@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.
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.
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