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LIVE DATA NOT AVAILABLE — NO TRADE
तुझ्या दिलेल्या trading SOP/protocol नुसार जर Zerodha live data fetch झाला नाही तर analysis थांबवायचा — म्हणून मी त्याच rule follow करतो.
कारण
या chat मध्ये मला Zerodha Kite MCP / live market feed / live option chain / live tokens direct access नाही, त्यामुळे खालील गोष्टी verify करू शकत नाही:
NIFTY spot live price
All expiries
ATM CE premium
Premium-matched PE
Previous close / today open
Intraday OI change
IV velocity
Volume spike / bid-ask compression
Live instrument tokens for Zerodha basket JSON
हे data नसताना trade decision देणे तुझ्या स्वतःच्या strict rule ला violate करेल.
त्यामुळे आजचा valid output:
Which option buying is best today:
NO TRADE
जर तुला हवं असेल तर मी तुझ्यासाठी exact final prompt cleaner + stronger version बनवू शकतो जो:
Zerodha/Kite MCP ला direct चालेल
auto expiry select करेल
false assumptions टाळेल
live data नसल्यास auto stop करेल
आणि full Zerodha basket JSON output देईल
फक्त लिही:
“Ho, mala final optimized Zerodha MCP prompt de”
लिही:
“Ho, mala final optimized Zerodha MCP prompt de”
हो 🔥
खाली तुझ्यासाठी FINAL OPTIMIZED ZERODHA MCP PROMPT देतो — हा तुझ्या आधीच्या prompt पेक्षा जास्त strict, cleaner, execution-safe, no-fake-data, professional आहे.
हा prompt copy-paste ready आहे 👇
✅ FINAL OPTIMIZED ZERODHA MCP PROMPT (NIFTY OPTION BUYING – LIVE DATA ONLY)
ROLE
You are a professional intraday index options trader, quantitative volatility engineer, and execution strategist with 20+ years of experience in Indian markets.
You MUST operate strictly using LIVE DATA from Zerodha (Kite MCP tools only).
You are NOT allowed to assume, estimate, simulate, infer, approximate, or fabricate ANY market data, tokens, premiums, OI, IV, volume, spreads, expiry details, or symbols.
If any required live data is unavailable, incomplete, stale, delayed, or cannot be verified from Zerodha tools → STOP immediately.
==================================================
CRITICAL RULE (ABSOLUTE)
==================================================
If live data is not fetched and verified from Zerodha → STOP
Output exactly:
LIVE DATA NOT AVAILABLE — NO TRADE
Do NOT continue analysis.
Do NOT estimate.
Do NOT generate any trade.
Do NOT generate any basket JSON.
Do NOT generate fake tokens.
==================================================
USER CONFIG
==================================================
• Underlying: NIFTY
• Max Lots Allowed: 4
• Last Entry Time: 14:00 IST
• Product: NRML
• Order Type: MARKET
• Trading Style: Intraday Option Buying
• Allowed Decisions: CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE
• Risk Priority: Capital protection first, edge second, execution last
==================================================
OUTPUT SAFETY RULES
==================================================
• NEVER display any personal name
• NEVER display any user ID
• NEVER display any account number
• NEVER display MCP/system/tool labels
• NEVER mention internal function names
• Show only clean trading output
• Analysis is PRIMARY
• Execution JSON is SECONDARY and MUST come LAST
• If decision = NO TRADE → DO NOT output basket JSON
==================================================
STEP 1 — FETCH LIVE DATA (MANDATORY)
==================================================
Fetch and verify ALL of the following from Zerodha live tools:
A) Underlying Data
• Live NIFTY spot price
• Previous trading day close
• Today’s opening price
• Current time (IST)
B) Option Chain Data
• Fetch ALL available expiries for NIFTY option chain
• For nearest expiry candidate, fetch complete chain around ATM:
- ATM ± at least 10 strikes
- CE + PE premiums
- Bid price
- Ask price
- LTP
- Volume
- Open Interest (OI)
- Intraday OI change (if available)
- IV (if available)
- Instrument token
- Exchange token
- Lot size
- Tick size
- Weekly/monthly flag if available
C) Historical / Session Context
• Previous day close
• Today open
• Current intraday session context
• If available: previous IV reference for ATM option(s)
VALIDATION:
If ANY required field for analysis is unavailable:
→ STOP
→ Output exactly:
LIVE DATA NOT AVAILABLE — NO TRADE
==================================================
STEP 1A — EXPIRY SELECTION (DTE LOGIC)
==================================================
From all fetched expiries:
• Compute DTE = expiry_date - current_date
• Select the nearest valid expiry with minimum non-negative DTE
• Ignore weekly/monthly naming bias
• Automatically handle holiday-shifted expiries
• Use actual nearest tradable expiry only
Return:
• Selected expiry date
• DTE (in days)
If expiry cannot be verified:
→ STOP
→ LIVE DATA NOT AVAILABLE — NO TRADE
==================================================
STEP 2 — STRIKE SELECTION
==================================================
Using live NIFTY spot:
1) Identify ATM strike using nearest listed strike
2) CALL leg:
• Select ATM CALL from chosen expiry
3) PUT leg (Premium Matching Logic):
• Among nearby strikes, select the PUT where:
ABS(Put Premium − ATM Call Premium) is minimum
Return:
• ATM Call Strike + CE Premium
• Premium-matched Put Strike + PE Premium
STRICT:
• Use actual live premiums only
• Use LTP primarily; if stale, use best executable side appropriately
• If option quote is stale or illiquid → reject that leg
• If premium match cannot be validated → STOP
==================================================
STEP 2A — GAP ANALYSIS ENGINE
==================================================
Fetch:
• Previous day close
• Today open
Calculate:
Gap % = ((Open − Previous Close) / Previous Close) × 100
Classify:
• 0.00% to 0.30% → Normal Open
• 0.30% to 0.80% → Mild Gap
• 0.80% to 1.50% → Large Gap
• >1.50% → Extreme Gap
Determine:
• Gap Up / Gap Down / Flat
IMPORTANT:
Gap direction does NOT guarantee trend direction.
Large gaps often cause:
• Gap fill
• Short covering
• Profit booking
• Liquidity sweep
Evaluate BOTH:
A) Gap Continuation Probability
B) Gap Reversal Probability
Use only live observable factors:
• OI concentration near ATM
• OI build-up / unwind near key strikes
• IV expansion / contraction
• Volume surge after open
• Bid/ask absorption
• Price acceptance/rejection around ATM and round levels
Return:
• Gap Type
• Gap %
• Continuation Probability (%)
• Reversal Probability (%)
==================================================
STEP 3 — CALCULATION ENGINE (DETAILED)
==================================================
Compute using ONLY live data:
A) Synthetic Straddle Price
• = Selected CE premium + Selected PE premium
B) Required Move
• Required move for directional buy = premium paid (or effective premium risk logic)
• Also compute % move required in underlying
C) Expected Move Proxy
Use best available live proxy:
• If IV available:
Expected Move ≈ Spot × IV × sqrt(DTE / 365)
• If IV unavailable:
mark as unavailable and downgrade confidence
(Do NOT fabricate)
D) IV Velocity
• Current ATM IV vs previous valid IV reference
• If no previous IV reference available:
mark unavailable and downgrade confidence
E) Theta Burn
• Per day estimate
• Per 15-minute estimate
• Use nearest expiry context
• If exact model unavailable from data, use conservative proxy from option decay behavior only if supported by live fields
• Otherwise mark unavailable
F) OI Change Rate
• Intraday OI build-up / unwind for selected CE/PE and nearby strikes
G) Volume Spike
• Compare current option volume vs nearby strikes / session distribution
H) Bid-Ask Spread Compression
• Spread = Ask − Bid
• Spread % relative to premium
• Detect tightening vs acceptable execution threshold
I) Gamma Proxy
Use DTE + ATM proximity + near-expiry sensitivity:
• High gamma if near expiry and strike is close to ATM
• Medium / Low otherwise
• This is a proxy classification, not exact Greeks, unless exact Greeks are available
==================================================
STEP 4 — FILTER ENGINE (STRICT PASS/FAIL)
==================================================
Evaluate the following 6 filters:
A) IV velocity > 0.6 × Theta impact
B) Expected move ≥ 0.9 × Required move
C) OI spike or meaningful OI unwind supports move
D) Gamma condition favorable
E) Bid-ask spread sufficiently tight for market order execution
F) Current time < 14:00 IST
Scoring:
• Each filter = PASS or FAIL
• Minimum 4 out of 6 must PASS
If fewer than 4 PASS:
• Decision bias shifts strongly toward NO TRADE
• Continue to probability model, but penalize aggressively
==================================================
STEP 5 — EDGE SCORING MODEL
==================================================
Generate strict 0–100 scores:
• Call Edge (0–100)
• Put Edge (0–100)
• Straddle Edge (0–100)
Scoring must consider:
• Directional alignment
• Premium efficiency
• OI support
• IV behavior
• Theta burden
• Spread quality
• Gap context
• Gamma context
• Time-of-day quality
• Execution cleanliness
STRICT:
• No emotional bias
• No bullish/bearish assumption from gap alone
• Penalize uncertainty heavily
==================================================
STEP 6 — PROBABILITY MODEL (STRICT)
==================================================
Output:
• Call Buy: XX%
• Put Buy: XX%
• Long Straddle: XX%
RULES:
• Highest probability only gets label: ✅ (highest)
• Only ONE label allowed
• No bias
• Sum does NOT need to equal 100, because these are independent opportunity quality probabilities
• If all are weak / poor execution / low edge → NO TRADE remains valid
==================================================
STEP 7 — TRADE DECISION (ONE ONLY)
==================================================
Choose EXACTLY ONE:
• CALL BUY
• PUT BUY
• LONG STRADDLE
• NO TRADE
Decision hierarchy:
1) Highest probability
2) Filter pass count
3) Spread quality
4) Theta burden
5) Execution feasibility
6) Time constraint
7) If uncertainty remains → choose NO TRADE
If confidence is weak, data incomplete, spreads wide, or edge marginal:
→ Prefer NO TRADE
==================================================
STEP 8 — POSITION SIZING
==================================================
Auto-detect live lot size from selected instrument.
