It depends. You can file your state return now by mailing it to receive your refund possibly earlier. You can choose to wait to file your state return until you file your federal return using e-file.
As a reminder an extension of time to file is not an extension of time to pay. That simply means that each day you wait to pay, interest and penalty will continue to accumulate on any underpayment when you file. This does eliminate the late filing fee.
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