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.