Interactive · runs entirely in this page · no data leaves it
Move the controls. Every probability below is computed live from the same model that was checked against 20,272 out-of-sample predictions — when it says 5%, it happened 5.2% of the time. Click any row to price that trade.
| Distance | Call strike | Call risk | Put strike | Put risk | Verdict |
|---|
Chance the index reaches a level before expiry, by how far out that level is. The shaded band is everything closer than 2% — the near-money zone that historically kept only 0.7% of the premium sold.
Then enter the premium being offered to see whether it covers the risk.
size every trade against something real
Every risk figure above is a rupee amount. It only means something next to the capital behind it. Work it out from your Kite account, or type it in if you already know it.
| Check | Result |
|---|---|
| Contract notes reconciled against the broker | ₹0.00 across 1,058 notes |
| Our real fills checked against NSE's price archive | 66,419 |
| Fills inside that day's traded range | 100.00% |
| Model predictions checked out-of-sample | 20,272 |
| Calibration error | 0.5 percentage points |
| Backtest on real settlement prices | 474 expiries, 11.6 years |
This desk does not predict direction. We tested that on 2,062 out-of-sample days: 50.97% accurate against a 54.03% always-guess-up baseline — worse than guessing. It prices the size of the move, which is the part the data can actually answer, and the part an option seller is paid for.