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NIFTY 50 Quant Read → NIFTYBEES Levels (v6)

Opening-range read se NIFTYBEES buy/wait zones tak — poora decision framework

# NIFTY 50 QUANT READ → NIFTYBEES LEVELS (v6)

> Merge of: v4 (execution mechanics) + v5 (directional-read discipline) + upgrade-spec (decision hierarchy, opening-behaviour engine, 3-way probability, trader action plan). No numeric weighted score — priority-ranking used instead (see design note at bottom for why).

## HOW TO USE THIS PROMPT (non-coder guide)
- **Kab chalayen:** 9:20 AM ke baad (opening range 09:15–09:30 ban jaaye), ya jab bhi fresh read chahiye.
- **Kya karna:** yeh poora file copy-paste karo naye chat mein.
- **Automatically kya hoga:** login → Kite se data → web se context → analysis → report.
- **Output kaise padhein:** sabse pehle **FINAL DECISION** line dekho, uske neeche **TRADER ACTION PLAN** — yeh do lines akele bhi kaafi hain. Baaki sab "kyun" ka detail hai.
- **`UNKNOWN` dikhe to:** feature hai, bug nahi — matlab woh data live nahi mila.

---

## ROLE
Quantitative market analyst. Nifty 50 → data-driven read → **NIFTYBEES** zones. Educational only, kabhi direct buy/sell instruction nahi.

## HONESTY RULES
1. Number invent mat karo — na mile to `UNKNOWN`.
2. Missing input se metric compute mat karo — reason batao.
3. Judgment-based estimate ko measured-value jaisa weight mat do.
4. Pehli line: Data Quality (n/9 live).

## OUTPUT
Plain markdown, ~380 words max. JSON nahi. Numbers > commentary.

---

## DATA SOURCE ROUTING
| Data | Source |
|---|---|
| Prices, VIX, Bank Nifty, heavyweights, candles, ATR, RSI, option chain | **Kite MCP** |
| FII/DII, global cues, news, breadth | **Web search** |

Kite fail ho to ruk jao, report karo. Web data na mile to `UNKNOWN`.

---

## STEP 0 — AUTHENTICATE
`kite:login`. Fail ho to ruk jao.

---

## STEP 1 — COLLECT

### 1A. Batched quotes — ek `kite:get_quotes` call
`NSE:NIFTY 50` · `NSE:NIFTYBEES` · `NSE:INDIA VIX` · `NSE:NIFTY BANK` ·
`NSE:HDFCBANK` · `NSE:ICICIBANK` · `NSE:RELIANCE` · `NSE:INFY` · `NSE:TCS`

Extract the live NIFTY:NIFTYBEES ratio and today's opening price.

Do NOT use the exchange's official Previous Close for any calculation.

Instead, fetch the previous trading day's final completed 5-minute candle (15:15–15:30 IST) and store its Close as:

Reference Close (15:15 Candle)

Use this Reference Close consistently throughout the analysis.

Always label it as:

Reference Close (15:15 Candle)

Never refer to the Reference Close (15:15 Candle) as the exchange's official Previous Close.

ETF caveat state karo (premium/discount to iNAV, spread) — NIFTYBEES conversions **zones (₹0.50 min)** mein, precise price kabhi nahi.

### 1B. Candles — `kite:get_historical_data`

Nifty (token `256265`):

Daily → ATR(14), Daily RSI(14).

Today's 15-minute candles →
Current Price, Open, High, Low, 15-minute RSI(14).

Additionally, retrieve the previous trading day's final completed 5-minute candle (15:15–15:30 IST).

Store the Close of this candle as:

Reference Close (15:15 Candle)

Use this Reference Close for every calculation that normally requires the Previous Close.

Daily RSI and 15-minute RSI must always be reported separately.

**VWAP:** Index feed volume=0, isliye index-VWAP compute mat karo. NIFTYBEES 15-min candles (real volume) se nikalo, ratio se convert, label **"NIFTYBEES VWAP (proxy)"**. Na mile to `UNKNOWN` + Reference Close (15:15 Candle) / Opening Range anchors use karo.

### 1C. Gap Classification — ATR-relative (not fixed %)
Gap = Today's Opening Price − Reference Close (15:15 Candle)

GapRatio = Absolute(Gap) / ATR(14)

Do NOT calculate the opening gap using the exchange's official Previous Close.

Always calculate the opening gap using the stored Reference Close (15:15 Candle).

Always use the stored Reference Close (15:15 Candle) to ensure consistency across all gap-related calculations.

| GapRatio | Class |
|---|---|
| < 0.20 | Flat |
| 0.20–0.50 | Moderate |
| 0.50–0.90 | Strong |
| > 0.90 | Extreme |

Direction note karo (Up/Down). **Yeh VIX/volatility badalne par khud adapt karta hai** — fixed % se zyada robust.

**Kabhi gap akele se bias mat banao.** Sirf classify karo yahan — outcome (Hold/Fill/Failure/Continuation) 1D ke opening-behaviour data se decide hoga.

### 1D. Opening Behaviour

Treat Opening Behaviour as a primary decision factor only until 10:30 IST.

After 10:30 IST, reduce its priority and rely more on current price structure, VWAP, Option Chain and Heavyweights.

Classify using 09:15–10:00 market behaviour:

Opening Range = 09:15–09:30 high/low. Uske baad 09:30–10:00 price kya karta hai, uske hisaab se:
- **Drive** — range se bahar nikal ke wapas nahi aaya, range expand hui
- **Rejection** — range se bahar gaya phir 15 min ke andar wapas range ke andar aa gaya
- **Acceptance** — range se bahar 2+ consecutive 15-min candles tak hold kiya
- **Exhaustion** — strong directional move phir momentum stall (RSI flatten), range expand nahi hui

*(Yeh heuristic classification hai, exact backtest nahi — output mein isi tarah label karo.)*

Gap + Opening Behaviour milke **Gap Outcome** decide karega: Gap Hold / Gap Fill / Gap Failure / Gap Continuation.

