Options Flow Desk
Premium turnover, positioning regimes and strike concentration in one intraday workspace.
Select a liquid expiry to build the intraday flow map.
Net premium vs spot
Cumulative net flow
| Time↓ | Spot LTP | Price Δ | Net premium | Call turnover | Put turnover | Vol PCR | Net OI Δ | Positioning | Signal |
|---|
Turnover is a premium-flow proxy: interval contract volume × option LTP across the liquid ±4% spot window. It measures where capital changed hands, not buyer/seller initiation. Combine the net premium impulse with spot direction, OI regime, and persistence across bars before taking a trade.
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How to Read the Options Flow Desk
A desk-style framework for premium turnover, OI regime, PCR, strike concentration, and intraday flow.
Most important nuance
Large flow is activity, not proven intent. Confirm whether it persists and whether OI, premium, quotes, and the underlying support the same explanation.
What It Tracks
Rank strikes by economic premium activity.
Best Comparison
Compare call and put participation and PCR.
Strongest Use
Track OI regimes and concentration shifts.
Main Risk
Confirm flow across consecutive snapshots.
Functionality Available on This Page
Desk Summary Metrics
Shows net premium flow, call turnover, put turnover, volume PCR, spot, and the current positioning regime.
Net Premium vs Spot
Plots call-led and put-led premium impulses together with the underlying price.
Cumulative Flow
Builds a running net-flow series to distinguish sustained pressure from alternating impulses.
Flow Tape and Compact Bars
Switches between a detailed table and bar-style visualization of each interval.
Search and Side Filters
Searches time, regime, or strike and filters all, call-led, or put-led rows.
Conviction and Sorting
Filters high-conviction rows and sorts time, spot, premium, PCR, OI change, positioning, and signal fields.
Terminology Traders Actually Need
Premium Turnover Rupee Activity+
Premium turnover measures traded option premium value rather than contract count alone.
Market Reading
Use it to distinguish economically meaningful flow from high contract volume in very low-premium options.
India Market Context
Lot sizes and premium levels differ across Indian index and stock contracts, so normalize comparisons carefully.
Caveat
Turnover does not reveal whether the initiating trade was a buy, write, hedge, or spread leg.
OI Regime Positioning State+
An OI regime combines price behavior with the expansion or contraction of outstanding contracts.
Market Reading
Use it to classify whether participation appears to be building, covering, or unwinding.
India Market Context
Weekly expiry and rapid spot changes can flip regime labels quickly near ATM.
Caveat
A label is descriptive and cannot identify every participant's motive.
Liquidity Concentration Tradable Focus+
Liquidity concentration shows where volume, OI, and quote activity cluster across strikes.
Market Reading
Activity near ATM and active expiries generally carries more execution relevance.
India Market Context
Indian stock options can have fragmented liquidity, while major index options often concentrate sharply near ATM.
Caveat
Concentration can migrate during the session and should not be treated as a permanent wall.
How to Use This Page
Rank Economic Activity
Compare premium turnover with contracts, OI change, and strike location.
Check Initiation Context
Use premium direction, quotes, OI regime, and the underlying to frame possible intent.
Demand Persistence
Repeated flow across snapshots matters more than one isolated burst.
Validate Execution Quality
Confirm spreads, depth, volume, and timestamp before treating flow as actionable.
Frequently Asked Questions
Does large flow identify institutional intent?+
No. It identifies concentrated activity, but the trade may be buying, writing, hedging, or part of a multi-leg strategy.
Why use premium turnover with volume?+
Turnover adds economic size, while volume shows contract activity; together they provide better scale context.
How can flow be confirmed?+
Look for persistence, OI change, price response, nearby strike participation, liquidity, and agreement with the underlying.
Can far-OTM flow be meaningful?+
Yes during events or tail hedging, but it requires extra caution because low premiums and thin liquidity can inflate contract counts.