Monday, July 4, 2011

Nifty Option Hedging Strategy

Short 5800 Pe in the range 180-220

Short  5500 Ce in the range 180-220.

Short both Options when Nifty Future trading in the range 5660-5690 only.

Hedge them with Nifty Future.

Buy above 5700 & short below 5650.
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2 comments:

  1. INDITRADERJuly 4, 2011 at 9:21 AM

    Shorted 5800 Pe @ 169
    Shorted 5500 Ce @ 221

    Total MTM receive 390

    Targets 200 points till expiry

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  2. AnonymousJuly 4, 2011 at 9:19 PM

    Hi sir iam new to blog,i have one doubt in this hedging stratergy.For example i am sorting two options 5800pe & 5500ce total its coming around 390 .now i want to sort or buy nifty fututre around your levels.okay lets assume i am sorting nffuture below 5650 what will be my sl for that or if i buy 5700 nffuture what will be sl sir.

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