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

[siva-reddy]

@Prateek_Malpani

The impact of this calculation is almost double the margin for hedged positions.
I thought post the SEBI rule change all brokers would have almost the same logic.

To cover for hedge positions for mis, as for hedge there will be no span and if exposure also reduces then it is too risky for broker, because after taking hedge one can square off hedge leg and carry one sided.