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NIFTY HEDGING STRATEGY BUILDER - NITIN POTADE |
ndpotade
Yellow Belt
Joined: 05 Feb 2010
Posts: 580
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Post: #1  Posted: Tue Oct 25, 2011 10:18 am Post subject: NIFTY HEDGING STRATEGY BUILDER - NITIN POTADE |
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I HAVE PREPARED EXCEL CALCULATOR, NIFTY HEDGING STRATEGY BUILDER, WHICH WILL HELP US TO BUILD OUR HEDGING STRATEGY IN NIFTY
THIS WILL BE DIWALI GIFT TO MY ICHARTS FRIENDS AND I AM SURE THAT YOU HAVENT SEEN SUCH EASY CALCULATOR TO MAKE HEDGING STRATEGY.
LINK FOR DOWLOADING EXCEL FILE
NIFTY_HEDGING_STRATEGY_BUILDER
http://www.4shared.com/document/vN2FLkTC/NITIN_NIFTY_STRATEGY_BUILDER.html
MAKE GOOD USE OF IT FOR STUDY.
ALL THE BEST.
NITIN POTADE
MAHIM, MUMBAI |
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ndpotade
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Joined: 05 Feb 2010
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| Post: #2 Posted: Tue Oct 25, 2011 9:41 pm Post subject: |
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| ANYONE TRIED TO USE? |
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ndpotade
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Posts: 580
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chandrujimrc
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Joined: 21 Apr 2009
Posts: 1683
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| Post: #4 Posted: Wed Oct 26, 2011 1:58 pm Post subject: |
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Hi Nitin,
I am unable to open the link.
chandru. |
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aillonianil
White Belt
Joined: 05 Sep 2011
Posts: 6
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| Post: #5 Posted: Wed Oct 26, 2011 5:41 pm Post subject: hi sir |
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wish u a happy Diwali
sir can u explain how to use this strategy
can u mail the information |
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ndpotade
Yellow Belt
Joined: 05 Feb 2010
Posts: 580
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| Post: #6 Posted: Wed Oct 26, 2011 6:25 pm Post subject: |
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| chandrujimrc wrote: | Hi Nitin,
I am unable to open the link.
chandru. |
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DEAR CHANDRUJI,
I HAVE LIMITED KNOWLEDGE ABOUT HARDWARE BUT TILL NOW 217 FRIENDS HAVE DOWNLOADED IT.
PLEASE TRY AGAIN.
NITIN
NIFTY_HEDGING_STRATEGY_BUILDER
http://www.4shared.com/document/vN2FLkTC/NITIN_NIFTY_STRATEGY_BUILDER.html
( 217 downloads ) |
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chandrujimrc
Brown Belt
Joined: 21 Apr 2009
Posts: 1683
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| Post: #7 Posted: Wed Oct 26, 2011 6:32 pm Post subject: |
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Hi Nitin,
No problem,I have downloaded successfully.Thank you.,If you dont mind pl explain,how to apply?
chandru. |
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vinay28
Black Belt
Joined: 24 Dec 2010
Posts: 11748
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| Post: #8 Posted: Wed Oct 26, 2011 7:26 pm Post subject: |
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Dear Potade
I tried to use your file as below
I put 5400 PE and long. Then put 5202 as spot nifty value and present option value of 47. Your file shows profit only from 5450 onwards. Unless I am not using your file correctly, your file is incorrect since at nifty of 5202 itself 5400 CE is 47. And will gradually rise as nifty rises giving me profit above, say, 5210 if nifty rises from friday onwards.
Clearly your file does not take into account "time value" of CE or PE as well as volatilty. It considers obly the intrinsic value, which is zero at present.
Please clarify whether I am right |
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bgsalvi
White Belt
Joined: 19 Mar 2009
Posts: 15
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| Post: #9 Posted: Wed Oct 26, 2011 8:16 pm Post subject: |
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Dear potade,
Similar option strategy builder was prepared by me with graphical presentation. But then some one suggest me about option oracle. This software is free and outstanding too. You can view graphical presentation wrt time, volatility, spot price etc. alongwith all greek values. Further this get updated every 30 secs to give dynamic position based on latest values of options. Just download and enjoy this supurb software.
