By Motilal Oswal Securities
Option Writing
STRATEGY 1
Writing against Cash / Fut Holding
Sell TATASTEEL 520 CE 30-MAY-19 at `3.85
Leg 1: Sell TATASTEEL 520 CE 30-MAY-19 at `3.85
Leg 2: Buy TATASTEEL 560 CE 30-MAY-19 at `1.45
Target Level : 0.05
Stop Loss (Spread) Level : 3.85
Gross Monthly Yield : 1.25 per cent
ROI : 3.30 per cent
Margin : `75,000
Days to Expiry : 11
STRATEGY 2
Writing against Cash / Future Holding
Sell LUPIN 810 CE 30-MAY-19 at `7.05
Target Level : 0.05
Stop Loss Level : 10.55
Gross Monthly Yield : 2.30 per cent
ROI : 5.95 per cent
Margin : `82,0 ..
Pair Trading
STRATEGY 1
Leg 1 : BUY BAJFINANCE 1 LOT 30-MAY-19 at
`3,312.95 AND 60 SHARES IN CASH at `3,301.10
Leg 2 : SELL BAJAJ FINSERVE 1 LOT 30-MAY-
19 at `8,024.25
Tenure : 8-9 Days
Target Profit : 2.95 per cent
Stop Loss : 1.40 per cent
Margin : `5,20,000
This pair has 96 per cent correlation over the last one year. Pair has Trade lot ratio of 1.20 with price ratio of 0.41. It has come near to its average mean levels so may boun ..
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