Options Enabler Ver 2.10

7/30/2019 Options Enabler Ver 2.10

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of the information and shall have no liability to you or your representative(s) resulting fr

carries on proprietary trading.

StrategiView Demo


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other use is prohibited. The

be reliable. Sharekhan is not in any

fitability of theproduct/scrip

on their specific investment

cessary. This information is given inas to the accuracy or completeness

om use of this information.Sharekhan

ies


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25000

*** Margin Assumption per lot can be changed by user

Bullish

Portfolio

Protection

Bearish

Margin Assumption (Rs.) per lot

Straddle

Butterfly


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Refresh Data


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Type Bullish

Bullishness timeframe * Dec

Bullish from * 5800

Bullish Upto * 6000

Price 5800-Dec-CE 154.5

Price 6000-Dec-CE 47.5

Qty to be bought(lots) * 1

Ratio (In case of Ratio spread) * 2

Qty to be bought 5800-Dec-CE 50

Qty to be Sold 6000-Dec-CE 100

* Compulsory Input field

View - Bullish

ResultHome


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NIFTY Buy CE NIFTY Buy CE

Month Dec Month Dec

Strike 5800 Strike 5800

Quantity 50 Quantity 50

Price 154.5 Price 154.5Value 7725 Value 7725

Outflow (Rs.) 7725 Outflow (Rs.)

Inv/Margin *** 7725 Inv/Margin ***

Max Profit (Rs.) Unlimited Max Profit (Rs.)

Max Loss (Rs.) 7725 Max Loss (Rs.)

Breakeven Point 5955 Max Profit Level

Return:Risk - Breakeven Point

Return:Risk

BACK HOME Nifty Level

6000

*** Inv/Margin has been assumed & can be changed

Entry Rules

Nifty - CMP 5869.95 Nifty - CMP 5869.95

Nifty (+/-) Change points 0 Nifty (+/-) Change points 100

Days Expired 0 Days Expired 2

Sensitivity Date 5/13/2013 Sensitivity Date 5/15/2013

Current Call Ivs 14.8800 Current Call Ivs Dec-5800 14.8800

Volatility (+/-) 0 Current Call Ivs Dec-6000 13.9900

Price : Dec-5800-CE #VALUE! Volatility Change (+/-) 0

Portfolio P&L #VALUE! Price : Dec-5800-CE #VALUE!

Price : Dec-6000-CE #VALUE!

Portfolio P&L #VALUE!

Scenario Analysis Expiry

at

53

59

60

0.

Option 1 : Buy Option Option 2 : Bull Spread

53

303

46

Portfolio Sensitivity Portfolio Sensitivity

15000

20000

25000

30000

2000.00

4000.00

6000.00


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-10000

-5000

0

5000

10000

5300

5400

5500

5600

5700

5800

5900

6000

6100

6200

6300

6400

6500

P&L on Expiry P&L Sensitivity -6000.00

-4000.00

-2000.00

0.00

5200

5300

5400

5500

5600

5700

5800

5900

6000

6100

6200

6300

6400

6500

P&L on Expiry P&L Sen


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Sell CE NIFTY Buy CE Sell CE

Dec Month Dec Dec

6000 Strike 5800 6000

-50 Quantity 50 -100

47.5 Price 154.5 47.5-2375 Value 7725 -4750

Outflow (Rs.)

Inv/Margin ***

Max Profit (Rs.)

Breakeven Point

Max Profit Level

Loss will start above

Return:Risk

P&L(Rs.) Nifty Level P&L

4650.00 6000.0 7025.00

In Above Case level 6000

Exit Rules

Nifty - CMP 5869.95

Nifty (+/-) Change points 0

Days Expired 0

Sensitivity Date 5/13/2013

Current Call Ivs Dec-5800 14.8800

Current Call Ivs Dec-6000 13.9900

Volatility Change (+/-) 0





at

0

7

5860

Note: Exit ratio strategy once you reach the strike

where you sold extra.

