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15:45:00 / Posted by gufran khan /

Generation of strike for stock options

Price of underlying

Strike price interval

Scheme of strikes to be introduced (ITM-ATM-OTM)

Less than or equal to 50

2.5

5-1-5

>50-100

5

5-1-5

>100-250

10

5-1-5

>250-500

20

5-1-5

>500-1000

20

10-1-10

>1000

50

10-1-10

Generation of strike for index options

Index level

Strike interval

Scheme of strike to be introduced (ITM-ATM-OTM)

Up to 200

50

4-1-4

From 2001 to 4000

100

6-1-6

From 4001 to 6000

100

6-1-6

>6000

100

7-1-7

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