How does Rollover on expiry work ?
Rollover on expiry
This Parameter takes three inputs
- Choose expiry
- Hour
- Minutes
As intuitive the name is, this parameter rolls over your derivative instruments on the day of expiry at the Hour and Minute specified by you.
If today is expiry day of any underlying symbol in the strategy, all open futures or options positions of that underlying will be rolled over to next week/month expiry as per selected settings.
Updated on: 28/09/2022
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