Nifty Straddle -- loss even though it fallen 0.66%

 Time 11:55 

Nifty - 23538 - nifty close

23383 - end 3:30

0.66% down -- 

nifty650CE - 71.15

end - 20.65 at 3:30

23450PE - 47.85

end - 100 at 3:30

totalCE+PE

buy = 71.15+47.85 = 119

sell = 20.65+100 = 121

profit = 121 - 119 = 2

Profit 1.68 %