I checked that data very much volatile.
Somatung what will you advice about shorting at the day of expiry in last hour. I think shorting a lot having LTP 10 only be safe. As market has to move a lot in last hour to make change in it.
Hi
I not can give you any advise about this scenario you are asking for as I do not trade this way. So for this very specific event you are asking for I do not have sufficient experience to give you any advise.
I avoid to trade on the last two expiry days and let only the hedged positions run through this expiry time to let those legs expire. But those is a complete other way of trading compare to your specific idea you ask for.
Let's see if some one comes up who has more experience on your idea.
I wish you a nice weekend / Dan