StraddleEDGE
StraddleEDGE
RESEARCH · ANALYZE · EXECUTE
NIFTY 50 23,146+0 (+0.00%) ⓘ
SENSEX 74,729.27-99 (-0.13%)
EXP10-20
CONNECTING
Spot
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Spot Chg
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ATM
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ATM Straddle
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9:15 Open
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Decay
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Prev Close
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VIX
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Waiting for Live Feed

Waiting for live data — connects automatically when market opens. No mock data is shown.

NIFTY 50—ATM—STRADDLE—
BANKNIFTY—ATM—STRADDLE—
FINNIFTY—ATM—STRADDLE—
MIDCPNIFTY—ATM—STRADDLE—
SENSEX—ATM—STRADDLE—
BANKEX—ATM—STRADDLE—
NIFTY 50 · liveATM 23,150
23,146.15
▲ +0 (+0.00%)
ATM Premium
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Decay
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Expected Move
±541
LOW —— HIGH
9:15 open — spot 23,146 VIX 14.06
Morning Straddle9:15 —
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9:15:00 open · fixed reference
now —decay —
9:15 Ref — Day Hi — Day Lo — session →
Key Levels
PDH — PDL — PWH — PWL — Prev Close — Max Pain —
Market Regime
Undecided
0%
Spot Alerts
Enter a level, pick a direction, tap the bell
Straddle Chain
CallsStrikePutsStraddleΔ% from 9:15
Intraday Chart 9:15 → 15:40
15-Min Range Series high · low · range per block · 9:15 → 15:30
Block Nifty H Nifty L Nifty Range Straddle H Straddle L Straddle Range
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Skew Intelligence
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OI Intelligence
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VRP Intelligence
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Previous Day Decay
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Tracker P&L
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no positions tracked today
Index Averages · Settlement Guide 15m / 30m / day from 09:15 · NSE settles on the last 30-min average
Today's Live Averages
SPOT
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AVG 15m
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AVG 30m
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AVG DAY
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SPOT vs 15m
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SPOT vs 30m
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SPOT vs DAY
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Settlement Estimator
Best Estimator
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Accuracy
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RMSE
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Last Updated
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View page
Recent Alerts
No recent alerts
My Tracker
STRATEGY BUILD DATA INTELLIGENCE
Strategy P&L · Simulated
⚡ 0DTE Expiry Strategies · NIFTY 2:15 Momentum + 3PM Decay—
All Strategies · Today⬇ Excel⬇ PDF1 lot = 65
Strategy CorrelationPearson r over common sessions
Decision Board · Best Parameters from Data
🏆 Recommended Parameters · risk-adjusted, not guessedmin 8 trades to qualify
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Full Sweep Grids · ranked by scorewhy 20% SL? → read the data
Day-of-Week Edgewhich strategy earns which weekday
Research Lab · Evidence, Findings & Recommendations
Recommendations · human review (never auto-applied)challenger must beat current + be robust
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AI Scientist · findings (evidence-stamped)every claim carries sample size + confidence
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Per-Strategy Evidence Cardsmaturity-gated, no guesses
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INTELLIGENCE CENTREone decision, and everything that had to be true for it
DATA COVERAGE & FRESHNESS how many days of real data the Brain actually understands
DAILY HEALTH did the daily batch run · which sources depend on a live process instead
CONFIDENCE decomposition · calibration · historical accuracy
REGIME CONVICTION supporting · contradicting · historical analogues · stability
WHY THIS DECISION? supporting signals · contradicting evidence · what's missing
WHAT IT UNDERSTANDS ABOUT THE MARKET every signal · stance · reliability · drill-down
RISK LOCKS triggers · timeline · thresholds · unlock conditions
HOW IT CHOSE THIS STRATEGY competition · ranking · selection · passport
EVIDENCE market signals · provider health · coverage · reliability
WHAT THE BOOK IS ALREADY CARRYING heat · Greeks · concentration · exposure · drawdown
WHAT WOULD ACTUALLY BE DONE plan · sizing · portfolio · liquidity
DECISION HISTORY timeline · replay · evolution · comparison
WHAT IT HAS LEARNED memory · lifecycle · calibration · what changed today
CAN IT BE TRUSTED RIGHT NOW? provider status · coverage · reliability · freshness
History · Stored Sessions
Session Ledger
Overnight Decayselect a date above
Click a date row in the Session Ledger to see its overnight decay detail.
My Trackerselect a date above
Click a date row in the Session Ledger to see that day's tracked positions.
Alerts · Trading Signals
Live Alertsstraddle moves · OI · expiry · tracker
Trading alerts only — straddle moves, SL hits, OI buildup, expiry triggers
Market Pulse · Sector & Stock Moves
Who's Moving Niftyweight × return = contribution
TOP CONTRIBUTOR
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REVERSAL SIGNAL
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BANK
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IT
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AUTO
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ENERGY
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Ensemble Expected Move · Composite Signal5-signal model
Sector Moves
Top Stocks · Contribution
StockWeightChangeContribution
Option Chain · Full · IV + Greeks
OI Structure · Max Pain & Wallswhere OI is heaviest
MAX PAIN
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HIGHEST CE OI · resistance
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HIGHEST PE OI · support
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PCR
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Full Chain premium · OI · IV · Δ Γ Θ ν · via API
CE OICE IVCE ΔCE LTP STRIKE PE LTPPE ΔPE IVPE OISTRADDLE
Variance Risk Premium · IV vs RV
VRP— IV— RV— ATM— VWAP 15m— Strat P&L— Trk P&L—
VRP (IV² − RV²)—
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Premium richness vs realised
THINRICH
IV vs RV
ATM IV
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REALISED VOL
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IV − RV
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VRP FORWARD (IV−RV20d)
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VRP HAR (IV−HARf)
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RV 20d
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HAR Forecast
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VRP top decile → premium rich, structural edge present. Thin/negative → no edge.
Expected Move & Premium Edgelive IV vs realised
EXPECTED MOVE ±1σ (68%)
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EXPECTED MOVE ±2σ (95%)
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ATM STRADDLE vs EM
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VRP = how much the option market overprices volatility vs what the index actually delivers. Positive ⇒ premium-selling edge; negative ⇒ buyers favoured. RV is computed live from today's 1-min spot returns.
Settlement Engine · VWAP + OI + Synthetic—
SPOT
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AVG 15m
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AVG 30m
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AVG DAY
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SPOT vs 15m
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SPOT vs 30m
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SPOT vs DAY
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SYNTHETIC SETTLEMENT
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OI PATTERN
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STACK
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15m WINS (10d)
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30m WINS (10d)
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DAY WINS (10d)
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Synthetic = weighted VWAP day + OI adjustment. Best estimator = which avg is closest to spot now. Historical wins track which period avg was nearest to actual close (last 10 sessions, within 50pts).
OI Flow · 5-min Pulse—
CE OI building → bearish pressure. PE OI building → bullish support. Aggressive CE + PE unwind = indecision.
Expiry Settlement · Settlement Watch—
EXPIRY ATM STRADDLE
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EXPIRY SPOT
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CURRENT SPOT
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SPOT vs AVG DAY
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SPOT vs SYNTHETIC
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SETTLEMENT BIAS
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Expiry day settlement = closing spot between 15:00-15:20. Synthetic estimate combines day avg with OI flow bias.
Preferences

