Media Release

Media Release


Number of Strikes in Equity Derivatives Contracts

 

In partial modification to Exchange notice no.20111007-21 dated October 07,2011 regarding Trading in equity derivatives segment, Trading Members of the Exchange are informed that the number of strikes available for newly generated options contracts, on the day of the generation, shall be as follows –

 

Strikes

Number of Strikes

In the Money

1

At The Money

1

Out of the Money

1

 

The aforesaid changes shall be effective from July 31, 2015 for newly generated weekly options contracts expiring from September 03, 2015 onwards and newly generated monthly options contracts expiring from October 29, 2015 onwards.

 

Trading Members may note that new strikes shall be introduced in these contracts at the end of the day based on the daily volatility of the underlying.

 

 

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For More Information 
Yatin Padia – 022 2272 8516
Marketing Communications
yatin.padia@bseindia.com