After the 12% decline on Thursday, NSE has banned Futures and Options Trading in RELCAPITAL.
Ban is generally imposed for preventing excessive speculation in the stock.
Here we have another problem which is more troublesome. This stock is in the list of compulsory physical settlement. There is nothing wrong with the concept of physical settlement. The problem is in the manner in which it is being implemented by the brokers.
They are not permitting to carry these trades into the expiry week by way of precaution. Or else they are asking for margin equal to the value of the trade.
I would say that the brokers are failing in their responsibility as a broker if they are doing the above things.
Let us say I am a PUT buyer.
I bought an OTM PUT and it becomes in the money on Thursday. Market is closed on Friday and Monday happens to be the first day of the expiry week.
As a PUT BUYER, I have the right to sell at the strike price but not the obligation.
By asking for the margin money, broker is converting into obligation to sell. This is wrong and a regressive step. Ultimately this will lead to loss of volume which will hurt the same brokers.
In the absence of margin, brokers tell us that they will square off the trade.
My question is — Why ?
I have a right to sell and not the obligation to sell.
If the price of stock continues to fall and PUT price goes up, I may decide to buy the stock at market price and give it for physical delivery. I will do this EXERCISE of option on expiry day. Why should the broker compel me to close my trade earlier.
If in the worst case scenario, I am not able to close out my in the money option and am not able to exercise it, well so be it. I do not get any profit and even lose the premium paid.
That is my right by definition of options. I wonder why the brokers are doing it the wrong way.
Even in year 2008-09 when the markets were very volatile and we used to trade American Options, such regressive practices were not followed.
This is what I meant by the brokers not doing their job rightly.
It will take some time to come to a proper solution to this problem. Till then the trades have to bear this as one more factor to their disadvantage.
F&O ban :
This is the real deal killer.
Now we can not buy a lower strike to stay with the trend.
We can not buy CALL 150 to protect our profit and stay with the trend or trend reversal.
Even getting an exit at appropriate price is tough as the volume dries up. Only the trades who are stuck in the trades can square off the trades. There will be big difference in the Bid and Ask Prices.
Stay patient and put an appropriate sell price.
A good trade has been actually messed up by the regulator.
We could live with that but the broker’s insistence on squaring off the trades makes it worse. And to put it mildly, insistence on the part of brokers to close the trade should be termed Unfair Practice.
They may have their reasons for doing so, but it is against the principles of free and fair trading.
To Summarize :
Be watchful on Monday and try to move out of the trade with a reasonably good price.
Those who have already moved to PUT 150 and PUT 140 , good luck to them.
Disclaimer: This post and examples are for teaching purpose only and are not meant as advice/suggestion to trade in these stocks. Trading in Futures and Options can lead to big losses and should be done with appropriate knowledge and advice only. Mentioning the stocks here does not imply that I have a trading position or likely to take a trade in these stocks.
Comments
vishal agarwal April 20, 2019 at 10:04 am
A new lesson learnt hard way. Some readers did actually warn on Thursday about physical settlement and Fno ban was anticipated after such fall. But I did not research about the implications of the two else would have closed the trade on Thursday itself. Let’s hope market makes good by offering a better deal on Monday and my trade gets executed at higher price.
Replyvishal agarwal April 20, 2019 at 10:36 am
Sir can you please share this post on Twitter tagging the prominent brokers like zerodha etc. Some one should atleast highlight this issue.
ReplySajeev April 20, 2019 at 1:13 pm
I am sorry to point that that is a very naive view of saying why not wait till expiry when the put could reduce in value and you might want to take delivery in options. The simple reason is that if the brokerage like Zerodha has lot of customers who have huge amounts of puts and they wait till delivery and lot of clients default by not bringing the additional amount they while you and others only lose your premium the brokerage is compelled to pick up all the defaults and on a huge down day during elections, if sufficient clients default and all the stocks have to be picked up by the brokerage and money transferred, it might bankrupt the brokerage. This is an established practice even in markets like US and slightly surprised that someone with your experience can make a statement like this.
Replyadmin April 20, 2019 at 1:34 pm
Dear Sajeev.
Let us agree to disagree.
I have traded options in year 2008-09 when American Style options were traded. In American options, it can be exercised any time during the expiry period. In that time, there were no such restrictions as brokers are placing now.
In India, we have commodity options trading also. In commodities, it is physical settlement for all the contracts if not squared off before expiry.
