Short Strangle - StockMock
Topics covered
Short Strangle - StockMock
Topics covered
+91 9149178214
POSITIONS
h o t
w it
h a r e
300t s
o o
✓ 1 Lot SELL ATM+200 CALL + Target Profit Spot pt Re-Entry 1 N BN WEEKLY
n
ly. D
e o n
Range Breakout lu s ✓ Same Day Next Day (BTST/STBT)
Entry Time: o n a Exit Time:
09:20
p e rs 14:20
s for
k . i ni
oc
Target Profit:
t o c km Stop Loss:
F b ys
s P D
Thi
Protect The Profits:
Banknifty data available from Sun Jan 01 2017, and Nifty data available from Fri Feb 15 2019.
Nifty lot size is considered 75 uptil Thu Jul 22 2021 and 50 after Thu Jul 22 2021. Banknifty lot size is considered 25.
* Please Note that real results may vary from backtest results you see here. Do enough research before doing live trades.
* StockMock has stopped considering 9:15 candle data for practical results.
* Inbuilt Slippages are now included for options strategies in every backtest.
RESULT
her s.
h o t
Slippages % 0
w it
h a r e
t s
o no
(0.5% Slippages are already included for options strategies)
ly. D
Vix 1 99
e o n
lu s
o n a
p e rs
s for
Group By Expiry
k . i ni Mon Tue Wed Thu Fri Sat
o c
t o c km
F b ys ✓ Hide NA Rows
s P D
Thi
Overall Profit Avg Expiry Profit Avg Day Profit Max Profit Max Loss
Total Expiries Win% (Days) Loss% (Days) Avg Profit On Win Days Avg Loss On Loss Days
w it ho
636 Days 130 Days 7 Days h a r e 1 Days
o n ot s
Jan Feb Mar Apr May Jun
on
Jul Aug
ly. D
Sep Oct Nov Dec Total MDD
s e
n a lu
Monthly Breakup
y s toc
2018 2319 2594 2827
D F b 1733 -99 2837 4933 3941 -2773 8348 685 4805 32150 -7500
This P
2019 3817 3091 -6945 5700 1535 4158 7802 -2422 2503 7679 14350 1172 42440 -10879
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 5 JAN 2017, Net Profit: 773, Average Day Profit: 193
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
164.30
3 Jan 2017 33.15 783.50 0.00 -565.00 0.00
✓ 218 391/-746 16.29 - 15.93 - (
True
(Tue) ( 0.18%) ( 52.64-21.3=-31.34) 17700PE ( 0-0=0.00) 17700PE ( 48.8-71.4=22.60) 18100CE ( 0-0=0.00) 18100CE
17882.80-18047.10)
-122.40 -552.25
4 Jan 2017 1.85 0.00 427.25 0.00
✓ -125 259/-413 15.92 - 15.99 - ( ( 38.76-60.85=22.09)
True
(Wed) ( 0.01%) ( 0-0=0.00) 17900PE ( 22.09-5=-17.09) 18300CE ( 0-0=0.00) 18300CE
18070.10-17947.70) 17900PE
Expiry: 12 JAN 2017, Net Profit: -1137, Average Day Profit: -227
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
124.45 974.00
✓
6 Jan 2017
168 287/-103
52.5 14.88 - Day Open >
c k . i ( ( 86.71-47.75=-38.96)
0.00 -805.25 0.00
True
(Fri) ( 0.29%) 14.81 PDH ( 0-0=0.00) 18000PE ( 51.14-83.35=32.21) 18400CE ( 0-0=0.00) 18400CE
km o 18172.45-18296.90) 18000PE
t o c
F bys 56.45 757.25
✓
9 Jan 2017
607 628/-9
s P D50.25 15.37 -
- ( ( 72.49-42.2=-30.29)
0.00 -149.50 0.00
Thi
True
(Mon) ( 0.28%) 15.34 ( 0-0=0.00) 18100PE ( 35.57-41.55=5.98) 18500CE ( 0-0=0.00) 18500CE
18269.70-18326.15) 18100PE
-24.70
10 Jan 2017 64.8 15.26 - 38.75 0.00 295.50 0.00
✓ 334 389/-326 - (
True
(Tue) ( 0.35%) 15.22 ( 39.6-38.05=-1.55) 18200PE ( 0-0=0.00) 18200PE ( 26.82-15=-11.82) 18600CE ( 0-0=0.00) 18600CE
18395.90-18371.20)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 19 JAN 2017, Net Profit: 691, Average Day Profit: 138
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-42.85 528.00
13 Jan 2017 75.75 14.36 - 35.25 0.00 0.00
✓ 563 611/-128 - ( ( 75.97-54.85=-21.12)
True
(Fri) ( 0.4%) 14.45 ( 67.11-65.7=-1.41) 18700PE ( 0-0=0.00) 18700PE ( 0-0=0.00) 19100CE
s.
18928.40-18885.55) 19100CE
o t her
wit h
✓
16 Jan 2017
-736 102/-970
-12.4 14.75 -
-
203.50
(
935.00
( 60.05-22.65=-37.40)
0.00
h a r e -1671.25 0.00
True
(Mon) ( -0.07%) 15.01
18889.35-19092.85) 18700PE
( 0-0=0.00) 18700PE
t s ( 49.4-116.25=66.85) 19100CE ( 0-0=0.00) 19100CE
D o no
-102.70 o n ly. 376.00
e
l us
17 Jan 2017 31.7 -294.75 0.00 0.00
✓ 81 247/-691 14.9 - 15.55 - ( ( 30.99-15.95=-15.04)
True
(Tue) ( 0.17%) ( 57.21-69=11.79) 19000PE ( 0-0=0.00) 19000PE ( 0-0=0.00) 19400CE
19159.25-19056.55)
o n a 19400CE
pe r s
fo r
n i s -10.55
ck.i
18 Jan 2017 7.8 15.09 - 243.50 0.00 304.75 0.00
✓ 548 579/-129 - (
True
(Wed) ( 0.04%) 15.31 ( 32.24-22.5=-9.74) 19000PE ( 0-0=0.00) 19000PE ( 21.54-9.35=-12.19) 19400CE ( 0-0=0.00) 19400CE
km o 19160.80-19150.25)
t o c
F bys 23.40
✓
19 Jan 2017
235 236/-80
s P D
0.85 14.94 -
- (
90.75 0.00 144.25 0.00
Thi
True
(Thu) ( 0%) 14.95 ( 3.98-0.35=-3.63) 18900PE ( 0-0=0.00) 18900PE ( 6.17-0.4=-5.77) 19300CE ( 0-0=0.00) 19300CE
19098.10-19121.50)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 25 JAN 2017, Net Profit: 1455, Average Day Profit: 363
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
-185.55 1182.25
20 Jan 2017 -127.65 15.12 - -1436.25 0.00 0.00
✓ -253 476/-404 Day Open < PDL ( ( 80.59-33.3=-47.29)
True
(Fri) ( -0.67%) 15.76 ( 49-106.45=57.45) 18800PE ( 0-0=0.00) 18800PE ( 0-0=0.00) 19200CE
19040.95-18855.40) 19200CE
12.05 317.25
24 Jan 2017 88.3 15.89 - 164.00 0.00 0.00
✓ 481 497/-5 Day Open > PDH ( ( 22.14-9.45=-12.69)
True
(Tue) ( 0.47%) 15.42 ( 17.91-11.35=-6.56) 18800PE ( 0-0=0.00) 18800PE ( 0-0=0.00) 19200CE
18986.50-18998.55) 19200CE
132.90
25 Jan 2017 96.55 15.16 - 115.50 0.00 33.50 0.00
✓ 149 152/-51 Day Open > PDH (
True
(Wed) ( 0.51%) 14.87 ( 4.97-0.35=-4.62) 19000PE ( 0-0=0.00) 19000PE ( 2.09-0.75=-1.34) 19400CE ( 0-0=0.00) 19400CE
19158.50-19291.40)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 2 FEB 2017, Net Profit: 768, Average Day Profit: 153 h o t
w it
h a r e
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200
t s
o no
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE
ly. D
183.25 1050.00
e o n
us
27 Jan 2017 115.2 15.54 - Day Open > 0.00 -2349.50 0.00
✓ -1299 217/-1519 ( ( 149.5-107.5=-42.00)
l
True
(Fri) ( 0.59%) 16.07 PDH ( 0-0=0.00) 19400PE ( 154.22-248.2=93.98) 19800CE ( 0-0=0.00) 19800CE
19585.45-19768.70)
o n a19400PE
p e rs
s for
ni
-60.00 -637.50
✓
30 Jan 2017
-442 0/-762
10.5
16.51 - 16.6 -
c k . i ( ( 160.1-185.6=25.50)
0.00 195.00 0.00
True
(Mon) ( 0.05%) ( 0-0=0.00) 19500PE ( 159.35-151.55=-7.80) 19900CE ( 0-0=0.00) 19900CE
km o 19676.15-19616.15) 19500PE
t o c
F bys -20.45 102.75
✓
31 Jan 2017
503 677/-368
s P D-52.05
16.28 - 16.9
Day Open <
( ( 157.21-153.1=-4.11)
0.00 401.00 0.00
Thi
True
(Tue) ( -0.27%) PDL ( 0-0=0.00) 19400PE ( 160.19-144.15=-16.04) 19800CE ( 0-0=0.00) 19800CE
19568.80-19548.35) 19400PE
-821.00
359.90 3447.00 -957.50
1 Feb 2017 7.25 16.62 - 0.00 ( 13:14)
✓ 1668 3563/-1077 - ( ( 143.83-5.95=-137.88) ( 128.65-166.95=38.30) 19800CE
True
(Wed) ( 0.04%) 13.94 ( 0-0=0.00) 19400PE ( 124.52-157.36=32.84) 19800CE
19571.80-19931.70) 19400PE 13:06
13:29
111.85
2 Feb 2017 33.35 13.66 - Day Open > 172.75 0.00 165.50 0.00
✓ 338 505/-79 (
True
(Thu) ( 0.17%) 13.66 PDH ( 7.16-0.25=-6.91) 19800PE ( 0-0=0.00) 19800PE ( 16.82-10.2=-6.62) 20200CE ( 0-0=0.00) 20200CE
20024.60-20136.45)
Expiry: 9 FEB 2017, Net Profit: -2994, Average Day Profit: -598
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
123.20 -907.00
3 Feb 2017 -8.4 13.44 - 1205.50 0.00 0.00
✓ 298 400/-43 - ( ( 96.22-132.5=36.28)
True
(Fri) ( -0.04%) 13.16 ( 116.02-67.8=-48.22) 19900PE ( 0-0=0.00) 19900PE ( 0-0=0.00) 20300CE
20066.10-20189.30) 20300CE
25.20
6 Feb 2017 110.35 13.04 - Day Open > 86.50 0.00 -409.50 0.00
✓ -323 0/-522 (
True
(Mon) ( 0.55%) 13.38 PDH ( 87.96-84.5=-3.46) 20200PE ( 0-0=0.00) 20200PE ( 75.62-92=16.38) 20600CE ( 0-0=0.00) 20600CE
20380.30-20405.50)
her s.
7 Feb 2017 -4.3 13.15 -
66.75
502.00 0.00
h o t -274.75 0.00
wit
✓ 227 317/-72 - (
True
(Tue) ( -0.02%) 13.66 ( 73.43-53.35=-20.08) 20100PE ( 0-0=0.00) 20100PE ( 87.71-98.7=10.99) 20500CE ( 0-0=0.00) 20500CE
20322.50-20389.25)
h a re
no ts
o
ly. D
-44.15 267.50
8 Feb 2017 8 13.32 - -253.50 0.00 0.00
✓ 13 266/-131 - ( ( 80.05-69.35=-10.70)
e on
True
(Wed) ( 0.04%) 13.65 ( 57.01-67.15=10.14) 20100PE ( 0-0=0.00) 20100PE ( 0-0=0.00) 20500CE
20322.05-20277.90) 20500CE
lu s
o n a
p
-278.70 e rs -3377.00
for
9 Feb 2017 67.25 12.67 - 0.00 168.00 0.00
✓ -3209 105/-3229 - ( ( 7.41-142.49=135.08) 20200PE
True
(Thu) ( 0.33%) 13.38 ( 0-0=0.00) 20200PE ( 6.87-0.15=-6.72) 20600CE ( 0-0=0.00) 20600CE
i ni s
20380.30-20101.60) 10:32
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 16 FEB 2017, Net Profit: 2189, Average Day Profit: 437
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
-5.50
10 Feb 2017 74.6 12.95 - 173.50 0.00 360.25 0.00
✓ 533 544/-278 - (
True
(Fri) ( 0.37%) 13.16 ( 62.64-55.7=-6.94) 20000PE ( 0-0=0.00) 20000PE ( 97.41-83=-14.41) 20400CE ( 0-0=0.00) 20400CE
20242.55-20237.05)
-20.55
13 Feb 2017 59.75 13.45 - 173.50 0.00 551.75 0.00
✓ 725 782/-326 - (
True
(Mon) ( 0.3%) 13.57 ( 72.64-65.7=-6.94) 20100PE ( 0-0=0.00) 20100PE ( 56.07-34=-22.07) 20500CE ( 0-0=0.00) 20500CE
20259.90-20239.35)
-99.80 462.50
15 Feb 2017 24 13.56 - -289.75 0.00 0.00
✓ 172 331/-1001 - ( ( 29.35-10.85=-18.50)
True
(Wed) ( 0.12%) 14.31 ( 28.41-40=11.59) 20100PE ( 0-0=0.00) 20100PE ( 0-0=0.00) 20500CE
20310.20-20210.40) 20500CE
102.95 357.00
16 Feb 2017 79.55 13.76 - 0.00 86.75 0.00
✓ 443 449/-380 - ( ( 14.73-0.45=-14.28)
True
(Thu) ( 0.39%) 13.74 ( 0-0=0.00) 20000PE ( 5.62-2.15=-3.47) 20400CE ( 0-0=0.00) 20400CE
20178.05-20281.00) 20000PE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 23 FEB 2017, Net Profit: 1362, Average Day Profit: 340 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
.D o
91.10 586.75 o n l y
✓
20 Feb 2017
284 359/-18
-56.5 13.52 -
- (
us
( 56.12-32.65=-23.47) e 0.00 -302.00 0.00
l
True
(Mon) ( -0.27%) 13.69 ( 0-0=0.00) 20300PE ( 65.32-77.4=12.08) 20700CE ( 0-0=0.00) 20700CE
20518.95-20610.05)
o n a 20300PE
p e rs
s for
ni
82.90 658.25
✓
21 Feb 2017
520 557/-105
18.8 13.67 -
-
c k . i ( ( 54.58-28.25=-26.33)
0.00 -138.25 0.00
True
(Tue) ( 0.09%) 13.65 ( 0-0=0.00) 20500PE ( 26.17-31.7=5.53) 20900CE ( 0-0=0.00) 20900CE
km o 20656.35-20739.25) 20500PE
t o c
F bys -10.30
✓
22 Feb 2017
187 249/-123
s P D76.65
13.61 - 13.7 Day Open > PDH (
45.75 0.00 141.25 0.00
Thi
True
(Wed) ( 0.37%) ( 33.28-31.45=-1.83) 20700PE ( 0-0=0.00) 20700PE ( 19.4-13.75=-5.65) 21100CE ( 0-0=0.00) 21100CE
20872.65-20862.35)
50.90
23 Feb 2017 19.2 13.38 - 266.00 0.00 105.25 0.00
✓ 371 385/-116 - (
True
(Thu) ( 0.09%) 13.36 ( 12.69-2.05=-10.64) 20700PE ( 0-0=0.00) 20700PE ( 7.81-3.6=-4.21) 21100CE ( 0-0=0.00) 21100CE
20890.70-20941.60)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 2 MAR 2017, Net Profit: 604, Average Day Profit: 151
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
18.00 367.00
28 Feb 2017 19.8 0.00 12.50 0.00
✓ 379 427/-70 13.63 - 13.8 - ( ( 42.78-28.1=-14.68)
True
(Tue) ( 0.1%) ( 0-0=0.00) 20400PE ( 50.6-50.1=-0.50) 20800CE ( 0-0=0.00) 20800CE
20609.20-20627.20) 20400PE
64.30 475.50
1 Mar 2017 91.65 0.00 -374.75 0.00
✓ 100 261/-652 13.6 - 13.51 Day Open > PDH ( ( 25.17-6.15=-19.02)
True
(Wed) ( 0.44%) ( 0-0=0.00) 20500PE ( 26.86-41.85=14.99) 20900CE ( 0-0=0.00) 20900CE
20709.45-20773.75) 20500PE
Expiry: 9 MAR 2017, Net Profit: 1836, Average Day Profit: 367
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE CE
p e rs
s for
ni
28.60 618.25
✓
3 Mar 2017
564 654/-18
12.8 13.37 -
-
c k . i ( ( 84.58-59.85=-24.73)
0.00 -53.50 0.00
True
(Fri) ( 0.06%) 13.42 ( 0-0=0.00) 20300PE ( 76.86-79=2.14) 20700CE ( 0-0=0.00) 20700CE
km o 20473.85-20502.45) 20300PE
t o c
F bys -0.25
✓
6 Mar 2017
217 222/-498
s P D53.35 13.34 -
- (
200.00 0.00 17.75 0.00
Thi
True
(Mon) ( 0.26%) 13.55 ( 50.3-42.3=-8.00) 20400PE ( 0-0=0.00) 20400PE ( 57.41-56.7=-0.71) 20800CE ( 0-0=0.00) 20800CE
20606.85-20606.60)
-42.85
7 Mar 2017 22.3 13.79 - 94.00 0.00 190.50 0.00
✓ 284 351/-19 - (
True
(Tue) ( 0.11%) 13.94 ( 47.11-43.35=-3.76) 20500PE ( 0-0=0.00) 20500PE ( 35.32-27.7=-7.62) 20900CE ( 0-0=0.00) 20900CE
20658.60-20615.75)
-14.15
8 Mar 2017 2.65 178.50 0.00 126.25 0.00
✓ 304 409/-549 14 - 14 - (
True
(Wed) ( 0.01%) ( 31.39-24.25=-7.14) 20500PE ( 0-0=0.00) 20500PE ( 20.85-15.8=-5.05) 20900CE ( 0-0=0.00) 20900CE
20660.70-20646.55)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 16 MAR 2017, Net Profit: 1110, Average Day Profit: 277
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-168.00 -1261.25
10 Mar 2017 104.55 13.95 - 0.00 1134.00 0.00
✓ -127 588/-194 Day Open > PDH ( ( 120.35-170.8=50.45)
True
(Fri) ( 0.5%) 13.87 ( 0-0=0.00) 20600PE ( 156.36-111=-45.36) 21000CE ( 0-0=0.00) 21000CE
s.
20839.50-20671.50) 20600PE
o t her
wit h
✓
14 Mar 2017
879 901/-52
462.3
12.2 - 12.34 Day Open > PDH
-8.90
(
254.00 0.00
h a r e 626.00
( 72.19-47.15=-25.04)
0.00
True
(Tue) ( 2.23%)
21138.85-21129.95)
( 47.86-37.7=-10.16) 20900PE ( 0-0=0.00) 20900PE
t s 21300CE
( 0-0=0.00) 21300CE
D o no
87.30 o n ly.
✓
15 Mar 2017
-63 144/-248
-13.3 12.19 -
- (
us
386.50
e 0.00 -449.50 0.00
l
True
(Wed) ( -0.06%) 12.27 ( 28.56-13.1=-15.46) 20900PE ( 0-0=0.00) 20900PE ( 25.62-43.6=17.98) 21300CE ( 0-0=0.00) 21300CE
21100.70-21188.00)
o n a
p e rs
s for
ni
7.40
✓
16 Mar 2017
421 419/0
79.6 11.82 -
Day Open > PDH
c k . i (
324.50 0.00 97.00 0.00
True
(Thu) ( 0.38%) 11.92 ( 13.93-0.95=-12.98) 21100PE ( 0-0=0.00) 21100PE ( 4.23-0.35=-3.88) 21500CE ( 0-0=0.00) 21500CE
km o 21252.40-21259.80)
t o c
F bys
Include Date Profit Max Profit/Loss
s P D BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Thi
Expiry: 23 MAR 2017, Net Profit: 1695, Average Day Profit: 339
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-8.85
20 Mar 2017 27.5 12.23 - 224.75 0.00 176.50 0.00
✓ 401 400/-64 - (
True
(Mon) ( 0.13%) 12.04 ( 32.19-23.2=-8.99) 20900PE ( 0-0=0.00) 20900PE ( 48.16-41.1=-7.06) 21300CE ( 0-0=0.00) 21300CE
21120.25-21111.40)
-4.05 284.25
22 Mar 2017 -203.65 11.89 - 0.00 96.00 0.00
✓ 380 409/-32 Day Open < PDL ( ( 25.27-13.9=-11.37)
True
(Wed) ( -0.97%) 12.08 ( 0-0=0.00) 20700PE ( 11.14-7.3=-3.84) 21100CE ( 0-0=0.00) 21100CE
20864.30-20860.25) 20700PE
-0.70
23 Mar 2017 67.4 12.15 - 52.25 0.00 84.50 0.00
✓ 136 135/-9 - (
True
(Thu) ( 0.32%) 12.01 ( 2.39-0.3=-2.09) 20600PE ( 0-0=0.00) 20600PE ( 3.98-0.6=-3.38) 21000CE ( 0-0=0.00) 21000CE
20840.20-20839.50)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 30 MAR 2017, Net Profit: -558, Average Day Profit: -111 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
.Do
204.60 745.25 o n l y
✓
24 Mar 2017
-1204 20/-1359
92.1
11.77 - 11.88 Day Open > PDH (
us
( 57.21-27.4=-29.81) e 0.00 -1949.25 0.00
l
True
(Fri) ( 0.44%) ( 0-0=0.00) 20800PE ( 44.03-122=77.97) 21200CE ( 0-0=0.00) 21200CE
20957.75-21162.35)
o n a 20800PE
p e rs
s for
ni
-28.90 24.25 197.50
✓
27 Mar 2017
221 295/-219
55.55
12.24 - 12.36 Day Open > PDH
c k . i ( ( 46.52-45.55=-0.97)
0.00
( 50.25-42.35=-7.90)
0.00
True
(Mon) ( 0.26%) ( 0-0=0.00) 20900PE ( 0-0=0.00) 21300CE
t o c
F bys 58.35 311.25
✓
28 Mar 2017
305 316/-84
s P D172.1
12.11 - 12.1 Day Open > PDH ( ( 39.6-27.15=-12.45)
0.00 -6.00 0.00
Thi
True
(Tue) ( 0.82%) ( 0-0=0.00) 21000PE ( 27.11-27.35=0.24) 21400CE ( 0-0=0.00) 21400CE
21164.40-21222.75) 21000PE
89.70 415.25
29 Mar 2017 66.05 0.00 -368.75 0.00
✓ 46 175/-299 12.06 - 12.07 Day Open > PDH ( ( 28.31-11.7=-16.61)
True
(Wed) ( 0.31%) ( 0-0=0.00) 21100PE ( 10.8-25.55=14.75) 21500CE ( 0-0=0.00) 21500CE
21279.65-21369.35) 21100PE
78.10
30 Mar 2017 -16.8 84.50 0.00 -10.50 0.00
✓ 74 119/-138 12 - 12.08 - (
True
(Thu) ( -0.08%) ( 3.83-0.45=-3.38) 21200PE ( 0-0=0.00) 21200PE ( 4.18-4.6=0.42) 21600CE ( 0-0=0.00) 21600CE
21422.50-21500.60)
Expiry: 6 APR 2017, Net Profit: 485, Average Day Profit: 121
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-13.15 202.75
31 Mar 2017 -68.85 0.00 -112.75 0.00
✓ 90 215/-130 12.2 - 12.32 - ( ( 78.56-70.45=-8.11)
True
(Fri) ( -0.32%) ( 0-0=0.00) 21300PE ( 62.49-67=4.51) 21700CE ( 0-0=0.00) 21700CE
21493.60-21480.45) 21300PE
31.50
3 Apr 2017 95.05 570.25 0.00 227.00 0.00
✓ 797 830/0 12.68 - 11.59 - (
True
(Mon) ( 0.44%) ( 57.81-35=-22.81) 21300PE ( 0-0=0.00) 21300PE ( 53.28-44.2=-9.08) 21700CE ( 0-0=0.00) 21700CE
21507.70-21539.20)
her s.
5 Apr 2017 54.45
111.15 386.00
0.00
h o t -614.50
0.00
wit
✓ -228 188/-481 11.82 - 11.56 Day Open > PDH ( ( 21.89-6.45=-15.44) ( 25.97-50.55=24.58)
True
(Wed) ( 0.25%) ( 0-0=0.00) 21300PE ( 0-0=0.00) 21700CE
21540.20-21651.35) 21300PE 21700CE
h a re
no ts
o
ly. D
-1.10
6 Apr 2017 -80 -102.75 0.00 -72.00 0.00
✓ -174 45/-382 11.61 - 11.54 - (
e on
True
(Thu) ( -0.37%) ( 12.94-17.05=4.11) 21400PE ( 0-0=0.00) 21400PE ( 5.52-8.4=2.88) 21800CE ( 0-0=0.00) 21800CE
21578.65-21577.55)
lu s
o n a
p e rs
for
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
i ni s
Expiry: 13 APR 2017, Net Profit: 953, Average Day Profit: 190
c k .
Max BN Gap
km o
BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit
c
India VIX
o
Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down
ys t H/L PE CE CE
F b
s P D -19.65
Thi
7 Apr 2017 -86.45 238.00 0.00 152.50 0.00
✓ 390 478/-43 11.35 - 11.5 - (
True
(Fri) ( -0.4%) ( 65.47-55.95=-9.52) 21400PE ( 0-0=0.00) 21400PE ( 40.2-34.1=-6.10) 21800CE ( 0-0=0.00) 21800CE
21580.75-21561.10)
48.25
10 Apr 2017 60.9 470.25 0.00 -117.50 0.00
✓ 352 372/-216 11.81 - 11.5 - (
True
(Mon) ( 0.28%) ( 56.71-37.9=-18.81) 21300PE ( 0-0=0.00) 21300PE ( 19.55-24.25=4.70) 21700CE ( 0-0=0.00) 21700CE
21454.35-21502.60)
56.10
13 Apr 2017 -15.55 11.74 - 301.00 0.00 33.50 0.00
✓ 334 337/-55 - (
True
(Thu) ( -0.07%) 11.55 ( 12.94-0.9=-12.04) 21500PE ( 0-0=0.00) 21500PE ( 2.49-1.15=-1.34) 21900CE ( 0-0=0.00) 21900CE
21664.70-21720.80)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 20 APR 2017, Net Profit: 665, Average Day Profit: 166
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
hers
IncluDe
Profit/Loss Up/Down H/L PE CE CE
h o t
w i t
re
-104.40
17 Apr 2017 13.9 11.89 - -260.75 0.00 373.75 0.00
✓ 112 169/-586 - (
h a
True
(Mon) ( 0.06%) 11.84
21727.05-21622.65)
( 45.67-56.1=10.43) 21500PE ( 0-0=0.00) 21500PE
t s ( 38.8-23.85=-14.95) 21900CE ( 0-0=0.00) 21900CE
o no
ly . D
33.30 358.00 o n -280.75
✓
18 Apr 2017
77 117/-631
58.45 11.41 -
- (
u se
( 45.77-31.45=-14.32)
0.00
( 16.62-27.85=11.23)
0.00
nal
True
(Tue) ( 0.27%) 11.72 ( 0-0=0.00) 21600PE ( 0-0=0.00) 22000CE
21758.90-21792.20) 21600PE 22000CE
e rs o
for p
19 Apr 2017 2.25 12.13 -
i nis -132.20
-263.00 0.00 440.75 0.00
✓ 177 490/-1115 -
c k . (
True
(Wed) ( 0.01%) 12.36 ( 33.98-44.5=10.52) 21500PE ( 0-0=0.00) 21500PE ( 24.08-6.45=-17.63) 21900CE ( 0-0=0.00) 21900CE
km o 21697.60-21565.40)
t o c
F bys 14.40
✓
20 Apr 2017
299 299/0
s P D-136.9 11.61 -
Day Open < PDL (
65.75 0.00 233.75 0.00
Thi
True
(Thu) ( -0.64%) 11.66 ( 3.03-0.4=-2.63) 21300PE ( 0-0=0.00) 21300PE ( 10.1-0.75=-9.35) 21700CE ( 0-0=0.00) 21700CE
21515.60-21530.00)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 27 APR 2017, Net Profit: -91, Average Day Profit: -18
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
-129.60 952.25
21 Apr 2017 76.1 11.13 - -1691.50 0.00 0.00
✓ -739 322/-1255 Day Open > PDH ( ( 72.59-34.5=-38.09)
True
(Fri) ( 0.35%) 11.62 ( 72.34-140=67.66) 21400PE ( 0-0=0.00) 21400PE ( 0-0=0.00) 21800CE
21582.85-21453.25) 21800CE
65.05 531.50
25 Apr 2017 103.25 11.54 - 0.00 -7.00 0.00
✓ 524 599/-7 Day Open > PDH ( ( 47.21-25.95=-21.26)
True
(Tue) ( 0.47%) 11.29 ( 0-0=0.00) 21700PE ( 35.72-36=0.28) 22100CE ( 0-0=0.00) 22100CE
21943.25-22008.30) 21700PE
78.55 358.25
26 Apr 2017 103.95 11.23 - 0.00 -400.50 0.00
✓ -42 87/-628 Day Open > PDH ( ( 34.48-20.15=-14.33)
True
(Wed) ( 0.47%) 11.46 ( 0-0=0.00) 21900PE ( 14.68-30.7=16.02) 22300CE ( 0-0=0.00) 22300CE
22122.30-22200.85) 21900PE
Expiry: 4 MAY 2017, Net Profit: 680, Average Day Profit: 170
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE CE
p e rs
s for
ni
21.35 502.00
✓
28 Apr 2017
563 622/-311
-29.5 10.95 -
-
c k . i ( ( 83.53-63.45=-20.08)
0.00 61.25 0.00
True
(Fri) ( -0.13%) 10.74 ( 0-0=0.00) 22100PE ( 38.95-36.5=-2.45) 22500CE ( 0-0=0.00) 22500CE
km o 22276.40-22297.75) 22100PE
t o c
F bys -54.70 101.75
✓
2 May 2017
-30 118/-742
s P D54.3 10.92 -
Day Open > PDH (
-132.50 0.00
( 25.22-21.15=-4.07)
0.00
Thi
True
(Tue) ( 0.24%) 11.52 ( 50.6-55.9=5.30) 22200PE ( 0-0=0.00) 22200PE ( 0-0=0.00) 22600CE
22394.20-22339.50) 22600CE
-98.75 378.25
3 May 2017 104.5 11.16 - -257.00 0.00 0.00
✓ 121 374/-430 - ( ( 23.28-8.15=-15.13)
True
(Wed) ( 0.47%) 11.59 ( 36.72-47=10.28) 22200PE ( 0-0=0.00) 22200PE ( 0-0=0.00) 22600CE
22388.50-22289.75) 22600CE
194.45
4 May 2017 311 11.29 - 282.25 0.00 -255.50 0.00
✓ 26 305/-72 Day Open > PDH (
True
(Thu) ( 1.39%) 11.28 ( 11.49-0.2=-11.29) 22300PE ( 0-0=0.00) 22300PE ( 4.68-14.9=10.22) 22700CE ( 0-0=0.00) 22700CE
22491.55-22686.00)
Expiry: 11 MAY 2017, Net Profit: 1334, Average Day Profit: 266
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
-34.65
5 May 2017 124.75 11.19 - -39.50 0.00 -15.75 0.00
✓ -55 86/-1303 Day Open > PDH (
True
(Fri) ( 0.55%) 12.04 ( 85.42-87=1.58) 22500PE ( 0-0=0.00) 22500PE ( 55.77-56.4=0.63) 22900CE ( 0-0=0.00) 22900CE
22697.65-22663.00)
her s.
