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ARKENWELL
OPTIONS & ORDER FLOW INTELLIGENCE

Understand the market behind the market.

Retail charts show price after the move happens. Arkenwell uncovers where dealer gamma, open interest, and strike positioning are committed.

KEY LEVELSWhere price tends to stall or speed up, updated live
UNUSUAL ACTIVITYLarge trades & sudden OI jumps, as they happen
ALERTSSet a condition once, get pinged on Telegram or email
BEFORE THE BELLHow the market may open at 9:15, from Gift Nifty, Crude & DXY
ANALYTICAL ENGINES6 MODULE DOMAINS

Six purpose-built engines calculating dealer positioning, unusual option activity, and structural regime shifts in real time.

01DEALER POSITIONING

Identifies true Call & Put walls where dealer hedging halts breakouts.

Net GEX ·Gamma Flip ·Call/Put Walls ·DEX
02VOLATILITY

Detects IV skew anomalies before premium expansion or crush cycles.

ATM IV ·25Δ Skew ·IV Rank ·Term Structure
03SMART NEWS INTELLIGENCE

Filters noise, scoring high-impact macro catalysts and corporate event transmissions in real time.

Event Impact Score ·Noise Filtering ·Macro Transmission
04OPTIONS ACTIVITY

Ranks option contracts by turnover and flags volume far above what comparable contracts normally trade.

Turnover Rank ·Volume Z-Score ·OI Change
05ALERTS

Get notified the moment something unusual happens, like a volume spike, a contract turning unusual or a sudden OI jump. Alerts reach you on Telegram, email and desktop.

Telegram ·Email ·Desktop ·Volume Spikes ·OI Surges
06MARKET INTELLIGENCE

Models 9:15 AM opening gap risk across Gift Nifty, Crude, and DXY.

Gift Nifty ·Crude & DXY ·Macro Watchdog
DEALER POSITIONING
Gamma · DEX · Inventory
VOLATILITY SURFACE
SVI · Skew · Term Structure
OPTIONS FLOW
Turnover · Vol Z · OI CHG
Market Microstructure
L2 · Liquidity · Order Book
CROSS-ASSET MACRO
Rates · FX · Commodities · Equities
ALWAYS-ON ALERTS
Scripts · Telegram · Discord · Push
INSTITUTIONAL DERIVATIVES ENGINE|NIFTY 50·BANKNIFTY·NET GEX LAYERING·DEALER DELTA INVENTORY·VOLATILITY SURFACE SKEW·0DTE PINNING DYNAMICS
F&O LIVE OPTION CHAIN STATE•NSE & BSE BINARY STREAM•NUMBA JIT VECTORIZED GREEKS•CONTINUOUS SURFACE CALIBRATION
THE OPERATING PICTURE

Market intelligence shouldn't live across six disconnected tools.

Your flow scanner, option chain, Greeks, and regime data — all in one place, all aware of each other.

01 · SEE THE LEVELSBroker option chain
→Key price levels

See where price tends to get stuck or break away, updated live, without reading raw strike tables.

02 · SEE THE HEDGINGPrice charts alone
→Dealer positioning

See how option sellers are positioned and where their hedging can speed up or slow down a move.

03 · READ THE FEARSpreadsheet Greeks
→Volatility

See whether options are cheap or expensive and which side the market is nervous about.

04 · SPOT BIG MOVESRaw trade tapes
→Unusual activity

Large, aggressive trades and abnormal volume are picked out for you as they happen.

05 · GET NOTIFIEDStaring at screens
→Alerts

Set a condition once. We watch 24/7 and message you on Telegram, email or desktop.

06 · PREPARE FOR THE OPENScattered news tabs
→Overnight watch

Before 9:15, see what Gift Nifty, Crude, DXY and bond yields did overnight.

PHILOSOPHY

Price tells you what happened.Positioning tells you why.

Most traders focus on price. Price is the result. Positioning is the cause. Arkenwell helps traders see the structural forces in NIFTY and BANKNIFTY option positioning.

