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LEG 1 LEG 2

OPTION TYPE CALL OPTION TYPE PUT


QUANTITY 1 QUANTITY 1
STRIKE PRICE 11500 STRIKE PRICE 11500
PREMIUM 103.35 PREMIUM 123.5
SPOT PRICE 11470 SPOT PRICE 11564

EXPIRY PRICE PROFIT/LOSS

10465.00 808.15
10522.50 750.65 1000.00
10580.00 693.15
10637.50 635.65
10695.00 578.15
10752.50 520.65 800.00
10810.00 463.15
10867.50 405.65
10925.00 348.15
10982.50 290.65 600.00
11040.00 233.15
11097.50 175.65
11155.00 118.15
400.00
11212.50 60.65
11270.00 3.15
11327.50 -54.35
11385.00 -111.85 200.00
11442.50 -169.35
11500.00 -226.85
11557.50 -169.35
11615.00 -111.85 0.00
11672.50 -54.35 00 5 0 00 5 0 00 5 0 0 0 50 0 0
11730.00 3.15 6 5. 22 . 80. 37 . 95. 52 . 10 . 67. 25 . 82
4 5 5 6 6 7 8 8 9 9
11787.50 60.65 10 1 0 10 1 0 10 1 0 10 10 10 10 1
11845.00 118.15 -200.00
11902.50 175.65
11960.00 233.15
12017.50 290.65
-400.00
12075.00 348.15
12132.50 405.65
12190.00 463.15
12247.50 520.65
12305.00 578.15 ENTER EXPIRY PRICE
12362.50 635.65
12420.00 693.15
12477.50 750.65 PROFIT/LOSS

NET PREMIUM FLOW -226.85 MAX. PROFIT POTENTIAL

LEG 1 LEG 2

EXPIRY PRICE P/L EXPIRY PRICE P/L

10465.00 -103.35 10465.00 911.50


10522.50 -103.35 10522.50 854.00
10580.00 -103.35 10580.00 796.50
10637.50 -103.35 10637.50 739.00
10695.00 -103.35 10695.00 681.50
10752.50 -103.35 10752.50 624.00
10810.00 -103.35 10810.00 566.50
10867.50 -103.35 10867.50 509.00
10925.00 -103.35 10925.00 451.50
10982.50 -103.35 10982.50 394.00
11040.00 -103.35 11040.00 336.50
11097.50 -103.35 11097.50 279.00
11155.00 -103.35 11155.00 221.50
11212.50 -103.35 11212.50 164.00
11270.00 -103.35 11270.00 106.50
11327.50 -103.35 11327.50 49.00
11385.00 -103.35 11385.00 -8.50
11442.50 -103.35 11442.50 -66.00
11500.00 -103.35 11500.00 -123.50
11557.50 -45.85 11557.50 -123.50
11615.00 11.65 11615.00 -123.50
11672.50 69.15 11672.50 -123.50
11730.00 126.65 11730.00 -123.50
11787.50 184.15 11787.50 -123.50
11845.00 241.65 11845.00 -123.50
11902.50 299.15 11902.50 -123.50
11960.00 356.65 11960.00 -123.50
12017.50 414.15 12017.50 -123.50
12075.00 471.65 12075.00 -123.50
12132.50 529.15 12132.50 -123.50
12190.00 586.65 12190.00 -123.50
12247.50 644.15 12247.50 -123.50
12305.00 701.65 12305.00 -123.50
12362.50 759.15 12362.50 -123.50
12420.00 816.65 12420.00 -123.50
12477.50 874.15 12477.50 -123.50
10800.00 -103.35 10800.00 576.50

1000.00 P/L 1000.00 P/L 1.00


57.5 0.90
800.00 800.00 0.80
0.70
600.00 600.00 0.60
P/L P/L 0.50
400.00 400.00 0.40
0.30
200.00 200.00 0.20
0.10
0.00 0.00 0.00

-200.00 -200.00
LEG 3 LEG 4
OPTION TYPE CALL OPTION TYPE CALL
QUANTITY 0 QUANTITY 0
STRIKE PRICE 230 STRIKE PRICE 225
PREMIUM 7.1 PREMIUM 9.25
SPOT PRICE 224.5 SPOT PRICE 224.5

P/L

5 0 00 5 0 00 5 0 0 0 50 0 0 50 0 0 50 00 5 0 00 5 0 00 5 0 0 0 5 0 00 5 0 00 5 0 0 0 50 0 0 50 0 0 50 0 0 5 0 0 0 5 0 0 0 5 0
2 . 80. 37 . 95. 52 . 10 . 67. 25 . 82. 40 . 97. 55. 12 . 70. 27 . 85. 42 . 0 0. 57. 15. 72. 30. 87 . 45 . 02. 60 . 17. 75 . 32. 90. 4 7. 05. 6 2. 20. 7 7.
5 6 6 7 8 8 9 9 0 0 1 2 2 3 3 4 5 5 6 6 7 7 8 9 9 0 0 1 1 2 3 3 4 4
10 1 0 10 1 0 10 10 10 10 11 11 11 1 1 11 1 1 11 1 1 1 1 11 11 11 11 11 1 1 11 1 1 12 1 2 12 12 1 2 12 1 2 12 1 2

