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
2026-03-13 15:01:00,2026-03-13 15:04:00,3,2026-03-24,CE,22500.0,-0.029147664,ITM,2650.0,7.0666666,cheap,717.95,858.3256,-140.37564,-0.1635459,-0.123638436,-11.715963,140.37564,0.1635459,0.123638436,11.715963,0.17204271,0.29568115,23138.05,23165.475,-97.45000000000073,354.34921875000146,26.05078125,15:04,True,False,390.0,455.0,0.0,0.0,3185.0,,-0.11824702,1.0,1.0,1.0169111,128.75,2.1410964,877.0,-6.7,-30.3,-23.2,,none,(quiet),,liquid,-615.5,-2149.5,-1688.0,,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
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
2025-04-07 09:17:00,2025-04-07 09:17:00,1,2025-04-17,PE,22850.0,0.03749798,ITM,2622.0,6.992,rich,995.0,885.8483,109.151665,0.1232171,0.11082515,,109.151665,0.1232171,0.11082515,,0.30774942,0.19692427,21971.2,22009.037,,131.75078125000073,227.54921874999854,09:17,False,True,3825.0,2775.0,0.0,0.0,0.0,-112.019295,-0.0035137404,1.0,1.0,0.71952164,-150.45,58.64726,844.55,89.75,-1.85,-144.95,15.65,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2026-04-08 09:54:00,2026-04-08 09:54:00,1,2026-04-21,PE,24400.0,0.018593764,ITM,3335.0,8.893333,rich,709.65,600.95435,108.695656,0.18087173,0.06697278,,108.695656,0.18087173,0.06697278,,0.24900733,0.18203455,23922.05,23950.504,58.70000000000073,39.19921875,93.55078125,09:54,False,False,780.0,325.0,0.0,0.0,0.0,-109.58816,-0.00043618405,1.0,1.0,1.0149341,-109.1,-1.6053307,600.55,0.0,0.0,15.45,22.2,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,liquid,,,,,market→model
2025-04-07 09:16:00,2025-04-07 09:16:00,1,2025-04-17,CE,21750.0,-0.01623876,ITM,2623.0,6.9946666,cheap,519.65,619.4145,-99.76451,-0.1610626,-0.074108526,,99.76451,0.1610626,0.074108526,,0.21306661,0.28717515,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,1575.0,15300.0,0.0,0.0,0.0,-92.35211,-0.0055121803,1.0,1.0,0.68079925,85.3,-39.993908,604.95,-44.7,65.95,98.4,-22.91,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-3085.5,4106.75,6216.0,-1669.15,market→model
2025-04-07 09:17:00,2025-04-07 09:17:00,2,2025-04-17,PE,21200.0,-0.037451956,OTM,2622.0,6.992,cheap,117.0,214.44705,-97.447044,-0.45441076,-0.08733258,,97.447044,0.45441076,0.08733258,,0.27685565,0.36418822,21971.2,22009.037,,131.75078125000073,227.54921874999854,09:17,False,True,1875.0,525.0,0.0,0.0,,,,1.0,1.0,1.0616854,90.25,5.243656,207.25,26.35,-0.25,-60.6,-61.25,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,1532.75,-196.25,-4119.0,-4161.25,market→model
2025-04-07 09:21:00,2025-04-07 09:21:00,3,2025-04-09,CE,21450.0,-0.032009777,ITM,1118.0,2.9813333,cheap,757.2,848.1849,-90.98485,-0.10727007,-0.13449591,,90.98485,0.10727007,0.13449591,,0.29755002,0.43204597,22064.75,22147.717,,38.20000000000073,321.09999999999854,09:21,False,False,150.0,75.0,0.0,9525.0,,-91.601265,0.0007385637,1.0,1.0,0.6547468,54.35,-28.659193,811.55,-16.5,9.1,22.5,-81.05,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-1252.5,411.50003,1282.5,-5448.25,both
2025-04-07 09:16:00,2025-04-07 09:25:00,6,2025-04-17,PE,22550.0,0.020315628,ITM,2614.0,6.970667,cheap,511.75,598.67914,-86.929146,-0.14520156,-0.07439237,,86.929146,0.14520156,0.08514036,,0.14410022,0.2184926,22032.7,22096.504,,70.25078125000073,289.04921874999854,09:25,True,True,300.0,225.0,0.0,0.0,-3150.0,,,1.0,1.0,0.81519854,57.29,-12.987357,645.29,-16.44,-82.25,-186.94,7.71,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-1248.6,-5526.25,-12331.101,321.15,market→model
2026-04-15 09:45:00,2026-04-15 09:45:00,1,2026-04-21,PE,24950.0,0.028952554,ITM,1844.0,4.917333,rich,813.75,731.60046,82.14954,0.11228745,0.10333876,,82.14954,0.11228745,0.10333876,,0.25467563,0.15133686,24219.4,24237.99,-13.5,61.499609375001455,73.60039062500073,09:45,True,True,65.0,130.0,0.0,,,-82.24271,-9.2227965e-06,1.0,1.0,0.9860888,-77.25,1.0897981,736.5,-9.35,7.45,-5.5,-33.2,none,(quiet),,liquid,,,,,market→model
2026-02-01 12:36:00,2026-02-01 12:36:00,1,2026-02-10,PE,25900.0,0.03638005,ITM,2798.0,7.4613333,rich,1046.35,964.79486,81.55513,0.084531054,0.077662684,7.489792,81.55513,0.084531054,0.077662684,7.489792,0.25123617,0.1735735,24949.4,24974.69,-349.7999999999993,491.49960937500146,377.650390625,12:36,True,False,715.0,1300.0,0.0,0.0,-2665.0,-81.92909,-0.00029030495,1.0,1.0,1.1207429,-126.3,-13.606892,920.05,0.0,5.15,-56.4,-108.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-04-01 15:24:00,2026-04-01 15:24:00,1,2026-04-13,PE,22450.0,-0.013446338,OTM,2630.0,7.0133333,cheap,240.6,318.53543,-77.93544,-0.24466804,-0.054198664,,77.93544,0.24466804,0.054198664,,0.2482601,0.30245876,22683.5,22753.908,26.299999999999272,257.7999999999993,64.90000000000146,15:24,False,False,65.0,975.0,0.0,,,76.07226,-0.0013663088,1.0,1.0,1.018634,79.8,1.459786,320.4,-6.2,,,,none,(quiet),,liquid,-583.0,,,,market→model
2025-04-07 09:19:00,2025-04-07 09:19:00,1,2025-04-17,PE,22350.0,0.018327925,ITM,2620.0,6.9866667,rich,674.85,597.3345,77.5155,0.129769,0.05730888,,77.5155,0.129769,0.05730888,,0.30168352,0.24437465,21888.35,21944.102,,214.60039062500073,144.69960937499854,09:19,False,True,1800.0,450.0,0.0,0.0,-3900.0,,,1.0,1.0,0.95547533,-101.85,4.746157,573.0,-126.5,-155.25,-123.85,-51.55,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04-07 09:26:00,2025-04-07 09:28:00,2,2025-04-17,PE,22450.0,0.014011258,ITM,2611.0,6.9626665,cheap,442.15,517.31274,-75.16272,-0.14529455,-0.055666994,,75.16272,0.14529455,0.055666994,,0.17388491,0.22955191,22063.6,22137.64,,39.35039062500073,319.94960937499854,09:28,True,True,1725.0,1875.0,0.0,0.0,-4200.0,,,1.0,1.0,1.124068,91.85,10.137859,504.8,-62.65,-63.8,49.8,68.24,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-4252.25,-4327.0,3057.0,4255.6,market→model
2026-09-02 09:18:00,2026-09-02 09:18:00,1,2026-09-08,PE,24650.0,0.031510174,ITM,1871.0,4.989333,rich,842.45,768.5587,73.89131,0.09614271,0.12219847,,73.89131,0.09614271,0.12219847,,0.24151024,0.11931177,23832.65,23885.385,,50.29960937500073,25.100390625000728,09:18,False,True,65.0,845.0,0.0,,,-74.39723,-0.0018694407,1.0,1.0,0.89185697,-64.35,7.802826,778.1,0.55,19.65,1.4,-14.05,none,(quiet),,liquid,,,,,market→model
2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-11,CE,23950.0,-0.025206152,ITM,1514.0,4.0373335,rich,692.8,620.91595,71.884056,0.11577099,0.10980377,8.094084,71.884056,0.11577099,0.10980377,8.094084,0.23773508,0.1279313,24570.2,24561.36,64.0,107.40078124999854,72.24921874999927,15:15,True,False,715.0,65.0,0.0,0.0,-325.0,72.29214,-0.0009539984,1.0,1.0,0.2280356,-17.3,58.56535,675.5,0.0,-14.35,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-04-02 13:10:00,2026-04-02 13:10:00,1,2026-04-13,PE,21650.0,-0.03396522,OTM,2389.0,6.3706665,cheap,138.6,210.43219,-71.8322,-0.34135553,-0.06410269,,71.8322,0.34135553,0.06410269,,0.29236645,0.35646915,22362.85,22397.979,7.899999999997817,43.150390625,180.29960937500073,13:10,False,False,1820.0,65.0,0.0,,,69.10759,-0.002423837,17.0,34.0,0.4542281,16.4,-19.705206,155.0,0.0,0.0,0.0,1.0,none,(quiet),,liquid,-180.0,-180.0,-180.0,-115.0,both
2025-02-01 11:50:00,2025-02-01 11:50:00,2,2025-02-13,CE,23250.0,-0.012651313,ITM,3594.0,9.584,rich,544.35,473.23376,71.11624,0.1502772,0.041603267,6.5987997,71.11624,0.1502772,0.041603267,6.5987997,0.20838599,0.16678272,23473.0,23546.012,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,75.0,450.0,0.0,0.0,24000.0,71.147446,7.456713e-05,1.0,2.0,1.9787023,-80.1,-39.618923,464.25,0.3,-32.25,-37.05,-45.8,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2025-04-07 09:18:00,2025-04-07 09:18:00,5,2025-04-17,CE,21700.0,-0.011486415,ITM,2621.0,6.989333,rich,658.65,588.4102,70.23975,0.119372085,0.0495682,,70.23975,0.119372085,0.0495682,,0.36201698,0.31244877,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,10575.0,11175.0,0.0,15300.0,15300.0,74.430374,-0.0028829775,1.0,1.0,0.94486797,-58.05,3.3871553,600.6,-12.2,76.7,138.45,28.5,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2026-01-27 09:16:00,2026-01-27 09:16:00,6,2026-01-27,CE,24450.0,-0.025133628,ITM,373.0,0.9946667,rich,694.25,625.6685,68.58148,0.10961313,0.2415335,,68.58148,0.10961313,0.2415335,,0.45089,0.20935652,25053.25,25072.305,,73.04999999999927,9.450000000000728,09:16,False,True,65.0,260.0,0.0,0.0,0.0,69.49532,-0.00982375,1.0,2.0,1.6571045,-78.5,-31.128214,615.75,9.7,-88.65,-92.7,90.1,none,(quiet),,liquid,,,,,market→model
2025-04-07 09:31:00,2025-04-07 09:31:00,2,2025-04-17,PE,23150.0,0.039531242,ITM,2608.0,6.9546666,rich,1015.95,947.5877,68.362274,0.07214347,0.07276363,,68.362274,0.07214347,0.07276363,,0.28395632,0.2111927,22159.6,22252.705,,5.500390624998545,415.94960937499854,09:31,True,True,1275.0,2100.0,0.0,0.0,,-69.650764,-0.0014855511,1.0,1.0,0.91073793,-65.2,6.390298,950.75,43.0,75.4,209.25,153.75,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04-07 09:16:00,2025-04-07 09:16:00,3,2025-04-17,CE,21800.0,-0.013942548,ITM,2623.0,6.9946666,rich,649.4,581.0856,68.31441,0.11756342,0.048709426,,68.31441,0.11756342,0.048709426,,0.33040208,0.28169265,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,24375.0,39825.0,0.0,0.0,0.0,68.92689,-0.0003599921,1.0,2.0,1.8162892,-87.3,-39.234966,562.1,-29.95,52.4,103.45,-17.35,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2024-10-21 13:08:00,2024-10-21 13:08:00,1,2024-10-31,PE,25350.0,0.024220025,ITM,3141.0,8.376,rich,703.7,636.08044,67.61958,0.10630666,0.058167886,2.4612625,67.61958,0.10630666,0.058167886,2.4612625,0.17171015,0.113542266,24726.3,24743.398,-26.200000000000728,251.99921874999927,46.700781250001455,13:08,False,False,1250.0,25.0,0.0,49750.0,49750.0,-68.2716,-0.0005449883,1.0,3.0,1.4490651,-70.8,-21.94091,632.9,0.0,-17.86,-88.4,-88.4,none,(quiet),,liquid,,,,,market→model
2026-09-03 09:17:00,2026-09-03 09:17:00,1,2026-09-08,PE,24900.0,0.036023743,ITM,1497.0,3.992,rich,948.95,881.84674,67.10327,0.076094024,0.1534285,,67.10327,0.076094024,0.1534285,,0.27991256,0.12648407,23974.35,24018.973,,51.050390625001455,6.899609374999272,09:17,False,False,65.0,260.0,0.0,,,-67.04865,0.0011642958,1.0,1.0,0.8880958,-62.1,7.824888,886.85,0.0,-8.45,-11.05,-47.9,none,(quiet),,liquid,,,,,market→model
2025-04-07 09:16:00,2025-04-07 09:16:00,9,2025-04-17,PE,22250.0,0.0064894906,ITM,2623.0,6.9946666,cheap,344.0,411.03012,-67.03013,-0.16307838,-0.046402454,,67.03013,0.16307838,0.046402454,,0.18075219,0.22715466,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,3900.0,4575.0,0.0,0.0,0.0,,,1.0,1.0,1.9114863,135.05,64.39817,479.05,37.95,-37.15,-126.5,-9.8,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2286.75,-2594.75,-8402.5,-817.0,market→model
2025-04-07 09:36:00,2025-04-07 09:36:00,2,2025-04-17,CE,22550.0,0.017672412,OTM,2603.0,6.9413333,cheap,116.95,182.0931,-65.14309,-0.35774606,-0.050385688,,65.14309,0.35774606,0.050385688,,0.18237965,0.23276533,22080.35,22154.988,,109.650390625,336.69960937499854,09:36,True,True,1200.0,450.0,0.0,,,-60.514954,-0.0035567966,1.0,1.0,1.0814006,69.05,5.1976247,186.0,-8.85,-31.95,-6.55,-30.25,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-755.25,-2256.75,-605.75,-2146.25,market→model
2025-02-01 11:50:00,2025-02-01 11:50:00,1,2025-02-13,CE,23150.0,-0.016961664,ITM,3594.0,9.584,rich,609.79,545.3931,64.39685,0.11807418,0.039508194,7.3190007,64.39685,0.11807418,0.039508194,7.3190007,0.20966698,0.17015879,23473.0,23546.012,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,75.0,825.0,0.0,14925.0,14925.0,62.849506,0.001059243,1.0,1.0,1.6003759,-114.34,-42.894287,495.45,17.8,0.3,18.09,-17.15,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2026-06-22 15:15:00,2026-06-22 15:15:00,1,2026-06-30,PE,24750.0,0.025123494,ITM,1889.0,5.0373335,rich,690.65,628.3199,62.330093,0.09920121,0.082170844,7.283732,62.330093,0.09920121,0.082170844,7.283732,0.20687127,0.124700435,24108.05,24135.94,-28.950000000000728,59.99921874999927,34.900781249998545,15:15,False,False,2990.0,1170.0,0.0,0.0,0.0,-63.684208,-0.0026307611,1.0,1.0,0.91006935,-65.25,6.4478316,625.4,0.0,12.6,,,none,(quiet),,liquid,,,,,market→model
