Platform architecture

The terminal for option market structure.

Index market makers hedge large books of open interest. Their hedging is mechanical, not discretionary — which means dealer inventory leaves a measurable structure in the option chain, and that structure shapes where price meets resistance and where it accelerates.

Arkenwell computes that structure from live NSE derivatives data, keeps it current through the session, and gives you the tools to act on it — charting, alerting that runs without you, and a sandboxed environment for your own models.

Launch the workstation Read the methodology

MumbaiNSE

LondonLME

New YorkNYSE

TokyoTSE

ChicagoCME

FrankfurtEurex

SingaporeSGX

SydneyASX

JohannesburgJSE

São PauloB3

NSE derivatives data · streaming during market hours·19:00:15UTC

SYSTEM ARCHITECTURE

From market observation to decision context.

How raw market observations progress through normalization, quantitative model layers, and positioning engines into unified terminal intelligence. Click any stage to inspect its internal pipeline engineering.

01Primary + fallback feeds

MARKET DATA

Continuous collection of index and equity option chains, quotes and open interest through the trading session.

• NSE quotes & option chain

02Shared across workers

STATE STORE

One authoritative in-memory state for the current session, shared across every process that reads it.

• Unified market state

03Every listed strike

GREEKS

First- and second-order sensitivities computed for every listed strike on the parity forward.

• Black-76, IV surface

04Recomputed each cycle

POSITIONING

Aggregate dealer gamma and delta exposure by strike, with the structural boundaries that follow from it.

• Net GEX, DEX, walls

05Runs with the terminal closed

EVALUATION

A scheduler evaluates every armed alert and user strategy on a fixed cadence, independently of any browser session.

• Conditions, user scripts

06Push, not polling

DELIVERY

State changes stream to the open terminal; fired alerts are delivered to the destinations you choose.

• WebSocket, notifications

[STAGE 01: MARKET DATA]Primary + fallback feeds

Active Architecture Node Inspector

MEMORY MODEL & DATA STRUCTURE

Broker market-data APIs with automatic failover

ENGINEERING IMPLEMENTATION

A primary exchange-data provider is used for live quotes and chains, with secondary providers configured as automatic fallbacks so a single vendor outage does not blank the terminal.

PLATFORM PERFORMANCE OVERVIEWCONTINUOUS INTRADAY RECOMPUTATION

Architecture: 6 Isolated Processes

Memory Model: Shared Memory (SoA)

State Updates: Incremental Ticks

Analytics Engine: Event-Driven

DISCLOSURE	DETAIL
Data source	NSE-derived market data obtained through licensed market-data providers, with secondary providers configured as automatic fallbacks.
Update cadence	Chains, quotes and derived positioning are recomputed continuously through market hours; analytics carry the timestamp of the data they were computed from.
Greeks	Black-76 based sensitivities solved across the full strike ladder, including the second-order terms used for gamma aggregation.
Exposure convention	GEX and DEX are aggregated per strike and expressed in ₹ crore, signed from the dealer's perspective — positive gamma dampens, negative gamma accelerates.
Derived levels	Gamma flip is solved where aggregate dealer gamma changes sign. Call and put walls are the strikes carrying peak opposing exposure.
Alert execution	Conditions are evaluated server-side on a fixed cadence and continue while you are signed out. Delivery is queued durably and retried on failure.
Strategy isolation	User-written strategies execute in a sandboxed runtime with enforced time and memory limits, isolated per user.
Scope	Research and analysis only. Arkenwell does not route orders, does not hold client funds, and does not provide investment advice.

DETERMINISTIC QUANTITATIVE OUTCOMES

Structure before interpretation.

Four core mathematical outcomes computed continuously by the deterministic pipeline to isolate dealer positioning boundaries and structural market friction.

[ 01 ]LIVE ENGINE

DEALER GAMMA STRUCTURE

GEX = Σ (Γᵢ × S² × 0.01 × OIᵢ)

-GEX (SHORT)FLIP 24,240+GEX (LONG)

PUT WALL 23,800STRIKE REGIMECALL WALL 24,500

Computes aggregate dealer gamma inventory per strike to locate Call/Put Walls and the structural Gamma Flip inflection boundary where dealer hedging switches from volatility dampening to volatility accelerating.

Core Deliverables

•Strike-by-Strike GEX

•Gamma Flip Boundary

•Call & Put Wall Levels

[ 02 ]LIVE ENGINE

DEALER DELTA EXPOSURE

DEX = Σ (Δᵢ × OIᵢ × S)

SHORT DELTA (SELL)0 NEUTRALLONG DELTA (BUY)

-100-500+50+100

DEX: -₹42.8 CrDownside Hedge Flow

Quantifies the instantaneous directional hedging demand of index market makers across all expiries, establishing the net buying/selling pressure generated as spot prices fluctuate.

