Currently nifty is at 9475 and NIftmay9150CE is at 305. I believe the CE option is underpriced by Rs.20 (9475-915-305). Is there anything missing here?
Also, what happens if the option bought is left to expire?
If you let your ITM option expire worthless you will have to pay STT of 0.125% on intrinsic value of option.
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