Market Metrics
Nifty Spot-nifty_spot
India VIX-india_vix
Breadth > VWAP-breadth_vwap_percent
1D Range- - -low / high
Dealer Gamma
-Dealer Gamma Index-net / gross GEX
Gamma RegimeUnknownInsufficient option gamma data.
Net GEX-CE positive / PE negative
ZGL-zero gamma level
Expiry-current monthly
Supports0
| Strike | Net GEX | Abs GEX | Distance | Updated |
|---|---|---|---|---|
| Waiting for gamma data... | ||||
Resistances0
| Strike | Net GEX | Abs GEX | Distance | Updated |
|---|---|---|---|---|
| Waiting for gamma data... | ||||
Current Month Max OI
-Expiry-current month max oi
Max Pain-payout minimum
First OI-CE + PE top rows
Current OI-0 strikes
OI Delta-current - first
RoC-OI momentum (1m)
CECalls
-| Rank | Strike | Symbol | Current OI | OI RoC | Buy Qty | Buy RoC | Sell Qty | Sell RoC | Greek Delta | First Seen |
|---|---|---|---|---|---|---|---|---|---|---|
| Waiting for calls OI data... | ||||||||||
PEPuts
-| Rank | Strike | Symbol | Current OI | OI RoC | Buy Qty | Buy RoC | Sell Qty | Sell RoC | Greek Delta | First Seen |
|---|---|---|---|---|---|---|---|---|---|---|
| Waiting for puts OI data... | ||||||||||
Waiting for current month max oi OI data...
Next Month Max OI
-Expiry-next month max oi
Max Pain-payout minimum
First OI-CE + PE top rows
Current OI-0 strikes
OI Delta-current - first
RoC-OI momentum (1m)
CECalls
-| Rank | Strike | Symbol | Current OI | OI RoC | Buy Qty | Buy RoC | Sell Qty | Sell RoC | Greek Delta | First Seen |
|---|---|---|---|---|---|---|---|---|---|---|
| Waiting for calls OI data... | ||||||||||
PEPuts
-| Rank | Strike | Symbol | Current OI | OI RoC | Buy Qty | Buy RoC | Sell Qty | Sell RoC | Greek Delta | First Seen |
|---|---|---|---|---|---|---|---|---|---|---|
| Waiting for puts OI data... | ||||||||||
Waiting for next month max oi OI data...
Market
5| Key | Metric | Value | Unit | Updated |
|---|---|---|---|---|
nifty_spot | Nifty Spot | - | INR | - |
nifty_future | Nifty Future | - | INR | - |
india_vix | India VIX | - | - | - |
implied_range_1d_low | 1D Range Low | - | INR | - |
implied_range_1d_high | 1D Range High | - | INR | - |
Breadth
3| Key | Metric | Value | Unit | Updated |
|---|---|---|---|---|
breadth_vwap_percent | Breadth > VWAP | - | % | - |
breadth_vwap_count | Above VWAP | 0 | - | - |
breadth_sample_count | VWAP Sample | 0 | - | - |
Quantitative
16| Key | Metric | Value | Unit | Updated |
|---|---|---|---|---|
quant_z_score | Z-Score (50d) | - | - | - |
quant_ema_velocity_status | EMA Velocity Status | - | - | - |
quant_ema_velocity_spread | EMA Velocity Spread | - | - | - |
quant_sma_20_dist | 20 DMA Distance | - | - | - |
quant_sma_50_dist | 50 DMA Distance | - | - | - |
quant_sma_200_dist | 200 DMA Distance | - | - | - |
quant_mc_rpo_1d_low | MC RPO 1D Low | - | INR | - |
quant_mc_rpo_1d_high | MC RPO 1D High | - | INR | - |
quant_mc_rpo_1w_low | MC RPO 1W Low | - | INR | - |
quant_mc_rpo_1w_high | MC RPO 1W High | - | INR | - |
quant_garch_volatility | GARCH(1,1) Volatility | - | - | - |
quant_particle_filter_vol | SMC Particle Vol | - | - | - |
quant_adf_pvalue | Stationarity (ADF P-Val) | - | - | - |
quant_acf_lag1 | Autocorrelation (Lag 1) | - | - | - |
quant_kalman_beta | Kalman Filter Beta | - | - | - |
quant_signature_norm | Rough Path Signature Norm | - | - | - |