Core Deliverables

•Net Delta Balance

•Directional Hedge Bias

•Inventory Imbalance

[ 03 ]LIVE ENGINE

VOLATILITY SURFACE & SKEW

σ_implied(K,T) = SVI(k; a,b,ρ,m,σ)

25Δ PUT SKEW: 28.4%OTM CALLS: 14.8%

0.90 (PUTS)1.00 ATM7D30D60D

Calibrates arbitrage-free implied volatility smiles using raw SVI parameterization per expiry, isolating 25-delta risk reversals and tail-risk pricing.

Core Deliverables

•25-Delta Risk Reversal

•Term Structure Slope

•IV Rank & Percentile

[ 04 ]LIVE ENGINE

HEDGING FLOW & ABSORPTION

DHFI = (∂DEX / ∂S) / Depth_L2

BID DEPTH ₹84.2 CrASK DEPTH ₹51.6 Cr

BOOK: +1.63x BIDSABSORPTION: BUFFERED

Tracks the ratio between market maker rebalancing velocity and order book liquidity depth, identifying price zones where hedging execution creates rapid liquidity gaps.

Core Deliverables

•Order Book Absorption

•Liquidity Withdrawal Risk

•Hedge Flow Rate

INSTITUTIONAL DESK ARCHITECTURE

You don't trade against opinions.
You trade against market maker inventory.

Retail charts display where price has been. Institutional market structure reveals where dealers are mathematically compelled to buy, sell, or pin billions in delta. Seven purpose-built workstations engineered to replace retail indicators with deterministic physical mechanics.

DEALER GAMMA│
│24,268.45+102.30 (+0.42%)
STABILIZING ZONE
NET GEX: +₹482.6 Cr (VOL DAMPENING)•GAMMA FLIP: 24,240.00 (SPOT ABOVE +28 pts)•EXP MOVE: ±157.7 pts (±0.65%)•PIN PROB: 78%
SOLVER:CONTINUOUS BOUNDARY
◄ DEALER PUT GEX (-₹ Cr)
STRIKE
DEALER CALL GEX (+₹ Cr) ►
-18.2 Cr
24400CW
+124.8 Cr
-26.5 Cr
24350
+84.1 Cr
-42.1 Cr
24300
+95.3 Cr
-65.3 Cr
24250FLIP
+62.4 Cr
-98.4 Cr
24200
+38.2 Cr
-142.1 Cr
24150
+24.5 Cr
-210.5 Cr
24100PW
+12.8 Cr
DEMO FEED│SPOT PIN: 24268.45│CALL WALL: 24,500│PUT WALL: 24,000
LIVE 15:30 IST • VECTORIZED GEX ENGINE

Illustrative interface preview — sample values, not live market data.

DESK 01INSTITUTIONAL WORKSTATION

Dealer Positioning & Gamma Exposure (GEX)

GEX PROFILE (₹ CR) · GAMMA FLIP BOUNDARY · CALL/PUT WALLS · REGIME ZONES

Market makers must stay delta-neutral. When spot prices drift, they don't 'speculate'—they mechanically execute hedging flows. Arkenwell calculates aggregate dealer inventory across strikes in ₹ Crore, pinpointing Call Walls, Put Walls, and the Gamma Flip inflection where peaceful dampening violently explodes into acceleration.

GAMMA REGIMESTABILIZATION ZONE

EXPECTED MOVE±157.70 PTS (±0.65%)

GAMMA FLIP INFLECTION24,240.00 LEVEL

REFRESHCONTINUOUS INTRADAY

•Strike-by-strike Net GEX standardized in ₹ Crore with Call/Put micro-bar distribution
•Gamma Flip boundary solver identifying the mathematical regime transition price
•Call Wall (ceiling) and Put Wall (floor) structural liquidity pins — out-of-the-money strikes only
•Dealer desk for NIFTY, BANKNIFTY, MIDCPNIFTY and SENSEX: Greek ladder, charm clock, expiry roll-off and convention risk, every panel re-pricing the same dealer book and labelled MODELLED

UA01UNUSUAL ACTIVITY
LIVE
FLAGGED
14 CONTRACTS
PREMIUM TRADED
₹348.6 Cr
FLOW READ
BULLISH
MAX VOL Z
+4.86σ
TIMECONTRACTCLASSWHO ACTEDVOL ZOI CHGPREMIUMACTION
09:34:12NIFTY 24300 CE (28-MAR)EXTREMEcall buyers adding+4.86σ+342%₹48.2 CrLONG BUILDUP
09:36:45BANKNIFTY 52500 PE (04-APR)EXTREMEput writers adding+4.65σ+288%₹36.8 CrSHORT BUILDUP
09:38:20NIFTY 24400 CE (28-MAR)UNUSUALcall buyers adding+3.94σ+185%₹24.5 CrLONG BUILDUP
09:41:05BANKNIFTY 52800 CE (28-MAR)UNUSUALcall writers exiting+3.20σ+142%₹19.4 CrSHORT COVERING
09:43:18NIFTY 24500 CE (25-APR)ELEVATEDcall buyers adding+2.85σ+96%₹14.2 CrLONG BUILDUP
EXTREME: VOLUME OUTLIER · MATERIAL SIZEUNUSUAL: VOLUME WELL ABOVE BASELINE
Volume vs comparable contracts · same strike distance, same days to expiry

Illustrative interface preview — sample values, not live market data.

