VWAP on WebNotes

Average price on the Kite market depth

Wed, 20 May 2026 00:00:00 +0000

The Average price field on the Kite market depth panel is the Volume-Weighted Average Price (VWAP) of all trades on the scrip during the current trading day. It is not a simple average of the day’s prices; it weights each price by the quantity traded at that price.

Formula

For a sequence of trades on a day:

VWAP = Σ (Price_i x Quantity_i) / Σ Quantity_i

Where i indexes every trade from market open. The exchange computes and publishes this; Kite reads the live VWAP from the exchange feed.

How to use VWAP on Kite

Tue, 19 May 2026 00:00:00 +0000

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.

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How to use VWAP on Kite

Sun, 17 May 2026 00:00:00 +0000

Volume Weighted Average Price (VWAP) is the cumulative volume-weighted average price over a defined period, plotted as a single line on the chart. Unlike a moving average that weights each candle equally regardless of how much trading occurred, VWAP weights each price by the volume traded at that price. This makes VWAP a closer proxy for “what the average institutional participant has paid today” than any simple moving average.

VWAP is the indicator most-watched by institutional execution desks during the trading day. Block orders are often executed in slices around VWAP to match a benchmark; algorithms have explicit VWAP-tracking modes; and intraday retail traders use VWAP as a dynamic reference for whether the day’s buyers are collectively in profit or loss. On Kite, session VWAP (which resets at the start of every trading session) is available on both ChartIQ and TradingView. Anchored VWAP, which lets you pick a custom starting candle, is available primarily on the TradingView engine and is useful for swing analysis from significant chart points (earnings, news, or major swing lows).