F&O Strategy: Bull call spread on NTPC bl-premium-article-image

KS Badri Narayanan Updated - June 24, 2023 at 08:10 PM.

Buy July 187.50-strike call option and simultaneously sell the call option with the same strike of June contracts

The outlook for NTPC (₹186.7) is bullish. The stock finds a strong resistance at ₹197, a close above which will change the long-term outlook positive. On the other hand, the immediate support is at ₹174 and a crucial one at ₹167. We expect the stock to continue its bullish momentum.

F&O pointers: NTPC saw a healthy rollover of 25 per cent to July series. Besides, NTPC July futures at ₹187.60 is at a premium against June futures (₹186.30) and the underlying stock (₹186.70). We expect higher volatility ahead.

Option trading indicates that NTPC could move between ₹180 and ₹190, where the respective put and call options have seen good accumulation of open interests.

Strategy: We advise traders to consider a bull-call spread on NTPC. Traders should keep it in mind that the current market lot of 5,700 will be reduced to 3,000 from July.

Traders can buy the 187.50-strike call option of July expiry and simultaneously sell the call option with the same strike of June contracts. These options closed with a premium of ₹5.90 and ₹1 respectively. That means this strategy will cost traders ₹12,000, which will be the maximum loss in this trade.

The maximum loss will happen if NTPC fails to cross ₹187.50 before July expiry. The break-even point is ₹192.40. We advise traders to hold the position for at least three weeks.

Follow-up: Book profits in Tata Steel put options.

Note: The recommendations are based on technical analysis and F&O positions. There is a risk of loss in trading

Published on June 24, 2023 14:40

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