Market View

Option Buyer

Option Seller

Option Buyer Lose Money Option Buyer

Option Seller Lose Money Option Seller

Historical Data

Market stay range bound more than 70%

trend only 30% of the time
 Bearish

Buys Put Option

Sells Call Option

Makes Money Option Buyer Lose Money

Makes Money Option Seller Makes Money

istorical Data

ound more than 70% of the time and

only 30% of the time
vol-mageddon
-mageddon
 Options Selling Simplified

All values are Bank Nifty spot

Yesterday's Close Today's Open % Change

30609.6 30722.6 0.37

Strike

30600
Selling Simplified

s are Bank Nifty spot

% Change Type Trade / No Trade

0.37 PE TRADE

Step 1
Strike
Step 2
30600
Step 3

Step 4

Step 5

Step 6
Daily Change
Daily Change
 Trading System Rules

Yesterday's close 30609.6

Today's Open 30722.6

Net Change % 0.37

Positive Change PE

Negative Change CE

Round off Todays open 30700

CE 100 30800
PE -100 30600

No Trades

Daily Change If > 1%

Daily Change If < -1%
Month In % Cummulative Year Profit Method 1
Jun-16 -2.69 -2.69 2016 4.28
Jul-16 4.77 2.08 2017 36.57
Aug-16 1.74 3.82 2018 32.58
Sep-16 -2.19 1.63 2019 47.38
Oct-16 4.23 5.87
Nov-16 3.10 8.97
Dec-16 -4.69 4.28
Jan-17 4.31 8.59
Feb-17 3.61 12.21
Mar-17 -2.14 10.07
Apr-17 7.91 17.98 Cummulative %
May-17 3.05 21.03 140.00
Jun-17 -0.64 20.39
Jul-17 0.93 21.32 120.00
Aug-17 4.02 25.33
100.00
Sep-17 3.65 28.98
Oct-17 4.46 33.44 80.00
Nov-17 2.63 36.08
Dec-17 4.78 40.85 60.00
Jan-18 -0.06 40.79
40.00
Feb-18 20.38 61.17
Mar-18 -1.94 59.23 20.00
Apr-18 1.19 60.42
May-18 6.38 66.81 0.00
6 6 6 6 7 7 7 7 7 7 8 8 8 8
Jun-18 3.08 69.89 n-1 g-1 ct-1 c-1 b-1 r-1 n-1 g-1 ct-1 c-1 b-1 r-1 n-1 g-1 c
-20.00
Ju A u O D Fe e A p Ju A u e
O D F e A p Ju A u O
Jul-18 1.07 70.96
Aug-18 2.32 73.28
Sep-18 -10.49 62.79
Oct-18 5.73 68.52
Nov-18 4.56 73.08
Dec-18 0.35 73.43
Jan-19 2.99 76.42
Yearly returns
Feb-19 2.65 79.07
Mar-19 10.81 89.88 50.00
Apr-19 -3.16 86.72 45.00
May-19 -1.81 84.91 40.00
Jun-19 8.96 93.87 35.00
Jul-19 8.40 102.27 30.00
Aug-19 11.52 113.79
25.00
Sep-19 -1.03 112.77
20.00
Oct-19 5.14 117.91
15.00
Nov-19 2.90 120.81
10.00
5.00
0.00
2016 2017 201
15.00
10.00
5.00
0.00
2016 2017 201

Monthly returns
25.00

20.00

15.00

10.00

5.00

0.00
1 6 16 16 1 6 1 7 17 1 7 17 17 1 7 18 18 18 1 8
un- ug- ct- ec- eb- pr- un- ug- ct- ec- eb- pr- un- ug-
J
-5.00 A O D F A J A O D F A J A O

-10.00

-15.00
Cummulative %

In %

7 7 8 8 8 8 8 8 9 9 9 9 9
ec-1 eb-1 pr-1 un-1 ug-1 ct-1 ec-1 eb-1 pr-1 un-1 ug-1 ct-1
D F A J A O D F A J A O