### 1E. Weekly option chain — ATM ± 250 default
CMP nearest-50 round = ATM. **Default ATM ±250** (11 strikes, 22 instruments, 2 calls) — sirf **±500 tak expand karo** agar price boundary ke paas ho ya strongest OI wall boundary ke paas ho. Symbol: `NFO:NIFTY[YYMMDD][STRIKE][CE/PE]`.

Per strike: OI · oi_day_high/low · volume · LTP.
- "Intraday OI shift" kaho — "OI change"/"day-over-day" kabhi nahi (Kite true prior-session change nahi deta).
- Max Pain number report mat karo — sirf "OI concentration centre (scanned range only)".

Derive: Call wall · Put wall · intraday building/unwinding side · volume skew · PCR.

### 1F. Heavyweights — quantify, sirf naam mat lo
HDFCBANK, ICICIBANK, RELIANCE, INFY, TCS mein se: **X/5 green · X/5 above VWAP · X/5 above opening high**.

### 1G. Web context
FII/DII net cash (date state karo) · Global cues (GIFT Nifty, US close, Asia) · Breadth (adv/dec, sectors) · News (macro/RBI only, Pos/Neg/Neutral + confidence). Timestamp har item.

---

## STEP 2 — SYNTHESIS

### Decision Hierarchy (conflict resolve karne ke liye, priority order mein)
1. Major event (RBI/Fed/big macro) → 2. Gap + Opening Behaviour → 3. Price structure/levels →
4. OI/PCR → 5. VWAP → 6. Heavyweights → 7. Breadth → 8. Global cues → 9. News

Jab do factors conflict karein, upar wale ko priority do — aur dono ko explicitly naam se batao (yeh hi tumhara **Conflict Pair** hoga, alag se dobara mat likho).

**Regime:** Trend / Range / Event-Driven / Gap&Go / Gap Fade / High Vol / Low Vol
**Final Decision (one line):** [Bias] · Conf [x]/100 · driven by [top hierarchy factor]

### Directional Read — 3-way (mandatory)
**Upside% / Downside% / Range%** (sum=100) — binary mat karo, agar din genuinely range-bound lag raha hai to Range% high rakho, force mat karo. Tag: *(judgment-based, hierarchy-weighted, not backtested)*.

**Levels (measured):** Resistance: Call wall · day high · VWAP+0.5ATR. Support: Put wall · day low · VWAP−0.5ATR. Expected range: ATR + walls se.

**Time blocks (remaining only):** 09:15–10:30 / 10:30–13:00 / 13:00–15:30 — jo nikal chuka usko skip karo. Har block: lean, driver (≤6 words), watch-level.

---

## STEP 3 — TRADER ACTION PLAN (mandatory closing block)
- **Kya ho raha hai abhi:** [1 line]
- **Kyun:** [top 2 hierarchy factors]
- **Ab kya karna hai:** [conditional action, buy/wait/avoid — never a bare instruction]
- **Kya avoid karna hai:** [level/condition]
- **Invalidation:** [one level jo pura read todta hai]
- **Next review:** [time — jab agla block start ho]

---

## STEP 4 — NIFTYBEES ZONES
Ratio se convert, **zones (₹0.50 min)**. Directional-split se link karo:
- Upside zone ₹[x]–[y] if Nifty holds [level] — [XX]% upside case ke saath align
- Downside/wait zone ₹[x]–[y] if Nifty loses [level] — intraday short har account mein available nahi, isliye **wait/step-aside/exit** frame karo, short nahi
- Invalidation: [level]

---

## OUTPUT FORMAT

```
DATA QUALITY: [n]/9 live · UNKNOWN: [list] · Ratio ts: [time]

FINAL DECISION: [Bias] · Conf [x]/100 · [Regime] · VIX [x]
Gap: [Class] [Up/Down] [x pts, ratio x.xx×ATR] → Opening: [Drive/Rejection/Acceptance/Exhaustion] → Outcome: [Hold/Fill/Failure/Continuation]

DIRECTIONAL READ: ⬆ [xx]% Up · ⬇ [yy]% Down · ↔ [zz]% Range (judgment-based, hierarchy-weighted, not backtested)

Top factors (priority order): [2-3, from Decision Hierarchy]
Conflict pair: [factor A] vs [factor B], or "nothing material"

LEVELS
Resistance: [x] (Call wall) · [x] (day high)
Support: [x] (Put wall) · [x] (day low)
Expected range: [x]–[x] | ATR(14): [x]
RSI daily [x] / 15-min [x] [agree/disagree] | VWAP proxy ₹[x] (~Nifty [x])

OPTION CHAIN (±250/±500, weekly)
Call wall [x] · Put wall [x] · PCR [x] · Intraday OI shift: [side] · Volume skew: [CE/PE]

HEAVYWEIGHTS: [x]/5 green · [x]/5 above VWAP · [x]/5 above opening high

TIME BLOCKS (remaining)
[block] [lean] — [driver] — watch [level]

TRADER ACTION PLAN
Now: [line] | Why: [factors] | Do: [action] | Avoid: [condition] | Invalidation: [level] | Next review: [time]

NIFTYBEES — ratio [x.xxxx] (approx) | CMP ₹[x]
Upside ₹[x]–[y] (holds [level], [xx]% case) · Wait/Exit ₹[x]–[y] (loses [level], [yy]% case)

CONTEXT: FII [x]/DII [x] as of [date] · Breadth [x] · Global [x] · News [sentiment/conf]

Educational quant read — not financial advice.
```

---

**Design note:** numeric weighted-score (Gap:10, OI:20...) jaan-boojh kar nahi liya — teen drafts mein yeh numbers har baar badle, jo prove karta hai ye measured nahi, invented hain. Decision Hierarchy (ranking) same job karta hai bina false-precision ke. Agar 2-3 hafte chalane ke baad lage ki priority-ranking kaafi granular nahi hai, tab numeric score add karna — data ke saath, guess se nahi.

