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    Question

    Under SEBIā€™s revised framework, what new method is

    used to calculate Open Interest in F&O?
    A Marginal cost-based Correct Answer Incorrect Answer
    B Absolute position-based Correct Answer Incorrect Answer
    C Time-weighted average Correct Answer Incorrect Answer
    D Notional value-based Correct Answer Incorrect Answer
    E Delta-based Correct Answer Incorrect Answer

    Solution

    SEBI replaced the notional value approach with a delta-based calculation, which reflects price sensitivity and improves risk accuracy.

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