Peak margin, Intraday leverages, & 2nd order effects - Dec 1st 2020

[ShubhS9]

@Prateek_Malpani

The price of the long options is barely rs 600 or so so it should not impact the value by too much.

So this also seems like a case where the leverage on the hedged position is lower. I.e margin benefits not accounted for.

Hi Prateek, the MIS margin requirements are 20% of SPAN margin and 100% Exposure margin, you can check and confirm.