In this strategy we will backtest 920 short straddle with multiple exti time frame where we can analyze and refine this intraday option selling strategy for maximum profit.
| SYMBOL | POSITION | STRATEGY | ENTRY_TIME | EXIT_TIME | ASPECT | EXIT_TIME 13:00:00 | EXIT_TIME 13:15:00 | EXIT_TIME 13:30:00 | EXIT_TIME 13:45:00 | EXIT_TIME 14:00:00 | EXIT_TIME 14:15:00 | EXIT_TIME 14:30:00 | EXIT_TIME 14:45:00 | EXIT_TIME 15:00:00 | EXIT_TIME 15:15:00 | EXIT_TIME 15:30:00 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Estimated Margin (On 13 Jun) | Rs 1.15L | Rs 1.15L | Rs 1.15L | Rs 1.15L | Rs 1.15L | Rs 1.15L | Rs 1.15L | Rs 1.15L | Rs 1.15L | Rs 1.15L | Rs 1.15L |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Overall Profit | Rs 91259 (79%) | Rs 102041 (89%) | Rs 174734 (152%) | Rs 148325 (129%) | Rs 175543 (153%) | Rs 102003 (88%) | Rs 128972 (112%) | Rs 133035 (116%) | Rs 147432 (128%) | Rs 159263 (138%) | Rs 225839 (197%) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Avg Day Profit | Rs 49 (0.04%) | Rs 55 (0.05%) | Rs 95 (0.08%) | Rs 81 (0.07%) | Rs 95 (0.08%) | Rs 55 (0.05%) | Rs 70 (0.06%) | Rs 72 (0.06%) | Rs 80 (0.07%) | Rs 87 (0.08%) | Rs 123 (0.11%) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Max Profit | Rs 11359 (9.91%) | Rs 12505 (10.91%) | Rs 13322 (11.62%) | Rs 12569 (10.97%) | Rs 11589 (10.11%) | Rs 13190 (11.51%) | Rs 13695 (11.95%) | Rs 14587 (12.73%) | Rs 14162 (12.36%) | Rs 14440 (12.60%) | Rs 14918 (13.01%) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Max Loss | Rs -36360 (-31.72%) | Rs -35213 (-30.72%) | Rs -37941 (-33.10%) | Rs -40612 (-35.43%) | Rs -40901 (-35.68%) | Rs -46639 (-40.69%) | Rs -45304 (-39.52%) | Rs -40482 (-35.32%) | Rs -40389 (-35.24%) | Rs -40907 (-35.69%) | Rs -39189 (-34.19%) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Win% (Days) | 65% (1186) | 66% (1199) | 67% (1219) | 66% (1213) | 67% (1224) | 67% (1219) | 67% (1223) | 67% (1224) | 67% (1227) | 67% (1223) | 67% (1227) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Loss% (Days) | 35% (644) | 34% (631) | 33% (611) | 34% (617) | 33% (606) | 33% (611) | 33% (607) | 33% (606) | 33% (603) | 33% (607) | 33% (603) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Avg Monthly Profit | Rs 1006 (0.88%) | Rs 1125 (0.98%) | Rs 1927 (1.68%) | Rs 1635 (1.43%) | Rs 1936 (1.69%) | Rs 1125 (0.98%) | Rs 1422 (1.24%) | Rs 1467 (1.28%) | Rs 1626 (1.42%) | Rs 1756 (1.53%) | Rs 2490 (2.17%) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Avg Profit On Win Days | Rs 1078 (0.94%) | Rs 1129 (0.98%) | Rs 1181 (1.03%) | Rs 1256 (1.10%) | Rs 1326 (1.16%) | Rs 1402 (1.22%) | Rs 1483 (1.29%) | Rs 1568 (1.37%) | Rs 1658 (1.45%) | Rs 1748 (1.52%) | Rs 1805 (1.57%) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Avg Loss On Loss Days | Rs -1844 (-1.61%) | Rs -1983 (-1.73%) | Rs -2070 (-1.81%) | Rs -2229 (-1.94%) | Rs -2389 (-2.08%) | Rs -2631 (-2.30%) | Rs -2775 (-2.42%) | Rs -2947 (-2.57%) | Rs -3128 (-2.73%) | Rs -3260 (-2.84%) | Rs -3298 (-2.88%) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Total Lot | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Max Drawdown (MDD) | Rs -114906(-100.25%) | Rs -134007(-116.91%) | Rs -121871(-106.32%) | Rs -137189(-119.69%) | Rs -122350(-106.74%) | Rs -144555(-126.11%) | Rs -118076(-103.01%) | Rs -113389(-98.92%) | Rs -132320(-115.44%) | Rs -124065(-108.24%) | Rs -117473(-102.48%) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | MDD Days (Recovery Period) | 729 (6 Days – Running) (15 Jun 2022 – Running) | 697 (388 Days) (23 May 2019 – 19 Apr 2021) | 574 (368 Days) (03 Sep 2019 – 30 Mar 2021) | 697 (388 Days) (23 May 2019 – 19 Apr 2021) | 679 (370 Days) (23 May 2019 – 01 Apr 2021) | 756 (440 Days) (13 May 2019 – 07 Jun 2021) | 688 (372 Days) (13 May 2019 – 31 Mar 2021) | 554 (8 Days – Running) (07 Dec 2022 – Running) | 554 (8 Days – Running) (07 Dec 2022 – Running) | 554 (8 Days – Running) (07 Dec 2022 – Running) | 554 (8 Days – Running) (07 Dec 2022 – Running) |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Return to MDD Ratio | 0.11 | 0.1 | 0.19 | 0.15 | 0.19 | 0.09 | 0.15 | 0.16 | 0.15 | 0.17 | 0.26 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Max Winning Streak | 17 Days | 19 Days | 19 Days | 15 Days | 16 Days | 14 Days | 20 Days | 14 Days | 14 Days | 16 Days | 16 Days |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Max Losing Streak | 7 Days | 6 Days | 8 Days | 8 Days | 6 Days | 7 Days | 5 Days | 7 Days | 6 Days | 6 Days | 7 Days |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Expectancy | 0.03 | 0.04 | 0.05 | 0.03 | 0.04 | 0.03 | 0.03 | 0.03 | 0.03 | 0.03 | 0.04 |
| SYMBOL | POSITION | STRATEGY | ENTRY_TIME | EXIT_TIME | YEAR | Mon | Tue | Wed | Thu | Fri |
|---|---|---|---|---|---|---|---|---|---|---|
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017 | -8,425.00 | 4,088.00 | 8,700.00 | 19,979.00 | 1,197.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018 | -830.00 | 4,261.00 | 8,946.00 | 19,721.00 | -8,014.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2019 | -4,357.00 | 2,723.00 | 8,189.00 | 37,061.00 | -44,512.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2020 | -37,522.00 | 30,283.00 | 13,854.00 | 39,360.00 | -20,403.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2021 | -25,283.00 | 36,032.00 | 12,438.00 | 32,938.00 | 29,642.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2022 | -8,904.00 | 22,190.00 | -12,289.00 | 11,615.00 | -8,046.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2023 | 2,474.00 | 14,320.00 | -35,678.00 | 3,102.00 | -3,242.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2024 | 283.00 | -31,379.00 | -15,903.00 | -712.00 | -6,638.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Total | -82,564.00 | 82,518.00 | -11,743.00 | 163,064.00 | -60,016.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2017 | -6,212.00 | 4,896.00 | 9,739.00 | 19,314.00 | -1,072.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2018 | -1,086.00 | 6,985.00 | 8,628.00 | 25,051.00 | -10,789.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2019 | -2,546.00 | 2,656.00 | 10,978.00 | 35,794.00 | -50,770.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2020 | -45,268.00 | 18,402.00 | 11,798.00 | 45,464.00 | -20,404.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2021 | -14,381.00 | 32,765.00 | 10,108.00 | 33,746.00 | 28,070.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2022 | -6,651.00 | 10,835.00 | -5,385.00 | 9,152.00 | -7,136.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2023 | 7,307.00 | 18,506.00 | -33,519.00 | 7,717.00 | 133.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2024 | 605.00 | -24,649.00 | -19,797.00 | -948.00 | -5,995.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | Total | -68,232.00 | 70,396.00 | -7,450.00 | 175,290.00 | -67,963.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2017 | -5,080.00 | 5,754.00 | 8,751.00 | 21,532.00 | -2,049.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2018 | -1,041.00 | 11,441.00 | 3,466.00 | 28,061.00 | -7,845.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2019 | 2,751.00 | -2,907.00 | 9,386.00 | 39,327.00 | -50,990.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2020 | -47,626.00 | 16,378.00 | 8,028.00 | 56,425.00 | -18,951.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2021 | -16,476.00 | 43,607.00 | 18,529.00 | 50,257.00 | 33,764.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2022 | -6,626.00 | 18,700.00 | 4,265.00 | 3,244.00 | -752.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2023 | 8,655.00 | 20,334.00 | -32,451.00 | -574.00 | -235.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2024 | 2,321.00 | -27,550.00 | -12,551.00 | -1,704.00 | -4,834.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | Total | -63,122.00 | 85,757.00 | 7,423.00 | 196,568.00 | -51,892.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2017 | -4,665.00 | 4,462.00 | 8,133.00 | 21,230.00 | -2,270.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2018 | -3,354.00 | 13,738.00 | 1,448.00 | 26,997.00 | -8,182.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2019 | 1,480.00 | -3,672.00 | 11,153.00 | 28,263.00 | -56,533.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2020 | -41,822.00 | 24,314.00 | 3,820.00 | 51,706.00 | -21,918.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2021 | -17,768.00 | 43,732.00 | 18,630.00 | 49,758.00 | 23,568.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2022 | -5,028.00 | 20,676.00 | 8,363.00 | -208.00 | -5,050.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2023 | 633.00 | 20,248.00 | -28,421.00 | 6,574.00 | -2,672.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2024 | 2,570.00 | -23,454.00 | -11,095.00 | -362.00 | -6,697.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | Total | -67,954.00 | 100,044.00 | 12,031.00 | 183,958.00 | -79,754.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2017 | -4,519.00 | 1,254.00 | 9,675.00 | 23,289.00 | -3,904.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2018 | -2,354.00 | 10,386.00 | 4,009.00 | 38,223.00 | -9,580.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2019 | 951.00 | -8,118.00 | 10,286.00 | 29,031.00 | -55,927.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2020 | -45,305.00 | 28,260.00 | 776.00 | 61,441.00 | -21,080.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2021 | -11,205.00 | 39,497.00 | 23,282.00 | 48,741.00 | 34,818.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2022 | -9,790.00 | 18,333.00 | -1,368.00 | 11,715.00 | -4,541.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2023 | -1,705.00 | 19,201.00 | -27,248.00 | 7,157.00 | -2,449.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2024 | 528.00 | -17,425.00 | -11,846.00 | 803.00 | -7,749.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | Total | -73,399.00 | 91,388.00 | 7,566.00 | 220,400.00 | -70,412.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2017 | -1,928.00 | 2,902.00 | 4,824.00 | 22,063.00 | -2,008.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2018 | -4,416.00 | 6,422.00 | 2,443.00 | 42,161.00 | -11,260.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2019 | 1,929.00 | -23,735.00 | 15,724.00 | 29,047.00 | -62,912.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2020 | -52,805.00 | 39,585.00 | -7,649.00 | 38,207.00 | -12,875.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2021 | -6,374.00 | 32,772.00 | 28,151.00 | 38,619.00 | 29,658.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2022 | -10,464.00 | 10,685.00 | 4,863.00 | 10,220.00 | -5,712.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2023 | 858.00 | 21,186.00 | -23,082.00 | 1,199.00 | -6,560.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2024 | 4,417.00 | -22,596.00 | -20,492.00 | -863.00 | -10,201.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | Total | -68,783.00 | 67,221.00 | 4,782.00 | 180,653.00 | -81,870.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2017 | -2,799.00 | 3,312.00 | 6,801.00 | 28,062.00 | -1,877.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2018 | -701.00 | -3,531.00 | 7,668.00 | 51,394.00 | -13,539.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2019 | 7,604.00 | -24,844.00 | 11,445.00 | 28,252.00 | -59,914.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2020 | -57,833.00 | 43,224.00 | 2,485.00 | 44,996.00 | -4,530.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2021 | -5,524.00 | 29,478.00 | 19,392.00 | 43,166.00 | 37,954.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2022 | -8,710.00 | 10,864.00 | 7,397.00 | 585.00 | -151.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2023 | -2,450.00 | 21,544.00 | -25,571.00 | 1,730.00 | -3,156.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2024 | 263.00 | -32,414.00 | -25,340.00 | 2,780.00 | -8,540.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | Total | -70,150.00 | 47,633.00 | 4,277.00 | 200,965.00 | -53,753.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2017 | -3,323.00 | 6,557.00 | 9,102.00 | 26,534.00 | 1,226.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2018 | 358.00 | -1,890.00 | 226.00 | 50,157.00 | -16,524.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2019 | 9,080.00 | -31,690.00 | 8,405.00 | 27,490.00 | -47,087.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2020 | -64,026.00 | 40,701.00 | 16,719.00 | 59,036.00 | 1,879.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2021 | -13,843.00 | 24,721.00 | 24,426.00 | 41,597.00 | 38,658.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2022 | -17,287.00 | 9,405.00 | 10,360.00 | -8,266.00 | 6,539.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2023 | -468.00 | 22,468.00 | -30,908.00 | 1,704.00 | 4,769.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2024 | 1,619.00 | -23,262.00 | -40,104.00 | -4,650.00 | -7,373.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | Total | -87,890.00 | 47,010.00 | -1,774.00 | 193,602.00 | -17,913.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2017 | -1,710.00 | 8,340.00 | 9,951.00 | 27,961.00 | 2,171.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2018 | 201.00 | -3,926.00 | 3,228.00 | 46,074.00 | -12,080.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2019 | 12,444.00 | -21,717.00 | 6,397.00 | 35,675.00 | -38,965.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2020 | -61,954.00 | 44,732.00 | 21,160.00 | 60,772.00 | -2,763.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2021 | -14,035.00 | 35,311.00 | 24,427.00 | 35,271.00 | 33,188.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2022 | -20,128.00 | 15,291.00 | 75.00 | -10,879.00 | 197.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2023 | -6,785.00 | 26,664.00 | -33,761.00 | -445.00 | 110.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2024 | 2,557.00 | -27,208.00 | -40,056.00 | 2,310.00 | -10,663.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | Total | -89,410.00 | 77,487.00 | -8,579.00 | 196,739.00 | -28,805.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2017 | 338.00 | 11,435.00 | 6,785.00 | 23,925.00 | 1,250.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2018 | -3,244.00 | 538.00 | 1,710.00 | 37,698.00 | -11,618.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2019 | 9,766.00 | -24,940.00 | 638.00 | 19,762.00 | -47,869.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2020 | -63,127.00 | 53,465.00 | 26,994.00 | 56,330.00 | -9,241.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2021 | -14,761.00 | 48,768.00 | 33,419.00 | 30,469.00 | 39,736.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2022 | 779.00 | 11,169.00 | 198.00 | -17,002.00 | 12,740.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2023 | -14,119.00 | 27,992.00 | -31,979.00 | -10,552.00 | 9,704.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2024 | 2,545.00 | -25,594.00 | -28,957.00 | 5,128.00 | -11,015.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | Total | -81,823.00 | 102,833.00 | 8,808.00 | 145,758.00 | -16,313.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2017 | 1,557.00 | 13,176.00 | 6,904.00 | 24,232.00 | 5,515.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2018 | -5,939.00 | -1,786.00 | -1,815.00 | 32,899.00 | -15,641.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2019 | 14,375.00 | -22,598.00 | 4,140.00 | 15,094.00 | -40,410.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2020 | -55,348.00 | 56,652.00 | 47,135.00 | 59,334.00 | 2,171.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2021 | -14,724.00 | 56,076.00 | 41,006.00 | 27,288.00 | 52,021.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2022 | 839.00 | 6,747.00 | 2,504.00 | -30,246.00 | 13,975.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2023 | -11,028.00 | 28,191.00 | -33,326.00 | -8,066.00 | 7,699.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2024 | 1,804.00 | -20,936.00 | -29,799.00 | 6,735.00 | -10,568.00 |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | Total | -68,464.00 | 115,522.00 | 36,749.00 | 127,270.00 | 14,762.00 |
