ep_start,t,ep_minutes,exp,type,K,k,itm,mleft,dte_days,side,P,fair,res_px,res_pct,res_vol,z,max_abs_pts,max_abs_pct,max_abs_vol,max_abs_z,iv,fair_iv,S,F,ret30,dist_hi,dist_lo,tod,after_jump,before_jump,vol,vol_next,unch_run,doi1,doi15,parity_dev,res_vol_other,conv_half,conv_full,mkt_share,dP_conv,dFair_conv,first_entry,first_d1,first_d5,first_d15,first_d30,news_impact,news_headline,event_within_60m,tier,buyer_pnl_1m,buyer_pnl_5m,buyer_pnl_15m,buyer_pnl_30m,who_moved 2024-12-19 14:50:00,2024-12-19 14:51:00,10,2024-12-19,PE,23900.0,-0.0021399122,OTM,38.0,0.101333335,rich,1.9,0.35804617,1.5419538,3.0839076,0.025400747,7.4696217,1.5419538,3.0839076,0.025400747,7.4696217,0.08337197,0.057971217,23944.35,23951.2,-13.0,60.550390625001455,74.04960937500073,14:51,False,False,4.5909e+06,3.374375e+06,0.0,0.0,-2.033225e+06,-0.34727514,0.02109857,9.0,10.0,1.0344075,-1.05,-0.034926187,1.9,-0.2,-0.4,-1.5,-1.8,high,"FOMC decision (US 2024-12-18): Cut 25bp to 4.25-4.50%; hawkish dots (fewer 2025 cuts) ; Sensex -964 to 79,218 after hawkish Fed (only two 2025 cuts signalled)",,tradable,,,,,market→model 2025-06-26 14:55:00,2025-06-26 14:57:00,5,2025-06-26,CE,25600.0,0.0023836682,OTM,32.0,0.08533333,rich,2.3,0.9753123,1.3246877,1.358219,0.019021932,1.6054136,1.3246877,2.1991897,0.046818662,2.7286332,0.101660624,0.082638696,25536.75,25539.05,27.299999999999272,4.25,276.84999999999854,14:57,True,False,1.80996e+07,1.52145e+07,0.0,2.5488e+06,-435075.0,-0.3519709,0.023113206,9.0,9.0,,-1.9,,3.1,-0.8,-1.15,-2.8,-2.95,none,(quiet),,tradable,,,,,both 2025-04-17 13:43:00,2025-04-17 14:04:00,29,2025-04-17,CE,24000.0,0.006342466,OTM,85.0,0.22666667,rich,3.05,1.29948,1.75052,1.3470927,0.02275222,1.487977,1.75052,1.8194603,0.02275222,1.6191239,0.14189899,0.11914677,23850.8,23848.262,74.29999999999927,17.44921875,552.2507812500007,14:04,False,False,3.389325e+06,2.349525e+06,0.0,-201000.0,-497175.0,-0.2204451,0.02504925,10.0,17.0,1.273983,-1.35,-0.29033127,1.75,-0.05,0.35,0.15,-0.05,none,(quiet),,tradable,,,,,market→model 2024-12-05 14:52:00,2024-12-05 14:52:00,1,2024-12-05,CE,25100.0,0.016319757,OTM,37.0,0.09866667,rich,1.25,0.42544305,0.82455695,1.6491139,0.052297086,5.6682606,0.82455695,1.6491139,0.052297086,5.6682606,0.39267856,0.34038147,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,6.824975e+06,5.903325e+06,0.0,-713000.0,-478850.0,0.59069735,0.019101879,2.0,2.0,-1.7730527,0.95,1.4857991,1.55,0.65,-0.25,-1.2,-1.5,none,(quiet),,liquid,,,,,model→market (spot/smile moved) 2024-12-12 14:47:00,2024-12-12 14:51:00,4,2024-12-12,PE,24500.0,-0.0019958534,OTM,38.0,0.101333335,rich,1.9,0.7546804,1.1453196,1.517622,0.015721804,2.2312458,1.1453196,1.6294799,0.015721804,2.9409673,0.078715906,0.06299411,24541.3,24548.947,-22.150000000001455,133.94921875,0.7007812500014552,14:51,False,False,4.986975e+06,7.08225e+06,0.0,0.0,-125950.0,-0.5459134,0.009065379,4.0,4.0,,-0.65,,1.65,-0.35,0.15,-1.35,-1.55,low,India open after overnight US data: US CPI,,tradable,,,,,both 2025-06-26 14:41:00,2025-06-26 14:42:00,4,2025-06-26,CE,25600.0,0.0040884293,OTM,47.0,0.12533334,rich,1.8,0.71359557,1.0864044,1.5224372,0.019666914,2.5448709,1.0864044,1.6257101,0.019733248,2.8876996,0.11885061,0.0991837,25493.1,25495.55,-0.5,36.400390625,233.19960937499854,14:42,False,False,5.189925e+06,4.853025e+06,0.0,0.0,456525.0,-0.30289334,0.023870153,24.0,24.0,,-1.4,,1.8,0.1,-0.75,0.5,-1.55,none,(quiet),,tradable,,,,,both 2025-04-09 10:21:00,2025-04-09 11:44:00,193,2025-04-09,CE,22550.0,0.005845764,OTM,225.0,0.6,rich,8.5,5.9040194,2.595981,0.4396972,0.011467065,0.34247166,2.595981,1.6183418,0.019031396,2.6060636,0.11016607,0.098699,22433.0,22418.562,58.45000000000073,35.70000000000073,79.75,11:44,False,False,1.081425e+06,1.81125e+06,0.0,0.0,607950.0,-0.48077923,0.013430774,105.0,135.0,4.785347,-6.3,-4.983481,12.05,0.1,0.5,-5.85,-5.85,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-24 14:19:00,2025-04-24 14:19:00,1,2025-04-24,PE,24200.0,-0.0021462815,OTM,70.0,0.18666667,rich,1.75,0.69704115,1.0529588,1.5106121,0.011554346,0.5431275,1.0529588,1.5106121,0.011554346,0.5431275,0.060028043,0.048473697,24251.4,24251.996,2.9500000000007276,96.44960937499854,11.950390624999272,14:19,False,False,722550.0,2.37165e+06,0.0,-111750.0,-266925.0,-0.19356401,0.009763613,12.0,28.0,0.6594759,-0.4,0.20654221,1.45,0.05,-0.15,0.25,-0.1,none,(quiet),,tradable,,,,,both 2024-10-03 14:28:00,2024-10-03 14:32:00,5,2024-10-03,CE,25500.0,0.009012929,OTM,57.0,0.152,rich,2.04,0.9629536,1.0770464,1.1184821,0.025061958,0.91057837,1.0770464,1.5053712,0.028812353,1.5070224,0.20830481,0.18324286,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,3.2812e+06,1.69845e+06,0.0,0.0,-637275.0,0.12770073,0.022592992,7.0,18.0,1.6999228,-1.14,-0.4693813,1.75,0.0,-0.4,-0.95,-1.15,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2025-04-17 14:00:00,2025-04-17 14:02:00,4,2025-04-17,CE,24050.0,0.008130442,OTM,87.0,0.232,rich,1.95,0.87348926,1.0765108,1.2324258,0.020309767,1.0245725,1.0765108,1.4993225,0.022469817,1.3547227,0.15546158,0.13515182,23863.45,23855.256,78.79999999999927,4.80078125,564.8992187500007,14:02,False,False,1.7709e+06,1.191975e+06,0.0,0.0,50625.0,1.6340686,-0.018357566,13.0,13.0,1.4681978,-1.2,-0.38267145,1.9,0.05,0.0,-0.95,-1.15,none,(quiet),,liquid,,,,,market→model 2025-04-09 10:10:00,2025-04-09 10:18:00,190,2025-04-09,CE,22600.0,0.008257756,OTM,311.0,0.8293333,rich,10.75,8.078137,2.671863,0.33075237,0.010336455,1.1785833,2.671863,1.4593517,0.018786365,2.1458366,0.12782323,0.11748678,22414.05,22414.143,-15.150000000001455,54.64921875000073,57.450781250001455,10:18,True,False,3.329325e+06,2.5332e+06,0.0,204000.0,1.47855e+06,-1.178854,0.014564179,47.0,197.0,5.650932,-7.55,-6.2139373,9.85,-0.95,-2.5,-2.5,-4.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2025-06-26 14:52:00,2025-06-26 14:52:00,1,2025-06-26,CE,25550.0,0.0025119712,OTM,37.0,0.09866667,rich,1.7,0.6942985,1.0057015,1.4485146,0.016181046,3.9155848,1.0057015,1.4485146,0.016181046,3.9155848,0.09095691,0.07477587,25485.45,25485.9,-25.299999999999272,44.05078125,225.54921874999854,14:52,False,True,9.556875e+06,6.916275e+06,0.0,-1.478175e+06,574875.0,-0.35114342,0.020593058,2.0,2.0,-1.8755382,1.65,2.5297475,2.0,1.35,10.7,1.85,1.6,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2024-10-03 14:23:00,2024-10-03 14:32:00,10,2024-10-03,CE,25450.0,0.00705022,OTM,57.0,0.152,rich,2.75,1.3750415,1.3749585,0.9999396,0.022994729,0.8991213,1.3749585,1.4336627,0.0253653,1.253358,0.18159501,0.15860029,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,4.4814e+06,2.32115e+06,0.0,0.0,-379300.0,0.03974787,0.022434533,7.0,15.0,1.9631093,-1.65,-0.8094966,2.04,0.06,0.21,-0.94,-0.99,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2025-04-24 13:21:00,2025-04-24 13:55:00,47,2025-04-24,PE,24200.0,-0.0020248059,OTM,94.0,0.25066668,rich,2.95,1.5271943,1.4228058,0.9316469,0.0098095955,0.68346554,1.4228058,1.4317749,0.010872944,4.267272,0.057700418,0.047890823,24246.45,24249.05,-12.200000000000728,101.40078124999854,6.999218749999272,13:55,False,False,1.39245e+06,1.5711e+06,0.0,357000.0,1.05735e+06,-0.34713545,0.007643125,29.0,37.0,2.256859,-1.85,-1.0302767,3.2,-0.15,-0.45,0.35,-0.35,none,(quiet),,tradable,,,,,market→model 2025-04-09 13:26:00,2025-04-09 13:26:00,2,2025-04-09,CE,22600.0,0.008407331,OTM,123.0,0.328,rich,1.95,0.8239437,1.1260563,1.3666667,0.018962307,0.9641557,1.1260563,1.3666667,0.018962307,0.9641557,0.13594945,0.11698715,22423.65,22410.791,3.900000000001455,45.04960937500073,70.400390625,13:26,False,False,726900.0,681600.0,0.0,0.0,-755400.0,-0.4551322,0.024711508,10.0,54.0,1.2962645,-0.81,-0.18512751,1.9,-0.15,-0.3,-0.8,-0.85,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2024-10-03 14:12:00,2024-10-03 14:32:00,23,2024-10-03,CE,25400.0,0.0050836513,OTM,57.0,0.152,rich,4.09,2.441063,1.6489371,0.6754996,0.01814038,1.1342062,1.6489371,1.3280425,0.022095231,1.3742864,0.15519427,0.13705388,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,6.51095e+06,3.82615e+06,0.0,0.0,2.048925e+06,-0.11820786,0.019291779,6.0,12.0,2.9132526,-2.54,-1.6681223,3.85,0.9,-0.95,-0.85,-2.65,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2026-09-02 14:20:00,2026-09-02 14:20:00,1,2026-09-15,CE,24750.0,0.032368343,OTM,3069.0,8.184,rich,27.55,12.026742,15.523258,1.2907284,0.024686474,,15.523258,1.2907284,0.024686474,,0.13815704,0.11347056,23881.2,23961.71,19.799999999999272,14.850781249999272,94.39921875000073,14:20,False,False,585.0,5265.0,0.0,,,,0.031984583,1.0,1.0,1.0267624,-16.45,-0.42876688,11.1,-0.05,0.3,1.1,0.3,none,(quiet),,liquid,,,,,market→model 2024-10-24 12:19:00,2024-10-24 12:21:00,8,2024-10-24,CE,24550.0,0.00603063,OTM,188.0,0.50133336,rich,2.1,0.917665,1.182335,1.2884169,0.012171319,0.522577,1.182335,1.2884169,0.012171319,0.522577,0.08414013,0.071968816,24406.2,24402.395,-4.049999999999272,74.45078125000146,64.99921874999927,12:21,False,False,451850.0,862550.0,1.0,0.0,-32650.0,0.13649134,0.011010859,69.0,101.0,1.3283144,-0.8,-0.19773294,2.1,0.0,-0.2,0.15,-0.25,none,(quiet),,tradable,,,,,market→model 2024-10-24 12:32:00,2024-10-24 12:37:00,13,2024-10-24,CE,24550.0,0.005749395,OTM,172.0,0.45866665,rich,2.4,1.1456908,1.2543093,1.0948061,0.01194318,0.6995938,1.2543093,1.2306442,0.012488654,1.0534691,0.08716857,0.07522539,24412.0,24409.258,7.650000000001455,68.65000000000146,70.79999999999927,12:37,False,False,1.02215e+06,743900.0,0.0,97875.0,44475.0,0.43530196,0.008308849,53.0,84.0,1.6314634,-1.1,-0.42575872,2.04,0.11,0.25,-0.04,-0.39,none,(quiet),,tradable,,,,,market→model 2024-11-14 13:06:00,2024-11-14 13:28:00,25,2024-11-14,CE,23750.0,0.008404238,OTM,121.0,0.32266667,rich,3.25,1.6249661,1.6250339,1.0000416,0.019332454,1.8580844,1.6250339,1.2101722,0.020042768,1.9778966,0.15053698,0.13120453,23566.5,23551.236,32.70000000000073,109.40000000000146,80.40000000000146,13:28,False,False,1.320625e+06,1.34045e+06,0.0,-28100.0,-280175.0,0.5469879,0.013592442,7.0,42.0,1.918694,-1.75,-0.83792126,2.0,0.0,0.2,-0.15,-0.4,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2024-11-14 12:52:00,2024-11-14 13:28:00,48,2024-11-14,CE,23700.0,0.0062967553,OTM,121.0,0.32266667,rich,4.5,2.3945813,2.1054187,0.87924284,0.017895069,2.340332,2.1054187,1.1706856,0.018537108,2.504005,0.1303019,0.11240683,23566.5,23551.236,32.70000000000073,109.40000000000146,80.40000000000146,13:28,False,False,2.257175e+06,1.8969e+06,0.0,245150.0,746500.0,0.061298836,0.01744123,7.0,42.0,2.2592518,-2.46,-1.3711439,2.65,0.45,-0.2,0.05,0.35,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2025-04-17 13:25:00,2025-04-17 13:25:00,1,2025-04-17,CE,24000.0,0.0086375335,OTM,124.0,0.33066666,rich,2.04,0.9459722,1.0940278,1.1565115,0.017315079,0.68191993,1.0940278,1.1565115,0.017315079,0.68191993,0.13799657,0.12068149,23789.85,23793.592,48.14999999999782,8.900390625,491.2996093750007,13:25,False,False,2.409825e+06,2.623575e+06,0.0,-135825.0,-782175.0,0.23240739,0.014216498,50.0,84.0,1.4648539,-0.94,-0.29829776,1.85,-0.3,-0.2,-0.3,0.1,none,(quiet),,tradable,,,,,market→model 2024-10-24 09:43:00,2024-10-24 10:00:00,153,2024-10-24,CE,24550.0,0.00597091,OTM,329.0,0.87733334,rich,12.4,9.31383,3.0861695,0.3313534,0.009215466,0.7387118,3.0861695,1.1461012,0.011837754,1.9496015,0.10184098,0.09262551,24415.6,24403.852,-2.650000000001455,65.05039062500146,74.39960937499927,10:00,True,False,2.212925e+06,2.167875e+06,0.0,46175.0,1.464675e+06,1.1647688,0.005847191,46.0,178.0,3.7728252,-6.1,-4.4831743,9.35,0.34,-0.8,2.5,4.95,none,(quiet),,tradable,,,,,market→model 2024-10-24 12:51:00,2024-10-24 12:51:00,1,2024-10-24,CE,24550.0,0.00609025,OTM,158.0,0.42133334,rich,1.9,0.8860539,1.013946,1.1443391,0.011940127,0.8819317,1.013946,1.1443391,0.011940127,0.8819317,0.090617634,0.07867751,24401.75,24400.94,-4.450000000000728,78.90000000000146,60.54999999999927,12:51,False,False,359400.0,541850.0,0.0,0.0,75400.0,0.044320706,0.011508806,40.0,71.0,1.4572798,-0.76,-0.23848037,1.8,-0.05,-0.05,-0.25,-0.05,none,(quiet),,tradable,,,,,market→model 2025-04-17 14:06:00,2025-04-17 