Friday, January 28, 2011

Derivative Strategy - Short Strangle - Update 1


Short Strangle

Sell 5400PE Feb 55.50 - 75.80 = -20.30
Sell 5800CE Feb 55.50 -  34.50 = 21.00
OI 5400 PE= increased by 2915000 – suggest downside for the Nifty is locked at 5400
OI 5800 CE= increased by 815550 – suggest upside for the nifty is capped at 5800

Nifty Should Trade in the Range of 5400-5800


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