Nifty strategy calculations

[Somatung]

@Purushotham

According to your numbers:

At expiry NF @ 8501 = MAY put 8500 (Short @ 249.50) is zero =+ 249.50

At expiry NF @ 8501 = Fut which is shorted at @ 8372.05 = - 128.95

At expiry: Nf @ 8501 = MAY call 8500 (Long @ 117.90) will be approximately around 27 with an IMV of 15% = -90.90

Profit from short put minus loss from long call minus loss from short future =

249.50 - 90.90 - 128.95 = 29.65

No loss, but as he told: due to Slippage+Taxes he seems to be a little bit in red. Kindly correct me if I am wrong or miss calculated or miss understood any point.



By the way: I am clear that this small, ending number has to be multiplied by 50 to have the final outcome, as we talk about Nifty options.

Your shown out come is a bit less, as your software seems to use less IMV.

 

[Somatung]

Your options position together mean you actually bought a futures position..also called a synthetic futures position. And then you sold a futures position.

Yep.

Synthetic long put: http://www.theoptionsguide.com/synthetic-long-put.aspx

Synthetic short call: http://www.theoptionsguide.com/synthetic-short-call.aspx

 

[adg123]

Good initiative.

Keep us updated on this experimental trade for educational purpose.

Take care / Dan

Thanks for your kind inspiration Somatung and thanks to all for detail analysis of my trade ...
Yes, Leg-in & Leg-out with strict StopLoss is the main issue of this trade and hope I shall be GREEN at the end.
I shall update my position day by day for educational purpose

 

[cinderblock]

At expiry: Nf @ 8501 = MAY call 8500 (Long @ 117.90) will be approximately around 165 with an IMV of 18% = + 47.10

Is this for May expiry?

If NF spot ends @8501 on expiry in May, why would 8500 call be worth 165 at expiry?

 

[Somatung]

Is this for May expiry?

If NF spot ends @8501 on expiry in May, why would 8500 call be worth 165 at expiry?

Hi

Thanks to give the hint. I changed it, as it was a typo from my side. Put in the wrong amount of days to expiry and so of course the wrong number occurred http://www.option-price.com/index.php I was more concerned about his slippage and taxes and so did not give full attention to this most important point.

Take care / Dan

 

[arcrishi]

Strike P/L(expiry)
8000 58
8050 58
8100 58
8150 58
8200 58
8250 58
8300 58
8350 58
8400 58
8450 8
8500 -42
8550 -92
8600 -142
8650 -192
8700 -242
8750 -292
8800 -342

more details
optionstrategy.co.in/optionstrategy.html

Can anybody give me link about this calculator?

 

[hmp]

8000 58
8050 58
8100 58
8150 58
8200 58
8250 58
8300 58
8350 58
8400 58
8450 8
8500 -42
8550 -92
8600 -142
8650 -192
8700 -242
8750 -292
8800 -342
Is there any ready made calculator/software for this?
Regards.

 

[samwarez]

8000 58
8050 58
8100 58
8150 58
8200 58
8250 58
8300 58
8350 58
8400 58
8450 8
8500 -42
8550 -92
8600 -142
8650 -192
8700 -242
8750 -292
8800 -342
Is there any ready made calculator/software for this?
Regards.

No i was calculated manually

 

[hmp]

Thanks
Is it possible in excel sheet?Or rather have you made any?
Regards.

 

[samwarez]

Thanks
Is it possible in excel sheet?Or rather have you made any?
Regards.

mylinks.myvnc.com/843129/nifty-option-cal