DESK 02INSTITUTIONAL WORKSTATION

Unusual Options Activity

VOLUME Z-SCORE (σ) · OI CHANGE % · PREMIUM TRADED · BUILDUP

Every option contract is compared with its true peers. Arkenwell's Unusual Activity Detector measures each contract's volume against contracts at the same distance from spot and the same days to expiry in previous expiries (NSE bhavcopy), adds OI change and premium traded, and tiers the result. EXTREME and UNUSUAL need a genuine volume outlier that is also material in size. A contract without enough comparable history is never ranked above ELEVATED.

SCANAS THE CHAIN UPDATES

EXTREMEVOLUME OUTLIER · MATERIAL SIZE

BASELINECOMPARABLE EXPIRIES

PLANPROFESSIONAL+

•Index and stock chains on one monitor board, ranked by flagged contracts
•Volume z-score against contracts in the same position in past expiries — no assumed baseline
•Instant classification of trade intent: Long Buildup, Short Buildup, Short Covering, Long Unwinding

VECTORIZED GREEKS GRID│NIFTY24268.45+0.42%
│
LIVE CHAIN
PCR: 1.14 (BULLISH BIAS)•ATM VOL (IV): 13.82% (IVR: 42%)•MAX PAIN: 24,250•PIN PROB: 78%
MODEL:BLACK-76 VECTORIZED
CALL OIIVDELTABIDSTRIKEASKDELTAIVPUT OI
ITM142.0K13.2%+0.82290.524100
39.0-0.1815.2%68.2K
ITM184.2K13.4%+0.68242.024150
59.2-0.3214.8%94.5K
ITM228.6K13.6%+0.54168.424200
83.4-0.4614.2%142.1K
ITM284.1K13.8%+0.50124.224250ATM
115.1-0.5013.8%189.4K
196.4K14.1%+0.3884.524300
157.4-0.6213.6%115.8KITM
162.8K14.5%+0.2652.824350
219.8-0.7413.5%84.2KITM
118.5K14.9%+0.1632.424400
285.5-0.8413.4%62.0KITM
DEMO FEED│GAMMA: 0.0142/pt│THETA: -₹2.84/lot│VEGA: +₹14.20/vol
BLACK-76 VECTORIZED GRID · ITM SHADED

Illustrative interface preview — sample values, not live market data.

DESK 03INSTITUTIONAL WORKSTATION

Core Derivative Intelligence & Options Chain Suite

GC01 CHAIN · VECTORIZED GREEKS · ITM/OTM SHADING · MAX PAIN PINNING

Retail brokers provide delayed, static option chains. Arkenwell computes Black-76 Greeks on the put-call-parity forward for every listed strike, giving quants and options traders real-time clarity on dealer gamma, open interest buildup, and intraday open interest traps.

GREEKS SOLVERFULL STRIKE LADDER

2ND-ORDER GREEKSVANNA, CHARM, VOLGA

MONEYNESS SHADINGINTRINSIC ITM / OTM

MAX PAIN PROBABILITY78% PIN REVERSION

•Streaming options chain with tick pulse and moneyness shading
•Higher-order Greeks matrix: Delta, Gamma, Vega, Theta, Vanna, and Charm
•Open interest intraday accumulation tracking aggressive smart-money traps

WORKSPACE 04 // QUANT STUDIO & INSTITUTIONAL CHART ENGINE
IST: 14:48:12UTC: 09:18:12BAR: 00:42
LIB: @arkenwell/quant (TypeScript)Worker: Sandboxed Thread #0
01import { Series, KalmanFilter, GEX, emitPlot } from '@arkenwell/quant';
02export default function kalmanHedge(series: Series) {
03  const kf = new KalmanFilter({ R: 0.01, Q: 1e-5 });
04  const spread = series.spread('NIFTY', 'BANKNIFTY');
05  const z = kf.filter(spread);
06  // Reactive Chart Overlays
07  emitPlot('UpperBand', z.upper(2.0), '#10b981');
08  emitPlot('LowerBand', z.lower(2.0), '#ef4444');
09  if (z > 2.0 && GEX.regime === 'POSITIVE') {
10    signalMeanReversion({ bias: 'SHORT_SPREAD' });
11  }
12}
Active Stepper: zThreshold (2.0σ)
NIFTY 50
13 TOOLS📷 SNAPSHOT
✛╱≡⋔⚖T
O 24,210.00H 24,285.50L 24,195.20C 24,268.45+102.30 (+0.42%)
24,32024,28024,24024,20024,268
09:1510:3011:4513:0014:1515:30
Build: Compiled successfully · 0 errorsPlots: KalmanUpper, KalmanLower · ACTIVE

Illustrative interface preview — sample values, not live market data.

