Thursday, December 23, 2010

Update on Nifty Option Hedging Strategy

Sold 6200 Pe Jan. @ 215-228=-13



Sold 5900 Ce Jan. @ 265-210=55


Sold Nf @ 6050-5995=55


Total MTM- -13+55+55=97 Points


Target 200 points in 15-20 days
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