113 free tools & guides
Smart-money tools & guides for Indian markets
Live data hubs for FII/DII flow, NIFTY and BANK NIFTY option chains, OI buildup, bulk deals, and sector flow — plus evergreen guides covering the concepts behind each tool. All free, no signup, refreshed live during NSE market hours.
Live data hubs
Interactive tools that pull live exchange data during NSE market hours.
FII DII Data Today
Daily FII and DII cash and derivative activity on the NSE, with a 30-day trend, per-segment breakdown, and a participant-OI lens you won't find elsewhere.
India Fear & Greed Index
A 0–100 read on Indian stock-market sentiment, computed daily from India VIX, NIFTY momentum, market breadth, FII cash flows, FII derivatives positioning and the options put-call ratio.
The Stock Time Machine
Pick a stock, an amount and a date — see what that investment would be worth today, its CAGR, and how it compares against the NIFTY and a fixed deposit. Split- and bonus-adjusted.
Commodities & Global Markets — Live Prices
Live prices and daily moves for the commodities and macro benchmarks that drive every market — crude and Brent, gold, silver and copper, Bitcoin and Ether, the US Dollar Index, the 10-year Treasury yield and the VIX.
NIFTY 50 Option Chain — Live with Greeks, Max Pain & PCR
Live NIFTY option chain with Delta, Gamma, Theta, Vega, calculated max pain, put-call ratio, and the highest call and put OI strikes. Refreshes every minute during market hours.
BANK NIFTY Option Chain — Live with Greeks, Max Pain & PCR
Live BANK NIFTY option chain with full Greeks, calculated max pain, put-call ratio, and the dominant OI strikes for India's most-traded banking index. Refreshes every minute.
NSE Heatmap — Live Indian Stock Market Map
Every NIFTY 500 stock on one screen — sized by traded value, coloured by today's price action. Live for NSE-listed Indian stocks, NIFTY 50, BANK NIFTY constituents, and the full F&O universe.
F&O Futures Heatmap with OI Buildup Colouring
Every F&O stock in one treemap, sized by futures notional and coloured by its Long/Short Buildup classification.
Contango & Backwardation — Futures Basis Opportunities
Every NSE index and stock future ranked by its premium or discount to spot — annualized and net of an indicative round-trip cost, benchmarked against the risk-free rate. See where cash-and-carry actually pays.
F&O OI Buildup Screener
Every F&O stock classified into Long Buildup, Short Covering, Short Buildup, or Long Unwinding — refreshed daily from official end-of-day data.
Bulk & Block Deals with Named Counterparties
Daily-refreshed list of bulk and block deals on Indian exchanges, including the name of every counterparty — FIIs, mutual funds, insurance companies, promoters, HNIs.
NIFTY Option Chain — Live, with Greeks
Strike-by-strike open interest, IV, Delta, Theta, Vega, plus implied range, PCR, max pain, and support/resistance markers — refreshed every 60 seconds.
Multi-leg Options Strategy Builder
Build any options strategy, see the payoff curve at expiry, max profit/loss, breakevens, and position-level Greeks — all live.
Smart Money Tracker for Indian Markets
Where institutional money is flowing in real time — FII/DII positioning, F&O OI, named bulk deals, insider activity, all on one free dashboard.
Sector Flow — NSE Sectoral Indices, FII Activity & OI Buildup
All major NSE sectors on one page — sector index moves, FII positioning, OI buildup, and the top stocks driving each sector today. IT, Banking, Auto, Pharma, FMCG, Metal, and 14 more.
FIN NIFTY Option Chain — Live with Greeks, Max Pain & PCR
Live FIN NIFTY option chain with full Greeks, max pain, PCR, and dominant OI strikes for India's financial services index. Monthly expiry, last Tuesday.
MIDCAP NIFTY Option Chain — Live with Greeks, Max Pain & PCR
Live MIDCAP NIFTY option chain — live strikes, Greeks, max pain, PCR, and the dominant OI strikes for India's mid-cap derivative index.
Expiry Day Analysis — NIFTY, BANK NIFTY, FIN NIFTY
What to watch, what to trade, and what to avoid on weekly and monthly expiry days. Rollover data, historical expiry-day moves, and current cycle positioning.
F&O Ban List Today — Stocks in NSE Ban Period
Live list of stocks currently in NSE F&O ban period — entry triggers, exit conditions, and what happens to your positions when a stock enters ban.
Educational guides
Evergreen explainers covering the concepts behind the live data — read once, reference forever.
