I have taken this trade today the first day of the June Series
SELL 60000 CE @ 65.45
SELL 51000 PE @ 60
This is a delta Neutral Strategy with 1.5 ratio , 4 lots of Put to 6 Lots of call.
Total premium per set = 125.
Expecting 50% decay in about 10 days as there are no big events on the horizon, having said that this is a naked trade, so either hedge with 50% value strikes on either leg or keep enough margin to do the adjustments in the coming days
SELL 60000 CE @ 65.45
SELL 51000 PE @ 60
This is a delta Neutral Strategy with 1.5 ratio , 4 lots of Put to 6 Lots of call.
Total premium per set = 125.
Expecting 50% decay in about 10 days as there are no big events on the horizon, having said that this is a naked trade, so either hedge with 50% value strikes on either leg or keep enough margin to do the adjustments in the coming days
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.