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Understanding Options in Derivatives

The document provides an overview of derivatives, specifically focusing on options, including their types, transaction mechanics, and pricing. It explains the roles of option buyers and sellers, the concept of premiums, and important terminologies like lot size, contracts, and strike prices. Additionally, it includes practical examples of trading actions and profit calculations for futures and options.

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0% found this document useful (0 votes)
17 views16 pages

Understanding Options in Derivatives

The document provides an overview of derivatives, specifically focusing on options, including their types, transaction mechanics, and pricing. It explains the roles of option buyers and sellers, the concept of premiums, and important terminologies like lot size, contracts, and strike prices. Additionally, it includes practical examples of trading actions and profit calculations for futures and options.

Uploaded by

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

LIVE STOCK MARKET

COACHING CLASS
with Siddhartha Chatterjee
batch of September

Class নোটস

2021 Share Koro


Understanding Derivatives

Futures= Mutton er moto bhari

Options= Chicken er moto halka

FACT :
80% of volumes in Derivatives are because of
Options. Futures contributes to 20% of
trading in Derivatives.

What Are Options ?

As the name suggests, Options Contracts


give you the OPTION to Buy/Sell any
stock on a particular date in the future.

Options Contracts give you the RIGHT but


not the OBLIGATION to Buy/Sell any stock
on a particular date in the future.
Types of Options

Index Option Stock Option

Categories of Options

Call Option Put Option

Call Option

In case you have a view that future price


will go up, you BUY Call option. If the future
price goes up, the call option premium
goes up. You make money by buying the
option and selling it at higher price
Put Option

You have a view that future price will go down,


you BUY Put option. If future price goes down,
put option premium goes up. You make money
by buying the option and selling it at higher price

There are 2 parties involved


in an option transaction :

[Link] Buyer
2. Option Seller

Transaction between an
Option Buyer & Seller

To BUY an option, Buyer A needs to pay


a premium - Call Option Premium
Seller B of the option gets the premium
Say premium is Rs.20, contract lot size
is 1000. For 1 contract Buyer A has to
pay : 1000 * Rs. 20 = 20,000
Seller B will get Rs.20,000

Depending on the contract price movement


this premium of Rs.20 will go up and down.
Resulting in profit or loss for either party.

SELLING/WRITING OPTIONS

If you buy options, someone


SELLS/WRITES them.
If Buyers have limited loss, Writers have
Limited Profit.
If Buyers have unlimited profit, Writers
have Unlimited Loss.
Write CALL OPTION if you think the stock
will go down and Write PUT OPTION if you
think the stock will go up.
Things to note :

Option premium can be traded


intraday.
Option contract for stocks expire on the
last Thursday of the month

Option contracts expiring every


Thursday of the week are only
available for Nifty and Bank Nifty.

Things to note :
Option premium BUYER has to pay the
premium and no charges. So the risk is up to
the value of the premium.

Option premium seller receives the premium


but has to pay the margin= margin applicable
for future contracts. Runs a huge risk with the
future price moving up as he is obligated to
offer the buyer, the contract in question.
Pricing Of Options

Option premium = intrinsic value + time value

so premium at the beginning of the


month has higher time value. With
passage of time this value detoriates.

terminologies used for Options

1. Lot Size

In derivatives, you cannot trade one


particular share.

There are specified lot sizes of all future &


option contracts. It varies from as low as
100 to as high as 1000.

Lot sizes are decided by the exchange and


available on the website-
[Link].
2. Contracts

In the derivatives market, contracts are


bought & Sold and NOT SHARES

Contracts are available for the current


month, Next month, Next to next month

Contracts are bought and sold by paying


initial margin

Contracts can be bought/Sold at any interval


or can be carried till the last Thursday of the
month

3. Rollover

Contracts of a particular month if


required to be continued to next month
has to be actually sold/bought and
enter next month with similar position
is called ROLLOVER.
4. Strike price

Options are available at various strike


prices.

Strike prices are available at intervals

depending on the underlying securities


as decided by the exchange

Strike price intervals depends on


underlying price and volatility

NIFTY strikes are available at a


difference of 50 points

Bank Nifty strikes are available at a


difference of 100 points

NIFTY WEEKLY EXPIRY SAME STRIKE PRICE CALL & PUT


At-the-money –
An option is at-the-money (ATM) if the strike
price is the same as the current price of the
underlying asset.

Example: If the future price is Rs.1000, then


call strike/Put strike at 1000 is at the money.
This is called

An option is in-the-money if a
CALL option's strike price is BELOW the
MARKET PRICE of the underlying asset or
that the strike price of a PUT option is
ABOVE the MARKET PRICE of the
underlying asset.

Example: Current price 1000, strike 980 call


is In the money.

Current price 1000, strike 1020 put is IN


THE MONEY
Out-of-the-money –

Out of the money (OTM) is a term used to


describe a call option with a strike price
that is higher than the market price of the
underlying asset, or a put option with a
strike price that is lower than the market
price of the underlying asset.

Example: Future price 1000, call of 1020


strike is out of the money.

Future price 1000, put of 980 strike is OUT


OF THE MONEY

HCL TECH FUT + CALL + PUT


NIFTY CALL OF DIFFERENT STRIKE
PRICES

HCL TECH FUT + CASH + CALL + PUT


Adani Port Trading Action
Trading Actions Price
One lot BUY (Feb'21) 550
One lot SELL at (June'21) 770
The difference in 4months 220

Trading Actions Price


600 strike CALL BUY at (Feb'21) 17
600 strike CALL SELL at (Feb expiry) 120
Difference 103

Future Profit Calculation


Points earned 220
Lot size 1250
Profits(Rs.) 275000
Options Profit Calculation
Points earned 103
Lot size 1250
Profits(Rs.) 128750

Ashok Leyland Trading Action


Trading Actions Price
130 trike CALL BUY at(June'21) 2
130 trike CALL SELL at(June'21) 14
The difference 12

Trading Actions Price


110 strike PUT BUY at (June'21) 1.5
110 strike PUT SELL at (June'21) 7
Difference 5.5
Future Profit Calculation
Points earned 12
Lot size 400
Profits(Rs.) 54000

Options Profit Calculation


Points earned 5.5
Lot size 4500
Profits(Rs.) 24750
Aj ei porjonto!

2021 Share Koro

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