Trading members are requested to refer to Exchange notice no 20180829-35 dated August 29,2018 regarding Strike prices in Equity Derivatives.
In partial modification to aforementioned notice, trading members may note that with effect from June 29,2020 the minimum number of strikes in SENSEX50 Options contracts will be as follows-
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Sr. No
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Contract
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Existing minimum number of strikes
(ITM-ATM-OTM)
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Revised minimum number of strikes
(ITM-ATM-OTM)
|
|
1
|
SENSEX50 (All contracts)
|
7-1-7
|
20-1-20
|
For further details members are requested to contact their respective relationship manager.
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For & On behalf of BSE Ltd,
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|
|
Ketan Jantre
|
Sameer Vaze
|
|
Sr.GM – Trading Operations
|
AGM – Trading Operations
|
|