 89.05 = 123.25 = 1
re
(-0.3%)
a
18.1 25074.15) 27.60) -125.30) -10.60) -164.05) -7
h
ot s
25200PE 25200CE 25000PE 25000CE 25
o n
s e. D
lu
1832.50 291.25 -1076.25 6
-334.75na
Day 510.00
o
18.91 113.15 (76.05- (115.25- (254.75- (
e r s Open (20.9-0.5
or p
 4 Oct 2018 (Thu) 4586 15:00 5827/-639 - - (24726.65- 2.75 = 103.6 = 297.8 = 4
(-1.34%) < = -20.40)
t l y f 18.67
PDL
24839.80) -73.30) -11.65)
24500PE
43.05) -2
stric
24700PE 24700CE 24500CE 24
n t is
cu me
d o Expiry: 11 OCT 2018, Net Profit: 10744, Average Day Profit: 2148
Th is
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
840.00 1717.50 940.00 1997.50 1

19.55 56.55 (333.6- (374.7- (256.75- (495.5-
-77.65
 5 Oct 2018 (Fri) 4638 15:00 8482/0 - - - (24774.15- 300 = 306 = 219.15 = 415.6 =
(-0.31%)
18.99 24830.70) -33.60) -68.70) -37.60) -79.90)
24800PE 24800CE 24600PE 24600CE 2
438.75 552.50 356.25

700.00
20.13 -13.95 (252.55- (230.65- (359- (
27.3 (318-290
 8 Oct 2018 (Mon) 1915 15:00 3743/-1748 - - - (24453.10- 235 = 208.55 = 344.75 = 1
(0.11%) = -28.00)
20.92 24439.15) -17.55) -22.10) -14.25)
24500PE
24500CE 24300PE 24300CE 2
-377.50 1530.00 -36.25 1756.25 1

20.06 -77.40 (262- (215.65- (176.6- (325.25-
85.3
 9 Oct 2018 (Tue) 3504 15:00 5757/-160 - - - (24674.35- 277.1 = 154.45 = 178.05 = 255 =
(0.35%)
19.56 24596.95) 15.10) -61.20) 1.45) -70.25)
24700PE 24700CE 24500PE 24500CE 2
3932.50 -5807.50 2442.50 -7318.75 -4

Stop 19.26 716.20 (209.7- (157.7- (125.6- (269.25-
68.95
 10 Oct 2018 (Wed) -5000 11:13 1760/-22516 Loss - - (24623.90- 52.4 = 390 = 27.9 = 562 = 2
(0.28%)
Hit 17.91 25340.10) -157.30) 232.30) -97.70) 292.75) 1
24600PE 24600CE 24400PE 24400CE 2
850.00 -578.75
Day
19.94 145.40 (35.65- (135.8-
-779.95 Open
 11 Oct 2018 (Thu) 5687 15:00 6568/-4301 - - (24594.05- 1.65 = 158.95 = NA NA
(-3.08%) <
20.44 24739.45) -34.00) 23.15)
PDL
24600PE 24600CE 2
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
1465.00 -3963.75 981.25 -4621.25 -

Day
Stop 18.91 202.40 (275.05- (291.4- (196.85- (405.1- (
218 Open
 12 Oct 2018 (Fri) -5000 10:12 1657/-5027 Loss - (25184.30- 216.45 = 449.95 = 157.6 = 589.95 = 3
(0.88%) >
Hit 18.58 25386.70) -58.60) 158.55) -39.25) 184.85)
PDH
25200PE 25200CE 25000PE 25000CE 2
3093.75 -831.25
r s
2483.75
e . -1703.75
19.25 132.25 (323-
o
(199.9-
h th(228.6- (291.85-
t
48.15
 15 Oct 2018 (Mon) 4123 15:00 4777/-229 - - - (25260.45- 199.25 =
w i
233.15 = 129.25 = 360 =
re
(0.19%)
a
18.96 25392.70) -123.75) 33.25) -99.35) 68.15)
h
ot s
25300PE 25300CE 25100PE 25100CE 2
o n
s e. D
a u
l18.52
2473.75
-1125.00
1717.50 -2096.25
r s o
26.15n 137.70 (167-
(211-256
(100.75- (335.15- (
 16 Oct 2018 (Tue) 3329 15:00 3778/-1691
r
-
pe (0.1%)
- - (25444.85- 68.05 =
= 45.00)
32.05 = 419 =
f o 17.5 25582.55) -98.95) -68.70) 83.85)
tly
25400CE
s t r i c 25400PE 25200PE 25200CE 2
n t i s
me
cu -20081 15:00 1291/-4393 - 249.45 16.38
-8900.00 1455.00 -6188.75 3852.50
Day
d
 17 Octs2018
o(Wed) -461.95 (139.5- (58.35- (46.1- (154.3-
i
Open
T h (0.97%)
-
17.72
>
PDH
(25861.20-
25399.25)
495.5 =
356.00)
0.15 =
-58.20)
293.65 =
247.55)
0.2 =
-154.10)
25900PE 25900CE 25700PE 25700CE 2
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-71.25 483.75 108.75 538.75

Day 5
18.73 -41.45 (321.7- (266.05- (239.35- (377.8-
-222.1 Open (1
 19 Oct 2018 (Fri) 1681 15:00 2512/-2501 - - (25065.30- 324.55 = 246.7 = 235 = 356.25 =
(-0.88%) < =-
19.96 25023.85) 2.85) -19.35) -4.35) -21.55)
PDL 25
25100PE 25100CE 24900PE 24900CE
-681.25 1516.25 -337.50 1928.75 12

Day
19.87 -149.20 (309.6- (209.95- (217.65- (317.1- (1
398.45 Open
 22 Oct 2018 (Mon) 1981 15:00 3895/-1023 - - (25275.35- 336.85 = 149.3 = 231.15 = 239.95 = 8
(1.59%) >
20.77 25126.15) 27.25) -60.65) 13.50) -77.15) -4
PDH
25300PE 25300CE 25100PE 25100CE 25
-591.25 1632.50 -230.00 2108.75 10

Day
21.12 -82.50 (248.35- (208.3- (168.15- (325.15- (1
-291.7 Open
 23 Oct 2018 (Tue) 2620 15:00 4453/-517 - - (24966.25- 272 = 143 = 177.35 = 240.8 = 7
(-1.16%) <
19.37 24883.75) 23.65) -65.30) 9.20) -84.35) -4
PDL
25000PE 25000CE 24800PE 24800CE 25
-5626.25 3197.50 -4053.75 4767.50

Day 18
Stop 18.71 -158.35 (151.5- (181- (81.45- (300.8-
340.25 Open (98
 24 Oct 2018 (Wed) -5000 14:03 2622/-6317 Loss - (25224.80- 376.55 = 53.1 = 243.6 = 110.1 =
(1.36%) > =-
Hit 19.17 25066.45) 225.05) -127.90) 162.15) -190.70)
PDH 25
25200PE 25200CE 25000PE 25000CE
146.25 3610.00 755.00 4555.00

16
19.93 -146.65 (109.75- (161.4- (47.1- (295.65-
-222.7 (6
 25 Oct 2018 (Thu) 8916 15:00 9780/-121 - - - (24935.10- 103.9 = 17 = 16.9 = 113.45 =
(-0.89%) =-
18.75 24788.45) -5.85) -144.40) -30.20) -182.20)
25
24900PE 24900CE 24700PE 24700CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-2453.75 3000.00
r
-1713.75
e s . 3762.50 23
20.42 -235.00 (286.85- (305-185
h o th
(205.85- (420-
t
-45.6
 26 Oct 2018 (Fri) 1530 15:00 3617/-329 - - - (24719.75- 385 =
w i = 274.4 = 269.5 = 11
re
(-0.18%)
a
18.94 24484.75) 98.15) -120.00) 68.55) -150.50) -9
h
ot s
24700PE 24700CE 24500PE 24500CE 24
o n
s e. D
lu
5296.25 -6432.50 3875.00 -7707.50 -4
226.9na
o
20.77 417.10 (310- (218.7- (213.35- (319.7- (1
e r s
or p
 29 Oct 2018 (Mon) -3327 15:00 2167/-4063 - - - (24452.25- 98.15 = 476 = 58.35 = 628 = 33
(0.93%)
t l y f 19.91 24869.35) -211.85) 257.30) -155.00) 308.30) 1
stric
24500PE 24500CE 24300PE 24300CE 24
n t is
cu me -2287.50 3092.50 -1436.25 3970.00 21
d o 19.91 -151.80 (180.65- (250.95- (112.9- (378.3- (1
is
-34.95
Th
 30 Oct 2018 (Tue) 2405 15:00 3713/-1557 - - - (24931.05- 272.15 = 127.25 = 170.35 = 219.5 = 6
(-0.14%)
20.64 24779.25) 91.50) -123.70) 57.45) -158.80) -8
24900PE 24900CE 24700PE 24700CE 25
4022.50 -4012.50 2415.00 -5730.00 -2

21.06 363.75 (195.35- (196.1- (115- (309.55- (1
16.05
 31 Oct 2018 (Wed) -798 15:00 4503/-3171 - - - (24760.25- 34.45 = 356.6 = 18.4 = 538.75 = 2
(0.06%)
19.77 25124.00) -160.90) 160.50) -96.60) 229.20) 1
24800PE 24800CE 24600PE 24600CE 25
2527.50 -662.50 -2598.75

Day 762.50 6
19.5 126.05 (102.7- (98.45- (213.7-
131.95 Open (30.8-0.3 (2
 1 Nov 2018 (Thu) 4915 15:00 3456/-417 - - (25217.40- 1.6 = 124.95 = 317.65 =
(0.52%) > = -30.50) =-
19.21 25343.45) -101.10) 26.50) 103.95)
PDH 25000PE 25
25200PE 25200CE 25000CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1855.00 -1175.00 1350.00 -1700.00 -8

Day
18.24 165.30 (218- (172.65- (131.1- (279.95- (9
221.7 Open
 2 Nov 2018 (Fri) 1598 15:00 2462/-2310 - - (25561.80- 143.8 = 219.65 = 77.1 = 347.95 = 12
(0.88%) >
18.15 25727.10) -74.20) 47.00) -54.00) 68.00) 3
PDH
25600PE 25600CE 25400PE 25400CE 25
1847.50 -326.25 1212.50 -878.75 4

19.17 43.30 (160.2- (138.75- (78.7- (252- (6
29.9
 5 Nov 2018 (Mon) 3886 15:00 4655/-110 - - - (25608.75- 86.3 = 151.8 = 30.2 = 287.15 = 6
(0.12%)
19.73 25652.05) -73.90) 13.05) -48.50) 35.15) -
25600PE 25600CE 25400PE 25400CE 25
-3347.50 2516.25 -120.00 5860.00

5
18.4 -228.35 (54.6- (100.95- (10.15- (244.7-
15.2 (22
 6 Nov 2018 (Tue) 25 15:00 3986/-2197 - - - (25839.85- 188.5 = 0.3 = 14.95 = 10.3 =
(0.06%) =-
18.93 25611.50) 133.90) -100.65) 4.80) -234.40)
26
25800PE 25800CE 25600PE 25600CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1907.50 -1148.75
e r s . (312.45-
-1510.00 -7
th
1450.00
o
18.12 120.75 (252.3- (200.75- (1
t h
5.05 (165-107
 9 Nov 2018 (Fri) 1571 15:00 2181/-53 - - - (25668.40- 176 =
w i
246.7 = 372.85 = 1
re
(0.02%) = -58.00)
a
17.83 25789.15) -76.30) 45.95) 60.40) 3
h
ot s
25500PE
25700PE 25700CE 25500CE 25
o n
s e. D
lu
-3578.75 3218.75 -2400.00 4475.00 19
45.15na
o
17.81 -265.20 (167- (217.3- (98.3- (345-166 (1
e r s
or p
 12 Nov 2018 (Mon) -582 15:00 1555/-1512 - - - (25848.85- 310.15 = 88.55 = 194.3 = = 4
(0.18%)
t l y f 19.29 25583.65) 143.15) -128.75) 96.00) -179.00) -7
stric
25800PE 25800CE 25600PE 25600CE 26
n t is
cu me Day
2877.50 -4825.00 1548.75 -6225.00 -3
d o Stop 19.07 285.60 (159.65- (187.05- (86.25- (309.05- (1
is
-117.75 Open
Th
 13 Nov 2018 (Tue) -5000 14:23 1658/-5742 Loss - (25417.05- 44.55 = 380.05 = 24.3 = 558.05 = 2
(-0.46%) <
Hit 18.81 25702.65) -115.10) 193.00) -61.95) 249.00) 1
PDL
25400PE 25400CE 25200PE 25200CE 25
93.75 -601.25 3
Day 1375.00 687.50
17.87 34.50 (141.5- (270- (6
183.8 Open (115-60 (50-22.5
 14 Nov 2018 (Wed) 3542 15:00 4101/-1061 - - (25926.10- 137.75 = 294.05 = 4
(0.71%) > = -55.00) = -27.50)
18.73 25960.60) -3.75) 24.05) -1
PDH 25900PE 25700PE
25900CE 25700CE 26
-1846.25 623.75 -3976.25 1

2463.75
18.38 177.70 (58.55- (25.05- (173.8- (
16.05 (99-0.45
 15 Nov 2018 (Thu) 2219 15:00 3440/-1186 - - - (25987.15- 132.4 = 0.1 = 332.85 = 5
(0.06%) = -98.55)
18.3 26164.85) 73.85) -24.95) 159.05) -
26000PE
26000CE 25800PE 25800CE 26
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
223.75 -311.25 -508.75 -2

Day 0.00
17.88 29.30 (212.95- (218.15- (334.3- (1
50.6 Open (132-132
 16 Nov 2018 (Fri) -238 15:00 106/-1692 - - (26199.75- 204 = 230.6 = 354.65 = 13
(0.19%) > = 0.00)
18.48 26229.05) -8.95) 12.45) 20.35) 8
PDH 26000PE
26200PE 26200CE 26000CE 26
83.75 -56.25 11.25 -97.50 -3

Day
18.07 -20.80 (231.35- (199.7- (148.5- (313.85- (1
119.05 Open
 19 Nov 2018 (Mon) 475 15:00 1987/-1101 - - (26288.90- 228 = 201.95 = 148.05 = 317.75 = 1
(0.45%) >
19.44 26268.10) -3.35) 2.25) -0.45) 3.90) 1
PDH
26300PE 26300CE 26100PE 26100CE 26
-663.75 2160.00 -130.00 2701.25 14

18.87 -132.35 (185- (189.05- (110.3- (309.2- (1
-89.2
 20 Nov 2018 (Tue) 3923 15:00 4225/-5 - - - (26199.55- 211.55 = 102.65 = 115.5 = 201.15 = 44
(-0.34%)
19.35 26067.20) 26.55) -86.40) 5.20) -108.05) -5
26200PE 26200CE 26000PE 26000CE 26
2191.25 -2403.75 -3668.75

951.25 -9
18.8 139.50 (113.85- (163.85- (290.7-
-7.9 (48-9.95 (75
 21 Nov 2018 (Wed) -398 15:00 2362/-2245 - - - (26149.75- 26.2 = 260 = 437.45 =
(-0.03%) = -38.05) =
19.42 26289.25) -87.65) 96.15) 146.75)
25900PE 26
26100PE 26100CE 25900CE
-2116.25 2556.25 5266.25

100.00 5
18.49 -177.70 (49.95- (102.55- (253.65-
-28.4 (8.5-4.5 (23
 22 Nov 2018 (Thu) 1997 15:00 4198/0 - - - (26240.65- 134.6 = 0.3 = 43 =
(-0.11%) = -4.00) =-
19.31 26062.95) 84.65) -102.25) -210.65)
.
26000PE 26
26200PE 26200CE
e r s 26000CE
h o th
w i t
h a re
ot s
Expiry: 29 NOV 2018, Net Profit: -2411, Average Day Profit: -602
o n
s e. D
u
nal
BN (3) BN (4) BN
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 A
stric
 PE CE
n t is
cu me 3020.00 -3412.50 1888.75 -4780.00 -2
d o 211.90 (200- (171- (119.5- (283.8-
is
96.55 19 -
Th
 26 Nov 2018 (Mon) -1367 15:00 1481/-1844 - - (26114.40- 79.2 = 307.5 = 43.95 = 475 = 1
(0.37%) 20.38
26326.30) -120.80) 136.50) -75.55) 191.20)
26100PE 26100CE 25900PE 25900CE 2
1508.75 -1138.75 803.75 -1841.25 -

18.03 159.05 (137.95- (157.9- (67.35- (284-
-79.5
 27 Nov 2018 (Tue) 954 15:00 2071/-1770 - - - (26306.30- 77.6 = 203.45 = 35.2 = 357.65 =
(-0.3%)
18.33 26465.35) -60.35) 45.55) -32.15) 73.65)
26300PE 26300CE 26100PE 26100CE 2
496.25 746.25 506.25 795.00

17.45 0.50 (135.25- (99.7- (58.95- (218.4-
46.55 (
 28 Nov 2018 (Wed) 3002 15:00 3725/0 - - - (26488.00- 115.4 = 69.85 = 38.7 = 186.6 =
(0.18%) =
18.02 26488.50) -19.85) -29.85) -20.25) -31.80)
2
26500PE 26500CE 26300PE 26300CE
1987.50 -4942.50 385.00 -6823.75

Day -
Stop 17.45 355.35 (81.35- (52.6- (16.05- (177.05-
183.65 Open (6
 29 Nov 2018 (Thu) -5000 14:01 1075/-15975 Loss - (26590.35- 1.85 = 250.3 = 0.65 = 450 =
(0.69%) >
Hit 18.7 26945.70) -79.50) 197.70) -15.40) 272.95)
PDH 2
26600PE 26600CE 26400PE 26400CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1236.25 1182.50 -861.25 1677.50 7

Day
17.8 -116.10 (238.55- (198- (145.55- (301.9- (1
69.7 Open
 30 Nov 2018 (Fri) 19 15:00 738/-1875 - - (26950.05- 288 = 150.7 = 180 = 234.8 =
(0.26%) >
19.51 26833.95) 49.45) -47.30) 34.45) -67.10) -3
PDH
27000PE 27000CE 26800PE 26800CE 27
-327.50 531.25 -146.25 672.50 4

Day
19.16 -132.20 (231.55- (175.25- (139.05- (274.25- (1
169.95 Open
 3 Dec 2018 (Mon) 555 15:00 653/-1852 - - (26979.55- 244.65 = 154 = 144.9 = 247.35 = 8
(0.63%) >
18.3 26847.35) 13.10) -21.25) 5.85) -26.90) -1
PDH
27000PE 27000CE 26800PE 26800CE 27
-432.50 1777.50 -106.25 2092.50

13
18.22 -75.95 (165.95- (203.5- (88.55- (318.4-
-48.05 (11
 4 Dec 2018 (Tue) 3483 15:00 3947/0 - - - (26787.50- 183.25 = 132.4 = 92.8 = 234.7 =
(-0.18%) =-
18.41 26711.55) 17.30) -71.10) 4.25) -83.70)
27
26800PE 26800CE 26600PE 26600CE
180.00 1337.50 311.25 1516.25 8

Day
18.11 -115.75 (148.3- (122.2- (69.45- (235- (5
-121.7 Open
 5 Dec 2018 (Wed) 3621 15:00 4016/-662 - - (26578.35- 141.1 = 68.7 = 57 = 174.35 = 2
(-0.46%) <
18.62 26462.60) -7.20) -53.50) -12.45) -60.65) -3
.
PDL
26600PE 26600CE
e r
26400PE
s 26400CE 26
h th
o-1368.75
w i t
re
-3221.25 751.25 2757.50
a
Day 8
h
ot s
Stop 18.39 -172.75 (104.9- (33.6- (26.35- (143.8-
-180.5 Open (4
 6 Dec 2018 (Thu) -5000 12:22 2365/-5075 Loss
(-0.68%)
-
<
o n
(26356.45- 233.75 = 3.55 = 81.1 = 33.5 =
-
Hit 19.1
s e.
PDLD 26183.70) 128.85) -30.05) 54.75) -110.30)
26
al u 26400PE 26400CE 26200PE 26200CE
rs o n
or pe
ric
Expiry: 13 DEC 2018,
s s t
me nt i
u
BN (3) BN (4) BN
c
(1) BN (2) BN
o
is d
Max MTM BN Gap Prev Spot Sell 1 Sell 1
Exit India Sell 1 Sell 1
Th
Include Date Profit Profit/Loss Exit Up/Down Day Change Lot Lot
Time VIX  Lot ATM Lot ATM
 Type  H/L  ATM-200 ATM-200
PE CE
 PE CE
2071.25 -1962.50 1628.75 -2081.25

178.85 (303- (328.5- (226.1- (445.6-
109.1 19.31 -
 7 Dec 2018 (Fri) -153 15:00 578/-1601 - - (26315.80- 220.15 = 407 = 160.95 = 528.85 =
(0.42%) 18.65
26494.65) -82.85) 78.50) -65.15) 83.25)
26300PE 26300CE 26100PE 26100CE
-2196.25 1193.75 -1736.25 1805.00

Day
-131.30 (258.85- (347.45- (191.75- (478.5-
-520.65 18.59 - Open
 10 Dec 2018 (Mon) 383 15:00 3092/0 - (26239.55- 346.7 = 299.7 = 261.2 = 406.3 =
(-1.96%) 2045.5 <
26108.25) 87.85) -47.75) 69.45) -72.20)
PDL
26200PE 26200CE 26000PE 26000CE
5667.50 -1706.25 4777.50 -1848.75

Day
275.85 (310.55- (326.75- (241.25- (454.05-
-500.4 20.44 - Open
 11 Dec 2018 (Tue) 6882 15:00 9520/0 - (25823.95- 83.85 = 395 = 50.15 = 528 =
(-1.92%) 1797.75 <
26099.80) -226.70) 68.25) -191.10) 73.95)
PDL
25800PE 25800CE 25600PE 25600CE
2702.50 -4690.00 1208.75 -6212.50

Day
Stop 310.20 (120.1- (171.9- (55.6- (301.5-
122.85 17.95 - Open
 12 Dec 2018 (Wed) -5000 14:49 2821/-6262 Loss (26312.30- 12 = 359.5 = 7.25 = 550 =
(0.47%) 1606.5 >
Hit 26622.50) -108.10) 187.60) -48.35) 248.50)
PDH
26300PE 26300CE 26100PE 26100CE
-770.00 1428.75 491.25 3036.25

Day
-104.35 (101.95- (57.45- (24.15- (166.45-
200.3 15.81 - Open
 13 Dec 2018 (Thu) 2327 15:00 3910/-28 - (26861.45- 132.75 = 0.3 = 4.5 = 45 =
(0.75%) 1586 >
26757.10) 30.80) -57.15) -19.65) -121.45)
PDH
26900PE 26900CE 26700PE 26700CE
BN (3) BN (4) BN
(1) BN (2) BN
PE CE
 PE CE
690.00 71.25 620.00 5.00

18.00 (236- (189- (145- (290.35-
-5.5 15.55 -
 14 Dec 2018 (Fri) 1642 15:00 2135/-2094 - - (26757.00- 208.4 = 186.15 = 120.2 = 290.15 =
(-0.02%) 1521
26775.00) -27.60) -2.85) -24.80) -0.20)
26800PE 26800CE 26600PE 26600CE
893.75 55.00 633.75 -306.25

Day
34.20 (181.1- (179.3- (99.3- (286.75-
89.45 15.16 - Open
 17 Dec 2018 (Mon) 2451 15:00 2912/0 - (26985.70- 145.35 = 177.1 = 73.95 = 299 =
(0.33%) 1447.25 >
27019.90) -35.75) -2.20) -25.35) 12.25)
PDH
27000PE 27000CE 26800PE 26800CE
2243.75 -4166.25
e r s . -5327.50
th
1085.00
o
Stop 252.90 (142.25- (157.2- (276-
t h
-98.5 14.54 - (68.4-25
 18 Dec 2018 (Tue) -5000 14:43 1614/-5247 Loss - (26886.90- 52.5 =
w i
323.85 = 489.1 =
re
(-0.36%) 1455 = -43.40)
a
Hit 27139.80) -89.75) 166.65) 213.10)
h
ot s
26700PE
26900PE 26900CE 26700CE
o n
s e. D
lu
410.00 272.50 270.00 132.50
54.35na14.58 -
Day
o 1457
-1.95 (109.5- (140.1- (45.25- (264.8-
e r s Open
or p
 19 Dec 2018 (Wed) 1634 15:00 1935/-662 - (27329.45- 93.1 = 129.2 = 34.45 = 259.5 =
(0.2%) >
t l y f PDH
27327.50) -16.40) -10.90) -10.80) -5.30)
stric
27300PE 27300CE 27100PE 27100CE
n t is
cu me Day
2306.25 1117.50 588.75 -671.25
d o 40.05 (96.75- (73.5- (23.65- (187.15-
is
-169.75 14.66 - Open
Th
 20 Dec 2018 (Thu) 5767 15:00 5026/0 - (27189.30- 4.5 = 28.8 = 0.1 = 214 =
(-0.62%) 1451.5 <
27229.35) -92.25) -44.70) -23.55) 26.85)
PDL
27200PE 27200CE 27000PE 27000CE
Expiry: 27 DEC 2018, Net Profit: -4464, Average Day Profit: -1116
BN (3) BN (4) BN
(1) BN (2) BN
PE CE
 PE CE
-6135.00 3557.50 -4386.25 5186.25

Stop -397.35 (173.1- (205.2- (101.7- (324.8-
-13.85 14.33 -
 21 Dec 2018 (Fri) -5000 14:26 629/-6207 Loss - (27268.55- 418.5 = 62.9 = 277.15 = 117.35 =
(-0.05%) 1557.25
Hit 26871.20) 245.40) -142.30) 175.45) -207.45)
27300PE 27300CE 27100PE 27100CE
2362.50 51.25 2466.25

-175.00
-114.15 (215- (74.6- (344.9-
7.4 15.99 - (135-142
 24 Dec 2018 (Mon) 5106 15:00 5434/-1300 - - (26807.05- 120.5 = 72.55 = 246.25 =
(0.03%) 1583.5 = 7.00)
26692.90) -94.50) -2.05) -98.65)
26800PE
26800CE 26600PE 26600CE
1606.25 -3545.00 792.50 -4482.50

Day
Stop 407.60 (117.3- (118.7- (55.5- (251-
-80.75 15.75 - Open
 26 Dec 2018 (Wed) -5000 13:48 1307/-14353 Loss (26576.40- 53.05 = 260.5 = 23.8 = 430.3 =
(-0.3%) 15.95 <
Hit 26984.00) -64.25) 141.80) -31.70) 179.30)
PDL
26600PE 26600CE 26400PE 26400CE
-2683.75 2258.75 -88.75 4945.00

Day
-232.10 (74.7- (90.85- (16.55- (218-
213.85 15.92 - Open
 27 Dec 2018 (Thu) 430 15:00 1815/-3229 - (27216.50- 182.05 = 0.5 = 20.1 = 20.2 =
(0.79%) 1621 >
26984.40) 107.35) -90.35) 3.55) -197.80)
PDH
27200PE 27200CE 27000PE 27000CE
BN (3) BN (4) BN
(1) BN (2) BN
PE CE
 PE CE
1157.50 -168.75 -467.50

800.00
61.95 (198.3- (222- (333-
169.85 16.07 - (116-84
 28 Dec 2018 (Fri) 1982 15:00 2342/-563 - - (27064.70- 152 = 228.75 = 351.7 =
(0.63%) 1522.75 = -32.00)
27126.65) -46.30) 6.75) 18.70)
26900PE
27100PE 27100CE 26900CE
-736.25 1058.75
r s
-472.50
e . 1367.50
th
Day
o
-59.00 (115.8- (218.9- (55.55- (351-
t h
142.55 15.27 - Open
 31 Dec 2018 (Mon) 921 15:00 1211/-601 - (27241.60- 145.25 =
w i
176.55 = 74.45 = 296.3 =
re
(0.53%) 1598 >
a
27182.60) 29.45) -42.35) 18.90) -54.70)
h
ot s
PDH
27200PE 27200CE 27000PE 27000CE
o n
s e. D
lu
2106.25 -2795.00 -3855.00
71.2 na 16 -
1122.50
o 1537.25
212.70 (126.85- (194.85- (321.75-
e r s (62.9-18
or p
 1 Jan 2019 (Tue) -2128 15:00 3106/-2189 - - (27133.40- 42.6 = 306.65 = 475.95 =
(0.26%) = -44.90)
t l y f 27346.10) -84.25) 111.80)

26900PE
154.20)
stric
27100PE 27100CE 26900CE
n t is
cu me -1215.00 1835.00 -476.25 2701.25
d o -115.10 (112.9- (140- (47.5- (267.5-
is
-95.4 15.33 -
Th
 2 Jan 2019 (Wed) 1520 15:00 2097/-2648 - - (27308.40- 161.5 = 66.6 = 66.55 = 159.45 =
(-0.35%) 1626.5
27193.30) 48.60) -73.40) 19.05) -108.05)
27300PE 27300CE 27100PE 27100CE
-713.75 2592.50 378.75 3978.75

-116.90 (68.45- (104.45- (16.3- (241.45-
6.9 16.39 -
 3 Jan 2019 (Thu) 4098 15:00 838/0 - - (27113.05- 97 = 0.75 = 1.15 = 82.3 =
(0.03%) 16.66
26996.15) 28.55) -103.70) -15.15) -159.15)
27100PE 27100CE 26900PE 26900CE
BN (3) BN (4) BN
(1) BN (2) BN
PE CE
 PE CE
2248.75 -1961.25 1651.25 -2653.75

161.70 (193- (273.95- (121.55- (394.55-
39.85 16.79 -
 4 Jan 2019 (Fri) 372 15:00 2697/-2095 - - (27047.70- 103.05 = 352.4 = 55.5 = 500.7 =
(0.15%) 16.19
27209.40) -89.95) 78.45) -66.05) 106.15)
27000PE 27000CE 26800PE 26800CE
-1046.25 1346.25 -653.75 1931.25

Day
-84.90 (169.2- (173.35- (90.8- (292.05-
183.65 16.16 - Open
 7 Jan 2019 (Mon) 753 15:00 1548/-540 - (27378.30- 211.05 = 119.5 = 116.95 = 214.8 =
(0.68%) 16.44 >
27293.40) 41.85) -53.85) 26.15) -77.25)
PDH
27400PE 27400CE 27200PE 27200CE
2072.50 -2998.75 1046.25 -4075.00

264.80 (138.45- (165.55- (67.65- (288-451
-2.65 16.3 -
 8 Jan 2019 (Tue) -2502 15:00 1267/-3950 - - (27203.00- 55.55 = 285.5 = 25.8 = =
(-0.01%) 1576
27467.80) -82.90) 119.95) -41.85) 163.00)
27200PE 27200CE 27000PE 27000CE
800.00 391.25 497.50 58.75

Day
37.55 (118.5- (128.6- (51.15- (251.5-
141.75 15.7 - Open
 9 Jan 2019 (Wed) 2833 15:00 3520/-1583 - (27625.65- 86.5 = 112.95 = 31.25 = 249.15 =
(0.52%) 1538.75 >
27663.20) -32.00) -15.65) -19.90) -2.35)
PDH
27600PE 27600CE 27400PE 27400CE
557.50 2091.25 265.00 2070.00

-76.55 (64.35- (86.6- (10.85- (223-
-6.85 15.27 -
 10 Jan 2019 (Thu) 4233 15:00 4336/-57 - - (27632.20- 42.05 = 2.95 = 0.25 = 140.2 =
(-0.02%) 1536
27555.65) -22.30) -83.65) -10.60) -82.80)
27600PE 27600CE 27400PE 27400CE
BN
r
(3) BN
e s . (4) BN
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e.D
lu
-208.75 1208.75 11.25 1450.00
74.25 na
o
15.35 -109.50 (217.65- (211- (134.15- (321.85- (
 11 Jan 2019 (Fri) 2711 15:00 2953/0 -
pe rs 1543.5- - (27582.70- 226 = 162.65 = 133.7 = 263.85 =
or
(0.27%)
t l y f 27473.20) 8.35) -48.35) -0.45) -58.00) -
stric
27600PE 27600CE 27400PE 27400CE 2
n t is
cu me 31.25 683.75 140.00 807.50
d o -3.85 (160.9- (193.95- (87.9- (312.8- (
is
-64.7 15.35
Th
 14 Jan 2019 (Mon) 1937 15:00 2361/-368 - - (27268.45- 159.65 = 166.6 = 82.3 = 280.5 = 8
(-0.24%) - 1624
27264.60) -1.25) -27.35) -5.60) -32.30) -
27300PE 27300CE 27100PE 27100CE 2
845.00 -125.00 516.25 -531.25

16.16 40.40 (116- (188.4- (52.7- (318.35-
69.3
 15 Jan 2019 (Tue) 1799 15:00 2622/-373 - - - (27345.20- 82.2 = 193.4 = 32.05 = 339.6 =
(0.25%)
1557.5 27385.60) -33.80) 5.00) -20.65) 21.25)
27300PE 27300CE 27100PE 27100CE 2
1023.75 -316.25 506.25 -662.50

15.58 80.60 (87- (144.6- (31.75- (282.05-
4.9 (5
 16 Jan 2019 (Wed) 1974 15:00 2452/-1310 - - - (27433.25- 46.05 = 157.25 = 11.5 = 308.55 =
(0.02%) =
16.07 27513.85) -40.95) 12.65) -20.25) 26.50)
2
27400PE 27400CE 27200PE 27200CE
-7.50 -1245.00
Day 1160.00 98.75
57.45 (64.65- (209.4-
84.9 16.08 Open (47.7-1.3 (4.05-0.1
 17 Jan 2019 (Thu) 1803 15:00 2716/-813 - (27528.55- 64.95 = 259.2 =
(0.31%) - 1627 > = -46.40) = -3.95)
27586.00) 0.30) 49.80)
PDH 27500PE 27300PE
27500CE 27300CE 2
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-780.00 1043.75 -526.25 1357.50 7

16.24 -75.70 (150.1- (227.75- (82- (354- (
21.3
 18 Jan 2019 (Fri) 868 15:00 1361/-863 - - - (27527.75- 181.3 = 186 = 103.05 = 299.7 = 1
(0.08%)
1666.5 27452.05) 31.20) -41.75) 21.05) -54.30) -
27500PE 27500CE 27300PE 27300CE 27
1538.75 -1986.25 903.75 -2618.75 -1

167.60 (162- (192.95- (86.45- (314.6- (
57.85 16.62
 21 Jan 2019 (Mon) -1217 15:00 703/-2959 - - (27409.05- 100.45 = 272.4 = 50.3 = 419.35 = 1
(0.21%) - 1816
27576.65) -61.55) 79.45) -36.15) 104.75)
27400PE 27400CE 27200PE 27200CE 27
567.50 318.75 470.00 116.25 3

18.15 0.55 (172.3- (148.2- (92.85- (261.45-
-7.05
 22 Jan 2019 (Tue) 2275 15:00 2568/0 - - - (27467.20- 149.6 = 135.45 = 74.05 = 256.8 =
(-0.03%)
18.06 27467.75) -22.70) -12.75) -18.80) -4.65) -
27500PE 27500CE 27300PE 27300CE 27
-1122.50 2032.50 -341.25 2861.25 1

17.99 -149.30 (114.55- (135.85- (48.5- (261.75- (
10.85
 23 Jan 2019 (Wed) 2201 15:00 3733/-390 - - - (27506.35- 159.45 = 54.55 = 62.15 = 147.3 =
(0.04%)
17.89 27357.05) 44.90) -81.30) 13.65) -114.45) -
27500PE 27500CE
e r
27300PE
s . 27300CE 27
h o th
w i t
re
282.50 2138.75 2292.50 3
a
156.25
h
ot s
18.09 -49.40 (40.5- (91.75- (249.8-
22.75 (6.8-0.55
 24 Jan 2019 (Thu) 3648 15:00 1212/0 -
(0.08%)
-
o
-
n
(27222.90- 29.2 = 6.2 =
= -6.25)
158.1 =
17.66
s e. D 27173.50) -11.30) -85.55)

27000PE
-91.70) -
al u 27200PE 27200CE 27000CE 27
rs o n
o r pe
ric
Expiry: 31 JAN 2019,
s s t
me nt i
u
BN (3) BN (4) BN (
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
-4771.25 2677.50 -3495.00 3812.50 16

17.43 -281.85 (172.6- (214.15- (103.7- (337.3- (1
-4.95
 25 Jan 2019 (Fri) -3920 15:00 2720/-4640 - - - (27393.00- 363.45 = 107.05 = 243.5 = 184.8 = 5
(-0.02%)
17.95 27111.15) 190.85) -107.10) 139.80) -152.50) -6
27400PE 27400CE 27200PE 27200CE 27
-5705.00 3131.25 -4525.00 4245.00 19

Day
Stop 17.69 -377.45 (152.65- (245- (86.65- (368.25- (1
-73.85 Open
 28 Jan 2019 (Mon) -5000 11:54 814/-6121 Loss - (27041.85- 380.85 = 119.75 = 267.65 = 198.45 = 6
(-0.27%) <
Hit 18.91 26664.40) 228.20) -125.25) 181.00) -169.80) -7
PDL
27000PE 27000CE 26800PE 26800CE 27
-721.25 1742.50 -372.50 2222.50 12

18.9 -105.00 (162.85- (234.8- (97.5- (366.35- (1
-36.8
 29 Jan 2019 (Tue) 2837 15:00 3598/-1756 - - - (26607.35- 191.7 = 165.1 = 112.4 = 277.45 =
(-0.14%)
18.81 26502.35) 28.85) -69.70) 14.90) -88.90) -5
26600PE 26600CE 26400PE 26400CE 26
672.50 1138.75 425.00 928.75 9

Day
18.43 36.60 (113.5- (176.55- (53.35- (318.95- (8
216.35 Open
 30 Jan 2019 (Wed) 4551 15:00 5253/-193 - - (26742.55- 86.6 = 131 = 36.35 = 281.8 = 4
(0.81%) >
17.9 26779.15) -26.90) -45.55) -17.00) -37.15) -3
PDH
26700PE 26700CE 26500PE 26500CE 26
-4647.50 236.25 -5996.25 -1

Day 1415.00
Stop 17.85 339.15 (81.4- (10.7- (221.15- (1
143.65 Open (61.9-5.3
 31 Jan 2019 (Thu) -5000 13:41 738/-13961 Loss - (26940.30- 267.3 = 1.25 = 461 = 8
(0.54%) > = -56.60)
Hit 17.13 27279.45) 185.90) -9.45) 239.85) 6
PDH 26900PE
26900CE 26700PE 26700CE 27
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1626.25 3591.25 4488.75 23

Day -875.00
17.06 -200.85 (269.95- (265.2- (376.4- (1
39.1 Open (185-220
 1 Feb 2019 (Fri) 4064 15:00 6016/-1690 - - (27293.70- 335 = 121.55 = 196.85 = 7
(0.14%) > = 35.00)
15.73 27092.85) 65.05) -143.65) -179.55) -9
PDH 27100PE
27300PE 27300CE 27100CE 27
2766.25 -4631.25 1700.00 -5562.50 -3

Stop 16.22 304.40 (182.65- (194.75- (109.8- (313.2- (1
-111.95
 4 Feb 2019 (Mon) -5000 14:40 533/-6632 Loss - - (26912.45- 72 = 380 = 41.8 = 535.7 = 2
(-0.41%)
Hit 15.75 27216.85) -110.65) 185.25) -68.00) 222.50) 1
26900PE 26900CE 26700PE 26700CE 27
487.50 170.00
r
340.00
e s . 18.75 1
15.82 21.00 (148.75- (182.75-
h o th
(81.4- (308- (
t
39.45
 5 Feb 2019 (Tue) 1398 15:00 1658/-1761 - - - (27233.00- 129.25 =
w i
175.95 = 67.8 = 307.25 = 8
re
(0.15%)
a
15.8 27254.00) -19.50) -6.80) -13.60) -0.75) -
h
ot s
27200PE 27200CE 27000PE 27000CE 27
o n
s e. D
lu
861.25 38.75 -253.75
54.5 na
562.50 1
o
15.73 86.90 (119.95- (160.7- (285-
e r s (54-31.5 (7
or p
 6 Feb 2019 (Wed) 2257 15:00 2644/-531 - - - (27316.35- 85.5 = 159.15 = 295.15 =
(0.2%) = -22.50) =
t l y f 15.63 27403.25) -34.45) -1.55)

27100PE
10.15)
27
stric
27300PE 27300CE 27100CE
n t is
cu me 3162.50 1613.75 1406.25 120.00
5
d o 15.66 34.80 (145.75- (78- (56.5- (183.3-
This
21.75 (2
 7 Feb 2019 (Thu) 9041 15:00 8828/0 - - - (27454.10- 19.25 = 13.45 = 0.25 = 178.5 =
(0.08%) =-
15.29 27488.90) -126.50) -64.55) -56.25) -4.80)
27
27500PE 27500CE 27300PE 27300CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1865.00 -1335.00 1276.25 -1997.50 -7

Day
15.68 153.00 (203- (196.15- (120.95- (307.9-
-84.5 Open
 8 Feb 2019 (Fri) 1089 15:00 2268/-196 - - (27281.15- 128.4 = 249.55 = 69.9 = 387.8 = 1
(-0.31%) <
15.4 27434.15) -74.60) 53.40) -51.05) 79.90) 2
PDL
27300PE 27300CE 27100PE 27100CE 27
842.50 197.50 613.75 15.00

