algoOptions - NSE Options Backtesting & Strategy Simulator

NSE Live Option Chain (Call / Put Board)

Spot Price: ₹22,500.00 Timestamp: --

Contract Expiry

Strategy Presets:

OI	Chg OI	Vol	IV	LTP	Add Leg	Strike	Add Leg	LTP	IV	Vol	Chg OI	OI
Select an underlyer and load the Option Chain...

Strategy Payoff Diagram (PnL Profile at Expiry)

Probability of Profit (POP, lognormal)

~50.00%

Maximum Profit potential

₹0.00

Maximum Risk potential

₹0.00

Breakeven Spot(s)

—

Active Option Legs Builder

No active contract legs configured. Click "BUY" or "SELL" in the Option Chain above or choose a Preset Strategy to build legs!

Total Simulated Return --

Hold Underlying Return --

Max Strategy Drawdown --

Sharpe Ratio (Annualized) --

Cycle Win Rate --

Total Completed Trades --

Peak Margin Utilization --

Illustrative backtest. The underlying path and option prices are simulated (reproducible random walk + a synthetic IV path, reconstructed via Black-Scholes). These are not real historical market results.

Historical Equity Growth Curve (Capital vs. Spot Benchmarks)

Aggregate Portfolio Greeks Movement (Delta, Gamma, Theta, Vega)

Options Simulated Executions Ledger & Settlements

Date Entered	Date Exited	Option Strategy	Spot Entry	Spot Settlement	Total Premium PnL	Net Return (₹)	Settlement Factor
No backtest results available. Configure and run a strategy backtest first!