Hi Friends,
Keeping this post little short.
The time decay has started kicking in. Now the notional profit for the position is Rs 6240.
Delta for position has been heavy on call side with call option delta at 0.21 and put delta at 0.13. Thsi means we need to balance the position. We will do that by selling more puts (100) at the same strike.
The
position table has been updated as below:



