STRATEGY 2  - 01/ 09/ 09

 

Type	Strike	Expiration	Quantity	Price	Investment	NetMargin	Delta	Gamma	Vega	Theta	Volatility
Short Put	4400.0000	09/24/2009	1	72.9000	699.7200	772.6200	0.2676	-0.0008	-3.7437	3.0048	37.4308
Short Call	4900.0000	09/24/2009	1	51.7000	0.0000	51.7000	-0.2513	-0.0009	-3.6241	2.7268	31.4445

 

Criteria	Price	Change	Prob	Total	TotalPrc	MonthlyPrc
Total Investment				699.7200
Total Debit				-124.6000
Maximum Profit Potential	4400.0000	-0.0487	0.3385	124.6000	17.81%	24.52%
Maximum Loss Risk	Infinity	Infinity		-Infinity
Upper Protection	5024.6004	0.0863	0.2450	-0.0004
Return if Unchanged	4625.3500	0.0000		124.6000	17.81%	24.52%
Current Return				0.0000	0.00%	0.00%
Lower Protection	4275.4008	-0.0757	0.2559	0.0008

 

4290 TO 4400 PROFIT 1 TO 128

4400 TO 4900 PROFIT FIXED OF 124

4900 TO 5024 PROFIT REDUCE FROM 124 TO 1

INVESTMENT Rs. 70000.00

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