27 September 2017

AXISBANK STRANGLE STRATEGY FOR EXPIRY SEP 2017

 "BUY 1 LOT AXISBANK 500 PUT @ 1.8 AND 1 LOT 510 CALL @ 2.3"
PAY OFF TABLE :-


Strike Price
Call Option Price
Strike Price
Call Option Price
Closing price
Return from call
return from put
Payoff
510
2.3
500
1.8
440
0
72000
67080
510
2.3
500
1.8
450
0
60000
55080
510
2.3
500
1.8
460
0
48000
43080
510
2.3
500
1.8
470
0
36000
31080
510
2.3
500
1.8
480
0
24000
19080
510
2.3
500
1.8
490
0
12000
7080
510
2.3
500
1.8
500
0
0
-4920
510
2.3
500
1.8
510
0
0
-4920
510
2.3
500
1.8
520
12000
0
7080
510
2.3
500
1.8
530
24000
0
19080
510
2.3
500
1.8
540
36000
0
31080
510
2.3
500
1.8
550
48000
0
43080
510
2.3
500
1.8
560
60000
0
55080
510
2.3
500
1.8
570
72000
0
67080
510
2.3
500
1.8
580
84000
0
79080
510
2.3
500
1.8
590
96000
0
91080
510
2.3
500
1.8
600
108000
0
103080
510
2.3
500
1.8
610
120000
0
115080
510
2.3
500
1.8
620
132000
0
127080
510
2.3
500
1.8
630
144000
0
139080
510
2.3
500
1.8
640
156000
0
151080
510
2.3
500
1.8
650
168000
0
163080
510
2.3
500
1.8
660
180000
0
175080
510
2.3
500
1.8
670
192000
0
187080
510
2.3
500
1.8
680
204000
0
199080
510
2.3
500
1.8
690
216000
0
211080
510
2.3
500
1.8
700
228000
0
223080
510
2.3
500
1.8
710
240000
0
235080
510
2.3
500
1.8
720
252000
0
247080
510
2.3
500
1.8
730
264000
0
259080
510
2.3
500
1.8
740
276000
0
271080
510
2.3
500
1.8
750
288000
0
283080
510
2.3
500
1.8
760
300000
0
295080
510
2.3
500
1.8
770
312000
0
307080
510
2.3
500
1.8
780
324000
0
319080

1 comment:

  1. how to create pay off table.....any readymade excel sheet to learn....?????

    ReplyDelete