Options & Futures FREE Tips - Bank Nifty - Hedge Strategy - June 2013 - 11500 Put and 12000 Call in Derivatives - It is pretty much the ripe time of the month to enter into a hedge in Bank Nifty based on ...
06-11-2013 05:05 PM
Bank Nifty - Hedge Strategy - June 2013 - 11500 Put and 12000 Call
It is pretty much the ripe time of the month to enter into a hedge in Bank Nifty based on my experience.
Premiums are normal and there's still good amount of time till expiry.
We have good amount of events coming in starting tomorrow.
June 12th - IIP
June 15th - WPI Inflation
June 15th to 17th - Q1 FY-2014 Advance Tax numbers.
Volatile Rupee should keep markets volatile as well which will be good for hedge.
This hedge is not equally balanced and is a little over-weight on call side. Premiums will change a little when it opens tomorrow morning. Don't worry, and enter into hedge as planned. Buy equal lots of Bank Nifty 11,500 Put and 12,000 Call before 11 AM tomorrow morning, before IIP data comes out.
11,500 Put - 27th June 2013 Expiry = 153 Rupees
12,000 Call - 27th June 2013 Expiry = 192 Rupees
Total Investment per lot = 25 * (153+192) = 8,625 Rupees per lot of hedge
Holding period will be till 20th June ... You can post any queries regarding this hedge in this thread ...
I will also update the optimal exit period in here ...
06-11-2013 05:09 PM
Bank Nifty Technical Chart
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