Derived analytics · Indian index options · every minute

The option chain, read the way hedgers must trade it.

Where the chain is positioned, where hedging absorbs or amplifies a move, how much room a session like today usually has — for five indices, computed every minute from option-chain data delivered through each member's own broker connection, and graded publicly at every close. Conditions, never calls.

NIFTYBANKNIFTYFINNIFTYMIDCPNIFTYSENSEX

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5

indices, each on its own feeds

10

parameters on every index, every session

1

composite summary per index — the Vyloka Summary

1-min

live reads refresh through the session, on your own account

2 yrs

of session history per index

13/18

morning reads held to the close — graded publicly, misses included

Today's board — tape character session of Fri 25 Sep · from NSE's published end-of-day files · live reads run on members' own accounts

open interest by strike at the close — puts left · calls right · closing band

Index	Session range	Positioning at the close
NIFTY Two-way session		the close landed inside the day's range
BANKNIFTY Two-way session		the close landed inside the day's range
FINNIFTY Closed near the high		the move held into the close
MIDCPNIFTY Two-way session		the close landed inside the day's range
SENSEX on your account		BSE index · live for connected members

Open, high, low, close and open interest are NSE's published end-of-day figures. Members see today's hedging map, the switch level and the strikes live, on their own account. Positioning is context, not a level to trade.

NEWSeven reads added this monthwhat each one answers · illustrative figures, not today's

Hedging impactLAB

Who started the trades

Were options bought or sold, and what does that force hedgers to do?

Each minute's volume is signed by where it traded between bid and ask, weighted by delta. Positive means hedging buys the index, negative means it sells. Bars are 15-minute windows; the line is the day's running total.

Descriptive, never a signal · illustrative

Volatility triggerLAB

Where today's active book flips

Does the whole book and today's traded book agree on the tape?

The switch weights every open contract; the trigger weights only what traded today. When spot sits between them the two books disagree, and the page says which one is in charge.

Descriptive, never a signal · illustrative

Delta & tiltLAB

The pile, and which way it leans

How much index do hedgers hold against the chain, and does it cap rallies or cushion dips?

Delta exposure is the index-equivalent of every open contract, calls against puts. Gamma tilt compares the call half of the cushion with the put half at spot.

Descriptive, never a signal · illustrative

Vanna & charmLAB

The hedging that happens on its own

Why does the index drift with no new buyers or sellers?

Vanna is how the hedge changes when implied volatility moves; charm is how it changes as time passes. Sized against the delta pile, and shown with today's IV path.

Descriptive, never a signal · illustrative

Gamma across timeLAB

Walls being built and torn down

Is a wall thickening before price gets there, or thinning just before it gives way?

The map is a photograph of where gamma sits now. This is the film: every strike, every five minutes since the open, with the spot path drawn over it.

Descriptive, never a signal · illustrative

Gamma by expiryLAB

How much of the map dies at the close

What does the hedging map look like once this week's contracts expire?

Splits the map between the expiring series and the next one, both priced at today's spot. Big share expiring means a different book tomorrow; the card says what remains.

Descriptive, never a signal · illustrative

OI vs the marketLAB

Who is pressing, on two witnesses

Is that open-interest change writing or buying, and does the premium agree?

Witness one: the index moved with or against the strike. Witness two: the premium fell or rose while interest built. Only when both agree does the card name the side.

Descriptive, never a signal · illustrative

01Our own recordwhere every number comes from

Built on Vyloka's own research record.

Every figure on Vyloka is derived from option-chain data delivered through each member's own broker connection, NSE's published end-of-day files and Vyloka's own research record — two years of session history per index. Nothing modelled, nothing smoothed, and no market data is redistributed: what you see is a derived value or a historical frequency, with the sample size stated.

Option-chain positioning for NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, SENSEX and the second weekly — every session
Two years of labelled sessions per index, recorded on the founders' own account and kept as research — never served as market data
Constituent breadth rebuilt for 500+ sessions per index
Every morning summary journaled, then graded at the close
Misses published with the hits

02What we derivewhat each read tells you — every figure a recorded value or a historical frequency

Gamma exposure

Hedging-pressure map

Where hedging pressure sits across strikes, and the level at which the tape flips from absorbing moves to amplifying them — so you know whether today is a sticky tape or a slippery one.

Refreshed through the session

Open interest

Containment walls

The corridor the option chain has built around spot — and the single-strike magnet when both sides crowd one strike.

With the institutional books, nightly

Flow

Flow meter

Which side of the chain is being built right now — the crowd's money in motion, not a snapshot.

Live, per index

Archive

Movement budget

How far sessions like today usually travel, up and down, from each index's own two-year record — and how much of that room today has already used.

Sample size stated on every card

Composite

The Vyloka Summary

One composite read of the session — state, score and the reasons — with every intraday change of mind on the record. The morning read is graded at the close, misses included.

Graded publicly, every session

Participation

Breadth & divergence

Whether the index's own members are moving with it or quietly leaving — the warning light that tends to whisper before a label changes.

Every index, on its own history

Expiry

Expiry-day playbook

What expiry days actually did — how premium melted through the session and how often the close found the magnet strike.

Small samples stated, never smoothed

Tape

Pace & reach

How fast today is moving and how far it has reached, ranked against two years of the same index — pace, not just size.

Percentile against the record

03Where you use itone engine, five doors

The Vyloka Summary card

FULL ACCESS · LIVEIntelligenceThe whole stack, live through the session: the Summary, the ten parameters, the hedging map, walls and flow — for every index.Open Intelligence →

Pulse page

FREE · POST-CLOSEPulseWhat kind of session each index actually had, after every close — the generic conditions stack, shareable in one line.See today's Pulse →

Edge Calculator

FREE · TOOLEdge CalculatorSix inputs, ten seconds: the profit-booking target your own hit-rate and sizing imply, and the pace at which the record says capital doubles.Run it →

Vyloka Lens

FULL ACCESS · ASKLensAsk the day's reads and your own record in plain words — "how do I do on chop days?" — answered from your data and the engine's, never from opinion.Meet Lens →

Trade Autopsy sample

FREE · MINITrade AutopsyUpload a tradebook; Vyloka rebuilds the conditions behind every trade and prices what each one did to your P&L, in rupees. Free mini-autopsy, full report on Full Access.Get the free autopsy →

The public record

PUBLICThe recordEvery 09:46 summary, graded against the close — held or missed — since the day it went live. The only marketing claim we make is the ledger.Read the ledger →

Full Access — ₹999/month. Private beta, by invite, 7-day trial on every seat.

Live Intelligence on all five indices, the Summary, Lens, and the full Trade Autopsy. Have an invite? It starts a 7-day trial. No invite? Join the waitlist and we'll open a seat.

Join the beta — by invite How to read the page →

Vyloka shows market conditions and your own statistics. It never tells you what to buy or sell. Nothing here is investment advice, and Vyloka is not a SEBI-registered investment adviser or research analyst. Every figure is a recorded value or a historical frequency — conditions, never calls.

Derived analytics only — no live market data is displayed or redistributed. Support: support@vyloka.com

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