Derivatives analytics

Nine derivatives tools, on a demo chain for now.

The derivatives workspace has nine working tools. Today every one of them runs on a deterministic, clearly labelled NIFTY demo chain, because no connected data source supplies live option chains yet. The streaming path for live chains is built and takes over when a source supplies one.

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 chainLabelled as demo data
Live chain path
Built, no source connectedNo current data source supplies option chains
Strategy builder
Not implemented

What this cannot do

  • Every value in these tools is demo data until a data source supplies live option chains. 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 data source 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 and open it in the chart workspace. Some modules need a plan that includes them.