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
2026-04-07 14:01:00,2026-04-07 14:01:00,2,2026-04-07,CE,22200.0,-0.035388883,ITM,88.0,0.23466666,rich,806.6,799.8305,6.7694907,0.0084636565,0.24999273,2.1020823,6.7694907,0.0084636565,0.24999273,2.1020823,0.6549959,0.4050032,22998.4,22999.7,15.150000000001455,65.14960937499927,279.1003906250007,14:01,False,False,3185.0,390.0,0.0,0.0,-1820.0,6.7413177,,1.0,2.0,-3.2239842,11.75,15.394559,818.35,-5.35,-19.35,-0.25,41.05,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-06-05 14:25:00,2025-06-05 14:25:00,2,2025-06-05,CE,23850.0,-0.03553122,ITM,64.0,0.17066666,rich,864.35,862.6282,1.721846,0.0019960466,0.23767897,-0.61086404,1.721846,0.0019960466,0.24998015,0.74514216,0.6119899,0.37431097,24715.45,24712.654,-23.149999999997817,184.40078124999854,102.34921875000146,14:25,False,False,375.0,900.0,0.0,-150.0,-150.0,1.5795218,,3.0,3.0,-2.64091,18.2,25.091564,885.95,6.25,-23.4,15.6,7.75,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-12-05 14:04:00,2024-12-05 14:04:00,3,2024-12-05,CE,23700.0,-0.03952902,ITM,85.0,0.22666667,rich,962.0,955.84467,6.155314,0.0064396593,0.2339476,1.7777637,6.155314,0.0064396593,0.24997653,1.7777637,0.7117498,0.4778022,24649.85,24655.6,29.899999999997817,27.350390625000728,354.2996093750007,14:04,False,False,450.0,300.0,0.0,-250.0,-1375.0,6.0584745,,1.0,1.0,-0.0,0.0,11.102658,962.0,-0.9,-6.0,102.95,192.45,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-04-13 12:56:00,2026-04-13 12:56:00,1,2026-04-13,CE,22950.0,-0.036180824,ITM,153.0,0.408,rich,863.0,846.1239,16.876074,0.019945156,0.24991684,0.8903966,16.876074,0.019945156,0.24991684,0.8903966,0.60757923,0.3576624,23799.25,23795.555,-26.5,48.5,243.65000000000146,12:56,True,False,130.0,845.0,0.0,-260.0,-260.0,16.92274,-0.0029129367,1.0,1.0,0.7796154,-21.55,6.0918336,841.45,0.0,7.6,-0.75,34.3,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2025-01-30 11:13:00,2025-01-30 11:13:00,2,2025-01-30,PE,24200.0,0.038771033,ITM,256.0,0.68266666,rich,930.0,920.1605,9.839478,0.010693219,0.24990223,2.3052738,9.839478,0.010693219,0.24990223,2.3052738,0.4376979,0.18779567,23283.5,23279.697,-16.900000000001455,27.650000000001455,144.29999999999927,11:13,True,False,25.0,375.0,0.0,1.284525e+06,-725.0,-9.492889,,2.0,2.0,1.3752953,-12.95,-3.5338404,928.7,-11.65,8.05,14.0,27.25,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,,,,,market→model
2026-03-24 14:48:00,2026-03-24 14:51:00,4,2026-03-24,PE,23400.0,0.021778267,ITM,38.0,0.101333335,rich,509.15,504.2029,4.947085,0.009811694,0.24989296,3.2391891,4.947085,0.009811694,0.24989296,3.2391891,0.6303534,0.3804604,22901.15,22895.898,-24.549999999999272,156.14960937499927,276.9503906249993,14:51,False,False,3120.0,4160.0,0.0,-1755.0,-5850.0,-4.7089505,,1.0,1.0,2.5006382,-18.85,-11.311924,483.4,12.2,24.6,6.6,5.05,none,(quiet),,liquid,,,,,market→model
2025-06-26 13:49:00,2025-06-26 13:58:00,6,2025-06-26,PE,26500.0,0.038146816,ITM,91.0,0.24266666,rich,995.7,991.8185,3.8814921,0.0039135106,0.24984862,-0.80979645,3.8814921,0.0039135106,0.24984862,1.4719348,0.60742503,0.3575764,25492.8,25508.148,82.70000000000073,4.399218750000728,232.90078124999854,13:58,False,True,2400.0,75.0,0.0,1575.0,3825.0,-3.7032647,,1.0,1.0,1.9230366,-19.35,-9.287788,1034.0,-20.75,-20.95,-36.0,-67.1,none,(quiet),,liquid,,,,,market→model
2026-03-30 14:37:00,2026-03-30 14:45:00,7,2026-03-30,PE,23100.0,0.031946428,ITM,44.0,0.11733333,rich,732.9,726.8784,6.021609,0.008284204,0.24982767,1.8598778,6.021609,0.008284204,0.24982767,1.8598778,0.84380746,0.5939798,22368.55,22373.701,-52.85000000000218,345.54921874999854,17.900781249998545,14:45,False,False,4615.0,1495.0,0.0,0.0,-6175.0,-6.119363,-0.011861142,1.0,1.0,0.6669651,-6.15,3.0708716,733.6,3.3,-11.75,8.9,71.4,none,(quiet),,liquid,,,,,both
2025-02-27 14:08:00,2025-02-27 14:11:00,5,2025-02-27,PE,23300.0,0.03275821,ITM,78.0,0.208,rich,754.0,750.87317,3.126855,0.004164292,0.24980533,1.1207356,3.126855,0.004164292,0.24980533,1.1207356,0.56865263,0.3188473,22544.55,22549.1,7.899999999997817,68.74921874999927,28.400781249998545,14:11,False,False,525.0,525.0,0.0,-525.0,798000.0,-2.9860468,,7.0,14.0,2.3341448,-3.85,-2.2005737,752.75,0.7,1.05,-3.75,-0.35,none,(quiet),,liquid,,,,,market→model
2025-09-02 14:34:00,2025-09-02 14:35:00,4,2025-09-02,PE,25500.0,0.03734559,ITM,54.0,0.144,rich,940.0,935.026,4.9740076,0.0053196466,0.24979311,1.5010152,4.9740076,0.0053196466,0.24979311,1.6746403,0.81823546,0.56844234,24567.25,24565.25,3.349999999998545,188.84999999999854,44.900000000001455,14:35,True,True,1650.0,375.0,0.0,450.0,150.0,-4.9816504,,2.0,2.0,6.4891725,-32.45,-27.449362,940.0,-21.95,-27.0,-29.8,-13.15,none,(quiet),,liquid,,,,,market→model
2026-03-24 14:22:00,2026-03-24 14:22:00,1,2026-03-24,PE,23700.0,0.03203938,ITM,67.0,0.17866667,rich,754.5,747.5503,6.9497085,0.009296644,0.24978614,0.85036373,6.9497085,0.009296644,0.24978614,0.85036373,0.6935743,0.4437882,22954.55,22952.701,-25.150000000001455,102.74921874999927,330.3507812499993,14:22,True,False,780.0,130.0,0.0,0.0,-130.0,-6.9314656,,1.0,1.0,1.0999454,-21.7,-1.9717494,732.8,4.85,37.2,77.4,59.2,none,(quiet),,liquid,,,,,market→model
