ChainDeck: NIFTY Options Analytics

Connecting to NSE…

ChainDeck

Connecting…

Theme Expiry Refresh

Spotn/a

Dayn/a

PCRn/a

India VIXn/a

Max Painn/a

Data as ofn/a

Feeds

Smart Money Flow Open interest moves over the last 5 minutes, near spot

Scanning for OI moves...

Price, Levels and Patterns

Loading chart data...

Support and Resistance Ladder

How reliable are these level types?

Reversal Signals

Buying and selling interest zones

How reliable are these patterns?

Live track record

Shows evidence consistent with buying or selling pressure, not who actually bought or sold: no order-flow data is available. Volume is the Nifty ETF as a proxy. Not investment advice.

Live Trade Setup & Tactical Action Plan Bias: n/a

Auto-synthesized from CPR, GEX Zero-Gamma, PCR RoC & Straddle Bounds

Today's Bias

Analyzing…

Key Target

Analyzing…

Invalidation Level

Analyzing…

Optimal Strategy

Analyzing…

Advanced analytics Straddle & expected move · Implied probability · Trend and breakout scoring

ATM Straddle Price & Intraday Expected Move Calculator ATM: n/a

Decay Status: n/a

ATM CE / PE Premium

CE: n/a | PE: n/a

Individual Option LTPs

Total Straddle Premium

n/a

Prev session ATM: n/a · n/a

Expected Move to Expiry (about 50% range)

± n/a pts (n/a)

0.85 × Straddle · ≈ n/a pts/day

Expected Bounds (Expiry)

n/a

Lower n/a to Upper n/a

1σ (about 68%): n/a

Lower Bound: n/a Spot: n/a Upper Bound: n/a

Market-Implied Expiry Probability (Breeden-Litzenberger PDF) QUANT MODEL

Derived from 2nd numerical derivative of call price surface: ∂²C / ∂K²

Most Likely Expiry

n/a

Peak Implied Density (Mode)

68% Confidence Range

n/a

1-Sigma Expected Expiry Zone

95% Confidence Range

n/a

2-Sigma Tail Risk Zone

ATM ±1.5% Stay Probability

n/a

Rangebound Holding Chance

Intraday Trend & Breakout Scoring Signal: Analyzing…

Hand-weighted scoring model (not trained) · relative scores, not calibrated probabilities

15-30m Directional Probability Signal agreement: n/a

Bullish: n/a Neutral: n/a Bearish: n/a

Market Regime Probability Analyzing…

Breakout Expansion: n/a Rangebound Reversion: n/a

Price & Range

Spot n/a

ATM Strike n/a

            Expected Range
            n/a
            Straddle: n/a
          

Sentiment & Bias

PCR (OI) n/a n/a

IV Skew (25Δ RR) n/a

n/a n/a

Near: n/a | Vol: n/a PCR RoC: 5m: n/a | 15m: n/a

Open Interest & Velocity

Total Calls n/a n/a

Total Puts n/a n/a

CE RoC: 5m: n/a | 15m: n/a PE RoC: 5m: n/a | 15m: n/a

Key Levels

Max Pain n/a Expiry target

Last Updated n/a

Max Call (Res) n/a Strength: n/a%

Max Put (Sup) n/a Strength: n/a%

Top Call Walls n/a

Top Put Walls n/a

Central Pivot Range (CPR)

Pivot (P) n/a TC: n/a | BC: n/a

CPR Type n/a Width: n/a pts

R1: n/a | S1: n/a | R2: n/a | S2: n/a

Gamma Exposure (GEX)

Net Market GEX n/a n/a

Zero-Gamma Level n/a n/a

Call GEX: n/a Cr | Put GEX: n/a Cr

Sessions That Looked Like Today

Matching sessions...

Sector Heatmap

NIFTY 50 breadth: n/a

Loading sectors…

FII / DII Positions

View

Loading NSE participant data…

Source: NSE end-of-day participant-wise OI, published each evening.

OI Structure by Strike

View

Rolling ATM Straddle

CE + PE at each snapshot's ATM strike

Collecting snapshots…

IV vs Realised Volatility

Trading-time basis, annualised

Collecting snapshots…

Intraday Timeline History: n/a

Overlay

Collecting snapshots…

PCR (OI)

n/a n/a Bullish >1.2 · Neutral 0.8–1.2 · Bearish <0.8

Viewing expiry: n/a | ±10 strikes around ATM | All OI values in contracts

Live Option Chain & Option Greeks

Show Real-Time Greeks (Delta Δ / Theta Θ)

CALLS					STRIKE	PUTS
Delta (Δ)	Theta (Θ)	Chg OI	OI	IV%	LTP	Bid/Ask	Strike	Bid/Ask	LTP	IV%	OI	Chg OI	Delta (Δ)	Theta (Θ)
Loading data…