paper trade update
sold 2 lot 5700 put at 93
profit = 93-74==19*100 == 1900
open position
fut.....................+ 2 lot
5700put..............+2 lot
5900call...............-2lot
loss in fut==(5714-5683)*100== -3100
profit from sold put ............== 1900
profit from 5700 put=(86-74)*100==1200
profit in 5900call==(24.50-11.50)*100==1300
total realised profit== 1900
total unrealised profit= (-600)
SO WHERE OUR DELTA STANDS
fut...............==+2
5700put........==(-1.1)
5900call.......==(-0.30)
so after selling 2 lot of 5700put we are o.6 delta short
so to adjust this tomorrow either we should sell more 5800call or 5600 put
update on paper trade
today sold 2 lots of 5800 call at 24
open position now are
fut..................+2lot
57000 put..........+2lot
5800 call............-2lot
5800 call...........-2lot
total position is now in a loss of 1200