14:15:00,19,2025-04-17,PE,23600.0,-0.008350817,OTM,74.0,0.19733334,rich,4.4,2.5778747,1.8221253,0.7068324,0.022597503,1.4983743,1.8221253,1.1391802,0.028190022,2.1855228,0.20495687,0.18235937,23799.4,23797.904,-17.049999999999272,72.19960937499854,500.8503906250007,14:15,True,False,9.312075e+06,3.6252e+06,0.0,0.0,-1.7034e+06,3.3046918,0.053845137,10.0,32.0,2.7244449,-2.55,-1.6140295,3.25,0.15,-0.3,-0.85,-1.7,none,(quiet),,tradable,,,,,market→model 2025-02-27 12:41:00,2025-02-27 13:04:00,74,2025-02-27,PE,22500.0,-0.0020693506,OTM,145.0,0.38666666,rich,5.3,3.6330557,1.6669444,0.4588271,0.0074758055,1.3901272,1.6669444,1.1279247,0.011528567,1.92923,0.059120275,0.05164447,22531.8,22546.61,10.149999999997817,81.49921874999927,15.650781249998545,13:04,False,False,1.73625e+06,1.221225e+06,0.0,-139575.0,63750.0,-0.45448998,0.005524595,49.0,52.0,2.3535018,-2.1,-1.2077127,5.9,-0.3,-1.0,-1.2,-1.31,none,(quiet),,tradable,,,,,market→model 2024-10-17 14:43:00,2024-10-17 14:43:00,1,2024-10-17,PE,24700.0,-0.0018907855,OTM,46.0,0.122666664,rich,1.95,0.9298679,1.0201321,1.097072,0.011774029,2.779845,1.0201321,1.097072,0.011774029,2.779845,0.069140635,0.05736661,24733.15,24746.746,-9.049999999999272,296.349609375,1.9503906249992724,14:43,False,False,1.30843e+07,1.26181e+07,0.0,1.14985e+06,783975.0,0.3049751,0.0147020705,2.0,2.0,,-0.9,,1.8,-0.75,-0.8,-1.1,-1.65,none,(quiet),,tradable,,,,,both 2025-01-01 14:54:00,2025-01-01 14:58:00,5,2025-01-02,PE,22850.0,-0.03964789,OTM,406.0,1.0826666,rich,2.15,1.0367739,1.113226,1.0737405,0.02499552,1.1591221,1.113226,1.0851865,0.02499552,1.1591221,0.27672553,0.25173,23742.9,23774.154,-36.599999999998545,79.89960937499927,180.10039062500073,14:58,False,False,49800.0,102075.0,1.0,-6150.0,-70275.0,,0.11177296,,,,,,2.2,0.05,-0.2,-0.16,-0.05,none,(quiet),,liquid,,,,,not closed in session 2025-04-17 13:39:00,2025-04-17 13:47:00,14,2025-04-17,CE,23950.0,0.0057365084,OTM,102.0,0.272,rich,2.85,1.461995,1.388005,0.94939107,0.0155338375,1.5934659,1.388005,1.0647067,0.0155338375,1.5934659,0.118086055,0.10255221,23826.55,23813.004,38.849999999998545,4.19921875,528.0007812500007,13:47,False,False,1.868475e+06,1.466325e+06,0.0,0.0,151650.0,-0.31253982,0.018435767,13.0,35.0,-2.119201,1.65,2.4285953,2.1,0.35,0.4,1.15,1.3,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2024-11-14 13:27:00,2024-11-14 13:28:00,3,2024-11-14,CE,23800.0,0.010507288,OTM,121.0,0.32266667,rich,2.54,1.2920387,1.2479613,0.9658854,0.01934043,2.1041036,1.2479613,1.061545,0.019677572,2.1041036,0.17099886,0.15165843,23566.5,23551.236,32.70000000000073,109.40000000000146,80.40000000000146,13:28,False,False,972200.0,941550.0,0.0,172025.0,282125.0,0.88266385,0.0065161693,7.0,15.0,1.7843833,-1.34,-0.5890403,2.54,-0.34,-1.09,-1.69,-1.64,low,India open after overnight US data: US CPI,,liquid,,,,,market→model 2025-04-09 12:50:00,2025-04-09 12:54:00,47,2025-04-09,CE,22500.0,0.0038272552,OTM,155.0,0.41333333,rich,6.9,4.78148,2.11852,0.44306785,0.010391001,2.1795447,2.11852,1.0604372,0.014467229,2.1795447,0.09331141,0.08292041,22428.6,22414.05,6.399999999997817,40.10039062500073,75.349609375,12:54,False,False,975525.0,1.128375e+06,0.0,0.0,548550.0,-0.00951368,0.010434778,42.0,94.0,4.161763,-4.65,-3.532685,7.15,-0.4,-1.4,-1.9,-3.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2024-10-24 11:32:00,2024-10-24 11:33:00,14,2024-10-24,CE,24600.0,0.007802311,OTM,236.0,0.6293333,rich,2.35,1.193502,1.1564981,0.9689956,0.011131843,1.7828943,1.1564981,1.0586027,0.011593826,1.9513153,0.09429575,0.08316391,24417.6,24408.81,10.799999999999272,63.050390625001455,76.39960937499927,11:33,False,False,971900.0,834350.0,0.0,0.0,319525.0,0.00754986,0.011070926,44.0,118.0,1.8680625,-1.1,-0.5111546,2.35,-0.2,0.1,-0.6,-0.65,none,(quiet),,tradable,,,,,market→model 2025-04-09 09:35:00,2025-04-09 09:56:00,104,2025-04-09,PE,22000.0,-0.016484447,OTM,333.0,0.888,rich,11.55,8.597954,2.9520464,0.3433429,0.0146602625,0.9987078,2.9520464,1.0464953,0.019242454,1.0361117,0.20792763,0.19326736,22382.15,22365.664,-22.149999999997817,86.54960937500073,25.150390625,09:56,False,False,2.046675e+06,2.226375e+06,0.0,0.0,1.054725e+06,-0.08871011,0.014247548,12.0,104.0,4.4808187,-6.65,-5.1658964,9.85,0.3,-2.4,-1.2,-3.65,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2025-04-09 09:47:00,2025-04-09 09:56:00,96,2025-04-09,PE,22050.0,-0.014214298,OTM,333.0,0.888,rich,14.2,11.232074,2.9679265,0.26423675,0.012373223,1.1269313,2.9679265,1.0311251,0.018080385,1.1269313,0.19735938,0.18498616,22382.15,22365.664,-22.149999999997817,86.54960937500073,25.150390625,09:56,False,False,639225.0,540975.0,0.0,0.0,169575.0,1.0012946,0.0162913,20.0,122.0,6.801369,-10.2,-8.700302,9.15,1.55,0.4,0.54,-5.1,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2025-04-17 13:12:00,2025-04-17 13:15:00,7,2025-04-17,CE,24000.0,0.0085724145,OTM,134.0,0.35733333,rich,3.15,1.7300172,1.4199828,0.8207911,0.016072983,0.3184528,1.4199828,1.020461,0.016637044,0.42349294,0.14400208,0.12792909,23791.55,23795.14,82.79999999999927,7.19921875,493.0007812500007,13:15,True,False,3.1752e+06,2.83935e+06,0.0,0.0,-545850.0,-0.60827404,0.021710563,7.0,93.0,1.9006752,-1.35,-0.6397261,2.65,0.3,-0.15,-1.05,-0.95,none,(quiet),,tradable,,,,,market→model 2025-04-17 12:40:00,2025-04-17 12:40:00,94,2025-04-17,PE,23550.0,-0.006242866,OTM,169.0,0.45066667,rich,14.45,12.017167,2.4328327,0.20244643,0.009822525,0.896015,2.4328327,1.0130132,0.027170695,1.7836319,0.15633,0.14650749,23689.5,23697.479,62.150000000001455,26.400000000001455,390.9500000000007,12:40,False,False,1.43145e+06,1.155825e+06,0.0,-88575.0,236175.0,-0.3641079,0.008389767,8.0,125.0,5.8350205,-7.6,-6.2975197,12.4,-0.05,-3.71,-5.9,-7.35,none,(quiet),,tradable,,,,,market→model 2025-04-09 12:28:00,2025-04-09 12:34:00,27,2025-04-09,CE,22650.0,0.009916909,OTM,175.0,0.46666667,rich,3.75,2.0969234,1.6530765,0.78833425,0.016473863,1.4956663,1.6530765,1.0120878,0.016787123,1.4956663,0.14853291,0.13205905,22440.55,22426.492,21.399999999997817,28.149218750000728,87.30078125,12:34,False,False,3.56715e+06,1.262925e+06,0.0,-73650.0,-119400.0,-0.76619256,0.022755064,43.0,61.0,2.353037,-1.95,-1.1212838,2.04,0.06,1.71,0.91,0.16,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-09 09:33:00,2025-04-09 09:44:00,98,2025-04-09,CE,22700.0,0.010961179,OTM,345.0,0.92,rich,21.2,16.95449,4.24551,0.25040624,0.013234807,,4.24551,1.0056162,0.016209012,1.9577601,0.1831825,0.16994768,22467.85,22452.54,,0.0003906249985448085,110.849609375,09:44,True,True,2.623875e+06,1.81905e+06,0.0,0.0,431475.0,0.8578369,0.010642521,26.0,62.0,6.440719,-15.05,-12.7133045,17.55,-1.7,-5.55,-6.1,-4.25,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2024-11-14 10:37:00,2024-11-14 12:14:00,117,2024-11-14,CE,23700.0,0.006349228,OTM,195.0,0.52,rich,6.8,4.3440022,2.455998,0.56537676,0.013090343,0.46661896,2.455998,1.0043494,0.014250592,1.1403495,0.115453534,0.10236319,23562.9,23550.0,49.5,112.99960937500146,76.80039062500146,12:14,True,False,7.755725e+06,3.682775e+06,0.0,0.0,-32600.0,-0.4111038,0.015063991,14.0,114.0,3.3310702,-4.2,-2.939144,13.5,-1.0,-1.8,-6.0,-8.8,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2025-04-09 10:00:00,2025-04-09 10:04:00,120,2025-04-09,CE,22650.0,0.010495831,OTM,325.0,0.8666667,rich,17.14,13.881645,3.2583544,0.23472393,0.011121492,0.15520814,3.2583544,0.9972213,0.015529622,1.2926036,0.1707758,0.1596543,22430.3,22413.512,19.599999999998545,38.39921875000073,73.30078125,10:04,True,False,1.122e+06,1.640475e+06,0.0,0.0,457875.0,3.480859,-0.00079138734,26.0,195.0,7.9926906,-13.24,-11.583487,16.39,-0.19,3.86,-10.89,-12.49,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,liquid,,,,,market→model 2025-04-09 10:56:00,2025-04-09 10:59:00,8,2025-04-09,CE,22750.0,0.016373012,OTM,270.0,0.72,rich,2.25,1.1352483,1.1147517,0.98194534,0.016658658,1.8666614,1.1147517,0.98194534,0.016658658,1.8666614,0.16247359,0.14581494,22393.55,22380.547,-4.650000000001455,75.14921875000073,36.950781250001455,10:59,False,True,223875.0,418875.0,1.0,0.0,-145425.0,1.6422769,-0.012059294,29.0,142.0,1.1217368,-0.65,-0.07054139,2.35,-0.1,-0.2,-0.45,-0.75,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,liquid,,,,,market→model 2025-12-31 09:44:00,2025-12-31 09:44:00,1,2026-01-13,PE,25250.0,-0.031744506,OTM,3720.0,9.92,rich,22.4,11.337099,11.0629015,0.9758141,0.016575363,,11.0629015,0.9758141,0.016575363,,0.11573882,0.09916346,25973.25,26064.406,,54.75,2.5,09:44,True,False,65.0,325.0,0.0,,,,,1.0,1.0,1.0410578,-12.55,-0.49495444,9.85,0.0,0.25,-0.66,-1.35,none,(quiet),,liquid,,,,,market→model 2024-11-14 12:39:00,2024-11-14 12:39:00,5,2024-11-14,CE,23700.0,0.0076264674,OTM,170.0,0.45333335,rich,2.15,1.1152675,1.0347325,0.9277886,0.012319993,-0.040789314,1.0347325,0.97235745,0.012614627,0.35240975,0.10796942,0.09564943,23523.6,23519.94,-8.350000000002183,152.30039062500146,37.499609375001455,12:39,False,False,1.056325e+06,915300.0,0.0,0.0,-211175.0,0.637846,0.0052948054,91.0,109.0,1.8810432,-1.01,-0.47306392,2.04,0.0,0.06,1.06,1.21,low,India open after overnight US data: US CPI,,liquid,,,,,market→model 2024-10-03 12:06:00,2024-10-03 12:37:00,94,2024-10-03,CE,25600.0,0.007756069,OTM,172.0,0.45866665,rich,10.0,7.34877,2.6512299,0.3607719,0.0129282065,0.76076,2.6512299,0.9696033,0.019456116,1.3549235,0.15501249,0.14208429,25407.6,25402.213,15.19999999999709,231.85039062500073,38.89960937499927,12:37,True,False,2.380975e+06,1.5836e+06,0.0,0.0,-243950.0,0.612948,0.010082657,45.0,75.0,4.849095,-6.85,-5.437365,11.3,0.45,0.55,-2.65,-1.3,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2024-10-03 13:57:00,2024-10-03 13:58:00,2,2024-10-03,CE,25600.0,0.012976746,OTM,91.0,0.24266666,rich,2.25,1.1426276,1.1073724,0.9691456,0.023531798,1.629803,1.1073724,0.9691456,0.023531798,1.629803,0.22615969,0.2026279,25282.75,25269.941,-23.049999999999272,356.7000000000007,50.849999999998545,13:58,True,True,2.54925e+06,1.865775e+06,0.0,-34100.0,-558950.0,-0.16310655,0.026334845,29.0,42.0,1.9957734,-1.11,-0.55382466,2.25,-0.4,-0.65,-0.85,-1.11,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2024-10-24 09:41:00,2024-10-24 10:08:00,101,2024-10-24,CE,24600.0,0.00676595,OTM,321.0,0.856,rich,9.25,6.619386,2.6306138,0.3974105,0.009423034,0.6733725,2.6306138,0.9666002,0.010781318,2.1159668,0.101940304,0.092517264,24444.15,24434.12,80.05000000000291,36.499609375001455,102.95039062499927,10:08,True,False,3.85345e+06,4.4176e+06,0.0,0.0,25600.0,-0.30781046,0.010449095,39.0,128.0,4.162802,-5.5,-4.178775,6.2,-0.5,0.35,1.1,2.2,none,(quiet),,tradable,,,,,market→model 2025-04-09 10:23:00,2025-04-09 11:11:00,107,2025-04-09,PE,22150.0,-0.009299788,OTM,258.0,0.688,rich,5.8,3.6931674,2.1068325,0.57046765,0.013001271,0.52807623,2.1068325,0.966051,0.014961548,1.1304094,0.12928155,0.11628029,22359.35,22356.951,-33.5,109.35039062500073,6.099609375,11:11,False,False,516225.0,414150.0,0.0,0.0,349275.0,0.38172778,0.01509229,28.0,122.0,2.6459396,-2.9,-1.8039811,4.3,0.35,0.15,-0.3,-0.8,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-09 13:08:00,2025-04-09 13:09:00,5,2025-04-09,CE,22650.0,0.010391685,OTM,140.0,0.37333333,rich,2.35,1.2308793,1.1191207,0.9092043,0.016988121,1.1586558,1.1191207,0.9644778,0.016988121,1.1586558,0.15670554,0.13971741,22430.6,22415.848,-1.25,38.10039062500073,77.349609375,13:09,False,False,336975.0,243000.0,0.0,0.0,-148425.0,-0.11719452,0.018461715,23.0,61.0,1.9810226,-1.15,-0.56949174,2.35,-0.06,-0.5,-1.0,-1.3,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-17 14:10:00,2025-04-17 14:16:00,17,2025-04-17,PE,23650.0,-0.0068470472,OTM,73.0,0.19466667,rich,4.9,3.2394004,1.6605997,0.51262563,0.017282123,1.6765243,1.6605997,0.96330154,0.023084767,2.2432303,0.18227306,0.16499093,23814.35,23812.488,-14.400000000001455,57.250390624998545,515.7996093750007,14:16,True,False,4.335e+06,3.3138e+06,0.0,88650.0,-1.162725e+06,0.6189884,0.022984928,15.0,32.0,3.8798141,-3.25,-2.412331,3.1,-0.05,1.8,-0.9,-1.55,none,(quiet),,tradable,,,,,market→model 2024-12-05 15:04:00,2024-12-05 15:04:00,4,2024-12-05,PE,24450.0,-0.008635345,OTM,25.0,0.06666667,rich,3.45,1.7584195,1.6915805,0.96198916,0.04256332,2.8328137,1.6915805,0.96198916,0.04256332,2.8328137,0.33991814,0.29735482,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,6.730525e+06,8.27135e+06,0.0,-35175.0,326700.0,-0.044604026,0.04161211,4.0,5.0,1.6145831,-1.75,-0.66612893,3.2,-0.45,-2.15,-2.85,,none,(quiet),,tradable,,,,,market→model 