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  • Banknifty: Opstra Options Analytics

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    Gaali
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    The document is an options strategy builder from Opstra that contains a bear call spread strategy on the Bank Nifty index. The strategy involves buying 4 38200 call options and selling 4 37600 put options expiring on November 18th for a net credit of Rs. 0. The strategy has a maximum profit of Rs. 10,301 and no maximum loss. The probability of profit is calculated as 99.5% based on the positions in the strategy.

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    Trade Model

    Original Title

    18-Nov-21_Expiry

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    The document is an options strategy builder from Opstra that contains a bear call spread strategy on the Bank Nifty index. The strategy involves buying 4 38200 call options and selling 4 37600 put options expiring on November 18th for a net credit of Rs. 0. The strategy has a maximum profit of Rs. 10,301 and no maximum loss. The probability of profit is calculated as 99.5% based on the positions in the strategy.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    1K views1 page

    Banknifty: Opstra Options Analytics

    Uploaded by

    Gaali
    The document is an options strategy builder from Opstra that contains a bear call spread strategy on the Bank Nifty index. The strategy involves buying 4 38200 call options and selling 4 37600 put options expiring on November 18th for a net credit of Rs. 0. The strategy has a maximum profit of Rs. 10,301 and no maximum loss. The probability of profit is calculated as 99.5% based on the positions in the strategy.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 1

    11/18/21, 3:11 PM Options Trade | Options Strategy Builder

     Opstra Options Analytics   PORTFOLIO FUTURES  OPTIONS  OPEN INTEREST  FII/DII  EDUCATION    

    BANKNIFTY 
    Select Index/Stock

    Date

    Spot Price: 37996.2 Futures Price: 38121 Lot Size: 25 IV: 19.09 IV Percentile: 20.97 BANKNIFTY IV Chart DTE: 0 18-11-2021
    Select Pay-off Date

    Futures  25NOV2021 
    Select Segment Select Expiry

     Buy  Sell Lot Qty. 1


    Futures Price: 38121
    ADD POSITION

    Option Chain 

    NOTES CLOSE STRATEGY SAVE STRATEGY

    BNF

    Strategy Positions RESET


     PAYOFF CHART  FUTURES CHART  GREEKS  P&L 
    BANKNIFTY
    -2σ -1σ 37996.2 +1σ +2σ
    -4x  18NOV2021  37900PE  - ₹ 149.86   (+14276)
       12,000

    -4x  18NOV2021  37900CE  - ₹ 144.99   (+5624)


       11,500

    +4x  18NOV2021  38200CE  - ₹ 44.7   (-4220)


       11,000
    Profit/Loss

    10,500
    +4x  18NOV2021  37600PE  - ₹ 54.74   (-5379)
      

    Prob. of Profit 99.5% 10,000

    Max. Profit ₹ +10,301


    9,500

    Max. Loss ₹0
    9,000
    Max. RR Ratio NA 37020 37230 37440 37650 37860 38070 38280 38490 38700 38910

    Underlying Price
    Breakevens 0
    Ⓒ opstra.definedge.com
    Total PNL ₹ +10,301
    Positional Delta: 0 Theta: 0 Gamma: 0 Vega: 0 Total PNL: ₹ +10,301
    Net Credit ₹0 0

    Estimated Margin/Premium ₹ 0 Spot (%):
    0

    IV (%):
    0

    Next n Days:

    https://opstra.definedge.com/strategy-builder/trade/real&ln0gt64wpj8e8w0jarje 1/1

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