Theme

Dark terminal · Light · System

🔊

Sound

Alert sounds for SL hits, targets and expiry alarms

📏

Chain Depth

Strikes shown in the Straddle Chain table

⏰

Expiry-Day Alerts

Half / double straddle triggers from 2:55 PM

System Health
Run diagnostics
Alerts & Notifications
⚠

Straddle Move Alerts

Notify on +10% / -10% / -20% ATM straddle moves from session extremes

📊

Velocity Alerts

Unusual movement detection based on recent behaviour patterns

📈

OI Change Alerts

Notify on significant CE/PE Open Interest shifts

📡

Telegram Alerts

Push critical alerts to your Telegram

About
🔒

Sign In

Access your account, sync settings and tracker across devices

APEX STRADDLE

Index-options research dashboard — real-time NIFTY & SENSEX straddle analytics, volatility, market regime, OI flow and historical intelligence.

Built by Deepak Sharma (MCWM)

Mercury Capital and Wealth Management

Build Information

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About MCWM
🏢

Mercury Capital & Wealth Management

Research-first market analytics. Products built on real-time data, proprietary analytics and institutional-grade research methodology.

Philosophy

Markets generate more data than any one person can track. MCWM's products exist to turn that data into structured, interpretable market intelligence — not signals to blindly follow, but context to make your own decisions with. Research first, opinions second.

Why APEX Straddle

Index-options traders need to see volatility, flow and regime together, in real time, without stitching together five tools. APEX Straddle is that single surface for NIFTY/SENSEX straddle analytics.

Research, data & decision support

Data is measured, never guessed — a value the platform cannot verify is labelled as such, not defaulted. Analytics are derived transparently from that data. Decision-support scores (confidence, regime, conviction) always carry their sample size, so you can judge how much weight they deserve. The decision itself stays yours — see Risk Disclosure.

MCWM is not currently confirmed as a registered company. No claim of incorporation, SEBI registration, regulatory approval, or certification is made. This will be corrected here immediately if that status changes.

Products
📈

APEX Straddle

Index-options research dashboard — real-time NIFTY & SENSEX straddle analytics, volatility, market regime, OI flow and historical intelligence.

ACTIVE
📊

APEX IPO

IPO analytics, grey market tracking, subscription data, allotment analysis and listing-day intelligence.

SOON
📋

APEX Corporate Actions ▸

Dividend, bonus, split, buyback and rights-issue tracking with impact analysis and historical data.

