Tuesday, 4 August 2015
K200 closed at 241.48 -2.82 (-1.15%) on Aug03, IV was 13.2640%.
1. September 227.5/230 Put Spread
- DTE 38 days
- Delta 14.29
- Loss 13%
- 11.48 points away
- 1SD (253.82/229.14)
- Action : No action required if K200 stay within +/- 2 points.
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