CE-PE Options Price Tracker - Call, Put, PCR, Calendar Spread

4 gün önce

This advanced TradingView indicator provides a real-time, side-by-side visualization of both Call and Put option price action for Indian derivatives—including Nifty
, BankNifty
, Sensex
, and major commodities.
Designed for active option traders, it simplifies scanning for directional bias, volatility, and premium flows at any user-selected strike.

Key Features:

Dual Option Candle Visualization: Instantly visualize both Call and Put prices as candlesticks for any selected strike—compare price action, structure, and momentum with clarity.

Premium Differential Tracking (C-P Diff): Analyze market skew and sentiment with live premium difference between Call and Put options.

Put-Call Ratio (PCR) Widget: Real-time PCR analysis and signal (Bullish/Bearish/Neutral) with custom threshold levels, helping you track sentiment shifts and trading triggers.

Calendar Spread Analysis: Easily spot arbitrage and hedging opportunities between near and next expiry dates for both Call and Put—coloured expansion/contraction signals keep you focused on volatility premium flows.

Volatility Panel: Live volatility calculation on both calls and puts, along with Buy/Sell signals to alert you of trend or momentum shifts based purely on option volatility.

User-Friendly Controls: Pick underlying, strike, expiry (including next expiry) and custom colour themes in seconds.

Visual Alerts: Candle and shape signals for key option price trend events and PCR reversals.

How to Use:

Apply this indicator to any Indian index or commodity options chart on TradingView.

Select the underlying, expiry, and strike to monitor.

All signals and premium data update in real time—supporting scalping, swing, or statistical strategies.

Best Suited For:

Directional option traders

Arbitrage and calendar spread specialists

PCR sentiment and volatility signal followers

Active intraday and expiry scalpers

Anyone wanting a fast options dashboard with intuitive dashboard-style visuals

Note:
This tool is designed for study and analysis only. Options trading involves significant risk.
Always combine technical analysis with risk management and consult a financial advisor if needed.

4 gün önce

Sürüm Notları

This advanced TradingView indicator provides a real-time, side-by-side visualization of both Call and Put option price action for Indian derivatives—including Nifty
, BankNifty
, Sensex
, and major commodities.
Designed for active option traders, it simplifies scanning for directional bias, volatility, and premium flows at any user-selected strike.

Key Features:

Dual Option Candle Visualization: Instantly visualize both Call and Put prices as candlesticks for any selected strike—compare price action, structure, and momentum with clarity.

Premium Differential Tracking (C-P Diff): Analyze market skew and sentiment with live premium difference between Call and Put options.

Put-Call Ratio (PCR) Widget: Real-time PCR analysis and signal (Bullish/Bearish/Neutral) with custom threshold levels, helping you track sentiment shifts and trading triggers.

Calendar Spread Analysis: Easily spot arbitrage and hedging opportunities between near and next expiry dates for both Call and Put—coloured expansion/contraction signals keep you focused on volatility premium flows.

Volatility Panel: Live volatility calculation on both calls and puts, along with Buy/Sell signals to alert you of trend or momentum shifts based purely on option volatility.

User-Friendly Controls: Pick underlying, strike, expiry (including next expiry) and custom colour themes in seconds.

Visual Alerts: Candle and shape signals for key option price trend events and PCR reversals.

How to Use:

Apply this indicator to any Indian index or commodity options chart on TradingView.

Select the underlying, expiry, and strike to monitor.

All signals and premium data update in real time—supporting scalping, swing, or statistical strategies.

Best Suited For:

Directional option traders

Arbitrage and calendar spread specialists

PCR sentiment and volatility signal followers

Active intraday and expiry scalpers

Anyone wanting a fast options dashboard with intuitive dashboard-style visuals

Note:
This tool is designed for study and analysis only. Options trading involves significant risk.
Always combine technical analysis with risk management and consult a financial advisor if needed.
Update
Minor Fix

evvelsi gün

Sürüm Notları

Release Notes - Version 2.0
🚀 Major Updates
1. Open Interest (OI) Analysis Suite
Real-time Futures OI Tracking: Monitor open interest changes for NIFTY1!, BANKNIFTY1!, and other futures contracts

OI Delta Metrics: Track absolute OI changes over 1, 5, and 10 bars

OI Percentage Change: View percentage-based OI movement over 5 bars

OI Trend Indicator: 10-bar trend analysis (Upward/Downward/Flat) with color-coded signals

Adjustable ROC Threshold: Customize OI rate-of-change sensitivity via UI settings

Smart Money Tracking: Identify institutional positioning through OI flow analysis

2. Professional Decay Speed Indicators
Separate Call & Put Decay Analysis: Independent decay calculations for each option type

Option-Correlated Volatility: Uses actual option price volatility instead of generic VIX inputs

Dynamic Delta Integration: Automatically calculates delta from option prices using customizable delta ratio

Intraday Time Adjustment: Enhanced decay modeling with time-of-day factors

Hi/Lo Signal System: Clear visual indicators for high decay (red) vs low decay (green) conditions

Customizable Parameters: Adjustable lookback period, delta ratio, and threshold multipliers

📊 Enhanced Dashboard
Expanded info table with 12+ metrics

Color-coded signals for instant visual feedback

Separate rows for Call Decay and Put Decay

OI delta and trend visualization

⚙️ New User Inputs
Futures symbol selection (NIFTY1!, BANKNIFTY1!, etc.)