| SYMBOL | POSITION | STRATEGY | ENTRY_TIME | EXIT_TIME | YEAR | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | MDD | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017 | 1,237.00 | 6,712.00 | 4,854.00 | 3,273.00 | 1,728.00 | 337.00 | 2,436.00 | 4,564.00 | -4,837.00 | 3,194.00 | 6,148.00 | -4,107.00 | 25,539.00 | -7,793.00 | 22% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018 | 4,309.00 | -5,722.00 | 4,683.00 | 5,336.00 | 2,879.00 | -3,368.00 | 2,234.00 | 2,593.00 | -2,048.00 | 247.00 | 6,578.00 | 6,363.00 | 24,084.00 | -10,750.00 | 21% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2019 | 5,879.00 | 1,529.00 | 1,465.00 | 5,858.00 | 2,034.00 | -3,055.00 | -5,020.00 | 7,711.00 | -31,728.00 | 3,484.00 | 7,962.00 | 2,985.00 | -896.00 | -42,490.00 | 0% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2020 | -1,029.00 | 6,166.00 | -67,260.00 | 21,911.00 | 13,006.00 | 4,062.00 | 16,875.00 | -7,154.00 | 13,118.00 | 1,157.00 | 3,976.00 | 20,744.00 | 25,572.00 | -87,223.00 | 22% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2021 | 1,350.00 | -5,534.00 | 10,938.00 | 3,752.00 | 15,124.00 | 24,730.00 | 5,717.00 | -4,255.00 | 4,979.00 | 10,551.00 | 6,884.00 | 11,531.00 | 85,767.00 | -18,315.00 | 74% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2022 | 5,212.00 | 19,720.00 | 8,617.00 | -85.00 | 519.00 | 885.00 | -5,611.00 | -6,590.00 | -19,955.00 | 5,455.00 | 7,643.00 | -11,244.00 | 4,566.00 | -42,367.00 | 3% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2023 | -25,010.00 | -555.00 | -1,194.00 | 7,392.00 | 4,765.00 | 7,822.00 | 1,970.00 | -1,230.00 | -8,973.00 | -4,993.00 | -2,830.00 | 3,812.00 | -19,024.00 | -33,922.00 | -16% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2024 | -19,215.00 | -2,903.00 | 3,383.00 | 5,701.00 | -2,511.00 | -38,804.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -54,349.00 | -61,020.00 | -47% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | Total | -27,267.00 | 19,413.00 | -34,514.00 | 53,138.00 | 37,544.00 | -7,391.00 | 18,601.00 | -4,361.00 | -49,444.00 | 19,095.00 | 36,361.00 | 30,084.00 | 91,259.00 | -114,906.00 | 79% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2017 | 1,838.00 | 6,324.00 | 5,123.00 | 2,781.00 | -1,010.00 | -28.00 | 2,076.00 | 5,705.00 | -6,426.00 | 4,510.00 | 8,050.00 | -2,278.00 | 26,665.00 | -7,401.00 | 23% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2018 | 4,378.00 | 998.00 | 6,216.00 | 5,968.00 | 2,127.00 | -5,466.00 | 3,285.00 | 2,751.00 | -2,379.00 | -784.00 | 3,767.00 | 7,928.00 | 28,789.00 | -11,671.00 | 25% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2019 | 6,239.00 | 2,986.00 | 40.00 | 5,821.00 | 1,267.00 | -1,320.00 | -3,059.00 | 6,461.00 | -34,397.00 | 1,791.00 | 6,660.00 | 3,623.00 | -3,888.00 | -46,969.00 | -3% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2020 | -5,750.00 | 7,043.00 | -88,822.00 | 24,845.00 | 13,816.00 | 521.00 | 16,183.00 | -7,193.00 | 12,229.00 | 7,041.00 | 5,051.00 | 25,028.00 | 9,992.00 | -109,787.00 | 8% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2021 | -1,376.00 | -9,146.00 | 15,436.00 | 7,671.00 | 19,322.00 | 21,517.00 | 6,076.00 | -2,948.00 | 2,898.00 | 13,738.00 | 5,845.00 | 11,275.00 | 90,308.00 | -23,297.00 | 78% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2022 | -7,720.00 | 16,947.00 | 8,101.00 | 2,926.00 | -861.00 | -4,639.00 | -2,444.00 | -5,133.00 | -14,501.00 | 7,815.00 | 8,862.00 | -8,538.00 | 815.00 | -36,734.00 | 0% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2023 | -20,033.00 | 7,040.00 | -1,041.00 | 8,885.00 | 4,286.00 | 7,019.00 | 2,988.00 | -1,171.00 | -9,142.00 | -1,924.00 | -1,101.00 | 4,338.00 | 144.00 | -28,645.00 | 0% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | 2024 | -20,060.00 | -7,256.00 | 3,514.00 | 7,031.00 | -958.00 | -33,055.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -50,784.00 | -56,825.00 | -44% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:15 | Total | -42,484.00 | 24,936.00 | -51,433.00 | 65,928.00 | 37,989.00 | -15,451.00 | 25,105.00 | -1,528.00 | -51,718.00 | 32,187.00 | 37,134.00 | 41,376.00 | 102,041.00 | -134,007.00 | 89% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2017 | 2,142.00 | 5,331.00 | 5,791.00 | 4,123.00 | -2,693.00 | 714.00 | 3,062.00 | 2,826.00 | -4,520.00 | 4,922.00 | 8,662.00 | -1,452.00 | 28,908.00 | -7,133.00 | 25% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2018 | 3,963.00 | 260.00 | 7,344.00 | 3,768.00 | 2,205.00 | -3,100.00 | 5,007.00 | 3,243.00 | 1,260.00 | -2,166.00 | 4,395.00 | 7,903.00 | 34,082.00 | -11,243.00 | 29% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2019 | 6,097.00 | 3,855.00 | 373.00 | 8,229.00 | 1,236.00 | -864.00 | -1,894.00 | 8,650.00 | -36,727.00 | -2,531.00 | 7,359.00 | 3,784.00 | -2,433.00 | -45,730.00 | -2% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2020 | -6,448.00 | 3,552.00 | -70,644.00 | 27,115.00 | 13,431.00 | -4,998.00 | 14,368.00 | -7,389.00 | 10,491.00 | 4,829.00 | 4,286.00 | 25,661.00 | 14,254.00 | -93,820.00 | 12% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2021 | 2,619.00 | -14,130.00 | 27,425.00 | 16,302.00 | 20,270.00 | 22,599.00 | 13,602.00 | 1,650.00 | 4,886.00 | 15,669.00 | 3,809.00 | 14,980.00 | 129,681.00 | -23,137.00 | 113% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2022 | -9,806.00 | 24,555.00 | 9,532.00 | 7,209.00 | 8,014.00 | -9,157.00 | -1,514.00 | -4,533.00 | -14,267.00 | 10,926.00 | 10,863.00 | -12,991.00 | 18,831.00 | -39,808.00 | 16% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2023 | -27,481.00 | 15,602.00 | -2,884.00 | 7,358.00 | 1,863.00 | 8,102.00 | -3,051.00 | 228.00 | -7,093.00 | -370.00 | 361.00 | 3,094.00 | -4,271.00 | -36,688.00 | -3% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | 2024 | -19,980.00 | -1,887.00 | 5,563.00 | 2,959.00 | 3,731.00 | -34,704.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -44,318.00 | -51,564.00 | -38% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:30 | Total | -48,894.00 | 37,138.00 | -17,500.00 | 77,063.00 | 48,057.00 | -21,408.00 | 29,580.00 | 4,675.00 | -45,970.00 | 31,279.00 | 39,735.00 | 40,979.00 | 174,734.00 | -121,871.00 | 152% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2017 | 1,331.00 | 6,086.00 | 5,236.00 | 4,573.00 | -1,806.00 | 2,261.00 | 3,265.00 | 1,611.00 | -6,449.00 | 5,162.00 | 7,943.00 | -2,323.00 | 26,890.00 | -8,192.00 | 23% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2018 | 3,659.00 | -3,998.00 | 7,558.00 | 2,914.00 | 2,946.00 | -843.00 | 6,575.00 | 3,015.00 | 1,105.00 | -3,146.00 | 3,643.00 | 7,219.00 | 30,647.00 | -11,628.00 | 26% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2019 | 1,365.00 | 6,387.00 | -3,308.00 | 9,545.00 | 2,138.00 | -4,570.00 | 1,522.00 | 5,402.00 | -40,479.00 | -13,911.00 | 10,202.00 | 6,398.00 | -19,309.00 | -62,109.00 | -16% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2020 | -1,867.00 | -251.00 | -70,678.00 | 30,690.00 | 9,403.00 | -12,494.00 | 17,410.00 | -7,638.00 | 11,158.00 | 6,600.00 | 8,553.00 | 25,214.00 | 16,100.00 | -96,572.00 | 14% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2021 | -4,643.00 | -18,893.00 | 24,204.00 | 22,402.00 | 21,345.00 | 24,000.00 | 15,912.00 | -1,523.00 | 7,058.00 | 12,361.00 | 3,968.00 | 11,729.00 | 117,920.00 | -37,246.00 | 102% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2022 | -15,566.00 | 21,872.00 | 13,590.00 | 12,327.00 | 8,657.00 | -5,599.00 | -2,007.00 | -9,613.00 | -12,009.00 | 11,989.00 | 9,061.00 | -13,949.00 | 18,753.00 | -39,378.00 | 16% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2023 | -22,276.00 | 18,793.00 | -6,309.00 | 4,110.00 | -855.00 | 8,048.00 | -2,002.00 | 206.00 | -7,059.00 | -1,677.00 | 2,653.00 | 2,730.00 | -3,638.00 | -31,557.00 | -3% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | 2024 | -17,829.00 | 998.00 | 7,469.00 | -993.00 | 2,510.00 | -31,193.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -39,038.00 | -45,344.00 | -34% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:45 | Total | -55,826.00 | 30,994.00 | -22,238.00 | 85,568.00 | 44,338.00 | -20,390.00 | 40,675.00 | -8,540.00 | -46,675.00 | 17,378.00 | 46,023.00 | 37,018.00 | 148,325.00 | -137,189.00 | 129% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2017 | 154.00 | 4,347.00 | 5,775.00 | 3,957.00 | -2,806.00 | 182.00 | 2,271.00 | 3,171.00 | -5,317.00 | 6,433.00 | 7,700.00 | -72.00 | 25,795.00 | -7,744.00 | 22% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2018 | 6,669.00 | -3,766.00 | 11,016.00 | 4,330.00 | 4,814.00 | -1,486.00 | 6,366.00 | 4,294.00 | 2,094.00 | -339.00 | -696.00 | 7,388.00 | 40,684.00 | -11,094.00 | 35% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2019 | 3,644.00 | 7,293.00 | -10,997.00 | 8,820.00 | 3,375.00 | -3,214.00 | 1,146.00 | 3,880.00 | -40,748.00 | -15,351.00 | 14,178.00 | 4,197.00 | -23,777.00 | -61,004.00 | -20% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2020 | 1,511.00 | 4,499.00 | -66,584.00 | 21,763.00 | 7,082.00 | -8,948.00 | 19,962.00 | -8,382.00 | 8,895.00 | 10,876.00 | 6,432.00 | 26,986.00 | 24,092.00 | -89,879.00 | 21% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2021 | -4,027.00 | -11,820.00 | 32,480.00 | 8,458.00 | 26,395.00 | 25,641.00 | 10,930.00 | 1,202.00 | 6,026.00 | 12,099.00 | 10,496.00 | 17,253.00 | 135,133.00 | -30,790.00 | 117% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2022 | -21,599.00 | 20,557.00 | 5,655.00 | 12,584.00 | 7,967.00 | -5,535.00 | 3,074.00 | -9,262.00 | -5,647.00 | 16,713.00 | 12,854.00 | -23,012.00 | 14,349.00 | -29,539.00 | 12% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2023 | -15,577.00 | 15,860.00 | -9,289.00 | 5,011.00 | -1,385.00 | 9,516.00 | -2,761.00 | -2,513.00 | -7,708.00 | -2,560.00 | 3,157.00 | 3,205.00 | -5,044.00 | -25,810.00 | -4% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | 2024 | -18,993.00 | 1,753.00 | 8,322.00 | -949.00 | 308.00 | -26,130.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -35,689.00 | -45,326.00 | -31% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:00 | Total | -48,218.00 | 38,723.00 | -23,622.00 | 63,974.00 | 45,750.00 | -9,974.00 | 40,988.00 | -7,610.00 | -42,405.00 | 27,871.00 | 54,121.00 | 35,945.00 | 175,543.00 | -122,350.00 | 153% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2017 | 1,220.00 | 5,982.00 | 6,787.00 | 4,871.00 | -5,468.00 | -1,291.00 | 1,890.00 | 3,396.00 | -4,667.00 | 4,589.00 | 9,747.00 | -1,203.00 | 25,853.00 | -12,662.00 | 22% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2018 | 7,399.00 | -3,032.00 | 11,407.00 | 3,465.00 | 4,359.00 | -3,606.00 | 6,401.00 | 3,849.00 | -3,564.00 | 187.00 | -1,046.00 | 9,531.00 | 35,350.00 | -12,413.00 | 30% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2019 | 6,709.00 | 9,763.00 | -9,898.00 | 9,576.00 | 1,141.00 | -8,026.00 | -2,731.00 | 289.00 | -45,064.00 | -21,564.00 | 14,582.00 | 5,276.00 | -39,947.00 | -84,754.00 | -34% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2020 | -4,757.00 | 7,152.00 | -55,669.00 | 20,249.00 | 2,675.00 | -16,801.00 | 16,903.00 | -10,590.00 | 6,145.00 | 3,362.00 | 6,767.00 | 29,027.00 | 4,463.00 | -87,013.00 | 3% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2021 | -9,780.00 | -6,541.00 | 30,322.00 | 8,304.00 | 29,048.00 | 24,663.00 | 11,027.00 | -4,606.00 | -306.00 | 8,423.00 | 14,296.00 | 17,976.00 | 122,826.00 | -31,987.00 | 107% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2022 | -30,500.00 | 18,306.00 | 5,459.00 | 11,774.00 | 27.00 | -542.00 | 3,080.00 | -10,189.00 | -7,015.00 | 22,513.00 | 13,496.00 | -16,817.00 | 9,592.00 | -35,877.00 | 8% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2023 | -13,213.00 | 12,594.00 | -11,005.00 | 5,544.00 | 1,030.00 | 9,372.00 | -1,477.00 | -2,563.00 | -7,329.00 | -1,361.00 | 1,098.00 | 911.00 | -6,399.00 | -30,540.00 | -5% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | 2024 | -21,685.00 | 3,712.00 | 4,889.00 | -7,065.00 | 2,418.00 | -32,004.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -49,735.00 | -58,287.00 | -43% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:15 | Total | -64,607.00 | 47,936.00 | -17,708.00 | 56,718.00 | 35,230.00 | -28,235.00 | 35,093.00 | -20,414.00 | -61,800.00 | 16,149.00 | 58,940.00 | 44,701.00 | 102,003.00 | -144,555.00 | 88% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2017 | 1,287.00 | 9,284.00 | 7,159.00 | 5,941.00 | -7,208.00 | -556.00 | 3,833.00 | 1,135.00 | -3,375.00 | 4,524.00 | 9,886.00 | 1,589.00 | 33,499.00 | -12,996.00 | 29% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2018 | 7,037.00 | -8,854.00 | 15,221.00 | 6,728.00 | 5,956.00 | 175.00 | 7,478.00 | 5,931.00 | -6,950.00 | 4,245.00 | -1,290.00 | 5,614.00 | 41,291.00 | -18,285.00 | 36% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2019 | 4,091.00 | 8,752.00 | -9,917.00 | 6,938.00 | 1,738.00 | -5,916.00 | -8,170.00 | -6,709.00 | -31,597.00 | -15,819.00 | 14,862.00 | 4,290.00 | -37,457.00 | -77,103.00 | -32% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2020 | -7,653.00 | 4,546.00 | -28,918.00 | 20,330.00 | 2,257.00 | -9,829.00 | 12,242.00 | -16,172.00 | 7,900.00 | 4,805.00 | 626.00 | 38,208.00 | 28,342.00 | -62,782.00 | 24% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2021 | -6,490.00 | -2,712.00 | 37,380.00 | 13,244.00 | 26,390.00 | 27,162.00 | 9,971.00 | -8,533.00 | -6,075.00 | 7,651.00 | 7,362.00 | 19,116.00 | 124,466.00 | -36,561.00 | 108% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2022 | -33,732.00 | 19,959.00 | 5,480.00 | 7,966.00 | -1,641.00 | 2,210.00 | 814.00 | -7,861.00 | -8,698.00 | 26,497.00 | 17,645.00 | -18,654.00 | 9,985.00 | -33,732.00 | 8% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2023 | -13,597.00 | 8,787.00 | -12,812.00 | 8,160.00 | 4,393.00 | 3,593.00 | -3,143.00 | 469.00 | -8,469.00 | -817.00 | 3,865.00 | 1,668.00 | -7,903.00 | -30,674.00 | -6% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | 2024 | -25,426.00 | 508.00 | 5,232.00 | -3,942.00 | 240.00 | -39,863.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -63,251.00 | -70,168.00 | -55% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:30 | Total | -74,483.00 | 40,270.00 | 18,825.00 | 65,365.00 | 32,125.00 | -23,024.00 | 23,025.00 | -31,740.00 | -57,264.00 | 31,086.00 | 52,956.00 | 51,831.00 | 128,972.00 | -118,076.00 | 112% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2017 | 1,810.00 | 10,696.00 | 5,251.00 | 6,463.00 | -9,014.00 | 2,485.00 | 4,593.00 | 1,946.00 | -964.00 | 5,870.00 | 8,819.00 | 2,141.00 | 40,096.00 | -12,943.00 | 34% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2018 | 2,357.00 | -2,763.00 | 10,412.00 | 6,854.00 | 5,153.00 | 1,319.00 | 4,532.00 | 7,527.00 | -9,162.00 | 1,289.00 | 554.00 | 4,255.00 | 32,327.00 | -15,080.00 | 28% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2019 | 7,826.00 | 8,654.00 | -14,086.00 | 5,197.00 | 277.00 | -9,685.00 | -5,310.00 | -4,347.00 | -27,372.00 | -11,610.00 | 15,020.00 | 1,634.00 | -33,802.00 | -80,873.00 | -29% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2020 | -3,558.00 | 5,605.00 | -21,250.00 | 18,782.00 | -99.00 | -12,264.00 | 21,855.00 | -15,131.00 | 11,557.00 | 4,304.00 | 5,246.00 | 39,262.00 | 54,309.00 | -53,354.00 | 47% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2021 | -8,931.00 | -5,468.00 | 42,509.00 | 7,639.00 | 21,021.00 | 22,811.00 | 12,427.00 | -8,008.00 | -5,357.00 | 8,863.00 | 14,570.00 | 13,483.00 | 115,559.00 | -45,208.00 | 100% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2022 | -39,077.00 | 13,726.00 | 16,166.00 | 13,415.00 | -12,255.00 | -727.00 | 4,675.00 | -4,987.00 | -5,237.00 | 25,963.00 | 19,939.00 | -30,850.00 | 751.00 | -39,077.00 | 0% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2023 | -18,805.00 | 8,042.00 | -7,952.00 | 8,042.00 | 6,939.00 | 9,761.00 | -3,789.00 | 492.00 | -6,745.00 | -402.00 | 5,024.00 | -3,042.00 | -2,435.00 | -35,537.00 | -2% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | 2024 | -31,307.00 | -9,446.00 | 8,102.00 | -5,287.00 | 4,125.00 | -39,957.