Subscribe
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.