BSE Options Intra Day Report


BSE 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:

BSE Options Intraday Report Details
BSE Options Intraday Report comprises of following details:

  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>-<Asset Code >-<Expiry Date>-<Strike Price>-<CE/PE/CA/PA>.

  2. Exchange - This field displays the exchange.

  3. Product Type -This field displays the product type in which the order was placed.

  4. Options Trades- This section displays the quantity and the average price at which the contract was bought / sold.

  5. Day's Open Position - This field will indicate the the quantity and the average price of the open positions for the current day in the given contract.

  6. Options Outstanding Orders- This section displays the quantity 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. Net Margin Utilized- This field shows the net Margin utilized for the trades done in the corresponding contract during the current settlement.

  9. Day's MTM (Booked P/L) - This field will display the booked profit / loss on the open Options positions.

  10. 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 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 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.

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