ARKENWELLW
Terminal
Platform architecture

The workspace for option market structure.

Index market makers hedge large books of open interest. Their hedging is mechanical, not discretionary — which means dealer inventory leaves a measurable structure in the option chain, and that structure shapes where price meets resistance and where it accelerates.

Arkenwell computes that structure from live NSE derivatives data, keeps it current through the session, and gives you the tools to act on it — charting, alerting that runs without you, and a sandboxed environment for your own models.

MumbaiNSE
LondonLME
New YorkNYSE
TokyoTSE
ChicagoCME
FrankfurtEurex
SingaporeSGX
SydneyASX
JohannesburgJSE
São PauloB3
NSE derivatives data · streaming during market hours·18:46:55UTC
SYSTEM ARCHITECTURE

From market observation to decision context.

How raw market observations progress through normalization, quantitative model layers, and positioning engines into unified terminal intelligence. Click any stage to inspect its internal pipeline engineering.

01Primary + fallback feeds

MARKET DATA

Continuous collection of index and equity option chains, quotes and open interest through the trading session.

• NSE quotes & option chain
02Shared across workers

STATE STORE

One authoritative in-memory state for the current session, shared across every process that reads it.

• Unified market state
03Vectorized across strikes

GREEKS

Vectorized first and second-order sensitivities computed across the full strike ladder.

• Black-76, IV surface
04Recomputed each cycle

POSITIONING

Aggregate dealer gamma and delta exposure by strike, with the structural boundaries that follow from it.

• Net GEX, DEX, walls
05Runs with the terminal closed

EVALUATION

A scheduler evaluates every armed alert and user strategy on a fixed cadence, independently of any browser session.

• Conditions, user scripts
06Push, not polling

DELIVERY

State changes stream to the open terminal; fired alerts are delivered to the destinations you choose.

• WebSocket, notifications
[STAGE 01: MARKET DATA]Primary + fallback feeds
Active Architecture Node Inspector
MEMORY MODEL & DATA STRUCTURE
Broker market-data APIs with automatic failover
ENGINEERING IMPLEMENTATION
A primary exchange-data provider is used for live quotes and chains, with secondary providers configured as automatic fallbacks so a single vendor outage does not blank the terminal.
PLATFORM PERFORMANCE OVERVIEWCONTINUOUS INTRADAY RECOMPUTATION
Architecture: 6 Isolated Processes
Memory Model: Shared Memory (SoA)
State Updates: Incremental Ticks
Analytics Engine: Vectorized Event-Driven
DISCLOSUREDETAIL
Data sourceNSE-derived market data obtained through licensed market-data providers, with secondary providers configured as automatic fallbacks.
Update cadenceChains, quotes and derived positioning are recomputed continuously through market hours; analytics carry the timestamp of the data they were computed from.
GreeksBlack-76 based sensitivities solved across the full strike ladder, including the second-order terms used for gamma aggregation.
Exposure conventionGEX and DEX are aggregated per strike and expressed in ₹ crore, signed from the dealer's perspective — positive gamma dampens, negative gamma accelerates.
Derived levelsGamma flip is solved where aggregate dealer gamma changes sign. Call and put walls are the strikes carrying peak opposing exposure.
Alert executionConditions are evaluated server-side on a fixed cadence and continue while you are signed out. Delivery is queued durably and retried on failure.
Strategy isolationUser-written strategies execute in a sandboxed runtime with enforced time and memory limits, isolated per user.
ScopeResearch and analysis only. Arkenwell does not route orders, does not hold client funds, and does not provide investment advice.
DETERMINISTIC QUANTITATIVE OUTCOMES

Structure before interpretation.

Four core mathematical outcomes computed continuously by the deterministic pipeline to isolate dealer positioning boundaries and structural market friction.

[ 01 ]LIVE ENGINE

DEALER GAMMA STRUCTURE

GEX = Σ (Γᵢ × S² × 0.01 × OIᵢ)
-GEX (SHORT)FLIP 24,240+GEX (LONG)
PUT WALL 23,800STRIKE REGIMECALL WALL 24,500

Computes aggregate dealer gamma inventory per strike to locate Call/Put Walls and the structural Gamma Flip inflection boundary where dealer hedging switches from volatility dampening to volatility accelerating.