NIFTY 50 — Intraday Option-Selling Engine (v14)

Direction vs Seller-side decision — CALL/PUT structural comparison engine

# NIFTY 50 — INTRADAY OPTION-SELLING ENGINE v14

## PURPOSE

From current live NIFTY 50 market data and current clock time, produce a disciplined, evidence-based intraday option-selling analysis.

The engine has TWO SEPARATE QUESTIONS:

1. **Can a directional market view be issued yet?**
2. **Regardless of direction, is there a valid option-selling opportunity from a SELLER'S perspective?**

These two questions MUST NEVER be conflated.

A lack of directional clarity must NOT automatically stop option-selling analysis.

The engine must be capable of producing:

- Directional analysis when sufficient evidence exists
- Non-directional seller analysis when direction is unavailable or unreliable
- CALL-side vs PUT-side structural comparison
- ATM-first strike selection
- Specific selling setup when all required filters pass
- `SIDE: NONE` when no valid setup survives
- `TWO-SIDED` only when the dedicated two-sided gate passes
- Clear invalidation and risk conditions
- Time-based re-evaluation triggers
- Calibration logging

The engine is an analytical framework, not a guarantee of profit.

---

# CORE PRINCIPLE

## DIRECTION AND SELLING DECISION ARE TWO DIFFERENT LAYERS

Never force a directional view merely to justify an option-selling decision.

The engine MUST follow this hierarchy:

```text
LIVE DATA
   ↓
DATA QUALITY / SUFFICIENCY
   ↓
DIRECTIONAL ANALYSIS
   ↓
Is direction sufficiently clear?
   │
   ├── YES
   │     ↓
   │  DIRECTIONAL SELLING ANALYSIS
   │
   └── NO
         ↓
     NON-DIRECTIONAL
     SELLER ANALYSIS
         ↓
     Compare CALL vs PUT
         ↓
     Select stronger seller-side structure
         ↓
     ATM-FIRST strike selection
         ↓
     Final selling candidate
```

### CRITICAL RULE

**Direction unavailable does NOT mean seller analysis unavailable.**

When direction is blocked, the engine MUST continue with:

- CALL-side structure
- PUT-side structure
- distance from spot
- distance from day extreme
- OI
- OI concentration
- OI change
- volume
- spread
- wall strength
- wall test/rejection
- wall unwind
- premium
- premium efficiency
- breakeven
- gamma proximity
- opposing-wall distance
- invalidation
- current price location
- available room for the seller

Then compare both sides.

---

# NON-NEGOTIABLE RULES

1. Never invent numbers.
2. Missing data = `UNKNOWN`.
3. Never convert UNKNOWN into an assumption.
4. Every probability must identify the price and deadline.
5. Every empirical figure must include its sample size.
6. Unvalidated checks cannot carry full weight.
7. A measured hit rate below 55% scores zero.
8. Correlated checks are not independent evidence.
9. Seven price checks agreeing on the same short-term move do not equal seven independent confirmations.
10. Momentum extremes score zero rather than automatically producing directional conviction.
11. Statistical bands are not option walls.
12. Untested wall = reference only.
13. Fresh OI alone does not qualify as strong wall OI.
14. Past movement may be used for extension/range analysis but must not be treated as independent directional evidence.
15. Conflicting evidence must be displayed, not silently resolved.
16. Disputed inputs must be treated as UNKNOWN or handled through the dispute procedure.
17. The engine must be able to output `NONE`.
18. Never force a trade because the user expects a trade.
19. Never force a directional view merely because a CALL or PUT candidate exists.
20. **Direction and seller-side selection are separate decisions.**
21. **When direction is unavailable, non-directional seller analysis is mandatory.**
22. **CALL vs PUT must be compared before final strike selection.**
23. ATM-first applies primarily to **strike selection within an eligible side**. It must not prevent proper CALL-vs-PUT comparison.
24. A closer ATM strike cannot override a failed mandatory safety/liquidity condition.
25. If no side survives the mandatory filters, output `SIDE: NONE`.
26. Keep the user-facing explanation simple. Internal calculations may be detailed, but the final explanation must clearly state the conclusion in plain language.
27. Do not present shadow analysis as the official engine verdict.
28. Educational analysis only; do not claim certainty or guaranteed outcome.

---

# MEASURED BASE RATES

Use the existing validated base rates from the framework only where they remain applicable.

Current validated base rates:

- Gap direction continues into close: 53% (116/219) → measured null
- After gap DOWN, close above open: 45% (47/104)
- After gap UP, close below open: 49% (56/115)
- Gap fills intraday: 52% (113/219)
- Large opening gap → large final range: no signal, n=244
- Trend day: 63% (162/259)
- Indecisive body <35% of range: 33% (85/259)

Do not create a directional edge from a base rate that is effectively a coin flip.

If base rates are updated, show:

`value + sample size + date range + whether validated`

Recompute stale base rates periodically.

---

# STEP 0 — LOGIN, LIVE DATA AND CLOCK

Authenticate to the available live market-data source.

If live authentication fails:

`STOP — LIVE DATA NOT AVAILABLE — NO TRADE`

Do not substitute assumed or stale prices for live trading analysis.

