[ INPUT PARAMETERS ]
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[ RESULT ]
Run solver to see IV
[ PROBABILITY TABLE ]
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[ DISTRIBUTION CURVE ]

This is a proprietary Implied Volatility decoder designed for Index options like Nifty50 and SENSEX.

[ ABOUT ]

Implied Volatility (IV)

I don’t treat IV as just a number. It is the market’s expectation of how much price can move before expiry.

High IV β†’ larger expected swings. Low IV β†’ range-bound expectation.

Range (SF^ and SF^^)

These are statistical boundaries, not support/resistance. Most of the time, price stays inside this range.

Probability Table

β€œBelow” β†’ where expiry can happen. β€œTouch” β†’ how far price can travel before expiry.

Real Use

High touch β†’ price can reach. Low touch β†’ tail risk.


Want to go deeper?

I teach IV, probability, and real trade application in my premium course.

Anupam Dutta
πŸ“ž +91-8240775462