⚡ Option Scalping — Greek Origin Engine
Exciting Options Trading tool that identifies Micro Term Trade at its Origin. The engine combines Options Greeks, fresh option premium movement, snapshot-to-snapshot OI/volume participation and underlying movement to rank early CE/PE ignition setups.
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Origin signals
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Non-PASS micro-term candidates
Ignition
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Highest-priority early triggers
Bullish CE
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Long CE ignition candidates
Bearish PE
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Long PE ignition candidates
Greeks model
Δ Γ Θ ν
Black-Scholes sensitivity layer
TOP BULLISH ORIGIN
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TOP BEARISH ORIGIN
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Micro-Term Trade at its Origin
Ranked by the signed origin score. Click any column to sort.
| Symbol | Side | Strike | Spot | Trigger | Origin Score | Conf. | LTP | Δ LTP | Fresh OI | Fresh Vol. | IV | Delta | Gamma | Theta/day | Vega | Greek Residual |
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Origin algorithm: 30% premium impulse + 20% delta-adjusted Greek residual + 20% fresh OI participation + 15% fresh volume + 10% spot/option alignment + 5% ATM proximity. The Greek residual measures option-premium movement not explained by first-order Delta exposure. When two successful snapshots are available, the engine uses snapshot-to-snapshot changes; otherwise it uses NSE price-change/CHOI/volume as a baseline. IGNITION requires a high score plus positive premium/volume participation; EARLY is the next tier. This is a screening model, not a guaranteed signal.
Best CE / PE by Symbol
Nearest active expiry per symbol. Indexes may be weekly; stocks resolve to their nearest available monthly expiry.
| Symbol | Period | Expiry | Spot | ATM | Best CE | CE Score | Best PE | PE Score | Snapshot |
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Greek interpretation: Delta (Δ) = first-order spot sensitivity; Gamma (Γ) = Delta acceleration; Theta (Θ) = daily time decay; Vega (ν) = sensitivity to implied volatility. IV comes from the NSE option-chain snapshot when available. Risk-free rate defaults to 6.5% and can be overridden with
SCALP_RFR in /data/nse/app/.env. Short options can have large losses; this page is designed primarily for micro-term long-option screening.