Options Greeks — Delta, Gamma, Theta, Vega Explained for Indian Markets
A practical, India-specific guide to options Greeks with NIFTY and BANK NIFTY examples. Built for traders who want to actually use them, not just memorise definitions.
How to Read an Option Chain — A Practical Guide
Every column, every row, every signal — what an option chain actually tells you and how to use it for entry, sizing, and exit. India-specific, with NIFTY and BANK NIFTY examples throughout.
OI Buildup — Long Buildup, Short Buildup, Unwinding & Covering
What the four OI buildup classifications mean, how Strota computes them, and how to use them to read smart-money positioning in real time.
FII vs DII Explained — How Institutional Flow Drives Indian Markets
Who FIIs and DIIs are, how their flow is reported, what their cash vs derivative positioning means, and how to read the data without falling for the common misreads.
Options Strategies for Indian Markets
Long call, long put, straddle, strangle, iron condor, calendar spreads, covered call, bull call spread, bear put spread — when to use each, with India-specific lot sizes and examples.
Smart Money in Indian Markets — A Practical Guide
What 'smart money' actually means in Indian markets, where the signals live, and how to combine FII/DII flow, OI buildup, bulk deals, and insider activity into a single positioning read.
Strota Learn — Module 1: F&O Market Mechanics
Eight short chapters covering Indian F&O specifics — lot size, expiry calendar, MWPL, settlement, STT, exercise style, rollover, contract specs.
F&O Lot Sizes on NSE
Why one F&O contract isn't one share, how NSE sets lot sizes, and where to find the authoritative current value.
Weekly vs Monthly Expiry — NSE F&O Schedule
One weekly expiry per exchange (NIFTY Tuesday on NSE, SENSEX Thursday on BSE) plus the monthly. What changed in 2024-2025, which contract expires when, and why it matters.
MWPL & F&O Ban — How NSE Caps F&O Positioning
What Market-Wide Position Limit means, how the F&O ban gets triggered, and what happens to your positions when a stock crosses it.
How NSE F&O Settles on Expiry Day
The volume-weighted closing price, the auto-exercise rule, and what actually happens to your position at 3:30 PM IST.
STT on Options Trading — The Full Indian-Market Rules
Why option buyers pay almost no STT on entry but get crushed on ITM exercise — and how option sellers pay differently. The single biggest retail F&O blind spot.
European vs American Options — The NSE Choice
Why NSE options can only be exercised at expiry, what that means for strategies, and which US-imported strategies don't translate.
Rollover Percentage — The Conviction Signal at Monthly Expiry
What rollover means, how to compute it, and what high vs low rollover tells you about institutional positioning conviction.
NSE F&O Contract Specifications
Lot size, tick size, strike spacing, expiry calendar — the technical details every NSE F&O trader needs to know.
F&O Market Mechanics — Module 1 Recap
The seven Indian-market-specific rules you need to know before any F&O trade — wrapped up in one quick reference.
Strota Learn — Module 4: Options Greeks Applied
Eight chapters with live NIFTY ATM widgets — Delta, Gamma, Theta, Vega, net Greeks for multi-leg, plus Greeks vs expiry curve and vs IV regime.
Delta — The Most Important Greek
What Delta tells you, how to use it for directional sizing, and what NIFTY's ATM Delta is right now.
Gamma — Delta's Slope and Expiry Day's Hidden Risk
Gamma is the Greek that turns small underlying moves into big P&L swings. Why it peaks on expiry day, and why selling naked options near expiry can ruin accounts.
Theta — How Time Bleeds Option Premium
What Theta is, why it accelerates near expiry, and how the same number that's a cost for buyers is the income source for sellers. With current NIFTY ATM Theta.
Vega — Sensitivity to Implied Volatility
Why option prices jump before RBI policy and crash after — and how Vega measures the size of that move. With current NIFTY ATM Vega and IV.
Net Greeks — Reading the Risk of Multi-Leg Positions
How to compute net Delta, Gamma, Theta, and Vega for any combination of options. The skill that separates serious traders from premium guessers.
Greeks vs Expiry Curve — How Each Greek Changes as Time Runs Out
Delta, Gamma, Theta, and Vega all shift dramatically in the last week of an option's life. Knowing the curve is essential for selling premium into expiry.
Greeks vs IV Regime — Trading the Same Strikes in Different Worlds
Low-IV and high-IV markets produce completely different Greeks at the same strike. Knowing the regime is the difference between a smart trade and an unwitting one.