GEX FLOWS/VOLATILITY SURFACE/DEALER INVENTORY
ALSO INSIDE THE TERMINAL

The rest of your workspace, in the same window

VIEW ALL 200+ FEATURES →
01 · CHARTS

Charts with options levels on top

Full charting with indicators and drawing tools, plus option-chain levels drawn straight onto the price chart so you never switch windows.

01 Indicators & Drawing Tools·02 Options Levels Overlay
02 · OPTION CHAIN & WATCHLIST

Option chain and watchlist, built for derivatives

Live strike-by-strike chain with Greeks and open interest. Star the strikes you follow and watch them reprice on every tick in your watchlist.

01 Live Chain & Greeks·02 Favourite Strikes
03 · TREND & REGIME

Trending or range-bound?

See at a glance whether the market is trending or stuck in a range, and how far price has stretched from its recent average.

01 Trend Identification·02 Statistical Bands
04 · STRATEGY BUILDER

Option payoff calculator

Build a multi-leg option position and see breakeven, maximum profit and loss, and per-lot Greeks, priced from the live chain. A calculator, not a suggestion.

01 Payoff Diagrams·02 Breakeven & Greeks
05 · NEWS

Headlines ranked by market impact

Live financial news sorted by how much it is likely to move the market, with an earnings and economic-event calendar alongside.

01 Market Impact Rating·02 Earnings & Event Calendar
06 · GLOBAL & SCREENER

Global markets and stock screener

Keep US, European and Asian markets next to India, and scan NSE stocks with rules you define for intraday, swing or positional setups.

01 Global Index Tracker·02 Rule-Based Screener
01. The Whole Market, One Tab

Markets: Nine Desks, One Tab

India and the world around it — breadth, flows, rates, FX, commodities and volatility — without leaving the terminal.

•Indian market — Market Overview for breadth, FII / DII flows, constituents by industry and NIFTY positioning, plus the F&O Market Heatmap and NSE Screener.
•Global context — World Indices, Bonds, Currencies, Commodities and Macro Indicators, each with its source and session.
•Global Volatility — India VIX and CBOE VIX, each read against its own one-year history.
•Every desk has a mnemonic — type MAP, WEI or FX to jump straight in.
Arkenwell Terminal Market Overview at 13:02 IST on 23 October 2026: NIFTY 50 and sector index levels, market breadth, FII and DII flows, constituents by industry, and NIFTY positioning.
MO <GO>Real terminal capture · 23 Oct 2026, 13:02 IST
Arkenwell Terminal Overnight Activity desk at 09:19 IST on 24 October 2026: overnight read for India by factor, news since the NSE close, institutional flows, the global tape and the India sector router.
OVN <GO>Real terminal capture · 24 Oct 2026, 09:19 IST
02. Pre-Market Intelligence

Overnight Activity Watchdog

Systematic cross-asset risk transmission across international trading sessions.

•Track global macro shocks 24/7 — monitors overnight moves across Crude, US Yields, DXY, and Gift Nifty before domestic markets open.
•Custom asset watchpoints automatically isolate sector impacts, export exposures, and cross-market transmission risks.
•Opening gap probability models calculate expected auction delta and liquidity distribution before market open.
•Quantitative overnight surveillance calibrated to domestic Indian equity benchmarks.
03. Options Order Flow

Unusual Activity Detector

Option contracts trading far above normal for their strike and expiry.