2026-07-15 12:58:00,2026-07-15 12:58:00,2,2026-07-21,PE,24800.0,0.031160254,ITM,1651.0,4.4026666,rich,828.4,767.192,61.207993,0.079781845,0.107154705,7.8691883,61.207993,0.079781845,0.107154705,7.8691883,0.24200846,0.13485377,24068.5,24039.14,-106.5,151.84999999999854,57.95000000000073,12:58,True,False,390.0,780.0,0.0,65.0,325.0,-61.58145,-0.0011410625,1.0,1.0,0.74314904,-43.3,14.965568,785.1,-7.35,-22.2,7.15,-22.8,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2025-04-07 09:16:00,2025-04-07 09:18:00,4,2025-04-17,PE,22350.0,0.018027646,ITM,2621.0,6.989333,cheap,535.75,596.3895,-60.639523,-0.10167771,-0.046463333,,60.639523,0.10167771,0.046463333,,0.200439,0.24690233,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,3375.0,1800.0,0.0,-3900.0,-3900.0,,,1.0,1.0,1.00684,139.1,0.94497806,495.0,40.75,-48.5,-107.55,42.65,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2468.75,-3332.5,-7170.75,2592.25,market→model
2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-11,CE,23750.0,-0.033591945,ITM,1514.0,4.0373335,rich,876.75,816.1603,60.589745,0.07423756,0.119977325,4.8974023,60.589745,0.07423756,0.119977325,4.8974023,0.2634561,0.14347877,24570.2,24561.36,64.0,107.40078124999854,72.24921874999927,15:15,True,False,65.0,65.0,0.0,-130.0,-130.0,60.658047,-6.760035e-05,1.0,1.0,0.23253746,-17.9,59.076843,858.85,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-02-01 12:29:00,2026-02-01 12:29:00,1,2026-02-03,CE,24150.0,-0.031037217,ITM,930.0,2.48,rich,847.15,787.22003,59.92999,0.07612864,0.10982271,,59.92999,0.07612864,0.10982271,,0.3497299,0.23990718,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,65.0,650.0,0.0,195.0,,59.992416,-7.230966e-05,1.0,1.0,2.4682102,-142.95,-85.03354,704.2,-128.1,-10.8,108.3,169.55,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,CE,24150.0,-0.017844742,ITM,3389.0,9.0373335,rich,552.3,492.64212,59.657887,0.12109782,0.04183692,11.4101305,59.657887,0.12109782,0.04183692,11.4101305,0.15466587,0.112828955,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,130.0,260.0,0.0,-65.0,-520.0,59.605648,0.0001308581,1.0,1.0,0.31985676,-24.3,51.671505,528.0,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-02-01 12:19:00,2026-02-01 12:19:00,2,2026-02-10,PE,25650.0,0.020507164,ITM,2815.0,7.5066667,cheap,538.7,597.36816,-58.668144,-0.098211035,-0.055782877,-13.063947,58.668144,0.098211035,0.055782877,13.063947,0.09232028,0.14810316,25084.65,25129.348,-215.9499999999971,356.24960937500146,3.9503906249992724,12:19,True,True,650.0,390.0,0.0,0.0,-2730.0,58.194904,-0.0004498848,1.0,2.0,1.3410687,53.3,13.555581,592.0,49.0,27.0,274.9,78.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,3005.0,1575.0,17688.5,4899.75,market→model
2025-06-03 09:16:00,2025-06-03 09:16:00,3,2025-06-05,CE,23900.0,-0.03502385,ITM,1123.0,2.9946666,rich,926.35,868.6935,57.65653,0.066371545,0.11130231,,57.65653,0.066371545,0.11130231,,0.32764736,0.21634504,24733.95,24751.9,,111.15078124999854,14.849218750001455,09:16,False,True,600.0,150.0,0.0,0.0,0.0,58.726124,-0.0029783417,1.0,1.0,1.0548966,-63.95,-3.3279433,862.4,-30.45,-66.9,-93.4,-79.4,none,(quiet),,liquid,,,,,market→model
2025-02-01 11:50:00,2025-02-01 11:50:00,2,2025-02-13,PE,23850.0,0.012827772,ITM,3594.0,9.584,cheap,397.95,455.50983,-57.55984,-0.12636355,-0.03540906,-4.951963,57.55984,0.12636355,0.03540906,4.951963,0.11566751,0.15107657,23473.0,23546.012,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,150.0,225.0,0.0,0.0,7800.0,58.74808,0.0006325923,2.0,2.0,1.4452583,66.8,20.579885,461.4,3.35,54.3,19.65,22.7,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,37.749992,3349.5,1097.25,1295.5,market→model
2025-04-07 09:22:00,2025-04-07 09:35:00,8,2025-04-17,PE,22850.0,0.031312164,ITM,2604.0,6.944,cheap,735.5,792.81146,-57.311485,-0.072288916,-0.064236134,,57.311485,0.072288916,0.064236134,,0.1562911,0.22052723,22092.85,22145.604,,97.150390625,349.19960937499854,09:35,False,True,1050.0,150.0,0.0,0.0,-3150.0,58.81637,0.0013648176,1.0,1.0,0.9357206,72.75,-4.9975667,842.7,-21.15,-52.45,-45.55,-12.85,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-1554.75,-3589.25,-3140.75,-1015.25,market→model
2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,PE,24950.0,0.014744699,ITM,3389.0,9.0373335,cheap,371.5,428.70618,-57.20618,-0.13343914,-0.05240216,-4.259327,57.20618,0.13343914,0.05240216,4.259327,0.051770408,0.10417257,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,1495.0,390.0,0.0,0.0,-650.0,57.07427,-0.00017312013,1.0,1.0,0.38340712,26.1,-41.973854,397.6,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,-180.0,-180.0,,,both
2026-02-01 12:49:00,2026-02-01 12:50:00,4,2026-02-10,PE,25350.0,0.011956409,ITM,2784.0,7.424,rich,500.0,443.3404,56.659615,0.12780161,0.03571883,18.230822,56.659615,0.12780161,0.03571883,18.230822,0.190338,0.15461917,25023.4,25048.709,-54.5,417.49960937500146,451.650390625,12:50,False,False,65.0,780.0,0.0,-715.0,-15665.0,-54.33557,0.0015482783,1.0,1.0,0.60389006,-32.45,21.284948,500.0,-32.45,-61.55,-105.0,-129.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2025-06-06 10:04:00,2025-06-06 10:06:00,4,2025-06-12,PE,25600.0,0.030495588,ITM,1823.0,4.8613334,rich,835.0,778.93445,56.065548,0.071977235,0.08651032,,56.065548,0.071977235,0.08651032,0.021456014,0.22304964,0.13653933,24801.2,24831.096,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,975.0,1275.0,0.0,0.0,225.0,-56.51963,-0.0010306608,1.0,1.0,1.0704198,-54.9,-3.6117096,903.8,-68.8,-105.6,-53.8,-175.4,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2026-03-12 11:18:00,2026-03-12 11:18:00,1,2026-03-24,PE,22800.0,-0.039869808,OTM,3251.0,8.669333,cheap,88.15,144.14116,-55.991158,-0.3884467,-0.047440685,,55.991158,0.3884467,0.047440685,,0.22531761,0.2727583,23678.15,23727.396,-19.69999999999709,95.849609375,121.85039062500073,11:18,True,False,65.0,65.0,0.0,0.0,,77.85395,0.016939629,131.0,,0.0,0.0,-28.558453,88.15,0.0,0.0,0.0,0.0,medium,Brent settles $100.46 on tanker attacks; Iran vows to keep Hormuz closed,,liquid,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-04-07 09:25:00,2025-04-07 09:31:00,7,2025-04-17,PE,22950.0,0.030854397,ITM,2608.0,6.9546666,rich,831.0,775.4713,55.52871,0.071606405,0.051111113,,55.52871,0.071606405,0.051111113,,0.25908983,0.20797871,22159.6,22252.705,,5.500390624998545,415.94960937499854,09:31,True,True,450.0,450.0,0.0,0.0,-9900.0,-55.568363,4.9048864e-05,1.0,1.0,0.946308,-64.85,3.679482,885.95,-0.95,-54.95,26.2,28.05,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2026-07-09 10:41:00,2026-07-09 10:41:00,1,2026-07-14,PE,25050.0,0.03764166,ITM,1413.0,3.768,rich,982.2,927.1235,55.076538,0.05940583,0.13595077,2.104711,55.076538,0.05940583,0.13595077,2.104711,0.27968198,0.14373119,24104.25,24124.602,44.04999999999927,2.0,176.54999999999927,10:41,True,True,2665.0,65.0,0.0,2080.0,2080.0,-54.8082,0.0024918935,1.0,1.0,1.0200986,-74.55,-1.4688294,907.65,0.0,0.0,0.0,0.0,none,(quiet),,liquid,,,,,market→model
2025-04-07 09:16:00,2025-04-07 09:21:00,8,2025-04-17,CE,21500.0,-0.029777426,ITM,2618.0,6.9813333,cheap,839.65,893.997,-54.347,-0.06079103,-0.043672185,,54.347,0.06079103,0.043672185,,0.30517712,0.3488493,22064.75,22149.842,,38.20000000000073,321.09999999999854,09:21,False,False,8400.0,15600.0,0.0,11250.0,16875.0,-37.959564,-0.01303886,1.0,1.0,-0.05728364,-2.6,-47.98818,768.75,-9.35,68.3,146.25,2.85,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-787.75,4259.5,9326.25,5.2499924,model→market (spot/smile moved)
2026-04-01 13:41:00,2026-04-01 13:41:00,1,2026-04-13,CE,21900.0,-0.03703675,ITM,2733.0,7.288,rich,1064.05,1009.8474,54.202614,0.053674065,0.04373536,1.885523,54.202614,0.053674065,0.04373536,1.885523,0.36866614,0.3249308,22663.0,22726.312,-184.25,278.2999999999993,0.7000000000007276,13:41,True,True,65.0,65.0,0.0,65.0,65.0,,,1.0,1.0,0.79909885,-38.05,9.566136,1026.0,0.0,0.0,0.0,0.0,none,(quiet),,liquid,,,,,market→model
2026-02-01 12:11:00,2026-02-01 12:11:00,1,2026-02-10,PE,25900.0,0.023438573,ITM,2823.0,7.528,cheap,602.95,656.8963,-53.946316,-0.082123026,-0.070016414,-10.988109,53.946316,0.082123026,0.070016414,10.988109,0.07286956,0.14288597,25267.8,25300.0,-63.45000000000073,173.09921875000146,30.900781249998545,12:11,True,True,130.0,1365.0,0.0,-195.0,-780.0,53.602997,-0.00038450773,1.0,1.0,1.5842687,96.3,35.51486,699.25,-44.0,6.75,183.8,225.95,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-3040.0,258.75,11767.0,14506.75,market→model
2026-07-09 10:41:00,2026-07-09 10:41:00,1,2026-07-14,PE,24950.0,0.033641655,ITM,1413.0,3.768,rich,881.95,828.289,53.661,0.06478536,0.12081447,,53.661,0.06478536,0.12081447,,0.2587981,0.13798364,24104.25,24124.602,44.04999999999927,2.0,176.54999999999927,10:41,True,True,3055.0,65.0,0.0,65.0,,-53.42486,0.0016691594,1.0,1.0,1.0181596,-73.8,-1.3162792,808.15,0.0,95.55,118.4,118.4,none,(quiet),,liquid,,,,,market→model
2026-02-01 12:19:00,2026-02-01 12:19:00,3,2026-02-03,CE,24550.0,-0.021872025,ITM,940.0,2.5066667,rich,634.4,580.91614,53.483875,0.09206815,0.080769956,1.5592037,53.483875,0.09206815,0.080769956,1.5592037,0.28827795,0.207508,25084.65,25092.873,-215.9499999999971,356.24960937500146,3.9503906249992724,12:19,True,True,65.0,520.0,0.0,260.0,910.0,53.50273,1.8424429e-05,1.0,3.0,1.0107645,-35.35,-0.3764705,599.05,-32.8,-39.9,-165.2,-72.05,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,CE,24050.0,-0.021994127,ITM,3389.0,9.0373335,rich,631.15,577.91064,53.239376,0.09212389,0.041910794,2.49257,53.239376,0.09212389,0.041910794,2.49257,0.15776184,0.11585105,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,65.0,65.0,0.0,0.0,260.0,53.34035,3.7236475e-06,1.0,1.0,0.44915956,-43.65,53.531498,587.5,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,both
2025-06-06 10:06:00,2025-06-06 10:06:00,1,2025-06-12,PE,25800.0,0.03827773,ITM,1823.0,4.8613334,rich,1026.15,973.2048,52.945206,0.054402944,0.10389304,,52.945206,0.054402944,0.10389304,,0.24786253,0.14396949,24801.2,24831.096,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,1050.0,1200.0,0.0,0.0,300.0,-53.43984,-0.0019896622,1.0,1.0,1.098222,-46.15,-4.127532,980.0,0.0,73.65,36.5,-55.2,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-05-27 11:06:00,2025-05-27 11:06:00,3,2025-06-05,PE,25400.0,0.020661082,ITM,2888.0,7.7013335,cheap,572.95,625.1566,-52.206593,-0.083509624,-0.04107097,-6.543094,52.206593,0.083509624,0.04107097,6.543094,0.12838595,0.16945691,24836.55,24880.592,45.89999999999782,139.54921874999854,98.85078124999927,11:06,True,True,75.0,375.0,0.0,0.0,-225.0,54.93471,0.0019121394,1.0,1.0,0.9173763,45.95,-4.1384974,618.9,4.3,-26.75,-52.75,-101.75,none,(quiet),,liquid,99.500015,-1918.75,-3608.75,-6793.75,market→model
2025-01-21 11:46:00,2025-01-21 11:46:00,1,2025-01-23,PE,23850.0,0.021332512,ITM,973.0,2.5946667,rich,566.54,515.0351,51.504917,0.100002736,0.098219484,2.4846947,51.504917,0.100002736,0.098219484,2.4846947,0.24486414,0.14664465,23371.95,23346.607,197.40000000000146,54.35078124999927,244.24921874999927,11:46,True,False,525.0,375.0,0.0,0.0,39750.0,-52.079594,-0.0016094347,1.0,1.0,1.2387391,-76.29,-14.703181,490.25,33.4,-32.1,-13.25,169.7,none,(quiet),,liquid,,,,,market→model
