Wednesday, December 22, 2010

Update on Nifty Option Hedging Strategy

Sold 6200 Pe Jan. @ 215-221=-6


Sold 5900 Ce Jan. @ 265-221=44


Sold Nf @ 6050-6010=40


Total MTM- -6+44+40=78 Points


Target 200 points in 15-20 days
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