Nifty 2 Days to Expiry Data Analysis

Can the last two days' price action reliably predict expiry day behavior?

  • Time Decay Acceleration: How does Nifty typically move as time decay accelerates rapidly in options?
  • Gap Patterns: Opening gap behavior in the last two days - do traders gap up/down more frequently?
  • Intraday Swings: Magnitude of intraday movements compared to regular trading days.
  • Closing Bias: Is there a tendency for Nifty to close higher or lower in the last two days before expiry?
  • Year-wise Comparison: How have these patterns evolved over different market cycles?
  • Expiry Day Prediction: Can the last two days' price action reliably predict expiry day behavior?

The Change, High, Low and Range Values are in %


Positive Negative Neutral Total
0 0 0 0
0% 0% 0% 100%
Max Gain Max Loss Win Streak Loss Streak
- - - -
Avg Win
(Win Months) 		Avg Loss
(Loss Months) 		Total Win % Total Loss %
0% 0% 0% 0%
Max Drawdown Recovery
Months
0% -
Max Gain
(Intramonth High)		 Max Loss
(Intramonth Low)		 Max Drawdown
(Intramonth)
0% 0% 0%
Range Close % Intra-month High %
1 – 2% 0 0
2 – 3% 0 0
3 – 4% 0 0
4 – 5% 0 0
5 – 6% 0 0
6 – 7% 0 0
7 – 8% 0 0
8 – 9% 0 0
9 – 10% 0 0
> 10% 0 0
Range Close % Intra-month Low %
-1 to -2% 0 0
-2 to -3% 0 0
-3 to -4% 0 0
-4 to -5% 0 0
-5 to -6% 0 0
-6 to -7% 0 0
-7 to -8% 0 0
-8 to -9% 0 0
-9 to -10% 0 0
< -10% 0 0
Open Expiry Days Prev Close Open High Low Close Change % High % Low % Range%

Calculators

PIVOT POINT CALC
POSITION SIZE CALC
CAGR CALC
TARGET CALC

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