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CALL

STRIKE PRICE
BID RATE ASK RATE

USDINR19MAY67CE 2.67 2.69 67


USDINR19MAY67.25CE 2.4275 2.51 67.25
USDINR19MAY67.5CE 2.215 2.235 67.5
USDINR19MAY67.75CE 1.98 2.0625 67.75
USDINR19MAY68CE 1.785 1.805 68
USDINR19MAY68.25CE 1.5675 1.6475 68.25
USDINR19MAY68.5CE 1.405 1.415 68.5
USDINR19MAY68.75CE 1.195 1.2775 68.75
USDINR19MAY69CE 1.065 1.075 69
USDINR19MAY69.25CE 0.9 0.93 69.25
USDINR19MAY69.5CE 0.7825 0.785 69.5
USDINR19MAY69.75CE 0.665 0.6675 69.75
USDINR19MAY70CE 0.5575 0.56 70
USDINR19MAY70.25CE 0.4625 0.4675 70.25
USDINR19MAY70.5CE 0.3825 0.385 70.5
USDINR19MAY70.75CE 0.31 0.315 70.75
USDINR19MAY71CE 0.25 0.2525 71
USDINR19MAY71.25CE 0.1975 0.2025 71.25
USDINR19MAY71.5CE 0.155 0.1575 71.5
USDINR19MAY71.75CE 0.095 0.145 71.75
USDINR19MAY72CE 0.0925 0.095 72
USDINR19MAY72.25CE 0 0 72.25
USDINR19MAY72.5CE 0.0525 0.0575 72.5
USDINR19MAY72.75CE 0 0.0425 72.75
USDINR19MAY73CE 0.03 0.0325 73
USDINR19MAY73.25CE 0 0 73.25
USDINR19MAY73.5CE 0.0175 0.02 73.5
USDINR19MAY73.75CE 0 0 73.75
USDINR19MAY74CE 0.01 0.0125 74
USDINR19MAY74.25CE 0 0 74.25
USDINR19MAY74.5CE 0.0025 0 74.5
USDINR19MAY74.75CE 0 0 74.75
USDINR19MAY75CE 0 0 75
STRADDLE
ASK
STRIKE PRICE
LONG

PUT
BID RATE ASK RATE USDINR19MAYFUT 69.6725

USDINR19MAY67PE 0.0425 0.045 67 2.735


USDINR19MAY67.25PE 0.0275 0 67.25 2.51
USDINR19MAY67.5PE 0.08 0.0825 67.5 2.3175
USDINR19MAY67.75PE 0.085 0.13 67.75 2.1925
USDINR19MAY68PE 0.145 0.1475 68 1.9525
USDINR19MAY68.25PE 0.1725 0.215 68.25 1.8625
USDINR19MAY68.5PE 0.245 0.2475 68.5 1.6625
USDINR19MAY68.75PE 0.2975 0.3375 68.75 1.615
USDINR19MAY69PE 0.4 0.4025 69 1.4775
USDINR19MAY69.25PE 0.495 0.5 69.25 1.43
USDINR19MAY69.5PE 0.6075 0.6125 69.5 1.3975
USDINR19MAY69.75PE 0.7375 0.7425 69.75 1.41
USDINR19MAY70PE 0.8775 0.885 70 1.445
USDINR19MAY70.25PE 1.0325 1.04 70.25 1.5075
USDINR19MAY70.5PE 1.2 1.21 70.5 1.595
USDINR19MAY70.75PE 1.3625 1.3975 70.75 1.7125
USDINR19MAY71PE 1.5575 1.5725 71 1.825
USDINR19MAY71.25PE 1.745 1.785 71.25 1.9875
USDINR19MAY71.5PE 1.9575 1.975 71.5 2.1325
USDINR19MAY71.75PE 2.145 2.2275 71.75 2.3725
USDINR19MAY72PE 2.385 2.4075 72 2.5025
USDINR19MAY72.25PE 2.595 2.6775 72.25 2.6775
USDINR19MAY72.5PE 2.845 2.875 72.5 2.9325
USDINR19MAY72.75PE 3.06 3.145 72.75 3.1875
USDINR19MAY73PE 3.3075 3.345 73 3.3775
USDINR19MAY73.25PE 3.54 3.625 73.25 3.625
USDINR19MAY73.5PE 3.7625 0 73.5 0.02
USDINR19MAY73.75PE 0 0 73.75 0
USDINR19MAY74PE 0 0 74 0.0125
USDINR19MAY74.25PE 0 0 74.25 0
USDINR19MAY74.5PE 0 0 74.5 0
USDINR19MAY74.75PE 0 0 74.75 0
USDINR19MAY75PE 0 0 75 0
STRADDLE SHORT BUTTERFLY LONG BUTTERFLY SHORT BUTTERFLY
.0050 BASIS .0050 BASIS .0075 BASIS
BID
STRIKE PRICE WINGS- WINGS+ WINGS-
SHORT CALL CALL CALL

