VA
Research.Trade

Systematic
Alpha Terminal

Proprietary put-call parity analytics, Black-Scholes Greek surface, BSX/BKX ratio diff sheets and NSE historical backtesting — institutional-grade research at accessible pricing.

7-day free trial · No credit card · Cancel anytime
Institutional Feed
Initialising data streams…
BANKNIFTY55,678−0.18%
NIFTY 5024,453+0.32%
FINNIFTY22,814+0.21%
SENSEX80,955+0.44%
INDIA VIX14.82−2.10%
4.5Cr
Active F&O traders in India
5s
Minimum data refresh rate
6
Institutional research tools
₹499
Entry plan — per month
The Problem

Options traders are underserved
by existing tools.

Parity arbitrage is invisible in retail platforms
No platform shows real-time synthetic futures vs actual futures deviation. Traders miss 15–40 point dislocations at every expiry.
Greeks require Bloomberg or expensive terminals
Live Delta, Gamma, Theta, Vega across all strikes costs ₹40,000+/year on institutional platforms. Inaccessible to independent traders.
Ratio diff sheets are rebuilt manually in Excel every morning
Institutional traders spend 45 minutes daily rebuilding BSX/BKX diff sheets from scratch. No automation exists for this workflow.
India has 4.5 crore active F&O traders. Less than 0.1% have access to proper put-call parity tools. This is the gap VAresearch fills.
The Solution

Six institutional tools.
One platform.

Each module is designed for a specific edge. Live data from Upstox API. Backtesting from NSE historical CSV. Runs entirely in the browser.
01
Parity Sheet
Live put-call parity with synthetic future, auto-signals, OI walls, sound alerts, flash animations
LIVE
02
BSX/BKX Ratio Diff
600/500/400 configurable diff columns — exact format used by institutional options desks
PRO
03
Greeks Calculator
Black-Scholes Δ Γ θ ν across all strikes · IV skew surface · misprice vs fair value detection
PRO
04
P&L Calculator
Reversal and conversion scenarios across 9 expiry price points. Risk-reward, breakeven, net Greeks
PRO
05
Backtesting Engine
Upload NSE historical CSV. Parity signal hit-rate, equity curve, strike optimizer, 90-day analysis
PREMIUM
06
Market Insights
Weekly parity reports, IV regime analysis, expiry observations from the VAresearch desk
ALL PLANS
Product Demo — Parity Sheet
Real-time signals fire automatically.
LIVE SIMULATION
Monitoring parity…
SPOT SYN FUT ATM CALL WALL PUT WALL PCR TICKS0
Product Demo — Greeks Calculator

Full options surface, live.

Δ
Delta
0.512
₹0.51 move per ₹1 spot move
Γ
Gamma
0.000142
Delta accelerates near expiry
θ
Theta
−18.4
₹18.4 lost per day to time decay
ν
Vega
42.6
₹42.6 gain per 1% IV rise
IV Skew — BankNifty current expiry
Subscription Plans

SaaS subscription.
Recurring revenue.

Basic
₹499/month
₹4,499/year — save 25%
Live Parity Sheet
BANKNIFTY + NIFTY
30-second auto-refresh
Sound + visual alerts
BSX/BKX Ratio Diff
Greeks Calculator
Backtesting Engine
Premium
₹2,499/month
₹19,999/year — save 33%
Everything in Pro
5-second ultra-refresh
Backtesting Engine
NSE historical CSV
Signal hit-rate analytics
WhatsApp support
Excel data export
7-day free trial on all plans · No credit card required · Instant activation via Razorpay
Why Now

F&O market is exploding.
Tools haven't caught up.

4.5 Cr
Active F&O traders in India
+40% YoY growth
₹4,200 Cr
Daily BankNifty options turnover
World's largest options market
0
Retail parity tools available today
Clear white space in market
₹40K+
Bloomberg terminal annual cost
We deliver the same at ₹12K/yr
Parity signal equity curve — 90-day backtest (demo)
"I used to rebuild the BSX ratio diff sheet every morning in Excel. This replicates it exactly — but live. The time saving alone justifies the subscription."
— Prop trader, Mumbai · Beta tester
Business Model

SaaS. Recurring. Scalable.

Projected MRR at 400 users
Conservative estimate · 7-day trial funnel
₹0
Month 1: ₹50KMonth 6: ₹2.5LMonth 12: ₹7.5L MRR
VAresearch.trade
Ready to deploy.
Ready to scale.

Platform is built and production-ready. Node.js backend, Upstox API integration, Razorpay payments. 7-day free trial funnel. First 100 users targeted in 60 days.

Built
Production-ready platform
Validated
Beta traders confirmed need
Scalable
SaaS, low marginal cost