OI ROC threshold adjustment

Delta ratio configuration

Decay lookback period

Decay threshold multiplier

🎯 Performance Improvements
Optimized calculation logic for faster updates

Better handling of missing OI data

Improved color scheme for better readability

Breaking Changes
None - All existing features remain fully functional

Bug Fixes
Improved PCR calculation accuracy

Fixed calendar spread color logic

Enhanced table positioning and sizing

evvelsi gün

Sürüm Notları

Minor FIx

evvelsi gün

Sürüm Notları

Release Notes - Version 2.1
🎯 Major Feature: OI Buildup Analysis & Signal Generator
New: Professional OI-Based Trading Signals
This update introduces institutional-grade Open Interest analysis that automatically identifies market positioning and generates actionable buy/sell signals based on the relationship between price movement and OI changes.

✨ What's New
1. OI Buildup Classification System
The indicator now automatically detects and displays four critical OI patterns used by professional traders:

Long Buildup (Price ↑ + OI ↑): Fresh bullish positions entering - Strong Buy Signal

Short Buildup (Price ↓ + OI ↑): Fresh bearish positions entering - Strong Sell Signal

Long Unwinding (Price ↓ + OI ↓): Bulls exiting positions - Sell Signal

Short Covering (Price ↑ + OI ↓): Bears covering shorts - Buy Signal

2. Smart Buy/Sell Signal Generator
Automated signal generation: Strong Buy, Buy, Hold, Sell, Strong Sell

Real-time detection of institutional money flow

Identifies when smart money is entering or exiting positions

Color-coded signals for instant visual feedback

3. Signal Confidence Indicator
High Confidence: Strong price + OI movement (>2%) - Most reliable signals

Medium Confidence: Moderate movement (1-2%) - Good probability setups

Low Confidence: Weak movement (<1%) - Use with caution

4. Enhanced Dashboard Display
Two new rows added to info table:

OI Buildup Row: Shows current buildup type with confidence level

OI Signal Row: Displays clear Buy/Sell/Hold recommendation

Color-coded backgrounds (Green=Bullish, Red=Bearish, Orange=Unwinding, Lime=Covering)

5. Visual Chart Markers
Real-time labels appear on chart for major buildup events

Instant identification of Long Buildup, Short Buildup, Long Unwinding, Short Covering

Professional labeling system for quick decision making

6. Comprehensive Alert System
Four new alert types:

OI Strong Buy Signal (Long Buildup detected)

OI Strong Sell Signal (Short Buildup detected)

OI Buy Signal (Short Covering detected)

OI Sell Signal (Long Unwinding detected)

🔧 How It Works
The indicator analyzes the correlation between:

Price Direction: Whether underlying/futures price is rising or falling

OI Direction: Whether open interest is increasing or decreasing

Movement Strength: Magnitude of changes to assess signal quality

This combination reveals true market positioning - not just what's happening, but who is doing it (bulls vs bears) and how (fresh positions vs unwinding).

📊 Use Cases
For Intraday Traders:

Catch institutional entry/exit points in real-time

Avoid false breakouts by confirming with OI buildup

Identify when momentum is backed by real positioning

For Swing Traders:

Spot trend continuation vs reversal setups

Monitor when institutions are accumulating or distributing

Time entries when fresh capital enters the market

For Options Traders:

Align option trades with underlying OI flow

Identify when to go long calls (Long Buildup) or long puts (Short Buildup)

Detect early signs of trend exhaustion (Unwinding patterns)

⚙️ Technical Details
Uses real futures OI data from NSE (NIFTY1!, BANKNIFTY1!, etc.)

Analyzes bar-by-bar price and OI changes

Calculates combined strength metrics for confidence scoring

Color-coded 4-quadrant classification system

Minimal lag - updates with every bar close

🎨 Visual Improvements
Enhanced table color scheme for OI buildup types

Improved readability with confidence indicators

Chart labels for major buildup events

Professional green/red/orange/lime color coding

📈 Performance
Lightweight calculation logic

No additional lag introduced

Compatible with all existing features

Works seamlessly with Call/Put decay, PCR, and calendar spread analysis

Breaking Changes
None - All existing features remain fully functional

3 saat önce

Sürüm Notları

Major Upgrade – PCR Action, Calendar Spread Engine, Decay Action, Order Flow, Vol Skew, and Flexible Dashboard

This update transforms the indicator from a pure options price tracker into a full-fledged options/futures decision engine designed for active intraday and positional traders.

New Key Features:

PCR Action (Contrarian Signal)

Adds a “PCR Action” row that converts raw Put-Call Ratio into a clear contrarian trading bias:

PCR > 1.5 → Crowd is extremely bearish (too many puts) → Contrarian “Buy/Long” bias (short squeeze potential)

PCR < 0.5 → Crowd is extremely bullish (too many calls) → Contrarian “Short/Sell” bias (overextended market)

You still see classical PCR sentiment (“Bullish/Bearish/Neutral”), but now also get a direct contrarian action signal to fade the crowd at extremes.