69.6775

2.6275 67
2.4 67.25
2.135 67.5
1.895 67.75
1.64 68
1.395 68.25
1.16 68.5
0.8975 68.75
0.665 69
0.405 69.25
0.175 69.5 0.07
-0.0725 69.75 0.0675
-0.32 70
-0.57 70.25
-0.8175 70.5
-1.0525 70.75
-1.3075 71
-1.5475 71.25
-1.8025 71.5
-2.05 71.75
-2.2925 72
-2.595 72.25
-2.7925 72.5
-3.06 72.75
-3.2775 73
-3.54 73.25
-3.745 73.5
0 73.75
0.01 74
0 74.25
0.0025 74.5
0 74.75
0 75
SHORT BUTTERFLY LONG BUTTERFLY
.0075 BASIS .0075 BASIS
WINGS- WINGS +
CALL CALL

0.18
0.0675
CALL
STRIKE PRICE
BID RATE ASK RATE

USDINR19JUN67CE 2.9275 3.015 67


USDINR19JUN67.25CE 2.705 2.79 67.25
USDINR19JUN67.5CE 2.4875 2.5725 67.5
USDINR19JUN67.75CE 2.2775 2.36 67.75
USDINR19JUN68CE 2.0725 2.1575 68
USDINR19JUN68.25CE 1.8775 1.9625 68.25
USDINR19JUN68.5CE 1.6925 1.7775 68.5
USDINR19JUN68.75CE 1.5175 1.6 68.75
USDINR19JUN69CE 1.3525 1.435 69
USDINR19JUN69.25CE 1.1975 1.28 69.25
USDINR19JUN69.5CE 1.055 1.1375 69.5
USDINR19JUN69.75CE 0.925 1.005 69.75
USDINR19JUN70CE 0.805 0.865 70
USDINR19JUN70.25CE 0.6975 0.7775 70.25
USDINR19JUN70.5CE 0.6 0.68 70.5
USDINR19JUN70.75CE 0.515 0.5925 70.75
USDINR19JUN71CE 0.4425 0.51 71
USDINR19JUN71.25CE 0.3725 0.45 71.25
USDINR19JUN71.5CE 0.3125 0.3875 71.5
USDINR19JUN71.75CE 0.2625 0.34 71.75
USDINR19JUN72CE 0.2325 0.2575 72
USDINR19JUN72.25CE 0.18 0.2575 72.25
USDINR19JUN72.5CE 0.16 0.195 72.5
USDINR19JUN72.75CE 0.1225 0.1975 72.75
USDINR19JUN73CE 0.125 0.1475 73
USDINR19JUN73.25CE 0.0775 0.155 73.25
USDINR19JUN73.5CE 0 0.1275 73.5
USDINR19JUN73.75CE 0 0 73.75
USDINR19JUN74CE 0 0 74
USDINR19JUN74.25CE 0 0 74.25
USDINR19JUN74.5CE 0 0 74.5
USDINR19JUN74.75CE 0 0 74.75
USDINR19JUN75CE 0 0 75
STRADDLE
ASK
STRIKE PRICE
LONG