One of my friend had two lots of CALL in Copper options which came in the money. He squared off one lot and stayed with the second. At expiry it was in the money. But as the options are not cash settled but physical delivery is compulsory, he did not get any money. Even the premium he paid was lost. But the (right to buy at strike price) exercising the option was his right and not a compulsion.
The situation you have mentioned is not possible because action has to be initiated by the buyer of the option when it is in the money. Option Seller has the obligation and Option Buyer has the right.
Collecting margin from the seller is always done right when the trade is entered.
If the buyer of CALL does not bring money to take delivery, nothing happens. He loses the premium. Seller of the CALL does not have to deliver. He has no right to deliver unless the option is exercised by the buyer.
It is not an established practice in US to collect money from Option Buyer. It is done only when the option is exercised ( by the buyer ) either by paying money in case of exercising a CALL Option and giving delivery of the stock in case of a PUT Option.
As most of the discount brokers were established post 2008-09 period, they have not seen how the system worked in those days and volumes have certainly gone up since then.
They will surely find a better way to manage such issues over next 3-4 months as all stock options will come in physical settlement mode.
Otherwise, they will be losing a significant chunk of business.
Once again, let me state it clearly that I am not in agreement with what you have stated.
Cheers.
ReplySajeev April 20, 2019 at 2:49 pm
Dear Pramodji,
Disagreement is fine since it gives both fresh perspectives. I disagree with the fresh points that you have put forward. Comparing physical delivery in American style options to physical delivery in European style options is not an apples to apples comparison since in American style if you exercise the position on day 1 or on expiry you have to take physical delivery, which means that the unwinding is orderly since different players will choose different price points when to exercise. This orderly unwinding over a period of time leads to dampening of volatility. European options with delivery mechanism lead to special problems since most players like cash settlement and will wait till the trading day till which cash settlement is allowed and then exit in a herd. This leads to huge volatility on that day and any developed market will want to avoid this kind of volatility especially since this can be exploited by big players. The only way out is 4 to 5 days before expiry go for steady increase in margins so that the weaker hands keep unwinding resulting in orderly and dampened volatility.
While your point about discount brokers coming up after 2008 is valid, I also remember (I have been trading since 2005) the wild west philosophy and sloppy margin requirements that brokerages had and how so many of them went belly up during Lehmann October resulting in losses for clients.
Coming to commodities the NSEL and how non existent commodities were shown on the books and the ensuing scam is enlightening.
Finally Sir while you do mention that the proposal is not well thought of is one point on which I agree with you since in India the SLB mechanism is not developed.
Brokers will find a way and my feeling is that from mid month itself the next months options will start seeing good volume allowing roll overs while currently most options only have volumes in near month and not in the far month.
Anyways we will have to live and learn and live with our disagreements respectfully :-).
Hope you have a great weekend ahead of you!
Regards,
Sajeev
Replyadmin April 20, 2019 at 2:59 pm
Thanks for your views.
ReplyLet us stay with our disagreement.
Cheers.
Tharik April 21, 2019 at 2:22 pm
Dear Sanjeev,
Our question is very simple. Why do the brokers wants us to maintain additional margin?
SEBI has mandated physical settlement for most FNO stocks, which means, the option buyer either has the right to excise the option by taking physical delivery on expiry day or he can just lose his premium if the option buyer doesn’t have the money to take physical settlement of stocks.
The brokers are merely restricting Retailers to avoid taking positions in the last week.
ReplyPrabhu R April 20, 2019 at 2:08 pm
In Upstox, they allow to hold the position (where physical settlement is mandatory) until 2:30 PM one day before expiry (Wednesday). If not closed by the trader until then, their RMS will square off the trade.
https://upstox.com/announcements/margins/physical-settlement-of-stock-derivatives/
Most retail traders will not have enough money to exercise the (ITM) option. So this is indirectly helping the option writers to leave the options open until expiry after which the premium will be theirs when the buyer doesn’t exercise it?
Replyvishal agarwal April 20, 2019 at 2:26 pm
Hey Prabhu, can you confirm if you are holding the 170PE and if yes upstox has asked you for margin?
ReplyPrabhu April 20, 2019 at 2:41 pm
Hi Vishal,
I sold 170PE and moved to 150PE on Thursday. I received a margin report for 18th April trades from Upstox automated system but there was no mention of new margin to be kept in account for 150PE (may be it’s not ITM yet?).
