Comment on Physical delivery of stock F&O & their risksĀ 

Piyush commented on 04 Jan 2022, 03:04 AM

Nitin,
I know DNE works well for retail brokers but it is a nightmare for people running arbitrage books(we provide a lot of liquidity to your retail clients). For example, if I am long a big position on ITM calls and short the same position on ITM calls, but different strike, DNE makes it impossible to carry it to expiry. Similarly for Put-Call Parity arbs.

If something needs to be rolled back it should be this.

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