Yearly returns

Year

2018 2019
 2018 2019

Monthly returns

Month

7 18 18 18 1 8 18 1 8 19 19 19 1 9 19
-1 - - - - - - - - - - -
ec Feb Apr Jun ug Oct Dec Feb Apr Jun ug Oct
A A
 (2016 -2019) - Stats 3 Times 2 Times
No of expiry 138.0 138
Winning expiry 91.0 91
Losing expiry 47.0 47
Winning accuracy % 65.9 66
Average Profit per expiry 0.8 1.15
Worst expiry ever -5.0 -7.43
Best expiry ever 10.8 16.17
Total Profits 120.8 181.21
Max Drawdown -12.6 -18.8
Average profit per month 3 4
BankNifty lot Size Value Current Margin Req in %
31800 20 636000 20000 3
DATE TYPE STRIKE OPEN HIGH LOW CLOSE daily changMonth
6/9/2016 PE 17900 61 124 5.2 18.15 0.05 Jun-16
6/30/2016 PE 17700 17.55 31.3 0.05 0.15 0.77 Jun-16
7/14/2016 PE 18500 10.35 14.45 0.05 0.05 0.08 Jul-16
7/21/2016 CE 19100 32 38.9 0.05 0.1 0.00 Jul-16
7/28/2016 PE 19000 40.25 53.4 0.05 1 0.15 Jul-16
8/4/2016 PE 18600 37.9 139.4 6.05 33.8 0.66 Aug-16
8/11/2016 CE 18700 36.6 39 0.05 0.25 -0.14 Aug-16
8/18/2016 PE 19000 15.2 29.5 0.05 0.1 0.24 Aug-16
8/25/2016 PE 19300 20.95 30.15 0.1 4.55 0.15 Aug-16
9/1/2016 PE 19700 20 32.95 0.05 0.4 0.09 Sep-16
9/8/2016 PE 20300 13.8 30.75 0.05 0.3 0.16 Sep-16
9/15/2016 PE 19800 17.2 69.9 0.05 1 0.09 Sep-16
9/22/2016 PE 20100 87.75 98.8 0.05 1.05 1.64 Sep-16
9/29/2016 PE 19700 28.05 628.1 13.3 533.95 0.55 Sep-16
10/13/2016 CE 19400 22 23.85 0.05 0.05 -0.43 Oct-16
10/20/2016 PE 19400 39.95 40 0.05 0.1 0.42 Oct-16
10/27/2016 CE 19600 13.2 15 0.05 1 -0.16 Oct-16
11/3/2016 CE 19300 23.9 60 0.05 0.2 -0.13 Nov-16
11/17/2016 PE 19000 78.65 81.25 0.05 1.45 0.04 Nov-16
12/1/2016 PE 18600 60 197.65 28.75 162.5 0.26 Dec-16
12/15/2016 CE 18200 154.4 327.95 76.9 187.5 -1.08 Dec-16
12/29/2016 CE 18000 17.95 38 1.5 15.65 -0.09 Dec-16
1/12/2017 PE 18800 30 41 0.05 0.15 0.29 Jan-17
1/19/2017 PE 19100 44.3 66.4 0.05 0.3 0.00 Jan-17
2/2/2017 PE 20000 54.65 96.7 0.05 0.15 0.17 Feb-17
2/9/2017 PE 20200 15 174.7 5 52.85 0.33 Feb-17
2/16/2017 PE 20100 20.4 68.85 0.05 0.15 0.39 Feb-17
2/23/2017 PE 20800 48.7 49.9 0.05 1.05 0.09 Feb-17
3/2/2017 PE 20800 34.35 230 9.2 192 0.49 Mar-17
3/9/2017 CE 20700 48.95 92 5 23.25 -0.27 Mar-17
3/16/2017 PE 21100 18.5 19.75 0.05 0.1 0.38 Mar-17
3/30/2017 CE 21500 104.95 179 100 156.05 -0.08 Mar-17
4/6/2017 CE 21700 21.25 39.2 0.05 1.2 -0.37 Apr-17
4/13/2017 CE 21800 2.6 25.7 0.05 0.35 -0.07 Apr-17
4/20/2017 CE 21500 84.05 96 0.05 2.65 -0.64 Apr-17
4/27/2017 PE 22200 56.5 72 0.05 0.65 0.14 Apr-17
5/4/2017 PE 22500 71.6 93.85 0.05 0.1 1.39 May-17
5/18/2017 CE 22900 18.9 19.4 0.05 0.1 -0.81 May-17
5/25/2017 PE 22500 43.6 44 0.05 0.3 0.17 May-17
6/1/2017 CE 23500 20 23.9 0.05 0.1 -0.13 Jun-17
6/8/2017 PE 23500 13 35.95 0.05 1.1 0.27 Jun-17
6/22/2017 PE 23600 14.7 15 0.05 0.4 0.03 Jun-17
6/29/2017 PE 23200 34.4 112.4 0.05 6.95 0.33 Jun-17
7/13/2017 PE 23700 19.95 20 0.05 0.1 0.51 Jul-17
8/10/2017 CE 24400 34.3 36.3 0.05 0.1 -0.30 Aug-17
8/17/2017 PE 24400 40 193.2 25 88.4 0.24 Aug-17
8/24/2017 PE 24300 50.1 98 0.55 7.35 0.24 Aug-17
8/31/2017 PE 24300 58 109.7 0.05 7.2 0.19 Aug-17
9/7/2017 PE 24200 20 24.05 0.05 0.2 0.19 Sep-17
9/14/2017 PE 24800 47.35 50 0.05 0.2 0.10 Sep-17
9/21/2017 CE 25000 51.05 51.25 0.05 0.15 -0.12 Sep-17
9/28/2017 CE 23900 35 122 1.7 42.4 -0.04 Sep-17
10/5/2017 PE 24000 26.6 37.9 0.05 0.95 0.01 Oct-17
10/12/2017 PE 24100 69.9 140 0.05 0.15 0.18 Oct-17
10/19/2017 CE 24300 147.55 180 41.2 59.95 -0.31 Oct-17
10/26/2017 CE 25100 62.95 119 0.05 7.2 -0.33 Oct-17
11/2/2017 PE 25400 35.95 48.8 0.05 1.55 0.07 Nov-17
11/9/2017 PE 25200 27.45 55 0.05 0.7 0.38 Nov-17
11/16/2017 PE 25200 46.25 46.3 0.05 0.05 0.29 Nov-17
11/23/2017 PE 25700 34.85 91.8 0.05 4 0.23 Nov-17
11/30/2017 CE 25800 42 44 0.05 0.1 -0.40 Nov-17
12/7/2017 PE 24800 25 33.55 0.05 0.1 0.34 Dec-17
12/14/2017 PE 25000 68 117.05 0.05 0.35 0.25 Dec-17
12/21/2017 PE 25500 29.95 42.5 0.05 0.7 0.06 Dec-17
12/28/2017 CE 25600 13.8 34.05 0.05 1.3 -0.13 Dec-17
1/4/2018 PE 25300 32.95 37.5 0.05 0.15 0.19 Jan-18
1/11/2018 PE 25500 18.1 29.4 0.05 0.1 0.04 Jan-18
1/18/2018 PE 26700 55 260 9 161 3.03 Jan-18
1/25/2018 PE 27300 56.15 199 0.05 4.35 0.06 Jan-18
2/1/2018 CE 27400 266.8 325 0.05 1.6 -0.16 Feb-18
2/8/2018 PE 25700 124.3 175.9 0.05 0.3 0.35 Feb-18
2/15/2018 PE 25300 98.4 118.55 0.05 1.4 0.08 Feb-18
3/1/2018 CE 25100 54 149 0.05 0.25 -0.34 Mar-18
3/8/2018 PE 24200 62.75 167.5 0.05 0.15 0.58 Mar-18
3/15/2018 PE 24800 79.85 97.8 1 5.45 0.01 Mar-18
4/5/2018 PE 24300 61 77.1 0.05 0.1 1.10 Apr-18
4/12/2018 CE 25200 30 53 0.05 3.55 -0.09 Apr-18
4/19/2018 PE 25100 37.95 86.15 0.05 4 0.41 Apr-18
4/26/2018 PE 24700 38.05 43.25 0.05 0.15 0.08 Apr-18
5/3/2018 CE 25600 46.95 59.9 0.6 10.15 -0.08 May-18
5/17/2018 PE 26100 15.75 59.95 3.1 23.7 0.19 May-18
5/24/2018 PE 25600 29.95 40.6 0.05 0.05 0.15 May-18
5/31/2018 PE 26500 99.9 175.85 0.05 0.4 0.98 May-18
6/14/2018 CE 26700 65.15 79 0.05 0.8 -0.11 Jun-18
6/21/2018 PE 26500 24.9 64 0.55 10.7 0.33 Jun-18
6/28/2018 CE 26500 35.05 66 0.05 1.05 -0.10 Jun-18
7/5/2018 PE 26400 33 56.85 0.05 0.8 0.18 Jul-18
7/12/2018 PE 26800 26 44.05 0.05 0.1 0.45 Jul-18
7/19/2018 PE 26900 32.65 155.65 13.3 105.1 0.30 Jul-18
8/9/2018 PE 28100 39.75 40.65 0.05 0.15 0.40 Aug-18
8/16/2018 CE 27900 71 115 0.05 0.25 -0.66 Aug-18
8/23/2018 PE 28200 29.5 197.85 23.65 160.25 0.23 Aug-18
8/30/2018 PE 28100 23 124.5 0.05 10.7 0.03 Aug-18
9/6/2018 PE 27400 48.95 124.5 0.05 0.35 0.32 Sep-18
9/12/2018 PE 26800 40.05 190.6 0.05 9.2 0.33 Sep-18
9/19/2018 PE 26400 49 129.5 12.35 94.95 0.34 Sep-18
9/27/2018 PE 25300 110 283.15 53.3 258.4 0.26 Sep-18
10/4/2018 CE 24800 125 125 1 27 -2.49 Oct-18
10/11/2018 CE 24600 82 325 40 163 -1.12 Oct-18
10/17/2018 PE 25700 98.25 527 30 487 1.86 Oct-18
10/25/2018 CE 24900 130 184 0 2 -0.89 Oct-18
11/1/2018 PE 25200 89.9 147.85 0.05 1 0.52 Nov-18
11/6/2018 PE 25600 19.6 45 0.05 0 0.06 Nov-18
11/15/2018 PE 25800 35 45 22 0 0.06 Nov-18
11/22/2018 CE 26300 98.8 98.8 0 0 Nov-18
11/29/2018 PE 26500 75 75 0 0 Nov-18
12/6/2018 CE 26400 99 99 0 0.1 -0.68 Dec-18
12/13/2018 PE 26700 42.6 55.55 0.05 1 0.75 Dec-18