2024-11-14 13:01:00,2024-11-14 13:01:00,1,2024-11-14,CE,23750.0,0.008893994,OTM,148.0,0.39466667,rich,2.15,1.099236,1.050764,0.95590395,0.014713199,0.71984315,1.050764,0.95590395,0.014713199,0.71984315,0.13090932,0.116196126,23544.15,23539.705,21.75,131.74960937500146,58.050390625001455,13:01,False,False,971650.0,750375.0,0.0,-24400.0,148500.0,-0.22664706,0.017288828,41.0,71.0,1.8865789,-1.05,-0.493437,1.95,-0.25,0.05,0.7,-0.1,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2024-11-14 12:54:00,2024-11-14 12:55:00,3,2024-11-14,CE,23750.0,0.009097705,OTM,154.0,0.41066667,rich,2.29,1.172427,1.117573,0.9532133,0.014975272,0.89887524,1.117573,0.9532133,0.014975272,0.89887524,0.13230453,0.11732926,23545.05,23534.91,13.25,130.84921875000146,58.950781250001455,12:55,False,False,962825.0,769575.0,1.0,57250.0,133600.0,-0.44329172,0.019698232,46.0,77.0,1.8571926,-1.04,-0.480015,2.29,0.0,-0.39,0.11,0.16,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2024-10-24 11:10:00,2024-10-24 11:39:00,114,2024-10-24,CE,24500.0,0.003760067,OTM,230.0,0.61333334,rich,5.7,3.840489,1.8595113,0.48418608,0.0076405196,1.2059934,1.8595113,0.9519042,0.010526894,2.038004,0.069154434,0.061513912,24418.4,24408.05,19.900000000001455,62.249609375001455,77.20039062499927,11:39,False,False,1.368725e+06,913025.0,0.0,0.0,726200.0,0.13347319,0.007129179,88.0,148.0,3.276516,-3.2,-2.223353,5.75,-0.25,-0.91,-0.66,-0.6,none,(quiet),,tradable,,,,,market→model 2025-03-27 13:22:00,2025-03-27 13:45:00,34,2025-03-27,CE,23700.0,0.0037730376,OTM,104.0,0.27733332,rich,3.35,1.9240898,1.4259102,0.741083,0.011577409,0.7879597,1.4259102,0.9455659,0.011961827,2.341121,0.08913092,0.07755351,23609.9,23610.748,23.150000000001455,16.849609375,197.70039062499927,13:45,False,False,1.589025e+06,1.3626e+06,0.0,0.0,332250.0,-0.05319483,0.01195961,38.0,42.0,2.372254,-1.75,-1.0123049,2.15,-0.05,0.2,0.35,0.9,none,(quiet),,tradable,,,,,market→model 2025-04-09 10:56:00,2025-04-09 11:00:00,8,2025-04-09,PE,21950.0,-0.019384773,OTM,269.0,0.7173333,rich,2.4,1.2785565,1.1214435,0.877117,0.017783545,0.6285205,1.1214435,0.94551283,0.018312834,0.8474921,0.18993092,0.17214738,22386.6,22379.646,-1.8000000000029104,82.10039062500073,29.999609375001455,11:00,False,False,165975.0,223275.0,0.0,74625.0,161100.0,0.07430137,0.018755985,19.0,97.0,1.0515689,-0.6,-0.029423965,2.2,0.0,0.25,0.2,-0.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2025-10-21 14:43:00,2025-10-21 14:43:00,1,2025-11-04,CE,26950.0,0.039084915,OTM,3421.0,9.122666,rich,13.25,6.8569274,6.3930726,0.93235236,0.014567829,,6.3930726,0.93235236,0.014567829,,0.12519175,0.11062392,25833.45,25916.98,-63.54999999999927,100.90078124999854,5.19921875,14:43,False,False,375.0,375.0,0.0,,,,,1.0,1.0,1.0569874,-6.25,-0.33696842,7.0,0.0,0.0,0.0,0.0,low,"Diwali Muhurat session (13:45-14:45): Sensex +63 to 84,426","Diwali Muhurat trading (Samvat 2082), 13:45-14:45 IST",liquid,,,,,market→model 2025-04-30 13:25:00,2025-04-30 13:27:00,3,2025-04-30,CE,24400.0,0.0021269592,OTM,122.0,0.32533333,rich,2.4,1.36054,1.03946,0.7640054,0.006886943,1.8149719,1.03946,0.92010766,0.0073529994,1.8684019,0.049191445,0.0423045,24336.5,24348.158,-10.25,58.70000000000073,67.70000000000073,13:27,False,False,2.2017e+06,4.268325e+06,0.0,0.0,-670200.0,-0.061235912,0.0072465925,57.0,76.0,2.7261667,-1.45,-0.91811764,2.5,-0.1,-0.4,-0.5,-1.05,none,(quiet),,tradable,,,,,market→model 2024-10-03 12:24:00,2024-10-03 12:38:00,86,2024-10-03,CE,25550.0,0.0055576903,OTM,171.0,0.456,rich,15.15,12.127351,3.0226495,0.24924237,0.01099297,0.56333154,3.0226495,0.9194291,0.01892209,1.0718757,0.14289989,0.13190691,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,1.28495e+06,1.330875e+06,0.0,0.0,-506150.0,0.5477634,0.009057778,41.0,74.0,7.082409,-11.0,-9.4468565,13.3,-2.5,-3.0,-0.15,-4.15,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2025-04-30 13:35:00,2025-04-30 13:35:00,1,2025-04-30,CE,24400.0,0.0021105495,OTM,114.0,0.304,rich,2.1,1.0971196,1.0028805,0.9141031,0.0073986393,1.5156392,1.0028805,0.9141031,0.0073986393,1.5156392,0.04873056,0.04133192,24338.5,24348.557,7.700000000000728,56.70000000000073,69.70000000000073,13:35,False,False,1.2366e+06,1.890675e+06,0.0,0.0,-291375.0,-0.1105026,0.00810273,68.0,68.0,,-1.3,,2.1,0.19,-0.1,-0.15,-0.3,none,(quiet),,tradable,,,,,both 2025-04-09 10:04:00,2025-04-09 10:12:00,93,2025-04-09,PE,22100.0,-0.01179273,OTM,317.0,0.84533334,rich,9.75,7.325281,2.4247186,0.33100688,0.011388075,0.99897957,2.4247186,0.91284764,0.016868213,1.1360855,0.15917528,0.1477872,22366.5,22362.162,-65.65000000000146,102.20000000000073,9.5,10:12,True,True,1.717425e+06,1.8435e+06,0.0,136500.0,882225.0,-0.7612397,0.00796881,6.0,146.0,4.033847,-5.05,-3.7980933,10.25,-1.35,-2.06,-5.91,-5.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2025-04-09 12:19:00,2025-04-09 12:19:00,2,2025-04-09,PE,22100.0,-0.0138789285,OTM,190.0,0.50666666,rich,2.2,1.1523508,1.0476493,0.9091409,0.016998542,1.5846342,1.0476493,0.9091409,0.016998542,1.5846342,0.16869381,0.15169527,22424.8,22408.863,5.5,43.89921875000073,71.55078125,12:19,False,False,341250.0,501450.0,0.0,-118200.0,46125.0,-0.3867237,0.011464711,42.0,55.0,1.4012874,-0.75,-0.21477792,2.04,0.0,-0.19,0.0,-0.29,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2024-12-05 14:52:00,2024-12-05 14:52:00,1,2024-12-05,CE,25050.0,0.014325738,OTM,37.0,0.09866667,rich,2.25,1.1787132,1.0712868,0.9088612,0.037969388,4.2264338,1.0712868,0.9088612,0.037969388,4.2264338,0.38639542,0.348426,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,4.310375e+06,4.611675e+06,0.0,-463025.0,-93425.0,-1.458026,0.0747289,2.0,2.0,-0.726307,0.65,1.5449384,2.45,0.45,-0.5,-2.0,-2.3,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2025-03-27 13:11:00,2025-03-27 13:11:00,1,2025-03-27,CE,23700.0,0.0042728325,OTM,138.0,0.368,rich,2.15,1.1263953,1.0236048,0.90874374,0.009780385,1.8848197,1.0236048,0.90874374,0.009780385,1.8848197,0.07601215,0.066231765,23594.0,23598.95,-1.0999999999985448,32.75,181.79999999999927,13:11,False,False,938925.0,938700.0,1.0,0.0,89850.0,-0.10847867,0.010657156,74.0,79.0,0.8071231,-0.45,0.10753574,2.1,0.0,0.0,0.25,0.9,none,(quiet),,tradable,,,,,market→model 2024-10-03 13:47:00,2024-10-03 13:47:00,1,2024-10-03,CE,25600.0,0.013217791,OTM,102.0,0.272,rich,2.25,1.1794071,1.0705929,0.90773815,0.02155315,1.295858,1.0705929,0.90773815,0.02155315,1.295858,0.21689315,0.19534001,25257.15,25263.852,-79.69999999999709,382.2996093750007,2.9503906249992724,13:47,True,False,1.629475e+06,1.3962e+06,0.0,0.0,-403725.0,0.87437624,0.004671858,48.0,53.0,2.2431114,-1.25,-0.69273835,2.25,-0.1,-0.7,-0.65,-1.05,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,liquid,,,,,market→model 2025-04-09 12:04:00,2025-04-09 12:16:00,19,2025-04-09,CE,22650.0,0.01033124,OTM,193.0,0.5146667,rich,2.85,1.570398,1.279602,0.81482655,0.014547098,0.21520893,1.279602,0.8977464,0.014846678,0.9477951,0.1379576,0.1234105,22433.1,22417.201,4.0,35.60039062500073,79.849609375,12:16,False,False,783675.0,603825.0,0.0,33675.0,238800.0,-0.77970433,0.021626405,74.0,102.0,2.2778802,-1.6,-0.89759254,2.4,0.1,0.05,0.1,1.35,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2024-10-03 13:57:00,2024-10-03 13:58:00,3,2024-10-03,CE,25550.0,0.011021711,OTM,91.0,0.24266666,rich,2.7,1.4318026,1.2681974,0.8857348,0.021615807,1.553655,1.2681974,0.88693476,0.021615807,1.553655,0.20458226,0.18296646,25282.75,25269.941,-23.049999999999272,356.7000000000007,50.849999999998545,13:58,True,True,2.9155e+06,1.695525e+06,0.0,0.0,-239750.0,-1.1098946,0.036015898,29.0,42.0,2.2080834,-1.45,-0.7933219,2.7,-0.5,-0.85,-1.1,-1.25,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2024-11-14 10:14:00,2024-11-14 10:14:00,128,2024-11-14,CE,23750.0,0.0062096394,OTM,315.0,0.84,rich,16.55,12.94629,3.6037097,0.2783585,0.010259402,1.228961,3.6037097,0.88677776,0.014379351,1.9694088,0.119909905,0.1096505,23616.9,23602.979,41.85000000000218,58.999609375001455,116.25039062499854,10:14,False,False,1.3849e+06,1.191025e+06,0.0,0.0,338450.0,0.8888694,0.007801704,32.0,134.0,5.6000624,-10.4,-8.542878,15.85,0.2,-3.3,-5.05,-8.4,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2026-08-19 11:52:00,2026-08-19 11:52:00,1,2026-09-01,PE,23350.0,-0.034336757,OTM,3592.0,9.578667,rich,30.15,16.016361,14.133638,0.88245004,0.019925367,,14.133638,0.88245004,0.019925367,,0.13752903,0.11760366,24074.7,24165.688,15.799999999999272,98.15078124999854,46.799218749998545,11:52,False,False,780.0,4095.0,0.0,,,,,1.0,1.0,1.0441277,-15.25,-0.64450645,14.9,0.0,0.25,0.65,0.55,none,(quiet),,liquid,,,,,market→model 2025-04-17 13:35:00,2025-04-17 13:35:00,1,2025-04-17,CE,23950.0,0.0065096756,OTM,114.0,0.304,rich,2.15,1.14322,1.00678,0.880653,0.013226474,0.72809285,1.00678,0.880653,0.013226474,0.72809285,0.11595822,0.10273175,23789.4,23794.6,42.400000000001455,9.349609375,490.8503906250007,13:35,False,False,1.96215e+06,1.703475e+06,0.0,0.0,388125.0,-0.4005229,0.017493123,36.0,47.0,-4.764707,2.75,3.3271604,2.2,-0.2,0.25,0.7,2.85,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2025-01-01 14:36:00,2025-01-01 14:36:00,1,2025-01-02,PE,22900.0,-0.03939504,OTM,428.0,1.1413333,rich,2.45,1.3028636,1.1471364,0.8804732,0.022205144,1.3832611,1.1471364,0.8804732,0.022205144,1.3832611,0.2729424,0.25073725,23795.45,23820.152,-18.450000000000728,27.350781249999272,232.64921875000073,14:36,False,False,87375.0,38550.0,0.0,0.0,-86625.0,,,14.0,,0.08549498,-0.05,0.5348296,2.4,0.0,-0.11,-0.05,-0.25,none,(quiet),,liquid,,,,,model→market (spot/smile moved) 2025-01-01 15:05:00,2025-01-01 15:05:00,1,2025-01-02,PE,22850.0,-0.03936503,OTM,399.0,1.064,rich,2.15,1.144877,1.005123,0.877931,0.022007294,0.626832,1.005123,0.877931,0.022007294,0.626832,0.2774324,0.2554251,23730.6,23767.43,-57.25,92.20039062499927,167.79960937500073,15:05,False,False,135225.0,71175.0,0.0,0.0,-42150.0,,0.14782262,,,,,,2.04,0.0,0.0,0.06,,none,(quiet),,liquid,,,,,not closed in session 2025-04-09 10:28:00,2025-04-09 10:31:00,16,2025-04-09,PE,21950.0,-0.018901972,OTM,298.0,0.79466665,rich,3.05,1.7067342,1.3432658,0.7870386,0.016941745,0.52354425,1.3432658,0.87283796,0.017345428,0.68208855,0.18417081,0.16722906,22379.0,22368.844,-12.049999999999272,89.70000000000073,22.400000000001455,10:31,True,False,463650.0,470850.0,0.0,0.0,-6675.0,-1.6680079,-0.0052910633,48.0,121.0,1.5774896,-1.25,-0.45760176,2.5,0.15,0.2,-0.21,-0.15,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,liquid,,,,,market→model 2025-04-09 12:19:00,2025-04-09 12:22:00,4,2025-04-09,PE,22150.0,-0.011541115,OTM,187.0,0.49866667,rich,2.35,1.2737433,1.0762568,0.84495574,0.014981958,1.1557081,1.0762568,0.8656561,0.015117706,1.2068533,0.14794816,0.13296619,22422.75,22407.117,1.6500000000014552,45.95000000000073,69.5,12:22,False,False,177825.0,120900.0,0.0,93000.0,206475.0,0.16297188,0.016863309,51.0,69.0,1.6535673,-1.0,-0.3952469,2.35,-0.1,-0.2,0.0,-0.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-09 12:00:00,2025-04-09 12:00:00,1,2025-04-09,PE,22100.0,-0.013397941,OTM,209.0,0.55733335,rich,2.25,1.2064979,1.0435021,0.8649018,0.015486886,0.7264817,1.0435021,0.8649018,0.015486886,0.7264817,0.15687628,0.14138938,22413.0,22398.088,2.349999999998545,55.70000000000073,59.75,12:00,False,False,412725.0,250350.0,0.0,0.0,112575.0,-0.8488021,0.0033878942,61.0,74.0,1.5063787,-0.8,-0.268925,2.1,-0.1,-0.1,0.0,-0.3,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,liquid,,,,,market→model 2025-04-09 12:59:00,2025-04-09 12:59:00,1,2025-04-09,CE,22650.0,0.010556784,OTM,150.0,0.4,rich,2.2,1.1801642,1.0198358,0.86414737,0.015604004,0.68058276,1.0198358,0.86414737,0.015604004,0.68058276,0.15143828,0.13583428,22425.3,22412.146,4.299999999999272,43.39921875000073,72.05078125,12:59,False,False,257850.0,913050.0,0.0,0.0,-129675.0,-0.66847336,0.02358709,35.0,71.0,2.0863528,-1.1,-0.57276416,1.95,-0.1,0.0,0.0,-0.