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Showing posts with label short straddle. Show all posts
Showing posts with label short straddle. Show all posts
Sunday, December 25, 2016
Saturday, June 11, 2016
Short straddle in BHEL and BankNifty
This strategy requires that you sell both call and put options of the same strike price for the same expiry date. This strategy makes profit because of the decay in premium with time. Short straddle can be used if you know where the stock is going to end.
First column shows the underlying price.Other columns shows the premium of call and put options combined for the strike price mentioned in the top.
BHEL
125
120
130
115
110
114.85
15.55
14.05
18.25
12.45
13.35
113.85
15.7
14.15
18.9
13.65
13.5
116.45
15.2
13.5
19.35
13.35
14.65
116.85
15.15
13.05
17.95
12.9
14.35
112.85
15.9
13.8
18.3
12.8
12.65
113.9
15.45
13.15
19.85
12.05
12.55
119.25
12.35
10.95
17.85
11.1
12.55
122.8
9.75
9.65
10.85
11.3
14.95
127.45
9.15
11
9.2
14.4
18.5
127.3
8.2
10.25
8.35
14.05
17.65
133.65
10.75
14.3
7.7
18.9
23.65
132.2
9.65
13.25
6.85
17.35
20.95
132.95
9.85
14.15
6.8
17.65
23.6
128.9
6.9
10.55
5.9
14.65
19.15
127.55
5.7
8.55
5.15
12.8
18.7
125.65
4.15
6.9
5.4
10.7
15.35
129.15
4.6
9.2
3.15
15.05
20.25
127.75
3.85
8.3
2.6
13.3
19.05
125
0.1
5.05
4.9
9.85
15
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