2
16.17 -6.55 (154.1- (177.95- (82.3- (301.8-
-53.9 (9
 11 Feb 2019 (Mon) 2678 15:00 2918/-37 - - - (27227.20- 120.4 = 170.05 = 57.75 = 301.2 =
(-0.2%) =
15.92 27220.65) -33.70) -7.90) -24.55) -0.60)
27
27200PE 27200CE 27000PE 27000CE
-3196.25 2362.50 -1891.25 3733.75

11
15.66 -228.05 (125.55- (146.9- (56.15- (272.05-
-60.9 (6
 12 Feb 2019 (Tue) -2106 15:00 1956/-3288 - - - (27267.90- 253.4 = 52.4 = 131.8 = 122.7 =
(-0.22%) =-
15.79 27039.85) 127.85) -94.50) 75.65) -149.35)
27
27300PE 27300CE 27100PE 27100CE
-1056.25 1676.25 -281.25 2577.50 7

15.44 -124.20 (101.05- (116.95- (36.55- (244.9- (
58.1
 13 Feb 2019 (Wed) 1682 15:00 2308/-654 - - - (27082.75- 143.3 = 49.9 = 47.8 = 141.8 = 1
(0.22%)
15.66 26958.55) 42.25) -67.05) 11.25) -103.10) -3
27100PE 27100CE 26900PE 26900CE 27
193.75 465.00 -1708.75 1

2220.00
15.78 92.10 (48.4- (18.95- (163.5- (
92.6 (94.3-5.5
 14 Feb 2019 (Thu) 3793 15:00 4160/0 - - - (26853.25- 40.65 = 0.35 = 231.85 = 0
(0.34%) = -88.80)
15.79 26945.35) -7.75) -18.60) 68.35) -
26900PE
26900CE 26700PE 26700CE 27
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1751.25 1823.75
r s
-1272.50
. 2283.75 12
16.47 -130.95 (212.3- (212.45-
h o the (329.25-
(136.5- (1
t
46.6
 15 Feb 2019 (Fri) 1451 15:00 1979/-3131 - - - (26861.45- 282.35 =
w i
139.5 = 187.4 = 237.9 = 7
re
(0.17%)
a
16.71 26730.50) 70.05) -72.95) 50.90) -91.35) -4
h
ot s
26900PE 26900CE 26700PE 26700CE 27
o n
s e. D
lu
-943.75 1588.75 -538.75 2138.75 10
-39.65na
o
17.32 -146.15 (183.65- (210.05- (111.7- (337.55- (1
e r s
or p
 18 Feb 2019 (Mon) 1975 15:00 2606/-468 - - - (26814.30- 221.4 = 146.5 = 133.25 = 252 = 74
(-0.15%)
t l y f 17.85 26668.15) 37.75) -63.55) 21.55) -85.55) -4
stric
26800PE 26800CE 26600PE 26600CE 27
n t is
cu me 226.25 1011.25 115.00 862.50 9
d o 17.96 -25.15 (146- (210.45- (81.15- (338.45- (1
is
12.3
Th
 19 Feb 2019 (Tue) 3627 15:00 3962/-4283 - - - (26750.00- 136.95 = 170 = 76.55 = 303.95 = 7
(0.05%)
18.55 26724.85) -9.05) -40.45) -4.60) -34.50) -3
26700PE 26700CE 26500PE 26500CE 26
991.25 -226.25 515.00 -753.75 7

17.65 55.90 (111- (125- (45.45- (251.85- (
101.15
 20 Feb 2019 (Wed) 2037 15:00 2652/-614 - - - (26814.35- 71.35 = 134.05 = 24.85 = 282 = 45
(0.38%)
17.21 26870.25) -39.65) 9.05) -20.60) 30.15) -
26800PE 26800CE 26600PE 26600CE 27
358.75 -1025.00 2
Day 1477.50 305.00
16.73 51.75 (72.75- (210.95- (1
39.25 Open (61.6-2.5 (12.5-0.3
 21 Feb 2019 (Thu) 3093 15:00 3703/-190 - - (27013.40- 58.4 = 251.95 = 0
(0.15%) > = -59.10) = -12.20)
16.14 27065.15) -14.35) 41.00) -1
PDH 27000PE 26800PE
27000CE 26800CE 27
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-777.50 1660.00 -368.75 2046.25 12

Day
15.66 -93.85 (175.7- (210.45- (104- (333.55- (1
-92.35 Open
 22 Feb 2019 (Fri) 2620 15:00 2857/-9 - - (26962.85- 206.8 = 144.05 = 118.75 = 251.7 = 6
(-0.34%) <
15.49 26869.00) 31.10) -66.40) 14.75) -81.85) -4
PDL
27000PE 27000CE 26800PE 26800CE 27
753.75 -682.50 458.75 -1172.50 -8

15.93 111.60 (125.65- (172.7- (62- (302.95- (5
66.65
 25 Feb 2019 (Mon) -417 15:00 276/-1042 - - - (27005.05- 95.5 = 200 = 43.65 = 349.85 = 9
(0.25%)
15.37 27116.65) -30.15) 27.30) -18.35) 46.90) 3
27000PE 27000CE 26800PE 26800CE 27
-2750.00 612.50 -1981.25 1362.50 8

Day
Stop 16.68 79.70 (150-260 (153.75- (93.85- (291.15- (
-305.45 Open
 26 Feb 2019 (Tue) -5000 10:01 29/-5916 Loss - (26888.65- = 129.25 = 173.1 = 236.65 = 6
(-1.12%) <
Hit 17.04 26968.35) 110.00) -24.50) 79.25) -54.50) -
PDL
26900PE 26900CE 26700PE 26700CE 27
-2961.25 748.75 -2275.00 1533.75

2
Stop 16.38 -352.40 (94.35- (122.55- (40.6- (260.05-
125.15 (4
 27 Feb 2019 (Wed) -5000 11:58 0/-12666 Loss - - (27135.35- 212.8 = 92.6 = 131.6 = 198.7 =
(0.46%) =
Hit 18.98 26782.95) 118.45) -29.95) 91.00) -61.35)
27
27100PE 27100CE 26900PE 26900CE
560.00 1981.25 507.50 2091.25 4

17.99 -55.40 (75.5- (83.75- (21.15- (222.4- (1
78.7
 28 Feb 2019 (Thu) 3712 15:00 4036/-957 - - - (26910.85- 53.1 = 4.5 = 0.85 = 138.75 = 0
(0.29%)
18.12 26855.45) -22.40) -79.25) -20.30) -83.65) -1
26900PE 26900CE
e r
26700PE
s . 26700CE 27
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 A
stric
 PE CE
n t is
cu me Day
1117.50 -247.50 943.75 -483.75
d o 17.18 34.20 (190- (204.4- (121.15- (329.5- (
is
151.1 Open
Th
 1 Mar 2019 (Fri) 2059 15:00 2406/-18 - - (26991.75- 145.3 = 214.3 = 83.4 = 348.85 = 1
(0.56%) >
16.13 27025.95) -44.70) 9.90) -37.75) 19.35)
PDH
27000PE 27000CE 26800PE 26800CE 2
1968.75 -3940.00 991.25 -4918.75

-2
Stop 16.81 513.65 (139.05- (177.4- (73.7- (308.6-
24.25 (8
 5 Mar 2019 (Tue) -5000 12:59 1380/-19145 Loss - - (27043.10- 60.3 = 335 = 34.05 = 505.35 =
(0.09%) =
Hit 15.68 27556.75) -78.75) 157.60) -39.65) 196.75)
2
27000PE 27000CE 26800PE 26800CE
887.50 312.50 617.50 123.75

Day
15.72 1.00 (135.95- (84.4- (54.1- (196.8-
64.05 Open (2
 6 Mar 2019 (Wed) 2755 15:00 3275/-733 - - (27597.95- 100.45 = 71.9 = 29.4 = 191.85 =
(0.23%) > =
15.62 27598.95) -35.50) -12.50) -24.70) -4.95)
PDH 2
27600PE 27600CE 27400PE 27400CE
-2286.25 -4226.25
1913.75 270.00
15.62 182.80 (45.55- (168.2-
35.35 (77-0.45 (11-0.2 =
 7 Mar 2019 (Thu) 417 15:00 1531/-1173 - - - (27588.65- 137 = 337.25 =
(0.13%) = -76.55) -10.80)
15.35 27771.45) 91.45) 169.05)
27600PE 27400PE
27600CE 27400CE 2
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1117.50 -691.25 680.00 -955.00 -3

15.19 15.75 (184.3- (184.35- (108.5- (308.25- (9
-78.45
 8 Mar 2019 (Fri) 1122 15:00 1298/-1543 - - - (27713.65- 139.6 = 212 = 81.3 = 346.45 = 1
(-0.28%)
15.05 27729.40) -44.70) 27.65) -27.20) 38.20) 1
27700PE 27700CE 27500PE 27500CE 27
1483.75 -1520.00 885.00 -2177.50 -1

Day
15.15 114.70 (146.8- (161.2- (77.7- (287.3- (
78.3 Open
 11 Mar 2019 (Mon) -203 15:00 1068/-2175 - - (27896.40- 87.45 = 222 = 42.3 = 374.4 = 11
(0.28%) >
14.83 28011.10) -59.35) 60.80) -35.40) 87.10) 4
PDH
27900PE 27900CE 27700PE 27700CE 28
2277.50 -4212.50 915.00 -5511.25 -2

Day
Stop 15.06 301.00 (146.85- (108.7- (66.3- (220.7- (4
201.55 Open
 12 Mar 2019 (Tue) -5000 14:34 414/-8831 Loss - (28176.55- 55.75 = 277.2 = 29.7 = 441.15 = 13
(0.72%) >
Hit 15.09 28477.55) -91.10) 168.50) -36.60) 220.45) 9
PDH
28200PE 28200CE 28000PE 28000CE 28
1698.75 -3755.00 731.25 -4651.25 -2

Stop 15.27 490.05 (125- (119.85- (58.25- (250.15- (4
36.6
 13 Mar 2019 (Wed) -5000 09:48 686/-21177 Loss - - (28398.90- 57.05 = 270.05 = 29 = 436.2 = 1
(0.13%)
Hit 15.25 28888.95) -67.95) 150.20) -29.25) 186.05) 9
28400PE 28400CE
e r
28200PE
s . 28200CE 28
h th
o 528.75
w i t
re
2338.75 2793.75 6
a
Day 302.50
h
ot s
15.42 -111.15 (96.8- (22.5- (223.95- (2
144.6 Open (86-73.9
 14 Mar 2019 (Thu) 5056 15:00 6278/-1067 -
(0.5%)
-
>
o n
(29031.80-
= -12.10)
3.25 = 1.35 = 112.2 =
15.24
s e.
PDHD 28920.65)
29000PE
-93.55) -21.15) -111.75) -2
al u 29000CE 28800PE 28800CE 29
rs o n
o r pe
ric
s s t
me nt i
u
BN (3) BN (4) BN (
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
3336.25 -5798.75 2135.00 -7013.75 -4

Stop 15.07 280.70 (241.3- (227- (154.1- (334.45- (1
83.9
 15 Mar 2019 (Fri) -5000 13:56 1711/-5553 Loss - - (29185.15- 107.85 = 458.95 = 68.7 = 615 = 3
(0.29%)
Hit 16.11 29465.85) -133.45) 231.95) -85.40) 280.55) 1
29200PE 29200CE 29000PE 29000CE 29
-3052.50 3817.50 4935.00 28

Day -1825.00
16.34 -262.90 (212.9- (270- (385.4- (1
140.15 Open (136-209
 18 Mar 2019 (Mon) 3083 15:00 4612/-2432 - - (29725.50- 335 = 117.3 = 188 = 7
(0.48%) > = 73.00)
17.01 29462.60) 122.10) -152.70) -197.40) -1
PDH 29500PE
29700PE 29700CE 29500CE 29
2927.50 -386.25 2045.00 -1087.50 4

16.98 124.65 (182.65- (203.55- (110.95- (325- (1
106.5
 19 Mar 2019 (Tue) 6728 15:00 7376/-706 - - - (29597.75- 65.55 = 219 = 29.15 = 368.5 = 10
(0.36%)
16.68 29722.40) -117.10) 15.45) -81.80) 43.50) -1
29600PE 29600CE 29400PE 29400CE 29
2040.00 -1112.50 -3026.25 5

460.00
16.18 131.00 (82.35- (80.8- (208.4- (2
1.8 (18.7-0.3
 20 Mar 2019 (Wed) 2826 15:00 3793/0 - - - (29689.85- 0.75 = 125.3 = 329.45 =
(0.01%) = -18.40)
16.02 29820.85) -81.60) 44.50) 121.05) -2
29500PE
29700PE 29700CE 29500CE 29
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-3957.50 4620.00 -2863.75 5796.25 34

Day
16.4 -320.35 (185.7- (316.45- (118.2- (443.85- (21
88.55 Open
 22 Mar 2019 (Fri) 1457 15:00 2663/-503 - - (29948.35- 344 = 131.65 = 232.75 = 212 =
(0.3%) >
16.43 29628.00) 158.30) -184.80) 114.55) -231.85) -1
PDH
29900PE 29900CE 29700PE 29700CE 30
558.75 1038.75 595.00 1006.25 7

Day
16.76 22.00 (162- (272.95- (105.4- (410.25- (1
-253.1 Open
 25 Mar 2019 (Mon) 3403 15:00 4005/0 - - (29241.95- 139.65 = 231.4 = 81.6 = 370 = 1
(-0.86%) <
16.73 29263.95) -22.35) -41.55) -23.80) -40.25) -2
PDL
29200PE 29200CE 29000PE 29000CE 29
-3648.75 -4646.25 -2
1800.00 867.50
Stop 16.24 459.90 (200.25- (333.7- (1
19.2 (115-43 (56.7-22
 26 Mar 2019 (Tue) -5000 14:27 558/-20626 Loss - - (29342.70- 346.2 = 519.55 = 20
(0.07%) = -72.00) = -34.70)
Hit 16.5 29802.60) 145.95) 185.85) 9
29300PE 29100PE
29300CE 29100CE 29
130.00 1817.50 298.75 2002.50 14

Day
.
16.65 -3.80 (126.55- (199.4- (62.1- (327.5- (1
152 Open
e r s
th
 27 Mar 2019 (Wed) 4885 15:00 5368/-4976 - - (30109.20- 121.35 = 126.7 = 50.15 = 247.4 = 5
o
(0.51%) >
t h
16.99 30105.40) -5.20) -72.70) -11.95) -80.10) -5
PDH
w i
re
30100PE 30100CE 29900PE 29900CE 30
h a
o n ot s -4925.00 537.50 -6526.25 -2
D
. (30042.50-
2012.50
- use-
Stop 17.15 317.65 (96-293 (22.65- (232.95- (2
l
45 (83.8-3.3
a16.9
 28 Mar 2019 (Thu) -5000 13:44 991/-16000 Loss = 1.15 = 494 = 12
Hit
r s o
(0.15%)
n 30360.15)
= -80.50)
197.00) -21.50) 261.05) 9
e
or p
30000PE
30000CE 29800PE 29800CE 30
t l y f
stric
s 4 APR 2019, Net Profit: 10906, Average Day Profit: 2181
iExpiry:
n t
cu me
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (
Exit Sell 1 Sell 1
PE CE
 PE CE
-93.75 868.75 -55.00 911.25 7

16.91 14.05 (289.65- (380.5- (208.4- (491.45- (2
59.8
 29 Mar 2019 (Fri) 1708 15:00 2306/-895 - - - (30422.25- 293.4 = 345.75 = 210.6 = 455 = 25
(0.2%)
17.23 30436.30) 3.75) -34.75) 2.20) -36.45) -3
30400PE 30400CE 30200PE 30200CE 30
158.75 1435.00 187.50 1515.00 13

Day
18.12 -119.20 (261.25- (318.4- (175- (425.6- (2
110.8 Open
 1 Apr 2019 (Mon) 2813 15:00 3385/-72 - - (30611.95- 254.9 = 261 = 167.5 = 365 = 17
(0.36%) >
17.92 30492.75) -6.35) -57.40) -7.50) -60.60) -5
PDH
30600PE 30600CE 30400PE 30400CE 30
1326.25 253.75 1066.25 52.50 3

18.39 4.80 (250- (245.35- (165.05- (356.15- (1
123.6
 2 Apr 2019 (Tue) 3083 15:00 3983/-404 - - - (30261.50- 196.95 = 235.2 = 122.4 = 354.05 = 1
(0.41%)
18.19 30266.30) -53.05) -10.15) -42.65) -2.10) -1
30300PE 30300CE 30100PE 30100CE 30
-3847.50 3462.50 -2411.25 4913.75 21

18.08 -359.85 (169.1- (197.6- (96.15- (317.65- (1
86.6
 3 Apr 2019 (Wed) -1098 15:00 2923/-2256 - - - (30598.95- 323 = 59.1 = 192.6 = 121.1 = 2
(0.29%)
18.72 30239.10) 153.90) -138.50) 96.45) -196.55) -8
30600PE 30600CE 30400PE 30400CE 30
-2396.25 3341.25 495.00 6318.75

13
18.88 -207.60 (94.65- (134.15- (35.45- (265.85-
54 (5
 4 Apr 2019 (Thu) 4400 15:00 8250/-2146 - - - (30113.10- 190.5 = 0.5 = 15.65 = 13.1 =
(0.18%) =-
18.77 29905.50) 95.85) -133.65) -19.80) -252.75)
30
30100PE 30100CE 29900PE 29900CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-843.75 1678.75 -465.00 1968.75 12

18.58 -95.30 (222.95- (261.65- (144.75- (371.75-
97.95
 5 Apr 2019 (Fri) 1998 15:00 2327/-1247 - - - (30063.20- 256.7 = 194.5 = 163.35 = 293 = 1
(0.33%)
18.48 29967.90) 33.75) -67.15) 18.60) -78.75) -5
30100PE 30100CE 29900PE 29900CE 30
-5150.00 4235.00 -3667.50 5725.00 28

Day
19.56 -389.40 (169.4- (253.25- (98.65- (374.5- (1
116.85 Open
 8 Apr 2019 (Mon) -2108 15:00 1760/-3106 - - (30138.40- 375.4 = 83.85 = 245.35 = 145.5 = 4
(0.39%) >
20.24 29749.00) 206.00) -169.40) 146.70) -229.00) -1
PDH
30100PE 30100CE 29900PE 29900CE 30
2501.25 -2830.00
r s
1555.00
. -4075.00 -1
20.48 173.35 (178- (199.9-
h o the (317-480
(103.5- (
t
56.2
 9 Apr 2019 (Tue) -1492 15:00 2268/-4365 - - - (29819.75- 77.95 =
w i
313.1 = 41.3 = = 19
re
(0.19%)
a
20.36 29993.10) -100.05) 113.20) -62.20) 163.00) 7
h
ot s
29800PE 29800CE 29600PE 29600CE 30
o n
s e. D
lu
-1341.25 2891.25 -241.25 4040.00 17
-197.25na
o
19.74 -175.20 (160.1- (183.9- (89.7- (306.15- (9
e r s
or p
 10 Apr 2019 (Wed) 4167 15:00 4799/-1398 - - - (30075.35- 213.75 = 68.25 = 99.35 = 144.55 = 2
(-0.66%)
t l y f 21.05 29900.15) 53.65) -115.65) 9.65) -161.60) -7
stric
30100PE 30100CE 29900PE 29900CE 30
n t is
cu me 1325.00
1758.75 643.75 1368.75 5
d o 20.89 -13.25 (73.7- (26.6- (188.55- (2
is
38.35 (101-48
Th
 11 Apr 2019 (Thu) 5563 15:00 5843/-143 - - - (29762.00- 3.35 = 0.85 = 133.8 =
(0.13%) = -53.00)
21.09 29748.75) -70.35) -25.75) -54.75) -2
29800PE
29800CE 29600PE 29600CE 30
Expiry: 18 APR 2019, Net Profit: -7091, Average Day Profit: -1772
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
2501.25 -2045.00 1706.25 -2787.50 -

20.82 170.05 (202.15- (277.85- (126.45- (400.15-
-5.55
 12 Apr 2019 (Fri) 897 15:00 3531/0 - - - (29822.25- 102.1 = 359.65 = 58.2 = 511.65 = 2
(-0.02%)
21.09 29992.30) -100.05) 81.80) -68.25) 111.50)
29800PE 29800CE 29600PE 29600CE 3
2093.75 -1338.75 1352.50 -2141.25 -

21.76 163.35 (182.55- (192.7- (101.8- (306-
44.95
 15 Apr 2019 (Mon) 2012 15:00 3142/-562 - - - (29982.85- 98.8 = 246.25 = 47.7 = 391.65 = 1
(0.15%)
21.45 30146.20) -83.75) 53.55) -54.10) 85.65)
30000PE 30000CE 29800PE 29800CE 3
2468.75 -4376.25 1128.75 -5643.75 -2

Day
Stop 21.44 226.95 (146.45- (126.2- (69.15- (244-
132 Open
 16 Apr 2019 (Tue) -5000 13:08 957/-6940 Loss - (30296.05- 47.7 = 301.25 = 24 = 469.75 = 1
(0.44%) >
Hit 21.7 30523.00) -98.75) 175.05) -45.15) 225.75) 1
PDH
30300PE 30300CE 30100PE 30100CE 3
-4410.00 -2146.25 4195.00

Day 1860.00
Stop 22.36 -216.55 (72.45- (15- (217.75-
125.15 Open (81.8-7.4 (
 18 Apr 2019 (Thu) -5000 10:17 2013/-12120 Loss - (30608.15- 248.85 = 100.85 = 49.95 =
(0.41%) > = -74.40) =
Hit 22.59 30391.60) 176.40) 85.85) -167.80)
PDH 30600CE 3
30600PE 30400PE 30400CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-2428.75 2643.75 -1352.50 3650.00 16

24.35 -282.10 (217- (226.75- (141.65- (346-200 (1
59.1
 22 Apr 2019 (Mon) 191 15:00 1937/-843 - - - (30017.10- 314.15 = 121 = 195.75 = =
(0.2%)
24.04 29735.00) 97.15) -105.75) 54.10) -146.00) -6
30000PE 30000CE 29800PE 29800CE 30
-4046.25 3496.25
r s
-2515.00
e . (337.35-
5105.00 20
25.36 -309.35 (163.3- (211.7-
h o th(95.2- (1
t
74
 23 Apr 2019 (Tue) -1319 15:00 2722/-2143 - - - (29834.50- 325.15 =
w i
71.85 = 195.8 = 133.15 = 4
re
(0.25%)
a
24.71 29525.15) 161.85) -139.85) 100.60) -204.20) -8
h
ot s
29800PE 29800CE 29600PE 29600CE 30
o n
s e. D
lu
2640.00 -1627.50 -2843.75 -4
70.8 na
1320.00
o
24.3 196.75 (146.2- (144.55- (266.25- (7
e r s (70-17.2
or p
 24 Apr 2019 (Wed) 2573 15:00 4077/-1062 - - - (29570.85- 40.6 = 209.65 = 380 = 8
(0.24%) = -52.80)
t l y f 23.77 29767.60) -105.60) 65.10)

29400PE
113.75) 1
stric
29600PE 29600CE 29400CE 29
n t is
cu me Day
-1185.00 2225.00 213.75 3878.75 6
d o 23.49 -135.15 (73.8- (92.65- (15.1- (227.95- (
is
66.25 Open
Th
 25 Apr 2019 (Thu) 2869 15:00 4397/-2158 - - (29919.50- 121.2 = 3.65 = 6.55 = 72.8 = 0
(0.22%) >
23.23 29784.35) 47.40) -89.00) -8.55) -155.15) -2
PDH
29900PE 29900CE 29700PE 29700CE 30
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2791.25 -3165.00 1746.25 -4465.00 -20

22.97 257.10 (194.8- (213.75- (120.35- (330.3- (12
203.5
 26 Apr 2019 (Fri) -1751 15:00 2543/-4503 - - - (29694.05- 83.15 = 340.35 = 50.5 = 508.9 = 20
(0.69%)
21.93 29951.15) -111.65) 126.60) -69.85) 178.60) 8
29700PE 29700CE 29500PE 29500CE 299
-352.50 2018.75 38.75 2401.25 13

22.02 -15.70 (135.9- (203.75- (73.7- (331.2- (1
-93.1
 30 Apr 2019 (Tue) 3852 15:00 4488/-2612 - - - (29785.05- 150 = 123 = 72.15 = 235.15 = 5
(-0.31%)
21.89 29769.35) 14.10) -80.75) -1.55) -96.05) -5
29800PE 29800CE 29600PE 29600CE 300
965.00 2230.00 453.75 1706.25 82

22.2 -39.45 (85.25- (106- (23.9- (236- (3
-65
 2 May 2019 (Thu) 5897 15:00 6038/-4280 - - - (29714.30- 46.65 = 16.8 = 5.75 = 167.75 = 1
(-0.22%)
23.13 29674.85) -38.60) -89.20) -18.15) -68.25) -3
29700PE 29700CE 29500PE 29500CE 299
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2548.75 -1705.00 1797.50 -2353.75 -1

22.87 157.65 (262.65- (224.8- (170.4- (329.25- (1
103.05
 3 May 2019 (Fri) 2031 15:00 2987/-231 - - - (29869.65- 160.7 = 293 = 98.5 = 423.4 = 1
(0.35%)
23.87 30027.30) -101.95) 68.20) -71.90) 94.15) 4
29900PE 29900CE 29700PE 29700CE 30
818.75 -276.25 636.25 -407.50 -2

Day
25.02 7.30 (187.95- (251.75- (114.25- (373.9- (1
-327.65 Open
 6 May 2019 (Mon) 1406 15:00 2013/-2048 - - (29619.80- 155.2 = 262.8 = 88.8 = 390.2 = 16
(-1.09%) <
26.57 29627.10) -32.75) 11.05) -25.45) 16.30) 1
PDL
29600PE 29600CE 29400PE 29400CE 29
-5812.50 3352.50
r
-4061.25
e s . (297.15-
5078.75 19
Stop 26.16 -433.25 (195.7- (184.35-
h o th
(113.75- (1
t
131.1
 7 May 2019 (Tue) -5000 14:54 2403/-8336 Loss - - (29769.60- 428.2 =
w i
50.25 = 276.2 = 94 = 2
re
(0.44%)
a
Hit 26.45 29336.35) 232.50) -134.10) 162.45) -203.15) -7
h
ot s
29800PE 29800CE 29600PE 29600CE 30
o n
s e. D
lu
-1836.25 3210.00 -866.25 4332.50 20
-26.9 na
o
26.91 -215.70 (156.8- (189.15- (80.8- (309.25- (1
e r s
or p
 8 May 2019 (Wed) 3281 15:00 6027/-1 - - - (29184.70- 230.25 = 60.75 = 115.45 = 135.95 = 2
(-0.09%)
t l y f 26.39 28969.00) 73.45) -128.40) 34.65) -173.30) -8
stric
29200PE 29200CE 29000PE 29000CE 29
n t is
cu me Day
1615.00 1538.75 593.75 385.00 7
d o 26.4 54.30 (83.3- (100.85- (25.25- (234.05- (
is
-100.45 Open
Th
 9 May 2019 (Thu) 6031 15:00 6165/-796 - - (28875.50- 18.7 = 39.3 = 1.5 = 218.65 = 1
(-0.35%) <
25.49 28929.80) -64.60) -61.55) -23.75) -15.40) -3
PDL
28900PE 28900CE 28700PE 28700CE 29
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
812.50 45.00 740.00 -170.00 12

24.98 50.45 (252.3- (329- (179.95- (448.2- (2
43
 10 May 2019 (Fri) 1609 15:00 2742/-727 - - - (29048.90- 219.8 = 327.2 = 150.35 = 455 = 22
(0.15%)
26.06 29099.35) -32.50) -1.80) -29.60) 6.80) -4
29000PE 29000CE 28800PE 28800CE 292
-1348.75 2688.75 -833.75 3272.50 20

26.91 -213.00 (282.4- (252- (195.95- (363.2- (16
-13.85
 13 May 2019 (Mon) 3007 15:00 4821/-3 - - - (28979.60- 336.35 = 144.45 = 229.3 = 232.3 = 8
(-0.05%)
27.45 28766.60) 53.95) -107.55) 33.35) -130.90) -8
29000PE 29000CE 28800PE 28800CE 292
3723.75 -6291.25 2371.25 -7202.50 -47

Stop 27.56 240.50 (200.8- (269.3- (126.95- (395.8- (1
58.8
 14 May 2019 (Tue) -5000 14:09 3439/-7162 Loss - - (28607.65- 51.85 = 520.95 = 32.1 = 683.9 = 35
(0.21%)
Hit 27.1 28848.15) -148.95) 251.65) -94.85) 288.10) 19
28600PE 28600CE 28400PE 28400CE 288
-2897.50 3598.75 -1563.75 5132.50 21

26.97 -223.85 (131.25- (198.75- (69.05- (331.75- (1
96.25
 15 May 2019 (Wed) 1690 15:00 4628/-1241 - - - (28939.55- 247.15 = 54.8 = 131.6 = 126.45 = 1
(0.33%)
28.83 28715.70) 115.90) -143.95) 62.55) -205.30) -8
28900PE 28900CE 28700PE 28700CE 29
2331.25 -227.50 771.25 -1742.50 60

27.82 101.15 (99.15- (91.6- (31.55- (218- (2
9.45
 16 May 2019 (Thu) 5052 15:00 3417/-64 - - - (28605.80- 5.9 = 100.7 = 0.7 = 287.7 = 3
(0.03%)
28.76 28706.95) -93.25) 9.10) -30.85) 69.70) -2
28600PE 28600CE 28400PE 28400CE 288
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
e r s . -6428.75
th
2826.25 -6852.50 2280.00
o
(829.7-
t h
28.19 407.25 (683- (718- (596.95-
26.1
w i 1086.85
re
 17 May 2019 (Fri) -1438 15:00 13101/-3064 - - - (28921.80- 569.95 = 992.1 = 505.75 =
a
(0.09%) =
h
ot s
28.47 29329.05) -113.05) 274.10) -91.20)
257.15)
n
28900PE 28900CE 28700PE
o
28700CE
s e. D
al u
rs o n Day
3263.75 -3766.25 2713.75 -4026.25
r pe 780.25
Stop
22.6 Open
535.75 (638.45- (616.55- (540- (719.95-
 20 May 2019 (Mon) -5000 10:18
l y f
5512/-21186
o Loss (30189.80- 507.9 = 767.2 = 431.45 = 881 =
t
(2.65%) - 24 >
stric
Hit 30725.55) -130.55) 150.65) -108.55) 161.05)
PDH
is
30200PE 30200CE 30000PE 30000CE
n t
cu me
d o -8562.50 6061.25 -7452.50 7093.75
is
Day
Th
23.57 -622.40 (574.5- (600.1- (485.35- (708.45-
102.4 Open
 21 May 2019 (Tue) 827 15:00 14328/-1518 - - (30909.10- 917 = 357.65 = 783.45 = 424.7 =
(0.33%) >
25.69 30286.70) 342.50) -242.45) 298.10) -283.75)
PDH
30900PE 30900CE 30700PE 30700CE
-1477.50 -2683.75 -1601.25 -2910.00

Stop 26.53 181.30 (600.5- (627.75- (507.7- (733.8-
102.25
 22 May 2019 (Wed) -5000 11:56 14487/-14062 Loss - - (30358.75- 659.6 = 735.1 = 571.75 = 850.2 =
(0.34%)
Hit 29.07 30540.05) 59.10) 107.35) 64.05) 116.40)
30400PE 30400CE 30200PE 30200CE
-6247.50 11542.50 -3331.25 14098.75

Day
22.83 -644.10 (350.1- (463.25- (267.35- (566.75-
436 Open
 23 May 2019 (Thu) 3858 15:00 26768/-1213 - - (31122.15- 600 = 1.55 = 400.6 = 2.8 =
(1.43%) >
19.39 30478.05) 249.90) -461.70) 133.25) -563.95)
PDH
31100PE 31100CE 30900PE 30900CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
4086.25 -6311.25 3188.75 -7225.00 -5

Stop 17.46 328.35 (305- (280.95- (224.35- (396.9- (1
276.4
 24 May 2019 (Fri) -5000 13:11 1866/-7217 Loss - - (30765.60- 141.55 = 533.4 = 96.8 = 685.9 = 3
(0.91%)
Hit 16.53 31093.95) -163.45) 252.45) -127.55) 289.00) 2
30800PE 30800CE 30600PE 30600CE 31
3853.75 -3986.25 2868.75 -5167.50 -2

16.26 362.55 (283- (243.15- (197.65- (354.6- (1
22.35
 27 May 2019 (Mon) -1119 15:00 1618/-2687 - - - (31259.20- 128.85 = 402.6 = 82.9 = 561.3 = 2
(0.07%)
16.29 31621.75) -154.15) 159.45) -114.75) 206.70) 1
31300PE 31300CE 31100PE 31100CE 31
-1488.75 2635.00 -700.00 3391.25

Day 18
16.09 -190.10 (238.8- (205.9- (155.4- (318.6-
63.65 Open (12
 28 May 2019 (Tue) 1576 15:00 4192/-2713 - - (31671.60- 298.35 = 100.5 = 183.4 = 182.95 =
(0.2%) > =-
16.13 31481.50) 59.55) -105.40) 28.00) -135.65)
PDH 31
31700PE 31700CE 31500PE 31500CE
-1670.00 2712.50 -655.00 3720.00

16
15.86 -177.85 (146.6- (172- (77.35- (293.6-
-138.65 (8
 29 May 2019 (Wed) 3054 15:00 3621/0 - - - (31500.80- 213.4 = 63.5 = 103.55 = 144.8 =
(-0.44%) -6
16.37 31322.95) 66.80) -108.50) 26.20) -148.80)
31
31500PE 31500CE 31300PE 31300CE
1905.00 -4258.75 -5617.50 -1

Day 597.50
Stop 15.8 103.30 (83.45- (102.5- (240- (3
-38.7 Open (26.1-2.2
 30 May 2019 (Thu) -5000 13:13 5055/-8103 Loss - (31319.25- 7.25 = 272.85 = 464.7 = 10
(-0.12%) < = -23.90)
Hit 15.54 31422.55) -76.20) 170.35) 224.70) 7
.
PDL 31100PE
31300PE 31300CE
e r s 31100CE 31
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (4) BN
(2) BN (3) BN
o
Exit
e r s Sell 1 Sell 1 Lot
or p
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Sell 1 Lot Lot
Time Lot ATM ATM-200
t

l y f Type   H/L  ATM PE
CE PE
ATM-200
stric
 CE
n t is
cu me Day
-22076.25 6036.25 -20127.50 7936.25
d o Stop 15.09 -382.70 (301.75- (272.95- (215.2- (383-
is
141.8 Open
Th
 31 May 2019 (Fri) -5000 12:00 3073/-14332 Loss - (31723.75- 1184.8 = 31.5 = 1020.3 = 65.55 =
(0.45%) >
Hit 16.2 31341.05) 883.05) -241.45) 805.10) -317.45)
PDH
31700PE 31700CE 31500PE 31500CE
3932.50 -4830.00 2857.50 -5977.50

16.1 268.40 (255.4- (229.85- (175.65- (353.85-
30.65
 3 Jun 2019 (Mon) -3108 15:00 1998/-4003 - - - (31345.15- 98.1 = 423.05 = 61.35 = 592.95 =
(0.1%)
16.18 31613.55) -157.30) 193.20) -114.30) 239.10)
31300PE 31300CE 31100PE 31100CE
1676.25 595.00 1412.50 413.75

15.7 24.15 (187.1- (209.35- (113.8- (332.05-
-120.75
 4 Jun 2019 (Tue) 6052 15:00 6486/-280 - - - (31621.65- 120.05 = 185.55 = 57.3 = 315.5 =
(-0.38%)
15.64 31645.80) -67.05) -23.80) -56.50) -16.55)
31600PE 31600CE 31400PE 31400CE
-5318.75 3035.00 -2448.75 5793.75

Stop 15.63 -572.80 (112.45- (124.35- (41- (245.95-
-65.1
 6 Jun 2019 (Thu) -5000 13:09 4663/-24883 Loss - - (31468.35- 325.2 = 2.95 = 138.95 = 14.2 =
(-0.21%)
Hit 15.53 30895.55) 212.75) -121.40) 97.95) -231.75)
31500PE 31500CE 31300PE 31300CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1776.25 -1581.25 1357.50 -2163.75 -1

15.02 144.05 (249.05- (252- (172.45- (368.4-
85.75
 7 Jun 2019 (Fri) -21 15:00 939/-2813 - - - (30897.75- 178 = 315.25 = 118.15 = 454.95 = 2
(0.28%)
14.91 31041.80) -71.05) 63.25) -54.30) 86.55) 4
30900PE 30900CE 30700PE 30700CE 31
-5123.75 2726.25 -3952.50 3986.25 17

Day
Stop 14.66 -309.00 (188.7- (225.5- (114.8- (348.65-
192.65 Open
 10 Jun 2019 (Mon) -5000 11:12 626/-9088 Loss - (31345.35- 393.65 = 116.45 = 272.9 = 189.2 = 6
(0.62%) >
Hit 15.06 31036.35) 204.95) -109.05) 158.10) -159.45) -7
PDH
31300PE 31300CE 31100PE 31100CE 31
3243.75 -2345.00 2335.00 -3221.25 -1

14.78 212.75 (222.4- (190.75- (146.15- (307.6- (1
138.25
 11 Jun 2019 (Tue) 2513 15:00 3911/-1132 - - - (31095.40- 92.65 = 284.55 = 52.75 = 436.45 = 15
(0.45%)
14.46 31308.15) -129.75) 93.80) -93.40) 128.85) 4
31100PE 31100CE 30900PE 30900CE 31
-1053.75 2833.75 -161.25 3821.25 15

14.58 -192.45 (134.9- (168.55- (71.55- (297- (7
-46.15
 12 Jun 2019 (Wed) 4317 15:00 4917/-87 - - - (31144.80- 177.05 = 55.2 = 78 = 144.15 = 1
(-0.15%)
14.15 30952.35) 42.15) -113.35) 6.45) -152.85) -6
31100PE 31100CE
e r
30900PE
s . 30900CE 31
h th
o-1081.25
w i t
re
-2935.00 2220.00 4287.50 6
a
Day
h
ot s
Stop 14.23 2.50 (80.85- (96.35- (22.4- (230- (
-88.95 Open
 13 Jun 2019 (Thu) -5000 12:36 5335/-6911 Loss
(-0.29%)
-
<
o n
(30927.40- 198.25 = 7.55 = 65.65 = 58.5 = 1
Hit 13.69
s e.
PDL D 30929.90) 117.40) -88.80) 43.25) -171.50) -2
al u 30900PE 30900CE 30700PE 30700CE 31
rs o n
o r pe
ric
Expiry: 20 JUN 2019,
s s t
me nt i
u
BN (3) BN (4) BN (
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
-1801.25 1838.75 -1180.00 2477.50 1

13.83 -180.45 (275.55- (211.8- (188.05- (317.6- (1
7.35
 14 Jun 2019 (Fri) -167 15:00 1509/-2682 - - - (30964.25- 347.6 = 138.25 = 235.25 = 218.5 = 8
(0.02%)
13.59 30783.80) 72.05) -73.55) 47.20) -99.10) -
31000PE 31000CE 30800PE 30800CE 31
-927.50 2102.50 -268.75 2713.75 1

14.58 -190.65 (266.4- (202.1- (179.75- (307.05-
37.65
 17 Jun 2019 (Mon) 2618 15:00 3385/-502 - - - (30489.05- 303.5 = 118 = 190.5 = 198.5 = 6
(0.12%)
14.77 30298.40) 37.10) -84.10) 10.75) -108.55) -
30500PE 30500CE 30300PE 30300CE 30
-2255.00 2237.50 -1215.00 3203.75 1

14.58 -152.20 (205- (173.5- (119.65- (281.9- (
26.2
 18 Jun 2019 (Tue) 436 15:00 3707/-2152 - - - (30381.70- 295.2 = 84 = 168.25 = 153.75 = 4
(0.09%)
14.91 30229.50) 90.20) -89.50) 48.60) -128.15) -
30400PE 30400CE 30200PE 30200CE 30
-4087.50 -2563.75 3620.00

2072.50 9
Stop 13.67 -287.05 (169.1- (80.85- (218.35-
175.5 (114-31.1 (5
 19 Jun 2019 (Wed) -5000 14:38 1714/-9242 Loss - - (30588.15- 332.6 = 183.4 = 73.55 =
(0.58%) = -82.90) =
Hit 14.91 30301.10) 163.50) 102.55) -144.80)
30600CE 30
30600PE 30400PE 30400CE
2236.25 -3092.50 -4808.75 -1

767.50
Stop 14.9 455.05 (107.55- (88.25- (207.65- (
28.1 (36.2-5.5
 20 Jun 2019 (Thu) -5000 11:10 1325/-14495 Loss - - (30286.45- 18.1 = 211.95 = 400 = 7
(0.09%) = -30.70)
Hit 13.92 30741.50) -89.45) 123.70) 192.35) 4
30100PE
30300PE 30300CE 30100CE 30
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1171.25 63.75 868.75 -301.25 22

