Option Seller Tracker · NIFTY
rules + edge for premium writers
Min POP filter50%Strangle ladder rows below this POP are dimmed. Iron condor flagged if its POP < threshold. Strike scorecard hides any strike whose own POP doesn't clear the bar.
1. Market Setup
Snapshot of the seller-relevant contextSpot
0.00
Syn Fut
—
VIX
—
ATM IV
—
IV %ile
50th
PCR
0.00
Max Pain
0
DTE
0d
Regime
NEUTRAL
±1σ Move
±0pt
Upper 1σ
0
Lower 1σ
0
Total CE OI
—
Total PE OI
—
FII Net
—
DII Net
—
14d RV
—
2. Seller Verdicts
Translated from the buyer-side enginesIntraday · 90 min
STAND ASIDE
Confidence0%POP—IV Percentile50th
Rationale
- · No directional or volatility edge for sellers.
- · IV percentile supports premium-selling.
Positional · 5-10 day swing
STAND ASIDE
Confidence0%POP—IV Percentile50th
Rationale
- · Mixed signals — preserve capital.
- · IV percentile supports premium-selling.
3. Max Pain Analysis
Strike where writers collectively lose the least at expiryLoading…
NEUTRAL
Synthetic at Max Pain
Max Pain Strike0
Synthetic0.00
Gap (Syn − MP)0.00 pt
Market Insight: Underlying at max pain — neutral. Range-bound strangles / iron condors centered here are the natural play.
4. OI Distribution
Where the crowd's premium is concentrated · synthetic + max-pain markedNo data
4b. IV Smile & Premium Curve
Vol skew + CE/PE premium decay across strikesNo data
4c. IV Skew Study
Risk reversal · 25-delta skew · directional bias from implied volLoading…
5. Strike Scorecard for Writers
Top 5 CE / PE writes · POP ≥ 50%6. Premium-Based Trade Ideas
Strangle ladder · Iron condor · Theta yields · SkewA. Short Strangle Ladder
C. Daily Theta Yield Leaders
D. CE / PE Skew Detector
6. IV vs Realized Vol
The core seller edge metricATM IV
—
14-day RV
—
20-day RV
—
IV − RV
—
Verdict
—
⚠ Event Risk · Next 30 Days
NSE holidays + macro releases| Date | Day | In | Event | Tier | Notes |
|---|---|---|---|---|---|
| 07 May | Thu | -1d | RBI MPC Decision | high | Repo rate, growth/inflation outlook |
| 12 May | Tue | 4d | India CPI (April) | high | Inflation print → RBI policy lens |
| 12 May | Tue | 4d | India IIP (March) | med | Industrial production |
| 13 May | Wed | 5d | Fed FOMC Decision | high | US rates → INR, FII flows, vol |
| 28 May | Thu | 20d | Bakri Id | CLOSED | Markets closed |
| 28 May | Thu | 20d | Monthly F&O Expiry | high | Settlement; gamma risk; max-pain pin |
| 04 Jun | Thu | 27d | RBI MPC Decision | high | Repo rate, growth/inflation outlook |
| 05 Jun | Fri | 28d | US NFP | med | Jobs print → US rates → DXY |
8. Position Sizing Calculator
Size for max-loss, not for premium receivedAccount Size (₹)
Max Risk per Trade (%)
Lot Size
| Suggested Trade | Net Credit /lot | Max Loss /lot | Lots | Total Credit | Total Risk | % of Account |
|---|---|---|---|---|---|---|
| Suggestions need to load. | ||||||
9. Adjustment Triggers
Pre-decided exits per trade · synthetic levels at which to defend / roll / close| Trade | Short PE | Watch Down | Syn | Watch Up | Short CE | Stop @ Premium |
|---|
10. Aggregate Greeks
If you took every suggestion on this page · per-lot exposureNet Δ (Delta)
+0.00
Net Γ (Gamma)
+0.00
Net Θ (Theta)
+0.00 ₹/d
Net ν (Vega)
+0.00
8. Pre-Trade Checklist
Eight gates a disciplined writer never skips- IV percentile ≥ 30 — never sell into cheap vol.
- Strike outside 1σ expected move — gamma will hurt if breached.
- Strike at OI support / resistance — the crowd defends those levels.
- Stop loss = 2× credit received — hard rule, no rolling for losses.
- Profit target = 50% of credit — collect early, redeploy.
- Don't sell into events — RBI, Fed, CPI, monthly expiry; check Section 7.
- Position size for max loss, not premium — naked = unlimited; spreads above 5% account.
- Have an adjustment plan — decide BEFORE entry; don't improvise mid-trade.