From june 1st only, checking if this can be possible before that.
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What the use of the calculator if we cannot buy the options!
Thanks for the detailed work sheet
One more important thing that traders would like to know is what will be the increase in margin for selling ATM option / futures for every point increase in volatility. Did NSE publish actual formulae for margin calculations?
For example if volatility is 10 and margin requirement is X what will be the margin requirement if volatility increases to 11 and everything else remains same.
@siva-reddy @nithin,
While converting MIS to positional, we would need to convert first selling then buying or will there any new trading flow for this use case?
Which software did you used for this calculation. I’m using my own Excel payoff calculator.
guys which broker allowing us to selling far OTM strike? any suggestions plz.
We allow shorting of all strikes. 
No, they don’t publish that, also one can ignore on these trivial things.
I think first we should convert buys and then sell.
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What’s the use when new régime requires us to buy strikes which are still further away. And that you don’t allow.
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NSE circular says something like this. But I can’t make how it will benefit
Calendar Spread
Current -->
0.5% per month of spread on the far month contract
Subject to a minimum of 1% and a maximum of 3%
Calculated on the basis of delta of the portfolio in each
Calendar spread granted till the expiry of the near
Proposed -->
1.75% on the far month contract.
Calculated on the basis of delta of the
month.
Calendar spread granted till the
contract.
Respected sir,
Which broker allow us to buy far OTM in option strike in nifty?
Thank You. Regards
These are important @siva-reddy
Wht happens if a trader carries over naked sell option and volatility shoots up due to some overnight event. As a broker u can sqr off and save ur self but the trader will blow up just because margin increased and his account did not have funds to cover additional margin
Its important trader knows how far he can hold if volatility raises
How would this impact intraday margins on cash market products? I am assuming it would definitely have an impact but how? I do not know.
Just maintain a buffer of 10% more cash to address these kinds,these are part of risk management, one should never use 100% of capital and even a 1% change in scrip change can result in loss provided if one is on wrong direction and margin to be above 100% which can result in probable square off.
Great !! , Will wait for new margin Calculator !!!
How do the New margin guidelines impact stock F&O positions wed and Thursday expiry week. It is my understanding that on these days , twice the usual applicable margin will be blocked. So will the same apply - Additional margin requirement of 2 times NRML on only Wed and Thursday of expiry week.
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Hi, which site u r using for this payoff diagram.