Core Deliverables
•Strike-by-Strike GEX
•Gamma Flip Boundary
•Call & Put Wall Levels
[ 02 ]LIVE ENGINE

DEALER DELTA EXPOSURE

DEX = Σ (Δᵢ × OIᵢ × S)
SHORT DELTA (SELL)0 NEUTRALLONG DELTA (BUY)
-100-500+50+100
DEX: -₹42.8 CrDownside Hedge Flow

Quantifies the instantaneous directional hedging demand of index market makers across all expiries, establishing the net buying/selling pressure generated as spot prices fluctuate.

Core Deliverables
•Net Delta Balance
•Directional Hedge Bias
•Inventory Imbalance
[ 03 ]LIVE ENGINE

VOLATILITY SURFACE & SKEW

σ_implied(K,T) = SVI(k; a,b,ρ,m,σ)
25Δ PUT SKEW: 28.4%OTM CALLS: 14.8%
0.90 (PUTS)1.00 ATM7D30D60D

Calibrates arbitrage-free implied volatility smiles using quasi-explicit SVI/SABR parameterization across active expiries, isolating 25-delta risk reversals and tail-risk pricing.

Core Deliverables
•25-Delta Risk Reversal
•Term Structure Slope
•IV Rank & Percentile
[ 04 ]LIVE ENGINE

HEDGING FLOW & ABSORPTION

DHFI = (∂DEX / ∂S) / Depth_L2
BID DEPTH ₹84.2 CrASK DEPTH ₹51.6 Cr
BOOK: +1.63x BIDSABSORPTION: BUFFERED

Tracks the ratio between market maker rebalancing velocity and order book liquidity depth, identifying price zones where hedging execution creates rapid liquidity gaps.

Core Deliverables
•Order Book Absorption
•Liquidity Withdrawal Risk
•Sweep Flow Velocity
INSTITUTIONAL WORKSPACE ARCHITECTURE

You don't trade against opinions.
You trade against market maker inventory.

Retail charts display where price has been. Institutional market structure reveals where dealers are mathematically compelled to buy, sell, or pin billions in delta. Seven purpose-built workstations engineered to replace retail indicators with deterministic physical mechanics.

WORKSPACE 01INSTITUTIONAL WORKSTATION

Dealer Positioning & Gamma Exposure (GEX)

GEX PROFILE (₹ CR) · GAMMA FLIP BOUNDARY · CALL/PUT WALLS · REGIME ZONES

Market makers must stay delta-neutral. When spot prices drift, they don't 'speculate'—they mechanically execute hedging flows. Arkenwell calculates aggregate dealer inventory across strikes in ₹ Crore, pinpointing Call Walls, Put Walls, and the Gamma Flip inflection where peaceful dampening violently explodes into acceleration.

GAMMA REGIMESTABILIZATION ZONE
EXPECTED MOVE±157.70 PTS (±0.65%)
GAMMA FLIP INFLECTION24,240.00 LEVEL
REFRESHCONTINUOUS INTRADAY
  • •Strike-by-strike Net GEX standardized in ₹ Crore with Call/Put micro-bar distribution
  • •Gamma Flip boundary solver identifying the mathematical regime transition price
  • •Call Wall (ceiling) and Put Wall (floor) structural liquidity pins
WORKSPACE 02INSTITUTIONAL WORKSTATION

Unusual Options Activity & Smart-Money Sweeps

VOLUME Z-SCORE (σ) · OI SURGE % · AT-ASK SWEEPS · INSTITUTIONAL BLOCKS

Informed institutions don't place standard limit orders when preparing for explosive volatility—they sweep multi-crore aggressive blocks across exchanges in milliseconds. Arkenwell's real-time Unusual Activity Detector isolates statistical volume anomalies (+5.82σ Z-Score), sudden open interest surges (+342%), and aggressive at-ask taker aggression before retail even notices the breakout.

SWEEP DETECTIONAS THE CHAIN UPDATES
STATISTICAL FILTER+5.82σ VOL SPIKE
INSTITUTIONAL INTENTLONG BUILDUP (78%)
HOURLY NOTIONAL₹348+ CR SWEPT
  • •Real-time isolation of aggressive multi-crore sweep orders hitting the offer across NSE
  • •Volume Z-Score algorithm calculating statistical deviations above 30-day baseline volumes
  • •Instant classification of trade intent: Long Buildup, Short Buildup, Short Covering, Long Unwinding
WORKSPACE 03INSTITUTIONAL WORKSTATION

Core Derivative Intelligence & Options Chain Suite

GC01 CHAIN · VECTORIZED GREEKS · ITM/OTM SHADING · MAX PAIN PINNING

Retail brokers provide delayed, static option chains. Arkenwell computes analytical Black-76 Greeks across 300+ strikes with sub-millisecond vectorized precision, giving quants and options traders real-time clarity on institutional block sweeps, dealer gamma absorption, and intraday open interest traps.

