Friday, 7 August 2015
K200 closed at 240.04 -3.08 (-1.27%) on Aug06, IV was 13.1432%.
1. September 227.5/230 Put Spread
- DTE 35 days
- Delta 16.35
- Loss 20%
- 9.98 points away
- 1SD (251.71/228.37)
- Action : No action required if K200 stay within +/- 2 points.
2. October position
- DTE 63 days
- 1SD (255.69/224.39)
- Action : accumulate if Entry guidelines met
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