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2024-12-05 15:02:00,2024-12-05 15:04:00,2,2024-12-05,PE,24400.0,-0.010682428,OTM,25.0,0.06666667,rich,2.54,1.3655645,1.1744355,0.8600367,0.039293993,2.178844,1.1744355,0.8600367,0.039293993,2.178844,0.3786854,0.3393914,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,8.019425e+06,8.77905e+06,0.0,-636425.0,-346525.0,1.4163218,0.07444274,1.0,4.0,0.9064138,-0.54,0.055754393,2.2,0.34,-1.0,-1.9,,none,(quiet),,tradable,,,,,market→model 2025-04-09 11:53:00,2025-04-09 12:01:00,30,2025-04-09,PE,22200.0,-0.008837233,OTM,208.0,0.55466664,rich,2.9,1.6388297,1.2611703,0.7695554,0.012496417,0.9901319,1.2611703,0.8591152,0.013116783,1.1083466,0.11805374,0.10555732,22412.35,22397.057,-8.0,56.35039062500073,59.099609375,12:01,False,False,645825.0,785700.0,0.0,-117375.0,-554475.0,-0.080862336,0.011799204,73.0,153.0,2.01301,-1.4,-0.7045241,3.45,0.1,-0.45,-0.65,-1.0,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-09 11:39:00,2025-04-09 11:41:00,9,2025-04-09,CE,22700.0,0.012587916,OTM,228.0,0.608,rich,3.05,1.8165005,1.2334995,0.67905265,0.013627668,-0.07857991,1.2334995,0.85420144,0.01463793,0.44071716,0.15070844,0.13708077,22430.35,22416.045,71.0,38.35039062500073,77.099609375,11:41,False,False,2.69835e+06,1.565925e+06,0.0,0.0,77250.0,0.6151044,0.007340991,99.0,114.0,2.3300633,-1.85,-1.0560302,2.54,0.51,0.06,-0.54,-0.54,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-17 12:49:00,2025-04-17 12:49:00,3,2025-04-17,CE,23950.0,0.008579308,OTM,160.0,0.42666668,rich,2.29,1.2369996,1.0530003,0.8512535,0.013149116,0.37712845,1.0530003,0.8512535,0.013200044,0.37712845,0.12360447,0.11045535,23735.7,23745.404,86.25,6.400781249998545,437.1492187500007,12:49,False,False,2.0976e+06,993825.0,0.0,-51975.0,-82425.0,-0.9346408,0.022130555,82.0,93.0,-4.1868486,2.61,3.2333806,2.15,0.05,0.0,-0.5,1.35,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2025-05-15 13:45:00,2025-05-15 13:45:00,1,2025-05-15,CE,25350.0,0.011761191,OTM,104.0,0.27733332,rich,2.35,1.2707524,1.0792476,0.8492981,0.019411258,-0.26010892,1.0792476,0.8492981,0.019411258,0.26010892,0.19695185,0.17754059,25031.75,25053.6,120.40000000000146,1.6500000000014552,537.2999999999993,13:45,True,False,3.9159e+06,4.361625e+06,0.0,0.0,-90075.0,-1.5692488,0.039769985,3.0,10.0,-2.9401853,2.15,2.8812463,2.8,0.65,0.75,-0.15,0.5,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2025-01-01 11:55:00,2025-01-01 12:01:00,7,2025-01-02,PE,22800.0,-0.039982848,OTM,583.0,1.5546666,rich,2.45,1.3262447,1.1237552,0.8473212,0.018752351,0.49819052,1.1237552,0.8473212,0.018752351,0.49819052,0.23699115,0.2182388,23697.3,23730.078,-43.75,81.54921874999854,134.50078125000073,12:01,False,False,64650.0,87525.0,0.0,0.0,27750.0,,0.1360046,,,,,,2.29,0.0,0.16,-0.04,0.21,none,(quiet),,liquid,,,,,not closed in session 2025-03-27 14:02:00,2025-03-27 14:04:00,10,2025-03-27,CE,23700.0,0.0037433694,OTM,85.0,0.22666667,rich,3.0,1.6843673,1.3156327,0.7810842,0.012464446,0.631454,1.3156327,0.8387803,0.012464446,0.631454,0.095174596,0.082710154,23609.15,23611.447,4.400000000001455,17.599609375,196.95039062499927,14:04,False,False,1.493475e+06,1.131975e+06,0.0,3525.0,-343575.0,-0.052611142,0.012901962,21.0,23.0,1.5301973,-1.3,-0.45043632,3.05,-0.05,-0.45,-1.1,-2.0,none,(quiet),,tradable,,,,,market→model 2025-05-15 14:30:00,2025-05-15 14:31:00,5,2025-05-15,PE,24700.0,-0.015026249,OTM,58.0,0.15466666,rich,3.0,1.6914256,1.3085744,0.77365184,0.031339332,1.5880976,1.3085744,0.832226,0.031339332,1.5880976,0.3376655,0.30632618,25068.6,25073.951,6.799999999999272,47.650390625,574.1496093749993,14:31,True,False,2.73735e+06,1.2561e+06,0.0,20025.0,185925.0,2.612552,0.075373866,13.0,16.0,2.0418398,-1.55,-0.7908807,3.0,-0.25,-1.0,-1.6,-2.3,none,(quiet),,tradable,,,,,market→model 2024-10-03 14:14:00,2024-10-03 14:14:00,1,2024-10-03,CE,25500.0,0.009236536,OTM,75.0,0.2,rich,2.4,1.3137534,1.0862466,0.8268269,0.019545043,0.87085575,1.0862466,0.8268269,0.019545043,0.87085575,0.19102314,0.17147811,25276.55,25265.553,-7.700000000000728,362.8992187500007,44.650781249998545,14:14,True,True,2.057925e+06,1.724175e+06,0.0,0.0,-404950.0,0.4346268,0.012518491,25.0,36.0,2.20647,-1.5,-0.8201811,2.15,-0.05,-0.45,-0.4,-1.45,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2025-05-15 13:29:00,2025-05-15 13:31:00,64,2025-05-15,PE,24750.0,-0.009147864,OTM,118.0,0.31466666,rich,24.3,18.104982,6.195017,0.34217194,0.028116973,2.9292758,6.195017,0.81984377,0.029766498,2.9292758,0.2829958,0.25487882,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,2.95155e+06,2.42055e+06,0.0,178425.0,638400.0,1.1181861,0.032930817,14.0,40.0,4.0315313,-13.15,-9.888212,25.5,-1.2,-2.2,-14.35,-12.8,none,(quiet),,tradable,,,,,market→model 2024-11-21 13:48:00,2024-11-21 13:55:00,9,2024-11-21,PE,23250.0,-0.0038974537,OTM,94.0,0.25066668,rich,2.54,1.4025005,1.1374995,0.81105095,0.011474105,1.3580033,1.1374995,0.81105095,0.011474105,1.3580033,0.08971934,0.07824524,23345.8,23340.793,-0.049999999999272404,161.49921874999927,82.65078124999854,13:55,False,False,1.303275e+06,870375.0,0.0,-167025.0,-640425.0,-0.07647759,0.010795532,41.0,47.0,1.227966,-0.89,-0.16522418,2.65,-0.15,-0.25,-0.61,-1.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model 2025-03-27 13:41:00,2025-03-27 13:41:00,1,2025-03-27,CE,23750.0,0.006088092,OTM,108.0,0.288,rich,2.25,1.2461015,1.0038985,0.80563146,0.0126433065,1.5830421,1.0038985,0.80563146,0.0126433065,1.5830421,0.11428013,0.10163682,23602.25,23605.848,8.25,24.5,190.04999999999927,13:41,False,False,858600.0,369675.0,0.0,0.0,457575.0,0.3433944,0.008756146,40.0,44.0,2.1859593,-1.11,-0.60221374,2.2,-0.16,-0.1,-0.35,-0.7,none,(quiet),,tradable,,,,,market→model 2025-05-08 09:21:00,2025-05-08 10:27:00,163,2025-05-08,CE,24500.0,0.0044200188,OTM,302.0,0.8053333,rich,6.5,4.4929237,2.0070763,0.44671944,0.007253135,1.1915616,2.0070763,0.8036855,0.0077945567,1.2687058,0.07027948,0.06302634,24407.85,24391.95,28.0,39.400390625,34.39960937499927,10:27,False,False,1.18665e+06,2.126475e+06,0.0,-142650.0,257325.0,0.13149063,0.0068085394,95.0,182.0,4.230867,-4.25,-3.2454777,9.0,-0.15,1.35,-1.15,-3.8,low,India open after overnight US data: FOMC,,tradable,,,,,market→model 2024-10-24 13:16:00,2024-10-24 13:26:00,12,2024-10-24,CE,24500.0,0.003935932,OTM,123.0,0.328,rich,2.8,1.5555321,1.2444679,0.80002713,0.010238868,1.0893549,1.2444679,0.80002713,0.010238868,1.0893549,0.07998956,0.0697507,24399.15,24403.76,-0.3999999999978172,81.49960937500146,57.95039062499927,13:26,False,False,820125.0,374500.0,0.0,0.0,192525.0,-0.06770679,0.010723789,11.0,59.0,1.9847552,-1.3,-0.6450074,2.75,0.15,0.2,-0.95,-1.25,none,(quiet),,tradable,,,,,market→model 2025-04-17 12:15:00,2025-04-17 12:15:00,109,2025-04-17,PE,23450.0,-0.0083781835,OTM,194.0,0.5173333,rich,21.25,17.272547,3.9774542,0.23027608,0.014627707,0.46957952,3.9774542,0.7976846,0.02651538,1.4771768,0.20275451,0.18812682,23641.5,23647.293,54.25,6.549999999999272,342.9500000000007,12:15,False,False,1.656525e+06,2.2296e+06,0.0,303150.0,459225.0,1.2799178,0.019144174,31.0,98.0,7.2565055,-15.75,-13.579534,16.3,-3.15,-7.45,-9.0,-10.8,none,(quiet),,tradable,,,,,market→model 2025-04-24 13:40:00,2025-04-24 13:40:00,2,2025-04-24,CE,24300.0,0.002209994,OTM,109.0,0.29066667,rich,2.45,1.3969549,1.0530452,0.7538147,0.007448522,0.48715928,1.0530452,0.7973734,0.00762496,0.50627947,0.053863917,0.046415396,24249.55,24246.357,-13.5,98.29921874999854,10.100781249999272,13:40,False,False,1.60965e+06,1.256475e+06,0.0,-1.850325e+06,-1.3995e+06,0.18997812,0.0062298058,13.0,51.0,1.1316589,-0.7,-0.081439085,2.35,-0.06,-0.1,-0.35,-0.6,none,(quiet),,tradable,,,,,market→model 2025-02-27 14:04:00,2025-02-27 14:04:00,4,2025-02-27,PE,22500.0,-0.0022440322,OTM,85.0,0.22666667,rich,2.54,1.415172,1.124828,0.79483485,0.009347584,0.2632535,1.124828,0.79483485,0.009347584,0.2632535,0.063681185,0.054333597,22543.4,22550.547,4.350000000002183,69.89960937499927,27.250390624998545,14:04,False,False,920775.0,1.09125e+06,0.0,-224250.0,-917625.0,-0.08478763,0.008715842,2.0,2.0,0.15029535,-0.14,0.7914992,2.45,-0.05,0.09,-1.1,-0.85,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2025-03-27 13:45:00,2025-03-27 13:45:00,1,2025-03-27,CE,23750.0,0.0058805197,OTM,104.0,0.27733332,rich,2.35,1.3117408,1.0382593,0.7915126,0.012738889,1.0076426,1.0382593,0.7915126,0.012738889,1.0076426,0.11439568,0.10165679,23609.9,23610.748,23.150000000001455,16.849609375,197.70039062499927,13:45,False,False,858750.0,789450.0,0.0,0.0,276825.0,-0.056386463,0.013332874,36.0,40.0,2.231867,-1.21,-0.667853,2.15,-0.05,0.14,-0.5,-0.9,none,(quiet),,tradable,,,,,market→model 2024-10-24 11:06:00,2024-10-24 11:19:00,16,2024-10-24,PE,24200.0,-0.008328873,OTM,250.0,0.6666667,rich,2.8,1.644311,1.155689,0.7028409,0.0098287435,0.64862853,1.155689,0.7851921,0.010215921,0.74118215,0.1001873,0.090358555,24397.5,24402.4,-22.900000000001455,83.15000000000146,56.29999999999927,11:19,False,False,581025.0,768675.0,0.0,584175.0,1.0162e+06,0.736108,0.014940989,25.0,140.0,2.0207043,-1.2,-0.60614765,2.65,0.1,0.0,-0.11,-1.0,none,(quiet),,tradable,,,,,market→model 2024-10-03 13:57:00,2024-10-03 13:58:00,9,2024-10-03,CE,25500.0,0.009062846,OTM,91.0,0.24266666,rich,3.5,1.9855975,1.5144025,0.76269364,0.019543746,1.7793471,1.5144025,0.7784456,0.019543746,1.7793471,0.18432242,0.16477866,25282.75,25269.941,-23.049999999999272,356.7000000000007,50.849999999998545,13:58,True,True,4.69765e+06,2.508725e+06,0.0,0.0,-814150.0,-0.306568,0.022890594,37.0,44.0,2.8560197,-2.2,-1.4296972,3.5,-0.65,-1.3,-1.6,-1.75,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2025-04-17 12:24:00,2025-04-17 12:27:00,109,2025-04-17,PE,23500.0,-0.007923781,OTM,182.0,0.48533332,rich,12.95,10.065889,2.8841102,0.28652313,0.01287444,0.54231787,2.8841102,0.7760378,0.026433999,1.5901809,0.16974518,0.15687074,23673.05,23686.95,72.64999999999782,0.44921875,374.5007812500007,12:27,False,True,2.302275e+06,2.0658e+06,0.0,248550.0,1.55895e+06,0.022341989,0.012969645,58.0,116.0,5.613147,-8.95,-7.355529,13.85,-1.55,-2.35,-2.9,-8.55,none,(quiet),,tradable,,,,,market→model 2024-11-21 12:45:00,2024-11-21 12:58:00,16,2024-11-21,PE,23200.0,-0.004661375,OTM,151.0,0.40266666,rich,4.8,3.3053408,1.4946593,0.45219523,0.0091535915,0.6848307,1.4946593,0.76959497,0.010339807,1.9103736,0.09567914,0.08652555,23319.85,23308.396,-32.150000000001455,187.45039062499927,56.699609374998545,12:58,False,False,2.34895e+06,2.18335e+06,0.0,349125.0,888375.0,-0.63463646,0.0054482827,8.0,78.0,2.5583282,-1.95,-1.1877835,2.6,0.0,0.7,2.3,0.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model 2025-04-09 11:41:00,2025-04-09 11:55:00,12,2025-04-09,PE,22100.0,-0.013644366,OTM,214.0,0.5706667,rich,2.65,1.4982249,1.1517751,0.76875985,0.015255659,0.46181172,1.1517751,0.76875985,0.015255659,0.46181172,0.16211042,0.14685476,22418.65,22403.607,23.25,50.04960937500073,65.400390625,11:55,False,False,263175.0,814650.0,0.0,118425.0,174450.0,2.6331797,0.039426975,44.0,79.0,1.9559014,-1.15,-0.5620358,2.85,-0.1,0.05,-0.5,-0.85,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-09 10:49:00,2025-04-09 10:52:00,3,2025-04-09,CE,22750.0,0.015876709,OTM,277.0,0.73866665,rich,2.5,1.4138551,1.0861449,0.7682152,0.014279813,0.86798674,1.0861449,0.7682152,0.014279813,0.86798674,0.15924233,0.14496252,22408.5,22391.656,-6.25,60.20000000000073,51.900000000001455,10:52,False,False,465600.0,275625.0,0.0,0.0,-192300.0,3.1825426,,36.0,149.0,1.6338333,-0.9,-0.3491482,2.45,-0.1,-0.2,-0.35,-0.