A past weekEntered at the close on 3 Jul 2025. NIFTY was 25,405.3. First expiry 10 Jul 2025, 7 days later.
NIFTY 25,400 Call · Entry premium ₹182.90
At 25,100 on 10 Jul 2025: −₹13,717.50Before charges · Before expiry: −₹9,016.08
Profit and loss The solid line shows the value before expiry. The dashed line shows the first expiry date. Green is profit. Red is loss. The orange ring is the result that week.
At expiry · Before charges−₹13,717.50
At or below 25,400 you lose the premium paid.
Before expiryAt expiryResult that week
Most you can lose
−₹13,717.50Before charges · ₹182.90 × 75
Breakeven
25,582.925,583.88 after charges
Most you can make
No fixed limitBefore charges
Charges, buy and sell
₹72.98₹29.78 to enter. If sold near the close. Expiry charges differ.
The solid line shows the value before expiry. The dashed line shows the first expiry date. Green is profit. Red is loss. The orange ring is the result that week.
24,897.95–25,278.7 · Before charges25,278.7–25,659.45 · Before charges25,659.45–26,040.2 · Before charges
Read the true maximum loss above the chart. Check each leg's before using a basket.
What time changes
An option loses its as expiry gets closer. Keep the index still and move the time slider. A later expiry still has time left when the front leg settles.
NIFTY 25,405.3 · Before charges
3 Jul₹0.007 days left
4 Jul−₹1,086.256 days left
7 Jul−₹4,941.463 days left
8 Jul−₹6,591.802 days left
9 Jul−₹8,689.871 days left
10 Jul−₹13,320.000 days left
When it fits and when it does not
You expect the index to rise before expiry. Your loss is limited to the premium and charges. A small rise may not cover what you paid.
Common mistakes
Check every leg, its ratio and its expiry. Finishing does not mean you made a profit. Subtract the premium and charges. A capped chart does not cap an unbounded loss.
Charges are shown separately. An option held to expiry is charged differently.
Your strategy
Leg
Contract
Expiry
Lots
Entry premium
Bought
NIFTY 25,400 Call
10 Jul 2025
1
₹182.90
See every number
Implied Volatility (IV)
Implied volatility is the market's assumption about how much the underlying will move before expiry.