NSEFO conversion arbitrage:
How to place all these three orders at one time
and the corresponding AFL code needed ?
ie Buy one lot of HCLTECH current months future at Rs 2061.60 (Ask price)
Buy one lot of 1900 strike PUT at Rs 6.95 (Ask price)
Sell one lot of 1900 strike CALL at Rs 194.10 (Bid price)
so profit is Rs 3194 at expiry date.
Lots TYPE SYMBOL EXPIRY_DT STRIKE Call_CLOSE Call_VOL Put_CLOSE Put_VOL TRADE_DATE FUT_PRICE NET_Profit
125 OPTSTK HCLTECH 26-Mar-2015 1900 194.10 2 6.95 164 11-MAR-2015 2061.60 3194