NIFTY 50
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NIFTY BANK
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INDIA VIX ⓘ
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Volatility measure
SCREENER HITS
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NSE Live
Source: NSE
India VIX — Volatility Index Guide
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What is India VIX?
India VIX (Volatility Index) is NSE's real-time measure of expected market volatility over the next 30 days, computed from NIFTY 50 options prices. A higher VIX means the market expects larger swings in either direction — it is a fear gauge, not a directional indicator. It rises when traders are uncertain and pay more for protection, and falls when the market is calm and complacent.
Inverse relationship with NIFTY
India VIX and NIFTY 50 typically move in opposite directions. When NIFTY falls sharply, VIX spikes (fear increases). When markets rally steadily, VIX drops. This is not a perfect rule — VIX can stay elevated even on up-days if uncertainty remains high (e.g., budget day, election results).
India VIX Interpretation Levels
Below 12
Very Low
Extreme complacency — market may be stretched; reversals can catch participants off guard
12 – 15
Low (Calm)
Markets are steady; options premiums are cheap; typical of a sustained uptrend
15 – 20
Normal
India's historical average zone; moderate uncertainty; healthy options market activity
20 – 25
Elevated
Heightened caution; institutional hedging increases; consider tighter risk management
25 – 30
High (Fear)
Significant market fear; large intraday swings expected; reduce position sizes
Above 30
Panic / Crisis
Extreme distress; capital preservation is the priority; historically seen at market bottoms (COVID peak ~86, 2008 crisis ~80–90)
For Equity Traders
High VIX = widen stop-losses or reduce size (bigger swings expected). Low VIX = markets calm; momentum strategies tend to work better. Options are cheaper when VIX is low — better for buying; better for selling when VIX is high.
India-Specific Context
India VIX averages 15–18 over long periods. It spikes around budget announcements, election results, and global risk-off events. A sustained VIX below 12 has historically preceded sharp corrections in Indian markets.
Source: NSE India · India VIX is computed using Black-Scholes model on NIFTY options (near & next month expiry) · Not a buy/sell recommendation
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What the Data Is Saying Today
Condition-triggered observations — not recommendations
Why Markets Moved
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Matching Stocks
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historical context and AI explanation
historical context and AI explanation
Deep Analysis
Deep Analysis
Multi-timeframe technical breakdown — not a recommendation
Market Intelligence · Daily Candles · Nifty 100
Market Insights
Condition breadth, sector sentiment, and market activity — not recommendations
Candle timeframe:
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MACD+EMA Bullish
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Stocks with bearish signals
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Neutral / no clear signal
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Stocks scanned
Condition Breadth — How many stocks match each indicator today
Tick the checkboxes to find stocks that match multiple conditions at once.
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Combine Conditions — Stocks matching ALL ticked conditions
Tick 2 or more conditions above to see stocks that match all of them together.
Sector Sentiment — Bullish signal ratio per sector
"Bullish" = TIDE rising (higher-timeframe MACD) + WAVE in positive-crossover zone (Stochastic %K>%D) + EMA5>EMA13>EMA26, all aligned. Click a sector to see which stocks and why — hover a symbol for the exact reason.
PREMIUM
Historical Analysis
Strategy Pattern Study
How technical conditions have historically performed — not a prediction or recommendation
Educational data only. This analysis shows how similar technical setups have historically behaved. Past patterns do not guarantee future results. This is not investment advice, not a buy/sell recommendation, and not a performance guarantee. All investment decisions are yours alone.
What Conditions Were Tested
Every historical instance where all 7 conditions below were true simultaneously was recorded — then we tracked what the price did over the next 1–3 weeks.
TIDE · Weekly MACD
Weekly MACD line is above its signal line — the longer-term trend is pointing up
WAVE · Daily Stochastic
Daily Stochastic %K crosses above %D — short-term momentum is turning up
EMA Alignment
EMA 5 > EMA 13 > EMA 26 — price is above all short-term moving averages
Volume Spike
Today's volume is above the 20-day average — unusual activity, reason not determined
RSI Zone 40–72
RSI is building momentum but not yet overbought — room to move up
ADX > 15 (Trending)
ADX confirms the move is a real trend, not a sideways drift
Candle Pattern
A bullish candle pattern (hammer, engulfing, morning star, etc.) confirms the setup on that exact bar
All 7 conditions must be true at the same time. A single condition failing = no signal recorded. This is a strict filter — that's why occurrences are rare and the sample is meaningful.
