Dear Team
I want to create a Nifty Strategy
Entry : Entered Nifty LTP round to 100 CE and PE
the premium received let say CE @ 80 , PE @90
i want to buy 80 + 90= 170 point away Buy option…rounded to 100 , which is 200 OTM
This is i am unable to create
Buy Option CE +200, PE - 200
Basically, want to buy option based on the premium received from sell option
Chose Fx for Strike and in Fx
Round (LTP(NIFTY50), Base 100) + Round (Math Operation, Base 100)
In Math Operation for Number1 and Number2 both select Traded Instrument and operator “+”.
Now click on First Traded Instrument and point to the CE leg taken, keeping ‘Field’ as price,
Same way you can do for PE subtracting.
Note : This will first Round LTP of spot and then Round the sum of premiums and add together.
If you want all three added without rounding first and round finally to base 100 then it should be done with Single Round function. In Round function first chose Math Operation and base 100. Then in this Math Operation chose Number1 as LTP and Number2 as Math operation again and “+” operator for CE and “-” operator for PE.
Then in second math operation choose instrument prices as described above.
