Hey @No name13,
Yes! There will be a substantial increase in the margin requirement during the last week of expiry on selling options of a stock as the physical settlement will be due.
- 10% of Delivery margins computed on Expiry – 4 EOD (Friday)
- 25% of Delivery margins computed on Expiry – 3 EOD (Monday)
- 45% of Delivery margins computed on Expiry – 2 EOD (Tuesday)
- 100% of Delivery margins computed on Expiry – 1 EOD (Wednesday) (As per our policies).
Hope this clarifies!