NEOGreeks is an analytics and educational tool. It is not investment advice.
Nothing here is a recommendation to buy or sell any security.
Options trading carries a substantial risk of loss and is not suitable for every investor. You can lose more than your initial outlay when writing options.
Most intraday derivatives traders lose money. Trade only with capital you can afford to lose entirely.
Past performance means nothing about the future. Every statistic on this platform describes what has already happened; none of it predicts what will happen next.
All decisions are yours. Levels, counts and probabilities are descriptive. NEOGreeks never tells you what to trade.
Data may be delayed, incomplete or wrong. Sourced from NSE, BSE and MCX via your connected broker; accuracy is not guaranteed. Verify anything you act on.
NEOGreeks is not SEBI registered and is not an investment adviser or research analyst. Consult a SEBI-registered adviser before trading.
We never see or store your broker password, PIN, OTP or 2FA secret — you log in on your broker's own page.
See Terms,
Privacy and
Risk Disclosure.
Checking access…
🔒
NEOGreeks
Sorry, you don't have access.
You need to apply and qualify before you can use the NEOGreeks terminal.
The closing auction is anchored to this level — orders
must sit within ±3% of each stock's own reference price.
Advertisement
Big move today
DashboardDrag cards by ⠿ · drop on a card’s top or bottom half, or on “Drop here”
Market Structure & Directional Pressure
Reading market internals…
Based on observed price structure, OI
positioning, volatility and related market data.
Model Agreement
—
Statistical Range
—
Key Observed Levels
—
Volatility / Observed Risk Metrics
—
Day Low & High Range
—
Market Status
—
India VIX
—
Prev Close
—
Gap
—
Open
—
Range Watch · NIFTY
Spot—
Prev high—
Prev low—
Day high—
Day low—
ResistanceSupport
Yesterday's close ——
Today's open ——
Right now nearest walls——
Latest breakNo break yet
Today's range—Opening range (to 10:45) —
Historical break & hold behaviour, and OI context
HISTORICAL BREAK BEHAVIOUR
Of 474 similar gap-day ranges: 40% broke within the next hour ·
31% of breaks failed back inside within 40 min.
A break still ≥0.15% beyond the level after 10 minutes failed only
5–10% of the time; one that wasn't failed 36–39%.
(verified out-of-sample, Nov 24–Jul 26)
HISTORICAL HOLD BEHAVIOUR
3 in 10 similar days never broke either side — premium simply
decayed into the close. Direction of an eventual break was
close to a coin flip (38% high / 32% low, not statistically distinct).
Counts from gap-open range sessions, 2020–2026. Descriptive — not a
prediction, not a recommendation.
Current Market State
—
Model agreement
—
Expected Close · NIFTYAUCTION LIVE
INDEX SHOWN frozen since 15:15
—
→
OPTIONS ARE PRICING
—
Price Structure
—
OI Positioning
—
Institutional Positioning
—
Volatility State (India VIX)
—
India VIX
Options-Implied Volatility
—
Statistical Day Profile
—
Raw Analytics
NIFTY SPOT
—
NSE F&O Market Price
MAX PAIN
—
Strike magnet level
PUT / CALL RATIO
—
NEUTRAL SENTIMENT
SPOT VS PAIN
—
Gap from max pain
CE OI
—
Total call writers
PE OI
—
Total put writers
Advanced Data
PE Support Wall
PUTS
Loading…
CE Resistance Wall
CALLS
Loading…
Institutional Flows
—
The data
FII net—
DII net—
What it means
Who are FII, DII, Pro and Client?
FIIForeign institutions — offshore funds investing in Indian markets.
DIIDomestic institutions — Indian mutual funds, insurers, banks, pension funds.
ProProprietary desks — brokers trading their own capital, not client money.
ClientEveryone else — retail traders, HNIs and corporates. The largest group by count.
The four categories cover every open contract, so they always
sum to zero: if FII is net short index futures, someone else is net long by the same
amount. That makes “FII bearish, Client bullish” one fact, not two. Positions are also
not always directional — an FII short may be hedging a cash-market holding.
End-of-day flows published by NSE — cash segment in Cr, F&O in
contracts. Direction, not a signal.
Sector Performance
—
Loading…
MCX Commodities
MCX Live Prices
Loading…
Live Alerts
Signals from the OI and price engine for the selected session.
Descriptive, not a recommendation. Full detail in the Alerts & News tab.
⌕
Advertisement
📊 Market Breadth — NIFTY 500→ —
— Advances— Declines
Market ScannersIf it doesn't load in a minute, please REFRESH the page
Screeners are based on end-of-day and real-time data. These are
analytical views, not trading recommendations.
Advertisement
Market analysis
—
[ These are not BUY or SELL recommendations, nor any
form of trading advisory. All information is for educational purposes
only. ]
🕐 Market Timeline
Loading the market timeline…
Loading the market timeline…
Loading…
Descriptive chart commentary on the day’s price structure, levels and
positioning. These are not BUY or SELL recommendations, nor any form of
trading advisory. All information here is for educational purposes only.