DESK 04INSTITUTIONAL WORKSTATION

Arkenwell Quant Studio & Charting Workstation

MONACO EDITOR · SANDBOXED RUNTIME · SERVER-SIDE SCRIPT ALERTS

Write strategies in TypeScript in an embedded Monaco editor and plot their output — lines, levels, zones and markers — directly onto the chart. The same script also runs server-side in an isolated sandbox, so it can drive alerts that fire while the terminal is closed.

EXECUTIONISOLATED SANDBOX

CHARTING ENGINEINSTITUTIONAL DUAL-AXIS

DRAWING SUITE13 SUB-PIXEL TOOLS

LOCAL SNAPSHOTHI-RES VECTOR / PNG

•Embedded Monaco editor with the @arkenwell/quant script library: candles, inputs and 16 technical functions, with type autocomplete
•Strategies run in an isolated runtime with enforced time and memory limits — server-side for alerts, in-browser for charting
•Candlestick chart with volume on the price pane, right numerical price axis, and vector export
•Edit any chart indicator in Quant Studio — ADX, Ichimoku, Keltner, Donchian, Parabolic SAR, OBV, MFI and more convert to a script that reproduces the chart's values
•TPO / Market Profile, Anchored VWAP, Fib extension, and estimated CVD / delta profile (labelled est — the feed carries no aggressor side)

WORKSPACE 05 // SURVEILLANCE RADAR COMMAND CENTER
LIVE SCAN
ARMED MONITORS
14 Active Rules
● ALL OPERATIONAL
TRIGGERS (1H)
3 Events
LAST: 09:24:18
UNIVERSE SCOPE
220+ Equities
ALL F&O CONTRACTS
DISPATCH ROUTES
Audio + Telegram
WEBHOOKS ENABLED
000°090°180°270°24,500 CE52,000 PEFLIP 24,240
TACTICAL RADAR RETICLE // 360° SWEEP
CRITICALNIFTY Call Wall GEX Surge
TRIGGERED 09:24:18
Condition: Strike 24,500 CE Net GEX > +₹100 Cr
Proximity: 0.85% (Active Pin Magnet)
HIGHBANKNIFTY Put Wall Absorption
ARMED
Condition: Strike 52,000 PE Delta Flow Exhaustion
Proximity: 1.12% from Spot
SCRIPTAQR Script: kalman_arbitrage.aqr
TRIGGERED 09:18:42
Condition: Spread Z-Score > 2.00σ threshold
Proximity: Breached (2.14σ)
CRITICALZero-Gamma Flip Crossover
ARMED
Condition: Spot crosses 24,240 boundary
Proximity: +28.45 pts above flip
INSTITUTIONAL QUICK-ARM BLUEPRINTSONE-CLICK SURVEILLANCE
GEX SQUEEZE+ ARM
Call Wall Surge
Trigger on delta spike > +₹50 Cr
REGIME FLIP+ ARM
0-Gamma Crossing
Trigger when spot breaches 24,240
UNUSUAL+ ARM
Contract Turns Unusual
Volume well above comparable contracts
VOL CRUSH+ ARM
0DTE Expiry Pin
IV drop > 2.0 pts at Max Pain

Illustrative interface preview — sample values, not live market data.

DESK 05INSTITUTIONAL WORKSTATION

Surveillance Radar & Autonomous Alert Center

TACTICAL RADAR RETICLE · GEX SQUEEZE · REGIME FLIP · MULTI-ROUTE DISPATCH

Humans have blind spots; autonomous algorithms do not. Arkenwell's surveillance radar tracks all 220+ NSE derivatives around the clock, calculating boundary proximity in real time and dispatching sub-millisecond alerts through desktop HUD, high-contrast audio, and encrypted webhooks.

RADAR RETICLE360° BEARING TRACKING

PRESET BLUEPRINTSGEX, REGIME, FLOW, VOL

ALERT DELIVERYMULTI-CHANNEL, RETRIED

SURVEILLANCE SCOPE220+ NSE DERIVATIVES

•Tactical Surveillance Radar Reticle with bearing angles (000°-270°) and range concentric rings
•Proximity monitoring alerting you when spot approaches GEX walls or zero-gamma thresholds
•Sub-millisecond multi-route dispatch across Desktop HUD, Audio Tone, Telegram, and Webhooks

