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3 Golden Rule of derivative Market.....How STT calculated and charged explain with example.....





Rule.1
For in the money buy  option always book money on expiry day I.e. last Thursday of month else STT cost has to be paid at 12,500 per crore value.

How to calculate per lot value.....

For call option,
Value of stock*lot size

For put option,
Strike price*lot size

Example, Reliance is trading at 1250 and anyone holding 1200 call and 1300 put and lot size of 1000 then on expiry day STT for each option will be.....

For put option 1300*1000
For call option 1200*1000

So, put STT will be 1300 Rs. And call STT will be 1200 Rs.



Rule.2
If you are holding sell option and becomes in the money option no need to worry much as STT on sell side is very minimum and not become a serious issue. But due to option In the money buyer will exercise his right and seller of option has to pay intrinsic value on expiry day.

Rule.3
In case of stock following in physical settlement list as per latest circular around 120 script coming in this list like Mind tree, hexaware and so on on expiry day if position has not been book fully and option expire in the money. The holder has to accept or deliver through exchange full equity lot.

Example. Mr A hold call option in the money of Mind tree @ 1100 he has to accept equity share at 1100 Rs. And exchange will charge double STT per lot as per 12,500 per crore value.

Same way put option will be delivered at strike price of holder in case he not exercise his right or not perform his obligation. One has to pay hefty STT amount on which option not exercise on time.

So, learning of day plan position before it expire or do due diligence before any issue happen regarding STT cost.

Note: Earlier  there was a rule regarding in the money expire cost if person not able to pay STT cost out of intrinsic  value still one has to pay.

Example. Mr A bought 10000 call of bank nifty 27000 on expiry day @ 2 rs. Each and bank nifty close came at 27005 then Mr. A will gain 3 rs. Per lot of bank nifty and gain 30000 after deducting amount of 2 rs per lot.

But what about STT.....
Now he has to pay STT due to in the money buy option
27005*10000 is 270050000 per crore cost is 12500 rs. So, cost will be 337500 rs. In reality he did 30000 profit but STT cost is 337500.

Now rule has change in case of such issue holder can exercise his option out of money and consider option value zero. So, he has to lost entire investment.


Thanks 
Derivativelearn


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