📊 VKP_OPTIONS_IV_VIX_VOL_ALGO

Live Gates · Position State · Signals
5-min candles · IV Spike + India VIX + Volume + Delta Switch
connecting… Last eval: — History (Audit) ← Command Center Greeks
3 gates fire simultaneously to enter · G1 India VIX % change ≥ ±1.5% · G2 Current 5-min vol > mean(last 5) · G3 ATM IV spike ≥ +10% · Direction: VIX↑ = DOWNTREND (sell calls) · VIX↓ = UPTREND (sell puts) · Leg-1 ATM Δ 0.50 / Leg-2 OTM Δ 0.30 (★ enhanced stop 0.50, re-entry 0.35).
Auto-refreshes every 5s. Engine recomputes on each closed 5-min bar (~30s polling). No new entries 9:15–9:20 or 14:45–15:15 IST. EOD square-off at 15:15. Daily loss halt at -2% MTM.