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Bear Call Spread

The document shows the profit/loss details of call option strategies on the Nifty for a settlement date of April 29th. It provides the strike price, profit/loss per point, and profit/loss for 1 lot (which is 75 units) for short call, long call, and combined bear call spread positions. For short calls, profit is made at lower strike prices and loss at higher strike prices. The opposite is true for long calls. The combined bear call spread positions result in a maximum profit of Rs. 7,500 per lot across all strike prices except 14500, where the profit is zero.

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vijay kumar
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42 views

Bear Call Spread

The document shows the profit/loss details of call option strategies on the Nifty for a settlement date of April 29th. It provides the strike price, profit/loss per point, and profit/loss for 1 lot (which is 75 units) for short call, long call, and combined bear call spread positions. For short calls, profit is made at lower strike prices and loss at higher strike prices. The opposite is true for long calls. The combined bear call spread positions result in a maximum profit of Rs. 7,500 per lot across all strike prices except 14500, where the profit is zero.

Uploaded by

vijay kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Call Option (Sell) 29th April ended

Nifty Strike Profit/Loss for 1


Price Price Profit/Loss lot (75 units)
13600 197 14775
13700 197 14775
13800 197 14775
13900 197 14775
14000 197 14775
14100 197 14775
14200 197 14775
14300 197 14775
14400 197 197 14775
14500 97 7275
14600 -3 -225
14700 -103 -7725
14800 -203 -15225
14900 -303 -22725
15000 -403 -30225
15100 -503 -37725
15200 -603 -45225
15300 -703 -52725
15400 -803 -60225
15500 -903 -67725
15600 -1003 -75225
Call Option (Buy) 29th April ended
Nity Strike Profit/Loss for 1
Price Price Profit/Loss lot (75 units)
13600 -97 -7275
13700 -97 -7275
13800 -97 -7275
13900 -97 -7275
14000 -97 -7275
14100 -97 -7275
14200 -97 -7275
14300 -97 -7275
14400 -97 -7275
14500 -97 -7275
14600 -97 -97 -7275
14700 3 225
14800 103 7725
14900 203 15225
15000 303 22725
15100 403 30225
15200 503 37725
15300 603 45225
15400 703 52725
15500 803 60225
15600 903 67725
Nifty Call Sell_ Call Buy_
Strike Profit/Loss in Profit/Loss in Combined_ Bear
Price points points Call Spread
13600 197 -97 100
13700 197 -97 100
13800 197 -97 100
13900 197 -97 100
14000 197 -97 100
14100 197 -97 100
14200 197 -97 100
14300 197 -97 100
14400 197 -97 100
14500 97 -97 0
14600 -3 -97 -100
14700 -103 3 -100
14800 -203 103 -100
14900 -303 203 -100
15000 -403 303 -100
15100 -503 403 -100
15200 -603 503 -100
15300 -703 603 -100
15400 -803 703 -100
15500 -903 803 -100
15600 -1003 903 -100
Combined
Profit/Loss_
Bear Call
Spread (1 Lot)
7500
7500
7500
7500
7500
7500
7500
7500
7500
0
-7500
-7500
-7500
-7500
-7500
-7500
-7500
-7500
-7500
-7500
-7500

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