If I buy pe option at a price of 2 per lot and total of 20 lots total amounting would be 1500 which is total risk so you can buy this kind of options at end of expire when it’s volatile in market if you have the risk appetite of 1500 for let’s say 2 hours you can really make profit on which u can make more profits and I have see huge volume over the end of the expiry where 1 orders of buyer wants to buy a 2750 quantity at a price of 1.50 which is 4125 which too low for high net worth traders so try to see on options on those time and you will be thrilled. share ur stories and ideas over that period. Peace out.
Which option & strike are you referring
it happened today itself. See 11700 PE, 1 to 30 in half hour, but these opportunities occur rarely