Additional margin requirement during physical settlement week

What are the F&O peak margin requirement for stock options contract during the physical settlement week in 5paisa

Hi @Anand

Here’s how the margin requirement typically progresses as we approach expiry:

  • E-4 Day (4 days before expiry): 10% of the full delivery value

  • E-3 Day: 25% of the full delivery value

  • E-2 Day: 45% of the full delivery value

  • E-1 Day (1 day before expiry): 70% of the full delivery value

  • Expiry Day (E): 100% of the full delivery value must be maintained in your F&O allocation