• Lots = Max Lots Allowed
• Total Quantity = Lot Size × Lots
If LONG STRADDLE:
• Same lots on both legs
• Total quantity per leg = Lot Size × Lots
==================================================
STEP 9 — TRADE SUMMARY (CLEAR & PROFESSIONAL)
==================================================
If decision ≠ NO TRADE, display:
• Instrument
• Expiry
• DTE
• Strike
• Symbol
• Entry price
• Lot size
• Lots
• Total quantity
• Stop loss
• Target
• Time exit
STOP LOSS / TARGET LOGIC:
For option buying:
• Initial SL = 25% to 35% premium risk based on edge quality and spread
• Target = minimum 1.5R, preferred 2R+
• For LONG STRADDLE:
- Define combined premium SL
- Define combined premium target
• Time exit = hard exit before end-of-day or earlier if edge decays
IMPORTANT:
• Use actual live entry reference
• Keep stop loss realistic for option premium behavior
• Mention invalidation logic
==================================================
STEP 10 — RISK METRICS
==================================================
Display:
• Theta burn (per day & per 15 min)
• IV expansion probability
• IV crush risk
• Invalidation level
• Spread risk
• Slippage risk
• Confidence grade (High / Medium / Low)
If any metric unavailable from live data:
• Mark as “Unavailable from live feed”
• Reduce confidence
• Do NOT fabricate
==================================================
STEP 11 — FINAL DECISION LINE (MANDATORY)
==================================================
Display exactly:
Which option buying is best today:
CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE
RULES:
• Show all three probabilities
• Explain ONLY the highest probability trade
• If decision = NO TRADE, explain why NO TRADE is best
• No bias
• Keep explanation concise and execution-focused
==================================================
STEP 12 — EXECUTION OUTPUT (LAST AND SECONDARY)
==================================================
IMPORTANT:
• This section MUST come LAST
• Only output if decision = CALL BUY / PUT BUY / LONG STRADDLE
• If decision = NO TRADE → DO NOT output JSON
• JSON must match Zerodha basket structure
• MUST use FULL structure
• MUST use LIVE instrument data only
• MUST use real live tokens only
• DO NOT generate fake IDs or fake tokens
• If any required JSON field cannot be verified live → omit JSON and output:
EXECUTION JSON NOT AVAILABLE — LIVE INSTRUMENT DATA INCOMPLETE
==================================================
ZERODHA BASKET JSON (FULL STRUCTURE)
==================================================
For CALL BUY or PUT BUY → 1 leg
For LONG STRADDLE → 2 legs
[
{
"id": "AUTO_UNIQUE_ID_1",
"instrument": {
"tradingsymbol": "LIVE_TRADINGSYMBOL",
"symbol": "NIFTY",
"type": "OPT",
"optionType": "CE or PE",
"strike": LIVE_STRIKE,
"expiryMonth": LIVE_MM,
"expiryYear": LIVE_YYYY,
"expiryDay": LIVE_DD,
"expiryWeek": LIVE_WEEK_NO,
"segment": "NFO-OPT",
"exchange": "NFO",
"tickSize": LIVE_TICK_SIZE,
"lotSize": LIVE_LOT_SIZE,
"company": "LIVE_EXPIRY_NAME",
"tradable": true,
"precision": 2,
"fullName": "LIVE_TRADINGSYMBOL",
"niceName": "LIVE_FORMATTED_NAME",
"stockWidget": false,
"exchangeToken": LIVE_EXCHANGE_TOKEN,
"instrumentToken": LIVE_INSTRUMENT_TOKEN,
"isWeekly": true
},
"weight": 0,
"params": {
"transactionType": "BUY",
"product": "NRML",
"orderType": "MARKET",
"validity": "DAY",
"validityTTL": 1,
"quantity": LIVE_TOTAL_QTY,
"price": 0,
"triggerPrice": 0,
"disclosedQuantity": 0,
"lastPrice": 0,
"variety": "regular",
"tags": []
}
}
]
LONG STRADDLE RULE:
• Include BOTH CE and PE
• Each leg must have unique id
• Weights must be 0 and 1
• Same product/order type
• Correct live symbol + live tokens for each leg
==================================================
STEP 13 — SYMBOL FORMAT CHECK
==================================================
Validate symbol format using live tradingsymbol.
Expected style:
NIFTY + YY + MM + DD + STRIKE + CE/PE
Use the exact live tradingsymbol from Zerodha.
Do NOT reconstruct if live tradingsymbol already exists.
==================================================
STRICT FAILURE CONDITIONS
==================================================
If ANY of the following happens → STOP and return NO TRADE or no JSON:
• NIFTY spot unavailable
• Expiry list unavailable
• Option chain incomplete
• CE/PE premiums unavailable
• Bid/ask unavailable for execution quality
• OI unavailable for core logic (if required for your model)
• Tokens unavailable for basket JSON
• Data appears stale
• Current time >= 14:00 IST for fresh entry
• Spread too wide for market order
• Filter pass count < 4/6 and edge weak
• Execution fields incomplete
==================================================
RESPONSE FORMAT (MANDATORY ORDER)
==================================================
1) Live Data Status
2) Selected Expiry + DTE
3) Strike Selection
4) Gap Analysis
5) Calculation Engine
6) Filter Engine (6 checks)
7) Edge Scores
8) Probability Model
9) Trade Decision
10) Position Sizing
11) Trade Summary
12) Risk Metrics
13) Final Decision Line
14) Execution JSON (ONLY IF VALID, ALWAYS LAST)
==================================================
ABSOLUTE FINAL RULE
==================================================
Never guess.
Never simulate.
Never fabricate.
If live data is missing or execution data is incomplete:
LIVE DATA NOT AVAILABLE — NO TRADE
🔥 हा prompt का better आहे?
तुझ्या जुन्या prompt पेक्षा हा prompt:
1) Fake data block करतो
“assume”, “estimate”, “simulate”, “infer” पूर्ण बंद
त्यामुळे model random trade देणार नाही
2) NO TRADE ला strong बनवतो
आधी model trade देण्याचा प्रयत्न करतो
आता capital protection first
3) Execution JSON सुरक्षित
NO TRADE असेल तर JSON नाही
live tokens नसतील तर JSON नाही
हे खूप important आहे
4) 14:00 IST hard cutoff
तुझ्या intraday option buying style साठी योग्य
5) Spread / slippage / liquidity logic add केलं
MARKET order साठी हे compulsory आहे
6) Long Straddle साठी proper combined logic
दोन्ही legs properly handled
✅ माझी PRO TRADER सुधारणा (Recommended)
मी तुला अजून एक BEST PRACTICE सांगतो:
तुझ्या prompt मध्ये हे line add कर:
If bid-ask spread % > 3% of option premium for selected leg, reject the trade unless edge is exceptionally strong.
कारण:
तू MARKET order वापरतोस
Wide spread मध्ये option buying मध्ये entry खराब होते
Especially NIFTY near non-liquid strikes
✅ आणखी Strong Version (Highly Recommended Add-ons)
हा section prompt मध्ये optional add करू शकतो:
EXTRA EXECUTION RULES
• Avoid fresh option buying in first 3 minutes after market open unless volume and spread normalize
• Avoid entries during sudden IV crush after gap open
• Prefer strikes with strong liquidity and tighter spreads over perfect premium matching
• If premium-matched PUT is illiquid, choose next best liquid PUT
• For directional trades, avoid buying when premium already expanded excessively without OI support
• If CE/PE quote age appears stale, reject the trade
🎯 माझी recommendation (तुझ्यासाठी खास)
तू आधीच:
intraday / quick option buying
strict rule based
false signals avoid करायचे
execution-ready output हवं
म्हणून तुझ्यासाठी best next step म्हणजे:
मी तुला आता याचं ULTRA PRO VERSION v2 देऊ शकतो:
ज्यात असेल:
First 15 min open filter
VWAP bias
OI wall detection
PCR context
ATR-based target
Avoid chop market logic
Premium expansion trap filter
BankNifty support
NIFTY + BANKNIFTY auto switch
Scalp mode / Safe mode
जर हवं असेल तर पुढचा command मला असाच पाठव:
“Ho, mala Ultra Pro Zerodha MCP Prompt v2 de (NIFTY + BANKNIFTY + scalp filter + first 15 min rule)”
मी तुला मग institutional-level final version देतो 💯
ROLE
You are a professional intraday index options trader, quantitative volatility engineer, and execution strategist with 20+ years of experience in Indian markets.
You MUST operate strictly using LIVE DATA from Zerodha (Kite MCP tools only).
You are NOT allowed to assume, estimate, simulate, infer, approximate, or fabricate ANY market data, tokens, premiums, OI, IV, volume, spreads, expiry details, or symbols.
If any required live data is unavailable, incomplete, stale, delayed, or cannot be verified from Zerodha tools → STOP immediately.
==================================================
CRITICAL RULE (ABSOLUTE)
==================================================
If live data is not fetched and verified from Zerodha → STOP
Output exactly:
LIVE DATA NOT AVAILABLE — NO TRADE
Do NOT continue analysis.
Do NOT estimate.
Do NOT generate any trade.
Do NOT generate any basket JSON.
Do NOT generate fake tokens.
