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PRIVATE POSITION BOOK
Open positions across accounts
View-only. This app cannot place, modify or cancel orders.
IIFL connection history
Accounts
API keys are saved encrypted on your server. Secret keys are never shown again.
Live prices (IIFL Market Data API)
Daily closing ExcelSaved automatically on the server.
Position Risk Monitor
Load positions to see flags, scrip totals and expiry scenarios.
Exchange
Side
Type
Entry price (actual avg)
to
Loss flag
Watch at % and loss ≥ ₹
Critical at % and loss ≥ ₹
or any loss ≥ ₹
Whole scrip (net of all legs): Critical at loss ≥ ₹, Watch at ≥ ₹
Loss % = move against you vs actual entry price. Hover column headers for formulas.
How the numbers are calculated
- Data is live: positions from each saved account (one leg per account) and last traded prices from the IIFL Market Data API, refreshed each time you press Load positions.
- Entry is the actual average (Actual sell avg for shorts, Actual buy avg for longs). The broker's Sell/Buy avg is the carry price for overnight positions (roughly the previous close), so it is shown only in the hover on the Entry cell and never used for flags or filters.
- Loss %: shorts (LTP − entry) ÷ entry; longs (entry − LTP) ÷ entry. For a short option, 100% means the premium has doubled and you have lost the whole premium you collected.
- Flags: Critical when the rupee loss since entry reaches the "any loss" amount (₹5,00,000 by default) whatever the %, or when the loss is at least the Critical % (100%) with at least ₹10,000 lost. Watch when the loss is at least the Watch % (50%) and at least ₹50,000 lost. Set Watch % to 0 to flag on rupees alone. A leg with no live price is never flagged.
- Scrip flags use the net P&L since entry of every leg in the scrip, so a losing leg that another leg offsets does not raise the scrip. Critical at a net loss of ₹5,00,000 or more, Watch at ₹50,000 or more. There is no % test at scrip level: once options, futures and cash are netted there is no single entry value to divide by. Scrip flags follow the other filters, so they recompute when you narrow the exchange, side, account or expiry.
- P&L since entry = actual sell amount − actual buy amount + net qty × LTP × lot multiplier (IIFL returns P&L as zero, so it is calculated; it includes any realised part). The lot multiplier comes from IIFL's Multiplier field and is never assumed. If IIFL leaves it out, a backup is worked out as amount ÷ (qty × avg) and the leg is tagged "Backup lot"; if that isn't possible either, the leg is tagged "No lot size" and its P&L, premium, flags and scenarios stay blank.
- Underlying price and in the money: the real price is fetched from IIFL: the index value for index options (NIFTY 50, NIFTY BANK, SENSEX…), the stock's cash price for stock options, and, for MCX options, the future that IIFL's contract details name as the underlying. Every underlying is confirmed against IIFL's own record of that instrument (same symbol, right type) before its price is used. A call is in the money when the underlying is above the strike, a put when it is below; the % is the distance from the strike. Nothing is estimated: if IIFL doesn't return an underlying price, the option is tagged "No underlying price" and left out of in/out-of-the-money and scenarios.
- Expiry scenarios: P&L vs entry for the open quantity if the underlying finishes the given % away from its current price (options: the IIFL underlying price; futures and cash: their own price), each leg at its own expiry. With time scaling on (default), each column is a 30-day move scaled by √(days to expiry ÷ 30), counting expiry day as 1 day, so ±5% is about ±0.9% for a leg expiring today and about ±8.7% for one 90 days out. Options pay intrinsic value only; futures pay S − entry. Realised P&L on part-closed legs and expired legs are left out.
- Scrip groups: MCX contracts roll up to their commodity (GOLDM, GOLD, GOLDPETAL → GOLD; SILVERM, SILVERMIC → SILVER; CRUDEOIL, CRUDEOILM → CRUDE OIL). Exchange comes from the Segment, so the NSE stock option on MCX Ltd is not mistaken for the MCX exchange.
- Cash legs (NSECM/BSECM, product CNC) group under their scrip, use their own LTP as the underlying, and move one-for-one in scenarios with no time scaling. A CNC sell is a sale from demat holdings, so it is tagged and left out of scenarios. Holdings themselves are not in the positions data. Premium columns cover options only.
- Summary tiles always reflect exactly the rows shown after filters.
Positions
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