•Volume against true peers — each contract is compared with contracts at the same distance from spot and the same days to expiry in previous expiries.
•Index and stock chains on one board — a monitor ranks flagged contracts across every symbol you add.
•Who acted — each flagged contract carries OI change, price change, premium traded and its buildup read: call writers adding, put buyers exiting.
•Professional+. Alerts fire when a contract turns UNUSUAL or EXTREME.
Arkenwell Terminal Unusual Activity desk showing the 23 October 2026 session: monitored symbols with flagged contracts, NIFTY flagged contracts by tier and score, volume and OI change, premium traded and who acted.
UA <GO>Real terminal capture · 24 Oct 2026, 09:27 IST · last session 23 Oct
Arkenwell Terminal Watchlist at the 23 October 2026 NSE close: 16 symbols on the derivatives board with PCR, OI change, net GEX and DEX, gamma regime, ATM IV, skew and straddle, tracked option strikes, and the BANKNIFTY focus panel.
WL <GO>Real terminal capture · 24 Oct 2026, 11:15 IST · last session 23 Oct
04. Watchlist

Watchlist

Every symbol you follow, with its options positioning on the same row.

•Quotes or derivatives — one switch turns the list into a positioning board: PCR, call and put OI change, net GEX and DEX, ATM IV, 25Δ skew and straddle for every symbol.
•Gamma regime per row — long gamma, short gamma or at the flip, with GEX and DEX re-read at the live price.
•Strikes under their symbol — add an option strike and it tracks beneath its underlying with LTP, OI change, IV and delta.
•Your columns, your views — 32 columns to show, pin, resize and sort, saved as named views.
•Focus panel with chart, price structure, session profile, pivots and news for the selected name — type WL.
05. Sector Breadth

Market Heatmap

Every F&O stock, grouped by sector, in one view.

•Any universe — the F&O list, NIFTY 50 to NIFTY 500, Bank and Fin Nifty, or a single sector index.
•Sized and coloured your way — tiles by market cap, turnover or equal weight; moves from the previous close or today's open.
•Built-in screens — gainers, losers, gap-ups, gap-downs, names near six-month highs or lows, and stocks beating or lagging their sector.
•Breadth, equal- and cap-weighted moves, turnover and India VIX on one strip — type MAP.
Arkenwell Terminal Market Heatmap of 210 F&O stocks grouped by sector at the 23 October 2026 NSE close, sized by market cap and coloured by change from previous close, with breadth and top gainers.
MAP <GO>Real terminal capture · 24 Oct 2026, 09:28 IST · NSE close 23 Oct
06. Multi-View Analytics

Option Chain & Live Chart Suite

Every strike, Greek, and volatility smile — synchronized live.

Layer OI profiles, IV surface skews, and multi-Greek heatmaps across synchronized panels so market structure and dealer inventory stay visible simultaneously.

OPTION CHAIN│
NIFTY24,344.94
REFRESH:
DEMO FEED
Spot
24,344.94+110.79 (+0.47%)
CALLSSTRIKEPUTS
OIIVBidAskStrikeBidAskIVOI
38L13.6%162.50164.942420038.9639.5516%17L
81L14%112.26113.382425052.6353.4215.6%39L
95L14.4%62.5063.442430081.0882.3015.2%80L
91L14.8%130.43132.392435027.4727.7414.8%87L
74L15.2%69.7770.812440077.5078.6614.4%84L
63L15.6%47.6248.3324450127.50129.4114%50L
35L16%36.1436.6924500177.50180.1613.6%45L
NIFTY TICK EXECUTION & SPREAD● L1 STREAM · DEMO
VWAPVOL Δ
LAST SPOT · BID/ASK SPREAD ₹0.50
24,344.94
ATM IV
13.8%
PCR (OI)
0.94
GAMMA FLIP
24,050
DEMO FEED
1 ticks • 500ms
GEX <GO>STRIKE OI DEPTH PROFILE
PCR: 0.92 · BALANCED
CALL OI (LAKHS) ◀
STRIKE
▶ PUT OI (LAKHS)
18.2L
24000
94.5L
22.4L
24100
88.2LFLOOR
38.6L
24200
65.4L
62.1L
24300
58.9L
81.4L
24400
34.2L
WALL104.2L
24500
19.8L
76.5L
24600
12.1L
ATM PIN: 24,300MAX PAIN: 24,300GEX: +₹1.42 Cr
SKEW <GO>SVI VOLATILITY SKEW
25Δ RR: +3.0% PUT SKEW
20%18%16%14%12%ATM 24,30023.8k24.0k24.2k24.3k24.4k24.6k24.8k
ATM IV: 13.7%HV30: 11.2%IV RANK: 28.4% · LOW
GREEK <GO>VECTORIZED GREEKS MATRIX
BSM · 0.021 ms (SIMD JIT)
STRIKEΔΓΘ𝒱NET GEX
24100 0.820.0018-9.4+8.2+18.4L
24200 0.680.0031-14.2+12.4+26.1L
24300 ·0.500.0042-18.9+15.8+38.5L
24400 0.320.0030-13.8+12.1-16.8L
24500 0.160.0017-8.2+7.4-42.6L
24600 0.070.0008-4.6+4.1-21.2L
PEAK GAMMA: 0.0042 @ 24,300GAMMA FLIP: 24,250
07. Command Navigation