2026-03-02 14:03:00,2026-03-02 14:03:00,1,2026-03-02,PE,25600.0,0.036939725,ITM,86.0,0.22933333,rich,938.9,928.9595,9.940512,0.010700694,0.24970646,,9.940512,0.010700694,0.24970646,,0.7279869,0.47828043,24688.35,24671.596,-1.3000000000029104,301.00039062499854,84.849609375,14:03,True,True,2080.0,12805.0,0.0,0.0,-8190.0,-10.043047,-0.009552821,1.0,1.0,0.59807336,-7.4,4.9730635,931.5,-14.35,-55.0,-99.0,-140.05,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,both
2026-06-02 14:37:00,2026-06-02 14:37:00,1,2026-06-02,PE,24400.0,0.03752752,ITM,52.0,0.13866666,rich,901.35,898.74005,2.6099308,0.0029039886,0.24963775,-0.2645181,2.6099308,0.0029039886,0.24963775,0.2645181,0.75797594,0.50833815,23500.95,23501.297,-30.849999999998545,56.00078125000073,271.79921874999854,14:37,False,True,455.0,130.0,0.0,-65.0,-4225.0,-2.574289,,2.0,2.0,,5.55,,905.0,1.9,39.8,27.8,22.0,none,(quiet),,liquid,,,,,both
2024-12-05 14:56:00,2024-12-05 14:56:00,1,2024-12-05,CE,23800.0,-0.02768053,ITM,33.0,0.088,rich,676.75,669.2204,7.5296297,0.011251346,0.24963641,1.3193313,7.5296297,0.011251346,0.24963641,1.3193313,0.9065639,0.65692747,24529.65,24468.0,-234.04999999999927,328.099609375,234.10039062500073,14:56,True,True,1925.0,6575.0,0.0,0.0,-8575.0,7.626803,-0.0070415153,1.0,1.0,12.035714,-85.71,-78.58869,591.04,79.41,220.86,329.96,318.16,none,(quiet),,liquid,,,,,market→model
2026-03-02 14:28:00,2026-03-02 14:28:00,2,2026-03-02,PE,25700.0,0.038763043,ITM,61.0,0.16266666,rich,985.95,977.9961,7.95391,0.008132865,0.24961615,1.4543079,7.95391,0.008132865,0.24961615,1.4543079,0.8682915,0.61867535,24735.15,24722.852,116.75,254.19960937499854,131.650390625,14:28,True,True,1365.0,390.0,0.0,0.0,-8710.0,-8.485804,,1.0,1.0,0.3434432,-3.65,6.9776664,982.3,5.3,-89.75,-144.85,-91.45,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,both
2024-11-28 14:31:00,2024-11-28 14:31:00,1,2024-11-28,PE,24750.0,0.030709332,ITM,58.0,0.15466666,rich,754.55,748.673,5.877007,0.007849898,0.24959289,0.0056564077,5.877007,0.007849898,0.24959289,0.0056564077,0.6915995,0.4420066,24000.55,24001.496,-26.850000000002183,345.19921875,127.20078125000146,14:31,True,True,100.0,200.0,0.0,9725.0,-200.0,-5.7773685,,1.0,1.0,1.8388854,-16.5,-7.5271735,738.05,25.3,35.55,97.2,115.45,none,(quiet),,liquid,,,,,market→model
2026-09-08 14:08:00,2026-09-08 14:15:00,8,2026-09-08,PE,24500.0,0.034553293,ITM,74.0,0.19733334,rich,839.3,832.3279,6.9721093,0.008376638,0.24957952,3.0648384,6.9721093,0.008376638,0.24957952,3.0648384,0.6977019,0.44812235,23650.9,23667.902,10.600000000002183,108.04960937500073,27.800390625001455,14:15,False,False,65.0,1820.0,0.0,0.0,-7865.0,-6.8890576,,1.0,2.0,1.652047,-7.3,-2.8812397,838.0,1.0,2.1,0.0,1.85,none,(quiet),,liquid,,,,,market→model
2026-06-23 14:42:00,2026-06-23 14:46:00,4,2026-06-23,CE,23400.0,-0.022066718,ITM,43.0,0.11466666,rich,530.0,522.4166,7.583371,0.014515945,0.24955377,2.9766386,7.583371,0.014515945,0.24955377,2.9766386,0.65235376,0.40279996,23918.95,23922.1,3.650000000001455,216.55078125,56.299218749998545,14:46,False,False,845.0,325.0,0.0,65.0,-2015.0,7.712706,,1.0,1.0,,-10.5,,537.05,-0.75,-20.05,-12.3,-98.55,none,(quiet),,liquid,,,,,both
2026-03-24 14:00:00,2026-03-24 14:00:00,2,2026-03-24,PE,23550.0,0.02471508,ITM,89.0,0.23733333,rich,585.9,575.01917,10.880806,0.01892251,0.24953286,3.5294485,10.880806,0.01892251,0.24953286,3.5294485,0.53463733,0.28510445,22983.75,22975.094,-50.45000000000073,73.54999999999927,359.5499999999993,14:00,False,False,195.0,1365.0,0.0,0.0,-2860.0,-10.573856,,1.0,2.0,3.0927258,-18.15,-12.28139,567.75,4.65,-0.5,-48.25,41.1,none,(quiet),,liquid,,,,,market→model
2025-04-24 14:02:00,2025-04-24 14:08:00,5,2025-04-24,PE,25100.0,0.03432154,ITM,81.0,0.216,rich,852.9,846.9196,5.980373,0.007061323,0.24947648,1.1210686,5.980373,0.007061323,0.24947648,1.5788921,0.6399458,0.39046934,24250.75,24253.145,6.75,97.09999999999854,11.299999999999272,14:08,False,False,1500.0,7200.0,0.0,0.0,-5775.0,-5.837575,,1.0,2.0,0.79828274,-3.55,0.8970461,852.4,-2.75,0.5,-3.05,-3.05,none,(quiet),,liquid,,,,,market→model
2025-06-12 13:26:00,2025-06-12 13:26:00,1,2025-06-12,CE,24200.0,-0.032733187,ITM,123.0,0.328,rich,812.1,805.20526,6.894714,0.0085626785,0.24945383,,6.894714,0.0085626785,0.24945383,,0.5113779,0.26192403,25019.6,25005.25,-36.10000000000218,176.60039062500073,10.249609375001455,13:26,False,True,450.0,300.0,0.0,0.0,-375.0,6.6608944,,11.0,12.0,17.823856,-91.7,-86.55521,777.8,0.0,0.0,-79.7,-88.9,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2024-10-17 14:03:00,2024-10-17 14:06:00,12,2024-10-17,PE,25600.0,0.033619512,ITM,83.0,0.22133334,rich,849.6,846.404,3.1960113,0.003775988,0.18341517,2.2556334,3.1960113,0.003775988,0.24944378,2.2991905,0.55968463,0.37626946,24740.55,24753.646,-29.150000000001455,288.94921875,2.2507812500007276,14:06,False,False,1650.0,125.0,0.0,102650.0,102650.0,-2.9479544,,1.0,1.0,0.7927683,-2.35,0.61429614,847.55,0.0,3.45,-1.95,-4.55,none,(quiet),,liquid,,,,,market→model
2026-03-02 14:29:00,2026-03-02 14:30:00,3,2026-03-02,CE,24100.0,-0.025339998,ITM,59.0,0.15733333,rich,629.05,618.9854,10.064564,0.016259775,0.24940814,2.2873526,10.064564,0.016259775,0.24940814,2.2873526,0.6563308,0.40692267,24730.65,24718.498,120.45000000000073,258.69960937499854,127.150390625,14:30,True,True,390.0,65.0,0.0,-780.0,-845.0,10.024381,0.0036175414,1.0,1.0,1.6448394,-14.35,-5.6257443,629.05,-14.35,112.25,113.6,96.6,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,market→model
