Market intelligence
Option analytics tools for Indian derivatives markets
Option chains with implied volatility and the full greeks, ratio-spread matrices, an arbitrage scanner, IV history and intraday charts - across 14 commodity and index instruments on MCX, NSE and BSE.
- Option chain
MCX option chain with live IV and greeks
A full option chain for MCX commodities and the NSE and BSE indices - open interest, volume, bid, ask and last price at every strike, with implied volatility and the complete greeks solved on every tick.
Read more - Implied volatility
IV chart - implied volatility history and the delta surface
Implied volatility plotted through the session: one strike’s IV against its own option price and the future, or a constant-delta surface that follows the money as the market moves.
Read more - ATM straddle
Straddle chart - the at-the-money straddle, all session
What the at-the-money straddle costs, minute by minute, following the strike as the market moves. Read on its own, or overlaid on the price chart.
Read more - Ratio spreads
Ratio spread matrices - 1:2, 1:3, 2:5 and four-leg structures
Every ratio spread priced at every strike and every gap, for calls and puts, on both the side you establish it and the side you unwind it - recomputed on each tick.
Read more - Arbitrage
Options arbitrage scanner - synthetic forwards and box spreads
Synthetic forwards locked at each strike and adjacent-strike box spreads, measured against the parity forward - from executable prices only.
Read more - Charts
Futures and index charts - 1 minute to 1 day
Intraday candles on the commodity future or the cash index, with the at-the-money straddle overlaid and up to nine charts on one screen.
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