2025-02-01 11:51:00,2025-02-01 11:51:00,2,2025-02-06,CE,22600.0,-0.037567463,ITM,1718.0,4.581333,rich,957.35,905.92365,51.426353,0.056766763,0.071248725,2.4364638,51.426353,0.056766763,0.071248725,2.4364638,0.30551472,0.23426598,23402.3,23465.174,-195.70000000000073,230.14921875000073,0.0007812500007275958,11:51,True,False,300.0,2850.0,0.0,0.0,37575.0,51.29177,0.00030897892,1.0,1.0,0.20146754,-8.85,35.07767,948.5,-33.5,-63.3,9.9,-36.45,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,model→market (spot/smile moved)
2025-04-07 09:18:00,2025-04-07 09:18:00,3,2025-04-17,PE,21100.0,-0.039525636,OTM,2621.0,6.989333,cheap,150.5,201.59093,-51.09092,-0.2534386,-0.045649037,,51.09092,0.2534386,0.045649037,,0.31830147,0.3639505,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,375.0,675.0,0.0,,,,,2.0,2.0,1.5799392,70.7,25.951443,175.5,45.7,-8.65,-44.95,-35.9,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2790.5,-742.25,-3101.75,-2513.5,market→model
2026-03-24 09:16:00,2026-03-24 09:16:00,1,2026-03-30,PE,23550.0,0.032241814,ITM,1498.0,3.9946666,cheap,779.45,830.21265,-50.762646,-0.061144147,-0.07517436,,50.762646,0.061144147,0.07517436,,0.20985769,0.28503203,22802.25,22802.814,,97.34999999999854,15.450000000000728,09:16,False,False,130.0,130.0,0.0,-130.0,-130.0,50.57762,-0.00029511753,1.0,1.0,0.73928094,46.25,-16.310793,825.7,0.0,14.3,-45.7,59.6,none,(quiet),,liquid,-180.0,749.5,-3150.5,3694.0,market→model
2024-10-04 09:50:00,2024-10-04 09:50:00,1,2024-10-10,PE,26050.0,0.028754437,ITM,1839.0,4.904,rich,797.8,747.5263,50.27369,0.0672534,0.07761168,,50.27369,0.0672534,0.07761168,,0.204918,0.12730633,25255.4,25311.613,86.35000000000218,32.499609375001455,160.85039062500073,09:50,True,False,50.0,225.0,0.0,72825.0,72825.0,-50.05638,0.00073133264,1.0,1.0,0.594495,-31.3,21.34973,766.5,4.5,-28.45,-17.2,33.2,none,(quiet),,liquid,,,,,both
2026-02-01 12:42:00,2026-02-01 12:42:00,1,2026-02-03,PE,25950.0,0.037506055,ITM,917.0,2.4453332,rich,1016.0,965.8077,50.19232,0.05196927,0.12198024,3.0503433,50.19232,0.05196927,0.12198024,3.0503433,0.34923422,0.22725399,24989.9,24994.744,-221.9499999999971,450.99960937500146,418.150390625,12:42,False,True,65.0,1300.0,0.0,0.0,390.0,-50.38041,-0.0006585177,1.0,1.0,1.5266194,-77.8,-26.837725,938.2,11.9,-14.45,-55.25,-85.85,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2024-12-05 10:58:00,2024-12-05 10:58:00,1,2024-12-12,CE,23600.0,-0.031247001,ITM,2146.0,5.7226667,rich,849.6,799.64557,49.954403,0.06247068,0.05399072,3.5756657,49.954403,0.06247068,0.05399072,3.5756657,0.24883118,0.19484046,24326.0,24349.072,-78.54999999999927,213.95000000000073,5.400000000001455,10:58,True,True,50.0,75.0,0.0,20050.0,20050.0,49.410656,0.000757483,1.0,1.0,0.8430654,-63.0,11.727299,786.6,25.4,59.0,45.6,43.95,none,(quiet),,liquid,,,,,market→model
2026-02-01 12:33:00,2026-02-01 12:33:00,1,2026-02-10,CE,24300.0,-0.021575455,ITM,2801.0,7.469333,rich,703.4,653.452,49.947998,0.07643713,0.035540488,-0.31265035,49.947998,0.07643713,0.035540488,0.31265035,0.22677498,0.19123448,24800.25,24829.98,-452.15000000000146,640.6500000000015,228.5,12:33,True,True,325.0,130.0,0.0,0.0,1755.0,48.962753,0.0007831524,1.0,1.0,0.5731165,-42.55,31.693197,660.85,0.0,144.6,169.15,203.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-03-05 09:16:00,2026-03-05 09:16:00,1,2026-03-17,PE,25350.0,0.027800566,ITM,3373.0,8.994667,rich,829.95,780.36084,49.58916,0.06354645,0.035824567,,49.58916,0.06354645,0.035824567,,0.20660254,0.17077798,24626.2,24654.96,,9.950781250001455,77.09921875000146,09:16,False,True,1105.0,65.0,0.0,,,-49.922684,-0.0001817039,1.0,1.0,1.18887,-70.2,-11.152331,759.75,0.0,52.05,40.45,80.25,none,(quiet),,liquid,,,,,market→model
2025-02-01 12:11:00,2025-02-01 12:12:00,2,2025-02-13,CE,22700.0,-0.037400756,ITM,3572.0,9.525333,cheap,870.0,919.4583,-49.458305,-0.0537907,-0.07055515,-2.906411,49.458305,0.0537907,0.07055515,2.906411,0.10680477,0.17735992,23521.55,23565.074,-84.10000000000218,110.89921875000073,157.45078125000146,12:12,True,True,150.0,300.0,0.0,0.0,13575.0,-47.282604,-0.002311211,1.0,2.0,0.48144016,12.7,-13.679187,870.0,12.7,0.0,8.8,-64.55,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,645.5,-180.0,392.0,-4375.75,both
2026-02-01 12:26:00,2026-02-01 12:29:00,2,2026-02-03,CE,24400.0,-0.020738464,ITM,930.0,2.48,rich,614.3,564.87506,49.424942,0.08749712,0.0699423,1.6864921,49.424942,0.08749712,0.0699423,1.6864921,0.2973001,0.22735782,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,130.0,12805.0,0.0,910.0,845.0,49.301353,0.00023507046,1.0,1.0,2.462521,-125.15,-74.3281,614.8,-17.35,-90.8,22.85,88.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2024-12-04 14:19:00,2024-12-04 14:19:00,2,2024-12-12,CE,23600.0,-0.03686954,ITM,2320.0,6.1866665,rich,960.55,911.48785,49.062126,0.053826418,0.06347519,5.253441,49.062126,0.053826418,0.06347519,5.253441,0.23744957,0.17397438,24473.95,24486.361,-40.599999999998545,99.25078125000073,107.64921875000073,14:19,True,False,25.0,75.0,0.0,15800.0,15800.0,49.249973,-0.00017603907,1.0,1.0,1.3990321,-61.3,-17.483994,899.25,23.6,17.5,1.75,18.75,none,(quiet),,liquid,,,,,market→model
2026-05-29 15:00:00,2026-05-29 15:00:00,2,2026-06-09,CE,23350.0,-0.017454857,ITM,2654.0,7.0773335,rich,554.55,505.50128,49.048706,0.097029835,0.037205227,5.3258576,49.048706,0.097029835,0.037205227,5.3258576,0.1949741,0.15776886,23684.9,23761.148,-90.64999999999782,317.8996093749993,2.400390625,15:00,True,True,65.0,910.0,0.0,260.0,260.0,49.261898,-0.00010849618,1.0,1.0,1.537874,-60.95,-21.317366,493.6,-14.7,-19.9,29.25,,none,(quiet),,liquid,,,,,market→model
2025-06-06 10:06:00,2025-06-06 10:06:00,2,2025-06-19,PE,25300.0,0.01749448,ITM,3698.0,9.861333,rich,580.95,532.5566,48.39344,0.090870045,0.029597344,4.073864,48.39344,0.090870045,0.029597344,4.073864,0.15943319,0.12983583,24801.2,24861.238,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,1200.0,75.0,0.0,0.0,0.0,-49.395535,-0.00056905666,1.0,1.0,1.0406847,-47.0,-1.8374263,533.95,15.0,63.05,37.15,-44.95,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06-06 10:06:00,2025-06-06 10:06:00,1,2025-06-12,PE,25700.0,0.03439423,ITM,1823.0,4.8613334,rich,923.9,875.53424,48.365746,0.05524141,0.087406464,,48.365746,0.05524141,0.087406464,,0.22750588,0.14009942,24801.2,24831.096,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,1425.0,1125.0,0.0,0.0,150.0,-48.82285,-0.0013945986,1.0,1.0,1.0865623,-49.15,-3.9155915,874.75,0.0,0.0,47.65,-56.4,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2026-02-27 15:00:00,2026-02-27 15:00:00,1,2026-03-10,PE,25750.0,0.018183835,ITM,2279.0,6.0773335,cheap,468.1,516.37213,-48.27215,-0.093483254,-0.063176304,-21.17775,48.27215,0.093483254,0.063176304,21.17775,0.06813553,0.13131183,25239.25,25285.998,-54.849999999998545,237.15000000000146,2.2999999999992724,15:00,True,True,1625.0,195.0,0.0,845.0,1235.0,48.551594,0.00020263804,1.0,1.0,1.0080811,52.7,0.42245805,520.8,15.9,67.2,39.2,,none,(quiet),,liquid,853.5,4188.0,2368.0,,market→model
2025-04-07 09:18:00,2025-04-07 09:19:00,2,2025-04-17,PE,22450.0,0.022792218,ITM,2620.0,6.9866667,rich,700.0,651.9119,48.088043,0.07376463,0.03794115,,48.088043,0.07376463,0.03794115,,0.2700167,0.23207556,21888.35,21944.102,,214.60039062500073,144.69960937499854,09:19,False,True,525.0,750.0,0.0,0.0,-2850.0,,,1.0,1.0,0.92453307,-57.8,4.718046,700.0,-57.8,-155.05,-267.05,-130.21,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2024-12-04 11:55:00,2024-12-04 11:55:00,1,2024-12-12,PE,24950.0,0.019126797,ITM,2464.0,6.570667,cheap,480.0,528.06305,-48.06305,-0.09101763,-0.058099687,-13.267219,48.06305,0.09101763,0.058099687,13.267219,0.07684833,0.13494802,24466.05,24477.32,-76.85000000000218,107.14921875000073,19.200781250001455,11:55,True,True,50.0,650.0,0.0,3125.0,3125.0,48.978176,0.00076461706,1.0,1.0,1.7121036,77.7,32.317234,557.7,48.65,29.45,-8.91,-42.91,none,(quiet),,liquid,2982.25,1734.25,-759.14996,-2969.15,market→model
2025-04-07 09:18:00,2025-04-07 09:19:00,4,2025-04-17,PE,21350.0,-0.027446656,OTM,2620.0,6.9866667,cheap,215.4,263.29672,-47.896717,-0.18191157,-0.037734598,,47.896717,0.18191157,0.037734598,,0.31442642,0.35216102,21888.35,21944.102,,214.60039062500073,144.69960937499854,09:19,False,True,2175.0,1500.0,0.0,0.0,2325.0,,,1.0,3.0,1.3229386,44.65,10.899377,215.4,44.65,4.2,-47.25,-40.2,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2722.25,92.999985,-3251.25,-2793.0,market→model
2024-10-04 09:50:00,2024-10-04 09:50:00,1,2024-10-10,PE,26300.0,0.038305607,ITM,1839.0,4.904,rich,1040.0,992.4167,47.583313,0.04794691,0.0954992,,47.583313,0.04794691,0.0954992,,0.23826617,0.14276697,25255.4,25311.613,86.35000000000218,32.499609375001455,160.85039062500073,09:50,True,False,625.0,300.0,0.0,0.0,-5700.0,-47.583717,0.00027621773,1.0,1.0,0.63995934,-38.2,21.491293,1001.8,4.45,-19.85,10.4,48.75,none,(quiet),,liquid,,,,,both
2025-01-21 12:14:00,2025-01-21 12:15:00,4,2025-01-30,PE,23850.0,0.024485296,ITM,2819.0,7.5173335,cheap,580.0,627.22815,-47.22816,-0.07529662,-0.067847386,-4.0694494,47.22816,0.07529662,0.067847386,4.0694494,0.07730395,0.14515133,23226.4,23273.117,-65.39999999999782,199.89960937499927,98.70039062499927,12:15,True,True,300.0,50.0,0.0,0.0,63175.0,46.66633,-0.00064017955,1.0,3.0,3.1406522,78.65,53.60743,580.0,78.65,96.45,125.0,130.3,none,(quiet),,liquid,4932.25,6089.25,7945.0,8289.5,market→model
2025-02-01 11:47:00,2025-02-01 11:50:00,3,2025-02-06,CE,22750.0,-0.033878542,ITM,1719.0,4.584,rich,875.1,828.08417,47.01585,0.05677666,0.062060267,2.4817836,47.01585,0.05677666,0.062060267,2.4817836,0.28461662,0.22255637,23473.0,23533.941,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,1725.0,225.0,0.0,0.0,75.0,46.7347,0.0005016666,2.0,2.0,1.4098418,-90.45,-26.293863,912.35,-9.6,-127.7,-96.45,-177.55,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2026-02-01 12:32:00,2026-02-01 12:32:00,1,2026-02-03,PE,25850.0,0.039833248,ITM,927.0,2.472,rich,1070.7,1023.7359,46.964115,0.045875225,0.1115472,12.427625,46.964115,0.045875225,0.1115472,12.427625,0.3635389,0.2519917,24825.25,24840.549,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,520.0,195.0,0.0,-650.0,-1820.0,-47.16876,-0.00064210274,1.0,1.0,0.46067667,-36.15,42.32152,1034.55,0.0,-114.45,-214.55,-238.8,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2025-04-07 09:16:00,2025-04-07 09:16:00,3,2025-04-17,PE,22450.0,0.015438096,ITM,2623.0,6.9946666,cheap,449.75,496.66428,-46.91426,-0.09445871,-0.03625511,,46.91426,0.09445871,0.03625511,,0.16235285,0.19860795,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,11700.0,3975.0,0.0,0.0,0.0,,,1.0,2.0,3.5476224,94.95,68.18559,544.7,121.3,43.5,-103.7,36.3,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,7704.5,2647.5,-6920.5,2179.5,market→model
2026-07-08 13:46:00,2026-07-08 13:47:00,4,2026-07-14,CE,23400.0,-0.029154172,ITM,1602.0,4.272,rich,750.65,703.83484,46.815155,0.0665144,0.07982899,2.2259412,46.815155,0.0665144,0.07982899,2.2259412,0.22582188,0.14599289,24120.65,24092.25,-97.25,179.349609375,0.150390625,13:47,True,True,715.0,520.0,0.0,0.0,-130.0,47.58991,-0.0019526895,1.0,1.0,0.74990153,-44.8,14.941177,750.65,-44.8,-69.9,-152.05,-170.15,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,,,,,market→model
2026-09-24 09:25:00,2026-09-24 09:25:00,1,2026-09-29,PE,24150.0,0.03745176,ITM,1489.0,3.9706666,rich,935.95,889.3461,46.603863,0.05240239,0.12193893,,46.603863,0.05240239,0.12193893,,0.26122376,0.13928485,23242.75,23262.268,,39.20000000000073,37.29999999999927,09:25,False,False,130.0,455.0,0.0,,,-46.27639,0.0029308212,1.0,1.0,1.0061307,-52.0,-0.31685323,883.95,8.4,8.4,17.75,27.9,low,"NSE shares list at Rs1,800 (+0.8% vs issue)",,liquid,,,,,market→model
