Why didn't F&O follow the underlying yesterday post 3 PM?
See the last 2-3 candles. The future didn't cross 44875 while the banknifty index almost touched 45100, and why 44900CE and 45000CE didn't have any value despite being ITM? (See all 3 screenshots)
Also, the final closing of BNF is around 44866 (after post market settlement).
I have seen this a few times earlier as well. Why and how does this happen?
Did everybody know that it will close at 44866 so they didn't react in F&N when the index was rising, or did the index closed below LTP because of F&O?