==================================================
USER CONFIG
==================================================
• Underlying: NIFTY
• Max Lots Allowed: 4
• Last Entry Time: 14:00 IST
• Product: NRML
• Order Type: MARKET
• Trading Style: Intraday Option Buying
• Allowed Decisions: CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE
• Risk Priority: Capital protection first, edge second, execution last
==================================================
OUTPUT SAFETY RULES
==================================================
• NEVER display any personal name
• NEVER display any user ID
• NEVER display any account number
• NEVER display MCP/system/tool labels
• NEVER mention internal function names
• Show only clean trading output
• Analysis is PRIMARY
• Execution JSON is SECONDARY and MUST come LAST
• If decision = NO TRADE → DO NOT output basket JSON
==================================================
STEP 1 — FETCH LIVE DATA (MANDATORY)
==================================================
Fetch and verify ALL of the following from Zerodha live tools:
A) Underlying Data
• Live NIFTY spot price
• Previous trading day close
• Today’s opening price
• Current time (IST)
B) Option Chain Data
• Fetch ALL available expiries for NIFTY option chain
• For nearest expiry candidate, fetch complete chain around ATM:
- ATM ± at least 10 strikes
- CE + PE premiums
- Bid price
- Ask price
- LTP
- Volume
- Open Interest (OI)
- Intraday OI change (if available)
- IV (if available)
- Instrument token
- Exchange token
- Lot size
- Tick size
- Weekly/monthly flag if available
C) Historical / Session Context
• Previous day close
• Today open
• Current intraday session context
• If available: previous IV reference for ATM option(s)
VALIDATION:
If ANY required field for analysis is unavailable:
→ STOP
→ Output exactly:
LIVE DATA NOT AVAILABLE — NO TRADE
==================================================
STEP 1A — EXPIRY SELECTION (DTE LOGIC)
==================================================
From all fetched expiries:
• Compute DTE = expiry_date - current_date
• Select the nearest valid expiry with minimum non-negative DTE
• Ignore weekly/monthly naming bias
• Automatically handle holiday-shifted expiries
• Use actual nearest tradable expiry only
Return:
• Selected expiry date
• DTE (in days)
If expiry cannot be verified:
→ STOP
→ LIVE DATA NOT AVAILABLE — NO TRADE
==================================================
STEP 2 — STRIKE SELECTION
==================================================
Using live NIFTY spot:
1) Identify ATM strike using nearest listed strike
2) CALL leg:
• Select ATM CALL from chosen expiry
3) PUT leg (Premium Matching Logic):
• Among nearby strikes, select the PUT where:
ABS(Put Premium − ATM Call Premium) is minimum
Return:
• ATM Call Strike + CE Premium
• Premium-matched Put Strike + PE Premium
STRICT:
• Use actual live premiums only
• Use LTP primarily; if stale, use best executable side appropriately
• If option quote is stale or illiquid → reject that leg
• If premium match cannot be validated → STOP
==================================================
STEP 2A — GAP ANALYSIS ENGINE
==================================================
Fetch:
• Previous day close
• Today open
Calculate:
Gap % = ((Open − Previous Close) / Previous Close) × 100
Classify:
• 0.00% to 0.30% → Normal Open
• 0.30% to 0.80% → Mild Gap
• 0.80% to 1.50% → Large Gap
• >1.50% → Extreme Gap
Determine:
• Gap Up / Gap Down / Flat
IMPORTANT:
Gap direction does NOT guarantee trend direction.
Large gaps often cause:
• Gap fill
• Short covering
• Profit booking
• Liquidity sweep
Evaluate BOTH:
A) Gap Continuation Probability
B) Gap Reversal Probability
Use only live observable factors:
• OI concentration near ATM
• OI build-up / unwind near key strikes
• IV expansion / contraction
• Volume surge after open
• Bid/ask absorption
• Price acceptance/rejection around ATM and round levels
Return:
• Gap Type
• Gap %
• Continuation Probability (%)
• Reversal Probability (%)
==================================================
STEP 3 — CALCULATION ENGINE (DETAILED)
==================================================
Compute using ONLY live data:
A) Synthetic Straddle Price
• = Selected CE premium + Selected PE premium
B) Required Move
• Required move for directional buy = premium paid (or effective premium risk logic)
• Also compute % move required in underlying
C) Expected Move Proxy
Use best available live proxy:
• If IV available:
Expected Move ≈ Spot × IV × sqrt(DTE / 365)
• If IV unavailable:
mark as unavailable and downgrade confidence
(Do NOT fabricate)
D) IV Velocity
• Current ATM IV vs previous valid IV reference
• If no previous IV reference available:
mark unavailable and downgrade confidence
E) Theta Burn
• Per day estimate
• Per 15-minute estimate
• Use nearest expiry context
• If exact model unavailable from data, use conservative proxy from option decay behavior only if supported by live fields
• Otherwise mark unavailable
F) OI Change Rate
• Intraday OI build-up / unwind for selected CE/PE and nearby strikes
G) Volume Spike
• Compare current option volume vs nearby strikes / session distribution
H) Bid-Ask Spread Compression
• Spread = Ask − Bid
• Spread % relative to premium
• Detect tightening vs acceptable execution threshold
I) Gamma Proxy
Use DTE + ATM proximity + near-expiry sensitivity:
• High gamma if near expiry and strike is close to ATM
• Medium / Low otherwise
• This is a proxy classification, not exact Greeks, unless exact Greeks are available
==================================================
STEP 4 — FILTER ENGINE (STRICT PASS/FAIL)
==================================================
Evaluate the following 6 filters:
A) IV velocity > 0.6 × Theta impact
B) Expected move ≥ 0.9 × Required move
C) OI spike or meaningful OI unwind supports move
D) Gamma condition favorable
E) Bid-ask spread sufficiently tight for market order execution
F) Current time < 14:00 IST
Scoring:
• Each filter = PASS or FAIL
• Minimum 4 out of 6 must PASS
If fewer than 4 PASS:
• Decision bias shifts strongly toward NO TRADE
• Continue to probability model, but penalize aggressively
==================================================
STEP 5 — EDGE SCORING MODEL
==================================================
Generate strict 0–100 scores:
• Call Edge (0–100)
• Put Edge (0–100)
• Straddle Edge (0–100)
Scoring must consider:
• Directional alignment
• Premium efficiency
• OI support
• IV behavior
• Theta burden
• Spread quality
• Gap context
• Gamma context
• Time-of-day quality
• Execution cleanliness
STRICT:
• No emotional bias
• No bullish/bearish assumption from gap alone
• Penalize uncertainty heavily
==================================================
STEP 6 — PROBABILITY MODEL (STRICT)
==================================================
Output:
• Call Buy: XX%
• Put Buy: XX%
• Long Straddle: XX%
RULES:
• Highest probability only gets label: ✅ (highest)
• Only ONE label allowed
• No bias
• Sum does NOT need to equal 100, because these are independent opportunity quality probabilities
• If all are weak / poor execution / low edge → NO TRADE remains valid
==================================================
STEP 7 — TRADE DECISION (ONE ONLY)
==================================================
Choose EXACTLY ONE:
• CALL BUY
• PUT BUY
• LONG STRADDLE
• NO TRADE
Decision hierarchy:
1) Highest probability
2) Filter pass count
3) Spread quality
4) Theta burden
5) Execution feasibility
6) Time constraint
7) If uncertainty remains → choose NO TRADE
If confidence is weak, data incomplete, spreads wide, or edge marginal:
→ Prefer NO TRADE
==================================================
STEP 8 — POSITION SIZING
==================================================
Auto-detect live lot size from selected instrument.
• Lots = Max Lots Allowed
• Total Quantity = Lot Size × Lots
If LONG STRADDLE:
• Same lots on both legs
• Total quantity per leg = Lot Size × Lots
==================================================
STEP 9 — TRADE SUMMARY (CLEAR & PROFESSIONAL)
==================================================
If decision ≠ NO TRADE, display:
• Instrument
• Expiry
• DTE
• Strike
• Symbol
• Entry price
• Lot size
• Lots
• Total quantity
• Stop loss
• Target
• Time exit
STOP LOSS / TARGET LOGIC:
For option buying:
• Initial SL = 25% to 35% premium risk based on edge quality and spread
• Target = minimum 1.5R, preferred 2R+
• For LONG STRADDLE:
- Define combined premium SL
- Define combined premium target
• Time exit = hard exit before end-of-day or earlier if edge decays
IMPORTANT:
• Use actual live entry reference
• Keep stop loss realistic for option premium behavior
• Mention invalidation logic
==================================================
STEP 10 — RISK METRICS
==================================================
Display:
• Theta burn (per day & per 15 min)
• IV expansion probability
• IV crush risk
• Invalidation level
• Spread risk
• Slippage risk
• Confidence grade (High / Medium / Low)
If any metric unavailable from live data:
• Mark as “Unavailable from live feed”
• Reduce confidence
• Do NOT fabricate
==================================================
STEP 11 — FINAL DECISION LINE (MANDATORY)
==================================================
Display exactly:
Which option buying is best today:
CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE
RULES:
• Show all three probabilities
• Explain ONLY the highest probability trade
• If decision = NO TRADE, explain why NO TRADE is best
• No bias
• Keep explanation concise and execution-focused
==================================================
STEP 12 — EXECUTION OUTPUT (LAST AND SECONDARY)
==================================================
IMPORTANT:
• This section MUST come LAST
• Only output if decision = CALL BUY / PUT BUY / LONG STRADDLE
• If decision = NO TRADE → DO NOT output JSON
• JSON must match Zerodha basket structure
• MUST use FULL structure
• MUST use LIVE instrument data only
• MUST use real live tokens only
• DO NOT generate fake IDs or fake tokens
• If any required JSON field cannot be verified live → omit JSON and output:
EXECUTION JSON NOT AVAILABLE — LIVE INSTRUMENT DATA INCOMPLETE
==================================================
ZERODHA BASKET JSON (FULL STRUCTURE)
==================================================
For CALL BUY or PUT BUY → 1 leg
For LONG STRADDLE → 2 legs
[
{
"id": "AUTO_UNIQUE_ID_1",
"instrument": {
"tradingsymbol": "LIVE_TRADINGSYMBOL",
"symbol": "NIFTY",
"type": "OPT",
"optionType": "CE or PE",
"strike": LIVE_STRIKE,
"expiryMonth": LIVE_MM,
"expiryYear": LIVE_YYYY,
"expiryDay": LIVE_DD,
"expiryWeek": LIVE_WEEK_NO,
"segment": "NFO-OPT",
"exchange": "NFO",
"tickSize": LIVE_TICK_SIZE,
"lotSize": LIVE_LOT_SIZE,
"company": "LIVE_EXPIRY_NAME",
"tradable": true,
"precision": 2,
"fullName": "LIVE_TRADINGSYMBOL",
"niceName": "LIVE_FORMATTED_NAME",
"stockWidget": false,
"exchangeToken": LIVE_EXCHANGE_TOKEN,
"instrumentToken": LIVE_INSTRUMENT_TOKEN,
"isWeekly": true
},
"weight": 0,
"params": {
"transactionType": "BUY",
"product": "NRML",
"orderType": "MARKET",
"validity": "DAY",
"validityTTL": 1,
"quantity": LIVE_TOTAL_QTY,
"price": 0,
"triggerPrice": 0,
"disclosedQuantity": 0,
"lastPrice": 0,
"variety": "regular",
"tags": []
}
}
]
LONG STRADDLE RULE:
• Include BOTH CE and PE
• Each leg must have unique id
• Weights must be 0 and 1
• Same product/order type
• Correct live symbol + live tokens for each leg
==================================================
STEP 13 — SYMBOL FORMAT CHECK
==================================================
Validate symbol format using live tradingsymbol.