9 May 2017 53.45 11.33 -
-43.30
216.75 0.00
h o t 202.50 0.00
wit
✓ 419 446/-537 - (
True
(Tue) ( 0.23%) 11.12 ( 55.97-47.3=-8.67) 22600PE ( 0-0=0.00) 22600PE ( 30.45-22.35=-8.10) 23000CE ( 0-0=0.00) 23000CE
22784.25-22740.95)
h a re
no ts
o
ly. D
6.15
10 May 2017 60.45 10.81 - 378.50 0.00 198.50 0.00
✓ 577 590/-60 - (
e on
True
(Wed) ( 0.27%) 10.97 ( 32.24-17.1=-15.14) 22600PE ( 0-0=0.00) 22600PE ( 22.89-14.95=-7.94) 23000CE ( 0-0=0.00) 23000CE
22783.45-22789.60)
lu s
o n a
p
-12.60 e rs
for
11 May 2017 85.7 10.59 - 90.75 0.00 97.00 0.00
✓ 187 191/0 Day Open > PDH (
True
(Thu) ( 0.38%) 10.75 ( 4.13-0.5=-3.63) 22700PE ( 0-0=0.00) 22700PE ( 4.13-0.25=-3.88) 23100CE ( 0-0=0.00) 23100CE
i nis
22900.85-22888.25)
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
34.80
15 May 2017 64.15 10.19 - 321.75 0.00 -27.50 0.00
✓ 294 314/-89 - (
True
(Mon) ( 0.28%) 10.49 ( 45.87-33=-12.87) 22600PE ( 0-0=0.00) 22600PE ( 29.8-30.9=1.10) 23000CE ( 0-0=0.00) 23000CE
22789.25-22824.05)
92.05
17 May 2017 43.75 10.13 - 496.00 0.00 -74.00 0.00
✓ 422 447/0 Day Open > PDH (
True
(Wed) ( 0.19%) 10.67 ( 31.94-12.1=-19.84) 22700PE ( 0-0=0.00) 22700PE ( 11.94-14.9=2.96) 23100CE ( 0-0=0.00) 23100CE
22871.55-22963.60)
-42.85
18 May 2017 -185.5 90.50 0.00 70.75 0.00
✓ 161 203/-24 10.5 - 11.65 Day Open < PDL (
True
(Thu) ( -0.81%) ( 6.37-2.75=-3.62) 22600PE ( 0-0=0.00) 22600PE ( 3.08-0.25=-2.83) 23000CE ( 0-0=0.00) 23000CE
22786.50-22743.65)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 25 MAY 2017, Net Profit: -3106, Average Day Profit: -621 h o t
wit
h a r e
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200
s
(1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
.D o
-72.30 -362.75 o n l y
✓
19 May 2017
-3 237/-1134
63.35 10.69 -
- (
us
( 71.04-85.55=14.51) e 0.00 358.75 0.00
l
True
(Fri) ( 0.28%) 11.47 ( 0-0=0.00) 22600PE ( 60.65-46.3=-14.35) 23000CE ( 0-0=0.00) 23000CE
22815.80-22743.50)
o n a 22600PE
p e rs
s for
ni
-133.15 -1052.25
✓
22 May 2017
-631 0/-977
105 10.91 -
-
c k . i ( ( 57.71-99.8=42.09)
0.00 421.00 0.00
True
(Mon) ( 0.46%) 11.17 ( 0-0=0.00) 22700PE ( 31.79-14.95=-16.84) 23100CE ( 0-0=0.00) 23100CE
km o 22855.70-22722.55) 22700PE
t o c
F bys 30.80 173.25
✓
23 May 2017
78 215/-655
s P D
22.05 11.24 -
- ( ( 33.18-26.25=-6.93)
0.00 -94.50 0.00
Thi
True
(Tue) ( 0.1%) 11.51 ( 0-0=0.00) 22400PE ( 45.77-49.55=3.78) 22800CE ( 0-0=0.00) 22800CE
22641.65-22672.45) 22400PE
-59.70
24 May 2017 41.7 -430.00 0.00 375.75 0.00
✓ -54 441/-510 11.8 - 12.31 - (
True
(Wed) ( 0.18%) ( 38.9-56.1=17.20) 22400PE ( 0-0=0.00) 22400PE ( 23.53-8.5=-15.03) 22800CE ( 0-0=0.00) 22800CE
22572.50-22512.80)
418.80 -2634.75
25 May 2017 37.35 11.71 - 138.00 0.00 0.00
✓ -2496 45/-2498 - ( ( 2.74-108.13=105.39) 22800CE
True
(Thu) ( 0.17%) 10.57 ( 6.12-0.6=-5.52) 22400PE ( 0-0=0.00) 22400PE ( 0-0=0.00) 22800CE
22622.95-23041.75) 14:01
Expiry: 1 JUN 2017, Net Profit: 736, Average Day Profit: 147
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
179.15 1145.25
26 May 2017 -39.4 10.72 - 0.00 -902.50 0.00
✓ 242 388/-386 - ( ( 107.76-61.95=-45.81)
True
(Fri) ( -0.17%) 10.97 ( 0-0=0.00) 22900PE ( 60.2-96.3=36.10) 23300CE ( 0-0=0.00) 23300CE
23134.85-23314.00) 22900PE
-119.35
29 May 2017 -51.6 10.99 - -557.50 0.00 167.25 0.00
✓ -390 136/-2235 - (
True
(Mon) ( -0.22%) 11.57 ( 89.7-112=22.30) 23200PE ( 0-0=0.00) 23200PE ( 31.49-24.8=-6.69) 23600CE ( 0-0=0.00) 23600CE
23385.85-23266.50)
her s.
30 May 2017 -40.65 11.87 -
136.30
820.00 0.00
h o t -1038.00
0.00
wit
✓ -217 40/-944 - ( ( 44.13-85.65=41.52)
True
(Tue) ( -0.18%) 11.94 ( 59.2-26.4=-32.80) 22900PE ( 0-0=0.00) 22900PE ( 0-0=0.00) 23300CE
23116.50-23252.80) 23300CE
h a re
no ts
o
ly. D
66.90 92.50
31 May 2017 13.95 685.25 0.00 0.00
✓ 777 777/-211 12.1 - 11.86 - ( ( 30.45-26.75=-3.70)
e on
True
(Wed) ( 0.06%) ( 47.76-20.35=-27.41) 23100PE ( 0-0=0.00) 23100PE ( 0-0=0.00) 23500CE
23309.85-23376.75) 23500CE
lu s
o n a
p
-34.00e rs
for
1 Jun 2017 -30.7 11.63 - 199.75 0.00 124.25 0.00
✓ 324 334/-763 - (
True
(Thu) ( -0.13%) 11.35 ( 11.24-3.25=-7.99) 23200PE ( 0-0=0.00) 23200PE ( 5.72-0.75=-4.97) 23600CE ( 0-0=0.00) 23600CE
i ni s
23370.65-23336.65)
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 8 JUN 2017, Net Profit: 1225, Average Day Profit: 245
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE CE
57.95
5 Jun 2017 21.5 617.50 0.00 -294.25 0.00
✓ 323 354/-55 10.83 - 10.93 - (
True
(Mon) ( 0.09%) ( 68.7-44=-24.70) 23200PE ( 0-0=0.00) 23200PE ( 44.23-56=11.77) 23600CE ( 0-0=0.00) 23600CE
23395.80-23453.75)
35.50
7 Jun 2017 66.55 192.00 0.00 -142.25 0.00
✓ 49 119/-80 11 - 11.08 - (
True
(Wed) ( 0.28%) ( 54.38-46.7=-7.68) 23300PE ( 0-0=0.00) 23300PE ( 28.36-34.05=5.69) 23700CE ( 0-0=0.00) 23700CE
23462.95-23498.45)
1.50
8 Jun 2017 62.7 135.50 0.00 100.50 0.00
✓ 236 238/-324 10.58 - 10.98 Day Open > PDH (
True
(Thu) ( 0.27%) ( 6.22-0.8=-5.42) 23400PE ( 0-0=0.00) 23400PE ( 5.37-1.35=-4.02) 23800CE ( 0-0=0.00) 23800CE
23614.15-23615.65)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 15 JUN 2017, Net Profit: 1022, Average Day Profit: 204 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
.Do
136.20 o n l y -317.50
e
l us
9 Jun 2017 -52.15 10.76 - 433.75 0.00 0.00
✓ 116 373/-38 Day Open < PDL ( ( 69.05-81.75=12.70)
True
(Fri) ( -0.22%) 10.91 ( 50.7-33.35=-17.35) 23300PE ( 0-0=0.00) 23300PE ( 0-0=0.00) 23700CE
23540.25-23676.45)
o n a 23700CE
pe r s
fo r
n i s -119.45 -259.00
ck.i
12 Jun 2017 -80.75 0.00 358.75 0.00
✓ 99 206/-134 10.87 - 11.3 - ( ( 52.69-63.05=10.36)
True
(Mon) ( -0.34%) ( 0-0=0.00) 23400PE ( 39.8-25.45=-14.35) 23800CE ( 0-0=0.00) 23800CE
km o 23614.25-23494.80) 23400PE
t o c
F bys 22.50
✓
13 Jun 2017
188 520/-94
s P D
-23.45 10.93 -
- (
54.25 0.00 134.25 0.00
Thi
True
(Tue) ( -0.1%) 11.07 ( 26.07-23.9=-2.17) 23300PE ( 0-0=0.00) 23300PE ( 45.37-40=-5.37) 23700CE ( 0-0=0.00) 23700CE
23529.45-23551.95)
24.70
14 Jun 2017 77.45 11.16 - 288.50 0.00 132.75 0.00
✓ 421 436/-380 - (
True
(Wed) ( 0.33%) 11.18 ( 32.64-21.1=-11.54) 23300PE ( 0-0=0.00) 23300PE ( 28.56-23.25=-5.31) 23700CE ( 0-0=0.00) 23700CE
23503.20-23527.90)
-112.80
15 Jun 2017 -54 10.96 - 18.25 0.00 180.25 0.00
✓ 198 232/0 - (
True
(Thu) ( -0.23%) 11.35 ( 3.73-3=-0.73) 23200PE ( 0-0=0.00) 23200PE ( 7.46-0.25=-7.21) 23600CE ( 0-0=0.00) 23600CE
23438.15-23325.35)
Expiry: 22 JUN 2017, Net Profit: -113, Average Day Profit: -22
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-11.40 29.00
16 Jun 2017 56.85 0.00 171.00 0.00
✓ 200 268/-47 10.94 - 10.97 - ( ( 37.01-35.85=-1.16)
True
(Fri) ( 0.24%) ( 0-0=0.00) 23200PE ( 61.59-54.75=-6.84) 23600CE ( 0-0=0.00) 23600CE
23449.60-23438.20) 23200PE
140.95 530.75
19 Jun 2017 68.6 0.00 -1040.00 0.00
✓ -509 188/-540 10.57 - 10.62 Day Open > PDH ( ( 44.63-23.4=-21.23)
True
(Mon) ( 0.29%) ( 0-0=0.00) 23400PE ( 20.7-62.3=41.60) 23800CE ( 0-0=0.00) 23800CE
23572.75-23713.70) 23400PE
her s.
20 Jun 2017 -21.55
9.60
142.50 0.00
h o t 97.00 0.00
wit
✓ 239 250/-115 10.28 - 10.74 - (
True
(Tue) ( -0.09%) ( 29.7-24=-5.70) 23500PE ( 0-0=0.00) 23500PE ( 33.38-29.5=-3.88) 23900CE ( 0-0=0.00) 23900CE
23703.60-23713.20)
h a re
no ts
o
ly. D
106.10 -409.25
21 Jun 2017 -59.8 218.50 0.00 0.00
✓ -190 412/-482 10.76 - 10.78 Day Open < PDL ( ( 24.38-40.75=16.37)
e on
True
(Wed) ( -0.25%) ( 12.74-4=-8.74) 23400PE ( 0-0=0.00) 23400PE ( 0-0=0.00) 23800CE
23631.90-23738.00) 23800CE
lu s
o n a
p
76.55e rs
for
22 Jun 2017 8.1 135.50 0.00 12.25 0.00
✓ 147 147/-194 10.97 - 10.87 - (
True
(Thu) ( 0.03%) ( 5.67-0.25=-5.42) 23600PE ( 0-0=0.00) 23600PE ( 1.49-1=-0.49) 24000CE ( 0-0=0.00) 24000CE
i ni s
23759.15-23835.70)
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 29 JUN 2017, Net Profit: -1413, Average Day Profit: -353
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE CE
-118.50 513.25
23 Jun 2017 36.2 11.27 - -639.00 0.00 0.00
✓ -125 99/-1016 - ( ( 53.23-32.7=-20.53)
True
(Fri) ( 0.15%) 11.59 ( 51.54-77.1=25.56) 23500PE ( 0-0=0.00) 23500PE ( 0-0=0.00) 23900CE
23721.30-23602.80) 23900CE
-103.45 489.75
29 Jun 2017 76.55 11.74 - 71.50 0.00 0.00
✓ 561 577/-779 - ( ( 21.69-2.1=-19.59)
True
(Thu) ( 0.33%) 11.56 ( 7.71-4.85=-2.86) 23100PE ( 0-0=0.00) 23100PE ( 0-0=0.00) 23500CE
23348.70-23245.25) 23500CE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 6 JUL 2017, Net Profit: 1670, Average Day Profit: 334
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
hare
140.95 -885.75
30 Jun 2017 -90.05 11.66 - 848.50 0.00 0.00
✓ -37 290/-506 - ( ( 85.92-121.35=35.43)
True
(Fri) ( -0.39%) 11.74
23038.00-23178.95)
( 81.64-47.7=-33.94) 22800PE ( 0-0=0.00) 22800PE
t s 23200CE
( 0-0=0.00) 23200CE
D o no
62.55 o n ly.
✓
3 Jul 2017
554 562/-164
29.15 11.59 -
- (
us
764.75
e 0.00 -210.00 0.00
l
True
(Mon) ( 0.13%) 11.19 ( 71.29-40.7=-30.59) 23000PE ( 0-0=0.00) 23000PE ( 60.15-68.55=8.40) 23400CE ( 0-0=0.00) 23400CE
23196.25-23258.80)
o n a
p e rs
s for
ni
-62.80
✓
4 Jul 2017
293 347/-651
52.7 11.17 -
-
c k . i (
-109.00 0.00 402.25 0.00
True
(Tue) ( 0.23%) 11.28 ( 41.19-45.55=4.36) 23100PE ( 0-0=0.00) 23100PE ( 42.29-26.2=-16.09) 23500CE ( 0-0=0.00) 23500CE
km o 23323.10-23260.30)
t o c
F bys 61.40 566.50
✓
5 Jul 2017
672 677/-206
s P D27.7 11.24 -
- ( ( 37.01-14.35=-22.66)
0.00 106.25 0.00
Thi
True
(Wed) ( 0.12%) 11.21 ( 0-0=0.00) 23100PE ( 20.25-16=-4.25) 23500CE ( 0-0=0.00) 23500CE
23264.55-23325.95) 23100PE
113.00
6 Jul 2017 46.9 11.09 - 140.50 0.00 48.00 0.00
✓ 188 184/-49 Day Open > PDH (
True
(Thu) ( 0.2%) 10.85 ( 5.87-0.25=-5.62) 23200PE ( 0-0=0.00) 23200PE ( 5.77-3.85=-1.92) 23600CE ( 0-0=0.00) 23600CE
23400.95-23513.95)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 13 JUL 2017, Net Profit: 1358, Average Day Profit: 271
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
-17.80
11 Jul 2017 69.5 10.65 - 11.00 0.00 181.25 0.00
✓ 192 216/-58 - (
True
(Tue) ( 0.29%) 10.81 ( 32.74-32.3=-0.44) 23500PE ( 0-0=0.00) 23500PE ( 30.25-23=-7.25) 23900CE ( 0-0=0.00) 23900CE
23707.00-23689.20)
ly. D
✓ 142 203/-198 (
True
(Thu) ( 0.51%) 11.25 PDH ( 2.98-0.35=-2.63) 23600PE ( 0-0=0.00) 23600PE ( 8.81-5.75=-3.06) 24000CE ( 0-0=0.00) 24000CE
23833.80-23922.60)
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 20 JUL 2017, Net Profit: 763, Average Day Profit: 152
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE CE
y s to
F b 95.60 628.00
14 Jul 2017
D
60.85 0.00 -722.00 0.00
is P
✓ -93 404/-413 11.04 - 11.15 Day Open > PDH ( ( 54.82-29.7=-25.12)
True
(Fri) ( 0.25%) ( 0-0=0.00) 23600PE ( 75.12-104=28.88) 24000CE ( 0-0=0.00) 24000CE
Th
23832.80-23928.40) 23600PE
24.45
17 Jul 2017 73.7 8.75 0.00 43.25 0.00
✓ 52 140/-263 10.88 - 11.37 Day Open > PDH (
True
(Mon) ( 0.31%) ( 49.35-49=-0.35) 23800PE ( 0-0=0.00) 23800PE ( 44.13-42.4=-1.73) 24200CE ( 0-0=0.00) 24200CE
23989.20-24013.65)
120.10 743.75
18 Jul 2017 -56.9 0.00 -696.25 0.00
✓ 47 287/-126 11.03 - 11.33 - ( ( 49.7-19.95=-29.75)
True
(Tue) ( -0.24%) ( 0-0=0.00) 23800PE ( 39.65-67.5=27.85) 24200CE ( 0-0=0.00) 24200CE
23999.40-24119.50) 23800PE
-26.50
20 Jul 2017 18 92.00 0.00 143.00 0.00
✓ 235 235/0 11.32 - 11.49 - (
True
(Thu) ( 0.07%) ( 4.58-0.9=-3.68) 24000PE ( 0-0=0.00) 24000PE ( 6.17-0.45=-5.72) 24400CE ( 0-0=0.00) 24400CE
24229.65-24203.15)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 27 JUL 2017, Net Profit: 529, Average Day Profit: 105
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
hers
IncluDe
Profit/Loss Up/Down H/L PE CE CE
h o t
w i t
hare
41.25 155.75
21 Jul 2017 18.05 11.32 - 433.25 0.00 0.00
✓ 588 601/-74 - ( ( 64.08-57.85=-6.23)
True
(Fri) ( 0.07%) 11.05
24174.10-24215.35)
( 73.03-55.7=-17.33) 24000PE ( 0-0=0.00) 24000PE
t s 24400CE
( 0-0=0.00) 24400CE
D o no
179.50 o n ly.
✓
24 Jul 2017
-141 264/-146
50.65
11.4 - 11.01 Day Open > PDH (
us
739.50
e 0.00 -881.25 0.00
l
True
(Mon) ( 0.21%) ( 64.38-34.8=-29.58) 24100PE ( 0-0=0.00) 24100PE ( 39.7-74.95=35.25) 24500CE ( 0-0=0.00) 24500CE
24262.20-24441.70)
o n a
p e rs
s for
ni
1.05
✓
25 Jul 2017
88 92/-187
202.05 11.37 -
Day Open > PDH
c k . i (
32.50 0.00 56.50 0.00
True
(Tue) ( 0.83%) 10.88 ( 29.55-28.25=-1.30) 24300PE ( 0-0=0.00) 24300PE ( 38.66-36.4=-2.26) 24700CE ( 0-0=0.00) 24700CE
km o 24534.20-24535.25)
t o c
F bys 57.95 313.25
✓
26 Jul 2017
177 245/-38
s P D57.45 11.31 -
- ( ( 23.28-10.75=-12.53)
0.00 -135.75 0.00
Thi
True
(Wed) ( 0.23%) 11.25 ( 0-0=0.00) 24300PE ( 25.07-30.5=5.43) 24700CE ( 0-0=0.00) 24700CE
24511.40-24569.35) 24300PE
160.80
27 Jul 2017 186.8 11.47 - 204.00 0.00 -387.25 0.00
✓ -183 77/-1246 Day Open > PDH (
True
(Thu) ( 0.76%) 11.15 ( 8.76-0.6=-8.16) 24600PE ( 0-0=0.00) 24600PE ( 16.91-32.4=15.49) 25000CE ( 0-0=0.00) 25000CE
24841.80-25002.60)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 3 AUG 2017, Net Profit: -564, Average Day Profit: -112
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
134.05 -1216.75
31 Jul 2017 69.3 11.66 - 90.00 0.00 0.00
✓ -1126 105/-1602 Day Open > PDH ( ( 83.78-132.45=48.67)
True
(Mon) ( 0.28%) 11.94 ( 50.3-46.7=-3.60) 24700PE ( 0-0=0.00) 24700PE ( 0-0=0.00) 25100CE
24912.25-25046.30) 25100CE
-102.55
1 Aug 2017 49.2 12.07 - -44.00 0.00 -7.00 0.00
✓ -51 48/-687 - (
True
(Tue) ( 0.2%) 11.96 ( 71.14-72.9=1.76) 24900PE ( 0-0=0.00) 24900PE ( 96.02-96.3=0.28) 25300CE ( 0-0=0.00) 25300CE
25133.35-25030.80)
ly. D
✓ 239 303/-27 - (
True
(Thu) ( -0.21%) 11.67 ( 3.38-6.15=2.77) 24700PE ( 0-0=0.00) 24700PE ( 12.59-0.25=-12.34) 25100CE ( 0-0=0.00) 25100CE
24948.45-24753.40)
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 10 AUG 2017, Net Profit: -1648, Average Day Profit: -329
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE CE
y s to
F b 160.50 -1677.25
4 Aug 2017
D
-45.55 11.69 - 571.75 0.00 0.00
is P
✓ -1105 0/-1369 - ( ( 87.21-154.3=67.09)
True
(Fri) ( -0.18%) 11.47 ( 46.67-23.8=-22.87) 24400PE ( 0-0=0.00) 24400PE ( 0-0=0.00) 24800CE
Th
24632.10-24792.60) 24800CE
15.80 165.00
7 Aug 2017 26.7 11.83 - 89.75 0.00 0.00
✓ 254 310/-108 - ( ( 80.05-73.45=-6.60)
True
(Mon) ( 0.11%) 11.71 ( 32.19-28.6=-3.59) 24700PE ( 0-0=0.00) 24700PE ( 0-0=0.00) 25100CE
24925.10-24940.90) 25100CE
-86.35
10 Aug 2017 -74.15 13.55 - Day Open < 158.50 0.00 194.00 0.00
✓ 352 406/-147 (
True
(Thu) ( -0.3%) 13.55 PDL ( 11.99-5.65=-6.34) 24100PE ( 0-0=0.00) 24100PE ( 8.01-0.25=-7.76) 24500CE ( 0-0=0.00) 24500CE
24308.75-24222.40)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 17 AUG 2017, Net Profit: -826, Average Day Profit: -206
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
re
-92.20 -901.25
11 Aug 2017 -259.1 14.84 - 0.00 583.50 0.00
✓ -317 47/-772 - ( ( 119.3-155.35=36.05)
h a
True
(Fri) ( -1.07%) 15.38
23981.75-23889.55) 23800PE
( 0-0=0.00) 23800PE
t s ( 112.24-88.9=-23.34) 24200CE ( 0-0=0.00) 24200CE
o no
ly . D
87.75 o n
✓
14 Aug 2017
1019 1071/-12
65.3
14.2 - 14.18 - (
u
939.00
se 0.00 80.25 0.00
nal
True
(Mon) ( 0.27%) ( 87.66-50.1=-37.56) 23900PE ( 0-0=0.00) 23900PE ( 87.41-84.2=-3.21) 24300CE ( 0-0=0.00) 24300CE
24055.60-24143.35)
e rs o
for p
16 Aug 2017 73 14.19 -
i ni s 193.35 859.25
0.00
-2803.75
0.00
✓ -1944 574/-2047 -
c k . ( ( 45.12-10.75=-34.37) ( 30.05-142.2=112.15) 24300CE
True
(Wed) ( 0.3%) 14.01 ( 0-0=0.00) 23900PE ( 0-0=0.00) 24300CE
t o c
F bys -1.20
✓
17 Aug 2017
416 427/-363
s P D57.5 14.51 - Day Open >
(
211.00 0.00 205.00 0.00
Thi
True
(Thu) ( 0.24%) 14.43 PDH ( 12.19-3.75=-8.44) 24200PE ( 0-0=0.00) 24200PE ( 9-0.8=-8.20) 24600CE ( 0-0=0.00) 24600CE
24359.30-24358.10)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 24 AUG 2017, Net Profit: 1803, Average Day Profit: 360
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
18.15
18 Aug 2017 -111.95 14.36 - 188.75 0.00 69.50 0.00
✓ 258 480/-605 - (
True
(Fri) ( -0.46%) 14.46 ( 148.55-141=-7.55) 23900PE ( 0-0=0.00) 23900PE ( 93.78-91=-2.78) 24300CE ( 0-0=0.00) 24300CE
24052.05-24070.20)
-136.15 798.75
22 Aug 2017 144.1 14.33 - -946.50 0.00 0.00
✓ -147 195/-1823 - ( ( 60.25-28.3=-31.95)
True
(Tue) ( 0.6%) 14.21 ( 71.34-109.2=37.86) 23900PE ( 0-0=0.00) 23900PE ( 0-0=0.00) 24300CE
24070.10-23933.95) 24300CE
76.85 715.75
23 Aug 2017 110.5 13.93 - 0.00 131.25 0.00
✓ 846 852/0 - ( ( 52.98-24.35=-28.63)
True
(Wed) ( 0.46%) 13.63 ( 0-0=0.00) 23900PE ( 39.8-34.55=-5.25) 24300CE ( 0-0=0.00) 24300CE
24081.60-24158.45) 23900PE
Expiry: 31 AUG 2017, Net Profit: 933, Average Day Profit: 233
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE CE
p e rs
s for
ni
21.05
✓
28 Aug 2017
343 432/-108
77.05
12.94 - 12.7 -
c k . i (
295.50 0.00 48.00 0.00
True
(Mon) ( 0.32%) ( 65.12-53.3=-11.82) 24100PE ( 0-0=0.00) 24100PE ( 95.42-93.5=-1.92) 24500CE ( 0-0=0.00) 24500CE
km o 24338.50-24359.55)
t o c
F bys -118.80 643.00
✓
29 Aug 2017
-93 364/-652
s P D-75.1 12.94 -
- (
-736.75 0.00
( 46.52-20.8=-25.72)
0.00
Thi
True
(Tue) ( -0.31%) 13.57 ( 83.43-112.9=29.47) 24100PE ( 0-0=0.00) 24100PE ( 0-0=0.00) 24500CE
24262.75-24143.95) 24500CE
43.45 254.75
30 Aug 2017 124.1 0.00 -9.75 0.00
✓ 244 256/-89 12.83 - 12.9 - ( ( 32.04-21.85=-10.19)
True
(Wed) ( 0.51%) ( 0-0=0.00) 24100PE ( 28.86-29.25=0.39) 24500CE ( 0-0=0.00) 24500CE
24286.75-24330.20) 24100PE
32.90
31 Aug 2017 45.65 12.75 - 344.25 0.00 95.50 0.00
✓ 439 449/-85 - (
True
(Thu) ( 0.19%) 12.05 ( 16.37-2.6=-13.77) 24100PE ( 0-0=0.00) 24100PE ( 5.82-2=-3.82) 24500CE ( 0-0=0.00) 24500CE
24270.85-24303.75)
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-150.90
4 Sep 2017 22.3 12.56 - -1565.50 0.00 401.00 0.00
✓ -1164 66/-1897 - (
True
(Mon) ( 0.09%) 13.29 ( 74.08-136.7=62.62) 24200PE ( 0-0=0.00) 24200PE ( 41.04-25=-16.04) 24600CE ( 0-0=0.00) 24600CE
24364.95-24214.05)
her s.
5 Sep 2017 35.75 12.96 -
94.80
915.50 0.00
h o t -373.25 0.00
wit
✓ 542 564/-1 - (
True
(Tue) ( 0.15%) 12.79 ( 65.52-28.9=-36.62) 24100PE ( 0-0=0.00) 24100PE ( 35.22-50.15=14.93) 24500CE ( 0-0=0.00) 24500CE
24261.90-24356.70)
h a re
no ts
o
ly. D
100.55
6 Sep 2017 -135.9 13.36 - 698.00 0.00 -180.75 0.00
✓ 517 578/-68 Day Open < PDL (
e on
True
(Wed) ( -0.56%) 13.08 ( 36.77-8.85=-27.92) 24000PE ( 0-0=0.00) 24000PE ( 16.87-24.1=7.23) 24400CE ( 0-0=0.00) 24400CE
24186.20-24286.75)
lu s
o n a
-27.60
p e rs
for
7 Sep 2017 45.7 12.67 - 62.00 0.00 59.75 0.00
✓ 121 125/-457 - (
True
(Thu) ( 0.19%) 12.82 ( 3.58-1.1=-2.48) 24200PE ( 0-0=0.00) 24200PE ( 2.59-0.2=-2.39) 24600CE ( 0-0=0.00) 24600CE
i nis
24400.85-24373.25)
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 14 SEP 2017, Net Profit: -420, Average Day Profit: -84
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
-63.40 487.75
8 Sep 2017 104.6 12.74 - -835.75 0.00 0.00
✓ -348 22/-689 - ( ( 47.76-28.25=-19.51)
True
(Fri) ( 0.43%) 12.89 ( 75.57-109=33.43) 24200PE ( 0-0=0.00) 24200PE ( 0-0=0.00) 24600CE
24380.55-24317.15) 24600CE
209.20 796.75
11 Sep 2017 97.7 0.00 -1540.25 0.00
✓ -743 0/-1048 12.1 - 12.1 Day Open > PDH ( ( 55.22-23.35=-31.87)
True
(Mon) ( 0.4%) ( 0-0=0.00) 24300PE ( 31.24-92.85=61.61) 24700CE ( 0-0=0.00) 24700CE
24484.25-24693.45) 24300PE
177.45
13 Sep 2017 33.65 11.74 - 687.00 0.00 -552.50 0.00
✓ 134 212/-88 - (
True
(Wed) ( 0.14%) 11.55 ( 33.83-6.35=-27.48) 24600PE ( 0-0=0.00) 24600PE ( 9.3-31.4=22.10) 25000CE ( 0-0=0.00) 25000CE
24762.05-24939.50)
3.45
14 Sep 2017 25.45 11.41 - 109.25 0.00 70.75 0.00
✓ 180 180/0 - (
True
(Thu) ( 0.1%) 11.69 ( 5.07-0.7=-4.37) 24700PE ( 0-0=0.00) 24700PE ( 3.33-0.5=-2.83) 25100CE ( 0-0=0.00) 25100CE
24900.90-24904.35)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 21 SEP 2017, Net Profit: 525, Average Day Profit: 105 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
.Do
-21.85 o n l y 305.50
e
l us
15 Sep 2017 -71.95 11.67 - -187.75 0.00 0.00
✓ 117 148/-311 - ( ( 64.82-52.6=-12.22)
True
(Fri) ( -0.29%) 11.76 ( 72.64-80.15=7.51) 24700PE ( 0-0=0.00) 24700PE ( 0-0=0.00) 25100CE
24884.10-24862.25)
o n a 25100CE
pe r s
fo r
n i s 36.55 363.50
ck.i
18 Sep 2017 103.85 11.45 - 0.00 -60.00 0.00
✓ 303 402/-49 Day Open > PDH ( ( 41.99-27.45=-14.54)
True
(Mon) ( 0.42%) 11.41 ( 0-0=0.00) 24800PE ( 59-61.4=2.40) 25200CE ( 0-0=0.00) 25200CE
km o 25047.55-25084.10) 24800PE
t o c
F bys 51.90
✓
19 Sep 2017
197 253/-56
s P D12.85 11.15 -
- (
364.75 0.00 -167.00 0.00
Thi
True
(Tue) ( 0.05%) 11.41 ( 32.59-18=-14.59) 24800PE ( 0-0=0.00) 24800PE ( 35.47-42.15=6.68) 25200CE ( 0-0=0.00) 25200CE
25036.30-25088.20)
-25.70 146.75
20 Sep 2017 -56.9 11.17 - 70.50 0.00 0.00
✓ 217 278/-41 Day Open < PDL ( ( 26.72-20.85=-5.87)
True
(Wed) ( -0.23%) 11.58 ( 16.37-13.55=-2.82) 24800PE ( 0-0=0.00) 24800PE ( 0-0=0.00) 25200CE
25016.10-24990.40) 25200CE
-168.90
21 Sep 2017 -30.95 -379.50 0.00 69.75 0.00
✓ -309 74/-2190 11.56 - 11.7 Day Open < PDL (
True
(Thu) ( -0.12%) ( 6.17-21.35=15.18) 24800PE ( 0-0=0.00) 24800PE ( 2.89-0.1=-2.79) 25200CE ( 0-0=0.00) 25200CE
24975.00-24806.10)
Expiry: 28 SEP 2017, Net Profit: -1195, Average Day Profit: -239
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
-169.60
22 Sep 2017 -94.7 Day Open < -1095.50 0.00 907.50 0.00
✓ -187 504/-457 11.9 - 12.5 (
True
(Fri) ( -0.38%) PDL ( 104.18-148=43.82) 24400PE ( 0-0=0.00) 24400PE ( 79.6-43.3=-36.30) 24800CE ( 0-0=0.00) 24800CE
24572.30-24402.70)
-145.55 963.50
25 Sep 2017 -7.3 12.74 - 50.25 0.00 0.00
✓ 1013 1125/-210 - ( ( 82.49-43.95=-38.54)
True
(Mon) ( -0.03%) 13.41 ( 88.51-86.5=-2.01) 24000PE ( 0-0=0.00) 24000PE ( 0-0=0.00) 24400CE
24215.70-24070.15) 24400CE
her s.