2024-10-03 14:32:00,2024-10-03 14:36:00,4,2024-10-03,PE,26250.0,0.038348693,ITM,53.0,0.14133333,rich,996.15,988.5576,7.5923867,0.007680267,0.24939494,1.8273189,7.5923867,0.007680267,0.24939494,1.8273189,0.9149856,0.6655907,25263.0,25262.404,12.400000000001455,376.4500000000007,32.70000000000073,14:36,False,False,100.0,1275.0,0.0,0.0,-275.0,-7.992255,-0.037613068,1.0,1.0,0.73122126,-6.25,2.2973444,991.0,4.35,2.8,11.85,2.15,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,liquid,,,,,market→model
2026-08-25 15:05:00,2026-08-25 15:05:00,7,2026-08-25,PE,24600.0,0.013993766,ITM,24.0,0.064,rich,343.75,341.84467,1.9053421,0.005573707,0.24936086,3.6191955,1.9053421,0.005573707,0.24936086,3.6191955,0.4588567,0.20949583,24247.55,24258.15,42.70000000000073,9.249218749999272,132.10078124999927,15:05,False,False,845.0,3315.0,0.0,-1105.0,-43745.0,-1.7056111,,1.0,1.0,-0.048010252,0.1,2.1828885,343.85,2.4,-16.25,-66.5,,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-06-12 13:36:00,2025-06-12 13:39:00,2,2025-06-12,CE,24100.0,-0.033059523,ITM,110.0,0.29333332,rich,822.0,810.31354,11.686441,0.014422122,0.24934475,,11.686441,0.014422122,0.24934475,,0.6081764,0.35883167,24925.15,24910.05,-110.09999999999854,271.0496093750007,4.700390624999272,13:39,False,False,825.0,75.0,0.0,0.0,300.0,11.804806,,1.0,1.0,1.0314835,-11.8,-0.36016572,811.0,0.0,-13.55,-41.0,-41.0,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2025-09-23 14:15:00,2025-09-23 14:15:00,1,2025-09-23,PE,25850.0,0.024643674,ITM,74.0,0.19733334,rich,638.25,629.3263,8.923705,0.0141797755,0.24932292,,8.923705,0.0141797755,0.24932292,,0.5489548,0.29963186,25203.85,25220.746,-21.400000000001455,58.050390625001455,119.19960937499854,14:15,True,False,300.0,1575.0,0.0,0.0,450.0,-8.9253845,,1.0,1.0,0.5362709,-7.25,6.269286,631.0,9.7,9.7,4.75,14.9,none,(quiet),,liquid,,,,,both
2025-05-15 14:05:00,2025-05-15 14:05:00,1,2025-05-15,PE,25800.0,0.028786415,ITM,84.0,0.224,rich,740.0,732.1496,7.8504124,0.010722416,0.24930222,-0.55070704,7.8504124,0.010722416,0.24930222,0.55070704,0.56881523,0.319513,25057.1,25067.898,108.59999999999854,32.70039062499927,562.6496093749993,14:05,False,False,75.0,75.0,0.0,0.0,600.0,-7.7864895,,2.0,2.0,0.7615898,-9.0,2.817385,731.0,0.0,-21.0,-27.0,21.1,none,(quiet),,liquid,,,,,market→model
2025-05-15 14:59:00,2025-05-15 15:03:00,4,2025-05-15,PE,25600.0,0.020571858,ITM,26.0,0.06933333,rich,525.9,521.43634,4.4636345,0.008560266,0.24928457,1.871268,4.4636345,0.008560266,0.24928457,1.871268,0.7040072,0.4547226,25075.65,25078.74,2.900000000001455,40.599609375,581.2003906249993,15:03,False,False,600.0,525.0,0.0,0.0,-10050.0,-4.4988484,,1.0,2.0,2.762564,-7.05,-4.498023,544.75,-0.9,-28.65,-4.75,,none,(quiet),,liquid,,,,,market→model
2025-05-15 10:33:00,2025-05-15 10:39:00,7,2025-05-15,PE,25500.0,0.03060377,ITM,290.0,0.7733333,rich,798.0,768.55255,29.447468,0.038315494,0.24926843,2.6847813,29.447468,0.038315494,0.24926843,2.6847813,0.4358529,0.18658447,24738.85,24731.424,210.14999999999782,0.1003906250007276,244.39960937499927,10:39,True,False,600.0,15300.0,0.0,0.0,-2025.0,-28.966433,0.033732943,1.0,1.0,1.5467613,-48.0,-16.967417,887.0,0.8,-89.0,-110.75,-85.7,none,(quiet),,liquid,,,,,market→model
2026-05-05 14:26:00,2026-05-05 14:26:00,1,2026-05-05,PE,25000.0,0.038799122,ITM,63.0,0.168,cheap,952.0,959.0646,-7.0645685,-0.007366103,-0.2492678,-2.7029507,7.0645685,0.007366103,0.2492678,2.7029507,0.5886036,0.83787143,24041.2,24048.598,0.9500000000007276,40.50078125000073,159.14921875000073,14:26,False,False,2340.0,65.0,0.0,-455.0,-260.0,-0.53301895,,2.0,2.0,,-12.0,,952.0,-12.0,-3.5,-0.8,26.3,none,(quiet),,liquid,-960.0,-407.5,-232.0,1529.5,both
2025-02-27 14:18:00,2025-02-27 14:22:00,4,2025-02-27,PE,23300.0,0.032529924,ITM,67.0,0.17866667,rich,747.9,745.7259,2.1740944,0.0029154068,0.2492535,0.7730083,2.1740944,0.0029154068,0.2492535,0.7730083,0.5772872,0.32803372,22549.7,22554.248,11.799999999999272,63.60078124999927,33.549218749998545,14:22,False,False,300.0,2250.0,0.0,-525.0,-2025.0,-1.978866,,3.0,4.0,-0.37918904,0.55,2.0004637,749.7,-4.7,-0.7,-0.05,0.5,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-06-23 14:45:00,2026-06-23 14:45:00,1,2026-06-23,PE,24800.0,0.035472494,ITM,44.0,0.11733333,rich,868.25,864.49475,3.75524,0.004343855,0.2492424,0.097394936,3.75524,0.004343855,0.2492424,0.097394936,0.832455,0.5832126,23933.1,23935.703,22.899999999997817,202.400390625,70.44960937499854,14:45,True,False,65.0,195.0,0.0,-65.0,-130.0,-3.7744243,,1.0,1.0,-0.0,0.0,13.688289,868.25,0.0,21.75,90.85,101.55,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-05-05 13:13:00,2026-05-05 13:19:00,4,2026-05-05,PE,24900.0,0.03472865,ITM,130.0,0.34666666,rich,857.8,849.8744,7.9256325,0.009325652,0.24918938,1.2508157,7.9256325,0.009325652,0.24918938,1.2508157,0.5364574,0.28726804,24040.4,24050.1,62.30000000000291,41.29960937500073,158.35039062500073,13:19,True,False,130.0,130.0,0.0,0.0,455.0,-7.814901,,2.0,2.0,1.6243913,-13.45,-5.1699753,835.5,0.0,22.3,26.5,13.5,none,(quiet),,liquid,,,,,market→model
2026-01-27 14:20:00,2026-01-27 14:20:00,3,2026-01-27,PE,25950.0,0.035549242,ITM,69.0,0.184,rich,915.25,906.8379,8.412119,0.00927632,0.24915168,0.4699624,8.412119,0.00927632,0.24915168,0.4699624,0.7618763,0.5127246,25028.4,25043.701,-25.899999999997817,156.54960937500073,95.85039062500073,14:20,False,False,65.0,130.0,0.0,0.0,-195.0,-8.588495,,2.0,2.0,0.66613734,-6.45,3.2326882,917.55,-8.75,4.7,-29.5,-117.55,none,(quiet),,liquid,,,,,both
