Data coverage
OptionTerminal uses read-only market information from connected providers to display Bitcoin, Ethereum, NIFTY 50, BANK NIFTY, and SENSEX option-premium analytics. XAUT analytics are enabled only when the connected Delta provider returns real active call and put contracts. Provider names identify data sources and do not imply endorsement, partnership, or a guarantee of availability.
Data availability and reliability
Market data is validated and processed before it is displayed. OptionTerminal uses short-lived shared response caching, in-process request coalescing, input limits, and API abuse controls to reduce duplicate provider traffic and improve reliability for public visitors. Provider maintenance, exchange sessions, inactive contracts, network interruptions, rate limits, and delayed updates can still affect what is available at a particular time.
Rolling ATM charts
Rolling ATM is designed to follow the market's near-the-money option-premium area as the underlying moves. OptionTerminal applies a consistent internal selection process and retains provider/live-derived values for each candle. Exact selection thresholds, rollover presentation rules, and implementation details are intentionally not published.
Rolling OTM charts
Rolling OTM follows option premiums farther away from the near-the-money area according to the distance selected by the user. Available strikes, contract activity, expiry, and provider coverage can affect the displayed series. OptionTerminal uses the same internal framework across supported markets without disclosing detailed contract-selection rules.
Combined premium view
Combined mode represents the selected call and put premiums together as one chart. OptionTerminal aligns available lower-interval observations and applies OHLC consistency checks rather than simply adding unrelated call and put extrema. The exact synchronization and continuity implementation remains part of the application's private logic.
Historical and live candles
Historical candles depend on the granularity and completeness supplied by the provider. Live candles can update more frequently while the page is open and are reconciled with delayed historical data without intentionally replacing a live-observed candle with a later synthetic shape. For that reason, wick detail and the newest candle can still differ from another platform that uses a different feed or tick history.
Missing and inactive intervals
Far OTM and lightly traded contracts may not receive a new trade or mark during every interval. OptionTerminal applies conservative age/session checks before carrying a previously observed value. It does not claim that a new transaction occurred when none was reported, and periods without sufficient source data can remain unavailable.
Performance and provider safeguards
Successful responses may be cached briefly and identical requests may be combined so many visitors do not create unnecessary duplicate provider calls. Historical Indian chart responses use a longer shared cache when the cash market is closed. Public API endpoints also apply per-client request limits. These safeguards are intended to improve service stability without changing the selected market, expiry, chart mode, or chart formula.
Known reasons for cross-platform differences
- Different reference prices, providers, or update timestamps.
- Rolling selections compared with fixed-contract charts.
- Different candle intervals, sessions, and time-zone boundaries.
- Inactive contracts or missing market observations.
- Different expiries, strikes, or chart settings.
- Platform-specific data-quality, synchronization, and continuity rules.
Scope of this methodology
This page explains what the chart represents and the limitations users should understand. Detailed source code, selection thresholds, rollover rules, synchronization rules, and other proprietary implementation choices are not part of the public methodology.