GREEKS SOLVERFULL STRIKE LADDER
2ND-ORDER GREEKSVANNA, CHARM, VOLGA
MONEYNESS SHADINGINTRINSIC ITM / OTM
MAX PAIN PROBABILITY78% PIN REVERSION
  • •Streaming vectorized options chain with tick pulse simulation and moneyness shading
  • •Higher-order Greeks matrix: Delta, Gamma, Vega, Theta, Vanna, and Charm
  • •Open interest intraday accumulation tracking aggressive smart-money traps
WORKSPACE 04INSTITUTIONAL WORKSTATION

Arkenwell Quant Studio & Charting Workstation

MONACO EDITOR · SANDBOXED RUNTIME · SERVER-SIDE SCRIPT ALERTS

Write strategies in TypeScript in an embedded Monaco editor and plot their output — lines, levels, zones and markers — directly onto the chart. The same script also runs server-side in an isolated sandbox, so it can drive alerts that fire while the terminal is closed.

EXECUTIONISOLATED SANDBOX
CHARTING ENGINEINSTITUTIONAL DUAL-AXIS
DRAWING SUITE13 SUB-PIXEL TOOLS
LOCAL SNAPSHOTHI-RES VECTOR / PNG
  • •Embedded Monaco IDE with native @arkenwell/quant SDK and ambient type autocomplete
  • •Strategies run in an isolated runtime with enforced time and memory limits — server-side for alerts, in-browser for charting
  • •Candlestick chart with volume histogram, right numerical price axis, and vector export
WORKSPACE 05INSTITUTIONAL WORKSTATION

Surveillance Radar & Autonomous Alert Center

TACTICAL RADAR RETICLE · GEX SQUEEZE · REGIME FLIP · MULTI-ROUTE DISPATCH

Humans have blind spots; autonomous algorithms do not. Arkenwell's surveillance radar tracks all 220+ NSE derivatives around the clock, calculating boundary proximity in real time and dispatching sub-millisecond alerts through desktop HUD, high-contrast audio, and encrypted webhooks.

RADAR RETICLE360° BEARING TRACKING
PRESET BLUEPRINTSGEX, REGIME, FLOW, VOL
ALERT DELIVERYMULTI-CHANNEL, RETRIED
SURVEILLANCE SCOPE220+ NSE DERIVATIVES
  • •Tactical Surveillance Radar Reticle with bearing angles (000°-270°) and range concentric rings
  • •Proximity monitoring alerting you when spot approaches GEX walls or zero-gamma thresholds
  • •Sub-millisecond multi-route dispatch across Desktop HUD, Audio Tone, Telegram, and Webhooks
WORKSPACE 06INSTITUTIONAL WORKSTATION

Confluence Engine & Strategic Alpha Desk

CONSENSUS SPLIT METER · MARKET DNA FINGERPRINT · MULTI-FACTOR WEIGHTING

Eliminate cognitive bias and paralysis by analysis. The Confluence Desk synthesizes five orthogonal quantitative layers—Positioning, Volatility Skew, Institutional Flow, Order Book Depth, and Macro Corridors—into a single composite conviction score backed by verifiable historical win-rate forensics.

CONSENSUS BIAS84.2% STRONGLY BULLISH
DNA FINGERPRINTTB-LV-PF-LG-BR-PN
HISTORICAL MATCH92.4% (48 RECENT DAYS)
PREDICTIVE WIN RATE73.8% VERIFIED SAMPLE
  • •Composite Professional Consensus engine delivering 0–100% directional conviction
  • •Canonical Market DNA Fingerprint with multi-factor weighting and win-rate verification
  • •Point-in-time Morning Reconnaissance translating overnight global macro into Indian opening bias
WORKSPACE 07INSTITUTIONAL WORKSTATION

Institutional Security Monitor & Canonical Macro

220+ NSE UNIVERSE · PROMOTER SEARCH · 7-POINT YIELD CURVE · 2s10s SPREAD

Cross-asset institutional surveillance covering all 220+ NSE equities. Fuzzy match by corporate promoter (type 'Ambani' for Reliance, 'Tata' for Tata Steel) while seamlessly tracking India 10Y sovereign yields, US Treasury spreads, and RBI MPC policy corridors on a unified institutional terminal screen.