14.21 93.20 (241.85- (292.15- (165- (409.95- (19
23.85
 21 Jun 2019 (Fri) 2482 15:00 4938/-918 - - - (30631.85- 195 = 289.6 = 130.25 = 422 = 18
(0.08%)
14.47 30725.05) -46.85) -2.55) -34.75) 12.05) -8
30600PE 30600CE 30400PE 30400CE 308
-852.50 1730.00 -415.00 2251.25 11

15.11 -125.55 (226.9- (215.95- (153.7- (340.05- (1
52.6
 24 Jun 2019 (Mon) 2402 15:00 2983/-41 - - - (30712.80- 261 = 146.75 = 170.3 = 250 = 7
(0.17%)
15.37 30587.25) 34.10) -69.20) 16.60) -90.05) -4
30700PE 30700CE 30500PE 30500CE 309
3148.75 -5027.50
r s
1963.75
.-6323.75 -33
Stop 15.36 358.35 (190.15- (196.05-
h o the (317.05-
(115.05- (10
t
-34.4
 25 Jun 2019 (Tue) -5000 14:06 1217/-9022 Loss - - (30494.15- 64.2 =
w i
397.15 = 36.5 = 570 = 24
re
(-0.11%)
a
Hit 15.01 30852.50) -125.95) 201.10) -78.55) 252.95) 13
h
ot s
30500PE 30500CE 30300PE 30300CE 307
o n
s e. D
lu
3535.00 -4351.25 1966.25 -6011.25 -24
-37.85na
o
14.99 326.45 (175.05- (130.95- (94.65- (244.05- (5
e r s
or p
 26 Jun 2019 (Wed) -1977 15:00 3157/-3599 - - - (30860.95- 33.65 = 305 = 16 = 484.5 = 15
(-0.12%)
t l y f 14.81 31187.40) -141.40) 174.05) -78.65) 240.45) 9
stric
30900PE 30900CE 30700PE 30700CE 311
n t is
cu me 2143.75 456.25
740.00
-898.75
46
d o 14.42 90.95 (94.65- (85.15- (214.05-
This
29.75 (30.5-0.9 (20
 27 Jun 2019 (Thu) 5165 15:00 4761/-589 - - - (31278.35- 8.9 = 66.9 = 250 =
(0.1%) = -29.60) =-
14.51 31369.30) -85.75) -18.25) 35.95)
31100PE 315
31300PE 31300CE 31100CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-721.25 2000.00 -346.25 2407.50 16

14.74 -108.05 (225.15- (319.05- (152.05- (437.85- (2
11.5
 28 Jun 2019 (Fri) 2578 15:00 3198/0 - - - (31235.20- 254 = 239.05 = 165.9 = 341.55 = 15
(0.04%)
15.07 31127.15) 28.85) -80.00) 13.85) -96.30) -6
31200PE 31200CE 31000PE 31000CE 31
2223.75 -533.75 1623.75 -1215.00 -8

14.64 117.10 (227.25- (230- (140.3- (333.4- (1
165.8
 1 Jul 2019 (Mon) 4023 15:00 4969/0 - - - (31264.05- 138.3 = 251.35 = 75.35 = 382 = 14
(0.53%)
14.63 31381.15) -88.95) 21.35) -64.95) 48.60) 3
31300PE 31300CE 31100PE 31100CE 31
-335.00 1516.25 81.25 1931.25 11

14.59 -90.40 (188.15- (180- (108.25- (291.75- (9
42.45
 2 Jul 2019 (Tue) 3258 15:00 3881/-2635 - - - (31368.85- 201.55 = 119.35 = 105 = 214.5 = 5
(0.14%)
14.35 31278.45) 13.40) -60.65) -3.25) -77.25) -4
31400PE 31400CE 31200PE 31200CE 31
1687.50 -1002.50 806.25 -1955.00 -4

14.2 129.40 (108- (201.55- (47.35- (327.85- (9
64.4
 3 Jul 2019 (Wed) 1303 15:00 2513/-2864 - - - (31246.40- 40.5 = 241.65 = 15.1 = 406.05 = 11
(0.21%)
13.75 31375.80) -67.50) 40.10) -32.25) 78.20) 1
31200PE 31200CE 31000PE 31000CE 31
1931.25 1366.25 323.75 4

Day 690.00
13.45 13.00 (96.5- (81.6- (203.4- (1
88.7 Open (28.1-0.5
 4 Jul 2019 (Thu) 5912 15:00 6042/-179 - - (31496.70- 19.25 = 26.95 = 190.45 = 0
(0.28%) > = -27.60)
13.46 31509.70) -77.25) -54.65) -12.95) -1
PDH 31300PE
31500PE 31500CE 31300CE 31
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
1305.00 2401.25
r s
1331.25
e . 2466.25 2
13.44 -9.65 (278.55- (316-
h o th(197.9- (430.1- (
t
51.2
 5 Jul 2019 (Fri) 7482 15:00 7990/0 - - - (31533.30- 226.35 =
w i
219.95 = 144.65 = 331.45 =
re
(0.16%)
a
13.15 31523.65) -52.20) -96.05) -53.25) -98.65)
h
ot s
31500PE 31500CE 31300PE 31300CE 3
o n
s e. D
lu
-6633.75 3995.00 -4841.25 5743.75 2
o n
Stop a 13.22 -512.60 (169- (231.85- (97.8- (355.7-
e r s
-128.95
rp
 8 Jul 2019 (Mon) -5000 11:07 3401/-12202 Loss - - (31117.85- 434.35 = 72.05 = 291.45 = 125.95 = 4
(-0.41%)
f o Hit 13.98 30605.25) 265.35) -159.80) 193.65) -229.75)
t r i ctly 31100PE 31100CE 30900PE 30900CE 3
i s s
e n t
m
cu 1685 15:00 3102/-3793 - -70.45 14.12
Day
2053.75 -1160.00 1343.75 -2192.50 -
s d o 137.80 (163.55- (209.15- (94.9- (340.3- (
i
Open
T h
 9 Jul 2019 (Tue)
(-0.23%)
-
13.75
<
PDL
(30433.50-
30571.30)
81.4 =
-82.15)
255.55 =
46.40)
41.15 =
-53.75)
428 =
87.70)
30400PE 30400CE 30200PE 30200CE 3
-2176.25 2517.50 -911.25 3780.00 1

13.66 -170.65 (125.75- (144.15- (58.65- (267.45-
48.9
 10 Jul 2019 (Wed) 927 15:00 2265/-4511 - - - (30705.60- 212.8 = 43.45 = 95.1 = 116.25 =
(0.16%)
13.65 30534.95) 87.05) -100.70) 36.45) -151.20)
30700PE 30700CE 30500PE 30500CE 3
2123.75 596.25 -1141.25

587.50
13.12 73.10 (92.15- (65.8- (183.45-
184.9 (24-0.5 =
 11 Jul 2019 (Thu) 4613 15:00 4476/-672 - - - (30650.65- 7.2 = 41.95 = 229.1 =
(0.61%) -23.50)
12.58 30723.75) -84.95) -23.85) 45.65)
30500PE
30700PE 30700CE 30500CE 3
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
187.50 1148.75 237.50 1268.75 9

Day
12.49 -55.75 (224.1- (207.25- (137.65- (318.2- (1
73.2 Open
 12 Jul 2019 (Fri) 3301 15:00 4466/0 - - (30693.10- 216.6 = 161.3 = 128.15 = 267.45 = 8
(0.24%) >
12.09 30637.35) -7.50) -45.95) -9.50) -50.75) -3
PDH
30700PE 30700CE 30500PE 30500CE 30
-2835.00 2256.25 -1896.25 3268.75 13

Stop 12.04 -168.75 (170.95- (185.5- (95.15- (306.15- (1
87.4
 15 Jul 2019 (Mon) -5000 13:50 1667/-5015 Loss - - (30620.00- 284.35 = 95.25 = 171 = 175.4 = 4
(0.29%)
Hit 12.02 30451.25) 113.40) -90.25) 75.85) -130.75) -5
30600PE 30600CE 30400PE 30400CE 30
2285.00 -1613.75 1348.75 -2538.75 -8

11.93 137.50 (147.55- (183.05- (76.3- (309.15- (9
86.7
 16 Jul 2019 (Tue) 1671 15:00 4137/-2095 - - - (30440.90- 56.15 = 247.6 = 22.35 = 410.7 = 12
(0.28%)
11.57 30578.40) -91.40) 64.55) -53.95) 101.55) 3
30400PE 30400CE 30200PE 30200CE 30
1780.00 -960.00 845.00 -1901.25 -2

11.54 132.50 (109.2- (123.6- (43.05- (251.4- (4
51.45
 17 Jul 2019 (Wed) 1988 15:00 2918/-1338 - - - (30619.40- 38 = 162 = 9.25 = 327.45 = 5
(0.17%)
11.81 30751.90) -71.20) 38.40) -33.80) 76.05) 1
30600PE 30600CE 30400PE 30400CE 30
-1807.50 -490.00 2343.75

852.50 1
Stop 11.74 -253.30 (113.5- (28.15- (145-
-29.7 (39.4-5.3 (5
 18 Jul 2019 (Thu) -5000 12:18 146/-9212 Loss - - (30756.10- 185.8 = 47.75 = 51.25 =
(-0.1%) = -34.10) =
Hit 11.71 30502.80) 72.30) 19.60) -93.75)
.
30800CE 31
30800PE
e r
30600PE
s 30600CE
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN (
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me -5150.00 2550.00 -4028.75 3726.25
16
d o Stop 11.43 -659.75 (179-385 (205.2- (103.75- (326.35-
This
84.5 (11
 19 Jul 2019 (Fri) -5000 10:12 337/-18898 Loss - - (30517.45- = 103.2 = 264.9 = 177.3 =
(0.28%) =-
Hit 12.45 29857.70) 206.00) -102.00) 161.15) -149.05)
30
30500PE 30500CE 30300PE 30300CE
-982.50 2383.75 -446.25 2926.25 17

Day
13.14 -184.80 (184- (253- (119.35- (385- (1
-153.3 Open
 22 Jul 2019 (Mon) 3662 15:00 4777/-977 - - (29438.80- 223.3 = 157.65 = 137.2 = 267.95 = 8
(-0.51%) <
13.12 29254.00) 39.30) -95.35) 17.85) -117.05) -7
PDL
29400PE 29400CE 29200PE 29200CE 29
87.50 2207.50 321.25 2531.25 15

13.39 -47.85 (153.6- (225.55- (89.35- (364.65- (1
57.5
 23 Jul 2019 (Tue) 5917 15:00 6347/-712 - - - (29195.00- 150.1 = 137.25 = 76.5 = 263.4 = 6
(0.2%)
13.51 29147.15) -3.50) -88.30) -12.85) -101.25) -6
29200PE 29200CE 29000PE 29000CE 29
-3295.00 3348.75 -1537.50 5218.75 16

13.48 -252.05 (112.95- (163.95- (51- (300.85- (
-42.65
 24 Jul 2019 (Wed) 587 15:00 3292/-3363 - - - (29200.35- 244.75 = 30 = 112.5 = 92.1 = 9
(-0.15%)
12.78 28948.30) 131.80) -133.95) 61.50) -208.75) -6
29200PE 29200CE 29000PE 29000CE 29
2131.25 1520.00 873.75 555.00

4
12.83 51.20 (109.05- (74.65- (36.45- (192.7-
28.8 (1
 25 Jul 2019 (Thu) 6541 15:00 7367/-708 - - - (29060.05- 23.8 = 13.85 = 1.5 = 170.5 =
(0.1%) =-
12.55 29111.25) -85.25) -60.80) -34.95) -22.20)
29
29100PE 29100CE 28900PE 28900CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
2913.75 -2945.00 2202.50 -3848.75 -

13.13 262.20 (211.5- (283.2- (143.35- (412.65-
19.45
 26 Jul 2019 (Fri) -882 15:00 1861/-2857 - - - (29034.90- 94.95 = 401 = 55.25 = 566.6 = 2
(0.07%)
12.22 29297.10) -116.55) 117.80) -88.10) 153.95)
29000PE 29000CE 28800PE 28800CE 2
-528.75 1676.25 -203.75 2205.00 1

Day
12.95 -103.90 (217.25- (182.45- (132.9- (297.75-
258.15 Open
 29 Jul 2019 (Mon) 2813 15:00 4402/-1704 - - (29385.10- 238.4 = 115.4 = 141.05 = 209.55 =
(0.88%) >
13.11 29281.20) 21.15) -67.05) 8.15) -88.20)
PDH
29400PE 29400CE 29200PE 29200CE 2
-2420.00 1476.25 -1497.50

2425.00
Stop 12.78 -650.65 (185.3- (135.55- (104-
138.95 (249-152
 30 Jul 2019 (Tue) -5000 12:45 1095/-25992 Loss - - (29464.20- 282.1 = 76.5 = 163.9 =
(0.47%) = -97.00)
Hit 13.78 28813.55) 96.80) -59.05) 59.90)
29300CE
29500PE 29500CE 29300PE 2
2785.00 -4863.75 1596.25 -5731.25 -3

Day
.
Stop 13.83 219.95 (140.9- (187.4- (77.65- (322.75-
-216.15 Open
e r s
th
 31 Jul 2019 (Wed) -5000 14:33 2535/-5153 Loss - (28644.25- 29.5 = 381.95 = 13.8 = 552 = 2
o
(-0.75%) <
t h
Hit 13.51 28864.20) -111.40) 194.55) -63.85) 229.25) 1
PDL
w i
re
28600PE 28600CE 28400PE 28400CE 2
h a
o n ot s -5165.00 2763.75 -2187.50 5901.25
D
. (28744.65- 297.25
-use -
Stop 13.97 -519.75 (90.65- (113.25- (30.15- (251.1-
l
-215.5
a
 1 Aug 2019 (Thu) -5000 13:50 2753/-28643 Loss = 2.7 = 117.65 = 15.05 =
Hit
o n 14.93
(-0.75%)
r s 28224.90) 206.60) -110.55) 87.50) -236.05)
or pe 28700PE 28700CE 28500PE 28500CE 2
t l y f
s s t ric
e n t i Expiry: 8 AUG 2019, Net Profit: 3779, Average Day Profit: 755
o cum
i s d
T h Max MTM BN Gap India
BN
Prev Spot
(1) BN (2) BN
(3) BN
Sell 1
(4) BN
Sell 1
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
1666.25 -613.75 1411.25 -1156.25 -

15.13 132.75 (311.2- (345.3- (232.6- (473- (
-143
 2 Aug 2019 (Fri) 2876 15:00 4296/-3081 - - - (28084.65- 244.55 = 369.85 = 176.15 = 519.25 = 2
(-0.5%)
15.39 28217.40) -66.65) 24.55) -56.45) 46.25)
28100PE 28100CE 27900PE 27900CE 2
-4403.75 2453.75 -3580.00 3442.50 1

Day
Stop 16.3 -99.75 (253.85- (335.45- (191.7- (474.6- (
-363.75 Open
 5 Aug 2019 (Mon) -5000 09:40 1808/-10292 Loss - (27715.00- 430 = 237.3 = 334.9 = 336.9 = 1
(-1.29%) <
Hit 16.87 27615.25) 176.15) -98.15) 143.20) -137.70)
PDL
27700PE 27700CE 27500PE 27500CE 2
4246.25 -2367.50 3398.75 -3125.00 -

16.69 305.05 (291.15- (300.75- (214.3- (420-545
-129.55
 6 Aug 2019 (Tue) 2665 15:00 4792/0 - - - (27773.05- 121.3 = 395.45 = 78.35 = = 2
(-0.47%)
15.78 28078.10) -169.85) 94.70) -135.95) 125.00)
27800PE 27800CE 27600PE 27600CE 2
-566.25 3852.50 296.25 4857.50 2

15.88 -177.45 (227.95- (220- (148.7- (339.3-
31.75
 7 Aug 2019 (Wed) 8238 15:00 10163/-576 - - - (27992.30- 250.6 = 65.9 = 136.85 = 145 = 2
(0.11%)
16.6 27814.85) 22.65) -154.10) -11.85) -194.30) -
28000PE 28000CE 27800PE 27800CE 2
-3418.75 1435.00 -2156.25 2830.00

Stop 15.7 208.35 (108.65- (101.45- (39.75- (226.6-
138.05 (3
 8 Aug 2019 (Thu) -5000 09:40 6243/-7398 Loss - - (27775.50- 245.4 = 44.05 = 126 = 113.4 =
(0.5%) =
Hit 16.01 27983.85) 136.75) -57.40) 86.25) -113.20)
2
27800PE 27800CE 27600PE 27600CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1858.75 416.25 1466.25 151.25 5

Day
15.31 64.50 (290.25- (254.1- (195.7- (356.05- (1
183.2 Open
 9 Aug 2019 (Fri) 4891 15:00 5353/-133 - - (28363.55- 215.9 = 237.45 = 137.05 = 350 = 15
(0.65%) >
15.76 28428.05) -74.35) -16.65) -58.65) -6.05) -2
PDH
28400PE 28400CE 28200PE 28200CE 28
-6865.00 4800.00 -4396.25 7211.25 27

Stop 16.03 -397.95 (140.35- (218-26 (78.1- (348.7- (1
-75.1
 13 Aug 2019 (Tue) -5000 14:50 5248/-5467 Loss - - (28148.50- 414.95 = = 253.95 = 60.25 = 1
(-0.26%)
Hit 17.53 27750.55) 274.60) -192.00) 175.85) -288.45) -1
28100PE 28100CE 27900PE 27900CE 28
3153.75 -3121.25
r
1576.25
e s . (236.45-
-5293.75 -1
Stop 16.98 230.00 (141.6- (121.6-
h o th
(67.35- (
t
156.4
 14 Aug 2019 (Wed) -5000 14:03 6936/-5845 Loss - - (27779.95- 15.45 =
w i
246.45 = 4.3 = 448.2 = 9
re
(0.56%)
a
Hit 16.41 28009.95) -126.15) 124.85) -63.05) 211.75) 5
h
ot s
27800PE 27800CE 27600PE 27600CE 28
o n
s e. D
al u
rs o n
or pe
r t
icMax ly f BN (3) BN (4) BN
Exit st
(1) BN (2) BN
is Profit/Loss
MTM BN Gap India Prev Spot Sell 1 Sell 1
t
Sell 1 Sell 1
Include Date
m e n
Profit
Time
Exit Up/Down VIX Day Change
Lot ATM Lot ATM
Lot Lot
ocu  Type   H/L 

PE CE
ATM-200 ATM-200 A
i s d  PE CE
T h
4092.50 -6335.00 2950.00 -7583.75 -4
Stop 16.34 385.65 (295- (279.65- (209.85- (392.1- (
-98.9
 16 Aug 2019 (Fri) -5000 12:16 2831/-6658 Loss - - (27785.35- 131.3 = 533.05 = 91.85 = 695.45 = 3
(-0.35%)
Hit 16.68 28171.00) -163.70) 253.40) -118.00) 303.35) 1
27800PE 27800CE 27600PE 27600CE 2
-2360.00 2385.00 -1760.00 3027.50

Day 1
16.45 -161.40 (256.5- (218.2- (171.5- (327.35-
114.25 Open (1
 19 Aug 2019 (Mon) 645 15:00 3088/-1374 - - (28371.70- 350.9 = 122.8 = 241.9 = 206.25 =
(0.4%) >
16.79 28210.30) 94.40) -95.40) 70.40) -121.10)
PDH 2
28400PE 28400CE 28200PE 28200CE
-5137.50 2683.75 -3822.50 3880.00 1

Stop 16.67 -246.90 (236.5- (195.05- (153.2- (304.2- (
-22.55
 20 Aug 2019 (Tue) -5000 10:13 1976/-5043 Loss - - (28205.25- 442 = 87.7 = 306.1 = 149 = 4
(-0.08%)
Hit 16.75 27958.35) 205.50) -107.35) 152.90) -155.20)
28200PE 28200CE 28000PE 28000CE 2
-1932.50 3087.50 -810.00 4292.50

1
16.68 -249.20 (184.5- (178.25- (104.3- (292.75-
38.55 (9
 21 Aug 2019 (Wed) 3032 15:00 5542/-146 - - - (27920.75- 261.8 = 54.75 = 136.7 = 121.05 =
(0.14%) =
17.18 27671.55) 77.30) -123.50) 32.40) -171.70)
2
27900PE 27900CE 27700PE 27700CE
-5463.75 2931.25 -2923.75 5425.00 1

Stop 17.32 -462.00 (107.15- (122.75- (40.75- (246-29
-29
 22 Aug 2019 (Thu) -5000 14:03 4128/-13942 Loss - - (27590.90- 325.7 = 5.5 = 157.7 = =
(-0.1%)
Hit 17.75 27128.90) 218.55) -117.25) 116.95) -217.00)
27600PE 27600CE 27400PE 27400CE 2
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
3536.25 -6647.50 2778.75 -7821.25 -5

Day
Stop 18.11 285.40 (292.7- (374.85- (221.35- (501.2- (
-198.85 Open
 23 Aug 2019 (Fri) -5000 10:39 1978/-8413 Loss - (26647.45- 151.25 = 640.75 = 110.2 = 814.05 = 4
(-0.74%) <
Hit 17.55 26932.85) -141.45) 265.90) -111.15) 312.85) 2
PDL
26600PE 26600CE 26400PE 26400CE 2
-5780.00 2363.75 -5086.25 3148.75 1

Day
Stop 17.09 507.00 (311.95- (258.3- (221.6- (363.3- (
705.3 Open
 26 Aug 2019 (Mon) -5000 09:48 3426/-10327 Loss - (27381.30- 543.15 = 163.75 = 425.05 = 237.35 =
(2.62%) >
Hit 16.84 27888.30) 231.20) -94.55) 203.45) -125.95)
PDH
27400PE 27400CE 27200PE 27200CE 2
-4151.25 1563.75
r s
-3460.00
e . 2192.50 1
th
Day
o
Stop 16.14 -10.25 (269.55- (239.15- (178.35- (337.7- (
t h
154.95 Open
 27 Aug 2019 (Tue) -5000 09:41 4235/-5523 Loss - (28186.50- 435.6 =
w i
176.6 = 316.75 = 250 = 1
re
(0.55%) >
a
Hit 16.06 28176.25) 166.05) -62.55) 138.40) -87.70)
h
ot s
PDH
28200PE 28200CE 28000PE 28000CE 2
o n
s e. D
lu
-2203.75 4608.75 -902.50 5957.50 3
-45.9na
o
16.05 -294.55 (184.45- (240- (113.25- (365.3-
e r s
rp
 28 Aug 2019 (Wed) 6133 15:00 7510/-378 - - - (28043.10- 272.6 = 55.65 = 149.35 = 127 = 2
(-0.16%)
f o 16.96 27748.55) 88.15) -184.35) 36.10) -238.30) -
i s s
e n t
m
cu -5000 12:31 8653/-6831 Loss
-5402.50 3346.25 -3315.00 5701.25 1
s d o Stop 17.04 -203.40 (103.9- (153.6- (41.6- (295-
i
-109.35
T h
 29 Aug 2019 (Thu)
Hit
(-0.39%)
-
16.19
- (27643.30-
27439.90)
320 =
216.10)
19.75 =
-133.85)
174.2 =
132.60)
66.95 =
-228.05)
27600PE 27600CE 27400PE 27400CE 2
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
626.25 2180.00 897.50 2321.25 1

16.22 -35.45 (313.2- (353.8- (236.2- (469.45-
102.7
 30 Aug 2019 (Fri) 4759 15:00 5416/-230 - - - (27377.95- 288.15 = 266.6 = 200.3 = 376.6 = 18
(0.38%)
16.61 27342.50) -25.05) -87.20) -35.90) -92.85) -
27400PE 27400CE 27200PE 27200CE 27
-1547.50 2700.00 -820.00 3642.50 1

16.96 -172.45 (275.45- (244.8- (194- (365.45- (1
-188.65
 3 Sep 2019 (Tue) 1623 15:00 2007/-472 - - - (27065.65- 337.35 = 136.8 = 226.8 = 219.75 = 7
(-0.69%)
17.89 26893.20) 61.90) -108.00) 32.80) -145.70) -
27100PE 27100CE 26900PE 26900CE 27
3326.25 -5306.25 2093.75 -6583.75 -3

Stop 17.54 363.80 (187.35- (227.85- (112.85- (349.75- (1
-38.2
 4 Sep 2019 (Wed) -5000 11:40 1568/-14761 Loss - - (26742.85- 54.3 = 440.1 = 29.1 = 613.1 = 28
(-0.14%)
Hit 17.39 27106.65) -133.05) 212.25) -83.75) 263.35) 1
26700PE 26700CE 26500PE 26500CE 26
-5508.75 3402.50 -3013.75 5883.75 1

Stop 16.43 -289.90 (99.25- (156.85- (39.45- (297- (
-36.9
 5 Sep 2019 (Thu) -5000 12:11 3695/-8915 Loss - - (27229.65- 319.6 = 20.75 = 160 = 61.65 =
(-0.14%)
Hit 17.34 26939.75) 220.35) -136.10) 120.55) -235.35) -
27200PE 27200CE 27000PE 27000CE 27
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2143.75 -405.00 1693.75 -875.00 3

16.62 136.80 (301.35- (315.75- (213.6- (426.95- (2
66.8
 6 Sep 2019 (Fri) 2707 15:00 2901/-771 - - - (27062.45- 215.6 = 331.95 = 145.85 = 461.95 = 2
(0.25%)
16.53 27199.25) -85.75) 16.20) -67.75) 35.00) -
27100PE 27100CE 26900PE 26900CE 27
3271.25 -5693.75
r
2267.50
e s . -6573.75 -4
Stop 16.63 452.80 (228.8- (250.05-
h o th
(148.3- (370- (1
t
-7.55
 9 Sep 2019 (Mon) -5000 10:09 939/-11671 Loss - - (27039.45- 97.95 =
w i
477.8 = 57.6 = 632.95 = 33
re
(-0.03%)
a
Hit 15.89 27492.25) -130.85) 227.75) -90.70) 262.95) 1
h
ot s
27000PE 27000CE 26800PE 26800CE 27
o n
s e. D
lu
3180.00 -2018.75 1971.25 -3157.50 -8
134.4na
Day
o
15.74 189.65 (173.5- (162.75- (94.65- (283.7-
e r s Open
or p
 11 Sep 2019 (Wed) 3011 15:00 3628/0 - - (27593.15- 46.3 = 243.5 = 15.8 = 410 = 11
(0.49%) >
t l y f 15.36
PDH
27782.80) -127.20) 80.75) -78.85) 126.30) 3
stric
27600PE 27600CE 27400PE 27400CE 27
n t is
cu me Day
1661.25 2003.75 643.75 1038.75
6
d o 15.06 -16.85 (93.5- (93.75- (26.65- (227.1-
This
94.6 Open (2
 12 Sep 2019 (Thu) 6128 15:00 6158/-1877 - - (27912.35- 27.05 = 13.6 = 0.9 = 185.55 =
(0.34%) > =-
15.05 27895.50) -66.45) -80.15) -25.75) -41.55)
PDH 28
27900PE 27900CE 27700PE 27700CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
3500.00 -3383.75 2540.00 -4356.25 -2

14.58 259.75 (260.65- (267.65- (178.4- (380.55- (
-46.5
 13 Sep 2019 (Fri) -448 15:00 1992/-1853 - - - (27801.45- 120.65 = 403 = 76.8 = 554.8 = 2
(-0.17%)
14.31 28061.20) -140.00) 135.35) -101.60) 174.25)
27800PE 27800CE 27600PE 27600CE 2
393.75 561.25 360.00 411.25 4

14.8 -2.75 (251.4- (223.25- (164.2- (335.6- (
-230.75
 16 Sep 2019 (Mon) 1791 15:00 2073/-2032 - - - (27868.00- 235.65 = 200.8 = 149.8 = 319.15 =
(-0.82%)
15.04 27865.25) -15.75) -22.45) -14.40) -16.45) -
27900PE 27900CE 27700PE 27700CE 2
-7425.00 3891.25 -5751.25 5568.75 2

Day
Stop 15.19 -559.25 (220.85- (219.3- (135.75- (333.85- (
-89.9 Open
 17 Sep 2019 (Tue) -5000 13:25 2193/-15113 Loss - (27775.20- 517.85 = 63.65 = 365.8 = 111.1 =
(-0.32%) <
Hit 16.05 27215.95) 297.00) -155.65) 230.05) -222.75) -
PDL
27800PE 27800CE 27600PE 27600CE 2
391.25 1423.75 437.50 1583.75 1

15.47 -74.05 (170.25- (201- (94.65- (323.2-
172.95
 18 Sep 2019 (Wed) 4922 15:00 5295/-1639 - - - (27343.95- 154.6 = 144.05 = 77.15 = 259.85 = 6
(0.64%)
15.33 27269.90) -15.65) -56.95) -17.50) -63.35) -
27300PE 27300CE 27100PE 27100CE 2
-5525.00 2982.50 -2492.50 6036.25 1

Stop 15.31 -327.35 (129-350 (119.75- (53.6- (244.3- (
2.8
 19 Sep 2019 (Thu) -5000 14:47 3256/-5297 Loss - - (27030.15- = 0.45 = 153.3 = 2.85 =
(0.01%)
Hit 15.73 26702.80) 221.00) -119.30) 99.70) -241.45) -
27000PE 27000CE 26800PE 26800CE 2
BN (3) BN
(1) BN (4) BN
Exit Sell 1 Sell 1 Lot
 Type   H/L  ATM CE ATM-200
PE CE
 PE
5345.00 -10250.00
r s
3897.50
e . -11582.50
Stop 15.63 2203.15 (294.9-
o
(323.4-
h th
(212.05- (435.8-
t
121
 20 Sep 2019 (Fri) -5000 10:52 977/-36597 Loss - - (26808.60- 81.1 =
w i733.4 = 56.15 = 899.1 =
re
(0.45%)
a
Hit 15.79 29011.75) -213.80) 410.00) -155.90) 463.30)
h
ot s
26800PE 26800CE 26600PE 26600CE
o n
s e. D
u
nal17.27
13673.75 -7668.75 7311.25 -10505.00
Day
o
1057.85 562.10 (750- (371.95- (446.8- (426.75-
e r s Open
or p
 23 Sep 2019 (Mon) 10603 15:00 11602/-82 -  - (30072.25- 203.05 = 678.7 = 154.35 = 846.95 =
>
t l y f (3.65%) 16.81
PDH
30634.35) -546.95) 306.75) -292.45) 420.20)
stric
30100PE 30100CE 29900PE 29900CE
n t is
cu me 921.25 4491.25 1261.25 4741.25
d o 17.48 -218.25 (449.6- (387.2- (352.1- (488-
is
-134.2
Th
 24 Sep 2019 (Tue) 6121 15:00 6888/-3293 - - - (30455.45- 412.75 = 207.55 = 301.65 = 298.35 =
(-0.44%)
16.84 30237.20) -36.85) -179.65) -50.45) -189.65)
30500PE 30500CE 30300PE 30300CE
-2243.75 5953.75 -732.50 7400.00

16.41 -311.95 (227.55- (322.3- (154.5- (447-151
-154.05
 25 Sep 2019 (Wed) 8601 15:00 9732/0 - - - (29839.95- 317.3 = 84.15 = 183.8 = =
(-0.51%)
16.25 29528.00) 89.75) -238.15) 29.30) -296.00)
29800PE 29800CE 29600PE 29600CE
2762.50 -5091.25 1421.25 -6555.00

Stop 15.75 260.25 (147.9- (141- (72.35- (261.8-
54.5
 26 Sep 2019 (Thu) -5000 10:04 6682/-32537 Loss - - (29783.85- 37.4 = 344.65 = 15.5 = 524 =
(0.18%)
Hit 16.41 30044.10) -110.50) 203.65) -56.85) 262.20)
29800PE 29800CE 29600PE 29600CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
2381.25 -120.00 2051.25 -427.50

16.45 94.15 (432.45- (499.2- (336.95- (605.05- (
-27.65
 27 Sep 2019 (Fri) 3929 15:00 5131/-2241 - - - (29797.05- 337.2 = 504 = 254.9 = 622.15 = 3
(-0.09%)
16.17 29891.20) -95.25) 4.80) -82.05) 17.10)
29800PE 29800CE 29600PE 29600CE 3
-9473.75 7101.25 -7721.25 8737.50 5

Day
Stop 16.17 -573.25 (365.6- (411.35- (279.1- (523- (
-201.85 Open
 30 Sep 2019 (Mon) -5000 12:44 3587/-6199 Loss - (29658.05- 744.55 = 127.3 = 587.95 = 173.5 = 9
(-0.68%) <
Hit 15.94 29084.80) 378.95) -284.05) 308.85) -349.50) -
PDL
29700PE 29700CE 29500PE 29500CE 2
-6265.00 2510.00 -5536.25 3242.50 2

Stop 15.54 -810.55 (260.85- (290.4- (164.45- (394.05- (
123
 1 Oct 2019 (Tue) -5000 09:47 532/-28726 Loss - - (29481.05- 511.45 = 190 = 385.9 = 264.35 = 1
(0.42%)
Hit 16.69 28670.50) 250.60) -100.40) 221.45) -129.70)
29500PE 29500CE 29300PE 29300CE 2
4203.75 -6760.00 3345.00 -8076.25 -5

Stop 17.73 17.50 (279.65- (224.6- (204.45- (353.3-
-118.8
 3 Oct 2019 (Thu) -5000 09:48 24337/-6773 Loss - - (28356.85- 111.5 = 495 = 70.65 = 676.35 = 3
(-0.41%)
Hit 17.76 28374.35) -168.15) 270.40) -133.80) 323.05) 2
28400PE 28400CE 28200PE 28200CE 2
BN
e r s . (4) BN
th
(2) BN (3) BN
o
t h
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Sell 1 Lot
w i Lot
re
a
 Type   H/L  ATM PE ATM-200 A
sh
CE PE
t
 CE
o n o
s e.D
lu
-12283.75 8380.00 -11201.25 9510.00
267.8na
o
Stop 17.19 -866.40 (488.65- (518.5- (389.65- (615.85-
 4 Oct 2019 (Fri) -5000 12:58 3142/-9028 Loss
pe rs - - (28673.30- 980 = 183.3 = 837.7 = 235.45 =
or
(0.94%)
t l y f Hit 17.33 27806.90) 491.35) -335.20) 448.05) -380.40)
stric
28700PE 28700CE 28500PE 28500CE 2
n t is
cu me 3877.50 -296.25 3467.50 -961.25
d o 18.14 158.20 (420.85- (385- (328.65- (492-
is
178.05
Th
 7 Oct 2019 (Mon) 4299 15:00 4800/-2941 - - - (27676.20- 265.75 = 396.85 = 189.95 = 530.45 =
(0.64%)
17.68 27834.40) -155.10) 11.85) -138.70) 38.45)
27700PE 27700CE 27500PE 27500CE 2
4666.25 -7420.00 3433.75 -8412.50

Stop 18.01 1014.55 (272.8- (285.75- (192.3- (406-
134.1
 9 Oct 2019 (Wed) -5000 11:52 3138/-25662 Loss - - (27799.25- 86.15 = 582.55 = 54.95 = 742.5 =
(0.48%)
Hit 17.24 28813.80) -186.65) 296.80) -137.35) 336.50)
27800PE 27800CE 27600PE 27600CE 2
-6317.50 4152.50 -4302.50 6312.50

Stop 17.09 -534.45 (162.55- (193.6- (86.7- (321-
-242.9
 10 Oct 2019 (Thu) -5000 11:16 3907/-15281 Loss - - (28481.35- 415.25 = 27.5 = 258.8 = 68.5 =
(-0.84%)
Hit 17.37 27946.90) 252.70) -166.10) 172.10) -252.50)
28500PE 28500CE 28300PE 28300CE 2
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-4818.75 4083.75 -4065.00 4485.00 3

16.83 -350.65 (442.3- (468.35- (345.95- (567.45-
232.1
 11 Oct 2019 (Fri) -549 15:00 1641/-4559 - - - (28366.00- 635.05 = 305 = 508.55 = 388.05 = 2
(0.83%)
17.27 28015.35) 192.75) -163.35) 162.60) -179.40) -1
28400PE 28400CE 28200PE 28200CE 28
1486.25 2092.50 1278.75 1803.75 2

17.5 -4.60 (439.75- (446.9- (343.5- (545.9- (3
196
 14 Oct 2019 (Mon) 4141 15:00 4212/-1727 - - - (28291.00- 380.3 = 363.2 = 292.35 = 473.75 = 26
(0.7%)
17.35 28286.40) -59.45) -83.70) -51.15) -72.15) -
28300PE 28300CE 28100PE 28100CE 28
4303.75 -2040.00 3477.50 -2807.50 -1

268.15 (343.35- (373- (255.05- (476.95-
75.9 17 -
 15 Oct 2019 (Tue) 2862 15:00 3926/-1233 - - (28293.35- 171.2 = 454.6 = 115.95 = 589.25 = 33
(0.27%) 16.86
28561.50) -172.15) 81.60) -139.10) 112.30) 4
28300PE 28300CE 28100PE 28100CE 28
-240.00 3826.25 301.25 4230.00 2

16.38 -159.00 (250.65- (289.15- (169.65- (403.2- (
134.35
 16 Oct 2019 (Wed) 8200 15:00 8562/0 - - - (28641.75- 260.25 = 136.1 = 157.6 = 234 = 7
(0.47%)
16.49 28482.75) 9.60) -153.05) -12.05) -169.20) -1
28600PE 28600CE 28400PE 28400CE 28
3281.25 -5487.50 1655.00 -7097.50 -3

Stop 368.50 (136.05- (178.8- (68.45- (313.9-
57.55 16.12
 17 Oct 2019 (Thu) -5000 13:37 8618/-11267 Loss - (28631.75- 4.8 = 398.3 = 2.25 = 597.8 = 2
(0.2%) - 16
Hit 29000.25) -131.25) 219.50) -66.20) 283.90) 1
28600PE 28600CE
e r
28400PE
s . 28400CE 28
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me 2830.00 -2330.00 2378.75 -2453.75 -1
d o 15.63 195.60 (390.55- (380.25- (302.15- (491.85- (
is
-34.65
Th
 18 Oct 2019 (Fri) 1465 15:00 2116/-874 - - - (28892.75- 277.35 = 473.45 = 207 = 590 = 3
(-0.12%)
15.95 29088.35) -113.20) 93.20) -95.15) 98.15)
28900PE 28900CE 28700PE 28700CE 2
4765.00 -1427.50 4003.75 -2267.50 -

Day
16.51 204.65 (379.75- (325- (287.65- (430.05- (
296 Open
 22 Oct 2019 (Tue) 4708 15:00 5282/-1927 - - (29287.70- 189.15 = 382.1 = 127.5 = 520.75 = 2
(1.02%) >
16.81 29492.35) -190.60) 57.10) -160.15) 90.70)
PDH
29300PE 29300CE 29100PE 29100CE 2
2456.25 1628.75 2295.00 1511.25 1

16.61 -129.40 (324.95- (199.15- (226.45- (303.05- (
67.7
 23 Oct 2019 (Wed) 9711 15:00 9917/-1012 - - - (29548.15- 226.7 = 134 = 134.65 = 242.6 = 6
(0.23%)
16.6 29418.75) -98.25) -65.15) -91.80) -60.45) -
29500PE 29500CE 29300PE 29300CE 2
-4945.00 2173.75 -3435.00 3607.50 1

Stop 16.43 -517.35 (166.8- (142- (78.85- (252.9- (
144.75
 24 Oct 2019 (Thu) -5000 10:00 2878/-26911 Loss - - (29660.50- 364.6 = 55.05 = 216.25 = 108.6 = 2
(0.49%)
Hit 16.31 29143.15) 197.80) -86.95) 137.40) -144.30) -
29700PE 29700CE 29500PE 29500CE 2
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
4712.50 -2180.00 3833.75 -2983.75 -

16.01 252.00 (345- (375.8- (255.6- (485.65-
120.7
 25 Oct 2019 (Fri) 3556 15:00 4952/-311 - - - (29121.45- 156.5 = 463 = 102.25 = 605 =
(0.41%)
15.38 29373.45) -188.50) 87.20) -153.35) 119.35)
29100PE 29100CE 28900PE 28900CE 2
2973.75 -7125.00 2093.75 -8076.25 -

Stop 15.8 452.60 (235.3- (261.9- (156.75- (381- (
11.3
 29 Oct 2019 (Tue) -5000 11:03 832/-14012 Loss - - (29420.70- 116.35 = 546.9 = 73 = 704.05 = 4
(0.04%)
Hit 16.53 29873.30) -118.95) 285.00) -83.75) 323.05) 2
29400PE 29400CE 29200PE 29200CE 2
858.75 1591.25 668.75 1400.00 1

Day
16.46 4.65 (202- (230.1- (120.95- (348.85-
132.65 Open
 30 Oct 2019 (Wed) 5382 15:00 5671/-3704 - - (30017.65- 167.65 = 166.45 = 94.2 = 292.85 =
(0.44%) >
16.7 30022.30) -34.35) -63.65) -26.75) -56.00)
PDH
30000PE 30000CE 29800PE 29800CE 3
2948.75 2218.75 700.00 1

