Comment on New margin framework for F&O trades

vijay commented on 10 Jun 2020, 01:18 AM

Hi Karthik

I think there might be a mistake in margin calculation for a vertical spread in your calculator…i tried multiple different combination and for everything, it shows the net margin required = 15070….even where the max possible loss is 30k, it still shows the max margin required as 15070….

Can you please clarify this….and margin of 15k and 30k changes the yield by 50%

Regards

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