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About

Independent Options Analytics
for Indian Index Traders

OptionsFlow is a free, independent platform that decodes the structural forces driving Nifty, BankNifty, Sensex and other NSE & BSE indices — using the same dealer flow mechanics that professional options desks analyse every day.

CREATED BY
OptionsFlow Analyst
Independent options trader and developer focused on making advanced dealer flow analytics transparent and accessible to retail traders in India. Built this platform from the ground up using publicly available NSE and BSE data.
γ

Gamma Exposure (GEX)

Measures how much buying or selling market makers are forced to do per 1% move in the index. The single most important structural force in modern options markets.

ν

Vanna Exposure (VEX)

Tracks how dealer delta hedges shift when implied volatility changes. Explains systematic flows that appear random to price-chart traders.

Δ

Charm Exposure (CEX)

Measures how delta hedges decay with time. Responsible for the persistent directional pressure seen in the final days of every expiry cycle.

Dealer Positioning

Estimates whether market makers are long or short gamma at each strike — strike by strike — using OI change, IV direction and moneyness signals.

Volume Flow Analytics

Session volume, Volume/OI Ratio (VOR) per strike, Volume PCR vs OI PCR divergence, hottest strike detection and wall quality tagging — separating fresh conviction from stale legacy positions.

Why This Platform Exists

The Indian F&O market is one of the most active options markets in the world by volume — yet the structural analytics that professional desks use to navigate it are almost entirely absent from the retail and independent trader's toolkit. Charts, indicators and price-action techniques dominate the conversation. Dealer mechanics, gamma exposure and volatility structure rarely do.

OptionsFlow was built to change that. The entire platform — the Python analytics engine, the data pipeline, the dashboard — was built from scratch to bring institutional-grade structural analysis to anyone trading Nifty, BankNifty, Sensex and other NSE & BSE indices. The goal is simple: give independent traders the same structural picture that market makers and large desks see.

All data is derived from publicly available NSE and BSE option chain data and standard Black-Scholes pricing. The analysis is systematic, rule-based and updated regularly throughout the trading day.

What the Dashboard Covers
NIFTY 50 BANKNIFTY SENSEX FINNIFTY MIDCAP NIFTY
Real-time
Live data from NSE & BSE
Structural
GEX, Vanna & Charm
Volume Flow
VOR, PCR divergence & hottest strikes
No login
Instant access
The Methodology

Every output on the dashboard is generated by a systematic, rule-based Python engine applied to live NSE and BSE option chain data. No manual analysis. No editorial opinion. Pure structural mechanics.

⚠ Important Disclaimer

OptionsFlow is an independent, educational platform. We are not registered with SEBI and do not provide investment or trading advice of any kind.

All outputs — GEX, VEX, CEX, dealer positioning estimates, PCR, skew data and Synopsis — are generated by an automated rule-based system applied to publicly available NSE and BSE data. They describe structural market conditions and are intended for informational and educational purposes only. No directional view or recommendation is expressed or implied.

Options trading involves substantial risk of loss. Past structural readings do not guarantee future results. Always consult a SEBI-registered investment advisor before making financial decisions.