K200 closed at 248.91 -1.32 (-0.53%) on Jul20.
1. August 235/232.5 Put Spread
- DTE 24 days
- Delta 6.34
- Profit 56%
- 13.91 points away
- Action : Take Profit when Profit% > 70% and DTE <30 and Delta <= 5.
2. August 257.5/260 Call Spread
- DTE 25 days
- Delta 14.41
- Profit 4%
- 8.59 points away
- Action : No action required if K200 stay within +/- 2 points.
3. September 237.5/235 Put Spread
- DTE 52 days
- Delta 16.89
- Loss 13%
- 11.41 points away
- Action : No action required if K200 stay within +/- 2 points.
4. September position
- DTE 52 days
- 1SD (262.88/234.94)
- Action : accumulate if Entry guidelines met
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