- IOC 7.0 gathers over 50 industry veterans, offering live trading insights rarely seen in public forums.
- First‑ever live commodity trading session could unlock cross‑asset opportunities for options traders.
- Sector‑wide data shows options volume in India up 38% YoY, making the event timing critical.
- Competitors like Tata Capital and Adani Capital are launching parallel webinars, intensifying the knowledge race.
- Historical growth from 1,500 attendees in 2020 to 20,000+ registrations signals a maturing retail ecosystem.
You missed the last options rally; now the next breakthrough is at IOC 7.0.
The Indian Options Conclave (IOC) is back for its seventh edition, hosted by Jainam Broking at Surat’s SIECC on February 13‑14, 2026. What started as a niche learning platform in 2020 has exploded into India’s largest options‑trading education hub, backed by NSE, BSE, MCX and NCDEX. For a trader or investor, the two‑day summit is more than a conference—it’s a live laboratory where theory meets execution.
Why Indian Options Conclave 7.0 Is a Game‑Changer for Options Traders
IOC 7.0 is not just another schedule of keynote speeches. The agenda is built around live trading sessions, including India’s first real‑time commodity‑options demonstration. This hands‑on exposure bridges the gap between chart analysis and order‑book dynamics, allowing participants to witness slippage, order‑type selection, and risk‑adjusted P&L in real time. Speakers like Harshubh Shah (Tech Director, Jainam Broking) and Market Wizard founder Adib Noorani bring proprietary models that have outperformed benchmark indices by double‑digit percentages over the past 12 months.
Sector Trends: Options Trading Momentum in India 2024‑2026
According to the Securities and Exchange Board of India (SEBI), options turnover surged from INR 2.3 trillion in FY2023 to INR 3.2 trillion in FY2025, a compound annual growth rate (CAGR) of 16%. The growth is fuelled by three forces:
- Digital onboarding: Fintech platforms now enable instant KYC, cutting entry barriers for retail participants.
- Algorithmic tools: AI‑driven signal generators and volatility scanners are democratizing sophisticated strategies.
- Regulatory nudges: Margin reforms have lowered capital requirements for selling naked options, expanding strategy palettes.
IOC 7.0’s expo of 70+ fintech vendors mirrors this ecosystem expansion, offering everything from low‑latency order routing to on‑chain settlement prototypes.
Competitor Landscape: How Tata Capital, Adani Capital & Others Are Positioning Against Jainam Broking
Jainam Broking’s flagship event is prompting rivals to double‑down on education. Tata Capital launched a “Derivatives Academy” in Q4 2025, focusing on risk‑management modules for corporate treasuries. Adani Capital, leveraging its logistics data, rolled out a “Commodity‑Options Playbook” targeting agricultural futures. Both firms are courting the same retail segment that IOC 7.0 attracts, creating a competitive “knowledge‑war” where the winner will likely capture a larger share of the expanding options premium pool.
Historical Lens: From IOC 1.0 to 7.0 – What the Growth Curve Reveals
The inaugural IOC in 2020 drew just 1,500 participants, primarily institutional quants. By IOC 6.0, registrations topped 20,000 and earned a Guinness World Record for the largest financial investment lesson. Each edition added a new layer—live equity‑options desks in 2022, AI‑driven volatility workshops in 2023, and now live commodity trading in 2026. The pattern suggests that as each new asset class is introduced, market participants quickly incorporate the learnings into their portfolios, driving volume spikes within three months post‑event.
Technical Corner: Live Commodity Trading Sessions Explained
A live commodity‑options session differs from traditional equity‑options demos in three key ways:
- Basis risk: Traders must manage the price differential between the spot commodity and its derivative contract.
- Seasonality: Agricultural and metal commodities exhibit predictable seasonal patterns that can be encoded into options pricing models.
- Margin dynamics: Commodity exchanges like MCX and NCDEX enforce higher initial margins due to price volatility, affecting capital efficiency.
Understanding these nuances can turn a marginally profitable strategy into a high‑conviction play, especially when combined with the volatility skew insights that speakers like Rohan Mehta (Turtle Wealth) will showcase.
Investor Playbook: Bull and Bear Cases for Participating in IOC 7.0
Bull Case
- Access to proprietary trading frameworks that have outperformed the NIFTY 50 over the past year.
- Networking with exchange partners (NSE, BSE, MCX) opens doors to beta testing of upcoming order‑type releases.
- Early exposure to cross‑asset strategies (equity‑options + commodity‑options) positions investors ahead of the expected 12% YoY increase in commodity‑options volume.
Bear Case
- Live sessions are educational; translating concepts into profit requires disciplined capital allocation.
- High‑frequency participants may dominate order‑book dynamics, limiting retail execution quality during the event.
- Rapid margin reforms could increase capital costs for naked options, eroding the edge gained from new strategies.
Bottom line: Attend IOC 7.0 if you are ready to allocate a modest portion of your portfolio (5‑10%) to experiment with the disclosed tactics, but maintain a robust risk‑management framework to protect against execution slippage.
Whether you are a seasoned trader seeking the next alpha source or a retail investor craving structured learning, the Indian Options Conclave 7.0 offers a rare convergence of education, technology, and live market action. Miss it, and you may watch competitors harvest the very edge you could have owned.