Description

BSE announces adjustment to all Futures & Options contracts on Angel One Ltd (ANOL) due to a 10:1 stock split, with adjustments effective end of day February 25, 2026. Strike prices and futures prices will be divided by 10; market lot and positions will be multiplied by 10.

Summary

BSE has announced mandatory adjustments to all Futures & Options contracts on Angel One Ltd (Derivatives Asset Code: ANOL, Scrip Code: 543235) in accordance with SEBI guidelines for corporate action adjustments. The adjustments are triggered by a 10:1 stock sub-division (split) with a Record Date of February 26, 2026. All contract parameters will be revised at end of day on February 25, 2026.

Key Points

  • Angel One Ltd has fixed February 26, 2026 as the Record Date for a stock split of 1 equity share of Rs. 10 into 10 equity shares of Rs. 1 each.
  • The adjustment factor is 10 (split ratio 10:1, calculated as 10/1).
  • Adjustments will be applied to all available F&O contracts on ANOL at end of day on February 25, 2026.
  • The ex-date is February 26, 2026.
  • Four contract parameters are affected: strike price, market lot, open positions, and futures price.

Regulatory Changes

In pursuance of SEBI guidelines for adjustment of Futures & Options contracts on announcement of corporate actions, BSE is required to make the following parameter adjustments:

ParameterAdjustment RuleExample
Strike PriceDivide by adjustment factor (10)2000 → 200
Market LotMultiply by adjustment factor (10)250 → 2500
Open PositionMultiply by adjustment factor (10)Proportional increase
Futures PriceDivide by adjustment factor (10); rounded to nearest tick sizeProportional decrease

Compliance Requirements

  • Trading members in the Equity Derivatives Segment must account for revised contract specifications effective February 26, 2026.
  • All order management systems and risk parameters must reflect the new market lot of 2500 and adjusted strike prices.
  • Members are advised to contact their designated Relationship Managers at BSE for clarifications.
  • No action is required to convert existing positions — the Exchange will apply adjustments automatically at end of day February 25, 2026.

Important Dates

  • February 20, 2026 — BSE Notice issued (Notice No. 20260220-17)
  • February 25, 2026 (End of Day) — Adjustment applied to all ANOL F&O contracts
  • February 26, 2026 — Ex-date and Record Date for stock split

Impact Assessment

This is a high-impact operational notice for derivatives traders holding or planning positions in Angel One Ltd (ANOL). The 10:1 split adjustment effectively reduces per-share contract values by a factor of 10 while increasing market lot size tenfold, keeping notional contract value neutral. However, margin requirements, tick-level pricing, and system configurations for ANOL contracts will all need to be updated. Traders with existing open positions in ANOL F&O should verify their risk exposure post-adjustment. The increased lot size (250 → 2500) may affect retail participation and liquidity dynamics in the ANOL derivatives market.

Impact Justification

Direct mandatory adjustments to all live F&O contracts on ANOL with specific numerical changes to strike prices, market lots, positions, and futures prices; trading members must account for these changes before ex-date.