Investing F&O LTP Positions

F&O LTP change on Positions before market opens on Kite

From WebNotes, a public knowledge base. Last updated . Reading time ~3 min.

Open F&O positions held overnight on Kite can show LTP changes (and consequently MTM P&L changes) before the next trading session opens at 09:15. This is not a bug; several settlement and pre-market mechanisms can move the displayed LTP outside session hours.

Why LTP changes overnight

1. Settlement price replaces LTP at end of T

For each F&O contract, the exchange computes a daily settlement price at the end of every trading day. This is typically the weighted-average price over the last half hour of trading. After 15:30, Kite replaces the displayed LTP with the settlement price for MTM purposes.

The settlement price can differ slightly from the 15:30 LTP. When you check Positions later in the evening of trade day T, you see the settlement-based MTM, not the last-tick MTM.

2. Mark-to-market settlement debit / credit

Daily MTM settlement happens at end of T. Profit accrued during T is credited to your margin; loss is debited. The position’s avg open price is not changed; the LTP is shown at settlement, and the per-day MTM is realised.

For NRML positions held across T-1 to T, your account sees:

  • T-1 evening: MTM credit / debit based on T-1 close.
  • T morning: position carries open with LTP = T-1 settlement; MTM resets.
  • T close: new MTM credit / debit based on T close.

3. Implied volatility shifts for options

Option premiums depend on more than just the underlying spot. Implied volatility (IV) shifts can move premiums overnight even with no underlying move. After-hours global events, news, or fresh order placement at session start can shift IV.

4. Time decay overnight

Option time-decay (theta) is continuous. An option contract loses value steadily over time. The overnight period (15:30 to 09:15 next day, plus weekends) decays option premiums even though no trading occurred.

When you compare the previous day’s settlement to today’s open, the option premium for a short option position will typically show a small overnight credit (in the seller’s favour) due to theta.

5. Pre-open session for index futures (not options)

Some index futures (Nifty, BankNifty futures) have a brief pre-open session from 09:00 to 09:08. During this window, indicative quotes can move the displayed LTP before the regular session opens.

6. Global cues for commodity / currency

MCX commodity contracts have an evening session (17:00 to 23:30). When you check Positions after the MCX evening session but before the equity / NSE F&O morning session, your commodity positions may show fresh LTPs while your equity F&O positions are settled-price-flat.

What the user sees

A typical sequence for an NRML F&O long position:

TimeLTP displayedMTM impact
T 15:25Last live tickLive MTM
T 15:35Daily settlement priceSettlement-based MTM
T 23:00Same settlement priceUnchanged
T+1 09:00Pre-open indicativePre-open MTM shift
T+1 09:15First live tickLive MTM resumes

For options, the IV component can additionally shift overnight.

Implications for risk management

Many active traders place stop-loss orders based on the previous evening’s MTM. Overnight LTP shifts can:

  • Trigger stops at pre-open if the gap is large.
  • Bring the position closer to a margin shortfall without any trade execution.
  • Allow profitable exit at pre-open prices (rarely, on a gap-up for longs).

A common defensive practice: monitor positions at 09:00 (pre-open), not just at 09:15 (session start).

Not a Kite-specific behaviour

Every Indian broker shows the same overnight LTP behaviour because the underlying settlement and pre-open mechanisms are exchange-level. Console, Kite, third-party portfolio trackers, and the exchange’s own data feed all agree.

See also

External references

References

  1. NSE Clearing, Daily mark-to-market settlement methodology, nseclearing.com.
  2. SEBI, F&O settlement and margin framework, sebi.gov.in.
  3. Zerodha Support, F&O position overnight behaviour, support.zerodha.com.

Reviewed and published by

The WebNotes Editorial Team covers Indian capital markets, payments infrastructure and retail investor procedures. Every article is fact-checked against primary sources, principally SEBI circulars and master directions, NPCI specifications and the official support documentation published by the intermediary in question. Drafts go through a second-pair-of-eyes review and a separate compliance read before publication, and revisions are tracked against the SEBI and NPCI rule changes referenced in the methodology section.

Last reviewed
Conflicts of interest
WebNotes is independent. No relationship with any broker, registrar or bank named in this article.