Mini Trade Simulator
Pick an already-finished NIFTY week. Place ONE trade. Then fast-forward to expiry and see exactly what would have happened, net of every Indian charge. Predict first; the market reveals the rest.
Pick a week
Place one trade
It's 25 Jun 2026. NIFTY spot is 24,056, 5 days to expiry. The at-the-money 24,100 call costs ₹101.3 and the put ₹108.2 (1 lot = 65). What's your move?
What am I looking at?
Predict, then reveal
You commit to a trade before seeing the outcome. That moment of prediction is what turns passive reading into real intuition — it's why this sticks better than a worked example.
Costed like the real thing
The P/L is net of the full Indian charge stack (STT, GST, brokerage and more), so it reflects what your account would actually show — not a gross number that flatters the trade.
Same week, many trades
Try all four positions on one week to feel how buyer and seller, call and straddle, each react to the very same market move. That contrast is the whole lesson.
A simulation, not advice
This is EOD-only and ignores intraday paths, slippage and assignment nuance. It teaches the shape of outcomes — it is not a track record or a recommendation.
About the Trade Simulator
The Trade Simulator is a learn-by-doing sandbox built on real, already-settled market weeks. You pick a past NIFTY or BANKNIFTY week, choose one of four beginner positions — long call, long put, long straddle or short straddle — and commit before you see what happened. Only then does the simulator reveal how the market actually moved and your real, fully-costed profit or loss using recorded NSE premiums. The commit-then-reveal design forces a genuine prediction, which is how the lesson sticks.
What you can do
- Choose a real, settled trading week.
- Pick a position: buy call, buy put, long straddle or short straddle.
- Commit — before the outcome is shown.
- Fast-forward to expiry and see the true P&L, net of the full Indian cost stack.
Why commit-then-reveal
Because premiums are real recorded NSE values for the actual contracts — not Black-Scholes estimates — the P&L is exactly what would have happened had you taken that trade. Choosing a long straddle before the reveal, then watching a quiet week decay both legs to a loss, teaches the cost of buying volatility far more durably than reading about theta.
Frequently asked
Is the simulator using real market data?
Yes — it uses real recorded NSE option premiums for the actual contracts in each settled week, and applies the same Indian cost stack (STT, exchange, SEBI, stamp, GST, brokerage) used across DeltaDesk. It is not a Black-Scholes approximation.
Is this real-money trading?
No. It is a risk-free educational simulator on historical, already-settled weeks. Nothing here is a trade recommendation or investment advice.
Learn the concepts
Educational content only — nothing here is investment advice. Derivatives carry significant risk of loss; SEBI studies show the large majority of individual F&O traders lose money. Tapetide is not a SEBI-registered research analyst or investment adviser.