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% |
|---|
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