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Analyse des Positions Futures et Options

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34 vues28 pages

Analyse des Positions Futures et Options

Transféré par

angeshkv2003mba26
Copyright
© All Rights Reserved
Nous prenons très au sérieux les droits relatifs au contenu. Si vous pensez qu’il s’agit de votre contenu, signalez une atteinte au droit d’auteur ici.
Formats disponibles
Téléchargez aux formats XLSX, PDF, TXT ou lisez en ligne sur Scribd

Long Futures interval 145.

5 150
LTP P/L
6525 -750
6675 -600 Chart Title
6825 -450 1000
6975 -300
800
7125 -150
600
7275 0
7425 150 400

7575 300 200


7725 450 0
6525 6675 6825 6975 7125 7275 7425 7575 7725 7875 8025
7875 600 -200
8025 750 -400
-600
-800
-1000

Long Call 7300 99.35 7399.35 Difference 95


LTP P/L
6924.35 -100
7019.35 -100 Chart Title
7114.35 -100 600
7209.35 -100
7304.35 -95 500
7399.35 0 400
7494.35 95
7589.35 190 300

7684.35 285 200


7779.35 380
100
7874.35 475
0
6924.357019.357114.357209.357304.357399.357494.357589.357684.357779.357874.35
-100

-200

Long Put 7300 108.65 7191.35 Difference 105


LTP P/L
1266.35 525
1371.35 420 Chart Title
1476.35 315 600
1581.35 210
500
1686.35 105
1791.35 0 400
1896.35 -105
300
2001.35 -109
2106.35 -109 200
2211.35 -109 100

0
1266.351371.351476.351581.351686.351791.351896.352001.352106.352211.352316.35
-100
300

200

100
2316.35 -109
0
1266.351371.351476.351581.351686.351791.351896.352001.352106.352211.352316.35
-100

-200
Short Futures
LTP P/L
6525 750
6675 600 Chart Title
6825 450 1000
6975 300 800
7125 150
600
7275 0
400
7425 -150
7575 -300 200
7725 -450 0
5 7875 8025 6525 6675 6825 6975 7125 7275 7425 7575 7725 7875
7875 -600 -200
8025 -750 -400
-600
-800
-1000

Short Call
LTP P/L
6924.35 100
7019.35 100 Chart Title
7114.35 100
200
7209.35 100
7304.35 95 100
7399.35 0 0
7494.35 -95 6924.357019.357114.357209.357304.357399.357494.357589.357684.357779.35
7589.35 -190 -100
7684.35 -285 -200
7779.35 -380
-300
7874.35 -475
-400
357779.357874.35
-500

-600

Short Put
LTP P/L
1266.35 -525
1371.35 -420 Chart Title
1476.35 -315 200
1581.35 -210
100
1686.35 -105
1791.35 0 0
1266.351371.351476.351581.351686.351791.351896.352001.352106.352211.35
1896.35 105
-100
2001.35 109
2106.35 109 -200
2211.35 109 -300

-400
352211.352316.35
-500
-100

-200

-300
2316.35 109
-400
352211.352316.35
-500

-600
Title

275 7425 7575 7725 7875 8025

Title

9.357494.357589.357684.357779.357874.35

Title

1.351896.352001.352106.352211.352316.35
Long Futures 9.002 10
LTP P/L
400.1 -50
410.1 -40 Chart Title
420.1 -30
60
430.1 -20
440.1 -10
40
450.1 0
460.1 10
20
470.1 20
480.1 30 0
490.1 40 400.1 410.1 420.1 430.1 440.1 450.1 460.1 470.1 480.1 490.1 500.1
500.1 50 -20

-40

-60

Long Call 450 6.8 456.8 Difference 7


LTP P/L
421.8 -7
428.8 -7 Chart Title
435.8 -7 40
442.8 -7 35
449.8 -7 30
456.8 0 25
463.8 7 20
470.8 14 15
477.8 21 10
484.8 28 5
491.8 35 0
421.8 428.8 435.8 442.8 449.8 456.8 463.8 470.8 477.8 484.8 491.8
-5
-10