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -73,770.00 | -81,050.00 | -64% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 14:45 | Total | -89,685.00 | 29,046.00 | 39,152.00 | 61,105.00 | 16,147.00 | -26,257.00 | 38,983.00 | -22,508.00 | -43,280.00 | 34,277.00 | 69,172.00 | 26,883.00 | 133,035.00 | -113,389.00 | 116% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2017 | 908.00 | 9,668.00 | 6,667.00 | 7,592.00 | -7,950.00 | 5,504.00 | 4,602.00 | 1,176.00 | 843.00 | 4,856.00 | 9,510.00 | 3,337.00 | 46,713.00 | -12,294.00 | 40% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2018 | 515.00 | -3,615.00 | 11,751.00 | 4,313.00 | 1,039.00 | 4,355.00 | 5,539.00 | 11,007.00 | -8,887.00 | 1,827.00 | -420.00 | 6,073.00 | 33,497.00 | -16,458.00 | 29% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2019 | 6,242.00 | 13,749.00 | -16,829.00 | 9,036.00 | 2,697.00 | -7,384.00 | -1,285.00 | -142.00 | -25,187.00 | -1,515.00 | 15,147.00 | -695.00 | -6,166.00 | -59,804.00 | -5% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2020 | -5,610.00 | 10,833.00 | -36,492.00 | 11,548.00 | -2,353.00 | 568.00 | 17,161.00 | -10,852.00 | 11,712.00 | 10,675.00 | 12,109.00 | 42,648.00 | 61,947.00 | -65,348.00 | 54% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2021 | -9,116.00 | -14,597.00 | 44,175.00 | 2,664.00 | 10,348.00 | 31,064.00 | 15,268.00 | -3,997.00 | 3,827.00 | 188.00 | 17,737.00 | 16,601.00 | 114,162.00 | -49,025.00 | 99% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2022 | -22,029.00 | 11,011.00 | 11,762.00 | 10,956.00 | -6,202.00 | -2,221.00 | 369.00 | -9,651.00 | -9,913.00 | 21,344.00 | 14,894.00 | -35,764.00 | -15,444.00 | -40,497.00 | -13% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2023 | -14,675.00 | 3,869.00 | -6,861.00 | 4,372.00 | 8,402.00 | 4,242.00 | -4,554.00 | 2,254.00 | -8,024.00 | -2,978.00 | 4,020.00 | -4,284.00 | -14,217.00 | -38,664.00 | -12% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | 2024 | -30,117.00 | -9,918.00 | 12,478.00 | -5,883.00 | 4,814.00 | -44,434.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -73,060.00 | -81,308.00 | -63% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:00 | Total | -73,882.00 | 21,000.00 | 26,651.00 | 44,598.00 | 10,795.00 | -8,306.00 | 37,100.00 | -10,205.00 | -35,629.00 | 34,397.00 | 72,997.00 | 27,916.00 | 147,432.00 | -132,320.00 | 128% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2017 | 1,710.00 | 11,774.00 | 2,865.00 | 8,819.00 | -12,422.00 | 6,543.00 | 6,712.00 | 1,681.00 | -3,038.00 | 6,364.00 | 7,713.00 | 5,012.00 | 43,733.00 | -16,906.00 | 38% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2018 | 1,277.00 | -5,229.00 | 11,335.00 | 4,293.00 | -5,082.00 | 9,148.00 | 5,842.00 | 13,577.00 | -8,120.00 | -4,256.00 | 1,054.00 | 1,245.00 | 25,084.00 | -21,114.00 | 21% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2019 | 2,692.00 | 13,946.00 | -15,991.00 | -3,542.00 | -3,491.00 | -9,178.00 | -3,483.00 | -4,384.00 | -29,322.00 | -1,877.00 | 12,282.00 | -295.00 | -42,643.00 | -89,725.00 | -37% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2020 | -2,977.00 | 13,466.00 | -30,723.00 | 11,152.00 | -10,099.00 | -7,579.00 | 15,394.00 | -407.00 | 18,004.00 | 5,840.00 | 3,575.00 | 48,775.00 | 64,421.00 | -59,519.00 | 56% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2021 | -22,142.00 | -7,569.00 | 56,427.00 | -3,907.00 | 10,283.00 | 33,330.00 | 17,965.00 | -1,261.00 | 10,205.00 | 489.00 | 24,490.00 | 19,321.00 | 137,631.00 | -58,537.00 | 120% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2022 | -16,601.00 | 4,791.00 | 24,825.00 | 9,250.00 | 215.00 | 5,455.00 | -2,089.00 | -14,139.00 | -7,481.00 | 18,738.00 | 22,852.00 | -37,932.00 | 7,884.00 | -39,843.00 | 6% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2023 | -6,402.00 | 12,514.00 | -14,450.00 | 2,521.00 | 8,710.00 | 479.00 | -10,376.00 | 3,928.00 | -3,936.00 | -5,606.00 | 4,590.00 | -10,926.00 | -18,954.00 | -37,418.00 | -16% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | 2024 | -24,613.00 | -6,136.00 | 14,833.00 | -6,552.00 | 7,694.00 | -43,119.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -57,893.00 | -67,561.00 | -50% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:15 | Total | -67,056.00 | 37,557.00 | 49,121.00 | 22,034.00 | -4,192.00 | -4,921.00 | 29,965.00 | -1,005.00 | -23,688.00 | 19,692.00 | 76,556.00 | 25,200.00 | 159,263.00 | -124,065.00 | 138% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2017 | 1,387.00 | 13,346.00 | 3,145.00 | 10,423.00 | -11,282.00 | 6,659.00 | 5,471.00 | 3,979.00 | -2,975.00 | 7,727.00 | 7,568.00 | 5,936.00 | 51,384.00 | -14,897.00 | 44% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2018 | 2,108.00 | -9,219.00 | 11,880.00 | 2,833.00 | -7,741.00 | 6,954.00 | 7,512.00 | 10,778.00 | -8,909.00 | -6,874.00 | -688.00 | -916.00 | 7,718.00 | -23,417.00 | 6% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2019 | 4,128.00 | 13,060.00 | -19,045.00 | -3,484.00 | -3,198.00 | -3,798.00 | -2,085.00 | -2,607.00 | -28,068.00 | 2,775.00 | 13,719.00 | -796.00 | -29,399.00 | -81,017.00 | -25% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2020 | -1,520.00 | 14,483.00 | 45.00 | 13,507.00 | -5,008.00 | -9,530.00 | 21,558.00 | -770.00 | 19,314.00 | 11,530.00 | 715.00 | 45,620.00 | 109,944.00 | -36,367.00 | 95% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2021 | -21,531.00 | -9,930.00 | 62,963.00 | -459.00 | 10,557.00 | 37,976.00 | 22,374.00 | 416.00 | 12,861.00 | -1,092.00 | 23,294.00 | 24,238.00 | 161,667.00 | -63,130.00 | 141% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2022 | -17,056.00 | 3,672.00 | 25,051.00 | 5,930.00 | -4,787.00 | 4,842.00 | -2,897.00 | -18,082.00 | -7,426.00 | 20,111.00 | 23,991.00 | -39,530.00 | -6,181.00 | -42,426.00 | -5% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2023 | -8,456.00 | 8,451.00 | -16,270.00 | 3,282.00 | 9,580.00 | 2,072.00 | -5,806.00 | 4,315.00 | -3,150.00 | -6,511.00 | 4,822.00 | -8,859.00 | -16,530.00 | -42,313.00 | -14% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | 2024 | -24,524.00 | -6,103.00 | 15,684.00 | -3,297.00 | 7,224.00 | -41,748.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -52,764.00 | -61,383.00 | -46% |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 15:30 | Total | -65,464.00 | 27,760.00 | 83,453.00 | 28,735.00 | -4,655.00 | 3,427.00 | 46,127.00 | -1,971.00 | -18,353.00 | 27,666.00 | 73,421.00 | 25,693.00 | 225,839.00 | -117,473.00 | 197% |
| SYMBOL | POSITION | STRATEGY | ENTRY_TIME | EXIT_TIME | Date | Day | DTE | Expiry Date | Profit | BN Lot Size | Max Profit | Max Loss | IVEntry | IVExit | Point | Percent | BN Prev Day H/L | Spot Change | Entry Spot | Exit Spot | Fut Change | Entry Fut | Exit Fut | PE_Profit | PE_Entry Price | PE_Exit Price | PE_Difference | PE_Strike | CE_Profit | CE_Entry Price | CE_Exit Price | CE_Difference | CE_Strike |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/02 | Mon | 3 | 2017/01/05 | -760.00 | 25 | 124 | -2,419.00 | 15.92 | 16.20 | 65.10 | 0.36 | - | -204.00 | 18,122.10 | 17,918.55 | -170.00 | 18,154.15 | 17,984.00 | -2,258.00 | 132.04 | 222.35 | 90.31 | 18100PE | 1,498.00 | 127.91 | 68.00 | -59.91 | 18100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/03 | Tue | 2 | 2017/01/05 | -210.00 | 25 | 373 | -1,090.00 | 16.29 | 15.76 | 33.15 | 0.18 | - | 186.00 | 17,882.80 | 18,068.70 | 177.00 | 17,919.05 | 18,095.75 | 1,949.00 | 127.46 | 49.50 | -77.96 | 17900PE | -2,159.00 | 111.44 | 197.80 | 86.36 | 17900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/04 | Wed | 1 | 2017/01/05 | -289.00 | 25 | 219 | -812.00 | 15.92 | 16.02 | 1.85 | 0.01 | - | -113.00 | 18,070.10 | 17,957.00 | -98.00 | 18,099.00 | 18,001.00 | -1,141.00 | 117.36 | 163.00 | 45.64 | 18100PE | 851.00 | 72.34 | 38.30 | -34.04 | 18100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/05 | Thu | 0 | 2017/01/05 | 38.00 | 25 | 571 | -195.00 | 15.57 | 15.26 | 109.75 | 0.61 | - | 91.00 | 18,013.85 | 18,104.90 | 98.00 | 18,043.95 | 18,141.55 | 996.00 | 46.77 | 6.95 | -39.82 | 18000PE | -957.00 | 55.67 | 93.95 | 38.28 | 18000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/06 | Fri | 4 | 2017/01/12 | 299.00 | 25 | 465 | -57.00 | 14.88 | 14.85 | 52.50 | 0.29 | Day Open > PDH | 110.00 | 18,172.45 | 18,282.90 | 121.00 | 18,197.90 | 18,318.65 | 1,635.00 | 169.10 | 103.70 | -65.40 | 18200PE | -1,335.00 | 120.10 | 173.50 | 53.40 | 18200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/09 | Mon | 3 | 2017/01/12 | 495.00 | 25 | 535 | -35.00 | 15.37 | 15.28 | 50.25 | 0.28 | - | 39.00 | 18,269.70 | 18,308.20 | 55.00 | 18,285.45 | 18,340.30 | 974.00 | 150.54 | 111.60 | -38.94 | 18300PE | -478.00 | 96.66 | 115.80 | 19.14 | 18300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/10 | Tue | 2 | 2017/01/12 | 106.00 | 25 | 274 | -495.00 | 15.26 | 15.19 | 64.80 | 0.35 | - | -54.00 | 18,395.90 | 18,341.90 | -56.00 | 18,420.00 | 18,364.40 | -569.00 | 107.16 | 129.90 | 22.74 | 18400PE | 675.00 | 89.80 | 62.80 | -27.00 | 18400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/11 | Wed | 1 | 2017/01/12 | -2,922.00 | 25 | 0 | -3,172.00 | 14.82 | 14.70 | 125.75 | 0.68 | Day Open > PDH | 243.00 | 18,530.30 | 18,772.80 | 255.00 | 18,540.00 | 18,794.50 | 1,508.00 | 69.65 | 9.35 | -60.30 | 18500PE | -4,430.00 | 67.96 | 245.15 | 177.19 | 18500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/12 | Thu | 0 | 2017/01/12 | 1,253.00 | 25 | 1,248 | -109.00 | 14.57 | 14.60 | 55.45 | 0.29 | - | 29.00 | 18,869.30 | 18,898.15 | 27.00 | 18,887.05 | 18,914.40 | 1,081.00 | 80.20 | 36.95 | -43.25 | 18900PE | 172.00 | 33.18 | 26.30 | -6.88 | 18900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/13 | Fri | 4 | 2017/01/19 | 622.00 | 25 | 728 | -81.00 | 14.36 | 14.39 | 75.75 | 0.40 | - | -42.00 | 18,928.40 | 18,886.40 | -39.00 | 18,947.35 | 18,908.75 | -141.00 | 140.99 | 146.65 | 5.66 | 18900PE | 764.00 | 152.23 | 121.65 | -30.58 | 18900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/16 | Mon | 3 | 2017/01/19 | -480.00 | 25 | 116 | -681.00 | 14.75 | 15.00 | -12.40 | -0.07 | - | 145.00 | 18,889.35 | 19,034.55 | 154.00 | 18,925.05 | 19,079.50 | 1,568.00 | 126.61 | 63.90 | -62.71 | 18900PE | -2,048.00 | 122.39 | 204.30 | 81.91 | 18900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/17 | Tue | 2 | 2017/01/19 | -532.00 | 25 | 181 | -1,088.00 | 14.90 | 15.37 | 31.70 | 0.17 | - | -137.00 | 19,159.25 | 19,021.90 | -107.00 | 19,175.00 | 19,068.00 | -1,537.00 | 132.98 | 194.45 | 61.47 | 19200PE | 1,004.00 | 88.16 | 48.00 | -40.16 | 19200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/18 | Wed | 1 | 2017/01/19 | 811.00 | 25 | 857 | -96.00 | 15.09 | 15.22 | 7.80 | 0.04 | - | 40.00 | 19,160.80 | 19,200.55 | 25.00 | 19,181.05 | 19,206.40 | 700.00 | 106.47 | 78.45 | -28.02 | 19200PE | 111.00 | 71.44 | 67.00 | -4.44 | 19200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/19 | Thu | 0 | 2017/01/19 | 821.00 | 25 | 856 | -311.00 | 14.94 | 15.09 | 0.85 | - | 62.00 | 19,098.10 | 19,159.60 | 36.00 | 19,126.00 | 19,162.00 | 752.00 | 45.77 | 15.70 | -30.07 | 19100PE | 69.00 | 56.67 | 53.90 | -2.77 | 19100CE | |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/20 | Fri | 3 | 2017/01/25 | 360.00 | 25 | 472 | -243.00 | 15.12 | 15.47 | -127.65 | -0.67 | Day Open < PDL | -67.00 | 19,040.95 | 18,974.00 | -72.00 | 19,070.00 | 18,998.00 | -598.00 | 104.72 | 128.65 | 23.93 | 19000PE | 959.00 | 170.34 | 132.00 | -38.34 | 19000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/23 | Mon | 2 | 2017/01/25 | 1,092.00 | 25 | 1,137 | -353.00 | 16.31 | 15.87 | -58.80 | -0.31 | Day Open < PDL | -19.00 | 18,777.80 | 18,758.85 | -13.00 | 18,796.00 | 18,783.00 | 390.00 | 119.00 | 103.40 | -15.60 | 18800PE | 703.00 | 114.82 | 86.70 | -28.12 | 18800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/24 | Tue | 1 | 2017/01/25 | 571.00 | 25 | 616 | 0.00 | 15.89 | 15.51 | 88.30 | 0.47 | Day Open > PDH | -43.00 | 18,986.50 | 18,943.90 | -49.00 | 19,012.00 | 18,963.20 | -193.00 | 76.17 | 83.90 | 7.73 | 19000PE | 765.00 | 83.18 | 52.60 | -30.58 | 19000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/25 | Wed | 0 | 2017/01/25 | 921.00 | 25 | 963 | -212.00 | 15.16 | 14.72 | 96.55 | 0.51 | Day Open > PDH | 58.00 | 19,158.50 | 19,216.65 | 63.00 | 19,149.80 | 19,213.00 | 1,162.00 | 71.99 | 25.50 | -46.49 | 19200PE | -240.00 | 22.93 | 32.55 | 9.62 | 19200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/27 | Fri | 4 | 2017/02/02 | -695.00 | 25 | 293 | -846.00 | 15.54 | 15.99 | 115.20 | 0.59 | Day Open > PDH | 96.00 | 19,585.45 | 19,680.95 | 106.00 | 19,657.95 | 19,764.00 | 890.00 | 238.60 | 203.00 | -35.60 | 19600PE | -1,585.00 | 228.85 | 292.25 | 63.40 | 19600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/30 | Mon | 3 | 2017/02/02 | -684.00 | 25 | 0 | -781.00 | 16.51 | 16.47 | 10.50 | 0.05 | - | -44.00 | 19,676.15 | 19,632.45 | -30.00 | 19,736.35 | 19,706.00 | -533.00 | 258.70 | 280.00 | 21.30 | 19700PE | -152.00 | 233.82 | 239.90 | 6.08 | 19700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/01/31 | Tue | 2 | 2017/02/02 | 420.00 | 25 | 524 | -504.00 | 16.28 | 16.79 | -52.05 | -0.27 | Day Open < PDL | 15.00 | 19,568.80 | 19,584.25 | 27.00 | 19,628.95 | 19,656.10 | 478.00 | 251.83 | 232.70 | -19.13 | 19600PE | -58.00 | 231.19 | 233.50 | 2.31 | 19600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/01 | Wed | 1 | 2017/02/02 | 3,934.00 | 25 | 3,982 | -1,072.00 | 16.62 | 14.34 | 7.25 | 0.04 | - | 142.00 | 19,571.80 | 19,714.10 | 156.00 | 19,621.00 | 19,777.15 | 3,945.00 | 236.81 | 79.00 | -157.81 | 19600PE | -11.00 | 204.47 | 204.90 | 0.43 | 19600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/02 | Thu | 0 | 2017/02/02 | 1,794.00 | 25 | 1,795 | -18.00 | 13.66 | 13.74 | 33.35 | 0.17 | Day Open > PDH | -5.00 | 20,024.60 | 20,019.85 | 3.00 | 20,076.40 | 20,079.00 | 866.00 | 57.71 | 23.05 | -34.66 | 20000PE | 928.00 | 86.07 | 48.95 | -37.12 | 20000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/03 | Fri | 4 | 2017/02/09 | 26.00 | 25 | 414 | -81.00 | 13.44 | 13.44 | -8.40 | -0.04 | - | 102.00 | 20,066.10 | 20,168.30 | 123.00 | 20,112.30 | 20,234.95 | 1,456.00 | 200.09 | 141.85 | -58.24 | 20100PE | -1,430.00 | 167.66 | 224.85 | 57.19 | 20100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/06 | Mon | 3 | 2017/02/09 | -406.00 | 25 | 0 | -591.00 | 13.04 | 13.39 | 110.35 | 0.55 | Day Open > PDH | 41.00 | 20,380.30 | 20,421.55 | 47.00 | 20,422.10 | 20,469.15 | 397.00 | 167.96 | 152.10 | -15.86 | 20400PE | -803.00 | 150.79 | 182.90 | 32.11 | 20400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/07 | Tue | 2 | 2017/02/09 | 116.00 | 25 | 418 | -112.00 | 13.15 | 13.59 | -4.30 | -0.02 | - | 70.00 | 20,322.50 | 20,392.75 | 74.00 | 20,360.00 | 20,433.55 | 906.00 | 148.25 | 112.00 | -36.25 | 20300PE | -790.00 | 167.16 | 198.75 | 31.59 | 20300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/08 | Wed | 1 | 2017/02/09 | 30.00 | 25 | 183 | -183.00 | 13.32 | 13.61 | 8.00 | 0.04 | - | -31.00 | 20,322.05 | 20,291.05 | -13.00 | 20,373.90 | 20,360.75 | -112.00 | 126.61 | 131.10 | 4.49 | 20300PE | 142.00 | 159.95 | 154.25 | -5.70 | 20300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/09 | Thu | 0 | 2017/02/09 | -3,986.00 | 25 | 320 | -6,150.00 | 12.67 | 13.37 | 67.25 | 0.33 | - | -274.00 | 20,380.30 | 20,106.10 | -289.00 | 20,433.65 | 20,145.00 | -5,292.00 | 63.43 | 275.10 | 211.67 | 20400PE | 1,306.00 | 53.83 | 1.60 | -52.23 | 20400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/10 | Fri | 4 | 2017/02/16 | 114.00 | 25 | 204 | -350.00 | 12.95 | 13.22 | 74.60 | 0.37 | - | 31.00 | 20,242.55 | 20,273.55 | 29.00 | 20,293.80 | 20,323.00 | 399.00 | 126.22 | 110.25 | -15.97 | 20200PE | -285.00 | 185.92 | 197.30 | 11.38 | 20200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/13 | Mon | 3 | 2017/02/16 | -313.00 | 25 | 674 | -496.00 | 13.45 | 13.59 | 59.75 | 0.30 | - | -130.00 | 20,259.90 | 20,129.45 | -157.00 | 20,311.00 | 20,154.05 | -2,068.00 | 150.29 | 233.00 | 82.71 | 20300PE | 1,754.00 | 126.46 | 56.30 | -70.16 | 20300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/14 | Tue | 2 | 2017/02/16 | 182.00 | 25 | 236 | -304.00 | 13.31 | 13.89 | 52.70 | 0.26 | - | -57.00 | 20,258.15 | 20,200.65 | -44.00 | 20,286.05 | 20,242.30 | -382.00 | 137.71 | 153.00 | 15.29 | 20300PE | 565.00 | 92.58 | 70.00 | -22.58 | 20300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/15 | Wed | 1 | 2017/02/16 | -684.00 | 25 | 247 | -1,540.00 | 13.56 | 14.43 | 24.00 | 0.12 | - | -156.00 | 20,310.20 | 20,153.80 | -145.00 | 20,340.05 | 20,195.05 | -2,032.00 | 82.88 | 164.15 | 81.27 | 20300PE | 1,348.00 | 97.01 | 43.10 | -53.91 | 20300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/16 | Thu | 0 | 2017/02/16 | 1,070.00 | 25 | 1,111 | -737.00 | 13.76 | 13.79 | 79.55 | 0.39 | - | 62.00 | 20,178.05 | 20,240.10 | 55.00 | 20,207.90 | 20,263.05 | 1,097.00 | 