2025-05-13 09:40:00,2025-05-13 09:40:00,1,2025-05-22,CE,24100.0,-0.02897643,ITM,2974.0,7.9306664,rich,836.05,789.6318,46.418217,0.058784634,0.037220113,,46.418217,0.058784634,0.037220113,,0.22169392,0.1844738,24769.75,24808.549,,204.04999999999927,94.15000000000146,09:40,False,False,75.0,75.0,0.0,-825.0,-2625.0,46.52904,-2.2257069e-05,1.0,1.0,0.9004599,-53.9,5.958303,782.15,0.05,-12.7,-9.9,-11.25,low,US CPI release (Apr 2025),,liquid,,,,,market→model
2024-12-13 12:01:00,2024-12-13 12:01:00,1,2024-12-19,CE,23600.0,-0.038238853,ITM,1708.0,4.5546665,rich,975.8,929.4026,46.39739,0.049921732,0.08847366,5.543927,46.39739,0.049921732,0.08847366,5.543927,0.25816253,0.16968887,24518.75,24519.912,200.59999999999854,80.04999999999927,337.9500000000007,12:01,True,False,150.0,25.0,0.0,425.0,21975.0,46.6742,-0.0006981004,1.0,1.0,0.32449847,-15.8,32.890522,960.0,0.0,0.0,20.7,32.4,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-09-25 14:03:00,2026-09-25 14:03:00,1,2026-09-29,PE,24150.0,0.038809117,ITM,836.0,2.2293334,rich,966.9,920.5559,46.344105,0.050343607,0.17218314,2.2891667,46.344105,0.050343607,0.17218314,2.2891667,0.35539135,0.18320821,23153.9,23230.713,119.5,-0.0003906249985448085,132.95039062499927,14:03,True,True,390.0,130.0,0.0,-65.0,-1170.0,-46.583424,-0.003222726,1.0,1.0,0.9427166,-49.2,2.9895978,917.7,0.0,60.95,54.15,44.45,none,(quiet),,liquid,,,,,market→model
2024-12-13 12:00:00,2024-12-13 12:01:00,2,2024-12-19,CE,23700.0,-0.03401052,ITM,1708.0,4.5546665,rich,879.9,833.5743,46.325714,0.05557479,0.07816548,8.905439,46.325714,0.05557479,0.07816548,8.905439,0.2435757,0.16541022,24518.75,24519.912,200.59999999999854,80.04999999999927,337.9500000000007,12:01,True,False,225.0,500.0,0.0,625.0,525.0,46.60128,-0.0005466395,1.0,1.0,0.32569292,-15.85,32.81547,879.9,-15.85,-44.9,10.5,18.95,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-11-25 09:27:00,2024-11-25 09:27:00,1,2024-11-28,PE,25150.0,0.033018593,ITM,1487.0,3.9653332,rich,871.15,824.84204,46.307987,0.056141645,0.090406395,,46.307987,0.056141645,0.090406395,,0.2455179,0.1551115,24313.1,24333.143,,1.5503906250014552,100.849609375,09:27,True,False,25.0,75.0,0.0,6875.0,,-46.415604,-0.00019823122,1.0,1.0,0.89975846,-40.75,4.539932,830.4,0.0,0.0,0.0,0.0,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,,,,,market→model
2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-11,CE,24050.0,-0.02103948,ITM,1514.0,4.0373335,rich,571.3,525.63666,45.663357,0.08687247,0.067201436,9.107657,45.663357,0.08687247,0.067201436,9.107657,0.1887894,0.12158797,24570.2,24561.36,64.0,107.40078124999854,72.24921874999927,15:15,True,False,2470.0,2080.0,0.0,-325.0,-390.0,46.13102,-0.00089278753,1.0,1.0,-0.052666772,2.9,57.96318,574.2,2.65,3.55,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-03-05 14:39:00,2026-03-05 14:40:00,3,2026-03-10,CE,23900.0,-0.035004374,ITM,1174.0,3.1306667,cheap,852.1,897.572,-45.472004,-0.05066112,-0.1391905,-14.879402,45.472004,0.05066112,0.1391905,14.879402,0.13531533,0.27450582,24723.6,24751.42,174.79999999999927,0.05039062500145519,194.19960937499854,14:40,True,True,845.0,3315.0,0.0,0.0,2990.0,-45.468773,-6.105872e-05,1.0,2.0,1.419006,47.9,14.143977,852.1,47.9,62.4,133.65,55.8,none,(quiet),,liquid,2933.5,3876.0,8507.25,3447.0,market→model
2026-02-01 12:49:00,2026-02-01 12:50:00,2,2026-02-03,PE,25900.0,0.034512114,ITM,909.0,2.424,rich,934.95,889.4986,45.451424,0.051097803,0.10891447,6.422828,45.451424,0.051097803,0.10891447,6.422828,0.32360137,0.2146869,25023.4,25021.385,-54.5,417.49960937500146,451.650390625,12:50,False,False,455.0,260.0,0.0,-455.0,-1170.0,-46.123966,-0.0025350242,1.0,1.0,0.39161703,-19.7,30.604248,934.95,-19.7,-52.45,-120.0,-127.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2025-04-21 09:23:00,2025-04-21 09:24:00,2,2025-04-30,CE,23200.0,-0.03282295,ITM,2990.0,7.9733334,cheap,778.1,823.16534,-45.06537,-0.05474643,-0.07000364,,45.06537,0.05474643,0.07000364,,0.10020379,0.17020744,23968.35,23974.127,,35.85039062500073,64.69960937499854,09:24,False,False,75.0,75.0,0.0,0.0,-225.0,-44.890564,-0.00027730278,1.0,1.0,0.85651433,51.6,-8.6441765,778.1,51.6,44.0,91.9,98.2,none,(quiet),,liquid,3174.0,2680.0,5793.5,6203.0,market→model
2026-07-15 12:56:00,2026-07-15 12:56:00,2,2026-07-21,CE,23200.0,-0.034197785,ITM,1653.0,4.408,rich,862.25,817.4016,44.848396,0.05486703,0.08346074,1.3934261,44.848396,0.05486703,0.08346074,1.3934261,0.24317373,0.15971299,24036.25,24007.111,-145.95000000000073,184.09999999999854,0.0,12:56,True,True,130.0,130.0,0.0,130.0,260.0,45.409107,-0.001561292,1.0,2.0,1.4813306,-49.6,-16.11659,812.65,-22.65,40.35,40.35,52.5,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2024-10-14 09:21:00,2024-10-14 09:21:00,1,2024-10-24,CE,24750.0,-0.013303244,ITM,3368.0,8.981334,cheap,376.0,420.83392,-44.833916,-0.10653589,-0.030813849,,44.833916,0.10653589,0.030813849,,0.084855884,0.11566973,25032.95,25081.455,,33.900781249998545,15.44921875,09:21,True,False,925.0,75.0,0.0,-125.0,,-45.21223,0.00017288495,1.0,1.0,1.0516133,46.15,2.265051,422.15,0.0,-18.9,4.95,70.8,none,(quiet),,liquid,-180.0,-1408.5,141.74998,4422.0,market→model
2026-02-01 12:11:00,2026-02-01 12:11:00,1,2026-02-10,PE,25750.0,0.01763023,ITM,2823.0,7.528,cheap,489.9,534.7273,-44.827316,-0.08383211,-0.03618097,-9.508972,44.827316,0.08383211,0.03618097,9.508972,0.10497387,0.14115484,25267.8,25300.0,-63.45000000000073,173.09921875000146,30.900781249998545,12:11,True,True,910.0,4550.0,0.0,0.0,-65.0,45.385757,0.0003573899,1.0,1.0,1.6212509,87.85,33.663445,577.75,-53.7,-5.2,202.05,239.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-3670.5,-518.0,12953.25,15397.25,market→model
2024-10-04 12:47:00,2024-10-04 12:47:00,1,2024-10-10,CE,24550.0,-0.027444357,ITM,1662.0,4.432,rich,771.65,727.364,44.28596,0.060885552,0.053058643,0.8398402,44.28596,0.060885552,0.053058643,0.8398402,0.24467862,0.19161998,25170.15,25233.09,-261.59999999999854,314.8996093749993,75.60039062500073,12:47,True,False,250.0,50.0,0.0,1175.0,1175.0,44.12964,0.00028458604,1.0,1.0,0.63569576,-22.85,13.094868,748.8,0.0,0.0,-58.8,-68.95,none,(quiet),,liquid,,,,,both
2025-04-01 10:22:00,2025-04-01 10:23:00,2,2025-04-03,CE,22600.0,-0.03591932,ITM,1056.0,2.816,rich,875.0,830.81714,44.182865,0.053180013,0.12516989,2.1858888,44.182865,0.053180013,0.12516989,2.1858888,0.3041037,0.17893383,23403.5,23426.531,-130.20000000000073,161.65000000000146,64.40000000000146,10:23,True,True,75.0,75.0,0.0,0.0,-225.0,44.332264,-0.0007610063,1.0,1.0,1.6538712,-75.0,-29.65185,875.0,-75.0,-118.25,-120.45,-103.0,none,(quiet),,liquid,,,,,market→model
2025-04-07 09:22:00,2025-04-07 09:23:00,7,2025-04-17,PE,22950.0,0.039291054,ITM,2616.0,6.976,cheap,897.1,941.2002,-44.10017,-0.046855252,-0.0677097,,44.10017,0.046855252,0.0677097,,0.15099563,0.21870533,22022.9,22065.756,,80.04960937500073,279.25039062499854,09:23,True,True,1500.0,300.0,1.0,0.0,-7350.0,43.545776,-0.0007514713,1.0,2.0,0.25072375,7.35,-21.965134,897.1,7.35,-24.1,-19.7,21.6,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,297.75,-1746.5,-1460.5,1224.0,model→market (spot/smile moved)
2026-03-16 14:26:00,2026-03-16 14:26:00,2,2026-03-17,PE,23950.0,0.025650915,ITM,438.0,1.168,rich,665.1,621.0248,44.0752,0.07097173,0.1333959,2.0731902,44.0752,0.07097173,0.1333959,2.0731902,0.39732233,0.26392645,23346.05,23343.473,216.39999999999782,13.749218749999272,390.80078125,14:26,True,False,195.0,845.0,0.0,0.0,-1365.0,-43.88863,0.00085056806,1.0,2.0,1.1194932,-34.05,-3.634451,631.05,-19.05,-16.45,-60.1,-101.05,none,(quiet),,liquid,,,,,market→model
2026-04-01 09:36:00,2026-04-01 09:36:00,1,2026-04-13,PE,22350.0,-0.023371255,OTM,2978.0,7.9413333,cheap,214.65,258.572,-43.922005,-0.16986373,-0.030636173,,43.922005,0.16986373,0.030636173,,0.267537,0.2981732,22832.1,22878.5,,105.55039062500146,23.099609375,09:36,True,True,130.0,1235.0,0.0,1040.0,1040.0,,-0.0018333355,1.0,1.0,1.0475237,44.35,2.0120559,259.0,-0.85,-0.85,-22.0,-27.5,none,(quiet),,liquid,-235.25,-235.25,-1610.0,-1967.5,market→model
2026-01-21 09:16:00,2026-01-21 09:16:00,3,2026-02-03,CE,24800.0,-0.021907402,ITM,3748.0,9.994667,cheap,603.05,646.94934,-43.89932,-0.06785589,-0.031198395,,43.89932,0.06785589,0.031198395,,0.11746428,0.14866267,25253.3,25349.299,,0.69921875,123.15078124999854,09:16,False,True,65.0,1755.0,0.0,195.0,195.0,-42.94513,-0.0006940815,1.0,1.0,0.68835264,26.15,-11.839249,629.2,21.8,-3.55,11.75,-23.4,none,(quiet),,liquid,1237.0,-410.75,583.75,-1701.0,market→model
2026-03-30 10:04:00,2026-03-30 10:04:00,1,2026-03-30,CE,21950.0,-0.030981537,ITM,325.0,0.8666667,rich,736.8,692.9071,43.892876,0.063345976,0.23593806,,43.892876,0.063345976,0.23593806,,0.49124718,0.2553091,22651.2,22640.69,-32.39999999999782,62.900781249998545,181.04921874999854,10:04,True,True,65.0,195.0,0.0,65.0,130.0,44.050182,-0.002481863,1.0,1.0,1.2771991,-44.5,-9.658136,692.3,0.0,-66.7,-104.15,-110.5,none,(quiet),,liquid,,,,,market→model
2026-02-01 12:29:00,2026-02-01 12:29:00,1,2026-02-03,CE,24450.0,-0.01869138,ITM,930.0,2.48,rich,566.85,523.12836,43.72167,0.08357733,0.05906053,0.0040024337,43.72167,0.08357733,0.05906053,0.0040024337,0.28427583,0.22521529,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,130.0,15275.0,0.0,2145.0,2795.0,43.32106,0.0006158474,1.0,1.0,2.7722735,-112.0,-71.599945,454.85,-62.4,57.0,152.7,179.85,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02-01 12:07:00,2026-02-01 12:13:00,5,2026-02-03,PE,25950.0,0.026624525,ITM,946.0,2.5226667,rich,745.1,701.3966,43.70342,0.062309146,0.08155604,4.787541,43.70342,0.062309146,0.08155604,4.787541,0.2770514,0.19549535,25252.75,25268.21,-79.70000000000073,188.15000000000146,49.349999999998545,12:13,True,True,65.0,585.0,0.0,0.0,-130.0,-43.90947,-0.00045062293,1.0,2.0,0.31872788,-8.05,17.206654,604.85,19.9,140.25,286.8,420.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,model→market (spot/smile moved)
2025-02-01 11:57:00,2025-02-01 11:57:00,1,2025-02-06,CE,22750.0,-0.030924037,ITM,1712.0,4.5653334,rich,803.55,759.8895,43.66045,0.05745631,0.05611396,2.0963407,43.66045,0.05745631,0.05611396,2.0963407,0.2673377,0.21122375,23423.8,23464.514,-169.20000000000073,208.64921875000073,59.700781250001455,11:57,True,False,525.0,75.0,0.0,0.0,450.0,43.833683,-0.00018556039,1.0,1.0,1.1175083,-53.65,-5.64141,749.9,0.0,66.0,38.8,9.3,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2026-03-05 14:40:00,2026-03-05 14:40:00,1,2026-03-17,CE,24100.0,-0.027846022,ITM,3049.0,8.130667,cheap,773.65,817.28125,-43.631264,-0.053385857,-0.033343326,-6.7972293,43.631264,0.053385857,0.033343326,6.7972293,0.18763076,0.22097409,24723.6,24780.52,174.79999999999927,0.05039062500145519,194.19960937499854,14:40,True,True,325.0,260.0,0.0,0.0,-195.0,-43.340355,-0.00026920115,1.0,1.0,1.4208425,55.35,16.39424,829.0,0.0,22.8,69.0,-5.75,none,(quiet),,liquid,-180.0,1302.0,4305.0,-553.75,market→model
2026-03-02 14:44:00,2026-03-02 14:47:00,2,2026-03-10,PE,25550.0,0.025050094,ITM,1917.0,5.112,rich,721.7,678.0781,43.621906,0.06433168,0.046508152,3.5162437,43.621906,0.06433168,0.046508152,3.5162437,0.21545824,0.1689501,24889.45,24917.92,115.5,99.90078124999854,285.94921875,14:47,True,False,455.0,650.0,0.0,0.0,-910.0,-43.5734,0.00011652524,1.0,1.0,0.7762686,-41.4,11.932056,720.05,8.8,-23.35,-3.55,-20.05,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,market→model
2024-12-05 12:08:00,2024-12-05 12:11:00,2,2024-12-12,CE,23850.0,-0.031122023,ITM,2073.0,5.528,cheap,759.2,802.7175,-43.517513,-0.054212734,-0.0765651,-6.8814135,43.517513,0.054212734,0.0765651,6.8814135,0.118201695,0.1947668,24582.85,24603.932,249.0,2.1003906250007276,287.2996093750007,12:11,True,True,125.0,275.0,0.0,45600.0,45600.0,-44.22346,0.00079959736,1.0,1.0,1.4209666,58.9,17.44934,748.8,0.0,65.35,91.2,89.1,none,(quiet),,liquid,-180.0,4067.75,5748.0,5611.5,market→model
