Final Profit calculation of 1st hedging position of Feb.2010 :
Position taken on 05 February 2010
Sold Options of March.2010 Series and Hedging to be done by Nifty Future of February 2010 Series.
Current Premium of 4600 Call = 327
Current Premium of 4900 Put = 175
Total Current Premium = 502
Nifty Future Points gained by Hedging 4864 - 4810 = 54
(We could go long in Nifty Future at 4810 as per rules.)
Points gain at the time of selling both options = 555
Net gain in points 555 - 502 + 54 = 107 Points
We exited from this position due to major event of Budget. In stead of making any hedging position we have bought 4900 CE and 4800 PE of March contract.
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Hansraj sir ... this is for 1 Lot nifty agaist 1 Lot in each CE & Put ..?
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