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| NOTICES |
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| Notice No. |
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20240628-58 |
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Notice Date |
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28 Jun 2024 |
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| Category |
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Trading |
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Segment |
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Derivatives |
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| Subject |
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Strikes prices of S&P BSE SENSEX Long Dated Options contracts |
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| Content |
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Trading Members are requested to refer to Exchange notice no 20201201-24 dated December 01,2020, notice no 20201231-57 dated December 31, 2020, notice no 20210624-57 dated June 24,2021, notice no 20211230-67 dated 30 December 2021, notice no 20220630-40 dated 30 June 2022 and 20221229-45 ,29 December 2022,2023703-4 ,03 July 2023 and 20231231-1 ,31 Dec 2023 regarding review of Strikes prices of S&P BSE SENSEX Long Dated Options contracts.
In view of the above, trading members may note that w.e.f July 01,2024 the strike price for S&P BSE SENSEX Long Dated Options contracts shall be as follows –
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Strike Price Interval
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No of Strikes (ITM-ATM-OTM)
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1000
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5-1-5
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For further clarification trading members are requested to contact their respective Relationship Managers.
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For & On behalf of BSE Ltd,
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Ketan Jantre
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Sameer Vaze
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Head – Trading Operations
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DGM – Trading Operations
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