CONF-06WORKSPACE 06 // MARKET DNA & COMPOSITE CONFLUENCE
REAL-TIME ENGINE ONLINE
INSTITUTIONAL CONSENSUS
84.2% BULLISHvs15.8% BEARISH
MARKET SCORE
84.2/100
CONFIDENCE
94.2%
DNA FINGERPRINT:TB-LV-PF-LG-BR-PN
HISTORICAL MATCH: 92.4% (48 Days)WIN RATE: 73.8%AVG 3D GAIN: +1.42%
CONFLUENCE DRIVERS · SELECT TO INSPECT QUANTITATIVE BREAKDOWN
Dealer Gamma (GEX)88%BULLISH
25Δ Volatility Skew68%BULLISH
Institutional Flow82%BULLISH
Macro Yield Corridor48%NEUTRAL
Dealer Gamma (GEX): Net GEX +₹482 Cr creates strong mean-reverting vol dampening toward 24,500 Call Wall.
STRATEGIC BRIEFING:Dealers net long gamma between 24,240 and 24,500. Mean-reversion active toward 24,350 magnet. FII long futures index positioning (+1,840 Cr) reinforces upward structural pinning against 24,500 Call Wall. Expected move: ±142 pts.

Illustrative interface preview — sample values, not live market data.

DESK 06INSTITUTIONAL WORKSTATION

Confluence Engine & Strategic Alpha Desk

CONSENSUS SPLIT METER · MARKET DNA FINGERPRINT · MULTI-FACTOR WEIGHTING

Eliminate cognitive bias and paralysis by analysis. The Confluence Desk synthesizes five orthogonal quantitative layers—Positioning, Volatility Skew, Institutional Flow, Order Book Depth, and Macro Corridors—into a single composite agreement score backed by verifiable historical win-rate forensics.

CONSENSUS BIAS84.2% STRONGLY BULLISH

DNA FINGERPRINTTB-LV-PF-LG-BR-PN

HISTORICAL MATCH92.4% (48 RECENT DAYS)

PREDICTIVE WIN RATE73.8% VERIFIED SAMPLE

•Composite Professional Consensus engine delivering a 0–100% directional agreement reading
•Canonical Market DNA Fingerprint with multi-factor weighting and win-rate verification
•Point-in-time Morning Reconnaissance translating overnight global macro into Indian opening bias

SECURITY MONITOR & MACRO│
NSE 220+ LIVE
COVERAGE: 220 EQUITY & INDEX UNDERLYINGS│VENUE: NSE / NFO DIRECT│MACRO: RBI & US TREASURY SYNCED
SPREAD (2s10s): +6.0 BPS│SESSION: LIVE
10 / 220 SECURITIES
TICKERCANONICAL NAMELTP (₹)CHG %NET GEXDEXIVROI
RELIANCEAmbani / RIL3,014.20+0.85%+₹68.4 Cr-₹18.2 Cr38%142.5K
TATASTEELTata Group154.60+1.42%+₹24.1 Cr+₹9.4 Cr54%210.8K
HDFCBANKHDFC / Banking1,642.50-0.24%-₹42.0 Cr-₹28.6 Cr46%185.0K
INFYInfosys / IT1,788.00+0.64%+₹38.5 Cr+₹14.2 Cr32%96.4K
ICICIBANKICICI / Banking1,180.40+0.32%+₹51.2 Cr+₹12.0 Cr41%134.2K
TCSTata Sons / IT3,940.80-0.48%-₹19.4 Cr-₹8.6 Cr29%88.2K
LTL&T / Infra3,620.15+1.18%+₹32.7 Cr+₹15.3 Cr44%72.4K
BHARTIARTLMittal / Telecom1,412.30+0.72%+₹26.8 Cr+₹7.1 Cr36%118.9K
SBINState Bank / PSU824.50-0.65%-₹28.3 Cr-₹16.4 Cr51%240.1K
ADANIENTAdani Group3,110.00+2.15%+₹44.6 Cr+₹22.8 Cr62%98.6K
DEMO FEED│NSE DERIVATIVES STREAM: 220+ SYMBOLS│PROMOTER FUZZY RESOLUTION: ONLINE
RBI REPO: 6.50% • US FFR: 5.25-5.50%

Illustrative interface preview — sample values, not live market data.

DESK 07INSTITUTIONAL WORKSTATION

Institutional Security Monitor & Canonical Macro

220+ NSE UNIVERSE · PROMOTER SEARCH · 7-POINT YIELD CURVE · 2s10s SPREAD

Cross-asset institutional surveillance covering all 220+ NSE equities. Fuzzy match by corporate promoter (type 'Ambani' for Reliance, 'Tata' for Tata Steel) while seamlessly tracking India 10Y sovereign yields, US Treasury spreads, and RBI MPC policy corridors on a unified institutional terminal screen.

COVERAGE UNIVERSE220+ NSE INSTRUMENTS

PROMOTER MATCHINGFUZZY ALIAS RESOLUTION

SOVEREIGN BENCHMARK7-POINT (3M–30Y) CURVE

MACRO CORRIDORINDIA 2s10s: +6.0 BPS

•220+ NSE instrument search with multi-tier fuzzy matching across corporate & promoter aliases
•Customizable telemetry columns (COLS) streaming GEX, DEX, IVR, and OI without message drops
•India 10Y vs US 10Y sovereign term structure curves with 2s10s spread indicators and RBI corridor

COMMAND CENTER CORE FEATURES

Every panel, one keystroke away

Press / or Ctrl + K anywhere to query live PCR, Net GEX, Option Chains, AQR scripts, and Positioning across indices and 220+ NSE stocks.