26 Sep 2017 -59.45 13.42 -
42.80
479.75 0.00
h o t -329.25 0.00
wit
✓ 150 499/-182 - (
True
(Tue) ( -0.25%) 12.75 ( 40.94-21.75=-19.19) 23900PE ( 0-0=0.00) 23900PE ( 63.83-77=13.17) 24300CE ( 0-0=0.00) 24300CE
24145.35-24188.15)
h a re
no ts
o
ly. D
-441.40 -3369.75
27 Sep 2017 109.55 12.77 - Day Open > 0.00 550.50 0.00
✓ -2819 48/-2944 ( ( 25.07-159.86=134.79) 24100PE
e on
True
(Wed) ( 0.45%) 13.46 PDH ( 0-0=0.00) 24100PE ( 25.32-3.3=-22.02) 24500CE ( 0-0=0.00) 24500CE
24290.20-23848.80) 10:41
lu s
o n a
-29.75
p e rs
for
28 Sep 2017 -8.9 358.75 0.00 289.75 0.00
✓ 648 678/-734 13.8 - 13.25 - (
True
(Thu) ( -0.04%) ( 19.5-5.15=-14.35) 23600PE ( 0-0=0.00) 23600PE ( 12.79-1.2=-11.59) 24000CE ( 0-0=0.00) 24000CE
i ni s
23802.65-23772.90)
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 5 OCT 2017, Net Profit: 1318, Average Day Profit: 329
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
89.60
29 Sep 2017 105.85 12.75 - 275.75 0.00 -169.25 0.00
✓ 106 188/-339 Day Open > PDH (
True
(Fri) ( 0.44%) 12.19 ( 74.03-63=-11.03) 23900PE ( 0-0=0.00) 23900PE ( 93.23-100=6.77) 24300CE ( 0-0=0.00) 24300CE
24120.30-24209.90)
-9.15
5 Oct 2017 1.45 11.81 - 162.75 0.00 121.75 0.00
✓ 284 284/-93 - (
True
(Thu) ( 0.01%) 11.65 ( 7.76-1.25=-6.51) 23900PE ( 0-0=0.00) 23900PE ( 5.67-0.8=-4.87) 24300CE ( 0-0=0.00) 24300CE
24102.30-24093.15)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 12 OCT 2017, Net Profit: -2186, Average Day Profit: -546
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
hers
IncluDe
Profit/Loss Up/Down H/L PE CE CE
h o t
w i t
re
-11.35
6 Oct 2017 25.5 185.75 0.00 -74.75 0.00
✓ 111 234/-107 11.26 - 11.2 - (
h a
True
(Fri) ( 0.11%)
24170.70-24159.35)
( 72.98-65.55=-7.43) 24000PE ( 0-0=0.00) 24000PE
t s ( 47.76-50.75=2.99) 24400CE ( 0-0=0.00) 24400CE
o no
ly . D
40.40 o n
✓
9 Oct 2017
348 388/-233
19.55 11.53 -
- (
u
513.25
se 0.00 -164.50 0.00
nal
True
(Mon) ( 0.08%) 11.37 ( 53.63-33.1=-20.53) 24000PE ( 0-0=0.00) 24000PE ( 46.72-53.3=6.58) 24400CE ( 0-0=0.00) 24400CE
24187.15-24227.55)
e rs o
for p
10 Oct 2017 52.9 11.32 -
i nis 32.25
137.25 0.00
275.50
0.00
✓ 412 440/0 -
c k . ( ( 35.57-24.55=-11.02)
True
(Tue) ( 0.22%) 11.18 ( 32.64-27.15=-5.49) 24100PE ( 0-0=0.00) 24100PE ( 0-0=0.00) 24500CE
km o 24307.70-24339.95) 24500CE
t o c
F bys -285.60 -3342.50 284.75
✓
11 Oct 2017
-3057 266/-3068
s P D 64 10.97 - Day Open >
( ( 18.16-151.86=133.70) 24200PE
0.00
( 12.94-1.55=-11.39)
0.00
Thi
True
(Wed) ( 0.26%) 11.77 PDH ( 0-0=0.00) 24200PE ( 0-0=0.00) 24600CE
24404.30-24118.70) 14:08 24600CE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 18 OCT 2017, Net Profit: -4989, Average Day Profit: -1247
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
281.50 -4305.50
13 Oct 2017 49.85 10.97 - Day Open > 594.50 0.00 0.00
✓ -3711 0/-3731 ( ( 61.84-234.06=172.22) 24600CE
True
(Fri) ( 0.2%) 11.19 PDH ( 53.83-30.05=-23.78) 24200PE ( 0-0=0.00) 24200PE ( 0-0=0.00) 24600CE
24433.50-24715.00) 13:10
-56.05
17 Oct 2017 -5.8 11.45 - 367.25 0.00 508.25 0.00
✓ 875 882/-239 - (
True
(Tue) ( -0.02%) 11.58 ( 41.49-26.8=-14.69) 24500PE ( 0-0=0.00) 24500PE ( 42.88-22.55=-20.33) 24900CE ( 0-0=0.00) 24900CE
24718.60-24662.55)
-49.60
18 Oct 2017 -290.85 11.69 - Day Open < 201.25 0.00 346.75 0.00
✓ 548 549/-122 (
True
(Wed) ( -1.18%) 11.54 PDL ( 10.9-2.85=-8.05) 24200PE ( 0-0=0.00) 24200PE ( 15.42-1.55=-13.87) 24600CE ( 0-0=0.00) 24600CE
24415.20-24365.60)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 26 OCT 2017, Net Profit: 2100, Average Day Profit: 700 h o t
wit
h a r e
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200
s
(1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
.D o
56.80 o n l y -390.25
e
l us
23 Oct 2017 75.7 12.17 - 802.25 0.00 0.00
✓ 412 566/-540 - ( ( 91.34-106.95=15.61)
True
(Mon) ( 0.32%) 12.48 ( 111.09-79=-32.09) 23800PE ( 0-0=0.00) 23800PE ( 0-0=0.00) 24200CE
24002.60-24059.40)
o n a 24200CE
pe r s
fo r
n i s 121.15 1028.25
ck.i
24 Oct 2017 53.05 12.06 - 0.00 -746.00 0.00
✓ 282 478/-514 - ( ( 73.63-32.5=-41.13)
True
(Tue) ( 0.22%) 11.67 ( 0-0=0.00) 23900PE ( 78.16-108=29.84) 24300CE ( 0-0=0.00) 24300CE
km o 24133.50-24254.65) 23900PE
t o c
F bys 51.55
✓
26 Oct 2017
1406 1437/-547
s P D-81.95 12.38 -
- (
883.75 0.00 523.00 0.00
Thi
True
(Thu) ( -0.33%) 11.63 ( 39.9-4.55=-35.35) 24800PE ( 0-0=0.00) 24800PE ( 36.72-15.8=-20.92) 25200CE ( 0-0=0.00) 25200CE
25009.60-25061.15)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 2 NOV 2017, Net Profit: 2708, Average Day Profit: 541
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
37.60
31 Oct 2017 53.55 12.35 - 503.50 0.00 162.75 0.00
✓ 666 678/-75 - (
True
(Tue) ( 0.21%) 12.36 ( 82.29-62.15=-20.14) 24800PE ( 0-0=0.00) 24800PE ( 68.36-61.85=-6.51) 25200CE ( 0-0=0.00) 25200CE
25002.65-25040.25)
193.95
1 Nov 2017 177.95 12.23 - Day Open > 1019.50 0.00 -880.75 0.00
✓ 138 278/-823 (
True
(Wed) ( 0.71%) 12.08 PDH ( 52.78-12=-40.78) 25100PE ( 0-0=0.00) 25100PE ( 35.67-70.9=35.23) 25500CE ( 0-0=0.00) 25500CE
25259.45-25453.40)
Expiry: 9 NOV 2017, Net Profit: -545, Average Day Profit: -109
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE CE
p e rs
s for
ni
130.00 -1117.25
✓
3 Nov 2017
-427 311/-563
104.1 11.89 -
-
c k . i (
689.25 0.00
( 88.01-132.7=44.69)
0.00
True
(Fri) ( 0.41%) 11.79 ( 96.52-68.95=-27.57) 25300PE ( 0-0=0.00) 25300PE ( 0-0=0.00) 25700CE
km o 25505.55-25635.55) 25700CE
t o c
F bys 21.60
✓
6 Nov 2017
279 360/-198
s P D-81.7 12.44 -
- (
501.75 0.00 -222.00 0.00
Thi
True
(Mon) ( -0.32%) 12.55 ( 95.62-75.55=-20.07) 25400PE ( 0-0=0.00) 25400PE ( 75.02-83.9=8.88) 25800CE ( 0-0=0.00) 25800CE
25597.05-25618.65)
-50.15 629.75
8 Nov 2017 75 13.42 - 376.25 0.00 0.00
✓ 1006 1153/-68 - ( ( 51.29-26.1=-25.19)
True
(Wed) ( 0.3%) 13.61 ( 59.65-44.6=-15.05) 25100PE ( 0-0=0.00) 25100PE ( 0-0=0.00) 25500CE
25295.05-25244.90) 25500CE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 16 NOV 2017, Net Profit: 1369, Average Day Profit: 273
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
o t her
wit h
✓
13 Nov 2017
164 179/-159
71.3 13.53 -
-
-108.60
(
-109.75 0.00
h a r e 274.00 0.00
True
(Mon) ( 0.28%) 13.91
25549.40-25440.80)
( 78.11-82.5=4.39) 25300PE ( 0-0=0.00) 25300PE
t s ( 77.96-67=-10.96) 25700CE ( 0-0=0.00) 25700CE
D o no
-86.80 169.75 o n ly.
✓
14 Nov 2017
682 753/-6
-5.75 13.67 -
- (
us
( 72.64-65.85=-6.79) e 0.00 512.50 0.00
l
True
(Tue) ( -0.02%) 14.63 ( 0-0=0.00) 25200PE ( 59.75-39.25=-20.50) 25600CE ( 0-0=0.00) 25600CE
25361.65-25274.85)
o n a 25200PE
p e rs
s for
ni
-21.75 218.00
✓
15 Nov 2017
625 667/-60
-42.95 13.28 -
-
c k . i ( ( 44.77-36.05=-8.72)
0.00 407.00 0.00
True
(Wed) ( -0.17%) 13.53 ( 0-0=0.00) 25100PE ( 33.83-17.55=-16.28) 25500CE ( 0-0=0.00) 25500CE
km o 25258.00-25236.25) 25100PE
t o c
F bys 78.35
✓
16 Nov 2017
283 286/0
s P D 74
13.6 - 13.83 - (
191.50 0.00 91.75 0.00
Thi
True
(Thu) ( 0.29%) ( 7.81-0.15=-7.66) 25100PE ( 0-0=0.00) 25100PE ( 6.67-3=-3.67) 25500CE ( 0-0=0.00) 25500CE
25305.00-25383.35)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 23 NOV 2017, Net Profit: 1746, Average Day Profit: 349
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
-16.10
17 Nov 2017 429.1 280.00 0.00 142.75 0.00
✓ 422 463/-162 12.23 - 13.39 Day Open > PDH (
True
(Fri) ( 1.69%) ( 98.5-87.3=-11.20) 25700PE ( 0-0=0.00) 25700PE ( 96.66-90.95=-5.71) 26100CE ( 0-0=0.00) 26100CE
25861.80-25845.70)
-54.45 505.50
21 Nov 2017 60.7 -94.75 0.00 0.00
✓ 410 535/0 13.19 - 13.39 Day Open > PDH ( ( 45.87-25.65=-20.22)
True
(Tue) ( 0.24%) ( 47.21-51=3.79) 25700PE ( 0-0=0.00) 25700PE ( 0-0=0.00) 26100CE
25850.35-25795.90) 26100CE
-60.20 406.00
22 Nov 2017 48.15 -81.75 0.00 0.00
✓ 324 361/-685 13.35 - 14.11 - ( ( 31.99-15.75=-16.24)
True
(Wed) ( 0.19%) ( 23.43-26.7=3.27) 25600PE ( 0-0=0.00) 25600PE ( 0-0=0.00) 26000CE
25818.60-25758.40) 26000CE
Expiry: 30 NOV 2017, Net Profit: 1125, Average Day Profit: 225
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE CE
p e rs
s for
ni
11.10
✓
24 Nov 2017
330 359/-105
40.35 13.49 -
-
c k . i (
465.50 0.00 -135.00 0.00
True
(Fri) ( 0.16%) 13.49 ( 85.42-66.8=-18.62) 25600PE ( 0-0=0.00) 25600PE ( 79.2-84.6=5.40) 26000CE ( 0-0=0.00) 26000CE
km o 25768.70-25779.80)
t o c
F bys 79.05 401.00 -472.25
✓
27 Nov 2017
-71 217/-116
s P D-86.6 13.68 -
Day Open < PDL ( ( 51.19-35.15=-16.04)
0.00
( 68.56-87.45=18.89)
0.00
Thi
True
(Mon) ( -0.34%) 13.25 ( 0-0=0.00) 25500PE ( 0-0=0.00) 25900CE
25696.75-25775.80) 25500PE 25900CE
-79.50
28 Nov 2017 -61.5 12.89 - -480.50 0.00 664.75 0.00
✓ 184 293/-178 - (
True
(Tue) ( -0.24%) 13.25 ( 34.08-53.3=19.22) 25700PE ( 0-0=0.00) 25700PE ( 51.79-25.2=-26.59) 26100CE ( 0-0=0.00) 26100CE
25901.95-25822.45)
-42.75
29 Nov 2017 -16.75 45.50 0.00 303.00 0.00
✓ 348 370/-168 12.95 - 13.1 - (
True
(Wed) ( -0.06%) ( 35.82-34=-1.82) 25700PE ( 0-0=0.00) 25700PE ( 25.72-13.6=-12.12) 26100CE ( 0-0=0.00) 26100CE
25864.35-25821.60)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 7 DEC 2017, Net Profit: 1127, Average Day Profit: 225
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
o t her
wit h
✓
4 Dec 2017
-16 249/-572
103.1 14.78 -
-
-111.25
(
-660.00 0.00
h a r e 643.25 0.00
True
(Mon) ( 0.41%) 14.88
25199.60-25088.35)
( 99.1-125.5=26.40) 25000PE ( 0-0=0.00) 25000PE
t s ( 83.48-57.75=-25.73) 25400CE ( 0-0=0.00) 25400CE
D o no
93.85 o n ly.
✓
5 Dec 2017
644 681/-480
-44.35 14.86 -
- (
us
865.75
e 0.00 -221.25 0.00
l
True
(Tue) ( -0.18%) 14.92 ( 82.63-48=-34.63) 24900PE ( 0-0=0.00) 24900PE ( 69.55-78.4=8.85) 25300CE ( 0-0=0.00) 25300CE
25055.30-25149.15)
o n a
p e rs
s for
ni
-33.30
✓
6 Dec 2017
174 191/-109
-58.55
15 - 15.02 -
c k . i (
-109.75 0.00 284.50 0.00
True
(Wed) ( -0.23%) ( 36.91-41.3=4.39) 24800PE ( 0-0=0.00) 24800PE ( 53.18-41.8=-11.38) 25200CE ( 0-0=0.00) 25200CE
km o 25040.35-25007.05)
t o c
F bys 156.95
✓
7 Dec 2017
95 252/-346
s P D83.5 14.89 -
- (
273.50 0.00 -178.25 0.00
Thi
True
(Thu) ( 0.34%) 14.49 ( 11.14-0.2=-10.94) 24700PE ( 0-0=0.00) 24700PE ( 5.67-12.8=7.13) 25100CE ( 0-0=0.00) 25100CE
24897.95-25054.90)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
91.60 338.50
8 Dec 2017 88.25 13.79 - 0.00 -480.00 0.00
✓ -141 26/-440 Day Open > PDH ( ( 60.89-47.35=-13.54)
True
(Fri) ( 0.35%) 13.83 ( 0-0=0.00) 25000PE ( 90-109.2=19.20) 25400CE ( 0-0=0.00) 25400CE
25243.60-25335.20) 25000PE
-23.65 330.00
12 Dec 2017 8.55 14.21 - -218.00 0.00 0.00
✓ 111 183/-144 - ( ( 50.65-37.45=-13.20)
True
(Tue) ( 0.03%) 15.11 ( 33.28-42=8.72) 25000PE ( 0-0=0.00) 25000PE ( 0-0=0.00) 25400CE
25243.10-25219.45) 25400CE
-82.55
13 Dec 2017 -7.25 15.21 - -787.50 0.00 263.25 0.00
✓ -524 342/-933 - (
True
(Wed) ( -0.03%) 15.63 ( 40.55-72.05=31.50) 24900PE ( 0-0=0.00) 24900PE ( 23.53-13=-10.53) 25300CE ( 0-0=0.00) 25300CE
25066.35-24983.80)
Expiry: 21 DEC 2017, Net Profit: 2794, Average Day Profit: 558
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
-11.55 -333.75
✓
15 Dec 2017
-589 0/-724
318.95 14.26 - Day Open >
c k . i ( ( 149.35-162.7=13.35)
0.00 -256.25 0.00
True
(Fri) ( 1.27%) 14.62 PDH ( 0-0=0.00) 25300PE ( 119.75-130=10.25) 25700CE ( 0-0=0.00) 25700CE
km o 25460.75-25449.20) 25300PE
t o c
F bys 814.30 4734.50 -2679.25
✓
18 Dec 2017
2055 2129/-410
s P D
-258.55
16.06 - 13
Day Open <
( ( 202.48-13.1=-189.38)
0.00
( 136.41-243.58=107.17) 25100CE
0.00
Thi
True
(Mon) ( -1.02%) PDL ( 0-0=0.00) 24700PE ( 0-0=0.00) 25100CE
24860.90-25675.20) 24700PE 09:27
-30.15
19 Dec 2017 46.35 -54.75 0.00 516.25 0.00
✓ 461 634/-146 12.75 - 12.5 - (
True
(Tue) ( 0.18%) ( 68.06-70.25=2.19) 25500PE ( 0-0=0.00) 25500PE ( 58.85-38.2=-20.65) 25900CE ( 0-0=0.00) 25900CE
25704.60-25674.45)
0.20
20 Dec 2017 62.85 12.21 - Day Open > 479.25 0.00 68.25 0.00
✓ 547 555/-205 (
True
(Wed) ( 0.24%) 12.14 PDH ( 46.27-27.1=-19.17) 25500PE ( 0-0=0.00) 25500PE ( 23.48-20.75=-2.73) 25900CE ( 0-0=0.00) 25900CE
25668.30-25668.50)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 28 DEC 2017, Net Profit: 1250, Average Day Profit: 312
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
o t her
wit h
✓
26 Dec 2017
464 526/-44
11.2
12.19 - 12.08 -
-18.40
(
258.75
( 38.8-28.45=-10.35)
0.00
h a r e 205.75
( 44.38-36.15=-8.23)
0.00
True
(Tue) ( 0.04%)
25591.85-25573.45) 25400PE
( 0-0=0.00) 25400PE
t s 25800CE
( 0-0=0.00) 25800CE
D o no
42.40 o n ly.
✓
27 Dec 2017
-8 58/-845
-22.4
12.17 - 12.24 - (
us
215.00
e 0.00 -223.25 0.00
l
True
(Wed) ( -0.09%) ( 19.2-10.6=-8.60) 25400PE ( 0-0=0.00) 25400PE ( 26.17-35.1=8.93) 25800CE ( 0-0=0.00) 25800CE
25611.35-25653.75)
o n a
p e rs
s for
ni
-64.90
✓
28 Dec 2017
226 290/-157
-32.45
12.57 - 12.49 -
c k . i (
36.50 0.00 190.25 0.00
True
(Thu) ( -0.13%) ( 7.36-5.9=-1.46) 25300PE ( 0-0=0.00) 25300PE ( 8.56-0.95=-7.61) 25700CE ( 0-0=0.00) 25700CE
km o 25517.35-25452.45)
t o c
F bys
Include Date Profit Max Profit/Loss
s P D BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Thi
Expiry: 4 JAN 2018, Net Profit: 474, Average Day Profit: 94
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
63.95 370.50
29 Dec 2017 -5.15 12.49 - 0.00 -112.00 0.00
✓ 258 292/-18 - ( ( 76.37-61.55=-14.82)
True
(Fri) ( -0.02%) 12.68 ( 0-0=0.00) 25300PE ( 55.27-59.75=4.48) 25700CE ( 0-0=0.00) 25700CE
25470.50-25534.45) 25300PE
-8.45
1 Jan 2018 26.3 13.55 - 136.75 0.00 70.50 0.00
✓ 207 230/-202 - (
True
(Mon) ( 0.1%) 13.37 ( 45.37-39.9=-5.47) 25300PE ( 0-0=0.00) 25300PE ( 56.07-53.25=-2.82) 25700CE ( 0-0=0.00) 25700CE
25541.90-25533.45)
-81.25 347.00
3 Jan 2018 87.5 13.41 - 3.75 0.00 0.00
✓ 350 406/0 Day Open > PDH ( ( 24.13-10.25=-13.88)
True
(Wed) ( 0.35%) 13.51 ( 19.8-19.65=-0.15) 25200PE ( 0-0=0.00) 25200PE ( 0-0=0.00) 25600CE
25445.95-25364.70) 25600CE
91.85
4 Jan 2018 49.05 13.64 - 221.25 0.00 4.75 0.00
✓ 226 229/-14 - (
True
(Thu) ( 0.19%) 13.46 ( 9.2-0.35=-8.85) 25200PE ( 0-0=0.00) 25200PE ( 0.99-0.8=-0.19) 25600CE ( 0-0=0.00) 25600CE
25343.95-25435.80)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 11 JAN 2018, Net Profit: 972, Average Day Profit: 194 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
.Do
14.50 119.75 o n l y 30.25
e
l us
5 Jan 2018 61.85 0.00 0.00
✓ 150 230/-111 13.34 - 13.15 Day Open > PDH ( ( 50.74-45.95=-4.79) ( 66.76-65.55=-1.21)
True
(Fri) ( 0.24%) ( 0-0=0.00) 25300PE ( 0-0=0.00) 25700CE
25551.45-25565.95)
o n a 25300PE 25700CE
pe r s
fo r
n i s -39.90 6.00
ck.i
8 Jan 2018 88.4 92.00 0.00 0.00
✓ 97 137/-387 13.17 - 13.79 Day Open > PDH ( ( 41.19-40.95=-0.24)
True
(Mon) ( 0.35%) ( 43.48-39.8=-3.68) 25500PE ( 0-0=0.00) 25500PE ( 0-0=0.00) 25900CE
km o 25730.00-25690.10) 25900CE
t o c
F bys 37.50 386.50 37.75
✓
9 Jan 2018
424 464/-109
s P D
51.85
13.88 - 13.96 - ( ( 47.26-31.8=-15.46)
0.00
( 18.46-16.95=-1.51)
0.00
Thi
True
(Tue) ( 0.2%) ( 0-0=0.00) 25500PE ( 0-0=0.00) 25900CE
25657.80-25695.30) 25500PE 25900CE
-47.15
10 Jan 2018 6.1 33.25 0.00 147.50 0.00
✓ 180 306/-208 13.87 - 14.07 - (
True
(Wed) ( 0.02%) ( 33.33-32=-1.33) 25500PE ( 0-0=0.00) 25500PE ( 9.25-3.35=-5.90) 25900CE ( 0-0=0.00) 25900CE
25659.80-25612.65)
95.15
11 Jan 2018 10.9 109.50 0.00 12.25 0.00
✓ 121 127/-22 14.25 - 13.97 - (
True
(Thu) ( 0.04%) ( 4.48-0.1=-4.38) 25400PE ( 0-0=0.00) 25400PE ( 1.29-0.8=-0.49) 25800CE ( 0-0=0.00) 25800CE
25575.80-25670.95)
Expiry: 18 JAN 2018, Net Profit: -161, Average Day Profit: -40
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
-33.95
12 Jan 2018 71.5 -296.00 0.00 245.50 0.00
✓ -50 114/-1105 13.4 - 14.05 Day Open > PDH (
True
(Fri) ( 0.28%) ( 46.96-58.8=11.84) 25500PE ( 0-0=0.00) 25500PE ( 44.82-35=-9.82) 25900CE ( 0-0=0.00) 25900CE
25742.40-25708.45)
157.40 547.75
15 Jan 2018 109.1 0.00 -963.00 0.00
✓ -415 293/-796 14.12 - 14.31 Day Open > PDH ( ( 57.51-35.6=-21.91)
True
(Mon) ( 0.42%) ( 0-0=0.00) 25700PE ( 23.48-62=38.52) 26100CE ( 0-0=0.00) 26100CE
25885.00-26042.40) 25700PE
her s.
16 Jan 2018 59.95
-66.40
-117.00 0.00
h o t 191.75 0.00
wit
✓ 74 359/-224 14.41 - 14.1 Day Open > PDH (
True
(Tue) ( 0.23%) ( 65.32-70=4.68) 25900PE ( 0-0=0.00) 25900PE ( 16.77-9.1=-7.67) 26300CE ( 0-0=0.00) 26300CE
26037.15-25970.75)
h a re
no ts
o
ly. D
174.05
17 Jan 2018 -28.75 805.00 0.00 -574.75 0.00
✓ 230 458/-82 14.29 - 13.79 - (
e on
True
(Wed) ( -0.11%) ( 39.8-7.6=-32.20) 25800PE ( 0-0=0.00) 25800PE ( 7.61-30.6=22.99) 26200CE ( 0-0=0.00) 26200CE
25966.75-26140.80)
lu s
o n a
p e rs
for
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
i ni s
Expiry: 25 JAN 2018, Net Profit: -1223, Average Day Profit: -244
c k .
Max BN Gap
km o
BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit
o c
India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down
ys t H/L PE CE
F b
s P D 188.05 764.25
Thi
19 Jan 2018 78.25 14.12 - 0.00 -1676.25 0.00
✓ -912 208/-1087 - ( ( 104.92-74.35=-30.57)
True
(Fri) ( 0.29%) 14.06 ( 0-0=0.00) 26400PE ( 60.4-127.45=67.05) 26800CE ( 0-0=0.00) 26800CE
26566.55-26754.60) 26400PE
159.00
23 Jan 2018 48.75 Day Open > 1353.75 0.00 -1076.25 0.00
✓ 277 842/-114 16.1 - 16.11 (
True
(Tue) ( 0.18%) PDH ( 108.45-54.3=-54.15) 26900PE ( 0-0=0.00) 26900PE ( 88.75-131.8=43.05) 27300CE ( 0-0=0.00) 27300CE
27117.60-27276.60)
-8.70
25 Jan 2018 15.55 407.50 0.00 266.50 0.00
✓ 674 682/-1145 17.97 - 17.3 - (
True
(Thu) ( 0.06%) ( 29.85-13.55=-16.30) 27200PE ( 0-0=0.00) 27200PE ( 17.61-6.95=-10.66) 27600CE ( 0-0=0.00) 27600CE
27384.80-27376.10)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 1 FEB 2018, Net Profit: 6401, Average Day Profit: 1600
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
hare
14.25 -785.50
29 Jan 2018 0.45 18.15 - 741.75 0.00 0.00
✓ -43 237/-1732 - ( ( 223.83-255.25=31.42)
True
(Mon) ( 0%) 17.89
27499.95-27514.20)
( 264.12-234.45=-29.67) 27300PE ( 0-0=0.00) 27300PE
t s 27700CE
( 0-0=0.00) 27700CE
D o no
-71.30 o n ly. 816.00
e
l us
30 Jan 2018 -31.6 17.78 - 1345.25 0.00 0.00
✓ 2161 2324/-66 - ( ( 200.99-168.35=-32.64)
True
(Tue) ( -0.11%) 16.91 ( 245.76-191.95=-53.81) 27200PE ( 0-0=0.00) 27200PE ( 0-0=0.00) 27600CE
27365.90-27294.60)
o n a 27600CE
pe r s
fo r
n i s-11.70
ck.i
31 Jan 2018 -132.8 16.29 - Day Open < 208.75 0.00 189.00 0.00
✓ 397 912/-62 (
True
(Wed) ( -0.49%) 15.94 PDL ( 129.35-121=-8.35) 27000PE ( 0-0=0.00) 27000PE ( 166.16-158.6=-7.56) 27400CE ( 0-0=0.00) 27400CE
km o 27203.50-27191.80)
t o c
F bys -35.50 -1636.75 2838.75 2684.75
✓
1 Feb 2018
3886 3905/-809
s P D-44.6 16.03 -
- ( ( 145.82-211.29=65.47) 27300PE ( 12:53) ( 112.34-4.95=-107.39)
0.00
Thi
True
(Thu) ( -0.16%) 13.98 ( 0-0=0.00) 27700CE
27478.25-27442.75) 12:41 ( 130.3-16.75=-113.55) 27300PE 27700CE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 8 FEB 2018, Net Profit: -5357, Average Day Profit: -1071
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-236.70
2 Feb 2018 -203.3 14.57 - Day Open < -2355.75 0.00 1067.25 0.00
✓ -1288 30/-2230 (
True
(Fri) ( -0.75%) 14.8 PDL ( 166.02-260.25=94.23) 26700PE ( 0-0=0.00) 26700PE ( 122.39-79.7=-42.69) 27100CE ( 0-0=0.00) 27100CE
26870.95-26634.25)
636.35 -2230.25
6 Feb 2018 -958.65 18.54 - Day Open < -333.25 0.00 0.00
✓ -2563 0/-7025 ( ( 197.41-286.62=89.21) 25400CE
True
(Tue) ( -3.67%) 19.76 PDL ( 56.67-70=13.33) 25000PE ( 0-0=0.00) 25000PE ( 0-0=0.00) 25400CE
25185.20-25821.55) 13:48
-260.00 -2983.75
7 Feb 2018 254.1 19.05 - 0.00 2098.00 0.00
✓ -885 892/-1585 - ( ( 144.72-264.07=119.35) 25800PE
True
(Wed) ( 0.98%) 19.51 ( 0-0=0.00) 25800PE ( 125.37-41.45=-83.92) 26200CE ( 0-0=0.00) 26200CE
25982.85-25722.85) 11:30
h a r e
t s
o no
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 15 FEB 2018, Net Profit: 4611, Average Day Profit: 1152
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
o n a
(1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE PE CE
p e rs
s for
ni
12.30 1215.00
✓
9 Feb 2018
910 1148/-945
-454.35 18.82 -
Day Open < PDL
c k . i ( ( 278.6-230=-48.60)
0.00 -304.25 0.00
True
(Fri) ( -1.75%) 19.15 ( 0-0=0.00) 25300PE ( 232.53-244.7=12.17) 25700CE ( 0-0=0.00) 25700CE
km o 25495.40-25507.70) 25300PE
t o c
F bys 59.25 880.00 646.00
✓
12 Feb 2018
1526 1746/-27
s P D 66.45 17.93 -
- ( ( 149.2-114=-35.20)
0.00
( 191.99-166.15=-25.84)
0.00
Thi
True
(Mon) ( 0.26%) 18.13 ( 0-0=0.00) 25400PE ( 0-0=0.00) 25800CE
25637.25-25696.50) 25400PE 25800CE
-111.40
14 Feb 2018 108.65 16.79 - -151.25 0.00 1304.75 0.00
✓ 1153 1308/-478 Day Open > PDH (
True
(Wed) ( 0.42%) 16.54 ( 78.65-84.7=6.05) 25500PE ( 0-0=0.00) 25500PE ( 81.09-28.9=-52.19) 25900CE ( 0-0=0.00) 25900CE
25686.65-25575.25)
-1.70
15 Feb 2018 19.65 16.56 - 637.50 0.00 385.25 0.00
✓ 1022 1040/-81 - (
True
(Thu) ( 0.08%) 16.35 ( 30.6-5.1=-25.50) 25200PE ( 0-0=0.00) 25200PE ( 18.06-2.65=-15.41) 25600CE ( 0-0=0.00) 25600CE
25420.60-25418.90)
Expiry: 22 FEB 2018, Net Profit: 949, Average Day Profit: 189
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
-317.95 -3093.25
16 Feb 2018 87.6 14.97 - 0.00 1735.25 0.00
✓ -1357 149/-2179 - ( ( 169.85-293.58=123.73) 25400PE
True
(Fri) ( 0.34%) 16.34 ( 0-0=0.00) 25400PE ( 118.41-49=-69.41) 25800CE ( 0-0=0.00) 25800CE
25557.70-25239.75) 11:55
her s.
