Algo Trading

Algo Strategy : Bear Put Spread

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Algo Strategy : Bear Put Spread is executed when a trader thinks the price underline asset will decrease moderately in a range .The trader forgoes a bigger profit by reducing the cost by selling OTM PUT and receiving premium .

Strategy :

Buy ITM PUT

Sell OTM PUT

NIFTY 50 Underline : 17585

BUY ITM PUT Strike 17700 : Premium Paid Rs. 154

SELL OTM PUT Strike 17500 : Premium Received Rs. 60

When NIFTY 50 Falls to 17400

BUY PUT = 17700-17400-154 = Rs.146

SELL PUT = 17400-17500+60 = Rs.-40

Net Profit = Rs.106 Maximum Profit

Formula : 17700-17500-154+60 = Rs. 106

When NIFTY 50 Rises to 17800

– BUY ITM PUT Premium Paid + SELL PUT Premium Received = -154 +60 = -94 Loss Maximum Loss

Formula for Maximum Profit : Strike Price of BUY PUT – Strike Price of SELL PUT -Net Premium-Brokerage

Maximum Profit : When Price of Underline <= Strike Price of Sell Call

Maximum Loss : Premium Paid + Brokerage

ALGO Strategy BULL CALL Spread : Algo Strategy : Bull Call Spread

NSE India Options Chain Website https://www.nseindia.com/option-chain 

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