Comment on Policy on settlement of compulsory delivery derivative contracts — Update Oct 2019
commented on
21 Jul 2021, 11:58 PM
I have 2 legs for SBI – 1 lot of deep ITM PE long of current month expiry and 1 lot of future long of next month expiry.
Please clarify if at current month expiry – the settlement will happen based on netting between these two legs and it will not involve any physical delivery ?