12/20/2018 CE 27200 59.75 95.55 15.2 49.3 -0.62 Dec-18
12/27/2018 PE 27100 44 230 26 186 0.79 Dec-18
1/3/2019 PE 27100 57.85 122 45 58 0.03 Jan-19
1/10/2019 CE 27800 21.05 30.95 0.05 0.1 -0.02 Jan-19
1/17/2019 PE 27500 35 148.7 0.05 0.85 1.18 Jan-19
1/24/2019 PE 27200 107.75 148 9.45 47.5 0.08 Jan-19
1/31/2019 PE 26900 50.25 80.3 0.05 0.35 0.54 Jan-19
2/7/2019 PE 27300 63.15 72.9 0.05 0.25 0.08 Feb-19
2/14/2019 PE 26900 32.2 100.05 0.05 1.25 0.34 Feb-19
2/21/2019 PE 26900 35 48.95 0.05 0.3 0.15 Feb-19
2/28/2019 PE 26800 75.7 75.7 0 16 Feb-19
3/7/2019 PE 27600 78 82.7 0.05 0.05 0.13 Mar-19
3/14/2019 PE 28900 80 107 0.05 0.05 0.50 Mar-19
3/20/2019 PE 29700 56.95 96 0.05 0.3 0.01 Mar-19
3/28/2019 PE 30000 68.05 119 0.05 0.25 0.15 Mar-19
4/4/2019 PE 30000 44.75 157.1 5 88.9 0.18 Apr-19
4/11/2019 PE 29700 50 88 0.05 1 0.13 Apr-19
4/18/2019 PE 30600 92 380.65 50 309 0.41 Apr-19
4/25/2019 PE 29800 60.75 276.55 10.25 201 1.52 Apr-19
5/2/2019 CE 29800 59.9 169 0.05 1.8 -0.22 May-19
5/9/2019 CE 29000 99.85 99.85 0 1 May-19
5/16/2019 PE 28500 58.05 74.4 0.05 0.6 0.03 May-19
5/23/2019 PE 30900 449.2 543.5 21.15 467.35 1.43 May-19
5/30/2019 CE 31400 50.55 235 32 101 -0.12 May-19
6/6/2019 CE 31600 63.2 100 0.05 0.15 -0.21 Jun-19
6/13/2019 CE 31000 55 70.9 0.05 3.75 -0.29 Jun-19
6/20/2019 PE 30300 81 134.9 0.05 0.2 0.09 Jun-19
6/27/2019 PE 31100 56.35 67.9 0.05 1.9 0.10 Jun-19
7/4/2019 PE 31400 71.95 83.2 0.05 0.7 0.28 Jul-19
7/11/2019 PE 30600 62.35 78.85 0 0 0.61 Jul-19
7/18/2019 CE 30800 48.45 49 0 0 -0.10 Jul-19
7/25/2019 PE 28900 49.95 84.1 0 1 0.10 Jul-19
8/1/2019 CE 28800 75 98 0 0 -0.46 Aug-19
8/8/2019 PE 27700 79.1 228 0 0 0.50 Aug-19
8/14/2019 PE 27800 119.2 162.4 0.05 0.6 0.56 Aug-19
8/22/2019 CE 27800 76.05 77.35 0.05 0.2 -0.10 Aug-19
8/29/2019 CE 27800 100 110 0.05 0.25 -0.39 Aug-19
9/5/2019 CE 27200 89.9 164.6 0.05 0.3 -0.14 Sep-19
9/12/2019 PE 27800 94 94 0.05 2.5 0.34 Sep-19
9/19/2019 PE 27100 115 451 101.95 362.4 0.01 Sep-19
9/26/2019 PE 29500 95.95 95.95 0.05 0.5 0.18 Sep-19
10/3/2019 CE 28700 81.55 294.6 0.05 0.3 -0.41 Oct-19
10/10/2019 CE 28600 191.3 197.95 0.05 0.2 -0.84 Oct-19
10/17/2019 PE 28500 150.05 160.05 0.05 0.2 0.20 Oct-19
10/24/2019 PE 29500 132 496.95 65.2 383 0.49 Oct-19
10/31/2019 PE 30100 161.85 161.85 1 21 0.60 Oct-19
11/7/2019 PE 30600 100 200 0.05 3.3 0.37 Nov-19
11/14/2019 PE 30500 114.2 237.9 0.05 0.55 0.24 Nov-19
11/21/2019 PE 31300 150 150 0.05 2.9 0.19 Nov-19
11/28/2019 PE 31900 102.45 112.45 0.05 0.35 0.33 Nov-19
Year Profit/Loss with fixed Stop Loss Drawdown LIMIT Spot Value per lot Margin Req
2016 -61 -61 0 17956 359116 32320.44
2016 17.4 -43.6 0 17825 356506 32085.54
2016 10.3 -33.3 0 18634 372670 33540.3
2016 31.9 -1.4 0 18967 379348 34141.32
2016 39.25 0 0 19050 381008 34290.72
2016 -37.9 -37.9 0 18725 374498 33704.82
2016 36.35 -1.55 0 18621 372420 33517.8
2016 15.1 0 0 19087 381744 34356.96
2016 16.4 0 0 19384 387674 34890.66
2016 19.6 0 0 19806 396116 35650.44
2016 -13.8 -13.8 0 20439 408784 36790.56
2016 -17.2 -31 0 19928 398552 35869.68
2016 0 -31 0 20153 403062 36275.58
2016 -28.05 -59.05 0 19762 395246 35572.14
2016 21.95 -37.1 0 19296 385911 34731.99
2016 39.85 0 0 19494 389878 35089.02
2016 12.2 0 0 19452 389040 35013.6
2016 -23.9 -23.9 0 19202 384039 34563.51
2016 77.2 0 0 19116 382318 34408.62
2016 -60 -60 0 18677 373535 33618.15
2016 0 -60 0 18144 362870 32658.3
2016 -17.95 -77.95 0 17861 357229 32150.61
2017 29.85 -48.1 0 18885 377709 33993.81
2017 44 -4.1 0 19165 383307 34497.63
2017 54.5 0 0 20054 401079 36097.11
2017 -15 -15 0 20313 406253 36562.77
2017 -20.4 -35.4 0 20243 404865 36437.85
2017 47.65 0 0 20888 417753 37597.77
2017 -34.35 -34.35 0 20885 417700 37593
2017 25.7 -8.65 0 20621 412411 37116.99
2017 18.4 0 0 21238 424750 38227.5
2017 -51.1 -51.1 0 21374 427487 38473.83
2017 20.05 -31.05 0 21573 431454 38830.86
2017 -2.6 -33.65 0 21651 433025 38972.25
2017 81.4 0 0 21419 428389 38555.01
2017 55.85 0 0 22274 445481 40093.29
2017 0 0 0 22618 452366 40712.94
2017 18.8 0 0 22750 455009 40950.81
2017 43.3 0 0 22574 451473 40632.57
2017 19.9 0 0 23394 467882 42109.38
2017 -13 -13 0 23630 472607 42534.63
2017 14.3 0 0 23717 474337 42690.33
2017 -34.4 -34.4 0 23312 466248 41962.32
2017 19.85 -14.55 0 23817 476345 42871.05
2017 34.2 0 0 24300 486009 43740.81
2017 -40 -40 0 24495 489904 44091.36
2017 42.75 0 0 24375 487495 43874.55
2017 50.8 0 0 24354 487087 43837.83
2017 19.8 0 0 24325 486497 43784.73
2017 47.15 0 0 24857 497145 44743.05
2017 50.9 0 0 24934 498682 44881.38
2017 -35 -35 0 23804 476081 42847.29
2017 25.65 -9.35 0 24115 482295 43406.55
2017 -69.9 -79.25 0 24151 483029 43472.61
2017 87.6 0 0 24238 484768 43629.12
2017 55.75 0 0 24954 499079 44917.11
2017 34.4 0 0 25508 510168 45915.12
2017 -27.45 -27.45 0 25281 505620 45505.8
2017 46.2 0 0 25293 505858 45527.22
2017 -34.85 -34.85 0 25826 516526 46487.34
2017 41.9 0 0 25694 513876 46248.84
2017 24.9 0 0 24935 498706 44883.54
2017 67.65 0 0 25062 501248 45112.32
2017 29.25 0 0 25608 512165 46094.85
2017 -13.8 -13.8 0 25464 509272 45834.48
2018 32.8 0 0 25368 507353 45661.77
2018 18 0 0 25628 512564 46130.76
2018 0 0 0 26762 535245 48172.05
2018 -56.15 -56.15 0 27414 548282 49345.38
2018 265.2 0 0 27335 546697 49202.73
2018 124 0 0 25760 515197 46367.73
2018 97 0 0 25361 507218 45649.62
2018 -54 -54 0 25022 500447 45040.23
2018 -62.75 -116.75 0 24274 485478 43693.02
2018 74.4 -42.35 0 24854 497086 44737.74
2018 0 -42.35 0 24394 487889 43910.01
2018 26.45 -15.9 0 25077 501538 45138.42
2018 -37.95 -53.85 0 25206 504129 45371.61
2018 37.9 -15.95 0 24833 496664 44699.76
2018 36.8 0 0 25548 510958 45986.22
2018 -15.75 -15.75 0 26233 524664 47219.76
2018 29.9 0 0 25723 514458 46301.22
2018 99.5 0 0 26587 531740 47856.6
2018 64.35 0 0 26612 532246 47902.14
2018 -24.9 -24.9 0 26645 532906 47961.54
2018 34 0 0 26398 527962 47516.58
2018 32.2 0 0 26482 529631 47666.79
2018 25.9 0 0 26938 538750 48487.5
2018 -32.65 -32.65 0 26960 539204 48528.36
2018 39.6 0 0 28174 563473 50712.57
2018 70.75 0 0 27836 556723 50105.07
2018 -29.5 -29.5 0 28322 566439 50979.51
