short straddle

  1. R

    Reason for higher increase in put option premium as compared to call option premium.

    Hello. Options noob here. Today I paper traded the following strategy: -1 NIFTY 9000 PE - Rs. 129.00 -1 NIFTY 9000 CE - Rs. 132.90 Spot price at the time of initiation of trade : 9013.00 When the underlying breached 9000 from above, the premium of 9000 PE increased to 139 and at the same...
  2. S

    Margin requirement for selling a Strangle/Straddle

    Hi, If I want to write a Nifty out of money (OTM) call and OTM put how much margin I have to deposit? Presently, I am trading with Ventura Sec. As on 13th Aug 2010, Span margin for Nifty is Rs. 19,241, and, Ext Margin is 8129. So for one lot in future/writing one lot of call/one lot of...