2025-02-27 13:57:00,2025-02-27 13:59:00,3,2025-02-27,PE,23350.0,0.034906022,ITM,90.0,0.24,rich,803.85,800.96857,2.8814497,0.0035974567,0.22169697,0.03381367,2.8814497,0.0035974567,0.24910551,0.348507,0.5517916,0.3300946,22541.45,22549.006,4.850000000002183,71.85078124999927,25.299218749998545,13:59,False,False,525.0,75.0,0.0,0.0,73950.0,-2.6498592,,8.0,9.0,0.9175929,-1.85,0.16614461,804.35,-0.5,-2.35,-1.35,-2.85,none,(quiet),,liquid,,,,,market→model
2026-06-30 14:22:00,2026-06-30 14:22:00,3,2026-06-30,PE,24600.0,0.029389143,ITM,67.0,0.17866667,rich,722.65,712.9685,9.681504,0.013579147,0.24907058,2.5738187,9.681504,0.013579147,0.24907058,2.5738187,0.68811446,0.43904388,23883.95,23887.547,-59.14999999999782,151.60078124999927,31.999218749999272,14:22,False,True,65.0,390.0,0.0,0.0,-1105.0,-9.625721,0.004961258,3.0,4.0,17.273153,-99.45,-93.69251,700.0,-60.0,-60.0,-31.0,-32.75,none,(quiet),,liquid,,,,,market→model
2025-08-28 14:51:00,2025-08-28 14:52:00,3,2025-08-28,PE,25500.0,0.03929138,ITM,37.0,0.09866667,rich,986.0,982.7834,3.2165911,0.00327294,0.24906875,1.2879367,3.2165911,0.00327294,0.24906875,1.2879367,0.96719456,0.7181258,24513.0,24517.498,-63.0,189.65000000000146,19.200000000000728,14:52,False,False,3750.0,375.0,0.0,825.0,4125.0,-3.270512,,1.0,1.0,-0.65399134,2.6,6.5755877,986.0,2.6,-10.55,20.75,13.7,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-03-10 13:30:00,2026-03-10 13:30:00,1,2026-03-10,PE,25100.0,0.03455256,ITM,119.0,0.31733334,rich,860.0,852.44617,7.5538445,0.008861374,0.24903561,1.6162686,7.5538445,0.008861374,0.24903561,1.6162686,0.55271304,0.3036774,24232.4,24247.543,16.25,71.39960937499927,152.45039062499927,13:30,True,False,715.0,910.0,0.0,0.0,-455.0,-7.452459,,1.0,1.0,-0.33818266,2.2,8.70536,862.2,0.0,9.1,-4.35,-7.95,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-03-20 14:03:00,2025-03-20 14:13:00,24,2025-03-20,CE,22400.0,-0.03494064,ITM,76.0,0.20266667,rich,802.15,796.608,5.542042,0.0069570504,0.2489971,2.4585717,5.542042,0.0069570504,0.2489971,2.4585717,0.67168975,0.42269266,23186.15,23196.504,8.5,20.399609374999272,212.20039062499927,14:13,False,False,900.0,2175.0,0.0,-3900.0,-13500.0,5.2828975,,1.0,1.0,1.2476958,-5.5,-1.0918741,806.25,-2.25,-8.35,-13.45,9.45,low,India open after overnight US data: FOMC,,liquid,,,,,market→model
2026-03-30 14:53:00,2026-03-30 14:55:00,5,2026-03-30,PE,23150.0,0.034812856,ITM,34.0,0.09066667,rich,796.25,792.66956,3.5804303,0.0045169266,0.2176409,0.8449038,3.5804303,0.0045169266,0.24898095,0.9994308,0.95171225,0.7340714,22352.65,22357.95,-37.44999999999709,361.44960937499854,12.600390625000728,14:55,False,True,195.0,325.0,0.0,0.0,-2990.0,-3.8649175,,1.0,3.0,-0.12229217,0.3,2.7531414,803.5,-7.25,-3.5,47.2,11.6,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-06-02 14:03:00,2026-06-02 14:03:00,1,2026-06-02,PE,24150.0,0.025799774,ITM,86.0,0.22933333,rich,623.05,615.1122,7.937831,0.012904689,0.24896945,1.2537469,7.937831,0.012904689,0.24896945,1.2537469,0.52225924,0.2732898,23520.65,23534.904,-1.25,14.399609374999272,291.50039062499854,14:03,False,False,455.0,195.0,0.0,-1040.0,-2665.0,-7.7354236,,1.0,1.0,1.1491368,-10.95,-1.4211086,612.1,6.35,-8.65,22.2,5.2,none,(quiet),,liquid,,,,,market→model
2025-07-10 14:46:00,2025-07-10 14:46:00,2,2025-07-10,CE,24600.0,-0.032498736,ITM,43.0,0.11466666,rich,817.4,812.8823,4.517696,0.005557626,0.24332091,0.3939417,4.517696,0.005557626,0.24892244,0.48380435,0.8044798,0.5611589,25406.9,25412.602,7.700000000000728,117.14960937499927,49.800390625001455,14:46,False,False,225.0,225.0,0.0,75.0,150.0,4.6199155,,1.0,3.0,2.0272443,-5.8,-2.9389734,811.6,-26.6,-20.4,-60.15,-46.2,none,(quiet),,liquid,,,,,market→model
2026-02-03 14:53:00,2026-02-03 14:53:00,1,2026-02-03,CE,24850.0,-0.03625441,ITM,36.0,0.096,rich,924.0,918.37036,5.629651,0.0061300443,0.24889068,1.1747701,5.629651,0.0061300443,0.24889068,1.1747701,1.013213,0.7643224,25767.0,25767.453,-7.599999999998545,574.2000000000007,125.70000000000073,14:53,False,False,65.0,130.0,0.0,0.0,-8515.0,6.316894,,1.0,1.0,0.44042408,-2.85,3.6210358,921.15,-7.15,15.05,-55.9,-41.15,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,liquid,,,,,both
2025-07-10 14:12:00,2025-07-10 14:12:00,2,2025-07-10,PE,26100.0,0.027416307,ITM,77.0,0.20533334,rich,711.75,705.8388,5.911203,0.008374721,0.24879809,0.9846321,5.911203,0.008374721,0.24879809,0.9846321,0.5393555,0.2905574,25391.0,25394.154,7.200000000000728,133.04999999999927,33.900000000001455,14:12,True,False,1200.0,150.0,0.0,0.0,-1725.0,-5.5880704,,2.0,2.0,1.4714457,-22.45,-7.1928964,709.25,-19.95,-19.25,-17.6,-21.55,none,(quiet),,liquid,,,,,market→model
2025-05-08 14:50:00,2025-05-08 14:53:00,10,2025-05-08,PE,24700.0,0.016520241,ITM,36.0,0.096,cheap,405.45,413.63757,-8.18757,-0.019794066,-0.2044313,-7.862561,8.18757,0.01984278,0.24877875,7.862561,0.3761442,0.58057547,24278.3,24295.303,-60.75,168.94921875,3.900781249998545,14:53,True,False,31050.0,16800.0,0.0,0.0,-6600.0,-0.36105546,,2.0,2.0,1.1597214,7.2,0.99161214,376.85,19.15,30.25,16.95,37.55,low,India open after overnight US data: FOMC,,liquid,1064.75,1786.25,921.75006,2260.75,market→model