20 Feb 2018 47
108.70
1127.00 0.00
h o t -639.00
0.00
wit
✓ 488 752/-35 16.99 - 16.5 - ( ( 80.69-106.25=25.56)
True
(Tue) ( 0.19%) ( 113.78-68.7=-45.08) 24800PE ( 0-0=0.00) 24800PE ( 0-0=0.00) 25200CE
24973.85-25082.55) 25200CE
h a re
no ts
o
ly. D
-51.30 632.75
21 Feb 2018 122.2 61.50 0.00 0.00
✓ 694 1102/-697 16.3 - 16.1 - ( ( 46.81-21.5=-25.31)
e on
True
(Wed) ( 0.49%) ( 87.81-85.35=-2.46) 24800PE ( 0-0=0.00) 24800PE ( 0-0=0.00) 25200CE
24944.00-24892.70) 25200CE
lu s
o n a
-33.85
p e rs
for
22 Feb 2018 -124 16.27 - 398.00 0.00 217.50 0.00
✓ 615 796/-59 - (
True
(Thu) ( -0.5%) 14.73 ( 36.72-20.8=-15.92) 24700PE ( 0-0=0.00) 24700PE ( 10.45-1.75=-8.70) 25100CE ( 0-0=0.00) 25100CE
nis
24848.05-24814.20)
i
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 1 MAR 2018, Net Profit: -882, Average Day Profit: -176
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
169.30
23 Feb 2018 47.05 14.13 - Day Open > 1629.75 0.00 -1253.75 0.00
✓ 376 927/-18 (
True
(Fri) ( 0.19%) 14.07 PDH ( 130.69-65.5=-65.19) 24900PE ( 0-0=0.00) 24900PE ( 88.55-138.7=50.15) 25300CE ( 0-0=0.00) 25300CE
25073.15-25242.45)
230.20 -1652.00
26 Feb 2018 149.5 14.06 - Day Open > 1128.00 0.00 0.00
✓ -524 475/-900 ( ( 65.07-131.15=66.08)
True
(Mon) ( 0.59%) 13.62 PDH ( 84.92-39.8=-45.12) 25300PE ( 0-0=0.00) 25300PE ( 0-0=0.00) 25700CE
25440.75-25670.95) 25700CE
16.35
28 Feb 2018 -267.35 14.27 - 633.25 0.00 121.25 0.00
✓ 754 1092/-160 Day Open < PDL (
True
(Wed) ( -1.05%) 13.82 ( 43.58-18.25=-25.33) 24800PE ( 0-0=0.00) 24800PE ( 60.1-55.25=-4.85) 25200CE ( 0-0=0.00) 25200CE
25062.35-25078.70)
-69.65
1 Mar 2018 -85.05 13.65 - 457.75 0.00 155.50 0.00
✓ 613 655/-155 - (
True
(Thu) ( -0.34%) 13.84 ( 27.46-9.15=-18.31) 25000PE ( 0-0=0.00) 25000PE ( 6.37-0.15=-6.22) 25400CE ( 0-0=0.00) 25400CE
25132.95-25063.30)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 8 MAR 2018, Net Profit: 1414, Average Day Profit: 471 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
.D o
37.85 622.50 o n l y -414.25
e
l us
5 Mar 2018 -71.2 0.00 0.00
✓ 208 467/-273 14.85 - 15.3 Day Open < PDL ( ( 158.95-134.05=-24.90) ( 103.63-120.2=16.57)
True
(Mon) ( -0.29%) ( 0-0=0.00) 24600PE ( 0-0=0.00) 25000CE
24789.25-24827.10)
o n a 24600PE 25000CE
pe r s
fo r
n i s -144.25 1339.25
ck.i
7 Mar 2018 -114.6 -797.75 0.00 0.00
✓ 541 962/-336 16.3 - 15.71 Day Open < PDL ( ( 74.92-21.35=-53.57)
True
(Wed) ( -0.47%) ( 71.79-103.7=31.91) 24100PE ( 0-0=0.00) 24100PE ( 0-0=0.00) 24500CE
km o 24302.85-24158.60) 24500CE
t o c
F bys 33.05
✓
8 Mar 2018
665 672/-1499
s P D139.8 14.86 -
- (
502.25 0.00 162.75 0.00
Thi
True
(Thu) ( 0.58%) 14.94 ( 22.89-2.8=-20.09) 24100PE ( 0-0=0.00) 24100PE ( 8.56-2.05=-6.51) 24500CE ( 0-0=0.00) 24500CE
24286.15-24319.20)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 15 MAR 2018, Net Profit: -1291, Average Day Profit: -258
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-23.55 -407.50
9 Mar 2018 79.3 14.38 - Day Open > 0.00 663.00 0.00
✓ 255 520/-365 ( ( 149.25-165.55=16.30)
True
(Fri) ( 0.32%) 14.32 PDH ( 0-0=0.00) 24200PE ( 154.22-127.7=-26.52) 24600CE ( 0-0=0.00) 24600CE
24419.05-24395.50) 24200PE
80.90
14 Mar 2018 -109 1276.25 0.00 -54.25 0.00
✓ 1222 1301/-246 14.73 - 14.6 - (
True
(Wed) ( -0.44%) ( 90.1-39.05=-51.05) 24400PE ( 0-0=0.00) 24400PE ( 73.83-76=2.17) 24800CE ( 0-0=0.00) 24800CE
24608.15-24689.05)
Expiry: 22 MAR 2018, Net Profit: 1625, Average Day Profit: 325
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
-11.95 28.00
✓
16 Mar 2018
-225 506/-484
-38.2 14.33 -
-
c k . i (
-253.50 0.00
( 145.82-144.7=-1.12)
0.00
True
(Fri) ( -0.15%) 15.14 ( 156.91-167.05=10.14) 24500PE ( 0-0=0.00) 24500PE ( 0-0=0.00) 24900CE
km o 24672.85-24660.90) 24900CE
t o c
F bys -344.50 -2997.75 2164.00
✓
19 Mar 2018
-833 32/-1425
s P D40.6 15.28 -
- ( ( 137.21-257.12=119.91) 24400PE
0.00
( 127.31-40.75=-86.56)
0.00
Thi
True
(Mon) ( 0.17%) 15.91 ( 0-0=0.00) 24400PE ( 0-0=0.00) 24800CE
24559.50-24215.00) 12:45 24800CE
-24.90 963.75
20 Mar 2018 -111.15 15.91 - Day Open < 176.75 0.00 0.00
✓ 1140 1220/-326 ( ( 119.7-81.15=-38.55)
True
(Tue) ( -0.46%) 15.69 PDL ( 106.07-99=-7.07) 24000PE ( 0-0=0.00) 24000PE ( 0-0=0.00) 24400CE
24182.75-24157.85) 24400CE
-105.10 903.00
21 Mar 2018 163.1 14.99 - -282.00 0.00 0.00
✓ 621 710/-18 - ( ( 55.67-19.55=-36.12)
True
(Wed) ( 0.67%) 15.21 ( 64.72-76=11.28) 24200PE ( 0-0=0.00) 24200PE ( 0-0=0.00) 24600CE
24392.30-24287.20) 24600CE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 28 MAR 2018, Net Profit: 466, Average Day Profit: 116
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-98.30 -788.75
23 Mar 2018 -355.85 Day Open < 0.00 1449.50 0.00
✓ 660 867/-189 16.06 - 15.7 ( ( 138.65-170.2=31.55)
True
(Fri) ( -1.47%) PDL ( 0-0=0.00) 23600PE ( 132.73-74.75=-57.98) 24000CE ( 0-0=0.00) 24000CE
s.
23780.55-23682.25) 23600PE
o t her
w ith
✓
26 Mar 2018
-1573 577/-1576
4.5
15.9 - 15.24 -
276.05
(
1469.00
( 87.81-29.05=-58.76)
0.00
h a r e -3042.50
( 100.94-222.64=121.70) 23900CE
0.00
True
(Mon) ( 0.02%)
23722.00-23998.05) 23500PE
( 0-0=0.00) 23500PE
t s 13:52
( 0-0=0.00) 23900CE
D o no
49.95 o n ly.
✓
27 Mar 2018
645 735/-566
152.05 14.97 - Day Open >
(
us
435.25
e 0.00 210.25 0.00
l
True
(Tue) ( 0.63%) 14.95 PDH ( 57.41-40=-17.41) 24200PE ( 0-0=0.00) 24200PE ( 58.26-49.85=-8.41) 24600CE ( 0-0=0.00) 24600CE
24374.10-24424.05)
o n a
p e rs
s for
ni
30.30
✓
28 Mar 2018
734 752/-14
-134.65 15.24 -
-
c k . i (
477.75 0.00 257.00 0.00
True
(Wed) ( -0.55%) 15.48 ( 28.51-9.4=-19.11) 24100PE ( 0-0=0.00) 24100PE ( 14.68-4.4=-10.28) 24500CE ( 0-0=0.00) 24500CE
km o 24272.95-24303.25)
t o c
F bys
Include Date Profit Max Profit/Loss
s P D BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Thi
Expiry: 5 APR 2018, Net Profit: -185, Average Day Profit: -46
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
60.30 -159.25
2 Apr 2018 -27.7 16.18 - 1013.50 0.00 0.00
✓ 854 990/-85 - ( ( 143.68-150.05=6.37)
True
(Mon) ( -0.11%) 15.75 ( 132.19-91.65=-40.54) 24000PE ( 0-0=0.00) 24000PE ( 0-0=0.00) 24400CE
24220.45-24280.75) 24400CE
-29.25 269.50
3 Apr 2018 -42.55 15.63 - 222.25 0.00 0.00
✓ 491 600/-108 - ( ( 93.83-83.05=-10.78)
True
(Tue) ( -0.17%) 15.57 ( 91.89-83=-8.89) 24200PE ( 0-0=0.00) 24200PE ( 0-0=0.00) 24600CE
24427.10-24397.85) 24600CE
66.05 401.75
5 Apr 2018 264.95 14.96 - 73.75 0.00 0.00
✓ 475 689/0 - ( ( 36.62-20.55=-16.07)
True
(Thu) ( 1.1%) 14.96 ( 9.15-6.2=-2.95) 24200PE ( 0-0=0.00) 24200PE ( 0-0=0.00) 24600CE
24428.95-24495.00) 24600CE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
hers
IncluDe
Profit/Loss Up/Down H/L PE CE CE
h o t
w i t
hare
29.00 -256.75 -518.00
6 Apr 2018 16.55 14.77 - 0.00 0.00
✓ -774 39/-983 - ( ( 102.83-113.1=10.27) ( 134.28-155=20.72)
True
(Fri) ( 0.07%) 14.95
24771.25-24800.25) 24500PE
( 0-0=0.00) 24500PE
t s 24900CE
( 0-0=0.00) 24900CE
D o no
211.40 o n ly. -1377.75
e
l us
9 Apr 2018 -24.3 14.99 - 954.25 0.00 0.00
✓ -423 192/-496 - ( ( 120.89-176=55.11)
True
(Mon) ( -0.1%) 14.88 ( 96.07-57.9=-38.17) 24700PE ( 0-0=0.00) 24700PE ( 0-0=0.00) 25100CE
24925.35-25136.75)
o n a 25100CE
pe r s
fo r
n i s 77.05
ck.i
10 Apr 2018 59.8 519.25 0.00 20.00 0.00
✓ 539 624/-99 14.5 - 14.52 Day Open > PDH (
True
(Tue) ( 0.24%) ( 105.77-85=-20.77) 25000PE ( 0-0=0.00) 25000PE ( 58.8-58=-0.80) 25400CE ( 0-0=0.00) 25400CE
km o 25152.90-25229.95)
t o c
F bys 30.90 260.75
✓
11 Apr 2018
684 711/-714
s P D-28.45 14.65 -
- (
424.00 0.00
( 44.33-33.9=-10.43)
0.00
Thi
True
(Wed) ( -0.11%) 14.68 ( 58.11-41.15=-16.96) 24900PE ( 0-0=0.00) 24900PE ( 0-0=0.00) 25300CE
25089.15-25120.05) 25300CE
198.95
12 Apr 2018 -21.35 430.25 0.00 -430.00 0.00
✓ 0 325/-561 14.79 - 14.7 - (
True
(Thu) ( -0.09%) ( 17.41-0.2=-17.21) 24800PE ( 0-0=0.00) 24800PE ( 9.75-26.95=17.20) 25200CE ( 0-0=0.00) 25200CE
24998.20-25197.15)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 19 APR 2018, Net Profit: 757, Average Day Profit: 151
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
4.45 475.75
17 Apr 2018 62.9 14.05 - 0.00 287.25 0.00
✓ 763 818/-13 Day Open > PDH ( ( 73.18-54.15=-19.03)
True
(Tue) ( 0.25%) 14.06 ( 0-0=0.00) 25100PE ( 72.39-60.9=-11.49) 25500CE ( 0-0=0.00) 25500CE
25333.40-25337.85) 25100PE
ly. D
✓ 409 412/-1 13.9 - 13.76 - (
True
(Thu) ( 0.41%) ( 6.52-1.05=-5.47) 24900PE ( 0-0=0.00) 24900PE ( 12.39-1.5=-10.89) 25300CE ( 0-0=0.00) 25300CE
25119.55-25126.05)
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 26 APR 2018, Net Profit: 2107, Average Day Profit: 421
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE
y s to
F b -167.85 982.75
20 Apr 2018
D
0.65 13.69 - -583.00 0.00 0.00
is P
✓ 399 618/-25 - ( ( 107.96-68.65=-39.31)
True
(Fri) ( 0%) 13.16 ( 114.18-137.5=23.32) 24800PE ( 0-0=0.00) 24800PE ( 0-0=0.00) 25200CE
Th
25028.70-24860.85) 25200CE
2.05 355.75
24 Apr 2018 11.55 12.76 - 240.00 0.00 0.00
✓ 595 652/-289 - ( ( 44.48-30.25=-14.23)
True
(Tue) ( 0.05%) 11.96 ( 89.55-79.95=-9.60) 24900PE ( 0-0=0.00) 24900PE ( 0-0=0.00) 25300CE
25062.00-25064.05) 25300CE
73.00
26 Apr 2018 18.8 12.85 - 210.00 0.00 97.75 0.00
✓ 307 338/0 - (
True
(Thu) ( 0.08%) 12.08 ( 9.35-0.95=-8.40) 24600PE ( 0-0=0.00) 24600PE ( 7.76-3.85=-3.91) 25000CE ( 0-0=0.00) 25000CE
24798.40-24871.40)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 3 MAY 2018, Net Profit: -625, Average Day Profit: -156
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
re
186.60 806.75
27 Apr 2018 19.25 0.00 -2305.50 0.00
✓ -1498 0/-2103 12.24 - 12.1 - ( ( 65.22-32.95=-32.27)
h a
True
(Fri) ( 0.08%)
25182.60-25369.20) 24900PE
( 0-0=0.00) 24900PE
t s ( 82.78-175=92.22) 25300CE ( 0-0=0.00) 25300CE
o no
ly . D
-7.90 o n
✓
30 Apr 2018
526 597/0
95.55 12.43 -
Day Open > PDH (
u
549.50
se 0.00 -23.50 0.00
nal
True
(Mon) ( 0.38%) 12.41 ( 63.38-41.4=-21.98) 25400PE ( 0-0=0.00) 25400PE ( 38.71-39.65=0.94) 25800CE ( 0-0=0.00) 25800CE
25561.15-25553.25)
e rs o
for p
2 May 2018 75.45 12.81 -
i ni s -37.90
-53.25 0.00
330.25
0.00
✓ 276 303/-200 -
c k . ( ( 27.16-13.95=-13.21)
True
(Wed) ( 0.3%) 13.04 ( 26.22-28.35=2.13) 25400PE ( 0-0=0.00) 25400PE ( 0-0=0.00) 25800CE
km o 25612.65-25574.75) 25800CE
t o c
F bys 148.00
✓
3 May 2018
71 143/-10
s P D-20.4 12.97 -
- (
145.50 0.00 -74.25 0.00
Thi
True
(Thu) ( -0.08%) 12.85 ( 6.02-0.2=-5.82) 25300PE ( 0-0=0.00) 25300PE ( 3.78-6.75=2.97) 25700CE ( 0-0=0.00) 25700CE
25485.95-25633.95)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 10 MAY 2018, Net Profit: 1215, Average Day Profit: 243
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
69.05 442.25
4 May 2018 27.05 0.00 -168.25 0.00
✓ 274 395/-104 13.03 - 13.27 - ( ( 82.49-64.8=-17.69)
True
(Fri) ( 0.11%) ( 0-0=0.00) 25400PE ( 84.87-91.6=6.73) 25800CE ( 0-0=0.00) 25800CE
25568.85-25637.90) 25400PE
76.55 256.75
8 May 2018 222.1 0.00 -84.75 0.00
✓ 172 241/-186 13.29 - 14.41 Day Open > PDH ( ( 66.17-55.9=-10.27)
True
(Tue) ( 0.86%) ( 0-0=0.00) 25800PE ( 27.41-30.8=3.39) 26200CE ( 0-0=0.00) 26200CE
25971.85-26048.40) 25800PE
178.10 890.75
9 May 2018 -102.4 0.00 -511.25 0.00
✓ 379 556/-39 14.17 - 14.24 - ( ( 44.58-8.95=-35.63)
True
(Wed) ( -0.39%) ( 0-0=0.00) 25800PE ( 20.05-40.5=20.45) 26200CE ( 0-0=0.00) 26200CE
25988.95-26167.05) 25800PE
p e rs
s for
ni
36.30 840.25
✓
11 May 2018
671 790/-273
42.7 13.82 -
-
c k . i ( ( 186.06-152.45=-33.61)
0.00 -168.50 0.00
True
(Fri) ( 0.16%) 14.09 ( 0-0=0.00) 26000PE ( 136.96-143.7=6.74) 26400CE ( 0-0=0.00) 26400CE
km o 26190.15-26226.45) 26000PE
t o c
F bys -33.25 -440.25
✓
14 May 2018
-800 572/-1024
s P D -8.7 13.53 -
- ( ( 160.19-177.8=17.61)
0.00 -360.25 0.00
Thi
True
(Mon) ( -0.03%) 14.31 ( 0-0=0.00) 26300PE ( 101.59-116=14.41) 26700CE ( 0-0=0.00) 26700CE
26467.85-26434.60) 26300PE
-91.40
16 May 2018 -204.65 13.01 - Day Open < -132.50 0.00 523.75 0.00
✓ 391 786/-667 (
True
(Wed) ( -0.77%) 13.48 PDL ( 49.6-54.9=5.30) 26100PE ( 0-0=0.00) 26100PE ( 40.8-19.85=-20.95) 26500CE ( 0-0=0.00) 26500CE
26282.00-26190.60)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 24 MAY 2018, Net Profit: 1992, Average Day Profit: 398
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
o t her
wit h
✓
21 May 2018
579 879/0
141.9 14.27 -
-
-198.65
(
-761.75 0.00
h a r e 1341.75 0.00
True
(Mon) ( 0.55%) 14.48
25927.70-25729.05)
( 94.53-125=30.47) 25700PE ( 0-0=0.00) 25700PE
t s ( 95.52-41.85=-53.67) 26100CE ( 0-0=0.00) 26100CE
D o no
61.30 o n ly.
✓
22 May 2018
532 682/-299
29.45 14.17 -
- (
us
612.25
e 0.00 -79.50 0.00
l
True
(Tue) ( 0.11%) 13.78 ( 72.29-47.8=-24.49) 25600PE ( 0-0=0.00) 25600PE ( 54.77-57.95=3.18) 26000CE ( 0-0=0.00) 26000CE
25747.50-25808.80)
o n a
p e rs
s for
ni
-6.45
✓
23 May 2018
784 804/-9
-50.75 13.44 -
-
c k . i (
364.50 0.00 420.00 0.00
True
(Wed) ( -0.2%) 13.76 ( 43.63-29.05=-14.58) 25600PE ( 0-0=0.00) 25600PE ( 29.75-12.95=-16.80) 26000CE ( 0-0=0.00) 26000CE
km o 25822.05-25815.60)
t o c
F bys 65.80
✓
24 May 2018
335 339/-203
s P D37.95
13.5 - 13.41 - (
324.50 0.00 11.25 0.00
Thi
True
(Thu) ( 0.15%) ( 13.48-0.5=-12.98) 25600PE ( 0-0=0.00) 25600PE ( 0.9-0.45=-0.45) 26000CE ( 0-0=0.00) 26000CE
25754.20-25820.00)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 31 MAY 2018, Net Profit: -4088, Average Day Profit: -817
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
146.15 1257.00
25 May 2018 49.95 12.71 - 0.00 -995.25 0.00
✓ 261 341/-224 - ( ( 103.38-53.1=-50.28)
True
(Fri) ( 0.19%) 12.54 ( 0-0=0.00) 25900PE ( 72.34-112.15=39.81) 26300CE ( 0-0=0.00) 26300CE
26099.00-26245.15) 25900PE
-203.15 -3056.50
29 May 2018 -47 12.99 - 0.00 556.50 0.00
✓ -2500 135/-2975 - ( ( 62.09-184.35=122.26)
True
(Tue) ( -0.18%) 13.56 ( 0-0=0.00) 26300PE ( 37.11-14.85=-22.26) 26700CE ( 0-0=0.00) 26700CE
26485.75-26282.60) 26300PE
165.25 -2739.00
30 May 2018 -214.9 Day Open < 699.75 0.00 0.00
✓ -2039 203/-2147 13.2 - 13.49 ( ( 36.37-145.93=109.56) 26200CE
True
(Wed) ( -0.82%) PDL ( 60.89-32.9=-27.99) 25800PE ( 0-0=0.00) 25800PE ( 0-0=0.00) 26200CE
26020.10-26185.35) 13:07
Expiry: 7 JUN 2018, Net Profit: -874, Average Day Profit: -174
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
-140.70 507.00
✓
1 Jun 2018
-121 268/-846
-42.8 13.22 -
-
c k . i (
-628.00 0.00
( 152.23-131.95=-20.28)
0.00
True
(Fri) ( -0.16%) 13.39 ( 173.38-198.5=25.12) 26600PE ( 0-0=0.00) 26600PE ( 0-0=0.00) 27000CE
km o 26866.75-26726.05) 27000CE
t o c
F bys -589.60 -3507.50 1934.75
✓
4 Jun 2018
-1572 15/-2770
s P D330.9 14.52 - Day Open >
( ( 182.09-322.39=140.30) 26700PE
0.00
( 100.84-23.45=-77.39)
0.00
Thi
True
(Mon) ( 1.24%) 14.07 PDH ( 0-0=0.00) 26700PE ( 0-0=0.00) 27100CE
26880.15-26290.55) 09:42 27100CE
-130.85
5 Jun 2018 5.45 -422.75 0.00 931.25 0.00
✓ 508 803/-458 13.73 - 13.6 - (
True
(Tue) ( 0.02%) ( 142.24-159.15=16.91) 26100PE ( 0-0=0.00) 26100PE ( 109.25-72=-37.25) 26500CE ( 0-0=0.00) 26500CE
26273.55-26142.70)
82.25 -492.00
6 Jun 2018 15.9 13.15 - 909.75 0.00 0.00
✓ 417 509/-108 - ( ( 84.97-104.65=19.68)
True
(Wed) ( 0.06%) 13.39 ( 90.84-54.45=-36.39) 26000PE ( 0-0=0.00) 26000PE ( 0-0=0.00) 26400CE
26211.25-26293.50) 26400CE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 14 JUN 2018, Net Profit: 2427, Average Day Profit: 485
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
35.65 200.50
8 Jun 2018 -60.55 11.99 - -146.25 0.00 0.00
✓ 54 243/-421 Day Open < PDL ( ( 114.77-106.75=-8.02)
True
(Fri) ( -0.23%) 12.61 ( 130.15-136=5.85) 26200PE ( 0-0=0.00) 26200PE ( 0-0=0.00) 26600CE
s.
26358.70-26394.35) 26600CE
o t her
wit h
✓
11 Jun 2018
420 797/-52
21.85 12.28 -
-
62.80
(
886.75
( 114.82-79.35=-35.47)
0.00
h a r e -466.00 0.00
True
(Mon) ( 0.08%) 12.87
26513.95-26576.75) 26300PE
( 0-0=0.00) 26300PE
t s ( 98.36-117=18.64) 26700CE ( 0-0=0.00) 26700CE
D o no
-2.50 o n ly.
✓
12 Jun 2018
425 483/-268
113.05 12.85 -
- (
us
300.25
e 0.00 125.25 0.00
l
True
(Tue) ( 0.43%) 12.57 ( 88.06-76.05=-12.01) 26300PE ( 0-0=0.00) 26300PE ( 87.16-82.15=-5.01) 26700CE ( 0-0=0.00) 26700CE
26524.45-26521.95)
o n a
p e rs
s for
ni
52.80
✓
13 Jun 2018
771 863/-57
114.85 12.55 - Day Open >
c k . i (
647.75 0.00 123.50 0.00
True
(Wed) ( 0.43%) 12.67 PDH ( 57.16-31.25=-25.91) 26400PE ( 0-0=0.00) 26400PE ( 80.69-75.75=-4.94) 26800CE ( 0-0=0.00) 26800CE
km o 26661.35-26714.15)
t o c
F bys -3.50
✓
14 Jun 2018
757 759/-129
s P D-30.5 12.41 -
- (
493.00 0.00 264.50 0.00
Thi
True
(Thu) ( -0.11%) 12.22 ( 25.12-5.4=-19.72) 26400PE ( 0-0=0.00) 26400PE ( 13.58-3=-10.58) 26800CE ( 0-0=0.00) 26800CE
26583.15-26579.65)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 21 JUN 2018, Net Profit: 834, Average Day Profit: 166
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-168.05 1531.75
15 Jun 2018 -48.55 12.01 - -1687.25 0.00 0.00
✓ -155 659/-461 - ( ( 116.17-54.9=-61.27)
True
(Fri) ( -0.18%) 12.36 ( 98.01-165.5=67.49) 26300PE ( 0-0=0.00) 26300PE ( 0-0=0.00) 26700CE
26534.35-26366.30) 26700CE
-70.70 319.25
19 Jun 2018 38.8 12.51 - -197.25 0.00 0.00
✓ 122 331/-177 - ( ( 55.32-42.55=-12.77)
True
(Tue) ( 0.15%) 12.88 ( 78.61-86.5=7.89) 26100PE ( 0-0=0.00) 26100PE ( 0-0=0.00) 26500CE
26335.95-26265.25) 26500CE
110.45
20 Jun 2018 54.7 12.57 - 682.75 0.00 -719.50 0.00
✓ -36 250/-821 - (
True
(Wed) ( 0.21%) 12.32 ( 38.16-10.85=-27.31) 26100PE ( 0-0=0.00) 26100PE ( 45.17-73.95=28.78) 26500CE ( 0-0=0.00) 26500CE
26343.30-26453.75)
p e rs
s for
ni
44.80 1051.50
✓
22 Jun 2018
492 600/-298
21.45 12.41 -
-
c k . i ( ( 116.76-74.7=-42.06)
0.00 -559.50 0.00
True
(Fri) ( 0.08%) 11.98 ( 0-0=0.00) 26300PE ( 76.12-98.5=22.38) 26700CE ( 0-0=0.00) 26700CE
km o 26472.95-26517.75) 26300PE
t o c
F bys -38.60
✓
25 Jun 2018
118 269/-264
s P D-48.7
12.5 - 12.56 - (
-321.50 0.00 439.75 0.00
Thi
True
(Mon) ( -0.18%) ( 82.24-95.1=12.86) 26500PE ( 0-0=0.00) 26500PE ( 80.99-63.4=-17.59) 26900CE ( 0-0=0.00) 26900CE
26680.55-26641.95)
-205.20
27 Jun 2018 14.6 -1318.00 0.00 667.75 0.00
✓ -650 303/-1393 12.8 - 13.53 - (
True
(Wed) ( 0.05%) ( 52.88-105.6=52.72) 26400PE ( 0-0=0.00) 26400PE ( 37.01-10.3=-26.71) 26800CE ( 0-0=0.00) 26800CE
26578.30-26373.10)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 5 JUL 2018, Net Profit: 1741, Average Day Profit: 348
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
o t her
wit h
✓
2 Jul 2018
356 534/-628
0.25 13.28 -
-
-53.55
(
-363.50 0.00
h a r e 720.25
( 88.41-59.6=-28.81)
0.00
True
(Mon) ( 0%) 13.37
26266.75-26213.20)
( 87.36-101.9=14.54) 26100PE ( 0-0=0.00) 26100PE
t s 26500CE
( 0-0=0.00) 26500CE
D o no
46.00 o n ly.
✓
3 Jul 2018
590 711/-139
-20.2 13.53 -
- (
us
728.00
e 0.00 -137.50 0.00
l
True
(Tue) ( -0.08%) 12.95 ( 65.67-36.55=-29.12) 26000PE ( 0-0=0.00) 26000PE ( 78.9-84.4=5.50) 26400CE ( 0-0=0.00) 26400CE
26190.10-26236.10)
o n a
p e rs
s for
ni
138.90
✓
4 Jul 2018
16 717/-103
45.15
13.2 - 12.73 -
c k . i (
712.50 0.00 -696.25 0.00
True
(Wed) ( 0.17%) ( 39.4-10.9=-28.50) 26000PE ( 0-0=0.00) 26000PE ( 49.85-77.7=27.85) 26400CE ( 0-0=0.00) 26400CE
km o 26219.50-26358.40)
t o c
F bys 86.25
✓
5 Jul 2018
367 425/-101
s P D47.6 12.47 -
Day Open > PDH (
307.00 0.00 60.25 0.00
Thi
True
(Thu) ( 0.18%) 12.48 ( 13.03-0.75=-12.28) 26300PE ( 0-0=0.00) 26300PE ( 8.11-5.7=-2.41) 26700CE ( 0-0=0.00) 26700CE
26484.70-26570.95)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 12 JUL 2018, Net Profit: 1952, Average Day Profit: 390
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
58.70 568.00
6 Jul 2018 -75.75 12.43 - 0.00 -154.00 0.00
✓ 413 452/-95 - ( ( 95.97-73.25=-22.72)
True
(Fri) ( -0.29%) 12.44 ( 0-0=0.00) 26300PE ( 82.49-88.65=6.16) 26700CE ( 0-0=0.00) 26700CE
26492.70-26551.40) 26300PE
90.20
10 Jul 2018 91.25 11.95 - 489.75 0.00 -502.75 0.00
✓ -13 183/-195 Day Open > PDH (
True
(Tue) ( 0.34%) 12.28 ( 41.89-22.3=-19.59) 26600PE ( 0-0=0.00) 26600PE ( 41.29-61.4=20.11) 27000CE ( 0-0=0.00) 27000CE
26810.95-26901.15)
-41.75 436.75
11 Jul 2018 6.1 12.51 - 120.25 0.00 0.00
✓ 557 591/-149 - ( ( 36.52-19.05=-17.47)
True
(Wed) ( 0.02%) 12.68 ( 28.26-23.45=-4.81) 26600PE ( 0-0=0.00) 26600PE ( 0-0=0.00) 27000CE
26854.70-26812.95) 27000CE
Expiry: 19 JUL 2018, Net Profit: -1172, Average Day Profit: -234
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
-82.20
✓
13 Jul 2018
606 685/-39
20.3
12.4 - 12.16 -
c k . i (
43.25 0.00 563.00 0.00
True
(Fri) ( 0.08%) ( 92.73-91=-1.73) 26800PE ( 0-0=0.00) 26800PE ( 95.42-72.9=-22.52) 27200CE ( 0-0=0.00) 27200CE
km o 27011.45-26929.25)
t o c
F bys -149.50 952.25
✓
16 Jul 2018
376 615/-53
s P D-21.45 12.47 -
- (
-575.50 0.00
( 72.64-34.55=-38.09)
0.00
Thi
True
(Mon) ( -0.08%) 12.79 ( 64.08-87.1=23.02) 26700PE ( 0-0=0.00) 26700PE ( 0-0=0.00) 27100CE
26871.60-26722.10) 27100CE
169.00
17 Jul 2018 -16.95 12.56 - 385.00 0.00 -1527.50 0.00
✓ -1142 253/-1330 - (
True
(Tue) ( -0.06%) 12.76 ( 28.9-13.5=-15.40) 26500PE ( 0-0=0.00) 26500PE ( 79.1-140.2=61.10) 26900CE ( 0-0=0.00) 26900CE
26738.25-26907.25)
-223.10 -2306.75
18 Jul 2018 99.25 12.74 - 0.00 675.50 0.00
✓ -1631 264/-2096 Day Open > PDH ( ( 34.78-127.05=92.27)
True
(Wed) ( 0.37%) 13.69 ( 0-0=0.00) 27000PE ( 36.07-9.05=-27.02) 27400CE ( 0-0=0.00) 27400CE
27137.80-26914.70) 27000PE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 26 JUL 2018, Net Profit: 1070, Average Day Profit: 214
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
27.15
20 Jul 2018 -25.25 13.59 - 430.25 0.00 -575.50 0.00
✓ -145 142/-743 - (
True
(Fri) ( -0.09%) 13.49 ( 97.51-80.3=-17.21) 26600PE ( 0-0=0.00) 26600PE ( 124.38-147.4=23.02) 27000CE ( 0-0=0.00) 27000CE
s.
26818.25-26845.40)
o t her
wit h
✓
23 Jul 2018
572 1074/0
-171.9 13.51 -
Day Open < PDL
122.20
(
1200.25
( 88.06-40.05=-48.01)
0.00
h a r e -627.75
( 101.54-126.65=25.11)
0.00
True
(Mon) ( -0.64%) 12.88
26877.80-27000.00) 26700PE
( 0-0=0.00) 26700PE
t s 27100CE
( 0-0=0.00) 27100CE
D o no
-103.05 o n ly.
✓
24 Jul 2018
161 324/-906
-24
12.5 - 12.57 - (
us
-563.00
e 0.00 724.50 0.00
l
True
(Tue) ( -0.09%) ( 43.98-66.5=22.52) 26900PE ( 0-0=0.00) 26900PE ( 74.48-45.5=-28.98) 27300CE ( 0-0=0.00) 27300CE
27100.90-26997.85)
o n a
p e rs
s for
ni
12.65
✓
25 Jul 2018
501 620/-156
18.15 12.64 -
-
c k . i (
190.50 0.00 310.50 0.00
True
(Wed) ( 0.07%) 12.24 ( 35.22-27.6=-7.62) 26800PE ( 0-0=0.00) 26800PE ( 56.32-43.9=-12.42) 27200CE ( 0-0=0.00) 27200CE
km o 27018.40-27031.05)
t o c
F bys 159.80
✓
26 Jul 2018
-19 83/-1137
s P D23.4 12.26 -
- (
272.25 0.00 -292.00 0.00
Thi
True
(Thu) ( 0.09%) 11.94 ( 11.69-0.8=-10.89) 26900PE ( 0-0=0.00) 26900PE ( 16.42-28.1=11.68) 27300CE ( 0-0=0.00) 27300CE
27119.50-27279.30)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 2 AUG 2018, Net Profit: 2027, Average Day Profit: 405
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
84.65 -374.00
27 Jul 2018 91.4 12.39 - Day Open > 794.00 0.00 0.00
✓ 420 584/-238 ( ( 100.54-115.5=14.96)
True
(Fri) ( 0.33%) 12.15 PDH ( 116.56-84.8=-31.76) 27300PE ( 0-0=0.00) 27300PE ( 0-0=0.00) 27700CE
27492.00-27576.65) 27700CE
21.75
31 Jul 2018 -45.4 12.75 - 420.00 0.00 -217.75 0.00
✓ 202 215/-349 - (
True
(Tue) ( -0.16%) 12.56 ( 80.3-63.5=-16.80) 27600PE ( 0-0=0.00) 27600PE ( 42.29-51=8.71) 28000CE ( 0-0=0.00) 28000CE
27729.35-27751.10)
-184.30 616.00
1 Aug 2018 -79.35 12.49 - -755.00 0.00 0.00
✓ -139 296/-410 - ( ( 40.89-16.25=-24.64)
True
(Wed) ( -0.29%) 12.69 ( 60.3-90.5=30.20) 27600PE ( 0-0=0.00) 27600PE ( 0-0=0.00) 28000CE
27761.45-27577.15) 28000CE
Expiry: 9 AUG 2018, Net Profit: 912, Average Day Profit: 182
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE CE
p e rs
s for
ni
130.95 1244.25 -1096.25
✓
3 Aug 2018
148 360/-52
116 12.36 -
-
c k . i ( ( 85.62-35.85=-49.77)
0.00
( 90.25-134.1=43.85)
0.00
True
(Fri) ( 0.42%) 12.02 ( 0-0=0.00) 27300PE ( 0-0=0.00) 27700CE
t o c
F bys 93.80 -445.25
✓
6 Aug 2018
-115 72/-263
s P D74.05 12.17 -
Day Open > PDH (
329.50 0.00
( 52.54-70.35=17.81)
0.00
Thi
True
(Mon) ( 0.27%) 12.53 ( 64.38-51.2=-13.18) 27700PE ( 0-0=0.00) 27700PE ( 0-0=0.00) 28100CE
27857.85-27951.65) 28100CE
58.05 411.50
7 Aug 2018 74.45 12.72 - 0.00 -86.00 0.00
✓ 325 492/-21 - ( ( 47.41-30.95=-16.46)
True
(Tue) ( 0.27%) 12.56 ( 0-0=0.00) 27600PE ( 77.46-80.9=3.44) 28000CE ( 0-0=0.00) 28000CE
27858.15-27916.20) 27600PE
125.30 783.25
8 Aug 2018 54.65 0.00 -421.25 0.00
✓ 362 431/-571 12.74 - 12.6 - ( ( 43.48-12.15=-31.33)
True
(Wed) ( 0.2%) ( 0-0=0.00) 27700PE ( 30.8-47.65=16.85) 28100CE ( 0-0=0.00) 28100CE
27877.00-28002.30) 27700PE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 16 AUG 2018, Net Profit: 987, Average Day Profit: 246
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
o t her
wit h
✓
13 Aug 2018
588 785/-251
-363.45 13.17 -
Day Open < PDL
-73.00
(
26.75 0.00
h a r e 562.25 0.00
True
(Mon) ( -1.29%) 13.42
27872.60-27799.60)
( 76.52-75.45=-1.07) 27700PE ( 0-0=0.00) 27700PE
t s ( 72.09-49.6=-22.49) 28100CE ( 0-0=0.00) 28100CE
D o no
39.10 437.25 o n ly.
