Monday, 3 August 2015
K200 closed at 244.30 +0.69 (+0.28%) on Jul31, IV was 12.8138%.
1. September 227.5/230 Put Spread
- DTE 39 days
- Delta 13.04
- Profit 17%
- 14.3 points away
- 1SD (256.517/232.09)
- Action : No action required if K200 stay within +/- 2 points.
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