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

Council Rank

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

Cumulative alpha contribution

Vol surface today

Closed	Symbol	Side	TF	Entry	Exit	P&L	Grade	Result
09 May 2026	KOTAKBANK	LONG	s1	1742	1798	₹ +22.4 K	8.4	WIN
07 May 2026	MARUTI	LONG	s1	12480	12220	₹ -13.0 K	6.2	STOPPED
22 Apr 2026	AXISBANK	LONG	s2	1058	1184	₹ +1.51 L	9.1	WIN
02 May 2026	JINDALSTEL	SHORT	s1	962	962	₹ 0	5.4	TIMED_OUT
28 Apr 2026	BAJFINANCE	LONG	s1	6818	6982	₹ +20.5 K	7.8	WIN
25 Apr 2026	PERSISTENT	SHORT	i2	4218	4196	₹ +1.3 K	4.8	BREAKEVEN