✓
14 Aug 2018
350 452/-136
70 12.99 -
- (
us
( 32.44-14.95=-17.49) e 0.00 -86.25 0.00
l
True
(Tue) ( 0.25%) 13.17 ( 0-0=0.00) 27700PE ( 59.25-62.7=3.45) 28100CE ( 0-0=0.00) 28100CE
27972.40-28011.50)
o n a 27700PE
p e rs
s for
ni
70.60
✓
16 Aug 2018
370 416/-632
-185.55 13.42 -
Day Open < PDL
c k . i (
102.00 0.00 268.25 0.00
True
(Thu) ( -0.66%) 13.65 ( 4.18-0.1=-4.08) 27600PE ( 0-0=0.00) 27600PE ( 14.93-4.2=-10.73) 28000CE ( 0-0=0.00) 28000CE
km o 27840.60-27911.20)
t o c
F bys
Include Date Profit Max Profit/Loss
s P D BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Thi
Expiry: 23 AUG 2018, Net Profit: 1007, Average Day Profit: 251
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
-31.70
20 Aug 2018 43.1 13.13 - -206.25 0.00 354.75 0.00
✓ 148 176/-73 - (
True
(Mon) ( 0.15%) 13.21 ( 50.55-58.8=8.25) 28100PE ( 0-0=0.00) 28100PE ( 61.19-47=-14.19) 28500CE ( 0-0=0.00) 28500CE
28280.45-28248.75)
-213.15
23 Aug 2018 64.05 12.97 - -348.00 0.00 243.75 0.00
✓ -104 180/-375 Day Open > PDH (
True
(Thu) ( 0.23%) 12.77 ( 3.38-17.3=13.92) 28000PE ( 0-0=0.00) 28000PE ( 10.05-0.3=-9.75) 28400CE ( 0-0=0.00) 28400CE
28216.55-28003.40)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
hare
-141.60 -1123.50 1147.25
24 Aug 2018 -73.65 11.74 - 0.00 0.00
✓ 23 273/-611 Day Open < PDL ( ( 78.11-123.05=44.94) ( 110.64-64.75=-45.89)
True
(Fri) ( -0.26%) 12.46
28004.05-27862.45) 27800PE
( 0-0=0.00) 27800PE
t s 28200CE
( 0-0=0.00) 28200CE
D o no
143.45 o n ly.
✓
27 Aug 2018
-166 170/-390
136.55 11.66 -
- (
us
242.75
e 0.00 -408.75 0.00
l
True
(Mon) ( 0.49%) 12.26 ( 38.76-29.05=-9.71) 27900PE ( 0-0=0.00) 27900PE ( 89.05-105.4=16.35) 28300CE ( 0-0=0.00) 28300CE
28126.45-28269.90)
o n a
p e rs
s for
ni
-171.25
✓
28 Aug 2018
-31 226/-449
115.7 12.23 - Day Open >
c k . i (
-1070.25 0.00 1038.75 0.00
True
(Tue) ( 0.41%) 12.45 PDH ( 32.24-75.05=42.81) 28100PE ( 0-0=0.00) 28100PE ( 70.5-28.95=-41.55) 28500CE ( 0-0=0.00) 28500CE
km o 28357.45-28186.20)
t o c
F bys 57.15
✓
29 Aug 2018
-23 168/-824
s P D-36.25 12.16 -
- (
418.00 0.00 -441.25 0.00
Thi
True
(Wed) ( -0.13%) 12.52 ( 36.42-19.7=-16.72) 28000PE ( 0-0=0.00) 28000PE ( 49.35-67=17.65) 28400CE ( 0-0=0.00) 28400CE
28221.55-28278.70)
-95.60
30 Aug 2018 9.6 12.03 - 153.25 0.00 267.25 0.00
✓ 420 452/-24 - (
True
(Thu) ( 0.03%) 12.38 ( 13.13-7=-6.13) 27900PE ( 0-0=0.00) 27900PE ( 11.19-0.5=-10.69) 28300CE ( 0-0=0.00) 28300CE
28096.70-28001.10)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 6 SEP 2018, Net Profit: -492, Average Day Profit: -98
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-17.10 382.50
3 Sep 2018 137.7 12.69 - Day Open > 358.00 0.00 0.00
✓ 740 989/-60 ( ( 109.45-94.15=-15.30)
True
(Mon) ( 0.49%) 13.01 PDH ( 54.77-40.45=-14.32) 27800PE ( 0-0=0.00) 27800PE ( 0-0=0.00) 28200CE
27999.85-27982.75) 28200CE
-310.15 -2151.75
4 Sep 2018 26.05 13.63 - 0.00 1350.25 0.00
✓ -801 616/-847 - ( ( 43.03-129.1=86.07) 27600PE
True
(Tue) ( 0.09%) 13.76 ( 0-0=0.00) 27600PE ( 67.61-13.6=-54.01) 28000CE ( 0-0=0.00) 28000CE
27762.80-27452.65) 14:10
ly. D
✓ 456 457/-36 - (
True
(Thu) ( 0.32%) 13.61 ( 6.22-0.8=-5.42) 27200PE ( 0-0=0.00) 27200PE ( 14.63-1.8=-12.83) 27600CE ( 0-0=0.00) 27600CE
27406.10-27452.05)
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 12 SEP 2018, Net Profit: 1159, Average Day Profit: 289
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE
y s to
F b 117.90 -465.75
7 Sep 2018
D
-29.45 13.91 - 868.75 0.00 0.00
is P
✓ 402 577/0 - ( ( 105.57-124.2=18.63)
True
(Fri) ( -0.11%) 13.75 ( 99.25-64.5=-34.75) 27100PE ( 0-0=0.00) 27100PE ( 0-0=0.00) 27500CE
Th
27249.35-27367.25) 27500CE
-159.80
10 Sep 2018 -86.25 -530.00 0.00 721.00 0.00
✓ 190 538/-406 14.07 - 15.1 - (
True
(Mon) ( -0.31%) ( 79.3-100.5=21.20) 27200PE ( 0-0=0.00) 27200PE ( 60.94-32.1=-28.84) 27600CE ( 0-0=0.00) 27600CE
27381.70-27221.90)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 19 SEP 2018, Net Profit: 1398, Average Day Profit: 349
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
136.10 -291.00
14 Sep 2018 240.65 13.51 - 728.50 0.00 0.00
✓ 437 737/-67 Day Open > PDH ( ( 97.71-109.35=11.64)
True
(Fri) ( 0.9%) 13.98 ( 102.14-73=-29.14) 26900PE ( 0-0=0.00) 26900PE ( 0-0=0.00) 27300CE
s.
27029.60-27165.70) 27300CE
o t her
wit h
✓
17 Sep 2018
42 108/-826
-161.25 13.98 -
-
13.90
(
7.50 0.00
h a r e 35.50 0.00
True
(Mon) ( -0.59%) 14.38
26858.45-26872.35)
( 79.7-79.4=-0.30) 26700PE ( 0-0=0.00) 26700PE
t s ( 56.37-54.95=-1.42) 27100CE ( 0-0=0.00) 27100CE
D o no
-200.35 -998.50 o n ly.
✓
18 Sep 2018
356 577/-410
-63.3 13.95 -
- (
us
( 38.31-78.25=39.94) e 0.00 1354.50 0.00
l
True
(Tue) ( -0.24%) 14.28 ( 0-0=0.00) 26600PE ( 74.48-20.3=-54.18) 27000CE ( 0-0=0.00) 27000CE
26835.60-26635.25)
o n a 26600PE
p e rs
s for
ni
-89.00
✓
19 Sep 2018
563 707/-52
90.55 14.16 -
-
c k . i (
329.50 0.00 233.75 0.00
True
(Wed) ( 0.34%) 14.34 ( 24.58-11.4=-13.18) 26300PE ( 0-0=0.00) 26300PE ( 9.7-0.35=-9.35) 26700CE ( 0-0=0.00) 26700CE
km o 26447.45-26358.45)
t o c
F bys
Include Date Profit Max Profit/Loss
s P D BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Thi
Expiry: 27 SEP 2018, Net Profit: -1501, Average Day Profit: -300
-839.45 -2396.25
21 Sep 2018 53.7 13.6 - 0.00 4598.00 0.00
✓ 2201 2529/-258 - ( ( 59.45-155.3=95.85) 26100PE
True
(Fri) ( 0.2%) 15.85 ( 0-0=0.00) 26100PE ( 214.22-30.3=-183.92) 26500CE ( 0-0=0.00) 26500CE
26443.65-25604.20) 12:43
-28.65
26 Sep 2018 194.75 16.18 - Day Open > 511.25 0.00 932.25 0.00
✓ 1443 1699/-388 (
True
(Wed) ( 0.77%) 17.27 PDH ( 119.35-98.9=-20.45) 25200PE ( 0-0=0.00) 25200PE ( 120.94-83.65=-37.29) 25600CE ( 0-0=0.00) 25600CE
25400.50-25371.85)
-261.35
27 Sep 2018 65.8 16.61 - -2098.50 0.00 430.25 0.00
✓ -1668 772/-2373 - (
True
(Thu) ( 0.26%) 16.85 ( 68.06-152=83.94) 25200PE ( 0-0=0.00) 25200PE ( 18.16-0.95=-17.21) 25600CE ( 0-0=0.00) 25600CE
25335.40-25074.05)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 4 OCT 2018, Net Profit: -1671, Average Day Profit: -417 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
.D o
-89.80 -3551.00 o n l y
✓
28 Sep 2018
-2798 0/-5721
93.65 16.55 -
- (
us
( 137.96-280=142.04) 25000PE e 0.00 753.00 0.00
l
True
(Fri) ( 0.37%) 17.06 ( 0-0=0.00) 25000PE ( 175.82-145.7=-30.12) 25400CE ( 0-0=0.00) 25400CE
25234.60-25144.80)
o n a 09:31
p e rs
s for
ni
299.05 -2144.25
✓
1 Oct 2018
760 1894/-404
-175.95
17.5 - 17.62 -
c k . i (
2905.00 0.00
( 203.83-289.6=85.77) 25100CE
0.00
True
(Mon) ( -0.7%) ( 188.15-71.95=-116.20) 24700PE ( 0-0=0.00) 24700PE ( 0-0=0.00) 25100CE
km o 24889.70-25188.75) 14:17
t o c
F bys 124.25 -1933.75 -160.25
✓
3 Oct 2018
-662 972/-777
s P D
-76.45 17.83 -
- (
1431.25 0.00
( 89.1-166.45=77.35) 25400CE ( 14:19)
Thi
True
(Wed) ( -0.3%) 17.48 ( 99.15-41.9=-57.25) 25000PE ( 0-0=0.00) 25000PE
25166.95-25291.20) 12:16 ( 81.09-87.5=6.41) 25400CE
-0.75
4 Oct 2018 -334.75 Day Open < 420.00 0.00 609.75 0.00
✓ 1029 1043/-293 18.91 - 19 (
True
(Thu) ( -1.34%) PDL ( 20.8-4=-16.80) 24500PE ( 0-0=0.00) 24500PE ( 31.34-6.95=-24.39) 24900CE ( 0-0=0.00) 24900CE
24739.10-24738.35)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 11 OCT 2018, Net Profit: 3876, Average Day Profit: 969
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-104.80
8 Oct 2018 27.3 20.13 - -765.00 0.00 1462.50 0.00
✓ 697 893/-712 - (
True
(Mon) ( 0.11%) 21.61 ( 229.5-260.1=30.60) 24300PE ( 0-0=0.00) 24300PE ( 170.1-111.6=-58.50) 24700CE ( 0-0=0.00) 24700CE
24461.05-24356.25)
-31.75 265.50
9 Oct 2018 85.3 20.06 - 0.00 828.25 0.00
✓ 1093 1317/-274 - ( ( 175.72-165.1=-10.62)
True
(Tue) ( 0.35%) 19.74 ( 0-0=0.00) 24500PE ( 133.03-99.9=-33.13) 24900CE ( 0-0=0.00) 24900CE
24668.35-24636.60) 24500PE
h a r e
t s
o no
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 17 OCT 2018, Net Profit: -1382, Average Day Profit: -345
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
175.10 -2049.50
✓
12 Oct 2018
-1082 442/-2517
218 18.91 - Day Open >
c k . i (
966.75 0.00
( 195.77-277.75=81.98)
0.00
True
(Fri) ( 0.88%) 18.54 PDH ( 195.87-157.2=-38.67) 25000PE ( 0-0=0.00) 25000PE ( 0-0=0.00) 25400CE
km o 25222.30-25397.40) 25400CE
t o c
F bys 65.05 454.75
✓
15 Oct 2018
1507 1914/0
s P D48.15 19.25 -
- (
1052.75 0.00
( 130.84-112.65=-18.19)
0.00
Thi
True
(Mon) ( 0.19%) 18.92 ( 227.46-185.35=-42.11) 25100PE ( 0-0=0.00) 25100PE ( 0-0=0.00) 25500CE
25205.10-25270.15) 25500CE
145.60
16 Oct 2018 26.15 18.52 - 1740.00 0.00 -1053.25 0.00
✓ 686 916/-492 - (
True
(Tue) ( 0.1%) 17.43 ( 100.25-30.65=-69.60) 25200PE ( 0-0=0.00) 25200PE ( 115.87-158=42.13) 25600CE ( 0-0=0.00) 25600CE
25457.85-25603.45)
-367.20 -2742.00
17 Oct 2018 249.45 16.38 - Day Open > 0.00 248.75 0.00
✓ -2493 328/-2631 ( ( 45.87-155.55=109.68) 25700PE
True
(Wed) ( 0.97%) 17.33 PDH ( 0-0=0.00) 25700PE ( 10.1-0.15=-9.95) 26100CE ( 0-0=0.00) 26100CE
25823.70-25456.50) 13:08
Expiry: 25 OCT 2018, Net Profit: 2049, Average Day Profit: 409
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-25.55 329.75
19 Oct 2018 -222.1 18.73 - Day Open < -296.25 0.00 0.00
✓ 33 388/-908 ( ( 180.09-166.9=-13.19)
True
(Fri) ( -0.88%) 19.78 PDL ( 238.15-250=11.85) 24900PE ( 0-0=0.00) 24900PE ( 0-0=0.00) 25300CE
25032.85-25007.30) 25300CE
-17.90 677.00
22 Oct 2018 398.45 19.87 - Day Open > 486.50 0.00 0.00
✓ 1163 1619/-562 ( ( 132.43-105.35=-27.08)
True
(Mon) ( 1.59%) 20.52 PDH ( 216.56-197.1=-19.46) 25100PE ( 0-0=0.00) 25100PE ( 0-0=0.00) 25500CE
25257.95-25240.05) 25500CE
her s.
23 Oct 2018 -291.7 21.12 - Day Open <
-156.10
-838.50 0.00
h o t 1208.75 0.00
wit
✓ 370 924/-316 (
True
(Tue) ( -1.16%) 20.15 PDL ( 167.31-200.85=33.54) 24800PE ( 0-0=0.00) 24800PE ( 120.3-71.95=-48.35) 25200CE ( 0-0=0.00) 25200CE
24995.40-24839.30)
h a re
no ts
o
ly. D
-337.55 -2666.00
24 Oct 2018 340.25 18.71 - Day Open > 0.00 1846.50 0.00
✓ -819 699/-1011 ( ( 81.04-187.68=106.64) 25000PE
e on
True
(Wed) ( 1.36%) 18.58 PDH ( 0-0=0.00) 25000PE ( 98.26-24.4=-73.86) 25400CE ( 0-0=0.00) 25400CE
25226.45-24888.90) 14:00
lu s
o n a
-196.80
p e rs
for
25 Oct 2018 -222.7 -209.75 0.00 1511.75 0.00
✓ 1302 1510/-44 19.93 - 19 - (
True
(Thu) ( -0.89%) ( 46.86-55.25=8.39) 24700PE ( 0-0=0.00) 24700PE ( 65.47-5=-60.47) 25100CE ( 0-0=0.00) 25100CE
nis
24956.80-24760.00)
i
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 1 NOV 2018, Net Profit: 3698, Average Day Profit: 739
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
-190.60 -1212.00
26 Oct 2018 -45.6 20.42 - 0.00 2196.00 0.00
✓ 983 1233/-136 - ( ( 204.82-253.3=48.48)
True
(Fri) ( -0.18%) 19.49 ( 0-0=0.00) 24500PE ( 211.94-124.1=-87.84) 24900CE ( 0-0=0.00) 24900CE
24719.10-24528.50) 24500PE
231.05 1978.00
31 Oct 2018 16.05 21.06 - 0.00 -1158.50 0.00
✓ 819 1408/-1253 - ( ( 114.42-35.3=-79.12)
True
(Wed) ( 0.06%) 20.15 ( 0-0=0.00) 24600PE ( 107.96-154.3=46.34) 25000CE ( 0-0=0.00) 25000CE
24781.40-25012.45) 24600PE
109.50
1 Nov 2018 131.95 Day Open > 725.00 0.00 295.00 0.00
✓ 1020 1127/-151 19.5 - 19.59 (
True
(Thu) ( 0.52%) PDH ( 30.65-1.65=-29.00) 25000PE ( 0-0=0.00) 25000PE ( 29.35-17.55=-11.80) 25400CE ( 0-0=0.00) 25400CE
25211.20-25320.70)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 6 NOV 2018, Net Profit: 846, Average Day Profit: 282 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
IncluDe
Profit/Loss Up/Down H/L PE CE CE
.D o
173.15 1494.75 o n l y -1657.75
e
l us
2 Nov 2018 221.7 18.24 - 0.00 0.00
✓ -163 80/-795 Day Open > PDH ( ( 130.44-70.65=-59.79) ( 91.09-157.4=66.31)
True
(Fri) ( 0.88%) 18.31 ( 0-0=0.00) 25400PE ( 0-0=0.00) 25800CE
25574.30-25747.45)
o n a 25400PE 25800CE
pe r s
fo r
n i s 91.40
ck.i
5 Nov 2018 29.9 19.17 - 1142.75 0.00 -185.75 0.00
✓ 956 1114/-54 - (
True
(Mon) ( 0.12%) 19.74 ( 78.31-32.6=-45.71) 25400PE ( 0-0=0.00) 25400PE ( 64.72-72.15=7.43) 25800CE ( 0-0=0.00) 25800CE
km o 25606.55-25697.95)
t o c
F bys -225.45 551.00
✓
6 Nov 2018
53 694/-283
s P D15.2
18.4 - 18.79 - (
-497.50 0.00
( 22.39-0.35=-22.04)
0.00
Thi
True
(Tue) ( 0.06%) ( 10.1-30=19.90) 25600PE ( 0-0=0.00) 25600PE ( 0-0=0.00) 26000CE
25846.05-25620.60) 26000CE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 15 NOV 2018, Net Profit: -314, Average Day Profit: -62
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
71.15 805.75
9 Nov 2018 5.05 18.12 - 0.00 -181.75 0.00
✓ 624 730/-125 - ( ( 164.18-131.95=-32.23)
True
(Fri) ( 0.02%) 18.04 ( 0-0=0.00) 25500PE ( 113.28-120.55=7.27) 25900CE ( 0-0=0.00) 25900CE
25663.40-25734.55) 25500PE
289.90 -2893.75
13 Nov 2018 -117.75 19.07 - Day Open < 1463.00 0.00 0.00
✓ -1430 456/-1461 ( ( 100.15-215.9=115.75) 25600CE
True
(Tue) ( -0.46%) 18.86 PDL ( 85.82-27.3=-58.52) 25200PE ( 0-0=0.00) 25200PE ( 0-0=0.00) 25600CE
25412.00-25701.90) 13:57
-83.45
14 Nov 2018 183.8 17.87 - Day Open > -601.25 0.00 988.50 0.00
✓ 387 605/-393 (
True
(Wed) ( 0.71%) 19.03 PDH ( 49.75-73.8=24.05) 25700PE ( 0-0=0.00) 25700PE ( 61.44-21.9=-39.54) 26100CE ( 0-0=0.00) 26100CE
25928.25-25844.80)
Expiry: 22 NOV 2018, Net Profit: 946, Average Day Profit: 189
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
50.65 -406.25
✓
16 Nov 2018
-442 21/-693
50.6 17.88 - Day Open >
c k . i (
-36.50 0.00
( 130.25-146.5=16.25)
0.00
True
(Fri) ( 0.19%) 18.61 PDH ( 131.34-132.8=1.46) 26000PE ( 0-0=0.00) 26000PE ( 0-0=0.00) 26400CE
km o 26212.15-26262.80) 26400CE
t o c
F bys 68.10 522.75 -609.25
✓
19 Nov 2018
-86 72/-544
s P D
119.05 18.07 - Day Open >
( ( 147.76-126.85=-20.91)
0.00
( 114.23-138.6=24.37)
0.00
Thi
True
(Mon) ( 0.45%) 19.49 PDH ( 0-0=0.00) 26100PE ( 0-0=0.00) 26500CE
26283.65-26351.75) 26100PE 26500CE
-122.25 1289.50
20 Nov 2018 -89.2 -225.00 0.00 0.00
✓ 1064 1163/-54 18.87 - 19.1 - ( ( 103.98-52.4=-51.58)
True
(Tue) ( -0.34%) ( 109.75-118.75=9.00) 26000PE ( 0-0=0.00) 26000PE ( 0-0=0.00) 26400CE
26233.60-26111.35) 26400CE
170.90
21 Nov 2018 -7.9 926.50 0.00 -1219.50 0.00
✓ -293 644/-466 18.8 - 19.19 - (
True
(Wed) ( -0.03%) ( 47.76-10.7=-37.06) 25900PE ( 0-0=0.00) 25900PE ( 74.72-123.5=48.78) 26300CE ( 0-0=0.00) 26300CE
26136.25-26307.15)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 29 NOV 2018, Net Profit: -1200, Average Day Profit: -300
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
245.55
26 Nov 2018 96.55 1772.50 0.00 -2020.50 0.00
✓ -248 558/-248 19 - 20.03 - (
True
(Mon) ( 0.37%) ( 118.9-48=-70.90) 25900PE ( 0-0=0.00) 25900PE ( 92.98-173.8=80.82) 26300CE ( 0-0=0.00) 26300CE
s.
26082.55-26328.10)
o t her
wit h
✓
27 Nov 2018
352 428/-482
-79.5 18.03 -
-
54.60
(
380.25
( 67.01-51.8=-15.21)
0.00
h a r e -28.25 0.00
True
(Tue) ( -0.3%) 18.42
26329.50-26384.10) 26100PE
( 0-0=0.00) 26100PE
t s ( 75.22-76.35=1.13) 26500CE ( 0-0=0.00) 26500CE
D o no
-21.30 o n ly.
✓
28 Nov 2018
492 591/-19
46.55 17.45 -
- (
us
111.50
e 0.00 381.00 0.00
l
True
(Wed) ( 0.18%) 18.07 ( 58.66-54.2=-4.46) 26300PE ( 0-0=0.00) 26300PE ( 31.14-15.9=-15.24) 26700CE ( 0-0=0.00) 26700CE
26480.05-26458.75)
o n a
p e rs
s for
ni
384.75 383.00 -2179.25
✓
29 Nov 2018
-1796 234/-1798
183.65 17.45 - Day Open >
c k . i ( ( 15.97-0.65=-15.32)
0.00
( 6.77-93.94=87.17) 26800CE
0.00
True
(Thu) ( 0.69%) 18.67 PDH ( 0-0=0.00) 26400PE ( 0-0=0.00) 26800CE
t o c
F bys
Include Date Profit Max Profit/Loss
s P D BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Thi
Expiry: 6 DEC 2018, Net Profit: 372, Average Day Profit: 74
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
-167.40 -1554.50
30 Nov 2018 69.7 0.00 941.25 0.00
✓ -613 3/-866 17.8 - 19.87 Day Open > PDH ( ( 144.82-207=62.18)
True
(Fri) ( 0.26%) ( 0-0=0.00) 26800PE ( 118.65-81=-37.65) 27200CE ( 0-0=0.00) 27200CE
26974.10-26806.70) 26800PE
27.85
5 Dec 2018 -121.7 18.11 - 402.50 0.00 -18.25 0.00
✓ 384 521/-202 Day Open < PDL (
True
(Wed) ( -0.46%) 18.11 ( 69.1-53=-16.10) 26400PE ( 0-0=0.00) 26400PE ( 54.77-55.5=0.73) 26800CE ( 0-0=0.00) 26800CE
26546.35-26574.20)
-150.95
6 Dec 2018 -180.5 18.39 - -569.50 0.00 93.25 0.00
✓ -476 453/-1314 Day Open < PDL (
True
(Thu) ( -0.68%) 18.39 ( 26.22-49=22.78) 26200PE ( 0-0=0.00) 26200PE ( 3.98-0.25=-3.73) 26600CE ( 0-0=0.00) 26600CE
26332.80-26181.85)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 13 DEC 2018, Net Profit: 2326, Average Day Profit: 465 h o t
w it
h a r e
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200
t s
o no
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE
ly. D
85.55 684.25
e o n
us
7 Dec 2018 109.1 19.31 - 0.00 -568.75 0.00
✓ 115 168/-588 - ( ( 224.97-197.6=-27.37)
l
True
(Fri) ( 0.42%) 19.31 ( 0-0=0.00) 26100PE ( 228.35-251.1=22.75) 26500CE ( 0-0=0.00) 26500CE
26302.15-26387.70)
o n a 26100PE
p e rs
s for
ni
-120.25
✓
10 Dec 2018
-652 428/-653
-520.65 18.59 - Day Open <
c k . i (
-1230.25 0.00 578.00 0.00
True
(Mon) ( -1.96%) 18.59 PDL ( 190.79-240=49.21) 26000PE ( 0-0=0.00) 26000PE ( 234.42-211.3=-23.12) 26400CE ( 0-0=0.00) 26400CE
km o 26254.10-26133.85)
t o c
F bys 278.00 4314.75 -750.50
-838.50
✓
11 Dec 2018
2725 4317/-2
s P D-500.4 20.44 - Day Open <
( ( 240.04-67.45=-172.59)
0.00
( 220.29-250.31=30.02) 26000CE
( 11:52)
Thi
True
(Tue) ( -1.92%) 20.44 PDL ( 0-0=0.00) 25600PE ( 212.13-245.67=33.54) 26000CE
25789.25-26067.25) 25600PE 11:40
13:02
203.25
12 Dec 2018 122.85 17.95 - Day Open > 1154.25 0.00 -1565.75 0.00
✓ -411 866/-519 (
True
(Wed) ( 0.47%) 17.95 PDH ( 55.32-9.15=-46.17) 26100PE ( 0-0=0.00) 26100PE ( 86.17-148.8=62.63) 26500CE ( 0-0=0.00) 26500CE
26350.35-26553.60)
-56.75
13 Dec 2018 200.3 15.81 - Day Open > 330.75 0.00 218.75 0.00
✓ 549 697/-66 (
True
(Thu) ( 0.75%) 15.81 PDH ( 24.03-10.8=-13.23) 26700PE ( 0-0=0.00) 26700PE ( 9.3-0.55=-8.75) 27100CE ( 0-0=0.00) 27100CE
26845.20-26788.45)
Expiry: 20 DEC 2018, Net Profit: 2470, Average Day Profit: 494
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-36.60 518.50
17 Dec 2018 89.45 15.16 - Day Open > 242.50 0.00 0.00
✓ 761 794/-9 ( ( 102.44-81.7=-20.74)
True
(Mon) ( 0.33%) 15.16 PDH ( 98.8-89.1=-9.70) 26800PE ( 0-0=0.00) 26800PE ( 0-0=0.00) 27200CE
26994.05-26957.45) 27200CE
her s.
18 Dec 2018 -98.5 14.54 -
112.80
652.75 0.00
h o t -653.50
0.00
wit
✓ 0 491/-38 - ( ( 78.01-104.15=26.14)
True
(Tue) ( -0.36%) 14.54 ( 68.06-41.95=-26.11) 26700PE ( 0-0=0.00) 26700PE ( 0-0=0.00) 27100CE
26892.70-27005.50) 27100CE
h a re
no ts
o
ly. D
10.75
19 Dec 2018 54.35 14.58 - Day Open > 128.00 0.00 176.25 0.00
✓ 304 453/-271 (
e on
True
(Wed) ( 0.2%) 14.58 PDH ( 45.02-39.9=-5.12) 27100PE ( 0-0=0.00) 27100PE ( 60.3-53.25=-7.05) 27500CE ( 0-0=0.00) 27500CE
27312.55-27323.30)
lu s
o n a
79.50
p e rs
for
20 Dec 2018 -169.75 14.66 - 569.50 0.00 325.25 0.00
✓ 894 957/0 Day Open < PDL (
True
(Thu) ( -0.62%) 14.66 ( 23.53-0.75=-22.78) 27000PE ( 0-0=0.00) 27000PE ( 18.71-5.7=-13.01) 27400CE ( 0-0=0.00) 27400CE
i ni s
27198.80-27278.30)
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 27 DEC 2018, Net Profit: -1839, Average Day Profit: -459
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
-344.35 -3093.00
21 Dec 2018 -13.85 14.33 - 0.00 1937.50 0.00
✓ -1155 159/-1930 - ( ( 101.19-224.91=123.72) 27100PE
True
(Fri) ( -0.05%) 14.33 ( 0-0=0.00) 27100PE ( 119.5-42=-77.50) 27500CE ( 0-0=0.00) 27500CE
27283.55-26939.20) 12:11
9.90
24 Dec 2018 7.4 15.99 - 517.00 0.00 494.25 0.00
✓ 1011 1098/-277 - (
True
(Mon) ( 0.03%) 15.99 ( 74.23-53.55=-20.68) 26600PE ( 0-0=0.00) 26600PE ( 116.12-96.35=-19.77) 27000CE ( 0-0=0.00) 27000CE
26814.75-26824.65)
-146.70
27 Dec 2018 213.85 15.92 - Day Open > -339.50 0.00 648.00 0.00
✓ 308 622/-1547 (
True
(Thu) ( 0.79%) 15.92 PDH ( 16.47-30.05=13.58) 27000PE ( 0-0=0.00) 27000PE ( 26.82-0.9=-25.92) 27400CE ( 0-0=0.00) 27400CE
27187.35-27040.65)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 3 JAN 2019, Net Profit: 2262, Average Day Profit: 452
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE PE CE
h o t
w i t
hare
45.05 -137.25
28 Dec 2018 169.85 16.07 - 735.50 0.00 0.00
✓ 598 820/-126 - ( ( 137.56-143.05=5.49)
True
(Fri) ( 0.63%) 16.07
27087.05-27132.10)
( 115.42-86=-29.42) 26900PE ( 0-0=0.00) 26900PE
t s 27300CE
( 0-0=0.00) 27300CE
D o no
-62.00 o n ly.