70.64 | 26.75 | -43.89 | 20200PE | -27.00 | 54.58 | 55.65 | 1.07 | 20200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/17 | Fri | 4 | 2017/02/23 | 3,814.00 | 25 | 4,144 | 0.00 | 13.52 | 13.48 | 674.75 | 3.33 | Day Open > PDH | -190.00 | 20,968.70 | 20,778.30 | 188.00 | 20,511.70 | 20,699.25 | 4,486.00 | 520.48 | 341.05 | -179.43 | 21000PE | -672.00 | 24.28 | 51.15 | 26.87 | 21000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/20 | Mon | 3 | 2017/02/23 | 138.00 | 25 | 283 | -64.00 | 13.52 | 13.53 | -56.50 | -0.27 | - | 87.00 | 20,518.95 | 20,606.05 | 69.00 | 20,529.00 | 20,598.00 | 862.00 | 120.89 | 86.40 | -34.49 | 20500PE | -723.00 | 148.06 | 177.00 | 28.94 | 20500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/21 | Tue | 2 | 2017/02/23 | 422.00 | 25 | 432 | -62.00 | 13.67 | 13.66 | 18.80 | 0.09 | - | 28.00 | 20,656.35 | 20,684.65 | 9.00 | 20,648.90 | 20,658.10 | 350.00 | 139.00 | 125.00 | -14.00 | 20700PE | 73.00 | 85.57 | 82.65 | -2.92 | 20700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/22 | Wed | 1 | 2017/02/23 | 99.00 | 25 | 166 | -249.00 | 13.61 | 13.77 | 76.65 | 0.37 | Day Open > PDH | 22.00 | 20,872.65 | 20,894.15 | 9.00 | 20,867.80 | 20,877.05 | 238.00 | 107.21 | 97.70 | -9.51 | 20900PE | -138.00 | 72.83 | 78.35 | 5.52 | 20900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/23 | Thu | 0 | 2017/02/23 | 138.00 | 25 | 686 | -299.00 | 13.38 | 13.35 | 19.20 | 0.09 | - | 86.00 | 20,890.70 | 20,976.45 | 94.00 | 20,889.05 | 20,983.05 | 1,268.00 | 68.75 | 18.05 | -50.70 | 20900PE | -1,129.00 | 60.89 | 106.05 | 45.16 | 20900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/27 | Mon | 3 | 2017/03/02 | -150.00 | 25 | 126 | -618.00 | 14.00 | 13.88 | -23.20 | -0.11 | - | -87.00 | 20,793.45 | 20,706.75 | -77.00 | 20,832.65 | 20,756.00 | -1,000.00 | 137.11 | 177.10 | 39.99 | 20800PE | 849.00 | 135.57 | 101.60 | -33.97 | 20800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/02/28 | Tue | 2 | 2017/03/02 | 374.00 | 25 | 628 | -95.00 | 13.63 | 13.80 | 19.80 | 0.10 | - | 3.00 | 20,609.20 | 20,612.60 | 29.00 | 20,657.50 | 20,686.25 | 523.00 | 108.36 | 87.45 | -20.91 | 20600PE | -148.00 | 126.07 | 132.00 | 5.93 | 20600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/01 | Wed | 1 | 2017/03/02 | 114.00 | 25 | 308 | -934.00 | 13.60 | 13.68 | 91.65 | 0.44 | Day Open > PDH | 55.00 | 20,709.45 | 20,764.05 | 93.00 | 20,742.50 | 20,835.15 | 1,088.00 | 82.88 | 39.35 | -43.53 | 20700PE | -974.00 | 92.49 | 131.45 | 38.96 | 20700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/02 | Thu | 0 | 2017/03/02 | 248.00 | 25 | 853 | -390.00 | 13.55 | 13.39 | 101.25 | 0.49 | Day Open > PDH | -87.00 | 20,869.55 | 20,782.55 | -60.00 | 20,904.90 | 20,845.00 | -681.00 | 67.56 | 94.80 | 27.24 | 20900PE | 929.00 | 45.27 | 8.10 | -37.17 | 20900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/03 | Fri | 4 | 2017/03/09 | 539.00 | 25 | 556 | -3.00 | 13.37 | 13.49 | 12.80 | 0.06 | - | -34.00 | 20,473.85 | 20,439.40 | -15.00 | 20,530.00 | 20,515.20 | 106.00 | 159.00 | 154.75 | -4.25 | 20500PE | 433.00 | 153.63 | 136.30 | -17.33 | 20500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/06 | Mon | 3 | 2017/03/09 | -93.00 | 25 | 179 | -819.00 | 13.34 | 13.64 | 53.35 | 0.26 | - | 34.00 | 20,606.85 | 20,640.80 | 64.00 | 20,659.95 | 20,724.00 | 731.00 | 114.47 | 85.25 | -29.22 | 20600PE | -824.00 | 134.03 | 167.00 | 32.97 | 20600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/07 | Tue | 2 | 2017/03/09 | 235.00 | 25 | 323 | -23.00 | 13.79 | 13.96 | 22.30 | 0.11 | - | -57.00 | 20,658.60 | 20,601.65 | -29.00 | 20,720.00 | 20,691.00 | -173.00 | 119.10 | 126.00 | 6.90 | 20700PE | 408.00 | 98.36 | 82.05 | -16.31 | 20700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/08 | Wed | 1 | 2017/03/09 | 80.00 | 25 | 196 | -879.00 | 14.00 | 14.00 | 2.65 | 0.01 | - | -54.00 | 20,660.70 | 20,606.70 | -51.00 | 20,719.15 | 20,668.05 | -525.00 | 99.45 | 120.45 | 21.00 | 20700PE | 606.00 | 74.08 | 49.85 | -24.23 | 20700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/09 | Thu | 0 | 2017/03/09 | 791.00 | 25 | 811 | -169.00 | 14.30 | 14.56 | -56.00 | -0.27 | - | 17.00 | 20,665.50 | 20,682.45 | 28.00 | 20,720.60 | 20,748.45 | 673.00 | 76.81 | 49.90 | -26.91 | 20700PE | 119.00 | 48.51 | 43.75 | -4.76 | 20700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/10 | Fri | 3 | 2017/03/16 | 196.00 | 25 | 634 | -228.00 | 13.95 | 13.79 | 104.55 | 0.50 | Day Open > PDH | -100.00 | 20,839.50 | 20,739.35 | -92.00 | 20,888.70 | 20,796.50 | -954.00 | 193.33 | 231.50 | 38.17 | 20800PE | 1,150.00 | 247.01 | 201.00 | -46.01 | 20800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/14 | Tue | 2 | 2017/03/16 | 758.00 | 25 | 800 | -8.00 | 12.20 | 12.45 | 462.30 | 2.23 | Day Open > PDH | -12.00 | 21,138.85 | 21,127.30 | -5.00 | 21,178.40 | 21,173.00 | 264.00 | 116.22 | 105.65 | -10.57 | 21100PE | 494.00 | 146.76 | 127.00 | -19.76 | 21100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/15 | Wed | 1 | 2017/03/16 | 45.00 | 25 | 235 | -438.00 | 12.19 | 12.40 | -13.30 | -0.06 | - | 57.00 | 21,100.70 | 21,158.15 | 88.00 | 21,146.70 | 21,235.05 | 955.00 | 92.53 | 54.35 | -38.18 | 21100PE | -909.00 | 93.48 | 129.85 | 36.37 | 21100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/16 | Thu | 0 | 2017/03/16 | 865.00 | 25 | 1,009 | 0.00 | 11.82 | 11.99 | 79.60 | 0.38 | Day Open > PDH | 7.00 | 21,252.40 | 21,259.20 | 4.00 | 21,305.00 | 21,309.45 | 440.00 | 79.15 | 61.55 | -17.60 | 21300PE | 425.00 | 40.55 | 23.55 | -17.00 | 21300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/17 | Fri | 4 | 2017/03/23 | 675.00 | 25 | 842 | 0.00 | 11.83 | 12.00 | 58.55 | 0.28 | Day Open > PDH | -55.00 | 21,217.90 | 21,162.55 | -27.00 | 21,267.00 | 21,240.00 | -32.00 | 122.73 | 124.00 | 1.27 | 21200PE | 708.00 | 159.25 | 130.95 | -28.30 | 21200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/20 | Mon | 3 | 2017/03/23 | 390.00 | 25 | 430 | -92.00 | 12.23 | 12.08 | 27.50 | 0.13 | - | -14.00 | 21,120.25 | 21,106.65 | 7.00 | 21,176.40 | 21,182.90 | 208.00 | 87.51 | 79.20 | -8.31 | 21100PE | 182.00 | 132.34 | 125.05 | -7.29 | 21100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/21 | Tue | 2 | 2017/03/23 | 22.00 | 25 | 231 | -260.00 | 11.88 | 11.88 | 0.40 | - | -116.00 | 21,119.45 | 21,003.80 | -115.00 | 21,189.95 | 21,075.00 | -1,312.00 | 58.51 | 111.00 | 52.49 | 21100PE | 1,335.00 | 111.44 | 58.05 | -53.39 | 21100CE | |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/22 | Wed | 1 | 2017/03/23 | 487.00 | 25 | 509 | -76.00 | 11.89 | 12.00 | -203.65 | -0.97 | Day Open < PDL | 15.00 | 20,864.30 | 20,879.45 | 34.00 | 20,923.45 | 20,957.85 | 516.00 | 81.64 | 61.00 | -20.64 | 20900PE | -29.00 | 67.11 | 68.25 | 1.14 | 20900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/23 | Thu | 0 | 2017/03/23 | 781.00 | 25 | 776 | -54.00 | 12.15 | 12.08 | 67.40 | 0.32 | - | -42.00 | 20,840.20 | 20,798.25 | -37.00 | 20,876.05 | 20,838.95 | 66.00 | 30.25 | 27.60 | -2.65 | 20800PE | 715.00 | 59.95 | 31.35 | -28.60 | 20800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/24 | Fri | 4 | 2017/03/30 | -1,244.00 | 25 | 32 | -1,677.00 | 11.77 | 11.82 | 92.10 | 0.44 | Day Open > PDH | 152.00 | 20,957.75 | 21,109.35 | 174.00 | 20,983.95 | 21,157.45 | 1,515.00 | 131.49 | 70.90 | -60.59 | 21000PE | -2,759.00 | 115.37 | 225.75 | 110.38 | 21000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/27 | Mon | 3 | 2017/03/30 | 116.00 | 25 | 116 | -316.00 | 12.24 | 12.33 | 55.55 | 0.26 | Day Open > PDH | -98.00 | 21,116.60 | 21,018.50 | -81.00 | 21,123.85 | 21,043.25 | -842.00 | 113.33 | 147.00 | 33.67 | 21100PE | 959.00 | 130.44 | 92.10 | -38.34 | 21100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/28 | Tue | 2 | 2017/03/30 | 145.00 | 25 | 205 | -126.00 | 12.11 | 12.18 | 172.10 | 0.82 | Day Open > PDH | 80.00 | 21,164.40 | 21,244.60 | 56.00 | 21,185.00 | 21,241.10 | 743.00 | 106.81 | 77.10 | -29.71 | 21200PE | -598.00 | 91.09 | 115.00 | 23.91 | 21200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/29 | Wed | 1 | 2017/03/30 | -474.00 | 25 | 214 | -691.00 | 12.06 | 12.15 | 66.05 | 0.31 | Day Open > PDH | 118.00 | 21,279.65 | 21,397.20 | 122.00 | 21,274.35 | 21,396.65 | 1,180.00 | 92.34 | 45.15 | -47.19 | 21300PE | -1,654.00 | 64.53 | 130.70 | 66.17 | 21300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/30 | Thu | 0 | 2017/03/30 | 57.00 | 25 | 205 | -512.00 | 12.00 | 12.03 | -16.80 | -0.08 | - | 47.00 | 21,422.50 | 21,469.20 | 51.00 | 21,424.05 | 21,475.10 | 589.00 | 38.31 | 14.75 | -23.56 | 21400PE | -531.00 | 60.00 | 81.25 | 21.25 | 21400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/03/31 | Fri | 3 | 2017/04/06 | 121.00 | 25 | 365 | -180.00 | 12.20 | 12.33 | -68.85 | -0.32 | - | 6.00 | 21,493.60 | 21,499.35 | 32.00 | 21,518.00 | 21,550.00 | 516.00 | 156.66 | 136.00 | -20.66 | 21500PE | -395.00 | 138.80 | 154.60 | 15.80 | 21500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/03 | Mon | 2 | 2017/04/06 | 517.00 | 25 | 563 | 0.00 | 12.68 | 11.94 | 95.05 | 0.44 | - | -21.00 | 21,507.70 | 21,486.30 | -17.00 | 21,527.95 | 21,511.05 | 29.00 | 130.30 | 129.15 | -1.15 | 21500PE | 489.00 | 126.86 | 107.30 | -19.56 | 21500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/05 | Wed | 1 | 2017/04/06 | -470.00 | 25 | 190 | -777.00 | 11.82 | 11.63 | 54.45 | 0.25 | Day Open > PDH | 107.00 | 21,540.20 | 21,646.90 | 103.00 | 21,562.05 | 21,664.90 | 1,003.00 | 76.12 | 36.00 | -40.12 | 21500PE | -1,474.00 | 101.99 | 160.95 | 58.96 | 21500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/06 | Thu | 0 | 2017/04/06 | -344.00 | 25 | 93 | -464.00 | 11.61 | 11.62 | -80.00 | -0.37 | - | -19.00 | 21,578.65 | 21,559.85 | -28.00 | 21,605.00 | 21,577.00 | -370.00 | 70.99 | 85.80 | 14.81 | 21600PE | 26.00 | 51.94 | 50.90 | -1.04 | 21600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/07 | Fri | 4 | 2017/04/13 | 315.00 | 25 | 394 | -19.00 | 11.35 | 11.49 | -86.45 | -0.40 | - | -19.00 | 21,580.75 | 21,561.80 | -18.00 | 21,595.30 | 21,576.95 | 54.00 | 141.74 | 139.60 | -2.14 | 21600PE | 261.00 | 107.46 | 97.00 | -10.46 | 21600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/10 | Mon | 3 | 2017/04/13 | 381.00 | 25 | 540 | -305.00 | 11.81 | 11.77 | 60.90 | 0.28 | - | 32.00 | 21,454.35 | 21,486.10 | 38.00 | 21,447.15 | 21,484.90 | 587.00 | 141.49 | 118.00 | -23.49 | 21500PE | -206.00 | 68.75 | 77.00 | 8.25 | 21500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/11 | Tue | 2 | 2017/04/13 | -63.00 | 25 | 84 | -414.00 | 11.65 | 11.48 | 1.30 | 0.01 | - | 101.00 | 21,551.75 | 21,652.85 | 127.00 | 21,557.15 | 21,684.20 | 1,485.00 | 122.39 | 63.00 | -59.39 | 21600PE | -1,548.00 | 53.58 | 115.50 | 61.92 | 21600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/12 | Wed | 1 | 2017/04/13 | 242.00 | 25 | 342 | -3,035.00 | 11.42 | 11.49 | -0.50 | - | -18.00 | 21,770.10 | 21,752.50 | 7.00 | 21,772.60 | 21,780.00 | 199.00 | 100.25 | 92.30 | -7.95 | 21800PE | 44.00 | 50.79 | 49.05 | -1.74 | 21800CE | |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/13 | Thu | 0 | 2017/04/13 | 1,010.00 | 25 | 1,025 | -208.00 | 11.74 | 11.49 | -15.55 | -0.07 | - | 45.00 | 21,664.70 | 21,709.55 | 46.00 | 21,690.00 | 21,736.10 | 1,008.00 | 75.47 | 35.15 | -40.32 | 21700PE | 3.00 | 34.87 | 34.75 | -0.12 | 21700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/17 | Mon | 3 | 2017/04/20 | 93.00 | 25 | 240 | -701.00 | 11.89 | 11.97 | 13.90 | 0.06 | - | -103.00 | 21,727.05 | 21,624.50 | -60.00 | 21,740.35 | 21,680.00 | -646.00 | 107.51 | 133.35 | 25.84 | 21700PE | 740.00 | 114.28 | 84.70 | -29.58 | 21700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/18 | Tue | 2 | 2017/04/20 | -329.00 | 25 | 0 | -986.00 | 11.41 | 11.73 | 58.45 | 0.27 | - | 106.00 | 21,758.90 | 21,864.50 | 139.00 | 21,782.85 | 21,922.00 | 1,500.00 | 120.00 | 60.00 | -60.00 | 21800PE | -1,830.00 | 67.81 | 141.00 | 73.19 | 21800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/19 | Wed | 1 | 2017/04/20 | 146.00 | 25 | 380 | -1,710.00 | 12.13 | 12.31 | 2.25 | 0.01 | - | -120.00 | 21,697.60 | 21,577.20 | -94.00 | 21,724.00 | 21,629.90 | -933.00 | 93.68 | 131.00 | 37.32 | 21700PE | 1,079.00 | 87.11 | 43.95 | -43.16 | 21700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/20 | Thu | 0 | 2017/04/20 | 1,267.00 | 25 | 1,352 | 0.00 | 11.61 | 11.74 | -136.90 | -0.64 | Day Open < PDL | -29.00 | 21,515.60 | 21,486.25 | -32.00 | 21,576.75 | 21,545.00 | 28.00 | 30.80 | 29.70 | -1.10 | 21500PE | 1,240.00 | 84.82 | 35.20 | -49.62 | 21500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/21 | Fri | 4 | 2017/04/27 | -802.00 | 25 | 369 | -897.00 | 11.13 | 11.51 | 76.10 | 0.35 | Day Open > PDH | -160.00 | 21,582.85 | 21,423.10 | -183.00 | 21,617.40 | 21,434.25 | -2,587.00 | 139.70 | 243.20 | 103.50 | 21600PE | 1,785.00 | 158.35 | 86.95 | -71.40 | 21600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/24 | Mon | 3 | 2017/04/27 | 301.00 | 25 | 562 | -204.00 | 11.31 | 11.46 | 40.45 | 0.19 | - | 113.00 | 21,699.90 | 21,813.05 | 114.00 | 21,649.90 | 21,763.75 | 1,559.00 | 155.22 | 92.85 | -62.37 | 21700PE | -1,257.00 | 98.95 | 149.25 | 50.30 | 21700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/25 | Tue | 2 | 2017/04/27 | 664.00 | 25 | 785 | -65.00 | 11.54 | 11.40 | 103.25 | 0.47 | Day Open > PDH | 60.00 | 21,943.25 | 22,003.70 | 53.00 | 21,901.95 | 21,954.90 | 953.00 | 108.45 | 70.35 | -38.10 | 21900PE | -288.00 | 110.99 | 122.50 | 11.51 | 21900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/26 | Wed | 1 | 2017/04/27 | -346.00 | 25 | 28 | -987.00 | 11.23 | 11.50 | 103.95 | 0.47 | Day Open > PDH | 80.00 | 22,122.30 | 22,202.05 | 103.00 | 22,069.95 | 22,173.25 | 1,166.00 | 102.73 | 56.10 | -46.63 | 22100PE | -1,512.00 | 69.65 | 130.15 | 60.50 | 22100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/27 | Thu | 0 | 2017/04/27 | 370.00 | 25 | 601 | -557.00 | 11.41 | 11.11 | 31.20 | 0.14 | - | 70.00 | 22,196.20 | 22,266.15 | 68.00 | 22,190.35 | 22,258.75 | 860.00 | 58.70 | 24.30 | -34.40 | 22200PE | -489.00 | 56.02 | 75.60 | 19.58 | 22200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/04/28 | Fri | 3 | 2017/05/04 | 321.00 | 25 | 373 | -350.00 | 10.95 | 10.76 | -29.50 | -0.13 | - | -54.00 | 22,276.40 | 22,222.80 | -10.00 | 22,275.05 | 22,265.10 | 45.00 | 166.16 | 164.35 | -1.81 | 22300PE | 276.00 | 99.45 | 88.40 | -11.05 | 22300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/02 | Tue | 2 | 2017/05/04 | -184.00 | 25 | 56 | -1,077.00 | 10.92 | 11.43 | 54.30 | 0.24 | Day Open > PDH | -38.00 | 22,394.20 | 22,356.50 | -9.00 | 22,406.05 | 22,397.50 | -162.00 | 119.60 | 126.10 | 6.50 | 22400PE | -22.00 | 85.12 | 86.00 | 0.88 | 22400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/03 | Wed | 1 | 2017/05/04 | -317.00 | 25 | 82 | -601.00 | 11.16 | 11.61 | 104.50 | 0.47 | - | -134.00 | 22,388.50 | 22,254.25 | -97.00 | 22,411.75 | 22,315.00 | -1,345.00 | 104.18 | 158.00 | 53.82 | 22400PE | 1,028.00 | 81.49 | 40.35 | -41.14 | 22400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/04 | Thu | 0 | 2017/05/04 | 213.00 | 25 | 920 | 0.00 | 11.29 | 11.53 | 311.00 | 1.39 | Day Open > PDH | 141.00 | 22,491.55 | 22,632.85 | 125.00 | 22,499.00 | 22,624.40 | 1,773.00 | 75.62 | 4.70 | -70.92 | 22500PE | -1,559.00 | 43.28 | 105.65 | 62.37 | 22500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/05 | Fri | 4 | 2017/05/11 | -683.00 | 25 | 0 | -900.00 | 11.19 | 11.97 | 124.75 | 0.55 | Day Open > PDH | -21.00 | 22,697.65 | 22,676.95 | 6.00 | 22,687.30 | 22,693.35 | -230.00 | 167.16 | 176.35 | 9.19 | 22700PE | -454.00 | 121.64 | 139.80 | 18.16 | 22700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/08 | Mon | 3 | 2017/05/11 | 108.00 | 25 | 181 | -368.00 | 11.43 | 11.87 | 73.50 | 0.33 | - | 89.00 | 22,677.30 | 22,766.00 | 83.00 | 22,690.00 | 22,773.00 | 1,096.00 | 149.90 | 106.05 | -43.85 | 22700PE | -988.00 | 102.83 | 142.35 | 39.52 | 22700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/09 | Tue | 2 | 2017/05/11 | 452.00 | 25 | 474 | -704.00 | 11.33 | 11.18 | 53.45 | 0.23 | - | -39.00 | 22,784.25 | 22,745.30 | -10.00 | 22,795.10 | 22,785.50 | 157.00 | 130.34 | 124.05 | -6.29 | 22800PE | 295.00 | 90.55 | 78.75 | -11.80 | 22800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/10 | Wed | 1 | 2017/05/11 | 667.00 | 25 | 696 | -79.00 | 10.81 | 11.00 | 60.45 | 0.27 | - | 41.00 | 22,783.45 | 22,824.60 | 45.00 | 22,806.00 | 22,851.00 | 829.00 | 99.15 | 66.00 | -33.15 | 22800PE | -162.00 | 84.28 | 90.75 | 6.47 | 22800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/11 | Thu | 0 | 2017/05/11 | 742.00 | 25 | 729 | -1.00 | 10.59 | 10.78 | 85.70 | 0.38 | Day Open > PDH | 42.00 | 22,900.85 | 22,942.80 | 38.00 | 22,927.95 | 22,966.00 | 775.00 | 42.59 | 11.60 | -30.99 | 22900PE | -32.00 | 54.73 | 56.00 | 1.27 | 22900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/12 | Fri | 4 | 2017/05/18 | -69.00 | 25 | 345 | -275.00 | 10.50 | 10.68 | 21.95 | 0.10 | - | -160.00 | 22,822.95 | 22,662.50 | -119.00 | 22,832.30 | 22,713.70 | -1,241.00 | 128.35 | 178.00 | 49.65 | 22800PE | 1,172.00 | 126.36 | 79.50 | -46.86 | 22800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/15 | Mon | 3 | 2017/05/18 | 358.00 | 25 | 406 | -36.00 | 10.19 | 10.52 | 64.15 | 0.28 | - | -5.00 | 22,789.25 | 22,784.50 | 15.00 | 22,796.00 | 22,810.85 | 452.00 | 117.86 | 99.80 | -18.06 | 22800PE | -93.00 | 93.53 | 97.25 | 3.72 | 22800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/16 | Tue | 2 | 2017/05/18 | 129.00 | 25 | 186 | -247.00 | 10.18 | 10.81 | 36.10 | 0.16 | - | 28.00 | 22,814.30 | 22,841.95 | 30.00 | 22,816.00 | 22,846.10 | 424.00 | 90.25 | 73.30 | -16.95 | 22800PE | -294.00 | 94.72 | 106.50 | 11.78 | 22800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/17 | Wed | 1 | 2017/05/18 | 492.00 | 25 | 526 | 0.00 | 10.13 | 10.57 | 43.75 | 0.19 | Day Open > PDH | 20.00 | 22,871.55 | 22,891.65 | 9.00 | 22,882.70 | 22,892.10 | 487.00 | 96.52 | 77.05 | -19.47 | 22900PE | 5.00 | 65.32 | 65.10 | -0.22 | 22900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/18 | Thu | 0 | 2017/05/18 | 1,054.00 | 25 | 1,049 | 0.00 | 10.50 | 11.51 | -185.50 | -0.81 | Day Open < PDL | 18.00 | 22,786.50 | 22,804.95 | 11.00 | 22,801.00 | 22,812.00 | 692.00 | 54.03 | 26.35 | -27.68 | 22800PE | 362.00 | 43.43 | 28.95 | -14.48 | 22800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/19 | Fri | 4 | 2017/05/25 | 61.00 | 25 | 321 | -1,325.00 | 10.69 | 11.56 | 63.35 | 0.28 | - | -37.00 | 22,815.80 | 22,779.05 | -37.00 | 22,819.20 | 22,782.35 | -328.00 | 134.13 | 147.25 | 13.12 | 22800PE | 389.00 | 144.52 | 128.95 | -15.57 | 22800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/22 | Mon | 3 | 2017/05/25 | -850.00 | 25 | 0 | -988.00 | 10.91 | 11.37 | 105.00 | 0.46 | - | -105.00 | 22,855.70 | 22,750.20 | -104.00 | 22,864.95 | 22,760.60 | -1,618.00 | 128.35 | 193.05 | 64.70 | 22900PE | 767.00 | 94.08 | 63.40 | -30.68 | 22900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/23 | Tue | 2 | 2017/05/25 | 354.00 | 25 | 409 | -701.00 | 11.24 | 11.67 | 22.05 | 0.10 | - | -24.00 | 22,641.65 | 22,617.65 | -28.00 | 22,647.85 | 22,620.00 | -230.00 | 85.82 | 95.00 | 9.18 | 22600PE | 584.00 | 128.35 | 105.00 | -23.35 | 22600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/24 | Wed | 1 | 2017/05/25 | 221.00 | 25 | 731 | -10.00 | 11.80 | 11.67 | 41.70 | 0.18 | - | -5.00 | 22,572.50 | 22,567.20 | -23.00 | 22,577.65 | 22,555.00 | -142.00 | 109.40 | 115.10 | 5.70 | 22600PE | 364.00 | 80.84 | 66.30 | -14.54 | 22600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/25 | Thu | 0 | 2017/05/25 | -368.00 | 25 | 9 | -978.00 | 11.71 | 10.49 | 37.35 | 0.17 | - | 87.00 | 22,622.95 | 22,709.85 | 90.00 | 22,611.15 | 22,701.00 | 832.00 | 45.77 | 12.50 | -33.27 | 22600PE | -1,200.00 | 48.90 | 96.90 | 48.00 | 22600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/26 | Fri | 4 | 2017/06/01 | 87.00 | 25 | 130 | -550.00 | 10.72 | 10.63 | -39.40 | -0.17 | - | 142.00 | 23,134.85 | 23,276.60 | 105.00 | 23,029.25 | 23,134.30 | 1,306.00 | 199.75 | 147.50 | -52.25 | 23100PE | -1,219.00 | 119.05 | 167.80 | 48.75 | 23100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/29 | Mon | 3 | 2017/06/01 | -1,433.00 | 25 | 213 | -2,721.00 | 10.99 | 11.68 | -51.60 | -0.22 | - | -159.00 | 23,385.85 | 23,226.95 | -130.00 | 23,316.00 | 23,186.05 | -2,024.00 | 179.60 | 260.55 | 80.95 | 23400PE | 590.00 | 86.96 | 63.35 | -23.61 | 23400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/30 | Tue | 2 | 2017/06/01 | -295.00 | 25 | 99 | -1,316.00 | 11.87 | 12.11 | -40.65 | -0.18 | - | 94.00 | 23,116.50 | 23,210.35 | 101.00 | 23,075.80 | 23,176.70 | 1,121.00 | 131.09 | 86.25 | -44.84 | 23100PE | -1,416.00 | 109.35 | 166.00 | 56.65 | 23100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/05/31 | Wed | 1 | 2017/06/01 | 989.00 | 25 | 1,057 | -288.00 | 12.10 | 11.99 | 13.95 | 0.06 | - | -1.00 | 23,309.85 | 23,308.75 | -1.00 | 23,256.55 | 23,255.15 | 845.00 | 117.71 | 83.90 | -33.81 | 23300PE | 145.00 | 93.58 | 87.80 | -5.78 | 23300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/01 | Thu | 0 | 2017/06/01 | -1,059.00 | 25 | 260 | -1,622.00 | 11.63 | 11.58 | -30.70 | -0.13 | - | -124.00 | 23,370.65 | 23,247.00 | -103.00 | 23,326.00 | 23,223.00 | -2,294.00 | 63.98 | 155.75 | 91.77 | 23400PE | 1,235.00 | 54.73 | 5.35 | -49.38 | 23400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/02 | Fri | 4 | 2017/06/08 | 272.00 | 25 | 346 | -198.00 | 10.68 | 10.92 | 125.05 | 0.54 | Day Open > PDH | -30.00 | 23,432.60 | 23,402.85 | -10.00 | 23,382.10 | 23,372.00 | -95.00 | 133.93 | 137.75 | 3.82 | 23400PE | 368.00 | 156.96 | 142.25 | -14.71 | 23400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/05 | Mon | 3 | 2017/06/08 | 208.00 | 25 | 393 | -114.00 | 10.83 | 10.99 | 21.50 | 0.09 | - | 54.00 | 23,395.80 | 23,449.65 | 66.00 | 23,326.00 | 23,392.20 | 833.00 | 148.30 | 115.00 | -33.30 | 23400PE | -624.00 | 108.45 | 133.40 | 24.95 | 23400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/06 | Tue | 2 | 2017/06/08 | 32.00 | 25 | 154 | -235.00 | 10.82 | 11.23 | 63.40 | 0.27 | Day Open > PDH | -61.00 | 23,470.65 | 23,409.80 | -25.00 | 23,423.50 | 23,398.00 | -262.00 | 139.50 | 150.00 | 10.50 | 23500PE | 295.00 | 98.31 | 86.50 | -11.81 | 23500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/07 | Wed | 1 | 2017/06/08 | -49.00 | 25 | 86 | -155.00 | 11.00 | 11.12 | 66.55 | 0.28 | - | 21.00 | 23,462.95 | 23,483.95 | 26.00 | 23,445.15 | 23,471.00 | 210.00 | 126.91 | 118.50 | -8.41 | 23500PE | -260.00 | 91.59 | 102.00 | 10.41 | 23500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/08 | Thu | 0 | 2017/06/08 | 969.00 | 25 | 980 | -33.00 | 10.58 | 11.05 | 62.70 | 0.27 | Day Open > PDH | -13.00 | 23,614.15 | 23,601.10 | 20.00 | 23,585.00 | 23,605.00 | 335.00 | 40.80 | 27.40 | -13.40 | 23600PE | 635.00 | 60.89 | 35.50 | -25.39 | 23600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/09 | Fri | 4 | 2017/06/15 | 127.00 | 25 | 339 | -63.00 | 10.76 | 10.87 | -52.15 | -0.22 | Day Open < PDL | 57.00 | 23,540.25 | 23,597.05 | 45.00 | 23,531.00 | 23,575.75 | 550.00 | 113.43 | 91.45 | -21.98 | 23500PE | -422.00 | 154.13 | 171.00 | 16.87 | 23500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/12 | Mon | 3 | 2017/06/15 | 193.00 | 25 | 256 | -135.00 | 10.87 | 11.24 | -80.75 | -0.34 | - | -71.00 | 23,614.25 | 23,543.70 | -46.00 | 23,566.30 | 23,520.50 | -243.00 | 121.94 | 131.65 | 9.71 | 23600PE | 436.00 | 109.45 | 92.00 | -17.45 | 23600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/13 | Tue | 2 | 2017/06/15 | 75.00 | 25 | 150 | -179.00 | 10.93 | 11.08 | -23.45 | -0.10 | - | 64.00 | 23,529.45 | 23,593.90 | 35.00 | 23,500.00 | 23,535.00 | 482.00 | 82.49 | 63.20 | -19.29 | 23500PE | -406.00 | 121.34 | 137.60 | 16.26 | 23500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/14 | Wed | 1 | 2017/06/15 | 372.00 | 25 | 500 | -552.00 | 11.16 | 11.40 | 77.45 | 0.33 | - | 2.00 | 23,503.20 | 23,504.95 | 15.00 | 23,462.60 | 23,478.00 | 363.00 | 92.53 | 78.00 | -14.53 | 23500PE | 9.00 | 95.37 | 95.00 | -0.37 | 23500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/15 | Thu | 0 | 2017/06/15 | 565.00 | 25 | 1,024 | 0.00 | 10.96 | 11.31 | -54.00 | -0.23 | - | -96.00 | 23,438.15 | 23,342.20 | -77.00 | 23,412.50 | 23,335.00 | -831.00 | 35.12 | 68.35 | 33.23 | 23400PE | 1,396.00 | 70.45 | 14.60 | -55.85 | 23400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/16 | Fri | 4 | 2017/06/22 | 15.00 | 25 | 235 | -135.00 | 10.94 | 10.98 | 56.85 | 0.24 | - | -1.00 | 23,449.60 | 23,449.05 | -7.00 | 23,438.55 | 23,431.20 | -16.00 | 89.60 | 90.25 | 0.65 | 23400PE | 31.00 | 148.01 | 146.75 | -1.26 | 23400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/19 | Mon | 3 | 2017/06/22 | 157.00 | 25 | 244 | -91.00 | 10.57 | 10.78 | 68.60 | 0.29 | Day Open > PDH | 48.00 | 23,572.75 | 23,621.00 | 80.00 | 23,520.00 | 23,600.00 | 820.00 | 124.23 | 91.45 | -32.78 | 23600PE | -662.00 | 73.88 | 100.35 | 26.47 | 23600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/20 | Tue | 2 | 2017/06/22 | 242.00 | 25 | 315 | -193.00 | 10.28 | 10.73 | -21.55 | -0.09 | - | -14.00 | 23,703.60 | 23,689.35 | -4.00 | 23,690.10 | 23,686.45 | 89.00 | 87.56 | 84.00 | -3.56 | 23700PE | 153.00 | 104.08 | 97.95 | -6.13 | 23700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/21 | Wed | 1 | 2017/06/22 | 374.00 | 25 | 402 | 0.00 | 10.76 | 10.83 | -59.80 | -0.25 | Day Open < PDL | 8.00 | 23,631.90 | 23,639.60 | 5.00 | 23,638.05 | 23,642.85 | 160.00 | 51.74 | 45.35 | -6.39 | 23600PE | 214.00 | 103.48 | 94.90 | -8.58 | 23600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/22 | Thu | 0 | 2017/06/22 | 658.00 | 25 | 761 | -671.00 | 10.97 | 10.77 | 8.10 | 0.03 | - | 75.00 | 23,759.15 | 23,834.05 | 82.00 | 23,737.25 | 23,819.60 | 1,290.00 | 68.75 | 17.15 | -51.60 | 23800PE | -631.00 | 20.75 | 46.00 | 25.25 | 23800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/23 | Fri | 3 | 2017/06/29 | -195.00 | 25 | 161 | -1,190.00 | 11.27 | 11.67 | 36.20 | 0.15 | - | -125.00 | 23,721.30 | 23,596.25 | -95.00 | 23,699.95 | 23,605.05 | -1,190.00 | 122.19 | 169.80 | 47.61 | 23700PE | 995.00 | 127.71 | 87.90 | -39.81 | 23700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/27 | Tue | 2 | 2017/06/29 | -2,860.00 | 25 | 0 | -3,268.00 | 12.03 | 12.53 | 94.20 | 0.40 | - | -282.00 | 23,579.45 | 23,297.05 | -265.00 | 23,565.05 | 23,300.00 | -4,725.00 | 124.28 | 313.30 | 189.02 | 23600PE | 1,865.00 | 101.14 | 26.55 | -74.59 | 23600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/28 | Wed | 1 | 2017/06/29 | 77.00 | 25 | 216 | -1,644.00 | 12.73 | 12.18 | -6.70 | -0.03 | - | 122.00 | 23,127.50 | 23,249.70 | 109.00 | 23,108.30 | 23,217.00 | 1,278.00 | 103.48 | 52.35 | -51.13 | 23100PE | -1,201.00 | 107.46 | 155.50 | 48.04 | 23100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/29 | Thu | 0 | 2017/06/29 | 519.00 | 25 | 882 | -1,516.00 | 11.74 | 11.32 | 76.55 | 0.33 | - | -90.00 | 23,348.70 | 23,258.25 | -114.00 | 23,363.10 | 23,248.75 | -1,240.00 | 37.86 | 87.45 | 49.59 | 23300PE | 1,760.00 | 102.98 | 32.60 | -70.38 | 23300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/06/30 | Fri | 4 | 2017/07/06 | -355.00 | 25 | 112 | -841.00 | 11.66 | 11.83 | -90.05 | -0.39 | - | 128.00 | 23,038.00 | 23,166.30 | 96.00 | 23,032.80 | 23,129.00 | 884.00 | 143.88 | 108.50 | -35.38 | 23000PE | -1,240.00 | 171.89 | 221.50 | 49.61 | 23000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/03 | Mon | 3 | 2017/07/06 | 326.00 | 25 | 667 | -246.00 | 11.59 | 11.18 | 29.15 | 0.13 | - | 70.00 | 23,196.25 | 23,266.30 | 100.00 | 23,197.50 | 23,297.50 | 1,306.00 | 141.24 | 89.00 | -52.24 | 23200PE | -980.00 | 135.82 | 175.00 | 39.18 | 23200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/04 | Tue | 2 | 2017/07/06 | 170.00 | 25 | 183 | -899.00 | 11.17 | 11.39 | 52.70 | 0.23 | - | -82.00 | 23,323.10 | 23,241.55 | -71.00 | 23,325.00 | 23,253.70 | -783.00 | 98.75 | 130.05 | 31.30 | 23300PE | 953.00 | 116.22 | 78.10 | -38.12 | 23300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/05 | Wed | 1 | 2017/07/06 | 900.00 | 25 | 912 | -274.00 | 11.24 | 11.18 | 27.70 | 0.12 | - | 45.00 | 23,264.55 | 23,309.45 | 90.00 | 23,280.40 | 23,370.00 | 1,307.00 | 108.06 | 55.80 | -52.26 | 23300PE | -406.00 | 75.02 | 91.25 | 16.23 | 23300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/06 | Thu | 0 | 2017/07/06 | 19.00 | 25 | 387 | -471.00 | 11.09 | 11.03 | 46.90 | 0.20 | Day Open > PDH | 94.00 | 23,400.95 | 23,494.75 | 68.00 | 23,450.00 | 23,517.90 | 789.00 | 42.29 | 10.75 | -31.54 | 23400PE | -769.00 | 59.85 | 90.60 | 30.75 | 23400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/07 | Fri | 4 | 2017/07/13 | 449.00 | 25 | 496 | -86.00 | 10.87 | 10.99 | -2.90 | -0.01 | - | -16.00 | 23,448.00 | 23,431.75 | 4.00 | 23,455.50 | 23,459.95 | 279.00 | 119.65 | 108.50 | -11.15 | 23400PE | 171.00 | 150.84 | 144.00 | -6.84 | 23400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/10 | Mon | 3 | 2017/07/13 | -17.00 | 25 | 0 | -230.00 | 10.64 | 10.97 | 134.10 | 0.57 | Day Open > PDH | 37.00 | 23,526.30 | 23,562.90 | 29.00 | 23,546.00 | 23,575.45 | 404.00 | 101.14 | 85.00 | -16.14 | 23500PE | -421.00 | 128.16 | 145.00 | 16.84 | 23500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/11 | Tue | 2 | 2017/07/13 | 333.00 | 25 | 300 | -106.00 | 10.65 | 10.83 | 69.50 | 0.29 | - | 1.00 | 23,707.00 | 23,708.00 | 8.00 | 23,717.25 | 23,725.40 | 270.00 | 96.91 | 86.10 | -10.81 | 23700PE | 63.00 | 94.53 | 92.00 | -2.53 | 23700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/12 | Wed | 1 | 2017/07/13 | 400.00 | 25 | 475 | -79.00 | 10.88 | 11.22 | 39.15 | 0.17 | - | -57.00 | 23,646.90 | 23,589.60 | -45.00 | 23,654.55 | 23,609.95 | -328.00 | 62.78 | 75.90 | 13.12 | 23600PE | 729.00 | 88.41 | 59.25 | -29.16 | 23600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/13 | Thu | 0 | 2017/07/13 | 400.00 | 25 | 530 | -922.00 | 10.76 | 11.24 | 121.80 | 0.51 | Day Open > PDH | 18.00 | 23,833.80 | 23,851.45 | -2.00 | 23,846.55 | 23,845.00 | 397.00 | 30.15 | 14.25 | -15.90 | 23800PE | 3.00 | 67.76 | 67.65 | -0.11 | 23800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/14 | Fri | 4 | 2017/07/20 | -251.00 | 25 | 504 | -425.00 | 11.04 | 11.30 | 60.85 | 0.25 | Day Open > PDH | 107.00 | 23,832.80 | 23,939.95 | 132.00 | 23,840.00 | 23,971.75 | 1,368.00 | 118.41 | 63.70 | -54.71 | 23800PE | -1,619.00 | 160.44 | 225.20 | 64.76 | 23800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/17 | Mon | 3 | 2017/07/20 | -88.00 | 25 | 90 | -461.00 | 10.88 | 11.36 | 73.70 | 0.31 | Day Open > PDH | 2.00 | 23,989.20 | 23,991.00 | -2.00 | 23,992.15 | 23,990.45 | -182.00 | 116.81 | 124.10 | 7.29 | 24000PE | 93.00 | 111.74 | 108.00 | -3.74 | 24000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/18 | Tue | 2 | 2017/07/20 | 219.00 | 25 | 335 | -253.00 | 11.03 | 11.52 | -56.90 | -0.24 | - | 84.00 | 23,999.40 | 24,083.70 | 77.00 | 24,020.50 | 24,097.90 | 1,008.00 | 107.91 | 67.60 | -40.31 | 24000PE | -788.00 | 113.23 | 144.75 | 31.52 | 24000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/19 | Wed | 1 | 2017/07/20 | 352.00 | 25 | 409 | -124.00 | 11.25 | 11.39 | 47.15 | 0.20 | - | 58.00 | 24,081.40 | 24,139.65 | 60.00 | 24,090.90 | 24,151.15 | 897.00 | 92.44 | 56.55 | -35.89 | 24100PE | -545.00 | 78.06 | 99.85 | 21.79 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/20 | Thu | 0 | 2017/07/20 | 1,016.00 | 25 | 1,031 | 0.00 | 11.32 | 11.47 | 18.00 | 0.07 | - | -29.00 | 24,229.65 | 24,200.70 | -34.00 | 24,247.25 | 24,213.35 | 205.00 | 34.38 | 26.20 | -8.18 | 24200PE | 811.00 | 68.21 | 35.75 | -32.46 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/21 | Fri | 4 | 2017/07/27 | 190.00 | 25 | 378 | -101.00 | 11.32 | 11.18 | 18.05 | 0.07 | - | -26.00 | 24,174.10 | 24,148.05 | -31.00 | 24,190.00 | 24,158.65 | -267.00 | 143.28 | 153.95 | 10.67 | 24200PE | 457.00 | 142.28 | 124.00 | -18.28 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/24 | Mon | 3 | 2017/07/27 | 125.00 | 25 | 463 | -27.00 | 11.40 | 11.16 | 50.65 | 0.21 | Day Open > PDH | 143.00 | 24,262.20 | 24,405.35 | 138.00 | 24,246.10 | 24,383.95 | 1,610.00 | 141.89 | 77.50 | -64.39 | 24300PE | -1,484.00 | 103.63 | 163.00 | 59.37 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/25 | Tue | 2 | 2017/07/27 | -115.00 | 25 | 0 | -301.00 | 11.37 | 11.04 | 202.05 | 0.83 | Day Open > PDH | -36.00 | 24,534.20 | 24,498.05 | -33.00 | 24,517.00 | 24,483.85 | -407.00 | 85.87 | 102.15 | 16.28 | 24500PE | 292.00 | 112.58 | 100.90 | -11.68 | 24500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/26 | Wed | 1 | 2017/07/27 | 170.00 | 25 | 300 | -108.00 | 11.31 | 11.36 | 57.45 | 0.23 | - | 67.00 | 24,511.40 | 24,578.45 | 40.00 | 24,514.95 | 24,555.00 | 645.00 | 77.36 | 51.55 | -25.81 | 24500PE | -475.00 | 99.20 | 118.20 | 19.00 | 