Which way will NIFTY open tomorrow? Option-chain reads at 09:15, 09:20 and 15:15 feed a model that is tested only on days it has never seen.

• What it reads: OI, volume, IV and OI walls across the strikes near the money, and how they changed through the day
• What it does: buys one ATM call or put at 15:16 when the lean is clear, sells next morning — paper or live
• What it proves: walk-forward backtests on real option prices, with the honest numbers shown side by side with a coin-flip