Greeks Applied — Module 4 Recap
Six chapters of Greeks compressed into one pre-trade checklist. The Greeks you check before every options trade, in order.
Strota Learn — Module 3: Reading the Option Chain
Twelve chapters on chain interpretation — every column, every signal, with NIFTY examples and live widget.
Option Chain LTP — Reading the Last Traded Price
What LTP tells you, when to trust it, and why it's the noisiest column on the chain.
Bid-Ask Spread — Reading Liquidity from the Chain
Wide spreads kill option strategies. How to read bid-ask before trading any strike.
Volume — What's Trading TODAY
Volume tells you today's activity, OI tells you accumulated positioning. Reading them together is the key.
Open Interest — The Most Important Column
OI tells you where positions have built up over the option's life. The single most predictive column on the chain.
OI Change — What's Happening TODAY in Positioning
OI Change is the daily flow signal. Where it's positive, fresh positioning; where it's negative, unwinding.
Implied Volatility — Pricing the Unknown
IV is the market's estimate of how volatile the underlying will be from now to expiry. The single most important non-direction column.
IV Smile and Skew — Volatility Curve Across Strikes
IV isn't constant across strikes. The shape of the curve tells you about fear, complacency, and event positioning.
PCR — Put-Call Ratio as Sentiment Gauge
Total put OI ÷ total call OI. Most useful at extremes — contrarian indicator.
Max Pain — Computation, Gravity, and Limits
The strike that maximises total option-writer profit. Real gravity on expiry day, not a forecast.
Dominant OI Strikes — The Weekly Range Boundaries
The two strikes that frequently bound the index for the expiry week.
Weekly vs Monthly Chain — Different Stories
The same underlying produces different chains for weekly and monthly contracts. Each has its own signal.
Option Chain Reading — Module 3 Recap
Twelve columns and signals compressed into a chain-reading checklist.
Strota Learn — Module 2: Smart Money Basics
Ten chapters on FII/DII flow reading — identity, cash vs derivative, participant data, L/S ratio, streaks, cross-verification.
Who Are FIIs and DIIs?
Foreign vs domestic institutional investors — who they are, what they hold, and why their behaviour differs structurally.
FII Cash vs Derivative — Reading the Full Picture
FIIs can buy in cash and sell in derivatives at the same time. Reading only one side misses what's really happening.
How to Read NSE's Participant-Wise OI Data
The four participant categories, four segment splits, and what each combination means.
FII Long-Short Ratio — Reading Institutional Sentiment
The single number that tells you most about FII directional view. Extremes are contrarian.
DII Flow Patterns — Why DII Is Different
DII flow is structurally persistent because of relentless retail SIP inflows. That changes how you read it.
FII/DII Divergence — The Most Common Pattern
FIIs and DIIs frequently disagree. What that disagreement signals about market dynamics.
Hedging vs Directional — Disentangling FII Intent
Not all FII flow is sentiment. Some is mechanical hedging. Knowing the difference changes how you weight the signal.
FII Flow Streaks — Length, Direction, and What They Signal
10-day FII selling streaks historically coincide with 4-8% NIFTY drawdowns. Streak analysis is the highest-edge multi-day signal.
Cross-Verifying Smart-Money Signals
FII/DII flow + OI buildup + bulk deals + insider activity. When 3+ agree, the signal is high-conviction.
Smart Money Basics — Module 2 Recap
Reading FII vs DII flow, participant data, and combining streams. The pre-trade checklist for institutional signal analysis.
Strota Learn — Module 5: Options Strategies India
Fifteen strategies plus selection framework and recap. Long call, spreads, straddle, strangle, iron condor/butterfly, calendar, covered call, protective put, ratio, jade lizard.
Long Call — The Simplest Bullish Trade
Buy a call. Profit if the underlying rises above your strike + premium. Max loss is the premium paid.
Long Put — Bearish or Hedging Trade
Buy a put. Profit if the underlying falls below strike - premium. Max loss is the premium paid. The cleanest way to hedge a long portfolio.
Bull Call Spread — Bullish, Cheaper than a Naked Call
Buy a lower-strike call, sell a higher-strike call. Reduces cost. Caps upside. Best in high-IV regimes when naked calls are expensive.
Bear Put Spread — Bearish, Cheaper than a Naked Put
Buy a higher-strike put, sell a lower-strike put. Mirrors the bull call spread on the downside.
Long Straddle — Bet on a Big Move (Either Direction)
Buy ATM call + buy ATM put. Profit if the underlying moves significantly in EITHER direction. Best before known catalysts in low-IV regimes.