NEOGreeks is not SEBI registered.
Advertisement
⌕
Commodity Overview
Loading…
Commodity Insights
Global Updates
Loading…
Possible effect of world news on commodities, for
education only — not a trading recommendation. Headlines link to
the original source.
Commodity views are built from MCX quotes supplied by your
connected broker. Analytical views, not trading recommendations.
Advertisement
Chain — NIFTY
——
PE OI
Δ PE OI
PE LTP
STRIKE
CE LTP
Δ CE OI
CE OI
PE − CE OI
Loading…
OI Chart — NIFTYREPLAY
Session
Put OI
Increase
Decrease
Call OI
Increase
Decrease
—
Total Call OI: —Total Put OI: —PCR: —
OI Deep Data — NIFTY
—
CE Buildup ↑
—
Fresh call writing / longs
CE Unwind ↓
—
Call exits / short covering
PE Buildup ↑
—
Fresh put writing / longs
PE Unwind ↓
—
Put exits / long covering
▲ CE Buildup — Top Strikes
Strike
OI Δ
Type
Loading…
▼ CE Unwind — Top Strikes
Strike
OI Δ
Type
Loading…
▲ PE Buildup — Top Strikes
Strike
OI Δ
Type
Loading…
▼ PE Unwind — Top Strikes
Strike
OI Δ
Type
Loading…
Strategy Builder
Ready-made strategies
Legs
Action
Type
Strike
Lots
Entry
LTP
At expiryToday (T+0)SpotBreakeven
Payoff is gross of costs — brokerage,
STT, exchange charges and the bid-ask spread are real and are not
included, so every figure here is the best case. Greeks are
Black-Scholes estimates from each leg’s own implied volatility.
Descriptive, not advice.
⚡ Undervalued Options Scanner
MA5/MA20 crossover + OI confluence · Black-Scholes convergence engine
—
Filter:
Score:—
Scanning…
Conviction Guide
HIGH
Score 7–9 · All conditions aligned. MA cross confirmed + S/R + volume + OI confluence. Highest probability setup.
MODERATE
Score 5–6 · Most conditions met. Strong setup but missing one confirmation. Good risk/reward.
EARLY
Score 3–4 · Setup forming. Cross imminent or partial confluence. Watch for follow-through.
How It Works
1
MA Crossover — MA5 crosses MA20 on 15-min chart signals momentum shift
2
S/R Confluence — Cross happens near key OI support or resistance level
3
Volume Surge — 1.3x+ average volume confirms institutional participation
4
OI Confirmation — Put buildup at support / Call buildup at resistance validates direction
5
Price Structure — Strong candle body close (near high or low) confirms control
Spot vs PCR — NIFTY
SpotPCR
Total Call OI: —Total Put OI: —PCR: —
Advertisement
Watchlist0 / 20
Add instrument
No instruments added yet
Realized Gain
—
Unrealized Gain
—
Net Gain
—
Active Positions
Symbol
Strike
Type
Side
Qty
Avg Buy
LTP
Unreal P&L
Action
No active positions
Closed Positions
Symbol
Strike
Type
Side
Qty
Avg Buy
Avg Sell
Realized P&L
No closed positions
Open Orders0
Time
Symbol
Strike
Type
Side
Qty
Price
Status
No open orders
Completed Orders0
Time
Symbol
Strike
Type
Side
Qty
Avg Price
Status
No completed orders
Performance
Loading…
Cumulative P&L
—
By Day
Date
Trades
Wins
P&L
—
By Symbol
Symbol
Trades
Wins
P&L
—
Trade History
Exit
Symbol
Strike
Type
Qty
Entry
Exit
Charges
Net P&L
No closed trades yet
Cancelled Orders0
Time
Symbol
Strike
Type
Side
Qty
Price
Status
No cancelled orders
Place Order—
Advertisement
Alerts
Clear all
🔔
No alerts yet — signals will appear here in real time
GREEN = SPEED BUMPS.
Near call-heavy strikes, hedgers sell rallies — moves slow down or stall. Rallies into the biggest green bar (call wall) usually struggle.
RED = SLIPPERY SLOPES.
Near put-heavy strikes, hedgers sell falls — drops speed up. A break below the biggest red bar (put wall) tends to run fast.
Why: firms that sold these options constantly buy/sell NIFTY futures to stay direction-neutral. That forced hedging flow is what damps moves near green strikes and fuels them near red ones.
SHORT GAMMA regime = hedging amplifies moves (momentum days) · LONG GAMMA = hedging steadies the market (range days).
GEX = gamma × open interest per strike, in ₹ crore per 1% index move. Sign convention assumes dealers are net long calls / short puts — a guide, not gospel. Not trading advice.
