Derivatives analytics

Nine derivatives tools, working now.

The derivatives workspace is the most complete part of the platform. Every tool runs on a deterministic NIFTY fixture today and switches to live values the moment an authorized broker supplies a normalized option chain.

ChainAvailable now

Full strike matrix

Calls and puts balanced around the ATM strike, with OI, OI change, volume, IV, bid, LTP and ask on both sides.

  • Option chain with 17 columns
  • Straddle and strangle scanner
  • Segment, underlying and expiry controls
RiskAvailable now

Greeks, IV and volatility structure

Per-strike IV, delta, gamma, theta and vega for calls and puts, plus IV smile and a term-structure view.

  • Option Greeks by strike
  • IV smile
  • Volatility surface
PositioningAvailable now

OI, max pain and gamma exposure

Where positioning concentrates and how it changes across strikes.

  • OI tracker with change and change %
  • Max pain payout curve
  • GEX dashboard
NIFTY · 17 SEP

Option chain

Spot 24,852.15PCR 1.08ATM IV 12.9%Volume 8.4M
Call OICall OI ΔCall LTPIVStrikeIVPut LTPPut OI ΔPut OI
8.5L34.6K188.0012.424,70013.136.00-13.1K14.2L
10.1L-18.2K163.8012.624,75013.056.8027.4K13.1L
11.8L34.6K139.6012.824,80012.977.60-13.1K12L
13.4L-18.2K115.4013.024,850ATM12.798.4027.4K10.8L
15L34.6K91.2013.224,90012.6119.20-13.1K9.7L
16.7L-18.2K67.0013.424,95012.5140.0027.4K8.6L
18.3L34.6K42.8013.625,00012.4160.80-13.1K7.5L

At a glance

Analytics tools
9
Segments
NFO, BFO
Underlyings
NIFTY, BANKNIFTY, FINNIFTY, SENSEX
Data source today
Deterministic demo chain
Live path
ImplementedActivates when a broker supplies a normalized chain
Strategy builder
Not implemented

What this cannot do

  • Demo IV and Greeks are deterministic test values, not market-derived.
  • Max pain is an analytical estimate from visible strikes, not a price forecast.
  • A field the broker does not send stays blank rather than being estimated.
  • There is no strategy builder, payoff simulator or position tracking.

This platform is for market analysis. It cannot place, modify or cancel an order, and it is not a trading terminal.

Trade with context

Open it and judge for yourself.

Create an account to use this module on demo market data today.