So we have some good news from one of the broker. Zerodha has enabled SENSEX & BANKEX futures & options trade. Those options expire every fridays. Most likely other brokers also will follow suit.
So if you plan properly you get an expiry day-trade set up on
Tuesdays - FinNifty
Wednesday - MidCapSelect Nifty (Poor liquidity)
Thursday - Nifty50 &...
