Confirmed expansion0boundary + participation
Every symbol that met the conditions at any candle so far this session — including ones that stopped qualifying or appeared before this page was opened. Inactive rows keep their last qualifying values. Views filter the loaded scan in place — no extra request runs. History is rebuilt from candle history per filter configuration; nothing is stored.
Deep squeeze0BB + ATR ≤ 10th %ile
Still tightening0dual volatility decline
Median research0.00 seen today
RANKED RESEARCH SET
Volatility structures for independent analysis
Sorted by neutral research relevance. Select a row to link it to the regime map.
Scanning volatility regimesComputing percentiles, base structure, participation and market context…
REGIME MAP
Where compression is concentrated
Lower-left is rarer: both Bollinger width and ATR are compressed versus each symbol’s own history.
Active threshold ≤ 20th %ile
No percentile observations are available for this screen.
Checking subscription...
SCREENER GUIDE
How to use the volatility screener
Select a timeframe and All, F&O or Cash. Start with the default parameters, then adjust one control at a time so you can see what changed.
Compare BB and ATR percentiles, tight bars and participation. Lower percentiles mean lower volatility relative to that symbol’s history—not a predicted direction.
Select a row to highlight it on the regime map. Open its chart and compare the candle time, base boundaries, trend, RVOL and liquidity before drawing a conclusion.
Choose Historical date to view the latest available candles on or before that day. Auto-refresh pauses. Export the dated CSV or choose Back to live to resume current scans.
What the states mean
- Compression watch
- A qualifying compression structure remains inside its base. It does not establish that a breakout is imminent.
- Near boundary
- Within 2.5% of a base boundary, with supportive score, trend, liquidity and freshness checks.
- Expansion confirmed
- A close beyond the base with RVOL ≥ 1.5× and a close in the outer 30% of its range, passing liquidity and freshness checks.
- Weak confirmation
- Price crossed a boundary but participation or close location did not confirm the move.
- Low context
- The observation is stale relative to the timeframe snapshot or falls below its liquidity floor.
Best practices for reading results
- Track signals through the day. Seen today is rebuilt from every candle of the current session, so signals first thing in the morning are never lost when volatility returns later — even if this page was opened afterwards. First-seen and last-seen are candle times; rows that no longer qualify keep their last qualifying values, not current prices. Each filter configuration is tracked separately, and historical date replay is a separate snapshot.
- Check the candle time. Each row shows its source-candle timestamp in IST, not when the signal was first detected. The header time is when the snapshot was generated. A daily timestamp does not certify that the session is complete.
- Compare like with like. Keep timeframe, lookback and thresholds consistent. Tight and squeeze counts are candles: five 5-minute candles are different from five daily candles.
- Separate rarity from direction. A low percentile describes compression. The research score ranks context; 85/100 is not an 85% success probability. A row may qualify from the previous candle even if its current percentiles have risen.
- Review participation and data quality. Compare RVOL with the chart and the liquidity/stale labels. Freshness is relative to the available market snapshot, not a guarantee that the entire feed is current.
- Allow live observations to change. A developing candle can change its range, volume and state. Recheck after it completes; “confirmed” describes the screening conditions, not a guaranteed outcome.
- Use replay as research. Weekends or missing data can show an earlier candle. This date picker does not simulate entries, exits, costs or slippage, and a few examples do not validate performance.
How the research score is calculated
55% setup quality, 18% trend context, 12% nearest-boundary proximity, 10% liquidity and 5% relative participation. Setup quality combines BB/ATR compression, tight-bar persistence, range contraction and volume dry-up. These are ranking weights, not a calibrated probability model.
Research and educational analytics only. No buy/sell recommendation, entry, stop-loss or target is provided. Consult a SEBI-registered investment adviser for personalized advice.