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In this video tutorial, Jagen from Capital Zone addresses queries from retail investors about how to find the close price of a stock option on expiry day. The close price is different from the last traded price (LTP) and is a weighted average price of the last 30 minutes of trading. Knowing the close price can help determine if options are in the money and if they should be held until expiry. This information is crucial for making informed decisions about trading options.