Sunday, September 21, 2014

Add November 2014 N225 Call Spread

Sep-19, I sold a N225 Call Spread 17375/17625 when N225 was at 16274.20.

Details:
Buy N225 October 17625 Call at 35 (Delta: 0.0792)
Sell N225 October 17375 Call at 50 (Delta: 0.1187)

N225 at 16274.20 (~1100 points upside)

Credit received : 20 (JPY 20,000)
Max risk: 230 (JPY 230,000)
Margin: JPY 100,000
ROM: 20%
Days to expiration (DTE): 55

Below is the chart as at close of Sep-19:


This the P&L Chart as at close of Sep-19:


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