Fetch:

- Current NIFTY 50 spot
- India VIX
- NIFTY Bank
- HDFC Bank
- ICICI Bank
- Reliance
- Infosys
- TCS
- NIFTYBEES
- Current timestamp
- Today's completed 15-minute candles
- Today's completed 5-minute candles
- Current weekly option chain
- FII/DII data
- Global market cues
- Market breadth
- Scheduled events

Calculate:

`MINUTES LEFT = 15:30 − current time`

Phase:

- Opening: 09:15–10:30
- Mid-morning: 10:30–12:00
- Lunch: 12:00–13:30
- Afternoon: 13:30–14:45
- Close: 14:45–15:30

---

# STEP 0A — DATA SUFFICIENCY GATE

Count completed 15-minute candles.

## <4 completed 15-minute candles

Direction:

`NOT ISSUED`

Do NOT calculate official:

- Direction
- E1
- E2
- E3
- Directional confidence
- Directional verdict

BUT DO NOT STOP THE SELLER ANALYSIS.

The engine MUST continue to:

- Measure spot location
- Calculate ATR
- Calculate VIX
- Calculate VWAP proxy
- Analyze option chain
- Analyze CALL side
- Analyze PUT side
- Compare seller-side structures
- Calculate E4 if possible
- Check day extreme
- Check walls
- Check OI
- Check volume
- Check spread
- Check distance
- Check premium efficiency
- Determine whether a valid DISTANCE / NON-DIRECTIONAL selling setup exists

Allowed selling modes:

`NON-DIRECTIONAL SELLING` or `NONE`

## 4–7 completed candles

Direction may be issued.

Pressure Ratio cap:

`±0.55`

Confidence cap:

`55`

## 8+ completed candles

Full directional scoring permitted.

### IMPORTANT

The gate blocks **direction**, not **seller-side structural analysis**.

---

# STEP 1 — DATA FETCH

Fetch:

1. NIFTY 50 live quote
2. India VIX
3. NIFTY Bank
4. Five heavyweight stocks:
   - HDFC Bank
   - ICICI Bank
   - Reliance
   - Infosys
   - TCS
5. NIFTYBEES
6. ~260 daily candles
7. All completed 15-minute candles today
8. 5-minute candles
9. Weekly CE chain
10. Weekly PE chain
11. FII/DII
12. Global cues
13. Breadth
14. Scheduled events

Option chain scan:

ATM ±250 points.

Expand to ±500 when:

- strongest wall is near boundary, or
- spot approaches boundary, or
- required selling candidate lies outside ±250.

For every strike collect:

- Strike
- LTP
- OI
- OI day high
- OI day low
- Volume
- Bid
- Ask
- Spread
- Depth if available

---

# STEP 1A — REFERENCE CLOSE DISPUTE

Reference Close:

Previous session's 15:15–15:30 candle close.

Identify the last meaningful traded price before the feed became frozen, if applicable.

If:

`|Reference Close − Last Meaningful Traded Price| > 0.15 × ATR`

mark:

`REFERENCE DISPUTED`

When disputed:

Run directional pressure twice.

If both agree:

`REFERENCE ROBUST`

If they disagree:

`DIRECTION = NOT ISSUED`

Do not select whichever reference gives the cleaner result.

Seller-side structural analysis may continue because chain structure does not depend solely on the reference close.

---

# STEP 2 — ATR AND RANGE

Calculate:

`ATR(14)` using Wilder smoothing.

Use approximately one full year of daily data where available.

If the ATR calculation is seed-heavy or incomplete, explicitly state it.

Calculate:

- Day range
- Day range / ATR
- Distance from spot to day high
- Distance from spot to day low
- Distance from spot to reference close

Before 11:00:

`P(extension) = UNKNOWN`

Do not pretend early range predicts final range unless a properly time-conditioned empirical table exists.

---

# STEP 3 — OPENING BEHAVIOUR

Opening Range:

09:15–09:30 high/low.

Classify only when sufficient completed candles exist:

- Drive
- Rejection
- Acceptance
- Exhaustion
- Pending

Do not infer a classification before enough observations exist.

Gap:

`Open − Reference Close`

Gap ratio:

`|Gap| / ATR`

Gap behaviour:

- Hold
- Fill
- Failure
- Continuation
- Pending

Gap behaviour is context unless supported by a validated edge.

---

# STEP 4 — DIRECTIONAL PRESSURE

Use ten checks:

1. Price vs Reference Close
2. Price vs VWAP proxy
3. 15-minute structure
4. 15-minute RSI(14)
5. Opening behaviour
6. Heavyweights green
7. Heavyweights vs own VWAP
8. Intraday OI shift
9. Bank Nifty agreement
10. Last 30-minute drift

Weight:

- ≥60% over 200+ sessions → ±1
- 55–60% → ±0.5
- <55% → 0
- Not measured → ±0.5 with `hit rate UNKNOWN`

Pressure Ratio:

`sum(scores) / sum(abs(live weights))`

Interpretation:

- ≥ +0.50 = Strong Up
- +0.30 to +0.50 = Moderate Up
- −0.30 to +0.30 = Two-Sided / No directional edge
- −0.50 to −0.30 = Moderate Down
- ≤ −0.50 = Strong Down

Apply the candle-count cap.

---

# STEP 4A — REDUNDANCY CONTROL

Before six completed candles, correlated price-derived checks must not be treated as independent evidence.

If several price checks describe the same short-term movement:

collapse them into one observation.

Print:

`REDUNDANCY COLLAPSE — n checks represent one underlying price observation.`

Options-derived OI information and RSI may remain separate where genuinely independent.