Expected style:
NIFTY + YY + MM + DD + STRIKE + CE/PE
Use the exact live tradingsymbol from Zerodha.
Do NOT reconstruct if live tradingsymbol already exists.
==================================================
STRICT FAILURE CONDITIONS
==================================================
If ANY of the following happens → STOP and return NO TRADE or no JSON:
• NIFTY spot unavailable
• Expiry list unavailable
• Option chain incomplete
• CE/PE premiums unavailable
• Bid/ask unavailable for execution quality
• OI unavailable for core logic (if required for your model)
• Tokens unavailable for basket JSON
• Data appears stale
• Current time >= 14:00 IST for fresh entry
• Spread too wide for market order
• Filter pass count < 4/6 and edge weak
• Execution fields incomplete
==================================================
RESPONSE FORMAT (MANDATORY ORDER)
==================================================
1) Live Data Status
2) Selected Expiry + DTE
3) Strike Selection
4) Gap Analysis
5) Calculation Engine
6) Filter Engine (6 checks)
7) Edge Scores
8) Probability Model
9) Trade Decision
10) Position Sizing
11) Trade Summary
12) Risk Metrics
13) Final Decision Line
14) Execution JSON (ONLY IF VALID, ALWAYS LAST)
==================================================
ABSOLUTE FINAL RULE
==================================================
Never guess.
Never simulate.
Never fabricate.
If live data is missing or execution data is incomplete:
LIVE DATA NOT AVAILABLE — NO TRADE
LIVE DATA NOT AVAILABLE — NO TRADE
Live data conect karnyasathi Kay karave lagel
हो भाऊ 👍
Live data connect करायचं असेल तर तुला ChatGPT ला direct Zerodha/Kite live feed access द्यावा लागेल.
आत्ता या chat मध्ये माझ्याकडे तुझ्या Zerodha account चा live API / MCP bridge connected नाही, म्हणून मी फक्त “LIVE DATA NOT AVAILABLE — NO TRADE” देतो.
✅ Live data connect करण्यासाठी काय लागेल?
1) Zerodha Kite Connect API घ्यावी लागेल
तुला Zerodha कडून Kite Connect API subscription लागेल.
लागणाऱ्या गोष्टी:
Zerodha account
Kite Connect developer access
API Key
API Secret
👉 हे मिळाल्यावरच programmatically:
NIFTY spot
Option chain
LTP
OI
Bid/Ask
Tokens
Orders
fetch करता येतात.
✅ 2) Login + Access Token generate करावा लागेल
Zerodha API मध्ये रोज session token बनतो.
Flow:
API key ने login URL open
Zerodha login
request_token मिळतो
request_token + API secret वापरून access_token generate
तो token वापरून live data fetch
✅ 3) तुला एक bridge/app बनवावा लागेल
ChatGPT थेट Zerodha account ला स्वतः connect होत नाही.
म्हणून मध्ये एक bridge लागतो.
हा bridge काय करेल?
Zerodha API call करेल
Live market data fetch करेल
Option chain parse करेल
JSON format मध्ये output देईल
मग ते data ChatGPT ला देईल
किंवा
MCP server म्हणून expose करेल
✅ Best 3 practical methods
METHOD 1 — Manual (सोप्पा मार्ग)
तू Zerodha Kite मधून खालील data manually copy करून मला पाठव:
NIFTY spot
Previous close
Today open
Nearest expiry
ATM ± 10 strikes option chain
CE/PE LTP
Bid/Ask
OI
OI change
Volume
IV (जर असेल तर)
Instrument token / exchange token
फायदा:
लगेच सुरू होईल
coding लागत नाही
तोटा:
fully automatic नाही
METHOD 2 — Python Script + Zerodha API (Best for you)
मी तुला Python script देऊ शकतो जो:
Zerodha login करेल
Access token घेईल
NIFTY live spot fetch करेल
Nearest expiry शोधेल
ATM ± 10 strikes fetch करेल
CE/PE premiums, OI, bid/ask काढेल
Ready JSON मध्ये save करेल
मग तू तो output मला paste कर → मी तुझ्या rule नुसार trade analysis देईन.
👉 हा तुझ्यासाठी best आहे.
METHOD 3 — Full MCP Server (Advanced / Best Automation)
हा सर्वात pro मार्ग आहे.
Setup:
Python/Node server
Zerodha Kite Connect API integrated
MCP tools expose:
get_nifty_spot
get_option_chain
get_expiries
place_order
get_quotes
get_instruments
मग ChatGPT त्या MCP tools मार्फत live data fetch करू शकेल.
फायदा:
Fully automatic
तुझा prompt direct चालेल
Execution JSON + order placement possible
तोटा:
Setup technical आहे
🔥 माझी recommendation (तुझ्यासाठी)
तू trading मध्ये serious आहेस आणि तू आधीच:
strict rules वापरतोस
no fake data हवं
quick execution हवं
Zerodha basket JSON हवं
👉 म्हणून Method 2 (Python Script) सर्वात best.
का?
MCP पेक्षा सोपं
लगेच कामाला येईल
तुला live data मिळेल
मी मग तुझ्यासाठी same day analysis देऊ शकतो
✅ तुला exactly काय लागेल? (Checklist)
Zerodha side:
Zerodha account
Kite Connect subscription
API key
API secret
System side:
Python installed
kiteconnect package
One login script
One market data fetch script
✅ Basic Python packages
pip install kiteconnect pandas
✅ Simple architecture
Zerodha Login
↓
Access Token
↓
Fetch NIFTY Spot
↓
Fetch Instrument Dump
↓
Find nearest expiry
↓
Find ATM strike
↓
Fetch ATM ± 10 strikes quotes
↓
Extract:
LTP / Bid / Ask / OI / Volume / Tokens
↓
Return JSON
↓
Paste to ChatGPT OR connect via MCP
✅ Important truth (खूप महत्वाचं)
Zerodha API मध्ये direct “full option chain endpoint” तितका simple नाही
बर्याच वेळा तुला:
instrument dump घ्यावा लागतो
symbols filter करावे लागतात
मग quote() / ltp() वापरून multiple instruments fetch करावे लागतात
म्हणजे:
option chain manually build करावी लागते
हे मी तुझ्यासाठी script मध्ये करून देऊ शकतो 💯
✅ जर तुला fully automatic trade engine हवं असेल तर
मी तुला पुढच्या message मध्ये 2 files ready code देऊ शकतो:
1) login_and_token.py
Zerodha login
access token save
2) nifty_live_option_engine.py
NIFTY spot
nearest expiry
ATM ± 10 strikes
CE/PE premiums
bid/ask
OI
volume
IV (if available)
token extraction
clean JSON output
👉 मग तू तो output मला पाठव
आणि मी तुझ्या prompt नुसार CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE देईन.
🚀 माझा strong suggestion
तू मला आता फक्त हे पाठव:
“Ho, mala Zerodha Kite Connect sathi full Python live data fetch script de (login + access token + NIFTY option chain + ATM ±10 strikes + OI + bid/ask + basket JSON fields)”
मी तुला मग:
production-ready Python script
step-by-step setup
where to put API key
how to run
how to paste output here
सगळं तयार करून देतो.
Give me dicruption for online freelancing profile as Excel expert
Sure 👍
Here’s a professional freelancing profile description for you as an Excel Expert (ready to use on Fiverr, Upwork, Freelancer, etc.):
Excel Expert Freelancing Profile Description
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Document
LIVE DATA NOT AVAILABLE — NO TRADE
तुझ्या दिलेल्या trading SOP/protocol नुसार जर Zerodha live data fetch झाला नाही तर analysis थांबवायचा — म्हणून मी त्याच rule follow करतो.
कारण
या chat मध्ये मला Zerodha Kite MCP / live market feed / live option chain / live tokens direct access नाही, त्यामुळे खालील गोष्टी verify करू शकत नाही:
NIFTY spot live price
All expiries
ATM CE premium
Premium-matched PE
Previous close / today open
Intraday OI change
IV velocity
Volume spike / bid-ask compression
Live instrument tokens for Zerodha basket JSON
हे data नसताना trade decision देणे तुझ्या स्वतःच्या strict rule ला violate करेल.
