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Bank Nifty options buying: expiry special

On BANKNIFTY expiry days, buys the expiring call at the strike nearest yesterday's last-75-minute high and the put nearest the low, 2 lots each, when the option breaks 10% above its own high of that window. Books 1 lot at +70%, then the stop on the other lot moves to cost; stopped out, it re-enters at a new strike. One row per trade.

Research: which settings make it work?Hundreds of combinations over five years, checked on unseen data. See the winners.
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Bank Nifty options buying: expiry special · Strategy Lab · Algrow