Strategy sheet

Butterflies, ratios and spreads, priced live

Every leg off the same Nifty tick — payoff, breakevens, Greeks, P&L

Paper only · not a trade call

Structure · Nifty Tue 13 Oct

Strategy Centre strike Wing width Lots

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Net premium

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Breakeven at expiry

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Max profit

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Max loss

Payoff

at expirytoday (Black-76 model)

Legs

Net Greeks · for your lots

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Delta

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Gamma

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Theta / day

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Vega / vol pt

Model outputs from each leg's own implied volatility, not exchange readings. Delta is in units of Nifty (+ gains as Nifty rises).

Live P&L

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Paper arithmetic, not a trade call. Nothing here places an order and nothing here feeds HELLO's GREEN/RED decision. Leg prices are last traded prices; a real fill pays the bid/ask spread on every leg, which this sheet does not deduct.