Tuesday, July 5, 2011

Nifty Option Hedging Strategy

Shorted 5800 Pe @ 169-173= -4

Shorted 5500 Ce @ 221-201= 20

Total MTM- 20-4 = 16 points

1 comment:

  1. 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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