2018 -23 -52.5 0 28234 564674 50820.66
2018 -48.95 -101.45 0 27464 549285 49435.65
2018 -40.05 -141.5 0 26895 537903 48411.27
2018 -49 -190.5 0 26532 530640 47757.6
2018 -110 -300.5 0 25442 508842 45795.78
2018 0 -300.5 1 24735 494703 44523.27
2018 0 -300.5 0 24542 490835 44175.15
2018 0 -300.5 0 25839 516780 46510.2
2018 128 -172.5 0 24842 496830 44714.7
2018 88.9 -83.6 0 25285 505704 45513.36
2018 -19.6 -103.2 0 25747 514948 46345.32
2018 35 -68.2 0 25946 518924 46703.16
2018 0 -68.2 1 26234 524673 47220.57
2018 0 -68.2 1 26642 532832 47954.88
2018 0 -68.2 1 26339 526782 47410.38
2018 41.6 -26.6 0 26844 536883 48319.47
2018 10.45 -16.15 0 27129 542573 48831.57
2018 -44 -60.15 0 27201 544013 48961.17
2019 -57.85 -118 0 27182 543632 48926.88
2019 20.95 -97.05 0 27714 554271 49884.39
2019 0 -97.05 0 27569 551372 49623.48
2019 60.25 -36.8 0 27274 545470 49092.3
2019 49.9 0 0 26969 539383 48544.47
2019 62.9 0 0 27424 548482 49363.38
2019 -32.2 -32.2 0 26978 539560 48560.4
2019 34.7 0 0 26995 539895 48590.55
2019 0 0 1 26878 537560 48380.4
2019 77.95 0 0 27661 553220 49789.8
2019 79.95 0 0 29029 580578 52252.02
2019 56.65 0 0 29770 595393 53585.37
2019 67.8 0 0 30065 601296 54116.64
2019 -44.75 -44.75 0 30147 602946 54265.14
2019 49 0 0 29842 596837 53715.33
2019 -92 -92 0 30657 613130 55181.7
2019 0 -92 0 29927 598541 53868.69
2019 -59.9 -151.9 0 29700 593996 53459.64
2019 0 -151.9 1 28894 577879 52009.11
2019 57.45 -94.45 0 28626 572518 51526.62
2019 0 -94.45 0 30963 619256 55733.04
2019 -50.55 -145 0 31257 625137 56262.33
2019 63.05 -81.95 0 31524 630479 56743.11
2019 51.25 -30.7 0 30877 617535 55578.15
2019 80.8 0 0 30390 607804 54702.36
2019 54.45 0 0 31192 623842 56145.78
2019 71.25 0 0 31471 629420 56647.8
2019 62.35 0 0 30707 614140 55272.6
2019 48.45 0 0 30706 614116 55270.44
2019 48.95 0 0 28981 579621 52165.89
2019 75 0 0 28661 573210 51588.9
2019 -79.1 -79.1 0 27840 556802 50112.18
2019 118.6 0 0 27886 557710 50193.9
2019 75.85 0 0 27690 553801 49842.09
2019 99.75 0 0 27695 553899 49850.91
2019 89.6 0 0 27087 541739 48756.51
2019 0 0 1 27871 557416 50167.44
2019 -115 -115 0 27175 543509 48915.81
2019 0 -115 1 29641 592811 53352.99
2019 -81.55 -196.55 0 28607 572134 51492.06
2019 191.1 -5.45 0 28543 570859 51377.31
2019 149.85 0 0 28596 571927 51473.43
2019 -132 -132 0 29604 592087 53287.83
2019 0 -132 1 30169 603373 54303.57
2019 96.7 -35.3 0 30723 614452 55300.68
2019 -114.2 -149.5 0 30616 612316 55108.44
2019 0 -149.5 1 31413 628265 56543.85
2019 102.1 -47.4 0 31982 639634 57567.06
1 lot in % Drawdown Date text month year Intraday Strike
-1220 -3.77 -3.774701 09-06-2016Jun 16 BANKNIFTY09Jun1617900PE
348 1.08 -2.6901 30-06-2016Jun 16 BANKNIFTY30Jun1617700PE
206 0.61 -2.075914 14-07-2016Jul 16 BANKNIFTY14Jul1618500PE
638 1.87 -0.20721 21-07-2016Jul 16 BANKNIFTY21Jul1619100CE
785 2.29 0 28-07-2016Jul 16 BANKNIFTY28Jul1619000PE
-758 -2.25 -2.248937 04-08-2016Aug 16 BANKNIFTY04Aug1618600PE
727 2.17 -0.07994 11-08-2016Aug 16 BANKNIFTY11Aug1618700CE
302 0.88 0 18-08-2016Aug 16 BANKNIFTY18Aug1619000PE
328 0.94 0 25-08-2016Aug 16 BANKNIFTY25Aug1619300PE
392 1.10 0 01-09-2016Sep 16 BANKNIFTY01Sep1619700PE
-276 -0.75 -0.750192 08-09-2016Sep 16 BANKNIFTY08Sep1620300PE
-344 -0.96 -1.70922 15-09-2016Sep 16 BANKNIFTY15Sep1619800PE
0 0.00 -1.70922 22-09-2016Sep 16 BANKNIFTY22Sep1620100PE
-561 -1.58 -3.286297 29-09-2016Sep 16 BANKNIFTY29Sep1619700PE
439 1.26 -2.022332 13-10-2016Oct 16 BANKNIFTY13Oct1619400CE
797 2.27 0 20-10-2016Oct 16 BANKNIFTY20Oct1619400PE
244 0.70 0 27-10-2016Oct 16 BANKNIFTY27Oct1619600CE
-478 -1.38 -1.382961 03-11-2016Nov 16 BANKNIFTY03Nov1619300CE
1544 4.49 0 17-11-2016Nov 16 BANKNIFTY17Nov1619000PE
-1200 -3.57 -3.5695 01-12-2016Dec 16 BANKNIFTY01Dec1618600PE
0 0.00 -3.5695 15-12-2016Dec 16 BANKNIFTY15Dec1618200CE
-359 -1.12 -4.68612 29-12-2016Dec 16 BANKNIFTY29Dec1618000CE
597 1.76 -2.929918 12-01-2017Jan 17 BANKNIFTY12Jan1718800PE
880 2.55 -0.379018 19-01-2017Jan 17 BANKNIFTY19Jan1719100PE
1090 3.02 0 02-02-2017Feb 17 BANKNIFTY02Feb1720000PE
-300 -0.82 -0.820507 09-02-2017Feb 17 BANKNIFTY09Feb1720200PE
-408 -1.12 -1.940222 16-02-2017Feb 17 BANKNIFTY16Feb1720100PE
953 2.53 0 23-02-2017Feb 17 BANKNIFTY23Feb1720800PE
-687 -1.83 -1.827468 02-03-2017Mar 17 BANKNIFTY02Mar1720800PE
514 1.38 -0.442657 09-03-2017Mar 17 BANKNIFTY09Mar1720700CE
368 0.96 0 16-03-2017Mar 17 BANKNIFTY16Mar1721100PE
-1022 -2.66 -2.656351 30-03-2017Mar 17 BANKNIFTY30Mar1721500CE
401 1.03 -1.623667 06-04-2017Apr 17 BANKNIFTY06Apr1721700CE
-52 -0.13 -1.757096 13-04-2017Apr 17 BANKNIFTY13Apr1721800CE
1628 4.22 0 20-04-2017Apr 17 BANKNIFTY20Apr1721500CE
1117 2.79 0 27-04-2017Apr 17 BANKNIFTY27Apr1722200PE
0 0.00 0 04-05-2017May 17 BANKNIFTY04May1722500PE
376 0.92 0 18-05-2017May 17 BANKNIFTY18May1722900CE
866 2.13 0 25-05-2017May 17 BANKNIFTY25May1722500PE
398 0.95 0 01-06-2017Jun 17 BANKNIFTY01Jun1723500CE
-260 -0.61 -0.611267 08-06-2017Jun 17 BANKNIFTY08Jun1723500PE
286 0.67 0 22-06-2017Jun 17 BANKNIFTY22Jun1723600PE
-688 -1.64 -1.639566 29-06-2017Jun 17 BANKNIFTY29Jun1723200PE
397 0.93 -0.713533 13-07-2017Jul 17 BANKNIFTY13Jul1723700PE
 684 1.56 0 10-08-2017Aug 17 BANKNIFTY10Aug1724400CE
-800 -1.81 -1.814414 17-08-2017Aug 17 BANKNIFTY17Aug1724400PE
855 1.95 0 24-08-2017Aug 17 BANKNIFTY24Aug1724300PE
1016 2.32 0 31-08-2017Aug 17 BANKNIFTY31Aug1724300PE
396 0.90 0 07-09-2017Sep 17 BANKNIFTY07Sep1724200PE
943 2.11 0 14-09-2017Sep 17 BANKNIFTY14Sep1724800PE
1018 2.27 0 21-09-2017Sep 17 BANKNIFTY21Sep1725000CE
-700 -1.63 -1.633709 28-09-2017Sep 17 BANKNIFTY28Sep1723900CE
513 1.18 -0.45186 05-10-2017Oct 17 BANKNIFTY05Oct1724000PE
-1398 -3.22 -3.667678 12-10-2017Oct 17 BANKNIFTY12Oct1724100PE
1752 4.02 0 19-10-2017Oct 17 BANKNIFTY19Oct1724300CE
1115 2.48 0 26-10-2017Oct 17 BANKNIFTY26Oct1725100CE
688 1.50 0 02-11-2017Nov 17 BANKNIFTY02Nov1725400PE
-549 -1.21 -1.20644 09-11-2017Nov 17 BANKNIFTY09Nov1725200PE
924 2.03 0 16-11-2017Nov 17 BANKNIFTY16Nov1725200PE
-697 -1.50 -1.499333 23-11-2017Nov 17 BANKNIFTY23Nov1725700PE