Day 1450.00
16.72 27.55 (126.2- (162.2- (294.75-
181.15 Open (58.9-0.9
 31 Oct 2019 (Thu) 11348 15:00 11978/-1471 - - (30146.95- 8.25 = 73.45 = 266.75 =
(0.6%) > = -58.00)
16.43 30174.50) -117.95) -88.75) -28.00)
.
PDH 29900PE
30100PE 30100CE
e r s 29900CE 3
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 A
stric
 PE CE
n t is
cu me 3288.75 -1682.50 2811.25 -2263.75 -
d o 16.41 199.55 (360- (347.7- (272.8- (454.5- (
is
129.9
Th
 1 Nov 2019 (Fri) 1520 15:00 2095/-401 - - - (30129.55- 228.45 = 415 = 160.35 = 545.05 =
(0.43%)
15.83 30329.10) -131.55) 67.30) -112.45) 90.55)
30100PE 30100CE 29900PE 29900CE 3
-1480.00 2051.25 -1060.00 2473.75 1

Day
16.12 -168.75 (284.8- (278.15- (199.55- (393-
85.35 Open
 4 Nov 2019 (Mon) 1118 15:00 1683/-2794 - - (30534.55- 344 = 196.1 = 241.95 = 294.05 =
(0.28%) >
15.93 30365.80) 59.20) -82.05) 42.40) -98.95)
PDH
30500PE 30500CE 30300PE 30300CE 3
-163.75 2386.25 271.25 2768.75 1

16.02 -145.05 (254.85- (278.95- (170.3- (395-
70.15
 5 Nov 2019 (Tue) 5075 15:00 5527/-108 - - - (30337.50- 261.4 = 183.5 = 159.45 = 284.25 =
(0.23%)
15.99 30192.45) 6.55) -95.45) -10.85) -110.75)
30300PE 30300CE 30100PE 30100CE 3
3621.25 -5661.25 2132.50 -7118.75 -3

Stop 15.95 592.60 (211.1- (178.55- (120.9- (286.05-
5.35
 6 Nov 2019 (Wed) -5000 12:02 2568/-16947 Loss - - (30069.95- 66.25 = 405 = 35.6 = 570.8 = 2
(0.02%)
Hit 15.84 30662.55) -144.85) 226.45) -85.30) 284.75) 1
30100PE 30100CE 29900PE 29900CE 3
1282.50 3235.00 1062.50 3071.25 1

Day
15.42 -93.10 (113.25- (140.15- (44.45- (274.25-
113 Open
 7 Nov 2019 (Thu) 9442 15:00 9455/-2401 - - (30746.00- 61.95 = 10.75 = 1.95 = 151.4 =
(0.37%) >
15.27 30652.90) -51.30) -129.40) -42.50) -122.85)
PDH
30700PE 30700CE 30500PE 30500CE 3
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
4521.25 -7376.25 3460.00 -8395.00 -6

Stop 15.31 260.05 (338.85- (308.95- (250.25- (421.95-
-61.85
 8 Nov 2019 (Fri) -5000 12:51 1786/-6726 Loss - - (30546.15- 158 = 604 = 111.85 = 757.75 = 4
(-0.2%)
Hit 15.73 30806.20) -180.85) 295.05) -138.40) 335.80) 2
30500PE 30500CE 30300PE 30300CE 30
3053.75 -2122.50 2340.00 -2846.25 -1

16.01 221.15 (291.45- (259.1- (203.85- (373- (1
-84.75
 11 Nov 2019 (Mon) 854 15:00 1532/-3186 - - - (30741.20- 169.3 = 344 = 110.25 = 486.85 = 22
(-0.28%)
16.49 30962.35) -122.15) 84.90) -93.60) 113.85) 5
30700PE 30700CE 30500PE 30500CE 30
-5185.00 3300.00 -3523.75 5062.50 1

Stop 16.56 -598.05 (279.1- (168-36 (185.15- (276.8-
-30.8
 13 Nov 2019 (Wed) -5000 14:32 1587/-16175 Loss - - (31157.15- 486.5 = = 326.1 = 74.3 =
(-0.1%)
Hit 16.54 30559.10) 207.40) -132.00) 140.95) -202.50) -
31200PE 31200CE 31000PE 31000CE 31
-3471.25 1517.50 -2162.50 2787.50

5
.
Stop 15.61 116.30 (140.15- (104.05- (59.8- (222.45-
74.25
e r s (3
th
 14 Nov 2019 (Thu) -5000 09:37 9306/-6610 Loss - - (30592.20- 279 = 43.35 = 146.3 = 110.95 =
o
(0.24%) =
t h
Hit 15.69 30708.50) 138.85) -60.70) 86.50) -111.50)
w i 30
re
30600PE 30600CE 30400PE 30400CE
h a
o n ot s
s
Expiry: 21 NOV 2019, Net Profit: 23001, Average D
e. Day Profit: 4600
al u
rs o n
r pe BN (3) BN (4) BN (
f o (1) BN (2) BN

Time tric
Exit 1 Sell 1
s 
i s
Lot ATM
t
e n PE CE
cum
 PE CE
s d o
T h i Day
2660.00 -2825.00 1960.00 -3337.50 -2
15.15 211.10 (314.5- (305.6- (224.7- (416.5- (2
162.45 Open
 15 Nov 2019 (Fri) -1005 15:00 382/-3153 - - (30907.35- 208.1 = 418.6 = 146.3 = 550 = 29
(0.53%) >
14.93 31118.45) -106.40) 113.00) -78.40) 133.50) 8
PDH
30900PE 30900CE 30700PE 30700CE 31
-1008.75 2200.00 -581.25 2603.75 16

15.57 -179.50 (288.55- (278.65- (203- (394.15- (1
28.4
 18 Nov 2019 (Mon) 2612 15:00 3011/-706 - - - (31136.00- 328.9 = 190.65 = 226.25 = 290 = 11
(0.09%)
15.86 30956.50) 40.35) -88.00) 23.25) -104.15) -6
31100PE 31100CE 30900PE 30900CE 31
2916.25 -618.75 2282.50 -1287.50 -1

15.35 81.35 (293.15- (224.4- (200.65- (333.5- (1
53.05
 19 Nov 2019 (Tue) 5184 15:00 5849/0 - - - (31078.30- 176.5 = 249.15 = 109.35 = 385 = 14
(0.17%)
15.43 31159.65) -116.65) 24.75) -91.30) 51.50)
31100PE 31100CE 30900PE 30900CE 31
1668.75 967.50 1411.25 650.00

9
15.15 41.00 (220.25- (178.5- (135.4- (291.2-
56.1 (9
 20 Nov 2019 (Wed) 6837 15:00 6937/-122 - - - (31284.00- 153.5 = 139.8 = 78.95 = 265.2 =
(0.18%) =-
15.16 31325.00) -66.75) -38.70) -56.45) -26.00)
31
31300PE 31300CE 31100PE 31100CE
2836.25 1737.50 1265.00 156.25 11

15.15 18.45 (127.75- (123.9- (51.65- (247.65- (
59.4
 21 Nov 2019 (Thu) 9373 15:00 9422/0 - - - (31321.75- 14.3 = 54.4 = 1.05 = 241.4 = 1
(0.19%)
15.1 31340.20) -113.45) -69.50) -50.60) -6.25) -4
31300PE 31300CE 31100PE 31100CE 31
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1792.50 3086.25 -1122.50 3770.00 24

14.74 -193.65 (284.35- (283.85- (196.3- (397.4- (1
39.65
 22 Nov 2019 (Fri) 2371 15:00 3031/-258 - - - (31309.05- 356.05 = 160.4 = 241.2 = 246.6 = 9
(0.13%)
14.99 31115.40) 71.70) -123.45) 44.90) -150.80) -9
31300PE 31300CE 31100PE 31100CE 31
4157.50 -5093.75 2755.00 -6450.00 -3

14.5 325.15 (249.15- (202- (156.85- (309-567 (1
-46.5
 25 Nov 2019 (Mon) -2586 15:00 2444/-4430 - - - (31174.30- 82.85 = 405.75 = 46.65 = = 26
(-0.15%)
15.03 31499.45) -166.30) 203.75) -110.20) 258.00) 14
31200PE 31200CE 31000PE 31000CE 31
-322.50 1778.75 9
Day -675.00
14.61 -42.95 (113.9- (299.85-
136.95 Open (198-225
 26 Nov 2019 (Tue) 487 15:00 2085/-4087 - - (31712.60- NA 126.8 = 228.7 = 6
(0.43%) > = 27.00)
14.81 31669.65) 12.90) -71.15) -3
PDH 31700PE
31500PE 31500CE 31
1500.00 212.50
e r s . (214-
1268.75 37.50 2
h
h ot
14.51 9.00 (217.5- (112- (118.85- (
114.4
it
 27 Nov 2019 (Wed) 4179 15:00 4451/-407 - - - (31852.55- 157.5 = 103.5 = 68.1 =
212.5 = 3
w
(0.36%)
14.61 31861.55)
h a r e
-60.00) -8.50) -50.75) -1.50) -
ot s
31900PE 31900CE 31700PE 31700CE 32
o n
e .
s Day D
lu
2211.25 -2026.25 741.25 -3452.50 1
o n a14.03 140.85 (89.6- (107.45- (29.95- (249- (
r s
105.75 Open
pe
 28 Nov 2019 (Thu) 1923 15:00 3940/-2973 - (31942.25- 1.15 = 188.5 = 0.3 = 387.1 = 2
r
(0.33%) - 14 >
f o
32083.10) -88.45) 81.05) -29.65) 138.10) -
ly
PDH
ict
31900PE 31900CE 31700PE 31700CE 32
s t r
n t is
e
do cum Expiry: 5 DEC 2019, Net Profit: 1463, Average Day Profit: 292
Th i s
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-1378.75 1935.00 -878.75 2506.25 1

-155.00 (298.05- (227.8- (205.05- (336.9-
-48.8 13.59
 29 Nov 2019 (Fri) 1011 15:00 1457/-2519 - - (32058.35- 353.2 = 150.4 = 240.2 = 236.65 =
(-0.15%) - 14
31903.35) 55.15) -77.40) 35.15) -100.25)
32100PE 32100CE 31900PE 31900CE 3
546.25 912.50 620.00 978.75

13.89 -54.80 (255.35- (216- (166- (324.35-
62.2
 2 Dec 2019 (Mon) 3431 15:00 4053/0 - - - (31878.10- 233.5 = 179.5 = 141.2 = 285.2 = 1
(0.19%)
14.32 31823.30) -21.85) -36.50) -24.80) -39.15)
31900PE 31900CE 31700PE 31700CE 3
-1992.50 2388.75 -1140.00 3191.25 1

13.61 -201.75 (194.75- (199.55- (111.4- (315- (
48.65
 3 Dec 2019 (Tue) 871 15:00 1820/-2286 - - - (31794.70- 274.45 = 104 = 157 = 187.35 =
(0.15%)
15.13 31592.95) 79.70) -95.55) 45.60) -127.65)
31800PE 31800CE 31600PE 31600CE 3
1941.25 -4453.75 875.00 -5567.50 -3

Stop 13.78 357.20 (148.4- (164.5- (70.05- (284.3-
-64.05
 4 Dec 2019 (Wed) -5000 09:48 2287/-12528 Loss - - (31534.00- 70.75 = 342.65 = 35.05 = 507 = 2
(-0.2%)
Hit 13.44 31891.20) -77.65) 178.15) -35.00) 222.70) 1
31500PE 31500CE 31300PE 31300CE 3
-3697.50 3377.50 -546.25 6440.00 1

Day
13.08 -298.95 (117.65- (135.6- (46.55- (262.8-
104.5 Open
 5 Dec 2019 (Thu) 1150 15:00 8177/-4835 - - (32047.85- 265.55 = 0.5 = 68.4 = 5.2 =
(0.33%) >
14.61 31748.90) 147.90) -135.10) 21.85) -257.60)
PDH
32000PE 32000CE 31800PE 31800CE 3
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-5682.50 2943.75 -4553.75 4370.00 17

Stop 12.54 -472.05 (258- (261- (173.55- (377.05- (1
84.2
 6 Dec 2019 (Fri) -5000 13:53 344/-8321 Loss - - (31828.10- 485.3 = 143.25 = 355.7 = 202.25 = 9
(0.27%)
Hit 13.58 31356.05) 227.30) -117.75) 182.15) -174.80) -7
31800PE 31800CE 31600PE 31600CE 32
2053.75 -1068.75
r
1538.75
e s . (363.1-
-1543.75 -6
13.87 112.15 (233.45- (246.75-
h o th
(149.4-
t
-20.15
 9 Dec 2019 (Mon) 1856 15:00 2132/-3906 - - - (31190.55- 151.3 =
w i
289.5 = 87.85 = 424.85 = 18
re
(-0.06%)
a
14.56 31302.70) -82.15) 42.75) -61.55) 61.75) 2
h
ot s
31200PE 31200CE 31000PE 31000CE 31
o n
s e. D
lu
-2377.50 2427.50 -1471.25 3385.00 16
69.75na
o
14.58 -226.10 (229.75- (193.2- (141.15- (306- (
e r s
or p
 10 Dec 2019 (Tue) 333 15:00 2105/-1193 - - - (31369.35- 324.85 = 96.1 = 200 = 170.6 = 5
(0.22%)
t l y f 14.79 31143.25) 95.10) -97.10) 58.85) -135.40) -6
stric
31400PE 31400CE 31200PE 31200CE 31
n t is
cu me -823.75 2602.50 -115.00 3338.75 16
d o 13.48 -125.30 (172.35- (181.05- (91.1- (300.55- (
is
-8.7
Th
 11 Dec 2019 (Wed) 4658 15:00 5360/0 - - - (31190.95- 205.3 = 76.95 = 95.7 = 167 = 3
(-0.03%)
13.55 31065.65) 32.95) -104.10) 4.60) -133.55) -6
31200PE 31200CE 31000PE 31000CE 31
2620.00 -3418.75 863.75 -5217.50 -3

Day
12.8 237.90 (105.5- (98.25- (34.95- (226.25- (
100.05 Open
 12 Dec 2019 (Thu) 86 15:00 4427/-846 - - (31399.75- 0.7 = 235 = 0.4 = 434.95 = 4
(0.32%) >
13.34 31637.65) -104.80) 136.75) -34.55) 208.70) 1
PDH
31400PE 31400CE 31200PE 31200CE 31
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1673.75 -4651.25 1028.75 -5456.25 -3

Day
Stop 12.78 238.05 (219.65- (279.6- (142- (398.3- (1
110.1 Open
 13 Dec 2019 (Fri) -5000 13:01 957/-6705 Loss - (31819.10- 152.7 = 465.65 = 100.85 = 616.55 = 33
(0.35%) >
Hit 13.6 32057.15) -66.95) 186.05) -41.15) 218.25) 1
PDH
31800PE 31800CE 31600PE 31600CE 32
-275.00 1690.00 -17.50 1998.75 13

Day
13.03 -120.20 (237.9- (238.5- (152.95- (354.05- (1
144.75 Open
 16 Dec 2019 (Mon) 3238 15:00 3434/-307 - - (32119.25- 248.9 = 170.9 = 153.65 = 274.1 = 1
(0.45%) >
13.42 31999.05) 11.00) -67.60) 0.70) -79.95) -5
PDH
32100PE 32100CE 31900PE 31900CE 32
1755.00 -1180.00 1131.25 -1781.25 -5

12.74 96.30 (166- (218.5- (92.6- (345.25- (1
108.2
 17 Dec 2019 (Tue) 1488 15:00 1945/-2261 - - - (32033.55- 95.8 = 265.7 = 47.35 = 416.5 = 15
(0.34%)
12.5 32129.85) -70.20) 47.20) -45.25) 71.25) 2
32000PE 32000CE 31800PE 31800CE 32
1497.50 353.75 991.25 -120.00 4

Day
12.62 50.80 (159.4- (151.45- (80.75- (272.6- (
152 Open
 18 Dec 2019 (Wed) 4573 15:00 4782/-453 - - (32182.60- 99.5 = 137.3 = 41.1 = 277.4 = 5
(0.47%) >
12.42 32233.40) -59.90) -14.15) -39.65) 4.80) -1
PDH
32200PE 32200CE 32000PE 32000CE 32
2875.00 80.00 948.75 -1858.75 3

12.37 71.10 (123.9- (61.9- (38.55- (177.15- (1
37.4
 19 Dec 2019 (Thu) 5515 15:00 5707/0 - - - (32164.05- 8.9 = 58.7 = 0.6 = 251.5 = 0
(0.12%)
12.12 32235.15) -115.00) -3.20) -37.95) 74.35) -1
32200PE 32200CE 32000PE 32000CE 32
BN
r
(3) BN
e s . Sell 1
(4) BN (5
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e .D
lu
1871.25 -901.25 1408.75 -1302.50 -4
25.4 na
o
12.06 94.60 (250- (209.95- (163.2- (324.75- (1
 20 Dec 2019 (Fri) 1987 15:00 2181/-993 -
pe rs 12.35 - - (32285.80- 175.15 = 246 = 106.85 = 376.85 = 14
or
(0.08%)
t l y f 32380.40) -74.85) 36.05) -56.35) 52.10) 1
stric
32300PE 32300CE 32100PE 32100CE 325
n t is
cu me 173.75 1076.25 365.00 1271.25
70
d o 12.66 -106.90 (238.2- (135.35- (141.85- (238.5-
This
-3.95 (65
 23 Dec 2019 (Mon) 2883 15:00 3610/0 - - - (32351.20- 231.25 = 92.3 = 127.25 = 187.65 =
(-0.01%) =-
12.2 32244.30) -6.95) -43.05) -14.60) -50.85)
326
32400PE 32400CE 32200PE 32200CE
168.75 940.00 358.75 1162.50

49
12.33 -83.00 (162.7- (94.5- (73.55- (205.4-
-1.65 (33
 24 Dec 2019 (Tue) 2766 15:00 3760/-139 - - - (32351.50- 155.95 = 56.9 = 59.2 = 158.9 =
(-0.01%) =-
11.69 32268.50) -6.75) -37.60) -14.35) -46.50)
326
32400PE 32400CE 32200PE 32200CE
-4055.00 1191.25 -1450.00 3795.00

17
Stop 11.95 -233.60 (92.5- (49.3- (17.7- (174.3-
-4.6 (7.
 26 Dec 2019 (Thu) -5000 13:47 1262/-8561 Loss - - (32276.85- 254.7 = 1.65 = 75.7 = 22.5 =
(-0.01%) =
Hit 11.12 32043.25) 162.20) -47.65) 58.00) -151.80)
325
32300PE 32300CE 32100PE 32100CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2283.75 -4405.00 1362.50 -5246.25 -3

Stop 11.16 216.65 (165.3- (236.8- (96.4- (367- (1
144.8
 27 Dec 2019 (Fri) -5000 13:19 145/-6013 Loss - - (32126.70- 73.95 = 413 = 41.9 = 576.85 = 2
(0.45%)
Hit 10.72 32343.35) -91.35) 176.20) -54.50) 209.85) 1
32100PE 32100CE 31900PE 31900CE 32
-1301.25 1541.25 -668.75 2222.50 9

Day
-150.20 (156.9- (179.05- (85- (308.9- (
74.25 11.27 Open
 30 Dec 2019 (Mon) 545 15:00 1244/-2542 - (32501.25- 208.95 = 117.4 = 111.75 = 220 = 5
(0.23%) - 11.1 >
32351.05) 52.05) -61.65) 26.75) -88.90) -3
PDH
32500PE 32500CE 32300PE 32300CE 32
85.00 463.75 592.50 2

157.50
-63.35 (160.5- (150- (272.55- (
-8.95 11.3 - (82-75.7
 31 Dec 2019 (Tue) 1395 15:00 1848/-428 - - (32266.90- 157.1 = 131.45 = 248.85 = 6
(-0.03%) 11.68 = -6.30)
32203.55) -3.40) -18.55) -23.70) -
32100PE
32300PE 32300CE 32100CE 32
-2688.75 2722.50 -1066.25 4310.00 12

11.59 -229.50 (104.95- (145.75- (41.75- (282.15- (6
76.25
 1 Jan 2020 (Wed) 152 15:00 1342/-1623 - - - (32298.65- 212.5 = 36.85 = 84.4 = 109.75 = 1
(0.24%)
11.64 32069.15) 107.55) -108.90) 42.65) -172.40) -5
32300PE 32300CE 32100PE 32100CE 32
1485.00 -2936.25 337.50 -4025.00 -

11.54 195.90 (59.95- (95.5- (13.75- (251-412 (1
30.25
 2 Jan 2020 (Thu) -908 15:00 2742/-2551 - - - (32218.25- 0.55 = 212.95 = 0.25 = = 2
(0.09%)
11.49 32414.15) -59.40) 117.45) -13.50) 161.00)
32200PE 32200CE
e r
32000PE
s . 32000CE 32
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN (
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me -3211.25 2900.00 -2416.25 3755.00 20
d o 12.05 -266.95 (201.05- (262.05- (127.15- (389.2- (1
is
-116.9
Th
 3 Jan 2020 (Fri) -28 15:00 794/-1153 - - - (32249.25- 329.5 = 146.05 = 223.8 = 239 = 8
(-0.36%)
12.88 31982.30) 128.45) -116.00) 96.65) -150.20) -8
32200PE 32200CE 32000PE 32000CE 32
-5847.50 4520.00 -4445.00 6155.00 29

Day
12.7 -454.90 (247.95- (262.9- (171- (390- (1
-158.8 Open
 6 Jan 2020 (Mon) -1415 15:00 335/-4417 - - (31706.15- 481.85 = 82.1 = 348.8 = 143.8 = 4
(-0.5%) <
14.79 31251.25) 233.90) -180.80) 177.80) -246.20) -1
PDL
31700PE 31700CE 31500PE 31500CE 31
-5667.50 3010.00 -4532.50 4431.25 20

Stop 13.73 -406.50 (180- (220.35- (95.8- (340- (1
360.9
 7 Jan 2020 (Tue) -5000 11:01 814/-10647 Loss - - (31747.50- 406.7 = 99.95 = 277.1 = 162.75 =
(1.16%)
Hit 14.77 31341.00) 226.70) -120.40) 181.30) -177.25) -8
31700PE 31700CE 31500PE 31500CE 31
3942.50 -7268.75 3206.25 -7717.50 -6

Day
Stop 15.97 472.85 (260.9- (281.95- (199.15- (419.1- (1
-403.9 Open
 8 Jan 2020 (Wed) -5000 09:45 5289/-6986 Loss - (30934.80- 103.2 = 572.7 = 70.9 = 727.8 = 4
(-1.29%) <
Hit 15.56 31407.65) -157.70) 290.75) -128.25) 308.70) 24
PDL
30900PE 30900CE 30700PE 30700CE 31
2283.75 -4512.50 -5975.00

Day 845.00 -2
Stop 13.94 241.00 (96.7- (145- (284.7-
374.6 Open (36-2.2 = (58
 9 Jan 2020 (Thu) -5000 13:25 3961/-8267 Loss - (31845.45- 5.35 = 325.5 = 523.7 =
(1.19%) > -33.80) 8
Hit 14.06 32086.45) -91.35) 180.50) 239.00)
PDH 31600PE 32
31800PE 31800CE 31600CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-2258.75 2483.75 -1716.25 2977.50 18

Day
13.9 -159.20 (282.95- (291.35- (198.05- (402.5- (1
123.3 Open
 10 Jan 2020 (Fri) 1490 15:00 1928/-1634 - - (32209.05- 373.3 = 192 = 266.7 = 283.4 = 12
(0.38%) >
14.21 32049.85) 90.35) -99.35) 68.65) -119.10) -7
PDH
32200PE 32200CE 32000PE 32000CE 32
-966.25 1903.75 -510.00 2337.50 14

14.19 -107.55 (257.3- (261.7- (176.9- (380.2- (1
41.7
 13 Jan 2020 (Mon) 2003 15:00 2207/-702 - - - (32276.40- 295.95 = 185.55 = 197.3 = 286.7 = 1
(0.13%)
14.28 32168.85) 38.65) -76.15) 20.40) -93.50) -5
32300PE 32300CE 32100PE 32100CE 32
1888.75 -108.75 1440.00 -527.50 8

13.98 15.25 (240.35- (216.05- (151.45- (327.85- (1
18.8
 14 Jan 2020 (Tue) 3888 15:00 4160/-176 - - - (32082.95- 164.8 = 220.4 = 93.85 = 348.95 = 12
(0.06%)
13.95 32098.20) -75.55) 4.35) -57.60) 21.10) -
32100PE 32100CE 31900PE 31900CE 32
425.00 1432.50 476.25 1522.50 10
.
14.15 -65.70 (130.9- (200.3- (64.55- (333.25- (1
-76.9
e r s
th
 15 Jan 2020 (Wed) 4656 15:00 5035/0 - - - (31847.90- 113.9 = 143 = 45.5 = 272.35 = 6
o
(-0.24%)
t h
14.15 31782.20) -17.00) -57.30) -19.05) -60.90) -4
w i
re
31800PE 31800CE 31600PE 31600CE 32
h a
o n ot s-4285.00 1522.50 -1855.00 3832.50
D
. (31955.30-
3
- use-
Stop 14.16 -95.40 (105.95- (69.15- (28.7- (192.9-
l
-14.35 (1
a14.24
 16 Jan 2020 (Thu) -5000 11:00 4010/-8941 Loss 277.35 = 8.25 = 102.9 = 39.6 =
Hit
r s o
(-0.05%)
n 31859.90) 171.40) -60.90) 74.20) -153.30)
=-
e
or p
32
32000PE 32000CE 31800PE 31800CE
t l y f
stric
s 23 JAN 2020, Net Profit: -1595, Average Day Profit: -319
iExpiry:
n t
cu me
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (
Exit Sell 1 Sell 1
PE CE
 PE CE
1601.25 -287.50 1410.00 -583.75 -1

Day
14.36 53.40 (268.55- (314.1- (191.9- (433.15- (2
-282.25 Open
 17 Jan 2020 (Fri) 2270 15:00 2778/-122 - - (31570.95- 204.5 = 325.6 = 135.5 = 456.5 = 2
(-0.89%) <
14.13 31624.35) -64.05) 11.50) -56.40) 23.35)
PDL
31600PE 31600CE 31400PE 31400CE 31
-6728.75 4028.75 -5242.50 5425.00 27

Day
Stop 14.43 -617.00 (232.95- (262.75- (150.5- (377.35- (1
333.3 Open
 20 Jan 2020 (Mon) -5000 13:00 678/-10850 Loss - (31709.20- 502.1 = 101.6 = 360.2 = 160.35 = 6
(1.06%) >
Hit 15.37 31092.20) 269.15) -161.15) 209.70) -217.00) -1
PDH
31700PE 31700CE 31500PE 31500CE 31
1983.75 -578.75 1473.75 -1045.00 -1

Day
15.7 58.20 (218.6- (251.85- (135.45- (369.1- (1
-101.8 Open
 21 Jan 2020 (Tue) 3752 15:00 4612/-2522 - - (30918.25- 139.25 = 275 = 76.5 = 410.9 = 1
(-0.33%) <
15.81 30976.45) -79.35) 23.15) -58.95) 41.80) 4
PDL
30900PE 30900CE 30700PE 30700CE 31
-5210.00 3227.50 -3473.75 4983.75 18

Stop 15.76 -393.95 (152.75- (190.8- (79.3- (317.55- (1
114.05
 22 Jan 2020 (Wed) -5000 10:30 1113/-9216 Loss - - (31085.10- 361.15 = 61.7 = 218.25 = 118.2 = 3
(0.37%)
Hit 16.37 30691.15) 208.40) -129.10) 138.95) -199.35) -7
31100PE 31100CE 30900PE 30900CE 31
3070.00 -3083.75 -4956.25

1155.00 6
16.55 225.60 (123.5- (79.85- (202.5-
40.75 (46.5-0.3 (19
 23 Jan 2020 (Thu) 2383 15:00 4098/-3843 - - - (30775.60- 0.7 = 203.2 = 400.75 =
(0.13%) = -46.20) =
15.9 31001.20) -122.80) 123.35) 198.25)
30600PE 31
30800PE 30800CE 30600CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
3277.50 -5701.25 2353.75 -6521.25 -44

Stop 16.19 352.15 (244.9- (322.75- (168.5- (445.8- (22
36.05
 24 Jan 2020 (Fri) -5000 10:34 336/-6906 Loss - - (30938.90- 113.8 = 550.8 = 74.35 = 706.65 = 4
(0.12%)
Hit 15.41 31291.05) -131.10) 228.05) -94.15) 260.85) 17
30900PE 30900CE 30700PE 30700CE 311
-1910.00 2147.50 -1193.75 2870.00 14

16.64 -196.65 (274.6- (225- (187- (336.8- (14
-131.2
 27 Jan 2020 (Mon) 8 15:00 1428/-1058 - - - (31057.75- 351 = 139.1 = 234.75 = 222 = 8
(-0.42%)
17.02 30861.10) 76.40) -85.90) 47.75) -114.80) -5
31100PE 31100CE 30900PE 30900CE 313
-138.75 1893.75
r s
87.50
. 2240.00 13
17.32 -90.85 (228.75- (242-
h o the (359.25-
(143.9- (15
t
84.6
 28 Jan 2020 (Tue) 4082 15:00 4787/-1321 - - - (30804.55- 234.3 =
w i
166.25 = 140.4 = 269.65 = 98
re
(0.27%)
a
17.49 30713.70) 5.55) -75.75) -3.50) -89.60) -5
h
ot s
30800PE 30800CE 30600PE 30600CE 310
o n
s e. D
lu
871.25 963.75 676.25 747.50 95
153.7na
o
16.81 -20.30 (148- (197.5- (76.3- (326.3- (1
e r s
or p
 29 Jan 2020 (Wed) 5071 15:00 5362/-522 - - - (30920.70- 113.15 = 158.95 = 49.25 = 296.4 = 7
(0.5%)
t l y f 16.65 30900.40) -34.85) -38.55) -27.05) -29.90) -3
stric
30900PE 30900CE 30700PE 30700CE 311
n t is
cu me -2298.75 1891.25 330.00 4561.25
54
d o 16.59 -159.00 (117.2- (76.1- (36.45- (196.7-
This
12.25 (22
 30 Jan 2020 (Thu) 1275 15:00 3096/-4620 - - - (30758.00- 209.15 = 0.45 = 23.25 = 14.25 =
(0.04%) =-
16.87 30599.00) 91.95) -75.65) -13.20) -182.45)
310
30800PE 30800CE 30600PE 30600CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1825.00 -1063.75 1492.50 -1263.75 -

Day
16.88 125.90 (464.9- (530.15- (371.7- (639.45- (
303.1 Open
 31 Jan 2020 (Fri) 1393 15:00 2415/-489 - - (30847.50- 391.9 = 572.7 = 312 = 690 =
(0.99%) >
17.16 30973.40) -73.00) 42.55) -59.70) 50.55)
PDH
30800PE 30800CE 30600PE 30600CE 3
-8373.75 9712.50 -7101.25 11048.75 8

17.72 -694.70 (529.7- (490- (430- (588.75- (
-107.4
 1 Feb 2020 (Sat) -754 15:00 5917/-2520 - - - (30657.35- 864.65 = 101.5 = 714.05 = 146.8 = 7
(-0.35%)
16.55 29962.65) 334.95) -388.50) 284.05) -441.95) -
30700PE 30700CE 30500PE 30500CE 3
4667.50 -1080.00 3831.25 -1626.25 -

16.57 271.20 (335- (335.8- (244.25- (448.25- (
-9.15
 3 Feb 2020 (Mon) 5958 15:00 7021/-177 - - - (29826.90- 148.3 = 379 = 91 = 513.3 = 2
(-0.03%)
15.54 30098.10) -186.70) 43.20) -153.25) 65.05)
29800PE 29800CE 29600PE 29600CE 3
4417.50 -7473.75 2876.25 -9036.25 -5

Day
Stop 14.95 486.85 (223.65- (207.6- (136.8- (321- (
212.05 Open
 4 Feb 2020 (Tue) -5000 10:58 3399/-11269 Loss - (30200.65- 46.95 = 506.55 = 21.75 = 682.45 = 3
(0.71%) >
Hit 14.39 30687.50) -176.70) 298.95) -115.05) 361.45) 2
PDH
30200PE 30200CE 30000PE 30000CE 3
3152.50 -5111.25 1601.25 -6756.25

-3
Stop 14.28 235.40 (160.1- (172.65- (80.2- (292.65-
75.25 (8
 5 Feb 2020 (Wed) -5000 14:29 4378/-6951 Loss - - (30742.30- 34 = 377.1 = 16.15 = 562.9 =
(0.25%) =
Hit 14.28 30977.70) -126.10) 204.45) -64.05) 270.25)
3
30700PE 30700CE 30500PE 30500CE
2971.25 -5555.00 -7401.25 -2

Day 1185.00
Stop 13.86 224.20 (120.65- (120.45- (247- (
68.8 Open (48.3-0.9
 6 Feb 2020 (Thu) -5000 13:37 6008/-6973 Loss - (31070.15- 1.8 = 342.65 = 543.05 = 1
(0.22%) > = -47.40)
Hit 13.88 31294.35) -118.85) 222.20) 296.05) 1
PDH 30900PE
31100PE 31100CE 30900CE 3
BN
r
(3) BN
e s . Sell 1
(4) BN (5
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e .D
lu
1203.75 408.75 987.50 293.75 52
63 na
o
13.92 1.50 (307.15- (269.25- (213.85- (378.75- (
 7 Feb 2020 (Fri) 2916 15:00 3207/-380 - rs 13.77
pe(0.2%)
- - (31202.90- 259 = 252.9 = 174.35 = 367 = 16
f or 31204.40) -48.15) -16.35) -39.50) -11.75) -2
ictl y
r
31200PE 31200CE 31000PE 31000CE 314
i s st
me nt
u
17.50 1146.25 93.75 1247.50 94
o c
is d
13.96 -108.15 (246.85- (220- (158.85- (332- (1
46.7
Th
 10 Feb 2020 (Mon) 2887 15:00 3058/0 - - - (31111.10- 246.15 = 174.15 = 155.1 = 282.1 = 96
(0.15%)
14.31 31002.95) -0.70) -45.85) -3.75) -49.90) -3
31100PE 31100CE 30900PE 30900CE 313
641.25 461.25 375.00 42

475.00
13.73 -50.90 (174.95- (94.45- (310.25- (10
172.05 (190-171
 11 Feb 2020 (Tue) 2686 15:00 2833/-2108 - - - (31329.05- 149.3 = 76 = 295.25 = 85
(0.55%) = -19.00)
13.88 31278.15) -25.65) -18.45) -15.00) -1
31300CE
31300PE 31100PE 31100CE 315
1011.25 356.25 658.75 18.75 40

13.48 27.20 (127.5- (143.8- (56.75- (272.95- (6
140.55
 12 Feb 2020 (Wed) 3460 15:00 3581/-117 - - - (31483.25- 87.05 = 129.55 = 30.4 = 272.2 = 44
(0.45%)
13.63 31510.45) -40.45) -14.25) -26.35) -0.75) -1
31500PE 31500CE 31300PE 31300CE 317
-3075.00 2508.75 82.50 5652.50

71
13.26 -225.55 (81.25- (100.6- (20.15- (238.35-
93.65 (28
 13 Feb 2020 (Thu) 1000 15:00 2797/-956 - - - (31417.30- 204.25 = 0.25 = 16.85 = 12.25 =
(0.3%) = -2
13.38 31191.75) 123.00) -100.35) -3.30) -226.10)
316
31400PE 31400CE 31200PE 31200CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-6277.50 3132.50 -5108.75 4333.75 2

Stop 13.12 -544.10 (239.55- (238.05- (156.8- (355.1-
51.6
 14 Feb 2020 (Fri) -5000 10:52 2103/-13838 Loss - - (31383.85- 490.65 = 112.75 = 361.15 = 181.75 =
(0.17%)
Hit 13.65 30839.75) 251.10) -125.30) 204.35) -173.35)
31400PE 31400CE 31200PE 31200CE 3
-5705.00 3277.50 -4471.25 4488.75 1

Stop 13.46 -284.80 (243.25- (233.45- (159.2- (347.85-
39.05
 17 Feb 2020 (Mon) -5000 09:22 764/-5165 Loss - - (30988.90- 471.45 = 102.35 = 338.05 = 168.3 =
(0.13%)
Hit 14.28 30704.10) 228.20) -131.10) 178.85) -179.55)
31000PE 31000CE 30800PE 30800CE 3
-1015.00 2123.75 -401.25 2803.75 1

14.65 -162.60 (216.1- (185.85- (130.35- (301.6-
-19.2
 18 Feb 2020 (Tue) 2836 15:00 3110/-2329 - - - (30588.05- 256.7 = 100.9 = 146.4 = 189.45 =
(-0.06%)
14.6 30425.45) 40.60) -84.95) 16.05) -112.15)
30600PE 30600CE 30400PE 30400CE 3
-3463.75 1345.00 -2373.75 2406.25

Day
Stop 13.95 -4.65 (172.8- (119.35- (78.5- (225.8-
342.5 Open
 19 Feb 2020 (Wed) -5000 09:35 2550/-5558 Loss - (30850.30- 311.35 = 65.55 = 173.45 = 129.55 = 3
(1.12%) >
Hit 13.95 30845.65) 138.55) -53.80) 94.95) -96.25)
.
PDH
30900PE 30900CE
e r
30700PE
s 30700CE 3
h o th
w i t
re
2853.75 -1523.75 813.75 -3506.25
h a
ot s
13.95 135.80 (115.6- (65.05- (32.8- (183.6-
24.1
 20 Feb 2020 (Thu) 3812 15:00 4776/-4777 -
(0.08%)
-
o
-
n
(30791.00- 1.45 = 126 = 0.25 = 323.85 =
13.73
s e. D 30926.80) -114.15) 60.95) -32.55) 140.25)
u
nal
30800PE 30800CE 30600PE 30600CE 3
e r s o
l y f or p
t
stric
n t is
cu me BN
(1) BN (2) BN
(3) BN (4) BN (
d o Max MTM BN Gap India Prev Spot Sell 1 Sell 1 S
is
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
-991.25 657.50 -613.75 975.00

Day 3
14.79 -49.10 (236.85- (242.5- (160.55- (360.85-
-276.5 Open (1
 24 Feb 2020 (Mon) -1218 15:00 1317/-1751 - - (30532.15- 276.5 = 216.2 = 185.1 = 321.85 =
(-0.89%) < =-
16.59 30483.05) 39.65) -26.30) 24.55) -39.00)
PDL 30
30500PE 30500CE 30300PE 30300CE
1373.75 477.50 1115.00 225.00 5

16.71 42.00 (221.45- (262.7- (142.15- (381.75-
61.9
 25 Feb 2020 (Tue) 4201 15:00 4905/-826 - - - (30413.05- 166.5 = 243.6 = 97.55 = 372.75 = 14
(0.2%)
16.9 30455.05) -54.95) -19.10) -44.60) -9.00) -2
30400PE 30400CE 30200PE 30200CE 30
315.00 1731.25 505.00 1970.00 11

Day
16.98 -30.55 (185.5- (187.4- (107.45- (310.45- (1
-152.75 Open
 26 Feb 2020 (Wed) 5496 15:00 5525/-51 - - (30293.80- 172.9 = 118.15 = 87.25 = 231.65 = 5
(-0.5%) <
17.77 30263.25) -12.60) -69.25) -20.20) -78.80) -4
PDL
30300PE 30300CE 30100PE 30100CE 30
1305.00 2622.50 906.25 2242.50

9
18.01 -0.15 (106.05- (115.7- (37.2- (246.9-
-36.85 (3
 27 Feb 2020 (Thu) 7588 15:00 7590/-4245 - - - (30190.00- 53.85 = 10.8 = 0.95 = 157.2 =
(-0.12%) =-
18.1 30189.85) -52.20) -104.90) -36.25) -89.70)
30
30200PE 30200CE 30000PE 30000CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-5097.50 5817.50 -4168.75 6978.75

Day
20.7 -365.25 (393.3- (485.3- (324.8- (627.95-
-685.45 Open
 28 Feb 2020 (Fri) 12922 15:00 13861/0 - - (29545.05- 597.2 = 252.6 = 491.55 = 348.8 =
(-2.27%) <
23.32 29179.80) 203.90) -232.70) 166.75) -279.15) -
PDL
29500PE 29500CE 29300PE 29300CE 2
-2101.25 3067.50 -1800.00 3522.50

Day
20.94 -283.00 (419.95- (312.35- (322.1- (417.25-
553.85 Open
 2 Mar 2020 (Mon) 3171 15:00 4967/-262 - - (29498.15- 504 = 189.65 = 394.1 = 276.35 =
(1.9%) >
23.67 29215.15) 84.05) -122.70) 72.00) -140.90) -
PDH
29500PE 29500CE 29300PE 29300CE 2
-850.00 1033.75 -892.50 901.25

23.39 7.65 (294.8- (317.4- (212.15- (433-
144.15 (
 3 Mar 2020 (Tue) 2483 15:00 3236/-2962 - - - (29180.25- 328.8 = 276.05 = 247.85 = 396.95 =
(0.5%) =
24.74 29187.90) 34.00) -41.35) 35.70) -36.05)
2
29200PE 29200CE 29000PE 29000CE
-8802.50 6111.25 -6698.75 8305.00
.
Stop 24.44 -487.15 (237.9- (302.45- (166.1- (432.3-
75.9
e r s
th
 4 Mar 2020 (Wed) -5000 13:20 3925/-14423 Loss - - (29041.60- 590 = 58 = 434.05 = 100.1 =
o
(0.26%)
t h
Hit 24.47 28554.45) 352.10) -244.45) 267.95) -332.20) -
w i
re
29000PE 29000CE 28800PE 28800CE 2
h a
o n ot s 3576.25 1826.25 32.50
D
. (28783.90-
1790.00
-use -
23.56 84.90 (150- (150- (270.5-
al23.18
176.6 (72.3-0.7
 5 Mar 2020 (Thu) 11977 15:00 12940/-3862 - 6.95 = 76.95 = 269.2 =
r o n
(0.62%)
s 28868.80) -143.05) -73.05)
= -71.60)
-1.30)
pe
28600PE
r
28800PE 28800CE 28600CE 2
l y f o
s t r ict
n t is
e
cum
s d o
T h i BN
(2) BN (3) BN (6) BN
Max MTM BN Gap India Prev Spot (1) BN
Exit Sell 1 Sell 1 Lot Sell 1 Lot
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Sell 1 Lot
Time Lot ATM ATM-200 ATM+200
 Type   H/L  ATM PE
CE PE PE

