Thursday, June 9, 2011

Update on Nf Option Hedging Strategy

Shorted 5400 Ce @ 210 - 169= 41


Shorted 5700 Pe @ 170 - 200= -30


Short Nf @ 5550- 5529= 21


Total MTM 41-30+21= 59 points


Target 200 points uptill expiry

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1 comment:

  1. ANIRUDDHAJune 10, 2011 at 8:15 PM

    Dear musti1780,

    Thank you for the strategy,. I have entered the strategy.MTM looks like a mistake.
    41-30=11+21=32.
    Thanks again

    ReplyDelete

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