2026-06-02 14:21:00,2026-06-02 14:22:00,2,2026-06-02,PE,24300.0,0.030807214,ITM,67.0,0.17866667,rich,741.0,737.19916,3.800829,0.0051557696,0.24875814,0.44706085,3.800829,0.0051557696,0.24875814,1.6476089,0.5975227,0.34876454,23547.45,23562.799,24.150000000001455,1.1007812499992724,318.29921874999854,14:22,False,False,1560.0,260.0,0.0,-1430.0,-2145.0,-3.727441,,1.0,1.0,1.1299237,-8.0,-0.9198758,741.0,-8.0,24.7,58.55,89.95,none,(quiet),,liquid,,,,,market→model
2026-04-07 13:57:00,2026-04-07 13:57:00,1,2026-04-07,PE,23550.0,0.024527706,ITM,92.0,0.24533333,rich,578.55,570.59326,7.9567685,0.01394473,0.2486967,1.4353422,7.9567685,0.01394473,0.2486967,1.4353422,0.48744383,0.23874715,22978.15,22979.398,28.950000000000728,85.39960937499927,258.8503906250007,13:57,True,True,1690.0,65.0,0.0,0.0,1235.0,-7.67986,,1.0,1.0,0.48960933,-9.5,9.903226,569.05,10.25,-22.05,-20.7,-27.55,none,(quiet),,liquid,,,,,both
2026-01-27 14:23:00,2026-01-27 14:23:00,6,2026-01-27,PE,25800.0,0.030309482,ITM,66.0,0.176,rich,780.35,770.7807,9.569289,0.012415061,0.2486955,2.231283,9.569289,0.012415061,0.2486955,2.231283,0.70218337,0.45348787,25018.65,25029.748,-25.25,166.29960937500073,86.10039062500073,14:23,False,False,1170.0,975.0,0.0,0.0,-3315.0,-9.67726,,1.0,1.0,1.8788574,-13.8,-6.45511,766.55,-5.0,-7.65,-80.0,-130.7,none,(quiet),,liquid,,,,,market→model
2025-09-30 14:38:00,2025-09-30 14:44:00,7,2025-09-30,PE,25400.0,0.030055387,ITM,45.0,0.12,rich,757.65,752.3138,5.336235,0.0070930975,0.2486623,1.7966098,5.336235,0.0070930975,0.2486623,1.7966098,0.75710636,0.5084441,24640.3,24647.951,16.399999999997817,91.49921874999927,52.60078124999927,14:44,False,False,1950.0,1050.0,0.0,-1725.0,-5325.0,-5.322242,,1.0,2.0,1.3830765,-5.1,-1.4125684,762.0,-4.75,-4.35,4.0,24.9,none,(quiet),,liquid,,,,,market→model
2026-03-02 14:28:00,2026-03-02 14:28:00,1,2026-03-02,PE,25650.0,0.03681562,ITM,61.0,0.16266666,rich,936.0,927.922,8.078007,0.00870548,0.24865612,,8.078007,0.00870548,0.24865612,,0.833694,0.5850379,24735.15,24722.852,116.75,254.19960937499854,131.650390625,14:28,True,True,65.0,65.0,0.0,0.0,-845.0,-8.53403,,1.0,1.0,0.38591722,-4.4,7.0014086,931.6,0.1,-90.85,-141.65,-82.65,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,both
2026-09-01 14:27:00,2026-09-01 14:28:00,3,2026-09-01,PE,24650.0,0.027969724,ITM,61.0,0.16266666,rich,691.0,680.62537,10.374637,0.0152428,0.24860744,2.5284872,10.374637,0.0152428,0.24860744,2.5284872,0.70568657,0.45707914,23957.0,23970.1,-48.650000000001455,186.15000000000146,4.450000000000728,14:28,False,False,6175.0,195.0,0.0,65.0,-1170.0,-10.373445,0.00011504725,2.0,2.0,1.2891704,-30.3,-6.7965117,691.0,-30.3,-33.3,-15.5,-26.65,none,(quiet),,liquid,,,,,market→model
2026-01-27 14:39:00,2026-01-27 14:40:00,6,2026-01-27,PE,26100.0,0.038296714,ITM,49.0,0.13066667,rich,987.0,981.2268,5.773216,0.005883671,0.24856976,0.7210507,5.773216,0.005883671,0.24856976,0.9815683,0.9022579,0.6536882,25097.55,25119.354,56.20000000000073,87.39921875000073,165.00078125000073,14:40,True,False,65.0,195.0,0.0,0.0,-35815.0,-6.031542,,1.0,1.0,0.018666945,-0.1,5.2570624,987.0,-0.1,-17.0,-68.3,-46.5,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-03-10 14:20:00,2026-03-10 14:22:00,3,2026-03-10,PE,25200.0,0.038798515,ITM,67.0,0.17866667,rich,962.0,959.0062,2.9937704,0.0031217423,0.24854599,-0.26492375,2.9937704,0.0031217423,0.24854599,0.9589606,0.6967919,0.4482459,24234.2,24241.002,-11.399999999997817,69.60078124999927,154.24921874999927,14:22,True,False,130.0,130.0,0.0,0.0,2535.0,-2.9391086,,1.0,2.0,3.690396,-7.0,-5.1031847,946.0,16.0,5.6,22.35,-4.75,none,(quiet),,liquid,,,,,market→model
2025-08-14 14:31:00,2025-08-14 14:34:00,4,2025-08-14,PE,25100.0,0.01908945,ITM,55.0,0.14666666,rich,482.65,474.64307,8.006947,0.016869407,0.24850863,3.0379622,8.006947,0.016869407,0.24850863,3.0379622,0.5114236,0.262915,24629.25,24625.398,-9.450000000000728,44.400000000001455,32.349999999998545,14:34,False,False,75.0,600.0,0.0,0.0,-2250.0,-7.815454,,1.0,2.0,2.1970885,-12.65,-6.89238,485.85,-7.7,-20.3,-25.35,-29.15,medium,S&P upgrades India to BBB (first upgrade since 2007),,liquid,,,,,market→model
2026-08-11 15:01:00,2026-08-11 15:01:00,2,2026-08-11,CE,23950.0,-0.022065904,ITM,28.0,0.074666664,rich,536.2,534.35516,1.844831,0.0034524435,0.24844907,2.2704682,1.844831,0.0034524435,0.24844907,2.2704682,0.62148374,0.37303466,24460.7,24484.352,13.100000000002183,116.15078124999854,31.44921875,15:01,False,False,195.0,260.0,0.0,0.0,-455.0,1.7065463,,3.0,4.0,-4.9644623,6.4,7.6891627,547.75,-5.0,-22.75,-37.8,,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-10-28 14:42:00,2025-10-28 14:45:00,11,2025-10-28,PE,26400.0,0.020945147,ITM,44.0,0.11733333,rich,556.95,547.60004,9.34995,0.017074414,0.24844769,3.130724,9.34995,0.017074414,0.24844769,3.130724,0.6341238,0.3856761,25849.7,25852.799,-23.5,192.00078125000073,39.64921875000073,14:45,False,True,1350.0,900.0,0.0,0.0,-375.0,-9.413756,,1.0,2.0,0.77335054,-4.7,1.377451,565.0,-0.5,-0.65,-42.4,-99.7,none,(quiet),,liquid,,,,,market→model
2026-09-08 14:57:00,2026-09-08 15:02:00,7,2026-09-08,CE,23000.0,-0.028240861,ITM,27.0,0.072,rich,661.8,658.9679,2.8320754,0.004297744,0.24834368,1.8264401,2.8320754,0.004297744,0.24834368,1.8290298,0.8452483,0.59690464,23643.1,23658.799,-10.850000000002183,115.85039062500073,19.999609375001455,15:02,False,False,130.0,455.0,0.0,0.0,-1365.0,2.8118298,,1.0,1.0,0.14119792,-0.4,2.4329028,665.0,0.0,-3.6,-19.5,-31.2,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-02-27 13:53:00,2025-02-27 13:53:00,1,2025-02-27,PE,23400.0,0.037080526,ITM,96.0,0.256,rich,854.7,851.75037,2.9496365,0.0034630294,0.24834327,1.1153808,2.9496365,0.0034630294,0.24834327,1.1153808,0.56393313,0.31558987,22536.5,22548.205,-0.3499999999985448,76.79999999999927,20.349999999998545,13:53,False,False,375.0,150.0,0.0,542925.0,542925.0,-2.7561352,,9.0,33.0,1.8389094,-3.7,-1.6879379,856.15,0.0,-3.15,-2.15,-6.6,none,(quiet),,liquid,,,,,market→model
