if it close at 23.15 then why settlement price is 0.
Cos of STT… Nobody has exercised it
@Sensibull i see bhav copy of bank nifty12july and it show all options ITM/ATM/OTM settlement price 0. shouldn’t ITM options settle at intrinsic value.
On the expiry day, the closing price should be taken from Bank Nifty Index and not the option closing price.
There was an issue to show up settlement price in bhav copy for bank nifty weekly options from the exchange on expiry day.
settlement price will be arrived for CE if your strike is lesser to spot it will treat as ITM and settled accordingly (spot-strike price) for PE if strike price is higher to spot it will settled with (Strike-Spot).
Oh, I missed noting yours. You are right. For all the options on the expiry day are zero!
Errors like that are there. But no one seem to have noticed. I guess OHLCV and possibly the OI are the only ones of interest!
The following one, may be not an error, but all the same, it took a while to figure out.