volatility - How would you arbitrage this?

Assume it to be true that $dS = S\mu dt + \sigma(t)S dW$ where $\sigma$(t) is known.

Consider a call option with expiry $T$, currently $t = 0$.

For all $t \in [0,T]$, $\sigma(t) < \sigma_{impv}$ where $\sigma_{impv}$ is the implied volatility used to price the option.

How do we arbitrage?

My first thoughts were to go short gamma, since realized volatility is less than implied volatility.

Is there another way?