Comment on Policy on settlement of compulsory delivery derivative contracts — Update Oct 2019

raj commented on 21 Apr 2020, 12:14 PM

I think there is an error in the above write up, in first leg , 2nd leg you have mentioned as under :
1st Leg 2nd Leg
Long ITM Call Short ITM Put
Long ITM Call
it should be,
& Long ITM Put.

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