Vol. II / Issue 137Mumbai Edition
The Ghatak Desk
घातकMotilal F&O Research, Bombay
  
NIFTY 5022,512.40+0.32%BANKNIFTY48,168.10+0.58%INDIA VIX12.84-2.18%USDINR83.42-0.11%BRENT81.06+0.74%DXY104.18+0.06%GOLD MCX74,210+0.42%GIFT NIFTY22,538+0.28%FII NET 5D+4,280 Cr0.00%NIFTY 5022,512.40+0.32%BANKNIFTY48,168.10+0.58%INDIA VIX12.84-2.18%USDINR83.42-0.11%BRENT81.06+0.74%DXY104.18+0.06%GOLD MCX74,210+0.42%GIFT NIFTY22,538+0.28%FII NET 5D+4,280 Cr0.00%EXPIRY THU IN d h m
Lens dossier / Options Flow Reader

NACHIKETA

Designs the options wrapper. Hard veto on naked long premium. Theta funds the tail hedge.

Lineage: SIG, Susquehanna, Sinclair, Carr

Hit Rate 60

68%

Alpha to Date

₹ 5.38 L

Votes Today

16

Council Rank

#2

Authority

Hard veto on naked long premium. Owns wrapper structure for every approved pick.

Manifesto / In the lens's own words

01Naked long premium is a rounding error to zero.

02IV rank, term-structure slope, 25-delta skew. The cell tells you what to sell.

03Conviction-adaptive wrapper. Higher conviction earns tighter wings, not bigger size.

04Weekly tactical plus monthly strategic. The Indian retail buys weeklies. We sell to them with structure.

Signature Alpha

8-cell vol regime classifier from FII derivatives commentary. Conviction-adaptive wrapper. Weekly+monthly Indian stack.

Model Routing

Opus 4.7 for weekly surface design. Sonnet 4.6 daily regime. Haiku 4.5 IV bulk. Kimi K2.6 morning narrative.

Rolling hit rate, 60-trade window
64%66%68%70%Mar 15Mar 22Mar 29Apr 05Apr 12Apr 19Apr 26May 03May 10HIT
Cumulative alpha contribution
3L4L5LMar 15Mar 22Mar 29Apr 05Apr 12Apr 19Apr 26May 03May 10ALPHA INR

Vol surface today

  • 01

    8-cell regime: HV Compressing into expiry

  • 02

    GEX cliff at 22600 strike

  • 03

    PCR composite at p-25 favors seller side

Closed picks, this lens

No closed picks yet under this lens.