But SEBI has introduced interoperability between exchanges last year.
While the backoffice of all brokers can handle interop, none of the trading front ends (brokers) are ready for it as of now. Whenever interop is ready on the trading platform, you can buy/sell between exchanges if the same scrip/contract is trading on either of them.
Interop is a complex change on the risk management systems of brokers, and hence it has taken this much time for implementation. We will probably be ready in 6 months time.