✓
31 Dec 2018
265 318/-158
142.55 15.27 -
Day Open > PDH (
us
-465.75
e 0.00 730.75 0.00
l
True
(Mon) ( 0.53%) 15.27 ( 55.27-73.9=18.63) 27000PE ( 0-0=0.00) 27000PE ( 124.23-95=-29.23) 27400CE ( 0-0=0.00) 27400CE
27254.65-27192.65)
o n a
p e rs
s for
ni
-26.95 43.50
✓
1 Jan 2019
947 1025/0
71.2
16 - 16 -
c k . i ( ( 62.59-60.85=-1.74)
0.00 903.50 0.00
True
(Tue) ( 0.26%) ( 0-0=0.00) 26900PE ( 101.24-65.1=-36.14) 27300CE ( 0-0=0.00) 27300CE
km o 27133.40-27106.45) 26900PE
t o c
F bys -189.80
✓
2 Jan 2019
-443 354/-830
s P D-95.4 15.33 -
- (
-1418.50 0.00 975.25 0.00
Thi
True
(Wed) ( -0.35%) 15.33 ( 47.26-104=56.74) 27100PE ( 0-0=0.00) 27100PE ( 57.46-18.45=-39.01) 27500CE ( 0-0=0.00) 27500CE
27308.40-27118.60)
-117.85
3 Jan 2019 6.9 16.39 - 209.25 0.00 686.50 0.00
✓ 895 923/-30 - (
True
(Thu) ( 0.03%) 16.39 ( 16.22-7.85=-8.37) 26900PE ( 0-0=0.00) 26900PE ( 27.91-0.45=-27.46) 27300CE ( 0-0=0.00) 27300CE
27113.05-26995.20)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 10 JAN 2019, Net Profit: 827, Average Day Profit: 165
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
59.80
7 Jan 2019 183.65 16.16 - Day Open > 46.25 0.00 81.25 0.00
✓ 127 233/-237 (
True
(Mon) ( 0.68%) 16.16 PDH ( 90.35-88.5=-1.85) 27200PE ( 0-0=0.00) 27200PE ( 88.95-85.7=-3.25) 27600CE ( 0-0=0.00) 27600CE
27378.30-27438.10)
268.05
8 Jan 2019 -2.65 1075.25 0.00 -2165.50 0.00
✓ -1090 249/-1183 16.3 - 16.3 - (
True
(Tue) ( -0.01%) ( 67.31-24.3=-43.01) 27000PE ( 0-0=0.00) 27000PE ( 83.38-170=86.62) 27400CE ( 0-0=0.00) 27400CE
27203.00-27471.05)
ly. D
✓ 675 679/-2 - (
True
(Thu) ( -0.02%) 15.27 ( 10.8-2.35=-8.45) 27400PE ( 0-0=0.00) 27400PE ( 18.91-0.35=-18.56) 27800CE ( 0-0=0.00) 27800CE
27632.20-27548.85)
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 17 JAN 2019, Net Profit: 2375, Average Day Profit: 475
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE
y s to
F b -118.90 -308.00 879.50
11 Jan 2019
D
74.25 15.35 - 0.00 0.00
is P
✓ 571 697/-28 - ( ( 133.48-145.8=12.32) ( 124.33-89.15=-35.18)
True
(Fri) ( 0.27%) 15.35 ( 0-0=0.00) 27400PE ( 0-0=0.00) 27800CE
Th
27582.70-27463.80) 27400PE 27800CE
35.15 350.25
14 Jan 2019 -64.7 15.35 - 0.00 195.25 0.00
✓ 545 766/-158 - ( ( 87.46-73.45=-14.01)
True
(Mon) ( -0.24%) 15.35 ( 0-0=0.00) 27100PE ( 106.76-98.95=-7.81) 27500CE ( 0-0=0.00) 27500CE
27268.45-27303.60) 27100PE
29.45
15 Jan 2019 69.3 16.16 - 406.00 0.00 174.00 0.00
✓ 579 740/-131 - (
True
(Tue) ( 0.25%) 16.16 ( 52.44-36.2=-16.24) 27100PE ( 0-0=0.00) 27100PE ( 97.61-90.65=-6.96) 27500CE ( 0-0=0.00) 27500CE
27345.20-27374.65)
-91.85
17 Jan 2019 84.9 16.08 - Day Open > 60.75 0.00 179.00 0.00
✓ 239 243/0 (
True
(Thu) ( 0.31%) 16.08 PDH ( 4.03-1.6=-2.43) 27300PE ( 0-0=0.00) 27300PE ( 7.41-0.25=-7.16) 27700CE ( 0-0=0.00) 27700CE
27528.55-27436.70)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 24 JAN 2019, Net Profit: 1856, Average Day Profit: 371
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
hare
-8.70 237.25
18 Jan 2019 21.3 16.24 - -209.00 0.00 0.00
✓ 28 206/-379 - ( ( 131.84-122.35=-9.49)
True
(Fri) ( 0.08%) 16.24
27527.75-27519.05)
( 81.59-89.95=8.36) 27300PE ( 0-0=0.00) 27300PE
t s 27700CE
( 0-0=0.00) 27700CE
D o no
131.05 o n ly. -1072.25
e
l us
21 Jan 2019 57.85 16.62 - 795.50 0.00 0.00
✓ -276 132/-1069 - ( ( 106.61-149.5=42.89)
True
(Mon) ( 0.21%) 16.62 ( 86.02-54.2=-31.82) 27200PE ( 0-0=0.00) 27200PE ( 0-0=0.00) 27600CE
27409.05-27540.10)
o n a 27600CE
pe r s
fo r
n i s 23.20 566.00
ck.i
22 Jan 2019 -7.05 18.15 - 0.00 159.75 0.00
✓ 725 786/0 - ( ( 92.39-69.75=-22.64)
True
(Tue) ( -0.03%) 18.15 ( 0-0=0.00) 27300PE ( 71.84-65.45=-6.39) 27700CE ( 0-0=0.00) 27700CE
km o 27467.20-27490.40) 27300PE
t o c
F bys -7.20
✓
23 Jan 2019
948 984/-95
s P D10.85 17.99 -
- (
374.00 0.00 574.50 0.00
Thi
True
(Wed) ( 0.04%) 17.99 ( 48.26-33.3=-14.96) 27300PE ( 0-0=0.00) 27300PE ( 54.48-31.5=-22.98) 27700CE ( 0-0=0.00) 27700CE
27506.35-27499.15)
-6.30
24 Jan 2019 22.75 18.09 - 115.50 0.00 315.50 0.00
✓ 431 439/-4 - (
True
(Thu) ( 0.08%) 18.09 ( 6.77-2.15=-4.62) 27000PE ( 0-0=0.00) 27000PE ( 16.02-3.4=-12.62) 27400CE ( 0-0=0.00) 27400CE
27222.90-27216.60)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 31 JAN 2019, Net Profit: -2640, Average Day Profit: -528
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-77.60 926.25
29 Jan 2019 -36.8 -234.75 0.00 0.00
✓ 691 919/-451 18.9 - 18.9 - ( ( 138.35-101.3=-37.05)
True
(Tue) ( -0.14%) ( 97.01-106.4=9.39) 26400PE ( 0-0=0.00) 26400PE ( 0-0=0.00) 26800CE
26607.35-26529.75) 26800CE
ly. D
✓ -1823 166/-2069 (
True
(Thu) ( 0.54%) 17.85 PDH ( 10.65-0.6=-10.05) 26700PE ( 0-0=0.00) 26700PE ( 16.47-99.45=82.98) 27100CE ( 0-0=0.00) 27100CE
26940.30-27207.80)
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 7 FEB 2019, Net Profit: 2723, Average Day Profit: 544
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE
y s to
F b -152.95
1 Feb 2019
D
39.1 17.06 - Day Open > -948.25 0.00 1990.00 0.00
is P
✓ 1041 1964/-59 (
True
(Fri) ( 0.14%) 15.97 PDH ( 184.07-222=37.93) 27100PE ( 0-0=0.00) 27100PE ( 168.7-89.1=-79.60) 27500CE ( 0-0=0.00) 27500CE
Th
27293.70-27140.75)
63.10
5 Feb 2019 39.45 15.82 - 391.00 0.00 -259.25 0.00
✓ 131 287/-556 - (
True
(Tue) ( 0.15%) 15.82 ( 80.99-65.35=-15.64) 27000PE ( 0-0=0.00) 27000PE ( 93.33-103.7=10.37) 27400CE ( 0-0=0.00) 27400CE
27233.00-27296.10)
42.15
7 Feb 2019 21.75 15.66 - 1348.00 0.00 479.75 0.00
✓ 1827 1838/-48 - (
True
(Thu) ( 0.08%) 15.25 ( 56.22-2.3=-53.92) 27300PE ( 0-0=0.00) 27300PE ( 20.99-1.8=-19.19) 27700CE ( 0-0=0.00) 27700CE
27454.10-27496.25)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 14 FEB 2019, Net Profit: 2384, Average Day Profit: 476
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
hare
112.30 1103.75 -648.25
8 Feb 2019 -84.5 15.68 - 0.00 0.00
✓ 455 773/-113 Day Open < PDL ( ( 120.35-76.2=-44.15) ( 114.42-140.35=25.93)
True
(Fri) ( -0.31%) 15.44
27281.15-27393.45) 27100PE
( 0-0=0.00) 27100PE
t s 27500CE
( 0-0=0.00) 27500CE
D o no
25.30 631.00 o n ly.
✓
11 Feb 2019
554 679/-7
-53.9 16.17 -
- (
us
( 81.89-56.65=-25.24) e 0.00 -76.75 0.00
l
True
(Mon) ( -0.2%) 15.91 ( 0-0=0.00) 27000PE ( 93.93-97=3.07) 27400CE ( 0-0=0.00) 27400CE
27227.20-27252.50)
o n a 27000PE
p e rs
s for
ni
-53.85
✓
12 Feb 2019
488 551/0
-60.9
15.66 - 15.6 -
c k . i (
-17.00 0.00 505.50 0.00
True
(Tue) ( -0.22%) ( 55.87-56.55=0.68) 27100PE ( 0-0=0.00) 27100PE ( 64.67-44.45=-20.22) 27500CE ( 0-0=0.00) 27500CE
km o 27267.90-27214.05)
t o c
F bys -80.65
✓
13 Feb 2019
418 572/-180
s P D58.1 15.44 -
- (
-164.50 0.00 583.00 0.00
Thi
True
(Wed) ( 0.22%) 15.65 ( 36.37-42.95=6.58) 26900PE ( 0-0=0.00) 26900PE ( 45.37-22.05=-23.32) 27300CE ( 0-0=0.00) 27300CE
27082.75-27002.10)
141.95
14 Feb 2019 92.6 15.78 - 444.00 0.00 25.25 0.00
✓ 469 537/0 - (
True
(Thu) ( 0.34%) 15.79 ( 18.86-1.1=-17.76) 26700PE ( 0-0=0.00) 26700PE ( 7.61-6.6=-1.01) 27100CE ( 0-0=0.00) 27100CE
26853.25-26995.20)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 21 FEB 2019, Net Profit: 1119, Average Day Profit: 223
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-64.85
18 Feb 2019 -39.65 17.32 - -64.00 0.00 509.25 0.00
✓ 445 492/-350 - (
True
(Mon) ( -0.15%) 17.52 ( 111.14-113.7=2.56) 26600PE ( 0-0=0.00) 26600PE ( 116.17-95.8=-20.37) 27000CE ( 0-0=0.00) 27000CE
26814.30-26749.45)
150.20 -1015.25
19 Feb 2019 12.3 17.96 - 908.50 0.00 0.00
✓ -106 271/-1265 - ( ( 111.59-152.2=40.61)
True
(Tue) ( 0.05%) 17.85 ( 80.74-44.4=-36.34) 26500PE ( 0-0=0.00) 26500PE ( 0-0=0.00) 26900CE
26750.00-26900.20) 26900CE
ly. D
✓ 476 482/-49 (
True
(Thu) ( 0.15%) 16.16 PDH ( 12.44-1.05=-11.39) 26800PE ( 0-0=0.00) 26800PE ( 12.29-4.6=-7.69) 27200CE ( 0-0=0.00) 27200CE
27013.40-27060.70)
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 28 FEB 2019, Net Profit: -3135, Average Day Profit: -627
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200 (2) BN Sell 1 lot ATM+200 (2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE CE
y s to
F b -39.05 626.50
22 Feb 2019
D
-92.35 15.66 - Day Open < 44.50 0.00 0.00
is P
✓ 671 792/-15 ( ( 117.56-92.5=-25.06)
True
(Fri) ( -0.34%) 15.49 PDL ( 103.48-101.7=-1.78) 26800PE ( 0-0=0.00) 26800PE ( 0-0=0.00) 27200CE
Th
26962.85-26923.80) 27200CE
74.10
25 Feb 2019 66.65 217.25 0.00 -686.25 0.00
✓ -469 0/-675 15.93 - 15.7 - (
True
(Mon) ( 0.25%) ( 61.69-53=-8.69) 26800PE ( 0-0=0.00) 26800PE ( 59.25-86.7=27.45) 27200CE ( 0-0=0.00) 27200CE
27005.05-27079.15)
122.50 -824.25
26 Feb 2019 -305.45 16.68 - Day Open < 590.75 0.00 0.00
✓ -233 18/-2205 ( ( 64.58-97.55=32.97)
True
(Tue) ( -1.12%) 16.84 PDL ( 93.38-69.75=-23.63) 26700PE ( 0-0=0.00) 26700PE ( 0-0=0.00) 27100CE
26888.65-27011.15) 27100CE
-74.60
28 Feb 2019 78.7 17.99 - 327.25 0.00 379.25 0.00
✓ 706 807/-72 - (
True
(Thu) ( 0.29%) 18.29 ( 21.04-7.95=-13.09) 26700PE ( 0-0=0.00) 26700PE ( 16.17-1=-15.17) 27100CE ( 0-0=0.00) 27100CE
26910.85-26836.25)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 7 MAR 2019, Net Profit: -1209, Average Day Profit: -302
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
re
6.35 614.75
1 Mar 2019 151.1 17.18 - Day Open > 0.00 37.50 0.00
✓ 652 818/0 ( ( 120.54-95.95=-24.59)
h a
True
(Fri) ( 0.56%) 16.41 PDH
26991.75-26998.10) 26800PE
( 0-0=0.00) 26800PE
t s ( 109.9-108.4=-1.50) 27200CE ( 0-0=0.00) 27200CE
o no
ly. D
359.95 o n -3717.75
✓
5 Mar 2019
-2447 433/-2694
24.25 16.81 -
- (
u
1270.75
se 0.00
( 79.6-228.31=148.71) 27200CE
0.00
nal
True
(Tue) ( 0.09%) 15.76 ( 73.33-22.5=-50.83) 26800PE ( 0-0=0.00) 26800PE ( 0-0=0.00) 27200CE
27043.10-27403.05) 13:24
e rs o
for p
6 Mar 2019 64.05 Day Open >
i nis-57.75
92.00 0.00 281.50 0.00
✓ 373 477/-226 15.72 - 15.6
c k . (
True
(Wed) ( 0.23%) PDH ( 53.83-50.15=-3.68) 27400PE ( 0-0=0.00) 27400PE ( 27.01-15.75=-11.26) 27800CE ( 0-0=0.00) 27800CE
km o 27597.95-27540.20)
t o c
F bys 162.45
✓
7 Mar 2019
213 356/0
s P D35.35 15.62 -
- (
258.75 0.00 -45.75 0.00
Thi
True
(Thu) ( 0.13%) 15.18 ( 10.95-0.6=-10.35) 27400PE ( 0-0=0.00) 27400PE ( 6.62-8.45=1.83) 27800CE ( 0-0=0.00) 27800CE
27588.65-27751.10)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 14 MAR 2019, Net Profit: -869, Average Day Profit: -173
Max BN Gap BN Prev Day (1) BN Sell 1 lot ATM-200 (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE PE CE
-29.80 211.50
8 Mar 2019 -78.45 15.19 - 0.00 -67.00 0.00
✓ 144 236/-499 - ( ( 107.96-99.5=-8.46)
True
(Fri) ( -0.28%) 15.06 ( 0-0=0.00) 27500PE ( 94.57-97.25=2.68) 27900CE ( 0-0=0.00) 27900CE
27713.65-27683.85) 27500PE
168.80 739.25
12 Mar 2019 201.55 15.06 - Day Open > 0.00 -1306.50 0.00
✓ -567 82/-1328 ( ( 65.97-36.4=-29.57)
True
(Tue) ( 0.72%) 14.95 PDH ( 0-0=0.00) 28000PE ( 41.34-93.6=52.26) 28400CE ( 0-0=0.00) 28400CE
28176.55-28345.35) 28000PE
Expiry: 20 MAR 2019, Net Profit: -746, Average Day Profit: -186
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
304.65 -4056.50
✓
15 Mar 2019
-2066 283/-2141
83.9 15.07 -
-
c k . i (
1989.50 0.00
( 144.77-307.03=162.26) 29400CE
0.00
True
(Fri) ( 0.29%) 16.16 ( 153.33-73.75=-79.58) 29000PE ( 0-0=0.00) 29000PE ( 0-0=0.00) 29400CE
km o 29185.15-29489.80) 13:56
t o c
F bys -293.30 -3629.75
✓
18 Mar 2019
-971 1120/-2169
s P D
140.15 16.34 - Day Open >
( ( 135.32-280.51=145.19) 29500PE
0.00 2658.25 0.00
Thi
True
(Mon) ( 0.48%) 16.97 PDH ( 0-0=0.00) 29500PE ( 182.88-76.55=-106.33) 29900CE ( 0-0=0.00) 29900CE
29725.50-29432.20) 10:45
155.35
19 Mar 2019 106.5 16.98 - 1945.00 0.00 -280.25 0.00
✓ 1664 2070/-282 - (
True
(Tue) ( 0.36%) 16.84 ( 110.4-32.6=-77.80) 29400PE ( 0-0=0.00) 29400PE ( 121.49-132.7=11.21) 29800CE ( 0-0=0.00) 29800CE
29597.75-29753.10)
155.65
20 Mar 2019 1.8 16.18 - 444.00 0.00 183.50 0.00
✓ 627 851/0 - (
True
(Wed) ( 0.01%) 16.02 ( 18.61-0.85=-17.76) 29500PE ( 0-0=0.00) 29500PE ( 21.74-14.4=-7.34) 29900CE ( 0-0=0.00) 29900CE
29689.85-29845.50)
Expiry: 28 MAR 2019, Net Profit: -4249, Average Day Profit: -849
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-284.80 -2906.25
22 Mar 2019 88.55 16.4 - Day Open > 0.00 3007.75 0.00
✓ 101 1055/-317 ( ( 117.61-233.86=116.25) 29700PE
True
(Fri) ( 0.3%) 16.38 PDH ( 0-0=0.00) 29700PE ( 215.91-95.6=-120.31) 30100CE ( 0-0=0.00) 30100CE
29948.35-29663.55) 14:16
-23.85
25 Mar 2019 -253.1 16.76 - Day Open < 450.50 0.00 661.00 0.00
✓ 1111 1319/-58 (
True
(Mon) ( -0.86%) 16.97 PDL ( 104.87-86.85=-18.02) 29000PE ( 0-0=0.00) 29000PE ( 160.39-133.95=-26.44) 29400CE ( 0-0=0.00) 29400CE
29241.95-29218.10)
her s.
26 Mar 2019 19.2 16.24 -
161.15
680.50 0.00
h o t -1632.25 0.00
wit
✓ -951 57/-1240 - (
True
(Tue) ( 0.07%) 16.31 ( 56.42-29.2=-27.22) 29100PE ( 0-0=0.00) 29100PE ( 107.56-172.85=65.29) 29500CE ( 0-0=0.00) 29500CE
29342.70-29503.85)
h a re
no ts
o
ly. D
-111.30 -3726.00
27 Mar 2019 152 16.65 - Day Open > 0.00 1274.50 0.00
✓ -2451 727/-2739 ( ( 61.79-210.83=149.04) 29900PE
e on
True
(Wed) ( 0.51%) 17.19 PDH ( 0-0=0.00) 29900PE ( 112.48-61.5=-50.98) 30300CE ( 0-0=0.00) 30300CE
30109.20-29997.90) 13:50
lu s
o n a
348.60
p e rs -2602.50
for
28 Mar 2019 45 17.15 - 543.50 0.00 0.00
✓ -2059 219/-2073 - ( ( 28.51-132.61=104.10) 30200CE
True
(Thu) ( 0.15%) 16.97 ( 22.54-0.8=-21.74) 29800PE ( 0-0=0.00) 29800PE ( 0-0=0.00) 30200CE
nis
30042.50-30391.10)
i
13:45
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 4 APR 2019, Net Profit: 3046, Average Day Profit: 609
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
-80.10 726.50
29 Mar 2019 59.8 16.91 - -598.50 0.00 0.00
✓ 128 590/-568 - ( ( 285.91-256.85=-29.06)
True
(Fri) ( 0.2%) 17.25 ( 207.36-231.3=23.94) 30200PE ( 0-0=0.00) 30200PE ( 0-0=0.00) 30600CE
30422.25-30342.15) 30600CE
18.20
1 Apr 2019 110.8 18.12 - Day Open > 829.50 0.00 208.25 0.00
✓ 1037 1305/0 (
True
(Mon) ( 0.36%) 17.75 PDH ( 174.13-140.95=-33.18) 30400PE ( 0-0=0.00) 30400PE ( 233.33-225=-8.33) 30800CE ( 0-0=0.00) 30800CE
30611.95-30630.15)
-261.05 -2113.25
3 Apr 2019 86.6 18.08 - 0.00 1504.50 0.00
✓ -608 1033/-716 - ( ( 95.67-180.2=84.53) 30400PE
True
(Wed) ( 0.29%) 18.76 ( 0-0=0.00) 30400PE ( 112.58-52.4=-60.18) 30800CE ( 0-0=0.00) 30800CE
30598.95-30337.90) 14:12
-182.75
4 Apr 2019 54 209.25 0.00 1309.50 0.00
✓ 1518 2062/-556 18.88 - 19 - (
True
(Thu) ( 0.18%) ( 35.27-26.9=-8.37) 29900PE ( 0-0=0.00) 29900PE ( 53.23-0.85=-52.38) 30300CE ( 0-0=0.00) 30300CE
30113.10-29930.35)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
.Do
-123.00 o n l y 1062.00
e
l us
5 Apr 2019 97.95 18.58 - -793.00 0.00 0.00
✓ 268 469/-359 - ( ( 173.13-130.65=-42.48)
True
(Fri) ( 0.33%) 18.52 ( 144.03-175.75=31.72) 29900PE ( 0-0=0.00) 29900PE ( 0-0=0.00) 30300CE
30063.20-29940.20)
o n a 30300CE
pe r s
fo r
n i s
-326.75 -2898.25 2601.00
ck.i
8 Apr 2019 116.85 19.56 - Day Open > 0.00 0.00
✓ -297 409/-540 ( ( 98.16-214.09=115.93) 29900PE ( 160.49-56.45=-104.04)
True
(Mon) ( 0.39%) 20.37 PDH ( 0-0=0.00) 29900PE ( 0-0=0.00) 30300CE
t o c
F bys 212.00 -2711.00
✓
9 Apr 2019
-1056 741/-1235
s P D56.2 20.48 -
- (
1654.50 0.00
( 117.51-225.95=108.44)
0.00
Thi
True
(Tue) ( 0.19%) 20.31 ( 102.98-36.8=-66.18) 29600PE ( 0-0=0.00) 29600PE ( 0-0=0.00) 30000CE
29819.75-30031.75) 30000CE
-238.45
10 Apr 2019 -197.25 -1301.25 0.00 1812.75 0.00
✓ 511 1201/-202 19.74 - 21.2 - (
True
(Wed) ( -0.66%) ( 89.25-141.3=52.05) 29900PE ( 0-0=0.00) 29900PE ( 98.36-25.85=-72.51) 30300CE ( 0-0=0.00) 30300CE
30075.35-29836.90)
-79.40
11 Apr 2019 38.35 20.89 - 276.75 0.00 528.50 0.00
✓ 805 914/0 - (
True
(Thu) ( 0.13%) 21.29 ( 26.47-15.4=-11.07) 29600PE ( 0-0=0.00) 29600PE ( 22.14-1=-21.14) 30000CE ( 0-0=0.00) 30000CE
29762.00-29682.60)
Expiry: 18 APR 2019, Net Profit: -150, Average Day Profit: -37
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
114.95
12 Apr 2019 -5.55 20.82 - 1275.50 0.00 -740.50 0.00
✓ 534 1224/0 - (
True
(Fri) ( -0.02%) 21.12 ( 125.82-74.8=-51.02) 29600PE ( 0-0=0.00) 29600PE ( 183.48-213.1=29.62) 30000CE ( 0-0=0.00) 30000CE
29822.25-29937.20)
145.50 1128.50
15 Apr 2019 44.95 21.76 - 0.00 -696.25 0.00
✓ 432 801/-163 - ( ( 101.29-56.15=-45.14)
True
(Mon) ( 0.15%) 21.53 ( 0-0=0.00) 29800PE ( 109.15-137=27.85) 30200CE ( 0-0=0.00) 30200CE
29982.85-30128.35) 29800PE
her s.
16 Apr 2019 132 21.44 - Day Open >
243.75
1091.25 0.00
h o t -2687.75
0.00
wit
✓ -1596 276/-1799 ( ( 52.64-160.15=107.51)
True
(Tue) ( 0.44%) 21.71 PDH ( 68.8-25.15=-43.65) 30100PE ( 0-0=0.00) 30100PE ( 0-0=0.00) 30500CE
30296.05-30539.80) 30500CE
h a re
no ts
o
ly. D
-160.55
18 Apr 2019 125.15 Day Open > 117.00 0.00 363.25 0.00
✓ 480 510/-1860 22.36 - 22.6 (
e on
True
(Thu) ( 0.41%) PDH ( 14.93-10.25=-4.68) 30400PE ( 0-0=0.00) 30400PE ( 14.83-0.3=-14.53) 30800CE ( 0-0=0.00) 30800CE
30608.15-30447.60)
lu s
o n a
p e rs
for
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
i nis
Expiry: 25 APR 2019, Net Profit: 2852, Average Day Profit: 713
c k .
Max BN Gap
km o
BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit
o c
India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down
ys t H/L PE CE
F b
s P D -154.70 -182.75 748.25
Thi
22 Apr 2019 59.1 24.35 - 0.00 0.00
✓ 565 830/-285 - ( ( 140.94-148.25=7.31) ( 134.08-104.15=-29.93)
True
(Mon) ( 0.2%) 23.94 ( 0-0=0.00) 29800PE ( 0-0=0.00) 30200CE
30017.10-29862.40) 29800PE 30200CE
-80.90
23 Apr 2019 74 121.75 0.00 542.00 0.00
✓ 663 871/-486 25.36 - 24.7 - (
True
(Tue) ( 0.25%) ( 94.72-89.85=-4.87) 29600PE ( 0-0=0.00) 29600PE ( 123.08-101.4=-21.68) 30000CE ( 0-0=0.00) 30000CE
29834.50-29753.60)
63.00 915.00
24 Apr 2019 70.8 0.00 22.50 0.00
✓ 937 1078/-349 24.3 - 23.84 - ( ( 69.65-33.05=-36.60)
True
(Wed) ( 0.24%) ( 0-0=0.00) 29400PE ( 70.4-69.5=-0.90) 29800CE ( 0-0=0.00) 29800CE
29570.85-29633.85) 29400PE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 2 MAY 2019, Net Profit: 444, Average Day Profit: 148
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
277.20 -2447.25
26 Apr 2019 203.5 22.97 - 1668.75 0.00 0.00
✓ -778 773/-797 - ( ( 127.61-225.5=97.89)
True
(Fri) ( 0.69%) 22.37 ( 119.75-53=-66.75) 29500PE ( 0-0=0.00) 29500PE ( 0-0=0.00) 29900CE
s.
29694.05-29971.25) 29900CE
o t her
wit h
✓
30 Apr 2019
627 875/-841
-93.1 22.02 -
-
-85.45
(
-798.00
( 73.33-105.25=31.92)
0.00
h a r e 1425.25
( 107.96-50.95=-57.01)
0.00
True
(Tue) ( -0.31%) 22.02
29785.05-29699.60) 29600PE
( 0-0=0.00) 29600PE
t s 30000CE
( 0-0=0.00) 30000CE
D o no
118.90 o n ly.
✓
2 May 2019
595 834/-937
-65
22.2 - 22.73 - (
us
509.50
e 0.00 85.75 0.00
l
True
(Thu) ( -0.22%) ( 23.78-3.4=-20.38) 29500PE ( 0-0=0.00) 29500PE ( 33.88-30.45=-3.43) 29900CE ( 0-0=0.00) 29900CE
29714.30-29833.20)
o n a
p e rs
is for
i n
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
.
ck9 MAY 2019, Net Profit: 2332, Average Day Profit: 466
o
Expiry:
m
Max BN Gap
y s tock BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit
F b India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
s P D
T h i 182.10 -1482.75
3 May 2019 103.05 22.87 - 1798.75 0.00 0.00
✓ 316 688/-354 - ( ( 140.79-200.1=59.31)
True
(Fri) ( 0.35%) 23.85 ( 169.55-97.6=-71.95) 29700PE ( 0-0=0.00) 29700PE ( 0-0=0.00) 30100CE
29869.65-30051.75) 30100CE
60.10 278.25
6 May 2019 -327.65 0.00 -592.75 0.00
✓ -314 28/-823 25.02 - 26.3 Day Open < PDL ( ( 113.68-102.55=-11.13)
True
(Mon) ( -1.09%) ( 0-0=0.00) 29400PE ( 150.29-174=23.71) 29800CE ( 0-0=0.00) 29800CE
29619.80-29679.90) 29400PE
-188.30 -1294.25
7 May 2019 131.1 26.16 - 0.00 1226.75 0.00
✓ -67 571/-251 - ( ( 113.18-164.95=51.77)
True
(Tue) ( 0.44%) 26.05 ( 0-0=0.00) 29600PE ( 104.97-55.9=-49.07) 30000CE ( 0-0=0.00) 30000CE
29769.60-29581.30) 29600PE
-44.25
9 May 2019 -100.45 296.75 0.00 708.50 0.00
✓ 1005 1063/-182 26.4 - 25.73 Day Open < PDL (
True
(Thu) ( -0.35%) ( 25.12-13.25=-11.87) 28700PE ( 0-0=0.00) 28700PE ( 31.44-3.1=-28.34) 29100CE ( 0-0=0.00) 29100CE
28875.50-28831.25)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 16 MAY 2019, Net Profit: 2914, Average Day Profit: 582
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
re
66.15 761.25
10 May 2019 43 24.98 - 0.00 -167.25 0.00
✓ 594 828/-448 - ( ( 179.05-148.6=-30.45)
h a
True
(Fri) ( 0.15%) 25.93
29048.90-29115.05) 28800PE
( 0-0=0.00) 28800PE
t s ( 226.76-233.45=6.69) 29200CE ( 0-0=0.00) 29200CE
o no
ly. D
-60.70 624.25 o n
✓
13 May 2019
1614 1884/-32
-13.85 26.91 -
- (
u
( 194.97-170=-24.97) se 0.00 990.50 0.00
nal
True
(Mon) ( -0.05%) 27.09 ( 0-0=0.00) 28800PE ( 166.12-126.5=-39.62) 29200CE ( 0-0=0.00) 29200CE
28979.60-28918.90) 28800PE
e rs o
for p
14 May 2019 58.8 27.56 -
i nis374.35 2294.25
0.00
-3044.75
0.00
✓ -750 1008/-1344 -
c k . ( ( 126.32-34.55=-91.77) ( 168.75-290.54=121.79) 28800CE
True
(Tue) ( 0.21%) 26.63 ( 0-0=0.00) 28400PE ( 0-0=0.00) 28800CE
t o c
F bys -72.25
✓
15 May 2019
766 910/-383
s P D96.25 26.97 -
- (
-447.50 0.00 1214.25 0.00
Thi
True
(Wed) ( 0.33%) 28.36 ( 68.7-86.6=17.90) 28700PE ( 0-0=0.00) 28700PE ( 104.57-56=-48.57) 29100CE ( 0-0=0.00) 29100CE
28939.55-28867.30)
128.25
16 May 2019 9.45 27.82 - 721.00 0.00 -31.00 0.00
✓ 690 934/-30 - (
True
(Thu) ( 0.03%) 28.48 ( 31.39-2.55=-28.84) 28400PE ( 0-0=0.00) 28400PE ( 27.66-28.9=1.24) 28800CE ( 0-0=0.00) 28800CE
28605.80-28734.05)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 23 MAY 2019, Net Profit: -1661, Average Day Profit: -332
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
569.30 -3739.75
20 May 2019 780.25 22.6 - Day Open > 4278.75 0.00 0.00
✓ 538 1625/-1540 ( ( 514.41-664=149.59) 30400CE
True
(Mon) ( 2.65%) 23.96 PDH ( 537.3-366.15=-171.15) 30000PE ( 0-0=0.00) 30000PE ( 0-0=0.00) 30400CE
30189.80-30759.10) 12:25
-508.05 -4348.25
21 May 2019 102.4 23.57 - Day Open > 0.00 4278.75 0.00
✓ -69 188/-2898 ( ( 482.92-656.85=173.93) 30700PE
True
(Tue) ( 0.33%) 24.85 PDH ( 0-0=0.00) 30700PE ( 498.2-327.05=-171.15) 31100CE ( 0-0=0.00) 31100CE
30909.10-30401.05) 12:44
h a r e
t s
o no
-24.00 -41.25
-298.85 1955.25 1099.50
23 May 2019 436 22.83 - Day Open > ( 12:29) ( 10:12)
✓ 2989 7179/-192 ( ( 266.01-187.8=-78.21) 30900PE
ly. D ( 364.27-320.29=-43.98) 31300CE
True
(Thu) ( 1.43%) 19.04 PDH ( 190.39-191.35=0.96) 30900PE ( 328.6-330.25=1.65) 31300CE
31122.15-30823.30) 12:28 10:11
e o n 12:29 10:12
lu s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX
p
Expiry: 30 MAY 2019,rNet
Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
i s fo
c k .in
mo
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down
o c k H/L PE CE
Thi
True
(Fri) ( 0.91%) 16.81 ( 0-0=0.00) 30600PE ( 0-0=0.00) 31000CE
30765.60-31092.75) 30600PE 13:10
-229.80 -1768.25
28 May 2019 63.65 16.09 - Day Open > 0.00 1864.75 0.00
✓ 96 320/-1019 ( ( 154.62-225.35=70.73)
True
(Tue) ( 0.2%) 16.25 PDH ( 0-0=0.00) 31500PE ( 122.39-47.8=-74.59) 31900CE ( 0-0=0.00) 31900CE
31671.60-31441.80) 31500PE
235.75
30 May 2019 -38.7 Day Open < 619.25 0.00 -1463.75 0.00
✓ -844 104/-2205 15.8 - 15.63 (
True
(Thu) ( -0.12%) PDL ( 25.97-1.2=-24.77) 31100PE ( 0-0=0.00) 31100PE ( 30.6-89.15=58.55) 31500CE ( 0-0=0.00) 31500CE
31319.25-31555.00)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 6 JUN 2019, Net Profit: -112, Average Day Profit: -28
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
hare
-438.25 -3545.00 3020.50
31 May 2019 141.8 15.09 - Day Open > 0.00 0.00
✓ -524 1117/-1855 ( ( 214.12-355.92=141.80) 31500PE ( 185.97-65.15=-120.82)
True
(Fri) ( 0.45%) 16.21 PDH
31723.75-31285.50) 11:59 s
( 0-0=0.00) 31500PE
t 31900CE
( 0-0=0.00) 31900CE
D o no
211.25 o n ly. -2790.25
e
l us
3 Jun 2019 30.65 2483.00 0.00 0.00
✓ -307 918/-825 16.1 - 15.89 - ( ( 142.19-253.8=111.61)
True
(Mon) ( 0.1%) ( 174.77-75.45=-99.32) 31100PE ( 0-0=0.00) 31100PE ( 0-0=0.00) 31500CE
31345.15-31556.40)
o n a 31500CE
pe r s
fo r
n i s77.50
ck.i
4 Jun 2019 -120.75 1397.00 0.00 40.00 0.00
✓ 1436 1581/-116 15.7 - 15.76 - (
True
(Tue) ( -0.38%) ( 113.23-57.35=-55.88) 31400PE ( 0-0=0.00) 31400PE ( 118.5-116.9=-1.60) 31800CE ( 0-0=0.00) 31800CE
km o 31621.65-31699.15)
t o c
F bys -596.95
✓
6 Jun 2019
-717 1239/-758
s P D-65.1 15.63 -
- (
-1951.25 0.00 1233.75 0.00
Thi
True
(Thu) ( -0.21%) 15.77 ( 40.8-118.85=78.05) 31300PE 12:34 ( 0-0=0.00) 31300PE ( 49.75-0.4=-49.35) 31700CE ( 0-0=0.00) 31700CE
31468.35-30871.40)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 13 JUN 2019, Net Profit: 1197, Average Day Profit: 239
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
116.70 -1286.50
7 Jun 2019 85.75 15.02 - 978.50 0.00 0.00
✓ -307 142/-1654 - ( ( 160.19-211.65=51.46)
True
(Fri) ( 0.28%) 15.02 ( 171.59-132.45=-39.14) 30700PE ( 0-0=0.00) 30700PE ( 0-0=0.00) 31100CE
30897.75-31014.45) 31100CE
282.80 -2186.25
11 Jun 2019 138.25 2435.50 0.00 0.00
✓ 249 1325/-344 14.78 - 14.5 - ( ( 108.7-196.15=87.45)
True
(Tue) ( 0.45%) ( 145.42-48=-97.42) 30900PE ( 0-0=0.00) 30900PE ( 0-0=0.00) 31300CE
31095.40-31378.20) 31300CE
-149.55
12 Jun 2019 -46.15 14.58 - -196.50 0.00 1224.00 0.00
✓ 1027 1252/-54 - (
True
(Wed) ( -0.15%) 14.26 ( 71.19-79.05=7.86) 30900PE ( 0-0=0.00) 30900PE ( 77.76-28.8=-48.96) 31300CE ( 0-0=0.00) 31300CE
31144.80-30995.25)
p e rs
s for
ni
-202.05 -1583.50
✓
14 Jun 2019
-217 203/-1179
7.35 13.83 -
-
c k . i ( ( 187.11-250.45=63.34)
0.00 1366.00 0.00
True
(Fri) ( 0.02%) 13.74 ( 0-0=0.00) 30800PE ( 131.69-77.05=-54.64) 31200CE ( 0-0=0.00) 31200CE
km o 30964.25-30762.20) 30800PE
t o c
F bys -161.65
✓
17 Jun 2019
886 1252/-175
s P D37.65
14.58 - 14.8 - (
-128.75 0.00 1015.75 0.00
Thi
True
(Mon) ( 0.12%) ( 178.85-184=5.15) 30300PE ( 0-0=0.00) 30300PE ( 123.38-82.75=-40.63) 30700CE ( 0-0=0.00) 30700CE
30489.05-30327.40)
116.70
18 Jun 2019 26.2 14.58 - 1286.25 0.00 -308.50 0.00
✓ 977 1206/-738 - (
True
(Tue) ( 0.09%) 14.35 ( 119.05-67.6=-51.45) 30200PE ( 0-0=0.00) 30200PE ( 96.86-109.2=12.34) 30600CE ( 0-0=0.00) 30600CE
30381.70-30498.40)
-166.25
19 Jun 2019 175.5 13.67 - -1556.25 0.00 892.25 0.00
✓ -663 534/-1108 - (
True
(Wed) ( 0.58%) 15.04 ( 80.45-142.7=62.25) 30400PE ( 0-0=0.00) 30400PE ( 52.44-16.75=-35.69) 30800CE ( 0-0=0.00) 30800CE
30588.15-30421.90)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 27 JUN 2019, Net Profit: 1532, Average Day Profit: 306
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-2.60 -234.25
21 Jun 2019 23.85 14.21 - 0.00 1253.25 0.00
✓ 1018 1463/-304 - ( ( 164.18-173.55=9.37)
True
(Fri) ( 0.08%) 14.61 ( 0-0=0.00) 30400PE ( 193.38-143.25=-50.13) 30800CE ( 0-0=0.00) 30800CE
s.
