Does NSE recognize Diagonal Calendar Spread wrt Margin benefit

General
1

I believe NSE recognizes plain vanilla Calendars and gives margin benefit.

Does this margin benefit extend to Diagonals as well?

2

NSE recoginzes calendar spread wrt margins only for futures and not for options. 

Can you give an example of what you mean by diagonals? I can't think of a diagonal spread in futures contracts. 

1 Like
3

my entire question was regards to options. I had assumed that calendar OPTION spread was given margin benefit from NSE. Hence the follow up question on Diagonal Option Spread.
thanks.