Example of Laddering in BankNIFTY

Automated Models

dexter April 20, 2023, 5:06am 1

Week 1 Start

Week 1 End

Week 2 Start

Week 2 End

Week 3 Start

Grogu April 27, 2023, 10:11am 2

Week 3 End → Week 4 Start

1 Like

dexter April 27, 2023, 10:12am 3

BEP	Date	Status		BN price	42962
41614.76	13Apr23	-8383.75		BEP Difference	1347.24
	20Apr23	105		Net PL	-744.25
43004.7	27Apr23	-10327.5		Diff	602.99
				Net Premium	704

Grogu May 5, 2023, 9:41am 4

Week 4 End

Grogu May 5, 2023, 9:50am 5

Week 5 Start

dexter May 5, 2023, 9:55am 6

Original



BEP	Date	Status		BN price	43697
41614.76	13Apr23	-8383.75		BEP Difference	2082.24
	20Apr23	105		Net PL	-1404.89
43004.7	27Apr23	-10327.5		Diff	677.35
43665.34	4May23	-16516		Net Premium	704
43629.75	11May23

Deviation



BEP	Date	Status		BN price	42600
41614.76	13Apr23	-8383.75		BEP Difference	985.24
	20Apr23	105		Net PL	-822.04
43004.7	27Apr23	-10327.5		Diff	163.2
43665.34	4May23	-16516		Net Premium	704
Deviation	5May23	14571.25

Grogu May 18, 2023, 5:12am 7

Week 6 Start

Grogu May 18, 2023, 9:52am 8

Week 6 End and Week 7 start