Daily attribution and expiry-day margin

At the 28 Oct 2026 close the strangle's legs (each short 65 units) had these Black-76 Greeks per unit, with the forward at 22,707.41: 23,200 call: delta 0.1245, gamma 0.000489, vega 5.974 per IV point, theta −7.035 per calendar day, IV 14.41%. 22,250 put: delta −0.1658, gamma 0.000517, vega 7.248, theta −9.995, IV 16.54%. At the 29 Oct close the forward was 22,972.37 and the IVs were 12.13% (call) and 16.68% (put); the closing prices moved from 25.70 to 47.25 (call) and from 42.85 to 9.40 (put). (a) Compute the delta, gamma, theta and vega components of the position's P&L for the day, in rupees. (b) Compute the actual P&L and the residual. What does the residual contain? (c) On 2 Nov the remaining position was the 22,250/22,050 put spread with the forward at 23,329.4. Compute the extra exposure margin that applies on expiry day under SEBI's rule (2% of the notional of short index options), and comment on its size relative to the position's value of ₹26.