Strikes prices of S&P BSE SENSEX Long Dated Options contracts

NOTICES

Notice No.		20240628-58		Notice Date		28 Jun 2024
Category		Trading		Segment		Derivatives
Subject		Strikes prices of S&P BSE SENSEX Long Dated Options contracts
Content

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.

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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 -<_o3a_p>

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Strike Price Interval<_o3a_p>	No of Strikes (ITM-ATM-OTM)<_o3a_p>
1000<_o3a_p>	5-1-5<_o3a_p>

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For further clarification trading members are requested to contact their respective Relationship Managers.<_o3a_p>

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For & On behalf of BSE Ltd,<_o3a_p> <_o3a_p>	<_o3a_p>
Ketan Jantre<_o3a_p>	Sameer Vaze<_o3a_p>
Head - Trading Operations<_o3a_p>	DGM - Trading Operations<_o3a_p>

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