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,liquid,,,,,market→model 2025-05-15 14:09:00,2025-05-15 14:09:00,1,2025-05-15,CE,25350.0,0.011036973,OTM,80.0,0.21333334,rich,2.35,1.3308529,1.0191472,0.7657849,0.019865807,-0.15193184,1.0191472,0.7657849,0.019865807,0.15193184,0.21317104,0.19330522,25063.85,25071.752,79.19999999999709,25.950390624999272,569.3996093749993,14:09,False,True,2.773575e+06,2.936175e+06,0.0,0.0,313350.0,-3.1648853,0.060408603,23.0,37.0,2.4432724,-1.45,-0.85653365,2.85,0.5,0.5,-1.55,-2.3,none,(quiet),,tradable,,,,,market→model 2024-10-03 13:58:00,2024-10-03 13:58:00,18,2024-10-03,CE,25450.0,0.0071001374,OTM,91.0,0.24266666,rich,4.55,3.126905,1.423095,0.45511296,0.013427465,1.242747,1.423095,0.7613963,0.017899755,1.242747,0.16201252,0.14858505,25282.75,25269.941,-23.049999999999272,356.7000000000007,50.849999999998545,13:58,True,True,4.9149e+06,2.394975e+06,0.0,-162925.0,-1.088975e+06,-0.85332984,0.020492792,41.0,47.0,3.8823373,-3.45,-2.5613601,3.75,0.45,-0.45,-0.45,-1.5,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2025-05-15 13:36:00,2025-05-15 13:37:00,55,2025-05-15,PE,24800.0,-0.007752251,OTM,112.0,0.29866666,rich,23.0,18.827087,4.172912,0.22164406,0.018481225,1.1003665,4.172912,0.75747305,0.02654991,1.9959519,0.25656033,0.2380791,24975.4,24993.004,179.90000000000146,18.649609374999272,480.9503906249993,13:37,False,False,2.581575e+06,1.334775e+06,0.0,91575.0,852825.0,0.81036645,0.021946967,21.0,46.0,4.855823,-12.3,-9.766958,23.0,-0.9,-2.75,-8.1,-10.85,none,(quiet),,tradable,,,,,market→model 2025-04-17 12:14:00,2025-04-17 12:14:00,76,2025-04-17,PE,23400.0,-0.010007629,OTM,195.0,0.52,rich,19.05,15.585784,3.4642165,0.22226772,0.014016755,0.45720816,3.4642165,0.7476872,0.022140525,1.0365186,0.21814565,0.20412889,23634.45,23635.354,37.95000000000073,13.600781249999272,335.8992187500007,12:14,False,False,2.312475e+06,2.694e+06,0.0,0.0,705075.0,-1.0761937,0.009769006,29.0,85.0,7.7715435,-13.96,-12.163703,15.95,-4.2,-5.35,-9.0,-10.95,none,(quiet),,tradable,,,,,market→model 2025-01-01 13:39:00,2025-01-01 13:42:00,10,2025-01-02,PE,22850.0,-0.03995704,OTM,482.0,1.2853333,rich,2.6,1.5059199,1.0940801,0.72651947,0.01889103,2.474026,1.0940801,0.74489105,0.019078342,2.6434746,0.26264077,0.24374974,23750.6,23781.504,24.5,28.250390624998545,187.79960937500073,13:42,False,False,11250.0,56025.0,0.0,0.0,107175.0,,,,,,,,2.6,-0.06,-0.1,-0.2,0.05,none,(quiet),,liquid,,,,,not closed in session 2024-12-05 14:59:00,2024-12-05 14:59:00,2,2024-12-05,PE,24200.0,-0.012277537,OTM,30.0,0.08,rich,6.4,4.5005794,1.8994207,0.42203918,0.03518204,2.856478,1.8994207,0.7440393,0.04532937,3.5743835,0.46910885,0.43392682,24522.3,24498.947,-305.40000000000146,335.44921875,226.75078125000073,14:59,True,True,5.146475e+06,6.431625e+06,0.0,0.0,-838675.0,0.20863934,0.038699307,2.0,2.0,3.5278578,-5.05,-3.6185365,3.75,-2.4,-2.7,-3.5,,none,(quiet),,tradable,,,,,market→model 2025-04-09 10:41:00,2025-04-09 10:41:00,1,2025-04-09,CE,22750.0,0.016044607,OTM,288.0,0.768,rich,2.5,1.4379416,1.0620584,0.73859644,0.013720273,0.62212676,1.0620584,0.73859644,0.013720273,0.62212676,0.15753485,0.1438146,22392.85,22387.898,3.5,75.85039062500073,36.249609375001455,10:41,False,False,443550.0,301200.0,0.0,0.0,-142350.0,0.2381809,0.0110133765,75.0,160.0,1.6435581,-1.0,-0.39156395,2.35,-0.1,-0.15,0.0,-0.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2024-10-03 12:00:00,2024-10-03 12:38:00,78,2024-10-03,CE,25650.0,0.009463945,OTM,171.0,0.456,rich,7.25,5.1685414,2.0814586,0.40271682,0.012969356,0.91156447,2.0814586,0.7370292,0.016507387,2.7767742,0.16440637,0.15143701,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,963400.0,714150.0,0.0,0.0,-26950.0,-0.32464796,0.014822451,39.0,97.0,4.2444787,-4.8,-3.6691191,8.5,-0.1,-1.05,-0.75,-3.5,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2025-05-15 14:43:00,2025-05-15 14:43:00,1,2025-05-15,PE,24800.0,-0.010713107,OTM,46.0,0.122666664,rich,2.4,1.3824555,1.0175445,0.73604137,0.025372034,1.2708111,1.0175445,0.73604137,0.025372034,1.2708111,0.27601144,0.2506394,25062.45,25067.113,-32.75,53.80078125,567.9992187499993,14:43,False,False,1.582725e+06,3.475275e+06,0.0,138000.0,-182025.0,0.09423752,0.02736774,4.0,15.0,1.5827166,-0.9,-0.33135745,1.85,0.05,-0.6,-0.9,-1.45,none,(quiet),,tradable,,,,,market→model 2025-04-17 13:35:00,2025-04-17 13:38:00,2,2025-04-17,PE,23400.0,-0.017062861,OTM,111.0,0.296,rich,2.45,1.4126253,1.0373747,0.73435944,0.022306403,1.3058038,1.0373747,0.73435944,0.022306403,1.3058038,0.26402518,0.24171877,23803.8,23802.697,35.20000000000073,2.349218750001455,505.2507812500007,13:38,False,False,946050.0,1.3191e+06,1.0,0.0,-747525.0,1.6807706,0.04846188,37.0,45.0,0.87670904,-0.55,0.077346094,2.54,-0.09,-0.09,0.11,-0.09,none,(quiet),,tradable,,,,,market→model 2025-04-09 10:36:00,2025-04-09 10:36:00,2,2025-04-09,CE,22750.0,0.016963102,OTM,293.0,0.7813333,rich,2.45,1.4128406,1.0371594,0.7340951,0.013913001,0.7225305,1.0371594,0.7340951,0.013913001,0.7225305,0.16297807,0.14906506,22376.5,22367.344,-72.25,92.20000000000073,19.900000000001455,10:36,False,False,702600.0,762975.0,0.0,-191850.0,-33000.0,1.1372694,-0.0016473182,80.0,165.0,1.6280031,-0.95,-0.36646307,2.45,-0.05,-0.1,0.05,-0.55,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,liquid,,,,,market→model 2025-03-27 13:00:00,2025-03-27 13:00:00,8,2025-03-27,CE,23700.0,0.0039319363,OTM,149.0,0.39733332,rich,3.25,2.1232657,1.1267343,0.5306609,0.0076939035,0.396264,1.1267343,0.7320554,0.008865923,1.2665136,0.07612785,0.06843395,23601.2,23606.996,18.75,25.55078125,188.99921874999927,13:00,False,False,1.3656e+06,1.207575e+06,0.0,0.0,-35700.0,-0.30460012,0.009550268,85.0,90.0,2.34612,-1.55,-0.88933474,3.25,-0.1,-0.75,-1.15,-0.5,none,(quiet),,tradable,,,,,market→model 2024-11-14 12:36:00,2024-11-14 12:37:00,3,2024-11-14,PE,23350.0,-0.0069905715,OTM,172.0,0.45866665,rich,2.7,1.5653213,1.1346787,0.7248855,0.010981965,1.1363494,1.1346787,0.72860575,0.010981965,1.1652741,0.105207354,0.09422539,23515.3,23513.8,-14.350000000002183,160.59921875000146,29.200781250001455,12:37,False,False,609975.0,480750.0,0.0,100150.0,-98500.0,-0.23146471,0.008983887,37.0,98.0,1.945007,-1.15,-0.55874246,2.7,-0.16,-0.6,-0.75,-1.0,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2025-04-17 14:14:00,2025-04-17 14:14:00,1,2025-04-17,PE,23450.0,-0.0156111205,OTM,75.0,0.2,rich,2.4,1.3903326,1.0096674,0.7262057,0.025269652,0.86307746,1.0096674,0.7262057,0.025269652,0.86307746,0.29726088,0.27199122,23831.15,23818.953,14.700000000000728,40.449609374998545,532.6003906250007,14:14,False,False,1.365525e+06,2.48025e+06,0.0,0.0,222300.0,-0.48621318,0.014148224,4.0,31.0,1.6519793,-0.85,-0.33546573,2.4,-0.2,-0.55,-1.0,-1.45,none,(quiet),,tradable,,,,,market→model 2025-05-15 13:29:00,2025-05-15 13:29:00,52,2025-05-15,PE,24700.0,-0.008467827,OTM,120.0,0.32,rich,29.85,24.139544,5.7104564,0.23656024,0.023307944,2.8841424,5.7104564,0.7222123,0.029824894,4.0515747,0.29031345,0.2670055,24903.6,24910.043,219.64999999999782,14.200390624999272,409.1496093749993,13:29,False,True,1.692525e+06,4.262025e+06,0.0,0.0,567750.0,3.522354,0.03706122,16.0,42.0,7.1518946,-20.5,-17.633627,20.14,-0.75,-1.59,-10.79,-10.2,none,(quiet),,tradable,,,,,market→model 2024-11-14 12:25:00,2024-11-14 12:29:00,8,2024-11-14,PE,23350.0,-0.007345818,OTM,180.0,0.48,rich,2.85,1.6603703,1.1896297,0.71648455,0.011213227,1.5921627,1.1896297,0.71818566,0.011213227,1.5921627,0.10817042,0.09695719,23528.35,23522.156,0.5999999999985448,147.55039062500146,42.249609375001455,12:29,False,False,628375.0,679550.0,1.0,0.0,358400.0,-0.08410781,0.010516155,42.0,106.0,2.149235,-1.3,-0.69513357,2.85,-0.05,-0.1,-0.9,-1.0,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2025-05-08 12:21:00,2025-05-08 12:21:00,2,2025-05-08,CE,24500.0,0.0041599046,OTM,188.0,0.50133336,rich,2.45,1.4263191,1.0236808,0.7177081,0.007417937,0.39369017,1.0236808,0.7177081,0.007417937,0.39369017,0.06528386,0.057865918,24401.8,24398.295,1.0,45.44921875,28.350781249999272,12:21,False,False,361650.0,338025.0,0.0,70125.0,-262125.0,0.094241895,0.00681114,68.0,110.0,1.6942515,-0.9,-0.368792,2.45,0.09,0.09,-0.1,-0.25,low,India open after overnight US data: FOMC,,tradable,,,,,market→model 2024-11-14 12:13:00,2024-11-14 12:14:00,2,2024-11-14,CE,23800.0,0.01055976,OTM,195.0,0.52,rich,3.1,1.9525675,1.1474326,0.5876532,0.011853593,1.2319746,1.1474326,0.715598,0.012722027,1.7522082,0.14064607,0.12879248,23562.9,23550.0,49.5,112.99960937500146,76.80039062500146,12:14,True,False,5.138175e+06,2.33915e+06,0.0,0.0,416150.0,-0.7351801,0.018182402,13.0,89.0,2.8140082,-1.7,-1.0958796,3.1,-0.81,-1.15,-1.85,-1.85,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2024-12-05 14:59:00,2024-12-05 14:59:00,2,2024-12-05,PE,24150.0,-0.01434579,OTM,30.0,0.08,rich,5.09,3.3955185,1.6944815,0.49903467,0.039080366,2.9880097,1.6944815,0.7081841,0.044049397,3.220129,0.5036647,0.4645843,24522.3,24498.947,-305.40000000000146,335.44921875,226.75078125000073,14:59,True,True,2.9384e+06,4.976025e+06,0.0,0.0,-218575.0,-2.0303297,-0.008980688,2.0,2.0,2.8419075,-3.95,-2.5600884,3.1,-1.96,-2.2,-2.85,,none,(quiet),,liquid,,,,,market→model 2024-10-03 12:56:00,2024-10-03 12:57:00,55,2024-10-03,CE,25500.0,0.0046413834,OTM,152.0,0.40533334,rich,14.4,11.771031,2.6289685,0.22334222,0.009713501,0.7681806,2.6289685,0.70314854,0.01587421,1.398645,0.1330386,0.12332509,25379.15,25381.92,-5.099999999998545,260.2996093750007,10.450390624999272,12:57,False,False,1.679525e+06,1.3508e+06,0.0,-86575.0,-361175.0,-0.18189383,0.01036466,30.0,101.0,7.6052575,-10.25,-8.902248,14.4,-1.1,-4.6,-5.75,-10.25,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2025-04-24 13:25:00,2025-04-24 13:33:00,9,2025-04-24,CE,24300.0,0.0019975812,OTM,116.0,0.30933332,rich,3.1,1.8242984,1.2757016,0.6992834,0.007526422,1.3049514,1.2757016,0.6992834,0.007526422,3.1799285,0.052235916,0.044709492,24258.25,24251.508,-7.299999999999272,89.59999999999854,18.799999999999272,13:33,False,False,981975.0,1.636125e+06,0.0,0.0,-482700.0,0.13933094,0.0067749307,20.0,58.0,1.604817,-1.35,-0.5087826,3.15,-0.2,0.3,-0.8,-1.15,none,(quiet),,tradable,,,,,market→model 2025-04-17 13:55:00,2025-04-17 13:55:00,3,2025-04-17,PE,23350.0,-0.020589415,OTM,94.0,0.25066668,rich,2.65,1.5609668,1.0890331,0.69766575,0.02709311,2.0574422,1.0890331,0.69766575,0.02709311,2.0574422,0.33991832,0.3128252,23847.0,23835.746,57.150000000001455,3.099999999998545,548.4500000000007,13:55,False,False,388800.0,678000.0,0.0,420525.0,-381900.0,-1.1183342,-0.00087451347,20.0,20.0,1.1460257,-0.95,-0.12104818,2.75,-0.05,-0.05,-0.75,-1.5,none,(quiet),,liquid,,,,,market→model 2025-04-09 10:31:00,2025-04-09 10:31:00,1,2025-04-09,CE,22750.0,0.016896034,OTM,298.0,0.79466665,rich,2.54,1.4986894,1.0413107,0.69481415,0.0134280035,0.58824074,1.0413107,0.69481415,0.0134280035,0.58824074,0.16208355,0.14865555,22379.0,22368.844,-12.049999999999272,89.70000000000073,22.400000000001455,10:31,True,False,887625.0,725700.0,0.0,0.0,-14250.0,-2.1744065,0.03329113,85.0,170.0,1.7696459,-1.04,-0.45231184,2.5,-0.05,-0.05,-0.3,-0.35,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2025-04-17 13:42:00,2025-04-17 13:49:00,17,2025-04-17,PE,23400.0,-0.018053671,OTM,100.0,0.26666668,rich,3.0,1.7789675,1.2210325,0.6863714,0.025077596,2.0357735,1.2210325,0.6947771,0.026951494,2.0357735,0.30182728,0.27674967,23840.35,23826.293,51.849999999998545,1.7503906249985448,541.7996093750007,13:49,False,False,988425.0,554850.0,0.0,64950.0,-1.092e+06,0.083760716,0.026547633,26.0,34.0,1.3563437,-1.1,-0.28899616,2.45,0.15,0.25,0.3,-0.5,none,(quiet),,tradable,,,,,market→model 2024-11-14 11:06:00,2024-11-14 12:14:00,100,2024-11-14,CE,23650.0,0.0042372947,OTM,195.0,0.52,rich,10.3,7.9957128,2.3042872,0.28819034,0.00862058,-0.08505409,2.3042872,0.69396394,0.010796471,2.0280921,0.10060092,0.09198034,23562.9,23550.0,49.5,112.99960937500146,76.80039062500146,12:14,True,False,9.67755e+06,4.4907e+06,0.0,0.0,648225.0,0.6860655,0.006127877,14.0,117.0,5.468994,-6.6,-5.3931966,6.55,0.15,-0.25,0.6,-0.7,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2025-04-09 11:32:00,2025-04-09 11:32:00,1,2025-04-09,CE,22700.0,0.01302876,OTM,237.0,0.632,rich,2.45,1.4464357,1.0035642,0.69381875,0.0126629975,-0.47321972,1.0035642,0.69381875,0.0126629975,0.47321972,0.14586103,0.13319802,22421.45,22406.166,38.900000000001455,47.25078125000073,68.19921875,11:32,False,False,858075.0,858450.0,0.0,0.0,-241950.0,-0.39823782,0.016812135,108.0,123.0,2.2161763,-1.25,-0.6859655,2.4,-0.11,-0.11,-0.05,-0.6,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-09 09:31:00,2025-04-09 09:57:00,50,2025-04-09,PE,21950.0,-0.019051723,OTM,332.0,0.88533336,rich,8.85,6.2889695,2.5610306,0.40722582,0.01580165,1.0424554,2.5610306,0.69300467,0.0171184,1.0424554,0.2177669,0.20196526,22387.55,22372.193,3.9500000000007276,81.14921875000073,30.55078125,09:57,True,False,730200.0,322275.0,0.0,-88425.0,1.033875e+06,5.6428356,0.04398811,19.0,82.0,4.3885045,-5.85,-4.516972,9.1,-0.66,-0.8,-2.8,-1.