PUT
BID RATE ASK RATE USDINR19JUNFUT 69.9225

USDINR19JUN67PE 0 0 67 3.015
USDINR19JUN67.25PE 0.0675 0.145 67.25 2.935
USDINR19JUN67.5PE 0.0975 0.175 67.5 2.7475
USDINR19JUN67.75PE 0.135 0.21 67.75 2.57
USDINR19JUN68PE 0.1775 0.255 68 2.4125
USDINR19JUN68.25PE 0.23 0.3075 68.25 2.27
USDINR19JUN68.5PE 0.29 0.3675 68.5 2.145
USDINR19JUN68.75PE 0.3625 0.44 68.75 2.04
USDINR19JUN69PE 0.4525 0.5 69 1.935
USDINR19JUN69.25PE 0.535 0.615 69.25 1.895
USDINR19JUN69.5PE 0.59 0 69.5 1.1375
USDINR19JUN69.75PE 0.755 0.835 69.75 1.84
USDINR19JUN70PE 0.9 0.9625 70 1.8275
USDINR19JUN70.25PE 1.0225 1.1025 70.25 1.88
USDINR19JUN70.5PE 1.1725 1.2525 70.5 1.9325
USDINR19JUN70.75PE 1.3325 1.415 70.75 2.0075
USDINR19JUN71PE 1.5025 1.585 71 2.095
USDINR19JUN71.25PE 1.6825 1.7675 71.25 2.2175
USDINR19JUN71.5PE 1.8725 1.955 71.5 2.3425
USDINR19JUN71.75PE 2.0675 2.1525 71.75 2.4925
USDINR19JUN72PE 2.27 2.355 72 2.6125
USDINR19JUN72.25PE 2.48 2.565 72.25 2.8225
USDINR19JUN72.5PE 2.695 2.78 72.5 2.975
USDINR19JUN72.75PE 2.915 3 72.75 3.1975
USDINR19JUN73PE 3.1375 3.225 73 3.3725
USDINR19JUN73.25PE 3.365 3.4525 73.25 3.6075
USDINR19JUN73.5PE 0 0 73.5 0.1275
USDINR19JUN73.75PE 0 0 73.75 0
USDINR19JUN74PE 0 0 74 0
USDINR19JUN74.25PE 0 0 74.25 0
USDINR19JUN74.5PE 0 0 74.5 0
USDINR19JUN74.75PE 0 0 74.75 0
USDINR19JUN75PE 0 0 75 0
STRADDLE SHORT BUTTERFLY LONG BUTTERFLY
.0050 BASIS .0050 BASIS
BID
STRIKE PRICE WINGS- WINGS+
SHORT CALL CALL

69.9275

2.9275 67
2.6375 67.25
2.39 67.5
2.1425 67.75
1.895 68
1.6475 68.25
1.4025 68.5
1.155 68.75
0.9 69
0.6625 69.25
0.465 69.5 0.19
0.17 69.75
-0.095 70
-0.325 70.25
-0.5725 70.5
-0.8175 70.75
-1.06 71
-1.31 71.25
-1.56 71.5
-1.805 71.75
-2.0375 72
-2.3 72.25
-2.535 72.5
-2.7925 72.75
-3.0125 73
-3.2875 73.25
0 73.5
0 73.75
0 74
0 74.25
0 74.5
0 74.75
0 75
SHORT BUTTERFLY LONG BUTTERFLY LONG BUTTERFLY
.0075 BASIS .0075 BASIS .1 BASIS
WINGS- WINGS + WINGS +
CALL CALL CALL

0.2675 0.3475
#NAME? #NAME? #NAME?

POSITION :-

Covered CE & PE

Date Buy /Sell Lots*2 Qts Perticular Price Current Price P/L
FEB
8 Sell 10 5000 Futures 71.4
8 Sell 10 5000 71.50 PE FEB 19 0.44
11 Buy 6 3000 72 CE FEB 19 0.11
12 Sell 12 6000 72 CE FEB 19 0.0575

14 Buy 12 6000 72.00 CE MAR 19 0.3625 0.015 -0.3475


14 Sell 18 9000 72.50 CE MAR 19 0.2135 0.0075 0.206
14 Sell 6 3000 73.00 CE MAR 19 0.13 0.005 0.125
18 Sell 6 3000 74.00 CE MAR 19 0.08 0 0.08
20 Sell 6 3000 73.50 CE MAR 19 0.075 0 0.075

