Friends if we are not cover our in the money option at expiry day then NSE STT charges r (FINE) huge, it increase from 0.01 to minimum 300/- per lot, i m not aware about this, today (27-sep-2012) i buy 10 lot and leave it open and catches bye a loss (fine) 3400/- at the place of 40/50/-, please don't leave ur in the money option without cover at expiry, its a ALERT for your safety dheeraj(nifty46)