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Strategy Name Bull Call Spread

Number of option legs Two


Direction Moderatly Bullish
Bull Call Spread
Particular Value Legend
Underlying Nifty LS - IV
Spot Price 7846 PP
Lower Strike (LS) 7800 LS Payof
Higher Strike (HS) 7900 HS IV
Debit (LS) 79 PR
Credit (HS) 25 HS Payof
Net 54

Calculations
Market Expiry LS - IV PP LS Payof
7000 0 -79 -79
7100 0 -79 -79
7200 0 -79 -79
7300 0 -79 -79
7400 0 -79 -79
7500 0 -79 -79
7600 0 -79 -79
7700 0 -79 -79
7800 0 -79 -79
7900 100 -79 21
8000 200 -79 121
8100 300 -79 221
8200 400 -79 321
8300 500 -79 421
8400 600 -79 521
8500 700 -79 621
Lower Strike Intrensic value
Premium Paid
Payof from Lower strike
Higher Strike Intresic value
Premium Received
Payof from Higher strike

HS - IV PR HS Payof Strategy Payof


0 25 25 -54
0 25 25 -54
0 25 25 -54
B
0 25 25 -54
0 25 25 -54 60
0 25 25 -54
40
0 25 25 -54
0 25 25 -54
20
0 25 25 -54
0 25 25 46 0
100 25 -75 46 7000 7100 7200 7300 7400 750
200 25 -175 46 -20
300 25 -275 46
400 25 -375 46 -40
500 25 -475 46
600 25 -575 46 -60
Bull Call Spread Payof
60

40

20

0
7000 7100 7200 7300 7400 7500 7600 7700 7800 7900 8000 8100 8200 8300 8400 8500
20

40

60

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