Wednesday, 5 August 2015
K200 closed at 243.55 +2.07 (+0.86%) on Aug04, IV was 12.4801%.
1. September 227.5/230 Put Spread
- DTE 37 days
- Delta 11.56
- Profit 13%
- 13.56 points away
- 1SD (255.41/231.69)
- Action : No action required if K200 stay within +/- 2 points.
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