How-to VWAP indicator

How to use VWAP on Kite

From WebNotes, a public knowledge base. Last updated 19 May 2026. Reading time ~3 min.

Key facts

Computation	Cumulative (Price x Volume) / Cumulative Volume
Type	Intraday only (resets at session open)
Use	Institutional benchmark; mean reversion / trend confirmation
Anchored VWAP	Custom start point; available on TradingView

VWAP (Volume Weighted Average Price) is the institutional benchmark. Intraday VWAP shows the day’s volume-weighted average; anchored VWAP applies the same logic from a specific historical point.

Conflict-of-interest disclosure. This guide is published by WebNotes Editorial Team for informational purposes. WebNotes has no commercial relationship with Zerodha. No affiliate commission is earned.

Market-risk disclaimer. Trading involves risk. Indicators are tools, not guarantees.

Step-by-step procedure

See the procedure infobox above for the seven steps.

Anchored VWAP example

Anchored VWAP from earnings date of a stock:

Earnings on T0; anchor VWAP at T0.
Forward-looking weighted average reflects post-earnings price action.
Trades above this VWAP suggest persistent earnings beat.

External references

References

Zerodha support documentation on VWAP indicator.
Varsity technical analysis module on VWAP.

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WebNotes Editorial Team

The WebNotes Editorial Team covers Indian capital markets, payments infrastructure and retail investor procedures. Every article is fact-checked against primary sources, principally SEBI circulars and master directions, NPCI specifications and the official support documentation published by the intermediary in question. Drafts go through a second-pair-of-eyes review and a separate compliance read before publication, and revisions are tracked against the SEBI and NPCI rule changes referenced in the methodology section.

Last reviewed: 19 May 2026
Conflicts of interest: WebNotes is independent. No relationship with any broker, registrar or bank named in this article.