SIGMA TRADING ANALYSIS
See where the market is pinned, before you trade it.
TradeLens turns NSE options data into a daily range, live entry signals, strategies that fit the regime, and position sizes that respect your margin.
Free plan, no card needed. Analysis only, never order placement.
NIFTY · monthly expiry
Positive gammaIllustration of the range card
- Max pain
- 22,900
- Gamma flip
- 22,621
- Call wall
- 23,000
- Put wall
- 22,500
Positioning, not a forecast. Source: NSE F&O bhavcopy.
Three engines, one trading brief
Entry signals, options positioning and portfolio-aware sizing work together, so every idea arrives with a range, a structure and a size.
Range envelope
Max pain, gamma flip, call and put walls from the NSE F&O bhavcopy, fused into one band with a regime label and a confidence grade.
Entry signals
A technical composite (EMA trend, RSI turns, breakouts) with ATR-based stop and target, delivered live with a cooldown so the feed never floods.
Strategy builder
Iron condors, strangles and straddles sized to the regime, with historical win rates. It refuses to suggest a trade when the odds are not there.
Correlation-aware sizing
Ledoit-Wolf covariance and risk parity measure what a new position adds to the book you already hold, then cap it.
Margin-aware lots
Sizes F&O by the margin each lot blocks, not by notional. A ₹5L account gets told the truth about a Nifty strangle.
Monthly and yearly reports
1M, 3M, 6M and 1Y reports: return, volatility, drawdown, monthly returns, and a replay of every signal over the period.
How it works
Data lands at 17:00 IST
NSE publishes the F&O bhavcopy. TradeLens ingests it, checks data quality, and solves implied volatility strike by strike.
Engines compute the brief
Black-76 gamma, root-finding gamma flip, max pain and walls produce the range. Signals scan every 15 minutes in market hours.
You act with context
See the regime, the band, the structures that fit it, and how many lots your margin really allows.
Honest by design: when the gamma flip cannot be determined, TradeLens shows “unavailable”, never a made-up number. When a strategy has negative expected value, it says so.
Simple annual pricing
Start free. Upgrade when the range and signals earn their place in your process.
Free
See how TradeLens reads the market.
₹0 / year
- ✓NIFTY range envelope (max pain, gamma flip, walls)
- ✓1-month performance report
- ✓Latest 5 signals, no live alerts
Core
Most popularDaily range, signals and strategies for active traders.
₹9,999 / year
- ✓Range envelopes for every tracked index and stock
- ✓Live signal alerts with entry, stop and target
- ✓Strategy builder with refusal logic
- ✓1M / 3M / 6M / 1Y reports with signal backtests
- ✓Personal watchlist
Pro
Position sizing that knows your existing book.
₹14,999 / year
- ✓Everything in Core
- ✓Correlation-adjusted allocation (Ledoit-Wolf, risk parity)
- ✓Margin-aware lot sizing for F&O
- ✓Portfolio tracking
Prices in Indian rupees, billed annually. Paid plans stay below ₹15,000 so renewals need no extra card authentication.