LIVE COMMAND INTERPRETER SIMULATOR

EVALUATED CONTINUOUSLY

TRY COMMAND:

arkenwell> GEX NIFTY

ARKENWELL GEX ENGINE · SYMBOL: NIFTY 50 (SPOT: 24,268.45 ▲ +0.42%)

NET DEALER GAMMA: +₹482.64 Cr (LONG GAMMA REGIME)

CALL WALL: 24,500 CE (+₹142.8 Cr) | PUT WALL: 24,000 PE (-₹189.4 Cr)

GAMMA FLIP LEVEL: 24,240.00 · PINNING ACTIVE · VOL DAMPENING

CALCULATION: Full strike ladder recomputed continuously through the session

[ DESK NAVIGATION ]

Open Any Desk by Mnemonic

Type a desk mnemonic, with or without a symbol, to open it. Add <GO> when the mnemonic is also a command.

CMD:RELIANCE OI

[ LINKED PANELS ]

Colour-Coded Link Groups

Charts and the option chain join groups A–D; change the symbol in one and every panel in the group follows.

CMD:LINK CHAIN B

[ LOAD SECURITY ]

Drive a Group from the Console

Load an instrument into the console's link group. Queries that name one symbol load it too.

CMD:TCS <GO>

[ QUICK ACCESS ]

Global Command Shortcut

Press / or Ctrl + K anywhere to open the command search bar instantly.

CMD:/ or Ctrl + K

[ SEARCH & STOCKS ]

Multi-Symbol Chain Search

Query live option chains, open interest, and quotes across 220+ NSE securities.

CMD:CHAIN AXISBANK

[ GAMMA ANALYTICS ]

Dealer Gamma & Flip Levels

Calculate Net GEX in ₹ Cr, Gamma Flip boundaries, and Call/Put Walls.

CMD:GEX NIFTY

[ QUANT STUDIO ]

AQR Code Execution

Launch the Monaco quant editor to test and run user-written AQR scripts.

CMD:AQR SCRIPT

[ CHART COMPARE ]

Multi-Asset Chart Overlay

Overlay secondary benchmarks on a normalized percentage scale.

CMD:COMPARE NIFTY BANKNIFTY

[ PCR & VOLATILITY ]

Live PCR & Volatility Query

Check Put/Call Ratio (PCR), IV Rank, and sentiment across active strikes.

CMD:PCR TATAPOWER

[ SURVEILLANCE ALERTS ]

Dynamic Level Alert Creator

Arm alerts on price, PCR, GEX/DEX (₹ Cr), VIX, wall breaks or a GEX sign flip.

CMD:ALERT SET NIFTY PCR < 0.8

[ CANONICAL MACRO ]

Sovereign Yields & RBI Schedule

Inspect 10Y macro continuous series, RBI MPC corridor, and bond yield spreads.

CMD:MACRO RBI

[ ALERT MANAGER ]

Universal Alert Manager

Open the Alert Center to view, edit, pause or delete every alert in one place.

CMD:ALERTS EDIT

Read Command Center Execution Guide→

ANALYTICS LAYER TAXONOMY

Different questions require different models.

An architectural taxonomy of analytics organized by functional domain: from strike positioning and volatility skew to unusual activity and strategic confluence.

01 /

POSITIONING

[GEX]

Gamma Exposure Analytics

Maps strike-by-strike dealer net gamma concentration in ₹ Crore.

[DEX]

Dealer Exposure Index

Models market maker inventory limits and hedging zones.

[GFLIP]

Gamma Flip Boundary Solver

Calculates exact price threshold where dealer hedging flips direction.

[WALLS]

Call & Put Wall Analytics

Identifies heavy open interest concentration and pinning levels.

02 /

UNUSUAL ACTIVITY & FLOW

[UOA]

Unusual Options Activity Detector

Flags contracts trading far above what comparable contracts normally trade.

[DHFI]

Dealer Hedging Flow Index

Measures continuous intraday market maker delta rebalancing pressure.

[SWEEPS]

Turnover Leaders

Ranks a chain's option contracts by premium traded, with OI change and buildup.

[PCR]

Put/Call Ratio Dynamics

Tracks live PCR with 5-day rolling baseline trends and divergence.

03 /

VOLATILITY & 0DTE

[IV SURFACE]

25-Delta Skew Modeling

Tracks term structure shifts and put/call smile curvature.

[0DTE SQUEEZE]

Convexity Surge Engine

Monitors explosive gamma expansion into weekly and daily index expirations.

[IVR / IVP]

Volatility Context Monitor

Compares current IV against 52-week statistical baselines.

