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harshasrinivas
Aug 29, 2017 9:16 PM

RELCAP Theta Decay Trade 

RELIANCE CAPITALNSE

Description

Sell 810 CE at 7.85
Sell 740 PE at 1.5
Net Premium 14,025
2 days to expiry

Comment

Breakeven points are 730 and 818

Comment

RELCAP was in FO ban on 29-Aug. Let's wait and see if it comes out of ban today

Comment

810 CE is at 5.45
740 PE is at 2.50
Net Premium 11,925
More