Thursday, 6 August 2015
K200 closed at 243.12 -0.43 (-0.18%) on Aug05, IV was 12.0773%.
1. September 227.5/230 Put Spread
- DTE 36 days
- Delta 9.97
- Profit 37%
- 13.12 points away
- 1SD (254.13/232.11)
- Action : No action required if K200 stay within +/- 2 points.
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