838 1.81 0 30-11-2017Nov 17 BANKNIFTY30Nov1725800CE
498 1.11 0 07-12-2017Dec 17 BANKNIFTY07Dec1724800PE
1353 3.00 0 14-12-2017Dec 17 BANKNIFTY14Dec1725000PE
585 1.27 0 21-12-2017Dec 17 BANKNIFTY21Dec1725500PE
-276 -0.60 -0.602167 28-12-2017Dec 17 BANKNIFTY28Dec1725600CE
656 1.44 0 04-01-2018Jan 18 BANKNIFTY04Jan1825300PE
360 0.78 0 11-01-2018Jan 18 BANKNIFTY11Jan1825500PE
0 0.00 0 18-01-2018Jan 18 BANKNIFTY18Jan1826700PE
-1123 -2.28 -2.275796 25-01-2018Jan 18 BANKNIFTY25Jan1827300PE
5304 10.78 0 01-02-2018Feb 18 BANKNIFTY01Feb1827400CE
2480 5.35 0 08-02-2018Feb 18 BANKNIFTY08Feb1825700PE
1940 4.25 0 15-02-2018Feb 18 BANKNIFTY15Feb1825300PE
-1080 -2.40 -2.397856 01-03-2018Mar 18 BANKNIFTY01Mar1825100CE
-1255 -2.87 -5.270169 08-03-2018Mar 18 BANKNIFTY08Mar1824200PE
1488 3.33 -1.944118 15-03-2018Mar 18 BANKNIFTY15Mar1824800PE
0 0.00 -1.944118 05-04-2018Apr 18 BANKNIFTY05Apr1824300PE
529 1.17 -0.772167 12-04-2018Apr 18 BANKNIFTY12Apr1825200CE
-759 -1.67 -2.445019 19-04-2018Apr 18 BANKNIFTY19Apr1825100PE
758 1.70 -0.749261 26-04-2018Apr 18 BANKNIFTY26Apr1824700PE
736 1.60 0 03-05-2018May 18 BANKNIFTY03May1825600CE
-315 -0.67 -0.667094 17-05-2018May 18 BANKNIFTY17May1826100PE
598 1.29 0 24-05-2018May 18 BANKNIFTY24May1825600PE
1990 4.16 0 31-05-2018May 18 BANKNIFTY31May1826500PE
1287 2.69 0 14-06-2018Jun 18 BANKNIFTY14Jun1826700CE
-498 -1.04 -1.038332 21-06-2018Jun 18 BANKNIFTY21Jun1826500PE
680 1.43 0 28-06-2018Jun 18 BANKNIFTY28Jun1826500CE
644 1.35 0 05-07-2018Jul 18 BANKNIFTY05Jul1826400PE
518 1.07 0 12-07-2018Jul 18 BANKNIFTY12Jul1826800PE
-653 -1.35 -1.345605 19-07-2018Jul 18 BANKNIFTY19Jul1826900PE
 792 1.56 0 09-08-2018Aug 18 BANKNIFTY09Aug1828100PE
1415 2.82 0 16-08-2018Aug 18 BANKNIFTY16Aug1827900CE
-590 -1.16 -1.157328 23-08-2018Aug 18 BANKNIFTY23Aug1828200PE
-460 -0.91 -2.062471 30-08-2018Aug 18 BANKNIFTY30Aug1828100PE
-979 -1.98 -4.042824 06-09-2018Sep 18 BANKNIFTY06Sep1827400PE
-801 -1.65 -5.697397 12-09-2018Sep 18 BANKNIFTY12Sep1826800PE
-980 -2.05 -7.749426 19-09-2018Sep 18 BANKNIFTY19Sep1826400PE
-2200 -4.80 -12.55336 27-09-2018Sep 18 BANKNIFTY27Sep1825300PE
0 0.00 -12.55336 04-10-2018Oct 18 BANKNIFTY04Oct1824800CE
0 0.00 -12.55336 11-10-2018Oct 18 BANKNIFTY11Oct1824600CE
0 0.00 -12.55336 17-10-2018Oct 18 BANKNIFTY17Oct1825700PE
2560 5.73 -6.828176 25-10-2018Oct 18 BANKNIFTY25Oct1824900CE
1778 3.91 -2.921631 01-11-2018Nov 18 BANKNIFTY01Nov1825200PE
-392 -0.85 -3.767455 06-11-2018Nov 18 BANKNIFTY06Nov1825600PE
700 1.50 -2.268627 15-11-2018Nov 18 BANKNIFTY15Nov1825800PE
0 0.00 -2.268627 22-11-2018Nov 18 BANKNIFTY22Nov1826300CE
0 0.00 -2.268627 29-11-2018Nov 18 BANKNIFTY29Nov1826500PE
0 0.00 -2.268627 06-12-2018Dec 18 BANKNIFTY06Dec1826400CE
832 1.72 -0.546754 13-12-2018Dec 18 BANKNIFTY13Dec1826700PE
209 0.43 -0.118752 20-12-2018Dec 18 BANKNIFTY20Dec1827200CE
-880 -1.80 -1.916095 27-12-2018Dec 18 BANKNIFTY27Dec1827100PE
-1157 -2.36 -4.280848 03-01-2019Jan 19 BANKNIFTY03Jan1927100PE
419 0.84 -3.440906 10-01-2019Jan 19 BANKNIFTY10Jan1927800CE
0 0.00 -3.440906 17-01-2019Jan 19 BANKNIFTY17Jan1927500PE
1205 2.45 -0.986346 24-01-2019Jan 19 BANKNIFTY24Jan1927200PE
998 2.06 0 31-01-2019Jan 19 BANKNIFTY31Jan1926900PE
1258 2.55 0 07-02-2019Feb 19 BANKNIFTY07Feb1927300PE
-644 -1.33 -1.326183 14-02-2019Feb 19 BANKNIFTY14Feb1926900PE
694 1.43 0 21-02-2019Feb 19 BANKNIFTY21Feb1926900PE
0 0.00 0 28-02-2019Feb 19 BANKNIFTY28Feb1926800PE
1559 3.13 0 07-03-2019Mar 19 BANKNIFTY07Mar1927600PE
1599 3.06 0 14-03-2019Mar 19 BANKNIFTY14Mar1928900PE
1133 2.11 0 20-03-2019Mar 19 BANKNIFTY20Mar1929700PE
1356 2.51 0 28-03-2019Mar 19 BANKNIFTY28Mar1930000PE
-895 -1.65 -1.649309 04-04-2019Apr 19 BANKNIFTY04Apr1930000PE
980 1.82 0 11-04-2019Apr 19 BANKNIFTY11Apr1929700PE
-1840 -3.33 -3.334439 18-04-2019Apr 19 BANKNIFTY18Apr1930600PE
0 0.00 -3.334439 25-04-2019Apr 19 BANKNIFTY25Apr1929800PE
-1198 -2.24 -5.575382 02-05-2019May 19 BANKNIFTY02May1929800CE
0 0.00 -5.575382 09-05-2019May 19 BANKNIFTY09May1929000CE
1149 2.23 -3.345466 16-05-2019May 19 BANKNIFTY16May1928500PE
0 0.00 -3.345466 23-05-2019May 19 BANKNIFTY23May1930900PE
-1011 -1.80 -5.142406 30-05-2019May 19 BANKNIFTY30May1931400CE
1261 2.22 -2.92011 06-06-2019Jun 19 BANKNIFTY06Jun1931600CE
1025 1.84 -1.07586 13-06-2019Jun 19 BANKNIFTY13Jun1931000CE
 1616 2.95 0 20-06-2019Jun 19 BANKNIFTY20Jun1930300PE
1089 1.94 0 27-06-2019Jun 19 BANKNIFTY27Jun1931100PE
1425 2.52 0 04-07-2019Jul 19 BANKNIFTY04Jul1931400PE
1247 2.26 0 11-07-2019Jul 19 BANKNIFTY11Jul1930600PE
969 1.75 0 18-07-2019Jul 19 BANKNIFTY18Jul1930800CE
979 1.88 0 25-07-2019Jul 19 BANKNIFTY25Jul1928900PE
1500 2.91 0 01-08-2019Aug 19 BANKNIFTY01Aug1928800CE
-1582 -3.16 -3.156917 08-08-2019Aug 19 BANKNIFTY08Aug1927700PE
2372 4.73 0 14-08-2019Aug 19 BANKNIFTY14Aug1927800PE
1517 3.04 0 22-08-2019Aug 19 BANKNIFTY22Aug1927800CE
1995 4.00 0 29-08-2019Aug 19 BANKNIFTY29Aug1927800CE
1792 3.68 0 05-09-2019Sep 19 BANKNIFTY05Sep1927200CE
0 0.00 0 12-09-2019Sep 19 BANKNIFTY12Sep1927800PE
-2300 -4.70 -4.701956 19-09-2019Sep 19 BANKNIFTY19Sep1927100PE
0 0.00 -4.701956 26-09-2019Sep 19 BANKNIFTY26Sep1929500PE
-1631 -3.17 -7.869435 03-10-2019Oct 19 BANKNIFTY03Oct1928700CE
3822 7.44 -0.430353 10-10-2019Oct 19 BANKNIFTY10Oct1928600CE
2997 5.82 0 17-10-2019Oct 19 BANKNIFTY17Oct1928500PE
-2640 -4.95 -4.954227 24-10-2019Oct 19 BANKNIFTY24Oct1929500PE
0 0.00 -4.954227 31-10-2019Oct 19 BANKNIFTY31Oct1930100PE
1934 3.50 -1.456982 07-11-2019Nov 19 BANKNIFTY07Nov1930600PE
-2284 -4.14 -5.601538 14-11-2019Nov 19 BANKNIFTY14Nov1930500PE
0 0.00 -5.601538 21-11-2019Nov 19 BANKNIFTY21Nov1931300PE
2042 3.55 -2.054371 28-11-2019Nov 19 BANKNIFTY28Nov1931900PE
Intraday 9.20 Value
65.5 -56.5
18.05 17.9
8.75 8.7
22.05 21.95
35.2 34.2
42.75 -33.05
15.7 15.45
9.55 9.45
17.85 13.3
20.3 19.9
17.9 -9.7
12.5 -21.9
17.2 16.15
19.25 -36.85
4.3 4.25
16.7 16.6
7.7 6.7
40.85 -6.95
42.55 41.1
41.95 -78.05
98 -210.8
15.4 -20.5
31.15 31
46.6 46.3
58.5 58.35
7.45 -22.55
33.4 -7.4
32.2 31.15
25.95 -42.75
49.7 26.45
13.75 13.65
19.5 -136.55
18.85 17.65
10.4 5.2
85.45 82.8
58.65 58
76.3 76.2
13 12.9