TER EXPIRY PRICE 10800.00


PROFIT/LOSS 473.15

UNLIMITED MAX. LOSS POSSIBLE -226.85

LEG 3 LEG 4

EXPIRY PRICE P/L EXPIRY PRICE P/L

10465.00 0.00 10465.00 0.00


10522.50 0.00 10522.50 0.00
10580.00 0.00 10580.00 0.00
10637.50 0.00 10637.50 0.00
10695.00 0.00 10695.00 0.00
10752.50 0.00 10752.50 0.00
10810.00 0.00 10810.00 0.00
10867.50 0.00 10867.50 0.00
10925.00 0.00 10925.00 0.00
10982.50 0.00 10982.50 0.00
11040.00 0.00 11040.00 0.00
11097.50 0.00 11097.50 0.00
11155.00 0.00 11155.00 0.00
11212.50 0.00 11212.50 0.00
11270.00 0.00 11270.00 0.00
11327.50 0.00 11327.50 0.00
11385.00 0.00 11385.00 0.00
11442.50 0.00 11442.50 0.00
11500.00 0.00 11500.00 0.00
11557.50 0.00 11557.50 0.00
11615.00 0.00 11615.00 0.00
11672.50 0.00 11672.50 0.00
11730.00 0.00 11730.00 0.00
11787.50 0.00 11787.50 0.00
11845.00 0.00 11845.00 0.00
11902.50 0.00 11902.50 0.00
11960.00 0.00 11960.00 0.00
12017.50 0.00 12017.50 0.00
12075.00 0.00 12075.00 0.00
12132.50 0.00 12132.50 0.00
12190.00 0.00 12190.00 0.00
12247.50 0.00 12247.50 0.00
12305.00 0.00 12305.00 0.00
12362.50 0.00 12362.50 0.00
12420.00 0.00 12420.00 0.00
12477.50 0.00 12477.50 0.00
10800.00 0.00 10800.00 0.00

1.00 P/L 1.00 P/L


0.90 0.90
0.80 0.80
0.70 0.70
0.60 0.60
P/L P/L
0.50 0.50
0.40 0.40
0.30 0.30
0.20 0.20
0.10 0.10
0.00 0.00
LEG 5
FUTURES
QUANTITY 0

FUTURES PRICE 224


SPOT PRICE 224

P/L

50 .00 .50
0 7
42 247
1
LEG 5 COMBINED

EXPIRY PRICE P/L EXPIRY PRICEP/L

10465.00 0.00 10465.00 808.15


10522.50 0.00 10522.50 750.65
10580.00 0.00 10580.00 693.15
10637.50 0.00 10637.50 635.65
10695.00 0.00 10695.00 578.15
10752.50 0.00 10752.50 520.65
10810.00 0.00 10810.00 463.15
10867.50 0.00 10867.50 405.65
10925.00 0.00 10925.00 348.15
10982.50 0.00 10982.50 290.65
11040.00 0.00 11040.00 233.15
11097.50 0.00 11097.50 175.65
11155.00 0.00 11155.00 118.15
11212.50 0.00 11212.50 60.65
11270.00 0.00 11270.00 3.15
11327.50 0.00 11327.50 -54.35
11385.00 0.00 11385.00 -111.85
11442.50 0.00 11442.50 -169.35
11500.00 0.00 11500.00 -226.85
11557.50 0.00 11557.50 -169.35
11615.00 0.00 11615.00 -111.85
11672.50 0.00 11672.50 -54.35
11730.00 0.00 11730.00 3.15
11787.50 0.00 11787.50 60.65
11845.00 0.00 11845.00 118.15
11902.50 0.00 11902.50 175.65
11960.00 0.00 11960.00 233.15
12017.50 0.00 12017.50 290.65
12075.00 0.00 12075.00 348.15
12132.50 0.00 12132.50 405.65
12190.00 0.00 12190.00 463.15
12247.50 0.00 12247.50 520.65
12305.00 0.00 12305.00 578.15
12362.50 0.00 12362.50 635.65
12420.00 0.00 12420.00 693.15
12477.50 0.00 12477.50 750.65
10800.00 0.00 10800.00 473.15

1.00 P/L
0.90
0.80
0.70
0.60
P/L
0.50
0.40
0.30
0.20
0.10
0.00