0

6141

2.4

6000

9

Option 3 : Bull Ratio Spread

0 2975

7025

50 52975

0

Portfolio Sensitivity

-10000.00

-5000.00

0.00

5000.00

10000.00

5400

5500

5600

5700

5800

5900

6000

6100

6200

6300

6400

6500

6600

6700

6800

6900


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itivity -45000.00

-40000.00

-35000.00

-30000.00

-25000.00

-20000.00

-15000.00

P&L on Expiry P&L Sensitivity


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Type BearishBearish timeframe * Jan

Bearish from * 5600

Bearish Upto * 5300

Price 5600-Jan-PE 29.30

Price 5300-Jan-PE 9.05


Ratio (In case of Ratio spread) * 2

Qty to be bought 5600-Jan-PE 50

Qty to be Sold 5300-Jan-PE 100


View - BEARISH

Home


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NIFTY Buy PE NIFTY Buy PE

Month Jan Month Jan




outflow (Rs.) 1465 outflow (Rs.)






Return:Risk

BACK HOME Nifty Level5600

Entry Rules

Nifty Spot - CMP 5869.95 Nifty Spot - CMP 5869.95

Nifty (+/-) points Change 0 Nifty (+/-) points Change 100



Current Put IVs Jan-5600 15.6100 Current Put IVs Jan-5600 15.6100

Volatility Change(+/-) 0 Current Put IVs Jan-5300 18.0900

Price : Jan-5600-PE #VALUE! Volatility Change(+/-) 0

Portfolio P&L #VALUE! Price : Jan-5600-PE #VALUE!

Price : Jan-5300-PE #VALUE!Portfolio P&L #VALUE!


at

13

10

55

53

13

26

Option 1 : Buy Option Option 2 : Bear Spread

10


30000

35000

40000

12000.00

14000.00

16000.00


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-5000

0

5000

10000

15000

20000

25000

4900

5000

5100

5200

5300

5400

5500

5600

5700

5800

5900

6000

6100

6200

6300


-2000.00

0.00

2000.00

4000.00

6000.00

8000.00

10000.00

47

00

48

00

49

00

50

00

51

00

52

00

53

00

54

00

55

00

56

00

P&L on Expiry P&L S


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Sell PE NIFTY Buy PE Sell PE

Jan Month Jan Jan

5300 Strike 5600 5300

-50 Quantity 50 -100

9.05 Price 29.3 9.05-453 Value 1465 -905

outflow (Rs.)

Inv/Margin ***

Max Profit (Rs.)

Breakeven Point

Max Profit Level

Loss will Start below

Return:Risk

P&L(Rs.) Nifty Level P&L(Rs.)

-1012.50 5200 9440.00


Exit Rules

Nifty Spot - CMP 5869.95

Nifty (+/-) points Change 0

Days Expired 0


Current Put IVs Jan-5600 15.6100

Current Put IVs Jan-5300 18.0900

Volatility Change(+/-) 0

Price : Jan-5600-PE #VALUE!

Price : Jan-5300-PE #VALUE!Portfolio P&L #VALUE!


at

25.8.8

Note: Exit ratio strategy once you reach the strike where

you sold extra.

13

501180

5589

530000

88 14440

5056013

Option 3 : Bear Ratio Spread

13 560


10000.00

20000.00


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57

00

58

00

59

00

60

00

61

00

nsitivity -40000.00

-30000.00

-20000.00

-10000.00

0.00

4300

4400

4500

4600

4700

4800

4900

5000

5100

5200

5300

5400

5500

5600

5700



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Type

NIFTY Spot

Protection timeframe *

Portfolio Value (Rs) *

Portfolio Description *

Assumed Beta

Protection from *

Protection Upto *

Price 5700-Dec-PE

Price 5400-Dec-PE

Qty to be bought(lots)

Ratio (In case of Ratio spread) *Qty to be bought 5700-Dec-PE

Qty to be sold 5400-Dec-PE


Home

View - Portf


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Portfolio Protection

5869.95

Dec

1000000

Midcap

1.4

5700

5400

21.3

4.45

5

2250

500

Result

lio Protection


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NIFTY Buy PE NIFTY Buy PE

Month Dec Month Dec




Outflow (Rs.) 5325 Outflow (Rs.)