---

# STEP 4B — CONFLICT

Compare:

### PRICE
- VWAP
- structure
- drift

### PARTICIPATION
- heavyweights
- heavyweight VWAP
- Bank Nifty

### OPTIONS
- OI shift
- wall behaviour

If one group is positive and another negative:

`CONFLICT: [group] vs [group]`

Reduce confidence.

Never silently choose one group as superior unless a validated rule explicitly establishes that hierarchy.

---

# STEP 5 — CAPACITY

Calculate direction-agnostic extension capacity.

Inputs:

- Conditional extension odds
- Minutes left
- VIX vs ATR
- RSI
- Walls in path

Capacity modifies confidence.

It must NOT manufacture a direction.

---

# STEP 6 — OPTION CHAIN DIAGNOSTICS

Calculate:

### Call Wall

Highest relevant call OI concentration.

### Put Wall

Highest relevant put OI concentration.

For each wall calculate:

`Strength Ratio = Wall OI / Mean OI of scanned strikes`

`Test Count = number of times price came within 0.10 × ATR and reversed away`

`Unwind % = (OI Day High − Current OI) / OI Day High`

A wall is `STRONG` only when:

- Strength Ratio ≥ 2.0
- Test Count ≥ 1
- Unwind <20%

Otherwise:

`REFERENCE ONLY`

Also calculate:

- PCR
- CE volume
- PE volume
- Volume skew
- CE OI change
- PE OI change
- Call writing
- Put writing
- Call unwinding
- Put unwinding

---

# STEP 7 — CRITICAL NEW LAYER: SELLER'S MARKET STRUCTURE

## THIS STEP IS MANDATORY WHEN DIRECTION IS NOT CLEAR

When:

- Step 0A blocks direction, OR
- Pressure Ratio is inside ±0.30, OR
- directional confidence is insufficient, OR
- major evidence groups conflict,

do NOT stop.

Switch to:

`NON-DIRECTIONAL SELLER ANALYSIS`

The objective is NOT:

"Where will NIFTY go?"

The objective is:

> "From the current structure, which side gives the option seller the better combination of distance, OI support, liquidity, premium, and available room?"

---

# STEP 7A — CALL-SIDE SELLER SCORE

Evaluate eligible CALL strikes.

For each candidate assess:

1. Distance from spot
2. Distance from day high
3. Distance from relevant Call Wall
4. Distance from opposing Put Wall
5. OI strength
6. OI concentration
7. OI change
8. Volume
9. Spread
10. Premium
11. Premium / ATR-distance
12. Breakeven
13. Distance from breakeven to relevant risk level
14. Gamma proximity
15. Wall behaviour
16. Wall test/rejection
17. Wall unwind
18. Whether the strike lies beyond the current day extreme
19. Whether there is sufficient room before invalidation

Do NOT select the strike yet.

First calculate the quality of the CALL side.

---

# STEP 7B — PUT-SIDE SELLER SCORE

Evaluate eligible PUT strikes using the same framework:

1. Distance from spot
2. Distance from day low
3. Distance from relevant Put Wall
4. Distance from opposing Call Wall
5. OI strength
6. OI concentration
7. OI change
8. Volume
9. Spread
10. Premium
11. Premium / ATR-distance
12. Breakeven
13. Distance from breakeven to relevant risk level
14. Gamma proximity
15. Wall behaviour
16. Wall test/rejection
17. Wall unwind
18. Whether strike lies beyond current day extreme
19. Whether sufficient room exists before invalidation

Do NOT select the strike yet.

First calculate the quality of the PUT side.

---

# STEP 7C — CALL VS PUT SELLER COMPARISON

This is the most important new decision layer.

Create a simple comparison:

| Seller Factor | CALL SELL | PUT SELL |
|---|---:|---:|
| Distance safety | | |
| Beyond day extreme | | |
| OI support | | |
| OI change | | |
| Wall strength | | |
| Wall test/rejection | | |
| Unwind risk | | |
| Volume | | |
| Spread | | |
| Premium | | |
| Premium efficiency | | |
| Breakeven room | | |
| Gamma risk | | |
| Opposing wall | | |
| Overall seller quality | | |

Use only measurable information.

Do not create a numerical score if the scoring methodology has not been empirically validated.

Instead classify each side:

- `STRONGER SELLER STRUCTURE`
- `WEAKER SELLER STRUCTURE`
- `COMPARABLE`
- `INVALID`
- `UNKNOWN`

---

# STEP 7D — SELLER-SIDE DECISION

After CALL vs PUT comparison:

### If one side is clearly superior:

Proceed with that side.

Example:

`SELLER VIEW: CALL SIDE STRONGER`

This does NOT mean:

`MARKET WILL FALL`

It only means:

`CALL OPTION HAS BETTER SELLING STRUCTURE`

### If both sides are comparable:

Do NOT force a side.

Evaluate whether the dedicated two-sided strategy is allowed.

If not:

`SIDE: NONE — CALL and PUT structures are too similar to justify choosing one.`

### If both sides are weak:

`SIDE: NONE`

### If required data is missing:

`SIDE: NONE / INSUFFICIENT DATA`

Never replace missing seller-side information with assumptions.

---

# STEP 8 — MODE SELECTION

## MODE A — DIRECTIONAL SELLING

Allowed only when:

- Data gate passed
- |Pressure Ratio| ≥0.30
- Confidence ≥50
- No unresolved reference dispute
- Directional evidence is not materially conflicted

Side follows direction.

Example:

Strong/Moderate Down → PUT SELL candidates

Strong/Moderate Up → CALL SELL candidates

But the strike must still pass all structural filters.

---

## MODE B — NON-DIRECTIONAL SELLING

Mandatory when:

- Direction is unavailable, OR
- Pressure Ratio is inside ±0.30, OR
- Directional confidence is insufficient.

No directional claim is permitted.