2025-04-07 09:34:00,2025-04-07 09:34:00,2,2025-04-17,PE,22450.0,0.010614246,ITM,2605.0,6.9466667,cheap,432.95,476.30957,-43.359554,-0.091032304,-0.030657435,,43.359554,0.091032304,0.030657435,,0.20307572,0.23373315,22141.75,22212.97,,48.25,398.09999999999854,09:34,True,True,3600.0,1350.0,0.0,0.0,525.0,,,2.0,2.0,1.9897993,85.05,42.306995,496.75,21.25,49.54,75.85,87.85,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,1201.25,3040.1,4750.25,5530.25,market→model
2025-04-07 09:17:00,2025-04-07 09:23:00,8,2025-04-17,PE,22750.0,0.030538265,ITM,2616.0,6.976,cheap,723.4,766.67303,-43.273026,-0.056442607,-0.04729351,,43.273026,0.056442607,0.04729351,,0.16391839,0.2112119,22022.9,22065.756,,80.04960937500073,279.25039062499854,09:23,True,True,6150.0,3825.0,0.0,0.0,-2775.0,45.720123,0.0023229264,1.0,1.0,0.43032458,14.25,-18.86454,841.8,4.85,-118.4,-197.15,-84.05,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,135.25,-7876.0,-12994.75,-5643.25,both
2025-05-27 11:02:00,2025-05-27 11:06:00,4,2025-05-29,CE,24250.0,-0.02549243,ITM,1013.0,2.7013333,rich,696.0,652.8416,43.158394,0.066108525,0.07347791,5.7663555,43.158394,0.066108525,0.07347791,5.7663555,0.27421182,0.20073391,24836.55,24876.139,45.89999999999782,139.54921874999854,98.85078124999927,11:06,True,True,300.0,1275.0,0.0,0.0,900.0,43.978104,-0.0016688632,1.0,1.0,1.0322076,-43.9,-1.3697946,619.6,39.4,36.5,105.15,222.8,none,(quiet),,liquid,,,,,market→model
2024-11-14 09:41:00,2024-11-14 09:41:00,1,2024-11-21,CE,23150.0,-0.018017314,ITM,1473.0,3.928,rich,513.75,470.80112,42.948875,0.091225095,0.049581103,,42.948875,0.091225095,0.049581103,,0.21433336,0.16475224,23515.1,23570.88,,130.20039062499927,2.1496093749992724,09:41,True,True,75.0,75.0,0.0,0.0,1250.0,43.310726,-0.00039937583,1.0,1.0,0.4779901,-21.2,23.152384,492.55,7.25,32.45,34.74,87.45,low,India open after overnight US data: US CPI,,liquid,,,,,both
2025-01-30 14:08:00,2025-01-30 14:08:00,1,2025-02-06,PE,24200.0,0.03929955,ITM,2331.0,6.216,rich,1020.0,977.10376,42.89622,0.0439014,0.05065981,7.179484,42.89622,0.0439014,0.05065981,7.179484,0.26233244,0.21167262,23179.6,23267.396,-51.75,131.55039062500146,40.39960937499927,14:08,False,False,75.0,375.0,0.0,0.0,8700.0,-43.241463,-0.0003844781,1.0,1.0,0.7665231,-40.0,12.183683,980.0,0.0,0.0,-4.95,2.0,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,,,,,market→model
2026-05-29 14:58:00,2026-05-29 15:00:00,3,2026-06-09,PE,24300.0,0.02242451,ITM,2654.0,7.0773335,cheap,554.8,597.3558,-42.55579,-0.071240276,-0.04816355,-8.718818,42.55579,0.071240276,0.04816355,8.718818,0.09986113,0.14802468,23684.9,23761.148,-90.64999999999782,317.8996093749993,2.400390625,15:00,True,True,130.0,2470.0,0.0,325.0,130.0,42.63538,1.29305745e-05,1.0,1.0,2.1309967,70.2,37.25767,545.05,9.75,108.9,74.95,69.65,none,(quiet),,liquid,453.75,6898.5,4691.75,4347.25,market→model
2025-03-07 09:34:00,2025-03-07 09:34:00,1,2025-03-13,PE,23150.0,0.024604792,ITM,1855.0,4.9466667,rich,613.4,571.6641,41.73586,0.07300765,0.06765097,,41.73586,0.07300765,0.06765097,,0.18142271,0.113771744,22562.6,22587.35,,10.250390624998545,97.849609375,09:34,True,True,75.0,450.0,0.0,9675.0,9675.0,-42.24769,-0.0012110552,1.0,1.0,0.35227895,-14.55,26.752497,598.85,0.0,54.05,43.55,-23.4,none,(quiet),,liquid,,,,,both
2026-02-01 13:01:00,2026-02-01 13:01:00,1,2026-02-10,PE,25650.0,0.020814149,ITM,2773.0,7.3946667,rich,645.95,604.3272,41.62276,0.068874545,0.031513114,3.7926126,41.62276,0.068874545,0.031513114,3.7926126,0.18144467,0.14993156,25091.6,25121.635,422.59999999999854,349.30039062500146,519.849609375,13:01,False,False,65.0,195.0,0.0,130.0,-1430.0,-41.65411,2.8726023e-05,1.0,1.0,0.407871,-16.95,24.607258,629.0,-37.0,-11.95,-1.2,26.7,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-07-08 14:05:00,2026-07-08 14:05:00,4,2026-07-21,PE,24600.0,0.027083606,ITM,3459.0,9.224,cheap,666.3,707.8157,-41.515648,-0.05865319,-0.049058694,-16.263859,41.515648,0.05865319,0.049058694,16.263859,0.08995858,0.13901727,23940.2,23942.686,-274.25,359.80078125,1.3492187500014552,14:05,True,True,130.0,130.0,0.0,0.0,-9880.0,41.025818,-0.0005210232,1.0,1.0,0.8210972,33.7,-7.3426456,700.0,-16.75,29.7,16.2,40.0,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,-1268.75,1750.5,873.00006,2420.0,market→model
2024-12-06 10:02:00,2024-12-06 10:06:00,3,2024-12-19,CE,24300.0,-0.017108656,ITM,3698.0,9.861333,rich,599.9,558.4253,41.474705,0.07427082,0.02448032,8.483184,41.474705,0.07427082,0.02448032,8.483184,0.18247166,0.15799133,24674.75,24719.316,-30.75,76.29999999999927,8.25,10:06,True,False,75.0,2875.0,0.0,0.0,300.0,41.1165,0.00028146006,1.0,1.0,1.8882353,-70.4,-33.116512,618.25,-19.85,-83.55,-103.6,-61.25,medium,RBI MPC decision: Repo held 6.50%,RBI MPC policy decision,liquid,,,,,market→model
2024-12-02 10:15:00,2024-12-02 10:15:00,1,2024-12-05,PE,24950.0,0.030347327,ITM,1439.0,3.8373334,rich,789.15,747.96954,41.180477,0.05505636,0.09835776,,41.180477,0.05505636,0.09835776,,0.21998717,0.12162941,24161.85,24204.207,24.25,2.4503906249992724,153.19960937499854,10:15,True,False,50.0,25.0,0.0,0.0,1475.0,-41.172306,0.00032275688,1.0,1.0,1.244148,-43.85,-8.604999,745.3,0.0,0.0,-5.3,65.35,none,(quiet),,liquid,,,,,market→model
2026-07-08 13:47:00,2026-07-08 13:47:00,1,2026-07-21,CE,23500.0,-0.02582446,ITM,3477.0,9.272,rich,700.3,659.12665,41.173363,0.062466547,0.034629554,3.6112525,41.173363,0.062466547,0.034629554,3.6112525,0.16415262,0.12952307,24120.65,24114.78,-97.25,179.349609375,0.150390625,13:47,True,True,65.0,195.0,0.0,0.0,0.0,41.347633,-8.564751e-05,1.0,1.0,0.74823236,-39.45,13.274264,660.85,4.45,-20.8,-77.15,-99.2,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,,,,,market→model
2026-03-24 12:22:00,2026-03-24 12:23:00,3,2026-03-30,PE,23600.0,0.032524515,ITM,1311.0,3.496,rich,861.1,819.95917,41.140842,0.050174255,0.056542095,6.5983186,41.140842,0.050174255,0.056542095,6.5983186,0.33634388,0.2798018,22846.15,22844.77,54.55000000000291,53.449609374998545,221.95039062499927,12:23,True,False,845.0,2210.0,0.0,-910.0,-1560.0,-41.027065,0.0002164985,1.0,1.0,1.8317479,-77.25,-35.077164,861.1,-77.25,-61.1,-113.45,-181.85,none,(quiet),,liquid,,,,,market→model
2026-09-16 09:16:00,2026-09-16 09:16:00,1,2026-09-22,PE,23850.0,0.02354141,ITM,1873.0,4.9946666,rich,608.35,567.235,41.114986,0.07248316,0.060605563,,41.114986,0.07248316,0.060605563,,0.17676727,0.11616172,23270.6,23295.094,,1.3503906250007276,84.04960937500073,09:16,False,False,195.0,260.0,0.0,,,-41.644604,-0.0010417242,1.0,1.0,1.2187574,-48.2,-8.651523,560.15,22.35,20.05,86.4,114.85,high,FOMC decision (US 2026-09-16): HIKE 25bp to 3.75-4.00% (SEP) - first hike of cycle,,liquid,,,,,market→model
2024-12-05 14:57:00,2024-12-05 14:59:00,3,2024-12-12,CE,23950.0,-0.026722105,ITM,1905.0,5.08,rich,735.45,694.5431,40.906933,0.05889762,0.04608879,2.7765195,40.906933,0.05889762,0.04608879,2.7765195,0.22549547,0.17940669,24522.3,24598.623,-305.40000000000146,335.44921875,226.75078125000073,14:59,True,True,25.0,650.0,0.0,25.0,775.0,41.573383,-0.00077155133,1.0,2.0,0.62583214,-17.8,10.642131,682.3,53.15,50.1,107.7,113.05,none,(quiet),,liquid,,,,,both
2026-10-01 14:33:00,2026-10-01 14:33:00,1,2026-10-06,PE,23050.0,0.0286307,ITM,806.0,2.1493332,rich,699.9,659.00323,40.896744,0.062058482,0.11030568,4.492392,40.896744,0.062058482,0.11030568,4.492392,0.30091655,0.19061086,22360.85,22399.42,134.0,249.75039062499854,143.54960937500073,14:33,True,False,1105.0,195.0,0.0,0.0,-2015.0,-40.59423,0.0014281765,1.0,1.0,1.0172832,-42.6,-0.7237574,657.3,-1.3,13.7,7.7,-32.3,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2025-01-29 11:23:00,2025-01-29 11:23:00,1,2025-02-06,PE,23900.0,0.035560474,ITM,2871.0,7.656,cheap,870.0,910.8297,-40.829685,-0.044826917,-0.044990838,-2.5579603,40.829685,0.044826917,0.044990838,2.5579603,0.16687845,0.21186928,23020.3,23065.04,-66.10000000000218,105.54921874999854,43.80078125,11:23,True,True,75.0,225.0,0.0,34800.0,34800.0,39.260685,-0.0016039214,2.0,2.0,0.725523,33.25,-12.579008,903.25,0.0,-48.25,-66.25,-96.7,none,(quiet),,liquid,-180.0,-3316.25,-4486.25,-6465.5,market→model
2025-05-27 11:05:00,2025-05-27 11:06:00,2,2025-05-29,CE,24100.0,-0.031697206,ITM,1013.0,2.7013333,rich,832.0,791.18304,40.816963,0.051589787,0.08710074,5.949406,40.816963,0.051589787,0.08710074,5.949406,0.29233143,0.20523067,24836.55,24876.139,45.89999999999782,139.54921874999854,98.85078124999927,11:06,True,True,1200.0,1725.0,0.0,0.0,-1050.0,40.869404,-8.143044e-05,1.0,1.0,1.0413626,-43.1,-1.7119224,832.0,-43.1,-28.35,33.25,113.0,none,(quiet),,liquid,,,,,market→model
2026-01-12 12:19:00,2026-01-12 12:21:00,2,2026-01-13,PE,26350.0,0.025245251,ITM,563.0,1.5013334,rich,700.0,659.2501,40.7499,0.06181251,0.14112705,4.8398232,40.7499,0.06181251,0.14112705,4.8398232,0.3026939,0.16156685,25660.65,25693.113,172.75,40.29960937500073,187.25039062499854,12:21,True,False,195.0,260.0,0.0,0.0,-2795.0,-40.542614,0.0020819064,1.0,1.0,0.22039305,-9.4,33.251072,709.4,-9.4,-19.5,-76.86,-101.25,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-04-07 09:29:00,2025-04-07 09:30:00,2,2025-04-17,PE,22450.0,0.012454275,ITM,2609.0,6.9573336,rich,537.0,496.38388,40.616116,0.081824005,0.028840667,,40.616116,0.081824005,0.028840667,,0.25899014,0.23014948,22087.95,22172.135,,15.000781250000728,344.29921874999854,09:30,True,False,1275.0,5550.0,0.0,0.0,-4200.0,,,1.0,1.0,2.4745157,-96.4,-57.442883,537.0,-96.4,-40.25,32.1,45.54,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04-08 10:54:00,2025-04-08 10:55:00,2,2025-04-17,PE,23200.0,0.033985563,ITM,2149.0,5.7306666,cheap,795.0,835.6056,-40.605618,-0.04859424,-0.059626814,-3.227839,40.605618,0.04859424,0.059626814,3.227839,0.16199964,0.22162645,22373.2,22424.783,-30.5,204.35078124999927,102.34921875000146,10:55,True,False,2625.0,750.0,0.0,0.0,825.0,41.19983,0.00065979053,1.0,1.0,1.308644,49.0,11.556664,795.0,49.0,29.0,-63.0,-1.95,none,(quiet),,liquid,3005.0,1705.0,-4275.0,-306.75,market→model
2026-02-01 12:48:00,2026-02-01 12:48:00,1,2026-02-10,PE,25550.0,0.020765893,ITM,2786.0,7.429333,cheap,569.4,609.7272,-40.327175,-0.066139705,-0.03412337,-6.176684,40.327175,0.066139705,0.03412337,6.176684,0.12234239,0.15646575,25002.4,25024.902,-163.39999999999782,438.49960937500146,430.650390625,12:48,True,False,195.0,260.0,0.0,0.0,-4225.0,40.56261,0.000132291,1.0,1.0,1.3802267,60.6,16.694168,630.0,0.0,0.0,-102.3,-92.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-180.0,-180.0,-6829.5,-6173.0,market→model
2026-01-27 09:16:00,2026-01-27 09:16:00,1,2026-02-03,PE,25650.0,0.020648688,ITM,2623.0,6.9946666,cheap,574.55,614.84845,-40.298443,-0.06554208,-0.034065705,,40.298443,0.06554208,0.034065705,,0.1311145,0.1651802,25053.25,25125.791,,73.04999999999927,9.450000000000728,09:16,False,True,195.0,390.0,0.0,65.0,65.0,40.269886,-7.079204e-05,1.0,1.0,1.8326856,66.45,30.191736,641.0,-28.05,51.95,65.35,-107.0,none,(quiet),,liquid,-2003.25,3196.75,4067.75,-7135.0,market→model
2026-03-12 13:33:00,2026-03-12 13:33:00,1,2026-03-17,CE,22950.0,-0.038361378,ITM,1241.0,3.3093333,cheap,900.5,940.7863,-40.286316,-0.042821962,-0.1165179,-4.4815,40.286316,0.042821962,0.1165179,4.4815,0.16627462,0.28279254,23810.8,23847.498,106.34999999999854,-0.0007812500007275958,254.50078125000073,13:33,True,False,65.0,65.0,0.0,65.0,910.0,-40.079124,-0.00044573852,1.0,1.0,0.88346404,45.05,-5.942453,945.55,0.0,-9.2,-3.4,-52.0,medium,Brent settles $100.46 on tanker attacks; Iran vows to keep Hormuz closed,,liquid,-180.0,-778.0,-401.0,-3560.0,market→model
