Today Nifty closed at 5315. But 5300CE Aug option closed at 8.1
Shouldn't it be around 15, because time value is 0 and intrinsic value is 15. How is it possible that the closing price coming at 8.1? is it a miscalculation by NSE?
Nifty futures closed at 5306. So it baffles me more because the options are derived from the futures. So, the closing price should be (Rs. 6 - expenses) = around Rs. 2