Rapid Command-Line Navigation

Type the command. See the whole market in sub-seconds.

•Instant GEX & DEX diagnostics — calculate strike gamma walls, flip anchors, and dealer delta posture in a single keystroke.
•Real-time telemetry alerts query the largest option contracts by turnover, volatility surface shifts, and PCR concentration on demand without clicking through menus.
•Built for high-velocity traders who demand zero-latency execution, zero friction, and uninterrupted focus during fast market moves.
•No menu hunting. Just instantaneous command-driven market clarity.
CMD >WORKSTATION COMMAND CONSOLE
DEMO FEED
12:30:12 AM#3342
v4.8.2
CMD >STATE NIFTY<GO>
12:30:12 AM
┌─ ARKENWELL SYSTEM TELEMETRY STATE ──────────────────────────────┐
│ SPOT: 24,142.50 │ VIX: 13.42 │ PCR: 1.18 │ GEX: +₹1.42 Cr │ DEMO │
└─────────────────────────────────────────────────────────────────┘
ACTIVE ENGINE REGIMES:
NIFTY : POSITIVE GAMMA DAMPENING (Pin Range: 24,080 - 24,250)
BANKNIFTY : ACCELERATED VOLATILITY (Flip Barrier: 52,200)
RESOLUTION : NSE TICK-BY-TICK STREAM (0.84 ms Median Internal Processing)
CMD >GEX NIFTY<GO>LONG GAMMA
12:30:12 AM
┌─ NIFTY 24,142.50 (+0.45%) ──────────────────────────────────────┐
│ NET GAMMA : +₹1.42 Cr [LONG GAMMA] │ FLIP : 24,050.00 [ANCHOR] │
│ CALL WALL : 24,500.00 (84.2L CE) │ PUT WALL: 24,000.00 (91L) │
└─────────────────────────────────────────────────────────────────┘
STRIKE GAMMA EXPOSURE MATRIX:
24,000 PE │ ████████████████████░░░░ │ +₹38.4L [PUT WALL FLOOR]
24,050 PE │ ██████████░░░░░░░░░░░░░░ │ +₹18.2L [GAMMA FLIP]
24,100 PE │ ████████████░░░░░░░░░░░░ │ +₹22.6L [DELTA BUFFER]
24,142 ATM │ ████░░░░░░░░░░░░░░░░░░░░ │ +₹8.5L [SPOT PIN]
24,200 CE │ ░░░░░░░░██████░░░░░░░░░░ │ -₹14.2L [RESISTANCE]
24,300 CE │ ░░░░░░░░████████████░░░░ │ -₹28.9L [ACCELERATOR]
24,500 CE │ ░░░░░░░░████████████████ │ -₹42.1L [CALL CEILING]
>> REGIME DIAGNOSTIC: POSITIVE GAMMA DAMPENING
Market makers dynamically buy dips & sell rips above 24,050.
Expect mean-reverting pin between 24,080 and 24,250 with low IV.
SUGGESTIONS:
CMD >
█
AUTONOMOUS INFRASTRUCTURE│SERVER-SIDE EXECUTION

The market does not wait for you to be at the desk.