30631.85-30629.25) 30400PE
o t her
w ith
✓
24 Jun 2019
561 689/-101
52.6 15.11 -
-
-75.70
(
-84.25
( 152.93-156.3=3.37)
0.00
h a r e 645.50 0.00
True
(Mon) ( 0.17%) 15.49
30712.80-30637.10) 30500PE
( 0-0=0.00) 30500PE
t s ( 124.57-98.75=-25.82) 30900CE ( 0-0=0.00) 30900CE
D o no
378.75 2093.00 o n ly. -3318.50
e
l us
25 Jun 2019 -34.4 15.36 - 0.00 0.00
✓ -1225 542/-1423 - ( ( 114.47-30.75=-83.72) ( 107.41-240.15=132.74) 30700CE
True
(Tue) ( -0.11%) 15.14 ( 0-0=0.00) 30300PE ( 0-0=0.00) 30700CE
30494.15-30872.90)
o n a30300PE 14:03
pe r s
fo r
n i s 232.80
ck.i
26 Jun 2019 -37.85 14.99 - 1762.00 0.00 -1394.50 0.00
✓ 367 886/0 - (
True
(Wed) ( -0.12%) 14.88 ( 94.18-23.7=-70.48) 30700PE ( 0-0=0.00) 30700PE ( 55.82-111.6=55.78) 31100CE ( 0-0=0.00) 31100CE
km o 30860.95-31093.75)
t o c
F bys -41.15 372.50
✓
27 Jun 2019
811 908/-158
s P D
29.75 14.42 -
- ( ( 30.35-15.45=-14.90)
0.00 438.75 0.00
Thi
True
(Thu) ( 0.1%) 14.48 ( 0-0=0.00) 31100PE ( 20.5-2.95=-17.55) 31500CE ( 0-0=0.00) 31500CE
31278.35-31237.20) 31100PE
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 4 JUL 2019, Net Profit: 3531, Average Day Profit: 706
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-40.35 -135.25
28 Jun 2019 11.5 14.74 - 0.00 1071.00 0.00
✓ 935 1239/0 - ( ( 151.29-156.7=5.41)
True
(Fri) ( 0.04%) 14.83 ( 0-0=0.00) 31000PE ( 221.84-179=-42.84) 31400CE ( 0-0=0.00) 31400CE
31235.20-31194.85) 31000PE
-61.15 187.75
2 Jul 2019 42.45 14.59 - 0.00 856.50 0.00
✓ 1044 1129/-928 - ( ( 107.71-100.2=-7.51)
True
(Tue) ( 0.14%) 14.45 ( 0-0=0.00) 31200PE ( 97.16-62.9=-34.26) 31600CE ( 0-0=0.00) 31600CE
31368.85-31307.70) 31200PE
188.60 841.50
3 Jul 2019 64.4 0.00 -1244.75 0.00
✓ -403 217/-912 14.2 - 13.68 - ( ( 47.11-13.45=-33.66)
True
(Wed) ( 0.21%) ( 0-0=0.00) 31000PE ( 97.56-147.35=49.79) 31400CE ( 0-0=0.00) 31400CE
31246.40-31435.00) 31000PE
Expiry: 11 JUL 2019, Net Profit: 4046, Average Day Profit: 809
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
-14.45 2174.25
✓
5 Jul 2019
3140 3237/-16
51.2 13.44 -
-
c k . i (
966.50 0.00
( 224.92-137.95=-86.97)
0.00
True
(Fri) ( 0.16%) 13.09 ( 196.91-158.25=-38.66) 31300PE ( 0-0=0.00) 31300PE ( 0-0=0.00) 31700CE
km o 31533.30-31518.85) 31700CE
t o c
F bys -540.55 -2829.00 2562.00
✓
8 Jul 2019
-266 807/-955
s P D
-128.95 13.22 -
- ( ( 97.31-210.47=113.16) 30900PE
0.00
( 133.33-30.85=-102.48)
0.00
Thi
True
(Mon) ( -0.41%) 13.66 ( 0-0=0.00) 30900PE ( 0-0=0.00) 31300CE
31117.85-30577.30) 11:03 31300CE
153.70 -1083.25
9 Jul 2019 -70.45 14.12 - Day Open < 1318.25 0.00 0.00
✓ 234 1090/-1070 ( ( 115.07-158.4=43.33)
True
(Tue) ( -0.23%) 13.87 PDL ( 94.43-41.7=-52.73) 30200PE ( 0-0=0.00) 30200PE ( 0-0=0.00) 30600CE
30433.50-30587.20) 30600CE
-170.25
10 Jul 2019 48.9 13.66 - -1013.50 0.00 1143.25 0.00
✓ 129 701/-1312 - (
True
(Wed) ( 0.16%) 13.63 ( 58.36-98.9=40.54) 30500PE ( 0-0=0.00) 30500PE ( 62.73-17=-45.73) 30900CE ( 0-0=0.00) 30900CE
30705.60-30535.35)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 18 JUL 2019, Net Profit: 669, Average Day Profit: 133
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
o t her
wit h
✓
15 Jul 2019
37 387/-1387
87.4 12.04 -
-
-164.10
(
-1139.50
( 94.67-140.25=45.58)
0.00
h a r e 1177.50 0.00
True
(Mon) ( 0.29%) 12.12
30620.00-30455.90) 30400PE
( 0-0=0.00) 30400PE
t s ( 99.6-52.5=-47.10) 30800CE ( 0-0=0.00) 30800CE
D o no
115.55 o n ly.
✓
16 Jul 2019
410 1143/-567
86.7 11.93 -
- (
us
1248.00
e 0.00 -838.00 0.00
l
True
(Tue) ( 0.28%) 11.57 ( 75.92-26=-49.92) 30200PE ( 0-0=0.00) 30200PE ( 92.98-126.5=33.52) 30600CE ( 0-0=0.00) 30600CE
30440.90-30556.45)
o n a
p e rs
s for
ni
47.95
✓
17 Jul 2019
703 774/-193
51.45 11.54 -
-
c k . i (
613.25 0.00 90.50 0.00
True
(Wed) ( 0.17%) 11.76 ( 42.83-18.3=-24.53) 30400PE ( 0-0=0.00) 30400PE ( 45.32-41.7=-3.62) 30800CE ( 0-0=0.00) 30800CE
km o 30619.40-30667.35)
t o c
F bys -241.45
✓
18 Jul 2019
-1405 82/-1876
s P D-29.7 11.74 -
- (
-1526.00 0.00 120.50 0.00
Thi
True
(Thu) ( -0.1%) 11.74 ( 28.01-89.05=61.04) 30600PE ( 0-0=0.00) 30600PE ( 5.02-0.2=-4.82) 31000CE ( 0-0=0.00) 31000CE
30756.10-30514.65)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 25 JUL 2019, Net Profit: 722, Average Day Profit: 144
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-718.85 -3720.00
19 Jul 2019 84.5 0.00 2482.75 0.00
✓ -1237 28/-2278 11.43 - 12.3 - ( ( 103.23-252.03=148.80) 30300PE
True
(Fri) ( 0.28%) ( 0-0=0.00) 30300PE ( 118.11-18.8=-99.31) 30700CE ( 0-0=0.00) 30700CE
30517.45-29798.60) 10:11
150.10 -708.00
23 Jul 2019 57.5 13.39 - 1316.25 0.00 0.00
✓ 608 1458/-313 - ( ( 123.88-152.2=28.32)
True
(Tue) ( 0.2%) 13.24 ( 88.9-36.25=-52.65) 29000PE ( 0-0=0.00) 29000PE ( 0-0=0.00) 29400CE
29195.00-29345.10) 29400CE
-168.80 -2214.75
24 Jul 2019 -42.65 0.00 1413.00 0.00
✓ -801 267/-1295 13.48 - 12.8 - ( ( 50.74-139.33=88.59) 29000PE
True
(Wed) ( -0.15%) ( 0-0=0.00) 29000PE ( 75.22-18.7=-56.52) 29400CE ( 0-0=0.00) 29400CE
29200.35-29031.55) 11:40
Expiry: 1 AUG 2019, Net Profit: -439, Average Day Profit: -87
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
290.60 -2682.75
✓
26 Jul 2019
-415 862/-968
19.45 13.13 -
-
c k . i (
2267.00 0.00
( 183.98-291.29=107.31) 29200CE
0.00
True
(Fri) ( 0.07%) 12.25 ( 142.63-51.95=-90.68) 28800PE ( 0-0=0.00) 28800PE ( 0-0=0.00) 29200CE
km o 29034.90-29325.50) 11:39
t o c
F bys -40.35
✓
29 Jul 2019
1109 1399/-532
s P D
258.15 12.95 - Day Open >
(
272.25 0.00 837.50 0.00
Thi
True
(Mon) ( 0.88%) 12.95 PDH ( 132.24-121.35=-10.89) 29200PE ( 0-0=0.00) 29200PE ( 100.2-66.7=-33.50) 29600CE ( 0-0=0.00) 29600CE
29385.10-29344.75)
-398.95 -2533.25
30 Jul 2019 138.95 12.78 - 0.00 1078.75 0.00
✓ -1454 241/-1623 - ( ( 103.48-204.81=101.33) 29300PE
True
(Tue) ( 0.47%) 13.31 ( 0-0=0.00) 29300PE ( 60.3-17.15=-43.15) 29700CE ( 0-0=0.00) 29700CE
29464.20-29065.25) 14:11
116.15
31 Jul 2019 -216.15 13.83 - Day Open < 837.75 0.00 -308.00 0.00
✓ 529 820/-1409 (
True
(Wed) ( -0.75%) 13.75 PDL ( 77.26-43.75=-33.51) 28400PE ( 0-0=0.00) 28400PE ( 93.38-105.7=12.32) 28800CE ( 0-0=0.00) 28800CE
28644.25-28760.40)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 8 AUG 2019, Net Profit: 770, Average Day Profit: 154
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
396.15 -2863.00
2 Aug 2019 -143 15.13 - 3112.25 0.00 0.00
✓ 249 1113/-670 - ( ( 244.32-358.84=114.52) 28300CE
True
(Fri) ( -0.5%) 14.56 ( 231.44-106.95=-124.49) 27900PE ( 0-0=0.00) 27900PE ( 0-0=0.00) 28300CE
s.
28084.65-28480.80) 13:54
o t her
-396.25
wit h
✓
5 Aug 2019
-4653 154/-5953
-363.75 16.3 - Day Open <
-42.15
(
-4524.75
( 190.74-371.73=180.99) 27500PE
( 12:45)
h a r e 268.00 0.00
True
(Mon) ( -1.29%) 16.72 PDL
27715.00-27672.85) 09:48
( 189.7-205.55=15.85)
t s ( 225.72-215=-10.72) 27900CE ( 0-0=0.00) 27900CE
o no
27500PE
ly. D
297.95
e o n -1707.50
l us
6 Aug 2019 -129.55 16.69 - 3315.75 0.00 0.00
✓ 1608 2269/0 - ( ( 203.38-271.68=68.30) 28000CE
True
(Tue) ( -0.47%) 15.86 ( 213.23-80.6=-132.63) 27600PE ( 0-0=0.00) 27600PE ( 0-0=0.00) 28000CE
27773.05-28071.00)
o n a 14:14
pe r s
fo r
n i s
-57.55
ck.i
7 Aug 2019 31.75 15.88 - 1221.50 0.00 1965.00 0.00
✓ 3186 3388/-346 - (
True
(Wed) ( 0.11%) 16.33 ( 147.96-99.1=-48.86) 27800PE ( 0-0=0.00) 27800PE ( 130.05-51.45=-78.60) 28200CE ( 0-0=0.00) 28200CE
km o 27992.30-27934.75)
t o c
F bys -133.40
✓
8 Aug 2019
380 1274/-2319
s P D
138.05 15.7 -
- (
-403.75 0.00 784.50 0.00
Thi
True
(Thu) ( 0.5%) 16.29 ( 39.55-55.7=16.15) 27600PE ( 0-0=0.00) 27600PE ( 33.83-2.45=-31.38) 28000CE ( 0-0=0.00) 28000CE
27775.50-27642.10)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 14 AUG 2019, Net Profit: 679, Average Day Profit: 226
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
6.70
9 Aug 2019 183.2 15.31 - Day Open > 668.00 0.00 745.75 0.00
✓ 1413 1775/-135 (
True
(Fri) ( 0.65%) 15.94 PDH ( 194.72-168=-26.72) 28200PE ( 0-0=0.00) 28200PE ( 174.08-144.25=-29.83) 28600CE ( 0-0=0.00) 28600CE
28363.55-28370.25)
282.70 -2171.50
14 Aug 2019 156.4 1611.50 0.00 0.00
✓ -559 837/-858 16.98 - 16.4 - ( ( 45.67-132.53=86.86) 28000CE
True
(Wed) ( 0.56%) ( 67.01-2.55=-64.46) 27600PE ( 0-0=0.00) 27600PE ( 0-0=0.00) 28000CE
27779.95-28062.65) 13:39
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 22 AUG 2019, Net Profit: -1040, Average Day Profit: -208
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE
.
(2) BN Sell 1 lot ATM+200 CE
hers
IncluDe
Profit/Loss Up/Down H/L PE CE
h o t
w i t
hare
351.90 -3093.00
16 Aug 2019 -98.9 16.34 - 2595.00 0.00 0.00
✓ -497 1099/-1050 - ( ( 191.49-315.21=123.72) 28000CE
True
(Fri) ( -0.35%) 16.81
27785.35-28137.25)
( 208.8-105=-103.80) 27600PE ( 0-0=0.00) 27600PE
t s 12:05
( 0-0=0.00) 28000CE
D o no
-9.35 o n ly.
✓
19 Aug 2019
551 799/-843
114.25 16.45 - Day Open >
(
us
39.75
e 0.00 511.75 0.00
l
True
(Mon) ( 0.4%) 16.49 PDH ( 170.64-169.05=-1.59) 28200PE ( 0-0=0.00) 28200PE ( 134.32-113.85=-20.47) 28600CE ( 0-0=0.00) 28600CE
28371.70-28362.35)
o n a
p e rs
s for
ni
-212.55 -2795.50
✓
20 Aug 2019
-1504 338/-1826
-22.55 16.67 -
-
c k . i ( ( 152.43-264.25=111.82) 28000PE
0.00 1290.75 0.00
True
(Tue) ( -0.08%) 16.5 ( 0-0=0.00) 28000PE ( 113.98-62.35=-51.63) 28400CE ( 0-0=0.00) 28400CE
km o 28205.25-27992.70) 10:09
t o c
F b ys -149.35
✓
21 Aug 2019
1259 1485/-49
s P D38.55 16.68 -
- (
-230.50 0.00 1490.25 0.00
Thi
True
(Wed) ( 0.14%) 17.09 ( 103.78-113=9.22) 27700PE ( 0-0=0.00) 27700PE ( 97.96-38.35=-59.61) 28100CE ( 0-0=0.00) 28100CE
27920.75-27771.40)
-312.55 -1988.25
22 Aug 2019 -29 17.32 - 0.00 1139.00 0.00
✓ -849 1039/-866 - ( ( 40.55-120.08=79.53) 27400PE
True
(Thu) ( -0.1%) 17.19 ( 0-0=0.00) 27400PE ( 46.81-1.25=-45.56) 27800CE ( 0-0=0.00) 27800CE
27590.90-27278.35) 14:03
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 29 AUG 2019, Net Profit: -4991, Average Day Profit: -998
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
2936.75
484.15 -4506.25 -2528.00
26 Aug 2019 705.3 17.09 - Day Open > ( 12:13) 0.00
✓ -4097 0/-5139 ( ( 220.49-400.74=180.25) 27200PE ( 182.53-283.65=101.12) 27600CE
True
(Mon) ( 2.62%) 16.98 PDH ( 213.97-96.5=-117.47) ( 0-0=0.00) 27600CE
27381.30-27865.45) 09:47 13:26
27200PE
-82.55
27 Aug 2019 154.95 16.14 - Day Open > -1016.00 0.00 1191.25 0.00
✓ 175 283/-2536 (
True
(Tue) ( 0.55%) 16.24 PDH ( 177.46-218.1=40.64) 28000PE ( 0-0=0.00) 28000PE ( 159.85-112.2=-47.65) 28400CE ( 0-0=0.00) 28400CE
28186.50-28103.95)
ly. D
✓ -1206 800/-1518 - ( ( 41.39-144.09=102.70) 27400PE ( 14:00)
True
(Thu) ( -0.39%) 16.36 ( 64.08-7.55=-56.53) 27800CE ( 0-0=0.00) 27800CE
27643.30-27465.20) 12:20 ( 39.4-41.5=2.10) 27400PE
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 5 SEP 2019, Net Profit: 1330, Average Day Profit: 332
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE
y s to
F b 24.10
30 Aug 2019
D
102.7 1559.25 0.00 809.25 0.00
is P
✓ 2368 2421/-110 16.22 - 16.7 - (
True
(Fri) ( 0.38%) ( 235.02-172.65=-62.37) 27200PE ( 0-0=0.00) 27200PE ( 253.72-221.35=-32.37) 27600CE ( 0-0=0.00) 27600CE
Th
27377.95-27402.05)
-139.65
3 Sep 2019 -188.65 16.96 - -761.75 0.00 1333.50 0.00
✓ 571 931/-254 - (
True
(Tue) ( -0.69%) 18.05 ( 193.03-223.5=30.47) 26900PE ( 0-0=0.00) 26900PE ( 150.99-97.65=-53.34) 27300CE ( 0-0=0.00) 27300CE
27065.65-26926.00)
383.50 -3286.50
4 Sep 2019 -38.2 17.54 - 2356.00 0.00 0.00
✓ -930 637/-1350 - ( ( 137.06-268.52=131.46) 26900CE
True
(Wed) ( -0.14%) 17.49 ( 112.29-18.05=-94.24) 26500PE ( 0-0=0.00) 26500PE ( 0-0=0.00) 26900CE
26742.85-27126.35) 11:40
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 12 SEP 2019, Net Profit: 1654, Average Day Profit: 413
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
166.75 1795.75
6 Sep 2019 66.8 16.62 - 0.00 -638.50 0.00
✓ 1157 1362/-289 - ( ( 212.53-140.7=-71.83)
True
(Fri) ( 0.25%) 16.56 ( 0-0=0.00) 26900PE ( 226.01-251.55=25.54) 27300CE ( 0-0=0.00) 27300CE
s.
27062.45-27229.20) 26900PE
o t her
w it h
✓
9 Sep 2019
-1242 546/-2151
-7.55 16.63 -
-
480.25
(
2894.00
( 147.56-31.8=-115.76)
0.00
h a r e -4136.00
( 157.31-322.75=165.44) 27200CE
0.00
True
(Mon) ( -0.03%) 15.98
27039.45-27519.70) 26800PE
( 0-0=0.00) 26800PE
t s 10:09
( 0-0=0.00) 27200CE
D o no
208.35 1910.75 o n ly.
✓
11 Sep 2019
734 1181/0
134.4 15.74 - Day Open >
(
us
( 94.18-17.75=-76.43) e 0.00 -1176.25 0.00
l
True
(Wed) ( 0.49%) 15.48 PDH ( 0-0=0.00) 27400PE ( 79.6-126.65=47.05) 27800CE ( 0-0=0.00) 27800CE
27593.15-27801.50)
o n a 27400PE
p e rs
s for
ni
55.85
✓
12 Sep 2019
1005 1037/-534
94.6 15.06 - Day Open >
c k . i (
604.25 0.00 400.75 0.00
True
(Thu) ( 0.34%) 14.89 PDH ( 26.52-2.35=-24.17) 27700PE ( 0-0=0.00) 27700PE ( 24.58-8.55=-16.03) 28100CE ( 0-0=0.00) 28100CE
km o 27912.35-27968.20)
t o c
F bys
Include Date Profit Max Profit/Loss
s P D BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Thi
Expiry: 19 SEP 2019, Net Profit: 2074, Average Day Profit: 414
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
173.15 -1455.75
13 Sep 2019 -46.5 14.58 - 2029.00 0.00 0.00
✓ 573 807/-1210 - ( ( 175.02-233.25=58.23)
True
(Fri) ( -0.17%) 14.46 ( 177.51-96.35=-81.16) 27600PE ( 0-0=0.00) 27600PE ( 0-0=0.00) 28000CE
27801.45-27974.60) 28000CE
34.90 -139.50
16 Sep 2019 -230.75 545.75 0.00 0.00
✓ 406 491/-579 14.8 - 15.12 - ( ( 136.27-141.85=5.58)
True
(Mon) ( -0.82%) ( 163.38-141.55=-21.83) 27700PE ( 0-0=0.00) 27700PE ( 0-0=0.00) 28100CE
27868.00-27902.90) 28100CE
-9.25
18 Sep 2019 172.95 15.47 - 827.00 0.00 606.00 0.00
✓ 1433 1456/-640 - (
True
(Wed) ( 0.64%) 15.44 ( 94.18-61.1=-33.08) 27100PE ( 0-0=0.00) 27100PE ( 111.24-87=-24.24) 27500CE ( 0-0=0.00) 27500CE
27343.95-27334.70)
-249.60 -1190.50
19 Sep 2019 2.8 15.31 - 0.00 1152.75 0.00
✓ -37 1016/-398 - ( ( 53.33-100.95=47.62) 26800PE
True
(Thu) ( 0.01%) 15.72 ( 0-0=0.00) 26800PE ( 47.21-1.1=-46.11) 27200CE ( 0-0=0.00) 27200CE
27030.15-26780.55) 13:38
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 26 SEP 2019, Net Profit: 3212, Average Day Profit: 642 h o t
wit
h a r e
Max BN Gap BN Prev Day
s (2 Re:1) BN Sell 1 lot
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L ATM+200 CE
.D o
2544.55 o n l y -3279.25
e
l us
20 Sep 2019 121 15.63 - 4817.25 0.00 0.00
✓ 1538 1557/-1492 - ( ( 225.27-356.44=131.17) 27000CE
True
(Fri) ( 0.45%) 16.48 ( 210.99-18.3=-192.69) 26600PE ( 0-0=0.00) 26600PE ( 0-0=0.00) 27000CE
26808.60-29353.15)
o n a 10:45
pe r s
fo r
n i s
483.85 -2655.75
ck.i
23 Sep 2019 1057.85 17.27 - Day Open > 5729.25 0.00 0.00
✓ 3073 4110/-2775 ( ( 323.57-429.8=106.23) 30300CE
True
(Mon) ( 3.65%) 16.86 PDH ( 444.57-215.4=-229.17) 29900PE ( 0-0=0.00) 29900PE ( 0-0=0.00) 30300CE
km o 30072.25-30556.10) 11:13
t o c
F bys -407.80 -4042.75
-3486.25
✓
24 Sep 2019
-2936 0/-5662
s P D-134.2 17.48 -
- ( ( 350.34-512.05=161.71) 30300PE
( 10:12) 4592.50 0.00
Thi
True
(Tue) ( -0.44%) 16.76 ( 340.69-480.14=139.45) 30300PE ( 298.7-115=-183.70) 30700CE ( 0-0=0.00) 30700CE
30455.45-30047.65) 09:51
10:42
-256.55 -763.50
25 Sep 2019 -154.05 16.41 - 0.00 3886.25 0.00
✓ 3122 3820/0 - ( ( 153.73-184.27=30.54) 29600PE
True
(Wed) ( -0.51%) 16.08 ( 0-0=0.00) 29600PE ( 218.35-62.9=-155.45) 30000CE ( 0-0=0.00) 30000CE
29839.95-29583.40) 13:43
270.30 -3233.75
26 Sep 2019 54.5 15.75 - 1648.50 0.00 0.00
✓ -1585 187/-3438 - ( ( 64.28-193.63=129.35) 30000CE
True
(Thu) ( 0.18%) 16.13 ( 71.99-6.05=-65.94) 29600PE ( 0-0=0.00) 29600PE ( 0-0=0.00) 30000CE
29783.85-30054.15) 10:04
Expiry: 3 OCT 2019, Net Profit: -4131, Average Day Profit: -1032
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L ATM-200 PE CE
-3450.75
170.35 -4818.75
27 Sep 2019 -27.65 16.45 - 2593.00 0.00 ( 11:17)
✓ -5676 0/-5844 - ( ( 399.24-591.99=192.75) 30000CE
True
(Fri) ( -0.09%) 16.16 ( 335.27-231.55=-103.72) 29600PE ( 0-0=0.00) 29600PE ( 394.02-532.05=138.03) 30000CE
29797.05-29967.40) 09:30
13:36
-460.75 -2405.25
30 Sep 2019 -201.85 16.17 - Day Open < 0.00 4683.00 0.00
✓ 2277 3380/-26 ( ( 277.7-373.91=96.21) 29500PE
True
(Mon) ( -0.68%) 16.11 PDL ( 0-0=0.00) 29500PE ( 314.07-126.75=-187.32) 29900CE ( 0-0=0.00) 29900CE
29658.05-29197.30) 09:40
her s.
1 Oct 2019 123 15.54 -
-1187.00 -4025.25
0.00
h o t 4438.25 0.00
wit
✓ 413 693/-2522 - ( ( 163.63-324.64=161.01) 29300PE
True
(Tue) ( 0.42%) 18.06 ( 0-0=0.00) 29300PE ( 212.68-35.15=-177.53) 29700CE ( 0-0=0.00) 29700CE
29481.05-28294.05) 09:46
h a re
no ts
o -2144.00
ly. D
58.50 -3648.50
3 Oct 2019 -118.8 17.73 - 4647.00 0.00 ( 10:22)
✓ -1145 766/-3565 - ( ( 123.88-269.82=145.94) 28600CE
n
True
(Thu) ( -0.41%) 17.8 ( 203.43-17.55=-185.88) 28200PE ( 0-0=0.00) 28200PE ( 116.51-202.27=85.76) 28600CE
eo
28356.85-28415.35) 09:46
12:26
l u s
o n a
pe r s
r
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
s fo
Expiry: 10 OCT 2019, Net Profit: 6317, Average Day Profit: 1579
i
n
o ck.i
Date Profit
Max BN Gap
c
India VIX
o km BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down
ys t H/L PE CE
F b
s P D -829.80 -2628.25
Thi
4 Oct 2019 267.8 17.19 - 0.00 7641.00 0.00
✓ 5012 5555/-247 - ( ( 387.7-492.83=105.13) 28500PE
True
(Fri) ( 0.94%) 17.11 ( 0-0=0.00) 28500PE ( 430.39-124.75=-305.64) 28900CE ( 0-0=0.00) 28900CE
28673.30-27843.50) 11:45
330.80 -3786.50
7 Oct 2019 178.05 18.14 - 4130.25 0.00 0.00
✓ 343 1179/-1667 - ( ( 292.08-443.54=151.46) 27900CE
True
(Mon) ( 0.64%) 17.87 ( 327.01-161.8=-165.21) 27500PE ( 0-0=0.00) 27500PE ( 0-0=0.00) 27900CE
27676.20-28007.00) 09:45
749.90 -2980.25
9 Oct 2019 134.1 18.01 - 4388.50 0.00 0.00
✓ 1408 1747/-1031 - ( ( 189.4-308.61=119.21) 28000CE
True
(Wed) ( 0.48%) 17.34 ( 191.34-15.8=-175.54) 27600PE ( 0-0=0.00) 27600PE ( 0-0=0.00) 28000CE
27799.25-28549.15) 11:49
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-260.55 -4871.50
11 Oct 2019 232.1 16.83 - 0.00 2671.25 0.00
✓ -2200 634/-4099 - ( ( 344.22-539.08=194.86) 28200PE
True
(Fri) ( 0.83%) 17.22 ( 0-0=0.00) 28200PE ( 378.1-271.25=-106.85) 28600CE ( 0-0=0.00) 28600CE
s.
