[Vega] IDFC First Bank 52 Straddle

2019年3月24日

Sell IDFC First Bank 52 PE at .65
Sell IDFC First Bank 52 CE at 1.1


Rationale - unofficedforum.s3.dualstack.us-east-1.amazonaws.com/original/1X/46e48f48a0ca7b69bc86a0dd3ed74f1e97b1c181.png

2019年3月24日

注释

This falls under the physical settlement and is an extremely risky trade. Be cautious.

2019年3月24日

注释

In the case of upside BEP breaks which is highly unlikely, We may ladder up the PE. In the case of downside BEP breaks, Our futures short will trigger.