Most tools stop evaluating the moment you close the browser tab. Arkenwell evaluates your alerts and executes your quantitative strategies on dedicated server-side infrastructure, continuously, dispatching notifications to your endpoints regardless of terminal state.

01│AUTONOMOUS ALERT ENGINE
1-SEC CADENCE

Alerts that fire without you

Conditions are evaluated on Arkenwell's servers on a fixed cadence — not in a browser tab. Close the terminal, shut the laptop, and the alert still fires.

[TRIGGER DOMAINS]Price, dealer positioning (GEX/DEX), PCR, volatility surface, and open-interest conditions.
[DISPATCH PIPELINE]Delivered to Telegram, email, Discord, or browser push — configured per alert rule.
[FLOW CONTROLS]Enforced quiet hours, deduplication windows, and per-destination burst throttling.
[AUDIT TELEMETRY]Persistent delivery log tracking evaluation history, trigger timestamps, and suppressed events.
02│SANDBOXED STRATEGY RUNTIME
TYPESCRIPT V8

Your strategies, running server-side

Write a strategy in TypeScript, then have Arkenwell run it continuously in an isolated sandbox with enforced time and memory limits — on the same schedule as built-in analytics.

[SIGNAL TARGETS]Alert on any script output: computed levels, directional verdicts, custom bands, or multi-strike spreads.
[STATE IMMUTABILITY]Script version and input parameters are locked at arming time, preventing silent execution drift.
[FAULT ISOLATION]Isolated thread execution with hard memory bounds ensures run-away scripts cannot degrade system throughput.
[CHART PARITY]Exact same deterministic logic executes on the desktop chart visualizer and the server-side alerting daemon.
DISPATCH ENDPOINTS:
Telegram
Email
Discord
Browser push
WhatsAppSOON
Research & analysis only — Arkenwell does not route orders.
Coverage & scope

What sits inside the terminal.

Depth over breadth. Arkenwell covers the Indian derivatives market thoroughly rather than every market shallowly.

2
Index chains
NIFTY 50 and BANK NIFTY, with full option chains and strike-level dealer positioning across the ladder.
INDEX ARCHITECTURE[NIFTY · BANKNIFTY]
INSTRUMENTSNIFTY 50, BANK NIFTY & FIN NIFTY with live L1 stream
OPTION CHAINFull strike matrix — OI, IV, Bid/Ask, Delta & Volume per strike
DEALER ENGINENet GEX (₹ Cr), Call/Put Walls, Gamma Flip & DEX per strike
GREEKS SOLVERBlack-76 on the put-call-parity forward
220+
NSE equities
Cash-market quotes, unusual activity detection and sector rotation across the tracked universe.
EQUITY UNIVERSE[CASH + F&O]
COVERAGEAll 220+ liquid NSE F&O equities with fuzzy alias search
ANOMALY SCANNERVolume vs comparable contracts in past expiries, OI change & premium
SECTOR HEATMAPF&O stocks grouped by sector, sector indices vs NIFTY, breadth
INSTITUTIONAL FLOWFII / DII cash flows, FII index-futures positioning, bulk & block deals
1st + 2nd
Order Greeks
Delta, gamma, vega and higher-order sensitivities solved across every strike, then aggregated into dealer gamma and delta exposure in ₹ crore.
QUANTITATIVE ENGINE[BSM + SVI]
1ST ORDERDelta (Δ), Theta (Θ), Vega (𝒱) & Rho (ρ) per strike per expiry
2ND ORDERGamma (Γ), Vanna (∂Δ/∂σ), Charm (∂Δ/∂t) & Volga (∂𝒱/∂σ)
NOTIONAL GEXDealer gamma in ₹ Crore per 1% spot move, per-strike ladder
VOL SURFACESVI-calibrated IV, 25Δ Skew, IV Rank vs HV30
24 / 5
Session coverage
Pre-open preparation, intraday structure, post-close review, and an overnight watch that carries global moves into the next session.
SESSION TIMELINE[24/5 SURVEILLANCE]
07:00 – 09:00Gift Nifty, Brent, DXY & US 10Y Z-score surveillance
09:00 – 09:15NSE pre-open auction imbalance & opening gap model
09:15 – 15:30Live order flow, GEX pinning, dealer hedging & unusual activity
POST-CLOSEServer-side headless alerting — zero open browser tabs required
ScopeArkenwell is a research and analysis workstation. It does not route orders, hold client funds, or provide investment advice — you keep your broker, and every decision stays yours.
Compute layer