Long Put 450 6.95 443.05 Difference 7


LTP P/L
408.05 35
415.05 28 Chart Title
422.05 21 40
429.05 14 35
436.05 7 30
25
443.05 0
20
450.05 -7 15
457.05 -7 10
464.05 -7 5
471.05 -7 0
-5 8.05 5.05 2.05 9.05 6.05 3.05 0.05 7.05 4.05 1.05 8.05
0 41 42 42 43 44 45 45 46 47 47
-104
15
10
5
0
478.05 -7 -5 8.05 5.05 2.05 9.05 6.05 3.05 0.05 7.05 4.05 1.05 8.05
0 41 42 42 43 44 45 45 46 47 47
-104
Short Futures
LTP P/L
400.1 50
410.1 40 Chart Title
420.1 30 60
430.1 20
440.1 10 40
450.1 0
460.1 -10 20
470.1 -20
480.1 -30 0
0.1 490.1 500.1 400.1 410.1 420.1 430.1 440.1 450.1 460.1 470.1 480.1 490.1
490.1 -40
500.1 -50 -20

-40

-60

Short Call
LTP P/L
421.8 7 Chart Title
428.8 7 10
435.8 7 5
442.8 7 0
449.8 7 421.8 428.8 435.8 442.8 449.8 456.8 463.8 470.8 477.8 484.8 491.8
-5
456.8 0 -10
463.8 -7 -15
470.8 -14 -20
477.8 -21 -25
484.8 -28 -30
491.8 -35 -35
-40

Short Put
LTP P/L
408.05 -35
415.05 -28 Chart Title
422.05 -21 10
429.05 -14 5
0
436.05 -7 -5 .05 5 5 5 5 5 5 5 5 5 5
.0 .0 .0 .0 .0 .0 .0 .0 .0 .0
443.05 0 -10408 415 422 429 436 443 450 457 464 471 478
-15
450.05 7 -20
457.05 7 -25
464.05 7 -30
-35
471.05 7 -40
-15
-20
-25
-30
-35
-40
478.05 7
tle

1 460.1 470.1 480.1 490.1 500.1

463.8 470.8 477.8 484.8 491.8

5 05 05 05
64. 71. 78.
4 4 4
Long Futures 58.2818 60
LTP P/L
2614.09 -300
2674.09 -240 Chart Title
2734.09 -180 400
2794.09 -120
300
2854.09 -60
2914.09 0 200
2974.09 60 100
3034.09 120
3094.09 180 0
2614.092674.092734.092794.092854.092914.092974.093034.093094.093154.093214.09
3154.09 240 -100
3214.09 300
-200

-300

-400

Long Call 2900 45.75 2945.75 58.915 59


LTP P/L
6649.35 -150
6799.35 -150
6949.35 -150
7099.35 -150
7249.35 -150
7399.35 0
7549.35 150
7699.35 300
7849.35 450
7999.35 600
8149.35 750

Long Put 2900 28.6 2871.4 57.428 58


LTP P/L
6475.65 725
6620.65 580
6765.65 435
6910.65 290
7055.65 145
7200.65 0
7345.65 -145
7490.65 -145
7635.65 -145
7780.65 -145
7925.65 -145
Short Futures
LTP P/L
2614.09 300 Chart Title
2674.09 240
2734.09 180 400

2794.09 120 300


2854.09 60
200
2914.09 0
2974.09 -60 100
3034.09 -120
0
.093154.093214.09 3094.09 -180 2614.092674.092734.092794.092854.092914.092974.093034.093094.093154.09
3154.09 -240 -100
3214.09 -300
-200

-300

-400

Short Call
LTP P/L
6649.35 150
6799.35 150
6949.35 150
7099.35 150
7249.35 150
7399.35 0
7549.35 -150
7699.35 -300
7849.35 -450
7999.35 -600
8149.35 -750

Short Put
LTP P/L
6475.65 -725
6620.65 -580
6765.65 -435
6910.65 -290
7055.65 -145
7200.65 0
7345.65 145
7490.65 145
7635.65 145
7780.65 145
7925.65 145
Title

4.092974.093034.093094.093154.093214.09
Long Futures 32.8 33
LTP P/L
1475 -165
1508 -132 Chart Title
1541 -99 200
1574 -66
1607 -33 150

1640 0 100
1673 33
50
1706 66
1739 99 0
1475 1508 1541 1574 1607 1640 1673 1706 1739 1772 1805
1772 132
-50
1805 165
-100

