NSE Options Intra Day Report

BSE Options Intraday Report


Options Intraday Report displays a contract-wise summary of your trades and outstanding orders for the current settlement in Options segment. The system displays you the following window when you click this option in Intraday Report section:

Options Intraday Report Details
OpYou can choose exchange from the dropdown. On click of Go button the following Otions Intraday Report will be displayed:

  1. Contract Description - This field identifies the contract in which trading was done. Contract Description is generated by joining various identifiers. For ex., for Options Contracts, Contract Descriptor is created by joining <Instrument Type>-<Scrip>-<Expiry Date>-<Strike Price>-<CE/PE/CA/PA>.

    You can click on Contract Description to cancel the order. On clicking, the system asks you to confirm the order cancellation. Note! The system periodically asks you to enter the security code. In case, you are displayed with a security code window, enter the security code and click on 'OK' button to cancel the order.

    The Report is then divided in two sections i.e. Futures Trades and Futures Outstanding Orders.
     
  2. Product Type - A new Column Product Type that should be desplay the product type like Carry Forward , Intraday, All .

  3. Previous Position - this field will indicate the open position in the given contract as on end of previous day.

  4. Options Trades- this section displays the quantity and the average price at which the contract was bought / sold. It also displays the net open position and the average price for the same.

  5. Day's Open Position - this field will indicate the open positions for the current day in the given contract.

  6. Options Outstanding Orders- this section displays the quantity and the average price of the outstanding orders placed by you on both buy and sell side.

  7. Market Price- This field shows the current market value of the contract.

  8. Day's MTM (Booked P/L) - currently, this field will remain blank.

  9. Day's MTM (Notional P/L)- this field will display the notional profit / loss on the open Options positions. For Buy Options positions, Day's MTM will be zero, since you have paid the entire premium upfront. For Sell Options positions, Notional P/L will be calculated in a different way for Previous Positions and Current day positions, which is explained below:

    • For Previous Positions (Call) - for previous positions, MTM will be charged on the basis of difference between Last Traded Price (LTP) / Last Closing Price (LCP) of the underlying and the Strike Price of the contract. In case for Call Options, the MTM losses will be charged equal to difference between LTP and LCP, if LTP of the underlying is more than its closing price. Else, the MTM gains will be given to the client, but it will never be more than the difference between LCP and the Strike Price.

      For ex., the client sells Nifty 4000 Call yesterday. Nifty underlying closed the day at 4100. The client will be charged MTM losses of Rs. 100 *50 (Lot Size) =Rs. 5000. Today, Nifty underlying is trading @ Rs. 3950. In this case, the entire MTM charged yesterday will be rolled-back and he will be given MTM gains of Rs. 5000.

    • For Previous Positions (Put) - In case of Put Options, the MTM losses will be charged equal to difference between LCP and LTP, if LTP of the underlying is less than its closing price. Else, the MTM gains will be given to the client, but it will never be more than the difference between LCP and the Strike Price.

      For ex., the client sells Nifty 4000 Put yesterday. Nifty underlying closed the day at 3900. The client will be charged MTM losses of Rs. 100 *50 (Lot Size) =Rs. 5000. Today, Nifty underlying is trading @ Rs. 4050. In this case, the entire MTM charged yesterday will be rolled-back and he will be given MTM gains of Rs. 5000.

    • For Current Day Positions - for current day positions, the Day's MTM will be the difference between the Last Traded Price (LTP) of the underlying and the Strike Price of the contract. For ex., you had bought a Nifty Call Options (Lot Size: 50) of Strike Price 4000. Nifty Spot is currently trading @ 4500. Notional P/L for this position will be {(4000-4500)*50} = Rs. 25000.

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