Calculate against live market state

Not a calculator sitting beside a data feed. Expressions reference the same resolvers the rest of the terminal reads from, so the number you work out is the number the desk is looking at — and it tells you where every input came from.

CALClive output
CALC (NIFTY.spot - 23300) * NIFTY.lot
= ₹6,376.50
RESOLVED
NIFTY.lot 65 bhavcopy · 11 Sep
NIFTY.spot 23,398.10 live feed · 10:10
FORMULAlive output
FORMULA BS NIFTY 23300 7 12 18 CE
RESOLVED NIFTY.spot = 23,398.10
d₁ = [ln(S/K) + (r + σ²/2)T] / σ√T
d₂ = d₁ − σ√T
d₁ = +0.273336 d₂ = +0.248408
N(d₁) = 0.607702 N(d₂) = 0.598091
CALL PREMIUM ₹315.60

A market namespace, not a data paste

Reference live state directly in an expression — NIFTY.spot, RELIANCE.iv30, SBIN.lot. Lot sizes come from the exchange's own daily file, so the multiplier is never a guess.

Every value carries its source

Each result lists what it resolved to, from which feed, and as of when. A number you cannot trace is a number you cannot act on.

Formulas that show their working

23 market formulas with every variable defined and every assumption stated. Compute one and it prints the substitution and the intermediate steps, not just an answer.

MARKET NAMESPACE
RESOLVER ENGINE
Direct
spot · lot · iv · pcr · gex · dex · callwall · putwall · flip
Resolved from live market state
Derived
iv7 · iv30 · iv60 · rv30 · ivrv · em
Constant-maturity vol & term metrics, variance-interpolated across quoted expiries

Every field has one documented definition and an explicit source. Quoted expiries only — no silent extrapolation.

SESSION WORKFLOW

One terminal across the market day.

How Arkenwell structures your market analysis throughout the trading session — from pre-market preparation to live intraday monitoring and post-market review.

01BEFORE OPEN

Overnight & Pre-Market Prep

Track global market trends, overnight sentiment shifts, FII/DII institutional net flows, and key support/resistance boundaries before local cash open.

Global SignalsFII / DII Net FlowKey Level Boundaries
02MARKET OPEN

Opening Range & Dealer Positioning

Observe early market-maker inventory posture, opening call/put walls, volatility skew, and initial buyer/seller order balance as trading begins.

Call & Put WallsOpening SkewOrder Book Balance
03LIVE SESSION

Live Flow & Trade Signals

Monitor the largest option contracts by turnover, unusual options volume spikes, sector rotation, and live flow-balance scores.

Turnover LeadersUnusual Volume SpikesLive Flow-Balance Score
04POST-MARKET

Session Recap & Research

Analyze daily price pathing, strike inventory drift, signal model accuracy metrics, and explore step-by-step Knowledge Center methodologies.

Session Trend RecapModel Accuracy CheckKnowledge Base Guides
DATA INFRASTRUCTURE

From market feed to market state.

How raw options observations flow through structural normalization, automated validation checks, and quantitative calculation engines into clean terminal intelligence.

01→

MARKET FEEDS

Raw index spot, sector rates, and options market data inputs.

02→

NORMALIZATION

Observed data converted into standardized internal structures.

03→

VALIDATION

Integrity, sequence, and freshness verification before downstream use.

04→

MARKET STATE

Synchronized state representation of current market environment.

05→

ANALYTICS ENGINES

GEX, DEX, IV surface modeling, and derived positioning calculations.

