21 Jan 2021, 08:50 AM
Physical delivery margin: In-the-money long optionsThe margin blocked for your trades increases 4 days before expiry if you have open F&O positions that are required to be physically settled. Due to a holiday on Jan 26th, the additional delivery margin for In-the-money long stock options positions will be blocked from today Jan 21st, 2021 in the following manner:
|Day (BOD-Beginning of the day)||Margins applicable|
|E-4 Day (Thursday BOD)||10% of VaR + ELM +Adhoc margins|
|E-3 Day (Friday BOD)||25% of VaR + ELM +Adhoc margins|
|E-2 Day (Monday BOD)||45% of VaR + ELM +Adhoc margins|
|E-1 Day (Wednesday BOD)||70% VaR + ELM +Adhoc margins|
Learn more about physical delivery in this article.