Everything you need to read
the options market
NeoGreeks gives Indian options traders a real-time edge — Dealer Gamma Exposure (GEX), zero-gamma levels, live OI chain, minute-by-minute OI flow, squeeze detection, and market regime signals, all in one terminal.
Gamma Exposure — see where hedging flows push the market
Large option desks are forced to buy and sell the index to hedge what they've written. GEX maps that forced flow strike-by-strike — walls where rallies stall, zones where drops accelerate, and the regime that tells you whether today rewards range-trading or momentum.
NIFTY · Live GEX Profile
Call & Put Walls
The strikes with the heaviest hedging pressure. Rallies tend to stall into the call wall; a break below the put wall tends to run fast. Your ceiling and floor for the session, recalculated live.
Zero-Gamma Level
The tipping point between two markets: above it, hedging damps moves (range days); below it, hedging amplifies them (trend days). Crossing it is often when a quiet session turns violent.
Gamma Regime
LONG GAMMA: fade extremes, sell premium, expect pinning. SHORT GAMMA: ride momentum, widen stops, don't trust dip-buying. One badge sets your playbook for the day.
Plain-English Guidance
Every chart ships with speed-bumps-and-slippery-slopes explanations built in — institutional analytics without the institutional jargon. Available for NIFTY, BANKNIFTY and SENSEX.
Live OI chain with 1-minute resolution
Every strike. Every second. See exactly where call and put writers are positioned — and watch it change in real time.
NIFTY · Jun 26 Expiry
| CE OI | ΔOI | IV% | STRIKE | IV% | ΔOI | PE OI |
|---|---|---|---|---|---|---|
| 82.4L | −3.1L | 13.2 | 24,500 | 11.8 | +1.2L | 14.1L |
| 1.14Cr | −1.8L | 11.4 | 24,400 | 10.5 | +2.4L | 21.6L |
| 1.52Cr | +4.1L | 9.8 | 24,300 ◆ | 9.6 | +5.7L | 1.38Cr |
| 1.84Cr | +6.2L | 8.1 | 24,200 | 8.4 | −2.3L | 98.4L |
| 2.01Cr | +3.7L | 7.2 | 24,100 | 7.9 | −4.1L | 74.8L |
Minute-by-minute OI Flow
Track OI additions and unwinding at every strike across four rolling windows — 5 min, 15 min, 30 min, and 60 min — on a single chart.
PCR Gauge & Trend Bias
Put-Call Ratio calculated live from raw OI. Quickly see whether the market is bullish, bearish, or in a compression zone heading for a breakout.
Know before the move happens
NeoGreeks monitors price velocity and OI imbalance simultaneously to surface squeeze setups and sudden directional breaks before they fully develop.
Squeeze & Velocity Detector
Fires when price moves beyond a configurable threshold (e.g. 35 pts on NIFTY, 100 pts on SENSEX) within a 2-minute window. Paired with OI compression at ATM ± 2 strikes for directional confirmation.
Price velocity trigger — configurable per instrument- OI compression detection at ATM ± 2 strikes
- Lopsided OI ratio → directional lean signal
OI Buildup Alerts
Configurable threshold alerts when raw OI change at any single strike crosses your defined size. Catch institutional positioning as it happens, not after the move.
- Per-strike OI buildup threshold (default 25,000 lots)
- Rolling delta across 5 / 15 / 30 / 60-min windows
- Support & resistance identified from OI clusters
Market Regime Signals
Beyond individual strikes — NeoGreeks classifies the overall market posture: trending, ranging, or compressing. Know which trading style is optimal right now.
- Trending / Ranging / Compression classification
- OI-derived support and resistance bands
- CE:PE imbalance ratio for directional lean
OI Flow History
Every OI snapshot is persisted to disk in per-day JSON files. Replay any session, compare today's OI build pattern to last week's, or export for your own analysis.
- Persistent per-day OI history (JSON)
- Replay any market session
- Export-ready for external analysis
Scan the whole market, not one chart at a time
Twelve rules run every session across the ~500 most liquid cash names and the ~210 with F&O contracts, built from NSE's own bhavcopy — no manual screening, no missed setups. End-of-day results are free for every signed-in user; connect a broker for the live intraday overlay.