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Cumulative % Move Across All Occurrences
If you had traded every signal with equal position size — this is how your running total would have moved. A rising line = the conditions were historically net-positive. Dips show losing streaks. This is not actual account growth — it assumes no compounding, no brokerage, equal allocation to every setup.
Monthly Breakdown
How many times the 7-condition pattern appeared each month, and what % of those moved as expected. Helps identify seasonality — some months are historically stronger for this setup.
DELIVERY INTELLIGENCE · PRO
Delivery Signals
NSE official settlement data — delivery % shows ownership commitment vs intraday speculation
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MARKET DELIVERY REGIME
Low delivery <49%Normal 49–52%High delivery >52%
FII / DII MARKET FLOW
Net equity buying/selling — NSE official data
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FII / DII BULK & BLOCK DEALS · 30 DAYS
Confirmed institutional transactions — most reliable signal
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FII / DII FLOW INTELLIGENCE
Institutional flow regime, streaks & historical outcomes
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HIGH CONVICTION SESSIONS
Rising price with high delivery — less speculative
CONSISTENT HIGH-DELIVERY SESSIONS
3+ days of above-average delivery commitment
SECTOR DELIVERY PULSE
Today vs 30-day average — sorted by conviction
Analytics only · Delivery data from NSE official settlement records · Not investment advice
📈
F&O Analytics
Volatility Lab, Premium Decay analysis, and Options Radar
— implied volatility smile & term structure, expected moves,
theta decay patterns, OI buildup, max pain, and PCR analysis.
Volatility Lab
Premium Decay
Options Radar
IV Smile & Surface
Included with Pro plan · Historical F&O data · SEBI compliant
VOLATILITY LAB
Expected Move & IV Analysis
Option-premium-derived market expectations. Not a recommendation.
How to read this page
IV Rank tells you where current implied volatility stands relative to its own 30-day range. A rank of 80% means IV is near 30-day highs — options are relatively expensive. A rank of 20% means options are relatively cheap. This helps gauge whether premiums are elevated or subdued compared to recent history.
Expected Move shows the price range the market is pricing in through option premiums. If the 7-day expected move is ±1.5%, it means option buyers and sellers collectively expect the index to stay within that range ~68% of the time (1 standard deviation). A wider range signals higher uncertainty.
IV Smile shows how implied volatility varies by strike price. Typically, OTM puts have higher IV than OTM calls (the "skew"), reflecting demand for downside protection. A steep skew means the market is pricing in more crash risk. A flat smile suggests balanced expectations.
Term Structure shows IV across different expiry dates. In contango (normal), far-dated options have higher IV — markets price more uncertainty over longer periods. In backwardation, near-term IV exceeds far-term — usually signals a near-term event or elevated fear.
Strategy Analysis ranks options strategies by how well they performed historically under similar market conditions (regime + IV level). A strategy with "Excellent fit" aligns well with current regime, but past performance is never a guarantee.
IV RANK (30-DAY)
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LowHigh
Higher rank = options are relatively expensive vs recent history
ATM IMPLIED VOLATILITY
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30d Low
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30d High
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ATM IV reflects how much movement the market expects — higher IV = wider expected range
VOLATILITY SENTIMENT
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Combines IV rank, IV trend, and VIX level to gauge overall market fear/greed
EXPECTED MOVE (OPTION-IMPLIED)
Where option premiums suggest the index could trade
Based on ATM straddle pricing. This is the market's implied range, not a prediction.
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How to read: A ±1.5% expected move means the market prices a ~68% chance the index stays within that range. "Historical" source means computed from past ATM straddle prices. Wider moves = higher uncertainty. Compare across timeframes to gauge near-term vs longer-term risk.
HISTORICAL ACCURACY (7-DAY WINDOW)
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IV SMILE / SKEW
Implied volatility across strikes
How option pricing varies by strike — shows market's perceived risk distribution.
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IV TERM STRUCTURE
ATM IV across expiries
How implied volatility changes by time horizon.
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STRATEGY ANALYSIS
Backtest-Validated Strategy Performance
Historical performance of options strategies under current market conditions. Not a recommendation.
