DEMO MODE — All sample prices and model readings are fictional. Select Upstox live to use your token.
SMART PRACTICE TERMINALChoose a market → Load quotes → Review levels → Replay outcomes
STRIKE-WISE CE · PE
▦ Option Chain NIFTY
CALLS (CE)STRIKEPUTS (PE)
| OI | Δ OI | Vol | CE LTP | Strike | PE LTP | Vol | Δ OI | OI |
|---|---|---|---|---|---|---|---|---|
| Load market data to see strikes | ||||||||
Click CE/PE LTP to open the Greeks lab. Rankings update from received quotes.
MARKET SUMMARY · NIFTY
—NOT LOADED
Waiting for verified quote
Support / Resistance
Support—
Resistance—
WTB—
WTT—
AUTO CALCULATED · PRACTICE
NEUTRAL✦ Smart Trade Call
Awaiting a confirmed quote
Load the chain to calculate educational practice levels.
No-trade is a valid result. Model strength is not a guaranteed win probability.
UNDERLYING CASH MARKET · STOCK / INDEX
MODEL LEVELSCash Entry / Exit Planner
Load a live option chain to calculate underlying cash-market levels.
Cash levels are calculated on the underlying spot, separately from CE/PE premium levels. Long and short levels are hypothetical; no orders are placed.
CHRONOLOGICAL MARKET DATA
History Replay / Backtest
Replay recorded sessions · Step forward · Verify entry and exits · Accuracy uses real observations only.
Research Tools
PRIVATESTRIKE-BY-STRIKE
Live Option Chain
| CE OI | CE ΔOI | CE LTP | CE REV ↑/↓ | CE ENTRY / SL / T1 / T2 | STRIKE | PE ENTRY / SL / T1 / T2 | PE REV ↑/↓ | PE LTP | PE ΔOI | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| Load market data | ||||||||||
Every displayed strike includes a separate CE/PE plan. REV ↑/↓ are reference reversal bands, not confirmed reversal predictions. Tap an LTP for Greeks. Full formula definitions and exit rules are in Calculation Rules.
COA-1: Chain OI Alignment
50 + 20 × clipped[1.2 ln(PutOI/CallOI)] + 20 × clipped[12 × (ΔPutOI−ΔCallOI)/(PutOI+CallOI)] + 10 × clipped[directional premium change ÷ 7].
—
Near ATM ±9 increments; terms clipped to −1…1. Higher indicates bullish alignment, not win probability.
COA-2: Combined Option Assessment
50 + 20 × premium trend + 15 × OI imbalance + 10 × nearby wall-distance asymmetry + 5 × relative CE/PE volume.
—
Independent signal confirmation; both models must agree to issue a hypothetical setup. Market conditions can change suddenly.
Six transparent reversal reference levels
Our independent premium bands around last traded option premium: R1/R2/R3 above and S1/S2/S3 below. Formula uses 2%, observed bid/ask spread and a minimum ₹0.05 movement. These are model bands, not guaranteed reversals.
PERCENTAGE LAB · ORIGINAL RULES
DEMOGame of Percentage — Smart Calculator
A transparent, independently developed percentage analysis tool. It is not the proprietary Game of Percentage method. Select any option in the chain; calculations update whenever market data refreshes.
OI + VOLUME · FIRST AND SECOND HIGHEST
ORIGINAL MODELSmart Game of Percentage — Ranked Levels
Load a chain to calculate strength levels.
| Side | Metric | #1 strike | #1 value | #2 strike | #2 value |
|---|---|---|---|---|---|
| Awaiting option chain | |||||
This ranks total OI, positive Change in OI and interval volume change; it is an original experimental approach, not Vinay Sir's undisclosed formula. Scores are not accuracy probabilities.
Choose a contract to calculate.
Percentage changes use the previous close reported by the data provider. Demo mode is fictional. No percentage score represents a probability of success.
Replay Game of Percentage
RECORDED DATA ONLYOpen History & Accuracy, load recorded sessions and step/play; the percentage lab will update using each recorded frame, without looking at later frames. When an entry/target/stop threshold is crossed in replay, a historical announcement appears. Missing prices between REST observations cannot be reconstructed.
Replay not started.
Live option tick stream
UPSTOX V3 WEBSOCKET · SERVER WORKERSelect an exact subscribed Upstox contract instrument key (not the underlying symbol). The browser refreshes saved server ticks approximately once per second; no trading orders are submitted. A stale badge means the worker or market may be inactive.
Enter a subscribed instrument key to begin.