With regards,
B.G. Salvi |
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vinay28
Black Belt
Joined: 24 Dec 2010
Posts: 11748
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| Post: #10 Posted: Wed Oct 26, 2011 8:27 pm Post subject: |
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Dear Salvi
The OptionsOracle software does not seem to support automatic option-chain download for Indian exchanges. So how do you manage? |
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ndpotade
Yellow Belt
Joined: 05 Feb 2010
Posts: 580
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| Post: #11 Posted: Wed Oct 26, 2011 11:10 pm Post subject: |
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| vinay28 wrote: | Dear Potade
I tried to use your file as below
I put 5400 PE and long. Then put 5202 as spot nifty value and present option value of 47. Your file shows profit only from 5450 onwards. Unless I am not using your file correctly, your file is incorrect since at nifty of 5202 itself 5400 CE is 47. And will gradually rise as nifty rises giving me profit above, say, 5210 if nifty rises from friday onwards.
Clearly your file does not take into account "time value" of CE or PE as well as volatilty. It considers obly the intrinsic value, which is zero at present.
Please clarify whether I am right |
================================================
IF YOU HOLD ONLY PE 5400 LONG POSITION, IT IS NOT HEDGING.
AND I HAVE CALCULATED PROFIT & LOSS, IF YOU HOLD YOUR HEDGING POSTION ( MEANS ATLEAST 2 POSITION - MAY BE CALL, PUT OR FUTURE )
TILL EXPIRY.
STILL I WILL TRY TO LOOK INTO YOUR QUERY. |
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ndpotade
Yellow Belt
Joined: 05 Feb 2010
Posts: 580
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| Post: #12 Posted: Wed Oct 26, 2011 11:17 pm Post subject: |
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| ndpotade wrote: | | vinay28 wrote: | Dear Potade
I tried to use your file as below
I put 5400 PE and long. Then put 5202 as spot nifty value and present option value of 47. Your file shows profit only from 5450 onwards. Unless I am not using your file correctly, your file is incorrect since at nifty of 5202 itself 5400 CE is 47. And will gradually rise as nifty rises giving me profit above, say, 5210 if nifty rises from friday onwards.
Clearly your file does not take into account "time value" of CE or PE as well as volatilty. It considers obly the intrinsic value, which is zero at present.
Please clarify whether I am right |
================================================
IF YOU HOLD ONLY PE 5400 LONG POSITION, IT IS NOT HEDGING.
AND I HAVE CALCULATED PROFIT & LOSS, IF YOU HOLD YOUR HEDGING POSTION ( MEANS ATLEAST 2 POSITION - MAY BE CALL, PUT OR FUTURE )
TILL EXPIRY.
STILL I WILL TRY TO LOOK INTO YOUR QUERY. |
==============================================
ARE YOU REFERING PE 5400 OR CE 5400 ? |
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ndpotade
Yellow Belt
Joined: 05 Feb 2010
Posts: 580
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| Post: #13 Posted: Wed Oct 26, 2011 11:28 pm Post subject: |
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| bgsalvi wrote: | Dear potade,
Similar option strategy builder was prepared by me with graphical presentation. But then some one suggest me about option oracle. This software is free and outstanding too. You can view graphical presentation wrt time, volatility, spot price etc. alongwith all greek values. Further this get updated every 30 secs to give dynamic position based on latest values of options. Just download and enjoy this supurb software.
With regards,
B.G. Salvi |
================================================
DEAR SALVI SIR,
THANKS FOR COMPARING MY EXCEL FILE WITH OPTION ORACLE.
IF YOU HAVE PREAPRED EXCEL, PLEASE SHARE WITH US SO WE WILL GAIN SOME KNOWLEDGE ABOUT IT. I DONT HAVE KNWOLWEGE ABOUT GRAPICAL PRESENDATION.
SECONDLY, I DONT THINK OPTION ORACLE, PROVIDES MTM PROFIT & LOSS AT CERTAIN LEVEL OF NIFTY ON EXPIRY.
NOW WORKING ON NEW EXCEL FILE WHERE IT WILL SUGGEST SOME CORRECTIVE STEPS IF NIFTY MOVES AGAINST OUR HEDGING STRATEGY. THE NEW EXCEL FILE WILL BE BASED ON THE ABOVE MENTIONED EXCEL FILE.
THANKS FOR WRITING....
NITIN POTADE
MAHIM, MUMBAI |
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anand4v_12
White Belt
Joined: 13 Oct 2011
Posts: 2
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| Post: #14 Posted: Wed Oct 26, 2011 11:48 pm Post subject: excel calculations -reg. |
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| sir can u explain to me [CONTENT REMOVED BY ADMIN] |
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kamal.icharts
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Joined: 10 Apr 2013
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