DTE:
Regime: --
IV Zone: --
Expected Move: --
How to read: Strategies are ranked by how well they historically performed under the current market regime + IV environment. Regime Fit shows suitability to current trend direction. Win Rate and Profit Factor (total gains / total losses) are from backtests — not future guarantees. Higher profit factor (>1.5) means winners outweighed losers historically.
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Disclaimer:
Expected move, IV, and strategy backtest data are derived from publicly available option prices and historical market data.
This is not a prediction, recommendation, or investment advice. Past performance does not guarantee future results.
Strategy rankings reflect historical patterns and current market conditions — not future outcomes.
All trading decisions are yours alone.
PREMIUM DECAY
Theta Decay Analysis
How option premiums actually decay vs theoretical (Black-Scholes) theta. Historical data only.
How to read this page
What is theta decay? Every option loses value each day as it approaches expiry — this is called "time decay" or "theta." Black-Scholes theory predicts how fast this should happen. This page compares what actually happened vs what theory predicted.
Theta Efficiency measures actual decay as a % of theoretical decay. If efficiency is 120%, premiums fell 20% faster than the model expected — option sellers captured more than theoretical theta. If 80%, decay was slower — the option held its value better than expected, often due to rising IV or spot movement.
Steepest Decay Windows show which DTE ranges historically saw the fastest daily premium erosion. Theta decay accelerates as expiry approaches — the last 3-5 days typically show the steepest curve. This helps understand when time decay has the most impact.
Decay Curve plots one expiry cycle showing daily actual premium vs the theoretical Black-Scholes curve. Where the actual line is below theory, the option lost value faster than expected. Where it's above, the premium held up — usually due to IV expansion or a spot move toward the strike.
THETA EFFICIENCY BY DTE RANGE
How much of theoretical theta is captured in practice
>100% means premiums decayed faster than Black-Scholes predicted. <100% means slower.
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STEEPEST DECAY WINDOWS
DTE values with the highest average daily premium erosion
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LATEST EXPIRY DECAY CURVE
Actual vs theoretical premium path
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Disclaimer: Premium decay analysis is based on historical option close prices and Black-Scholes theoretical values. Actual decay varies with IV changes, spot movement, and market conditions. This is analytical data, not a recommendation.
OPTIONS RADAR
Options Opportunity Scanner
Scans option chain for unusual activity, IV anomalies, and OI concentration. Factual data only.
How to read this page
Max Pain is the strike price where the combined value of all outstanding calls and puts is lowest — meaning maximum "pain" for option buyers. Markets sometimes gravitate toward this level near expiry because option sellers (market makers) have the least payout there. The distance from current spot to Max Pain indicates potential gravitational pull.
PCR (Put-Call Ratio) compares total put open interest to total call open interest. PCR > 1 means more puts than calls — often interpreted as bearish sentiment (more people hedging/betting on downside). PCR < 0.7 signals bullish sentiment. Extreme readings (above 1.3 or below 0.5) can sometimes indicate contrarian reversal points.
OI Concentration shows where the largest open interest sits. High put OI at a strike acts like a "floor" — option sellers hedging those puts tend to buy the index as it approaches that level. High call OI acts like a "ceiling" — call sellers sell the index as it rises. These are observed tendencies, not guarantees.
IV Anomalies flag strikes where implied volatility is significantly higher or lower than its neighbors. Unusual IV at a specific strike may indicate concentrated institutional activity, hedging demand, or event risk being priced in at that level.
Volume Spikes highlight strikes where today's volume far exceeds the recent average. Sudden volume surges often signal new institutional positions, aggressive hedging, or speculative bets — they show where "smart money" might be active, though volume alone doesn't reveal direction.
MAX PAIN
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Price where option writers lose the least — index often gravitates here near expiry
PCR (OI)
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>1 = more puts (bearish lean) | <0.7 = more calls (bullish lean) | 0.7–1 = balanced
SIGNALS FOUND
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Count of anomalies detected — unusual activity, not predictions
OI CONCENTRATION
Strikes with highest open interest
High put OI at a strike historically acts as support; high call OI as resistance.
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IV ANOMALIES
Strikes with unusual implied volatility
HIGH means IV at this strike is significantly above its neighbors — may indicate concentrated hedging or event risk priced at this level. The sigma value shows how many standard deviations above normal.