-150

-200

Long Call 1640 13.9 1653.9 33.078 34


LTP P/L
6649.35 -150
6799.35 -150 Chart Title
6949.35 -150 800
7099.35 -150
700
7249.35 -150
600
7399.35 0
7549.35 150 500
7699.35 300 400
7849.35 450 300
7999.35 600 200
8149.35 750
100
0
6649.356799.356949.357099.357249.357399.357549.357699.357849.357999.358149.35
-100
-200

Long Put 1640 13.95 1626.05 32.521 33


LTP P/L
6475.65 725
6620.65 580 Chart Title
6765.65 435 800
6910.65 290 700
7055.65 145
600
7200.65 0
500
7345.65 -145
7490.65 -145 400

7635.65 -145 300


7780.65 -145 200
100
0
6475.656620.656765.656910.657055.657200.657345.657490.657635.657780.657925.65
-100
500
400
300
200
7925.65 -145 100
0
6475.656620.656765.656910.657055.657200.657345.657490.657635.657780.657925.65
-100
-200
Short Futures
LTP P/L
1475 165 Chart Title
1508 132 200
1541 99
1574 66 150
1607 33 100
1640 0
1673 -33 50

1706 -66 0
1475 1508 1541 1574 1607 1640 1673 1706 1739 1772
1739 -99
9 1772 1805 -50
1772 -132
1805 -165 -100

-150

-200

Short Call
LTP P/L
6649.35 150
6799.35 150 Chart Title
6949.35 150 200
7099.35 150
100
7249.35 150
0
7399.35 0 6649.356799.356949.357099.357249.357399.357549.357699.357849.357999.35
-100
7549.35 -150
7699.35 -300 -200
7849.35 -450 -300
7999.35 -600 -400
8149.35 -750 -500
-600
57999.358149.35 -700
-800

Short Put
LTP P/L
6475.65 -725
6620.65 -580 Chart Title
6765.65 -435 200
6910.65 -290 100
7055.65 -145
0
7200.65 0 6475.656620.656765.656910.657055.657200.657345.657490.657635.657780.65
-100
7345.65 145
7490.65 145 -200

7635.65 145 -300


7780.65 145 -400
-500
-600
657780.657925.65
-700
-100
-200
-300
-400
7925.65 145 -500
-600
657780.657925.65
-700
-800
Title

640 1673 1706 1739 1772 1805

Title

9.357549.357699.357849.357999.358149.35

Title

0.657345.657490.657635.657780.657925.65
Long Futures 92.34 93
LTP P/L
4152 -465 Chart Title
4245 -372
600
4338 -279
4431 -186 400
4524 -93
4617 0 200
4710 93
4803 186 0
4896 279 4152 4245 4338 4431 4524 4617 4710 4803 4896 4989 5082

4989 372 -200


5082 465
-400

-600

Long Call 4600 62 4662 93.24 94


LTP P/L
6649.35 -150
6799.35 -150
6949.35 -150
7099.35 -150
7249.35 -150
7399.35 0
7549.35 150
7699.35 300
7849.35 450
7999.35 600
8149.35 750

Long Put 4600 45.3 4554.7 91.094 92


LTP P/L
6475.65 725
6620.65 580
6765.65 435
6910.65 290
7055.65 145
7200.65 0
7345.65 -145
7490.65 -145
7635.65 -145
7780.65 -145
7925.65 -145
Short Futures
LTP P/L
4152 465 Chart Title
4245 372
600
4338 279
4431 186 400
4524 93
4617 0 200
4710 -93
4803 -186 0
96 4989 5082 4896 -279 4152 4245 4338 4431 4524 4617 4710 4803 4896 4989
4989 -372 -200
5082 -465
-400

-600

Short Call
LTP P/L
6649.35 150
6799.35 150
6949.35 150
7099.35 150
7249.35 150
7399.35 0
7549.35 -150
7699.35 -300
7849.35 -450
7999.35 -600
8149.35 -750

Short Put
LTP P/L
6475.65 -725
6620.65 -580
6765.65 -435
6910.65 -290
7055.65 -145
7200.65 0
7345.65 145
7490.65 145
7635.65 145
7780.65 145
7925.65 145
Title

617 4710 4803 4896 4989 5082

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