Comment on Deciphering NSE's 'Execution Range' circular.

tanmay garg commented on 23 Sep 2019, 02:10 PM

I didn’t get the concept, since options prices are so volation, this range is very meagre, if we talk about today, and 20th Sep, call options were 5000%, 500% up.

Today I tried to exit my open positions made on Friday at around just the market open when volatility is high, I had long calls for Nifty Sep 11600, 11500, 11700 and they again and again got cancelled. These contracts have the best liquidity still why?

Only after like half an hour when price came down they got executed. Can somebody please explain why this is so?

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