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Asset Trading Strategy Analysis

The document outlines 4 assets and their profit/loss levels at different spot prices for an underlying stock. It also lists strike prices and premiums for buying and selling calls and puts on asset 1 and 2. A step-by-step chart shows the profit/loss levels for each asset and their combined position.

Uploaded by

Himanshu Malik
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLSX, PDF, TXT or read online on Scribd
54 views5 pages

Asset Trading Strategy Analysis

The document outlines 4 assets and their profit/loss levels at different spot prices for an underlying stock. It also lists strike prices and premiums for buying and selling calls and puts on asset 1 and 2. A step-by-step chart shows the profit/loss levels for each asset and their combined position.

Uploaded by

Himanshu Malik
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

Type of Asset

Action

Asset 1

Buy

Sell

Action

Asset 2

Buy

NA

Sell

Call

Buy

Buy

Spot Price
6500
6550
6600
6650
6700
6750
6800
6850
6900
6950
7000
7050
7100
7150
7200
7250
7300
7350
7400
7450
7500
7550
7600
7650
7700
7750
7800

Asset 1
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-3041
-2541
-2041
-1541
-1041
-541
-41
459
959

Call

NA

Sell

Action

Asset 4

Put

Type of Asset

Action

Asset 3

Type of Asset

Call

NA

Put

Sell

Asset 2
8418.5
7918.5
7418.5
6918.5
6418.5
5918.5
5418.5
4918.5
4418.5
3918.5
3418.5
2918.5
2418.5
1918.5
1418.5
918.5
418.5
-81.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5

2
NA

Put

Type of Asset
Call

Profit
Asset 3
Asset 4
Combined
3026
-8421
-17.5
3026
-7921
-17.5
3026
-7421
-17.5
3026
-6921
-17.5
3026
-6421
-17.5
3026
-5921
-17.5
3026
-5421
-17.5
3026
-4921
-17.5
3026
-4421
-17.5
3026
-3921
-17.5
3026
-3421
-17.5
3026
-2921
-17.5
3026
-2421
-17.5
3026
-1921
-17.5
3026
-1421
-17.5
3026
-921
-17.5
3026
-421
-17.5
3026
79
-17.5
3026
579
-17.5
2526
579
-17.5
2026
579
-17.5
1526
579
-17.5
1026
579
-17.5
526
579
-17.5
26
579
-17.5
-474
579
-17.5
-974
579
-17.5

Put

10000
8000
6000

4000
2000
0
6000
-2000

-4000
-6000

-8000
-10000

7850
7900
7950
8000
8050
8100
8150
8200
8250
8300
8350

1459
1959
2459
2959
3459
3959
4459
4959
5459
5959
6459

-581.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5
-581.5

-1474
-1974
-2474
-2974
-3474
-3974
-4474
-4974
-5474
-5974
-6474

579
579
579
579
579
579
579
579
579
579
579

-17.5
-17.5
-17.5
-17.5
-17.5
-17.5
-17.5
-17.5
-17.5
-17.5
-17.5

Strike Price

Premium

no. of Lots

Lot Size

Asset 1
Buy Call

7400

304.1

10

Stock

Asset 2
Buy Put

7400

58.15

10

Stock

Asset 3
Sell Call

7400

302.6

10

Asset 4
Sell Put

7400

57.9

10

Stock

2
Stock

10000
8000
6000

4000

Asset 1

2000
0
6000
-2000

-4000
-6000

-8000
-10000

Asset 2
Asset 3
6500

7000

7500

8000

8500

Asset 4
Combined

Step

50

Strike Price
7000
7050
7100
7150
7200
7250
7300
7350
7400
7450
7500
7550
7600
7650
7700
7750
7800
7850
7900

Sell Call/Bid
645.55
568.95
552.8
478
465.15
242
380.7
330.85
302.6
254.8
232.6
198
171.9
144.35
121.35
99.5
80.55
64.1
50.3

Premiums
Buy Call/Ask Sell Put/Bid Buy Put/Ask
649.55
8.55
8.7
622.15
10.3
11.05
558.3
14
14.1
530.45
17.25
18.7
469.65
23.15
23.3
542.95
29
30
382.55
37.5
37.75
350.8
46.05
47.2
304.1
57.9
58.15
274.7
70.55
71.45
233
86.3
86.6
204.2
103.35
104.95
172.5
124.05
124.45
145.9
144.8
147.55
121.5
171
171.4
100
196.6
199.75
80.9
228.3
228.8
65
253.15
267.45
50.45
295.25
297.85

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