ReplyArun April 20, 2019 at 6:05 pm
I am still holding 170 pe and I have got the mail from upstox
“The Upstox RMS team wants to inform you that your margin usage including mark-to-market has exceeded 100% of your available margin.”
Replyvishal agarwal April 20, 2019 at 10:46 pm
That means upstox policy is same as zerodha wrt margin related to physical delivery. Thanks Arun for the update, I was considering to open account in upstox but after reading this will give it a pass.
ReplyGourav Basu April 20, 2019 at 9:08 pm
Ok, here is a confusion. If the ITM option could not be squared off due to lack of liquidity, does that mean the option buyer loose the premium paid as Pramod sir is stating in the above discussion or has to cough up the equivalent money to buy/ sell that many shares of the stock as mentioned in the upstox article?
Replyadmin April 21, 2019 at 10:01 am
What I am stating is this:
Option Buyer has the right to exercise the Option but not the obligation.
If The right is to be exercised, then additional money is to be paid— for buying the stock in case of CALL option and again for buying the stock for giving delivery of it in case of PUT option.
But by definition of the option contract, it is a RIGHT and not a compulsion.
Earlier in cash settlement mode, the payment was settled in cash. Now stock has to be delivered. In case I choose not to exercise the option, I do not get anything. Even if the premium was Rs. 40, I would get ZERO instead of Rs. 60000 ( RELCAPITAL case). but it is my choice to exercise the option or just leave it.
Brokers are taking it as compulsory exercise. SEBI had mandated compulsory physical settlement, not compulsory exercise of options.
Probably the matter will someday go to SEBI tribunal. The problem is that Option Buyers with In The Money options are a minority. They are rarely into such situations hence the solution may not come very soon.
Till then, we have to bear with the unfair practice by the brokers.
Cheers.
ReplyTharik April 21, 2019 at 10:34 am
Dear Pramod Sir,
So if I am not maintaining the margin amount on Monday, will my trade gets squared off automatically at available price?
Earlier we used to not worry about our winning trades as they will take care of themselves but we have to start worrying about our right trades too now.
ReplyPranav April 21, 2019 at 3:01 pm
I had closed 170 PE and moved to 140PE.
ReplyIcici direct closed 140 PE at 4.20 around 12:40 pm. What the heck was that?
vishal agarwal April 21, 2019 at 3:25 pm
Pranav did you enquire about this with ICICI? This is absurd.
ReplyPrince Nahata April 21, 2019 at 6:30 pm
As per Zerodha Z-Connect,You need to have the stock in your Demat Account on the expiry day if you are physically settling Long Put .That means you need to buy it on Tuesday.
Replyhttps://zerodha.com/z-connect/tradezerodha/policy-on-settlement-of-compulsory-delivery-derivative-contracts
Gourav Basu April 21, 2019 at 10:09 pm
Hi prince,
ReplyWent through the article of z connect. That almost makes option trading meaningless and not worth the risk. 🙁
Dev April 21, 2019 at 6:43 pm
The summary is…
Replyin case of physical settlement the only option buyer is left with, is to square off the position before expiry week if ITM.
amit April 21, 2019 at 10:04 pm
I think this is from july onwards, till then only cash settlement, please correct me if wring as specified in zerodha link up.
ReplyGourav Basu April 21, 2019 at 10:32 pm
Already 46 contracts are being physically settled. Next lot of stocks will be settled july expiry onwards and the rest from October expiry onwards. However, from the stocks shortlisted for physical settlement from july expiry onwards, few have been changed to may expiry-like Dr. Reddy, Yes bank, Indiabulls housing finance, yes bank, etc.
ReplyYou can get the entire list here
https://docs.google.com/spreadsheets/d/1XDcruUPTawKeC7AQyoIJDN7tvT9SaLv-YuTAzjDnYI4/edit#gid=0
Amit April 21, 2019 at 10:46 pm
Well, i see this, here its clearly written july onwards https://www.bloombergquint.com/markets/a-fifth-of-stocks-in-nse-derivatives-segment-to-move-to-physical-settlement-from-july.amp
Replyvishal agarwal April 21, 2019 at 11:40 pm
Well there is no issue with the physical vs cash settlement. The issue is with the handling of this physical settlement by the brokers by demanding margin from option holders which is against the spirit of the options trading.
Reply