Price & OI Scanners
Near Breakout / Near Breakdown against 40-session swing pivots, Reversal (sharp 5-day move fading), Volume Surge vs the stock's own 20-session average, and the four OI-buildup reads — Long Build, Short Build, Divergence (short covering) and raw OI Buildup.
- Near Breakout / Near Breakdown, basis-adjusted to cash
- Long Build, Short Build, Divergence, OI Buildup
- Reversal and Relative Strength vs NIFTY
Delivery & Disclosed Deals
High Delivery flags volume that actually settled, not just traded, well above the stock's own norm. Bulk/Block Buy surfaces NSE's disclosed deals with the counterparty named — the only daily feed that attributes a purchase to a specific institution.
- Delivery % vs 20-session average, with a floor
- Disclosed bulk/block deals, buyer named
- FII holding rising quarter-on-quarter
EMA Crossovers
9/21 and 5/20 EMA crosses, sorted bullish first then freshest. Each row shows the age in bars, so a week-old cross never sits in the list disguised as today's news.
- Fast (9/21) and slow (5/20) crossover pairs
- Cross age shown in bars, capped at 2
- Implied vol priced below realised — IV Cheap
Free End-of-Day, Live When Connected
The scan rules run on NSE's public bhavcopy and are free for every signed-in user. Connect any broker (Fyers, Upstox or Angel One) and the same tiles switch to live intraday prices — the LTP and "distance to level" numbers move with the market instead of sitting at yesterday's close.
- No broker needed for end-of-day scans
- Live intraday distances once a broker is connected
- Full stock detail panel — OI, IV vs RV, deals, FII holding
A real charting workspace, built for options
Live candlesticks with the drawing tools and OI context a static broker chart doesn't give you — every line you draw is saved and comes back the next time you open the symbol.
Live Candlestick Chart
Powered by a lightweight, live-updating candle renderer per instrument and expiry. Only the last bars redraw on every tick — drawings, indicators, zoom and scroll position all survive, instead of the whole chart resetting under you.
- Per-instrument, per-expiry candles
- Split view to compare two symbols side by side
- Zoom, scroll and layout persist through live updates
Drawing Tools, Saved Per Symbol
Trendlines, horizontal levels, zones and an editable Fibonacci retracement — with magnet snap to the nearest candle so a level lands exactly where you meant it. Every drawing is saved to your account and reloads automatically the next time you open that symbol.
- Trendlines, levels, zones, Fibonacci retracement
- Magnet snap, undo, and clear-all per symbol
- Drawings persist to your account, not just the browser tab
Indicator Panel
A dedicated sub-panel for the indicators that don't belong on the price axis, opened alongside the candles without leaving the chart. Toggle it per symbol as your setup needs it.
- Dedicated indicator sub-pane, not overlaid on price
- One-key toggle, remembered per symbol
OI Profile Overlay
Option open interest by strike, drawn directly onto the price chart — so the strikes with real positioning behind them sit right next to the candles that are approaching them, instead of in a separate table you have to cross-reference.
- Per-strike OI drawn on the price axis
- Drawn under your own drawings, never over them
- One keystroke to toggle (O)
NSE & MCX — all in one terminal
From Nifty options to commodity futures — NeoGreeks covers the instruments Indian traders actually trade, with the same depth on every symbol.
NSE Index Derivatives
Full options chain with OI, OI change, IV, PCR, and squeeze signals for India's three flagship index derivatives.
- Weekly expiry support
- Top ±15 strikes around ATM
- Candlestick chart via live price feed
MCX Commodities
Real-time OI and OI delta for six major MCX commodity futures. Coming soon — currently under active development.
Built for the serious trader
Every piece was designed around one real problem — catching the move before it's over.
Secure Session Auth
Session-based login with HTTPS-only cookies, CSRF protection, and configurable session lifetime. Safe to run on a VPS.
WebSocket-native Data
OI and quote data arrives over broker WebSockets — no polling lag, no REST round-trips for critical chain data.
Candlestick Overlay
Price candlestick chart for the underlying rendered alongside OI data so you never lose sight of where price is.
Configurable Thresholds
Set your own OI buildup size, velocity points, squeeze percentage, and polling intervals — no one-size-fits-all defaults.
Market-hours Aware
Signals and snapshots only fire between 9:15 AM and 3:40 PM IST. No false alerts during pre-market or post-close noise.