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

KS Badri Narayanan Updated - November 23, 2024 at 06:58 PM.

We expect the stock to move in a narrow band with a positive bias

Shares of SRF (₹2,163.25) are ruling at a crucial level. The stock finds a key support at ₹2,105. As long as it stays above that level, the long-term outlook will remain positive. Important resistance levels are at ₹2,260 and ₹2,480. We expect the stock to move in a narrow band with a positive bias.

F&O pointers: SRF November futures on Friday closed at ₹2,168.10 and December futures at ₹2,178.35 against the spot close of ₹2,163.25. This indicates the existence of long positions. Rollover of open interest stood at 20 per cent, which is quite healthy. Option trading indicates that the stock could move in the ₹2,000-2,400 range.

Strategy: Consider a calendar bull-call spread on SRF. Initiate this by selling the current month 2200-strike call and simultaneously buying the same strike call of December series.

As these options closed with a premium of ₹16.50 and ₹59.45 respectively, the net cost of this strategy would be ₹42.95/lot or ₹16,106.25. This could be the maximum loss. If SRF stays at current levels and rises sharply in the next series, profits can be significant.

Hold the position for at least two weeks. But exit the position if the loss mounts to ₹9,500. Traders can aim for a profit of ₹12,000. However, if SRF opens sharply higher on Monday, traders can stay away from this strategy. A flat to marginal fall at the open is an ideal entry point.

Follow-up: Stop-loss would have triggered in Bajaj Finserv 1660-call long position.

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

Published on November 23, 2024 13:28

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