Trading members are requested to refer to Exchange notice number 20150728-8 regarding number of strikes in equity derivatives contracts.
In partial modification for aforesaid notice, trading Members may note that the strike interval and number of strikes for Stock options and Index options available for trading with effect from August 31, 2018 are attached as Annexure.
Trading Members may note that new strikes shall be introduced in option contracts at the end of the day based on the daily volatility of the underlying.
For further clarification trading members are requested to contact their respective Relationship Managers.
For & On Behalf of BSE Ltd,
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Ketan Jantre
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Sameer Vaze
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Sr.GM-Trading Operations
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Sr.Manager – Trading Operations
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