2024-11-25 09:27:00,2024-11-25 09:27:00,1,2024-11-28,PE,24850.0,0.021018447,ITM,1487.0,3.9653332,rich,584.04,543.7879,40.252075,0.074021645,0.053148642,,40.252075,0.074021645,0.053148642,,0.1982213,0.14507265,24313.1,24333.143,,1.5503906250014552,100.849609375,09:27,True,False,25.0,150.0,0.0,0.0,600.0,-41.42944,-0.0018111367,1.0,1.0,0.91631204,-34.39,3.140884,549.65,0.0,7.0,11.39,42.8,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,,,,,market→model
2024-12-04 11:56:00,2024-12-04 11:56:00,2,2024-12-12,PE,24850.0,0.016809043,ITM,2463.0,6.568,cheap,440.85,481.08813,-40.23813,-0.08363983,-0.038404334,-7.8850574,40.23813,0.08363983,0.038404334,7.8850574,0.09645538,0.13485971,24426.85,24435.787,-113.45000000000073,146.35039062500073,9.799609375000728,11:56,True,True,800.0,100.0,0.0,0.0,350.0,41.203197,0.00075739244,1.0,1.0,2.0200915,87.85,44.361874,528.7,-19.95,-17.15,-55.15,-80.95,none,(quiet),,liquid,-1476.75,-1294.75,-3764.75,-5441.75,market→model
2026-02-01 12:31:00,2026-02-01 12:32:00,3,2026-02-03,PE,25700.0,0.03401364,ITM,927.0,2.472,rich,922.2,881.97473,40.22529,0.04560821,0.082728975,24.797148,40.22529,0.04560821,0.082728975,24.797148,0.3293359,0.24660693,24825.25,24840.549,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,4355.0,7280.0,0.0,0.0,-25545.0,-40.08403,0.0004297666,1.0,1.0,0.16797626,-8.4,41.607067,922.2,-8.4,-159.55,-248.1,-271.35,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,model→market (spot/smile moved)
2026-03-24 12:24:00,2026-03-24 12:24:00,1,2026-03-30,CE,22050.0,-0.03718336,ITM,1310.0,3.4933333,cheap,903.75,943.9561,-40.20609,-0.042593177,-0.058231767,-0.29346514,40.20609,0.042593177,0.058231767,0.29346514,0.31507424,0.373306,22881.5,22885.326,95.95000000000073,18.099999999998545,257.2999999999993,12:24,True,True,65.0,65.0,0.0,65.0,130.0,-39.97075,-0.00036078514,3.0,3.0,1.3330293,46.05,11.504621,949.8,0.0,-51.35,43.25,78.8,none,(quiet),,liquid,-180.0,-3517.75,2631.25,4942.0,market→model
2025-04-24 09:36:00,2025-04-24 09:36:00,1,2025-04-30,CE,23750.0,-0.024865873,ITM,1853.0,4.9413333,rich,680.0,639.82764,40.172356,0.062786214,0.04621625,,40.172356,0.062786214,0.04621625,,0.21467665,0.1684604,24299.9,24347.969,,47.949609374998545,54.650390625,09:36,True,False,4200.0,975.0,1.0,0.0,,41.20833,-0.0012904054,1.0,1.0,0.62859577,-36.05,21.300053,643.95,0.0,5.2,-35.45,-24.05,none,(quiet),,liquid,,,,,both
2026-03-05 14:40:00,2026-03-05 14:40:00,1,2026-03-10,CE,23950.0,-0.032914508,ITM,1174.0,3.1306667,cheap,811.3,851.38385,-40.083824,-0.04708079,-0.08895922,-8.513285,40.083824,0.04708079,0.08895922,8.513285,0.18044214,0.26940137,24723.6,24751.42,174.79999999999927,0.05039062500145519,194.19960937499854,14:40,True,True,130.0,1430.0,0.0,1690.0,1365.0,-39.949154,-0.00027317196,3.0,3.0,1.1544529,52.55,7.0306053,843.65,0.0,6.9,32.5,20.25,none,(quiet),,liquid,-180.0,268.5,1932.5,1136.25,market→model
2025-04-07 09:17:00,2025-04-07 09:18:00,4,2025-04-17,PE,22200.0,0.011293613,ITM,2621.0,6.989333,cheap,482.9,522.6868,-39.78685,-0.07611986,-0.028205574,,39.78685,0.07611986,0.028205574,,0.23509032,0.2632959,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,35700.0,25875.0,0.0,-36300.0,-36300.0,,,1.0,2.0,1.1153469,26.3,2.719892,482.9,26.3,-50.8,-132.9,-58.5,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,1529.5,-3482.0,-8818.5,-3982.5,market→model
2026-02-01 12:23:00,2026-02-01 12:27:00,3,2026-02-10,CE,24400.0,-0.025103688,ITM,2807.0,7.4853334,rich,736.0,696.37634,39.623684,0.056899816,0.03193801,-0.1989317,39.623684,0.056899816,0.03193801,0.6051906,0.20074078,0.16880277,24986.4,25020.283,-322.0,454.49960937500146,18.200390624999272,12:27,True,True,65.0,260.0,0.0,0.0,-130.0,39.894547,-0.00017610092,1.0,1.0,1.3035153,-56.6,-13.178952,749.0,22.0,-69.6,-26.9,-42.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-05-15 09:16:00,2026-05-15 09:16:00,1,2026-05-26,CE,23150.0,-0.02569849,ITM,2998.0,7.9946666,cheap,670.0,709.5749,-39.574894,-0.05577268,-0.033118505,,39.574894,0.05577268,0.033118505,,0.1614766,0.19459511,23729.3,23752.63,,45.64921875000073,65.95078125000146,09:16,False,False,455.0,65.0,0.0,,,-41.752445,0.0016620621,1.0,1.0,0.9629019,37.2,-1.4332187,707.2,0.0,-2.6,-2.6,-2.6,none,(quiet),,liquid,-180.0,-349.0,-349.0,-349.0,market→model
2026-04-01 13:40:00,2026-04-01 13:43:00,3,2026-04-07,PE,23450.0,0.0334157,ITM,1231.0,3.2826667,cheap,790.15,829.5266,-39.376625,-0.04746879,-0.07642485,-8.697195,39.376625,0.04746879,0.07642485,8.697195,0.20882973,0.2852546,22650.85,22679.35,-213.8000000000029,290.4503906249993,2.499609375001455,13:43,True,True,260.0,195.0,0.0,0.0,390.0,39.37686,-4.513691e-05,1.0,1.0,0.5547831,24.6,-19.741652,795.2,7.75,4.15,-25.9,-44.5,none,(quiet),,liquid,323.75,89.75,-1863.5,-3072.5,both
2024-12-26 13:35:00,2024-12-26 13:35:00,1,2025-01-02,CE,23350.0,-0.017293014,ITM,1989.0,5.304,cheap,419.0,458.35864,-39.358658,-0.08586869,-0.050977953,-14.038507,39.358658,0.08586869,0.050977953,14.038507,0.08821805,0.139196,23722.2,23757.303,-28.149999999997817,132.30078125,68.59921875000146,13:35,True,False,75.0,300.0,0.0,0.0,18225.0,-38.12546,-0.0013700253,1.0,1.0,1.572487,56.8,20.678873,475.8,-16.95,-11.1,14.2,17.2,none,(quiet),,liquid,-1281.75,-901.5,743.0,938.00006,market→model
2026-09-22 14:14:00,2026-09-22 14:14:00,1,2026-09-29,PE,24050.0,0.027733317,ITM,1950.0,5.2,rich,701.35,662.0269,39.323093,0.05939803,0.07360784,3.5475717,39.323093,0.05939803,0.07360784,3.5475717,0.17988259,0.10627475,23382.6,23392.178,43.25,106.400390625,96.849609375,14:14,True,False,260.0,910.0,0.0,0.0,-715.0,-39.068165,0.0011279886,1.0,1.0,0.9033718,-59.85,6.4017925,641.5,0.0,3.75,-5.2,18.8,none,(quiet),,liquid,,,,,market→model
2026-05-06 14:20:00,2026-05-06 14:20:00,1,2026-05-12,PE,24950.0,0.02773928,ITM,1569.0,4.184,rich,736.0,696.7338,39.266186,0.056357514,0.06466806,0.6405876,39.266186,0.056357514,0.06466806,0.6405876,0.21162768,0.14695963,24181.7,24267.416,69.15000000000146,69.15078124999854,183.79921874999854,14:20,True,True,65.0,1365.0,0.0,0.0,-195.0,-39.47496,-0.00040087846,3.0,3.0,2.7607813,-105.85,-67.5094,681.8,0.0,-86.2,-91.45,-132.85,none,(quiet),,liquid,,,,,market→model
2025-02-01 12:36:00,2025-02-01 12:36:00,2,2025-02-13,PE,23850.0,0.01701806,ITM,3548.0,9.461333,rich,536.2,496.93646,39.263542,0.079011194,0.02573007,2.1792712,39.263542,0.079011194,0.02573007,2.1792712,0.16043139,0.13470131,23412.9,23447.553,-40.099999999998545,219.54960937500073,66.35039062500073,12:36,False,False,75.0,75.0,0.0,0.0,8100.0,-39.915684,-0.00038359602,1.0,1.0,1.5139043,-49.1,-16.667305,487.1,1.2,1.2,3.0,21.4,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,,,,,market→model
2025-04-25 10:00:00,2025-04-25 10:00:00,1,2025-04-30,CE,23250.0,-0.034038153,ITM,1454.0,3.8773334,rich,875.45,836.34863,39.10139,0.046752505,0.061601214,,39.10139,0.046752505,0.061601214,,0.28021282,0.21861161,24024.15,24055.01,-279.6499999999978,341.2996093750007,2.150390625,10:00,True,True,75.0,75.0,0.0,-75.0,-75.0,38.94294,0.0003628216,1.0,1.0,0.670183,-36.55,17.987343,838.9,0.0,-60.5,-40.15,-88.25,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,liquid,,,,,market→model
2026-04-07 09:17:00,2026-04-07 09:17:00,1,2026-04-13,CE,21950.0,-0.03785049,ITM,1872.0,4.992,cheap,918.9,957.9642,-39.06418,-0.040778328,-0.04715218,,39.06418,0.040778328,0.04715218,,0.27235204,0.31950423,22772.8,22796.742,,71.14921875000073,53.50078125000073,09:17,False,True,65.0,325.0,0.0,,,,-0.07517862,1.0,1.0,0.7295018,31.1,-11.5318365,950.0,0.0,-7.05,85.0,25.25,none,(quiet),,liquid,-180.0,-638.25,5345.0,1461.25,market→model
2026-06-12 13:26:00,2026-06-12 13:26:00,1,2026-06-23,PE,24200.0,0.034066148,ITM,2748.0,7.328,rich,865.0,826.00165,38.998352,0.047213405,0.05250418,1.6626419,38.998352,0.047213405,0.05250418,1.6626419,0.18750758,0.1350034,23355.35,23389.482,27.25,100.60039062500073,41.449609374998545,13:26,False,True,65.0,65.0,0.0,65.0,65.0,-39.29126,-0.00042710695,1.0,1.0,1.0884081,-54.8,-4.4512415,810.2,0.0,0.0,-82.65,-109.1,none,(quiet),,liquid,,,,,market→model
2026-03-24 12:24:00,2026-03-24 12:25:00,2,2026-03-30,PE,23650.0,0.031288207,ITM,1309.0,3.4906666,rich,833.75,794.9895,38.760487,0.048755974,0.0524564,1.3479846,38.760487,0.048755974,0.0524564,1.3479846,0.32778355,0.27532715,22908.15,22921.49,109.70000000000073,-0.0003906249985448085,283.9503906249993,12:25,True,True,130.0,195.0,0.0,0.0,-260.0,-37.87386,0.0013329175,1.0,1.0,1.382229,-46.7,-12.913992,833.75,-46.7,38.4,-54.05,-85.5,none,(quiet),,liquid,,,,,market→model
2025-04-08 10:58:00,2025-04-08 10:58:00,1,2025-04-09,PE,23300.0,0.038971797,ITM,646.0,1.7226666,rich,937.05,898.299,38.75097,0.04313816,0.13825399,3.4194896,38.75097,0.04313816,0.13825399,3.4194896,0.40666875,0.26841477,22377.95,22409.424,-47.39999999999782,199.60078124999927,107.09921875000146,10:58,True,False,10125.0,75.0,0.0,1.626675e+06,-10350.0,-38.591885,0.0010751232,1.0,1.0,0.79311043,-38.25,9.977836,898.8,11.55,-20.25,-59.25,44.5,none,(quiet),,liquid,,,,,market→model
2026-02-01 13:01:00,2026-02-01 13:01:00,1,2026-02-10,PE,25750.0,0.024705205,ITM,2773.0,7.3946667,rich,725.55,686.8643,38.685658,0.056322124,0.032432374,3.1611514,38.685658,0.056322124,0.032432374,3.1611514,0.18338832,0.15095595,25091.6,25121.635,422.59999999999854,349.30039062500146,519.849609375,13:01,False,False,650.0,195.0,0.0,0.0,65.0,-38.910946,-0.00014791601,1.0,1.0,0.32810923,-12.45,25.494682,713.1,0.0,-23.9,-51.45,33.6,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,model→market (spot/smile moved)
2026-03-12 14:50:00,2026-03-12 14:50:00,2,2026-03-17,CE,22800.0,-0.03649256,ITM,1164.0,3.104,rich,936.6,897.9558,38.6442,0.04303575,0.062531374,2.3114104,38.6442,0.04303575,0.062531374,2.3114104,0.35842282,0.29589143,23627.9,23647.398,-119.54999999999927,205.24960937500146,71.60039062500073,14:50,True,False,65.0,455.0,0.0,0.0,5005.0,38.952026,-0.00050854293,2.0,2.0,1.1739849,-47.3,-7.009875,910.25,-20.95,-0.25,-21.55,2.85,medium,Brent settles $100.46 on tanker attacks; Iran vows to keep Hormuz closed,,liquid,,,,,market→model
2025-06-06 10:11:00,2025-06-06 10:11:00,1,2025-06-12,CE,24150.0,-0.024373231,ITM,1818.0,4.848,rich,655.85,617.2133,38.636665,0.062598564,0.051592216,3.0319054,38.636665,0.062598564,0.051592216,3.0319054,0.18878882,0.1371966,24740.4,24745.846,36.80000000000291,76.69960937499854,68.95039062499927,10:11,True,False,75.0,75.0,0.0,0.0,225.0,38.662228,2.9501572e-05,1.0,1.0,0.835476,-33.65,6.626441,622.2,0.0,3.25,39.85,157.8,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2026-07-17 14:15:00,2026-07-17 14:15:00,2,2026-07-28,CE,23750.0,-0.024356551,ITM,2699.0,7.1973333,cheap,599.95,638.44403,-38.49403,-0.060293507,-0.04629352,-3.905919,38.49403,0.060293507,0.04629352,3.905919,0.10292222,0.14921574,24345.4,24335.57,93.0,0.8996093749992724,246.35039062500073,14:15,True,True,130.0,130.0,0.0,-130.0,-130.0,-37.259754,-0.0012788245,2.0,2.0,0.9591848,44.3,-1.8850497,627.05,17.2,-23.8,-30.05,-26.1,none,(quiet),,liquid,938.00006,-1727.0,-2133.25,-1876.5,market→model
