Look at this chart. GAIL fell from 110 to 95 during 20-4-22 to 26-05-22,
Now loo at the historical data of GAIL MAY 22 110 PUT:
That is ITM put option did not increase in value even though the underlying fell by 9.70!
This can happen only if there are no transactions on this option during this period. Can that happen on an ITM option?
Now loo at the historical data of GAIL MAY 22 110 PUT:
That is ITM put option did not increase in value even though the underlying fell by 9.70!
This can happen only if there are no transactions on this option during this period. Can that happen on an ITM option?
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