Monday, March 21, 2011

Update on Nf option Hedging Strategy

Sold Nf march 5300 Ce @ 280 - 151= 129


Sold Nf march 5600 Pe @ 210 - 233= -23


Sold Nf @ 5450- 5385= 65


Total Mtm - 129-23+65 = 171 points.


Target 200 points in 15-20 trading days

1 comment:

  1. whant to know the fund required for playing this strategies with one lot. is fund required for 2 lot is 2 times one lot(fund rquired).

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