ACTIVE
📅

MCWM Calendar ▸

World economic & events calendar — RBI MPC, NIFTY/BANKNIFTY expiry, NSE holidays, US FOMC and key macro releases.

ACTIVE
Help & Guides
📊

Dashboard & KPIs

NIFTY strip, gauges, statbar, multi-index controls

💰

Straddle & Tracker

Track positions, set SL/target, view P&L, history and entry/exit analytics

📃

Option Chain

Full CE/PE chain around ATM — click a strike to inspect it, use Chain Depth in Preferences to widen/narrow the view

📊

Market Intelligence

Expected Move, VRP, Skew, OI Flow, Regime — what they mean and how to read them

💱

Market Pulse & History

NIFTY 50 constituents, sector moves, session ledger, weekday comparison

⚠

Alerts & Notifications

Straddle moves, velocity alerts, OI changes, session alarms

📱

Mobile / PWA

Install on home screen, offline access, touch gestures, bottom sheets

🟢

What the data-state labels mean

LIVE / FRESH / STALE / UNAVAILABLE / ERROR — read before you trust a number

Legal & Security
🔒

Privacy ▸

What data is collected, why, and how it is handled

📄

Terms ▸

Service scope, account responsibilities, acceptable use

⚠

Risk Disclosure ▸

Market data vs analytics vs research vs decision support vs trading — what this platform is and is not

🛡

Security ▸

Authentication, access control and audit controls actually implemented

Feedback
IV & Greeks · Daily / Weekly / Monthly
Expected Daily Move (from IV)±1σ
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Daily Vol = IV / √252
±2σ (95%)
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ATM STRADDLE
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VERDICT
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Avg IV ↑ vs Straddle Price ↑
AVG IV Δ%
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STRADDLE Δ%
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RATIO
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IV 2% chadhi par straddle 15% → vega-driven (decay nahi). Ratio batata hai premium IV se kitna sensitive.
Per-Strike GreeksΔ Γ Θ ν · Greeks
StrikeCE IVCE ΔCE ΓCE ΘCE ν PE IVPE ΔPE Θ
Skew Study & Synthetic Future
Cheaper Side · 9:15 vs Currentwhere's the imbalance, both strikes
CURRENT ATM
CHEAPER
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CALL ₹
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PUT ₹
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C/P RATIO
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9:15 OPEN · locked
CHEAPER
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CALL ₹
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PUT ₹
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Volatility Skew · IV Smileput-side fear vs call-side chase
RR25 · risk reversal
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+ calls rich · − puts rich
FLY25 · butterfly
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+ wings expensive
25Δ IV · C / P
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Skew verdict
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◄ PUT richer · downside fearbalancedCALL richer · upside chase ►
Skew bias: —  ·  ATM IV —
Skew Evidencebeyond RR25/FLY25
50Δ SKEW C−P
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ATM IV C/P
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25Δ ACTUAL C/P
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PARITY
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IV−RV
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REGIME
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Term structure: NOT AVAILABLE — single-expiry data only. Cheaper-side hit-rate is in the table below.
Skew Validity · Cheaper-Side Regimesaccumulating…
DateCheaperWindowSpot O→CNifty ΔVerdictFlipped→
OTM Imbalance · Equidistant (2× Straddle)cheaper side → possible direction
● FLEXIBLE · 2× CURRENT straddle (distance shrinks as premium decays)
ATM STRADDLE
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DISTANCE (2×)
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5% BENCHMARK
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CHEAPER SIDE
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UPPER STRIKE (CALL)
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LOWER STRIKE (PUT)
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3% = — 5% = — 10% = — Ratio C/P = —
● FIXED · 2× MORNING straddle (distance locked from 9:15, constant all day)
Distance — Upper — — Lower — — Cheaper —
Hypothesis: jab ek equidistant OTM doosre se benchmark ke against kaafi sasta → wo side future expansion ki direction de sakta hai. Historical test se prove karna hai — abhi recommendation nahi.
Synthetic FutureStrike + Call − Put · observe (not signal yet)
SYNTHETIC FUTURE
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SPOT
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ACTUAL FUTURE
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BASIS (SYNTH−SPOT)
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Basis +ve & badh raha → bullish positioning (aggressive call buying). Put-call parity isse actual future ke kareeb rakhta hai — mostly redundant, par divergence positioning signal. Observe-only abhi.
Overnight Straddle Decay Lab prev close → today open · CE/PE split · next-day outcome
Overnight Straddle Decay Lab prev close → today open · CE/PE split · next-day outcome
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Date Overnight % CE % PE % Leg (price) CE IVΔ PE IVΔ IV side Decay day Next Nifty % Next Straddle %
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Corporate Actions
NSE + BSE
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Total Events
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Today
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Upcoming
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Companies
Events
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MCWM Calendar
World economic & events
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Total Events
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Today
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High Impact
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Countries
Events
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Simulator · Test Any Strategy
ParametersTest strategies against historical data
VWAP —
Strat PnL —
Tracker —
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Theme
App
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