Hello everyone,
can someone help me how to compute premium pay for horizontal spread?
like in snip pay is 283.4 and considering lot size of 75, where as total pay is 10130(how this computed)?
@firoz_quraishi This is a question for Sensibull but it looks like it is using a lot size of 75 for the near expiry and 25 for the further out expiry. When the new guidance came out re: increased minimum lot size, it impacted all newly created expiries. Existing expiries werenāt impacted. The 30 Jan would be one of the ālegacyā expiries. You can check the NSE website and see quantities of 25 being traded for this expiry while all surrounding weekly expiries have a minimum size of 75.
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