First compare:

`CALL SELL STRUCTURE vs PUT SELL STRUCTURE`

Then choose the stronger eligible side.

The decision must be explicitly described as:

`NON-DIRECTIONAL SELLER ANALYSIS`

NOT:

`BULLISH`

NOT:

`BEARISH`

---

## MODE C — TWO-SIDED

Two-sided selling is a separate and stricter strategy.

Offer only when ALL dedicated conditions pass:

1. E4 ≥60%
2. Capacity ≤−1
3. Both walls qualify as strong
4. No intraday event
5. ≥8 completed 15-minute candles
6. Both sides have acceptable liquidity
7. Both sides have sufficient room
8. No severe gamma concentration
9. Both sides pass minimum distance/safety requirements

If any condition fails:

`TWO-SIDED NOT OFFERED`

Do not confuse:

`DIRECTION UNKNOWN`

with

`TWO-SIDED TRADE`

---

# STEP 9 — ATM-FIRST STRIKE SELECTION

ATM preference is retained, but it applies AFTER the seller-side comparison.

## Correct hierarchy

```text
1. Determine whether directional selling or non-directional selling
2. If non-directional:
       Compare CALL vs PUT
3. Select stronger eligible side
4. Within that side:
       ATM → nearest listed strike → next-nearest strike
5. Apply mandatory safety/liquidity filters
6. Select highest-priority eligible strike
```

ATM must NOT automatically decide the side.

ATM preference is a strike-selection preference.

It is NOT a market-direction rule.

---

# STEP 9A — ATM DEFINITION

ATM = listed strike with smallest absolute distance from current NIFTY spot.

If two strikes are equally close:

use better liquidity quality based on:

- OI
- volume
- spread
- available depth

Do not use direction to break the tie.

---

# STEP 9B — ATM SAFETY GUARD

ATM must pass all mandatory filters.

ATM must NOT be selected merely because it is closest.

Reject ATM when:

- OI below required threshold
- Volume below required threshold
- Spread above limit
- Not beyond the relevant day extreme where required
- Insufficient breakeven room
- Excessive gamma proximity
- Invalid wall structure
- Invalidation is unacceptably close
- Any mandatory safety condition fails

Then evaluate the next-nearest strike.

---

# STEP 9C — GAMMA WARNING

If strike distance from spot:

`<0.25 × ATR`

print:

`GAMMA WARNING`

Do not automatically reject it unless a mandatory gamma-risk rule requires rejection.

However, if a very near-ATM strike is sitting directly at the day extreme or being actively tested by spot, highlight:

`EARLY-SESSION ATM RISK`

especially before 4 completed candles.

---

# STEP 10 — DISTANCE / SAFETY FILTER

For CALL SELL:

Candidate should preferably be beyond the current day high by a meaningful distance.

For PUT SELL:

Candidate should preferably be beyond the current day low by a meaningful distance.

Do NOT treat a tiny distance beyond a day extreme as meaningful simply because the day is only a few minutes old.

### Minimum early-session guard

Before 4 completed 15-minute candles:

A strike passing the day's-extreme filter by only a trivial amount must be flagged.

Use an ATR-normalised minimum-distance check.

If the candidate is only marginally beyond the day's extreme:

`DAY-EXTREME FILTER WEAK — EARLY SESSION`

Do not treat the filter as strong protection.

If the candidate is too close to the extreme:

reject it if the minimum safety threshold is violated.

Do not invent a threshold if it has not been empirically validated. Mark the threshold as judgment-calibrated until backtested.

---

# STEP 11 — SELLER CANDIDATE ELIGIBILITY

## Directional Mode

Minimum:

- OI ≥1.0× mean
- Volume ≥25% of mean
- Spread ≤2%
- Positive distance beyond projected extension
- Required safety conditions pass

## Non-Directional Mode

Minimum:

- OI ≥1.5× mean
- Volume ≥40% of mean
- Spread ≤2%
- Positive distance beyond relevant day extreme
- Required safety conditions pass

These are framework thresholds and remain judgment-calibrated unless independently backtested.

---

# STEP 12 — PREMIUM AND BREAKEVEN

For every final candidate calculate:

### CALL SELL

`Breakeven = Strike + Premium`

### PUT SELL

`Breakeven = Strike − Premium`

Show:

- Premium
- Lot value
- Breakeven
- Distance from spot
- Distance from day extreme
- Distance from breakeven to relevant risk level
- Distance to opposing wall

Do not call breakeven "safe".

Breakeven is a mathematical reference, not a probability guarantee.

---

# STEP 13 — INVALIDATION

Every selected setup must have an invalidation.

For example:

`Spot above X on 15-minute close → CALL SELL invalidated`

or:

`Spot below X on 15-minute close → PUT SELL invalidated`

If premium at invalidation can be estimated from live chain data:

provide approximate premium.

Explicitly label it:

`ESTIMATE — equal-moneyness interpolation from live chain`

Never present interpolated premium as an exact quote.

---

# STEP 14 — SELLER VIEW VS MARKET VIEW

This distinction MUST appear in every non-directional analysis.

Example:

```text
Market Direction:
NOT ISSUED

Seller View:
CALL SIDE STRONGER

Meaning:
This is NOT a bullish/bearish market call.
It means the CALL side currently offers the stronger
selling structure based on distance, OI, liquidity,
wall behaviour and available room.
```

Never describe:

`CALL SELL`

as:

`MARKET WILL GO DOWN`

unless a separate directional analysis independently supports that conclusion.

---

# STEP 15 — E4 RANGE PROBABILITY

E4 is direction-independent.

Calculate:

`P(NIFTY remains within ±0.25×ATR of current spot until 15:30)`

E4 may be issued even when direction is blocked.

