 Opstra Options Analytics

NIFTY 
Select Index/Stock

Spot Price: 19447 Futures Price: 19484.55

Lot Size: 50 IV: 10.52 IV Percentile: 12.85

NIFTY IV Chart DTE: 7

Date
24-08-2023
Select Pay-off Date

BULLISH

BEARISH

Long Short
NON-DIRECTIONAL Call Put

Bull Bull
Call Spread Put Spread

Call Ratio Long

Back Spread Synthetic

Range Bullish
Forward ButterPy

Bullish
Condor

Options 
Select Segment

24AUG2023 
Select Expiry

19500 
Select Option Strike

PE 
Select Option Type

 Buy  Sell

Lot Qty. 120

Option Price: 124.65 Option IV: 9.36

ADD POSITION

Option Chain 

NOTES SAVE STRATEGY

Strategy Positions RESET

 Select All

100x 24AUG2023 19300CE - ₹

 S (0)   
213.75

120x 24AUG2023 19500PE - ₹

 B (0)   
124.65

Prob. of ProDt 48.76%

Max. ProDt ₹ UndeDned

Max. Loss ₹ UndeDned

Max. RR Ratio NA

Breakevens 0-19438.0

Total PNL ₹0

Net Credit ₹ +3,20,850

Estimated Margin/Premium ₹ +1,14,57,250

 PAYOFF CHART  FUTURES CHART  GREEKS

NIFTY SPOT FUTURES

-2σ -1σ 19447 +1σ +2σ

10,000,000

8,000,000

6,000,000

4,000,000
P&L 464,850.00
Profit/Loss

2,000,000 Chg. from Spot: (-0.26%)

t+0 P&L 354,847.87

0

-2,000,000

-4,000,000

-6,000,000

-8,000,000
18289 18981 1939619673 20365

Underlying Price

Ⓒ opstra.de5nedge.com

Positional Delta: -13806.48 Theta: -14152.19 Gamma: 6.73 Vega: 35856.59 Total PNL: ₹ 0
0
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Spot (%):
0
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V (%):
0
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