Suppose you sold a naked call at a strike price of 100. Today is the last trading day before expiration and the underlying stock is curretnly trading a little over $100, like $101. You don't want to get assigned over the weekend so you need to close your position by the end of the day. The underlying may drop below $100 momentarilly during the day, but the call premium will respond much slower, so you can't buy back the call without incurring losses. If you buy the underlying at $100 or less if it hits that price for a short time, you will be hedged if it closes above $100, but if closes below $100, you'd have a long position rather than netural. What'd be the exit strategy for this situation, using the fact that the low of the underlying stock is below the strike price? Thanks.