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