Every option trade forces a market maker to hedge by buying or selling the index itself. That hedging pushes NIFTY around all day. OpticGamma shows you where that pressure sits — live, strike by strike, in plain English.
The terminal computes gamma exposure per strike, identifies the flip and the walls, models the volatility surface, and writes one paragraph that tells you what the options structure is doing — across NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, SENSEX, BANKEX and 25 F&O stocks.
Descriptive analytics only. No buy/sell calls. No accuracy claims. SEBI-aligned by design.
One score from 0 to 100 tells you whether market makers are currently calming the index or fuelling its moves. High means dampening; low means amplifying. That's the day's context in five seconds.
The gamma flip, the call wall and the put wall mark where hedging pressure changes sides. The market tends to behave differently above and below them — the map shows exactly where price sits right now.
Market Read turns every signal into a single paragraph of plain English, updated live. If you read nothing else, read this. What you do with it is always your decision — we describe, we never advise.
Price gets dragged around intraday by market-makers' forced hedging. When dealers are short gamma, every move amplifies. When they are long, moves get sold into. OpticGamma computes that hidden machine per strike, from OI-change intent — for NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, and 25 F&O stocks.
Term structure, 25Δ skew (RR25, BF25, slope), 3D vol surface, vol cones (p10–p90), GARCH(1,1) descriptive vol path, vol-of-vol, Implied Correlation Index across 25 NIFTY constituents. Every artefact a serious vol desk expects.
Every number on OpticGamma is computed from formulas you can read in the Learn library. No 'forecasts'. No 'buy/sell calls'. No accuracy advertising. The structure is shown — what you do with it is your decision, and your responsibility.
OpticGamma ships 19 workspaces organised across 5 rooms. Every one is descriptive analytics — designed to surface what the structure is doing, not what to trade.
One screen that tells you whether market makers are calming the index right now — or fuelling its moves.
The hero view. Dealer Pressure Index 0–100, gamma flip, call/put walls, and a plain-English read of the current regime. The front door of the terminal.
The whole option structure explained in one paragraph of plain English — updated live.
A deterministic synthesis of every OpticGamma signal — GEX regime + flip, OI intent, PCR, IV-Rank, FII stance, max pain, implied range — fused into one plain-English paragraph. Updates live.
Catch sudden shifts in option activity within seconds — between candles, not after them.
Sub-minute OI velocity, ATM straddle expansion/contraction, and PCR flow direction. Built for 1–2 candle scalpers who need the read between candles — refreshes every 3 seconds.
The full live chain with the numbers that actually matter, without the clutter.
Real-time NSE option chain with Greeks columns, IV skew, implied range, smart filter presets. The data-rich workhorse for the desk.
See at a glance where traders are building positions — and where they are running away.
Diverging-bar OI, PCR bands, Max Pain, OI velocity, biggest movers. All the standard OI tooling, with the OpticGamma disambiguation layer on top.
One picture of where the heaviest option writing sits across every strike and expiry.
Strike × Expiry and Strike × Time heatmaps. See where the heaviest writing is parked across the curve in one visual.
Rising OI can mean buying or selling — they mean opposite things. This tells you which one it was.
Long buildup, short buildup, short covering, unwinding — classified per strike with a composite bias score (Smart Bias Score on ATM ±5 with divergence detection).
What the big institutions actually did yesterday, straight from official NSE data.
End-of-day institutional participant-wise OI from the NSE archive — futures stance, options writing, retail vs prop split.
Where market makers must buy and sell to stay hedged — with a model built for how India's market actually trades.
GEX, DEX, VEX, CEX — the full exposure stack. Standard and Flow-adjusted models side-by-side, gamma flip, call/put walls, profile chart, model-delta chip.
One score that says whether the option structure is set up for a quiet range or a larger move.
One score, 0–100, describing whether the structure is set up for sideways behaviour (high) or a larger move (low). Synthesised from gamma, pin magnetism, walls, VRP, and OI balance.
How strongly each strike attracts the expiry close — with honest uncertainty bands, not false precision.
Real Bayesian posterior over close-price strikes at expiry — risk-neutral lognormal prior updated by OI, dealer-gamma, and max-pain likelihood. 68% / 95% HPD bands.
Everything you need on expiry day, on one screen — hour by hour.
The expiry-day cockpit. Composite Pin Zone score across OI density, dealer-gamma well, spot proximity, max-pain alignment. Charm decay schedule below for hour-by-hour theta vortex onset.
Is option premium cheap or expensive right now? One clear, plain-English classification.
India VIX, IV-Rank, IV-Percentile, Volatility Risk Premium (IV vs RV), realised-vol term structure, 60-day closes sparkline. Plain-English regime classification.
The full picture of how option pricing varies across strikes and expiries — desk-grade detail.
Term structure (contango / backwardation), 25Δ skew metrics (RR25, BF25, slope), 3D vol surface heatmap, vol-of-vol panel, vol cones (p10/p25/p50/p75/p90).
A statistical picture of how volatility has behaved and how it typically evolves — a model, clearly labelled as one.
GARCH(1,1) MLE-fitted model with descriptive multi-horizon vol path and 2,000-path Monte Carlo bands. Model artefact under its own assumptions — not a prediction.
Know which expiries carry event risk (RBI, budget, earnings) and how option premium typically deflates after.
Scheduled-event vol-crush calendar (RBI, earnings, budget) with expected IV-drop modelling. Descriptive — never a forecast of price direction.
Before you place a strategy, see its complete math — real Indian costs, break-evens, best and worst case.
You define the strategy; OpticGamma renders the math — probability of finishing in profit, expected value, full Indian round-trip cost (brokerage + STT + GST + …), break-evens, max profit / loss, structural overlays.
Replay a strategy's arithmetic over past expiries to understand how it behaves — before risking money on it.
Historical math simulator. Define a strategy template; OpticGamma renders what the arithmetic would have produced on each applicable past expiry. Cumulative-PnL chart, per-expiry ledger. Past performance does not indicate future results.
Log every trade with the market structure attached — and learn from your own patterns.
Your own trade log with autopsy: structural state at entry (regime / GEX / IV / pin), lessons, win rate by context, leak detection. Your data, never published.
OpticGamma is a subscription terminal for Indian F&O — pure analytics and education. No buy or sell calls, no accuracy claims. SEBI-aligned by design.