Return:Risk

BACK HOME Protection Cost(%)

Nifty Level

5399

*** Inv/Margin has been assumed & can be changed

Nifty Spot - CMP 5869.95 Nifty Spot - CMP 5869.95

Nifty (+/-) Change points 0 Nifty (+/-) Change points 100



Current Put Ivs Dec-5700 15.1800 Current Put Ivs Dec-5700 15.1800

Volatility Change (+/-) 0 Current Put Ivs Dec-5400 20.0100

Price : Dec-5700-PE #VALUE! Volatility Change (+/-) 0

Portfolio P&L #VALUE! Price : Dec-5700-PE #VALUE!

Price : Dec-5400-PE #VALUE!


Option 1 : Buy Option Option 2 : Bear Spread

421

Scenario Analysis

Expiry at

707

16.

54

421


0.

129

56

100000

150000

200000

40000.00

50000.00

60000.00

70000.00

80000.00


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-50000

0

50000

5000

5100

5200

5300

5400

5500

5600

5700

5800

5900

6000

6100

6200

6300

6400

P&L on Expiry P&L Sensitivity-10000.00

0.00

10000.00

20000.00

.

4800

4900

5000

5100

5200

5300

5400

5500

5600

5700

5800

5900

6000

6100

6200

P&L on Expiry P&L Sensit


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Sell PE NIFTY Buy PE Sell PE

Dec Month Dec Dec

5400 Strike 5700 5400

-250 Quantity 250 -500

4.45 Price 21.3 4.45-1113 Value 5325 -2225

Outflow (Rs.)

Inv/Margin ***

Max Profit (Rs.)

Breakeven point

Max Profit Level

Loss will Start below

Return:Risk

Protection Cost(%)

P&L(Rs.) Nifty Level P&L(Rs.)

70787.50 5661 6650.00




Days Expired 0


Current Put Ivs Dec-5700 15.1800

Current Put Ivs Dec-5400 20.0100


Option Price : Dec-5700-PE #VALUE!

Option Price : Dec-5400-PE #VALUE!


Option 3 : Bear Ratio Spread

3 3100

Scenario Analysis Expiry at

88 71900

0.3

8

5112

0

3 5688


5400

4

13 253100

Note: Exit ratio strategy once you reach the strike where

you sold extra.

3

23.2

-50000.00

0.00

50000.00

100000.00

4400

4500

4600

4700

4800

4900

5000

5100

5200

5300

5400

5500

5600

5700

5800

5900

6000

6100

6200


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ivity

-200000.00

-150000.00

-100000.00



23/34


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Type * CE

Bullish Butterfly Timeframe * Dec

Middle Strike * 5800

Degree of movement * 100

Qty to be bought(lots)Dec-5700-CE* 1

Buy Dec-CE Strike 5700

Sell Dec-CE Strike 5800

Buy Dec-CE Strike 5900

Price Dec-5700-CE 233

Price Dec-5800-CE 154.5Price Dec-5900-CE 90.9

Qty to be bought Dec-5700-CE 50

Qty to be Sold Dec-5800-CE -100

Qty to be Bought Dec-5900-CE 50

Butterfly Cost 14.9

* Compulsory Input Field

Butterfly

ResultHome


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NIFTY Buy CE SELL CE

Month Dec Dec

Strike 5700 5800

Quantity 50 -100

Price 233 154.5

Value 11650 -15450

Outflow (Rs.)

Inv/Margin ***

Max Profit (Rs.)

Max Profit Level

Breakeven - I **

Breakeven - II **

Risk/Reward

Entry Rules

BACK



Days Expired 02


Current 5700-CE IVs 15.78




Price -5700-Dec-CE #VALUE!




5715

** Profit will be made if market remain in the range between Br


at5700.0


-74

5.7

5800

5885

4255

Bull Butterfly BUY

745

50745

-1000.0

0.0

1000.0

2000.0

3000.0

4000.0

5000.0

5100

5200


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Buy CE

Dec

5900

50

90.9

4545

Exit Rules

HOME

akeven I & II

5.0

5300

5400

5500

5600

5700

5800

5900

6000

6100

6200

6300

6400

6500

P&L on Expiry P&L (Sensitivity)


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Month * Feb

Action * Sell

Strike * 5700


Price 5700-Feb-CE 316.15

Price 5700-Feb-PE 63.75

Quantity 5700-Feb-CE -50

Quantity 5700-Feb-PE -50

Total Straddle Inflow 379.9


Straddle

ResultHome


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NIFTY SELL CE

Month Feb

Strike 5700

Quantity -50

Price 316.15

Value -15807.5

Inflow(Rs.)

