Comment on STT Trap - Options Expiry - NSE BSE MCX-SX
commented on
28 Dec 2015, 07:56 PM
In the above excel sheet, there’s a mistake. Intrinsic value can never be negative, if it’s negative consider it 0. This is why you’ll never lose more than what premium you paid. Loss will never exceed 127*30 = 3810, the premium paid.