How to Trade Nifty Options Using PCR and VWAP
A simple, rule-based intraday strategy using sentiment (PCR) + flow (VWAP)
Buy Call (ATM)
- After 11:30 AM IST
- Futures ≥ VWAP + 10
- PCR > 1.2
Buy Put (ATM)
- After 11:30 AM IST
- Futures ≤ VWAP − 10
- PCR < 0.8
Exit
- Target: 30–40 pts on premium
- SL: 15–20 pts
- Time exit: by 3:15 PM
Combining Put–Call Ratio (PCR) with VWAP filters noise and aligns trades with institutional flow. PCR confirms market sentiment while VWAP validates trend strength—together they reduce false entries and improve consistency.
Visual Infographic
Live PCR & VWAP Data
Latest auto-refreshing market data from NSE:
Market closed: Data available between 09:00 and 16:00 IST.
NIFTY FUTURES (Latest 10)
Time Price VWAP Volume Loading...
BANKNIFTY FUTURES (Latest 10)
Time Price VWAP Volume Loading...
Last updated: --
NIFTY FUTURES LIVE CHART
BANK NIFTY FUTURES LIVE CHART
Charts update every 3 minutes | Last updated: --
Frequently Asked Questions
What is PCR and how do I use it with VWAP?
PCR measures overall market sentiment by comparing puts vs calls. When used with VWAP, it confirms if sentiment aligns with institutional flow.
What time is best to trade this strategy?
After 11:30 AM IST when market direction is clearer and PCR/VWAP provide more reliable signals.
What stop-loss and target should I use?
Use 15–20 points stop-loss and 30–40 points target for ATM options, or exit by 3:15 PM if targets are not reached.
Conclusion
The PCR + VWAP combination offers a disciplined intraday framework for Nifty options. VWAP aligns us with institutional flow, while PCR confirms sentiment. Add a time filter (after 11:30 AM IST) and strict risk controls to improve consistency and avoid noise. No strategy is perfect—manage risk, keep records, and adapt to volatility.
Akhand789
22 August 2025 at 09:19If you click on Get Started and log in to the PCR-Based Trading Home, you can view the live PCR data.
For example, today’s snapshot shows:
2025-08-22 13:40:43 → PCR = 0.32, OI Change Diff = -557,333
2025-08-22 13:36:49 → PCR = 0.32, OI Change Diff = -562,485
2025-08-22 13:32:41 → PCR = 0.31, OI Change Diff = -574,910
At the moment, the market is trying to move towards the VWAP level but struggling, while PCR remains low at 0.32.
📌 Based on the strategy:
We only trade when NIFTY price reaches VWAP and PCR stays below 1.
In that case, the trade setup is to buy the NIFTY ATM strike option.
Risk Management: Maximum loss is capped at ₹700 (since it’s Friday).
Target Profit: ₹1400 (maintaining a 1:2 risk-reward ratio).
raojitendra263@gmail.com
22 August 2025 at 09:34it was about to reach vwap but again falls back -2025-08-22 13:56:08 ₹24959.60 ₹24975.69 51,694
Akhand789
25 August 2025 at 05:59Current pcr , 0.66 at 10.27 , market going down after going below vwap
alokr80@gmail.com
22 September 2025 at 19:36https://t.me/+THyCOAr1fTEzNTg1
alokr80@gmail.com
22 September 2025 at 19:37Nifpcr.com telegram channel link for community trading ( Strategy, Data & Trade)
https://t.me/+THyCOAr1fTEzNTg1