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VOLUME SPIKES
Strikes with abnormal volume
Flags strikes where today's trading volume is 2x+ above average — may signal new institutional positions or hedging activity.
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Disclaimer: Options radar data is derived from historical open interest, volume, and implied volatility. Unusual activity does not predict future price direction. This is factual market data, not a trading recommendation.
DERIVATIVES INTELLIGENCE
Institutional Positioning & Volatility Regime
What derivatives data reveals about market participant behavior — factual analysis, not predictions.
How to read this page
Futures Positioning combines price change with open interest change. Rising price + rising OI = new longs entering (bullish). Falling price + rising OI = new shorts entering (bearish). Declining OI means positions are being closed, not opened.
PCR (Put-Call Ratio) above 1.0 means more puts than calls are outstanding. Counterintuitively, high PCR (lots of put writing) is often bullish — it means institutions are selling puts (expressing confidence that prices won't fall below those strikes).
Volatility Regime classifies the current IV environment. Low IV Rank (<20) means premiums are cheap by recent standards. High IV Rank (>60) means premiums are expensive. Vol Crush/Expansion refers to rapid changes in the IV level.
Futures Basis shows how much futures trade above (premium) or below (discount) spot. A premium indicates bullish sentiment; a discount indicates bearish sentiment or hedging pressure.
Expected Move Accuracy tracks how often the options market's implied range contained the actual price move. High accuracy (>80%) suggests premiums are overpriced; low accuracy (<55%) suggests underpricing.
COMBINED POSITIONING
What Derivatives Data Tells Us
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FUTURES OI SIGNAL
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PCR (PUT-CALL RATIO)
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VOLATILITY REGIME
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FUTURES BASIS
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OI KEY LEVELS
Support & Resistance from Open Interest Concentration
Strikes where the largest OI sits. Put OI often acts as a floor; Call OI as a ceiling — these are observed patterns, not guarantees.
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OI STRIKE MAP
Open Interest Distribution by Strike
Put OI (green bars, left) vs Call OI (red bars, right) across strikes. Taller bars = more contracts. Spot & Max Pain marked.
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GAMMA EXPOSURE (GEX)
Dealer Hedging Pressure by Strike
Positive GEX = dealers sell rallies & buy dips (pinning). Negative GEX = dealers amplify moves (trending). Computed from OI + IV surface.
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OPTIONS GREEKS
Delta, Gamma, Theta, Vega by Strike
Black-Scholes Greeks computed from the IV surface. Shows sensitivity of option prices to spot, time, and volatility changes.
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OI CHANGES BY STRIKE
Where Open Interest is Building or Declining
Biggest OI changes vs previous session — shows where institutional activity is concentrated.
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PCR HISTORICAL CONTEXT
What Happened Last Time PCR Was at This Level
Historical outcomes when PCR was in the same zone — past patterns, not predictions.
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EXPECTED MOVE ACCURACY
How Well Does the Market Price Volatility?
Tracks how often the implied 1-SD range actually contained the realized price move.
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MARKET DNA
Most Similar Historical Days
Cosine similarity across 20 market dimensions — finds days with the closest matching fingerprint.
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EVENT REPLAY
What Happened on Similar Event Days?
Select an event type to find historically similar days with the same event — and see what NIFTY did after.
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Select an event type above to replay historical patterns.
Disclaimer: Derivatives intelligence is derived from historical open interest, implied volatility, and futures data. Behavioral classifications describe observed patterns in market data and do not predict future price movement. This is factual analysis, not a trading recommendation.
Condition Monitoring
My Alerts
Notified when a stock meets your conditions — data only, not advice
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Long Term Insights
Multi-week / multi-month technical setups — analytical data only, not recommendations
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EMA Pullback Scanner
Stan Weinstein pullback-to-20W EMA — stocks in advancing phase pulling back to trend support
▶ What is a Cheat Entry?
A cheat entry (Stan Weinstein's term) occurs when a stock that has been in a confirmed advancing phase (trading above its rising 20-week EMA for an extended period) pulls back toward the EMA without the EMA turning down.