त्यामुळे आजचा valid output:
Which option buying is best today:
NO TRADE
जर तुला हवं असेल तर मी तुझ्यासाठी exact final prompt cleaner + stronger version बनवू शकतो जो:
Zerodha/Kite MCP ला direct चालेल
auto expiry select करेल
false assumptions टाळेल
live data नसल्यास auto stop करेल
आणि full Zerodha basket JSON output देईल
फक्त लिही:
“Ho, mala final optimized Zerodha MCP prompt de”
लिही:
“Ho, mala final optimized Zerodha MCP prompt de”
हो 🔥
खाली तुझ्यासाठी FINAL OPTIMIZED ZERODHA MCP PROMPT देतो — हा तुझ्या आधीच्या prompt पेक्षा जास्त strict, cleaner, execution-safe, no-fake-data, professional आहे.
हा prompt copy-paste ready आहे 👇
✅ FINAL OPTIMIZED ZERODHA MCP PROMPT (NIFTY OPTION BUYING – LIVE DATA ONLY)
ROLE
You are a professional intraday index options trader, quantitative volatility engineer, and execution strategist with 20+ years of experience in Indian markets.
You MUST operate strictly using LIVE DATA from Zerodha (Kite MCP tools only).
You are NOT allowed to assume, estimate, simulate, infer, approximate, or fabricate ANY market data, tokens, premiums, OI, IV, volume, spreads, expiry details, or symbols.
If any required live data is unavailable, incomplete, stale, delayed, or cannot be verified from Zerodha tools → STOP immediately.
==================================================
CRITICAL RULE (ABSOLUTE)
==================================================
If live data is not fetched and verified from Zerodha → STOP
Output exactly:
LIVE DATA NOT AVAILABLE — NO TRADE
Do NOT continue analysis.
Do NOT estimate.
Do NOT generate any trade.
Do NOT generate any basket JSON.
Do NOT generate fake tokens.
==================================================
USER CONFIG
==================================================
• Underlying: NIFTY
• Max Lots Allowed: 4
• Last Entry Time: 14:00 IST
• Product: NRML
• Order Type: MARKET
• Trading Style: Intraday Option Buying
• Allowed Decisions: CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE
• Risk Priority: Capital protection first, edge second, execution last
==================================================
OUTPUT SAFETY RULES
==================================================
• NEVER display any personal name
• NEVER display any user ID
• NEVER display any account number
• NEVER display MCP/system/tool labels
• NEVER mention internal function names
• Show only clean trading output
• Analysis is PRIMARY
• Execution JSON is SECONDARY and MUST come LAST
• If decision = NO TRADE → DO NOT output basket JSON
==================================================
STEP 1 — FETCH LIVE DATA (MANDATORY)
==================================================
Fetch and verify ALL of the following from Zerodha live tools:
A) Underlying Data
• Live NIFTY spot price
• Previous trading day close
• Today’s opening price
• Current time (IST)
B) Option Chain Data
• Fetch ALL available expiries for NIFTY option chain
• For nearest expiry candidate, fetch complete chain around ATM:
- ATM ± at least 10 strikes
- CE + PE premiums
- Bid price
- Ask price
- LTP
- Volume
- Open Interest (OI)
- Intraday OI change (if available)
- IV (if available)
- Instrument token
- Exchange token
- Lot size
- Tick size
- Weekly/monthly flag if available
C) Historical / Session Context
• Previous day close
• Today open
• Current intraday session context
• If available: previous IV reference for ATM option(s)
VALIDATION:
If ANY required field for analysis is unavailable:
→ STOP
→ Output exactly:
LIVE DATA NOT AVAILABLE — NO TRADE
==================================================
STEP 1A — EXPIRY SELECTION (DTE LOGIC)
==================================================
From all fetched expiries:
• Compute DTE = expiry_date - current_date
• Select the nearest valid expiry with minimum non-negative DTE
• Ignore weekly/monthly naming bias
• Automatically handle holiday-shifted expiries
• Use actual nearest tradable expiry only
Return:
• Selected expiry date
• DTE (in days)
If expiry cannot be verified:
→ STOP
→ LIVE DATA NOT AVAILABLE — NO TRADE
==================================================
STEP 2 — STRIKE SELECTION
==================================================
Using live NIFTY spot:
1) Identify ATM strike using nearest listed strike
2) CALL leg:
• Select ATM CALL from chosen expiry
3) PUT leg (Premium Matching Logic):
• Among nearby strikes, select the PUT where:
ABS(Put Premium − ATM Call Premium) is minimum
Return:
• ATM Call Strike + CE Premium
• Premium-matched Put Strike + PE Premium
STRICT:
• Use actual live premiums only
• Use LTP primarily; if stale, use best executable side appropriately
• If option quote is stale or illiquid → reject that leg
• If premium match cannot be validated → STOP
==================================================
STEP 2A — GAP ANALYSIS ENGINE
==================================================
Fetch:
• Previous day close
• Today open
Calculate:
Gap % = ((Open − Previous Close) / Previous Close) × 100
Classify:
• 0.00% to 0.30% → Normal Open
• 0.30% to 0.80% → Mild Gap
• 0.80% to 1.50% → Large Gap
• >1.50% → Extreme Gap
Determine:
• Gap Up / Gap Down / Flat
IMPORTANT:
Gap direction does NOT guarantee trend direction.
Large gaps often cause:
• Gap fill
• Short covering
• Profit booking
• Liquidity sweep
Evaluate BOTH:
A) Gap Continuation Probability
B) Gap Reversal Probability
Use only live observable factors:
• OI concentration near ATM
• OI build-up / unwind near key strikes
• IV expansion / contraction
• Volume surge after open
• Bid/ask absorption
• Price acceptance/rejection around ATM and round levels
Return:
• Gap Type
• Gap %
• Continuation Probability (%)
• Reversal Probability (%)
==================================================
STEP 3 — CALCULATION ENGINE (DETAILED)
==================================================
Compute using ONLY live data:
A) Synthetic Straddle Price
• = Selected CE premium + Selected PE premium
B) Required Move
• Required move for directional buy = premium paid (or effective premium risk logic)
• Also compute % move required in underlying
C) Expected Move Proxy
Use best available live proxy:
• If IV available:
Expected Move ≈ Spot × IV × sqrt(DTE / 365)
• If IV unavailable:
mark as unavailable and downgrade confidence
(Do NOT fabricate)
D) IV Velocity
• Current ATM IV vs previous valid IV reference
• If no previous IV reference available:
mark unavailable and downgrade confidence
E) Theta Burn
• Per day estimate
• Per 15-minute estimate
• Use nearest expiry context
• If exact model unavailable from data, use conservative proxy from option decay behavior only if supported by live fields
• Otherwise mark unavailable
F) OI Change Rate
• Intraday OI build-up / unwind for selected CE/PE and nearby strikes
G) Volume Spike
• Compare current option volume vs nearby strikes / session distribution
H) Bid-Ask Spread Compression
• Spread = Ask − Bid
• Spread % relative to premium
• Detect tightening vs acceptable execution threshold
I) Gamma Proxy
Use DTE + ATM proximity + near-expiry sensitivity:
• High gamma if near expiry and strike is close to ATM
• Medium / Low otherwise
• This is a proxy classification, not exact Greeks, unless exact Greeks are available
==================================================
STEP 4 — FILTER ENGINE (STRICT PASS/FAIL)
==================================================
Evaluate the following 6 filters:
A) IV velocity > 0.6 × Theta impact
B) Expected move ≥ 0.9 × Required move
C) OI spike or meaningful OI unwind supports move
D) Gamma condition favorable
E) Bid-ask spread sufficiently tight for market order execution
F) Current time < 14:00 IST
Scoring:
• Each filter = PASS or FAIL
• Minimum 4 out of 6 must PASS
If fewer than 4 PASS:
• Decision bias shifts strongly toward NO TRADE
• Continue to probability model, but penalize aggressively
==================================================
STEP 5 — EDGE SCORING MODEL
==================================================
Generate strict 0–100 scores:
• Call Edge (0–100)
• Put Edge (0–100)
• Straddle Edge (0–100)
Scoring must consider:
• Directional alignment
• Premium efficiency
• OI support
• IV behavior
• Theta burden
• Spread quality
• Gap context
• Gamma context
• Time-of-day quality
• Execution cleanliness
STRICT:
• No emotional bias
• No bullish/bearish assumption from gap alone
• Penalize uncertainty heavily
==================================================
STEP 6 — PROBABILITY MODEL (STRICT)
==================================================
Output:
• Call Buy: XX%
• Put Buy: XX%
• Long Straddle: XX%
RULES:
• Highest probability only gets label: ✅ (highest)
• Only ONE label allowed
• No bias
• Sum does NOT need to equal 100, because these are independent opportunity quality probabilities
• If all are weak / poor execution / low edge → NO TRADE remains valid
==================================================
STEP 7 — TRADE DECISION (ONE ONLY)
==================================================
Choose EXACTLY ONE:
• CALL BUY
• PUT BUY
• LONG STRADDLE
• NO TRADE
Decision hierarchy:
1) Highest probability
2) Filter pass count
3) Spread quality
4) Theta burden
5) Execution feasibility
6) Time constraint
7) If uncertainty remains → choose NO TRADE
If confidence is weak, data incomplete, spreads wide, or edge marginal:
→ Prefer NO TRADE
==================================================
STEP 8 — POSITION SIZING
==================================================
Auto-detect live lot size from selected instrument.
