Delta Neutral Strategy (Long Nifty @ Long Puts)

[nautilus]

Hi joy_mitali, Harish or anyone following this thread:

I would really appreciate if one of you can post the daily September Nifty futures open,high,low and close prices for me.

Also on the september put option series 2340 and 2330 strike price.

Or alternatively if any one suggest a web site where I can access daily open, high,low,close for futures and options - I would be most grateful.

As mentined in my previous postings I do not have a data feed as yet, and I am new to the Indian markets - all help would be appreciated.

Thanks
Nautilus

 

[chheda]

Hi joy_mitali, Harish or anyone following this thread:

I would really appreciate if one of you can post the daily September Nifty futures open,high,low and close prices for me.

Also on the september put option series 2340 and 2330 strike price.

Or alternatively if any one suggest a web site where I can access daily open, high,low,close for futures and options - I would be most grateful.

As mentined in my previous postings I do not have a data feed as yet, and I am new to the Indian markets - all help would be appreciated.

Thanks
Nautilus

Hi Nautilus

Name :Open- High -Low- Close - Last Traded Price
Nifty Fut :2420.4-2426- 2405.6- 2422.8- 2425
Nifty Put SP 2340 : 16 - 17 - 16 - 16 - 16
Nifty Put SP 2330 : No Trade

For Prices in Fut and Opt Download files from http://www.nseindia.com/content/fo/fo_markettoday.htm

Regards ,

Harish Chheda

 

[nautilus]

Hi Nautilus

Name :Open- High -Low- Close - Last Traded Price
Nifty Fut :2420.4-2426- 2405.6- 2422.8- 2425
Nifty Put SP 2340 : 16 - 17 - 16 - 16 - 16
Nifty Put SP 2330 : No Trade

For Prices in Fut and Opt Download files from http://www.nseindia.com/content/fo/fo_markettoday.htm

Regards ,

Harish Chheda

Hi Harish:

Really appreciate your help on this. Would you mind me coming back to you in case I have further difficulty getting prices till this trade is finished.

Thanks once again.

Regards

nautilus

 

[nautilus]

Hi Wastej:

Here are the valuations for today:

Closed out profits on 800 long sep futures = Rs 46,600
Open profit on 200 long sep futures = (2425-2347)x200 = Rs 15600
Profits on long futures = (46,600+15600) = Rs 62,200

Open loss on 2000 long puts (strike 2340) = (46-16)x2000 = Rs 60,000

Net position = (62,200 - 60,000) = +Rs 2,200

Open Positions:

Long 200 Sep futures @ 2347
Long 2000 Sep Puts (strike 2340) @ 46

Regards

Nautilus

 

[joy_mitali]

Hi WASTEJ,
In the NSE site: http://www.nseindia.com/content/fo/fo_markettoday.htm
THere r datas for Beta0,Beta1,Beta2,and Tau----Can u tell me their significances?----I have tried a lot to find-----but failed----U can give brief explanations---or provide the link for relevent literature---Thanks in advance---

My mail id:[email protected]
[email protected]

 

[[email protected]]

Hi Joy_Mitali,

I have no idea about Beta0, Beta1 etc. If you succeed in your search, please do share it with me also. I do know about the beta of stock and I am sure you also know about it.

Good Luck.

Wastej

 

[[email protected]]

Hi Nautilus, Chheda and Joy_mitali,

In the light of large gain by the USA market, we will make small change in out trading plan.

We will not liquidate our Long Nifty future positions; instead we will sell the calls, that too at a second resistance and not on the first resistance. Wait about hour or so and let the market settle a bit, and than try to get the maximum premium for the call option. Use you skill to get maximum possible premium, wait if you feel you can get better price. Just feel the market and go with your intuition.

If the market does not gap open and instead of going up it starts going down, than stick to the earlier plan only.

Joy, please sell 300 Nifty future calls options (3 Contracts) of Nifty futures at Strike Price of 2465. Beside call options try to sell 400 Put Options with SP of 2375 and get maximum possible premium out of it. Every thing else remains the same.

Chheda, please sell 200 Nifty future Call options (2 Contracts) of Nifty futures at a strike Price of 2460 and sell 300 put options at a strike price of 2375. Every thing else remains unchanged.

Nautilus, please sell 200 Nifty future call options at SP 2475 and also sell 1000 put options SP 2330. Every thing else remains unchanged.

Regards,

Wastej

 

[chheda]

Hi Harish:

Really appreciate your help on this. Would you mind me coming back to you in case I have further difficulty getting prices till this trade is finished.

Thanks once again.

Regards

nautilus

Hi Nautilus ,
U R always WelCome .

Regards

Harish Chheda

 

[chheda]

Hi Nautilus, Chheda and Joy_mitali,

In the light of large gain by the USA market, we will make small change in out trading plan.

We will not liquidate our Long Nifty future positions; instead we will sell the calls, that too at a second resistance and not on the first resistance. Wait about hour or so and let the market settle a bit, and than try to get the maximum premium for the call option. Use you skill to get maximum possible premium, wait if you feel you can get better price. Just feel the market and go with your intuition.

If the market does not gap open and instead of going up it starts going down, than stick to the earlier plan only.

Joy, please sell 300 Nifty future calls options (3 Contracts) of Nifty futures at Strike Price of 2465. Beside call options try to sell 400 Put Options with SP of 2375 and get maximum possible premium out of it. Every thing else remains the same.

Chheda, please sell 200 Nifty future Call options (2 Contracts) of Nifty futures at a strike Price of 2460 and sell 300 put options at a strike price of 2375. Every thing else remains unchanged.

Nautilus, please sell 200 Nifty future call options at SP 2475 and also sell 1000 put options SP 2330. Every thing else remains unchanged.

Regards,

Wastej

Hi WasteJ ,

Today market is closed due to Ganesh Chaturthi .

Regards

Harish Chheda

 

[[email protected]]

Hi Harish, Joy & Nautilus,

Market will open today. Nothing has changed since yesterday, therefore, no change in the trading plan.

Please trade according to your plans.

Thank you.

Regards,

Wastej