2024-12-05 14:59:00,2024-12-05 14:59:00,1,2024-12-05,PE,25400.0,0.036119003,ITM,30.0,0.08,rich,907.45,902.1763,5.2737474,0.0058455844,0.2483415,0.22291528,5.2737474,0.0058455844,0.2483415,0.22291528,1.1048005,0.8564589,24522.3,24498.947,-305.40000000000146,335.44921875,226.75078125000073,14:59,True,True,2700.0,275.0,0.0,25.0,4000.0,-6.1174016,,6.0,6.0,8.595874,-202.25,-178.72127,870.75,-17.4,-165.55,-193.9,,none,(quiet),,liquid,,,,,market→model
2024-12-05 15:02:00,2024-12-05 15:03:00,3,2024-12-05,PE,25300.0,0.027192166,ITM,26.0,0.06933333,rich,685.2,679.5684,5.6315875,0.008287006,0.24833907,0.47665754,5.6315875,0.008287006,0.24833907,0.78829634,0.9436451,0.69530606,24633.65,24621.307,-197.4499999999971,224.099609375,338.1003906250007,15:03,True,True,200.0,600.0,0.0,0.0,50.0,-6.1204042,,1.0,1.0,7.9397054,-46.75,-40.861874,685.2,-46.75,-79.95,-103.3,,none,(quiet),,liquid,,,,,market→model
2026-03-30 10:10:00,2026-03-30 10:14:00,4,2026-03-30,PE,23450.0,0.0375621,ITM,315.0,0.84,rich,896.8,865.0623,31.737698,0.03668834,0.2482732,3.404361,31.737698,0.03668834,0.2482732,3.404361,0.5099648,0.26169163,22596.75,22585.506,-62.5,117.34999999999854,126.59999999999854,10:14,False,True,65.0,650.0,0.0,0.0,-3770.0,-31.67079,0.0029149768,1.0,1.0,0.6419581,-36.8,20.524614,890.0,6.45,-30.0,22.05,36.85,none,(quiet),,liquid,,,,,both
2024-11-28 10:41:00,2024-11-28 10:41:00,3,2024-11-28,PE,24950.0,0.03492391,ITM,288.0,0.768,rich,889.0,856.76434,32.235653,0.037624877,0.2482138,,32.235653,0.037624877,0.2482138,,0.4988213,0.2506075,24100.4,24093.688,-241.39999999999782,245.349609375,32.20039062499927,10:41,True,False,125.0,75.0,0.0,5725.0,5725.0,-32.22245,0.0008811327,1.0,2.0,1.862638,-39.6,-18.33983,849.4,0.6,-13.4,15.5,19.05,none,(quiet),,liquid,,,,,market→model
2026-03-02 14:35:00,2026-03-02 14:36:00,4,2026-03-02,PE,25550.0,0.02840541,ITM,53.0,0.14133333,rich,723.35,715.9147,7.4353375,0.010385788,0.2481862,0.9123014,7.4353375,0.010385788,0.2481862,0.9123014,0.70782226,0.45963606,24832.1,24834.453,87.29999999999927,157.25039062499854,228.599609375,14:36,True,True,7540.0,2665.0,0.0,0.0,-12025.0,-7.424906,,1.0,1.0,-0.91395724,9.35,19.580238,723.35,9.35,-48.55,-36.15,-13.35,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,model→market (spot/smile moved)
2026-01-27 14:06:00,2026-01-27 14:06:00,1,2026-01-27,PE,25950.0,0.036685843,ITM,83.0,0.22133334,rich,945.0,935.3069,9.693102,0.010363553,0.24815759,0.58758795,9.693102,0.010363553,0.24815759,0.58758795,0.7315758,0.4834182,25010.6,25015.254,-72.85000000000218,174.35039062500073,78.04960937500073,14:06,True,True,130.0,260.0,0.0,0.0,-585.0,-9.7987795,-0.009919036,1.0,1.0,2.3139358,-33.0,-18.738585,912.0,3.0,-9.5,-3.2,-23.95,none,(quiet),,liquid,,,,,market→model
2026-09-22 14:08:00,2026-09-22 14:09:00,5,2026-09-22,PE,23900.0,0.025167508,ITM,80.0,0.21333334,rich,607.0,594.42316,12.576852,0.021158079,0.24815069,3.736037,12.576852,0.021158079,0.24815069,3.736037,0.5922252,0.3440745,23312.85,23306.002,-32.0,176.150390625,27.099609375,14:09,False,True,1820.0,130.0,0.0,0.0,-3705.0,-12.630852,,1.0,1.0,1.0162072,-17.85,-0.28468487,607.0,-17.85,-84.1,-87.15,-89.4,none,(quiet),,liquid,,,,,market→model
2026-03-24 15:00:00,2026-03-24 15:00:00,1,2026-03-24,CE,22250.0,-0.027728815,ITM,29.0,0.07733333,rich,628.1,625.68524,2.4147387,0.0038593505,0.24814153,-0.10993915,2.4147387,0.0038593505,0.24814153,0.10993915,0.7845369,0.5363954,22880.3,22875.6,-53.900000000001455,176.99921874999927,256.1007812499993,15:00,False,False,3380.0,195.0,0.0,-130.0,-455.0,2.31101,,1.0,1.0,,11.1,,639.2,0.0,24.8,18.6,,none,(quiet),,liquid,,,,,both
2026-03-24 13:50:00,2026-03-24 13:51:00,2,2026-03-24,CE,22150.0,-0.035715472,ITM,98.0,0.26133335,rich,816.5,805.9273,10.572686,0.01311866,0.24813722,1.0331169,10.572686,0.01311866,0.24813722,1.0331169,0.6863,0.43816277,22958.9,22955.395,-42.099999999998545,98.39960937499927,334.7003906249993,13:51,True,False,195.0,65.0,0.0,0.0,-585.0,10.651939,-0.007039251,1.0,1.0,0.16613787,-3.05,15.308247,816.5,-3.05,24.9,-8.7,-44.9,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-12-05 12:09:00,2024-12-05 12:09:00,4,2024-12-05,PE,25500.0,0.0392306,ITM,200.0,0.53333336,rich,984.9,980.8717,4.028315,0.0041068727,0.21520266,-0.13075416,4.028315,0.0041068727,0.24809316,0.8112166,0.42419553,0.20899287,24516.75,24518.988,173.09999999999854,29.849999999998545,221.20000000000073,12:09,True,True,200.0,150.0,0.0,0.0,33775.0,-3.7800584,,1.0,1.0,8.517952,-30.6,-27.007587,954.3,-46.9,-69.35,-69.3,-69.3,none,(quiet),,liquid,,,,,market→model
2026-04-07 13:47:00,2026-04-07 13:49:00,3,2026-04-07,CE,22150.0,-0.038977914,ITM,100.0,0.26666668,rich,886.2,880.4607,5.739322,0.006518544,0.24808706,0.765861,5.739322,0.006518544,0.24808706,0.765861,0.6450263,0.39693925,23020.75,23030.408,53.45000000000073,42.79999999999927,301.4500000000007,13:49,True,False,1235.0,1690.0,0.0,0.0,-65.0,5.543972,,1.0,1.0,2.1799679,-42.1,-22.787788,905.35,-19.15,-19.6,-38.8,-44.6,none,(quiet),,liquid,,,,,market→model
