Monday, 10 August 2015
K200 closed at 239.79 -0.25 (-0.10%) on Aug07, IV was 12.6339%.
1. September 227.5/230 Put Spread
- DTE 32 days
- Delta 14.16
- Loss 34%
- 9.98 points away
- 1SD (250.50/229.08)
- Action : No action required if K200 stay within +/- 2 points.
2. October position
- DTE 60 days
- 1SD (254.46/225.12)
- Action : accumulate if Entry guidelines met
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