0.00 -11720.00
Day 0.00 0.00
Stop 27.29 507.55 (85.05- (110.05-
-1165.4 Open (325-325 (60-60 =
 6 Mar 2020 (Fri) -5000 09:21 0/-71776 Loss - (27427.90- 85.05 = 578.85 =
(-4.04%) < = 0.00) 0.00)
Hit 25.36 27935.45) 0.00) 468.80)
PDL 27400CE 27200PE
27400PE 27600PE
-12180.00 5866.25 -10948.75 -12161.25

Day
Stop 27.81 -448.10 (429.35- (480.65- (351.75- (521.7-
-770 Open
 9 Mar 2020 (Mon) -5000 12:56 2551/-9443 Loss - (26975.00- 916.55 = 246 = 789.7 = 1008.15 =
(-2.77%) <
Hit 30.78 26526.90) 487.20) -234.65) 437.95) 486.45)
PDL
27000PE 27000CE 26800PE 27200PE
2796.25 4955.00 2817.50 2836.25

30.84 -18.85 (394.15- (434.5- (316.7- (500.25-
-189.85
 11 Mar 2020 (Wed) 14323 15:00 14351/-816 - - - (26633.90- 282.3 = 236.3 = 204 = 386.8 =
(-0.72%)
31.55 26615.05) -111.85) -198.20) -112.70) -113.45)
26600PE 26600CE 26400PE 26800PE
-6285.00
Day 0.00 0.00
Stop 33.5 -1504.35 (42.15-
-1311.9 Open (26-26 = (18-18 =
 12 Mar 2020 (Thu) -5000 09:21 0/-89266 Loss - (25202.35- NA 293.55 =
(-4.95%) < 0.00) 0.00)
Hit 39.86 23698.00) 251.40)
PDL 25200PE 25000PE
25400PE
BN (8) BN
(4) BN
Max MTM BN Gap India Prev Spot (1) BN (2) BN Buy 3
Exit Sell 1
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Sell 1 Lot Sell 1 Lot Lots
Time Lot ATM
 Type   H/L  ATM PE ATM CE ATM+1000
200 CE
 CE
43308.75 -55600.00 134220.00

Day
41.16 3107.10 (2017.5- (1000- (593.75-
-1250.4 Open
 13 Mar 2020 (Fri) 121928 15:00 148591/-1146 - - (21970.25- 285.15 = 3224 = 2383.35 = NA
(-5.22%) <
51.3 25077.35) -1732.35) 2224.00) 1789.60)
PDL
22000PE 22000CE 23000CE
-9395.00 4596.25 -5970.00 5938.7

Stop -1104.85 56.17 -777.95 (960.1- (893.6- (436.8- (1038-
 16 Mar 2020 (Mon) -5000 14:08 2875/-7966 Loss  - - (23888.90- 1335.9 = 709.75 = 357.2 = 800.45
Hit (-4.39%) 58.14 23110.95) 375.80) -183.85) -79.60) -237.55
23900PE 23900CE 24900CE 23700C
4443.75 -6518.75 5737.50 -5266.2

Stop 61.68 -248.70 (981.7- (1119.35- (641.6- (1309.1
246.9
 17 Mar 2020 (Tue) -5000 10:04 6832/-8091 Loss - - (22631.50- 803.95 = 1380.1 = 718.1 = 1519.8
(1.07%)
Hit 62.01 22382.80) -177.75) 260.75) 76.50) 210.65
22600PE 22600CE 23600CE 22400C
-21865.00 11122.50
e r s . -12142.50
12903.7
h
h ot
Stop 62.46 -1809.35 (673.75- (581- (692.3
256.7 (199.9-38
it
 18 Mar 2020 (Wed) -5000 11:56 5201/-14917 Loss - - (22248.25- 1548.35 = 136.1 = 176.15
w
(1.16%) = -161.90)
Hit 63.72 20438.90)
h a r e 874.60) -444.90)
23200CE
-516.15
ot s
22200PE 22200CE 22000C
o n
e. D
s Day
al u64.02
0.00 -2195.00 -1462.50
n
Stop -1151.25 1046.65 (261.2- (482.15- (116.4-
r s o Open
pe
 19 Mar 2020 (Thu) -5000 09:21 13790/-27513 Loss  - (19127.20- 261.2 = 569.95 = 96.9 = NA
r
<
f o
Hit (-5.59%) 72.3 20173.85) 0.00) 87.80) -19.50)
ictl y
PDL
19100PE 19100CE 20100CE
s st r
nt i
u me
doc Expiry: 26 MAR 2020, Net Profit: -25000, Average Day Profit: -5000
This BN (3) BN
(1) BN (4) BN
PE CE
 PE
5302.50 -6633.75 4973.75 -7618.75

Stop 70.65 293.35 (1195.15- (1164.15- (1109.55- (1285.65-
-185.2
 20 Mar 2020 (Fri) -5000 13:22 2576/-6632 Loss - - (19958.50- 983.05 = 1429.5 = 910.6 = 1590.4 =
(-0.92%)
Hit 68.72 20251.85) -212.10) 265.35) -198.95) 304.75)
20000PE 20000CE 19800PE 19800CE
-2510.00
-2775.00 -5000.00 0.00
Day (972.85-
Stop 70.6 -1809.65 (1055.55- (1100- (2070.65-
-2006.3 Open 1073.25
 23 Mar 2020 (Mon) -5000 09:22 28092/-65020 Loss - (18871.65- 1166.55 1300 = 2070.65 =
(-9.87%) < =
Hit 72.41 17062.00) = 111.00) 200.00) 0.00)
PDL 100.40)
18900PE 18900CE 18700CE
18700PE
-2215.00 192.50 -1906.25 738.75

Stop 71.99 -651.25 (945.85- (1057.7- (856.85- (1188.45-
788.2
 24 Mar 2020 (Tue) -5000 09:21 0/-66805 Loss - - (17733.50- 1034.45 1050 = 933.1 = 1158.9 =
(4.66%)
Hit 83.19 17082.25) = 88.60) -7.70) 76.25) -29.55)
17700PE 17700CE 17500PE 17500CE
17537.50 -17731.25 16495.00 -17991.25

Stop 83.13 1363.85 (980- (911.85- (899.2- (1036.45-
-347.35
 25 Mar 2020 (Wed) -5000 13:34 10526/-7459 Loss - - (17167.55- 278.5 = 1621.1 = 239.4 = 1756.1 =
(-2.03%)
Hit 76.91 18531.40) -701.50) 709.25) -659.80) 719.65)
17200PE 17200CE 17000PE 17000CE
10117.50 -16496.25 8208.75 -18828.75

Day
Stop 75.54 1279.90 (525.35- (400.15- (420- (500-
300.8 Open
 26 Mar 2020 (Thu) -5000 10:01 7378/-21702 Loss - (18454.25- 120.65 = 1060 = 91.65 = 1253.15 =
(1.63%) >
Hit 71.68 19734.15) -404.70) 659.85) -328.35) 753.15)
PDH
18500PE 18500CE 18300PE 18300CE
BN (7) BN
(2) BN (4) BN
Max MTM BN Gap India Prev Spot (1) BN Buy 3
Exit Sell 1 Sell 1
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Sell 1 Lot Lots
Time Lot ATM Lot ATM-
 Type   H/L  ATM PE ATM-
CE 200 CE
 1000 PE
-12001.25 9363.75 9872.50 26715.00

Day
67.96 -1013.70 (1449.95- (980- (1082- (993.8-
1187.7 Open
 27 Mar 2020 (Fri) 17450 15:00 33998/-621 - - (20980.85- 1930 = 605.45 = 687.1 = 1350 =
(6.06%) >
71.37 19967.15) 480.05) -374.55) -394.90) 356.20)
PDH
21000PE 21000CE 20800CE 20000PE
317.50 11150.00
r s
11860.00
e . -9847.50
th
Day
o
71.86 -508.55 (1144.4- (971.7- (1085.45- (757.3-
t h
-714.55 Open
 30 Mar 2020 (Mon) 2365 15:00 4180/-4741 - - (19277.35- 1131.7 =
w i525.7 = 611.05 = 626 =
re
(-3.58%) <
a
72.73 18768.80) -12.70) -446.00) -474.40) -131.30)
h
ot s
PDL
19300PE 19300CE 19100CE 18300PE
o n
s e. D
a u
l69.98
9051.25 2533.75 1923.75 -15967.50
r s o
525.25n 227.95 (668.25- (584.6- (685.05- (280.35-
 31 Mar 2020 (Tue) 8213 15:00 8596/-963 -
pe - - (19075.65- 306.2 = 483.25 = 608.1 = 67.45 =
or
(2.8%)
t l y f 63.94 19303.60) -362.05) -101.35) -76.95) -212.90)
stric
19100PE 19100CE 18900CE 18100PE
n t is
cu me -6428.75 4033.75 5672.50 2403.75
d o Stop 63.49 -643.00 (354.9- (193.85- (291.7- (30.9-
is
-21.6
Th
 1 Apr 2020 (Wed) -5000 10:42 4629/-23612 Loss - - (18879.05- 612.05 = 32.5 = 64.8 = 62.95 =
(-0.11%)
Hit 60.38 18236.05) 257.15) -161.35) -226.90) 32.05)
18900PE 18900CE 18700CE 17900PE
BN (3) BN
(1) BN (4) BN
PE CE
 PE
-42.50 9545.00 692.50 10026.25

60.22 -400.80 (834.05- (664.2- (737.7- (760.05-
116.7
 3 Apr 2020 (Fri) 3973 15:00 5338/-1461 - - - (17651.05- 835.75 = 282.4 = 710 = 359 =
(0.64%)
55.38 17250.25) 1.70) -381.80) -27.70) -401.05)
17700PE 17700CE 17500PE 17500CE
7373.75 -12066.25 5767.50

Day -13250.00
Stop 1205.25 51.52 679.05 (575- (327.8- (462-
Open (420-950
 7 Apr 2020 (Tue) -5000 13:41 4236/-10963 Loss  - (18278.90- 280.05 = 810.45 = 231.3 =
> = 530.00)
Hit (6.99%) 51.84 18957.95) -294.95) 482.65) -230.70)
PDH 18100CE
18300PE 18300CE 18100PE
2552.50 -5861.25 1991.25 -6652.50

Stop 51.08 384.50 (430.6- (397.1- (338- (508.7-
-263.1
 8 Apr 2020 (Wed) -5000 09:42 3525/-28728 Loss - - (18640.00- 328.5 = 631.55 = 258.35 = 774.8 =
(-1.38%)
Hit 52.17 19024.50) -102.10) 234.45) -79.65) 266.10)
18600PE 18600CE 18400PE 18400CE
9296.25 3072.50 6962.50 556.25

50.14 245.35 (377.9- (330.7- (279.95- (427-
606.7
 9 Apr 2020 (Thu) 27412 15:00 31418/-1190 - - - (19594.75- 6.05 = 207.8 = 1.45 = 404.75 =
(3.2%)
49.69 19840.10) -371.85) -122.90) -278.50) -22.25)
19600PE 19600CE 19400PE 19400CE
BN (4) BN
(2) BN (3) BN
 Type   H/L  ATM PE ATM-200
CE PE
 CE
-327.50 4846.25 -323.75 5040.00

51.71 -305.90 (738.65- (604.05- (630- (701.6-
-58.7
 13 Apr 2020 (Mon) 3063 15:00 4109/0 - - - (19811.80- 751.75 = 410.2 = 642.95 = 500 =
(-0.29%)
51.35 19505.90) 13.10) -193.85) 12.95) -201.60)
19800PE 19800CE 19600PE 19600CE
-14677.50 8908.75
r s .
-13282.50
e
10506.25
th
Day
o
Stop 50.56 -846.30 (435.15- (443.7- (338.4- (547.65-
t h
608.35 Open
 15 Apr 2020 (Wed) -5000 14:11 3487/-10767 Loss - (19909.25- 1022.25 =
w i
87.35 = 869.7 = 127.4 =
re
(3.12%) >
a
Hit 50.13 19062.95) 587.10) -356.35) 531.30) -420.25)
h
ot s
PDH
19900PE 19900CE 19700PE 19700CE
o n
s e. D
lu
6112.50 -8267.50 4422.50 -9458.75
-99.9na
o
Stop 49.02 558.85 (290-45.5 (218.2- (200.05- (333.5-
 16 Apr 2020 (Thu) -5000 11:29 9691/-12259 Loss
pe r s - - (18787.15- = 548.9 = 23.15 = 711.85 =
r
(-0.52%)
y f o Hit 46.45 19346.00) -244.50) 330.70) -176.90) 378.35)
rictl
18800PE 18800CE 18600PE 18600CE
i s st
me nt
u
doc Expiry: 23 APR 2020, Net Profit: -1685, Average Day Profit: -337
This
BN (3) BN
(1) BN (2) BN (4) BN
Max MTM BN Gap India Prev Spot Sell 1
Exit Sell 1 Sell 1 Sell 1 Lot
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Lot
Time Lot ATM Lot ATM ATM-200
 Type   H/L  ATM-200 A
PE CE CE
 PE
3403.75 706.25 2957.50 458.75

Day
43.75 107.85 (687.9- (710- (584.3- (810.15-
994.75 Open
 17 Apr 2020 (Fri) 2656 15:00 4063/-1487 - - (20312.25- 551.75 = 681.75 = 466 = 791.8 =
(5.13%) >
42.73 20420.10) -136.15) -28.25) -118.30) -18.35)
PDH
20300PE 20300CE 20100PE 20100CE 2
-3531.25 4065.00 -3077.50 4717.50

Day
43.64 -268.65 (619.75- (579.35- (527.15- (687.2-
423.25 Open
 20 Apr 2020 (Mon) 148 15:00 1770/-2211 - - (20816.05- 761 = 416.75 = 650.25 = 498.5 =
(2.05%) >
43.56 20547.40) 141.25) -162.60) 123.10) -188.70)
PDH
20800PE 20800CE 20600PE 20600CE 2
-6392.50 5680.00 -5182.50 6807.50

Day
45.09 -433.60 (515.3- (481- (429.3- (597.15-
-710.6 Open
 21 Apr 2020 (Tue) -1585 15:00 1279/-3427 - - (19831.50- 771 = 253.8 = 636.6 = 324.85 =
(-3.46%) <
45.15 19397.90) 255.70) -227.20) 207.30) -272.30)
PDL
19800PE 19800CE 19600PE 19600CE 2
6792.50 -4683.75 5570.00 -5890.00 -

44.73 393.40 (415.05- (387.65- (320- (493.55-
-102.4
 22 Apr 2020 (Wed) 2096 15:00 4478/-582 - - - (19346.40- 143.35 = 575 = 97.2 = 729.15 = 4
(-0.53%)
42.75 19739.80) -271.70) 187.35) -222.80) 235.60)
19300PE 19300CE 19100PE 19100CE 1
6101.25 -8150.00 3661.25 -10545.00 -

Day
Stop 42.24 532.85 (245- (167.75- (147.15- (270.5-
169.5 Open
 23 Apr 2020 (Thu) -5000 14:43 12157/-9376 Loss - (19794.25- 0.95 = 493.75 = 0.7 = 692.3 = 2
(0.86%) >
Hit 39.26 20327.10) -244.05) 326.00) -146.45) 421.80)
PDH
19800PE 19800CE 19600PE 19600CE 2
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
91.25 1727.50 402.50 1817.50 1

39.55 -83.75 (627- (533.65- (533.35- (635.05- (
-570.3
 24 Apr 2020 (Fri) 1502 15:00 1894/-1112 - - - (19706.10- 623.35 = 464.55 = 517.25 = 562.35 =
(-2.81%)
39.22 19622.35) -3.65) -69.10) -16.10) -72.70)
19700PE 19700CE 19500PE 19500CE 1
3473.75 -1577.50
r
3050.00
e s . -2050.00 -
38.52 136.15 (499.8- (430-
h o th
(403.45-
t
284.15 (530-612
 27 Apr 2020 (Mon) 1624 15:00 2326/-658 - - - (19969.15- 360.85 =
w i
493.1 = 281.45 = 3
re
(1.45%) = 82.00)
a
38.18 20105.30) -138.95) 63.10) -122.00)
h
ot s
19800CE
20000PE 20000CE 19800PE 2
o n
s e. D
lu
3728.75 -908.75 3135.00 -1621.25
a
Day -
r s o
355.45n 37.24
Open
132.85 (392.1- (335.2- (298.8- (440.15-
(2
e
or p
 28 Apr 2020 (Tue) 3877 15:00 4976/-945 - - (20508.90- 242.95 = 371.55 = 173.4 = 505 =
(1.77%) > =
t l y f 35.64
PDH
20641.75) -149.15) 36.35) -125.40) 64.85)
2
stric
20500PE 20500CE 20300PE 20300CE
n t is
cu me 4138.75 -6021.25 2935.00 -7161.25 -4
d o Stop 34.88 695.05 (243.1- (291.95- (165.05- (413.55- (
is
-230.7
Th
 29 Apr 2020 (Wed) -5000 14:21 688/-19375 Loss - - (20549.65- 77.55 = 532.8 = 47.65 = 700 = 3
(-1.12%)
Hit 33.86 21244.70) -165.55) 240.85) -117.40) 286.45) 1
20500PE 20500CE 20300PE 20300CE 2
2670.00 -4597.50 1473.75 -5860.00 -3

Day
Stop 33.03 -259.75 (160.25- (160.6- (78.35- (275.2-
499 Open
 30 Apr 2020 (Thu) -5000 10:04 12056/-7808 Loss - (21640.30- 53.45 = 344.5 = 19.4 = 509.6 = 2
(2.37%) >
Hit 34.16 21380.55) -106.80) 183.90) -58.95) 234.40) 1
PDH
21600PE 21600CE 21400PE 21400CE 2
BN
(3) BN (4) BN
Max MTM BN Gap India Prev Spot (1) BN (2) BN
Exit Sell 1 Lot Sell 1 Lot
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Sell 1 Lot Sell 1 Lot
Time ATM-200 ATM-200
 Type   H/L  ATM PE ATM CE
PE CE

-7401.25 6213.75 -6723.75 7053.75

Day
-1019.75 40.46 -501.80 (636.35- (594.15- (546.05- (700-
Open
 4 May 2020 (Mon) 622 15:00 2755/-810 -  - (20232.85- 932.4 = 345.6 = 815 = 417.85 =
<
(-4.74%) 43.81 19731.05) 296.05) -248.55) 268.95) -282.15)
PDL
20200PE 20200CE 20000PE 20000CE
-11347.50 8347.50 9598.75

-11225.00
41.34 -896.05 (606.45- (468.9- (557.9-
403.55 (500-949
 5 May 2020 (Tue) -1512 15:00 4152/-4029 - - - (20184.25- 1060.35 135 = 173.95 =
(2.04%) = 449.00)
43.64 19288.20) = 453.90) -333.90) -383.95)
20000PE
20200PE 20200CE 20000CE
6881.25 -11260.00 5577.50 -12668.75

Stop 43.25 523.15 (424.25- (349.6- (327.95- (455.65-
30.7
 6 May 2020 (Wed) -5000 10:30 4666/-5264 Loss - - (19094.55- 149 = 800 = 104.85 = 962.4 =
(0.16%)
Hit 41.34 19617.70) -275.25) 450.40) -223.10) 506.75)
19100PE 19100CE 18900PE 18900CE
5718.75 1772.50 3558.75 -321.25

41.58 93.80 (232.2- (208.6- (142.85- (320-
-158.5
 7 May 2020 (Thu) 19410 15:00 20588/-2144 - - - (19423.25- 3.45 = 137.7 = 0.5 = 332.85 =
(-0.8%)
39.94 19517.05) -228.75) -70.90) -142.35) 12.85)
19400PE 19400CE 19200PE 19200CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-5400.00 7000.00
r s
-4658.75
e . (663.75-
7468.75 6
th
Day
o
38.1 -385.80 (537.05- (575-295 (440- (
t h
352.2 Open
 8 May 2020 (Fri) 1748 15:00 3958/-76 - - (19811.20- 753.05 =
w i = 626.35 = 365 = 23
re
(1.81%) >
a
38.29 19425.40) 216.00) -280.00) 186.35) -298.75) -2
h
ot s
PDH
19800PE 19800CE 19600PE 19600CE 20
o n
s e. D
lu
-9733.75 6456.25 -8550.00 7645.00 5
257.55na
o
38.1 -621.80 (444.3- (433.15- (347.55- (536-
e r s
or p
 11 May 2020 (Mon) -4198 15:00 1947/-4569 - - - (19593.60- 833.65 = 174.9 = 689.55 = 230.2 = 1
(1.33%)
t l y f 37.84 18971.80) 389.35) -258.25) 342.00) -305.80) -2
stric
19600PE 19600CE 19400PE 19400CE 19
n t is
cu me Day
4692.50 -7413.75 3738.75 -8352.50 -6
d o 37.97 433.95 (360.55- (370.55- (270- (481- (
is
-199.1 Open
Th
 12 May 2020 (Tue) -2134 15:00 876/-2748 - - (18544.35- 172.85 = 667.1 = 120.45 = 815.1 = 5
(-1.05%) <
37.9 18978.30) -187.70) 296.55) -149.55) 334.10) 2
PDL
18500PE 18500CE 18300PE 18300CE 18
-2007.50 3618.75 -1497.50 4046.25 3

Day
37.86 -221.65 (398.7- (420.05- (299.1- (518.8-
1154.9 Open
 13 May 2020 (Wed) 702 15:00 2741/-1955 - - (19829.70- 479 = 275.3 = 359 = 356.95 = 2
(6.12%) >
38.81 19608.05) 80.30) -144.75) 59.90) -161.85) -1
PDH
19800PE 19800CE 19600PE 19600CE 20
2952.50 4127.50 2848.75 4125.00 2

Day
38.37 -97.60 (210.05- (168.85- (117.8- (279.95-
-437.25 Open
 14 May 2020 (Thu) 16537 15:00 17097/0 - - (19208.45- 91.95 = 3.75 = 3.85 = 114.95 = 0
(-2.23%) <
38.22 19110.85) -118.10) -165.10) -113.95) -165.00) -
PDL
19200PE 19200CE 19000PE 19000CE 19
BN (4) BN
(2) BN (3) BN
Exit Sell 1 Sell 1
Time Lot ATM Lot ATM-
 Type   H/L  ATM PE ATM-200 AT
CE 200 PE
 CE
603.75 81.25 562.50 27.50

38.04 -27.15 (569.5- (504.1- (470.45- (597.15- (
30.3
 15 May 2020 (Fri) 1579 15:00 1586/0 - - - (18864.70- 545.35 = 500.85 = 447.95 = 596.05 = 4
(0.16%)
38.06 18837.55) -24.15) -3.25) -22.50) -1.10)
18900PE 18900CE 18700PE 18700CE 1
-12373.75 5112.50 -11168.75 6456.25 4

Stop 38.28 -876.60 (436.15- (435.4- (340.1- (539- (
-38.85
 18 May 2020 (Mon) -5000 09:45 378/-11743 Loss - - (18514.85- 931.1 = 230.9 = 786.85 = 280.75 =
(-0.21%)
Hit 40.75 17638.25) 494.95) -204.50) 446.75) -258.25) -
18500PE 18500CE 18300PE 18300CE 1
-3330.00 6327.50 -2613.75 7136.25 5

40.45 -419.70 (493.95- (429- (391.65- (530.45- (
463.95
 19 May 2020 (Tue) 2705 15:00 5329/-951 - - - (17892.90- 627.15 = 175.9 = 496.2 = 245 =
(2.64%)
39.66 17473.20) 133.20) -253.10) 104.55) -285.45) -
17900PE 17900CE 17700PE 17700CE 1
3712.50 -676.25 2955.00 -1542.50 -

37.84 164.70 (318.5- (263.95- (224.1- (368.15- (
0.25
 20 May 2020 (Wed) 6211 15:00 7003/-500 - - - (17652.35- 170 = 291 = 105.9 = 429.85 =
(0%)
36.24 17817.05) -148.50) 27.05) -118.20) 61.70)
17700PE 17700CE 17500PE 17500CE 1
-4026.25 3088.75 -1082.50 6060.00 1

33.88 -318.05 (134.5- (124.1- (54.3- (245.2-
61.75
 21 May 2020 (Thu) -1043 15:00 8112/-3468 - - - (18013.20- 295.55 = 0.55 = 97.6 = 2.8 =
(0.35%)
33.2 17695.15) 161.05) -123.55) 43.30) -242.40) -
18000PE 18000CE
e r
17800PE
s . 17800CE 1
h o th
w i t
h a re
ot s
o n
s e. D
u
nalIndia
BN (3) BN (4) BN
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 A
stric
 PE CE
n t is
cu me Day
-3991.25 4362.50 -2856.25 5401.25
d o 33.09 -320.30 (493- (409.15- (402.55- (516.05-
is
-180.85 Open
Th
 22 May 2020 (Fri) -1307 15:00 0/-4695 - - (17570.95- 652.65 = 234.65 = 516.8 = 300 =
(-1.02%) <
32.66 17250.65) 159.65) -174.50) 114.25) -216.05)
PDL
17600PE 17600CE 17400PE 17400CE 1
-422.50 2686.25 -21.25 3061.25

32.59 -191.25 (342.1- (302.1- (246.6- (407.3-
258.75
 26 May 2020 (Tue) 2816 15:00 3318/-623 - - - (17625.20- 359 = 194.65 = 247.45 = 284.85 =
(1.5%)
31.48 17433.95) 16.90) -107.45) 0.85) -122.45)
17600PE 17600CE 17400PE 17400CE 1
3646.25 -5500.00 2423.75 -6861.25

Stop 31.17 975.90 (247.55- (205-425 (157.8- (314.55-
163.05
 27 May 2020 (Wed) -5000 12:16 1533/-34257 Loss - - (17615.80- 101.7 = = 60.85 = 589 =
(0.93%)
Hit 31.58 18591.70) -145.85) 220.00) -96.95) 274.45)
17600PE 17600CE 17400PE 17400CE 1
2385.00 -4478.75 1151.25 -5757.50

Day
Stop 30.69 111.55 (161- (152.55- (72.75- (261.7-
213.9 Open
 28 May 2020 (Thu) -5000 09:43 11772/-11458 Loss - (19018.85- 65.6 = 331.7 = 26.7 = 492 =
(1.14%) >
Hit 29.99 19130.40) -95.40) 179.15) -46.05) 230.30)
PDH
19000PE 19000CE 18800PE 18800CE 1
BN (3) BN
(1) BN (2) BN (4) BN
 Type   H/L  ATM-200 A
PE CE CE
 PE
2255.00 -1585.00 1951.25 -2005.00 -

30.19 259.10 (521- (419.65- (430.9- (527.7-
-207.8
 29 May 2020 (Fri) 56 15:00 1746/-846 - - - (18957.75- 430.8 = 483.05 = 352.85 = 607.9 =
(-1.08%)
30.09 19216.85) -90.20) 63.40) -78.05) 80.20)
19000PE 19000CE 18800PE 18800CE 1
1585.00 888.75 1146.25 510.00

Day
29.46 -24.00 (524.3- (386.8- (410- (471.7-
431.65 Open
 1 Jun 2020 (Mon) 2243 15:00 3167/-978 - - (19978.70- 460.9 = 351.25 = 364.15 = 451.3 =
(2.24%) >
30.83 19954.70) -63.40) -35.55) -45.85) -20.40)
PDH
20000PE 20000CE 19800PE 19800CE 2
7625.00 -7473.75 6142.50 -8570.00 -

30.33 563.90 (429.05- (345.15- (333.95- (455.9-
160.7
 2 Jun 2020 (Tue) -2407 15:00 1907/-3733 - - - (19914.55- 124.05 = 644.1 = 88.25 = 798.7 =
(0.81%)
30.04 20478.45) -305.00) 298.95) -245.70) 342.80)
19900PE 19900CE 19700PE 19700CE 2
5953.75 -8751.25 4233.75 -10575.00 -

Day
Stop 30.02 -95.20 (338- (261.6- (233.8- (355.75-
436.4 Open
 3 Jun 2020 (Wed) -5000 14:34 6578/-6821 Loss - (21136.75- 99.85 = 611.65 = 64.45 = 778.75 =
(2.13%) >
Hit 29.67 21041.55) -238.15) 350.05) -169.35) 423.00)
.
PDH
21100PE 21100CE
e r
20900PE
s 20900CE 2
h th
o -3828.75
w i t
re
-5518.75 3570.00 5307.50
h a
ot s
Stop 29.88 -682.90 (246.65- (175.15- (151.2- (282.2-
-8.35
 4 Jun 2020 (Thu) -5000 11:58 3946/-43726 Loss
(-0.04%)
- -
o n
(21068.75- 467.4 = 32.35 = 304.35 = 69.9 =
Hit 29.94
s e. D 20385.85) 220.75) -142.80) 153.15) -212.30)
u
nal
21100PE 21100CE 20900PE 20900CE 2
e r s o
l y f or p
t
stric
n t is
cu me BN
(1) BN (2) BN
(3) BN (4) BN (
d o Max MTM BN Gap India Prev Spot Sell 1 Sell 1
is
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
5816.25 -3978.75 5067.50 -4696.25 -3

29.08 371.05 (608.9- (540- (512.75- (642.15-
125.95
 5 Jun 2020 (Fri) 975 15:00 1936/-1383 - - - (20569.25- 376.25 = 699.15 = 310.05 = 830 = 5
(0.62%)
28.79 20940.30) -232.65) 159.15) -202.70) 187.85) 1
20600PE 20600CE 20400PE 20400CE 20
-7176.25 7030.00 -6241.25 8017.50 6

Day
28.89 -589.75 (526.35- (519.05- (431.6- (620.55- (4
601.6 Open
 8 Jun 2020 (Mon) -976 15:00 2292/-2620 - - (21713.05- 813.4 = 237.85 = 681.25 = 299.85 = 18
(2.86%) >
29.85 21123.30) 287.05) -281.20) 249.65) -320.70) -2
PDH
21700PE 21700CE 21500PE 21500CE 21
-4408.75 6276.25 -3218.75 7276.25 5

29.79 -449.50 (467.9- (445- (376.3- (553- (
108.15
 9 Jun 2020 (Tue) 1704 15:00 4012/-646 - - - (21217.40- 644.25 = 193.95 = 505.05 = 261.95 = 1
(0.51%)
30.13 20767.90) 176.35) -251.05) 128.75) -291.05) -2
21200PE 21200CE 21000PE 21000CE 21
518.75 2781.25 651.25 2816.25 2

29.66 -103.10 (343- (319.8- (252.25- (425.55- (
36.05
 10 Jun 2020 (Wed) 6447 15:00 6960/-887 - - - (20912.35- 322.25 = 208.55 = 226.2 = 312.9 = 12
(0.17%)
29.69 20809.25) -20.75) -111.25) -26.05) -112.65) -1
20900PE 20900CE 20700PE 20700CE 21
-3631.25 4517.50 -1145.00 7078.75 2

29.26 -359.25 (246.75- (181.35- (149.2- (284.7- (1
-15.4
 11 Jun 2020 (Thu) 2994 15:00 11073/-3792 - - - (20968.00- 392 = 0.65 = 195 = 1.55 = 0
(-0.07%)
29.61 20608.75) 145.25) -180.70) 45.80) -283.15) -1
21000PE 21000CE 20800PE 20800CE 21
BN (3) BN
(1) BN (4) BN
PE CE
 PE
10572.50 -11936.25 9457.50 -12161.25

Day
32.59 864.80 (680.9- (696.05- (590- (802.65-
-995.85 Open
 12 Jun 2020 (Fri) -2235 15:00 1329/-3067 - - (19741.50- 258 = 1173.5 = 211.7 = 1289.1 =
(-4.85%) <
31.22 20606.30) -422.90) 477.45) -378.30) 486.45)
PDL
19700PE 19700CE 19500PE 19500CE
-2136.25 4685.00 -1335.00 5421.25

31.74 -306.95 (559.15- (500.15- (470.4- (605.35-
-197.4
 15 Jun 2020 (Mon) 2668 15:00 2921/-4505 - - - (20378.45- 644.6 = 312.75 = 523.8 = 388.5 =
(-0.96%)
32.27 20071.50) 85.45) -187.40) 53.40) -216.85)
20400PE 20400CE 20200PE 20200CE
-9727.50 6005.00
r s
-8233.75
e . 7166.25
th
Day
o
Stop 30.58 -329.00 (398.9- (396.85- (306.65- (499.25-
t h
587.75 Open
 16 Jun 2020 (Tue) -5000 13:01 1292/-12012 Loss - (20594.45- 788 =
w i
156.65 = 636 = 212.6 =
re
(2.95%) >
a
Hit 32.88 20265.45) 389.10) -240.20) 329.35) -286.65)
h
ot s
PDH
20600PE 20600CE 20400PE 20400CE
o n
s e. D
lu
5752.50 -8271.25 4573.75 -9622.50
Stop
o n a 33.58 202.15 (385.9- (368.1- (301.45- (478.4-
e r s
-159.25
or p
 17 Jun 2020 (Wed) -5000 12:21 8316/-5978 Loss - - (20040.35- 155.8 = 698.95 = 118.5 = 863.3 =
(-0.78%)
t l y f Hit 33.26 20242.50) -230.10) 330.85) -182.95) 384.90)
stric
20000PE 20000CE 19800PE 19800CE
n t is
cu me 5303.75 -7307.50 3090.00 -9568.75
d o Stop 33.28 874.80 (216.25- (155.7- (126.3- (266.45-
is
-64.15
Th
 18 Jun 2020 (Thu) -5000 13:54 9257/-35335 Loss - - (20076.70- 4.1 = 448 = 2.7 = 649.2 =
(-0.32%)
Hit 31.53 20951.50) -212.15) 292.30) -123.60) 382.75)
20100PE 20100CE 19900PE 19900CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
3498.75 -920.00 3228.75 -1265.00 -

30.97 141.75 (603- (504.95- (504.05- (602.45-
13.8
 19 Jun 2020 (Fri) 1848 15:00 3052/-271 - - - (21168.40- 463.05 = 541.75 = 374.9 = 653.05 = 4
(0.07%)
30.23 21310.15) -139.95) 36.80) -129.15) 50.60)
21200PE 21200CE 21000PE 21000CE 2
4276.25 -3875.00 3625.00 -4625.00 -3

Day
30.45 275.50 (454.9- (445-600 (368-223 (555-740 (
153.45 Open
 22 Jun 2020 (Mon) 963 15:00 2152/-3706 - - (21547.45- 283.85 = = = =
(0.72%) >
30.4 21822.95) -171.05) 155.00) -145.00) 185.00) 1
PDH
21500PE 21500CE 21300PE 21300CE 2
5200.00 -3368.75 4415.00 -4270.00 -2

30.91 263.05 (427.4- (409.65- (336.35- (520- (
150.9
 23 Jun 2020 (Tue) 1041 15:00 3407/-488 - - - (21936.35- 219.4 = 544.4 = 159.75 = 690.8 = 4
(0.7%)
29.44 22199.40) -208.00) 134.75) -176.60) 170.80) 1
21900PE 21900CE 21700PE 21700CE 2
-8080.00 5318.75 -6640.00 6888.75 3

Day
Stop 29.54 -772.10 (376.8- (312.2- (278.35- (416.3-
214.45 Open
 24 Jun 2020 (Wed) -5000 13:36 4141/-15508 Loss - (22358.05- 700 = 99.45 = 543.95 = 140.75 = 7
(0.96%) >
Hit 29.54 21585.95) 323.20) -212.75) 265.60) -275.55) -
PDH
22400PE 22400CE 22200PE 22200CE 2
2501.25 -4522.50 1597.50 -5436.25 -3

Day
Stop 30.28 499.90 (211- (196.65- (126.2- (310.65-
-208.75 Open
 25 Jun 2020 (Thu) -5000 09:52 9163/-21316 Loss - (21014.55- 110.95 = 377.55 = 62.3 = 528.1 =
(-0.97%) <
Hit 29.73 21514.45) -100.05) 180.90) -63.90) 217.45) 1
PDL
21000PE 21000CE 20800PE 20800CE 2
BN (3) BN
(1) BN (2) BN (4) BN
 Type   H/L  ATM-200 A
PE CE CE
 PE
-1206.25 4021.25
r s
-822.50
e . 4271.25
th
Day
o
28.89 -192.85 (617.2- (563.3- (522.4- (661.55-
t h
228.9 Open
 26 Jun 2020 (Fri) 1883 15:00 2684/-1926 - - (21715.45- 665.45 =
w i
402.45 = 555.3 = 490.7 =
re
(1.06%) >
a
29.22 21522.60) 48.25) -160.85) 32.90) -170.85)
h
ot s
PDH
21700PE 21700CE 21500PE 21500CE 2
o n
s e. D
a u
l29.61 Day
2016.25 1565.00 1928.75 1641.25
r s o n
-300.5 Open
-13.80 (533- (466.05- (438- (571.65-
 29 Jun 2020 (Mon) 3584 15:00 4136/-82
r
-
pe(-1.39%)
-
<
(21230.25- 452.35 = 403.45 = 360.85 = 506 =
f o 29.4 21216.45) -80.65) -62.60) -77.15) -65.65)
tly
PDL
s t r i c 21200PE 21200CE 21000PE 21000CE 2
n t is
cu me Day
-4100.00 3543.75 -3382.50 4298.75
d o 28.67 -228.80 (428.8- (367.6- (333.55- (472.95-
is
165.3 Open
Th
 30 Jun 2020 (Tue) -827 15:00 1598/-1853 - - (21570.65- 592.8 = 225.85 = 468.85 = 301 =
(0.77%) >
29.25 21341.85) 164.00) -141.75) 135.30) -171.95)
PDH
21600PE 21600CE 21400PE 21400CE 2
7793.75 -9676.25 5910.00 -11461.25

Stop 28.76 606.45 (367- (286.9- (270.9- (391.55-
-16.05
 1 Jul 2020 (Wed) -5000 14:59 3656/-5996 Loss - - (21369.65- 55.25 = 673.95 = 34.5 = 850 =
(-0.08%)
Hit 28.17 21976.10) -311.75) 387.05) -236.40) 458.45)
21400PE 21400CE 21200PE 21200CE 2
-1288.75 4593.75 7161.25

Day 1292.50
27.56 -213.85 (156.4- (184.85- (307.9-
156.2 Open (81.7-30
 2 Jul 2020 (Thu) 10212 15:00 12975/-3078 - - (22204.35- 207.95 = 1.1 = 21.45 =
(0.71%) > = -51.70)
26.57 21990.50) 51.55) -183.75) -286.45)
PDH 22000PE 2
22200PE 22200CE 22000CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-741.25 3815.00 -331.25 4222.50

26.66 -195.25 (470.65- (506- (381.4- (616.55-
148.55
 3 Jul 2020 (Fri) 2958 15:00 3417/-88 - - - (22029.05- 500.3 = 353.4 = 394.65 = 447.65 = 2
(0.68%)
25.83 21833.80) 29.65) -152.60) 13.25) -168.90) -
22000PE 22000CE 21800PE 21800CE 2
1457.50 1306.25 797.50

Day 1000.00
26.05 9.20 (372.2- (280.05- (500.75-
418.55 Open (393-353
 6 Jul 2020 (Mon) 4022 15:00 4408/0 - - (22209.70- 313.9 = 227.8 = 468.85 = 2
(1.92%) > = -40.00)
25.23 22218.90) -58.30) -52.25) -31.90)
PDH 22200CE
22200PE 22000PE 22000CE 2
4795.00 -6225.00 3620.00 -7343.75 -

25.29 404.35 (344.9- (298-547 (250.1- (403.15-
55.35
 7 Jul 2020 (Tue) -2621 15:00 4263/-4962 - - - (22169.30- 153.1 = = 105.3 = 696.9 =
(0.25%)
25.21 22573.65) -191.80) 249.00) -144.80) 293.75)
22200PE 22200CE 22000PE 22000CE 2
756.25 933.75 2055.00

Day 1925.00
25.31 -67.10 (269.85- (188.6- (402.2-
72.9 Open (285-208
 8 Jul 2020 (Wed) 6078 15:00 6361/-3563 - - (22721.20- 239.6 = 151.25 = 320 = 1
(0.32%) > = -77.00)
26.12 22654.10) -30.25) -37.35) -82.20)
PDH 22700CE
22700PE 22500PE 22500CE 2
4505.00 1198.75 2550.00

