Every tool the desk runs.
Vol surfaces, carry, the option chain, IPOs, supply chain — module by module, built for NSE/BSE.
Pick your model.
SVI, SABR, Heston, stochastic-local-vol — calibrate the surface your desk trusts, per expiry.
Rich or cheap, before the basis closes.
Every F&O contract ranked by its carry-implied fair-value gap — dividend curve from put-call parity, risk-free from live G-Sec.
The chain, read for you.
Full Greeks, OI build-up, IV per strike and PCR — max-pain and support/resistance from the chain itself.
Roll at the right basis.
Term structure across M1 to M3, live rollover percent and basis vs carry — roll when the spread pays, not on expiry day.
Build the spread, see the payoff.
Verticals, calendars, butterflies, condors — net Greeks, break-evens and max loss/gain before you place a leg.
Grey market to bid, one click.
Mainboard and SME tracked together with live GMP and subscription by category — one-click bid across all five brokers.
Contagion, two tiers deep.
Map upstream and downstream dependencies for NSE names — trace which positions are at risk when one supplier weakens.
Test it before you risk it.
Replay any strategy on history, then simulate the trade live with real Greeks and VaR — before a rupee is committed.
Market profile, volume profile, and the tape.
TPO market profile in the classic 30-minute Steidlmayer construction — point of control, the 70% value area, initial balance and single prints — with a volume profile anchored to the right edge and time & sales flagging the big prints. Built on our own chart engine, so OI walls, the expected-move cone and your position's P&L ladder render on the same canvas as price.
Where the money is actually parked.
A concentration ladder showing call and put open interest at every strike, the max-pain level, and a five-day PCR trend. Each strike is classified by what changed — long buildup, short buildup, short covering or long unwinding — across weekly, monthly and yearly expiries on NIFTY, BANKNIFTY, SENSEX and BANKEX.