2026-09-22 14:43:00,2026-09-22 14:43:00,2,2026-09-22,PE,24000.0,0.026774036,ITM,46.0,0.122666664,rich,636.7,634.0537,2.6462739,0.0041735796,0.2437531,1.5706211,2.6462739,0.0041735796,0.24808444,1.5706211,0.6058585,0.36210537,23369.65,23365.95,36.150000000001455,119.349609375,83.900390625,14:43,False,False,975.0,195.0,0.0,-455.0,-4420.0,-2.5161307,,1.0,1.0,1.2177072,-6.7,-1.1978561,630.0,-2.0,4.2,12.9,13.4,none,(quiet),,liquid,,,,,market→model
2026-08-25 14:51:00,2026-08-25 14:53:00,3,2026-08-25,PE,24800.0,0.02185601,ITM,36.0,0.096,rich,537.45,536.1378,1.3121642,0.0024474382,0.24801853,2.483672,1.3121642,0.0024474382,0.24801853,2.483672,0.51592636,0.2679078,24240.2,24263.852,74.5,7.650781249998545,124.74921874999927,14:53,False,False,3315.0,24765.0,0.0,0.0,-4420.0,-1.2125967,,2.0,2.0,-1.298714,2.6,4.60198,535.25,2.2,8.35,10.3,-44.55,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-01-30 13:48:00,2025-01-30 14:07:00,16,2025-01-30,CE,22500.0,-0.028786352,ITM,82.0,0.21866667,rich,665.65,657.25323,8.396767,0.012775543,0.24799044,3.228233,8.396767,0.012775543,0.24799044,3.228233,0.59743357,0.34944314,23166.9,23157.105,-68.75,144.24960937500146,27.700390624999272,14:07,False,False,4950.0,9350.0,0.0,250.0,-3225.0,8.378101,,1.0,1.0,-2.2572546,18.25,26.335043,708.1,-1.5,-12.4,-17.75,-26.2,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,,,,,model→market (spot/smile moved)
2026-06-02 14:33:00,2026-06-02 14:33:00,2,2026-06-02,PE,24050.0,0.022026503,ITM,56.0,0.14933333,rich,528.35,523.9386,4.411418,0.008419723,0.24796091,2.4394922,4.411418,0.008419723,0.24796091,2.4394922,0.50839984,0.26043895,23519.85,23526.055,-0.8000000000029104,37.10039062500073,290.69960937499854,14:33,False,False,65.0,455.0,0.0,-130.0,-1300.0,-4.2213225,,1.0,1.0,2.1494641,-7.95,-4.251404,520.4,2.05,43.15,59.7,62.2,none,(quiet),,liquid,,,,,market→model
2026-03-30 14:31:00,2026-03-30 14:35:00,5,2026-03-30,CE,21850.0,-0.023099504,ITM,54.0,0.144,rich,520.05,511.01285,9.037148,0.017684778,0.24795318,0.022274371,9.037148,0.017684778,0.24795318,1.1708761,0.6366921,0.38873893,22361.05,22360.6,-104.15000000000146,353.04921874999854,10.400781249998545,14:35,False,False,520.0,130.0,0.0,0.0,1040.0,8.967567,0.006895996,2.0,2.0,0.05968997,-0.6,9.451941,549.55,-17.05,-30.1,-41.5,-86.85,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-11-04 14:46:00,2025-11-04 14:47:00,2,2025-11-04,CE,25000.0,-0.024068087,ITM,42.0,0.112,rich,611.15,608.98987,2.1601539,0.00354711,0.24791805,0.74108505,2.1601539,0.00354711,0.24791805,0.74108505,0.55537504,0.30745697,25601.5,25609.002,-20.5,185.90000000000146,8.849999999998545,14:47,False,False,450.0,975.0,0.0,-675.0,-20400.0,1.9642283,,1.0,1.0,1.0312395,-8.35,-0.252948,611.15,-8.35,-1.5,-9.3,-17.0,none,(quiet),,liquid,,,,,market→model
2025-01-30 11:54:00,2025-01-30 11:55:00,6,2025-01-30,PE,24200.0,0.039217345,ITM,214.0,0.5706667,rich,936.3,930.569,5.7310076,0.006158606,0.2479169,0.63690335,5.7310076,0.006158606,0.2479169,0.63690335,0.4379596,0.1900427,23269.25,23269.309,4.150000000001455,41.900000000001455,130.04999999999927,11:55,False,False,100.0,125.0,0.0,0.0,-25.0,-5.532062,,3.0,12.0,-1.480347,5.85,9.801776,936.3,-1.75,9.45,-0.3,-1.8,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,,,,,model→market (spot/smile moved)
2024-11-28 09:51:00,2024-11-28 09:51:00,1,2024-11-28,PE,25150.0,0.033573534,ITM,338.0,0.90133333,rich,862.2,830.3275,31.872494,0.038385447,0.24787746,,31.872494,0.038385447,0.24787746,,0.44331175,0.19543427,24316.55,24319.643,36.5,6.499218749999272,62.200781250001455,09:51,True,False,50.0,50.0,0.0,5050.0,5050.0,-31.602236,,1.0,1.0,0.28598374,-9.1,22.719992,853.1,0.0,0.0,-40.45,-38.1,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-12-05 14:28:00,2024-12-05 14:28:00,2,2024-12-05,PE,25350.0,0.020671707,ITM,61.0,0.16266666,rich,530.4,518.9244,11.475617,0.022114238,0.2478711,,11.475617,0.022114238,0.2478711,,0.56155396,0.31368288,24808.5,24831.352,138.20000000000073,0.9000000000014552,512.9500000000007,14:28,True,False,100.0,225.0,0.0,3025.0,1000.0,-11.174632,0.026174525,1.0,1.0,2.0357983,-39.15,-19.919214,491.25,26.6,-2.25,31.1,473.55,none,(quiet),,liquid,,,,,market→model
2026-03-24 12:22:00,2026-03-24 12:22:00,1,2026-03-24,PE,23750.0,0.039408367,ITM,187.0,0.49866667,rich,932.9,917.945,14.954984,0.016291808,0.247871,0.52069175,14.954984,0.016291808,0.247871,0.52069175,0.56984246,0.32197145,22828.4,22832.254,42.05000000000291,71.19960937499854,204.20039062499927,12:22,True,True,4810.0,585.0,0.0,-260.0,-455.0,-14.955016,,1.0,1.0,1.9169052,-32.9,-15.736918,900.0,-8.25,-48.0,-75.3,-150.0,none,(quiet),,liquid,,,,,market→model
2024-12-05 13:55:00,2024-12-05 13:58:00,3,2024-12-05,PE,25500.0,0.03258982,ITM,91.0,0.24266666,rich,821.55,817.59845,3.9515243,0.0048330864,0.24785449,-0.34814045,3.9515243,0.0048330864,0.24785449,1.8011066,0.53624654,0.28839207,24670.3,24682.355,75.70000000000073,4.649218750000728,374.7507812500007,13:58,True,False,100.0,50.0,0.0,-25.0,250.0,-3.7591774,,1.0,1.0,-1.5374063,7.45,12.295823,858.95,-27.95,-13.95,-38.55,-123.0,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-04-24 14:33:00,2025-04-24 14:33:00,1,2025-04-24,CE,23400.0,-0.035589725,ITM,56.0,0.14933333,rich,849.5,847.7777,1.7222853,0.0020315293,0.24781571,1.8071994,1.7222853,0.0020315293,0.24781571,1.8071994,0.6570277,0.409212,24241.6,24247.797,-10.650000000001455,106.25039062499854,2.1496093749992724,14:33,False,False,300.0,150.0,0.0,0.0,-6225.0,1.4327005,,1.0,1.0,0.5913153,-1.9,1.3131757,847.6,2.4,-0.7,0.65,-3.55,none,(quiet),,liquid,,,,,both
