Comment on STT Trap - Options Expiry - NSE BSE MCX-SX
commented on
15 Apr 2016, 09:29 PM
Hi Nithin,
Thanks for the nice write up. I have a doubt. As of today Nifty 7800 CE is trading at 120/- and the market seems to be in bull mode. Upon expiry say nifty is trading at 8200, the premium of nifty 7800 CE should shoot up right? But as there is no time value will the call option reach to zero? please clarify. Thanks in advance