Comment on Policy on settlement of compulsory delivery derivative contracts — Update Oct 2019
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,
Short ITM CALL
& Long ITM Put.