Hi WasteJ ,
Trade 2380 (i.e Trade where we Sold Nifty call option SP 2380 on 12th Sep. )
Trade Today :
Buy 200 Nifty Fut . at 2490
To Day's prices (Name : open - high - low - LTP )
Nifty Fut : 2490,2564,2482.6,2559.9
Nifty Put SP 2340 : No Trade Today (Prev. close 2.15)
Nifty Put SP 2350 : 3,3,1,1.25
Nifty Put SP 2360 : No Trade Today (Prev. close 4.50)
Nifty Put SP 2380 : No Trade Today (Prev. close 7.00)
Nifty Put SP 2400 : 5.75,5.75,1.5,1.85
Nifty Call SP 2380: No Trade Today (Prev. close 50.00)
Nifty Call SP 2480: 34,85,32,82.5
Nifty Call SP 2460: 57,71.5,57,71.5
Profit / Loss calc.
Long Nifty Fut
Closed out profit of 32000.00
Plus 200 * (2490 - 2490 ) = 0.00
Plus open profit 400 * (2559.9 - 2347) = 85160.00
Total Profit (closed) 32000.00 + (open) 85160.00 = 117160.00
Long Nifty Put SP 2340
2000 * (2.15 - 46.00) = (Loss) 87700.00
Short Nifty Put SP 2350
200 * (6.50 - 1.25) = 1050.00
Short Nifty Put SP 2360
200 * (26 - 4.50) = 4300.00
Short Nifty Put SP 2380
300 * (21 - 7) = 4200.00
Short Nifty Put SP 2400
1300 * (4.65 - 1.85) = 3640.00
Short Nifty call SP 2380
200 * (104 - 50) = 10800.00
Short Nifty call SP 2460
200 * (29 - 71.50) = (Loss) 8500.00
Total Profit = 117160.00 - 87700.00 + 1050.00 + 4300.00 + 4200.00 + 3640.00 + 10800.00 - 8500.00 = 44950.00
Open Positions :
Long Nifty Future : 400
Long Put SP 2340 : 2000
Short Put SP 2350 : 200
Short Put SP 2360 : 200
Short Put SP 2380 : 300
Short Put SP 2400 : 1300
Short Call SP 2380: 200
Short Call SP 2460: 200
Paid / Collected Primium in options
Long Put SP 2340 : 2000@ 46 : - 92000
Short Put SP 2350 : 200 @ 6.50: + 1300
Short Put SP 2360 : 200 @ 26 : + 5200
Short Put SP 2380 : 300 @ 21 : + 6300
Short Put SP 2400 : 1300 @ 4.65 : +6045
Short Call SP 2380 : 200 @104 : + 20800
Short Call sp 2460 : 200 @29 : + 5800
Total : - 46555.00
The calculation of profit/loss ( i.e. if fut and options expired today )
Long Nifty Fut
Closed out profit of 32000.00
Plus open profit 400 * (2559.9 - 2347) = 85160.00
Total Profit (closed) 32000.00 + (open) 85160.00 = 117160.00
minus
Long Nifty Put 2000 SP 2340 at 46 = loss (92000.00)
plus
Short Nifty put 200 SP 2350 at 6.50 = 1300.00
plus
Short Nifty put 200 SP 2360 at 26.00 = 5200.00
plus
Short Nifty put 300 SP 2380 at 21.00 = 6300.00
plus
Short Nifty put 1300 SP 2400 at 4.65 = 6045.00
plus
Short Nifty call 200 sp 2380 at 104.00 = 200 * (2380+104-2559.9) = (loss) 15180.00
plus
Short Nifty call 200 sp 2460 at 29.00 = 200 * (2460+29-2559.9) = (loss)14180.00
Total Profit = 117160 - 92000 + 1300 + 5200 + 6300 + 6045 -15180 - 14180 = 14645.00
Thanks & Regards
Harish Chheda