K200 closed at 246.77 +1.83 (+0.75%) on Jul09.
1. August 235/232.5 Put Spread
- DTE 35 days
- Delta 16.46
- Loss 30%
- 11.77 points away
- Action : No action required if K200 stay within +/- 2 points.
2. August 257.5/260 Call Spread
- DTE 35 days
- Delta 15.44
- Loss 74%
- 10.73 points away
- Action : No action required if K200 stay within +/- 2 points.
3. August 230/227.5 Put Spread
- DTE 35 days
- Delta 9.39
- Profit 26%
- Action : Take Profit when Profit >50% and Days In Trade (DIT) is less than 5.
4. September position
- DTE 63 days
- 1SD (265.12/230.98)
- Action : accumulate if Entry guidelines met
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