Top Nifty and BankNifty Expiry Day Option Strategies for 2025 — Proven Intraday Setups
Expiry day is every trader's favorite playground — volatility spikes, premiums decay swiftly, and intraday setups offer quick profits. With rising interest in option scalping and expiry day strategies, I’ve compiled my proven setups for Nifty and BankNifty expiry days in 2025, including strike selection, stop-loss points, and profit targets.
These strategies are well-tested on volatile expiry sessions, perfectly suited for Indian, US, UK, and Japanese F&O traders monitoring Nifty and BankNifty futures and options. Never trade with naked call or put Options. It's not profitable in that ways.
Nifty & BankNifty Expiry Day Option Strategies (2025)
| Strategy Name | Underlying | Strike Selection | Entry Trigger | Stop Loss | Target |
|---|---|---|---|---|---|
| Premium Decay Scalper | Nifty | ATM CE & PE | First 5-minute candle high/low breakout | 25 pts | 50-70 pts |
| Gap Fill Trap | BankNifty | 200 pts ITM CE/PE | After 15-min range breakout with RSI overbought/oversold | 40 pts | 90-120 pts |
| Bollinger Squeeze Expiry Play | Nifty & BankNifty | ATM Straddle/Strangle | On Bollinger Band breakout | 20% premium value | 40-60% premium value |
Why These Strategies Work
- RSI Divergence: Spots early reversal signals near critical expiry levels.
- MACD Crossovers: Confirm breakout strength on 5-min and 15-min charts.
- Bollinger Band Squeeze: Detects low volatility phases before big expiry moves.
- Supertrend Trigger: Ideal for defining trend reversals during expiry spikes.
- Moving Average Cross: Simple 5EMA and 20EMA crossovers confirm short bursts.
What Happened Today:
The markets opened on a cautious note ahead of expiry week volatility. Nifty 50 closed at 24,826.20, down by 174.95 points (-0.70%) while BankNifty struggled to hold higher levels, closing at 55,300. Profit booking near key resistance levels and mixed global cues kept traders on their toes. RSI showed divergence while MACD indicated momentum loss — setting the stage for expiry day scalping and range-based strategies.
Technical Analysis Summary:
- RSI: 57.63 (Neutral to Mild Bullish)o
- MACD: Positive crossover but flattening
- Chart Pattern: Doji candle near resistance zone
- Bollinger Bands: Price near upper band, indicating overbought condition
- Supertrend: Bullish with stop loss at 54,050
- Key Resistance: 54,500 | Support: 53,800
Bank Nifty Bear Call Spread Strategy for Expiry (28 May 2025)
Spot Close: 55300
Trade Setup [Prices are for next month series in this examples]
- Sell: 55500CE @ ₹1170
- Buy: 56000CE @ ₹900
Net Premium Collected:
₹270
Maximum Profit:
Premium collected = 270 points
Maximum Loss:
(56000 – 55500) – 270 = 500 – 270 = 230 points
Breakeven Point:
55500 + 270 = 55770
Technical Confirmation:
- RSI (5-min): Failing to cross 60
- MACD: Negative crossover
- Supertrend: Red flip on 3-min
- Bollinger: Reversal from upper band near 55500
- Stochastic: Bearish crossover above 70
Why Bear Call Spread Today?
- High CE premiums — best to sell on expiry
- Limited, clearly defined risk
- Takes advantage of fast premium decay
- Ideal if Bank Nifty faces resistance at 55500–55600
Breakdown Probability:
| Scenario | Probability |
|---|---|
| Expiry below 55500 | 60% |
| Expiry between 55500-56000 | 30% |
| Expiry above 56000 | 10% |
#BankNiftyOptions #ExpiryStrategies #OptionsTrading #NiftyBankAnalysis #IntradayOptions
Conclusion:
As expiry approaches, Nifty and BankNifty are likely to witness tight range movements with sudden spikes. Traders should watch for RSI and MACD signals alongside price action near key levels. Deploy range-based option strategies like Bull Call Spreads or Short Straddles based on the opening trend. Stay disciplined, manage positions actively, and avoid over-leveraging on expiry day!
Final Words: Trade Smart on Expiry Days
Expiry sessions can be highly rewarding for those with a disciplined, strategy-driven approach. The above setups offer both scalping and positional intraday trades for Nifty and BankNifty. Stick to strict stop-losses, avoid overtrading, and monitor your risk per trade carefully.
Bookmark this article and revisit it every Wednesday and Thursday for consistent expiry trades. Stay tuned for live market insights and strategy tweaks right here!
Check my latest Elliott Wave forecast for Nifty here.
Subscribe for Nifty 50 Updates!
Labels: Nifty expiry, BankNifty options, Intraday strategy, Expiry day tips, Option scalping, 2025 Nifty analysis
#Nifty50 #BankNifty #ExpiryTrading #OptionStrategy #IntradayTrading #TechnicalAnalysis #IndianStockMarket #2025FuturesAndOptions
Join the conversation