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Arkenwell Market Intelligence Console
NIFTY 5024340.90+0.08%
FEED SYNC
00:30:19 ISTGLOBAL TAPE:GIFT NIFTY 24,375.00 +0.14%US 10Y 4.551% -0.39%DXY 100.75 +0.02%BRENT $86.40 +1.80%USD/INR 86.850 -0.07%INDIA VIX 13.20 -3.40%S&P 500 5,892.40 +0.31%
QUOTES6 SYMBOLS
| SYMBOL | LAST | CHG% | HIGH | LOW |
|---|---|---|---|---|
| NIFTY 50 | 24340.90 | +0.08% | 24,382.10 | 24,288.40 |
| BANK NIFTY | 51,761.95 | +0.46% | 51,840.00 | 51,520.10 |
| SENSEX | 77,540.83 | +0.12% | 77,680.50 | 77,390.00 |
| INDIA VIX | 13.20 | -3.40% | 13.85 | 13.05 |
| FIN NIFTY | 23,145.60 | +0.28% | 23,210.00 | 23,080.00 |
| MIDCPNIFTY | 12,890.45 | +0.35% | 12,940.00 | 12,820.00 |
PRICE & STRUCTURE (5-MIN)SPOT: 24340.90 (+90.9 ABV FLIP)
24,500CALL WALL (84.2L)
24,390EXP HIGH (+1σ)
24340.90SPOT
24,292EXP LOW (-1σ)
24,250GAMMA FLIP (0 Γ)
24,100PUT WALL (91.6L)
Range: 24,292 — 24,390Pin: 24,300ATM IV: 13.20%
SIGNALS & VERDICTCONFLUENCE: 84%
FLOW
BEARISH
STRUCT
NEUTRAL
VOL
COMPR
DEALER
POS Γ
ANALOG
76% PIN
Synthesis: RANGE-BOUND PINPin Strike: 24,300
Structure: Short Iron CondorPOP: 74.2%
Greeks: Δ +0.02 · Γ -0.0034 · Θ +₹18.401D VaR: ₹1,420/lot
OI BUILDUP LOGNET DELTA: -₹12.2 Cr
| TIME | STRIKE | TYPE | BUILDUP | LOTS | DELTA | OI CHG |
|---|---|---|---|---|---|---|
| 15:48:12 | 24350 CE | CALL | SHORT BLD | 12,500 | -₹4.2 Cr | +18.2% |
| 15:46:05 | 24200 PE | PUT | LONG BLD | 18,200 | +₹6.8 Cr | +11.4% |
| 15:44:30 | 24400 CE | CALL | SHORT BLD | 22,400 | -₹8.1 Cr | +24.6% |
| 15:41:18 | 24250 PE | PUT | LONG BLD | 15,000 | +₹5.4 Cr | +9.8% |
| 15:38:40 | 24500 CE | CALL | SHORT BLD | 35,000 | -₹12.2 Cr | +31.0% |
Calls: -₹18.4 CrPuts: +₹31.7 CrDealer Imbalance: -₹12.2 Cr
GEX PROFILE LADDER+₹428.2 Cr LONG GAMMA
| STRIKE | DEALER EXPOSURE PROFILE (PUT ◄ 0 ► CALL) | NET GEX |
|---|---|---|
| 24500 | -142 Cr | |
| 24400 | -78 Cr | |
| 24350 | +52 Cr | |
| 24300 | 0 Cr | |
| 24250 | +96 Cr | |
| 24200 | +184 Cr |
PCR: 1.019Gamma Flip: 24,280Regime: Vol Dampening
MACRO ANOMALY STREAM1-SIGMA Z-SCORES
| TIME | ASSET | MOVE | Z-SCORE | SEV |
|---|---|---|---|---|
| 07:15 | Brent Crude | +2.10% | +2.84σ | CRIT |
| 08:10 | Dollar DXY | +0.42% | +1.92σ | WARN |
| 08:35 | GIFT Nifty | -0.35% | -1.65σ | WARN |
| 08:42 | US 10Y | +6.2 bps | +1.40σ | INFO |
RISK & EXECUTION SENSITIVITYBSM 28-MAR-2026 CYCLE
1st Order Greeks
Delta (Δ):+0.02 (Neutral)
Theta (Θ):+₹18.40/day
Vega (𝒱):-₹32.50/% IV
Rho (ρ):+₹0.85/100bps
2nd Order Greeks
Gamma (Γ):-0.0034
Vanna (∂Δ/∂σ):+0.0012
Charm (∂Δ/∂t):-0.0004
Volga (∂𝒱/∂σ):+0.0820
Capital & Loss Bounds
1D 99% VaR:₹1,420/lot
Max Loss:₹2,395/lot
Margin Req:₹54,000/lot
Kelly Fraction:0.32
FEED: NSE L2 DIRECTLATENCY: 2.8msTICK RATE: 18.4k/sENGINE: BSM / GEX
STATUS: DEMO DATA
EXPIRY: 28-MAR-2026SESSION: REGULAR (IST)CONNECTION: NOMINAL
TRANSPORT: REST + WebSocketlive service status shown aboveACCESS: DEVELOPER RESTRICTED
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