Now that JULY expiry is over, what changes happened in the 46 stocks which came under physical settlement ?
I didnt see any drastic change in options OI near the expiry.
its just first month…dont judge that early…
Last month was the first month, and most positions got squared off before expiry. I am guessing the same will happen this month. So I am guessing by Monday of the expiry week all positions would get rolled over to the next month. Tuesday/wed/thu current month will definitely have much lesser liquidity.
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…So overall , volumes are still intact. They just get rolled over early. I was just curious to know how the new rules affect the data as I am a data analyst.
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