Calendar Spread Analysis + Compact Decision (CS)

Computes and displays:

PUT Calendar Spread (near vs next expiry puts)

CALL Calendar Spread (near vs next expiry calls)

Classifies spreads as Expansion (Exp) or Contraction (Contr).

New compact “CS” row summarizes the full calendar logic:

PUT↑ [Bear] → Put CS expanding, Call CS contracting → Strong bearish bias (buy puts / sell calls / put calendars)

CALL↑ [Bull] → Call CS expanding, Put CS contracting → Strong bullish bias (buy calls / sell puts / call calendars)

VOL↑ [Strad] → Both CS expanding → High volatility expected (buy straddle/strangle)

PREM↓ [Theta] → Both CS contracting → Low volatility, ideal for selling premium (iron condors, credit spreads)

This gives an at-a-glance read on how future expiries are pricing risk and direction.

Decay Action – Option Buy/Sell Decision Engine

Separately tracks Call Decay and Put Decay using their own volatilities and price ranges.

Classifies decay as high (fast premium melt) or low (premium holding).

New “Decay Action” row converts this into direct strategy guidance:

Call Lo Decay + Put Hi Decay → “BUY Calls” (bullish setup, or sell puts)

Call Hi Decay + Put Lo Decay → “BUY Puts” (bearish setup, or sell calls)

Both Hi Decay → “Sell Options” (range/low vol, theta strategies)

Both Lo Decay → “BUY Straddle” (big move expected, vol play)

Table also shows Call/Put Decay individually so you can see which side is melting and which side is being supported.

Futures Order Flow: Volume Delta, Cumulative Delta, Imbalance

Uses futures data (via your futures symbol) to approximate order flow:

Volume Delta: net difference between buying and selling pressure (up-volume vs down-volume).

Cumulative Delta: running sum of delta to show accumulation vs distribution over time.

Divergence: detects when price makes a new high/low but cumulative delta does not confirm (buyer/seller exhaustion).

Imbalance: detects “Bid Stack” / “Ask Stack” style imbalances to see where aggressive players may be trapped.

New rows:

“Vol Delta” → shows current volume delta with a signal like “Buy Press / Sell Press / Short NOW / Long NOW”.

“Cum Delta” → shows the current cumulative delta value and trend (Rising / Falling / Flat).

“Imbalance” → shows Bid/Ask imbalance and trap status (e.g., “Bid Stack (Shorts Trapped)” or “Ask Stack (Longs Trapped)”).

This gives a micro-edge in timing entries using futures flow, even when you trade options.

Volatility Skew (Smile) – Fear vs FOMO Detector

Computes Volatility Skew between Put IV and Call IV:

Put Skew → Puts more expensive than calls → “Crash Hedge” behavior (institutions hedging downside, hidden bearish fear).

Call Skew → Calls more expensive than puts → “FOMO/Bullish” behavior (bullish aggression, upside chasing).

Balanced → No extreme skew, normal smile.

New “Vol Skew” row clearly labels:

“Put Skew (Crash Hedge)” or

“Call Skew (FOMO/Bullish)” or

“Balanced (Neutral)”

This helps you see whether the volatility market is pricing fear or greed.

OI Flow Enhancements (Recap)

OI Δ (5) and OI %Δ (5): show open interest buildup over 5 bars in absolute and percentage terms.

OI Trend (10): trend classification of OI over 10 bars (Upward / Downward / Flat).

OI Buildup: professional classification of price + OI combination:

Long Build, Short Build, Long Unwinding, Short Cover

Each with confidence based on magnitude.

OI Signal: converts this into clear Buy/Sell/Hold wording.

Fully Adjustable Dashboard Table (Position + Text Size)

New “Display” settings:

Table Position: move the whole analytics dashboard to any corner or center of the screen (top/middle/bottom, left/center/right).

Table Text Size: from tiny to huge so you can tune visibility for your monitor and zoom.

All rows now respect the chosen text size, making the dashboard readable yet compact on any setup.

What You Get Now in One Glance:

PCR Crowd + PCR Action (contrarian)

Calendar Put/Call spreads + compact CS decision

Call/Put IV and Volatility Skew (fear vs FOMO)

Call/Put Decay + Decay Action (what option strategies make sense now)

OI change, trend, buildup type, and OI-based Signal

Futures Volume Delta, Cumulative Delta, and Imbalance (order flow micro-edge)

All wrapped in a movable, resizable table that you can position exactly where you want on the chart.

Best Use Cases:

Intraday scalping with futures and options confirmation.

Directional option trading with OI, PCR, skew, and decay alignment.

Premium selling (theta strategies) when calendar, decay, and vol all agree.

Event / breakout trades using Vol Skew, Calendar Spread, and Decay Action together.

Note:
This tool is for analysis and education. It combines many advanced concepts (PCR, IV, Skew, OI, Order Flow, Decay, Calendar Spreads). Always combine it with your own risk management, higher time-frame context, and a tested trading plan

3 saat önce

Sürüm Notları

Minor Update