28366.00-28105.45) 10:40
o t her
wit h
✓
14 Oct 2019
1738 1943/-1467
196 17.5 -
-
244.10
(
3377.00 0.00
h a r e -1638.25 0.00
True
(Mon) ( 0.7%) 17.39
28291.00-28535.10)
( 341.78-206.7=-135.08) 28100PE ( 0-0=0.00) 28100PE
t s ( 354.47-420=65.53) 28500CE ( 0-0=0.00) 28500CE
D o no
315.35 o n ly. -1854.00
e
l us
15 Oct 2019 75.9 3464.25 0.00 0.00
✓ 1610 2508/-206 17 - 16.83 - ( ( 280.59-354.75=74.16) 28500CE
True
(Tue) ( 0.27%) ( 253.77-115.2=-138.57) 28100PE ( 0-0=0.00) 28100PE ( 0-0=0.00) 28500CE
28293.35-28608.70)
o n a 14:17
pe r s
fo r
n i s
-197.55 -2648.00
-620.75
ck.i
16 Oct 2019 134.35 16.38 - ( 14:09) 3011.25 0.00
✓ -257 1689/-538 - ( ( 168.8-274.72=105.92) 28400PE
True
(Wed) ( 0.47%) 16.55 ( 165.07-189.9=24.83) ( 188.65-68.2=-120.45) 28800CE ( 0-0=0.00) 28800CE
km o 28641.75-28444.20) 13:18
28400PE
t o c
F bys 330.75 -2216.50
✓
17 Oct 2019
-550 2692/-590
s P D
57.55
16.12 - 16 - (
1666.50 0.00
( 86.17-174.83=88.66) 28800CE
0.00
Thi
True
(Thu) ( 0.2%) ( 68.11-1.45=-66.66) 28400PE ( 0-0=0.00) 28400PE ( 0-0=0.00) 28800CE
28631.75-28962.50) 13:36
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 24 OCT 2019, Net Profit: -1708, Average Day Profit: -427
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
341.05 -3584.25
18 Oct 2019 -34.65 15.63 - 3116.00 0.00 0.00
✓ -468 390/-1021 - ( ( 285.22-428.59=143.37) 29100CE
True
(Fri) ( -0.12%) 16.05 ( 300.64-176=-124.64) 28700PE ( 0-0=0.00) 28700PE ( 0-0=0.00) 29100CE
28892.75-29233.80) 13:52
3274.75
24.65 -2026.25
23 Oct 2019 67.7 16.61 - ( 10:08) -209.25 0.00
✓ 1039 1115/-1522 - ( ( 225.32-306.37=81.05) 29300PE
True
(Wed) ( 0.23%) 16.52 ( 221.59-90.6=-130.99) ( 122.58-130.95=8.37) 29700CE ( 0-0=0.00) 29700CE
29548.15-29572.80) 09:35
29300PE
-598.40 -4166.25
24 Oct 2019 144.75 16.43 - 0.00 1675.25 0.00
✓ -2491 571/-3302 - ( ( 78.46-245.11=166.65) 29500PE
True
(Thu) ( 0.49%) 16.48 ( 0-0=0.00) 29500PE ( 68.01-1=-67.01) 29900CE ( 0-0=0.00) 29900CE
29660.50-29062.10) 10:01
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 31 OCT 2019, Net Profit: 3461, Average Day Profit: 865 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
.D o
50.25 1833.00 o n l y
✓
25 Oct 2019
2957 3076/0
120.7 16.01 -
- (
us
( 254.32-181=-73.32) e 0.00 1124.00 0.00
l
True
(Fri) ( 0.41%) 15.58 ( 0-0=0.00) 28900PE ( 286.06-241.1=-44.96) 29300CE ( 0-0=0.00) 29300CE
29121.45-29171.70)
o n a 28900PE
p e rs
s for
ni
497.75 2716.75 -4683.25
✓
29 Oct 2019
-1966 418/-3058
11.3
15.8 - 16.34 -
c k . i ( ( 155.97-47.3=-108.67)
0.00
( 170.19-357.52=187.33) 29600CE
0.00
True
(Tue) ( 0.04%) ( 0-0=0.00) 29200PE ( 0-0=0.00) 29600CE
t o c
F bys 3.90 468.75
✓
30 Oct 2019
1704 1780/-1433
s P D
132.65 16.46 - Day Open >
( ( 120.35-101.6=-18.75)
0.00 1235.75 0.00
Thi
True
(Wed) ( 0.44%) 16.75 PDH ( 0-0=0.00) 29800PE ( 143.28-93.85=-49.43) 30200CE ( 0-0=0.00) 30200CE
30017.65-30021.55) 29800PE
247.65
31 Oct 2019 181.15 16.72 - Day Open > 1441.50 0.00 -675.50 0.00
✓ 766 2099/-460 (
True
(Thu) ( 0.6%) 16.14 PDH ( 58.61-0.95=-57.66) 29900PE ( 0-0=0.00) 29900PE ( 73.58-100.6=27.02) 30300CE ( 0-0=0.00) 30300CE
30146.95-30394.60)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 7 NOV 2019, Net Profit: 3140, Average Day Profit: 628
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-182.55 -3255.25
4 Nov 2019 85.35 Day Open > 0.00 1477.00 0.00
✓ -1778 525/-2317 16.12 - 16.1 ( ( 198.55-328.76=130.21) 30300PE
True
(Mon) ( 0.28%) PDH ( 0-0=0.00) 30300PE ( 182.48-123.4=-59.08) 30700CE ( 0-0=0.00) 30700CE
30534.55-30352.00) 12:05
-128.10
5 Nov 2019 70.15 16.02 - 45.00 0.00 2091.75 0.00
✓ 2136 2179/-34 - (
True
(Tue) ( 0.23%) 16.01 ( 169.45-167.65=-1.80) 30100PE ( 0-0=0.00) 30100PE ( 184.57-100.9=-83.67) 30500CE ( 0-0=0.00) 30500CE
30337.50-30209.40)
h a r e
t s
o no
-57.45
7 Nov 2019 113 15.42 - Day Open > 884.50 0.00 1353.50 0.00
ly. D
✓ 2238 2237/-487 (
True
(Thu) ( 0.37%) 15.41 PDH ( 44.23-8.85=-35.38) 30500PE ( 0-0=0.00) 30500PE ( 61.64-7.5=-54.14) 30900CE ( 0-0=0.00) 30900CE
30746.00-30688.55)
eo n
l u s
o n a
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change
pe r s (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
r
Expiry: 14 NOV 2019, Net Profit: 2112, Average Day Profit: 528
fo
n i s
Date Profit
Max BN Gap
India VIX o
BN Prev Day
ck.i Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
ckm
IncluDe
Profit/Loss Up/Down H/L PE CE
y s to
F b 355.20 -3289.00
8 Nov 2019
D
-61.85 15.31 - 3238.75 0.00 0.00
is P
✓ -50 744/-791 - ( ( 218.9-350.46=131.56) 30700CE
True
(Fri) ( -0.2%) 15.74 ( 249-119.45=-129.55) 30300PE ( 0-0=0.00) 30300PE ( 0-0=0.00) 30700CE
Th
30546.15-30901.35) 12:04
218.65
11 Nov 2019 -84.75 16.01 - 2158.25 0.00 -1528.75 0.00
✓ 629 749/-1308 - (
True
(Mon) ( -0.28%) 16.54 ( 202.83-116.5=-86.33) 30500PE ( 0-0=0.00) 30500PE ( 170-231.15=61.15) 30900CE ( 0-0=0.00) 30900CE
30741.20-30959.85)
-369.35 -2308.25
13 Nov 2019 -30.8 16.56 - 0.00 1704.75 0.00
✓ -603 539/-1333 - ( ( 184.22-276.55=92.33) 31000PE
True
(Wed) ( -0.1%) 16.51 ( 0-0=0.00) 31000PE ( 92.24-24.05=-68.19) 31400CE ( 0-0=0.00) 31400CE
31157.15-30787.80) 12:00
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 21 NOV 2019, Net Profit: 6150, Average Day Profit: 1230
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
221.40 1808.25
15 Nov 2019 162.45 15.15 - Day Open > 0.00 -2171.75 0.00
✓ -363 71/-2124 ( ( 223.58-151.25=-72.33)
True
(Fri) ( 0.53%) 14.93 PDH ( 0-0=0.00) 30700PE ( 213.13-300=86.87) 31100CE ( 0-0=0.00) 31100CE
s.
30907.35-31128.75) 30700PE
o t her
wit h
✓
18 Nov 2019
1047 1192/-429
28.4 15.57 -
-
-144.00
(
-150.50 0.00
h a r e 1197.75
( 186.26-138.35=-47.91)
0.00
True
(Mon) ( 0.09%) 15.92
31136.00-30992.00)
( 201.98-208=6.02) 30900PE ( 0-0=0.00) 30900PE
t s 31300CE
( 0-0=0.00) 31300CE
D o no
150.90 2412.50 o n ly.
✓
19 Nov 2019
1583 1824/0
53.05 15.35 -
- (
us
( 199.65-103.15=-96.50) e 0.00 -829.00 0.00
l
True
(Tue) ( 0.17%) 15.51 ( 0-0=0.00) 30900PE ( 140.74-173.9=33.16) 31300CE ( 0-0=0.00) 31300CE
31078.30-31229.20)
o n a 30900PE
p e rs
s for
ni
26.20 964.25
✓
20 Nov 2019
2030 2047/-91
56.1 15.15 -
-
c k . i ( ( 134.72-96.15=-38.57)
0.00 1066.25 0.00
True
(Wed) ( 0.18%) 15.29 ( 0-0=0.00) 31100PE ( 98.5-55.85=-42.65) 31500CE ( 0-0=0.00) 31500CE
km o 31284.00-31310.20) 31100PE
t o c
F bys 98.60
✓
21 Nov 2019
1853 1957/0
s P D59.4 15.15 -
- (
1229.75 0.00 624.00 0.00
Thi
True
(Thu) ( 0.19%) 15.35 ( 51.39-2.2=-49.19) 31100PE ( 0-0=0.00) 31100PE ( 48.16-23.2=-24.96) 31500CE ( 0-0=0.00) 31500CE
31321.75-31420.35)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 28 NOV 2019, Net Profit: 3096, Average Day Profit: 619
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-156.45 -750.75
22 Nov 2019 39.65 14.74 - 0.00 2042.25 0.00
✓ 1291 1447/-158 - ( ( 195.32-225.35=30.03)
True
(Fri) ( 0.13%) 14.81 ( 0-0=0.00) 31100PE ( 191.94-110.25=-81.69) 31500CE ( 0-0=0.00) 31500CE
31309.05-31152.60) 31100PE
0.25
26 Nov 2019 136.95 14.61 - Day Open > 73.25 0.00 594.50 0.00
✓ 667 721/-684 (
True
(Tue) ( 0.43%) 14.78 PDH ( 113.33-110.4=-2.93) 31500PE ( 0-0=0.00) 31500PE ( 102.48-78.7=-23.78) 31900CE ( 0-0=0.00) 31900CE
31712.60-31712.85)
-31.75
27 Nov 2019 114.4 14.51 - 661.50 0.00 361.50 0.00
✓ 1023 1178/-208 - (
True
(Wed) ( 0.36%) 14.58 ( 118.26-91.8=-26.46) 31700PE ( 0-0=0.00) 31700PE ( 48.46-34=-14.46) 32100CE ( 0-0=0.00) 32100CE
31852.55-31820.80)
Expiry: 5 DEC 2019, Net Profit: -1432, Average Day Profit: -286
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
-248.85
✓
29 Nov 2019
-148 536/-1251
-48.8 13.59 -
-
c k . i (
-2100.75 0.00 1952.75 0.00
True
(Fri) ( -0.15%) 14.19 ( 204.02-288.05=84.03) 31900PE ( 0-0=0.00) 31900PE ( 146.66-68.55=-78.11) 32300CE ( 0-0=0.00) 32300CE
km o 32058.35-31809.50)
t o c
F bys -64.25
✓
2 Dec 2019
1295 1341/-14
s P D62.2 13.89 -
- (
415.50 0.00 880.50 0.00
Thi
True
(Mon) ( 0.19%) 14.29 ( 165.17-148.55=-16.62) 31700PE ( 0-0=0.00) 31700PE ( 135.82-100.6=-35.22) 32100CE ( 0-0=0.00) 32100CE
31878.10-31813.85)
-211.60
3 Dec 2019 48.65 -1629.00 0.00 1568.00 0.00
✓ -60 562/-661 13.61 - 15 - (
True
(Tue) ( 0.15%) ( 110.84-176=65.16) 31600PE ( 0-0=0.00) 31600PE ( 114.87-52.15=-62.72) 32000CE ( 0-0=0.00) 32000CE
31794.70-31583.10)
156.60 -3716.50
4 Dec 2019 -64.05 13.78 - 1225.00 0.00 0.00
✓ -2491 95/-3274 - ( ( 81.84-230.5=148.66) 31700CE
True
(Wed) ( -0.2%) 13.76 ( 69.7-20.7=-49.00) 31300PE ( 0-0=0.00) 31300PE ( 0-0=0.00) 31700CE
31534.00-31690.60) 10:00
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 12 DEC 2019, Net Profit: 1101, Average Day Profit: 220
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-518.30 -2280.50
6 Dec 2019 84.2 12.54 - 0.00 2460.00 0.00
✓ 179 296/-1008 - ( ( 172.68-263.9=91.22) 31600PE
True
(Fri) ( 0.27%) 14.48 ( 0-0=0.00) 31600PE ( 169.2-70.8=-98.40) 32000CE ( 0-0=0.00) 32000CE
s.
31828.10-31309.80) 13:03
o t her
wit h
✓
9 Dec 2019
-1872 107/-2014
-20.15 13.87 -
-
116.30
(
1350.00 0.00
h a r e -3222.50
( 159.2-288.1=128.90) 31400CE
0.00
True
(Mon) ( -0.06%) 14.92
31190.55-31306.85)
( 148.65-94.65=-54.00) 31000PE ( 0-0=0.00) 31000PE
t s 13:00
( 0-0=0.00) 31400CE
D o no
-146.95 o n ly.
✓
10 Dec 2019
431 716/-498
69.75 14.58 -
- (
us
-711.50
e 0.00 1143.00 0.00
l
True
(Tue) ( 0.22%) 15.17 ( 140.44-168.9=28.46) 31200PE ( 0-0=0.00) 31200PE ( 114.82-69.1=-45.72) 31600CE ( 0-0=0.00) 31600CE
31369.35-31222.40)
o n a
p e rs
s for
ni
-114.40
✓
11 Dec 2019
1355 1552/-21
-8.7 13.48 -
-
c k . i (
-56.50 0.00 1411.75 0.00
True
(Wed) ( -0.03%) 13.78 ( 90.64-92.9=2.26) 31000PE ( 0-0=0.00) 31000PE ( 96.32-39.85=-56.47) 31400CE ( 0-0=0.00) 31400CE
km o 31190.95-31076.55)
t o c
F b ys 162.25
✓
12 Dec 2019
1008 1219/-11
s P D
100.05
12.8 - 13.23
Day Open >
(
843.25 0.00 165.25 0.00
Thi
True
(Thu) ( 0.32%) PDH ( 34.78-1.05=-33.73) 31200PE ( 0-0=0.00) 31200PE ( 27.56-20.95=-6.61) 31600CE ( 0-0=0.00) 31600CE
31399.75-31562.00)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 19 DEC 2019, Net Profit: 1477, Average Day Profit: 295
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
86.25
17 Dec 2019 108.2 12.74 - 953.50 0.00 -348.50 0.00
✓ 605 674/-784 - (
True
(Tue) ( 0.34%) 13.18 ( 92.14-54=-38.14) 31800PE ( 0-0=0.00) 31800PE ( 127.06-141=13.94) 32200CE ( 0-0=0.00) 32200CE
32033.55-32119.80)
27.25
18 Dec 2019 152 12.62 - Day Open > 825.00 0.00 436.25 0.00
✓ 1261 1260/-214 (
True
(Wed) ( 0.47%) 12.47 PDH ( 80.35-47.35=-33.00) 32000PE ( 0-0=0.00) 32000PE ( 69.55-52.1=-17.45) 32400CE ( 0-0=0.00) 32400CE
32182.60-32209.85)
Expiry: 26 DEC 2019, Net Profit: 832, Average Day Profit: 208
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
106.80 1068.25 -464.25
✓
20 Dec 2019
604 660/-349
25.4 12.06 -
-
c k . i ( ( 162.38-119.65=-42.73)
0.00
( 123.68-142.25=18.57)
0.00
True
(Fri) ( 0.08%) 12.39 ( 0-0=0.00) 32100PE ( 0-0=0.00) 32500CE
t o c
F bys -43.50 769.75
✓
23 Dec 2019
1196 1287/0
s P D-3.95 12.66 -
- ( ( 141.14-110.35=-30.79)
0.00 426.75 0.00
Thi
True
(Mon) ( -0.01%) 12.15 ( 0-0=0.00) 32200PE ( 64.67-47.6=-17.07) 32600CE ( 0-0=0.00) 32600CE
32351.20-32307.70) 32200PE
-19.45
24 Dec 2019 -1.65 12.33 - 712.00 0.00 268.25 0.00
✓ 980 1075/-17 - (
True
(Tue) ( -0.01%) 11.64 ( 73.18-44.7=-28.48) 32200PE ( 0-0=0.00) 32200PE ( 33.73-23=-10.73) 32600CE ( 0-0=0.00) 32600CE
32351.50-32332.05)
-252.00
26 Dec 2019 -4.6 11.95 - -2126.00 0.00 177.75 0.00
✓ -1948 274/-2205 - (
True
(Thu) ( -0.01%) 11.27 ( 17.61-102.65=85.04) 32100PE ( 0-0=0.00) 32100PE ( 7.66-0.55=-7.11) 32500CE ( 0-0=0.00) 32500CE
32276.85-32024.85)
Expiry: 2 JAN 2020, Net Profit: -374, Average Day Profit: -74
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-165.90
30 Dec 2019 74.25 11.27 - -773.00 0.00 875.75 0.00
✓ 102 229/-1064 Day Open > PDH (
True
(Mon) ( 0.23%) 11.17 ( 84.58-115.5=30.92) 32300PE ( 0-0=0.00) 32300PE ( 93.83-58.8=-35.03) 32700CE ( 0-0=0.00) 32700CE
32501.25-32335.35)
her s.
31 Dec 2019 -8.95
-71.85
59.75 0.00
h o t 284.75
0.00
wit
✓ 344 401/-187 11.3 - 11.58 - ( ( 72.24-60.85=-11.39)
True
(Tue) ( -0.03%) ( 81.59-79.2=-2.39) 32100PE ( 0-0=0.00) 32100PE ( 0-0=0.00) 32500CE
32266.90-32195.05) 32500CE
h a re
no ts
o
ly. D
-205.45 1154.75
1 Jan 2020 76.25 11.59 - -1059.00 0.00 0.00
✓ 95 447/-382 - ( ( 62.04-15.85=-46.19)
e on
True
(Wed) ( 0.24%) 11.67 ( 41.54-83.9=42.36) 32100PE ( 0-0=0.00) 32100PE ( 0-0=0.00) 32500CE
32298.65-32093.20) 32500CE
lu s
o n a
147.60
p e rs
for
2 Jan 2020 30.25 11.54 - 330.75 0.00 155.00 0.00
✓ 485 626/-78 - (
True
(Thu) ( 0.09%) 11.41 ( 13.68-0.45=-13.23) 32000PE ( 0-0=0.00) 32000PE ( 19.55-13.35=-6.20) 32400CE ( 0-0=0.00) 32400CE
i ni s
32218.25-32365.85)
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 9 JAN 2020, Net Profit: -3932, Average Day Profit: -786
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
-219.80
3 Jan 2020 -116.9 12.05 - -1937.25 0.00 1630.25 0.00
✓ -306 242/-788 - (
True
(Fri) ( -0.36%) 12.68 ( 126.51-204=77.49) 32000PE ( 0-0=0.00) 32000PE ( 167.11-101.9=-65.21) 32400CE ( 0-0=0.00) 32400CE
32249.25-32029.45)
-471.00 -3100.25
6 Jan 2020 -158.8 12.7 - Day Open < 0.00 3024.50 0.00
✓ -75 0/-2982 ( ( 170.15-294.16=124.01) 31500PE
True
(Mon) ( -0.5%) 14.88 PDL ( 0-0=0.00) 31500PE ( 163.83-42.85=-120.98) 31900CE ( 0-0=0.00) 31900CE
31706.15-31235.15) 11:31
318.80 -3944.00
8 Jan 2020 -403.9 15.97 - Day Open < 3372.50 0.00 0.00
✓ -571 516/-2176 ( ( 166.12-323.88=157.76) 31100CE
True
(Wed) ( -1.29%) 15.77 PDL ( 198.15-63.25=-134.90) 30700PE ( 0-0=0.00) 30700PE ( 0-0=0.00) 31100CE
30934.80-31253.60) 09:44
231.35 -2397.00
9 Jan 2020 374.6 13.94 - Day Open > 876.75 0.00 0.00
✓ -1520 1198/-1557 ( ( 57.71-153.59=95.88) 32000CE
True
(Thu) ( 1.19%) 14.02 PDH ( 35.82-0.75=-35.07) 31600PE ( 0-0=0.00) 31600PE ( 0-0=0.00) 32000CE
31845.45-32076.80) 13:27
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 16 JAN 2020, Net Profit: 4064, Average Day Profit: 812 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
.Do
-130.30 o n l y 1571.25
e
l us
10 Jan 2020 123.3 Day Open > -1428.50 0.00 0.00
✓ 142 455/-1030 13.9 - 14.02 ( ( 198.9-136.05=-62.85)
True
(Fri) ( 0.38%) PDH ( 197.06-254.2=57.14) 32000PE ( 0-0=0.00) 32000PE ( 0-0=0.00) 32400CE
32209.05-32078.75)
o n a 32400CE
pe r s
fo r
n i s -180.35
ck.i
13 Jan 2020 41.7 14.19 - -1552.00 0.00 1758.75 0.00
✓ 206 608/-404 - (
True
(Mon) ( 0.13%) 14.33 ( 176.02-238.1=62.08) 32100PE ( 0-0=0.00) 32100PE ( 168.85-98.5=-70.35) 32500CE ( 0-0=0.00) 32500CE
km o 32276.40-32096.05)
t o c
F bys -40.80 818.50
✓
14 Jan 2020
1464 1517/-92
s P D 18.8 13.98 -
- ( ( 150.69-117.95=-32.74)
0.00 646.00 0.00
Thi
True
(Tue) ( 0.06%) 14.02 ( 0-0=0.00) 31900PE ( 131.84-106=-25.84) 32300CE ( 0-0=0.00) 32300CE
32082.95-32042.15) 31900PE
-122.75
15 Jan 2020 -76.9 -43.00 0.00 1363.00 0.00
✓ 1320 1363/0 14.15 - 14.3 - (
True
(Wed) ( -0.24%) ( 64.23-65.95=1.72) 31600PE ( 0-0=0.00) 31600PE ( 106.32-51.8=-54.52) 32000CE ( 0-0=0.00) 32000CE
31847.90-31725.15)
-40.15
16 Jan 2020 -14.35 14.16 - 570.25 0.00 361.75 0.00
✓ 932 948/-2621 - (
True
(Thu) ( -0.05%) 14.21 ( 28.56-5.75=-22.81) 31800PE ( 0-0=0.00) 31800PE ( 15.42-0.95=-14.47) 32200CE ( 0-0=0.00) 32200CE
31955.30-31915.15)
Expiry: 23 JAN 2020, Net Profit: 1802, Average Day Profit: 360
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
2.10
17 Jan 2020 -282.25 14.36 - Day Open < 907.25 0.00 345.75 0.00
✓ 1253 1287/-76 (
True
(Fri) ( -0.89%) 14.18 PDL ( 190.94-154.65=-36.29) 31400PE ( 0-0=0.00) 31400PE ( 213.83-200=-13.83) 31800CE ( 0-0=0.00) 31800CE
31570.95-31573.05)
-543.20 -2832.00
20 Jan 2020 333.3 14.43 - Day Open > 0.00 3114.75 0.00
✓ 282 318/-895 ( ( 149.75-263.03=113.28) 31500PE
True
(Mon) ( 1.06%) 15.37 PDH ( 0-0=0.00) 31500PE ( 170.99-46.4=-124.59) 31900CE ( 0-0=0.00) 31900CE
31709.20-31166.00) 10:32
her s.
21 Jan 2020 -101.8 Day Open <
22.60
1178.00 0.00
h o t 252.00
0.00
wit
✓ 1430 1514/-1134 15.7 - 15.88 ( ( 163.03-152.95=-10.08)
True
(Tue) ( -0.33%) PDL ( 134.77-87.65=-47.12) 30700PE ( 0-0=0.00) 30700PE ( 0-0=0.00) 31100CE
30918.25-30940.85) 31100CE
h a re
no ts
o
ly. D
-402.50 -2706.75
22 Jan 2020 114.05 15.76 - 0.00 2224.50 0.00
✓ -482 361/-1219 - ( ( 78.9-187.17=108.27) 30900PE
e on
True
(Wed) ( 0.37%) 16.49 ( 0-0=0.00) 30900PE ( 103.28-14.3=-88.98) 31300CE ( 0-0=0.00) 31300CE
31085.10-30682.60) 10:23
lu s
o n a
228.65
p e rs -1818.75
for
23 Jan 2020 40.75 16.55 - 1136.75 0.00 0.00
✓ -681 1104/-714 - ( ( 19.55-92.3=72.75) 31000CE
True
(Thu) ( 0.13%) 15.96 ( 46.27-0.8=-45.47) 30600PE ( 0-0=0.00) 30600PE ( 0-0=0.00) 31000CE
nis
30775.60-31004.25)
i
13:15
c k .
km o
t o c
ys
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
F b Expiry: 30 JAN 2020, Net Profit: 1263, Average Day Profit: 252
s P D
Date Profit
Max Thi BN Gap
India VIX
BN Prev Day
Spot Change (1) BN Sell 1 lot ATM-200 PE
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
-66.90 72.75
27 Jan 2020 -131.2 16.64 - 0.00 678.25 0.00
✓ 750 871/-396 - ( ( 186.06-183.15=-2.91)
True
(Mon) ( -0.42%) 16.72 ( 0-0=0.00) 30900PE ( 143.03-115.9=-27.13) 31300CE ( 0-0=0.00) 31300CE
31057.75-30990.85) 30900PE
77.40
29 Jan 2020 153.7 16.81 - 1104.25 0.00 -159.75 0.00
✓ 944 1217/-185 - (
True
(Wed) ( 0.5%) 16.52 ( 75.92-31.75=-44.17) 30700PE ( 0-0=0.00) 30700PE ( 107.96-114.35=6.39) 31100CE ( 0-0=0.00) 31100CE
30920.70-30998.10)
-202.75
30 Jan 2020 12.25 16.59 - -1224.50 0.00 531.00 0.00
✓ -693 366/-1144 - (
True
(Thu) ( 0.04%) 17.04 ( 36.27-85.25=48.98) 30600PE ( 0-0=0.00) 30600PE ( 21.89-0.65=-21.24) 31000CE ( 0-0=0.00) 31000CE
30758.00-30555.25)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE
her
(2) BN Sell 1 lot ATM+200 CE
Expiry: 6 FEB 2020, Net Profit: 10320, Average Day Profit: 1720 h o t
wit
h a r e
Max BN Gap BN Prev Day
s
(1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
not
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
.Do
138.15 o n l y
✓
31 Jan 2020
1049 1224/-672
303.1 16.88 - Day Open >
(
us
1814.75
e 0.00 -765.00 0.00
l
True
(Fri) ( 0.99%) 16.92 PDH ( 369.84-297.25=-72.59) 30600PE ( 0-0=0.00) 30600PE ( 428.25-458.85=30.60) 31000CE ( 0-0=0.00) 31000CE
30847.50-30985.65)
o n a
p e rs
s for
ni
-383.35 -2114.25
✓
1 Feb 2020
4626 5460/-519
-107.4 17.72 -
-
c k . i ( ( 427.85-512.42=84.57) 30500PE
0.00 6741.00 0.00
True
(Sat) ( -0.35%) 16.27 ( 0-0=0.00) 30500PE ( 400.09-130.45=-269.64) 30900CE ( 0-0=0.00) 30900CE
km o 30657.35-30274.00) 13:19
t o c
F bys 96.30
✓
3 Feb 2020
3677 3812/-100
s P D-9.15 16.57 -
- (
2422.00 0.00 1255.50 0.00
Thi
True
(Mon) ( -0.03%) 15.79 ( 243.03-146.15=-96.88) 29600PE ( 0-0=0.00) 29600PE ( 244.12-193.9=-50.22) 30000CE ( 0-0=0.00) 30000CE
29826.90-29923.20)
517.05 -1531.75
4 Feb 2020 212.05 14.95 - Day Open > 2869.25 0.00 0.00
✓ 1337 1389/0 ( ( 122.29-183.56=61.27) 30400CE
True
(Tue) ( 0.71%) 14.63 PDH ( 136.12-21.35=-114.77) 30000PE ( 0-0=0.00) 30000PE ( 0-0=0.00) 30400CE
30200.65-30717.70) 10:39
218.15
5 Feb 2020 75.25 14.28 - 1477.50 0.00 -1627.25 0.00
✓ -149 1321/-396 - (
True
(Wed) ( 0.25%) 14.24 ( 79.8-20.7=-59.10) 30500PE ( 0-0=0.00) 30500PE ( 87.56-152.65=65.09) 30900CE ( 0-0=0.00) 30900CE
30742.30-30960.45)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 13 FEB 2020, Net Profit: 4742, Average Day Profit: 948
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
o t her
wit h
✓
10 Feb 2020
914 1029/-26
46.7 13.96 -
-
-94.65
(
22.75 0.00
h a r e 892.00
( 133.83-98.15=-35.68)
0.00
True
(Mon) ( 0.15%) 14.29
31111.10-31016.45)
( 158.06-157.15=-0.91) 30900PE ( 0-0=0.00) 30900PE
t s 31300CE
( 0-0=0.00) 31300CE
D o no
-4.30 o n ly. 349.50
e
l us
11 Feb 2020 172.05 13.73 - 512.00 0.00 0.00
✓ 861 910/-766 - ( ( 102.53-88.55=-13.98)
True
(Tue) ( 0.55%) 13.85 ( 93.98-73.5=-20.48) 31100PE ( 0-0=0.00) 31100PE ( 0-0=0.00) 31500CE
31329.05-31324.75)
o n a 31500CE
pe r s
fo r
n i s 26.85
ck.i
12 Feb 2020 140.55 13.48 - 628.00 0.00 317.50 0.00
✓ 945 971/-58 - (
True
(Wed) ( 0.45%) 13.58 ( 56.47-31.35=-25.12) 31300PE ( 0-0=0.00) 31300PE ( 60.25-47.55=-12.70) 31700CE ( 0-0=0.00) 31700CE
km o 31483.25-31510.10)
t o c
F bys -190.20
✓
13 Feb 2020
690 777/0
s P D93.65 13.26 -
- (
-5.00 0.00 695.25 0.00
Thi
True
(Thu) ( 0.3%) 13.54 ( 20.05-20.25=0.20) 31200PE ( 0-0=0.00) 31200PE ( 28.46-0.65=-27.81) 31600CE ( 0-0=0.00) 31600CE
31417.30-31227.10)
Include Date Profit Max Profit/Loss BN Gap Up/Down India VIX BN Prev Day H/L Spot Change (1) BN Sell 1 lot ATM-200 PE (1 Re:1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE (2 Re:1) BN Sell 1 lot ATM+200 CE
Expiry: 20 FEB 2020, Net Profit: -2853, Average Day Profit: -570
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
-62.30 602.75
19 Feb 2020 342.5 13.95 - Day Open > -56.00 0.00 0.00
✓ 546 807/-1786 ( ( 57.76-33.65=-24.11)
True
(Wed) ( 1.12%) 14.03 PDH ( 78.11-80.35=2.24) 30700PE ( 0-0=0.00) 30700PE ( 0-0=0.00) 31100CE
30850.30-30788.00) 31100CE
Expiry: 27 FEB 2020, Net Profit: 4682, Average Day Profit: 1170
ly. D
e o n
lu s
Date Profit
Max BN Gap
India VIX
BN Prev Day
Spot Change
n a
(1) BN Sell 1 lot ATM-200 PE
o
(1 Re:1) BN Sell 1 lot ATM-200
(2) BN Sell 1 lot ATM+200 CE
(2 Re:1) BN Sell 1 lot ATM+200
IncluDe
Profit/Loss Up/Down H/L PE CE
p e rs
s for
ni
48.45 778.75
✓
24 Feb 2020
686 842/-144
-276.5 14.79 -
Day Open < PDL
c k . i ( ( 159.75-128.6=-31.15)
0.00 -92.50 0.00
True
(Mon) ( -0.89%) 15.76 ( 0-0=0.00) 30300PE ( 149.25-152.95=3.70) 30700CE ( 0-0=0.00) 30700CE
km o 30532.15-30580.60) 30300PE
t o c
F bys -76.30 192.25 1415.25
✓
25 Feb 2020
1607 1670/-320
s P D 61.9 16.71 -
- ( ( 141.44-133.75=-7.69)
0.00
( 167.16-110.55=-56.61)
0.00
Thi
True
(Tue) ( 0.2%) 16.92 ( 0-0=0.00) 30200PE ( 0-0=0.00) 30600CE
30413.05-30336.75) 30200PE 30600CE
-4.75
26 Feb 2020 -152.75 16.98 - 660.25 0.00 946.25 0.00
✓ 1606 1708/-54 Day Open < PDL (
True
(Wed) ( -0.5%) 17.69 ( 106.91-80.5=-26.41) 30100PE ( 0-0=0.00) 30100PE ( 100.05-62.2=-37.85) 30500CE ( 0-0=0.00) 30500CE
30293.80-30289.05)
-164.50
27 Feb 2020 -36.85 18.01 - -166.00 0.00 949.00 0.00
✓ 783 1206/-1346 - (
True
(Thu) ( -0.12%) 18.74 ( 37.01-43.65=6.64) 30000PE ( 0-0=0.00) 30000PE ( 38.61-0.65=-37.96) 30400CE ( 0-0=0.00) 30400CE
30190.00-30025.50)
Expiry: 5 MAR 2020, Net Profit: 3340, Average Day Profit: 1670
Max BN Gap BN Prev Day (1 Re:1) BN Sell 1 lot ATM-200 (2 Re:1) BN Sell 1 lot ATM+200
Date Profit India VIX Spot Change (1) BN Sell 1 lot ATM-200 PE (2) BN Sell 1 lot ATM+200 CE
IncluDe
Profit/Loss Up/Down H/L PE CE
50.20
2 Mar 2020 553.85 20.94 - Day Open > 2656.00 0.00 56.25 0.00
✓ 2712 2902/-288 (
True
(Mon) ( 1.9%) 21.35 PDH ( 320.49-214.25=-106.24) 29300PE ( 0-0=0.00) 29300PE ( 228.95-226.7=-2.25) 29700CE ( 0-0=0.00) 29700CE
29498.15-29548.35)
her s.
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wit
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t s
D o no
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s e
n a lu
e rs o
for p
i nis
c k .
km o
t o c
F bys
s P D
Thi