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2024-11-14 13:43:00,2024-11-14 13:43:00,4,2024-11-14,PE,23400.0,-0.0051643867,OTM,106.0,0.28266665,rich,2.95,1.8360313,1.1139687,0.6067264,0.010973675,1.1716789,1.1139687,0.6849201,0.011207684,1.232617,0.10821236,0.09723869,23522.05,23521.16,-26.900000000001455,153.84921875000146,35.950781250001455,13:43,False,False,1.65775e+06,1.832425e+06,0.0,392525.0,714425.0,0.0,0.010973675,21.0,52.0,2.724578,-1.6,-1.012753,2.5,0.0,0.04,-0.9,-1.45,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2025-04-09 12:33:00,2025-04-09 12:34:00,4,2025-04-09,CE,22700.0,0.012121981,OTM,175.0,0.46666667,rich,2.85,1.6917458,1.1582543,0.6846503,0.014875809,1.6708633,1.1582543,0.6846503,0.014875809,1.6708633,0.16468392,0.14980812,22440.55,22426.492,21.399999999997817,28.149218750000728,87.30078125,12:34,False,False,2.612175e+06,1.2015e+06,0.0,-109350.0,-144375.0,-1.1216007,0.026237663,46.0,61.0,2.2957335,-1.65,-0.9312754,2.85,-0.05,-0.7,-0.2,-1.1,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model 2025-04-17 13:11:00,2025-04-17 13:16:00,8,2025-04-17,PE,23350.0,-0.018822076,OTM,133.0,0.35466668,rich,3.05,1.8327156,1.2172843,0.6641971,0.021950712,0.92047554,1.2172843,0.6815005,0.021950712,0.92047554,0.2717401,0.2497894,23791.8,23793.658,76.39999999999782,6.94921875,493.2507812500007,13:16,False,False,853350.0,611550.0,0.0,-439875.0,-379650.0,-0.72148967,0.009783917,58.0,59.0,1.8002195,-1.2,-0.53341466,2.75,0.05,0.1,0.05,-0.4,none,(quiet),,liquid,,,,,market→model 2025-05-15 14:31:00,2025-05-15 14:31:00,1,2025-05-15,PE,24650.0,-0.017052593,OTM,58.0,0.15466666,rich,2.54,1.5115871,1.0284128,0.680353,0.029064517,1.3427626,1.0284128,0.680353,0.029064517,1.3427626,0.36407927,0.33501473,25068.6,25073.951,6.799999999999272,47.650390625,574.1496093749993,14:31,True,False,1.55175e+06,781350.0,0.0,-275400.0,-42075.0,3.3243573,0.09082971,13.0,15.0,2.2004151,-1.19,-0.649193,2.45,-0.1,-0.75,-1.5,-1.85,none,(quiet),,tradable,,,,,market→model 2025-05-08 12:35:00,2025-05-08 12:35:00,1,2025-05-08,CE,24500.0,0.00410067,OTM,174.0,0.464,rich,2.5,1.4899911,1.0100089,0.67786235,0.0074346415,0.3570788,1.0100089,0.67786235,0.0074346415,0.3570788,0.06745056,0.060015917,24401.15,24399.74,-1.0999999999985448,46.099609375,27.700390624999272,12:35,False,False,253650.0,363900.0,1.0,0.0,-84600.0,0.0,0.0074346415,54.0,96.0,1.835621,-0.95,-0.43246397,2.4,-0.05,-0.11,-0.25,-0.55,low,India open after overnight US data: FOMC,,tradable,,,,,market→model 2024-10-24 10:40:00,2024-10-24 10:58:00,47,2024-10-24,PE,24250.0,-0.0065361806,OTM,271.0,0.7226667,rich,4.0,2.6125948,1.3874052,0.5310449,0.008018984,0.58197135,1.3874052,0.6765823,0.008401881,0.7669486,0.0863321,0.07831311,24407.45,24409.021,-33.349999999998545,73.20078125000146,66.24921874999927,10:58,False,False,967800.0,621500.0,0.0,-94600.0,461125.0,0.15952973,0.008844917,69.0,172.0,3.0835,-2.2,-1.486525,3.9,-0.1,-0.2,-0.3,-0.3,none,(quiet),,tradable,,,,,market→model 2024-11-14 13:53:00,2024-11-14 13:54:00,2,2024-11-14,PE,23400.0,-0.005274741,OTM,95.0,0.25333333,rich,2.6,1.5520997,1.0479003,0.6751501,0.011882193,1.3049734,1.0479003,0.6751501,0.011882193,1.3049734,0.11276532,0.100883126,23524.65,23523.756,-33.39999999999782,151.24960937500146,38.550390625001455,13:54,False,False,1.255725e+06,2.17695e+06,0.0,0.0,513950.0,-0.24659899,0.009352929,12.0,41.0,2.6525302,-1.46,-0.90958214,2.6,-0.5,-1.0,-1.6,-1.8,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2024-11-14 12:52:00,2024-11-14 13:28:00,48,2024-11-14,CE,23650.0,0.004184822,OTM,121.0,0.32266667,rich,6.55,4.4214935,2.1285062,0.4813998,0.012155701,1.8656679,2.1285062,0.67440367,0.012625008,2.0943599,0.10841086,0.09625516,23566.5,23551.236,32.70000000000073,109.40000000000146,80.40000000000146,13:28,False,False,2.563575e+06,2.5029e+06,0.0,428750.0,750975.0,0.255669,0.010787666,7.0,43.0,3.5225992,-3.75,-2.685445,3.75,0.5,-0.35,0.0,0.55,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2024-12-05 14:37:00,2024-12-05 14:53:00,14,2024-12-05,PE,24450.0,-0.007018335,OTM,36.0,0.096,rich,44.4,35.14672,9.253281,0.2632758,0.060304146,4.9044633,9.253281,0.6704898,0.060304146,4.9044633,0.5739886,0.51368445,24654.15,24622.201,-103.79999999999927,203.599609375,358.6003906250007,14:53,True,True,3.7307e+06,3.968275e+06,0.0,0.0,75600.0,-17.197855,-0.05469257,1.0,1.0,0.5840474,-4.61,3.2831955,5.0,0.65,-1.3,39.4,-3.3,none,(quiet),,liquid,,,,,both 2025-04-17 13:07:00,2025-04-17 13:15:00,12,2025-04-17,CE,23950.0,0.006486908,OTM,134.0,0.35733333,rich,4.7,3.3286955,1.3713045,0.41196457,0.010280518,-0.07908146,1.3713045,0.6694203,0.011931926,0.30942762,0.12766764,0.117387116,23791.55,23795.14,82.79999999999927,7.19921875,493.0007812500007,13:15,True,False,2.7213e+06,2.26125e+06,0.0,0.0,67800.0,-0.644165,0.014612432,14.0,67.0,3.8431187,-2.7,-1.9974456,2.6,0.2,1.45,0.5,-0.45,none,(quiet),,tradable,,,,,market→model 2025-04-17 13:24:00,2025-04-17 13:25:00,3,2025-04-17,CE,23950.0,0.006552027,OTM,124.0,0.33066666,rich,3.35,2.0174534,1.3325466,0.6605092,0.0128413765,0.4693038,1.3325466,0.6605092,0.0128413765,0.4693038,0.12315131,0.11030993,23789.85,23793.592,48.14999999999782,8.900390625,491.2996093750007,13:25,False,False,1.600125e+06,2.08125e+06,0.0,-123225.0,895875.0,-0.25382447,0.014965612,35.0,57.0,-1.5902934,1.15,1.873137,3.35,-0.45,-1.0,-1.25,-0.1,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2025-12-31 14:39:00,2025-12-31 14:39:00,1,2026-01-13,CE,26750.0,0.019324593,OTM,3425.0,9.133333,rich,28.75,17.320198,11.429801,0.6599117,0.011963264,,11.429801,0.6599117,0.011963264,,0.08937811,0.07741485,26173.65,26238.03,4.350000000002183,5.649609374999272,204.650390625,14:39,False,False,65.0,23205.0,0.0,,,,,1.0,1.0,1.0652152,-13.55,-0.82956547,15.2,0.15,-0.1,0.25,-1.15,none,(quiet),,liquid,,,,,market→model 2024-12-05 14:33:00,2024-12-05 14:51:00,19,2024-12-05,PE,24500.0,-0.005261509,OTM,38.0,0.101333335,rich,65.34,55.875473,9.464526,0.16938606,0.05338949,5.344702,9.464526,0.6560498,0.05338949,5.344702,0.60536593,0.55197644,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,1.2088075e+07,8.042275e+06,0.0,0.0,807450.0,-1.9332169,0.042564448,1.0,2.0,5.5111713,-33.24,-27.208614,6.35,0.05,0.75,-1.6,-2.15,none,(quiet),,tradable,,,,,market→model 2024-12-05 11:57:00,2024-12-05 12:05:00,13,2024-12-05,CE,25050.0,0.024286263,OTM,204.0,0.544,cheap,2.0,4.5844398,-2.58444,-0.5637417,-0.036589026,-0.32936713,2.58444,0.65516275,0.04409828,0.7970196,0.25178385,0.28837287,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,1.551275e+06,1.7568e+06,0.0,0.0,29800.0,-2.4957752,-0.001009331,5.0,6.0,0.20867957,0.35,-1.3272126,1.1,0.1,0.25,1.65,2.95,none,(quiet),,liquid,-173.5,-163.75,-72.75,11.750004,model→market (spot/smile moved) 2025-03-27 11:18:00,2025-03-27 11:57:00,72,2025-03-27,CE,23700.0,0.0036818043,OTM,212.0,0.5653333,rich,6.1,4.265702,1.8342983,0.4300109,0.007679457,0.79674906,1.8342983,0.65331924,0.008209162,1.9801819,0.07334153,0.06566208,23608.6,23612.902,21.5,18.150390625,196.39960937499927,11:57,False,False,940200.0,892650.0,0.0,0.0,598575.0,-0.56308407,0.009852945,55.0,149.0,3.4670897,-3.25,-2.3126144,7.0,-0.9,-1.1,-1.15,-0.55,none,(quiet),,tradable,,,,,market→model 2024-10-24 10:57:00,2024-10-24 10:59:00,6,2024-10-24,PE,24200.0,-0.008626785,OTM,270.0,0.72,rich,2.9,1.7548052,1.1451948,0.65260506,0.00930177,0.4073131,1.1451948,0.65260506,0.00930177,0.4073131,0.0998497,0.090547934,24405.6,24409.672,-30.350000000002183,75.05039062500146,64.39960937499927,10:59,False,False,771775.0,1.102675e+06,0.0,0.0,125000.0,-0.23061812,0.007621725,45.0,160.0,2.2284768,-1.3,-0.7166419,2.8,0.1,-0.26,-0.1,-0.8,none,(quiet),,tradable,,,,,market→model 2025-04-09 10:31:00,2025-04-09 10:31:00,1,2025-04-09,PE,21900.0,-0.021182474,OTM,298.0,0.79466665,rich,2.54,1.5377526,1.0022473,0.6517611,0.014878247,0.4278678,1.0022473,0.6517611,0.014878247,0.4278678,0.1961865,0.18130825,22379.0,22368.844,-12.049999999999272,89.70000000000073,22.400000000001455,10:31,True,False,533175.0,437925.0,0.0,0.0,-30450.0,-0.29861325,0.01090625,35.0,91.0,1.0723695,-0.74,-0.04993931,2.45,-0.25,-0.25,-0.45,-0.25,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model 2025-04-17 14:14:00,2025-04-17 14:19:00,13,2025-04-17,PE,23700.0,-0.0056191743,OTM,70.0,0.18666667,rich,3.95,2.5629883,1.3870116,0.5411697,0.014920101,3.0734189,1.3870116,0.6512847,0.016161574,3.0734189,0.15200768,0.13708758,23828.0,23833.549,-12.349999999998545,43.599999999998545,529.4500000000007,14:19,False,False,3.00045e+06,2.801175e+06,0.0,39525.0,-1.407975e+06,-0.6935855,0.007850978,16.0,32.0,3.2372825,-2.45,-1.6931924,7.35,-1.0,-2.26,-5.31,-5.95,none,(quiet),,tradable,,,,,market→model 2025-04-09 09:33:00,2025-04-09 10:03:00,318,2025-04-09,PE,22400.0,-0.00012233827,OTM,326.0,0.8693333,cheap,64.5,77.628174,-13.128171,-0.16911606,-0.025018832,-0.7371437,13.128171,0.64853126,0.03780711,2.7522445,0.1254984,0.15051723,22418.3,22402.74,16.799999999999272,50.39921875000073,61.30078125,10:03,True,False,2.581425e+06,4.111875e+06,0.0,366825.0,-1.597725e+06,0.10002324,-0.024828248,259.0,271.0,-8.730433,-60.0,-66.87251,80.59,-3.54,5.16,-4.64,-25.04,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-410.1,155.4,-481.6,-1807.6001,model→market (spot/smile moved) 2024-12-19 11:41:00,2024-12-19 13:51:00,187,2024-12-19,PE,23950.0,-0.00024424627,OTM,98.0,0.26133335,cheap,9.3,18.185808,-8.885808,-0.4886122,-0.029191563,-1.7600762,8.885808,0.647281,0.0322054,3.2463298,0.03899426,0.06818582,23948.5,23955.85,2.75,56.400000000001455,78.20000000000073,13:51,False,False,2.755425e+06,2.074525e+06,0.0,0.0,1.6125e+06,0.0,-0.029191563,55.0,56.0,-1.158038,-6.45,-12.019766,23.5,1.35,-1.45,-5.05,-9.6,high,"FOMC decision (US 2024-12-18): Cut 25bp to 4.25-4.50%; hawkish dots (fewer 2025 cuts) ; Sensex -964 to 79,218 after hawkish Fed (only two 2025 cuts signalled)",,tradable,-92.25,-274.25,-508.25,-804.0,model→market (spot/smile moved) 2024-12-05 09:59:00,2024-12-05 11:41:00,132,2024-12-05,PE,23750.0,-0.023761224,OTM,228.0,0.608,cheap,3.15,5.9532995,-2.8032994,-0.47088164,-0.030492805,-1.7747979,2.8032994,0.6455068,0.047774248,2.8957176,0.25234675,0.28283957,24333.85,24321.088,-28.30000000000291,206.10039062500073,38.29960937500073,11:41,False,False,225150.0,125900.0,0.0,0.0,321450.0,,,30.0,30.0,-0.85228705,-1.95,-4.237962,3.4,0.1,0.45,0.65,0.05,none,(quiet),,liquid,-173.5,-150.75,-137.75,-176.75,model→market (spot/smile moved) 2024-10-24 13:31:00,2024-10-24 13:31:00,7,2024-10-24,PE,24300.0,-0.0041544996,OTM,118.0,0.31466666,rich,2.8,1.7071962,1.0928037,0.64011604,0.009258271,0.6195269,1.0928037,0.64011604,0.009258271,0.6195269,0.085131444,0.075873174,24391.0,24401.164,-7.25,89.65000000000146,49.79999999999927,13:31,False,False,1.576225e+06,1.01165e+06,0.0,362575.0,265575.0,0.04424908,0.009591544,19.0,56.0,2.6099129,-1.5,-0.9252682,2.95,-0.1,-0.15,-1.0,-1.6,none,(quiet),,tradable,,,,,market→model 2026-03-12 09:20:00,2026-03-12 09:20:00,1,2026-03-24,PE,22900.0,-0.032491047,OTM,3369.0,8.984,cheap,68.6,188.33467,-119.734665,-0.63575476,-0.09293805,,119.734665,0.63575476,0.09293805,,0.17739227,0.2703303,23594.35,23656.264,,96.50039062499854,38.04960937500073,09:20,False,False,65.0,65.0,0.0,,,97.6083,-0.015821282,4.0,10.0,0.91902393,65.9,-5.806512,96.05,0.0,38.45,59.85,59.85,medium,Brent settles $100.46 on tanker attacks; Iran vows to keep Hormuz closed,,liquid,-180.0,2319.25,3710.25,3710.25,market→model 2025-02-20 13:49:00,2025-02-20 13:49:00,1,2025-02-20,PE,22750.0,-0.007300668,OTM,100.0,0.26666668,rich,2.6,1.591774,1.008226,0.6333977,0.013358597,1.951509,1.008226,0.6333977,0.013358597,1.951509,0.1423955,0.12903689,22910.7,22916.697,25.0,6.400781249998545,97.94921875,13:49,False,False,4.7892e+06,2.609925e+06,0.0,118350.0,-58575.0,0.362297,0.017447196,2.0,26.0,1.643576,-0.85,-0.332835,2.1,-0.35,-0.25,-0.8,-1.4,none,(quiet),,tradable,,,,,market→model 2024-12-05 11:29:00,2024-12-05 