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Expiry Thursday: one trade, ₹2,295, and out inside the same minute

24 September 2026 · AlgoRishi
0104091116212324 Month-to-date cumulative P&L (signals book, 900 qty virtual) +₹1,30,310
Tracked on real market prices · virtual capital · past performance is not indicative of future results.

If you traded SENSEX options today, expiry Thursday, you probably had a busy screen. We had one trade. It lasted less than a minute and it made ₹2,295.

That is not a headline number. We are publishing it anyway, because the days we skip are the days that teach you nothing.

1trade taken today
₹2,295day P&L
74,100 CEthe only strike touched
₹1,30,310month to date

What actually happened at 10:38

The machine watches a small set of price levels it maps before the session — places where the index has repeatedly turned around. It does not trade the level. It waits for the level to break and for that break to confirm.

At 10:38 a level broke on the upside. The machine bought the 74,100 call at ₹209.45 for 900 units. A fixed stop-loss went in behind it at the same moment, because the stop is not a decision made later — it is part of the entry.

Premium moved up. As it moved, the trailing floor underneath the position moved up with it. Then the move faded, price came back into that floor, and the position closed at ₹212. Entry and exit both stamped 10:38.

₹2.55 per unit, 900 units, ₹2,295. Then nothing for the rest of the day.

Premium (₹) — one position, one minute Entry ₹209.45 trailing floor steps up Exit ₹212 move fades time →
The floor only ever moves one way: up. When price came back to it, the trade was over — no second opinion, no hoping.

Today's trade

TimeSideStrikeQtyEntryExitWhy it closedP&L
10:38Buy CE74,100900₹209.45₹212.00Trailing floor hit+₹2,295
The position was closed by a rule, not by a view. Nobody looked at the chart and decided the move was over. Price touched a pre-set floor and the exit fired.

The cricket version of this

Think of a batter who has decided, before walking out, that he will take the single whenever the field is up and the ball is not there to hit. He is not trying to look good. He is trying to not get out.

Today was a single. Two runs, maybe. The bowler beat him, the run came off an inside edge, and he was back at the non-striker's end before anyone applauded.

The alternative — the one most of us have lived — is deciding mid-shot that this delivery deserves a six because the last four balls were dots. That is the shot that ends innings. On expiry Thursday, with premium decaying every minute, that shot ends accounts.

A small green day and a small red day look almost the same in a month's table. A single blown-up day does not. Protecting against the third outcome is most of the job.

Where this sits in the month

September, so far, has been fourteen trading sessions and ₹1,30,310. It has not been a straight line. There was a −₹26,200 day on the 10th and a −₹19,800 day on the 15th. There was also +₹65,408 on the 22nd, the single best session we have recorded.

Days like today — ₹2,295, one trade, done before 11 AM — are the ones nobody writes about, and they are the majority. If you only read about the ₹65,000 days, you would form a completely wrong idea of what this looks like from the inside.

Past sessions describe what happened. They say nothing about what the next session will do. September's number could be followed by a red October. We publish both when they come.

What expiry day does to a small win

On a SENSEX weekly, Thursday is the last day the option exists. Time value drains fastest on the final day, and it drains whether the index moves or not. A call that is only slightly in the money at 10:38 can be worth a fraction of that by 2 PM with the index parked at the same level.

That is the quiet reason a two-and-a-half rupee gain got banked instead of held. Holding an expiry-day option to "see if it comes back" means fighting the clock, and the clock does not get tired.

One trade. Under a minute. ₹2,295 booked and the machine sat on its hands for four and a half hours after that. Some days the discipline is the entry. Today it was everything that did not happen after 10:39.

Disclosure: AlgoRishi publishes signal tracking on real market prices using virtual capital, for information and education only. Nothing here is investment advice or a recommendation to trade. Futures & options trading involves substantial risk of loss. Past performance is not indicative of future results. AlgoRishi is not a SEBI-registered investment adviser or research analyst.