NIFTY QUANT DASHBOARD
Current Nifty: 24450
Bank Nifty: 57783
1. Institutional Flow Index (IFI)
Measures institutional directional pressure.
Inputs used:
FII futures OI
Option positioning
Cash flow
Futures variation
Current readings:
FII Futures OI: −174,291
Option OI Net: −851,287
FII Cash: −6030 Cr
IFI Score
6 / 10
Interpretation:
Score
Meaning
0–3
Bullish
4–5
Neutral
6–8
Bearish Control
9–10
Panic selling
Current signal:
📉 Institutional Bearish Control
2. Gamma Regime Indicator
Gamma Flip determines market behaviour.
Estimated Gamma Flip:
24520 – 24550
Current price:
24450
Interpretation:
Below flip → Negative Gamma
Negative gamma causes:
Trending moves
Volatility spikes
Signal:
Bearish momentum regime
3. Smart Money Liquidity Map
Shows where large stop clusters exist.
Downside Liquidity
24300
24250
24150
Upside Liquidity
24600
24750
24850
Market usually seeks nearest liquidity first.
Current magnet:
➡ 24300
4. Option Wall Detector
Large option OI creates temporary barriers.
Call Walls
24600
24700
Put Walls
24300
24200
Interpretation:
Upside capped near 24600
Support weakening near 24300
5. Trap Probability Meter
Detects retail trap zones.
Bull Trap Zone
24550 – 24600
Retail breakout buyers appear here.
Bear Trap Zone
24250 – 24300
Retail breakdown shorts appear here.
6. Short Squeeze Risk Meter
Because FII's are heavily short:
FII Net Futures = −174k
Threshold:
Level
Squeeze Risk
−100k
Normal
−150k
High
−200k
Extreme
Current risk:
⚠ High squeeze risk
Trigger level:
24650
7. Market Regime Indicator
Combining:
Institutional flow
Gamma regime
Liquidity direction
Current Regime
FII Short Control + Negative Gamma
Market behaviour expected:
Sharp moves
Volatile intraday reversals
Sell-on-rise structure
8. Quant Price Map
Level
Meaning
24850
Major short squeeze
24750
Liquidity cluster
24650
FII short trap trigger
24600
Call wall
24520
Gamma flip
24450
Current price
24300
Liquidity magnet
24250
Breakdown trigger
24150
Panic zone
9. Quant Probability Forcast
Probability
Bearish continuation
62%
Short squeeze rally
24%
Sideways consolidation
14%
10. Expected Market Path
Primary Path
24450
→ 24300
→ 24250
If 24250 breaks
→ 24150
Alternative Path
If market crosses 24550
Short covering may push toward:
24650 → 24750
Final Quant Dashboard Signal
Market currently under:
FII Derivative Control
Bias remains:
📉 Sell on Rise
Expected range:
24250 – 24600
Anish J Parashar
Indirect tax india online research
Disclaimer Content reflects author's views; For investment decisions and trading proposes consult your financial advisor.
