Contract explorer
Pick an underlying and expiry — the chain models itself around the middle strike; type a spot to refine it (there are no live prices here). ← → switch underlying; click a contract to price it in the toolkit.
Model-priced Black-Scholes theoretical premiums & Greeks (Δ delta, θ theta/day) at your spot & chain IV — not live market data.
| Δ | θ | Call ₹ | Strike | Put ₹ | θ | Δ |
|---|---|---|---|---|---|---|
Expiry calendar
Upcoming index expiries, grouped by week, with NSE trading holidays and trading-day counts alongside the calendar countdown. All expiries are at 15:30 IST.
Black-Scholes calculator
European option pricing with user-entered spot & IV — there are no live prices here. Click any contract in the explorer ladder to load it.
Payoff & T+n curves
- Expiry
- T+mid
- Now
One-click templates resolve against the selected underlying's real ladder — ATM-relative strikes snapped to actual contracts, real lot size, priced at your spot & IV. Selecting one replaces the current legs; every field stays editable. The dimmed curves reprice each leg before expiry (Black-Scholes at reduced DTE).
No legs yet — pick a template above, or price a contract in the calculator and add it as a buy or sell leg. Premiums and lots stay editable per leg; all legs are assumed to share an expiry.
| Leg | Premium | IV % | Lots | ₹ / leg | P(ITM) |
|---|
Position size
Saved strategies & journal
Saved on this device only — no account, no server, nothing leaves your browser. Mark a trade closed at a settlement price to record its realised P/L, or export the whole book to a JSON file to back it up or move it to another device.
No saved strategies yet — build one above and save it. They stay on this device.