MAR
5 Sell 10 5000 Futures 70.925 68.9 2.025
5 Sell 10 5000 71.50 PE MAR 19 0.76 2.5 -1.74
7 Sell 4 2000 69.5 CE MAR 19 0.805 0.0025 0.8025
7,8 Sell 10 5000 71.00 CE MAR 19 0.135 0.0025 0.1325
7 Sell 10 5000 71.50 PE MAR 19 1.38 2.63 -1.25
11 Sell 10 5000 70.00 CE MAR 19 0.3175 0.0025 0.315
14 Sell 10 5000 69.00 CE MAR 19 0.8 0.0025 0.7975
20 Sell 10 5000 69.00 PE MAR 19 0.315 0.1025 0.2125

#NAME? #NAME? #NAME?


APR
28 Buy 10 3000 Futures 69.5125 #NAME? #NAME?
28 Sell 10 5000 70.00 CE APR 19 0.2825 0.865 -0.5825
2 Sell 10 5000 69.00 CE APR 19 0.68 1.435 -0.755
3 Sell 10 5000 68.00 CE APR 19 0.9975 2.1575 -1.16
4 Sell 10 5000 69.50 CE APR 19 0.285 1.1375 -0.8525
5 Buy 10 5000 68.50 PE APR 19 0.1225 0.29 0.1675
9 Sell 10 5000 70.00 CE APR 19 0.2175 0.865 -0.6475
11, 12, 16 Sell 16 5000 69.00 CE APR 19 0.57 1.435 -0.865
12, 15,16 Buy 21 3000 Future 69.67 #NAME? #NAME?
18
POFIT & LOSS -719.75

BROKERAGE 3212.5

NET POSITION -3932.25

Net P/L Total Status Book Date

X 13
X 13
X 12
X 13

-2085 X 18,20
1854 X 18,25
609
375 X 18
240 X 20
225 X 25

10125 X 7
1425
-8700 X 7
1605 X 8
662.5 X 14
3192.5
-6250 X 18
1575 X 18
3987.5 X 20
1062.5 X 20

#NAME? X 11, 16
-2912.5 X 4
-3775 X 4
744.5
-5800 X 4
-4262.5 X 12
837.5 X 5
-3237.5 X F -280 12
-4325 X C 300 12,18
#NAME? X F 415 12, 15, 16, 18
C -110
3F B 5CE S
-719.75

3212.5

-3932.25 -719.75

Square Off :- P/L Brokerage Net P/L

Buy Futures@ 70.58 4100


Buy 71.50 PE FEB 19@ 0.99 -2750
Sell 72 CE FEB 19@ 0.5750 -157
Buy 72 CE FEB 19@ 0.0325 150
Total 1343 475 868

Sell 72.00 CE MAR 19@ 0.4315 415


Buy 72.50 CE MAR 19@ 0.1835 270
Buy 73.00 CE MAR 19@ 0.2350 -315
Buy 74.00 CE MAR 19@ 0.0750 7.5
Buy 73.50 CE MAR 19@ 0.0400 97.5
Total 475 600 -125

Buy Futures@ 70.1950 3650


Buy 71.50 PE MAR 19@ 1.3800 -3100
Buy 69.5 CE MAR 19@ 0.9400 -270
Buy 71.00 CE MAR 19@ 0.0450 450
Buy 71.50 PE MAR 19@ 2.5825 -6012.25
Buy 70.00 CE MAR 19@0.3250 1425
Buy 69.00 CE MAR 19@ 0.3100 2450
Buy 69.00 PE MAR 19@ 0.3150 0
Total -1407.25 800 -2207.25

2, 3, Sell Futures@ 69.06, 69.70 -343


5, 70.00 CE APR 19@ 0.1750 537.5
5, 69.00 CE APR 19@0.5150 825
5,68.00 CE APR 19@1.2330 -1177.5
5, 69.50 CE APR 19@0.2275 287.5
5, 68.50 PE APR 19@ 0.1025 -100
5, 70.00 CE APR 19@0.0975 600
5, 69.00 CE APR 19 @ 0.50, 0.6250 300
2,3 Sell Futures@ 69.3950, 69.64 -210
Total 1337.5 593
Type Purchase Price Sale Price P/L
Buy 10 8 -2
Sell 10 11 -1