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Options Trade Options Strategy Builder 7

The document is an options analytics report for the BANKNIFTY index from Opstra Options Analytics. It provides key details of the options strategy including the underlying price, futures price, lot size, implied volatility and percentile. It then lists the positions in the strategy, the associated profits/losses, probabilities, break-even points, total PNL and estimated margin. Charts of the payoff and futures price are also included.

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Gaali
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342 views1 page

Options Trade Options Strategy Builder 7

The document is an options analytics report for the BANKNIFTY index from Opstra Options Analytics. It provides key details of the options strategy including the underlying price, futures price, lot size, implied volatility and percentile. It then lists the positions in the strategy, the associated profits/losses, probabilities, break-even points, total PNL and estimated margin. Charts of the payoff and futures price are also included.

Uploaded by

Gaali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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( Opstra Options Analytics

BANKNIFTY !
Select Index/Stock

Spot Price: 39577.45 Futures Price: 39604

Lot Size: 25 IV: 23.26 IV Percentile: 37.9

BANKNIFTY IV Chart DTE: 1

Date
21-10-2021
Select Pay-off Date

Futures !
Select Segment

28OCT2021 !
Select Expiry

! Buy " Sell

Lot Qty. 1

ADD POSITION
Futures Price: 0

Option Chain "

OTES CLOSE STRATEGY SAVE STRATEGY

intra123

Strategy Positions RESET

-2x 21OCT2021 39300CE - ₹ 375.2 (-572.5) $ # %

-2x 21OCT2021 39300PE - ₹ 168 (+1875) $ # %

-2x 21OCT2021 39700PE - ₹ 348.2 (+2505) $ # %

-2x 21OCT2021 39700CE - ₹ 170.25 (+880) $ # %

Prob. of ProDt 59.16%

Max. ProDt ₹ +33,082 (4.50%)

Max. Loss ₹ UndeDned

Max. RR Ratio NA

Breakevens 38970.0-40030.0

Total PNL ₹ +4,687.5 (0.64%)

Net Credit ₹ +53,082.5

Estimated Margin/Premium ₹ +7,35,340

& PAYOFF CHART & FUTURES CHART )


BANKNIFTY
-2σ -1σ39577.45
+1σ +2σ
50,000

-50,000
Profit/Loss

-100,000

-150,000

-200,000

-250,000
37029 38558 40087 41616

Underlying Price

opstra.de1nedge.com
0
'
Spot (%):
0
'
V (%):
0
'
Next n Days:

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