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

[jamit_05]

Re: FnO Portfolio - II

Long 75PE DEC @(134-184) *30*50 = -75k;
Long NF Aug @(7800-7570) *15*50 = +175k;
(I don't believe my good luck. It is already Rs.1 Lakh up. I suppose if it went down, I'd lose that much in M2M)


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;
SOLD 78CE Aug @133 100u; Collected 13k;

 

[jamit_05]

Re: FnO Portfolio - II

Long 75PE DEC @(124-184) *30*50 = -90k;
Long NF Aug @(7820-7570) *15*50 = +190k;
(I don't believe my good luck. It is already Rs.1 Lakh up. I suppose if it went down, I'd lose that much in M2M)

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;
SOLD 78CE Aug @133 100u; Collected 13k;
SOLD 78CE Aug @146 100u; Collected 15k;

(It appears, as soon as these options go 100 to 150 points OTM, they become ripe to buyback at half the price.)

 

[jamit_05]

Re: NF Lot

<...............................>

 

[jamit_05]

Re: NF Lot

Have only about 15 odd days left to exit this spread. Therefore, a swift 200 point down move will be an ideal opportunity.

==========
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

T4:
Sold 300 units NF @ 7735; (7735-7685=15k) <this is a mistake, there is absolutely no reason to sell 50% of stock at one go!>
Sold 100 units NF @ 7775; (7775-7685=9k)

T5:
BUY 76PE July @ 11 * 500 Units = -6k (if becomes ATM, will give 5 times return. Hence, when near expiry and you need to, buy near month options, and sell far month)

----------------
Gains: 17+46+5+24-6=86k;

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

Total6: Sold Aug 76CE/PE for 295*250 = 74K ;<a mistake too, RR is poor. Let time decay be an edge, and not the only reason to sell options. Nf bot at 7686, therefore cannot sell ce below 7800>
Bot Back 76PE (100*92)+(150*72) = -20K ;

 

[jamit_05]

Re: FnO Portfolio - II

Long 75PE DEC @(124-184) *30*50 = -90k;
Long NF Aug @(7820-7570) *15*50 = +190k;

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;
SOLD 78CE Aug @133 100u; Collected 13k;
SOLD 78CE Aug @146 100u; Collected 15k;
SOLD 78CE Aug @139 100u; Collected 14k;
SOLD 79CE Aug @112 100u; Collected 11k;

It is probably best if I stuck to selling these EOD.

 

[jamit_05]

Re: NF Lot

Have only about 15 odd days left to exit this spread. Therefore, a swift 200 point down move will be an ideal opportunity.

==========
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

T4:
Sold 300 units NF @ 7735; (7735-7685=15k) <this is a mistake, there is absolutely no reason to sell 50% of stock at one go!>
Sold 100 units NF @ 7775; (7775-7685=9k)

T5:
BUY 76PE July @ 11 * 500 Units = -6k
BUY 76PE July @ 8 * 250 Units= -2k
BUY 77PE July @ 11 * 250 Units= -3k
----------------
Gains: 17+46+5+24-6-2-3=81k;

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

Total6: Sold Aug 76CE/PE for 295*250 = 74K ;<a mistake too, RR is poor. Let time decay be an edge, and not the only reason to sell options. Nf bot at 7686, therefore cannot sell ce below 7800>
Bot Back 76PE (100*92)+(150*72) = -20K ;

 

[jamit_05]

Re: FnO Portfolio - II

Long 75PE DEC @(114-184) *30*50 = -100k;
Long NF Aug @(7850-7570) *15*50 = +210k;

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 (270) 50u: Collected 9k;
SOLD 77CE Aug @148 (195) 50u: Collected 7.4k;
SOLD 78CE Aug @133 (132) 100u; Collected 13k;
SOLD 78CE Aug @146 (132) 100u; Collected 15k;
SOLD 78CE Aug @139 (132) 100u; Collected 14k;
SOLD 79CE Aug @112 (85) 100u; Collected 11k;

 

[jamit_05]

Re: NF Lot

76PE Aug (50-167)*50*30 = -176k;
NF = (7816-7686)*50*7 = 46K;
-------------------------------
M2M: -130k;

-------
Adjustments:

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

T4:
Sold 300 units NF @ 7735; (7735-7685=15k) <this is a mistake, there is absolutely no reason to sell 50% of stock at one go!>
Sold 100 units NF @ 7775; (7775-7685=9k)

T5:
BUY 76PE July @ 11 * 500 Units = -6k
BUY 76PE July @ 8 * 250 Units= -2k
BUY 77PE July @ 11 * 250 Units= -3k
----------------
Gains: 17+46+5+24-6-2-3=81k;

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

Total6: Sold Aug 76CE/PE for 295*250 = 74K ;<a mistake too, strangle gives poor RR. Let time decay be an edge and not the only reason to sell options. Nf bot at 7686, therefore shouldve sold CE only above 7800>

Bot Back 76PE (100*92)+(150*72) = -20K;
76 CE Aug @ 275*250= -68k;

 

[jamit_05]

Re: FnO Portfolio - II

Long 75PE DEC @(114-184) *30*50 = -100k;
Long NF Aug @(7850-7570) *15*50 = +210k;

Adjustments:
--------------

=75PE Aug Gain 15k


SOLD 76CE Aug @197 (225) 50u: Collected 9k;
SOLD 77CE Aug @148 (160) 50u: Collected 7.4k;
SOLD 78CE Aug @133 (105) 100u; Collected 13k;
SOLD 78CE Aug @146 (105) 100u; Collected 15k;
SOLD 78CE Aug @139 (105) 100u; Collected 14k;
SOLD 79CE Aug @112 (65) 100u; Collected 11k;
BUY 77 PE JULY @10 200u; PAID 2k (expect to see it go 5 fold)

 

[TraderRavi]

Re: FnO Portfolio - II

BUY 77 PE JULY @10 200u; PAID 2k (expect to see it go 5 fold);

7700 PE 10 to 50 => NF 7650 , muskil hai