Dear sir,
I wod like to know , if nifty has progressed from 8000 to 11000 in last three years ,
Means it had 52 weeks X 3 yrs= 156 weeks in total.
If we had weekly options in past 3 yrs & if i had shorted 1 lot of Nifty Index along with 1 lot of Put options to at the money to hedge (which normally r 70 points at start of week) continuously for those 3 yrs ,
Then wod my returns b 70 points X 156 weeks = 10920 Less (-) loss by shorting index = 3000 ?
Wod the returns b 10920 - 3000 = 7920/- points in 3 yrs ???
As i cant have weekly data for 3 long yrs , had this query.
Kindly rply,.
Regards,
Aniket v.