scrip cost present diff profit/loss
4400 CE 200.00 246.00 (46.00) (4,600.00)
4400 PE 200.00 158.50 41.50 4,150.00
Nifty Futures 4,475.00 4,480.00 5.00 500.00
Total = 50.00
The position of the nifty straddle as of end of 20th July’2009
Script
4400 CE shorted at 200 has a current price of Rs. 246 is at a loss of Rs. -4600
4400 PE shorted at 200 has a current price of Rs. 158.5 is at a profit of Rs.4150
Nifty Futures long Innitiated at the averaged price of 4475 has a current price of Rs. 4480 is at a profit of Rs.500
Total = profit of Rs. 50
Statistics
Cost of the straddle = 400.00
present price of the straddle = 404.50
Actual value of the straddle = (80.00)
profit on straddle = (4.50)
Profit on nifty = 5.00
total profit = 0.50