NOTICE
Notice No.
20260625-37
Notice Date
25 Jun 2026
Category
Trading
Segment
Derivatives
Department
Trading Operations
Subject
Strikes prices of BSE SENSEX Long Dated Options contracts
Attachments
No Attachment
Trading Members are requested to refer to Exchange notice no 20201201-24 dated December 01,2020,
notice no 20201231-57 dated December 31, 2020, notice no 20210624-57 dated June 24,2021, notice
no 20211230-67 dated 30 December 2021, notice no 20220630-40 dated 30 June 2022 and 20221229-
45, 29 December 2022, 2023703-4, 03 July 2023, 20231231-1, 31 Dec 2023 20240628-58, 28 June 2024,
20241227-68, 27 Dec 2024, 20250624-54 24 Jun 2025 & 20251224-49, 24 Dec 2025 regarding review of
strikes prices of BSE SENSEX Long Dated Options contracts.
In view of the above, trading members may note that w.e.f June 29, 2026 the strike price for BSE
SENSEX Long Dated Options contracts shall be as follows –
Strike Price Interval
No of Strikes (ITM-ATM-OTM)
1000
5-1-5
For further clarification trading members are requested to contact their respective Relationship
Managers.
For & On behalf of BSE Ltd,
Ketan Jantre
Sandeep Pujari
Head – Trading Operations
DVP – Trading Operations