Tick chart is read-only. Stream updates occur when Upstox publishes an update, not at an artificial constant rate. Internet gaps mean missed ticks.
RECORDED SPOT + OI/VOLUME LEVELS
Support / Resistance Shifting Chart
● Spot● Support 1 / 2● Resistance 1 / 2▲ WTB / ▼ WTT
The chart uses real saved snapshots only, not fictional historical candles. A shift appears when the best-ranked level changes between observations.
Level movement and WTB / WTT readings appear after data loads.
Shifting level events
SNAPSHOT-TO-SNAPSHOT| Time (IST) | Level | Previous | New | Shift | Weakness reading |
|---|---|---|---|---|---|
| No recorded shifts loaded | |||||
WTB (Weakness at Bottom): spot in the lower 25% of the measured support–resistance channel AND bullish normalized OI/volume imbalance. WTT (Weakness at Top): spot in the upper 25% AND bearish imbalance. These are original experimental definitions, not Vinay Sir's private formula. No guarantee of reversal or trend continuation.
BROKER GREEKS + INDEPENDENT BLACK–SCHOLES
Choose a CE/PE LTPOption Greeks & target-premium lab
Black–Scholes is a theoretical European-option model. Delta, Gamma, Vega (per 1 IV percentage point), Theta (per day), Rho (per 1 interest-rate percentage point). Model prices differ from executable LTP and may be inaccurate near expiry or during jumps; Greeks are local sensitivities, not fixed future price forecasts.
HISTORICAL LAB · CHRONOLOGICAL SIMULATION
Replay recorded markets like live
No snapshots loaded
Choose live snapshots or rebuilt Upstox historical candle frames. Demo values are excluded.
Historical CE / PE premium at selected time
NO LOOK-AHEAD SIGNALS| CE OI | CE LTP | STRIKE | PE LTP | PE OI |
|---|---|---|---|---|
| Load recorded live snapshots or imported Upstox historical candles to replay | ||||
Live replay uses snapshots captured by this portal. Historical API replay uses imported one-minute OHLCV/OI candles rebuilt into option-chain frames; missing strikes and historical bid/ask are not invented. Playback does not imply trade execution or proven accuracy. The timeline can be inspected freely; simulated signal announcements arise only from the current and earlier frames.
Historical signal evaluation
Only real stored Upstox snapshots qualify. Demo data never counts.
90% observed win rate is a research target, not a guaranteed result. At least 100 closed real-data evaluations are required before comparing the observed rate with that goal; a 95% confidence interval and later out-of-sample validation are also necessary. Entry only after a later saved quote crosses the trigger; exit uses observed bid or LTP. Requires snapshots over time; missed intraperiod stop/target moves, transaction costs and slippage may distort outcomes.
Recorded spot history
Upstox historical-candle backtest
Separate test using imported one-minute option OHLC candles, not live snapshots.Run history_sync.py to import candles and rebuild historical frames first.
| Signal time | Contract | Entry | Exit | Result | Reason |
|---|---|---|---|---|---|
| No historical candle backtest run yet. | |||||
Evaluated example trades
BACKTEST · HISTORICAL OBSERVATIONS| Signal | Contract | Entry | Exit | Result | Reason |
|---|---|---|---|---|---|
| No evaluations yet. | |||||
Manual paper-trading journal
NO ORDERS · EDUCATIONPaper trades are simulated only. With a saved instrument key and the VPS collector running, each received quote is logged tick-by-tick and the paper trade auto-closes on stop/target. Shared-hosting REST snapshots cannot provide tick-by-tick practice tracking.
| Entry date | Contract | Entry | Stop | Target | Exit | P/L ₹ | Action |
|---|---|---|---|---|---|---|---|
| No practice trades. | |||||||
BACKGROUND COLLECTION · LOGIN INDEPENDENT
Market Data Center
CollectorChecking…
Last heartbeat—
Subscribed contracts—
Saved watchlist—
The collector runs on your server independently of browser login. A green heartbeat means the background process recently checked in; it does not guarantee that every exchange instrument is streaming.
UPSTOX BOD INSTRUMENT MASTER
Live contract catalogueFind stock, index or commodity options
| Underlying | Segment | Next expiry | Available contracts | Action |
|---|---|---|---|---|
| Download the Upstox instrument master, then search here. | ||||
The catalogue shows contracts currently listed in Upstox's daily instrument master. Only securities with listed option contracts appear. MCX option chain is assembled from individual streamed contracts because Upstox's standard Put/Call Chain endpoint does not support MCX.
