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Options Gamma Pressure
Estimated gamma exposure by strike, showing where options positioning may amplify or dampen moves in the underlying.
Trading Terminal · Options & Derivatives Intelligence
Advanced Options Analysis
Open interest, implied volatility, IV rank and percentile, historical volatility and Greeks in one derivatives dashboard.
In Development — Targeting December 2026
OMONOption MonitorNIFTY · NSE · 28-Nov · Spot 24,612Concept render · illustrative data
ATM IV14.8%
IV Rank (1Y)32
IV Pctl (1Y)41
HV 20D12.9%
PCR (OI)1.11
Straddle @ 24,600307.75
Option chain
| OI k | ΔOI | IV | Δ | LTP | Strike | LTP | Δ | IV | ΔOI | OI k |
|---|---|---|---|---|---|---|---|---|---|---|
| 174 | +11 | 16.0 | 0.97 | 396.60 | 24,250 | 33.76 | -0.03 | 16.5 | -1 | 99 |
| 123 | -2 | 15.5 | 0.97 | 362.08 | 24,300 | 50.87 | -0.03 | 16.0 | -11 | 85 |
| 104 | +2 | 15.0 | 0.89 | 332.78 | 24,350 | 68.30 | -0.11 | 15.5 | +3 | 139 |
| 42 | -7 | 14.5 | 0.82 | 299.88 | 24,400 | 88.28 | -0.18 | 15.0 | -12 | 197 |
| 176 | -16 | 14.2 | 0.74 | 275.47 | 24,450 | 112.64 | -0.26 | 14.7 | -7 | 146 |
| 156 | +1 | 13.9 | 0.67 | 243.40 | 24,500 | 131.99 | -0.33 | 14.4 | -3 | 103 |
| 116 | +2 | 13.7 | 0.59 | 201.82 | 24,550 | 144.15 | -0.41 | 14.2 | -10 | 79 |
| 176 | 0 | 13.5 | 0.52 | 157.40 | 24,600 | 150.35 | -0.48 | 14.0 | +12 | 95 |
| 164 | +1 | 13.4 | 0.44 | 150.00 | 24,650 | 180.47 | -0.56 | 13.9 | +8 | 103 |
| 87 | +24 | 13.4 | 0.37 | 133.38 | 24,700 | 225.77 | -0.63 | 13.9 | -15 | 191 |
| 61 | +4 | 13.5 | 0.29 | 122.28 | 24,750 | 254.10 | -0.71 | 14.0 | +10 | 162 |
| 77 | -10 | 13.6 | 0.22 | 97.45 | 24,800 | 288.97 | -0.78 | 14.1 | -9 | 123 |
| 122 | +19 | 13.8 | 0.14 | 76.60 | 24,850 | 318.17 | -0.86 | 14.3 | +9 | 60 |
| 53 | -3 | 14.1 | 0.07 | 58.81 | 24,900 | 346.39 | -0.93 | 14.6 | +16 | 154 |
| 42 | -1 | 14.4 | 0.03 | 42.57 | 24,950 | 379.80 | -0.97 | 14.9 | +22 | 116 |
OMON · selected 24,600 · chain view · LTPs move on the simulated feedSIMULATED DATA · NOT LIVE · IN DEVELOPMENT
Demo data · simulated feed. Illustrative only — not live market data and not investment advice. Try it: click rows, tabs and controls.
ConceptDesigned and specified, but engineering has not started. Scope may change or the feature may be dropped.
Overview
Options decisions depend on several numbers at once: whether implied volatility is high or low relative to its own history, how it compares with realized volatility, where open interest is building, and how the Greeks of a position behave.
The advanced options dashboard is specified to put those measures side by side for an underlying — with the volatility smile, IV rank and percentile, historical volatility across windows, and open-interest changes by strike — so the full derivatives picture is in one place.
Capabilities
What It Is Designed to Do
Intended capabilities. The released feature may differ.
Open interest analytics
OI and change in OI by strike and expiry, with put/call ratios.
Implied volatility
IV by strike (smile) and across expiries (term structure).
IV rank and percentile
Current IV against its own range over a chosen lookback.
Historical volatility
Realized volatility over several windows for comparison with IV.
Option Greeks
Delta, gamma, theta and vega per contract.
In practice
Workflow & Limits
Intended workflow
- Choose an underlying and expiry.
- Check IV rank and compare IV with realized volatility.
- Review OI build-up by strike.
- Inspect Greeks for the contracts you are researching.
What to keep in mind
- Concept stage. Scope is subject to change.
- This page describes a feature in development. It is not available to use yet.
Data requirementRequires option-chain data. For NSE/BSE derivatives the terminal is planned to use option-chain data delivered through broker data integrations; open interest updates at the exchange's intervals, not tick by tick. Any delayed data will be labeled.
Related
Works Well With
ConceptResearch
Advanced Chart Analytics
A multi-chart workspace with indicators, multi-timeframe views, drawing tools, watchlists and analytical overlays.
In DevelopmentAI Intelligence
Macro Dashboard
The cross-asset backdrop on one screen: indices, the US dollar, yields, volatility, central banks and the economic calendar.
Coming Soon — Targeting Late 2026
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