-800.00
25.97 93.95 (188.45- (128.2- (102.6-
168.5 (242-274
 9 Jul 2020 (Thu) 12906 15:00 13436/-1066 - - - (22770.60- 8.25 = 80.25 = 0.6 =
(0.75%) = 32.00)
24.93 22864.55) -180.20) -47.95) -102.00)
.
22600CE
22800PE 22800CE
e r s
22600PE 2
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 A
stric
 PE CE
n t is
cu me -3163.75 3737.50 -2557.50 4318.75 3
d o 25.17 -310.70 (422.8- (448.05- (332.7- (557.75-
is
-186.25
Th
 10 Jul 2020 (Fri) 880 15:00 2676/-924 - - - (22718.15- 549.35 = 298.55 = 435 = 385 = 2
(-0.81%)
25.07 22407.45) 126.55) -149.50) 102.30) -172.75) -
22700PE 22700CE 22500PE 22500CE 2
-9255.00 5578.75 -7877.50 6805.00 4

Stop 25.24 -458.70 (349.8- (387.6- (260.15- (496-
214.8
 13 Jul 2020 (Mon) -5000 13:55 247/-5037 Loss - - (22593.70- 720 = 164.45 = 575.25 = 223.8 =
(0.96%)
Hit 25.38 22135.00) 370.20) -223.15) 315.10) -272.20) -
22600PE 22600CE 22400PE 22400CE 2
-8475.00 5026.25 -6992.50 6428.75 3

Day
Stop 25.89 -404.45 (299.3- (345.7- (214.45- (460.35- (
-211.65 Open
 14 Jul 2020 (Tue) -5000 13:05 698/-7068 Loss - (21794.70- 638.3 = 144.65 = 494.15 = 203.2 = 1
(-0.96%) <
Hit 26.52 21390.25) 339.00) -201.05) 279.70) -257.15) -
PDL
21800PE 21800CE 21600PE 21600CE 2
-945.00 4075.00 -322.50 4750.00 3

26.24 -170.70 (298- (273.4- (203.95- (380-190 (
242.05
 15 Jul 2020 (Wed) 6121 15:00 8075/-646 - - - (21578.20- 335.8 = 110.4 = 216.85 = = 6
(1.13%)
25.87 21407.50) 37.80) -163.00) 12.90) -190.00) -
21600PE 21600CE 21400PE 21400CE 2
3661.25 -6303.75 1756.25 -8048.75 -3

Stop 26.56 455.55 (147.05- (172.85- (70.65- (298.05-
112.5
 16 Jul 2020 (Thu) -5000 14:49 9252/-10278 Loss - - (21098.70- 0.6 = 425 = 0.4 = 620 = 2
(0.53%)
Hit 25.46 21554.25) -146.45) 252.15) -70.25) 321.95) 1
21100PE 21100CE 20900PE 20900CE 2
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2488.75 -893.75 2210.00 -1231.25 -4

25.16 98.90 (430.15- (448.95- (340.7- (557.7- (3
10.9
 17 Jul 2020 (Fri) 2087 15:00 2805/0 - - - (21733.65- 330.6 = 484.7 = 252.3 = 606.95 = 3
(0.05%)
24.29 21832.55) -99.55) 35.75) -88.40) 49.25)
21700PE 21700CE 21500PE 21500CE 21
2327.50 -2212.50 1872.50 -2576.25 -1

Day
24.76 126.90 (428.35- (301.55- (324.95- (399.65- (2
340.5 Open
 20 Jul 2020 (Mon) 12 15:00 2388/-2423 - - (22251.45- 335.25 = 390.05 = 250.05 = 502.7 = 2
(1.55%) >
24.67 22378.35) -93.10) 88.50) -74.90) 103.05) 6
PDH
22300PE 22300CE 22100PE 22100CE 22
3168.75 -2062.50 2660.00 -2705.00 -1

Day
24.37 125.35 (343.25- (288.35- (250.65- (390.9- (
318 Open
 21 Jul 2020 (Tue) 1902 15:00 3343/-858 - - (22682.35- 216.5 = 370.85 = 144.25 = 499.1 = 26
(1.42%) >
24.49 22807.70) -126.75) 82.50) -106.40) 108.20) 5
PDH
22700PE 22700CE 22500PE 22500CE 22
-1611.25 3347.50 -861.25 3992.50 2

Day
.
24.69 -190.80 (272.2- (238.55- (184.8- (348.7- (1
377 Open
e r s
th
 22 Jul 2020 (Wed) 3543 15:00 4632/-3672 - - (22924.35- 336.65 = 104.65 = 219.25 = 189 = 5
o
(1.65%) >
t h
25.35 22733.55) 64.45) -133.90) 34.45) -159.70) -1
PDH
w i
re
22900PE 22900CE 22700PE 22700CE 23
h a
o n ot s 3838.75 183.75 -1652.50 1
D
. (22920.20-
1982.50
-use -
24.65 112.60 (156.15- (142.35- (266.9-
l
-27.75 (79.8-0.5
a24.66
 23 Jul 2020 (Thu) 10372 15:00 11372/0 - 2.6 = 135 = 333 = 9
r o n
(-0.12%)
s 23032.80) -153.55) -7.35)
= -79.30)
66.10) -
e
or p
22700PE
22900PE 22900CE 22700CE 23
t l y f
stric
isExpiry: 30 JUL 2020, Net Profit: 575, Average Day Profit: 115
n t
cu me
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (
Exit Sell 1 Sell 1
PE CE
 PE CE
-856.25 2267.50 -501.25 2600.00 1

25.12 -106.45 (415.2- (427- (326.95- (539.35- (
-230.7
 24 Jul 2020 (Fri) 1903 15:00 2797/-1249 - - - (22740.05- 449.45 = 336.3 = 347 = 435.35 = 2
(-1%)
24.68 22633.60) 34.25) -90.70) 20.05) -104.00) -
22700PE 22700CE 22500PE 22500CE 22
-5868.75 4486.25 -4848.75 5660.00 3

25.19 -452.15 (390.25- (356.85- (296.3- (469.05- (2
2.55
 27 Jul 2020 (Mon) -2462 15:00 1690/-4780 - - - (22388.50- 625 = 177.4 = 490.25 = 242.65 =
(0.01%)
24.92 21936.35) 234.75) -179.45) 193.95) -226.40) -1
22400PE 22400CE 22200PE 22200CE 22
3868.75 -2122.50 3172.50 -2868.75 -1

24.96 143.40 (322- (334.2- (233.25- (444.2- (2
91.4
 28 Jul 2020 (Tue) 3182 15:00 4658/-1185 - - - (22002.50- 167.25 = 419.1 = 106.35 = 558.95 = 30
(0.42%)
23.74 22145.90) -154.75) 84.90) -126.90) 114.75) 6
22000PE 22000CE 21800PE 21800CE 22
-2673.75 3952.50 -1555.00 5091.25 2

23.98 -239.65 (227.1- (254.15- (145- (372.75- (1
-30.2
 29 Jul 2020 (Wed) 2952 15:00 5880/-1559 - - - (22262.55- 334.05 = 96.05 = 207.2 = 169.1 =
(-0.14%)
24.32 22022.90) 106.95) -158.10) 62.20) -203.65) -1
22300PE 22300CE 22100PE 22100CE 22
-5892.50 3583.75 -2900.00 6580.00 1

Stop 23.91 -586.40 (118.3- (149.8- (52.35- (284.2- (
118.45
 30 Jul 2020 (Thu) -5000 13:51 5505/-25206 Loss - - (22208.95- 354 = 6.45 = 168.35 = 21 =
(0.54%)
Hit 24.81 21622.55) 235.70) -143.35) 116.00) -263.20) -
22200PE 22200CE 22000PE 22000CE 22
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
3587.50 3241.25 -1596.25 -

-1500.00
25.07 177.50 (416.5- (333.4- (599.95-
83.7 (478-538
 31 Jul 2020 (Fri) 2516 15:00 2952/-3096 - - - (21447.50- 273 = 203.75 = 663.8 = 4
(0.39%) = 60.00)
24.33 21625.00) -143.50) -129.65) 63.85)
21400CE
21400PE 21200PE 21200CE 2
-1846.25 3081.25 -1297.50 3600.00

25.42 -270.35 (343.5- (388.35- (256.1- (500.05-
-96.25
 3 Aug 2020 (Mon) 1582 15:00 2342/0 - - - (21346.75- 417.35 = 265.1 = 308 = 356.05 = 1
(-0.44%)
25.24 21076.40) 73.85) -123.25) 51.90) -144.00) -
21300PE 21300CE 21100PE 21100CE 2
4183.75 -3473.75
r s
3188.75
e . -4487.50 -
24.6 283.30 (287.85-
o
(346.05-
h th
(203.85- (460.5-
t
176.15
 4 Aug 2020 (Tue) 597 15:00 2561/-756 - - - (21238.90- 120.5 =
w i485 = 76.3 = 640 =
re
(0.84%)
a
23.83 21522.20) -167.35) 138.95) -127.55) 179.50)
h
ot s
21200PE 21200CE 21000PE 21000CE 2
o n
s e. D
a u
l23.72 Day
-1963.75 3141.25 -1148.75 3972.50
r s o
196.35n Open
-223.20 (215.75- (235- (133.05- (352.75-
 5 Aug 2020 (Wed) 3036 15:00 4056/-4536
r
-
pe (0.91%)
-
>
(21724.05- 294.3 = 109.35 = 179 = 193.85 =
y f o 23.58 21500.85) 78.55) -125.65) 45.95) -158.90)
tl
PDH
s t r i c 21700PE 21700CE 21500PE 21500CE 2
n t i s
m e
cu 18443 15:00 18608/-1988 - 134.3 23.42
4086.25 4286.25 2647.50 3010.00
s d o -28.20 (186.95- (189.05- (107.4- (314.8-
T h i
 6 Aug 2020 (Thu)
(0.62%)
-
23.38
- (21623.95-
21595.75)
23.5 =
-163.45)
17.6 =
-171.45)
1.5 =
-105.90)
194.4 =
-120.40) -
21600PE 21600CE 21400PE 21400CE 2
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
3972.50 -2721.25 3331.25 -3443.75 -19

23.14 226.45 (396.6- (367.95- (305.5- (475- (
-22.35
 7 Aug 2020 (Fri) 1027 15:00 2030/-1101 - - - (21492.80- 237.7 = 476.8 = 172.25 = 612.75 = 35
(-0.1%)
22.66 21719.25) -158.90) 108.85) -133.25) 137.75) 7
21500PE 21500CE 21300PE 21300CE 21
763.75 -26.25 748.75 -77.50 8

Day
22.83 10.55 (305.05- (325.25- (220.8- (439.4- (2
70.9 Open
 10 Aug 2020 (Mon) 1296 15:00 1981/-1817 - - (21904.95- 274.5 = 326.3 = 190.85 = 442.5 = 22
(0.33%) >
22.52 21915.50) -30.55) 1.05) -29.95) 3.10) -
PDH
21900PE 21900CE 21700PE 21700CE 22
2116.25 -78.75 1786.25 -447.50 1

21.82 54.25 (264- (265- (177.8- (377.15- (1
149.95
 11 Aug 2020 (Tue) 4525 15:00 4783/-1 - - - (22177.10- 179.35 = 268.15 = 106.35 = 395.05 = 16
(0.68%)
21.36 22231.35) -84.65) 3.15) -71.45) 17.90) -
22200PE 22200CE 22000PE 22000CE 22
3813.75 -3171.25 2493.75 -4470.00 -18

21.85 211.80 (225.15- (172.45- (133.9- (281.2- (9
-91.25
 12 Aug 2020 (Wed) 1196 15:00 1891/-2229 - - - (22056.15- 72.6 = 299.3 = 34.15 = 460 = 17
(-0.41%)
20.86 22267.95) -152.55) 126.85) -99.75) 178.80) 7
22100PE 22100CE 21900PE 21900CE 22
-2501.25 3138.75 433.75 6081.25 11

Day
20.66 -220.35 (104.9- (126.15- (38.25- (259.9- (4
131.2 Open
 13 Aug 2020 (Thu) 3533 15:00 6112/-1600 - - (22418.05- 204.95 = 0.6 = 20.9 = 16.65 = 0
(0.59%) >
20.69 22197.70) 100.05) -125.55) -17.35) -243.25) -4
PDH
22400PE 22400CE 22200PE 22200CE 22
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-7887.50 3918.75
r s
-6635.00
e . 4997.50 2
Stop 19.74 -669.30 (321.7-
o
(304.2-
h th (233- (412.05- (
t
138.6
 14 Aug 2020 (Fri) -5000 13:47 3684/-14227 Loss - - (22284.20- 637.2 =
w i
147.45 = 498.4 = 212.15 =
re
(0.62%)
a
Hit 21.87 21614.90) 315.50) -156.75) 265.40) -199.90) -
t sh
22300PE 22300CE 22100PE 22100CE 2
o n o
s e.D
lu
-4972.50 1523.75 -4290.00 1976.25 1
Stop
o n a21.75 -195.15 (300.55- (277.65- (210.7- (387.25- (
rs
227.55
 17 Aug 2020 (Mon) -5000 09:39 1423/-5595 Loss
pe - - (21780.95- 499.45 = 216.7 = 382.3 = 308.2 =
or
(1.05%)
t l y f Hit 21.5 21585.80) 198.90) -60.95) 171.60) -79.05)
stric
21800PE 21800CE 21600PE 21600CE 2
n t is
cu me 4643.75 -6575.00 3096.25 -7817.50 -4
d o Stop 21.06 425.40 (267.3- (234-497 (175.45- (344.9-
is
1.15
Th
 18 Aug 2020 (Tue) -5000 14:52 2522/-7503 Loss - - (21761.45- 81.55 = = 51.6 = 657.6 = 3
(0.01%)
Hit 20.46 22186.85) -185.75) 263.00) -123.85) 312.70) 1
21800PE 21800CE 21600PE 21600CE 2
1105.00 662.50 867.50 387.50

Day
20.15 -1.20 (177.35- (204- (101.6- (327.05-
144.8 Open
 19 Aug 2020 (Wed) 4332 15:00 4672/-17 - - (22343.00- 133.15 = 177.5 = 66.9 = 311.55 = 8
(0.65%) >
19.9 22341.80) -44.20) -26.50) -34.70) -15.50)
PDH
22300PE 22300CE 22100PE 22100CE 2
2747.50 1928.75 1083.75 312.50

Day
20.43 19.85 (122.4- (102.65- (43.9- (226.25-
-296 Open
 20 Aug 2020 (Thu) 8438 15:00 8563/-433 - - (21998.00- 12.5 = 25.5 = 0.55 = 213.75 =
(-1.33%) <
20.61 22017.85) -109.90) -77.15) -43.35) -12.50)
PDL
22000PE 22000CE 21800PE 21800CE 2
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
1950.00 -912.50 1576.25 -1293.75 -4

Day
19.75 129.25 (313.35- (293.3- (224.35- (402.9- (2
191.25 Open
 21 Aug 2020 (Fri) 1279 15:00 1776/-759 - - (22193.70- 235.35 = 329.8 = 161.3 = 454.65 = 22
(0.87%) >
19.97 22322.95) -78.00) 36.50) -63.05) 51.75) 1
PDH
22200PE 22200CE 22000PE 22000CE 22
2103.75 -4500.00 1306.25 -5325.00 -3

Day
Stop 19.92 272.30 (265.2- (215.45- (175.6- (327-540 (1
137.25 Open
 24 Aug 2020 (Mon) -5000 12:02 978/-6805 Loss - (22573.60- 181.05 = 395.45 = 123.35 = = 2
(0.62%) >
Hit 19.35 22845.90) -84.15) 180.00) -52.25) 213.00) 14
PDH
22600PE 22600CE 22400PE 22400CE 22
1073.75 141.25 865.00 -20.00 3

Day
18.93 57.05 (228.25- (225.65- (148.55- (347.25- (1
140.4 Open
 25 Aug 2020 (Tue) 2964 15:00 3473/-1067 - - (23002.70- 185.3 = 220 = 113.95 = 348.05 = 1
(0.61%) >
19.21 23059.75) -42.95) -5.65) -34.60) 0.80) -1
PDH
23000PE 23000CE 22800PE 22800CE 23
3076.25 -837.50 2276.25 -1616.25 -1

18.95 115.25 (232.5- (158.45- (145.5- (273.2- (
83.4
 26 Aug 2020 (Wed) 5368 15:00 5866/0 - - - (23264.55- 109.45 = 191.95 = 54.45 = 337.85 = 8
(0.36%)
19.42 23379.80) -123.05) 33.50) -91.05) 64.65)
23300PE 23300CE 23100PE 23100CE 23
2478.75 1196.25 1025.00 -258.75 8

Day
19.39 50.90 (103.75- (113.5- (41.65- (251.65- (3
97.25 Open
 27 Aug 2020 (Thu) 7238 15:00 7598/0 - - (23609.85- 4.6 = 65.65 = 0.65 = 262 = 1
(0.42%) >
18.88 23660.75) -99.15) -47.85) -41.00) 10.35) -3
.
PDH
23600PE 23600CE
e r
23400PE
s 23400CE 23
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN
(2) BN
o
Max MTM BN Gap India Prev Spot (1) BN Sell 1 Sell 1
Exit
e r s Sell 1
or p
Include Date Profit Profit/Loss Exit Up/Down VIX Day Change Sell 1 Lot Lot Lot
Time Lot ATM
t

l y f Type   H/L  ATM PE
CE
ATM-200 ATM-200 A
stric
 PE CE
n t is
cu me 2496.25 -7755.00 1833.75 -7735.00
d o Stop 18.18 645.20 (330.55- (320- (245.7- (435-
is
34.95
Th
 28 Aug 2020 (Fri) -5000 10:30 1522/-11117 Loss - - (23816.65- 230.7 = 630.2 = 172.35 = 744.4 =
(0.15%)
Hit 18.58 24461.85) -99.85) 310.20) -73.35) 309.40)
23800PE 23800CE 23600PE 23600CE 2
-10641.25 7387.50 -9415.00 8358.75

Day
Stop 18.47 -1644.85 (406.55- (458.65- (306.6- (554.45-
515 Open
 31 Aug 2020 (Mon) -5000 10:19 1052/-25283 Loss - (25199.95- 832.2 = 163.15 = 683.2 = 220.1 =
(2.1%) >
Hit 23.03 23555.10) 425.65) -295.50) 376.60) -334.35)
PDH
25200PE 25200CE 25000PE 25000CE 2
1702.50 3667.50 1991.25 4036.25

22.77 -162.55 (462.85- (415.85- (369.1- (523.35-
139.45
 1 Sep 2020 (Tue) 5275 15:00 5972/-2386 - - - (23851.40- 394.75 = 269.15 = 289.45 = 361.9 =
(0.59%)
21.98 23688.85) -68.10) -146.70) -79.65) -161.45)
23900PE 23900CE 23700PE 23700CE 2
5393.75 -965.00 4261.25 -2015.00

21.82 238.40 (324.4- (304.8- (235.4- (415.7-
-43
 2 Sep 2020 (Wed) 8080 15:00 10757/0 - - - (23675.35- 108.65 = 343.4 = 64.95 = 496.3 =
(-0.18%)
21.09 23913.75) -215.75) 38.60) -170.45) 80.60)
23700PE 23700CE 23500PE 23500CE 2
-4845.00 3195.00 -1563.75 6463.75

Day
20.73 -307.60 (113.1- (128.45- (43.85- (260.35-
111.6 Open
 3 Sep 2020 (Thu) -2542 15:00 5248/-4453 - - (23891.90- 306.9 = 0.65 = 106.4 = 1.8 =
(0.47%) >
20.51 23584.30) 193.80) -127.80) 62.55) -258.55)
PDH 2
23900PE 23900CE 23700PE 23700CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
2907.50 1017.50 2920.00 1038.75 8

Day
21.83 76.00 (482.85- (501.75- (403- (619.1-
-411.7 Open
 4 Sep 2020 (Fri) 4580 15:00 5143/0 - - (22928.95- 366.55 = 461.05 = 286.2 = 577.55 = 36
(-1.75%) <
22.26 23004.95) -116.30) -40.70) -116.80) -41.55) -3
PDL
22900PE 22900CE 22700PE 22700CE 23
-1960.00 3333.75 -1308.75 4048.75 27

22.14 -236.40 (365.95- (373.25- (281.55- (491.95- (2
24.75
 7 Sep 2020 (Mon) 1451 15:00 3473/-962 - - - (23018.50- 444.35 = 239.9 = 333.9 = 330 = 17
(0.11%)
22.54 22782.10) 78.40) -133.35) 52.35) -161.95) -1
23000PE 23000CE 22800PE 22800CE 23
318.75 1953.75 511.25 2073.75 17

22.13 -81.75 (328.15- (289.55- (237.7- (397.5- (2
26.15
 8 Sep 2020 (Tue) 4038 15:00 4323/0 - - - (22864.80- 315.4 = 211.4 = 217.25 = 314.55 = 1
(0.11%)
22.24 22783.05) -12.75) -78.15) -20.45) -82.95) -7
22900PE 22900CE 22700PE 22700CE 23
-5832.50 3811.25 -4258.75 5510.00 24

Day
.
Stop 22.86 -334.50 (195.35- (230.35- (118.15- (355.6- (1
-257.7 Open
e r s
th
 9 Sep 2020 (Wed) -5000 13:00 1441/-5746 Loss - (22515.95- 428.65 = 77.9 = 288.5 = 135.2 = 4
o
(-1.13%) <
t h
Hit 22.46 22181.45) 233.30) -152.45) 170.35) -220.40) -9
PDL
w i
re
22500PE 22500CE 22300PE 22300CE 22
h a
o n ot s-4296.25 1993.75 -1921.25 4376.25 5
D
. (22471.60-
- use-
Stop 21.66 -64.20 (116.35- (89.15- (40.4- (213.6- (2
l
199.55
a21.34
 10 Sep 2020 (Thu) -5000 13:28 5876/-5062 Loss 288.2 = 9.4 = 117.25 = 38.55 = 2
Hit
r s o
(0.9%)
n 22407.40) 171.85) -79.75) 76.85) -175.05) -2
e
or p
22500PE 22500CE 22300PE 22300CE 22
t l y f
stric
s 17 SEP 2020, Net Profit: 6506, Average Day Profit: 1301
iExpiry:
n t
cu me
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-1925.00 2142.50 -1313.75 2672.50

1
21.11 -195.60 (323.8- (359.1- (245.45- (477.3-
43.75 (2
 11 Sep 2020 (Fri) 71 15:00 740/-4826 - - - (22631.85- 400.8 = 273.4 = 298 = 370.4 =
(0.19%) =
20.79 22436.25) 77.00) -85.70) 52.55) -106.90)
2
22600PE 22600CE 22400PE 22400CE
-7303.75 3771.25 -5986.25 4903.75 2

Day
Stop 20.81 -497.85 (296.85- (302.45- (210.55- (414.8- (2
203.4 Open
 14 Sep 2020 (Mon) -5000 14:06 1326/-10288 Loss - (22656.10- 589 = 151.6 = 450 = 218.65 =
(0.9%) >
Hit 21.18 22158.25) 292.15) -150.85) 239.45) -196.15) -
PDH
22700PE 22700CE 22500PE 22500CE 2
4607.50 -4307.50 3358.75 -5557.50 -2

20.93 320.30 (313.2- (295.2- (220.85- (403.6-
101.55
 15 Sep 2020 (Tue) -447 15:00 2376/-1203 - - - (22159.85- 128.9 = 467.5 = 86.5 = 625.9 = 3
(0.46%)
20.66 22480.15) -184.30) 172.30) -134.35) 222.30)
22200PE 22200CE 22000PE 22000CE 2
3015.00 -1108.75 2225.00 -1951.25 -

20.47 142.85 (210.1- (216.3- (134.05- (339.9- (
10.65
 16 Sep 2020 (Wed) 4466 15:00 5072/-3362 - - - (22466.65- 89.5 = 260.65 = 45.05 = 417.95 = 1
(0.05%)
19.78 22609.50) -120.60) 44.35) -89.00) 78.05)
22500PE 22500CE 22300PE 22300CE 2
1462.50 2462.50 652.50 1652.50

1
19.95 -35.05 (83.05- (133.5- (27.05- (278.15-
-221.55 (4
 17 Sep 2020 (Thu) 7416 15:00 7427/-3221 - - - (22342.80- 24.55 = 35 = 0.95 = 212.05 =
(-0.98%) =
20.25 22307.75) -58.50) -98.50) -26.10) -66.10)
2
22300PE 22300CE 22100PE 22100CE
BN (3) BN (4) BN (
(2) BN
Max MTM BN Gap India Prev Spot (1) BN Sell 1 Sell 1 S
Exit Sell 1
Time Lot ATM
 Type   H/L  ATM PE ATM-200 ATM-200 AT
CE
 PE CE
-10652.50 5072.50 -9437.50 6253.75 3

Stop 19.64 -456.80 (318.35- (405.1- (235.5- (523- (3
119
 18 Sep 2020 (Fri) -5000 14:25 1563/-6438 Loss - - (22440.00- 744.45 = 202.2 = 613 = 272.85 = 14
(0.53%)
Hit 20.06 21983.20) 426.10) -202.90) 377.50) -250.15) -1
22400PE 22400CE 22200PE 22200CE 22
-7551.25 4202.50 -6328.75 5477.50 3

Stop 20.54 -511.10 (319.9- (319.1- (232.15- (430- (2
-47.65
 21 Sep 2020 (Mon) -5000 14:13 108/-8357 Loss - - (21987.95- 621.95 = 151 = 485.3 = 210.9 = 10
(-0.22%)
Hit 21.85 21476.85) 302.05) -168.10) 253.15) -219.10) -1
22000PE 22000CE 21800PE 21800CE 22
-7032.50 4681.25
r s
-5685.00
e . (382.65-
6222.50 3
Stop 21.76 -418.40 (313.05- (269.7-
h o th
(221.05- (1
t
78.45
 22 Sep 2020 (Tue) -5000 14:37 1679/-5297 Loss - - (21451.90- 594.35 =
w i
82.45 = 448.45 = 133.75 =
re
(0.37%)
a
Hit 21.78 21033.50) 281.30) -187.25) 227.40) -248.90) -1
t sh
21500PE 21500CE 21300PE 21300CE 21
o n o
s e .D
lu
-5936.25 3693.75 -4253.75 5308.75 2
211.7 na
o
Stop 20.44 -160.60 (186.65- (212.9- (108.8- (334- (1
 23 Sep 2020 (Wed) -5000 13:41 6495/-9617 Loss
pe s
r(1%) - - (21319.35- 424.1 = 65.15 = 278.95 = 121.65 = 3
l y f or
Hit 21.17 21158.75) 237.45) -147.75) 170.15) -212.35) -
t
stric
21300PE 21300CE 21100PE 21100CE 21
n t is
cu me -6231.25 3291.25 -2666.25 6783.75 1
d o Stop 21.78 -356.25 (90.15- (132.35- (33.55- (273- (
is
-279.7
Th
 24 Sep 2020 (Thu) -5000 15:00 4260/-6142 Loss - - (20936.90- 339.4 = 0.7 = 140.2 = 1.65 =
(-1.32%)
Hit 23.09 20580.65) 249.25) -131.65) 106.65) -271.35) -
20900PE 20900CE 20700PE 20700CE 21
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
4943.75 -4301.25 4228.75 -5061.25 -3

22.54 353.30 (394.25- (424.4- (311.85- (542- (3
283.95
 25 Sep 2020 (Fri) -821 15:00 1745/-2030 - - - (20642.65- 196.5 = 596.45 = 142.7 = 744.45 = 4
(1.39%)
20.82 20995.95) -197.75) 172.05) -169.15) 202.45) 1
20600PE 20600CE 20400PE 20400CE 20
4457.50 -7051.25 3475.00 -8128.75 -5

Day
Stop 21.01 449.85 (343.9- (285.2- (256.95- (394.65- (1
169.7 Open
 28 Sep 2020 (Mon) -5000 11:28 801/-6773 Loss - (21155.00- 165.6 = 567.25 = 117.95 = 719.8 = 43
(0.81%) >
Hit 19.81 21604.85) -178.30) 282.05) -139.00) 325.15) 2
PDH
21200PE 21200CE 21000PE 21000CE 21
-7453.75 4746.25 -5825.00 6352.50 32

Day
Stop 19.36 -469.20 (254.95- (262.9- (171.15- (379.75- (1
105.4 Open
 29 Sep 2020 (Tue) -5000 11:04 4107/-5597 Loss - (21795.85- 553.1 = 73.05 = 404.15 = 125.65 = 4
(0.49%) >
Hit 19.9 21326.65) 298.15) -189.85) 233.00) -254.10) -1
PDH
21800PE 21800CE 21600PE 21600CE 22
2367.50 -632.50 1617.50 -1492.50 -

19.84 151.90 (205.95- (180.5- (121.4- (294.75- (
-6.05
 30 Sep 2020 (Wed) 3943 15:00 4307/-1667 - - - (21270.30- 111.25 = 205.8 = 56.7 = 354.45 = 1
(-0.03%)
19.51 21422.20) -94.70) 25.30) -64.70) 59.70)
21300PE 21300CE 21100PE 21100CE 21
2156.25 -4448.75 803.75 -5746.25 -2

Day
Stop 18.78 425.20 (114.25- (95.15- (41.75- (223.3- (2
233.45 Open
 1 Oct 2020 (Thu) -5000 10:41 201/-17600 Loss - (21798.90- 28 = 273.1 = 9.6 = 453.15 = 1
(1.09%) >
Hit 18.37 22224.10) -86.25) 177.95) -32.15) 229.85) 1
PDH
21800PE 21800CE 21600PE 21600CE 22
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-988.75 3866.25
r s
-510.00
e . 4297.50 3
th
Day
o
19.63 -188.40 (384.45- (369.1- (293- (476.95- (
t h
106.1 Open
 5 Oct 2020 (Mon) 4112 15:00 5786/-317 - - (22572.80- 424 =
w i
214.45 = 313.4 = 305.05 = 1
re
(0.48%) >
a
19.71 22384.40) 39.55) -154.65) 20.40) -171.90) -
h
ot s
PDH
22600PE 22600CE 22400PE 22400CE 2
o n
s e. D
a u
l19.85
2461.25 -755.00 1915.00 -1301.25
r s o
302.1n 112.50 (262.3- (283- (178.6- (397.95- (
 6 Oct 2020 (Tue) 3153 15:00 4686/-1617
r
-
pe (1.35%)
- - (22704.15- 163.85 = 313.2 = 102 = 450 =
y f o 19.7 22816.65) -98.45) 30.20) -76.60) 52.05)
t r i ctl 22700PE 22700CE 22500PE 22500CE 2
i s s
e n t
m
cu 833 15:00 2035/-4755 - -16.75 19.94
3860.00 -3380.00 2705.00 -4558.75 -
d
 7 Octs2020
o(Wed) 272.70 (236.8- (201.65- (152.55- (315.65-
T h i (-0.07%)
-
20.11
- (22657.15-
22929.85)
82.4 =
-154.40)
336.85 =
135.20)
44.35 =
-108.20)
498 =
182.35)
22700PE 22700CE 22500PE 22500CE 2
2625.00 2785.00 1426.25 1553.75

Day
20.26 18.10 (139.45- (130.4- (58.75- (248.1-
185.45 Open
 8 Oct 2020 (Thu) 10885 15:00 10917/-1105 - - (23174.20- 34.45 = 19 = 1.7 = 185.95 =
(0.81%) >
20.41 23192.30) -105.00) -111.40) -57.05) -62.15)
PDH
23200PE 23200CE 23000PE 23000CE 2
BN (3) BN
(1) BN (2) BN (4) BN
 Type   H/L  ATM-200 A
PE CE CE
 PE
5875.00 -9548.75 4800.00 -10638.75

-
Stop 20.82 545.80 (420.9- (403.05- (333-141 (512.55-
121.25 (
 9 Oct 2020 (Fri) -5000 14:32 1307/-5203 Loss - - (23296.55- 185.9 = 785 = = 938.1 =
(0.52%) =
Hit 20.33 23842.35) -235.00) 381.95) -192.00) 425.55)
2
23300PE 23300CE 23100PE 23100CE
-4408.75 4203.75 -3520.00 5025.00

Day
21.46 -382.20 (389.65- (386.65- (301.7- (497-296
108.8 Open
 12 Oct 2020 (Mon) -76 15:00 854/-3118 - - (24106.05- 566 = 218.5 = 442.5 = =
(0.46%) >
21.08 23723.85) 176.35) -168.15) 140.80) -201.00)
PDH
24100PE 24100CE 23900PE 23900CE 2
1278.75 957.50 1250.00 978.75

21.37 -24.45 (310.2- (376.4- (228.4- (498.8-
-49.75
 13 Oct 2020 (Tue) 3862 15:00 4440/-951 - - - (23548.85- 259.05 = 338.1 = 178.4 = 459.65 =
(-0.21%)
20.74 23524.40) -51.15) -38.30) -50.00) -39.15)
23500PE 23500CE 23300PE 23300CE 2
5396.25 -7708.75 3771.25 -9172.50 -

Day
Stop 20.78 510.10 (260.25- (279.45- (177.25- (398.1-
-139.05 Open
 14 Oct 2020 (Wed) -5000 14:57 5723/-7943 Loss - (23295.05- 44.4 = 587.8 = 26.4 = 765 =
(-0.59%) <
Hit 20.27 23805.15) -215.85) 308.35) -150.85) 366.90)
PDL
23300PE 23300CE 23100PE 23100CE 2
2390.00 -4496.25 -5760.00 -

967.50
Stop 20.32 -401.05 (140.7- (134.7- (254-
45.7 (57.7-19
 15 Oct 2020 (Thu) -5000 09:47 7047/-16100 Loss - - (23677.30- 45.1 = 314.55 = 484.4 =
(0.19%) = -38.70)
Hit 21.85 23276.25) -95.60) 179.85) 230.40)
23500PE
23700PE 23700CE 23500CE 2
BN
r s
(3) BN
e . (4) BN
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
 Type   H/L  ATM-200 ATM-200 A
sh
PE CE
t
 PE CE
o n o
s e.D
a u
l21.48
2995.00 -3210.00 2512.50 -3476.25 -
r s o n
147.45
212.25 (406.75- (439.95- (321.1- (553.25-
pe
 16 Oct 2020 (Fri) -118 15:00 1036/-2826 - - - (23324.85- 286.95 = 568.35 = 220.6 = 692.3 =
r
(0.64%)
y f o 21.7 23537.10) -119.80) 128.40) -100.50) 139.05)
rictl
23300PE 23300CE 23100PE 23100CE 2
i s st
me nt
u
5053.75 -7767.50 3848.75 -9012.50 -
c
Day
o
is d
Stop 449.50 (351.6- (377.3- (262.2- (487.95-
369.65 22 - Open
Th
 19 Oct 2020 (Mon) -5000 14:36 248/-5890 Loss (23821.00- 149.45 = 688 = 108.25 = 848.45 = 5
(1.57%) 21.81 >
Hit 24270.50) -202.15) 310.70) -153.95) 360.50)
PDH
23800PE 23800CE 23600PE 23600CE 2
3071.25 -2670.00 2432.50 -3218.75 -

22.13 213.05 (322.9- (342.2- (237.95- (458.95-
-149.4
 20 Oct 2020 (Tue) 718 15:00 2043/-1312 - - - (24113.45- 200.05 = 449 = 140.65 = 587.7 =
(-0.62%)
22.66 24326.50) -122.85) 106.80) -97.30) 128.75)
24100PE 24100CE 23900PE 23900CE 2
-8420.00 5141.25 -6631.25 6922.50

Day
Stop 22.22 -141.50 (240.25- (262- (159.4- (379.9- (
132.4 Open
 21 Oct 2020 (Wed) -5000 14:16 5610/-5337 Loss - (24611.15- 577.05 = 56.35 = 424.65 = 103 =
(0.54%) >
Hit 23.12 24469.65) 336.80) -205.65) 265.25) -276.90) -
PDH
24600PE 24600CE 24400PE 24400CE 2
28.75 5470.00 1848.75 7338.75

23.05 -210.50 (172.65- (223.15- (100.15- (352.05-
-187.7
 22 Oct 2020 (Thu) 15076 15:00 16866/-1583 - - - (24642.85- 171.5 = 4.35 = 26.2 = 58.5 =
(-0.76%)
22.76 24432.35) -1.15) -218.80) -73.95) -293.55) -
24600PE 24600CE 24400PE 24400CE 2
BN (3) BN
(1) BN (2) BN (4) BN
 Type   H/L  ATM-200 A
PE CE CE
 PE
-1501.25 3373.75 -1186.25 3701.25

22.77 -224.70 (426.55- (475.15- (336.5- (584.9-
185.05
 23 Oct 2020 (Fri) 2008 15:00 2578/-363 - - - (24725.65- 486.6 = 340.2 = 383.95 = 436.85 =
(0.76%)
21.91 24500.95) 60.05) -134.95) 47.45) -148.05)
24700PE 24700CE 24500PE 24500CE 2
-3698.75 4282.50 -2990.00 5032.50

22.79 -348.20 (408.05- (404.25- (318.55- (512.05-
47.5
 26 Oct 2020 (Mon) 352 15:00 2729/-2888 - - - (24396.50- 556 = 232.95 = 438.15 = 310.75 =
(0.19%)
23.04 24048.30) 147.95) -171.30) 119.60) -201.30)
24400PE 24400CE 24200PE 24200CE 2
6265.00 -8948.75 4881.25 -10512.50 -

Stop 22.9 709.30 (383.1- (312.85- (290.25- (416-
212.6
 27 Oct 2020 (Tue) -5000 13:15 893/-9422 Loss - - (24074.55- 132.5 = 670.8 = 95 = 836.5 =
(0.88%)
Hit 22.18 24783.85) -250.60) 357.95) -195.25) 420.50)
24100PE 24100CE 23900PE 23900CE 2
-8350.00 5791.25 -6666.25 7480.00

Stop 22.48 -376.40 (298.6- (296.65- (206.5- (404.15- (
-31.65
 28 Oct 2020 (Wed) -5000 14:00 4291/-5657 Loss - - (24596.45- 632.6 = 65 = 473.15 = 104.95 =
(-0.13%)
Hit 23.06 24220.05) 334.00) -231.65) 266.65) -299.20)
24600PE 24600CE
e r
24400PE
s . 24400CE 2
h th
o 3456.25
w i t
re
5076.25 2788.75 1197.50
h a
ot s
23.83 74.15 (227.25- (155.7- (139.75- (269.65-
-169
 29 Oct 2020 (Thu) 17642 15:00 17885/-2008 -
(-0.7%)
-
o
-
n
(23950.70- 24.2 = 44.15 = 1.5 = 221.75 =
24.2
s e. D 24024.85) -203.05) -111.55) -138.25) -47.90)
u
nal
24000PE 24000CE 23800PE 23800CE 2
e r s o
l y f or p
t
stric
n t is
cu me BN
(1) BN (2) BN
(3) BN (4) BN (
d o Max MTM BN Gap India Prev Spot Sell 1 Sell 1
is
Exit Sell 1 Sell 1
Th
PE CE
 PE CE
-308.75 3426.25 71.25 4012.50 3

24.25 -180.50 (599.85- (543.25- (511.45- (661.95- (4
-1.85
 30 Oct 2020 (Fri) 1376 15:00 1991/-1661 - - - (24087.80- 612.2 = 406.2 = 508.6 = 501.45 = 3
(-0.01%)
24.96 23907.30) 12.35) -137.05) -2.85) -160.50) -1
24100PE 24100CE 23900PE 23900CE 24
4431.25 -8566.25 3705.00 -9415.00 -7

Day
Stop 25.52 851.60 (489.55- (427.35- (402.1- (540.3- (3
466.7 Open
 2 Nov 2020 (Mon) -5000 12:48 567/-10495 Loss - (24174.15- 312.3 = 770 = 253.9 = 916.9 = 63
(1.95%) >
Hit 25.21 25025.75) -177.25) 342.65) -148.20) 376.60) 3
PDH
24200PE 24200CE 24000PE 24000CE 24
3447.50 -1472.50 3110.00 -1991.25 -1

24.96 213.85 (455.15- (468.6- (377.25- (584.95-
215.5
 3 Nov 2020 (Tue) 911 15:00 1585/-510 - - - (25435.05- 317.25 = 527.5 = 252.85 = 664.6 = 4
(0.87%)
24.26 25648.90) -137.90) 58.90) -124.40) 79.65) 4
25400PE 25400CE 25200PE 25200CE 25
6372.50 -350.00 5533.75 -1160.00 1

23.29 257.30 (417.4- (409.6- (333.65- (530- (
-143.25
 4 Nov 2020 (Wed) 7926 15:00 9073/0 - - - (25607.40- 162.5 = 423.6 = 112.3 = 576.4 = 3
(-0.56%)
23.03 25864.70) -254.90) 14.00) -221.35) 46.40)
25600PE 25600CE 25400PE 25400CE 25
4396.25 2297.50 2528.75 383.75 2

Day
21.85 63.80 (182- (168.9- (101.8- (286.35- (
403.2 Open
 5 Nov 2020 (Thu) 15280 15:00 15422/0 - - (26210.40- 6.15 = 77 = 0.65 = 271 = 2
(1.56%) >
21.1 26274.20) -175.85) -91.90) -101.15) -15.35) -
PDH
26200PE 26200CE 26000PE 26000CE 26
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
5006.25 -8472.50 4276.25 -9068.75 -9

Stop 20.44 488.05 (493.15- (406.35- (407.25- (516.9- (
-39
 6 Nov 2020 (Fri) -5000 12:55 1723/-5915 Loss - - (26259.70- 292.9 = 745.25 = 236.2 = 879.65 =
(-0.15%)
Hit 20.58 26747.75) -200.25) 338.90) -171.05) 362.75) 3
26300PE 26300CE 26100PE 26100CE 2
3771.25 -3918.75 3175.00 -4517.50 -3

