Wednesday, March 3, 2010

Final Profit Calculation of 2nd Hedging Position of Feb. 2010

Final Profit calculation of 2nd hedging position of Feb.2010 :
Position taken on 26 February 2010
Sold Options of March.2010 Series and Hedging to be done by Nifty Future of March 2010 Series.

Current Premium of 4800 Call = 276
Current Premium of 5000 Put = 74
Total Current Premium = 350
Nifty Future Points gained by Hedging 5052 - 4890 = 162
Points gain at the time of selling both options = 407
Net gain in points : 407 - 350 + 162 = 219 Points

We have changed our strategy on timing the call. So next call will be given at appropriate time so that for hedging less trades are generated and similar profits is gained in less time frame.

1 comment:

  1. hi could u explian how u gained 162 points.i didnt get calculation of 5052nift and 4890 from where and how these levels come from?

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