COVERAGE UNIVERSE220+ NSE INSTRUMENTS
PROMOTER MATCHINGFUZZY ALIAS RESOLUTION
SOVEREIGN BENCHMARK7-POINT (3M–30Y) CURVE
MACRO CORRIDORINDIA 2s10s: +6.0 BPS
  • •220+ NSE instrument search with multi-tier fuzzy matching across corporate & promoter aliases
  • •Customizable telemetry columns (COLS) streaming GEX, DEX, IVR, and OI without message drops
  • •India 10Y vs US 10Y sovereign term structure curves with 2s10s spread indicators and RBI corridor
COMMAND CENTER CORE FEATURES

Every panel, one keystroke away

Press / or Ctrl + K anywhere to query live PCR, Net GEX, Option Chains, AQR scripts, and Positioning across indices and 220+ NSE stocks.

LIVE COMMAND INTERPRETER SIMULATOR
EVALUATED CONTINUOUSLY
TRY COMMAND:
arkenwell> GEX NIFTY
ARKENWELL GEX ENGINE · SYMBOL: NIFTY 50 (SPOT: 24,268.45 ▲ +0.42%)
NET DEALER GAMMA: +₹482.64 Cr (LONG GAMMA REGIME)
CALL WALL: 24,500 CE (+₹142.8 Cr) | PUT WALL: 24,000 PE (-₹189.4 Cr)
GAMMA FLIP LEVEL: 24,240.00 · PINNING ACTIVE · VOL DAMPENING
CALCULATION: Full strike ladder recomputed continuously through the session
[ QUICK ACCESS ]

Global Command Shortcut

Press / or Ctrl + K anywhere to open the command search bar instantly.

CMD:/ or Ctrl + K
[ SEARCH & STOCKS ]

Multi-Symbol Chain Search

Query live option chains, open interest, and quotes across 220+ NSE securities.

CMD:CHAIN AXISBANK
[ GAMMA ANALYTICS ]

Dealer Gamma & Flip Levels

Calculate Net GEX in ₹ Cr, Gamma Flip boundaries, and Call/Put Walls.

CMD:GEX NIFTY
[ QUANT STUDIO ]

AQR Code Execution

Launch the Monaco quant editor to test and run user-written AQR scripts.

CMD:AQR SCRIPT
[ CHART COMPARE ]

Multi-Asset Chart Overlay

Overlay secondary benchmarks on a normalized percentage scale.

CMD:COMPARE NIFTY BANKNIFTY
[ PCR & VOLATILITY ]

Live PCR & Volatility Query

Check Put/Call Ratio (PCR), IV Rank, and sentiment across active strikes.

CMD:PCR TATAPOWER
[ SURVEILLANCE ALERTS ]

Dynamic Level Alert Creator

Set instant audio and desktop alerts for spot crossing GEX walls or flip strikes.

CMD:ALERT NIFTY GEX > 50 Cr
[ CANONICAL MACRO ]

Sovereign Yields & RBI Schedule

Inspect 10Y macro continuous series, RBI MPC corridor, and bond yield spreads.

CMD:MACRO RBI
[ ALERT MANAGER ]

Universal Alert Manager

View, edit thresholds, inspect radar HUD status, or pause alerts in one place.

CMD:ALERTS EDIT
ANALYTICS LAYER TAXONOMY

Different questions require different models.

An architectural taxonomy of analytics organized by functional domain: from strike positioning and volatility skew to flow sweeps and strategic confluence.

01 /

POSITIONING

[GEX]

Gamma Exposure Analytics

Maps strike-by-strike dealer net gamma concentration in ₹ Crore.

[DEX]

Dealer Exposure Index

Models market maker inventory limits and hedging zones.

[GFLIP]

Gamma Flip Boundary Solver

Calculates exact price threshold where dealer hedging flips direction.

[WALLS]

Call & Put Wall Analytics

Identifies heavy open interest concentration and pinning levels.

02 /

UNUSUAL ACTIVITY & FLOW

[UOA]

Unusual Options Activity Detector

Isolates multi-sigma volume surges and aggressive at-ask sweep orders.

[DHFI]

Dealer Hedging Flow Index

Measures continuous intraday market maker delta rebalancing pressure.

[SWEEPS]

Institutional Sweep Isolation

Detects multi-crore aggressive taker flow across all 220+ NSE equities.

[PCR]

Put/Call Ratio Dynamics

Tracks live PCR with 5-day rolling baseline trends and divergence.

03 /

VOLATILITY & 0DTE

[IV SURFACE]

25-Delta Skew Modeling

Tracks term structure shifts and put/call smile curvature.

