Low Risk Low Returns- Target 50 NF per month per NF Lot

[jamit_05]

FnO Portfolio - II

FnO Portfolio - II
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Adjustments:

SOLD 75PE Aug @112 5pairs: Collected 28K;
Will Sell CEs on the top side.

 

[jamit_05]

NF Lot

As I see this price as median:
Sold Aug 76CE/PE for 295*250=74K;

============================
Paid: 167*50*30 = 250500
Present Value: 101*50*30 = 151500;
-------------
-99000;

NF = (7660-7686)*50*15 = -19500;
-------------------------------
M2M: -120k;

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Adjustments:

Net Gain from CEs. Total1: 17K


Sold PEs
76PE July 175*100=17500 (56)
74PE Aug 107*400=42000;(50)
--------
Total2: 68000;

Total3: Gains from Sold Strangle: 5K

Total4: Sold Aug 76CE/PE and collected 74k.
================================================
Total Collected: 17k+5k+68k+74k=164k

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Net M2M profit is: 164-120=44K;
============

 

[jamit_05]

FnO Portfolio - II

Long 75PE DEC @(224-184) *30*50 = -60k;
Long NF Aug @(7700-7570) *15*50 = +97k;


Adjustments:
--------------
SOLD 75PE Aug @112 (70) 250U: Collected 28k;
SOLD 76CE Aug @197 50U: Collected 9k;

 

[jamit_05]

Re: NF Lot

Covered 76PE July @ 1600;
Covered 74PE Aug @50*400=20000;
========
Paid: 167*50*30 = 250K
Present Value: 103*50*30 = 150k;
-------------
-100K;

NF = (7670-7686)*50*15 = -12000;
-------------------------------
M2M: -112k;

-------
Adjustments:

Net Gain from CEs. Total1: 17K

Total2: 66000-20K=46K;

Total3: Gains from Sold Strangle: 5K

Total4: Sold Aug 76CE/PE for 295*250=74K;
================================================
Total Collected: 17k+5k+46k+74k=140k

--------
Net M2M profit is: 140-112=28K;

 

[jamit_05]

Re: FnO Portfolio - II

Long 75PE DEC @(176-184) *30*50 = -12k;
Long NF Aug @(7704-7570) *15*50 = +100k;


Adjustments:
--------------
SOLD 75PE Aug @112 (70) 250U: Collected 28k;
SOLD 76CE Aug @197 50u: Collected 9k;
SOLD 77CE Aug @148 50u: Collected 7.4k;

Am selling a little almost everyday.

 

[jamit_05]

Re: NF Lot

Sold July 77CE @ 77*150=11500;
========

Present Value: (85-167)*50*30 = -123k;
NF = (7711-7686)*50*15 = 2K;
-------------------------------
M2M: -121k;

-------
Adjustments:

Total1: 17K
Total2: 66000-20K=46K;
Total3: Gains from Sold Strangle: 5K

Total4: Sold Aug 76CE/PE for 295*250=74K (37k)
T5: Sold July 77CE @ 77*150=11k (6k);
================================================
Total Collected: 17k+5k+46k+37k=111k

--------
Net M2M profit is: 111-121=-10K;

 

[jamit_05]

Re: NF Lot

Bot 76PE @ 92 100u=9200; (some speculation should be alright i guess
========

Present Value: (85-167)*50*30 = -123k;
NF = (7711-7686)*50*15 = 2K;
-------------------------------
M2M: -121k;

-------
Adjustments:

Total1: 17K
Total2: 66000-20K=46K;
Total3: Gains from Sold Strangle: 5K

Total4: Sold Aug 76CE/PE for 295*250=74K (37k)
T5: Sold July 77CE @ 77*150=11k (6k);
================================================
Total Collected: 17k+5k+46k+37k=111k

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Net M2M profit is: 111-121=-10K;[/QUOTE]

 

[jamit_05]

Re: FnO Portfolio - II

Long 75PE DEC @(176-184) *30*50 = -12k;
Long NF Aug @(7704-7570) *15*50 = +100k;


Adjustments:
--------------
SOLD 75PE Aug @112 (70) 250U
Buy Back 75PE Aug@50 250u*(112-52) = Gain 15k;
(Logic: 75Pe does not hv juice left. Will drop 15 pts premium for 100 pts spot move.)


SOLD 76CE Aug @197 50u: Collected 9k;
SOLD 77CE Aug @148 50u: Collected 7.4k;

 

[jamit_05]

Re: NF Lot

Present Value: (85-167)*50*30 = -123k;
NF = (7711-7686)*50*15 = 2K;
-------------------------------
M2M: -121k;

-------
Adjustments:

Total1: 17K
Total2: 66000-20K=46K;
Total3: Gains from Sold Strangle: 5K

Total4: Sold Aug 76CE/PE for 295*250=74K (37k)
Bot Back 76PE (100*92)+(150*72)= - 20K;

T5: Sold July 77CE @ 77*150=11k (6k);
================================================
Total Collected: 17k+5k+46k+6k+37k-20k=90k

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Net M2M profit is: 90-121=-31k

 

[jamit_05]

Re: NF Lot

Present Value: (60-167)*50*30 = -161k;
NF = (7776-7686)*50*7 = 31K;
-------------------------------
M2M: -130k;

-------
Adjustments:

Total1: 17K
Total2: 66000-20K=46K;
Total3: Gains from Sold Strangle: 5K
Sold 300 units NF @ 7735; (7735-7685=15k)
Sold 100 units NF @ 7775; (7775-7685=9k)

----------------
Gains: 17+46+5+24=92k

=============

Total4: Sold Aug 76CE/PE for 295*250 = 74K ;
Bot Back 76PE (100*92)+(150*72) = -20K ;