Day
20.62 294.70 (403.85- (371.65- (316.7- (481.8- (
290 Open
 9 Nov 2020 (Mon) -1206 15:00 321/-3822 - - (27200.60- 253 = 528.4 = 189.7 = 662.5 = 4
(1.08%) >
20.17 27495.30) -150.85) 156.75) -127.00) 180.70) 1
PDH
27200PE 27200CE 27000PE 27000CE 2
2531.25 -5356.25
r
1893.75
e s . -6001.25 -4
th
Day
o
Stop 20.53 592.95 (366.05- (306.25- (276.8- (417.15-
t h
505.35 Open
 10 Nov 2020 (Tue) -5000 10:39 51/-14385 Loss - (28036.50- 264.8 =
w i
520.5 = 201.05 = 657.2 = 4
re
(1.84%) >
a
Hit 21.57 28629.45) -101.25) 214.25) -75.75) 240.05) 1
h
ot s
PDH
28000PE 28000CE 27800PE 27800CE 2
o n
s e. D
lu
4402.50 830.00 3835.00 201.25 1
o n a 21.81 118.95 (354.5- (338.05- (265.55- (446.75- (
e r s
107.15
or p
 11 Nov 2020 (Wed) 8637 15:00 8679/-2440 - - - (28721.25- 178.4 = 304.85 = 112.15 = 438.7 =
(0.37%)
t l y f 21.68 28840.20) -176.10) -33.20) -153.40) -8.05) -
stric
28700PE 28700CE 28500PE 28500CE 2
n t is
cu me -7721.25 4768.75 -5338.75 7078.75 2
d o Stop 21.44 -359.60 (177.1- (208.3- (97.45- (326.95- (
is
-211.25
Th
 12 Nov 2020 (Thu) -5000 13:25 7071/-11062 Loss - - (28624.10- 485.95 = 17.55 = 311 = 43.8 =
(-0.73%)
Hit 20.72 28264.50) 308.85) -190.75) 213.55) -283.15) -
28600PE 28600CE 28400PE 28400CE 2
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
8112.50 -8411.25 7000.00 -9123.75 -7

20.18 608.50 (501.2- (470.05- (410.45- (580.05-
-170.1
 13 Nov 2020 (Fri) -80 15:00 1634/-1341 - - - (27870.60- 176.7 = 806.5 = 130.45 = 945 = 6
(-0.6%)
19.75 28479.10) -324.50) 336.45) -280.00) 364.95) 2
27900PE 27900CE 27700PE 27700CE 2
5082.50 -1683.75 4200.00 -2660.00 -

Day
19.7 282.05 (394.5- (357.45- (297.1- (458.9-
197.95 Open
 17 Nov 2020 (Tue) 4816 15:00 5770/-312 - - (28885.60- 191.2 = 424.8 = 129.1 = 565.3 = 3
(0.69%) >
19.65 29167.65) -203.30) 67.35) -168.00) 106.40)
PDH
28900PE 28900CE 28700PE 28700CE 2
5802.50 -5325.00 4273.75 -6736.25 -3

19.4 402.20 (275.55- (293-506 (192.75- (415- (
-73.4
 18 Nov 2020 (Wed) -111 15:00 4976/-3551 - - - (29334.00- 43.45 = = 21.8 = 684.45 = 3
(-0.25%)
19.04 29736.20) -232.10) 213.00) -170.95) 269.45) 1
29300PE 29300CE 29100PE 29100CE 2
-6577.50 3452.50 -3470.00 6183.75 1

Stop 19.22 -345.90 (163.2- (140-1.9 (84.05- (256.45-
-447.25
 19 Nov 2020 (Thu) -5000 14:18 9176/-18190 Loss - - (29381.55- 426.3 = = 222.85 = 9.1 =
(-1.5%)
Hit 19.68 29035.65) 263.10) -138.10) 138.80) -247.35)
29400PE 29400CE 29200PE 29200CE 2
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
5238.75 -3215.00 4492.50 -3638.75 -

19.2 274.70 (520- (460.1- (419.05- (568.15-
32.7
 20 Nov 2020 (Fri) 2023 15:00 3539/-1978 - - - (29092.70- 310.45 = 588.7 = 239.35 = 713.7 =
(0.11%)
19.62 29367.40) -209.55) 128.60) -179.70) 145.55)
29100PE 29100CE 28900PE 28900CE 2
-2002.50 3523.75
r s
-1516.25
e . 3953.75
th
Day
o
20.22 -202.90 (419.9- (450.95- (330- (557.5-
t h
196.8 Open
 23 Nov 2020 (Mon) 1798 15:00 2496/-3087 - - (29336.15- 500 =
w i
310 = 390.65 = 399.35 = 2
re
(0.67%) >
a
20.79 29133.25) 80.10) -140.95) 60.65) -158.15) -
h
ot s
PDH
29300PE 29300CE 29100PE 29100CE 2
o n
s e. D
a u
l20.19
5096.25 -4748.75 4211.25 -5650.00 -
r s o
241.4n 372.70 (364.35- (378.3- (279.4- (492-718
 24 Nov 2020 (Tue) -366 15:00 1937/-2093
r
-
pe (0.83%)
- - (29349.30- 160.5 = 568.25 = 110.95 = = 4
y f o 21.81 29722.00) -203.85) 189.95) -168.45) 226.00)
rictl
29300PE 29300CE 29100PE 29100CE 2
i s st
me nt
u
-7137.50 3360.00 -6000.00 4301.25
c
Day
o
is d
Stop 21.28 -743.10 (327.2- (279.4- (234.05- (384.65-
284.65 Open
Th
 25 Nov 2020 (Wed) -5000 11:15 1724/-14956 Loss - (30053.55- 612.7 = 145 = 474.05 = 212.6 =
(0.96%) >
Hit 23.12 29310.45) 285.50) -134.40) 240.00) -172.05)
PDH
30100PE 30100CE 29900PE 29900CE 3
5243.75 646.25 3217.50 -1292.50

20.11 151.95 (213.8- (185.25- (130.15- (303.4-
174
 26 Nov 2020 (Thu) 15515 15:00 16242/-378 - - - (29196.30- 4.05 = 159.4 = 1.45 = 355.1 =
(0.6%)
19.76 29348.25) -209.75) -25.85) -128.70) 51.70)
29200PE 29200CE 29000PE 29000CE 2
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
1917.50 1487.50 1917.50 1480.00

19.42 -31.85 (479.75- (502.05- (392.4- (614.55- (
72.25
 27 Nov 2020 (Fri) 3752 15:00 4195/-482 - - - (29615.70- 403.05 = 442.55 = 315.7 = 555.35 =
(0.24%)
19.43 29583.85) -76.70) -59.50) -76.70) -59.20)
29600PE 29600CE 29400PE 29400CE 2
5987.50 -4323.75 4977.50 -5340.00 -

Day
19.89 383.15 (407.2- (433.65- (317.75- (550.7-
235.75 Open
 1 Dec 2020 (Tue) 1345 15:00 3297/-208 - - (29530.85- 167.7 = 606.6 = 118.65 = 764.3 =
(0.8%) >
20.61 29914.00) -239.50) 172.95) -199.10) 213.60)
PDH
29500PE 29500CE 29300PE 29300CE 2
547.50 4703.75 1020.00 5110.00 3

20.31 -204.90 (307.2- (332.95- (219.4- (442.9- (
58.85
 2 Dec 2020 (Wed) 10557 15:00 11456/-2176 - - - (29704.05- 285.3 = 144.8 = 178.6 = 238.5 =
(0.2%)
19.86 29499.15) -21.90) -188.15) -40.80) -204.40) -
29700PE 29700CE 29500PE 29500CE 2
1622.50 3988.75 1898.75 4321.25 2

18.63 -134.45 (172.9- (169.4- (86.6- (284.7-
265.75
 3 Dec 2020 (Thu) 13430 15:00 13932/-946 - - - (29623.20- 108 = 9.85 = 10.65 = 111.85 =
(0.9%)
19.13 29488.75) -64.90) -159.55) -75.95) -172.85)
29600PE 29600CE 29400PE 29400CE 2
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
6548.75 -6742.50
r
5481.25
e s . -8007.50 -5
18.3 478.35 (450.3- (430.5-
h o th
(357.75- (534.7- (3
t
124.65
 4 Dec 2020 (Fri) -942 15:00 2861/-2235 - - - (29579.45- 188.35 =
w i
700.2 = 138.5 = 855 = 5
re
(0.42%)
a
18.11 30057.80) -261.95) 269.70) -219.25) 320.30) 2
h
ot s
29600PE 29600CE 29400PE 29400CE 29
o n
s e. D
lu
3018.75 -1221.25 2606.25 -1606.25 -
10.2na
o
17.91 159.60 (388.5- (381.15- (298.3- (494- (2
e r s
rp
 7 Dec 2020 (Mon) 2104 15:00 3049/-711 - - - (30101.30- 267.75 = 430 = 194.05 = 558.25 =
(0.03%)
l y f o 18.11 30260.90) -120.75) 48.85) -104.25) 64.25) 2
i ct
str
30100PE 30100CE 29900PE 29900CE 30
n t i s
um e 3206.25 -265.00 2793.75 -653.75 1
d o c 18.4 110.60 (370.4- (312.25- (277.2- (419.85- (2
i s
88.75
T h
 8 Dec 2020 (Tue) 4827 15:00 5033/-543 -
(0.29%)
-
18.57
- (30168.05-
30278.65)
242.15 =
-128.25)
322.85 =
10.60)
165.45 =
-111.75)
446 =
26.15)
30200PE 30200CE 30000PE 30000CE 30
4217.50 -3048.75 3092.50 -4267.50 -1

18.18 258.60 (271.8- (246.4- (186.55- (360.9- (
73.15
 9 Dec 2020 (Wed) 1838 15:00 4837/-3571 - - - (30415.30- 103.1 = 368.35 = 62.85 = 531.6 = 23
(0.24%)
19.33 30673.90) -168.70) 121.95) -123.70) 170.70) 7
30400PE 30400CE 30200PE 30200CE 30
-5321.25 3050.00 -3117.50 5355.00 1

Stop 18.44 -36.65 (182.15- (130.4- (95.3- (243.65- (
-164.05
 10 Dec 2020 (Thu) -5000 13:35 13081/-6273 Loss - - (30565.85- 395 = 8.4 = 220 = 29.45 = 3
(-0.53%)
Hit 18.82 30529.20) 212.85) -122.00) 124.70) -214.20) -
30600PE 30600CE 30400PE 30400CE 30
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-1091.25 2420.00 -758.75 2767.50

18.98 -142.65 (403.55- (438.25- (316- (551.7-
44.95
 11 Dec 2020 (Fri) 2207 15:00 2356/-1421 - - - (30634.55- 447.2 = 341.45 = 346.35 = 441 = 2
(0.15%)
18.85 30491.90) 43.65) -96.80) 30.35) -110.70)
30600PE 30600CE 30400PE 30400CE 3
307.50 1092.50 422.50 1157.50

19.38 -30.65 (349.15- (359.2- (261.25- (470.6-
130.3
 14 Dec 2020 (Mon) 1713 15:00 2340/-1037 - - - (30782.85- 336.85 = 315.5 = 244.35 = 424.3 = 2
(0.43%)
19.45 30752.20) -12.30) -43.70) -16.90) -46.30)
30800PE 30800CE 30600PE 30600CE 3
2752.50 61.25 2393.75 -211.25

19.47 67.65 (317.25- (316.35- (228.55- (429.55-
59.5
 15 Dec 2020 (Tue) 5327 15:00 5423/-424 - - - (30600.15- 207.15 = 313.9 = 132.8 = 438 =
(0.19%)
19.4 30667.80) -110.10) -2.45) -95.75) 8.45)
30600PE 30600CE 30400PE 30400CE 3
596.25 2121.25 618.75 2252.50

Day
19.08 -98.55 (222.5- (256.35- (135.7- (373.85-
229.3 Open
 16 Dec 2020 (Wed) 6267 15:00 6513/-2241 - - (30819.35- 198.65 = 171.5 = 110.95 = 283.75 =
(0.75%) >
19.18 30720.80) -23.85) -84.85) -24.75) -90.10)
PDH
30800PE 30800CE 30600PE 30600CE 3
4000.00 76.25 2011.25 -1857.50

19.07 138.30 (164.9- (132.45- (81.5- (249.5-
92.8
 17 Dec 2020 (Thu) 10401 15:00 10445/-1033 - - - (30691.25- 4.9 = 129.4 = 1.05 = 323.8 =
(0.3%)
19.2 30829.55) -160.00) -3.05) -80.45) 74.30)
30700PE 30700CE
e r s
30500PE
. 30500CE 3
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 A
stric
 PE CE
n t is
cu me 2416.25 251.25 2181.25 -3.75
d o 19.11 25.55 (364- (389.35- (276.55- (499.85-
is
-5.2
Th
 18 Dec 2020 (Fri) 4163 15:00 4375/-2760 - - - (30713.65- 267.35 = 379.3 = 189.3 = 500 = 2
(-0.02%)
18.63 30739.20) -96.65) -10.05) -87.25) 0.15)
30700PE 30700CE 30500PE 30500CE 3
-9088.75 4896.25 -7721.25 6086.25 3

Stop 19.3 -1127.00 (324.45- (351.95- (240.15- (459-
-118.85
 21 Dec 2020 (Mon) -5000 14:32 3346/-15377 Loss - - (30336.45- 688 = 156.1 = 549 = 215.55 =
(-0.39%)
Hit 23.27 29209.45) 363.55) -195.85) 308.85) -243.45) -
30300PE 30300CE 30100PE 30100CE 3
2911.25 2528.75 2673.75 2278.75 2

22.79 -13.45 (388.9- (349- (298.4- (454.15- (
151.05
 22 Dec 2020 (Tue) 9576 15:00 10084/-1761 - - - (29556.45- 272.45 = 247.85 = 191.45 = 363 =
(0.51%)
22.17 29543.00) -116.45) -101.15) -106.95) -91.15) -
29600PE 29600CE 29400PE 29400CE 2
4276.25 -1890.00 3101.25 -3326.25 -

21.86 243.10 (248.25- (226.25- (163.45- (341.95-
-65.2
 23 Dec 2020 (Wed) 4697 15:00 5087/-1221 - - - (29577.55- 77.2 = 301.85 = 39.4 = 475 = 1
(-0.22%)
20.77 29820.65) -171.05) 75.60) -124.05) 133.05)
29600PE 29600CE 29400PE 29400CE 2
3990.00 -6941.25 -9091.25 -3

Day 1862.50
Stop 20.25 306.20 (162-2.4 (90.35- (203.65-
188.35 Open (76-1.5 =
 24 Dec 2020 (Thu) -5000 14:37 2717/-6871 Loss - (30153.85- = 368 = 567.3 = 1
(0.63%) > -74.50)
Hit 20.03 30460.05) -159.60) 277.65) 363.65) 1
PDH 30000PE
30200PE 30200CE 30000CE 3
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
3155.00 -1863.75 2567.50 -2521.25 -

Day
20.83 165.05 (318.4- (347.3- (233.4- (458.75- (
156.65 Open
 28 Dec 2020 (Mon) 1323 15:00 2505/-803 - - (30703.70- 192.2 = 421.85 = 130.7 = 559.6 = 3
(0.52%) >
20.35 30868.75) -126.20) 74.55) -102.70) 100.85)
PDH
30700PE 30700CE 30500PE 30500CE 3
1902.50 125.00 1522.50 -305.00

Day
20.42 53.10 (252.75- (334.5- (174.8- (454.45-
125.95 Open
 29 Dec 2020 (Tue) 3665 15:00 4641/-2932 - - (31238.75- 176.65 = 329.5 = 113.9 = 466.65 = 2
(0.41%) >
20.78 31291.85) -76.10) -5.00) -60.90) 12.20)
PDH
31200PE 31200CE 31000PE 31000CE 3
2248.75 1633.75 2092.50 1546.25

Day
21.52 26.90 (247.85- (264.5- (169.35- (388.8- (
157.3 Open
 30 Dec 2020 (Wed) 9212 15:00 9438/-527 - - (31276.65- 157.9 = 199.15 = 85.65 = 326.95 =
(0.5%) >
21.18 31303.55) -89.95) -65.35) -83.70) -61.85)
PDH
31300PE 31300CE 31100PE 31100CE 3
3927.50 1133.75 2027.50 -747.50
.
21.3 100.70 (164.1-7 (145.95- (82.15- (264.1-
-7.15
e r s
th
 31 Dec 2020 (Thu) 11917 15:00 12380/-1956 - - - (31187.90- = 100.6 = 1.05 = 294 =
o
(-0.02%)
t h
21.07 31288.60) -157.10) -45.35) -81.10) 29.90)
w i
re
31200PE 31200CE 31000PE 31000CE 3
h a
o n ot s
s
Expiry: 7 JAN 2021, Net Profit: 7620, Average D
e. Day Profit: 1524
al u
rs o n
r pe BN (3) BN (4) BN (
f o (1) BN (2) BN

Time tric
Exit 1 Sell 1
s 
i s
Lot ATM
t
e n PE CE
cum
 PE CE
s d o
T h i 880.00 1968.75 1010.00 2101.25 18
21.14 -74.55 (386.35- (440.1- (303.55- (555.55- (3
33.25
 1 Jan 2021 (Fri) 3213 15:00 4238/-517 - - - (31349.30- 351.15 = 361.35 = 263.15 = 471.5 = 2
(0.11%)
19.37 31274.75) -35.20) -78.75) -40.40) -84.05) -7
31300PE 31300CE 31100PE 31100CE 31
-6180.00 2256.25 -4432.50 2932.50 18

Day
Stop 20.01 -275.10 (269.45- (365.9- (192.7- (487.3- (2
259.3 Open
 4 Jan 2021 (Mon) -5000 10:48 1992/-8692 Loss - (31438.25- 516.65 = 275.65 = 370 = 370 = 1
(0.83%) >
Hit 20.12 31163.15) 247.20) -90.25) 177.30) -117.30) -7
PDH
31400PE 31400CE 31200PE 31200CE 31
3797.50 -6096.25 2715.00 -7225.00 -4

Stop 20.62 696.65 (278.75- (286.15- (194.05- (400-689 (1
-171.35
 5 Jan 2021 (Tue) -5000 11:32 800/-16251 Loss - - (31008.70- 126.85 = 530 = 85.45 = = 3
(-0.55%)
Hit 20.43 31705.35) -151.90) 243.85) -108.60) 289.00) 1
31000PE 31000CE 30800PE 30800CE 31
1570.00 787.50 621.25

Day 1425.00 6
20.8 -25.20 (244.05- (204.15- (319.45-
117.7 Open (161-104 (11
 6 Jan 2021 (Wed) 5291 15:00 5432/-3306 - - (31867.90- 181.25 = 172.65 = 294.6 =
(0.37%) > = -57.00) =-
21.11 31842.70) -62.80) -31.50) -24.85)
PDH 31700PE 32
31900PE 31900CE 31700CE
1553.75 2855.00 2722.50 12

Day 1383.75
20.53 -79.65 (134.5- (118.55- (241.35- (5
331.9 Open (57.35-2
 7 Jan 2021 (Thu) 9116 15:00 9685/0 - - (32117.20- 72.35 = 4.35 = 132.45 =
(1.04%) > = -55.35)
20.5 32037.55) -62.15) -114.20) -108.90) -5
PDH 31900PE
32100PE 32100CE 31900CE 32
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-247.50 895.00 -133.75 962.50 8

Day
20.29 -65.85 (366.45- (372.7- (279.35- (480.75- (2
342.05 Open
 8 Jan 2021 (Fri) 1166 15:00 1820/-943 - - (32177.15- 376.35 = 336.9 = 284.7 = 442.25 = 2
(1.07%) >
20.54 32111.30) 9.90) -35.80) 5.35) -38.50) -3
PDH
32200PE 32200CE 32000PE 32000CE 32
35.00 1128.75 -142.50 1332.50

10
21.47 -64.70 (365.9- (359.5- (267.1- (471.85-
196.1 (2
 11 Jan 2021 (Mon) 1556 15:00 2456/-1990 - - - (32062.05- 364.5 = 314.35 = 272.8 = 418.55 =
(0.61%) =-
22.4 31997.35) -1.40) -45.15) 5.70) -53.30)
32
32100PE 32100CE 31900PE 31900CE
4695.00 -7066.25 3501.25 -8292.50 -5

Day
Stop 22.87 573.60 (310.25- (319.25- (223.55- (433.6- (2
-163.85 Open
 12 Jan 2021 (Tue) -5000 12:37 663/-8743 Loss - (31756.60- 122.45 = 601.9 = 83.5 = 765.3 = 4
(-0.51%) <
Hit 22.88 32330.20) -187.80) 282.65) -140.05) 331.70) 2
PDL
31800PE 31800CE 31600PE 31600CE 32
Day
2871.25 26.25
e r s . (336.55-
2205.00 -688.75 4
h
h ot
23.23 52.95 (237.4- (217.95- (155.95- (1
207.6 Open
it
 13 Jan 2021 (Wed) 6410 15:00 6600/-3107 - - (32507.05- 122.55 = 216.9 = 67.75 =364.1 = 10
w
(0.64%) >
23.35
PDH
32560.00)
h a r e
-114.85) -1.05) -88.20) 27.55) -1
ot s
32500PE 32500CE 32300PE 32300CE 32
o n
s e. D
al u
-1206.25 3137.50 1030.00 5397.50 11
n
23.51 -184.65 (110.45- (128-2.5 (49.95- (268.55- (4
r s o
-47.95
pe
 14 Jan 2021 (Thu) 5656 15:00 7975/-1073 - - - (32632.25- 158.7 = = 8.75 = 52.65 = 0
r
(-0.15%)
f o
23.04 32447.60) 48.25) -125.50) -41.20) -215.90) -4
ictl y 32600PE 32600CE 32400PE 32400CE 32
s st r
nt i
u me
doc Expiry: 21 JAN 2021, Net Profit: -7907, Average Day Profit: -1581
This BN (3) BN (4) BN (

(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-3646.25 2965.00 -3026.25 3455.00 25

23.44 -256.25 (408.95- (413.2- (320.05- (522- (3
-10.85
 15 Jan 2021 (Fri) -212 15:00 1046/-3925 - - - (32492.05- 554.8 = 294.6 = 441.1 = 383.8 = 2
(-0.03%)
24.04 32235.80) 145.85) -118.60) 121.05) -138.20) -1
32500PE 32500CE 32300PE 32300CE 32
-8370.00 4893.75 -7177.50 6021.25 37

Stop 24.87 -452.55 (425.2- (374.7- (339.2- (483.1- (2
28.35
 18 Jan 2021 (Mon) -5000 12:35 1534/-5103 Loss - - (32367.35- 760 = 178.95 = 626.3 = 242.25 = 1
(0.09%)
Hit 24.38 31914.80) 334.80) -195.75) 287.10) -240.85) -1
32400PE 32400CE 32200PE 32200CE 32
5648.75 -5971.25 4290.00 -7675.00 -4

23.71 450.55 (308.9- (348- (224.8- (463-770 (2
271.15
 19 Jan 2021 (Tue) -2892 15:00 3650/-3158 - - - (32008.75- 82.95 = 586.85 = 53.2 = = 43
(0.85%)
22.96 32459.30) -225.95) 238.85) -171.60) 307.00) 1
32000PE 32000CE 31800PE 31800CE 32
2976.25 -885.00 2065.00 -1613.75 -2

23.01 161.10 (195.2- (236.95- (120.3- (368.95- (1
-35.9
 20 Jan 2021 (Wed) 5197 15:00 6189/-846 - - - (32429.30- 76.15 = 272.35 = 37.7 = 433.5 = 1
(-0.11%)
21.61 32590.40) -119.05) 35.40) -82.60) 64.55)
32400PE 32400CE 32200PE 32200CE 32
-5770.00 2702.50 -2472.50 5997.50 8

Day
Stop 21.3 -329.25 (105.95- (109-0.9 (38.65- (242.7- (3
189.1 Open
 21 Jan 2021 (Thu) -5000 14:59 6118/-6795 Loss - (32716.40- 336.75 = = 137.55 = 2.8 =
(0.58%) >
Hit 21.73 32387.15) 230.80) -108.10) 98.90) -239.90) -3
PDH
32700PE 32700CE 32500PE 32500CE 32
BN (3) BN (4) BN
(2) BN
Exit Sell 1
Time Lot ATM
 Type   H/L  ATM PE ATM-200 ATM-200 A
CE
 PE CE
-10428.75 5033.75 -9151.25 6260.00

Stop 22.41 -760.70 (362.55- (431.7- (281- (546.95-
-98.9
 22 Jan 2021 (Fri) -5000 12:54 47/-9200 Loss - - (32036.95- 779.7 = 230.35 = 647.05 = 296.55 =
(-0.31%)
Hit 22.29 31276.25) 417.15) -201.35) 366.05) -250.40)
32000PE 32000CE 31800PE 31800CE 3
-4888.75 5532.50
r s
-3941.25
e . 6588.75
23.01 -400.85 (331.45-
o
(375.85-
h th(243.1- (492-
t
339.9
 25 Jan 2021 (Mon) 1140 15:00 4026/-4394 - - - (31535.40- 527 =
w i
154.55 = 400.75 = 228.45 =
re
(1.09%)
a
23.33 31134.55) 195.55) -221.30) 157.65) -263.55)
h
ot s
31500PE 31500CE 31300PE 31300CE 3
o n
s e. D
lu
-6700.00 4386.25 -5112.50 6043.75
37.85na
o
Stop 23.96 -865.05 (318.05- (253.8- (224.1- (362.45-
e r s
rp
 27 Jan 2021 (Wed) -5000 12:38 5707/-23953 Loss - - (31153.95- 586.05 = 78.35 = 428.6 = 120.7 =
(0.12%)
l y f o Hit 24.39 30288.90) 268.00) -175.45) 204.50) -241.75)
i ct
str
31200PE 31200CE 31000PE 31000CE 3
n t i s
um e -3455.00 1060.00 -2592.50 1972.50
c
Day
s d o Stop 24.86 233.55 (211.8- (171.35- (136.3- (300.15-
i
-472.25 Open
T h
 28 Jan 2021 (Thu) -5000 09:23 14583/-5522 Loss
Hit
(-1.56%)
-
24.76
<
PDL
(29867.30-
30100.85)
350 =
138.20)
128.95 =
-42.40)
240 =
103.70)
221.25 =
-78.90)
29900PE 29900CE 29700PE 29700CE 3
BN (3) BN
(1) BN (4) BN
PE CE
 PE
1770.00 -2710.00 1607.50 -2736.25

Day
23.82 116.40 (600.8- (652.6- (516.3- (766.2-
342.35 Open
 29 Jan 2021 (Fri) -1835 15:00 777/-2286 - - (30649.95- 530 = 761 = 452 = 875.65 =
(1.13%) >
24.9 30766.35) -70.80) 108.40) -64.30) 109.45)
PDH
30600PE 30600CE 30400PE 30400CE
10502.50 -13452.50 9181.25 -14513.75

Stop 25.9 2025.00 (628.85- (586.9- (544.45- (701.4-
410.85
 1 Feb 2021 (Mon) -5000 12:52 687/-16617 Loss - - (30989.95- 208.75 = 1125 = 177.2 = 1281.95 =
(1.34%)
Hit 23.25 33014.95) -420.10) 538.10) -367.25) 580.55)
31000PE 31000CE 30800PE 30800CE
6481.25 -4228.75 5536.25 -5261.25

Day
23.05 330.35 (480.1- (490.8- (386.45- (595-
500 Open
 2 Feb 2021 (Tue) 3431 15:00 5383/-2172 - - (33959.35- 220.85 = 659.95 = 165 = 805.45 =
(1.51%) >
23.32 34289.70) -259.25) 169.15) -221.45) 210.45)
PDH
33900PE 33900CE 33700PE 33700CE
7263.75 -8635.00 5818.75 -10221.25

Stop 23.59 757.40 (421.75- (403.15- (333.7- (511.05-
287.7
 3 Feb 2021 (Wed) -5000 11:21 2995/-9129 Loss - - (34076.40- 131.2 = 748.55 = 100.95 = 919.9 =
(0.84%)
Hit 24.06 34833.80) -290.55) 345.40) -232.75) 408.85)
34100PE 34100CE 33900PE 33900CE
3865.00 -5990.00 2505.00 -7220.00

Stop 23.51 899.65 (188.1- (224.35- (117.6- (355.1-
-209.55
 4 Feb 2021 (Thu) -5000 12:03 7776/-38895 Loss - - (34439.45- 33.5 = 463.95 = 17.4 = 643.9 =
(-0.6%)
Hit 23.2 35339.10) -154.60) 239.60) -100.20) 288.80)
34400PE 34400CE 34200PE 34200CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-2387.50 3881.25
r s
-1907.50
e . 4036.25
th
Day
o
23.28 -339.55 (784.2- (619- (683.7- (709.25-
t h
290.15 Open
 5 Feb 2021 (Fri) 1245 15:00 3463/-1952 - - (35994.50- 879.7 =
w i
463.75 = 760 = 547.8 =
re
(0.82%) >
a
23.54 35654.95) 95.50) -155.25) 76.30) -161.45) -
sh
PDH
t
36000PE 36000CE 35800PE 35800CE 3
o n o
s e.D
a u
l24.12
-2487.50 7160.00 -1702.50 7737.50
r s o n
419.35
-370.80 (620- (620.95- (529.7- (724.25-
pe
 8 Feb 2021 (Mon) 1121 15:00 3256/-1354 - - - (36325.50- 719.5 = 334.55 = 597.8 = 414.75 = 2
r
(1.18%)
f o 24.01 35954.70) 99.50) -286.40) 68.10) -309.50) -
is s
n t
cu me 3990.00 -1887.50 3620.00 -2362.50 -
d o 23.84 233.20 (484.6- (455.6- (398.3- (565.5-
is
75.15
Th
 9 Feb 2021 (Tue) 1880 15:00 2426/-1792 - - - (35927.30- 325 = 531.1 = 253.5 = 660 =
(0.21%)
24.05 36160.50) -159.60) 75.50) -144.80) 94.50)
35900PE 35900CE 35700PE 35700CE 3
-8413.75 6012.50 -6686.25 7623.75

Stop 24.24 -556.65 (397.2- (331.65- (307.85- (440-
-14.15
 10 Feb 2021 (Wed) -5000 14:04 2796/-7666 Loss - - (36164.75- 733.75 = 91.15 = 575.3 = 135.05 =
(-0.04%)
Hit 24.22 35608.10) 336.55) -240.50) 267.45) -304.95) -
36200PE 36200CE 36000PE 36000CE 3
2801.25 4365.00 3121.25 4852.50

24.02 -73.85 (249.3- (194.15- (159.05- (305.25- (
-95.85
 11 Feb 2021 (Thu) 17280 15:00 18751/-1958 - - - (35753.60- 137.25 = 19.55 = 34.2 = 111.15 =
(-0.27%)
23.1 35679.75) -112.05) -174.60) -124.85) -194.10)
35800PE 35800CE 35600PE 35600CE 3
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
3080.00 -1246.25 2907.50 -1397.50 -

22.88 184.55 (535.2- (519.65- (449.05- (633.1- (
-15.5
 12 Feb 2021 (Fri) 1035 15:00 2757/-1474 - - - (35884.45- 412 = 569.5 = 332.75 = 689 = 4
(-0.04%)
22.19 36069.00) -123.20) 49.85) -116.30) 55.90)
35900PE 35900CE 35700PE 35700CE 3
3375.00 -7058.75 2712.50 -7551.25 -6

Day
Stop 22.14 539.00 (415.1- (410.65- (330.5- (527.95-
392.5 Open
 15 Feb 2021 (Mon) -5000 13:08 431/-6345 Loss - (36627.50- 280.1 = 693 = 222 = 830 = 5
(1.09%) >
Hit 21.55 37166.50) -135.00) 282.35) -108.50) 302.05) 2
PDH
36600PE 36600CE 36400PE 36400CE 3
-4888.75 7833.75 -3647.50 8852.50 6

Day
21.29 -521.70 (432.05- (511.75- (347.6- (620.6-
186.35 Open
 16 Feb 2021 (Tue) 3153 15:00 3172/-3753 - - (37643.10- 627.6 = 198.4 = 493.5 = 266.5 =
(0.5%) >
21.8 37121.40) 195.55) -313.35) 145.90) -354.10) -
PDH
37600PE 37600CE 37400PE 37400CE 3
3633.75 -6292.50 2768.75 -7037.50 -5

Stop 21.84 29.00 (291.8- (347.15- (214- (469-
-56.45
 17 Feb 2021 (Wed) -5000 11:10 6925/-5071 Loss - - (36937.75- 146.45 = 598.85 = 103.25 = 750.5 = 4
(-0.15%)
Hit 21.57 36966.75) -145.35) 251.70) -110.75) 281.50) 2
36900PE 36900CE 36700PE 36700CE 3
-5990.00 3507.50 -4192.50 5332.50

2
Stop 21.19 -433.55 (210.4- (167.5- (125.3- (280.55-
177.8 (9
 18 Feb 2021 (Thu) -5000 12:15 4923/-18428 Loss - - (36974.65- 450 = 27.2 = 293 = 67.25 =
(0.48%) =
Hit 21.61 36541.10) 239.60) -140.30) 167.70) -213.30)
.
3
37000PE 37000CE
e r
36800PE
s 36800CE
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 A
stric
 PE CE
n t is
cu me -8812.50 6553.75 -7635.00 7697.50 5
d o 21.71 -644.60 (566.5- (498.25- (476.25- (606- (
is
-215.45
Th
 19 Feb 2021 (Fri) -3221 15:00 1599/-3916 - - - (36250.80- 919 = 236.1 = 781.65 = 298.1 = 1
(-0.59%)
22.55 35606.20) 352.50) -262.15) 305.40) -307.90) -
36300PE 36300CE 36100PE 36100CE 3
2280.00 -5632.50 1882.50 -5946.25 -2

Stop 22.92 -397.60 (473.55- (446.65- (380.75- (542.1-
32.7
 22 Feb 2021 (Mon) -5000 09:28 1112/-5781 Loss - - (35792.85- 382.35 = 671.95 = 305.45 = 779.95 = 4
(0.09%)
Hit 25.2 35395.25) -91.20) 225.30) -75.30) 237.85)
35800PE 35800CE 35600PE 35600CE 3
-42.50 3851.25 352.50 4318.75 3

25.07 -176.60 (412.75- (409.2- (323.9- (520-
283.35
 23 Feb 2021 (Tue) 4698 15:00 5182/-1427 - - - (35304.25- 414.45 = 255.15 = 309.8 = 347.25 = 1
(0.8%)
25.09 35127.65) 1.70) -154.05) -14.10) -172.75) -
35300PE 35300CE 35100PE 35100CE 3
-5426.25 5972.50 -3020.00 8450.00 4

Day
23.21 -477.65 (307.7- (241.3- (204.9- (343.4- (1
1646.2 Open
 25 Feb 2021 (Thu) -1200 15:00 17483/-4071 - - (37062.90- 524.75 = 2.4 = 325.7 = 5.4 =
(4.69%) >
22.94 36585.25) 217.05) -238.90) 120.80) -338.00) -
PDH
37100PE 37100CE 36900PE 36900CE 3
BN (3) BN (4) BN
(2) BN
Exit Sell 1
Time Lot ATM
 Type   H/L  ATM PE ATM-200 ATM-200
CE
 PE CE
-4123.75 5203.75 -3572.50 6135.00

Day
25.47 -394.45 (687.05- (687.3- (597.05- (808.35-
-742.35 Open
 26 Feb 2021 (Fri) -281 15:00 1078/-4276 - - (35524.55- 852 = 479.15 = 739.95 = 562.95 =
(-2.03%) <
27.52 35130.10) 164.95) -208.15) 142.90) -245.40)
PDL
35500PE 35500CE 35300PE 35300CE
-17190.00 2561.25 -4272.50 2902.50

Stop 26.85 -56.85 (624.8- (565.85- (528.1- (670.95-
570.65
 1 Mar 2021 (Mon) -5000 09:32 2141/-14405 Loss - - (35269.05- 1312.4 = 463.4 = 699 = 554.85 =
(1.64%)
Hit 25.77 35212.20) 687.60) -102.45) 170.90) -116.10)
35300PE 35300CE 35100PE 35100CE
-2815.00 5398.75 -2040.00 6038.75

25.06 -338.45 (495.85- (434.4- (403.1- (537.9-
162.15
 2 Mar 2021 (Tue) 2217 15:00 3473/-2837 - - - (35564.25- 608.45 = 218.45 = 484.7 = 296.35 =
(0.46%)
23.96 35225.80) 112.60) -215.95) 81.60) -241.55)
35600PE 35600CE 35400PE 35400CE
3516.25 -6006.25 2581.25 -6997.50

Day
Stop 22.52 608.05 (289.35- (349.7- (207.9- (464.45-
334.75 Open
 3 Mar 2021 (Wed) -5000 12:26 970/-13735 Loss - (35742.25- 148.7 = 589.95 = 104.65 = 744.35 =
(0.95%) >
Hit 22.07 36350.30) -140.65) 240.25) -103.25) 279.90)
.
PDH
35700PE 35700CE
e r s
35500PE 35500CE
h o th
w i t
re
4225.00 -5942.50 2905.00 -7225.00
h a
ot s
Stop 22.89 227.35 (224.1- (195.2- (149.45- (319.35-
-792.4
 4 Mar 2021 (Thu) -5000 11:45 13662/-17788 Loss
(-2.18%)
- -
o n
(35679.65- 55.1 = 432.9 = 33.25 = 608.35 =
Hit 23.67
s e. D 35907.00) -169.00) 237.70) -116.20) 289.00)
al u 35700PE 35700CE 35500PE 35500CE
rs o n
o r pe
ric
s s t
me nt i
u
BN (3) BN (4) BN
c
(1) BN (2) BN
o
is d
Exit Sell 1 Sell 1
Th
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-1067.50 3585.00 -662.50 3948.75

Day
25.45 -215.65 (687.25- (670.2- (600.05- (779.95-
-344 Open
 5 Mar 2021 (Fri) 985 15:00 2538/-1707 - - (35312.65- 729.95 = 526.8 = 626.55 = 622 =
(-0.96%) <
25.9 35097.00) 42.70) -143.40) 26.50) -157.95) -
PDL
35300PE 35300CE 35100PE 35100CE 3
330.00 4447.50 776.25 4607.50

25.3 -172.00 (548.1- (513.75- (452.85- (611.55-
234.3
 8 Mar 2021 (Mon) 4198 15:00 5480/-826 - - - (35556.60- 534.9 = 335.85 = 421.8 = 427.25 =
(0.67%)
24.45 35384.60) -13.20) -177.90) -31.05) -184.30) -
35600PE 35600CE 35400PE 35400CE 3
1748.75 2802.50 1673.75 2705.00

23.55 -49.00 (348.6- (342.7- (257.05- (450.9-
430.15
 9 Mar 2021 (Tue) 7885 15:00 7913/-1271 - - - (35776.20- 278.65 = 230.6 = 190.1 = 342.7 =
(1.22%)
22.74 35727.20) -69.95) -112.10) -66.95) -108.20) -
35800PE 35800CE 35600PE 35600CE 3
-685.00 5250.00 1456.25 7466.25

Day
21.71 -229.00 (166.6- (215.7- (94.9- (344.65-
246.6 Open
 10 Mar 2021 (Wed) 12462 15:00 14327/-2292 - - (36122.10- 194 = 5.7 = 36.65 = 46 =
(0.69%) >
20.86 35893.10) 27.40) -210.00) -58.25) -298.65) -
PDH
36100PE 36100CE 35900PE 35900CE 3
BN (4) BN
(2) BN (3) BN
CE PE
 CE
-21027.50 8956.25 -19840.00 10517.50

Day
Stop 19.99 -1095.80 (544.35- (581.55- (453.6- (691.7-
559.05 Open
 12 Mar 2021 (Fri) -5000 14:15 1692/-7476 Loss - (36410.30- 1385.45 = 223.3 = 1247.2 = 271 =
(1.56%) >
Hit 22.25 35314.50) 841.10) -358.25) 793.60) -420.70)
PDH
36400PE 36400CE 36200PE 36200CE
192.50 3738.75 343.75 4195.00

22.25 -244.70 (546.75- (533.3- (453.65- (645-
47.6
 15 Mar 2021 (Mon) 3516 15:00 3851/-3888 - - - (35277.10- 539.05 = 383.75 = 439.9 = 477.2 =
(0.13%)
21.45 35032.40) -7.70) -149.55) -13.75) -167.80)
35300PE 35300CE 35100PE 35100CE
175.00 3065.00 423.75 3492.50