Inv/Margin ***

Max Profit (Rs.)

Max Loss (Rs.)

Loss will start above

Loss will start below

Max Profit Level

Max Loss Level

Entry Rules

BACK HOME



Days Expired 20


Current Call Ivs Feb-5700 8.3700

Current Put Ivs Feb-5700 16


Option Price : Feb-5700-CE #VALUE!

Option Price : Feb-5700-PE #VALUE!


608

532

Unlimi

570

Option Straddle SELL

1899

6899

1899


Unlimi

Scenario Analysis Expiry at 5664


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SELL PE

Feb

5700

-50

63.75

-3188

Exit Rules

ted

5

5

5

17195

ted

-20000

-15000

-10000

-5000

0

5000

10000

15000

20000

25000

5000

5100

5200

5300

5400

5500

5600

5700

5800

5900

6000

6100

6200

6300

6400

P&L on Expiry P&L (Sensitivity)


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Bullish

When?View is extremely +ve and dont want to limit

the upside participation.

Keep in MindTheta Decay will be high, if view doesnt go

right within the desired time frame, timely

EXIT is critical.

When?View is Bullish & wants to reduce some

component of the initial outflow.

Keep in Mind

Upside Potnetial is Limited (till the Upper

Strike). Participation would be relatively less,

If there is fast movement in the Underlying.

When?View is Bullish with Limited movement in the

Underlying.

Keep in Mind

If the movement in the underlying is fast

towards the Upper Strike, the profit potential

will reduce and EXIT around the Upper Strike is

critical to avoid big losses.

When?

"CE Butterfly" View is +ve upto certain

level(Middle Strike) and you want to have

limited outflow(Low risk). Ideal to do when IVS

are high.

Keep in Mind

If there is extreme movement in the

underlying in shorter span of time, results will

vary. The strike to be written /sold, (Middle

Strike) should be the target of underlying or

Exit point. E.g. If NIFTY spot is 5700 and view

is 5900, then butterly will be Buy 5700CE

1Lot, Sell 5900CE 2 Lots and buy 6100CE lot.

Buy Straddle

When?

When the view is of extreme movement on

either side. It can be on account of an event (

RBI Policy, FED policy, Result Season etc).

Ideally should be avoided in sideways market

Keep in Mind

The strategy has unlimited upside potential.

However, if there is no movement after

entering into the trade, then theta decay will

be high & will work against the buyer .

Straddle

Entry / Exit Rul

Naked option

Spreads

Ratio

Butterfly


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For Disclaimer : Read Main she


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Bearish

View is extremely -ve and dont want to limit

the downside participation. Bullish Bearish

Theta Decay will be high, if view doesnt go

right within the desired time frame, timely

EXIT is critical. Butterfly Straddle

View is Bearish & wants to reduce some

component of the initial outflow.

Downside Potnetial is Limited (till the Lower

Strike). Participation would be relatively less,

If there is fast movement in the Unerderlying.

View is Bearish with Limited movement in

the Underlying.

If the movement in the underlying is fast

towards the Lower Strike, the profit potential

will reduce and EXIT around the Lower Strike

is critical to avoid big losses.

"PE Butterfly" View is -ve upto certain

level(Middle strike) and want to have limited

outflow(low Risk).Ideal to do when IVS are

high.

If there is extreme movement in the

underlying in shorter span of time, results

will vary. The strike to be sold (Middle Strike)

should be the target of underlying or Exit

point. E.g. If NIFTY spot is 5700 and view is

5500, then butterly will be Buy 5700PE 1Lot,

Sell 5300PE 2 Lots and buy 5100PE 1 lot.

Sell Straddle

When the view is sideways or rangebound

movement.

The strategy has unlimited Risk potential with

limited profits (Equivalent to Inflow). Ideally

should be done when IV's are high

MAIN PAGEs


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et

Options Enabler Ver 2.10

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