24500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/27 | Thu | 0 | 2017/07/27 | -903.00 | 25 | 91 | -2,514.00 | 11.47 | 11.24 | 186.80 | 0.76 | Day Open > PDH | 88.00 | 24,841.80 | 24,929.35 | 107.00 | 24,836.00 | 24,943.20 | 770.00 | 40.70 | 9.90 | -30.80 | 24800PE | -1,674.00 | 90.40 | 157.35 | 66.95 | 24800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/28 | Fri | 4 | 2017/08/03 | 36.00 | 25 | 143 | -777.00 | 11.59 | 11.40 | -177.85 | -0.71 | Day Open < PDL | -32.00 | 24,747.55 | 24,715.90 | 26.00 | 24,850.00 | 24,876.05 | 243.00 | 98.31 | 88.60 | -9.71 | 24700PE | -206.00 | 217.41 | 225.65 | 8.24 | 24700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/07/31 | Mon | 3 | 2017/08/03 | -1,295.00 | 25 | 125 | -1,332.00 | 11.66 | 11.59 | 69.30 | 0.28 | Day Open > PDH | 173.00 | 24,912.25 | 25,084.95 | 97.00 | 25,009.70 | 25,106.20 | 529.00 | 107.26 | 86.10 | -21.16 | 24900PE | -1,824.00 | 171.04 | 244.00 | 72.96 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/01 | Tue | 2 | 2017/08/03 | -374.00 | 25 | 17 | -874.00 | 12.07 | 12.12 | 49.20 | 0.20 | - | -87.00 | 25,133.35 | 25,046.05 | -26.00 | 25,195.00 | 25,168.95 | -486.00 | 136.76 | 156.20 | 19.44 | 25100PE | 112.00 | 184.87 | 180.40 | -4.47 | 25100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/02 | Wed | 1 | 2017/08/03 | -11.00 | 25 | 319 | -176.00 | 12.01 | 12.00 | 67.60 | 0.27 | Day Open > PDH | -60.00 | 25,169.90 | 25,109.90 | -46.00 | 25,212.95 | 25,167.10 | -432.00 | 152.23 | 169.50 | 17.27 | 25200PE | 420.00 | 126.96 | 110.15 | -16.81 | 25200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/03 | Thu | 0 | 2017/08/03 | 1,167.00 | 25 | 1,548 | 0.00 | 12.14 | 11.65 | -52.35 | -0.21 | - | -130.00 | 24,948.45 | 24,818.20 | -94.00 | 25,020.00 | 24,925.50 | -863.00 | 24.68 | 59.20 | 34.52 | 24900PE | 2,031.00 | 95.97 | 14.75 | -81.22 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/04 | Fri | 4 | 2017/08/10 | -705.00 | 25 | 0 | -1,012.00 | 11.69 | 11.49 | -45.55 | -0.18 | - | 68.00 | 24,632.10 | 24,700.05 | 87.00 | 24,722.40 | 24,809.75 | 508.00 | 94.28 | 73.95 | -20.33 | 24600PE | -1,214.00 | 183.43 | 232.00 | 48.57 | 24600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/07 | Mon | 3 | 2017/08/10 | 105.00 | 25 | 199 | -176.00 | 11.83 | 11.69 | 26.70 | 0.11 | - | -9.00 | 24,925.10 | 24,916.40 | -5.00 | 25,032.20 | 25,026.95 | 0.00 | 78.01 | 78.00 | -0.01 | 24900PE | 105.00 | 167.96 | 163.75 | -4.21 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/08 | Tue | 2 | 2017/08/10 | -1,256.00 | 25 | 194 | -3,787.00 | 11.81 | 12.60 | 35.85 | 0.14 | - | -258.00 | 24,939.70 | 24,682.10 | -251.00 | 25,000.05 | 24,749.50 | -3,610.00 | 80.64 | 225.05 | 144.41 | 24900PE | 2,354.00 | 135.42 | 41.25 | -94.17 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/09 | Wed | 1 | 2017/08/10 | 721.00 | 25 | 1,220 | -453.00 | 12.74 | 13.10 | -80.25 | -0.33 | Day Open < PDL | 16.00 | 24,452.85 | 24,468.95 | 21.00 | 24,530.00 | 24,551.05 | 476.00 | 110.05 | 91.00 | -19.05 | 24500PE | 246.00 | 93.78 | 83.95 | -9.83 | 24500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/10 | Thu | 0 | 2017/08/10 | 317.00 | 25 | 447 | -904.00 | 13.55 | 13.57 | -74.15 | -0.30 | Day Open < PDL | -70.00 | 24,308.75 | 24,238.80 | -49.00 | 24,381.90 | 24,332.95 | -647.00 | 58.26 | 84.15 | 25.89 | 24300PE | 965.00 | 56.96 | 18.35 | -38.61 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/11 | Fri | 3 | 2017/08/17 | -874.00 | 25 | 0 | -1,142.00 | 14.84 | 14.94 | -259.10 | -1.07 | - | 131.00 | 23,981.75 | 24,112.95 | 128.00 | 24,083.00 | 24,211.05 | 967.00 | 182.68 | 144.00 | -38.68 | 24000PE | -1,841.00 | 208.95 | 282.60 | 73.65 | 24000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/14 | Mon | 2 | 2017/08/17 | 579.00 | 25 | 652 | 0.00 | 14.20 | 14.11 | 65.30 | 0.27 | - | 96.00 | 24,055.60 | 24,151.35 | 87.00 | 24,165.00 | 24,252.30 | 1,283.00 | 155.57 | 104.25 | -51.32 | 24100PE | -703.00 | 175.42 | 203.55 | 28.13 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/16 | Wed | 1 | 2017/08/17 | 977.00 | 25 | 976 | -745.00 | 14.19 | 14.18 | 73.00 | 0.30 | - | 62.00 | 24,079.10 | 24,140.70 | 46.00 | 24,135.85 | 24,181.90 | 1,124.00 | 116.37 | 71.40 | -44.97 | 24100PE | -147.00 | 96.37 | 102.25 | 5.88 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/17 | Thu | 0 | 2017/08/17 | 1,014.00 | 25 | 1,097 | -854.00 | 14.51 | 14.52 | 57.50 | 0.24 | Day Open > PDH | -19.00 | 24,359.30 | 24,340.45 | -49.00 | 24,409.00 | 24,360.30 | 100.00 | 70.10 | 66.10 | -4.00 | 24400PE | 915.00 | 62.49 | 25.90 | -36.59 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/18 | Fri | 4 | 2017/08/24 | -72.00 | 25 | 244 | -774.00 | 14.36 | 14.52 | -111.95 | -0.46 | - | -2.00 | 24,052.05 | 24,049.75 | 11.00 | 24,065.00 | 24,075.80 | 64.00 | 228.00 | 225.45 | -2.55 | 24100PE | -137.00 | 171.59 | 177.05 | 5.46 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/21 | Mon | 3 | 2017/08/24 | 298.00 | 25 | 647 | -102.00 | 14.39 | 14.52 | 66.10 | 0.27 | Day Open > PDH | -75.00 | 24,208.85 | 24,133.60 | -74.00 | 24,219.10 | 24,144.85 | -677.00 | 164.37 | 191.45 | 27.08 | 24200PE | 975.00 | 169.15 | 130.15 | -39.00 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/22 | Tue | 2 | 2017/08/24 | -371.00 | 25 | 260 | -2,112.00 | 14.33 | 14.14 | 144.10 | 0.60 | - | -113.00 | 24,070.10 | 23,957.35 | -101.00 | 24,109.05 | 24,008.25 | -1,483.00 | 140.29 | 199.60 | 59.31 | 24100PE | 1,112.00 | 137.31 | 92.85 | -44.46 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/23 | Wed | 1 | 2017/08/24 | 675.00 | 25 | 758 | -144.00 | 13.93 | 13.59 | 110.50 | 0.46 | - | 83.00 | 24,081.60 | 24,164.70 | 73.00 | 24,120.10 | 24,193.00 | 1,387.00 | 115.72 | 60.25 | -55.47 | 24100PE | -712.00 | 113.63 | 142.10 | 28.47 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/24 | Thu | 0 | 2017/08/24 | 936.00 | 25 | 1,145 | -23.00 | 13.19 | 12.69 | 57.95 | 0.24 | Day Open > PDH | 61.00 | 24,268.15 | 24,329.30 | 67.00 | 24,271.05 | 24,337.95 | 1,153.00 | 77.81 | 31.70 | -46.11 | 24300PE | -216.00 | 50.40 | 59.05 | 8.65 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/28 | Mon | 3 | 2017/08/31 | 350.00 | 25 | 437 | -234.00 | 12.94 | 12.50 | 77.05 | 0.32 | - | 40.00 | 24,338.50 | 24,378.95 | 49.00 | 24,352.85 | 24,401.50 | 710.00 | 128.21 | 99.80 | -28.41 | 24300PE | -360.00 | 187.11 | 201.50 | 14.39 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/29 | Tue | 2 | 2017/08/31 | -51.00 | 25 | 379 | -947.00 | 12.94 | 13.19 | -75.10 | -0.31 | - | -94.00 | 24,262.75 | 24,168.55 | -78.00 | 24,252.60 | 24,175.00 | -1,010.00 | 159.00 | 199.40 | 40.40 | 24300PE | 958.00 | 116.42 | 78.10 | -38.32 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/30 | Wed | 1 | 2017/08/31 | 214.00 | 25 | 315 | -57.00 | 12.83 | 12.86 | 124.10 | 0.51 | - | 48.00 | 24,286.75 | 24,334.55 | 59.00 | 24,282.90 | 24,342.00 | 943.00 | 103.13 | 65.40 | -37.73 | 24300PE | -728.00 | 86.37 | 115.50 | 29.13 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/08/31 | Thu | 0 | 2017/08/31 | 925.00 | 25 | 988 | -226.00 | 12.75 | 12.00 | 45.65 | 0.19 | - | 24.00 | 24,270.85 | 24,294.90 | 40.00 | 24,246.65 | 24,286.65 | 847.00 | 84.48 | 50.60 | -33.88 | 24300PE | 79.00 | 41.79 | 38.65 | -3.14 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/01 | Fri | 4 | 2017/09/07 | -444.00 | 25 | 6 | -897.00 | 12.09 | 11.97 | 70.80 | 0.29 | Day Open > PDH | 123.00 | 24,338.60 | 24,461.80 | 107.00 | 24,393.40 | 24,500.00 | 897.00 | 126.61 | 90.75 | -35.86 | 24300PE | -1,341.00 | 185.02 | 238.65 | 53.63 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/04 | Mon | 3 | 2017/09/07 | -1,329.00 | 25 | 82 | -2,440.00 | 12.56 | 13.28 | 22.30 | 0.09 | - | -154.00 | 24,364.95 | 24,210.70 | -120.00 | 24,396.70 | 24,277.10 | -2,155.00 | 152.83 | 239.05 | 86.22 | 24400PE | 826.00 | 107.46 | 74.40 | -33.06 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/05 | Tue | 2 | 2017/09/07 | 652.00 | 25 | 711 | -17.00 | 12.96 | 13.09 | 35.75 | 0.15 | - | 43.00 | 24,261.90 | 24,305.35 | 81.00 | 24,293.75 | 24,375.00 | 1,303.00 | 145.67 | 93.55 | -52.12 | 24300PE | -650.00 | 98.70 | 124.70 | 26.00 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/06 | Wed | 1 | 2017/09/07 | 464.00 | 25 | 486 | -128.00 | 13.36 | 13.21 | -135.90 | -0.56 | Day Open < PDL | 74.00 | 24,186.20 | 24,260.15 | 70.00 | 24,218.65 | 24,288.80 | 1,086.00 | 101.44 | 58.00 | -43.44 | 24200PE | -621.00 | 72.04 | 96.90 | 24.86 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/07 | Thu | 0 | 2017/09/07 | 278.00 | 25 | 358 | -387.00 | 12.67 | 12.92 | 45.70 | 0.19 | - | -62.00 | 24,400.85 | 24,338.45 | -48.00 | 24,435.05 | 24,387.25 | -373.00 | 46.32 | 61.25 | 14.93 | 24400PE | 652.00 | 37.96 | 11.90 | -26.06 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/08 | Fri | 4 | 2017/09/14 | -426.00 | 25 | 0 | -591.00 | 12.74 | 12.86 | 104.60 | 0.43 | - | -49.00 | 24,380.55 | 24,331.35 | -71.00 | 24,396.00 | 24,325.00 | -1,016.00 | 150.00 | 190.65 | 40.65 | 24400PE | 590.00 | 116.81 | 93.20 | -23.61 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/11 | Mon | 3 | 2017/09/14 | -973.00 | 25 | 30 | -1,363.00 | 12.10 | 12.17 | 97.70 | 0.40 | Day Open > PDH | 175.00 | 24,484.25 | 24,658.90 | 166.00 | 24,494.95 | 24,661.25 | 1,533.00 | 126.32 | 65.00 | -61.32 | 24500PE | -2,506.00 | 96.86 | 197.10 | 100.24 | 24500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/12 | Tue | 2 | 2017/09/14 | 348.00 | 25 | 378 | -127.00 | 11.89 | 11.92 | 106.90 | 0.43 | Day Open > PDH | 70.00 | 24,717.35 | 24,787.65 | 58.00 | 24,705.00 | 24,763.25 | 938.00 | 110.05 | 72.55 | -37.50 | 24700PE | -589.00 | 94.18 | 117.75 | 23.57 | 24700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/13 | Wed | 1 | 2017/09/14 | 282.00 | 25 | 462 | -51.00 | 11.74 | 11.57 | 33.65 | 0.14 | - | 141.00 | 24,762.05 | 24,903.25 | 150.00 | 24,746.70 | 24,897.00 | 1,879.00 | 116.22 | 41.05 | -75.17 | 24800PE | -1,596.00 | 50.74 | 114.60 | 63.86 | 24800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/14 | Thu | 0 | 2017/09/14 | 728.00 | 25 | 758 | -54.00 | 11.41 | 11.73 | 25.45 | 0.10 | - | 3.00 | 24,900.90 | 24,904.35 | -3.00 | 24,899.95 | 24,897.10 | 486.00 | 54.82 | 35.40 | -19.42 | 24900PE | 243.00 | 34.23 | 24.50 | -9.73 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/15 | Fri | 4 | 2017/09/21 | -8.00 | 25 | 99 | -339.00 | 11.67 | 11.92 | -71.95 | -0.29 | - | -32.00 | 24,884.10 | 24,852.25 | -38.00 | 24,903.95 | 24,866.05 | -459.00 | 147.26 | 165.60 | 18.34 | 24900PE | 450.00 | 137.31 | 119.30 | -18.01 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/18 | Mon | 3 | 2017/09/21 | 140.00 | 25 | 249 | -67.00 | 11.45 | 11.52 | 103.85 | 0.42 | Day Open > PDH | 33.00 | 25,047.55 | 25,080.10 | 40.00 | 25,037.10 | 25,077.15 | 529.00 | 102.14 | 81.00 | -21.14 | 25000PE | -388.00 | 137.41 | 152.95 | 15.54 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/19 | Tue | 2 | 2017/09/21 | 323.00 | 25 | 360 | -102.00 | 11.15 | 11.58 | 12.85 | 0.05 | - | -15.00 | 25,036.30 | 25,020.90 | 1.00 | 25,018.10 | 25,018.85 | 272.00 | 92.68 | 81.80 | -10.88 | 25000PE | 51.00 | 108.70 | 106.65 | -2.05 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/20 | Wed | 1 | 2017/09/21 | 299.00 | 25 | 306 | -127.00 | 11.17 | 11.79 | -56.90 | -0.23 | Day Open < PDL | -37.00 | 25,016.10 | 24,979.15 | -8.00 | 25,047.50 | 25,039.00 | 49.00 | 61.84 | 59.90 | -1.94 | 25000PE | 251.00 | 103.43 | 93.40 | -10.03 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/21 | Thu | 0 | 2017/09/21 | -3,113.00 | 25 | 336 | -4,384.00 | 11.56 | 11.96 | -30.95 | -0.12 | Day Open < PDL | -217.00 | 24,975.00 | 24,758.20 | -194.00 | 24,995.00 | 24,801.00 | -3,970.00 | 57.81 | 216.60 | 158.79 | 25000PE | 857.00 | 35.27 | 1.00 | -34.27 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/22 | Fri | 4 | 2017/09/28 | 21.00 | 25 | 413 | -422.00 | 11.90 | 12.49 | -94.70 | -0.38 | Day Open < PDL | -136.00 | 24,572.30 | 24,436.35 | -86.00 | 24,596.35 | 24,510.00 | -987.00 | 169.65 | 209.15 | 39.50 | 24600PE | 1,009.00 | 162.88 | 122.50 | -40.38 | 24600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/25 | Mon | 3 | 2017/09/28 | 991.00 | 25 | 1,493 | -88.00 | 12.74 | 13.55 | -7.30 | -0.03 | - | -155.00 | 24,215.70 | 24,060.40 | -118.00 | 24,249.95 | 24,132.00 | -904.00 | 141.99 | 178.15 | 36.16 | 24200PE | 1,895.00 | 184.67 | 108.85 | -75.82 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/26 | Tue | 2 | 2017/09/28 | 681.00 | 25 | 819 | 0.00 | 13.42 | 12.88 | -59.45 | -0.25 | - | -35.00 | 24,145.35 | 24,109.90 | -8.00 | 24,177.00 | 24,168.80 | 217.00 | 92.68 | 84.00 | -8.68 | 24100PE | 464.00 | 165.07 | 146.50 | -18.57 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/27 | Wed | 1 | 2017/09/28 | -4,344.00 | 25 | 35 | -5,628.00 | 12.77 | 13.46 | 109.55 | 0.45 | Day Open > PDH | -360.00 | 24,290.20 | 23,930.55 | -326.00 | 24,300.00 | 23,974.05 | -6,178.00 | 77.66 | 324.80 | 247.14 | 24300PE | 1,834.00 | 86.37 | 13.00 | -73.37 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/28 | Thu | 0 | 2017/09/28 | 443.00 | 25 | 1,104 | -544.00 | 13.80 | 13.51 | -8.90 | -0.04 | - | -69.00 | 23,802.65 | 23,733.35 | -78.00 | 23,806.65 | 23,729.05 | -659.00 | 65.62 | 92.00 | 26.38 | 23800PE | 1,103.00 | 66.67 | 22.55 | -44.12 | 23800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/09/29 | Fri | 3 | 2017/10/05 | 150.00 | 25 | 201 | -440.00 | 12.75 | 12.17 | 105.85 | 0.44 | Day Open > PDH | 25.00 | 24,120.30 | 24,145.05 | 26.00 | 24,183.40 | 24,209.35 | 312.00 | 135.47 | 123.00 | -12.47 | 24100PE | -161.00 | 185.07 | 191.50 | 6.43 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/03 | Tue | 2 | 2017/10/05 | 169.00 | 25 | 386 | -960.00 | 12.27 | 12.49 | 147.60 | 0.61 | - | -13.00 | 24,133.00 | 24,119.55 | -24.00 | 24,136.95 | 24,112.50 | -273.00 | 151.29 | 162.20 | 10.91 | 24100PE | 442.00 | 161.69 | 144.00 | -17.69 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/04 | Wed | 1 | 2017/10/05 | 852.00 | 25 | 1,073 | -106.00 | 12.46 | 12.06 | 20.75 | 0.09 | - | 55.00 | 24,073.90 | 24,128.95 | 52.00 | 24,095.00 | 24,147.05 | 1,015.00 | 148.25 | 107.65 | -40.60 | 24100PE | -162.00 | 115.72 | 122.20 | 6.48 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/05 | Thu | 0 | 2017/10/05 | 1,000.00 | 25 | 1,016 | -542.00 | 11.81 | 11.69 | 1.45 | 0.01 | - | -47.00 | 24,102.30 | 24,055.75 | -7.00 | 24,126.30 | 24,119.75 | 420.00 | 57.71 | 40.90 | -16.81 | 24100PE | 581.00 | 45.77 | 22.55 | -23.22 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/06 | Fri | 4 | 2017/10/12 | 224.00 | 25 | 297 | -178.00 | 11.26 | 11.21 | 25.50 | 0.11 | - | -14.00 | 24,170.70 | 24,157.00 | 25.00 | 24,193.95 | 24,218.95 | 434.00 | 149.90 | 132.55 | -17.35 | 24200PE | -209.00 | 114.92 | 123.30 | 8.38 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/09 | Mon | 3 | 2017/10/12 | 389.00 | 25 | 432 | -335.00 | 11.53 | 11.41 | 19.55 | 0.08 | - | 25.00 | 24,187.15 | 24,212.25 | 42.00 | 24,225.05 | 24,267.00 | 742.00 | 122.98 | 93.30 | -29.68 | 24200PE | -353.00 | 119.20 | 133.30 | 14.10 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/10 | Tue | 2 | 2017/10/12 | 383.00 | 25 | 439 | 0.00 | 11.32 | 11.19 | 52.90 | 0.22 | - | 22.00 | 24,307.70 | 24,330.15 | 15.00 | 24,349.95 | 24,365.00 | 345.00 | 88.11 | 74.30 | -13.81 | 24300PE | 39.00 | 111.64 | 110.10 | -1.54 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/11 | Wed | 1 | 2017/10/12 | 288.00 | 25 | 311 | -54.00 | 10.97 | 10.85 | 64.00 | 0.26 | Day Open > PDH | 27.00 | 24,404.30 | 24,430.90 | 21.00 | 24,439.40 | 24,460.00 | 268.00 | 63.38 | 52.65 | -10.73 | 24400PE | 20.00 | 78.80 | 78.00 | -0.80 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/12 | Thu | 0 | 2017/10/12 | 691.00 | 25 | 907 | -1,305.00 | 20.00 | 20.00 | 44.00 | 0.18 | - | -58.00 | 24,135.85 | 24,077.75 | -51.00 | 24,160.00 | 24,109.05 | -218.00 | 42.83 | 51.55 | 8.72 | 24100PE | 910.00 | 63.38 | 27.00 | -36.38 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/13 | Fri | 3 | 2017/10/18 | -3,346.00 | 25 | 0 | -3,978.00 | 10.97 | 11.16 | 49.85 | 0.20 | Day Open > PDH | 244.00 | 24,433.50 | 24,677.85 | 232.00 | 24,457.55 | 24,690.00 | 1,169.00 | 108.90 | 62.15 | -46.75 | 24400PE | -4,515.00 | 144.28 | 324.90 | 180.62 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/16 | Mon | 2 | 2017/10/18 | -966.00 | 25 | 138 | -3,343.00 | 11.33 | 11.25 | 126.25 | 0.51 | Day Open > PDH | -206.00 | 24,835.50 | 24,629.55 | -207.00 | 