11:51:00,25,2024-12-05,CE,25050.0,0.02833787,OTM,218.0,0.58133334,cheap,1.14,3.0382211,-1.898221,-0.6247804,-0.038757972,-0.7261219,1.898221,0.6295902,0.039104845,0.9811807,0.25729102,0.296049,24360.9,24350.1,14.30000000000291,179.04960937500073,65.35039062500073,11:51,False,False,115350.0,33875.0,0.0,20425.0,11450.0,,0.14804593,19.0,20.0,1.2209967,1.21,0.21900636,1.14,0.0,0.0,0.0,0.06,none,(quiet),,liquid,-180.0,-180.0,-180.0,-176.1,market→model 2024-12-05 09:58:00,2024-12-05 12:05:00,150,2024-12-05,PE,23800.0,-0.026901983,OTM,204.0,0.544,cheap,2.1,5.6649346,-3.5649347,-0.62929845,-0.049630728,-4.182058,3.5649347,0.62929845,0.049630728,4.182058,0.2777449,0.32737562,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,1.742425e+06,1.608275e+06,0.0,0.0,362450.0,-2.9623652,,6.0,6.0,-0.17429227,-0.5,-3.3687446,4.9,-0.15,0.65,0.65,0.15,none,(quiet),,liquid,-189.75,-137.75,-137.75,-170.25,model→market (spot/smile moved) 2024-12-05 11:15:00,2024-12-05 12:05:00,56,2024-12-05,CE,25000.0,0.022288261,OTM,204.0,0.544,cheap,3.15,6.8020253,-3.6520255,-0.53690267,-0.03823539,-0.3021473,3.6520255,0.6231908,0.04388448,1.2094752,0.25173846,0.28997383,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,5.133e+06,6.73625e+06,0.0,0.0,201150.0,0.8620568,-0.050946042,5.0,6.0,0.43216777,0.8,-1.0511329,1.8,-0.05,-0.05,-0.1,0.0,none,(quiet),,tradable,-183.25,-183.25,-186.5,-180.0,both 2024-10-24 09:49:00,2024-10-24 10:10:00,58,2024-10-24,CE,24650.0,0.008872147,OTM,319.0,0.85066664,rich,6.65,4.7798576,1.8701422,0.39125478,0.0087842345,0.66983813,1.8701422,0.6212006,0.009484807,1.5184015,0.113356106,0.10457187,24442.05,24432.27,93.29999999999927,38.599218750001455,100.85078124999927,10:10,False,False,2.225675e+06,1.63515e+06,0.0,0.0,-182325.0,-0.31892878,0.01015843,37.0,102.0,4.3263454,-4.11,-3.1600065,4.25,-0.05,0.55,0.65,0.2,none,(quiet),,tradable,,,,,market→model 2024-12-05 15:04:00,2024-12-05 15:04:00,4,2024-12-05,PE,24500.0,-0.006592443,OTM,25.0,0.06666667,rich,4.2,2.6184669,1.5815332,0.60399204,0.0296518,2.455605,1.5815332,0.620765,0.031878203,2.455605,0.28877017,0.25911835,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,8.247325e+06,1.014955e+07,0.0,-204100.0,104700.0,-0.1955062,0.026331635,4.0,5.0,2.409549,-2.2,-1.2869661,4.09,-0.39,-2.69,-3.69,,none,(quiet),,tradable,,,,,market→model 2024-11-21 12:17:00,2024-11-21 12:17:00,2,2024-11-21,PE,23200.0,-0.0057164207,OTM,192.0,0.512,rich,2.95,1.8902762,1.0597239,0.5606185,0.008150127,1.2327037,1.0597239,0.61921924,0.008570984,1.5084672,0.087054476,0.07890435,23344.85,23333.0,2.0499999999992724,162.45039062499927,81.69960937499854,12:17,False,False,613900.0,818350.0,0.0,0.0,242950.0,0.0076308916,0.008202797,84.0,143.0,1.6643593,-0.95,-0.3792098,2.75,-0.05,0.25,0.0,0.35,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model 2025-04-07 09:17:00,2025-04-07 09:17:00,2,2025-04-17,PE,21250.0,-0.035096243,OTM,2622.0,6.992,cheap,85.0,222.28448,-137.28448,-0.6176072,-0.12432364,,137.28448,0.6176072,0.12432364,,0.23457803,0.35890165,21971.2,22009.037,,131.75078125000073,227.54921874999854,09:17,False,True,225.0,150.0,0.0,,,,,4.0,4.0,0.9992438,141.5,-0.10708487,105.0,45.0,80.75,45.0,46.94,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2745.0,5068.75,2745.0,2871.0999,market→model 2024-10-24 12:48:00,2024-10-24 12:56:00,10,2024-10-24,PE,24300.0,-0.004012279,OTM,153.0,0.408,rich,3.4,2.2427175,1.1572824,0.51601785,0.007574859,1.8421924,1.1572824,0.61559993,0.007879436,2.5485892,0.076578625,0.06900376,24399.55,24397.693,-2.2999999999992724,81.09921875000146,58.35078124999927,12:56,False,False,1.16155e+06,1.681675e+06,0.0,0.0,530425.0,-0.28351784,0.0058481875,54.0,91.0,3.2853029,-2.1,-1.4607896,2.85,0.05,0.75,-0.05,-0.25,none,(quiet),,tradable,,,,,market→model 2024-11-14 11:44:00,2024-11-14 11:52:00,12,2024-11-14,PE,23300.0,-0.008206856,OTM,217.0,0.5786667,rich,3.45,2.1902175,1.2597824,0.575186,0.010149698,1.5248097,1.2597824,0.61504406,0.010149698,1.5248097,0.112059,0.1019093,23507.95,23492.006,0.25,167.95078125000146,21.849218750001455,11:52,False,False,1.247175e+06,1.3738e+06,0.0,75000.0,496225.0,0.3234709,0.01242148,20.0,133.0,2.615753,-1.65,-1.0192064,2.9,-0.05,0.0,-0.1,-1.25,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2025-04-24 13:10:00,2025-04-24 13:14:00,8,2025-04-24,CE,24300.0,0.0020057093,OTM,135.0,0.36,rich,3.6,2.257906,1.342094,0.5943976,0.006849055,4.8530507,1.342094,0.6133934,0.006863026,4.8530507,0.050968144,0.04411909,24257.5,24251.31,-6.200000000000728,90.34999999999854,18.049999999999272,13:14,False,False,967125.0,1.232625e+06,1.0,0.0,1.108125e+06,0.285881,0.005486053,34.0,77.0,2.3485217,-1.65,-0.9474304,3.75,0.1,-0.45,-0.6,-1.4,none,(quiet),,tradable,,,,,market→model 2025-01-01 14:04:00,2025-01-01 14:04:00,1,2025-01-02,PE,22900.0,-0.039943643,OTM,460.0,1.2266667,rich,2.85,1.7686808,1.0813192,0.61137044,0.017597677,1.7994757,1.0813192,0.61137044,0.017597677,1.7994757,0.27229795,0.25470027,23812.3,23833.223,73.64999999999782,10.499218749999272,249.50078125000073,14:04,True,False,129450.0,105150.0,0.0,-46575.0,-134775.0,,,24.0,,0.42066363,-0.25,0.34429908,2.75,0.05,0.0,-0.05,-0.35,none,(quiet),,liquid,,,,,both 2024-12-05 11:03:00,2024-12-05 11:41:00,67,2024-12-05,PE,23700.0,-0.025868706,OTM,228.0,0.608,cheap,2.15,4.027512,-1.8775119,-0.46617165,-0.027178722,-1.7013725,1.8775119,0.60964555,0.040944796,2.2507079,0.25519127,0.28237,24333.85,24321.088,-28.30000000000291,206.10039062500073,38.29960937500073,11:41,False,False,247775.0,119550.0,0.0,0.0,284975.0,0.15486042,-0.024471505,30.0,30.0,-0.71838385,-1.15,-2.7508156,2.5,0.1,0.2,-0.05,-0.3,none,(quiet),,tradable,-173.5,-167.0,-183.25,-199.5,model→market (spot/smile moved) 2024-11-14 10:08:00,2024-11-14 10:08:00,53,2024-11-14,CE,23800.0,0.0073114745,OTM,321.0,0.856,rich,16.5,13.6510515,2.8489485,0.2086981,0.008404407,0.65840054,2.8489485,0.60959667,0.010770276,0.98017526,0.13146596,0.12306155,23641.1,23626.621,55.89999999999782,34.800390625001455,140.44960937499854,10:08,False,False,1.85125e+06,1.6307e+06,0.0,0.0,-820400.0,1.2387382,0.0048167733,31.0,62.0,7.5613914,-10.8,-9.371692,14.35,-1.7,-3.3,-6.8,-8.65,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2024-12-05 10:20:00,2024-12-05 12:20:00,127,2024-12-05,CE,24950.0,0.012260852,OTM,189.0,0.504,cheap,14.8,21.687239,-6.887238,-0.317571,-0.02905343,0.40409246,6.887238,0.60724056,0.046566304,1.7577075,0.23117371,0.26022714,24639.05,24645.959,290.5,9.549218749998545,343.5007812500007,12:20,False,True,1.237575e+06,1.545775e+06,0.0,0.0,-743100.0,-1.0009333,-0.02454386,9.0,10.0,-1.3208458,-5.15,-9.049017,3.85,0.24,0.3,0.05,-0.25,none,(quiet),,tradable,-164.4,-160.5,-176.75,-196.25,model→market (spot/smile moved) 2025-05-15 14:42:00,2025-05-15 14:43:00,2,2025-05-15,PE,24850.0,-0.008699007,OTM,46.0,0.122666664,rich,2.8,1.7422472,1.0577528,0.60711986,0.020935137,0.68496436,1.0577528,0.60711986,0.020935137,0.68496436,0.24044834,0.2195132,25062.45,25067.113,-32.75,53.80078125,567.9992187499993,14:43,False,False,858825.0,1.9824e+06,0.0,-46350.0,51375.0,0.5428386,0.02996073,5.0,15.0,2.0259588,-1.15,-0.58236754,2.8,-0.7,-1.15,-1.66,-2.45,none,(quiet),,tradable,,,,,market→model 2025-04-17 13:06:00,2025-04-17 13:07:00,2,2025-04-17,PE,23350.0,-0.018115532,OTM,142.0,0.37866667,rich,2.95,1.8755877,1.0744123,0.5728404,0.018408468,0.3825625,1.0744123,0.60674906,0.018408468,0.3825625,0.2533498,0.23494135,23764.7,23776.852,78.40000000000146,0.1507812499985448,466.1492187500007,13:07,True,False,954225.0,655125.0,0.0,-85650.0,276300.0,-0.7652068,0.005847503,68.0,68.0,1.5350022,-1.25,-0.43566898,2.95,-0.15,-0.2,-0.45,-0.6,none,(quiet),,liquid,,,,,market→model 2024-10-24 13:13:00,2024-10-24 13:18:00,4,2024-10-24,PE,24300.0,-0.0042686695,OTM,131.0,0.34933335,rich,2.85,1.7778287,1.0721713,0.6030791,0.008617287,0.5764963,1.0721713,0.6030791,0.008617287,0.5764963,0.082822636,0.07420535,24398.8,24403.951,-8.299999999999272,81.84921875000146,57.60078124999927,13:18,False,False,653725.0,1.06925e+06,0.0,0.0,353800.0,0.20944576,0.010101402,32.0,69.0,2.797332,-1.55,-0.99590063,2.9,-0.1,-0.3,-0.4,-0.86,none,(quiet),,tradable,,,,,market→model 2024-11-21 13:08:00,2024-11-21 13:14:00,24,2024-11-21,PE,23250.0,-0.003340558,OTM,135.0,0.36,rich,4.0,2.7444806,1.2555193,0.45747063,0.0076151616,0.50508004,1.2555193,0.60282415,0.009204393,1.1091934,0.075735345,0.06812019,23341.3,23327.797,-3.0499999999992724,165.99921874999927,78.15078124999854,13:14,False,False,1.59075e+06,1.188725e+06,0.0,0.0,-93150.0,-0.09029496,0.0071047884,51.0,88.0,2.9298675,-1.9,-1.2515064,4.0,0.2,0.0,-0.85,-1.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model 2024-12-05 12:05:00,2024-12-05 12:05:00,3,2024-12-05,CE,25100.0,0.026280282,OTM,204.0,0.544,cheap,1.2,3.0159366,-1.8159367,-0.60211366,-0.036068458,-0.41681883,1.8159367,0.60211366,0.036068458,0.41681883,0.2506994,0.28676787,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,2.705975e+06,2.452775e+06,0.0,0.0,57225.0,-7.9539156,0.06435858,3.0,5.0,0.37273115,0.35,-0.5890146,1.3,0.05,0.4,1.24,0.9,none,(quiet),,liquid,-176.75,-154.0,-99.399994,-121.5,both 2024-10-03 12:33:00,2024-10-03 12:38:00,28,2024-10-03,CE,25700.0,0.011411365,OTM,171.0,0.456,rich,5.2,3.677166,1.5228341,0.41413254,0.012374718,1.4352,1.5228341,0.60198927,0.0146151,1.6044813,0.17522983,0.16285512,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,1.171875e+06,795175.0,0.0,0.0,-75300.0,-0.430813,0.015515747,31.0,98.0,3.787883,-2.91,-2.1417608,4.15,0.4,0.9,-1.1,-1.45,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model 2024-12-05 14:59:00,2024-12-05 15:00:00,2,2024-12-05,PE,24250.0,-0.0117369825,OTM,29.0,0.07733333,rich,4.34,2.711763,1.628237,0.6004349,0.037901174,3.0473099,1.628237,0.6004349,0.037901174,3.0473099,0.42252994,0.38462877,24554.5,24536.299,-259.0499999999993,303.25,258.9500000000007,15:00,True,True,4.5434e+06,5.758625e+06,0.0,0.0,-651100.0,-0.24270144,0.032819074,1.0,2.0,2.8172169,-2.69,-1.7351569,4.34,-2.69,-3.14,-4.09,,none,(quiet),,tradable,,,,,market→model 2025-04-17 14:01:00,2025-04-17 14:01:00,1,2025-04-17,PE,23350.0,-0.021486768,OTM,88.0,0.23466666,rich,2.7,1.6877769,1.012223,0.59973747,0.025979465,1.2672913,1.012223,0.59973747,0.025979465,1.2672913,0.36514693,0.33916748,23863.6,23857.145,75.84999999999854,4.650390625,565.0496093750007,14:01,False,False,564675.0,426300.0,1.0,309600.0,661425.0,-0.767636,0.007028865,14.0,14.0,1.3295367,-1.0,-0.24785826,2.65,-0.3,-0.45,-1.3,-1.6,none,(quiet),,liquid,,,,,market→model 2025-01-01 10:47:00,2025-01-01 10:47:00,1,2025-01-02,PE,22800.0,-0.039323017,OTM,657.0,1.752,rich,3.0,1.8796529,1.1203471,0.59603935,0.014579371,2.1952724,1.1203471,0.59603935,0.014579371,2.1952724,0.22669876,0.21211939,23673.7,23714.426,52.95000000000073,9.900781249998545,110.89921875000073,10:47,False,True,71100.0,270450.0,0.0,0.0,49200.0,,,,,,,,3.0,0.1,-0.1,-0.55,-0.4,none,(quiet),,liquid,,,,,not closed in session 2025-05-15 14:30:00,2025-05-15 14:34:00,9,2025-05-15,PE,24850.0,-0.008435029,OTM,55.0,0.14666666,rich,4.95,3.3580546,1.5919453,0.4740677,0.02042215,0.80859506,1.5919453,0.59550476,0.021251738,0.81285346,0.2433341,0.22291194,25058.25,25060.496,-13.700000000000728,58.0,563.7999999999993,14:34,True,False,5.27685e+06,1.84425e+06,0.0,36900.0,73125.0,1.8101879,0.039998733,10.0,18.0,3.4637923,-2.85,-2.0272024,4.65,-0.31,-1.65,-2.2,-3.85,none,(quiet),,tradable,,,,,market→model 2024-12-05 14:15:00,2024-12-05 14:15:00,1,2024-12-05,CE,25100.0,0.014098712,OTM,74.0,0.19733334,rich,2.95,1.852346,1.097654,0.592575,0.02197013,3.8991907,1.097654,0.592575,0.02197013,3.8991907,0.2828195,0.2608494,24738.65,24748.605,94.90000000000146,24.049609375000728,443.1003906250007,14:15,True,True,7.1529e+06,5.606175e+06,0.0,0.0,-245825.0,0.22605076,0.017906511,4.0,14.0,-0.9872406,0.6,1.2077546,2.04,0.71,1.71,4.11,0.21,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2026-01-01 09:16:00,2026-01-01 09:16:00,1,2026-01-13,CE,27300.0,0.03916544,OTM,3373.0,8.994667,rich,2.7,1.6995313,1.0004687,0.5886733,0.0058571063,,1.0004687,0.5886733,0.0058571063,,0.096223846,0.09036674,26194.3,26251.451,,1.0492187499985448,31.200781250001455,09:16,False,False,65.0,1690.0,0.0,,,,,4.0,62.0,0.77389807,-0.5,0.14607994,2.35,-0.1,-0.06,0.1,-0.15,none,(quiet),,liquid,,,,,market→model 