NIFTY Strategy : 5 June 2017 to 9 June 2017

5 June 2017 –

Short 9100 July Put Option and Short 10100 Call Option = 40.55

6 June 2017 –

Long 9600 June Put and Long 9100 June Put and Short 9400 June Call and Short 9300 June Call = 31.15

9 June 2017 –

Short July 9400 Put and Short July 9400 Call and Long June 9800 Call = 338.45