24,851.35 | 24,644.20 | -3,010.00 | 102.44 | 222.85 | 120.41 | 24800PE | 2,044.00 | 145.07 | 63.30 | -81.77 | 24800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/17 | Tue | 1 | 2017/10/18 | 281.00 | 25 | 745 | -348.00 | 11.45 | 11.58 | -5.80 | -0.02 | - | -110.00 | 24,718.60 | 24,608.55 | -115.00 | 24,732.05 | 24,617.20 | -1,169.00 | 101.44 | 148.20 | 46.76 | 24700PE | 1,451.00 | 115.02 | 57.00 | -58.02 | 24700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/18 | Wed | 0 | 2017/10/18 | 709.00 | 25 | 799 | -421.00 | 11.69 | 11.48 | -290.85 | -1.18 | Day Open < PDL | -71.00 | 24,415.20 | 24,344.30 | -57.00 | 24,447.00 | 24,389.90 | -337.00 | 56.96 | 70.45 | 13.49 | 24400PE | 1,047.00 | 77.61 | 35.75 | -41.86 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/23 | Mon | 3 | 2017/10/26 | 95.00 | 25 | 345 | -573.00 | 12.17 | 12.81 | 75.70 | 0.32 | - | -18.00 | 24,002.60 | 23,984.60 | -3.00 | 24,005.45 | 24,002.60 | 61.00 | 179.95 | 177.50 | -2.45 | 24000PE | 35.00 | 180.39 | 179.00 | -1.39 | 24000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/24 | Tue | 2 | 2017/10/26 | 154.00 | 25 | 488 | -673.00 | 12.06 | 11.66 | 53.05 | 0.22 | - | 104.00 | 24,133.50 | 24,237.25 | 113.00 | 24,130.10 | 24,242.90 | 1,357.00 | 136.17 | 81.90 | -54.27 | 24100PE | -1,203.00 | 168.45 | 216.55 | 48.10 | 24100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/26 | Thu | 0 | 2017/10/26 | 713.00 | 25 | 1,336 | -613.00 | 12.38 | 11.53 | -81.95 | -0.33 | - | 105.00 | 25,009.60 | 25,115.00 | 102.00 | 24,997.90 | 25,100.00 | 1,589.00 | 106.61 | 43.05 | -63.56 | 25000PE | -876.00 | 104.38 | 139.40 | 35.02 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/27 | Fri | 4 | 2017/11/02 | 845.00 | 25 | 1,000 | -425.00 | 12.01 | 11.35 | -134.60 | -0.54 | - | 40.00 | 24,884.40 | 24,924.20 | 37.00 | 24,987.15 | 25,023.65 | 807.00 | 185.82 | 153.55 | -32.27 | 24900PE | 39.00 | 224.22 | 222.65 | -1.57 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/30 | Mon | 3 | 2017/11/02 | 135.00 | 25 | 388 | -420.00 | 12.22 | 12.04 | 34.10 | 0.14 | - | 94.00 | 24,934.90 | 25,028.45 | 58.00 | 25,036.20 | 25,094.55 | 789.00 | 129.55 | 98.00 | -31.55 | 24900PE | -654.00 | 208.95 | 235.10 | 26.15 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/10/31 | Tue | 2 | 2017/11/02 | 578.00 | 25 | 702 | -143.00 | 12.35 | 12.33 | 53.55 | 0.21 | - | 49.00 | 25,002.65 | 25,052.00 | 24.00 | 25,038.25 | 25,062.70 | 561.00 | 154.13 | 131.70 | -22.43 | 25000PE | 17.00 | 140.94 | 140.25 | -0.69 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/01 | Wed | 1 | 2017/11/02 | -828.00 | 25 | 449 | -1,087.00 | 12.23 | 12.02 | 177.95 | 0.71 | Day Open > PDH | 256.00 | 25,259.45 | 25,515.30 | 252.00 | 25,295.00 | 25,546.90 | 2,717.00 | 136.12 | 27.45 | -108.67 | 25300PE | -3,545.00 | 93.18 | 235.00 | 141.82 | 25300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/02 | Thu | 0 | 2017/11/02 | 1,095.00 | 25 | 1,170 | -37.00 | 12.31 | 11.94 | 17.95 | 0.07 | - | -14.00 | 25,469.10 | 25,455.55 | -27.00 | 25,498.00 | 25,470.95 | 447.00 | 77.06 | 59.20 | -17.86 | 25500PE | 649.00 | 50.70 | 24.75 | -25.95 | 25500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/03 | Fri | 4 | 2017/11/09 | 307.00 | 25 | 450 | -400.00 | 11.89 | 12.14 | 104.10 | 0.41 | - | 8.00 | 25,505.55 | 25,513.25 | -3.00 | 25,520.20 | 25,517.15 | 15.00 | 168.60 | 168.00 | -0.60 | 25500PE | 293.00 | 166.96 | 155.25 | -11.71 | 25500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/06 | Mon | 3 | 2017/11/09 | -82.00 | 25 | 209 | -322.00 | 12.44 | 12.48 | -81.70 | -0.32 | - | 90.00 | 25,597.05 | 25,687.25 | 90.00 | 25,608.95 | 25,699.00 | 1,068.00 | 168.65 | 125.95 | -42.70 | 25600PE | -1,150.00 | 149.15 | 195.15 | 46.00 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/07 | Tue | 2 | 2017/11/09 | -778.00 | 25 | 165 | -1,990.00 | 13.08 | 13.43 | 97.95 | 0.38 | - | -192.00 | 25,654.65 | 25,462.65 | -136.00 | 25,666.10 | 25,530.35 | -2,142.00 | 175.32 | 261.00 | 85.68 | 25700PE | 1,364.00 | 121.29 | 66.75 | -54.54 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/08 | Wed | 1 | 2017/11/09 | 686.00 | 25 | 1,031 | -348.00 | 13.42 | 13.70 | 75.00 | 0.30 | - | 73.00 | 25,295.05 | 25,367.65 | 108.00 | 25,352.05 | 25,460.00 | 1,442.00 | 120.74 | 63.05 | -57.69 | 25300PE | -755.00 | 131.34 | 161.55 | 30.21 | 25300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/09 | Thu | 0 | 2017/11/09 | 0.00 | 25 | 555 | -386.00 | 12.93 | 13.67 | 96.65 | 0.38 | - | -120.00 | 25,312.50 | 25,192.90 | -134.00 | 25,412.90 | 25,278.70 | -1,524.00 | 42.54 | 103.50 | 60.96 | 25300PE | 1,524.00 | 75.07 | 14.10 | -60.97 | 25300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/10 | Fri | 4 | 2017/11/16 | 304.00 | 25 | 619 | -218.00 | 13.17 | 12.97 | -40.45 | -0.16 | - | 49.00 | 25,317.60 | 25,366.65 | 33.00 | 25,408.70 | 25,441.50 | 548.00 | 152.88 | 130.95 | -21.93 | 25300PE | -244.00 | 212.03 | 221.80 | 9.77 | 25300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/13 | Mon | 3 | 2017/11/16 | 44.00 | 25 | 192 | -283.00 | 13.53 | 13.97 | 71.30 | 0.28 | - | -31.00 | 25,549.40 | 25,517.95 | 11.00 | 25,566.85 | 25,577.50 | 61.00 | 140.20 | 137.75 | -2.45 | 25500PE | -17.00 | 164.32 | 165.00 | 0.68 | 25500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/14 | Tue | 2 | 2017/11/16 | 509.00 | 25 | 627 | -25.00 | 13.67 | 14.36 | -5.75 | -0.02 | - | -78.00 | 25,361.65 | 25,284.10 | -52.00 | 25,432.15 | 25,380.25 | -349.00 | 150.64 | 164.60 | 13.96 | 25400PE | 859.00 | 129.45 | 95.10 | -34.35 | 25400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/15 | Wed | 1 | 2017/11/16 | 645.00 | 25 | 699 | -82.00 | 13.28 | 13.35 | -42.95 | -0.17 | - | -39.00 | 25,258.00 | 25,219.05 | -24.00 | 25,345.75 | 25,322.00 | -45.00 | 114.47 | 116.25 | 1.78 | 25300PE | 690.00 | 98.85 | 71.25 | -27.60 | 25300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/16 | Thu | 0 | 2017/11/16 | 267.00 | 25 | 556 | -170.00 | 13.60 | 13.14 | 74.00 | 0.29 | - | 81.00 | 25,305.00 | 25,385.50 | 76.00 | 25,373.00 | 25,449.05 | 1,074.00 | 50.74 | 7.80 | -42.94 | 25300PE | -807.00 | 61.19 | 93.45 | 32.26 | 25300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/17 | Fri | 4 | 2017/11/23 | 388.00 | 25 | 420 | -53.00 | 12.23 | 13.33 | 429.10 | 1.69 | Day Open > PDH | -1.00 | 25,861.80 | 25,860.50 | 12.00 | 25,907.95 | 25,920.25 | 462.00 | 195.47 | 177.00 | -18.47 | 25900PE | -73.00 | 165.62 | 168.55 | 2.93 | 25900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/20 | Mon | 3 | 2017/11/23 | 293.00 | 25 | 340 | -420.00 | 13.07 | 13.55 | 5.30 | 0.02 | - | 11.00 | 25,695.50 | 25,706.45 | 32.00 | 25,763.70 | 25,796.15 | 582.00 | 126.76 | 103.50 | -23.26 | 25700PE | -288.00 | 155.42 | 166.95 | 11.53 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/21 | Tue | 2 | 2017/11/23 | 304.00 | 25 | 424 | -108.00 | 13.19 | 13.28 | 60.70 | 0.24 | Day Open > PDH | -47.00 | 25,850.35 | 25,803.35 | -30.00 | 25,922.00 | 25,891.80 | -215.00 | 118.80 | 127.40 | 8.60 | 25900PE | 520.00 | 112.44 | 91.65 | -20.79 | 25900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/22 | Wed | 1 | 2017/11/23 | 428.00 | 25 | 502 | -1,038.00 | 13.35 | 14.17 | 48.15 | 0.19 | - | -44.00 | 25,818.60 | 25,774.40 | -40.00 | 25,854.00 | 25,814.05 | -198.00 | 80.25 | 88.15 | 7.90 | 25800PE | 626.00 | 101.39 | 76.35 | -25.04 | 25800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/23 | Thu | 0 | 2017/11/23 | 1,097.00 | 25 | 1,091 | -87.00 | 13.86 | 14.24 | 59.65 | 0.23 | - | -53.00 | 25,729.75 | 25,677.05 | -44.00 | 25,772.55 | 25,728.10 | -68.00 | 32.19 | 34.90 | 2.71 | 25700PE | 1,165.00 | 70.89 | 24.30 | -46.59 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/24 | Fri | 4 | 2017/11/30 | 185.00 | 25 | 268 | -188.00 | 13.49 | 13.61 | 40.35 | 0.16 | - | 22.00 | 25,768.70 | 25,790.30 | 40.00 | 25,800.00 | 25,840.00 | 568.00 | 154.52 | 131.80 | -22.72 | 25800PE | -382.00 | 157.21 | 172.50 | 15.29 | 25800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/27 | Mon | 3 | 2017/11/30 | 96.00 | 25 | 212 | -154.00 | 13.68 | 13.44 | -86.60 | -0.34 | Day Open < PDL | 31.00 | 25,696.75 | 25,727.50 | 29.00 | 25,733.20 | 25,762.65 | 322.00 | 113.83 | 100.95 | -12.88 | 25700PE | -225.00 | 150.10 | 159.10 | 9.00 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/28 | Tue | 2 | 2017/11/30 | 106.00 | 25 | 217 | -263.00 | 12.89 | 13.10 | -61.50 | -0.24 | - | -1.00 | 25,901.95 | 25,900.50 | 11.00 | 25,946.05 | 25,957.00 | 149.00 | 87.56 | 81.60 | -5.96 | 25900PE | -42.00 | 136.56 | 138.25 | 1.69 | 25900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/29 | Wed | 1 | 2017/11/30 | 512.00 | 25 | 597 | -267.00 | 12.95 | 12.88 | -16.75 | -0.06 | - | -24.00 | 25,864.35 | 25,840.00 | 1.00 | 25,875.00 | 25,875.95 | 193.00 | 102.63 | 94.90 | -7.73 | 25900PE | 320.00 | 83.43 | 70.65 | -12.78 | 25900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/11/30 | Thu | 0 | 2017/11/30 | 570.00 | 25 | 713 | -177.00 | 12.95 | 13.31 | -101.90 | -0.40 | Day Open < PDL | -118.00 | 25,645.65 | 25,528.05 | -124.00 | 25,660.10 | 25,536.00 | -1,112.00 | 34.53 | 79.00 | 44.47 | 25600PE | 1,682.00 | 91.34 | 24.05 | -67.29 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/01 | Fri | 4 | 2017/12/07 | 513.00 | 25 | 602 | -63.00 | 13.30 | 14.21 | 77.15 | 0.30 | - | -69.00 | 25,417.15 | 25,348.15 | -52.00 | 25,490.05 | 25,437.70 | -505.00 | 156.17 | 176.35 | 20.18 | 25400PE | 1,018.00 | 195.67 | 154.95 | -40.72 | 25400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/04 | Mon | 3 | 2017/12/07 | -48.00 | 25 | 58 | -658.00 | 14.78 | 14.88 | 103.10 | 0.41 | - | -36.00 | 25,199.60 | 25,163.60 | 7.00 | 25,255.00 | 25,262.00 | 32.00 | 168.60 | 167.30 | -1.30 | 25200PE | -81.00 | 164.37 | 167.60 | 3.23 | 25200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/05 | Tue | 2 | 2017/12/07 | -35.00 | 25 | 203 | -494.00 | 14.86 | 15.14 | -44.35 | -0.18 | - | -74.00 | 25,055.30 | 24,981.45 | -80.00 | 25,154.05 | 25,074.00 | -1,127.00 | 156.36 | 201.45 | 45.09 | 25100PE | 1,092.00 | 144.67 | 101.00 | -43.67 | 25100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/06 | Wed | 1 | 2017/12/07 | 47.00 | 25 | 115 | -216.00 | 15.00 | 14.94 | -58.55 | -0.23 | - | -46.00 | 25,040.35 | 24,994.15 | -42.00 | 25,120.00 | 25,078.00 | -397.00 | 94.08 | 109.95 | 15.87 | 25000PE | 445.00 | 132.93 | 115.15 | -17.78 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/07 | Thu | 0 | 2017/12/07 | -125.00 | 25 | 387 | -1,984.00 | 14.89 | 14.63 | 83.50 | 0.34 | - | 97.00 | 24,897.95 | 24,994.45 | 132.00 | 24,960.20 | 25,091.95 | 1,337.00 | 62.39 | 8.90 | -53.49 | 24900PE | -1,462.00 | 49.50 | 108.00 | 58.50 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/08 | Fri | 4 | 2017/12/14 | -253.00 | 25 | 43 | -564.00 | 13.79 | 13.88 | 88.25 | 0.35 | Day Open > PDH | 101.00 | 25,243.60 | 25,344.55 | 42.00 | 25,315.00 | 25,356.65 | 445.00 | 119.80 | 102.00 | -17.80 | 25200PE | -699.00 | 178.30 | 206.25 | 27.95 | 25200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/11 | Mon | 3 | 2017/12/14 | 218.00 | 25 | 296 | -120.00 | 13.92 | 14.25 | 113.60 | 0.45 | Day Open > PDH | -57.00 | 25,415.85 | 25,359.10 | -31.00 | 25,436.40 | 25,405.65 | -284.00 | 121.64 | 133.00 | 11.36 | 25400PE | 502.00 | 121.64 | 101.55 | -20.09 | 25400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/12 | Tue | 2 | 2017/12/14 | 120.00 | 25 | 196 | -254.00 | 14.21 | 14.83 | 8.55 | 0.03 | - | -63.00 | 25,243.10 | 25,180.20 | -64.00 | 25,280.95 | 25,216.80 | -602.00 | 88.41 | 112.50 | 24.09 | 25200PE | 723.00 | 127.51 | 98.60 | -28.91 | 25200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/13 | Wed | 1 | 2017/12/14 | -889.00 | 25 | 274 | -1,416.00 | 15.21 | 14.78 | -7.25 | -0.03 | - | 199.00 | 25,066.35 | 25,264.90 | 217.00 | 25,099.80 | 25,317.00 | 2,007.00 | 114.03 | 33.75 | -80.28 | 25100PE | -2,897.00 | 73.83 | 189.70 | 115.87 | 25100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/14 | Thu | 0 | 2017/12/14 | 949.00 | 25 | 972 | -472.00 | 15.62 | 17.08 | 62.05 | 0.25 | - | -38.00 | 25,006.40 | 24,968.40 | -23.00 | 25,048.95 | 25,026.15 | 166.00 | 71.19 | 64.55 | -6.64 | 25000PE | 783.00 | 66.67 | 35.35 | -31.32 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/15 | Fri | 4 | 2017/12/21 | -588.00 | 25 | 159 | -679.00 | 14.26 | 14.36 | 318.95 | 1.27 | Day Open > PDH | -6.00 | 25,460.75 | 25,454.50 | 33.00 | 25,480.00 | 25,513.10 | 70.00 | 237.81 | 235.00 | -2.81 | 25500PE | -659.00 | 196.01 | 222.35 | 26.34 | 25500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/18 | Mon | 3 | 2017/12/21 | -7,189.00 | 25 | 2,886 | -7,328.00 | 16.06 | 12.89 | -258.55 | -1.02 | Day Open < PDL | 866.00 | 24,860.90 | 25,726.65 | 844.00 | 24,893.90 | 25,738.30 | 6,686.00 | 283.92 | 16.50 | -267.42 | 24900PE | -13,874.00 | 274.57 | 829.55 | 554.98 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/19 | Tue | 2 | 2017/12/21 | 515.00 | 25 | 550 | -207.00 | 12.75 | 12.61 | 46.35 | 0.18 | - | -33.00 | 25,704.60 | 25,671.40 | -49.00 | 25,720.05 | 25,670.85 | -378.00 | 140.84 | 155.95 | 15.11 | 25700PE | 894.00 | 132.34 | 96.60 | -35.74 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/20 | Wed | 1 | 2017/12/21 | 677.00 | 25 | 707 | -259.00 | 12.21 | 12.11 | 62.85 | 0.24 | Day Open > PDH | 27.00 | 25,668.30 | 25,695.20 | 60.00 | 25,673.20 | 25,732.70 | 1,018.00 | 125.87 | 85.15 | -40.72 | 25700PE | -341.00 | 77.41 | 91.05 | 13.64 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/21 | Thu | 0 | 2017/12/21 | 650.00 | 25 | 748 | -168.00 | 12.07 | 12.08 | 16.55 | 0.06 | - | -32.00 | 25,597.40 | 25,565.15 | -6.00 | 25,624.30 | 25,618.30 | 166.00 | 66.62 | 60.00 | -6.62 | 25600PE | 485.00 | 48.01 | 28.60 | -19.41 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/22 | Fri | 3 | 2017/12/28 | 436.00 | 25 | 465 | -111.00 | 12.00 | 11.79 | 61.30 | 0.24 | - | 50.00 | 25,598.00 | 25,647.90 | 38.00 | 25,630.00 | 25,667.95 | 629.00 | 134.97 | 109.80 | -25.17 | 25600PE | -193.00 | 165.02 | 172.75 | 7.73 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/26 | Tue | 2 | 2017/12/28 | 397.00 | 25 | 401 | -87.00 | 12.19 | 12.13 | 11.20 | 0.04 | - | -4.00 | 25,591.85 | 25,587.60 | 22.00 | 25,607.05 | 25,628.90 | 386.00 | 105.92 | 90.50 | -15.42 | 25600PE | 12.00 | 118.31 | 117.85 | -0.46 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/27 | Wed | 1 | 2017/12/28 | -76.00 | 25 | 145 | -1,132.00 | 12.17 | 12.30 | -22.40 | -0.09 | - | 39.00 | 25,611.35 | 25,649.85 | 62.00 | 25,629.00 | 25,690.80 | 736.00 | 73.68 | 44.25 | -29.43 | 25600PE | -812.00 | 98.50 | 131.00 | 32.50 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/28 | Thu | 0 | 2017/12/28 | 379.00 | 25 | 435 | -370.00 | 12.57 | 12.27 | -32.45 | -0.13 | - | -55.00 | 25,517.35 | 25,462.00 | -44.00 | 25,510.10 | 25,466.00 | -320.00 | 58.16 | 70.95 | 12.79 | 25500PE | 700.00 | 62.24 | 34.25 | -27.99 | 25500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2017/12/29 | Fri | 4 | 2018/01/04 | 195.00 | 25 | 318 | -24.00 | 12.49 | 12.59 | -5.15 | -0.02 | - | 56.00 | 25,470.50 | 25,526.90 | 26.00 | 25,519.45 | 25,545.20 | 459.00 | 157.16 | 138.80 | -18.36 | 25500PE | -263.00 | 125.47 | 136.00 | 10.53 | 25500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/01 | Mon | 3 | 2018/01/04 | 117.00 | 25 | 168 | -251.00 | 13.55 | 13.49 | 26.30 | 0.10 | - | -27.00 | 25,541.90 | 25,514.85 | 0.00 | 25,580.75 | 25,580.25 | 79.00 | 109.95 | 106.80 | -3.15 | 25500PE | 39.00 | 136.56 | 135.00 | -1.56 | 25500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/02 | Tue | 2 | 2018/01/04 | -258.00 | 25 | 59 | -907.00 | 13.45 | 13.67 | 64.10 | 0.25 | - | -69.00 | 25,378.90 | 25,309.65 | -86.00 | 25,447.30 | 25,361.00 | -1,193.00 | 112.78 | 160.50 | 47.72 | 25400PE | 934.00 | 104.47 | 67.10 | -37.37 | 25400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/03 | Wed | 1 | 2018/01/04 | 343.00 | 25 | 430 | -2.00 | 13.41 | 13.57 | 87.50 | 0.35 | Day Open > PDH | -75.00 | 25,445.95 | 25,371.10 | -47.00 | 25,484.10 | 25,437.10 | -335.00 | 70.25 | 83.65 | 13.40 | 25400PE | 678.00 | 92.98 | 65.85 | -27.13 | 25400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/04 | Thu | 0 | 2018/01/04 | -164.00 | 25 | 493 | -759.00 | 13.64 | 13.59 | 49.05 | 0.19 | - | 61.00 | 25,343.95 | 25,405.20 | 58.00 | 25,392.55 | 25,451.00 | 685.00 | 33.58 | 6.20 | -27.38 | 25300PE | -849.00 | 62.04 | 96.00 | 33.96 | 25300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/05 | Fri | 4 | 2018/01/11 | 46.00 | 25 | 94 | -208.00 | 13.34 | 13.16 | 61.85 | 0.24 | Day Open > PDH | 4.00 | 25,551.45 | 25,555.65 | -11.00 | 25,577.00 | 25,565.60 | -13.00 | 163.93 | 164.45 | 0.52 | 25600PE | 60.00 | 100.79 | 98.40 | -2.39 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/08 | Mon | 3 | 2018/01/11 | -185.00 | 25 | 15 | -538.00 | 13.17 | 13.72 | 88.40 | 0.35 | Day Open > PDH | -10.00 | 25,730.00 | 25,719.70 | 16.00 | 25,740.30 | 25,756.30 | 98.00 | 106.37 | 102.45 | -3.92 | 25700PE | -283.00 | 114.67 | 126.00 | 11.33 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/09 | Tue | 2 | 2018/01/11 | 375.00 | 25 | 488 | -203.00 | 13.88 | 14.06 | 51.85 | 0.20 | - | -1.00 | 25,657.80 | 25,656.50 | -10.00 | 25,682.00 | 25,672.40 | 229.00 | 126.17 | 117.00 | -9.17 | 25700PE | 146.00 | 71.79 | 65.95 | -5.84 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/10 | Wed | 1 | 2018/01/11 | -26.00 | 25 | 337 | -454.00 | 13.87 | 14.13 | 6.10 | 0.02 | - | -77.00 | 25,659.80 | 25,582.90 | -65.00 | 25,670.00 | 25,604.50 | -688.00 | 110.59 | 138.10 | 27.51 | 25700PE | 661.00 | 52.64 | 26.20 | -26.44 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/11 | Thu | 0 | 2018/01/11 | 323.00 | 25 | 640 | -82.00 | 14.25 | 13.93 | 10.90 | 0.04 | - | 91.00 | 25,575.80 | 25,666.85 | 97.00 | 25,582.25 | 25,679.10 | 1,226.00 | 60.40 | 11.35 | -49.05 | 25600PE | -902.00 | 29.40 | 65.50 | 36.10 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/12 | Fri | 4 | 2018/01/18 | -568.00 | 25 | 25 | -1,295.00 | 13.40 | 14.11 | 71.50 | 0.28 | Day Open > PDH | -107.00 | 25,742.40 | 25,635.35 | -85.00 | 25,734.60 | 25,649.70 | -1,276.00 | 109.05 | 160.10 | 51.05 | 25700PE | 707.00 | 122.34 | 94.05 | -28.29 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/15 | Mon | 3 | 2018/01/18 | -755.00 | 25 | 417 | -1,162.00 | 14.12 | 14.38 | 109.10 | 0.42 | Day Open > PDH | 141.00 | 25,885.00 | 26,026.00 | 129.00 | 25,846.65 | 25,976.00 | 1,120.00 | 136.31 | 91.50 | -44.81 | 25900PE | -1,876.00 | 77.96 | 153.00 | 75.04 | 25900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/16 | Tue | 2 | 2018/01/18 | 416.00 | 25 | 469 | -109.00 | 14.41 | 13.97 | 59.95 | 0.23 | Day Open > PDH | -10.00 | 26,037.15 | 26,027.30 | -14.00 | 26,020.00 | 26,005.95 | 76.00 | 100.20 | 97.15 | -3.05 | 26000PE | 341.00 | 105.47 | 91.85 | -13.62 | 26000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/17 | Wed | 1 | 2018/01/18 | 447.00 | 25 | 552 | -149.00 | 14.29 | 13.90 | -28.75 | -0.11 | - | 123.00 | 25,966.75 | 26,089.35 | 124.00 | 25,945.30 | 26,069.35 | 1,734.00 | 119.30 | 49.95 | -69.35 | 26000PE | -1,286.00 | 46.57 | 98.00 | 51.43 | 26000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/18 | Thu | 0 | 2018/01/18 | 2,675.00 | 25 | 3,012 | 0.00 | 13.67 | 13.86 | 473.15 | 1.80 | Day Open > PDH | 55.00 | 26,704.95 | 26,760.25 | 75.00 | 26,635.00 | 26,710.00 | 2,792.00 | 128.06 | 16.40 | -111.66 | 26700PE | -116.00 | 70.35 | 75.00 | 4.65 | 26700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/19 | Fri | 4 | 2018/01/25 | -438.00 | 25 | 338 | -1,178.00 | 14.12 | 14.07 | 78.25 | 0.29 | - | 94.00 | 26,566.55 | 26,660.35 | 99.00 | 26,525.60 | 26,624.55 | 1,010.00 | 192.33 | 151.95 | -40.38 | 26600PE | -1,448.00 | 120.99 | 178.90 | 57.91 | 26600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/22 | Mon | 3 | 2018/01/25 | -1,087.00 | 25 | 21 | -1,589.00 | 14.59 | 14.92 | 31.00 | 0.12 | - | 76.00 | 26,874.35 | 26,950.05 | 75.00 | 26,834.70 | 26,909.40 | 388.00 | 194.52 | 179.00 | -15.52 | 26900PE | -1,476.00 | 135.22 | 194.25 | 59.03 | 26900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/23 | Tue | 2 | 2018/01/25 | 889.00 | 25 | 1,096 | -149.00 | 16.10 | 15.89 | 48.75 | 0.18 | Day Open > PDH | 75.00 | 27,117.60 | 27,192.20 | 103.00 | 27,072.05 | 27,174.90 | 1,681.00 | 188.25 | 121.00 | -67.25 | 27100PE | -792.00 | 163.58 | 195.25 | 31.67 | 27100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/24 | Wed | 1 | 2018/01/25 | -121.00 | 25 | 117 | -1,367.00 | 16.35 | 17.17 | -80.45 | -0.29 | - | -41.00 | 27,355.20 | 27,314.10 | -1.00 | 27,338.00 | 27,337.10 | -114.00 | 169.20 | 173.75 | 4.55 | 27400PE | -7.00 | 116.96 | 117.25 | 0.29 | 27400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/25 | Thu | 0 | 2018/01/25 | 436.00 | 25 | 979 | -197.00 | 17.97 | 17.43 | 15.55 | 0.06 | - | -80.00 | 27,384.80 | 27,304.75 | -87.00 | 27,375.00 | 27,288.05 | -958.00 | 101.34 | 139.65 | 38.31 | 27400PE | 1,394.00 | 78.01 | 22.25 | -55.76 | 27400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/29 | Mon | 3 | 2018/02/01 | -22.00 | 25 | 232 | -1,932.00 | 18.15 | 17.74 | 0.45 | - | 68.00 | 27,499.95 | 27,568.40 | 115.00 | 27,480.00 | 27,594.70 | 1,379.00 | 358.15 | 303.00 | -55.15 | 27500PE | -1,401.00 | 306.46 | 362.50 | 56.04 | 27500CE | |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/30 | Tue | 2 | 2018/02/01 | 1,464.00 | 25 | 2,103 | -59.00 | 17.78 | 17.49 | -31.60 | -0.11 | - | -48.00 | 27,365.90 | 27,318.25 | 18.00 | 27,371.30 | 27,388.95 | 930.00 | 340.89 | 303.70 | -37.19 | 27400PE | 535.00 | 279.59 | 258.20 | -21.39 | 27400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/01/31 | Wed | 1 | 2018/02/01 | 402.00 | 25 | 1,062 | -60.00 | 16.29 | 16.16 | -132.80 | -0.49 | Day Open < PDL | -34.00 | 27,203.50 | 27,169.55 | -37.00 | 27,299.85 | 27,262.70 | -260.00 | 206.16 | 216.55 | 10.39 | 27200PE | 663.00 | 258.45 | 231.95 | -26.50 | 27200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/01 | Thu | 0 | 2018/02/01 | 4,474.00 | 25 | 4,642 | -1,134.00 | 16.03 | 14.77 | -44.60 | -0.16 | - | -153.00 | 27,478.25 | 27,324.80 | -143.00 | 27,510.25 | 27,367.00 | 906.00 | 221.84 | 185.60 | -36.24 | 27500PE | 3,568.00 | 192.68 | 49.95 | -142.73 | 27500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/02 | Fri | 4 | 2018/02/08 | -986.00 | 25 | 54 | -2,506.00 | 14.57 | 14.57 | -203.30 | -0.75 | Day Open < PDL | -151.00 | 26,870.95 | 26,719.80 | -106.00 | 26,914.90 | 26,808.40 | -1,816.00 | 239.35 | 312.00 | 72.65 | 26900PE | 830.00 | 210.19 | 177.00 | -33.19 | 26900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/05 | Mon | 3 | 2018/02/08 | 380.00 | 25 | 832 | -515.00 | 15.72 | 15.63 | -483.00 | -1.83 | Day Open < PDL | 186.00 | 25,998.50 | 26,184.15 | 187.00 | 26,092.60 | 26,279.65 | 2,466.00 | 243.43 | 144.80 | -98.63 | 26000PE | -2,086.00 | 282.58 | 366.00 | 83.42 | 26000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/06 | Tue | 2 | 2018/02/08 | -6,466.00 | 25 | 0 | -8,723.00 | 18.54 | 20.47 | -958.65 | -3.67 | Day Open < PDL | 156.00 | 25,185.20 | 25,341.55 | 117.00 | 25,263.05 | 25,380.25 | -4,461.00 | 71.59 | 250.05 | 178.46 | 25200PE | -2,005.00 | 289.84 | 370.05 | 80.21 | 25200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/07 | Wed | 1 | 2018/02/08 | -698.00 | 25 | 1,005 | -3,949.00 | 19.05 | 19.30 | 254.10 | 0.98 | - | -186.00 | 25,982.85 | 25,796.45 | -217.00 | 26,009.95 | 25,792.55 | -2,974.00 | 221.04 | 340.00 | 118.96 | 26000PE | 2,276.00 | 201.84 | 110.80 | -91.04 | 26000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/08 | Thu | 0 | 2018/02/08 | -1,497.00 | 25 | 623 | -2,735.00 | 18.96 | 18.04 | 89.85 | 0.35 | - | 280.00 | 25,697.50 | 25,977.40 | 305.00 | 25,685.00 | 25,990.05 | 2,957.00 | 131.29 | 13.00 | -118.29 | 25700PE | -4,454.00 | 85.12 | 263.30 | 178.18 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/09 | Fri | 3 | 2018/02/15 | 582.00 | 25 | 1,070 | -943.00 | 18.82 | 19.20 | -454.35 | -1.75 | Day Open < PDL | 55.00 | 25,495.40 | 25,550.35 | 95.00 | 25,515.00 | 25,610.00 | 1,423.00 | 353.72 | 296.80 | -56.92 | 25500PE | -841.00 | 333.32 | 366.95 | 33.63 | 25500CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/12 | Mon | 2 | 2018/02/15 | 1,248.00 | 25 | 1,427 | -42.00 | 17.93 | 18.47 | 66.45 | 0.26 | - | 8.00 | 25,637.25 | 25,644.90 | -10.00 | 25,694.00 | 25,684.00 | 620.00 | 217.91 | 193.10 | -24.81 | 25600PE | 628.00 | 284.02 | 258.90 | -25.12 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/14 | Wed | 1 | 2018/02/15 | -74.00 | 25 | 870 | -740.00 | 16.79 | 16.96 | 108.65 | 0.42 | Day Open > PDH | -178.00 | 25,686.65 | 25,508.40 | -179.00 | 25,720.60 | 25,541.30 | -2,308.00 | 151.29 | 243.60 | 92.31 | 25700PE | 2,234.00 | 159.20 | 69.85 | -89.35 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/15 | Thu | 0 | 2018/02/15 | -503.00 | 25 | 1,119 | -507.00 | 16.56 | 15.89 | 19.65 | 0.08 | - | 188.00 | 25,420.60 | 25,608.50 | 184.00 | 25,421.00 | 25,605.15 | 2,035.00 | 91.04 | 9.65 | -81.39 | 25400PE | -2,538.00 | 87.46 | 189.00 | 101.54 | 25400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/16 | Fri | 4 | 2018/02/22 | -1,865.00 | 25 | 55 | -2,161.00 | 14.97 | 16.61 | 87.60 | 0.34 | - | -258.00 | 25,557.70 | 25,299.95 | -241.00 | 25,560.00 | 25,319.00 | -3,836.00 | 246.56 | 400.00 | 153.44 | 25600PE | 1,971.00 | 200.44 | 121.60 | -78.84 | 25600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/19 | Mon | 3 | 2018/02/22 | -794.00 | 25 | 338 | -1,297.00 | 16.82 | 17.42 | 160.70 | 0.64 | - | -282.00 | 25,161.65 | 24,879.15 | -293.00 | 25,189.90 | 24,897.00 | -3,864.00 | 228.95 | 383.50 | 154.55 | 25200PE | 3,069.00 | 205.17 | 82.40 | -122.77 | 25200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/20 | Tue | 2 | 2018/02/22 | 293.00 | 25 | 413 | -238.00 | 16.99 | 16.51 | 47.00 | 0.19 | - | 139.00 | 24,973.85 | 25,112.90 | 137.00 | 24,965.00 | 25,102.00 | 1,775.00 | 189.90 | 118.90 | -71.00 | 25000PE | -1,482.00 | 153.43 | 212.70 | 59.27 | 25000CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/21 | Wed | 1 | 2018/02/22 | 690.00 | 25 | 895 | -378.00 | 16.30 | 16.05 | 122.20 | 0.49 | - | -114.00 | 24,944.00 | 24,829.60 | -128.00 | 24,940.00 | 24,812.00 | -1,176.00 | 125.37 | 172.40 | 47.03 | 24900PE | 1,867.00 | 157.41 | 82.75 | -74.66 | 24900CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/22 | Thu | 0 | 2018/02/22 | 668.00 | 25 | 800 | -87.00 | 16.27 | 15.23 | -124.00 | -0.50 | - | -1.00 | 24,848.05 | 24,846.55 | -16.00 | 24,847.95 | 24,832.15 | 241.00 | 66.71 | 57.05 | -9.66 | 24800PE | 427.00 | 101.14 | 84.05 | -17.09 | 24800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/23 | Fri | 4 | 2018/03/01 | 55.00 | 25 | 1,003 | -270.00 | 14.13 | 14.04 | 47.05 | 0.19 | Day Open > PDH | 150.00 | 25,073.15 | 25,223.40 | 184.00 | 25,124.95 | 25,309.00 | 2,302.00 | 203.08 | 111.00 | -92.08 | 25100PE | -2,246.00 | 170.15 | 260.00 | 89.85 | 25100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/26 | Mon | 3 | 2018/03/01 | -166.00 | 25 | 589 | -709.00 | 14.06 | 13.74 | 149.50 | 0.59 | Day Open > PDH | 131.00 | 25,440.75 | 25,571.35 | 97.00 | 25,512.05 | 25,609.40 | 1,106.00 | 121.49 | 77.25 | -44.24 | 25400PE | -1,273.00 | 179.60 | 230.50 | 50.90 | 25400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/27 | Tue | 2 | 2018/03/01 | -1,617.00 | 25 | 99 | -2,350.00 | 13.57 | 14.23 | -3.30 | -0.01 | - | -163.00 | 25,660.00 | 25,496.50 | -185.00 | 25,723.35 | 25,538.75 | -3,084.00 | 138.65 | 262.00 | 123.35 | 25700PE | 1,466.00 | 118.65 | 60.00 | -58.65 | 25700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/02/28 | Wed | 1 | 2018/03/01 | 554.00 | 25 | 648 | -613.00 | 14.27 | 14.15 | -267.35 | -1.05 | Day Open < PDL | -65.00 | 25,062.35 | 24,997.75 | -55.00 | 25,103.05 | 25,048.10 | -591.00 | 132.68 | 156.30 | 23.62 | 25100PE | 1,145.00 | 99.30 | 53.50 | -45.80 | 25100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/01 | Thu | 0 | 2018/03/01 | 1,462.00 | 25 | 1,582 | -566.00 | 13.65 | 14.08 | -85.05 | -0.34 | - | -31.00 | 25,132.95 | 25,101.50 | -40.00 | 25,190.00 | 25,150.00 | 488.00 | 57.91 | 38.40 | -19.51 | 25100PE | 975.00 | 92.93 | 53.95 | -38.98 | 25100CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/05 | Mon | 3 | 2018/03/08 | -273.00 | 25 | 425 | -392.00 | 14.85 | 15.93 | -71.20 | -0.29 | Day Open < PDL | -43.00 | 24,789.25 | 24,746.50 | -45.00 | 24,797.90 | 24,752.60 | -583.00 | 233.63 | 256.95 | 23.32 | 24800PE | 309.00 | 184.07 | 171.70 | -12.37 | 24800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/07 | Wed | 1 | 2018/03/08 | 579.00 | 25 | 852 | -575.00 | 16.30 | 16.00 | -114.60 | -0.47 | Day Open < PDL | -123.00 | 24,302.85 | 24,180.15 | -89.00 | 24,363.00 | 24,274.00 | -920.00 | 132.19 | 169.00 | 36.81 | 24300PE | 1,499.00 | 164.47 | 104.50 | -59.97 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/08 | Thu | 0 | 2018/03/08 | 902.00 | 25 | 939 | -2,330.00 | 14.86 | 15.18 | 139.80 | 0.58 | - | -22.00 | 24,286.15 | 24,264.25 | -7.00 | 24,316.75 | 24,310.05 | 442.00 | 84.67 | 67.00 | -17.67 | 24300PE | 460.00 | 66.07 | 47.65 | -18.42 | 24300CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/09 | Fri | 4 | 2018/03/15 | -229.00 | 25 | 287 | -521.00 | 14.38 | 14.29 | 79.30 | 0.32 | Day Open > PDH | 14.00 | 24,419.05 | 24,433.25 | 14.00 | 24,456.20 | 24,470.00 | 24.00 | 221.88 | 220.90 | -0.98 | 24400PE | -254.00 | 243.43 | 253.60 | 10.17 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/12 | Mon | 3 | 2018/03/15 | 260.00 | 25 | 522 | -117.00 | 14.32 | 14.51 | 147.15 | 0.61 | - | 71.00 | 24,364.75 | 24,436.10 | 105.00 | 24,408.00 | 24,512.95 | 1,317.00 | 234.67 | 182.00 | -52.67 | 24400PE | -1,056.00 | 207.91 | 250.15 | 42.24 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/13 | Tue | 2 | 2018/03/15 | -2,238.00 | 25 | 107 | -2,796.00 | 14.27 | 14.06 | -39.60 | -0.16 | - | 284.00 | 24,709.65 | 24,993.15 | 296.00 | 24,770.00 | 25,065.50 | 2,451.00 | 160.29 | 62.25 | -98.04 | 24700PE | -4,689.00 | 192.93 | 380.50 | 187.57 | 24700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/14 | Wed | 1 | 2018/03/15 | 846.00 | 25 | 1,065 | -315.00 | 14.73 | 14.68 | -109.00 | -0.44 | - | 25.00 | 24,608.15 | 24,633.00 | 32.00 | 24,654.20 | 24,686.30 | 824.00 | 156.22 | 123.25 | -32.97 | 24600PE | 22.00 | 160.34 | 159.45 | -0.89 | 24600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/15 | Thu | 0 | 2018/03/15 | 806.00 | 25 | 926 | -395.00 | 14.28 | 14.45 | 2.65 | 0.01 | - | 8.00 | 24,837.15 | 24,845.40 | 5.00 | 24,905.40 | 24,910.00 | 470.00 | 67.76 | 48.95 | -18.81 | 24800PE | 336.00 | 121.39 | 107.95 | -13.44 | 24800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/16 | Fri | 4 | 2018/03/22 | -547.00 | 25 | 568 | -598.00 | 14.33 | 14.94 | -38.20 | -0.15 | - | 81.00 | 24,672.85 | 24,753.35 | 110.00 | 24,715.00 | 24,825.00 | 852.00 | 240.44 | 206.35 | -34.09 | 24700PE | -1,400.00 | 231.19 | 287.20 | 56.01 | 24700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/19 | Mon | 3 | 2018/03/22 | -976.00 | 25 | 209 | -1,341.00 | 15.28 | 15.78 | 40.60 | 0.17 | - | -278.00 | 24,559.50 | 24,281.35 | -286.00 | 24,644.15 | 24,358.00 | -3,884.00 | 210.94 | 366.30 | 155.36 | 24600PE | 2,908.00 | 217.21 | 100.90 | -116.31 | 24600CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/20 | Tue | 2 | 2018/03/22 | 668.00 | 25 | 931 | -363.00 | 15.91 | 15.67 | -111.15 | -0.46 | Day Open < PDL | 52.00 | 24,182.75 | 24,234.40 | 30.00 | 24,279.70 | 24,310.00 | 667.00 | 168.25 | 141.55 | -26.70 | 24200PE | 1.00 | 219.99 | 219.95 | -0.04 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/21 | Wed | 1 | 2018/03/22 | 579.00 | 25 | 917 | -136.00 | 14.99 | 15.26 | 163.10 | 0.67 | - | -134.00 | 24,392.30 | 24,258.30 | -95.00 | 24,433.15 | 24,338.00 | -858.00 | 129.35 | 163.65 | 34.30 | 24400PE | 1,437.00 | 135.62 | 78.15 | -57.47 | 24400CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/22 | Thu | 0 | 2018/03/22 | 1,546.00 | 25 | 1,573 | -101.00 | 14.99 | 14.91 | -2.65 | -0.01 | - | 23.00 | 24,191.70 | 24,214.35 | -3.00 | 24,264.05 | 24,261.25 | 490.00 | 68.11 | 48.50 | -19.61 | 24200PE | 1,056.00 | 107.41 | 65.15 | -42.26 | 24200CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/23 | Fri | 3 | 2018/03/28 | 845.00 | 25 | 1,175 | -94.00 | 16.06 | 15.82 | -355.85 | -1.47 | Day Open < PDL | -105.00 | 23,780.55 | 23,675.25 | -130.00 | 23,831.20 | 23,701.65 | -1,193.00 | 210.44 | 258.15 | 47.71 | 23800PE | 2,039.00 | 230.49 | 148.95 | -81.54 | 23800CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/26 | Mon | 2 | 2018/03/28 | -753.00 | 25 | 618 | -1,080.00 | 15.90 | 15.41 | 4.50 | 0.02 | - | 189.00 | 23,722.00 | 23,910.60 | 189.00 | 23,756.35 | 23,945.15 | 2,048.00 | 152.93 | 71.00 | -81.93 | 23700PE | -2,802.00 | 192.68 | 304.75 | 112.07 | 23700CE |
| BANK NIFTY | INTRADAY | SHORT STRADDLE | 09:20 | 13:00 | 2018/03/27 | Tue | 1 | 2018/03/28 | 260.00 | 25 | 669 | -673.00 | 14.97 | 14 |