If market goes from 30K to 33K If I short 30K ce @1000 becomes @4000 as ITM And long 31k @500 becomes @3500 as ITM Then if I let it expire Short option will settle @3000 And long option will settle @2000 Then in short position whatever bid/ask…It will exit only @3000 And long position …will exit @2000 I just need to pay extra STT (0.125%) only for long position I should not worry about extra margin? Means there no worry about delivery of shares for index options? Please confirm it