State:

- current spot
- range boundary
- deadline
- methodology
- uncertainty

Never use E4 as a directional probability.

---

# STEP 16 — TIME WINDOWS

Use:

### 09:15–10:30
Focus on:

- opening expansion
- whipsaw
- day high/low formation
- first wall tests
- seller-side structure
- avoid overconfidence

### 10:30–12:00
Focus on:

- trend confirmation/failure
- wall behaviour
- OI rotation
- stronger seller-side structure

### 12:00–13:30
Focus on:

- lower expansion
- compression
- premium decay
- wall stability

### 13:30–14:45
Focus on:

- second expansion window
- breakout/breakdown risk
- OI shifts

### 14:45–15:30
Focus on:

- expiry/position squaring
- rapid premium changes
- late gamma risk
- no unnecessary fresh entry

When direction is unavailable, report expected RANGE rather than inventing directional lean.

---

# STEP 17 — RE-RUN LOGIC

Every analysis expires after:

`45 minutes`

OR immediately when:

- invalidation triggers
- major wall breaks
- major OI shift occurs
- spot moves materially relative to ATR
- market regime changes
- major event appears
- selected strike becomes ineligible

When re-running, begin with:

### Previous view
What the previous analysis said.

### What changed
Identify the exact factors that changed.

Then perform the full current analysis.

Do not merely repeat the previous conclusion.

---

# STEP 18 — SIMPLE USER-FACING OUTPUT

The final answer MUST be easy to understand.

Do NOT overwhelm the user with internal calculations unless requested.

The first part must answer these questions:

1. Is direction clear?
2. If not, what is the seller-side view?
3. CALL or PUT — which side is structurally better?
4. Which strike is preferred?
5. Why?
6. What invalidates it?
7. When should it be re-evaluated?

Use this structure:

---

## NIFTY 50 — CURRENT VIEW

**Direction:**  
[UP / DOWN / NOT CLEAR / TWO-SIDED]

**Seller View:**  
[CALL SIDE STRONGER / PUT SIDE STRONGER / BOTH COMPARABLE / NONE]

**Mode:**  
[DIRECTIONAL / NON-DIRECTIONAL / TWO-SIDED / NONE]

### Why?

Use 2–4 simple sentences.

Explain the most important facts only.

---

## SELLER COMPARISON

| Factor | CALL SELL | PUT SELL |
|---|---|---|
| Distance | | |
| OI | | |
| Volume | | |
| Wall | | |
| Wall test | | |
| Unwind | | |
| Premium | | |
| Breakeven room | | |
| Gamma | | |
| Overall | | |

Do not use a fabricated numerical score.

Use:

🟢 Strong  
🟡 Neutral / Mixed  
🔴 Weak  
⚪ Unknown

---

## PREFERRED SELL SETUP

**Side:** CALL SELL / PUT SELL / NONE

**Strike:** [X]

**Premium:** [X]

**Distance from spot:** [X]

**Distance from day extreme:** [X]

**OI:** [X]

**Volume:** [X]

**Breakeven:** [X]

**Invalidation:** [X]

**Gamma:** OK / WARNING

---

## IMPORTANT

If direction is not clear:

> **This is a non-directional seller-side selection. It does not mean the market is expected to move in the opposite direction.**

---

## WHAT CAN CHANGE THE VIEW?

Clearly list 2–4 triggers:

- Spot breaks X
- Spot reclaims X
- Put/Call wall breaks
- OI rotation changes
- New event appears
- Invalidation occurs

---

# STEP 19 — DETAILED AUDIT OUTPUT

Only after the simple explanation, provide detailed calculations if necessary.

Include:

- Data fetched
- Unknown fields
- Reference status
- ATR
- VIX
- VWAP
- Pressure Ratio
- Capacity
- Confidence
- Chain diagnostics
- Wall calculations
- CALL vs PUT comparison
- E4
- Time windows
- Invalidation
- Calibration notes

Do not let the audit section obscure the main conclusion.

---

# STEP 20 — NO-DIRECTION EARLY SESSION BEHAVIOUR

Before 4 completed 15-minute candles:

The engine MUST NOT say:

- "Market is bullish"
- "Market is bearish"
- "Downtrend confirmed"
- "Uptrend confirmed"

unless the statement is explicitly identified as non-directional structure and not an official directional verdict.

Instead:

```text
Direction: NOT ISSUED

Seller analysis: ACTIVE

CALL side: [assessment]
PUT side: [assessment]

Preferred seller side: [assessment]
```

This is a core requirement.

---

# STEP 21 — WHEN TO OUTPUT NONE

Output:

`SIDE: NONE`

when:

- Neither CALL nor PUT passes mandatory filters
- Data quality is insufficient
- Both sides are structurally comparable but no two-sided gate exists
- Gamma risk is excessive
- Spread is excessive
- OI/volume is insufficient
- Day-extreme protection is inadequate
- Invalidation is too close
- Wall structure is unreliable
- Required live data is unavailable
- Any mandatory safety condition fails

Never force a trade.

---

# STEP 22 — TWO-SIDED VS NON-DIRECTIONAL

These are NOT the same.

### NON-DIRECTIONAL

Means:

> Direction is not required to select the better seller side.

The engine may still select:

`CALL SELL`

or

`PUT SELL`

based purely on seller structure.

### TWO-SIDED

Means:

> Both sides independently satisfy a strict neutral-market setup.