[0DTE SQUEEZE]

Convexity Surge Engine

Monitors explosive gamma expansion into weekly and daily index expirations.

[IVR / IVP]

Volatility Context Monitor

Compares current IV against 52-week statistical baselines.

[VIX PROFILE]

Regime Volatility Dynamics

Monitors index volatility shifts and expansion signals.

04 /

CONFLUENCE

[MATRIX]

Positioning + Volatility + Flow

Combines multiple analytical layers into structured decision context.

[VERDICT]

Quantitative Directional Conviction

Algorithmic synthesis across order flow, gamma walls, and regime states.

05 /

QUANT SCRIPTING (AQR)

[AQR]

Arkenwell Quant Runtime

Sandboxed Web Worker execution environment for client-side algorithmic math.

[MONACO]

Type-Safe Script IDE

Obsidian code editor with ambient @arkenwell/quant typings and auto-completion.

[ADAPTER]

Reactive Chart Overlays

Plots custom algorithmic lines, bands, and histograms directly on live price charts.

[REGISTRY]

Strategy Parameter Steppers

Interactive numeric steppers and persistence for proprietary strategies.

Alerting & delivery

From condition met to message received.

Analytics are only useful if something acts on them while you are elsewhere. This is the path an alert takes once its condition becomes true — including what happens when a delivery provider is unavailable.

STAGE // 01

Evaluation

A scheduler re-checks every armed alert on a fixed cadence, independently of any browser session. Signing out does not pause it.

  • Price levels, percentage moves and day high/low breaches
  • Dealer positioning — net GEX and DEX levels, gamma-flip crossings, call and put wall breaches
  • Volatility and chain conditions — PCR, IV rank, max pain, OI support and resistance
  • Your own strategies, executed in an isolated sandbox on the same cycle
STAGE // 02

Routing

Where an alert goes is decided by three independent rules, all of which must agree — so a standing preference never has to be restated on every alert you arm.

  • The alert's own rule: follow your defaults, stay silent, or name specific destinations
  • Each destination's opt-in: a channel can be reserved for alerts that name it explicitly
  • Per-destination filters, so one channel can carry a single symbol and another everything
STAGE // 03

Suppression

Rules that stop a message are recorded rather than applied silently, so an alert that did not arrive always has an answer.

  • Quiet hours per destination, in your own timezone, with an opt-in exception for critical alerts
  • A minimum gap per destination, so a repeating alert cannot flood one channel
  • Every suppression is written to the delivery log with its reason
STAGE // 04

Delivery

Messages are queued durably before any provider is contacted. A provider outage delays a message; it does not lose one.

  • Retries with increasing backoff, and a bounded attempt budget
  • Transient failures retry; permanent rejections stop immediately rather than burning the queue
  • A destination that has genuinely expired is disabled and surfaced, not retried forever
  • Each firing is recorded once and delivered once, even if a cycle is replayed
PLATFORM SCOPE

Market & data coverage.

A compact technical specification matrix of supported markets, instrument scope, analytics layers, and terminal interfaces.

[ MARKETS ]
  • NIFTY 50
  • BANKNIFTY
  • FINNIFTY
  • MIDCPNIFTY
  • 220+ NSE Equities
  • India 10Y / US 10Y
  • Currencies & Crude
[ INSTRUMENTS ]
  • Weekly Options
  • Monthly Options
  • Single Stock F&O
  • Index Futures
  • 0DTE Expiries
  • Sovereign Debt
  • L2 Depth
[ ANALYTICS ]
  • Net GEX (₹ Cr)
  • Dealer DEX
  • Gamma Flip
  • Call & Put Walls
  • Vol Skew & Term
  • Scenario P&L
  • OI Heatmap
  • Greek Dual Curves
[ INTERFACES ]
  • Quant Studio (AQR)
  • Institutional Charting Suite
  • Surveillance Radar
  • Canonical Macro
  • Security Monitor
  • Live Signal Desk
[ TOOLS ]
  • Monaco Code Editor
  • 13 Drawing Tools
  • Multi-Asset Compare
  • Chart Snapshot Exporter
  • Kalman Arbitrage
  • Strategy Alerts
METHODOLOGY

Know what sits behind the number.

Arkenwell distinguishes observed market inputs from derived analytics and documents the assumptions behind positioning, volatility, and exposure metrics.

Platform Trust & Security →

Explore market structure inside Arkenwell.

Monitor strike-level GEX profiles, unusual option sweeps, and volatility term structures inside a clean, deterministic terminal environment.

3-DAY TRIAL · FULL PLATFORM ACCESS