[VIX PROFILE]

Regime Volatility Dynamics

Monitors index volatility shifts and expansion signals.

04 /

CONFLUENCE

[MATRIX]

Positioning + Volatility + Flow

Combines multiple analytical layers into structured decision context.

[VERDICT]

Quantitative Directional Reading

Algorithmic synthesis across order flow, gamma walls, and regime states.

05 /

QUANT SCRIPTING (AQR)

[AQR]

Arkenwell Quant Runtime

Sandboxed Web Worker execution environment for client-side algorithmic math.

[MONACO]

Type-Safe Script IDE

Obsidian code editor with ambient @arkenwell/quant typings and auto-completion.

[ADAPTER]

Reactive Chart Overlays

Plots custom algorithmic lines, bands, and histograms directly on live price charts.

[REGISTRY]

Strategy Parameter Steppers

Interactive numeric steppers and persistence for proprietary strategies.

Alerting & delivery

From condition met to message received.

Analytics are only useful if something acts on them while you are elsewhere. This is the path an alert takes once its condition becomes true — including what happens when a delivery provider is unavailable.

STAGE // 01

Evaluation

A scheduler re-checks every armed alert on a fixed cadence, independently of any browser session. Signing out does not pause it.

Price levels, percentage moves and day high/low breaches
Dealer positioning — net GEX and DEX levels, gamma-flip crossings, call and put wall breaches
Volatility and chain conditions — PCR, IV rank, max pain, OI support and resistance
Your own strategies, executed in an isolated sandbox on the same cycle

STAGE // 02

Routing

Where an alert goes is decided by three independent rules, all of which must agree — so a standing preference never has to be restated on every alert you arm.

The alert's own rule: follow your defaults, stay silent, or name specific destinations
Each destination's opt-in: a channel can be reserved for alerts that name it explicitly
Per-destination filters, so one channel can carry a single symbol and another everything

STAGE // 03

Suppression

Rules that stop a message are recorded rather than applied silently, so an alert that did not arrive always has an answer.

Quiet hours per destination, in your own timezone, with an opt-in exception for critical alerts
A minimum gap per destination, so a repeating alert cannot flood one channel
Every suppression is written to the delivery log with its reason

STAGE // 04

Delivery

Messages are queued durably before any provider is contacted. A provider outage delays a message; it does not lose one.

Retries with increasing backoff, and a bounded attempt budget
Transient failures retry; permanent rejections stop immediately rather than burning the queue
A destination that has genuinely expired is disabled and surfaced, not retried forever
Each firing is recorded once and delivered once, even if a cycle is replayed

PLATFORM SCOPE

Market & data coverage.

A compact technical specification matrix of supported markets, instrument scope, analytics layers, and terminal interfaces.

[ MARKETS ]

NIFTY 50
BANKNIFTY
FINNIFTY
MIDCPNIFTY
220+ NSE Equities
India 10Y / US 10Y
Currencies & Crude

[ INSTRUMENTS ]

Weekly Options
Monthly Options
Single Stock F&O
Index Futures
0DTE Expiries
Sovereign Debt
L2 Depth

[ ANALYTICS ]

Net GEX (₹ Cr)
Dealer DEX
Gamma Flip
Call & Put Walls
Vol Skew & Term
Scenario P&L
OI Heatmap
Greek Dual Curves

[ INTERFACES ]

Quant Studio (AQR)
Institutional Charting Suite
Surveillance Radar
Canonical Macro
Security Monitor
Always-On Alert Delivery

[ TOOLS ]

Monaco Code Editor
13 Drawing Tools
Multi-Asset Compare
Chart Snapshot Exporter
Kalman Arbitrage
Strategy Alerts

METHODOLOGY

Know what sits behind the number.

Arkenwell distinguishes observed market inputs from derived analytics and documents the assumptions behind positioning, volatility, and exposure metrics.

Platform Trust & Security →

Full Research Methodology Specification→GEX Methodology→Dealer Positioning→Volatility Intelligence→Market Concepts→View Knowledge Center→

Explore market structure inside Arkenwell.

Monitor strike-level GEX profiles, unusual option activity, and volatility term structures inside a clean, deterministic terminal environment.

Start Free Trial View Seat Licensing

7-DAY TRIAL · FULL PLATFORM ACCESS

TIME	CONTRACT	CLASS	WHO ACTED	VOL Z	OI CHG	PREMIUM	ACTION
09:34:12	NIFTY 24300 CE (28-MAR)	EXTREME	call buyers adding	+4.86σ	+342%	₹48.2 Cr	LONG BUILDUP
09:36:45	BANKNIFTY 52500 PE (04-APR)	EXTREME	put writers adding	+4.65σ	+288%	₹36.8 Cr	SHORT BUILDUP
09:38:20	NIFTY 24400 CE (28-MAR)	UNUSUAL	call buyers adding	+3.94σ	+185%	₹24.5 Cr	LONG BUILDUP
09:41:05	BANKNIFTY 52800 CE (28-MAR)	UNUSUAL	call writers exiting	+3.20σ	+142%	₹19.4 Cr	SHORT COVERING
09:43:18	NIFTY 24500 CE (25-APR)	ELEVATED	call buyers adding	+2.85σ	+96%	₹14.2 Cr	LONG BUILDUP

