Strategy Name Iron Condor

Number of option legs 4

Direction Market Neutral
Short Straddle
Particular Value
Underlying Nifty Max P&L
Spot Price 9914 Lower Breakeven
CE Strike, Sell 10100 Upper Breakeven
PE Strike, Sell 9700 Max Loss
CE Strike, Buy 10200 Max Loss level
PE Strike, Buy 9600 Max Profit
CE Premium received for short 109
PE Premium received for short 140.1
CE Premium paid for Long 75.6
PE Premium paid for Long 111.75
Net Premium (Credit) 61.75

Calculations
Market Expiry Short_CE_IV PR CE Payoff (S)
8800 0 109 109
8900 0 109 109
9000 0 109 109
9100 0 109 109
9200 0 109 109
9300 0 109 109
9400 0 109 109
9500 0 109 109
9600 0 109 109
9700 0 109 109
9800 0 109 109
9900 0 109 109
10000 0 109 109
10100 0 109 109
10200 100 109 9
10300 200 109 -91
10400 300 109 -191
10500 400 109 -291
10600 500 109 -391
10700 600 109 -491
10800 700 109 -591
10900 800 109 -691
11000 900 109 -791
 9638.25
10161.75
38.25
Below PE Buy and above CE Buy
Net Premium

Short_PE_IV PR PE_Payoff (S) Long_CE_IV PP

900 140.1 -759.9 0 75.6
800 140.1 -659.9 0 75.6
700 140.1 -559.9 0 75.6
600 140.1 -459.9 0 75.6
500 140.1 -359.9 0 75.6
400 140.1 -259.9 0 75.6
300 140.1 -159.9 0 75.6
200 140.1 -59.9 0 75.6
100 140.1 40.1 0 75.6
0 140.1 140.1 0 75.6
0 140.1 140.1 0 75.6
0 140.1 140.1 0 75.6
0 140.1 140.1 0 75.6
0 140.1 140.1 0 75.6
0 140.1 140.1 0 75.6
0 140.1 140.1 100 75.6
0 140.1 140.1 200 75.6
0 140.1 140.1 300 75.6
0 140.1 140.1 400 75.6
0 140.1 140.1 500 75.6
0 140.1 140.1 600 75.6
0 140.1 140.1 700 75.6
0 140.1 140.1 800 75.6
Long CE Payoff (B) Long_PE_IV PP Long PE Payoff (B) Strategy Payoff
-75.6 800 111.75 688.25 -38.25
-75.6 700 111.75 588.25 -38.25 80
-75.6 600 111.75 488.25 -38.25
-75.6 500 111.75 388.25 -38.25 60
-75.6 400 111.75 288.25 -38.25
-75.6 300 111.75 188.25 -38.25 40
-75.6 200 111.75 88.25 -38.25
-75.6 100 111.75 -11.75 -38.25 20
-75.6 0 111.75 -111.75 -38.25
-75.6 0 111.75 -111.75 61.75 0
-75.6 0 111.75 -111.75 61.75 00 00 00 00 00 00 00
88 89 90 91 92 93 94
-75.6 0 111.75 -111.75 61.75
-20
-75.6 0 111.75 -111.75 61.75
-75.6 0 111.75 -111.75 61.75
-40
-75.6 0 111.75 -111.75 -38.25
24.4 0 111.75 -111.75 -38.25
-60
124.4 0 111.75 -111.75 -38.25
224.4 0 111.75 -111.75 -38.25
324.4 0 111.75 -111.75 -38.25
424.4 0 111.75 -111.75 -38.25
524.4 0 111.75 -111.75 -38.25
624.4 0 111.75 -111.75 -38.25
724.4 0 111.75 -111.75 -38.25
 Iron Condor Payoff
80

60

40

20

0
00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00 00
88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110
20

40

60