2026-07-15 12:56:00,2026-07-15 12:56:00,2,2026-07-21,CE,23300.0,-0.029896704,ITM,1653.0,4.408,rich,760.55,722.07684,38.473133,0.053281214,0.064587295,1.0129226,38.473133,0.053281214,0.064587295,1.0129226,0.21970104,0.15511374,24036.25,24007.111,-145.95000000000073,184.09999999999854,0.0,12:56,True,True,130.0,260.0,0.0,0.0,0.0,39.707462,-0.0028298008,1.0,1.0,1.5031567,-45.0,-15.063,715.55,33.4,40.65,14.45,35.05,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-02-01 13:01:00,2026-02-01 13:01:00,1,2026-02-10,PE,25800.0,0.02664507,ITM,2773.0,7.3946667,rich,767.95,729.5206,38.42934,0.052677523,0.033982046,3.1355195,38.42934,0.052677523,0.033982046,3.1355195,0.18551391,0.15153186,25091.6,25121.635,422.59999999999854,349.30039062500146,519.849609375,13:01,False,False,65.0,585.0,0.0,0.0,-910.0,-38.89155,-0.00039006132,1.0,1.0,0.33371013,-12.95,25.856134,755.0,-35.85,-6.65,-20.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2024-12-02 10:14:00,2024-12-02 10:15:00,2,2024-12-12,CE,23600.0,-0.027136724,ITM,3314.0,8.837334,cheap,664.65,702.9996,-38.349594,-0.054551378,-0.042629838,-6.88612,38.349594,0.054551378,0.042629838,6.88612,0.10356521,0.14619504,24161.85,24249.195,24.25,2.4503906249992724,153.19960937499854,10:15,True,False,100.0,75.0,0.0,0.0,750.0,-37.989567,-0.00041357975,1.0,3.0,1.4204699,35.05,10.375066,664.65,35.05,45.0,38.65,-8.0,none,(quiet),,liquid,2098.25,2745.0,2332.25,-700.0,market→model
2024-11-18 12:31:00,2024-11-18 12:31:00,1,2024-11-21,CE,22850.0,-0.030157,ITM,928.0,2.4746666,rich,743.95,705.6983,38.251713,0.05420406,0.104586594,4.0145392,38.251713,0.05420406,0.104586594,4.0145392,0.27909216,0.17450559,23534.8,23549.584,78.59999999999854,71.99921874999927,184.40078124999854,12:31,True,False,300.0,25.0,0.0,250.0,2075.0,38.909878,-0.003247857,1.0,1.0,0.98278236,-36.0,0.6306948,707.95,0.0,-2.0,-3.2,-35.95,none,(quiet),,liquid,,,,,market→model
2026-03-06 09:16:00,2026-03-06 09:16:00,1,2026-03-10,CE,23950.0,-0.027998388,ITM,1123.0,2.9946666,cheap,689.85,728.04,-38.18997,-0.05245587,-0.08190743,,38.18997,0.05245587,0.08190743,,0.16182561,0.24373305,24645.25,24630.037,,55.650000000001455,47.099999999998545,09:16,False,False,65.0,325.0,0.0,0.0,0.0,-37.967438,-0.00040867148,1.0,1.0,0.8356063,32.8,-6.4529366,722.65,-13.9,11.85,32.15,45.8,none,(quiet),,liquid,-1083.5,590.25,1909.7501,2797.0,market→model
2026-03-11 14:27:00,2026-03-11 14:27:00,3,2026-03-17,PE,24850.0,0.036603007,ITM,1562.0,4.1653333,rich,963.5,925.3645,38.135483,0.041211307,0.058209598,6.2951217,38.135483,0.041211307,0.058209598,6.2951217,0.28050384,0.22229423,23934.35,23956.861,-10.350000000002183,364.650390625,42.349609375,14:27,True,False,65.0,65.0,0.0,65.0,325.0,-38.10701,0.000114561764,1.0,3.0,1.5363028,-36.85,-12.863843,926.65,-33.15,-14.75,9.0,37.55,low,US CPI release (Feb 2026) - +0.3% m/m SA,,liquid,,,,,market→model
2026-02-03 10:15:00,2026-02-03 10:15:00,1,2026-02-03,PE,26550.0,0.032370713,ITM,314.0,0.8373333,rich,886.4,848.27606,38.12397,0.044942882,0.20298028,,38.12397,0.044942882,0.20298028,,0.4725523,0.26957202,25706.95,25704.318,14.650000000001455,634.2507812500007,65.64921875000073,10:15,True,True,130.0,390.0,0.0,0.0,-325.0,-38.080555,0.00073008845,3.0,3.0,1.8795842,-82.75,-38.724304,845.15,0.0,-47.25,-79.4,-91.1,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,liquid,,,,,market→model
2026-01-23 12:42:00,2026-01-23 12:42:00,1,2026-01-27,CE,24650.0,-0.024492236,ITM,542.0,1.4453334,rich,655.55,617.42804,38.121952,0.061743148,0.11974988,5.377787,38.121952,0.061743148,0.11974988,5.377787,0.3091977,0.1894478,25223.55,25261.188,29.349999999998545,124.39921875000073,39.900781249998545,12:42,False,False,5265.0,1755.0,0.0,0.0,-325.0,38.817253,-0.004015161,1.0,1.0,0.68760926,-28.5,12.947959,627.05,-7.2,-15.05,-15.05,-44.8,none,(quiet),,liquid,,,,,market→model
2025-11-14 09:16:00,2025-11-14 09:16:00,1,2025-11-18,CE,24850.0,-0.03870023,ITM,1123.0,2.9946666,rich,1022.0,983.9137,38.086323,0.038709007,0.11217611,,38.086323,0.038709007,0.11217611,,0.28885174,0.17667563,25784.45,25830.553,,42.30078125,18.149218750000728,09:16,False,False,75.0,75.0,0.0,,,37.999645,0.0007651031,1.0,1.0,1.0625787,-48.0,-2.8268723,974.0,8.0,6.65,33.0,87.75,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,,,,,market→model
2024-12-06 10:03:00,2024-12-06 10:03:00,1,2024-12-19,CE,24000.0,-0.03091206,ITM,3701.0,9.869333,rich,864.2,826.1309,38.069088,0.04608118,0.028878678,5.9375167,38.069088,0.04608118,0.028878678,5.9375167,0.19512968,0.166251,24705.25,24753.475,0.25,45.79999999999927,38.75,10:03,False,True,675.0,25.0,0.0,68550.0,68550.0,38.28056,-8.887345e-05,1.0,1.0,0.48178083,-18.4,19.79164,845.8,0.0,-86.9,-83.0,-33.75,medium,RBI MPC decision: Repo held 6.50%,RBI MPC policy decision,liquid,,,,,both
2024-11-28 10:37:00,2024-11-28 10:40:00,3,2024-12-05,CE,23750.0,-0.016887305,ITM,2164.0,5.7706666,rich,503.95,465.93707,38.01293,0.081583835,0.033897173,2.7833223,38.01293,0.081583835,0.033897173,2.7833223,0.1747308,0.14083363,24094.45,24154.479,-242.95000000000073,251.30078125,1.3492187500014552,10:40,True,True,50.0,75.0,0.0,-50.0,16500.0,39.21119,-0.0010809371,1.0,1.0,0.9437944,-39.15,2.3314912,494.5,-2.1,-29.7,-34.5,-35.5,none,(quiet),,liquid,,,,,market→model
2025-04-07 09:16:00,2025-04-07 09:16:00,10,2025-04-17,PE,22800.0,0.030908018,ITM,2623.0,6.9946666,cheap,702.35,740.3601,-38.010094,-0.051340006,-0.059216402,,38.010094,0.051340006,0.059216402,,0.11467447,0.17389087,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,33750.0,39675.0,0.0,0.0,0.0,42.47575,0.005130688,1.0,3.0,5.029869,123.65,99.06686,826.0,-12.35,-66.8,-165.0,7.55,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-982.75,-4522.0,-10905.0,310.75,market→model
2026-02-01 12:06:00,2026-02-01 12:06:00,1,2026-02-03,PE,25850.0,0.02031346,ITM,953.0,2.5413334,rich,598.45,560.4577,37.99228,0.067787945,0.05554909,7.88672,37.99228,0.067787945,0.05554909,7.88672,0.25402543,0.19847636,25299.2,25330.195,-83.25,141.70078125000146,62.299218749998545,12:06,True,True,130.0,2470.0,0.0,65.0,4680.0,-37.753635,0.00042540883,1.0,1.0,1.9272796,-76.5,-36.806744,521.95,-6.95,125.95,266.55,398.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2024-11-25 10:00:00,2024-11-25 10:00:00,1,2024-11-28,PE,25300.0,0.039494377,ITM,1454.0,3.8773334,rich,1020.0,982.02203,37.977993,0.03867326,0.10393853,,37.977993,0.03867326,0.10393853,,0.25769982,0.15376128,24298.95,24320.268,-16.649999999997817,31.750781250000728,86.69921875,10:00,True,False,125.0,125.0,0.0,75725.0,-75.0,-38.030914,-9.164536e-05,1.0,1.0,0.5333425,-28.05,24.54285,991.95,29.65,21.45,20.15,-1.1,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,,,,,both
2025-06-03 09:16:00,2025-06-03 09:16:00,2,2025-06-12,PE,25500.0,0.028742773,ITM,2998.0,7.9946666,cheap,756.1,793.99005,-37.890057,-0.04772107,-0.036905885,,37.890057,0.04772107,0.036905885,,0.13585752,0.1727634,24733.95,24777.492,,111.15078124999854,14.849218750001455,09:16,False,True,75.0,750.0,0.0,225.0,225.0,37.297886,-0.0005741915,1.0,1.0,0.973211,53.9,-1.4836726,810.0,12.0,19.8,64.8,40.0,none,(quiet),,liquid,600.0,1107.0,4032.0002,2420.0,market→model
2025-06-06 10:05:00,2025-06-06 10:06:00,3,2025-06-19,PE,25600.0,0.029282434,ITM,3698.0,9.861333,rich,816.6,778.8255,37.774506,0.048501886,0.031812962,,37.774506,0.048501886,0.031812962,,0.16240379,0.13059083,24801.2,24861.238,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,1350.0,375.0,0.0,0.0,150.0,-38.85176,-0.0009512233,1.0,1.0,1.0950551,-33.6,-2.9166129,816.6,-33.6,-21.15,7.0,-63.95,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,CE,24200.0,-0.015776489,ITM,3389.0,9.0373335,rich,489.3,451.7653,37.53472,0.08308456,0.0256051,11.112225,37.53472,0.08308456,0.0256051,11.112225,0.13707186,0.111466765,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,1040.0,1170.0,0.0,130.0,455.0,37.814182,-0.00014740555,1.0,1.0,-0.038022473,1.85,50.505436,491.15,-0.8,4.45,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2025-05-09 09:16:00,2025-05-09 09:16:00,2,2025-05-15,CE,23350.0,-0.029621264,ITM,1873.0,4.9946666,rich,873.05,835.57135,37.478676,0.04485395,0.035529,,37.478676,0.04485395,0.035529,,0.32765824,0.29212922,24069.45,24052.002,,65.15078124999854,133.69921875,09:16,False,True,225.0,1950.0,0.0,0.0,0.0,37.897774,-0.00036632817,1.0,1.0,-0.04447274,1.4,32.87996,874.45,-1.6,-36.3,-39.0,-24.45,high,"Sensex -880 to 79,454 as Pakistan cross-border attacks escalate",,liquid,,,,,model→market (spot/smile moved)
2024-12-17 10:20:00,2024-12-17 10:20:00,1,2024-12-19,CE,23700.0,-0.031468164,ITM,1059.0,2.824,rich,800.0,762.5231,37.47693,0.049148582,0.100053996,2.9774005,37.47693,0.049148582,0.100053996,2.9774005,0.2623466,0.1622926,24456.25,24457.654,-69.25,167.84999999999854,0.9000000000014552,10:20,True,True,200.0,125.0,0.0,0.0,-250.0,37.802013,-0.0015868081,1.0,1.0,1.1283972,-49.0,-5.575574,751.0,2.1,-16.0,-10.1,37.0,none,(quiet),,liquid,,,,,market→model
2026-01-27 09:43:00,2026-01-27 09:43:00,2,2026-02-03,PE,26200.0,0.038134743,ITM,2596.0,6.9226665,rich,1046.95,1009.5085,37.441513,0.037088852,0.04471218,,37.441513,0.037088852,0.04471218,,0.21662691,0.17191473,25141.5,25219.682,,0.3499999999985448,208.95000000000073,09:43,True,False,130.0,195.0,0.0,0.0,1560.0,-37.11677,0.0005479247,1.0,2.0,1.4569191,-31.8,-9.973119,1015.15,-12.7,-24.9,14.85,14.4,none,(quiet),,liquid,,,,,market→model
2025-05-14 13:18:00,2025-05-14 13:18:00,1,2025-05-15,CE,23850.0,-0.030080851,ITM,506.0,1.3493333,rich,768.55,731.1195,37.4305,0.051196143,0.1557785,0.72612906,37.4305,0.051196143,0.1557785,0.72612906,0.36055195,0.20477344,24612.8,24578.328,-16.350000000002183,154.74921874999927,77.25078125000073,13:18,True,False,75.0,900.0,0.0,0.0,0.0,37.71012,-0.0029282216,1.0,1.0,0.47400242,-21.65,24.024874,746.9,0.0,15.15,13.1,15.1,low,India open after overnight US data: US CPI,,liquid,,,,,both
2025-05-19 09:16:00,2025-05-19 09:16:00,1,2025-05-22,CE,24350.0,-0.026171802,ITM,1498.0,3.9946666,rich,707.6,670.21826,37.381756,0.0557755,0.05469549,,37.381756,0.0557755,0.05469549,,0.21923143,0.16453592,25002.15,24995.695,,56.54960937500073,36.35039062500073,09:16,False,False,75.0,75.0,0.0,,,37.2816,0.00024089651,1.0,1.0,0.3552357,-13.0,23.59542,694.6,25.4,20.75,12.75,5.4,none,(quiet),,liquid,,,,,both
2026-02-01 12:31:00,2026-02-01 12:34:00,4,2026-02-10,CE,24000.0,-0.035331804,ITM,2800.0,7.4666667,cheap,897.85,935.10333,-37.253315,-0.039838716,-0.040987786,-1.4439099,37.253315,0.039838716,0.040987786,1.4439099,0.16584472,0.20683251,24834.45,24863.121,-417.3999999999978,606.4507812500015,262.69921875,12:34,True,True,325.0,780.0,0.0,0.0,4550.0,-37.426884,0.000110029825,1.0,3.0,2.0544586,56.0,28.742212,933.9,-34.55,108.1,166.1,194.1,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-2425.75,6846.5,10616.5,12436.5,market→model
2026-03-25 09:16:00,2026-03-25 09:16:00,1,2026-04-07,CE,22400.0,-0.034074165,ITM,2623.0,6.9946666,cheap,946.2,983.452,-37.25202,-0.037878837,-0.03031824,,37.25202,0.037878837,0.03031824,,0.3028754,0.33319366,23155.45,23176.414,,0.9007812499985448,92.24921874999927,09:16,False,True,65.0,130.0,0.0,,,-38.08774,0.00062090135,1.0,1.0,1.5719832,50.8,18.484133,997.0,0.0,9.3,44.75,82.25,none,(quiet),,liquid,-180.0,424.5,2728.75,5166.25,market→model
2026-03-16 14:23:00,2026-03-16 14:26:00,3,2026-03-17,PE,24250.0,0.038099207,ITM,438.0,1.168,rich,948.65,911.4171,37.232876,0.04085163,0.17321542,1.3710228,37.232876,0.04085163,0.17321542,1.3710228,0.4663163,0.2931009,23346.05,23343.473,216.39999999999782,13.749218749999272,390.80078125,14:26,True,False,455.0,260.0,1.0,0.0,-3445.0,-37.013344,0.002164328,1.0,1.0,1.0980253,-41.2,-3.6780953,940.0,8.65,-33.45,-54.0,-127.1,none,(quiet),,liquid,,,,,market→model
2025-01-21 13:16:00,2025-01-21 13:19:00,3,2025-01-30,PE,23750.0,0.02306466,ITM,2755.0,7.346667,cheap,560.04,597.2636,-37.22363,-0.062323615,-0.041978166,-6.838022,37.22363,0.062323615,0.041978166,6.838022,0.10464442,0.14662258,23165.85,23208.482,10.649999999997817,260.4503906249993,54.749609375001455,13:19,True,True,500.0,400.0,0.0,0.0,375.0,36.62372,-0.00063487754,1.0,1.0,1.9081126,64.96,30.915888,537.4,23.5,64.3,-13.4,-14.11,none,(quiet),,liquid,1347.5,3999.5002,-1051.0,-1097.15,market→model
