Hi Anil,
Thats what I had mentioned in the PM. 12th is the Infy results. This coming week the premium of both the calls and the puts would be on the higher side. So considering that cmp is 2850 we take equal no of 2600 puts and 3200 calls. Assuming that the price movement on the 12th or 15th(12th being a Friday) would be approx 10%, one of the options would become 0 and the other would give a windfall. As you have correctly mentioned there is no technical in it, just quantitative analysis. So overall there seems to be a chance of making decent money. Now I am not sure of this theory myself so wanted to discuss it with you. In case you feel that these should not be posted in your thread (it being technical) pl ignore. Thats the reason I had sent you a PM
Thanks and regards