This shows all positions correctly.
You can see We shorted 22700PE this week’s and bought 22700PE next week’s. This is called a calendar spread. https://unofficed.com/lessons/calendar-spread/
It also ended in good profit only.
But the problem happens when just one leg gets executed and another gets rejected. Do note - When we took the position 22700 was not deep OTM or ATM.
Zerodha dynamically blocks the OI. Because of our large customer base, We trigger that ourselves sometimes. Why am I not able to place Bank Nifty, Nifty option orders for certain strike prices?
The 22700PE you see here is taken intraday! So, it missed selling this week’s sell position but it executed in 80% accounts from the same code (The accounts had margin all time). Now, We have a tight margin of 150K. 3K difference is huge in MTM. Right?
It immediately creates an imbalance.
PS: Position was greek based and was taken at 15:28:00 so it was very hard to perform cross-check that time. Anyways it is noteworthy!
Execution is totally different ball game than the strategy itself.