StraddleEDGE
StraddleEDGE
RESEARCH · ANALYZE · EXECUTE
NIFTY 50 24,288
SENSEX 77,728.16-281 (-0.36%)
EXP08-18
CONNECTING
Spot
Spot Chg
ATM
ATM Straddle
9:15 Open
Decay
Prev Close
VIX

Waiting for Live Feed

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

NIFTY 50ATMSTRADDLE
BANKNIFTYATMSTRADDLE
FINNIFTYATMSTRADDLE
MIDCPNIFTYATMSTRADDLE
SENSEXATMSTRADDLE
BANKEXATMSTRADDLE
NIFTY 50 · liveATM 24,300
24,287.65
ATM Premium
115.65
Decay
-29.85
Expected Move
±145
LOW 109.65123.25 HIGH
9:15 open 139.45 spot 24,288 VIX 11.33
Morning Straddle9:15 24,350
139.45
9:15:00 open · fixed reference
now 109.60decay -29.85
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
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
AVG 15m
AVG 30m
AVG DAY
SPOT vs 15m
SPOT vs 30m
SPOT vs DAY
Settlement Estimator
Best Estimator
Accuracy
RMSE
Last Updated
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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
REVERSAL SIGNAL
BANK
IT
AUTO
ENERGY
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
HIGHEST CE OI · resistance
HIGHEST PE OI · support
PCR
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)
Premium richness vs realised
THINRICH
IV vs RV
ATM IV
REALISED VOL
IV − RV
VRP FORWARD (IV−RV20d)
VRP HAR (IV−HARf)
RV 20d
HAR Forecast
VRP top decile → premium rich, structural edge present. Thin/negative → no edge.
Expected Move & Premium Edgelive IV vs realised
EXPECTED MOVE ±1σ (68%)
EXPECTED MOVE ±2σ (95%)
ATM STRADDLE vs EM
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
AVG 15m
AVG 30m
AVG DAY
SPOT vs 15m
SPOT vs 30m
SPOT vs DAY
SYNTHETIC SETTLEMENT
OI PATTERN
STACK
15m WINS (10d)
30m WINS (10d)
DAY WINS (10d)
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
EXPIRY SPOT
CURRENT SPOT
SPOT vs AVG DAY
SPOT vs SYNTHETIC
SETTLEMENT BIAS
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
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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

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
Daily Vol = IV / √252
±2σ (95%)
ATM STRADDLE
VERDICT
Avg IV ↑ vs Straddle Price ↑
AVG IV Δ%
STRADDLE Δ%
RATIO
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
CALL ₹
PUT ₹
C/P RATIO
9:15 OPEN · locked
CHEAPER
CALL ₹
PUT ₹
Volatility Skew · IV Smileput-side fear vs call-side chase
RR25 · risk reversal
+ calls rich · − puts rich
FLY25 · butterfly
+ wings expensive
25Δ IV · C / P
Skew verdict
◄ PUT richer · downside fearbalancedCALL richer · upside chase ►
Skew bias:  ·  ATM IV
Skew Evidencebeyond RR25/FLY25
50Δ SKEW C−P
ATM IV C/P
25Δ ACTUAL C/P
PARITY
IV−RV
REGIME
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
DISTANCE (2×)
5% BENCHMARK
CHEAPER SIDE
UPPER STRIKE (CALL)
LOWER STRIKE (PUT)
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
SPOT
ACTUAL FUTURE
BASIS (SYNTH−SPOT)
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
Total Events
Today
Upcoming
Companies
Events
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MCWM Calendar
World economic & events
Total Events
Today
High Impact
Countries
Events
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Simulator · Test Any Strategy
ParametersTest strategies against historical data
VWAP
Strat PnL
Tracker
Theme
App
All pages
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