Tuesday, 11 August 2015
K200 closed at 239.18 -0.61 (-0.25%) on Aug10, IV was 12.8480%.
1. September 227.5/230 Put Spread
- DTE 31 days
- Delta 16.45
- Loss 21%
- 9.18 points away
- 1SD (249.9/228.49)
- Action : No action required if K200 stay within +/- 2 points.
2. October position
- DTE 59 days
- 1SD (255.7/225.2)
- Action : accumulate if Entry guidelines met
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