Update on Nf Option Hedging Strategies

Option Hedging Strategy (First)


Short 6100 Ce @ 290-318=-28

Short 6400 Pe @ 210-181=29

Long Nf @ 6300-6310=10

Total MTM- -28+29+10=11 points

Target 200 points in 15-20 days



Option Hedging Strategy (Second)

Short Nf @ 6320-6310=10

Short 6100 Pe @ 93-78=15

Total MTM= 10+15=25points