Automated Equity & Futures Live Scanner Scripts
2 Ticks / Sec (500ms)Automated scripts inspect Cost-of-Carry anomalies, arbitrage spread threshold violations, and expiry convergence.
Scans if Annualized CoC > 7.00% p.a. after deducting STT and borrowing charges.
Alerts when FUT trades below Spot EQ (Negative Spread & Reverse Arbitrage opportunity).
Calculates theoretical cost-of-carry vs actual market futures every live tick.
Live Equity & Futures Difference Calculator Suite
Live calculating price difference, basis yield, financing carry, and net risk-free arbitrage returns
Real-Time Difference & Profit Analytics
Contango (Premium)Live High-Speed Equity & Futures Difference Table 0 Instruments
Real-time tick updates with instantaneous difference & carry recalculation.
| Symbol / Expiry | Cash EQ (Spot) | Futures (FUT) | Difference (₹) | Basis (%) | Annualized CoC (%) | Market State | Auto-Alert Status | Action |
|---|
High-Speed Intraday Price Convergence & Spread Ticks
Visualizing live tick movements and futures-to-spot convergence for RELIANCE
Intraday Trading Plan
🗓 Phase 1: Observation
- No Trades: Let initial market volatility settle.
- Mark Levels: Identify At-The-Money (ATM) high/low boundaries.
⏰ Phase 2: Execution
- Indicator Check: Enter only if price sustains VWAP with RSI confirmation.
- Strict SL: Maintain a hard stop-loss (such as 50% of premium or fixed index points).
📉 Phase 3: Square-off
- Auto Exit: Close all intraday positions to avoid overnight gap risks.
Options Strategies
🤖 AI Strategy Builder
Rule-based engine · Black-Scholes estimates · not advice🔎 4. Execution Framework & Risk Management
- Capital Base: Allocate a fixed percentage of total trading capital per trade.
- Stop Loss: Mandatory on all legs, especially option-selling strategies.
- Time Decay: Leverage theta decay as a seller; avoid naked buying close to expiry unless scalping momentum.
Popular Options Strategy Builders
- Sensibull: Offers basket orders, ready-made strategy wizards, and super-simple modes for Nifty and BankNifty.
- Opstra: Advanced analytics terminal by Definedge for payoff charts, Greeks, and virtual trading portfolios.
- Stolo: Provides live NSE data, full risk metrics, IV scenario overlays, and multi-leg aggregation.
- Trendlyne SmartOptions: Great for evaluating P&L, open interest, and payoff simulations across indices.
🗓 Step-by-Step Execution Workflow
- Select Underlying: Choose NIFTY or BANKNIFTY and pick your target expiry date.
- Define Market View: Select a pre-built template (Iron Condor, Straddle, Spread) or add custom buy/sell legs via the option chain.
- Analyze Metrics: Check combined Delta, Theta, Vega, Gamma, and break-even points.
- Simulate & Deploy: Validate margin requirements and execute via a single-click basket order.
Market Schedule
🗓️ Market Schedule
- 3:00 PM – 3:15 PM: Regular trading
- Calculates reference price
- 3:15 PM – 3:20 PM: Transition phase
- Continuous trading stops
- 3:20 PM – 3:25 PM: Order entry one
- Market and limit orders
- 3:25 PM – 3:30 PM: Order entry two
- Limit orders only
- 3:30 PM – 3:35 PM: Price matching
- Single equilibrium price set
📊 Mechanism
- Single price discovery
- Maximizes trading volume
- Minimizes order imbalance
- Price protection
- Set at plus or minus 3%
- Anchored to reference VWAP
⚠️ Trading Rules
- Allowed orders
- Market orders
- Limit orders
- Restricted orders
- Stop-loss orders canceled
- No iceberg orders
- Scope limitations
- Applies to F&O equities only
- Non-F&O stocks trade till 3:30
Index Options Spread Scanner
SIMULATEDVertical spreads (top 30, per-lot ₹)
| Strategy | Legs | Net pts | Max profit | Max loss | Breakeven | R:R | POP est. |
|---|
Put-call parity difference (synthetic future vs fair value, top 8)
| Strike | CE | PE | Synthetic | Fair | Diff pts | Diff ₹/lot | Idea |
|---|
Prices are last-traded values, not bid/ask, and legs may have traded seconds apart, so apparent mispricings are often stale quotes. Net pts and breakevens exclude brokerage, STT and slippage. POP is a model estimate (lognormal, implied vol backed out of the ATM straddle), not a forecast. Rows marked ARB? show a risk-free profit on paper and almost always mean a stale quote. Educational tool, not investment advice.
India · NSE / BSE / F&O
Complete Indian Market Analysis
Quotes and options data only appear when the connected provider returns them. No fabricated fallback prices.
BANK NIFTY
UNAVAILABLEFII / DII activity
UNAVAILABLEPublished exchange/depository reports are not supplied by the Kite quote endpoint. Values intentionally omitted.
Options OI / PCR
UNAVAILABLEIndex snapshot & signal context
Rule-based daily snapshot, not a prediction
| Index | LTP | Day % | Snapshot bias |
|---|---|---|---|
| Connect Zerodha, then refresh. | |||
NIFTY / BANKNIFTY option chain
OI/PCR from available quote fields; missing fields remain blank
| CE OI | CE LTP | Strike | PE LTP | PE OI |
|---|---|---|---|---|
| No chain requested yet. | ||||
NSE stock scanner
Watchlist universe; scanner uses provider-returned daily quote fields.
| Symbol | LTP | Day % | Volume | Snapshot signal | Data status |
|---|---|---|---|---|---|
| Connect Zerodha and refresh analysis. | |||||
Data quality legend
LIVE means the provider reports a recent trade/quote and the broker connection is healthy; this is not a guarantee of exchange-wide latency. DELAYED / STALE means the latest provider timestamp is old or missing. PUBLISHED refers to a report-based metric, not a live feed. FII/DII values are not available from the current Kite quote integration and are not guessed. Signals are descriptive heuristics, not investment advice. No orders are placed.