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Sell Call Buy Call Sell Call Buy Call Sell Call Buy Put Sell Put
At Expiry ST Buy Call K1 K1 K2 K2 K3 K3 K1 K1
16400 -303.25 303.25 -247.9 247.9 -200 200 612.25 -612.25
16500 -303.25 303.25 -247.9 247.9 -200 200 512.25 -512.25
16600 -303.25 303.25 -247.9 247.9 -200 200 412.25 -412.25
16700 -303.25 303.25 -247.9 247.9 -200 200 312.25 -312.25
16800 -303.25 303.25 -247.9 247.9 -200 200 212.25 -212.25
16900 -303.25 303.25 -247.9 247.9 -200 200 112.25 -112.25
17000 -303.25 303.25 -247.9 247.9 -200 200 12.25 -12.25
17100 -303.25 303.25 -247.9 247.9 -200 200 -87.75 87.75
17200 -303.25 303.25 -247.9 247.9 -200 200 -187.75 187.75
17300 -303.25 303.25 -247.9 247.9 -200 200 -287.75 287.75
17400 -203.25 203.25 -247.9 247.9 -200 200 -287.75 287.75
17500 -103.25 103.25 -147.9 147.9 -200 200 -287.75 287.75
17600 -3.25 3.25 -47.9 47.9 -100 100 -287.75 287.75
17700 96.75 -96.75 52.1 -52.1 0 0 -287.75 287.75
17800 196.75 -196.75 152.1 -152.1 100 -100 -287.75 287.75
17900 296.75 -296.75 252.1 -252.1 200 -200 -287.75 287.75
18000 396.75 -396.75 352.1 -352.1 300 -300 -287.75 287.75
18100 496.75 -496.75 452.1 -452.1 400 -400 -287.75 287.75
18200 596.75 -596.75 552.1 -552.1 500 -500 -287.75 287.75
P1 287.75
P2 336
P3 388
(K1 and K2)
Buy Put Sell Put Buy Put Sell Put Long Short Bull call
K2 K2 K3 K3 Stock Stock spread Bull Put Bear Call Bear Put
664 -664 712 -712 -945.45 945.45 -55.35 -51.75 55.35 51.75
564 -564 612 -612 -845.45 845.45 -55.35 -51.75 55.35 51.75
464 -464 512 -512 -745.45 745.45 -55.35 -51.75 55.35 51.75
364 -364 412 -412 -645.45 645.45 -55.35 -51.75 55.35 51.75
264 -264 312 -312 -545.45 545.45 -55.35 -51.75 55.35 51.75
164 -164 212 -212 -445.45 445.45 -55.35 -51.75 55.35 51.75
64 -64 112 -112 -345.45 345.45 -55.35 -51.75 55.35 51.75
-36 36 12 -12 -245.45 245.45 -55.35 -51.75 55.35 51.75
-136 136 -88 88 -145.45 145.45 -55.35 -51.75 55.35 51.75
-236 236 -188 188 -45.45 45.45 -55.35 -51.75 55.35 51.75
-336 336 -288 288 54.55 -54.55 44.65 48.25 -44.65 -48.25
-336 336 -388 388 154.55 -154.55 44.65 48.25 -44.65 -48.25
-336 336 -388 388 254.55 -254.55 44.65 48.25 -44.65 -48.25
-336 336 -388 388 354.55 -354.55 44.65 48.25 -44.65 -48.25
-336 336 -388 388 454.55 -454.55 44.65 48.25 -44.65 -48.25
-336 336 -388 388 554.55 -554.55 44.65 48.25 -44.65 -48.25
-336 336 -388 388 654.55 -654.55 44.65 48.25 -44.65 -48.25
-336 336 -388 388 754.55 -754.55 44.65 48.25 -44.65 -48.25
-336 336 -388 388 854.55 -854.55 44.65 48.25 -44.65 -48.25
At k1