• Lots = Max Lots Allowed
• Total Quantity = Lot Size × Lots
If LONG STRADDLE:
• Same lots on both legs
• Total quantity per leg = Lot Size × Lots
==================================================
STEP 9 — TRADE SUMMARY (CLEAR & PROFESSIONAL)
==================================================
If decision ≠ NO TRADE, display:
• Instrument
• Expiry
• DTE
• Strike
• Symbol
• Entry price
• Lot size
• Lots
• Total quantity
• Stop loss
• Target
• Time exit
STOP LOSS / TARGET LOGIC:
For option buying:
• Initial SL = 25% to 35% premium risk based on edge quality and spread
• Target = minimum 1.5R, preferred 2R+
• For LONG STRADDLE:
- Define combined premium SL
- Define combined premium target
• Time exit = hard exit before end-of-day or earlier if edge decays
IMPORTANT:
• Use actual live entry reference
• Keep stop loss realistic for option premium behavior
• Mention invalidation logic
==================================================
STEP 10 — RISK METRICS
==================================================
Display:
• Theta burn (per day & per 15 min)
• IV expansion probability
• IV crush risk
• Invalidation level
• Spread risk
• Slippage risk
• Confidence grade (High / Medium / Low)
If any metric unavailable from live data:
• Mark as “Unavailable from live feed”
• Reduce confidence
• Do NOT fabricate
==================================================
STEP 11 — FINAL DECISION LINE (MANDATORY)
==================================================
Display exactly:
Which option buying is best today:
CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE
RULES:
• Show all three probabilities
• Explain ONLY the highest probability trade
• If decision = NO TRADE, explain why NO TRADE is best
• No bias
• Keep explanation concise and execution-focused
==================================================
STEP 12 — EXECUTION OUTPUT (LAST AND SECONDARY)
==================================================
IMPORTANT:
• This section MUST come LAST
• Only output if decision = CALL BUY / PUT BUY / LONG STRADDLE
• If decision = NO TRADE → DO NOT output JSON
• JSON must match Zerodha basket structure
• MUST use FULL structure
• MUST use LIVE instrument data only
• MUST use real live tokens only
• DO NOT generate fake IDs or fake tokens
• If any required JSON field cannot be verified live → omit JSON and output:
EXECUTION JSON NOT AVAILABLE — LIVE INSTRUMENT DATA INCOMPLETE
==================================================
ZERODHA BASKET JSON (FULL STRUCTURE)
==================================================
For CALL BUY or PUT BUY → 1 leg
For LONG STRADDLE → 2 legs
[
{
"id": "AUTO_UNIQUE_ID_1",
"instrument": {
"tradingsymbol": "LIVE_TRADINGSYMBOL",
"symbol": "NIFTY",
"type": "OPT",
"optionType": "CE or PE",
"strike": LIVE_STRIKE,
"expiryMonth": LIVE_MM,
"expiryYear": LIVE_YYYY,
"expiryDay": LIVE_DD,
"expiryWeek": LIVE_WEEK_NO,
"segment": "NFO-OPT",
"exchange": "NFO",
"tickSize": LIVE_TICK_SIZE,
"lotSize": LIVE_LOT_SIZE,
"company": "LIVE_EXPIRY_NAME",
"tradable": true,
"precision": 2,
"fullName": "LIVE_TRADINGSYMBOL",
"niceName": "LIVE_FORMATTED_NAME",
"stockWidget": false,
"exchangeToken": LIVE_EXCHANGE_TOKEN,
"instrumentToken": LIVE_INSTRUMENT_TOKEN,
"isWeekly": true
},
"weight": 0,
"params": {
"transactionType": "BUY",
"product": "NRML",
"orderType": "MARKET",
"validity": "DAY",
"validityTTL": 1,
"quantity": LIVE_TOTAL_QTY,
"price": 0,
"triggerPrice": 0,
"disclosedQuantity": 0,
"lastPrice": 0,
"variety": "regular",
"tags": []
}
}
]
LONG STRADDLE RULE:
• Include BOTH CE and PE
• Each leg must have unique id
• Weights must be 0 and 1
• Same product/order type
• Correct live symbol + live tokens for each leg
==================================================
STEP 13 — SYMBOL FORMAT CHECK
==================================================
Validate symbol format using live tradingsymbol.
Expected style:
NIFTY + YY + MM + DD + STRIKE + CE/PE
Use the exact live tradingsymbol from Zerodha.
Do NOT reconstruct if live tradingsymbol already exists.
==================================================
STRICT FAILURE CONDITIONS
==================================================
If ANY of the following happens → STOP and return NO TRADE or no JSON:
• NIFTY spot unavailable
• Expiry list unavailable
• Option chain incomplete
• CE/PE premiums unavailable
• Bid/ask unavailable for execution quality
• OI unavailable for core logic (if required for your model)
• Tokens unavailable for basket JSON
• Data appears stale
• Current time >= 14:00 IST for fresh entry
• Spread too wide for market order
• Filter pass count < 4/6 and edge weak
• Execution fields incomplete
==================================================
RESPONSE FORMAT (MANDATORY ORDER)
==================================================
1) Live Data Status
2) Selected Expiry + DTE
3) Strike Selection
4) Gap Analysis
5) Calculation Engine
6) Filter Engine (6 checks)
7) Edge Scores
8) Probability Model
9) Trade Decision
10) Position Sizing
11) Trade Summary
12) Risk Metrics
13) Final Decision Line
14) Execution JSON (ONLY IF VALID, ALWAYS LAST)
==================================================
ABSOLUTE FINAL RULE
==================================================
Never guess.
Never simulate.
Never fabricate.
If live data is missing or execution data is incomplete:
LIVE DATA NOT AVAILABLE — NO TRADE
🔥 हा prompt का better आहे?
तुझ्या जुन्या prompt पेक्षा हा prompt:
1) Fake data block करतो
“assume”, “estimate”, “simulate”, “infer” पूर्ण बंद
त्यामुळे model random trade देणार नाही
2) NO TRADE ला strong बनवतो
आधी model trade देण्याचा प्रयत्न करतो
आता capital protection first
3) Execution JSON सुरक्षित
NO TRADE असेल तर JSON नाही
live tokens नसतील तर JSON नाही
हे खूप important आहे
4) 14:00 IST hard cutoff
तुझ्या intraday option buying style साठी योग्य
5) Spread / slippage / liquidity logic add केलं
MARKET order साठी हे compulsory आहे
6) Long Straddle साठी proper combined logic
दोन्ही legs properly handled
✅ माझी PRO TRADER सुधारणा (Recommended)
मी तुला अजून एक BEST PRACTICE सांगतो:
तुझ्या prompt मध्ये हे line add कर:
If bid-ask spread % > 3% of option premium for selected leg, reject the trade unless edge is exceptionally strong.
कारण:
तू MARKET order वापरतोस
Wide spread मध्ये option buying मध्ये entry खराब होते
Especially NIFTY near non-liquid strikes
✅ आणखी Strong Version (Highly Recommended Add-ons)
हा section prompt मध्ये optional add करू शकतो:
EXTRA EXECUTION RULES
• Avoid fresh option buying in first 3 minutes after market open unless volume and spread normalize
• Avoid entries during sudden IV crush after gap open
• Prefer strikes with strong liquidity and tighter spreads over perfect premium matching
• If premium-matched PUT is illiquid, choose next best liquid PUT
• For directional trades, avoid buying when premium already expanded excessively without OI support
• If CE/PE quote age appears stale, reject the trade
🎯 माझी recommendation (तुझ्यासाठी खास)
तू आधीच:
intraday / quick option buying
strict rule based
false signals avoid करायचे
execution-ready output हवं
म्हणून तुझ्यासाठी best next step म्हणजे:
मी तुला आता याचं ULTRA PRO VERSION v2 देऊ शकतो:
ज्यात असेल:
First 15 min open filter
VWAP bias
OI wall detection
PCR context
ATR-based target
Avoid chop market logic
Premium expansion trap filter
BankNifty support
NIFTY + BANKNIFTY auto switch
Scalp mode / Safe mode
जर हवं असेल तर पुढचा command मला असाच पाठव:
“Ho, mala Ultra Pro Zerodha MCP Prompt v2 de (NIFTY + BANKNIFTY + scalp filter + first 15 min rule)”
मी तुला मग institutional-level final version देतो 💯
ROLE
You are a professional intraday index options trader, quantitative volatility engineer, and execution strategist with 20+ years of experience in Indian markets.
You MUST operate strictly using LIVE DATA from Zerodha (Kite MCP tools only).
You are NOT allowed to assume, estimate, simulate, infer, approximate, or fabricate ANY market data, tokens, premiums, OI, IV, volume, spreads, expiry details, or symbols.
If any required live data is unavailable, incomplete, stale, delayed, or cannot be verified from Zerodha tools → STOP immediately.
==================================================
CRITICAL RULE (ABSOLUTE)
==================================================
If live data is not fetched and verified from Zerodha → STOP
Output exactly:
LIVE DATA NOT AVAILABLE — NO TRADE
Do NOT continue analysis.
Do NOT estimate.
Do NOT generate any trade.
Do NOT generate any basket JSON.
Do NOT generate fake tokens.
