Stock option market prices today in indian stocks
The risk arrays is updated 5 times in a day taking the closing price of the previous day at the start of trading and taking the last available traded prices at A portfolio based margining model is adopted which will take an integrated view of the risk involved in the portfolio of each individual client comprising of his positions in all the derivatives contract traded on Derivatives Segment. The parameters for such a model are as follows: The initial margin or the worst scenario loss is adjusted against the available liquid net worth of the Member.
The Members in turn will collect the initial margin from their clients on an up front basis. The scenarios to be used for this purpose are: However, the Derivatives Segment may specify a higher price scan range than the said 3. The price scan range shall be linked to liquidity, measured in terms of impact cost for an order size of Rs.
The Black-Scholes model is used for valuing options. The notional value of option positions is calculated by applying the last closing price of the underlying stock. Thus mark-to-market gains and losses on option positions will be adjusted against the available liquid net worth of the Clearing Member.
Since the options are premium style, there will be no mark-to-market profit or loss. However, the premium is deducted only for those portfolios where open position is long for a particular series.
For the purpose of computing 1. This value shall be applicable for the next month and shall be re-calculated at the end of the month by once again taking the price data on a rolling basis for the past six months.
However, BSE may specify higher exposure margin for better risk management. Position Limits a Market Level: A market wide limit on the open position in terms of the number of underlying stock on stock options and futures contract of a particular underlying stock is: The limit would be applicable on all open positions in all futures and option contracts on a particular underlying stock.
Some of them are as follows:. Similarly if the buyer is making loss on his position i. Trading options involves a constant monitoring of the option value, which is affected by the following factors:. Moreover, the dependence of the option value to price, volatility and time is not linear — which makes the analysis even more complex. From Wikipedia, the free encyclopedia. This article is about financial options. For call options in general, see Option law.
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