K200 closed at 250.35 +1.44 (+0.58%) on Jul21.
1. August 235/232.5 Put Spread
- DTE 23 days
- Delta 5.14
- Profit 60%
- 15.35 points away
- Action : Take Profit when Profit% > 70% and DTE <30 and Delta <= 5.
2. August 257.5/260 Call Spread
- DTE 23 days
- Delta 15.59
- Loss 9%
- 7.15 points away
- Action : No action required if K200 stay within +/- 2 points.
3. September 237.5/235 Put Spread
- DTE 51 days
- Delta 15.78
- Loss 17%
- 12.85 points away
- Action : No action required if K200 stay within +/- 2 points.
4. September position
- DTE 51 days
- 1SD (264.19/236.51)
- Action : accumulate if Entry guidelines met
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