06

TERMINAL

Intelligence delivered live to active trader workspaces.

ANALYTICAL TRANSPARENCY

Understand the signal, not just the number.

Arkenwell makes the assumptions, data transformations, and underlying formulas behind core analytics discoverable instead of presenting metrics as unexplained black boxes.

ENGINEERING COMMITMENTS

What we will never ship.

Six non-negotiable constraints that define how every feature reaches the terminal.

01No black-box indicators

Every formula, assumption, and data dependency is published and auditable. If you cannot reconstruct the calculation, we do not ship it.

02No synthetic signals

All data originates from live NSE/BSE exchange feeds. Zero simulated, interpolated, or back-filled values reach the terminal.

03No trade recommendations

The terminal surfaces structure, flow, and positioning. It never tells you what to buy or sell — that decision stays with the trader.

04No hidden staleness

Every panel shows how old its data is. Stale or unavailable values are flagged, never silently filled in.

05No AI-generated predictions

The AI layer explains quantitative output in plain English. It has zero write access to modify analytical pipeline results.

06No vendor lock-in

Standard browser terminal — Chrome, Edge, Safari, Firefox. No proprietary client, no desktop install, no exchange-specific hardware.

SYSTEM PARAMETERS

Terminal Specifications

[ SPEC_01 ]
Live Data Ingestion

TrueData & NSE option chain feeds with 2s cache TTL. DHFI engine reconstructs dealer inventory per-strike per-expiry on every tick refresh cycle.

[ SPEC_02 ]
SVI Volatility Surface

SVI-calibrated IV surface from live option chain. Computes IV Rank vs HV30, 25D Skew, term structure steepness, and smile curvature continuously.

[ SPEC_03 ]
Kalman Regime Engine

Adaptive Kalman Filter tracks dynamic basis spreads, generates prediction bands, residual Z-Scores, and half-life estimates for mean-reversion detection.

[ SPEC_04 ]
Quantitative Model Suite

BSM GEX/DEX per-strike gamma & delta computation. OI build/unwind detection, Max Pain, PCR by expiry, and flow pressure analytics (Kyle Lambda, Amihud).

[ SPEC_05 ]
Security & Isolation

Token-based auth with rate limiting and circuit breakers. Encrypted session isolation. AI layer has zero access to modify quantitative pipeline output.

[ SPEC_06 ]
Pipeline v2.0 Architecture

Exchange Binary stream with uvloop, TCP_NODELAY, Structure of Arrays (SoA) memory, 64-byte cache line padding, and lock-free IPC.

[ SPEC_07 ]
Black-76 Greeks

IV and Greeks solved for every listed strike on the put-call-parity forward, so dividends and rates need no guessing.

PLATFORM ARCHITECTURELIVE DURING NSE MARKET HOURS
Architecture: 6 Isolated Processes
Memory Model: Shared Memory (SoA)
State Updates: Incremental Ticks
Analytics Engine: Event-Driven
TRUST & OPERATIONS

Built for serious market workflows.

[ SECURITY ]

Encrypted transport, token-based authentication, and controlled session authorization.

[ RELIABILITY ]

Data-state monitoring, automated validation checks, and graceful handling of unavailable market inputs.

[ PRIVACY ]

Session isolation, strict credential controls, and transparent data handling policies.

[ TRANSPARENCY ]

Documented analytics, discoverable methodology, and explicit market data states.

PLATFORM

Arkenwell at a glance.

ANALYTICSGEX · DEX · IV Surface · Options Greeks · Market Flow
MARKETSNIFTY 50 · BANKNIFTY
WORKFLOWSMarket Structure · Volatility · Flow · Pre-Market Briefings
INTERFACEWeb Terminal Workflows & Keyboard Command Console
OPERATIONAL PROFILES

Operational Profiles

Select the workflow path matching your active execution parameters.

01

Professional Traders

Execute spread structures and options volatility plans using live dealer positioning, GEX Flip Strikes, Kalman prediction bands, and IV skew as structural reference.

