lundi 18 juillet 2016

Help Required In Straddle

I bought today an 8600 Call + 8600 put when Nifty was about 8580. I sold it when Nifty was about 8510. That is 70 points of Nifty. But I received profit of only 3 points.

To understand this, look at the scenario today at end of day

Nifty closed at 8508.

8500 straddle = 8500 Call (Rs 87) + 8500 Put (Rs 76) = Rs 163

8600 straddle = 8600 Call (Rs 42) + 8600 Put (Rs 129) = Rs 171

The difference is only 8 Rs. How is it possible. What is happening here? (The same thing is also happening in Aug series)

Any help is highly appreciated. This is screwing me up bigtime


Help Required In Straddle

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