2024-10-21 09:32:00,2024-10-21 09:32:00,1,2024-10-31,CE,24350.0,-0.022720821,ITM,3357.0,8.952,rich,649.25,612.0572,37.192837,0.06076693,0.029037591,,37.192837,0.06076693,0.029037591,,0.15595375,0.12691616,24857.25,24909.586,,121.04999999999927,1.0,09:32,True,True,25.0,100.0,0.0,,,38.10702,-0.00070060446,1.0,1.0,1.503683,-55.75,-18.674366,593.5,0.0,0.0,-71.5,-48.15,none,(quiet),,liquid,,,,,market→model
2025-05-16 09:29:00,2025-05-16 09:29:00,1,2025-05-29,PE,25550.0,0.017919488,ITM,3735.0,9.96,rich,589.0,551.82007,37.179943,0.067376934,0.022578865,,37.179943,0.067376934,0.022578865,,0.15557802,0.13299915,25033.6,25096.234,,31.650390625,49.599609375,09:29,True,False,1425.0,225.0,0.0,375.0,,-37.15894,6.661255e-05,1.0,1.0,1.1501895,-60.0,-7.8346834,529.0,-1.1,49.29,27.25,27.25,none,(quiet),,liquid,,,,,market→model
2026-08-14 13:45:00,2026-08-14 13:45:00,1,2026-08-18,PE,25100.0,0.026688883,ITM,854.0,2.2773333,rich,700.0,662.85846,37.141563,0.056032423,0.11661749,3.3337157,37.141563,0.056032423,0.11661749,3.3337157,0.25145733,0.13483983,24383.55,24438.969,37.75,1.6492187500007276,86.75078125000073,13:45,True,False,130.0,195.0,0.0,-65.0,-65.0,-37.316383,-0.0014898411,1.0,1.0,0.8244394,-30.05,6.39901,669.95,0.0,-3.05,-3.65,1.3,none,(quiet),,liquid,,,,,market→model
2026-03-09 09:32:00,2026-03-09 09:32:00,1,2026-03-17,CE,23300.0,-0.021607686,ITM,2607.0,6.952,rich,798.95,761.8694,37.0806,0.04867055,0.025984773,,37.0806,0.04867055,0.025984773,,0.323902,0.29791725,23752.65,23808.938,,207.04960937500073,54.85039062500073,09:32,True,False,65.0,130.0,0.0,0.0,,36.68951,0.00031541087,1.0,1.0,0.76804316,-43.95,13.273346,755.0,0.0,20.95,15.6,15.75,high,"Sensex -1,353 to 77,566 as Hormuz stays shut, Brent >$100",,liquid,,,,,market→model
2026-03-23 14:33:00,2026-03-23 14:33:00,1,2026-03-30,PE,23350.0,0.036892634,ITM,1556.0,4.1493335,cheap,903.0,940.0397,-37.03967,-0.039402243,-0.050931633,-5.128767,37.03967,0.039402243,0.050931633,5.128767,0.2695252,0.32045683,22517.6,22504.254,-124.90000000000146,334.1003906250007,46.349609375,14:33,True,True,130.0,130.0,0.0,0.0,-3055.0,36.964043,-0.00013920554,1.0,3.0,0.773875,17.25,-5.040421,920.25,0.0,-35.65,-43.5,-29.4,high,"Sensex -1,837 to 72,740, Nifty 22,513 (intraday >2% drop); RBI publishes FY27 MPC calendar",,liquid,-180.0,-2497.25,-3007.5,-2091.0,market→model
2025-04-07 09:52:00,2025-04-07 09:52:00,1,2025-04-17,PE,22850.0,0.031934675,ITM,2587.0,6.898667,rich,850.3,813.2685,37.0315,0.045534167,0.03392284,,37.0315,0.045534167,0.03392284,,0.26434004,0.2304172,22047.35,22131.82,6.549999999999272,142.650390625,303.69960937499854,09:52,True,True,75.0,75.0,2.0,-675.0,-4200.0,-38.32137,-0.0011801812,1.0,1.0,0.38515234,-20.45,32.64587,829.85,0.0,70.15,73.7,95.9,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,both
2026-03-24 09:40:00,2026-03-24 09:42:00,2,2026-03-24,CE,22050.0,-0.030642556,ITM,347.0,0.9253333,rich,724.7,687.68146,37.01853,0.05383093,0.21239722,,37.01853,0.05383093,0.21239722,,0.4456472,0.23324999,22749.5,22736.127,,150.09999999999854,1.8499999999985448,09:42,True,True,65.0,260.0,0.0,0.0,-520.0,37.169056,-0.0028527079,1.0,1.0,1.1170249,-45.3,-4.7458453,722.8,1.9,-57.55,-17.8,-88.6,none,(quiet),,liquid,,,,,market→model
2025-06-06 10:06:00,2025-06-06 10:06:00,1,2025-06-19,PE,25250.0,0.015516238,ITM,3698.0,9.861333,rich,532.35,495.4305,36.919476,0.074519984,0.021877775,1.4994626,36.919476,0.074519984,0.021877775,1.4994626,0.15170339,0.1298256,24801.2,24861.238,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,600.0,75.0,0.0,0.0,75.0,-36.753517,0.00015163874,1.0,1.0,1.0498719,-35.2,-1.6721019,497.15,0.0,0.0,37.55,-37.8,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-02-01 12:07:00,2025-02-01 12:12:00,3,2025-02-13,CE,23150.0,-0.0177709,ITM,3572.0,9.525333,cheap,510.0,546.88654,-36.886562,-0.06744829,-0.024554031,-2.4748037,36.886562,0.06744829,0.024554031,2.4748037,0.13845783,0.16301186,23521.55,23565.074,-84.10000000000218,110.89921875000073,157.45078125000146,12:12,True,True,150.0,225.0,0.0,0.0,-1575.0,-36.59467,-0.00024093823,2.0,2.0,-0.0649939,-3.4,-55.712597,475.0,-12.0,31.6,12.75,-29.45,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,-960.0,1874.0,648.75,-2094.25,model→market (spot/smile moved)
2025-04-08 10:55:00,2025-04-08 10:55:00,1,2025-04-09,CE,21600.0,-0.03591066,ITM,649.0,1.7306666,rich,872.5,835.6306,36.869408,0.04412166,0.084875,3.995832,36.869408,0.04412166,0.084875,3.995832,0.47100148,0.38612646,22373.2,22389.766,-30.5,204.35078124999927,102.34921875000146,10:55,True,False,825.0,300.0,0.0,0.0,375.0,36.913387,-7.563909e-05,1.0,1.0,1.1852185,-47.95,-7.4933248,824.55,0.0,20.45,88.95,14.85,none,(quiet),,liquid,,,,,market→model
2026-01-21 13:07:00,2026-01-21 13:10:00,3,2026-01-27,CE,24550.0,-0.0282188,ITM,1264.0,3.3706667,rich,768.7,731.86633,36.833664,0.0503284,0.057647653,3.7088497,36.833664,0.0503284,0.057647653,3.7088497,0.25535312,0.19770546,25221.5,25252.639,-4.099999999998545,79.45000000000073,301.7000000000007,13:10,True,False,130.0,130.0,0.0,0.0,2470.0,37.055256,-0.00036308603,1.0,1.0,0.76345885,-31.45,9.7441,793.1,-12.75,-38.55,-50.8,-78.25,none,(quiet),,liquid,,,,,market→model
2024-12-02 10:42:00,2024-12-02 10:42:00,1,2024-12-05,CE,23200.0,-0.039226074,ITM,1412.0,3.7653334,rich,970.0,933.16785,36.832153,0.03947002,0.094578184,2.9930675,36.832153,0.03947002,0.094578184,2.9930675,0.2664753,0.17189708,24103.7,24128.129,19.0,78.90078124999854,95.04921874999854,10:42,False,False,250.0,25.0,0.0,21700.0,21700.0,36.600365,0.0013153454,1.0,1.0,0.8722852,-37.85,5.541771,932.15,0.0,19.35,19.75,35.0,none,(quiet),,liquid,,,,,market→model
2026-01-30 14:47:00,2026-01-30 14:47:00,1,2026-02-03,PE,26300.0,0.03674016,ITM,1167.0,3.112,rich,996.15,959.32227,36.82771,0.0383893,0.08390242,4.471354,36.82771,0.0383893,0.08390242,4.471354,0.28212348,0.19822107,25343.15,25351.27,-8.299999999999272,27.549609375000728,129.50039062499854,14:47,False,False,65.0,65.0,0.0,0.0,-130.0,-36.88797,-0.00012382233,1.0,1.0,0.76205975,-35.15,10.974993,961.0,0.0,-6.8,22.8,-21.0,none,(quiet),,liquid,,,,,market→model
2026-02-01 12:35:00,2026-02-01 12:35:00,1,2026-02-10,PE,25900.0,0.039327644,ITM,2799.0,7.464,cheap,1000.0,1036.7877,-36.787727,-0.03548241,-0.0744516,-7.434496,36.787727,0.03548241,0.0744516,7.434496,0.107410684,0.1818623,24868.8,24901.184,-382.2000000000007,572.0992187500015,297.05078125,12:35,True,True,2600.0,715.0,0.0,-650.0,-2665.0,36.550385,-0.00037616116,1.0,1.0,0.39165863,46.35,-71.99286,1046.35,-126.3,-125.85,-182.7,-234.5,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-8389.5,-8360.25,-12055.5,-15422.5,both
2025-05-15 12:15:00,2025-05-15 12:15:00,1,2025-05-15,PE,25250.0,0.022223601,ITM,194.0,0.5173333,rich,593.54,556.8713,36.66875,0.06584781,0.22316882,1.8984874,36.66875,0.06584781,0.22316882,1.8984874,0.46193737,0.23876855,24699.25,24695.043,53.599999999998545,108.5,204.79999999999927,12:15,False,True,75.0,75.0,0.0,-525.0,-300.0,-37.403984,-0.01538678,1.0,1.0,1.5291518,-55.54,-19.219212,538.0,8.54,50.54,84.4,88.25,none,(quiet),,liquid,,,,,market→model
2024-11-08 09:45:00,2024-11-08 09:45:00,1,2024-11-21,PE,24900.0,0.023758063,ITM,2969.0,7.917333,rich,663.95,627.39453,36.555458,0.0582655,0.03225677,,36.555458,0.0582655,0.03225677,,0.16188768,0.12963091,24252.25,24315.396,126.34999999999854,1.6500000000014552,185.59999999999854,09:45,True,False,75.0,25.0,0.0,875.0,875.0,-36.221203,0.00040390727,1.0,1.0,1.4180378,-43.7,-12.882767,620.25,0.0,0.0,80.1,80.1,medium,FOMC decision (US 2024-11-07): Cut 25bp to 4.50-4.75%,,liquid,,,,,market→model
2024-12-04 11:55:00,2024-12-04 11:55:00,3,2024-12-12,CE,24050.0,-0.017612029,ITM,2464.0,6.570667,rich,550.0,513.46814,36.53188,0.071147315,0.028799271,9.1404705,36.53188,0.071147315,0.028799271,9.1404705,0.18448351,0.15568423,24466.05,24477.32,-76.85000000000218,107.14921875000073,19.200781250001455,11:55,True,True,25.0,125.0,0.0,25.0,31125.0,37.45208,-0.00070031855,1.0,2.0,2.2861557,-60.0,-33.75507,490.0,-41.7,-34.4,5.75,35.95,none,(quiet),,liquid,,,,,market→model
2025-04-07 09:36:00,2025-04-07 09:36:00,1,2025-04-17,CE,22050.0,-0.004750051,ITM,2603.0,6.9413333,rich,486.45,450.0188,36.431213,0.08095487,0.025069097,,36.431213,0.08095487,0.025069097,,0.2957108,0.2706417,22080.35,22154.988,,109.650390625,336.69960937499854,09:36,True,True,1950.0,1425.0,0.0,3000.0,,31.07943,0.003718221,1.0,1.0,0.852089,-31.65,5.4940076,454.8,-6.75,-54.9,-37.2,-73.35,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2024-12-04 11:55:00,2024-12-04 11:55:00,1,2024-12-12,CE,23600.0,-0.036500312,ITM,2464.0,6.570667,rich,940.0,903.5863,36.41368,0.040299065,0.047038395,4.4170923,36.41368,0.040299065,0.047038395,4.4170923,0.2165339,0.16949551,24466.05,24477.32,-76.85000000000218,107.14921875000073,19.200781250001455,11:55,True,True,25.0,100.0,0.0,15850.0,15850.0,36.29719,0.00028424602,1.0,3.0,2.531411,-63.75,-38.566418,876.25,0.0,-38.9,-14.25,34.75,none,(quiet),,liquid,,,,,market→model
2026-03-09 09:25:00,2026-03-09 09:25:00,1,2026-03-17,PE,22900.0,-0.037689853,OTM,2614.0,6.970667,cheap,144.85,181.24297,-36.392963,-0.20079656,-0.030776046,,36.392963,0.20079656,0.030776046,,0.29463613,0.32541215,23724.75,23779.568,,234.95000000000073,14.400000000001455,09:25,True,True,325.0,1105.0,0.0,,,,,1.0,1.0,1.1200659,43.25,4.6361995,188.1,-4.1,-33.15,-10.8,-12.95,high,"Sensex -1,353 to 77,566 as Hormuz stays shut, Brent >$100",,liquid,-446.5,-2334.75,-882.0,-1021.75,market→model
2024-12-04 11:56:00,2024-12-04 11:56:00,2,2024-12-12,CE,23850.0,-0.024264492,ITM,2463.0,6.568,rich,679.1,642.70746,36.392555,0.056623828,0.03375441,2.660306,36.392555,0.056623828,0.03375441,2.660306,0.19358282,0.15982841,24426.85,24435.787,-113.45000000000073,146.35039062500073,9.799609375000728,11:56,True,True,175.0,50.0,0.0,0.0,45525.0,36.2652,0.00019197422,2.0,2.0,1.1437827,-58.15,-7.3099236,638.29,-17.34,-17.34,-17.34,-17.34,none,(quiet),,liquid,,,,,market→model
2025-05-23 09:21:00,2025-05-23 09:21:00,1,2025-06-05,PE,25500.0,0.030064166,ITM,3743.0,9.981334,rich,843.0,806.6948,36.305164,0.04500483,0.02899924,,36.305164,0.04500483,0.02899924,,0.17190272,0.14290348,24700.3,24744.773,,-0.0007812500007275958,86.25078125000073,09:21,True,False,75.0,150.0,0.0,0.0,,-35.938725,0.00039388041,1.0,1.0,0.9203153,-33.0,2.8572764,810.0,-3.15,-19.35,-59.2,-85.6,none,(quiet),,liquid,,,,,market→model
2025-05-22 14:40:00,2025-05-22 14:40:00,3,2025-05-29,PE,25400.0,0.03193855,ITM,1924.0,5.1306667,rich,851.6,815.2986,36.301426,0.044525314,0.055125166,4.2771373,36.301426,0.044525314,0.055125166,4.2771373,0.20903902,0.15391386,24560.85,24601.578,37.75,176.650390625,98.44960937499854,14:40,True,True,300.0,1200.0,0.0,0.0,1350.0,-36.524265,-0.00036503148,1.0,1.0,0.7183074,-21.6,8.470692,830.0,5.8,15.05,-58.1,-58.25,none,(quiet),,liquid,,,,,market→model
2025-04-08 13:51:00,2025-04-08 13:56:00,3,2025-04-17,PE,23200.0,0.02836303,ITM,1968.0,5.248,cheap,705.1,741.37494,-36.274956,-0.0489293,-0.04107345,-7.1777706,36.274956,0.0489293,0.04107345,7.1777706,0.2004188,0.24149224,22493.95,22551.223,-181.75,203.25078125000073,223.09921875000146,13:56,True,True,375.0,225.0,0.0,0.0,3150.0,36.58917,0.00028585797,1.0,1.0,0.61976606,21.95,-13.466591,725.75,14.45,1.3,-12.5,-105.75,none,(quiet),,liquid,759.25,-95.5,-992.5,-7053.75,both
2026-09-24 09:34:00,2026-09-24 09:34:00,2,2026-09-29,CE,22450.0,-0.03566618,ITM,1480.0,3.9466667,rich,854.55,818.39453,36.155464,0.044178527,0.09560372,,36.155464,0.044178527,0.09560372,,0.24110554,0.14550182,23264.1,23265.156,,17.850390625000728,58.64960937499927,09:34,False,False,65.0,130.0,0.0,,,36.126858,0.0003550066,1.0,2.0,0.91433764,-21.5,2.01429,833.05,-11.25,-11.3,-11.3,-11.3,low,"NSE shares list at Rs1,800 (+0.8% vs issue)",,liquid,,,,,market→model