CALL OI	IV	DELTA	BID	STRIKE	ASK	DELTA	IV	PUT OI
ITM142.0K	13.2%	+0.82	290.5	24100	39.0	-0.18	15.2%	68.2K
ITM184.2K	13.4%	+0.68	242.0	24150	59.2	-0.32	14.8%	94.5K
ITM228.6K	13.6%	+0.54	168.4	24200	83.4	-0.46	14.2%	142.1K
ITM284.1K	13.8%	+0.50	124.2	24250ATM	115.1	-0.50	13.8%	189.4K
196.4K	14.1%	+0.38	84.5	24300	157.4	-0.62	13.6%	115.8KITM
162.8K	14.5%	+0.26	52.8	24350	219.8	-0.74	13.5%	84.2KITM
118.5K	14.9%	+0.16	32.4	24400	285.5	-0.84	13.4%	62.0KITM

TICKER	CANONICAL NAME	LTP (₹)	CHG %	NET GEX	DEX	IVR	OI
RELIANCE	Ambani / RIL	3,014.20	+0.85%	+₹68.4 Cr	-₹18.2 Cr	38%	142.5K
TATASTEEL	Tata Group	154.60	+1.42%	+₹24.1 Cr	+₹9.4 Cr	54%	210.8K
HDFCBANK	HDFC / Banking	1,642.50	-0.24%	-₹42.0 Cr	-₹28.6 Cr	46%	185.0K
INFY	Infosys / IT	1,788.00	+0.64%	+₹38.5 Cr	+₹14.2 Cr	32%	96.4K
ICICIBANK	ICICI / Banking	1,180.40	+0.32%	+₹51.2 Cr	+₹12.0 Cr	41%	134.2K
TCS	Tata Sons / IT	3,940.80	-0.48%	-₹19.4 Cr	-₹8.6 Cr	29%	88.2K
LT	L&T / Infra	3,620.15	+1.18%	+₹32.7 Cr	+₹15.3 Cr	44%	72.4K
BHARTIARTL	Mittal / Telecom	1,412.30	+0.72%	+₹26.8 Cr	+₹7.1 Cr	36%	118.9K
SBIN	State Bank / PSU	824.50	-0.65%	-₹28.3 Cr	-₹16.4 Cr	51%	240.1K
ADANIENT	Adani Group	3,110.00	+2.15%	+₹44.6 Cr	+₹22.8 Cr	62%	98.6K

The terminal for option market structure.

From market observation to decision context.

MARKET DATA

STATE STORE

GREEKS

POSITIONING

EVALUATION

DELIVERY

Structure before interpretation.

DEALER GAMMA STRUCTURE

DEALER DELTA EXPOSURE

VOLATILITY SURFACE & SKEW

HEDGING FLOW & ABSORPTION

You don't trade against opinions.You trade against market maker inventory.

Dealer Positioning & Gamma Exposure (GEX)

Unusual Options Activity

Core Derivative Intelligence & Options Chain Suite

Arkenwell Quant Studio & Charting Workstation

Surveillance Radar & Autonomous Alert Center

Confluence Engine & Strategic Alpha Desk

Institutional Security Monitor & Canonical Macro

Every panel, one keystroke away

Open Any Desk by Mnemonic

Colour-Coded Link Groups

Drive a Group from the Console

Global Command Shortcut

Multi-Symbol Chain Search

Dealer Gamma & Flip Levels

AQR Code Execution

Multi-Asset Chart Overlay

Live PCR & Volatility Query

Dynamic Level Alert Creator

Sovereign Yields & RBI Schedule

Universal Alert Manager

Different questions require different models.

POSITIONING

Gamma Exposure Analytics

Dealer Exposure Index

Gamma Flip Boundary Solver

Call & Put Wall Analytics

UNUSUAL ACTIVITY & FLOW

Unusual Options Activity Detector

Dealer Hedging Flow Index

Turnover Leaders

Put/Call Ratio Dynamics

VOLATILITY & 0DTE

25-Delta Skew Modeling

Convexity Surge Engine

Volatility Context Monitor

Regime Volatility Dynamics

CONFLUENCE

Positioning + Volatility + Flow

Quantitative Directional Reading

QUANT SCRIPTING (AQR)

Arkenwell Quant Runtime

Type-Safe Script IDE

Reactive Chart Overlays

Strategy Parameter Steppers

From condition met to message received.

Evaluation

Routing

Suppression

Delivery

Market & data coverage.

Know what sits behind the number.

Explore market structure inside Arkenwell.

You don't trade against opinions.
You trade against market maker inventory.