@Siva, I’m a bit confused about the settlement price for today’s NCO Natural gas expiry. As per Gemini, I’ll have to wait till 12 am to know what the settlement price will be, so is this correct? This appears different to how MCX settles it.
On NSE’s site, this is being shown:
If I’ve sold OTM options & not squared them off, does this mean I’ve to wait till 12 am to be sure that they have expired OTM?
Hi
NCO Options contract devolve into futures upon expiry based on the last 30 minute weighted avarage of the underlying futures. Which is the same case as in MCX aswell.
The settlement price for NCO Natural Gas options at expiry will be determined based on the daily settlement price of the underlying Natural Gas Futures contract on NSE link.
The daily settlement price of futures calculation is provided in this link
Even though you have mentioned and unmentioned me 
;
I have some data for you
Today is NCO NATURALGAS Exp
Haha, query got resolved, so didn’t want to bother you unnecessarily (thought notification might go away)
