Neutral: Short Straddle
NIFTY March Sereies
SELL 5300 CALL @ Rs 179
SELL 5300 PUT @ 157
Meanwhile, If Investors want to protect excessive movement below Nifty 5000 and above 5600
Protect long side – buy 5700 Call March Rs31
To protect down side buy 4900 Put March with premium 46.50
Underlying Price Volatility End Date Profit Profit %
4963.9950 Option IV 03/31/2011 -0.0050 0.00%
5299.9950 Option IV 03/31/2011 335.9950 31.68%
5635.9950 Option IV 03/31/2011 0.0050 0.00%
Sunday, February 27, 2011
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