CRITERIA 1
Stock above rising 20W EMA for 10+ weeks (confirmed advancing phase)
CRITERIA 2
Price pulled back to within -3% to +1.5% of the 20W EMA (pullback zone)
CRITERIA 3
20-week EMA slope is still rising (+0.5% over 5 weeks minimum)
Grade A
— Strong: long history, steep EMA, volume contracting
Grade B
— Moderate: most criteria well met
Grade C
— Minimal: criteria met at threshold
PROFILE:
Scanning 500 stocks for EMA pullback setups…
This may take 15-30 seconds on first load
This scanner shows historical pullback-to-moving-average patterns. It is not a recommendation to buy or sell.
Past patterns do not guarantee future results. Always do your own research.
Top-Down Analysis · Historical Patterns · Not investment advice
Swing Guide
Market Regime → Leading Sectors → Stocks Matching Conditions
Analysing regime, sectors, and stock alignment…
1
Market Regime
2
Leading Sectors
3
Stocks Matching Conditions
Select a stock to see outcome context
This guide shows technical alignment patterns, not recommendations. Conditions shown are historical observations.
All decisions are yours. Past patterns do not guarantee future results.
AI Market Context · AI-powered · Not investment advice
Market Intelligence Brief
Multi-layer reasoning across macro, sector, and technical data
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Analysing market conditions…
Synthesising regime, sector rotation, events and breadth data
⚠ Rule-based (no AI key)
✦ Powered by Claude
Supporting Factors, Risk Factors & Sector Rotation
Which factors are supporting the current regime, what risks to watch, and which sectors are leading or lagging — available for Premium users.
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Supporting Factors
Risk Factors
Sector Rotation
Analytics Engine
↑ LEADING
↓ LAGGING
→ ROTATING IN
← ROTATING OUT
Causal Chain Reasoning & Near-Term Outlook
The "why" behind market moves — multi-layer causal chains connecting macro inputs to sector outcomes, plus a near-term market environment outlook. Available for Pro users.
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Causal Chains
Near-Term Outlook
Generated: —
AI analysis · Historical patterns only · Not investment advice
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Corporate Actions
Quarterly earnings analysis, market reactions, corporate actions, and historical patterns
— all in one place. See which companies exceeded or fell below prior year results,
how the market reacted, and multi-day follow-through data.
Earnings Season Overview
Corporate Actions Feed
Market Reaction Data
Historical Patterns
Included with Pro plan · SEBI compliant · No buy/sell advice
This feature provides factual data analysis about quarterly results and corporate actions.
It does not constitute investment advice. Past patterns do not guarantee future results.
Corporate Intelligence · SEBI Compliant · Not Advice
Corporate Actions
Quarterly earnings patterns, market reactions, and corporate actions — factual data analysis, no recommendations.
▶ How Corporate Actions Works — Methodology, Data Sources & Limitations
How Earnings Are Classified
EXCEEDED
Net profit (PAT) grew ≥10% compared to the same quarter last year (YoY). Revenue growth (≥8% YoY) is also checked as a secondary signal, but PAT is the primary classifier.
BELOW
Net profit (PAT) declined ≤-5% compared to the same quarter last year (YoY). Revenue decline (≤-3% YoY) is also factored in as a secondary signal.
IN LINE
Net profit (PAT) change between -5% and +10% YoY. Neither a clear beat nor a clear decline — performance broadly in line with prior year. When YoY data is unavailable, QoQ (quarter-on-quarter) or EPS growth is used as a fallback.
How Market Reaction Is Measured
GAP %
Difference between the first trading day's open price after results and the previous day's close. A +3.2% gap means the stock opened 3.2% higher than its last close before the result.
VOLUME RATIO
Day 1 volume divided by the stock's 20-day average volume. A ratio of 2.5x means 2.5 times more shares traded than usual — indicating higher market interest in response to results.
GAP HELD / FADED
Held: the stock closed on Day 1 above the opening gap level — the initial reaction sustained. Faded: the stock closed below the gap — the initial reaction weakened during the session.
MULTI-DAY FOLLOW-THROUGH (3D / 5D / 10D)
Price change from the pre-result close to the close on Day 3, 5, and 10 after results. Shows whether the initial market reaction continued, reversed, or stabilised over time.
Confluence Score
When multiple corporate actions (e.g. a buyback announcement followed by promoter buying) cluster on the same stock within a 14-day window, a confluence score is computed. Each action type carries a direction (bullish, bearish, or neutral) and a weight. The score reflects the total weighted intensity — higher scores mean more overlapping signals pointing in the same direction. If recent earnings also align with the action direction, a bonus is added.