18.95 18.65
20.7 20.6
0 -26
5.7 5.3
15.9 -52.9
9.1 9
 22.25 22.15
69.7 -10.3
79.5 72.15
85.75 78.55
3.65 3.45
17.6 17.4
35.6 35.45
29.15 -40.85
22.65 21.7
44.15 -95.65
0 -59.95
63.8 56.6
35.25 33.7
18.25 -36.65
20.95 20.9
33.05 -36.65
12.05 11.95
28.85 28.75
72.55 72.2
28.2 27.5
26 -1.6
33.65 33.5
19.6 19.5
126.15 16.15
59 -53.3
243.3 241.7
131.2 130.9
55 53.6
92.2 -15.8
45.5 -80
68.65 63.2
23.3 23.2
9.8 6.25
56.45 -19.45
27.85 27.7
17 6.85
17.8 -13.7
13.35 13.3
126.6 126.2
30.65 29.85
17.65 -32.15
32.7 31.65
34.35 33.55
6.4 6.3
66.2 0.9
 30 29.85
46.5 46.25
46.35 -12.65
71.15 25.15
52.35 -45.55
83.65 3.55
54.45 -43.55
103.05 -116.95
64.95 37.95
135.2 -28.8
45.75 -150.75
162.7 160.7
102.7 101.7
10.25 -28.95
25.25 25.25
54.1 54.1
40.6 40.6
35.4 35.3
23.95 22.95
73.15 23.85
38.2 -49.8
69.45 -46.25
19 18.9
47.45 -22.55
40.7 -6.8
62.3 61.95
57.3 57.05
95.65 31.25
28.4 28.1
41.1 25.1
76.65 76.6
48.8 48.75
80.9 80.6
83.25 83
60.25 -29.25
56.05 55.05
69.3 -114.7
37.55 -83.95
62.05 -57.75
59.35 58.35
56.7 56.1
267.2 -200.15
58.55 -42.55
82.7 82.55
53.45 49.7
 107.6 107.4
30.35 28.45
55.05 54.35
50.2 50.2
38.95 38.95
36.95 35.95
68.85 68.85
68.9 -89.3
140.45 139.85
Ticker Date/Time open high low close prev close % Change PE/CE
BANKNIFTY 6/9/2016 17955.8 17986.15 17801.55 17887.7 17946.8 0.05 PE
BANKNIFTY 6/16/2016 17827.6 17827.6 17545.8 17671.3 17917.9 -0.50 CE
BANKNIFTY 6/23/2016 17630.8 17907.5 17611 17892.45 17626.05 0.03 PE
BANKNIFTY 6/30/2016 17825.3 17975.05 17795.9 17935.4 17689.9 0.77 PE
BANKNIFTY 7/7/2016 18036.3 18146.55 17997.1 18084.9 18004.25 0.18 PE
BANKNIFTY 7/14/2016 18633.5 18880.9 18580.2 18863.75 18618.95 0.08 PE
BANKNIFTY 7/21/2016 18967.4 19000.3 18644.55 18674.3 18968.2 0.00 CE
BANKNIFTY 7/28/2016 19050.4 19126.75 18998.8 19076.55 19021.95 0.15 PE
BANKNIFTY 8/4/2016 18724.9 18724.9 18443.65 18571.7 18602 0.66 PE
BANKNIFTY 8/11/2016 18621 18699.2 18537.1 18640.4 18647.8 -0.14 CE
BANKNIFTY 8/18/2016 19087.2 19367.45 19083 19352.8 19041.25 0.24 PE
BANKNIFTY 8/25/2016 19383.7 19432.75 19282.8 19304.25 19355.6 0.15 PE
BANKNIFTY 9/1/2016 19805.8 19928.2 19738.3 19788.85 19787.6 0.09 PE
BANKNIFTY 9/8/2016 20439.2 20477.4 20335.2 20417.25 20406.9 0.16 PE
BANKNIFTY 9/15/2016 19927.6 19955.4 19730.25 19837.55 19909.15 0.09 PE
BANKNIFTY 9/22/2016 20153.1 20264.8 19996.9 20109.6 19828.45 1.64 PE
BANKNIFTY 9/29/2016 19762.3 19793.2 19059.05 19183.65 19653.55 0.55 PE
BANKNIFTY 10/6/2016 19518.55 19570.7 19325.8 19395.05 19536.85 -0.09 CE
BANKNIFTY 10/13/2016 19295.55 19295.55 18824.4 18954.25 19378.55 -0.43 CE
BANKNIFTY 10/20/2016 19493.9 19722.85 19479.25 19658.7 19412.1 0.42 PE
BANKNIFTY 10/27/2016 19452 19544.2 19252.1 19514.6 19483.6 -0.16 CE
BANKNIFTY 11/3/2016 19201.95 19319.65 19119.3 19178.7 19227.9 -0.13 CE
BANKNIFTY 11/10/2016 19827.5 20283.15 19787.45 20200.25 19518.25 1.58 PE
BANKNIFTY 11/17/2016 19115.9 19328.75 19009.85 19087.85 19108.1 0.04 PE
BANKNIFTY 11/24/2016 18476 18476.35 18215.8 18256.1 18540.9 -0.35 CE
BANKNIFTY 12/1/2016 18676.75 18713.1 18389.65 18428.45 18627.8 0.26 PE
BANKNIFTY 12/8/2016 18342.6 18558.75 18336.95 18515.45 18234.15 0.59 PE
BANKNIFTY 12/15/2016 18143.5 18532 18122.1 18401.15 18341.5 -1.08 CE
BANKNIFTY 12/22/2016 18027 18029.6 17839.75 17891.45 18084.5 -0.32 CE
BANKNIFTY 12/29/2016 17861.45 18053.3 17829.4 18033.15 17876.7 -0.09 CE
BANKNIFTY 1/5/2017 18000.75 18164.05 17977.8 18115.95 17891 0.61 PE
BANKNIFTY 1/12/2017 18885.45 18966.3 18805.85 18873.95 18830 0.29 PE
BANKNIFTY 1/19/2017 19165.35 19185.3 19046.1 19124.25 19164.5 0.00 PE
BANKNIFTY 2/2/2017 20053.95 20146.9 19915.2 20070.3 20020.6 0.17 PE
BANKNIFTY 2/9/2017 20312.65 20406.6 20000.35 20151.15 20245.4 0.33 PE
BANKNIFTY 2/16/2017 20243.25 20295.55 20088.2 20243.7 20163.7 0.39 PE
BANKNIFTY 2/23/2017 20887.65 21011.9 20828.4 20876.65 20868.45 0.09 PE
BANKNIFTY 3/2/2017 20885 20905 20516.9 20560.05 20783.75 0.49 PE
BANKNIFTY 3/9/2017 20620.55 20780.25 20603.9 20721.35 20676.55 -0.27 CE
BANKNIFTY 3/16/2017 21237.5 21289.8 21194.25 21249.9 21157.9 0.38 PE
BANKNIFTY 3/23/2017 20848.75 20934.75 20775.35 20895.5 20781.35 0.32 PE
BANKNIFTY 3/30/2017 21374.35 21696 21331.9 21620.7 21391.15 -0.08 CE
BANKNIFTY 4/6/2017 21572.7 21674 21488.9 21622.95 21652.7 -0.37 CE
BANKNIFTY 4/13/2017 21651.25 21758.85 21627 21686.6 21666.8 -0.07 CE
BANKNIFTY 4/20/2017 21419.45 21558.85 21396 21491.4 21556.35 -0.64 CE
BANKNIFTY 4/27/2017 22274.05 22380.85 22169.8 22326.3 22242.85 0.14 PE
BANKNIFTY 5/4/2017 22618.3 22743.7 22449.9 22720.1 22307.3 1.39 PE
BANKNIFTY 5/11/2017 22916.05 22977.85 22764.65 22818.45 22830.35 0.38 PE
BANKNIFTY 5/18/2017 22750.45 22834.55 22660.2 22698.6 22935.95 -0.81 CE
BANKNIFTY 5/25/2017 22573.65 23267.8 22570.35 23190.8 22536.3 0.17 PE
BANKNIFTY 6/1/2017 23394.1 23396.15 23224.05 23310.15 23424.8 -0.13 CE
BANKNIFTY 6/8/2017 23630.35 23659.1 23514.2 23536.1 23567.65 0.27 PE
BANKNIFTY 6/15/2017 23444.7 23473.3 23311.85 23391.75 23498.7 -0.23 CE
BANKNIFTY 6/22/2017 23716.85 23897.85 23694.15 23736.1 23708.75 0.03 PE
BANKNIFTY 6/29/2017 23312.4 23476 23124.35 23227.3 23235.85 0.33 PE
BANKNIFTY 7/6/2017 23399.5 23540.15 23369.5 23466.65 23352.6 0.20 PE
BANKNIFTY 7/13/2017 23817.25 23938 23811 23888.65 23695.45 0.51 PE
BANKNIFTY 7/20/2017 24170.65 24299.6 24170.65 24213.35 24152.65 0.07 PE
BANKNIFTY 7/27/2017 24857.5 25032.25 24799.4 24922.4 24670.7 0.76 PE
BANKNIFTY 8/3/2017 25002.85 25005.15 24619.6 24675.05 25055.2 -0.21 CE
BANKNIFTY 8/10/2017 24300.45 24326.9 23822.2 24217.35 24374.6 -0.30 CE
BANKNIFTY 8/17/2017 24495.2 24496.2 24121.55 24237.25 24437.7 0.24 PE
BANKNIFTY 8/24/2017 24374.75 24411.05 24224.85 24274.2 24316.8 0.24 PE
BANKNIFTY 8/31/2017 24354.35 24354.35 24207.7 24318.4 24308.7 0.19 PE
BANKNIFTY 9/7/2017 24324.85 24413.1 24246.9 24304.9 24279.15 0.19 PE
BANKNIFTY 9/14/2017 24857.25 24994.3 24815.5 24912.25 24831.8 0.10 PE
BANKNIFTY 9/21/2017 24934.1 24992.5 24706.45 24799.25 24965.05 -0.12 CE
BANKNIFTY 9/28/2017 23804.05 24074.2 23611.1 24008.15 23812.95 -0.04 CE
BANKNIFTY 10/5/2017 24114.75 24188.3 24033.35 24058.05 24113.3 0.01 PE