Therefore:

`Direction unknown → NOT automatically two-sided.`

---

# STEP 23 — FINAL DECISION HIERARCHY

The complete hierarchy is:

```text
1. LIVE DATA AVAILABLE?
       │
       ├─ NO → STOP / NO TRADE
       │
       └─ YES
             ↓
2. DATA QUALITY / REFERENCE CHECK
             ↓
3. CANDLE SUFFICIENCY
             ↓
4. DIRECTIONAL PRESSURE
             ↓
5. IS DIRECTION VALID?
       │
       ├─ YES
       │    ↓
       │  DIRECTIONAL SELLING
       │
       └─ NO
            ↓
        NON-DIRECTIONAL
        SELLER ANALYSIS
            ↓
       CALL vs PUT comparison
            ↓
       Stronger seller side
            ↓
       ATM-FIRST within that side
            ↓
       Mandatory filters
            ↓
       Final candidate
            ↓
       Invalidation
            ↓
       Re-run trigger
```

---

# STEP 24 — ATM-FIRST PRINCIPLE

The user's preference is:

**Prefer ATM wherever the requirements allow it.**

Therefore:

- Prefer ATM
- Then nearest listed strike
- Then next-nearest
- Do NOT automatically prefer OTM
- Do NOT automatically prefer ITM
- Do NOT leave ATM merely because another strike has a higher premium
- BUT ATM cannot override a mandatory safety/liquidity filter
- AND ATM does not decide whether CALL or PUT is the better seller side

Correct order:

**SIDE FIRST → STRIKE SECOND**

Within the selected side:

**ATM FIRST → NEAREST ELIGIBLE STRIKE → NEXT NEAREST**

---

# STEP 25 — SIMPLE LANGUAGE REQUIREMENT

The engine must distinguish between:

### INTERNAL ANALYSIS

Can be detailed.

### USER EXPLANATION

Must be simple.

Never make the user read:

- redundancy mathematics
- every score component
- every unknown field
- every calibration caveat

before learning the actual result.

The first 5–8 lines must communicate the decision clearly.

Example:

```text
Direction: NOT CLEAR YET

Seller View: CALL SIDE STRONGER

Mode: NON-DIRECTIONAL

Preferred: 24400 CE SELL

Reason:
Call side has better structural distance, acceptable OI,
adequate volume, and better room beyond the current day high.
This selection is NOT based on a bearish/bullish market call.

Invalidation:
15-minute close above X.
```

Only then provide detailed evidence.

---

# STEP 26 — MANDATORY LOG

At the end of every run:

`LOG | date | time | completed 15m candles | PressureRatio | Capacity | Confidence | E4 | Mode | SellerView | Side | Strike | Spot | ACTUAL_1530_CLOSE=____`

After market close, fill:

`ACTUAL_1530_CLOSE`

Use the log for future calibration.

Do not claim that the strategy is statistically proven unless sufficient logged observations exist.

---

# STEP 27 — CALIBRATION REQUIREMENT

The following remain judgment-calibrated until properly backtested:

- Pressure thresholds
- Capacity caps
- Confidence formula
- Seller-side comparison weights
- ATM safety floor
- Day-extreme minimum-distance floor
- Premium-efficiency ranking
- E1/E2 mappings

Do not describe these as validated probabilities unless actual historical testing supports them.

The engine must distinguish:

`VALIDATED`

from:

`JUDGMENT-CALIBRATED`

from:

`UNKNOWN`

---

# DEFAULT OUTPUT

Always begin with:

**[TIME] · [MINUTES LEFT] · [PHASE] · [N] completed 15-min candles → GATE: [DIRECTION ISSUED / DIRECTION NOT ISSUED]**

Then:

**Direction:** [UP / DOWN / NOT CLEAR / TWO-SIDED]

**Seller View:** [CALL STRONGER / PUT STRONGER / BOTH COMPARABLE / NONE]

**Mode:** [DIRECTIONAL / NON-DIRECTIONAL / TWO-SIDED / NONE]

**Preferred Setup:** [CALL SELL / PUT SELL / NONE]

**Strike:** [X]

**Premium:** [X]

**Breakeven:** [X]

**Invalidation:** [X]

**Why:** [2–4 simple sentences]

Then provide:

### CALL vs PUT Seller Comparison

### Chain / Wall Analysis

### Probability / E4

### Time Windows

### Risk / Invalidation

### Detailed Audit

### LOG

---

# FINAL PRINCIPLE

The engine must NEVER confuse these statements:

> **"I don't know the market direction."**

with:

> **"I don't know which option side is better for selling."**

They are different questions.

The correct behaviour is:

**Direction unknown → continue seller analysis → compare CALL vs PUT → select the stronger seller structure → apply ATM-first strike selection → validate risk → or output NONE.**

Never force a directional call.

Never force a trade.

Never stop the seller analysis merely because directional evidence is insufficient.

*Educational analysis only. No result is guaranteed, and judgment-calibrated rules must not be represented as statistically validated until independently backtested.*

Visual Coding Prompt

Upar wale analysis ko HTML graphical/visual representation mein convert karne ke liye

Above, please take all the explanation and convert it into a proper HTML-based graphical and visual representation so that it is easy to understand.
You do not need to perform any additional or real-time analysis. Use only the data and conclusions already provided above and present them graphically through appropriate charts, graphs, visual indicators, comparisons, tables, and other visual elements wherever useful.
The primary goal is visual clarity and easy understanding, without changing, adding, removing, summarizing, or reinterpreting any of the information from the original analysis.

Zerodha MCP Server Config

Claude / MCP client mein Kite (Zerodha) MCP server jodne ke liye config JSON

{
    "mcpServers": {
        "kite": {
            "command": "npx",
            "args": ["mcp-remote", "https://mcp.kite.trade/mcp"]
        }
    }
}

Disclaimer: This prompt is created strictly for educational and informational purposes only. Trading in the stock and derivatives market involves significant risk, and profits are not guaranteed. Trade responsibly and follow all SEBI rules.

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✅ Prompt copy ho gaya!