21 Jan 2021, 08:50 AM

Physical delivery margin: In-the-money long options

The 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.