Comment on Policy on settlement of compulsory delivery derivative contracts — Update Oct 2019
commented on
16 Aug 2021, 06:40 PM
Hi,
I have shorted an inverted strangle on equity options, now both CE & PE are in ITM. if both are in ITM on expiry , will there be any physical delivery obligation? either case how much margin I need to maintain till expiry day. Please clarify .
my Positions:
Short PEL AUG 2700 CE
Short PEL AUG 2850 PE
now PEL is at 2767