BANKNIFTY 10/12/2017 24151.45 24393.4 23978.4 24361.25 24107.45 0.18 PE
BANKNIFTY 10/19/2017 24238.4 24255.3 23923.7 24009.75 24313.75 -0.31 CE
BANKNIFTY 10/26/2017 24953.95 25186.05 24864.6 25022.2 25035.9 -0.33 CE
BANKNIFTY 11/2/2017 25508.4 25598.75 25405.5 25427.3 25490.45 0.07 PE
BANKNIFTY 11/9/2017 25281 25385.2 25166.15 25291.35 25184.35 0.38 PE
BANKNIFTY 11/16/2017 25292.9 25496.05 25273.7 25446.6 25218.9 0.29 PE
BANKNIFTY 11/23/2017 25826.3 25838.55 25620.95 25736.25 25766.65 0.23 PE
BANKNIFTY 11/30/2017 25693.8 25700.85 25246.85 25332.4 25795.7 -0.40 CE
BANKNIFTY 12/7/2017 24935.3 25097.4 24875.35 25057.25 24851.8 0.34 PE
BANKNIFTY 12/14/2017 25062.4 25205.9 24888.65 25168.2 25000.35 0.25 PE
BANKNIFTY 12/21/2017 25608.25 25629.95 25508.9 25554.3 25591.7 0.06 PE
BANKNIFTY 12/28/2017 25463.6 25561.95 25417.4 25490 25496.05 -0.13 CE
BANKNIFTY 1/4/2018 25367.65 25490.35 25310.3 25462.6 25318.6 0.19 PE
BANKNIFTY 1/11/2018 25628.2 25694.65 25532.25 25660.9 25617.3 0.04 PE
BANKNIFTY 1/18/2018 26762.25 26887.65 26423.75 26537.4 25974.9 3.03 PE
BANKNIFTY 1/25/2018 27414.1 27522.85 27151.75 27445.65 27398.55 0.06 PE
BANKNIFTY 2/1/2018 27334.85 27613.5 27046.35 27220.7 27379.45 -0.16 CE
BANKNIFTY 2/8/2018 25759.85 26126.4 25637.4 25920.65 25670 0.35 PE
BANKNIFTY 2/15/2018 25360.9 25615.15 25295.15 25424.35 25341.25 0.08 PE
BANKNIFTY 2/22/2018 24812.7 24987.05 24781.7 24955.2 24936.7 -0.50 CE
BANKNIFTY 3/1/2018 25022.35 25226.05 24854.4 24902.55 25107.4 -0.34 CE
BANKNIFTY 3/8/2018 24273.9 24534.5 24048.55 24477.65 24134.1 0.58 PE
BANKNIFTY 3/15/2018 24854.3 24939.85 24732 24791.85 24851.65 0.01 PE
BANKNIFTY 3/22/2018 24252.95 24314.4 24094.85 24141.5 24255.6 -0.01 CE
BANKNIFTY 4/5/2018 24394.45 24824.9 24380.85 24759.8 24129.5 1.10 PE
BANKNIFTY 4/12/2018 25076.9 25244.8 24969.4 25195.1 25098.25 -0.09 CE
BANKNIFTY 4/19/2018 25206.45 25207.3 25049.7 25126.15 25102.3 0.41 PE
BANKNIFTY 4/26/2018 24833.2 25064 24753.4 25010.9 24814.4 0.08 PE
BANKNIFTY 5/3/2018 25547.9 25653.45 25469.05 25605.25 25568.3 -0.08 CE
BANKNIFTY 5/10/2018 26216.1 26266.4 26057.2 26131 26154.45 0.24 PE
BANKNIFTY 5/17/2018 26233.2 26283.55 26012 26073.8 26182.15 0.19 PE
BANKNIFTY 5/24/2018 25722.9 26073.1 25658.4 26016.8 25684.95 0.15 PE
BANKNIFTY 5/31/2018 26587 27164.55 26354.55 26956.2 26327.8 0.98 PE
BANKNIFTY 6/7/2018 26577.95 26766.95 26483.9 26517.8 26367.6 0.80 PE
BANKNIFTY 6/14/2018 26612.3 26623.25 26503.1 26562.25 26642.8 -0.11 CE
BANKNIFTY 6/21/2018 26645.3 26682.95 26454.95 26496.95 26557.7 0.33 PE
BANKNIFTY 6/28/2018 26398.1 26487.85 26161 26324.6 26423.4 -0.10 CE
BANKNIFTY 7/5/2018 26481.55 26598.45 26415.2 26503.3 26433.95 0.18 PE
BANKNIFTY 7/12/2018 26937.5 27164.8 26936.05 27026.55 26816.2 0.45 PE
BANKNIFTY 7/19/2018 26960.2 27025.45 26730.1 26789.65 26880.9 0.30 PE
BANKNIFTY 7/26/2018 27054.7 27455.1 27045.05 27406.4 27031.3 0.09 PE
BANKNIFTY 8/2/2018 27469.5 27487.9 27327.95 27355.95 27596.6 -0.46 CE
BANKNIFTY 8/9/2018 28173.65 28363.4 28132 28320 28062.45 0.40 PE
BANKNIFTY 8/16/2018 27836.15 28013.1 27779.5 27826.55 28021.7 -0.66 CE
BANKNIFTY 8/23/2018 28321.95 28325.45 27965.35 28027.9 28257.9 0.23 PE
BANKNIFTY 8/30/2018 28233.7 28233.7 27961.75 28103.25 28224.1 0.03 PE
BANKNIFTY 9/6/2018 27464.25 27552.8 27246.25 27468.7 27376.05 0.32 PE
BANKNIFTY 9/27/2018 25442.1 25452.5 25007.05 25042.15 27376.05 0.26 PE
BANKNIFTY 10/4/2018 24735.15 24893.4 24501.05 24819.3 25069.9 -2.49 CE
BANKNIFTY 10/11/2018 24541.75 24940.1 24493.7 24783.95 25321.7 -1.12 CE
BANKNIFTY 10/25/2018 24841.5 24977.35 24696.85 24817.45 25064.2 -0.89 CE
BANKNIFTY 11/1/2018 25285.2 25401.6 25129.45 25323.65 25153.25 0.52 PE
BANKNIFTY 11/15/2018 25946.2 26197.6 25728 26154.75 25930.15 0.06 PE
BANKNIFTY 11/22/2018 26233.65 26323.95 25947.85 25999.45 26262.05 -0.11 CE
BANKNIFTY 11/29/2018 26641.6 27003.75 26577.15 26939.6 26457.95 0.69 PE
BANKNIFTY 12/6/2018 26339.1 26359.9 26149.45 26198.3 26519.6 -0.68 CE
BANKNIFTY 12/13/2018 26844.15 26951.45 26723.65 26816.35 26643.85 0.75 PE
BANKNIFTY 12/20/2018 27128.65 27309.1 27084.5 27275.1 27298.4 -0.62 CE
BANKNIFTY 12/27/2018 27200.65 27239.95 26845.1 26878.55 26986.8 0.79 PE
BANKNIFTY 1/3/2019 27181.6 27206.2 26923.75 26959.85 27174.7 0.03 PE
BANKNIFTY 1/10/2019 27713.55 27713.55 27488.2 27528.55 27720.4 -0.02 CE
BANKNIFTY 1/17/2019 27568.6 27611.55 27335.15 27528.75 27248.25 1.18 PE
BANKNIFTY 1/24/2019 27273.5 27342.35 27142.8 27266.4 27250.75 0.08 PE
BANKNIFTY 1/31/2019 26969.15 27325.05 26891.05 27295.45 26825.5 0.54 PE
BANKNIFTY 2/7/2019 27424.1 27589.75 27322.95 27387.15 27402.35 0.08 PE
BANKNIFTY 2/14/2019 26978 27030 26818.05 26970.6 26885.4 0.34 PE
BANKNIFTY 2/21/2019 26994.75 27100.9 26973 27052.4 26955.5 0.15 PE
BANKNIFTY 2/28/2019 26878 26920.5 26762.55 26789.9 26799.3 0.29 PE
BANKNIFTY 3/7/2019 27661 27815.5 27560 27764.6 27625.65 0.13 PE
BANKNIFTY 3/14/2019 29028.9 29070.35 28819.75 28923.1 28884.3 0.50 PE
BANKNIFTY 3/28/2019 30064.8 30496.05 29969.1 30420.55 30019.8 0.15 PE
BANKNIFTY 4/4/2019 30147.3 30245.7 29809.9 29904.9 30093.3 0.18 PE
BANKNIFTY 4/11/2019 29841.85 29852.25 29640.25 29786.1 29803.5 0.13 PE
BANKNIFTY 4/18/2019 30656.5 30669.8 30142.2 30223.4 30531.35 0.41 PE
BANKNIFTY 4/25/2019 29927.05 30057.7 29511.95 29561.35 29479.7 1.52 PE
BANKNIFTY 5/2/2019 29699.8 29919.35 29638.8 29708.6 29764.8 -0.22 CE
BANKNIFTY 5/9/2019 28893.95 29040.3 28784.65 28884.6 28994.4 -0.35 CE
BANKNIFTY 5/16/2019 28625.9 28947.6 28525.45 28855.3 28616.45 0.03 PE
BANKNIFTY 5/23/2019 30962.8 31705 30292.35 30409.1 30526.8 1.43 PE
BANKNIFTY 5/30/2019 31256.85 31619.25 31236.1 31537.1 31295.55 -0.12 CE
BANKNIFTY 6/6/2019 31523.95 31541.5 30800.8 30857.4 31589.05 -0.21 CE
BANKNIFTY 6/13/2019 30876.75 31036.9 30638.25 30976.1 30965.7 -0.29 CE
BANKNIFTY 6/20/2019 30390.2 30824.55 30220.7 30781.1 30362.1 0.09 PE
BANKNIFTY 6/27/2019 31192.1 31490.6 31158.8 31269.5 31162.35 0.10 PE
BANKNIFTY 7/4/2019 31471 31608.35 31428.05 31471.85 31382.3 0.28 PE
BANKNIFTY 7/11/2019 30707 30788.05 30565.35 30716.55 30522.1 0.61 PE