Long Strangle — A Wider, Cheaper Straddle
Buy OTM call + buy OTM put at different strikes. Lower cost than straddle but needs a bigger move.
Short Straddle — Premium Selling at ATM
Sell ATM call + sell ATM put. Profit if the underlying stays near the strike. Unlimited theoretical risk — handle with care.
Short Strangle — Wider, Safer Premium Selling
Sell OTM call + sell OTM put. The most-popular retail Indian income strategy on weekly options. Wider profit zone than short straddle.
Iron Condor — The Safest Premium-Selling Trade
Short strangle + long wings. Defined max loss. The disciplined version of options income selling.
Iron Butterfly — Tighter Range, Higher Credit
Sell straddle at ATM + buy wings further OTM. Defined-risk short straddle. Higher reward, narrower window than iron condor.
Calendar Spread — Trading Time Decay Differential
Sell near-dated option + buy same-strike far-dated option. Profit from differential Theta and IV expansion.
Covered Call — Selling Calls Against Stock You Own
Own the stock + sell a call against it. Generates monthly income. Caps your upside at the strike. The classic 'enhance return on stocks I already own' play.
Protective Put — Insurance for a Long Portfolio
Own the stock + buy a put against it. Caps downside at strike - premium. The classic 'I want to keep this stock but limit downside' play.
Ratio Spread — Asymmetric Risk Profile
Buy 1 option + sell 2 (or more) at a different strike. Creates a non-symmetric payoff that profits in a specific range.
Jade Lizard — Sell Premium Without Upside Risk
Short OTM put + short OTM call + long further-OTM call. Net credit > spread width on the call side = no upside risk.
How to Pick the Right Options Strategy
Match the strategy to the market regime. A quick decision framework for picking from the 14 strategies covered in Module 5.
Options Strategies — Module 5 Recap
All 14 strategies in one quick-reference matrix. Direction × IV regime × capital tolerance.
Strota Learn — Module 6: OI Buildup Playbook
Per-stock futures positioning deep-dive. The four classifications, streaks, sector breadth, and combining buildup with price action.
Long Buildup — Fresh Longs Entering With Conviction
The strongest of the four OI signals: what causes a Long Buildup, how to confirm it's real, when it's a trap, and how to size a trade around it on Indian F&O stocks.
Short Buildup — Fresh Shorts Entering With Conviction
The mirror of Long Buildup: new short positions opening into a falling price. How to read it, when it sets up a short-squeeze, and why a crowded short is a different animal from a fresh one.
Long Unwinding — Existing Longs Taking Profits
The weak-bearish signal that traders most often misread. Why a falling price on falling OI is profit-taking, not fresh selling — and how to tell exhaustion from the start of a real decline.
Short Covering — Trapped Shorts Buying Back
The weak-bullish rally that runs further than anyone expects — then stalls. Why short covering has no fresh long fuel, how it differs from Long Buildup, and the sequence that turns it into a real bottom.
OI Buildup Streaks — The Signal Is in the Persistence
A single day's classification is noise. Three to five consecutive same-class days is a position being built. How to read streaks, why they carry the real expectancy, and what breaks them.
Sector Breadth — When Buildup Is a Theme, Not a Single Name
The difference between one bank in Long Buildup and eight banks in Long Buildup. How to read positioning across a sector, why breadth upgrades a signal, and how rotation shows up in the data.
OI Buildup Meets the Chart — Same Signal, Different Verdict
The identical classification means opposite things at support versus at a 52-week high. How to combine futures positioning with price location, trend, and key levels for a complete read.
Module 6 Recap — The OI Buildup Playbook
The four classifications, their conviction levels, and the cross-checks that turn raw positioning data into a tradeable read — in one place.
Strota Learn — Module 7: Expiry Day Mechanics
India's post-SEBI expiry calendar (NIFTY Tuesday, SENSEX Thursday, BANK NIFTY monthly), cash vs physical settlement, rollover, expiry-day Greeks and strategy.
India's F&O Expiry Calendar After the SEBI Overhaul
One weekly expiry per exchange, new expiry days, and discontinued contracts — the current schedule explained, and why it changed.
NIFTY Weekly Expiry — The Tuesday Clock
How NIFTY's Tuesday weekly settles, why premium evaporates through the day, and the intraday patterns that recur on expiry.
SENSEX Weekly Expiry — The Thursday Counterpart
BSE's SENSEX is the other surviving weekly index option. How its Thursday expiry works and how it differs from NIFTY's Tuesday.