PERSISTENT SERVER WATCHLIST
Background watchlist
| Underlying | Segment | Expiry | Priority | Status | Action |
|---|---|---|---|---|---|
| No instruments added yet. | |||||
Add an underlying here once. The server saves it in MySQL and the collector keeps recording while you are logged out. The collector selects nearby strikes for the chosen expiry, subject to Upstox's streaming subscription limits.
CURRENTLY RECEIVING TICKS
Subscribed option contracts
| Underlying | Expiry | Strike | Side | LTP | OI | Volume | Last received | Tick chart |
|---|---|---|---|---|---|---|---|---|
| Start the V3 worker to see subscribed contracts. | ||||||||
This list contains contracts for which the collector has saved at least one quote. Use the tick-chart shortcut to inspect the saved tick stream for a specific CE/PE contract.
HISTORICAL DATA FROM UPSTOX
OHLC · Volume · OIHistorical candle store
Saved candles—
Latest candle—
Last sync—
Historical frames / signals—
| Time | Open | High | Low | Close | Volume | OI |
|---|---|---|---|---|---|---|
| Enter a saved underlying or option instrument key and load imported candles. | ||||||
Run stream_worker/history_sync.py from cron to import historical candles for your saved underlyings and selected active option contracts. Expired derivatives history is a separate Upstox Plus entitlement. This is not a historical full-chain archive unless each option contract's historical candles are available and imported.
Server automation setup
No browser login requiredVPS — true tick streaming
Run stream_worker/collector_worker.py continuously under systemd. Run stream_snapshot.php every minute and stream_worker/history_sync.py daily. The collector stores received ticks while the portal is closed.
Shared cPanel — scheduled fallback
If Xgen blocks long-running Python processes, schedule collector_once.php every minute during market hours for REST snapshots. This is automatic while logged out, but it is NOT tick-by-tick. MCX synthetic option chains require the persistent WebSocket worker.
MODEL TRANSPARENCY
VERSION 10Every calculation used by this portal
1. Game of Percentage
For each CE and PE separately, rank nearby strikes by total OI, positive OI change and interval volume change. Strength = 30% normalized OI + 35% normalized positive ΔOI + 35% normalized interval-volume change. The top two strikes are shown separately. This is a relative ranking score, not a probability.
2. COA-1 / COA-2
COA-1 = 50 + 20×PCR component + 20×relative OI-change component + 10×premium-momentum component. COA-2 = 50 + 20×premium momentum + 15×OI change + 10×room-to-wall + 5×volume balance. Each component is clipped to its documented range. Both are original transparent indices, not Dr Vinay Sir's unpublished formula.
3. Option entry / stop / targets
Per CE/PE contract: entry buffer = max(₹0.05, 0.5% of LTP, 25% of bid–ask spread). Entry = max(LTP + buffer, Ask). Risk R = max(8% of entry, 2×spread, ₹0.05). Stop = entry − R; T1 = entry + 1.5R; T2 = entry + 2.5R. Long-option exit uses executable bid where available; stop, target or end-of-session exit.
4. Reversal prices on every strike
Reference unit = max(₹0.05, 2% of premium, 75% of spread). REV↑ = LTP + unit; REV↓ = max(₹0.05, LTP − unit). Additional bands are ±1.5 and ±2 units. These are premium reference bands, not statistically validated reversal probabilities.
5. Cash stock / underlying plan
Breakout buffer = max(0.10% of spot, 5% of strike step, ₹0.05). Trigger uses spot or the relevant OI support/resistance break. Risk R = max(0.30% of spot, half the strike step, ₹0.05). Long and short T1/T2 = 1.5R / 2.5R. This is a disclosed fallback heuristic, not ATR until a verified ATR module is added.
6. Historical & practice evaluation
Live ticks are the observations received from Upstox V3; network/provider gaps are possible. Candle backtests use OHLC and conservatively assume stop-first if both stop and target occur in one candle. Bid/ask queue, slippage, brokerage, taxes and order fills are not simulated. Practice records are paper-only and never sent to a broker.
7. Dr Vinay Sir public concepts
Public material names six reversal types: Support, Resistance, Extension of Support, Extension of Resistance, Diversion and End of Diversion. The public WTB/WTT FAQ describes OI/volume moving toward OTM or toward the Imaginary Line. V10 applies that public directional interpretation. The exact six-reversal price equations and COA weighting are not publicly disclosed here, so V10 does not invent them or claim exact reproduction. Supply authorized worked examples to implement those numeric rules.