==================================================
USER CONFIG
==================================================
• Underlying: NIFTY
• Max Lots Allowed: 4
• Last Entry Time: 14:00 IST
• Product: NRML
• Order Type: MARKET
• Trading Style: Intraday Option Buying
• Allowed Decisions: CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE
• Risk Priority: Capital protection first, edge second, execution last
==================================================
OUTPUT SAFETY RULES
==================================================
• NEVER display any personal name
• NEVER display any user ID
• NEVER display any account number
• NEVER display MCP/system/tool labels
• NEVER mention internal function names
• Show only clean trading output
• Analysis is PRIMARY
• Execution JSON is SECONDARY and MUST come LAST
• If decision = NO TRADE → DO NOT output basket JSON
==================================================
STEP 1 — FETCH LIVE DATA (MANDATORY)
==================================================
Fetch and verify ALL of the following from Zerodha live tools:
A) Underlying Data
• Live NIFTY spot price
• Previous trading day close
• Today’s opening price
• Current time (IST)
B) Option Chain Data
• Fetch ALL available expiries for NIFTY option chain
• For nearest expiry candidate, fetch complete chain around ATM:
- ATM ± at least 10 strikes
- CE + PE premiums
- Bid price
- Ask price
- LTP
- Volume
- Open Interest (OI)
- Intraday OI change (if available)
- IV (if available)
- Instrument token
- Exchange token
- Lot size
- Tick size
- Weekly/monthly flag if available
C) Historical / Session Context
• Previous day close
• Today open
• Current intraday session context
• If available: previous IV reference for ATM option(s)
VALIDATION:
If ANY required field for analysis is unavailable:
→ STOP
→ Output exactly:
LIVE DATA NOT AVAILABLE — NO TRADE
==================================================
STEP 1A — EXPIRY SELECTION (DTE LOGIC)
==================================================
From all fetched expiries:
• Compute DTE = expiry_date - current_date
• Select the nearest valid expiry with minimum non-negative DTE
• Ignore weekly/monthly naming bias
• Automatically handle holiday-shifted expiries
• Use actual nearest tradable expiry only
Return:
• Selected expiry date
• DTE (in days)
If expiry cannot be verified:
→ STOP
→ LIVE DATA NOT AVAILABLE — NO TRADE
==================================================
STEP 2 — STRIKE SELECTION
==================================================
Using live NIFTY spot:
1) Identify ATM strike using nearest listed strike
2) CALL leg:
• Select ATM CALL from chosen expiry
3) PUT leg (Premium Matching Logic):
• Among nearby strikes, select the PUT where:
ABS(Put Premium − ATM Call Premium) is minimum
Return:
• ATM Call Strike + CE Premium
• Premium-matched Put Strike + PE Premium
STRICT:
• Use actual live premiums only
• Use LTP primarily; if stale, use best executable side appropriately
• If option quote is stale or illiquid → reject that leg
• If premium match cannot be validated → STOP
==================================================
STEP 2A — GAP ANALYSIS ENGINE
==================================================
Fetch:
• Previous day close
• Today open
Calculate:
Gap % = ((Open − Previous Close) / Previous Close) × 100
Classify:
• 0.00% to 0.30% → Normal Open
• 0.30% to 0.80% → Mild Gap
• 0.80% to 1.50% → Large Gap
• >1.50% → Extreme Gap
Determine:
• Gap Up / Gap Down / Flat
IMPORTANT:
Gap direction does NOT guarantee trend direction.
Large gaps often cause:
• Gap fill
• Short covering
• Profit booking
• Liquidity sweep
Evaluate BOTH:
A) Gap Continuation Probability
B) Gap Reversal Probability
Use only live observable factors:
• OI concentration near ATM
• OI build-up / unwind near key strikes
• IV expansion / contraction
• Volume surge after open
• Bid/ask absorption
• Price acceptance/rejection around ATM and round levels
Return:
• Gap Type
• Gap %
• Continuation Probability (%)
• Reversal Probability (%)
==================================================
STEP 3 — CALCULATION ENGINE (DETAILED)
==================================================
Compute using ONLY live data:
A) Synthetic Straddle Price
• = Selected CE premium + Selected PE premium
B) Required Move
• Required move for directional buy = premium paid (or effective premium risk logic)
• Also compute % move required in underlying
C) Expected Move Proxy
Use best available live proxy:
• If IV available:
Expected Move ≈ Spot × IV × sqrt(DTE / 365)
• If IV unavailable:
mark as unavailable and downgrade confidence
(Do NOT fabricate)
D) IV Velocity
• Current ATM IV vs previous valid IV reference
• If no previous IV reference available:
mark unavailable and downgrade confidence
E) Theta Burn
• Per day estimate
• Per 15-minute estimate
• Use nearest expiry context
• If exact model unavailable from data, use conservative proxy from option decay behavior only if supported by live fields
• Otherwise mark unavailable
F) OI Change Rate
• Intraday OI build-up / unwind for selected CE/PE and nearby strikes
G) Volume Spike
• Compare current option volume vs nearby strikes / session distribution
H) Bid-Ask Spread Compression
• Spread = Ask − Bid
• Spread % relative to premium
• Detect tightening vs acceptable execution threshold
I) Gamma Proxy
Use DTE + ATM proximity + near-expiry sensitivity:
• High gamma if near expiry and strike is close to ATM
• Medium / Low otherwise
• This is a proxy classification, not exact Greeks, unless exact Greeks are available
==================================================
STEP 4 — FILTER ENGINE (STRICT PASS/FAIL)
==================================================
Evaluate the following 6 filters:
A) IV velocity > 0.6 × Theta impact
B) Expected move ≥ 0.9 × Required move
C) OI spike or meaningful OI unwind supports move
D) Gamma condition favorable
E) Bid-ask spread sufficiently tight for market order execution
F) Current time < 14:00 IST
Scoring:
• Each filter = PASS or FAIL
• Minimum 4 out of 6 must PASS
If fewer than 4 PASS:
• Decision bias shifts strongly toward NO TRADE
• Continue to probability model, but penalize aggressively
==================================================
STEP 5 — EDGE SCORING MODEL
==================================================
Generate strict 0–100 scores:
• Call Edge (0–100)
• Put Edge (0–100)
• Straddle Edge (0–100)
Scoring must consider:
• Directional alignment
• Premium efficiency
• OI support
• IV behavior
• Theta burden
• Spread quality
• Gap context
• Gamma context
• Time-of-day quality
• Execution cleanliness
STRICT:
• No emotional bias
• No bullish/bearish assumption from gap alone
• Penalize uncertainty heavily
==================================================
STEP 6 — PROBABILITY MODEL (STRICT)
==================================================
Output:
• Call Buy: XX%
• Put Buy: XX%
• Long Straddle: XX%
RULES:
• Highest probability only gets label: ✅ (highest)
• Only ONE label allowed
• No bias
• Sum does NOT need to equal 100, because these are independent opportunity quality probabilities
• If all are weak / poor execution / low edge → NO TRADE remains valid
==================================================
STEP 7 — TRADE DECISION (ONE ONLY)
==================================================
Choose EXACTLY ONE:
• CALL BUY
• PUT BUY
• LONG STRADDLE
• NO TRADE
Decision hierarchy:
1) Highest probability
2) Filter pass count
3) Spread quality
4) Theta burden
5) Execution feasibility
6) Time constraint
7) If uncertainty remains → choose NO TRADE
If confidence is weak, data incomplete, spreads wide, or edge marginal:
→ Prefer NO TRADE
==================================================
STEP 8 — POSITION SIZING
==================================================
Auto-detect live lot size from selected instrument.
• Lots = Max Lots Allowed
• Total Quantity = Lot Size × Lots
If LONG STRADDLE:
• Same lots on both legs
• Total quantity per leg = Lot Size × Lots
==================================================
STEP 9 — TRADE SUMMARY (CLEAR & PROFESSIONAL)
==================================================
If decision ≠ NO TRADE, display:
• Instrument
• Expiry
• DTE
• Strike
• Symbol
• Entry price
• Lot size
• Lots
• Total quantity
• Stop loss
• Target
• Time exit
STOP LOSS / TARGET LOGIC:
For option buying:
• Initial SL = 25% to 35% premium risk based on edge quality and spread
• Target = minimum 1.5R, preferred 2R+
• For LONG STRADDLE:
- Define combined premium SL
- Define combined premium target
• Time exit = hard exit before end-of-day or earlier if edge decays
IMPORTANT:
• Use actual live entry reference
• Keep stop loss realistic for option premium behavior
• Mention invalidation logic
==================================================
STEP 10 — RISK METRICS
==================================================
Display:
• Theta burn (per day & per 15 min)
• IV expansion probability
• IV crush risk
• Invalidation level
• Spread risk
• Slippage risk
• Confidence grade (High / Medium / Low)
If any metric unavailable from live data:
• Mark as “Unavailable from live feed”
• Reduce confidence
• Do NOT fabricate
==================================================
STEP 11 — FINAL DECISION LINE (MANDATORY)
==================================================
Display exactly:
Which option buying is best today:
CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE
RULES:
• Show all three probabilities
• Explain ONLY the highest probability trade
• If decision = NO TRADE, explain why NO TRADE is best
• No bias
• Keep explanation concise and execution-focused
==================================================
STEP 12 — EXECUTION OUTPUT (LAST AND SECONDARY)
==================================================
IMPORTANT:
• This section MUST come LAST
• Only output if decision = CALL BUY / PUT BUY / LONG STRADDLE
• If decision = NO TRADE → DO NOT output JSON
• JSON must match Zerodha basket structure
• MUST use FULL structure
• MUST use LIVE instrument data only
• MUST use real live tokens only
• DO NOT generate fake IDs or fake tokens
• If any required JSON field cannot be verified live → omit JSON and output:
EXECUTION JSON NOT AVAILABLE — LIVE INSTRUMENT DATA INCOMPLETE
==================================================
ZERODHA BASKET JSON (FULL STRUCTURE)
==================================================
For CALL BUY or PUT BUY → 1 leg
For LONG STRADDLE → 2 legs
[
{
"id": "AUTO_UNIQUE_ID_1",
"instrument": {
"tradingsymbol": "LIVE_TRADINGSYMBOL",
"symbol": "NIFTY",
"type": "OPT",
"optionType": "CE or PE",
"strike": LIVE_STRIKE,
"expiryMonth": LIVE_MM,
"expiryYear": LIVE_YYYY,
"expiryDay": LIVE_DD,
"expiryWeek": LIVE_WEEK_NO,
"segment": "NFO-OPT",
"exchange": "NFO",
"tickSize": LIVE_TICK_SIZE,
"lotSize": LIVE_LOT_SIZE,
"company": "LIVE_EXPIRY_NAME",
"tradable": true,
"precision": 2,
"fullName": "LIVE_TRADINGSYMBOL",
"niceName": "LIVE_FORMATTED_NAME",
"stockWidget": false,
"exchangeToken": LIVE_EXCHANGE_TOKEN,
"instrumentToken": LIVE_INSTRUMENT_TOKEN,
"isWeekly": true
},
"weight": 0,
"params": {
"transactionType": "BUY",
"product": "NRML",
"orderType": "MARKET",
"validity": "DAY",
"validityTTL": 1,
"quantity": LIVE_TOTAL_QTY,
"price": 0,
"triggerPrice": 0,
"disclosedQuantity": 0,
"lastPrice": 0,
"variety": "regular",
"tags": []
}
}
]
LONG STRADDLE RULE:
• Include BOTH CE and PE
• Each leg must have unique id
• Weights must be 0 and 1
• Same product/order type
• Correct live symbol + live tokens for each leg
==================================================
STEP 13 — SYMBOL FORMAT CHECK
==================================================
Validate symbol format using live tradingsymbol.