02
Research Analysts

Evaluate historical delta exposures, smile structures, Kalman regime shifts, and long-term risk pathing across index derivatives.

03
Risk Officers & Teams

Distribute centralized platform seats, track firm-wide exposure parameters, and monitor volatility regime alerts with automated checks.

SEAT LICENSING & CAPABILITY MATRIXSPEC_REV 2026.4 · LATENCY <1.3ms

Institutional Seat Licensing Matrix

Deterministic options quantitative analytics, streaming order book telemetry, and dealer positioning engines across individual and institutional desk tiers.

EXPLORE ALL 22 DESK MODULES→
QUANTITATIVE DOMAIN / CAPABILITY
Core Platform Architecture
TIER 01
Explorer License
Free · 7-Day Evaluation
TIER 02 · BENCHMARK
Professional Plan
₹999 / month (all taxes included) · Individual Seat
TIER 03
Professional+ Desk
₹1,999 / month (all taxes included) · Prop License
01 // DERIVATIVES QUANT ENGINES & GREEKS COMPUTATION
Live Option Chain & Black-76 Greeks
Delta, Gamma, Theta, Vega and second-order Greeks for every listed strike, priced on the parity forward.
Standard (50 Strikes)
Full Chain (100µs Stream)
Full Chain (Sub-ms Ring Buffer)
Dealer Gamma Exposure (GEX) & Flip Engine
Real-time market maker gamma posture, gamma flip inflection levels, and call/put wall barriers.
EOD Snapshot
Live Strike-by-Strike Matrix
Live Multi-Expiry Matrix
Dealer Exposure Index (DEX) & Delta Balance
Net delta inventory accumulation tracking to classify directional hedging acceleration triggers.
Daily Aggregates
Live Intraday Rebalancing
Tick-by-Tick Delta Flow
SVI Implied Volatility Surface
Quasi-explicit SVI calibration over live bid/ask spreads to compute arbitrage-free volatility smiles.
Standard IV Curve
Full 3D Surface Calibration
Full Surface + Term Structure
Kalman Filter Volatility Regime Engine
State-space recursive filtering to detect low-vol compression and sudden expansion transitions.
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Live Regime State Stream
Live Multi-Asset State Stream
02 // RISK TELEMETRY & ORDER FLOW INTELLIGENCE
Dealer Hedging Flow Index (DHFI)
Instantaneous measure of underlying stock buying/selling pressure exerted by market makers.
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Real-Time Telemetry Feed
Dedicated Sub-Second Stream
Unusual Activity Detector
Flags option contracts trading far above comparable contracts in past expiries, with OI change, premium and buildup.
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✓ Included
Sector Relative Strength & Liquidity Matrix
Live capital rotation tracking, VWAP distance analytics, and liquidity withdrawal alert triggers.
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Real-Time Sector Heatmap
Multi-Asset Liquidity Engine
03 // PIPELINE INFRASTRUCTURE
Natural Language Synthesis & Market Briefs
Automated plain-English explanations reading read-only quantitative engine outputs.
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Pre / Post Market Briefings
Continuous Dynamic Synthesis
Data Pipeline & WebSocket Ring Buffer
Dedicated internal queue routing ensuring sub-millisecond parsing under peak volatility surges.
Standard Queue
Dedicated WebSocket Worker
Isolated Ring-Buffer (Priority 0)
LICENSING GOVERNANCE · All tiers strictly adhere to zero directional trade recommendations.
TEAMS & PROFESSIONAL WORKFLOWS

Bring Arkenwell into your market workflow.

For research teams, proprietary trading desks, and professional market participants exploring broader access, workflow requirements, or coordinated use of Arkenwell.

Workflow Configuration·Dedicated Research Support
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The structure behind every market move. Start seeing it today.

Institutional-grade market intelligence engineered for active derivatives traders. Track real-time dealer positioning, gamma flip boundaries, and volatility surface dynamics directly from live NSE exchange feeds.