20.95 -188.55 (418.1- (460.6- (329.85- (576.8-
169.45
 16 Mar 2021 (Tue) 4168 15:00 5316/-571 - - - (35123.05- 411.1 = 338 = 312.9 = 437.1 =
(0.48%)
20.1 34934.50) -7.00) -122.60) -16.95) -139.70)
35100PE 35100CE 34900PE 34900CE
805.00 3892.50 1136.25 4290.00
.
20.13 -188.85 (364.1- (377.55- (275.45- (490-
100.45
e r s
th
 17 Mar 2021 (Wed) 8058 15:00 8875/-814 - - - (34694.75- 331.9 = 221.85 = 230 = 318.4 =
o
(0.29%)
t h
19.72 34505.90) -32.20) -155.70) -45.45) -171.60)
w i
re
34700PE 34700CE 34500PE 34500CE
h a
o n ot s 6316.25 9331.25
D
. (34632.15- NA
- se -
19.35 -844.05 (253.7- (374.55-
u
al20.3
348.25
 18 Mar 2021 (Thu) 18056 15:00 26237/-2518 - 1.05 = NA 1.3 =
r o n
(1.02%)
s 33788.10) -252.65) -373.25)
or pe 34600CE 34400CE
t l y f
s s t ric
n i 25 MAR 2021, Net Profit: -4154, Average Day Profit: -830
t Expiry:
um e
d o c
T h i s BN
(1) BN (2) BN
(3) BN
(4) BN
 Type   H/L  ATM-200
PE CE CE
 PE
-9496.25
8637.50 7752.50 -11023.75
Day (736.4-
21.27 690.70 (635- (550- (849.05-
-266.4 Open 1116.25
 19 Mar 2021 (Fri) -1638 15:00 2691/-2243 - - (33546.40- 289.5 = 239.9 = 1290 =
(-0.79%) < =
20.06 34237.10) -345.50) -310.10) 440.95)
PDL 379.85)
33500PE 33300PE 33300CE
33500CE
-1543.75 4690.00 -967.50 5270.00

20.69 -283.55 (585.15- (553.5- (499.15- (666.3-
-73.2
 22 Mar 2021 (Mon) 2412 15:00 3460/-776 - - - (33854.05- 646.9 = 365.9 = 537.85 = 455.5 =
(-0.21%)
20.68 33570.50) 61.75) -187.60) 38.70) -210.80)
33900PE 33900CE 33700PE 33700CE
6511.25 -4432.50 5666.25 -5437.50

21.29 438.55 (468.4- (499.2- (385- (612.75-
144.5
 23 Mar 2021 (Tue) 1163 15:00 4432/-1756 - - - (33817.45- 207.95 = 676.5 = 158.35 = 830.25 =
(0.43%)
20.68 34256.00) -260.45) 177.30) -226.65) 217.50)
33800PE 33800CE 33600PE 33600CE
-6852.50 6410.00 -5408.75 7973.75

20.87 -513.75 (356.65- (345.15- (271.75- (461.45-
-289.7
 24 Mar 2021 (Wed) -1091 15:00 6042/-4216 - - - (33869.70- 630.75 = 88.75 = 488.1 = 142.5 =
(-0.85%)
22.39 33355.95) 274.10) -256.40) 216.35) -318.95)
33900PE 33900CE 33700PE 33700CE
-6981.25 4915.00 -4802.50 7028.75

Stop 22.72 196.10 (230.75- (227.1- (147.9- (342.75-
127.5
 25 Mar 2021 (Thu) -5000 12:02 17793/-16730 Loss - - (33089.90- 510 = 30.5 = 340 = 61.6 =
(0.38%)
Hit 22.39 33286.00) 279.25) -196.60) 192.10) -281.15)
33100PE 33100CE 32900PE 32900CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
1517.50 3238.75 1670.00 3467.50 3

Day
22.57 -68.05 (635.45- (677.4- (549.5- (790.1-
598.6 Open
 26 Mar 2021 (Fri) 3627 15:00 3966/-388 - - (33389.40- 574.75 = 547.85 = 482.7 = 651.4 = 4
(1.81%) >
20.76 33321.35) -60.70) -129.55) -66.80) -138.70) -
PDH
33400PE 33400CE 33200PE 33200CE 3
4597.50 -1116.25
r
4138.75
e s . -1748.75
th
Day
ith o
20.44 286.75 (440- (536.35- (361.6- (655- (
297.7 Open
2776
w
 30 Mar 2021 (Tue) 15:00 5293/-783 - - (33642.30- 256.1 = 581 = 196.05 = 724.95 =
re
(0.89%) >
a
20.52 33929.05) -183.90) 44.65) -165.55) 69.95)
sh
PDH
not
33600PE 33600CE 33400PE 33400CE 3
. D o
us e
l20.72
-955.00 3957.50 -392.50 4287.50 3
o n a -164.30 (319.05- (370- (241.3- (485.1- (

rs
-110.3
 31 Mar 2021 (Wed) 4860 15:00 6361/-487 -
pe - - (33492.95- 357.25 = 211.7 = 257 = 313.6 = 1
or
(-0.33%)
t l y f 20.68 33328.65) 38.20) -158.30) 15.70) -171.50) -
stric
33500PE 33500CE 33300PE 33300CE 3
n t is
cu me 4477.50 -358.75 2803.75 -2102.50
d o 20.15 210.70 (187.05- (235.65- (115.4- (364.6- (
is
284.1
Th
 1 Apr 2021 (Thu) 11341 15:00 13938/-1793 - - - (33531.55- 7.95 = 250 = 3.25 = 448.7 =
(0.85%)
19.97 33742.25) -179.10) 14.35) -112.15) 84.10)
33500PE 33500CE 33300PE 33300CE 3
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-8336.25 7906.25 -7332.50 8937.50 6

21.25 -647.15 (486.5- (570.1- (401.05- (685.05- (
-208.85
 5 Apr 2021 (Mon) 662 15:00 2567/-4313 - - - (33333.60- 819.95 = 253.85 = 694.35 = 327.55 = 19
(-0.62%)
21.19 32686.45) 333.45) -316.25) 293.30) -357.50) -2
33300PE 33300CE 33100PE 33100CE 33
4605.00 843.75 4363.75 332.50 1

22.09 76.55 (531.4- (502.75- (443.05- (615.8- (4
236.8
 6 Apr 2021 (Tue) 5508 15:00 6974/-2867 - - - (32376.55- 347.2 = 469 = 268.5 = 602.5 = 3
(0.72%)
20.97 32453.10) -184.20) -33.75) -174.55) -13.30) -
32400PE 32400CE 32200PE 32200CE 32
7956.25 -3483.75 6681.25 -4876.25 -2

21.17 484.45 (437.35- (424.9- (348.65- (533.2- (3
28.35
 7 Apr 2021 (Wed) 2940 15:00 4201/-4351 - - - (32461.40- 119.1 = 564.25 = 81.4 = 728.25 = 4
(0.09%)
20.32 32945.85) -318.25) 139.35) -267.25) 195.05) 8
32500PE 32500CE 32300PE 32300CE 32
-5242.50 3090.00 -3251.25 4775.00 1

Stop 20.08 -482.45 (198.65- (167.05- (117.05- (285.05- (
163
 8 Apr 2021 (Thu) -5000 12:11 8447/-16938 Loss - - (33253.70- 408.35 = 43.45 = 247.1 = 94.05 = 2
(0.49%)
Hit 20.34 32771.25) 209.70) -123.60) 130.05) -191.00) -
33300PE 33300CE 33100PE 33100CE 33
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
3496.25 1078.75 3396.25 591.25

Day
20.94 77.35 (550.55- (594.95- (465.6- (704.95-
-145.95 Open
 9 Apr 2021 (Fri) 3611 15:00 4461/-1893 - - (32406.45- 410.7 = 551.8 = 329.75 = 681.3 =
(-0.45%) <
19.77 32483.80) -139.85) -43.15) -135.85) -23.65)
PDL
32400PE 32400CE 32200PE 32200CE
-7236.25 8272.50
r s
-5867.50
e . 9731.25
th
Day
o
22.08 -625.95 (500.55- (559- (425.3- (685.75-
t h
-810.15 Open
 12 Apr 2021 (Mon) 2741 15:00 4229/-388 - - (31233.75- 790 =
w i
228.1 = 660 = 296.5 =
re
(-2.5%) <
a
23.25 30607.80) 289.45) -330.90) 234.70) -389.25)
h
ot s
PDL
31200PE 31200CE 31000PE 31000CE
o n
s e. D
a u
l22.45
6880.00 -8503.75 5577.50 -9548.75
Stop
r s o n
109.8
833.65 (393.8- (436.8- (313.2- (557.8-
 13 Apr 2021 (Tue) -5000 13:55 4321/-14151
r
Loss
pe (0.36%)
- - (30938.05- 118.6 = 776.95 = 90.1 = 939.75 =
y f o Hit 20.61 31771.70) -275.20) 340.15) -223.10) 381.95)
r ictl
30900PE 30900CE 30700PE 30700CE
i s st
me nt
u
-6980.00 3901.25 -4951.25 5955.00
c
Day
o
is d
Stop 21.03 21.20 (172.05- (229.6- (110.6- (369.25-
157.5 Open
Th
 15 Apr 2021 (Thu) -5000 09:39 15987/-16143 Loss - (32049.90- 451.25 = 73.55 = 308.65 = 131.05 =
(0.5%) >
Hit 20.87 32071.10) 279.20) -156.05) 198.05) -238.20)
PDH
32000PE 32000CE 31800PE 31800CE
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-447.50 3041.25 -131.25 3268.75 28

20.84 -111.20 (556.95- (561.05- (472.2- (673.3- (4
48.6
 16 Apr 2021 (Fri) 1740 15:00 3319/-527 - - - (32162.45- 574.85 = 439.4 = 477.45 = 542.55 = 3
(0.15%)
20.3 32051.25) 17.90) -121.65) 5.25) -130.75) -1
32200PE 32200CE 32000PE 32000CE 32
6060.00 -8598.75 5510.00 -7740.00 -4

Day
Stop 22.65 275.00 (565.45- (570- (487.4- (691.6- (4
-984 Open
 19 Apr 2021 (Mon) -5000 13:58 5285/-8875 Loss - (30700.10- 323.05 = 913.95 = 267 = 1001.2 = 6
(-3.08%) <
Hit 22.65 30975.10) -242.40) 343.95) -220.40) 309.60) 1
PDL
30700PE 30700CE 30500PE 30500CE 30
-8102.50 5657.50 -6772.50 7145.00 44

Day
-555.10 (377.05- (339.95- (293.7- (458.25- (2
360.55 22 - Open
 20 Apr 2021 (Tue) -3526 15:00 3327/-4227 - (31487.55- 701.15 = 113.65 = 564.6 = 172.45 = 6
(1.16%) 22.73 >
30932.45) 324.10) -226.30) 270.90) -285.80) -1
PDH
31500PE 31500CE 31300PE 31300CE 31
2658.75 -4501.25 1692.50 -5666.25 -3

Day
Stop 1012.50 (232.4- (183.15- (150.7- (301.3- (1
-349.2 23.19 Open
 22 Apr 2021 (Thu) -5000 10:24 475/-42397 Loss (30664.40- 126.05 = 363.2 = 83 = 527.95 = 2
(-1.12%) - 23 <
Hit 31676.90) -106.35) 180.05) -67.70) 226.65) 1
PDL
30700PE 30700CE 30500PE 30500CE 30
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-276.25 2120.00 -222.50 2318.75 2

22.87 -61.65 (631.4- (630.8- (542.85- (746.45- (
-292
 23 Apr 2021 (Fri) 1647 15:00 2142/-2627 - - - (31677.10- 642.45 = 546 = 551.75 = 653.7 = 4
(-0.92%)
22.68 31615.45) 11.05) -84.80) 8.90) -92.75)
31700PE 31700CE 31500PE 31500CE 3
508.75 695.00
r
490.00
e s . 663.75
th
Day
o
22.93 -18.65 (531.35- (495.6- (444.8- (610-
t h
594.35 Open
 26 Apr 2021 (Mon) 759 15:00 1507/-3596 - - (32269.35- 511 =
w i
467.8 = 425.2 = 583.45 =
re
(1.87%) >
a
23.45 32250.70) -20.35) -27.80) -19.60) -26.55)
h
ot s
PDH
32300PE 32300CE 32100PE 32100CE 3
o n
s e. D
lu
4800.00 -4281.25 4100.00 -4826.25 -3
-46.2na
o
23.52 363.85 (420.55- (437.3- (340-176 (557.4- (
e r s
rp
 27 Apr 2021 (Tue) -1728 15:00 954/-2822 - - - (32306.15- 228.55 = 608.55 = = 750.45 = 4
(-0.14%)
l y f o 23.13 32670.00) -192.00) 171.25) -164.00) 193.05) 1
i ct
str
32300PE 32300CE 32100PE 32100CE 3
n t i s
um e 4267.50 -6472.50 3343.75 -7440.00 -5
c
Day
d
 28 Aprs2021
o Stop 22.9 793.90 (285.95- (340.1- (213.5- (466.15-
i
130.15 Open
T h (Wed) -5000 12:48 743/-16660 Loss

Hit
(0.4%)
-
22.53
>
PDH
(32949.35-
33743.25)
115.25 =
-170.70)
599 =
258.90)
79.75 =
-133.75)
763.75 =
297.60)
4
2
32900PE 32900CE 32700PE 32700CE 3
-5897.50 2852.50 -4723.75 3981.25 1

Day
Stop 22.38 -408.60 (232.6- (199.75- (143.9- (310- (
178.8 Open
 29 Apr 2021 (Thu) -5000 09:48 5061/-26330 Loss - (34150.15- 468.5 = 85.65 = 332.85 = 150.75 = 4
(0.53%) >
Hit 23.37 33741.55) 235.90) -114.10) 188.95) -159.25)
PDH
34200PE 34200CE 34000PE 34000CE 3
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-240.00 3478.75 83.75 3658.75 3

Day
23.67 -170.40 (685.4- (678.3- (602.75- (790.35- (5
-602.1 Open
 30 Apr 2021 (Fri) 1640 15:00 2928/-556 - - (33073.40- 695 = 539.15 = 599.4 = 644 =
(-1.79%) <
22.73 32903.00) 9.60) -139.15) -3.35) -146.35) -1
PDL
33100PE 33100CE 32900PE 32900CE 33
4138.75 -2142.50 3776.25 -2533.75 -1

Day
23.94 185.45 (549.55- (582.35- (465.2- (696.15- (4
-413.25 Open
 3 May 2021 (Mon) 443 15:00 3768/-1672 - - (32237.30- 384 = 668.05 = 314.15 = 797.5 = 5
(-1.26%) <
23.61 32422.75) -165.55) 85.70) -151.05) 101.35) 7
PDL
32200PE 32200CE 32000PE 32000CE 32
-7682.50 6331.25 -6502.50 7471.25 5

Day
22.86 -540.30 (421- (422.65- (333.15- (533.05- (3
144.65 Open
 4 May 2021 (Tue) -1315 15:00 2961/-2141 - - (32760.20- 728.3 = 169.4 = 593.25 = 234.2 = 1
(0.45%) >
23.27 32219.90) 307.30) -253.25) 260.10) -298.85) -2
PDH
32800PE 32800CE 32600PE 32600CE 33
4100.00 22.50 3496.25 -810.00 7

151.85 (359.25- (396.1- (277.05- (512.8- (3
306.75 22.77
 5 May 2021 (Wed) 4936 15:00 5653/-2023 - - (32533.30- 195.25 = 395.2 = 137.2 = 545.2 = 2
(0.95%) - 22
32685.15) -164.00) -0.90) -139.85) 32.40) -
32500PE 32500CE 32300PE 32300CE 32
4436.25 4806.25 3612.50 4242.50 3

Day
21.95 -6.90 (238.4- (212.25- (152.9- (330- (
117.05 Open
 6 May 2021 (Thu) 20845 15:00 21325/0 - - (32770.55- 60.95 = 20 = 8.4 = 160.3 =
(0.36%) >
21.76 32763.65) -177.45) -192.25) -144.50) -169.70) -1
PDH
32800PE 32800CE 32600PE 32600CE 33
BN
r
(3) BN
e s . (4) BN
th
(1) BN (2) BN
o
t h
Exit Sell 1 Sell 1
w i Lot Lot
re
a
sh
PE CE
t
 PE CE
o n o
s e .D
l u Open -239.85
-2670.00 3183.75 -2071.25 3632.50 2
a
Day
r s n
o - > (33158.25-
213.85
21.49 (515.2- (493.1- (431.45- (601.9- (
e
or p
 7 May 2021 (Fri) 1143 15:00 1933/-1432 - 622 = 365.75 = 514.3 = 456.6 = 2
(0.65%)
t l y f 20.75
PDH
32918.40) 106.80) -127.35) 82.85) -145.30) -
stric
33200PE 33200CE 33000PE 33000CE 3
n t is
cu me 2222.50 2018.75 2098.75 1791.25 2
d o -0.30 (400.05- (431- (312- (540.8- (
is
270.8 21 -
Th
 10 May 2021 (Mon) 5438 15:00 6246/0 - - (33105.35- 311.15 = 350.25 = 228.05 = 469.15 = 2
(0.82%) 20.19
33105.05) -88.90) -80.75) -83.95) -71.65) -
33100PE 33100CE 32900PE 32900CE 3
3803.75 -7636.25 2855.00 -8483.75 -6

Day
Stop 20.55 129.20 (260.55- (290.75- (184.2- (413.7- (
-501.45 Open
 11 May 2021 (Tue) -5000 11:33 5772/-8392 Loss - (32721.05- 108.4 = 596.2 = 70 = 753.05 = 4
(-1.51%) <
Hit 19.86 32850.25) -152.15) 305.45) -114.20) 339.35) 2
PDL
32700PE 32700CE 32500PE 32500CE 3
-4781.25 2755.00 -2992.50 4481.25

1
Stop 19.77 -315.15 (153.75- (155.2- (80.25- (280.25-
-154.55 (
 12 May 2021 (Wed) -5000 11:17 11206/-5210 Loss - - (32707.05- 345 = 45 = 199.95 = 101 =
(-0.47%) =
Hit 20.36 32391.90) 191.25) -110.20) 119.70) -179.25)
3
32700PE 32700CE 32500PE 32500CE
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
-3390.00 4382.50 -2605.00 5150.00 3

20.21 -355.45 (465.45- (470- (381.25- (585.6-
42.85
 14 May 2021 (Fri) 1315 15:00 2337/-1417 - - - (32581.15- 601.05 = 294.7 = 485.45 = 379.6 =
(0.13%)
19.91 32225.70) 135.60) -175.30) 104.20) -206.00) -
32600PE 32600CE 32400PE 32400CE 3
4633.75 -7747.50 3686.25 -8843.75 -6

Stop 20.17 971.35 (377- (364.45- (289.65- (474.35- (
268.3
 17 May 2021 (Mon) -5000 10:50 447/-13146 Loss - - (32483.50- 191.65 = 674.35 = 142.2 = 828.1 =
(0.83%)
Hit 20.38 33454.85) -185.35) 309.90) -147.45) 353.75) 2
32500PE 32500CE 32300PE 32300CE 3
171.25 2816.25 382.50 2942.50 2

Day
19.03 -133.45 (345.8- (376.85- (259.85- (488.55- (
433.85 Open
 18 May 2021 (Tue) 5305 15:00 6581/-82 - - (34009.10- 338.95 = 264.2 = 244.55 = 370.85 = 1
(1.3%) >
19.11 33875.65) -6.85) -112.65) -15.30) -117.70)
PDH
34000PE 34000CE 33800PE 33800CE 3
1472.50 -3613.75 906.25 -4181.25 -2

Day
Stop 19.01 5.00 (236.65- (276.65- (160.3- (402.25-
-205.3 Open
 19 May 2021 (Wed) -5000 09:33 5433/-6588 Loss - (33742.60- 177.75 = 421.2 = 124.05 = 569.5 = 2
(-0.61%) <
Hit 19.23 33747.60) -58.90) 144.55) -36.25) 167.25)
PDL
33700PE 33700CE 33500PE 33500CE 3
-5592.50 3330.00 -2500.00 6458.75

1
Stop 19.3 -417.40 (151.3- (134.45- (80-180 (263.3-
7.35 (
 20 May 2021 (Thu) -5000 14:48 7088/-12660 Loss - - (33767.40- 375 = 1.25 = = 4.95 =
(0.02%) =
Hit 19.78 33350.00) 223.70) -133.20) 100.00) -258.35)
.
3
33800PE 33800CE
e r
33600PE
s 33600CE
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN
(1) BN (2) BN (4) BN
o
Exit
e r s Sell 1 Sell 1 Sell 1 Lot
or p
t

PE CE
ATM-200
CE
A
stric
 PE
n t is
cu me 4900.00 -9876.25 3993.75 -10733.75 -
d o Stop 19.03 821.95 (410.3- (492.9- (327.65- (609.65-
is
225.25
Th
 21 May 2021 (Fri) -5000 14:18 0/-9091 Loss - - (33718.10- 214.3 = 887.95 = 167.9 = 1039 =
(0.68%)
Hit 19.1 34540.05) -196.00) 395.05) -159.75) 429.35)
33700PE 33700CE 33500PE 33500CE 3
3026.25 -1817.50 2656.25 -2228.75 -

Day
19.65 102.70 (436.1- (420.85- (346.9- (528.85-
262.4 Open
 24 May 2021 (Mon) 1573 15:00 2817/-3137 - - (35056.20- 315.05 = 493.55 = 240.65 = 618 =
(0.76%) >
19.11 35158.90) -121.05) 72.70) -106.25) 89.15)
PDH
35100PE 35100CE 34900PE 34900CE 3
-2863.75 5258.75 -2172.50 5932.50

18.73 -335.10 (343.75- (400.05- (257.25- (515-
151.4
 25 May 2021 (Tue) 3510 15:00 4713/-1397 - - - (34912.75- 458.3 = 189.7 = 344.15 = 277.7 =
(0.43%)
18.88 34577.65) 114.55) -210.35) 86.90) -237.30)
34900PE 34900CE 34700PE 34700CE 3
3388.75 -6000.00 2522.50 -6527.50 -

Stop 18.84 191.70 (242.75- (306.05- (169- (433.35-
95.15
 26 May 2021 (Wed) -5000 10:52 4278/-5245 Loss - - (34549.30- 107.2 = 546.05 = 68.1 = 694.45 =
(0.27%)
Hit 20.94 34741.00) -135.55) 240.00) -100.90) 261.10)
34500PE 34500CE 34300PE 34300CE 3
3592.50 -5738.75 -7343.75 -

1962.50
Stop 21.04 279.30 (160.7- (189.2- (316.15-
-20 (86.6-8.1
 27 May 2021 (Thu) -5000 13:29 10695/-6808 Loss - - (34615.05- 17 = 418.75 = 609.9 = 2
(-0.06%) = -78.50)
Hit 20.07 34894.35) -143.70) 229.55) 293.75)
34400PE
34600PE 34600CE 34400CE 3
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-2815.00 4645.00 -2332.50 5122.50 42

Day
17.84 -301.75 (499.4- (545.05- (408.05- (654.85- (4
250.6 Open
 28 May 2021 (Fri) 1182 15:00 2333/-742 - - (35282.20- 612 = 359.25 = 501.35 = 449.95 = 28
(0.71%) >
17.44 34980.45) 112.60) -185.80) 93.30) -204.90) -1
PDH
35300PE 35300CE 35100PE 35100CE 35
4333.75 -3760.00 3685.00 -4320.00 -29

17.36 300.90 (394- (431.45- (309.5- (548.8- (3
-44
 31 May 2021 (Mon) -22 15:00 2081/-1066 - - - (35128.70- 220.65 = 581.85 = 162.1 = 721.6 = 45
(-0.13%)
16.84 35429.60) -173.35) 150.40) -147.40) 172.80) 11
35100PE 35100CE 34900PE 34900CE 35
-915.00 2877.50 -436.25 3375.00 25

Day
16.68 -197.60 (308.4- (335- (224.5- (453.4- (2
113.1 Open
 1 Jun 2021 (Tue) 3476 15:00 4213/-1640 - - (35541.25- 345 = 219.9 = 241.95 = 318.4 = 14
(0.32%) >
17.48 35343.65) 36.60) -115.10) 17.45) -135.00) -1
PDH
35500PE 35500CE 35300PE 35300CE 35
2948.75 -942.50 2290.00 -1623.75 -3
.
16.56 122.35 (246.6- (241.85- (160.45- (353.95- (1
-65.6
e r s
th
 2 Jun 2021 (Wed) 4239 15:00 6663/-333 - - - (35209.80- 128.65 = 279.55 = 68.85 = 418.9 = 16
o
(-0.19%)
t h
17.23 35332.15) -117.95) 37.70) -91.60) 64.95) 1
w i
re
35200PE 35200CE 35000PE 35000CE 35
h a
o n ot s2812.50 -282.50 1283.75 -1778.75 10
D
. (35509.15-
Day
- use
15.85 124.95 (120.25- (145.5- (53.3- (280- (
l
162.7 Open
a15.49
 3 Jun 2021 (Thu) 6562 15:00 8147/0 - 7.75 = 156.8 = 1.95 = 351.15 = 26
r s o
(0.46%)
n >
35634.10) -112.50) 11.30) -51.35) 71.15) -4
e
or p
PDH
35500PE 35500CE 35300PE 35300CE 35
t l y f
stric
s 10 JUN 2021, Net Profit: 1926, Average Day Profit: 385
iExpiry:
n t
cu me
d o
Th is BN
(1) BN (2) BN
(3) BN (4) BN (5
Exit Sell 1 Sell 1
PE CE
 PE CE
-1555.00 4673.75 -848.75 5252.50 40

15.62 -300.60 (470.05- (485.75- (384.05- (596.2- (3
8.85
 4 Jun 2021 (Fri) 3247 15:00 3666/-781 - - - (35555.65- 532.25 = 298.8 = 418 = 386.1 = 22
(0.02%)
15.95 35255.05) 62.20) -186.95) 33.95) -210.10) -16
35600PE 35600CE 35400PE 35400CE 358
1966.25 202.50 1766.25 -66.25 46

15.25 60.35 (311.8- (383.55- (229.2- (499.3- (
169.15
 7 Jun 2021 (Mon) 3226 15:00 5042/-261 - - - (35409.40- 233.15 = 375.45 = 158.55 = 501.95 = 27
(0.48%)
15.62 35469.75) -78.65) -8.10) -70.65) 2.65) -1
35400PE 35400CE 35200PE 35200CE 356
-4726.25 -4027.50 2506.25

1875.00 13
Stop 14.91 -179.80 (228.85- (147.15- (413.1-
-9.85 (296-221 (20
 8 Jun 2021 (Tue) -5000 09:40 3323/-5274 Loss - - (35319.65- 417.9 = 308.25 = 312.85 =
(-0.03%) = -75.00) =-
Hit 15.29 35139.85) 189.05) 161.10) -100.25)
35300CE 355
35300PE 35100PE 35100CE
3166.25 -5395.00 1878.75 -6542.50 -38

Stop 14.66 -249.20 (193.9- (218.55- (111.15- (338.3- (1
28.95
 9 Jun 2021 (Wed) -5000 09:53 4011/-9638 Loss - - (35004.60- 67.25 = 434.35 = 36 = 600 = 28
(0.08%)
Hit 14.91 34755.40) -126.65) 215.80) -75.15) 261.70) 15
35000PE 35000CE 34800PE 34800CE 352
3470.00 -1688.75 1660.00 -3688.75 69

14.79 205.95 (141.6- (127- (67.85- (246.15- (6
103.1
 10 Jun 2021 (Thu) 5453 15:00 6885/-3351 - - - (34869.75- 2.8 = 194.55 = 1.45 = 393.7 = 33
(0.3%)
15.03 35075.70) -138.80) 67.55) -66.40) 147.55) -2
34900PE 34900CE 34700PE 34700CE 35
BN (3) BN (4) BN (
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
-1891.25 3636.25 -1323.75 4196.25 3

Day
14.46 -254.00 (374.75- (426.15- (290.05- (540.75- (
193.45 Open
 11 Jun 2021 (Fri) 2118 15:00 2368/-1567 - - (35317.75- 450.4 = 280.7 = 343 = 372.9 = 2
(0.55%) >
13.95 35063.75) 75.65) -145.45) 52.95) -167.85) -1
PDH
35300PE 35300CE 35100PE 35100CE 35
3083.75 -652.50 2556.25 -1006.25 -

14.59 144.50 (298.45- (365.6- (216.65- (491.75- (
-110.85
 14 Jun 2021 (Mon) 4062 15:00 5211/-4452 - - - (34823.55- 175.1 = 391.7 = 114.4 = 532 = 2
(-0.32%)
14.71 34968.05) -123.35) 26.10) -102.25) 40.25)
34800PE 34800CE 34600PE 34600CE 35
1530.00 -673.75
r
1078.75
e s . -1165.00 -
th
Day
o
14.31 93.95 (217.25- (282.5- (141.65- (406.4- (1
t h
87.45 Open
 15 Jun 2021 (Tue) 1535 15:00 2760/-1497 - - (35144.10- 156.05 =
w i
309.45 = 98.5 = 453 = 19
re
(0.25%) >
a
14.64 35238.05) -61.20) 26.95) -43.15) 46.60)
h
ot s
PDH
35100PE 35100CE 34900PE 34900CE 35
o n
s e. D
lu
510.00 1837.50 782.50 2127.50 1
-51.5na
o
14.72 -88.10 (208.55- (230.1- (132.05- (353.65- (
e r s
or p
 16 Jun 2021 (Wed) 5311 15:00 5620/-3802 - - - (35123.45- 188.15 = 156.6 = 100.75 = 268.55 = 8
(-0.15%)
t l y f 14.67 35035.35) -20.40) -73.50) -31.30) -85.10) -
stric
35100PE 35100CE 34900PE 34900CE 35
n t is
cu me Day
1477.50 4230.00 1786.25 4572.50 2
d o 15.35 -87.70 (139.9- (176.25- (76.4- (314- (
is
-383.7 Open
Th
 17 Jun 2021 (Thu) 12362 15:00 13127/0 - - (34721.00- 80.8 = 7.05 = 4.95 = 131.1 =
(-1.1%) <
15.43 34633.30) -59.10) -169.20) -71.45) -182.90) -
PDL
34700PE 34700CE 34500PE 34500CE 34
BN (4) BN
(2) BN (3) BN
CE PE
 CE
-11435.00 4358.75 -10423.75 5350.00

Stop 14.89 -153.85 (366.55- (433.2- (277.55- (546.9-
129.75
 18 Jun 2021 (Fri) -5000 10:58 3383/-7907 Loss - - (34636.40- 823.95 = 258.85 = 694.5 = 332.9 =
(0.37%)
Hit 14.93 34482.55) 457.40) -174.35) 416.95) -214.00)
34600PE 34600CE 34400PE 34400CE
6310.00 -8421.25 5031.25 -9596.25

Stop 16.18 756.15 (400.4- (365.25- (312.55- (477.1-
-448.55
 21 Jun 2021 (Mon) -5000 13:10 2652/-10902 Loss - - (34052.35- 148 = 702.1 = 111.3 = 860.95 =
(-1.3%)
Hit 15.18 34808.50) -252.40) 336.85) -201.25) 383.85)
34100PE 34100CE 33900PE 33900CE
-2947.50 3585.00 -2048.75 4447.50

Day
14.77 -272.75 (240.6- (296.7- (159- (416.35-
213.6 Open
 22 Jun 2021 (Tue) 563 15:00 3552/-3356 - - (35139.15- 358.5 = 153.3 = 240.95 = 238.45 =
(0.61%) >
14.68 34866.40) 117.90) -143.40) 81.95) -177.90)
PDH
35100PE 35100CE 34900PE 34900CE
-2530.00 3976.25 -1428.75 5152.50

14.72 -245.75 (208.3- (246.7- (129.05- (369.45-
166.85
 23 Jun 2021 (Wed) 2687 15:00 5382/-1833 - - - (34802.40- 309.5 = 87.65 = 186.2 = 163.35 =
(0.48%)
15.38 34556.65) 101.20) -159.05) 57.15) -206.10)
34800PE 34800CE 34600PE 34600CE
3263.75 -661.25 1627.50 -2240.00

15.42 133.65 (135.25- (147- (67.15- (280.45-
113.7
 24 Jun 2021 (Thu) 7035 15:00 8831/-1051 - - - (34717.40- 4.7 = 173.45 = 2.05 = 370.05 =
(0.33%)
15.1 34851.05) -130.55) 26.45) -65.10) 89.60)
34700PE 34700CE 34500PE 34500CE
BN (3) BN (4) BN (5
(1) BN (2) BN
Exit Sell 1 Sell 1
PE CE
 PE CE
3897.50 -4606.25
r s
3081.25
.-5441.25 -36
15.14 355.85 (341.15- (427.75-
h o the (544.35-
(261.9- (32
t
89.65
 25 Jun 2021 (Fri) -2830 15:00 3235/-4747 - - - (35028.60- 185.25 =
w i
612 = 138.65 = 762 = 47
re
(0.26%)
a
13.43 35384.45) -155.90) 184.25) -123.25) 217.65) 14
h
ot s
35000PE 35000CE 34800PE 34800CE 352
o n
s e. D
lu
-1387.50 1750.00 -980.00 2233.75 13
123.55na
o
13.64 -117.20 (290.25- (316.9- (209.9- (440- (2
e r s
or p
 28 Jun 2021 (Mon) 701 15:00 1672/-2801 - - - (35490.05- 345.75 = 246.9 = 249.1 = 350.65 = 16
(0.35%)
t l y f 13.45 35372.85) 55.50) -70.00) 39.20) -89.35) -5
stric
35500PE 35500CE 35300PE 35300CE 357
n t is
cu me -2601.25 4382.50 -1585.00 5407.50 32
d o 13.31 -275.40 (228.85- (311.2- (151.45- (434.3- (2
is
-39
Th
 29 Jun 2021 (Tue) 3672 15:00 5408/-686 - - - (35244.85- 332.9 = 135.9 = 214.85 = 218 = 8
(-0.11%)
13.05 34969.45) 104.05) -175.30) 63.40) -216.30) -13
35200PE 35200CE 35000PE 35000CE 354
-3115.00 3741.25 -1627.50 5183.75 23

12.87 -258.30 (191- (205.95- (110.6- (323.95- (1
-8.4
 30 Jun 2021 (Wed) 1329 15:00 5321/-1552 - - - (35072.75- 315.6 = 56.3 = 175.7 = 116.6 = 2
(-0.02%)
13.04 34814.45) 124.60) -149.65) 65.10) -207.35) -9
35100PE 35100CE 34900PE 34900CE 353
768.75 2717.50 1073.75 3007.50 11

13.21 -88.75 (121.3- (111.75- (46.1- (236- (4
93.8
 1 Jul 2021 (Thu) 7500 15:00 8235/-688 - - - (34796.50- 90.55 = 3.05 = 3.15 = 115.7 = 0
(0.27%)
12.93 34707.75) -30.75) -108.70) -42.95) -120.30) -4
34800PE 34800CE 34600PE 34600CE 350
BN (3) BN (4) BN
(1) BN (2) BN
Exit Sell 1 Sell 1
 Type   H/L  ATM-200 ATM-200 A
PE CE
 PE CE
1421.25 853.75 1263.75 751.25 1

12.87 28.25 (298.1- (360.45- (217- (480.05-
44.1
 2 Jul 2021 (Fri) 3616 15:00 4052/-187 - - - (34734.20- 241.25 = 326.3 = 166.45 = 450 = 2
(0.13%)
12.13 34762.45) -56.85) -34.15) -50.55) -30.05)
34700PE 34700CE 34500PE 34500CE 3
2691.25 -1987.50 1912.50 -2760.00 -

Day
12.46 195.65 (234.25- (251.2- (152.5- (369.65-
201.05 Open
 5 Jul 2021 (Mon) 852 15:00 2919/-710 - - (35002.25- 126.6 = 330.7 = 76 = 480.05 = 2
(0.58%) >
12.05 35197.90) -107.65) 79.50) -76.50) 110.40)
PDH
35000PE 35000CE 34800PE 34800CE 3
2497.50 -5330.00 1478.75 -6282.50 -4

Stop 12.14 413.10 (190.5- (189.3- (116.25- (316-
-38.4
 6 Jul 2021 (Tue) -5000 11:09 142/-16011 Loss - - (35316.85- 90.6 = 402.5 = 57.1 = 567.3 =
(-0.11%)
Hit 12.22 35729.95) -99.90) 213.20) -59.15) 251.30) 1
35300PE 35300CE 35100PE 35100CE 3
2778.75 -1941.25 1742.50 -2996.25 -

12.5 174.30 (189.65- (175.1- (112- (297.45-
-28.55
 7 Jul 2021 (Wed) 1619 15:00 2583/-3205 - - - (35511.60- 78.5 = 252.75 = 42.3 = 417.3 = 1
(-0.08%)
12.2 35685.90) -111.15) 77.65) -69.70) 119.85)
35500PE 35500CE 35300PE 35300CE 3
-5486.25 2742.50 -2740.00 5508.75 1

Stop 12.46 -470.65 (119.5- (116-6.3 (49.4- (245.35-
-168.05
 8 Jul 2021 (Thu) -5000 13:54 3616/-21872 Loss - - (35696.95- 338.95 = = 159 = 25 =
(-0.47%)
Hit 13.85 35226.30) 219.45) -109.70) 109.60) -220.35)
35700PE 35700CE
e r
35500PE
s . 35500CE 3
h o th
w i t
h a re
ot s
o n
s e. D
u
nal
BN (3) BN (4) BN (
(1) BN (2) BN
o
Exit
e r s Sell 1 Sell 1
or p
t

PE CE
ATM-200 ATM-200 AT
stric
 PE CE
n t is
cu me 3896.25 -792.50 3166.25 -1096.25 -3
d o 13.81 112.00 (368.5- (364.3- (274.05- (485.15-
is
-110.35
Th
 9 Jul 2021 (Fri) 4136 15:00 5026/-318 - - - (34979.30- 212.65 = 396 = 147.4 = 529 = 2
(-0.31%)
12.98 35091.30) -155.85) 31.70) -126.65) 43.85) 1
35000PE 35000CE 34800PE 34800CE 35
-873.75 2758.75 -431.25 3267.50 22

Day
13.1 -102.30 (252.1- (294.75- (170- (413.6- (2
213.1 Open
 12 Jul 2021 (Mon) 3162 15:00 5267/-3217 - - (35280.20- 287.05 = 184.4 = 187.25 = 282.9 = 11
(0.61%) >
13.03 35177.90) 34.95) -110.35) 17.25) -130.70) -8
PDH
35300PE 35300CE 35100PE 35100CE 35
2571.25 -4503.75 1473.75 -5578.75 -3

Day
Stop 12.61 300.60 (198.8- (212.4- (120.5- (333.1- (1
281.15 Open
 13 Jul 2021 (Tue) -5000 13:38 2167/-5717 Loss - (35371.10- 95.95 = 392.55 = 61.55 = 556.25 = 24
(0.8%) >
Hit 12.71 35671.70) -102.85) 180.15) -58.95) 223.15) 1
PDH
35400PE 35400CE 35200PE 35200CE 35

Stock Mock - Backtest Index Strategies

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Stock Mock - Backtest Index Strategies

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7/13/2021 Stock Mock | Backtest Index Strategies

New Feature: Entry By Closest Premium Watch Video

Square Off One Leg  Square Off All Legs 

Same Day Next Day (BTST/STBT)

 Strategy Target Profit

Stop Loss: Total MTM - 5000 

 Protect The Profits 

From Date: Sun, Jan 1, 2017

To Date: Tue, Jul 13, 2021

Avg Expiry Profit Avg Day Profit

Max Profit Max Loss

Win% (Days) Loss% (Days)

64% (715) 36% (400)

Avg Profit On Win Days Avg Loss On Loss Days

Max Drawdown (MDD)  Return to MDD Ratio 

₹-49023 (41 Days) 3.93

Max Winning Streak Max Losing Streak

MTM SL Hit Count

2018 2019 2020 2021

-3963.75 1850.00 -2441.25 3301.25

1990.00 -1695.00 892.50 -2810.00

-2146.25 1527.50 -723.75 2935.00 50

d o 15.37 17.60 (151.3- (97.15- (72.85- (215.35- (3

-115.00 591.25 76.25 845.00 3

-3792.50 298.75 -5341.25

1476.25 746.25 -440.00

371.25 537.50 160.00 388.75 47

2113.75 -3655.00 1015.00 -5033.75 -19

685.00 413.75 380.00 143.75 30

-2443.75 2327.50 -1295.00 3440.00

1181.25 235.00 891.25 -108.75 2

756.25 181.25 -423.75 3

1800.00 -2917.50 -5062.50

1362.50 891.25 -2791.25

-716.25 -591.25 515.00

318.75 376.25 231.25 110.00

5806.25 -5320.00 3537.50 -7976.25 -2

1816.25 -1176.25 1185.00 -1967.50

95.00 -86.25 125.00 -2.50

417.50 317.50 236.25 1

-795.00 3140.00 35.00 4218.75 17

-4097.50 -1333.75 3702.50

171.25 571.25 123.75 551.25

-133.75 1002.50 36.25 1182.50 59

t l y f 14.22 20182.30) 55.20) -60.15) 15.15) -98.35)

d o 13.76 76.10 (54.85- (190.05- (5

627.50 125.00 51.25 122.50 -6

1262.50 -937.50 740.00 -1281.25

2416.25 -2101.25 958.75 -3488.75

461.25 301.25 -33.75 -1

1476.25 15.00 302.50 -1110.00 -

e n 13.72 20593.70) -23.25) -7.55) -12.35) -

-4217.50 1133.75 -1071.25 4163.75

782.50 -125.00 -250.00 3

1045.00 -795.00 576.25 -1291.25 -35

145.00 328.75 150.00 426.25 18

378.75 298.75 282.50 13

1811.25 151.25 375.00 -1482.50

d o 12.2 -48.00 (116.8- (147.5- (48.1- (275.35- (7

1008.75 -763.75 341.25 -1440.00

738.75 973.75 660.00 1

-55.00 896.25 -28.75 940.00 6

292.50 302.50 218.75 2