BANK NIFTY — A Monthly-Only Product Now
BANK NIFTY lost its weekly option in 2024. What monthly-only means for its decay profile, and how to trade a high-beta index without a weekly contract.
Monthly Expiry — Rollover, Settlement and the Stock-Delivery Trap
The last Tuesday combines index and stock F&O expiry. How rollover works, why stock options settle in shares, and what to do before the close.
Expiry-Day Volatility — Why the Last Session Behaves Differently
Theta acceleration, IV crush and gamma risk turn expiry into its own regime. What drives the moves and how option buyers and sellers are affected differently.
Expiry-Day Strategies — Trading the Last Session Sensibly
How experienced traders actually play expiry: harvesting decay with defined risk, fading or riding pinning, and why naked selling is the recurring blow-up.
Module 7 Recap — Expiry Day Mechanics
The current expiry calendar, how each contract settles, the forces that move expiry day, and how to trade it — in one place.
Strota Learn — Module 8: Bulk, Block & Insider Disclosures
The public disclosure trail: bulk deals (0.5%), block deals (SEBI 2025 framework), SEBI PIT insider trades, promoter pledge, and the quarterly shareholding pattern.
Bulk Deals — The 0.5% Disclosure and What It Signals
What makes a trade a 'bulk deal', why the exchange names the counterparty, and how to read the data without overreacting to it.
Block Deals — The 2025 Framework
SEBI overhauled block deals in 2025: a higher minimum, wider price band, compulsory delivery and disclosed identities. What changed and how to read the prints.
Insider Trading and the PIT Regulations
What SEBI's Prohibition of Insider Trading rules actually require, who counts as an insider, and how the legal insider-trade disclosures become a usable signal.
Promoter Pledge — The Risk Signal Hiding in the Shareholding Pattern
Why promoters pledge shares, what rising pledge levels warn of, and how SEBI's encumbrance disclosures let you see the risk building.
Shareholding Pattern — The Quarterly Map of Who Owns the Stock
How to read the quarterly shareholding pattern, what rising institutional and mutual-fund holdings signal, and why it's a lagging-but-valuable confirmation.
Module 8 Recap — Reading India's Disclosure Trail
Bulk deals, block deals, insider trades, promoter pledge and the shareholding pattern — what each discloses, and how to combine them into one institutional read.
Strota Learn — Module 9: Sector Rotation Patterns
Structural drivers of banking, IT, auto, pharma and metal/energy rotation, and reading the cyclical-vs-defensive map.
Banking — Why the Index Lives and Dies by the Banks
Banking is the heaviest index weight, so banking leadership is often index leadership. How the RBI cycle, private-vs-PSU dynamics and credit growth drive its rotation.
IT — The Rupee Hedge That's Also a US-Cycle Bet
Indian IT earns in dollars and sells to US clients, so it rotates on the rupee and US tech spending. Why it's defensive and cyclical at the same time.
Auto — A Consumption Cyclical With a Commodity-Cost Twist
Autos rotate on demand cycles, financing rates and raw-material costs — and the two-wheeler, passenger-vehicle and commercial-vehicle sub-segments run on different clocks.
Pharma — Defensive Demand, Binary Regulatory Events
Pharma rotates in when the market turns defensive, but carries its own idiosyncratic risk: USFDA actions and US generics pricing can move a stock regardless of the tape.
Metals & Energy — India's Window on the Global Cycle
Metals and energy rotate on global growth, China demand, commodity prices and the dollar — they're the most globally-driven, most cyclical part of the Indian market.
Module 9 Recap — Reading the Rotation Map
How the sectors fit together into a cyclical-vs-defensive map, and how to read which way the market is rotating using flow and breadth.
Strota Learn — Module 10: Risk & Position Sizing
Risk-first position sizing (the 2% rule and the Rs 15 lakh lot reality), stop placement on the underlying, and drawdown/survival discipline.
Position Sizing — Risk First, Size Second
How to size an F&O trade from the risk you'll accept, and why SEBI's larger contract sizes make disciplined sizing harder for small accounts.
Stop-Loss Placement — Stop on the Level, Not the Premium
Where to put stops on futures and options, why option premiums make poor stop triggers, and how to handle the gap risk a stop can't protect against.
Drawdown Tolerance — The Math of Surviving
Why losses are asymmetric, how daily and streak loss limits protect the account, and the survival arithmetic that makes over-sizing fatal.
Module 10 Recap — The Risk Framework
Risk-first sizing, stops on the level, and drawdown discipline — the framework that keeps you in the game, in one place.