2025-04-17 12:14:00,2025-04-17 12:15:00,40,2025-04-17,PE,23350.0,-0.012651694,OTM,194.0,0.5173333,rich,11.7,9.2407465,2.459253,0.26613143,0.013469499,0.9311325,2.459253,0.5873485,0.017827597,1.111208,0.22167893,0.20820943,23641.5,23647.293,54.25,6.549999999999272,342.9500000000007,12:15,False,False,1.83285e+06,2.6637e+06,0.0,-8100.0,-223350.0,-0.10834131,0.012904451,31.0,119.0,6.241281,-8.15,-6.844178,11.7,-2.9,-3.65,-6.2,-7.7,none,(quiet),,tradable,,,,,market→model 2024-12-05 10:17:00,2024-12-05 12:18:00,164,2024-12-05,CE,24900.0,0.009910367,OTM,191.0,0.5093333,cheap,25.4,34.135178,-8.735179,-0.2558996,-0.028804643,0.53483635,8.735179,0.5822584,0.04589069,1.5057771,0.23811623,0.26692086,24645.25,24654.451,295.2999999999993,3.349999999998545,349.7000000000007,12:18,True,True,2.8931e+06,2.3711e+06,0.0,0.0,-994925.0,-1.5345683,-0.023552755,12.0,84.0,-2.2634296,-11.7,-16.869146,5.0,-0.05,0.95,0.35,0.4,none,(quiet),,tradable,-183.25,-118.25,-157.25,-154.0,model→market (spot/smile moved) 2025-05-08 12:15:00,2025-05-08 12:15:00,2,2025-05-08,CE,24500.0,0.003926533,OTM,194.0,0.5173333,rich,3.1,2.001638,1.098362,0.5487316,0.0066188117,-0.28119585,1.098362,0.58158207,0.006667159,0.28119585,0.065256655,0.058637843,24408.65,24403.988,-1.0999999999985448,38.599609375,35.20039062499927,12:15,False,False,2.13435e+06,2.568975e+06,0.0,-133650.0,-690225.0,0.0,0.0066188117,62.0,116.0,2.4622593,-1.4,-0.8314165,2.85,-0.4,-0.4,-0.31,-0.6,low,India open after overnight US data: FOMC,,tradable,,,,,market→model 2025-04-09 09:32:00,2025-04-09 10:05:00,319,2025-04-09,CE,22400.0,-0.00027680246,ITM,324.0,0.864,cheap,61.0,74.0989,-13.0989,-0.1767759,-0.025053758,-0.7129875,13.0989,0.57885754,0.03700884,2.8693027,0.11055901,0.13561277,22419.15,22406.201,4.600000000002183,49.54960937500073,62.150390625,10:05,True,False,3.80685e+06,8.070825e+06,0.0,0.0,3.251475e+06,0.0,-0.025053758,210.0,269.0,-7.6652465,-50.35,-56.91861,83.3,-1.71,-24.85,-8.85,-15.96,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-291.15002,-1795.25,-755.25,-1217.3999,model→market (spot/smile moved) 2025-01-02 14:20:00,2025-01-02 14:20:00,1,2025-01-02,CE,24300.0,0.004662816,OTM,69.0,0.184,rich,2.8,1.7735182,1.0264819,0.5787828,0.011974713,2.126455,1.0264819,0.5787828,0.011974713,2.126455,0.12159727,0.10962255,24183.65,24186.957,44.70000000000073,2.949609374998545,432.1003906250007,14:20,True,False,1.0507425e+07,6.66585e+06,0.0,0.0,288825.0,-0.2621285,0.014660824,2.0,7.0,1.6079845,-0.9,-0.34029314,2.0,-0.1,-0.6,-0.6,0.85,none,(quiet),,tradable,,,,,market→model 2024-11-21 12:30:00,2024-11-21 12:30:00,2,2024-11-21,PE,23200.0,-0.00578916,OTM,179.0,0.47733334,rich,2.85,1.8061337,1.0438663,0.57795626,0.008542651,1.1398245,1.0438663,0.57795626,0.008542651,1.1398245,0.090311065,0.081768416,23347.9,23334.697,-12.44999999999709,159.39960937499927,84.75039062499854,12:30,False,False,911625.0,801850.0,0.0,0.0,-538050.0,0.11933476,0.009407604,71.0,130.0,1.5317174,-0.85,-0.29506734,2.9,-0.1,-0.36,-0.3,2.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model 2025-04-09 09:27:00,2025-04-09 09:57:00,248,2025-04-09,PE,22350.0,-0.0009925424,OTM,332.0,0.88533336,cheap,59.0,72.52345,-13.523449,-0.18647002,-0.02575532,-0.6122326,13.523449,0.5766848,0.02752699,3.3534276,0.13152821,0.15728354,22387.55,22372.193,3.9500000000007276,81.14921875000073,30.55078125,09:57,True,False,2.318325e+06,1.3548e+06,0.0,-451800.0,-38550.0,0.010189398,-0.025735892,82.0,176.0,-6.509886,-46.4,-53.527622,86.1,-0.1,-22.4,-49.31,-22.15,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-186.5,-1636.0,-3385.1501,-1619.75,model→market (spot/smile moved) 2025-04-17 12:32:00,2025-04-17 12:32:00,1,2025-04-17,CE,23950.0,0.009516853,OTM,177.0,0.472,rich,2.85,1.8081751,1.0418248,0.57617474,0.011116068,1.2356089,1.0418248,0.57617474,0.011116068,1.2356089,0.13339582,0.12227975,23709.4,23723.152,109.65000000000146,0.099609375,410.8503906250007,12:32,True,False,2.024475e+06,2.441175e+06,0.0,0.0,259500.0,-0.32719278,0.014118138,99.0,110.0,-3.348551,2.05,2.6622052,2.6,0.35,-0.6,-0.35,-0.95,none,(quiet),,tradable,,,,,model→market (spot/smile moved) 2024-11-14 12:59:00,2024-11-14 12:59:00,1,2024-11-14,PE,23400.0,-0.005559215,OTM,150.0,0.4,rich,2.75,1.7468872,1.0031128,0.5742287,0.008903968,0.47896448,1.0031128,0.5742287,0.008903968,0.47896448,0.09465658,0.085752614,23536.35,23530.447,8.0,139.55039062500146,50.249609375001455,12:59,False,False,875400.0,1.2273e+06,0.0,0.0,-672950.0,0.21621294,0.0105897635,18.0,29.0,1.1634583,-0.6,-0.08429612,2.65,-0.2,-0.05,-0.55,-0.85,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2024-10-24 10:52:00,2024-10-24 10:52:00,1,2024-10-24,PE,24200.0,-0.008922203,OTM,277.0,0.73866665,rich,2.75,1.7499634,1.0000366,0.57146144,0.008314305,0.2959182,1.0000366,0.57146144,0.008314305,0.2959182,0.10015757,0.091843255,24414.5,24416.883,-15.650000000001455,66.15000000000146,73.29999999999927,10:52,False,False,408325.0,788675.0,0.0,-177725.0,-13125.0,0.65992236,0.012897952,81.0,167.0,2.8763173,-1.55,-1.0111165,2.54,-0.19,0.26,0.21,0.0,none,(quiet),,tradable,,,,,market→model 2025-04-03 10:28:00,2025-04-03 10:34:00,39,2025-04-03,CE,23400.0,0.0047077215,OTM,295.0,0.7866667,rich,7.25,5.507234,1.7427658,0.31645027,0.006320105,0.6233575,1.7427658,0.568293,0.0071613616,0.9058484,0.07797605,0.07165594,23295.8,23290.098,45.70000000000073,10.69921875,150.00078125000073,10:34,False,False,1.375125e+06,1.659225e+06,0.0,0.0,1.51935e+06,-0.2681527,0.007237765,46.0,132.0,5.6372533,-5.05,-4.154174,7.75,-1.3,-0.5,-2.25,-3.3,high,US 'Liberation Day' reciprocal tariffs: 26-27% on India (announced 01:30 IST); Sensex -322,,tradable,,,,,market→model 2024-12-05 11:07:00,2024-12-05 11:20:00,18,2024-12-05,CE,25050.0,0.029144583,OTM,249.0,0.664,cheap,1.1,2.5408978,-1.440898,-0.56708217,-0.030366257,-1.1419592,1.440898,0.56708217,0.030366257,1.1419592,0.24557976,0.27594602,24345.55,24330.465,-68.15000000000146,194.39921875000073,50.00078125000073,11:20,False,False,265550.0,148975.0,0.0,0.0,-97450.0,,,51.0,51.0,1.0688281,1.65,0.10625317,1.3,0.05,0.0,-0.16,-0.16,none,(quiet),,liquid,-176.75,-180.0,-190.40001,-190.40001,market→model 2024-10-31 13:25:00,2024-10-31 13:29:00,9,2024-10-31,CE,24300.0,0.00391109,OTM,120.0,0.32,rich,3.65,2.4730327,1.1769674,0.47592068,0.008287207,0.8322576,1.1769674,0.56290746,0.008525404,0.8542315,0.0865974,0.07831019,24212.15,24205.146,3.900000000001455,160.29960937500073,21.000390624998545,13:29,False,False,737150.0,736750.0,0.0,0.0,-193625.0,0.09569099,0.00766395,33.0,38.0,2.0194497,-1.2,-0.6057787,3.7,-0.15,-0.25,0.05,0.2,none,(quiet),,tradable,,,,,market→model 2024-11-14 12:01:00,2024-11-14 12:01:00,1,2024-11-14,PE,23300.0,-0.0088279145,OTM,208.0,0.55466664,rich,2.8,1.7937429,1.0062572,0.5609818,0.009641997,1.1299984,1.0062572,0.5609818,0.009641997,1.1299984,0.11592541,0.10628341,23521.85,23506.602,20.0,154.05039062500146,35.749609375001455,12:01,False,False,587075.0,748075.0,1.0,59075.0,544675.0,0.58001894,0.014336696,13.0,124.0,2.3803895,-1.25,-0.72487587,2.65,0.0,-0.36,-1.0,-0.9,low,India open after overnight US data: US CPI,,tradable,,,,,market→model 2025-01-01 11:16:00,2025-01-01 11:16:00,1,2025-01-02,PE,22850.0,-0.0394887,OTM,628.0,1.6746666,rich,2.9,1.860277,1.039723,0.5589076,0.014080548,1.0676247,1.039723,0.5589076,0.014080548,1.0676247,0.2314594,0.21737885,23752.45,23770.37,91.45000000000073,9.05078125,189.64921875000073,11:16,False,False,44550.0,116100.0,0.0,0.0,-29400.0,,0.10882463,21.0,,0.4059807,-0.25,0.3657928,2.85,0.0,-0.05,-0.2,-0.31,none,(quiet),,liquid,,,,,both 2025-03-27 12:33:00,2025-03-27 12:46:00,17,2025-03-27,CE,23700.0,0.0039001792,OTM,163.0,0.43466666,rich,3.45,2.2433069,1.2066932,0.5379082,0.007639756,0.283122,1.2066932,0.55797416,0.007639756,0.283122,0.0735221,0.06588234,23597.95,23607.746,1.3500000000021828,28.80078125,185.74921874999927,12:46,False,False,891525.0,859200.0,0.0,-204075.0,-320925.0,-0.30503237,0.009366667,99.0,104.0,2.362872,-1.75,-1.0093758,2.95,0.0,0.4,0.4,-0.05,none,(quiet),,tradable,,,,,market→model 2025-01-01 10:54:00,2025-01-01 10:54:00,2,2025-01-02,PE,22850.0,-0.039967895,OTM,650.0,1.7333333,rich,3.05,1.9585948,1.0914053,0.55723894,0.014160195,2.1576712,1.0914053,0.55723894,0.014160195,2.1576712,0.23157613,0.21741594,23737.5,23781.762,106.59999999999854,9.75,174.70000000000073,10:54,True,False,145875.0,71850.0,0.0,-50400.0,2175.0,,0.05046569,43.0,,0.5992733,-0.4,0.26747504,3.0,-0.2,-0.25,-0.2,-0.3,none,(quiet),,liquid,,,,,both 2025-04-17 12:49:00,2025-04-17 12:49:00,1,2025-04-17,PE,23300.0,-0.018935654,OTM,160.0,0.42666668,rich,2.9,1.8630894,1.0369105,0.5565544,0.017340176,0.51934063,1.0369105,0.5565544,0.017340176,0.51934063,0.24690442,0.22956425,23735.7,23745.404,86.25,6.400781249998545,437.1492187500007,12:49,False,False,1.703625e+06,1.40715e+06,0.0,-327300.0,-247950.0,-1.0108207,0.00050366274,32.0,86.0,1.4291008,-0.8,-0.2402074,2.65,-0.11,-0.15,-0.61,-0.36,none,(quiet),,liquid,,,,,market→model 2025-03-27 11:42:00,2025-03-27 11:56:00,19,2025-03-27,CE,23750.0,0.005808623,OTM,213.0,0.568,rich,3.7,2.4523134,1.2476866,0.50877947,0.00805377,0.8168228,1.2476866,0.55108976,0.0082172,0.8591661,0.08796871,0.079914935,23608.45,23612.445,22.700000000000728,18.30078125,196.24921874999927,11:56,False,False,509700.0,548775.0,0.0,0.0,-139050.0,-0.20309871,0.00922979,35.0,149.0,2.7703822,-1.8,-1.1502701,3.75,-0.15,0.15,-0.35,-1.35,none,(quiet),,tradable,,,,,market→model 2024-12-05 12:14:00,2024-12-05 12:22:00,15,2024-12-05,PE,23750.0,-0.034938794,OTM,187.0,0.49866667,cheap,1.6,3.3914297,-1.7914296,-0.52822256,-0.03993151,-1.4094738,1.7914296,0.5504272,0.041967746,1.6874053,0.3493987,0.3893302,24595.55,24594.463,230.25,53.049218749998545,300.0007812500007,12:22,True,False,503975.0,341725.0,0.0,58750.0,-933000.0,7.55193,0.07336012,7.0,9.0,-0.27711788,-0.25,-1.1521431,1.35,0.2,0.25,-0.05,-0.45,none,(quiet),,liquid,-167.0,-163.75,-183.25,-209.25,model→market (spot/smile moved) 2024-12-05 09:59:00,2024-12-05 12:00:00,149,2024-12-05,PE,23850.0,-0.021115793,OTM,209.0,0.55733335,cheap,5.75,10.02174,-4.2717404,-0.42624736,-0.03320462,-2.1935058,4.2717404,0.5488258,0.04466637,4.315843,0.26667175,0.29987636,24367.95,24358.967,18.049999999999272,172.00078125000073,72.39921875000073,12:00,False,True,405275.0,766475.0,0.0,0.0,169050.0,2.2104845,-0.01481861,11.0,11.0,-0.9885916,-3.46,-6.9599285,6.8,-0.1,0.35,0.75,0.2,none,(quiet),,liquid,-186.5,-157.25,-131.25,-167.0,model→market (spot/smile moved) 2025-04-03 11:10:00,2025-04-03 11:13:00,4,2025-04-03,CE,23400.0,0.0054942234,OTM,256.0,0.68266666,rich,3.0,1.937225,1.062775,0.54860693,0.0068536843,0.35638118,1.062775,0.54860693,0.0068536843,0.35638118,0.07338061,0.06652693,23280.4,23271.787,-3.899999999997817,26.099609375,134.60039062500073,11:13,False,False,972825.0,736500.0,0.0,119100.0,-821100.0,0.042151153,0.006608019,70.0,95.0,2.8711648,-1.55,-1.0101495,2.85,0.1,-0.31,-0.5,-0.45,high,US 'Liberation Day' reciprocal tariffs: 26-27% on India (announced 01:30 IST); Sensex -322,,tradable,,,,,market→model 2024-10-24 10:01:00,2024-10-24 11:19:00,263,2024-10-24,CE,24400.0,-9.8373515e-05,ITM,250.0,0.6666667,cheap,21.25,28.898396,-7.648396,-0.26466507,-0.015290882,-1.5670782,7.648396,0.54797536,0.02114286,2.2691202,0.040005647,0.05529653,24397.5,24402.4,-22.900000000001455,83.15000000000146,56.29999999999927,11:19,False,False,2.0009e+06,2.663275e+06,0.0,996250.0,3.4868e+06,0.0,-0.015290882,176.0,188.0,-3.6565778,-14.45,-18.401783,42.3,-6.85,3.7,10.05,0.5,none,(quiet),,tradable,-625.25,60.5,473.25,-147.5,model→market (spot/smile moved) 2025-04-17 13:02:00,2025-04-17 13:02:00,1,2025-04-17,PE,23350.0,-0.016505199,OTM,147.0,0.392,rich,3.1,2.0034263,1.0965736,0.5473491,0.016865663,0.2006573,1.0965736,0.5473491,0.016865663,0.2006573,0.23274177,0.21587612,23731.1,23738.594,21.69999999999709,16.500390624998545,432.5496093750007,13:02,False,True,425100.0,266550.0,0.0,0.0,-154800.0,1.4407282,0.034326117,73.0,73.0,1.6736555,-1.4,-0.5635076,3.0,-0.3,-0.2,-0.25,-0.75,none,(quiet),,tradable,,,,,market→model