Monday, 19 May 2014

OPTION CALL USDINR

update 21.05.2014

Currency Options Update: Exit from Option call given on 19th May.  Call given, Buy 58.50 CE, Sell 2-lots of 59.00 CE and Sell 58.00 PE

Buy 1 LOT OF 58.50 S/P CALL OPTION

SELL 2 LOT OF 59.00 S/P CALL OPTION SIMULTANEOSLY SELL 58.00 S/P PUT OPTION

( SL OF 58.00 & TGT OF 58.75 & 59.00)

Margin Required for one pair – 3400/-


Strike Price
58
58.5
59
59

Payoff

PE
CE
CE
CE



SELL
BUY
SELL
SELL



0.1
0.3
0.105
0.105


58
0.1
-0.3
0.105
0.105

0.01
58.25
0.1
-0.3
0.105
0.105

0.01
58.5
0.1
-0.3
0.105
0.105

0.01
58.75
0.1
-0.05
0.105
0.105

0.26
59
0.1
0.2
0.105
0.105

0.51

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