INSUBCONTINENT EXCLUSIVE:
BY MOTILAL OSWAL SECURITIESOption WritingSTRATEGY 1Writing against Cash / Fut HoldingSell PNB 90 CE 28-JUNE-18 at Rs0.25
Target Level :
0
Stop Loss Level : 0.40
Gross Monthly Yield : 2.10per cent
ROI : 2.15per cent
Margin : Rs46,000
Days to Expiry : 4
Writing with
HedgingLeg 1 : Sell PNB 90 CE 28-JUNE-18 at Rs0.25
Leg 2 : Buy PNB 100 CE 28-JUNE-18 at Rs0.10
Target Level : 0
Stop Loss (Spread) Level :
0.25
Gross Monthly Yield : 1.30per cent
ROI : 1.30per cent
STRATEGY 2Writing against Cash / Future HoldingSell MOTHERSUMI 320 CE
28-JUNE-18 at Rs1.00
Target Level : 0
Stop Loss Level : 1.50
Gross Monthly Yield : 2.30per cent
ROI : 2.45per cent
Margin : Rs64,500
Days
to Expiry : 4
Writing with HedgingLeg 1 : Sell MOTHERSUMI 320 CE 28-JUNE-18 at Rs1.00
Leg 2 : Buy MOTHERSUMI 330 CE 28-JUNE-18 at
Rs0.45
Target Level : 0
Stop Loss (Spread) Level : 0.85
Gross Monthly Yield : 0.90per cent
ROI : 1.40per cent
Margin : Rs63,000
Days to
Expiry : 4
Pair TradingSTRATEGY 1Leg 1 : Buy GODREJCP 1 LOT 28-JUNE-18 at Rs1,169.85
Leg 2 : Sell GODREJIND 1 LOT 28-JUNE-18 at
Rs607.20
Tenure : 4 Days
Target Profit : 2.45per cent
Stop Loss : 1.25 per cent
Margin : Rs2,30,500
This pair has 88per cent correlation
Pair has Trade lot ratio of 1 with price ratio of 1.93
As per the statistical data, spread has recovered from its lower zones of the trading band and moving higher, thus expecting its head
towards upper band as per its past price behaviour.
Pair TradingSTRATEGY 2Leg 1 : Buy HINDUNILVR 1 LOT 28-JUNE-18
at Rs1,611.35
Leg 2 : Sell
DABUR 1 LOT 28-JUNE-18 at
Rs386.40
Tenure : 4 Days
Target Profi t : 3.10per cent
Stop Loss : 1.50per cent
This pair has 89per cent
correlation over the last one year.Pair has Trade lot ratio of 1 with price ratio of 4.17
As per the statistical data, spread of pair is narrowing and after the recent data setup it may diverge towards upper band of 2SD zone.
