K200 closed at 247.88 -2.47 (-0.99%) on Jul22.
1. August 235/232.5 Put Spread
- DTE 22 days
- Delta 6.17
- Profit 51%
- 12.88 points away
- Action : Take Profit when Profit% > 70% and DTE <30 and Delta <= 5.
2. August 257.5/260 Call Spread
- DTE 22 days
- Delta 9.88
- Profit 45%
- 9.62 points away
- Action : Take Profit when Profit% > 70% and DTE <30 and Delta <= 5.
3. September 237.5/235 Put Spread
- DTE 50 days
- Delta 18.16
- Loss 98%
- 10.38 points away
- Action : No action required if K200 stay within +/- 2 points.
4. September position
- DTE 50 days
- 1SD (261.82/233.94)
- Action : accumulate if Entry guidelines met
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