Skip to contentTRADE DECISION AUDIT trending
PAPER MODEEngine monitoring · READ ONLY
Live paper-trade monitorConnecting…
New paper positions will appear here automatically. No page refresh required.
Opening Range Breakout + Retest – Option Selling
Nifty 50 · NIFTY 23300 PE 03 NOV 26 · 2026-11-03 · WEEKLY · 1 trading sessions to expiry
CLOSED sell · LONG · PE
Entry premium₹80.00Simulated bid − slippage
Stop / target₹95.00 / ₹60.00Initial plan
Maximum favourable0.00%Observed favourable executable-side excursion
Maximum adverse-0.75%Observed adverse executable-side excursion
Why the strategy entered
Price broke above the opening range and retested the range high with bullish close.
EMA 923,294.308
EMA 2123,232.544
EMA 9 slope0.075
EMA 21 slope0.114
EMA spread0.265
RSI 1472.821
ATR 1429.304
ATR %0.126
ADX 1460.793
+DI 1438.990
−DI 1413.540
Exact strategy entry-rule checks
| Direction | Condition | Recorded result |
|---|---|---|
| Bullish signal / Sell PE | Opening Range Complete | Passed |
| Bullish signal / Sell PE | Evaluation After 09 30 | Passed |
| Bullish signal / Sell PE | Previous Close Above Range High | Passed |
| Bullish signal / Sell PE | Current Low Within Retest Tolerance | Passed |
| Bullish signal / Sell PE | Current Close Above Range High | Passed |
| Bullish signal / Sell PE | Current Candle Bullish | Passed |
| Bearish signal / Sell CE | Opening Range Complete | Passed |
| Bearish signal / Sell CE | Evaluation After 09 30 | Passed |
| Bearish signal / Sell CE | Previous Close Below Range Low | Not met |
| Bearish signal / Sell CE | Current High Within Retest Tolerance | Passed |
| Bearish signal / Sell CE | Current Close Below Range Low | Not met |
| Bearish signal / Sell CE | Current Candle Bearish | Not met |
Additional market-context checks
| Check | Observed value | Meaning |
|---|---|---|
| Ema Alignment | bullish | EMA 9 versus EMA 21 alignment |
| Price Vs Ema21 | above | Spot close relative to EMA 21 |
| Futures Vwap | above | Front futures close relative to same-session futures VWAP |
| Rsi Momentum | bullish | RSI 14 momentum zone |
| Adx Trend Strength | strong | ADX 14 trend strength; direction is not implied by ADX |
| Relative Volume | below_average | Aligned front-month futures candle volume versus prior same-session futures average |
| Candle Direction | bullish | Signal candle body direction |
Option contract and execution quality
Strike/Greeks come from the option-chain snapshot; execution price, timestamps and depth come from Upstox Full Market Quotes V3.
Strike23,300.000
Expiry2026-11-03
Expiry seriesWEEKLY
Expiry classification sourceupstox_weekly_flag
Calendar DTE1.000
Trading-session DTE1.000
Expiry weekdayTuesday
Signal weekdayMonday
Entry weekdayMonday
Expiry week flag1.000
Expiry day flag0.000
One session before expiry1.000
Two sessions before expiry0.000
LTP83.850
Best bid83.800
Best ask84.050
Spread %0.298
Quote sourceUpstox Full Market Quotes V3
Quote response time (IST)2026-11-02 10:26:02
Last trade time (IST)2026-11-02 10:26:02
Quote response age (sec)0.000
Last trade age (sec)0.000
Top-5 bid depth18,330.000
Top-5 ask depth12,025.000
Max allowed quote age (sec)120.000
Max allowed spread (%)5.000
Delta-0.458
Theta-40.625
Gamma0.002
Vega5.331
IV18.460
Volume142,722,515.000
Open interest20,011,745.000
Previous OI371,475.000
Best bid quantity3,965.000
Best ask quantity1,105.000
PCR1.016
POP32.750
Strike distance (points)25.150
Strike distance (%)0.108
Estimated risk1,035.170
Entry IV18.460
Exit IV18.390
IV change-0.070
Entry delta-0.458
Exit delta-0.446
Delta change0.012
Theta change0.289
Gamma change0.00000
Vega change-0.019
Exit and trade outcome
stop loss
Exit price₹75.00
Exit IV18.390
Exit spread0.13%
Exit quote age0 sec
Gross P&L−₹325.00
Estimated charges₹58.59
Net P&L−₹383.59
Quote observations1
Last mark₹79.40
MAE/MFE use the position-side executable quote (bid for BUY accounts, ask for SELL accounts) captured by the minute-level worker. They may not include intraminute extremes or every executable market price.
Full Market Quotes V3 audit trail
Exchange quote response time, last-trade time and top-five market depth snapshots used for simulated entries, marks and exits.
| Phase | Requested at | Quote response (exact) | Last trade | Quote age | Best bid | Best ask | Bid depth | Ask depth | Depth VWAP |
|---|---|---|---|---|---|---|---|---|---|
| exit | 2026-11-02 10:27:02 | 2026-11-02T10:27:02.798+05:30 | 2026-11-02 10:27:02 | 0 sec | ₹79.40 | ₹79.50 | 9,490 | 7,410 | ₹79.40 |
| mark | 2026-11-02 10:27:02 | 2026-11-02T10:27:02.798+05:30 | 2026-11-02 10:27:02 | 0 sec | ₹79.40 | ₹79.50 | 9,490 | 7,410 | ₹79.40 |
| entry | 2026-11-02 10:26:02 | 2026-11-02T10:26:02.859+05:30 | 2026-11-02 10:26:02 | 0 sec | ₹83.80 | ₹84.05 | 18,330 | 12,025 | ₹83.80 |
Top-five depth VWAP is a paper fill estimate based on displayed exchange quantities at the time of the snapshot. It cannot guarantee actual execution, queue priority or protection against cancellations and rapid market changes.