Symbol/Expiry/Opt Type/Strike Pr/Qty/Best Buy/,Best Sell/,Sell Qty/,Last Traded Price,
NIFTY 28-Jun-12 CE 5900 5000 133 160.4 200 130
NIFTY 28-Jun-12 CE 5800 50 178 197.35 200 253.45
NIFTY 28-Jun-12 PE 5400 100 200 219.95 100 200
NIFTY 28-Jun-12 PE 5300 50 173 190 50 171

Nifty mar future is trading at 5537

its not true, that short selling have huge margins, for example if u sell both OTM CE and PE then ur margin will be INR 15000 (approx) per lot (lot size is 50).

So u are paying 30000 margin for 553700 exposure 5.4%

this is apart for your MTM,

I dont know about foreign markets but this seem reasonable.

what say

Hi

Will contact the person and ask him about this case. Let you know, what he thinks about it.

Delta_Panther

I didnt get you?

Hi

The data you show me are good for different strategies but not for a short straddle. Any way, data are data and nothing else. The point now is, that in reality people in India are not used to trade far out of the month strategies as the slippage is bad and liquidity will be very low.

So, are you going to take such trades in your home market? If so, let us know how you did.

Good trading

Delta_Panther