Upcoming events
Connect your broker
×
You log in on your broker's own page — NeoGreeks never sees your password, PIN or OTP. We store only a daily access token, encrypted.
FYERS
Not connected
UPSTOX
Not connected
ANGEL ONE
Not connected
DHAN
Not connected
ZERODHA
Not connected
PAYTM MONEY
Not connected
KOTAK NEO OWNER
Platform account (server credentials)
—
Connecting a broker requires an active NeoGreeks subscription. Only one broker can be connected at a time — connecting a new one replaces the previous.
Each scanner lists the stocks meeting one condition right now. Combine two or three and you get only the stocks that meet all of them, a short list instead of a thousand names.
1 · How combining works
1
Pick the first scanner
Long Buildup ▾
2
Add one or two more
Volume Surge ▾
High Delivery ▾
3
Press Find common stocks
Find common stocks
Only stocks in every list are shown. Reset clears all picks; — none — clears one.
Tip: combine scanners that point the same way. A bullish scanner plus a bearish one (say Near Breakout + Short Buildup) usually finds nothing, or a stock caught between the two.
2 · Which scanners are bullish and which are bearish
Daily DowntrendIntraday DowntrendNear BreakdownShort BuildupBearish ReversalStocks Under PressureFII Holding Down
↕ Either way use to confirm
9/21 EMA Cross5/20 EMA Cross20/50 EMA CrossVolume SurgeHigh DeliveryUnusual ActivityOI BuildupIV ExpansionNear 200-day SMANear 450-day SMA
The either-way scanners have no direction of their own (an EMA cross can be up or down; a volume surge can be buying or selling). Add one to a bullish or bearish scanner to confirm the move has volume, delivery or trend behind it.
3 · Combinations to try
Daily Uptrend+Intraday Uptrend→Both timeframes up
Trend and today's move agree; the mirror pair finds stocks falling on both.
Daily Downtrend+Intraday Uptrend→Bounce in a downtrend
A rally against the bigger trend: often sold into near the 20-day EMA.
Long Buildup+Volume Surge→Strong long build
Price and open interest rising, on heavy volume.
Near Breakout+High Delivery→Breakout with conviction
Close to resistance, with more shares taken into delivery than usual.
Relative Strength+20/50 EMA Cross→Leader turning up
Beating NIFTY while the trend averages turn.
Short Buildup+Volume Surge→Heavy short build
Falling price with fresh short positions on volume.
Near Breakdown+High Delivery→Breakdown with conviction
Close to support, with delivery selling above normal.
Stocks Under Pressure+9/21 EMA Cross→Weakness confirming
Several weakness conditions while the short-term trend turns down.
4 · Plan your own entry, stop loss and target
Do your own analysis. A scanner finds stocks that meet a condition. It does not tell you when to buy, where to exit or how much to trade. Open the chart, check the levels yourself and decide your own entry, stop loss and target before every trade.
How a planned breakout trade looks: entry, stop and target are decided before you buy.
Entry: wait for proof
Let a candle close above resistance (15-minute or daily), not just touch it.
The breakout candle should come with above-normal volume.
Missed it? Wait for price to come back to the old resistance and hold. Don't chase a stock that is already far above it.
Stop loss: where the idea is wrong
Below the low of the breakout candle, or back inside the range below resistance.
Set it before you enter and don't widen it once the trade is on.
If that stop is too far away for your risk limit, skip the trade or take a smaller size.
Target: what the chart allows
Measured move: add the range height to the breakout level.
Or at least 2× your risk (2R). Below that, wins don't pay for losses.
Check the next resistance above: a trendline, swing high or 200-day average. If it is closer than your target, the trade has no room.
Size the position from the stop, not from conviction
Quantity = (Capital × Risk %) ÷ (Entry − Stop)
Risking 1% of ₹2,00,000 = ₹2,000. With the entry at 100 and the stop at 96, the risk is 4 a share, so the quantity is 2,000 ÷ 4 = 500 shares. The target at 2R is 108. These are made-up numbers to show the arithmetic.
Before you place the order
5 · Reading the results
Tile number: how many stocks match now, out of the universe beside it (29 of 497). The ⓘ explains the exact rule.
Click a tile for the full list with price, % change, OI change and volume; click a stock to open its chart.
Segments: Cash is the 1,000 most liquid NSE stocks; Futures adds the open-interest scanners; Options scans undervalued option contracts.
Breadth bar: advances against declines across the same 1,000 stocks the scanners cover shows whether a move is broad or narrow.
End-of-day NSE data (date under the heading), with live prices from your broker during market hours. Scanners describe conditions; they are not buy or sell recommendations.
DIAG
Diagnostics
Pick a check above.
Scanner
Scanners list candidates, not trade calls. Do your own analysis and plan your own entry, stop loss and target.
This section needs a plan
Market scanners stay free. Live charts, option-chain analytics, OI, Gamma and the daily market analysis are part of the paid plan.
NEOGreeks