We are building a trade journal and analytics tool called CueTrade. In order to see the stats and insights, users are expected to download trade history files from Zerodha console and upload in CueTrade.
Here’s my question:
I noticed that options that were expired are NOT reflected in the trade book. My question is from where can we get the data on the expired options? Would they be visible in the Executed Orders page at the end of the day? Appreciate the help.
Expired options won’t show up on orderbook or tradebook. You will probably have to build a logic to be able to calculate this yourself. Maybe you will have to start importing the exchange Bhavcopy for this.
@TheGouda you have any idea?
Thanks for the quick response, Nithin. We will explore other options to identify expired options.
if I let OTM option expire, value of the option premium is added as loss to P&L. right ?
As Nithin mentioned, this logic has to be built using bhavcopy. For members, the exchange gives a comprehensive physical settlement file which is also used for generation of contract note and PnL reports. Initially, we did show expiry/adjustment trades in the tradebook for a while but it was confusing for our users so rolledback. We’ll see if we can show it in a better way. @Ruchi_Porwal ++
I buy Bank Nifty 44000 CE today on expiry and at the last trading time it shows the Bank Nifty index closes @ 44060.75. But, when settlement was done it shows @ 43989. Please tell me whether I will get anything from my BN 44000 CE
The time you see at 3:30 PM is the Last Traded Price (LTP), the settlement happens according to the final closing price of the index which is weighted average price of last 30 minutes of trading. This can differ a bit from LTP.
The final closing price of Bank Nifty yesterday was 43989.15, so the 44000 CE will expire OTM and you will lose all the premium paid to purchase this option.