Why am I not able to buy Stock Options close to Expiry Options just by paying premium?

The In The Money (ITM) options may result in delivery of shares at expiry. Hence as instructed by the exchange, we have to block extra delivery margin for the In-the-Money (ITM) options, four days prior to expiry day (usually previous Friday to expiry day). To avoid penalty, we start charging delivery margin from the same day. The delivery margin is also applicable to existing positions at the beginning of the day.