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Replay a Past Session

To replay a past trading day, open Historical Sheets: pick a date and an instrument, then drag the time slider to see the butterfly, ratio, pulse and combo grids as they stood at any minute. To see what each spread was typically worth when the ATM straddle stood at a given level, use Bell Curves.

ToolsHistorical sheets, Bell curves, Straddle chart (Compare session)
InstrumentsNIFTY, NIFTY NEXT, BANKNIFTY, SENSEX, SENSEX NEXT, FINNIFTY, MIDCPNIFTY, BANKEX; GOLD, GOLDM, SILVER, SILVERM, CRUDEOIL, CRUDEOILM, NATURALGAS, NATGASMINI
When it updates1-minute archive; Bell Curves rebuilt nightly after the day's data is archived
Open itquintalmind.com/analysis/historical-sheets

Steps​

  1. Sign in with your broker and open Historical Sheets, or go to Analysis.
  2. Choose Equity or MCX, then pick a symbol.
  3. Click a highlighted day in the calendar. Days with archived data are highlighted; the latest one loads first.
  4. Drag the Time slider to move through the session minute by minute.
  5. Switch to Charts to see the Synthetic Straddle, Skewness, PCR (premium) and Spot for the whole day.
  6. To see typical values by straddle level, open Bell Curves, pick an Instrument and a Window (60D, 90D or All), and drag the STRADDLE slider.
  7. Click Dates in Bucket (Click) on Bell Curves to list the days behind a value and open any of them in Historical Sheets.

What to look at​

  • The pricing chip. Real Bid/Ask means buy and sell use the archived bid and ask at the start of each minute. LTP Pricing means no bid and ask was archived for that day, so both use the minute's first trade.
  • Same layout as live. Equity sheets appear in the row order you set for the live dashboard. MCX shows MCX Butterfly, Cross Butterfly, Ratio (Call & Put) and Pulse (1:3:3:1), plus Future Calendar and Options Arbitrage pages.
  • PCR (premium). Total put premium ÷ total call premium over ATM ±10 strikes. The archive holds no open interest, so this ratio uses premiums.
  • Bell curve values. Each cell is built from the median, across days, of each day's average leg prices while the straddle sat in that band. A Thin sample note appears when only a few days back a band.
  • DTE filter. On the All window, the DTE list splits the history by days to expiry.

FAQ​

How can I replay a past Nifty options session?​

Open Historical Sheets on Quintal Mind, pick NIFTY and a highlighted day in the calendar, then drag the Time slider. The butterfly, ratio, pulse and combo sheets are rebuilt for that day one minute at a time.

Are replayed spread prices based on bid and ask or LTP?​

It depends on the day. A Real Bid/Ask chip means the archived bid and ask at the start of each minute were used. An LTP Pricing chip means both buy and sell use the first trade of each minute.

What did a spread usually cost at a given straddle level?​

The Bell Curves page shows this. Move the straddle slider to a level and the sheets show the median of past daily average values for each cell at that level. It is a summary of the past, not a forecast.

Quintal Mind shows market data and analytics for information only. Nothing here is investment advice, and Quintal Mind does not place orders.

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