Trading members are requested to refer to Exchange notice no 20240522-11 dated May 22, 2024, regarding number of Strikes in SENSEX & BANKEX options contracts.
Trading members may note that with effect from January 13, 2025, the minimum number of strikes in SENSEX Options contracts will be as follows-
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Contract
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Contract Period
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Existing minimum number of strikes
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Revised minimum number of strikes
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(ITM-ATM-OTM)
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(ITM-ATM-OTM)
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SENSEX
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Weekly & Monthly
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40-1-40
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50-1-50
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There will be no change in number of strikes of BANKEX, SENSEX 50 and long dated options contracts of SENSEX.
For further details members are requested to contact their respective relationship managers.
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For & on behalf of BSE Ltd,
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Ketan Jantre
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Sameer Vaze
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Head – Trading Operations
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DGM – Trading Operation
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