IV Shock Simulator
Stress-test dealer hedge flow by strike for a -5 to +5 vol-point repricing
IV Shock HeatmapTrigger ShiftStrike Flow Stress
Filter Stack
Symbol
NIFTY
Expiry
Date
ATM Anchor
Auto ATM
Follow latest spot
Strike Window
+/- 10 strikes
IV Shock
Volatility Trigger
Static from first snapshot
When enabled, trigger sweep uses the first timestamp of the selected session. Other charts keep current/live behavior.
Live Snapshot Context
Spot-
Snapshots0
Backtest
Live Updates
Desk Snapshot
Current Desk State
Monitoring
Waiting for enough live structure to classify state quality.
Data Quality
11
Fragile confidence
Snapshot Age
-
No timestamp available from the latest option-chain snapshot.
Snapshot Cadence
-
Median spacing between visible snapshots
Strike Coverage
0%
Selected strikes inside active chain
Key Levels Board And Change Tape
| Level | Value | Distance from spot | What it marks | How to read it | ||
|---|---|---|---|---|---|---|
Spot Change: -
Waiting for another snapshot to compute change.
No option-chain snapshots were available for the current selection.
Checking subscription...
Assumptions And Caveats
Research References
SSRN: Impact of Option Dealer Flows on Equity Returns
Supports the idea that dealer sensitivity can be strongly tied to implied-volatility changes, not only to spot.
Cboe: Evaluating the Market Impact of SPX 0DTE Options
Useful reminder that net risk, not headline volume alone, is what drives hedging relevance.
SSRN: Option Expected Hedging Demand
Shows why expected hedging demand from options information can carry market impact rather than being just descriptive noise.