May 12th Expiry Option strategy

מעודכן
Made a double diagonal calendar on NIFTY. Current P&L is in loss of -870

20 May 14200 PE NRML Avg Price: 45.90

12 May 14400 PE NRML Avg Price: 24.42

12 May 15100 CE NRML Avg Price: 25.05

20 May 15300 CE NRML Avg Price: 42.35

Will modify the current range of 14331.33 to 15150.44 as and when necessary
הערה
All the sells are 20 contracts. The buys are 10 contracts. Total investment used is 22.5Lacs. Each set therefore is around 1.1Lac
הערה
15100CE SELL and 14400 PE SELL For may 12th each 20 contracts

and the 20 May contracts are buy each 10 contracts. Basically they are calendar hedges
הערה
Modified range on downside from 14331.33 to 14650.

Booked the PE side calendar.

Range on upside is still the same
הערה
9k+ booked on PE side.
nifty50Trend Analysis

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