even in the few where liquidity is high , you pay the most when you need most liquidity , in microsture i seen it when there is good optunity its eaten by the bid ask gap like I seen it for a single lot you would be paying 1 even 2 points on options it self , and when market is in rendom walk , you coud go and pick up around 1k lot of nifty and it wont even cost more then 0.1 pt of slippage
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