Short strangle Nifty
Sell Nifty Put 7700
Prev Close
138
Sell Nifty call 8250
Prev close 34.50
Total pay in-4300 considering 1 lot each of size 25, Margin will be of 2 lots per strangle pair.
Loss only if Nifty crossed this range at expiry. Expiry closing anywhere between this range will make options value zero
Sell Nifty Put 7700
Prev Close
138
Sell Nifty call 8250
Prev close 34.50
Total pay in-4300 considering 1 lot each of size 25, Margin will be of 2 lots per strangle pair.
Loss only if Nifty crossed this range at expiry. Expiry closing anywhere between this range will make options value zero
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