08/09/2009 STRATEGI FOR 18 DAYS EXP 24-9-09
Short Call	4,800.00	124
Short Put	4,700.00	80

 

STRATEGY TO INVEST IN 08-09-09 TILL 24-09-09

 

NIFTY CLOSE 4500 TO  4700 PROFIT 1 TO 200

 

NFITY 4700 TO 4780 FIX PROFIT OF 200

 

NIFTY 4780 TO 4990 PROFIT FROM 200 TO 1

 

 

010909

FIX 207 PROFIT BELOW 4450.

4500 TO 4600 PROFIT 253

4600 TO 4828 PROFIT FROM 250 TO 1

 

Type	Strike	Expiration	Quantity	Price	Investment	NetMargin	MktValue	ImpliedVolatility	Delta	Gamma	Vega	Theta	Volatility
Short Put	4500.0000	09/24/2009	1	104.6500	-54.6500	50.0000	-104.6500	36.8795	0.3519	-0.0009	-4.2171	3.3046	36.8795
Short Call	4800.0000	09/24/2009	1	79.8500	750.4200	830.2700	-79.8500	31.7669	-0.3449	-0.0010	-4.1860	3.2155	31.7669
Long Put	4450.0000	09/24/2009	1	93.4000	93.4000	93.4000	93.4000	38.5847	-0.3137	0.0008	4.0295	-3.3280	38.5847
Short Call	4600.0000	09/24/2009	1	166.5500	925.0700	1091.6200	-166.5500	32.4583	-0.5575	-0.0011	-4.4859	3.6189	32.4583

 

Criteria	Price	Change	Prob	Total	TotalPrc	MonthlyPrc
Total Investment				1714.2400
Total Debit				-257.6500
Maximum Profit Potential	4500.0000	-0.0271	0.4093	257.6500	15.03%	20.70%
Maximum Loss Risk	Infinity	Infinity		-Infinity
Upper Protection	4828.8251	0.0440	0.3597	-0.0002
Return if Unchanged	4625.3500	0.0000		232.3000	13.55%	18.66%
Current Return				0.0000	0.00%	0.00%

 

-----------

010909 

 

Type	Strike	Expiration	Quantity	Price	Investment	NetMargin	ImpliedVolatility	Delta	Gamma	Vega	Theta	Volatility
Short Put	4500.0000	09/24/2009	1	104.6500	-54.6500	50.0000	36.8695	0.3519	-0.0009	-4.2183	3.3026	36.8695
Short Call	4800.0000	09/24/2009	1	79.8500	750.4200	830.2700	31.7569	-0.3449	-0.0010	-4.1873	3.2137	31.7569
Long Put	4450.0000	09/24/2009	1	93.4000	93.4000	93.4000	38.5737	-0.3137	0.0008	4.0306	-3.3259	38.5737
Short Call	4700.0000	09/24/2009	1	118.6000	850.4200	969.0200	32.2523	-0.4498	-0.0011	-4.4985	3.5466	32.2523

 

Criteria	Price	Change	Prob	Total	TotalPrc	MonthlyPrc
Total Investment				1639.5900
Total Debit				-209.7000
Maximum Profit Potential	4500.0000	-0.0271	0.4094	209.7000	12.79%	17.61%
Maximum Loss Risk	Infinity	Infinity		-Infinity
Upper Protection	4854.8497	0.0496	0.3431	0.0007
Return if Unchanged	4625.3500	0.0000		209.7000	12.79%	17.61%
Current Return				0.0000	0.00%	0.00%

 

BELOW 4854 ANY LEVEL PROFITS 160 MINIMUM AT ALL LEVELS AND MAX 209

 

ONLY CONDITION THAT MARKET SHOULD CLOSE BELOW 4854 AT EXPIRY GUARANTED PROFITS AT ALL LOW LEVELS.

 

Neutral: Long Iron Condor CHANGES IN IT HAS BEEN MADE.

 

 

010909 TOP 2

 

 

Type	Strike	Expiration	Quantity	Price	Investment	NetMargin	ImpliedVolatility	Delta	Gamma	Vega	Theta	Volatility
Short Call	4600.0000	09/24/2009	1	166.5500	0.0000	166.5500	32.4359	-0.5576	-0.0011	-4.4887	3.6145	32.4359
Short Put	4800.0000	09/24/2009	1	259.8000	925.0700	1184.8700	36.2420	0.6328	-0.0009	-4.2823	3.1036	36.2420

 

Criteria	Price	Change	Prob	Total	TotalPrc	MonthlyPrc
Total Investment				925.0700
Total Debit				-426.3500
Maximum Profit Potential	4600.0000	-0.0055	0.4817	226.3500	24.47%	33.70%
Maximum Loss Risk	Infinity	Infinity		-Infinity
Upper Protection	5026.3505	0.0867	0.2440	-0.0005
Return if Unchanged	4625.3500	0.0000		226.3500	24.47%	33.70%
Current Return				0.0000	0.00%	0.00%
Lower Protection	4373.6498	-0.0544	0.3204	-0.0002

 

4400 TO 4600 PROFIT 1 TO 226

4600 TO 4800 PROFIT FIX 226

4800 TO 5026 PROFIT FROM 226 TO 1

 

------------