BANKNIFTY 7/18/2019 30705.8 30769.35 30378.6 30430.6 30735.5 -0.10 CE
BANKNIFTY 7/25/2019 28981.05 29240.8 28931.05 29043.05 28952.25 0.10 PE
BANKNIFTY 8/1/2019 28660.5 28819.7 28047.35 28367.25 28791.6 -0.46 CE
BANKNIFTY 8/8/2019 27840.1 28227.55 27531.05 28110.45 27702.05 0.50 PE
BANKNIFTY 8/22/2019 27690.05 27690.05 26975.55 27034.2 27719.05 -0.10 CE
BANKNIFTY 8/29/2019 27694.95 27719.05 27239.95 27305.2 27804.3 -0.39 CE
BANKNIFTY 9/5/2019 27086.95 27243.95 26815.4 26919.7 27123.85 -0.14 CE
BANKNIFTY 9/12/2019 27870.8 28062.3 27764.7 27818.5 27776.2 0.34 PE
BANKNIFTY 9/19/2019 27175.45 27175.45 26643 26757.65 27172.65 0.01 PE
BANKNIFTY 9/26/2019 29640.55 30718.35 29627 30002.6 29586.05 0.18 PE
BANKNIFTY 10/3/2019 28606.7 28769.1 28240.8 28414.1 28725.5 -0.41 CE
BANKNIFTY 10/10/2019 28542.95 28552.75 27914.15 28013.45 28785.85 -0.84 CE
BANKNIFTY 10/17/2019 28596.35 29049.05 28487.95 28989.45 28538.8 0.20 PE
BANKNIFTY 10/24/2019 29604.35 29693.25 28994.2 29107.95 29459.6 0.49 PE
BANKNIFTY 10/31/2019 30168.65 30415.65 29987.15 30066.25 29987.5 0.60 PE
BANKNIFTY 11/7/2019 30722.6 30821.35 30462.55 30633.15 30609.6 0.37 PE
BANKNIFTY 11/14/2019 30615.8 30789.2 30338.35 30749.95 30541.55 0.24 PE
BANKNIFTY 11/21/2019 31413.25 31463.15 31243 31349.95 31353.85 0.19 PE
BANKNIFTY 11/28/2019 31981.7 32157.05 31905.9 32122.95 31875.95 0.33 PE
STRIKE intraday change DAY
17900 0.379264638724 Thu
17900 0.8767304628778 Thu
17500 -1.484050638655 Thu
17700 -0.617661413833 Thu
17900 -0.269456595865 Thu
18500 -1.235677677302 Thu
19100 1.5452829591826 Thu
19000 -0.137267458951 Thu
18600 0.8181619127472 Thu
18700 -0.104183448794 Thu
19000 -1.39150844545 Thu
19300 0.4098804665776 Thu
19700 0.0855809914268 Thu
20300 0.107391678735 Thu
19800 0.4518858266926 Thu
20100 0.2158476859639 Thu
19700 2.9280498727375 Thu
19600 0.6327314272833 Thu
19400 1.7688016148801 Thu
19400 -0.845392661294 Thu
19600 -0.321817807937 Thu
19300 0.121081452665 Thu
19700 -1.879964695499 Thu
19000 0.1467364863805 Thu
18600 1.1901926823988 Thu
18600 1.3294604253952 Thu
18200 -0.942341870836 Thu
18200 -1.420067792873 Thu
18100 0.7519276640595 Thu
18000 -0.961288137301 Thu
17900 -0.639973334444 Thu
18800 0.0608934391291 Thu
19100 0.2144495143579 Thu
20000 -0.081530072629 Thu
20200 0.795071051783 Thu
20100 -0.00222296321 Thu
20800 0.0526626978143 Thu
20800 1.5559013646158 Thu
20700 -0.488832742095 Thu
21100 -0.058387286639 Thu
20700 -0.224234066791 Thu
21500 -1.152549668177 Thu
21700 -0.232933290687 Thu
21800 -0.163270019052 Thu
21500 -0.335909652209 Thu
22200 -0.234577905679 Thu
22500 -0.450078034158 Thu
22800 0.4259023697365 Thu
22900 0.2279075798501 Thu
22500 -2.733939792634 Thu
23500 0.3588511633275 Thu
23500 0.39885147702 Thu
23500 0.2258506186899 Thu
23600 -0.081165922119 Thu
23200 0.3650417803401 Thu
23300 -0.286971943845 Thu
23700 -0.299782720507 Thu
24100 -0.176660536643 Thu
24800 -0.261088202756 Thu
25100 1.3110505402384 Thu
24400 0.3419689758832 Thu
24400 1.0530634573304 Thu
24300 0.4125170514569 Thu
24300 0.1476122335435 Thu
24200 0.0820148942337 Thu
24800 -0.221263414094 Thu
25000 0.5408256163246 Thu
23900 -0.857417120196 Thu
24000 0.2351258047461 Thu
24100 -0.868684902977 Thu
24300 0.9433378440821 Thu
25100 -0.273503793989 Thu
25400 0.3179344843267 Thu
25200 -0.040939836241 Thu
25200 -0.607680416243 Thu
25700 0.3486755748985 Thu
25800 1.4065650079007 Thu
24800 -0.489065702037 Thu
25000 -0.422146322778 Thu
25500 0.2106742944168 Thu
25600 -0.10367740618 Thu
25300 -0.374295608777 Thu
25500 -0.12759382243 Thu
26700 0.8401759941709 Thu
27300 -0.115086761922 Thu
27400 0.4175987795799 Thu
25700 -0.624227237348 Thu
25300 -0.250188281962 Thu
24900 -0.574302675646 Thu
25100 0.4787719778518 Thu
24200 -0.839378921393 Thu
24800 0.251264368741 Thu
24400 0.4595317270683 Thu
24300 -1.497676725649 Thu
25200 -0.471350127009 Thu
25100 0.3185692550915 Thu
24700 -0.715574311808 Thu
25600 -0.224480289965 Thu
26100 0.3246096864141 Thu
26100 0.6076269765031 Thu
25600 -1.14256168628 Thu
26500 -1.388648587656 Thu
26500 0.2263154231233 Thu
26700 0.1880709296077 Thu
26500 0.5567586028305 Thu
26500 0.2784291293692 Thu
26400 -0.082132654622 Thu
26800 -0.330580046404 Thu
26900 0.6325991646946 Thu
27000 -1.299958972009 Thu
27600 0.4133675531044 Thu
28100 -0.519457010363 Thu
27900 0.0344875279089 Thu
28200 1.0382406578643 Thu
28100 0.4620365024775 Thu
27400 -0.016202881928 Thu
25300 1.5720007389327 Thu
24800 -0.340204122473 Thu
24600 -0.986889687981 Thu
24900 0.0968137994888 Thu
25200 -0.152065239745 Thu
25800 -0.803778588001 Thu
26300 0.8927465297433 Thu
26500 -1.118551438352 Thu
26400 0.5345664810111 Thu
26700 0.1035607385594 Thu
27200 -0.539835192684 Thu
27100 1.1841628784606 Thu
27100 0.8158092238867 Thu
27800 0.667543494067 Thu
27500 0.1445485080853 Thu
27200 0.0260325957431 Thu
26900 -1.209900942373 Thu
27300 0.1347355063612 Thu
26900 0.0274297575803 Thu
26900 -0.213560044083 Thu
26800 0.3277773643872 Thu
27600 -0.37453454322 Thu
28900 0.364464378602 Thu
30000 -1.183277454033 Thu
30000 0.8040521041685 Thu
29700 0.186818176487 Thu
30600 1.412750966353 Thu
29800 1.2219714271871 Thu
29800 -0.029629829157 Thu
29000 0.0323597154422 Thu
28500 -0.801372183931 Thu
30900 1.7882749622127 Thu
31400 -0.896603464521 Thu
31600 2.1144241124605 Thu
31000 -0.321763138931 Thu
30300 -1.28626991596 Thu
31100 -0.248139753335 Thu
31400 -0.002700899241 Thu
30600 -0.03110040056 Thu
30800 0.8962476144572 Thu
28900 -0.213932897531 Thu
28800 1.0231852200764 Thu
27700 -0.971081282036 Thu
27800 2.3685403240514 Thu
27800 1.4072962760359 Thu
27200 0.6174560074132 Thu
27800 0.1876515923475 Thu
27100 1.537417043692 Thu
29500 -1.221468562493 Thu
28700 0.6732688496052 Thu
28600 1.855099069998 Thu
28500 -1.3746509607 Thu
29500 1.6767806082552 Thu
30100 0.3394251980118 Thu
30600 0.2911537434983 Thu
30500 -0.438172446907 Thu
31300 0.2015073257304 Thu
31900 -0.44165882364 Thu
 0
1 9 17 25 33 41 49 57 65 73 81
-2

-4

-6

-8

-10

-12

-14
 Draw Down in %

33 41 49 57 65 73 81 89 97 105 113 121 129 137 145 153

Column V