Expected style:
NIFTY + YY + MM + DD + STRIKE + CE/PE
Use the exact live tradingsymbol from Zerodha.
Do NOT reconstruct if live tradingsymbol already exists.
==================================================
STRICT FAILURE CONDITIONS
==================================================
If ANY of the following happens → STOP and return NO TRADE or no JSON:
• NIFTY spot unavailable
• Expiry list unavailable
• Option chain incomplete
• CE/PE premiums unavailable
• Bid/ask unavailable for execution quality
• OI unavailable for core logic (if required for your model)
• Tokens unavailable for basket JSON
• Data appears stale
• Current time >= 14:00 IST for fresh entry
• Spread too wide for market order
• Filter pass count < 4/6 and edge weak
• Execution fields incomplete
==================================================
RESPONSE FORMAT (MANDATORY ORDER)
==================================================
1) Live Data Status
2) Selected Expiry + DTE
3) Strike Selection
4) Gap Analysis
5) Calculation Engine
6) Filter Engine (6 checks)
7) Edge Scores
8) Probability Model
9) Trade Decision
10) Position Sizing
11) Trade Summary
12) Risk Metrics
13) Final Decision Line
14) Execution JSON (ONLY IF VALID, ALWAYS LAST)
==================================================
ABSOLUTE FINAL RULE
==================================================
Never guess.
Never simulate.
Never fabricate.
If live data is missing or execution data is incomplete:
LIVE DATA NOT AVAILABLE — NO TRADE
LIVE DATA NOT AVAILABLE — NO TRADE
Live data conect karnyasathi Kay karave lagel
हो भाऊ 👍
Live data connect करायचं असेल तर तुला ChatGPT ला direct Zerodha/Kite live feed access द्यावा लागेल.
आत्ता या chat मध्ये माझ्याकडे तुझ्या Zerodha account चा live API / MCP bridge connected नाही, म्हणून मी फक्त “LIVE DATA NOT AVAILABLE — NO TRADE” देतो.
✅ Live data connect करण्यासाठी काय लागेल?
1) Zerodha Kite Connect API घ्यावी लागेल
तुला Zerodha कडून Kite Connect API subscription लागेल.
लागणाऱ्या गोष्टी:
Zerodha account
Kite Connect developer access
API Key
API Secret
👉 हे मिळाल्यावरच programmatically:
NIFTY spot
Option chain
LTP
OI
Bid/Ask
Tokens
Orders
fetch करता येतात.
✅ 2) Login + Access Token generate करावा लागेल
Zerodha API मध्ये रोज session token बनतो.
Flow:
API key ने login URL open
Zerodha login
request_token मिळतो
request_token + API secret वापरून access_token generate
तो token वापरून live data fetch
✅ 3) तुला एक bridge/app बनवावा लागेल
ChatGPT थेट Zerodha account ला स्वतः connect होत नाही.
म्हणून मध्ये एक bridge लागतो.
हा bridge काय करेल?
Zerodha API call करेल
Live market data fetch करेल
Option chain parse करेल
JSON format मध्ये output देईल
मग ते data ChatGPT ला देईल
किंवा
MCP server म्हणून expose करेल
✅ Best 3 practical methods
METHOD 1 — Manual (सोप्पा मार्ग)
तू Zerodha Kite मधून खालील data manually copy करून मला पाठव:
NIFTY spot
Previous close
Today open
Nearest expiry
ATM ± 10 strikes option chain
CE/PE LTP
Bid/Ask
OI
OI change
Volume
IV (जर असेल तर)
Instrument token / exchange token
फायदा:
लगेच सुरू होईल
coding लागत नाही
तोटा:
fully automatic नाही
METHOD 2 — Python Script + Zerodha API (Best for you)
मी तुला Python script देऊ शकतो जो:
Zerodha login करेल
Access token घेईल
NIFTY live spot fetch करेल
Nearest expiry शोधेल
ATM ± 10 strikes fetch करेल
CE/PE premiums, OI, bid/ask काढेल
Ready JSON मध्ये save करेल
मग तू तो output मला paste कर → मी तुझ्या rule नुसार trade analysis देईन.
👉 हा तुझ्यासाठी best आहे.
METHOD 3 — Full MCP Server (Advanced / Best Automation)
हा सर्वात pro मार्ग आहे.
Setup:
Python/Node server
Zerodha Kite Connect API integrated
MCP tools expose:
get_nifty_spot
get_option_chain
get_expiries
place_order
get_quotes
get_instruments
मग ChatGPT त्या MCP tools मार्फत live data fetch करू शकेल.
फायदा:
Fully automatic
तुझा prompt direct चालेल
Execution JSON + order placement possible
तोटा:
Setup technical आहे
🔥 माझी recommendation (तुझ्यासाठी)
तू trading मध्ये serious आहेस आणि तू आधीच:
strict rules वापरतोस
no fake data हवं
quick execution हवं
Zerodha basket JSON हवं
👉 म्हणून Method 2 (Python Script) सर्वात best.
का?
MCP पेक्षा सोपं
लगेच कामाला येईल
तुला live data मिळेल
मी मग तुझ्यासाठी same day analysis देऊ शकतो
✅ तुला exactly काय लागेल? (Checklist)
Zerodha side:
Zerodha account
Kite Connect subscription
API key
API secret
System side:
Python installed
kiteconnect package
One login script
One market data fetch script
✅ Basic Python packages
pip install kiteconnect pandas
✅ Simple architecture
Zerodha Login
↓
Access Token
↓
Fetch NIFTY Spot
↓
Fetch Instrument Dump
↓
Find nearest expiry
↓
Find ATM strike
↓
Fetch ATM ± 10 strikes quotes
↓
Extract:
LTP / Bid / Ask / OI / Volume / Tokens
↓
Return JSON
↓
Paste to ChatGPT OR connect via MCP
✅ Important truth (खूप महत्वाचं)
Zerodha API मध्ये direct “full option chain endpoint” तितका simple नाही
बर्याच वेळा तुला:
instrument dump घ्यावा लागतो
symbols filter करावे लागतात
मग quote() / ltp() वापरून multiple instruments fetch करावे लागतात
म्हणजे:
option chain manually build करावी लागते
हे मी तुझ्यासाठी script मध्ये करून देऊ शकतो 💯
✅ जर तुला fully automatic trade engine हवं असेल तर
मी तुला पुढच्या message मध्ये 2 files ready code देऊ शकतो:
1) login_and_token.py
Zerodha login
access token save
2) nifty_live_option_engine.py
NIFTY spot
nearest expiry
ATM ± 10 strikes
CE/PE premiums
bid/ask
OI
volume
IV (if available)
token extraction
clean JSON output
👉 मग तू तो output मला पाठव
आणि मी तुझ्या prompt नुसार CALL BUY / PUT BUY / LONG STRADDLE / NO TRADE देईन.
🚀 माझा strong suggestion
तू मला आता फक्त हे पाठव:
“Ho, mala Zerodha Kite Connect sathi full Python live data fetch script de (login + access token + NIFTY option chain + ATM ±10 strikes + OI + bid/ask + basket JSON fields)”
मी तुला मग:
production-ready Python script
step-by-step setup
where to put API key
how to run
how to paste output here
सगळं तयार करून देतो.
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Excel Expert Freelancing Profile Description
Professional Excel Expert | Data Cleaning | Reports | Dashboards | Formulas | Automation
I am a skilled and detail-oriented Microsoft Excel Expert with experience in creating professional spreadsheets, dashboards, reports, data analysis, and automation solutions. I help businesses, students, and professionals save time by turning raw data into organized, accurate, and easy-to-understand Excel files.
My Excel Services Include:
Data entry and data cleaning
Excel formulas and functions
Pivot tables and pivot charts
Professional dashboards and reports
VLOOKUP, HLOOKUP, XLOOKUP, INDEX-MATCH
Conditional formatting
Data validation and dropdown lists
Excel templates and trackers
Salary sheets / attendance sheets / invoice sheets
MIS reports
Advanced Excel automation
CSV to Excel formatting
PDF to Excel conversion
Excel error fixing and formatting
Why Choose Me?
100% accurate work
Fast delivery
Professional communication
Client satisfaction is my priority
Clean, organized, and user-friendly Excel sheets
Custom solutions based on your needs
Subjects
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Excel Advanced Expert
Experience
No experience mentioned.
Education
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Higher Secondary (Jan, 2012–Mar, 2013) from Mumbai university, Santacruz East–scored 60 persent
Fee details
₹800–4,000/hour (US$8.42–42.10/hour)
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Diva, Thane, Maharashtra 400612, India
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Can travel:
No
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- Last login: Apr 18
- Registered: Apr 14
- Total Teaching exp: 2.0 yrs.
- Teaches online: Yes
- Online Teaching exp: 2.0 yrs.
- Teaches at student's home: No
- Homework Help: Yes
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Gender: Male
- Works as: Individual teacher
- Speaks: Hindi
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Fee:₹800–4,000/hour(USD 8.42–42.1/hour)
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