IV Percentile
Where each day's ATM implied vol ranks against its own trailing lookback window (0 = cheapest seen, 100 = richest seen).
Total PCR Percentile
Full-chain Put/Call OI ratio, percentile-ranked the same way as IV above.
Greeks — ATM Straddle (1 lot)
Weekly vs monthly, each Greek on its own scale.
Delta
Gamma
Theta (₹/day)
Vega (₹/1pt IV)
Derived Signals
IV Term Structure Spread
Weekly IV minus Monthly IV. Positive = front week trading rich vs the back month (common before events); negative = front week cheap.
PCR Divergence
Total-chain PCR minus near-the-money PCR. A large gap means standing OTM hedges are driving the "overall" ratio, not near-term flow.
Delta-Neutrality Drift
Net delta of the ATM straddle. Should hover near zero; sustained drift away from zero flags call/put IV skew.
Theta / Vega Ratio
₹ decay harvested per ₹ of IV risk carried — a quick lens on whether this is a good stretch to be selling premium.
Gamma vs Days-to-Expiry
Weekly ATM gamma, with days ≤1 from expiry highlighted — the stretch where the straddle's risk profile changes fastest.