Historical Impact Data
For each corporate action type (buyback, promoter buying, order win, etc.), we analyse price movement across all NIFTY 500 stocks over the past 3 years at Day 1, 3, 5, 10, and 20 checkpoints after the action date. Average move, median move, win rate (% of times price was higher), and sample count are shown. This data is recomputed weekly.
Data Sources
Earnings Results
BSE corporate filings, company RSS feeds, and financial data providers. Revenue, PAT, EPS, and margin data extracted from published results.
Price & Volume
Historical price and volume data from Yahoo Finance (yfinance). Used for gap calculation, volume ratios, and multi-day follow-through tracking.
Corporate Actions
BSE structured corporate actions feed, exchange RSS feeds, and bulk/block deal data from NSE and BSE. Includes buybacks, splits, bonuses, promoter activity.
Update Frequency
The pipeline runs automatically at 09:30 (pre-market), 12:00 and 15:45 (trading hours — trading days only), and 19:30 (post-market sweep for evening result announcements). Multi-day reaction data (3D/5D/10D) is updated daily at 16:30 as more price data becomes available. Historical impact analysis is recomputed every Sunday.
Limitations & What This Is Not
Not Real-Time
Results are detected from published filings — there can be a delay of minutes to hours between a company publishing results and them appearing here.
Not a Prediction
Historical patterns (e.g. "65% of the time stock moved up after this action type") describe what happened in the past. They do not predict what will happen next.
Classification Thresholds
The thresholds (≥10% YoY PAT for Exceeded, ≤-5% for Below) are fixed rules. A company with +9.9% PAT growth is "In Line" while +10.1% is "Exceeded" — the boundaries are inherently arbitrary cutoffs.
Data Gaps Possible
Not every quarterly result may be captured (smaller companies, delayed filings). Some corporate actions may be missed if not published through tracked channels.
This feature provides factual data analysis about quarterly results and corporate actions.
It does not constitute investment advice, stock recommendations, or target prices.
All data is derived from publicly available exchange filings and financial data.
Past patterns do not guarantee future results. Always do your own research.
RESULTS THIS MONTH
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EXCEEDED PRIOR YEAR
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BELOW PRIOR YEAR
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CORPORATE ACTIONS
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All Results
Exceeded
Below
In Line
Corp. Actions
Bulk/Block Deals
Recent Quarterly Results
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Fetching recent quarterly earnings data.
Corporate Actions
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Select a result to see detailed analysis
Market reaction, historical impact, confluence & trends
This data is for informational and educational purposes only. It does not constitute investment advice. Past patterns do not guarantee future results.
Live Intelligence · SEBI Compliant · Not Advice
Market Events & Impact
Understanding what happened, why it matters, and which sectors may be in focus — no recommendations, just intelligence.
Analysing articles…
How we select ▾
How we select what matters
4 sources scanned — Economic Times, Moneycontrol, Reuters India, LiveMint
Deduplicated — same story from multiple sources shown once
Classified — each event tagged as Macro, Global, Sector, Company, or F&O
Importance scored 1–10 — based on sector breadth, macro relevance, market impact
Only score ≥ 5 shown — low-signal noise is filtered out automatically
Click anywhere to close
All Events
Macro
Global
Sector PREMIUM
Company PREMIUM
F&O / OI PREMIUM
Watchlist alert —
Why Markets Moved Today
✦ AI
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High Impact Alerts
Today's Events
⏳
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Fetching today's market intelligence.
Event Timeline
Building timeline…
⚠️ Market Events & Impact is an intelligence module for educational purposes only.
No buy/sell recommendations are made. All sector mentions are analytical observations, not investment advice.
Past market patterns are not a guarantee of future outcomes.
Consult a SEBI-registered financial adviser before making any investment decisions.
Market Story of the Day
✦ AI
Today's Institutional Narrative
Generating today's market narrative…
Sector Sentiment Map
Analysing sectors…
AI Market Context
Stocks likely affected by today's macro events — based on historical sensitivity patterns
Analysing causal impact…
Sensitivity-based analysis only · Not investment advice · Historical patterns ≠ future results
Portfolio Monitoring
My Watchlist
Track up to 20 stocks — add from the dropdown below, screener results, or detail panel
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StockPriceChange
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