2026-07-14 14:48:00,2026-07-14 14:48:00,1,2026-07-14,CE,23250.0,-0.032525547,ITM,41.0,0.10933334,rich,772.2,768.79407,3.4059412,0.0044302386,0.24780025,,3.4059412,0.0044302386,0.24780025,,0.7918767,0.54407644,24032.6,24018.652,-25.900000000001455,124.50039062499854,8.149609374999272,14:48,False,False,260.0,390.0,0.0,0.0,-195.0,3.3667839,,1.0,1.0,,-3.15,,769.05,0.45,-2.25,39.05,31.0,low,US CPI release (Jun 2026) - soft (-0.4% m/m SA),,liquid,,,,,both
2025-08-07 14:46:00,2025-08-07 14:46:00,1,2025-08-07,PE,25500.0,0.03971568,ITM,43.0,0.11466666,rich,993.0,992.8763,0.123742,0.00012462983,0.24779712,-0.25733796,0.123742,0.00012462983,0.24779712,0.25733796,0.6194569,0.37165976,24509.55,24507.098,69.39999999999782,32.64921875000073,165.40078124999854,14:46,False,False,75.0,1425.0,0.0,0.0,-5925.0,-0.023752695,,5.0,5.0,6.5816355,-28.0,-23.745739,990.0,2.5,-30.9,-53.65,-81.0,none,(quiet),,liquid,,,,,market→model
2026-06-02 13:26:00,2026-06-02 13:26:00,4,2026-06-02,PE,24150.0,0.027207362,ITM,123.0,0.328,rich,657.7,648.1736,9.526403,0.014697303,0.24776986,1.0547793,9.526403,0.014697303,0.24776986,1.0547793,0.47271302,0.22494318,23487.5,23501.8,42.95000000000073,11.75,258.34999999999854,13:26,False,True,390.0,260.0,0.0,-130.0,-2860.0,-9.247192,,1.0,5.0,0.92566156,-4.5,0.36138806,653.2,0.0,-29.35,-23.15,-19.65,none,(quiet),,liquid,,,,,market→model
2026-03-02 14:45:00,2026-03-02 14:57:00,10,2026-03-02,CE,24450.0,-0.015595535,ITM,32.0,0.08533333,rich,395.0,384.8845,10.115508,0.02628193,0.24776486,9.13273,10.115508,0.02628193,0.24776486,9.13273,0.61468226,0.3669174,24838.15,24834.299,94.60000000000218,151.19960937499854,234.650390625,14:57,True,False,5200.0,2145.0,0.0,520.0,-3185.0,10.157639,-0.0034245513,1.0,1.0,0.767025,-8.75,2.6577113,383.95,71.1,31.85,-20.35,44.65,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,market→model
2026-03-02 14:26:00,2026-03-02 14:28:00,5,2026-03-02,PE,25450.0,0.028987793,ITM,61.0,0.16266666,rich,737.05,727.7044,9.3455925,0.012842567,0.247744,,9.3455925,0.012842567,0.247744,,0.7039587,0.45621467,24735.15,24722.852,116.75,254.19960937499854,131.650390625,14:28,True,True,325.0,1495.0,0.0,0.0,-7930.0,-9.476963,,1.0,1.0,0.4376091,-5.5,7.068294,720.0,17.05,3.05,-135.4,-104.45,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,both
2026-04-07 14:51:00,2026-04-07 14:51:00,1,2026-04-07,PE,23750.0,0.029352965,ITM,38.0,0.101333335,rich,689.05,687.01483,2.035142,0.0029622968,0.24769555,-1.4123079,2.035142,0.0029622968,0.24769555,1.4123079,0.69452226,0.44682676,23051.5,23063.0,50.25,17.450000000000728,332.2000000000007,14:51,False,True,2665.0,2730.0,0.0,-1170.0,975.0,-2.01442,,1.0,1.0,1.9850117,-7.2,-3.5728173,681.85,0.0,0.0,-60.85,-50.8,none,(quiet),,liquid,,,,,market→model
2026-06-02 12:50:00,2026-06-02 12:50:00,6,2026-06-02,PE,24400.0,0.03930796,ITM,159.0,0.424,rich,947.0,940.43634,6.563666,0.006979384,0.247682,1.3940693,6.563666,0.006979384,0.247682,1.3940693,0.52061886,0.27293685,23446.75,23459.492,156.45000000000073,1.9500000000007276,217.59999999999854,12:50,True,False,325.0,130.0,0.0,-65.0,-455.0,-6.3792453,,1.0,1.0,0.38262594,-3.0,4.8405557,944.0,3.8,7.0,-10.4,-33.65,none,(quiet),,liquid,,,,,both
2026-08-11 14:42:00,2026-08-11 14:43:00,2,2026-08-11,CE,23800.0,-0.027279912,ITM,46.0,0.122666664,rich,660.15,658.18695,1.9630284,0.0029824784,0.24764563,0.8760958,1.9630284,0.0029824784,0.24764563,0.8760958,0.58626956,0.33862394,24447.3,24458.2,-17.299999999999272,129.54921874999854,18.05078125,14:43,False,False,2015.0,65.0,0.0,0.0,390.0,1.9187919,,2.0,2.0,-0.13816296,0.85,7.002156,660.15,0.85,4.55,19.85,21.95,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-10-17 14:26:00,2024-10-17 14:26:00,2,2024-10-17,PE,25600.0,0.033427604,ITM,63.0,0.168,rich,844.0,841.57446,2.4255414,0.002882147,0.2475985,1.3642693,2.4255414,0.002882147,0.2475985,1.3642693,0.61094207,0.36334354,24751.6,24758.398,2.599999999998545,277.900390625,14.949609374998545,14:26,False,False,150.0,275.0,0.0,82450.0,-12650.0,-2.2363672,,2.0,2.0,3.0120609,-9.15,-6.1122127,842.0,-7.15,-2.55,8.75,8.85,none,(quiet),,liquid,,,,,market→model
2025-03-06 14:33:00,2025-03-06 14:33:00,2,2025-03-06,CE,21800.0,-0.032448936,ITM,56.0,0.14933333,rich,722.2,719.018,3.1819654,0.004425432,0.24758607,0.680481,3.1819654,0.004425432,0.24758607,0.680481,0.6726824,0.4250963,22520.0,22518.988,-2.2999999999992724,8.950000000000728,274.15000000000146,14:33,False,False,75.0,150.0,0.0,0.0,126825.0,3.0858834,,2.0,3.0,2.8477235,-4.65,-3.0171168,720.7,-3.15,-1.7,23.75,24.1,none,(quiet),,liquid,,,,,market→model
2025-03-20 14:19:00,2025-03-20 14:19:00,1,2025-03-20,PE,24000.0,0.034302328,ITM,70.0,0.18666667,rich,813.0,809.30414,3.6958466,0.0045666965,0.24755937,0.67901754,3.6958466,0.0045666965,0.24755937,0.67901754,0.6386933,0.3911339,23181.9,23190.703,5.450000000000728,24.649609374999272,207.95039062499927,14:19,False,False,225.0,225.0,0.0,-225.0,19125.0,-3.58882,,1.0,1.0,1.0920576,-4.7,-0.39619753,808.3,0.0,-12.3,-17.45,-15.3,low,India open after overnight US data: FOMC,,liquid,,,,,market→model
2025-10-14 14:30:00,2025-10-14 14:30:00,2,2025-10-14,CE,24200.0,-0.038936526,ITM,59.0,0.15733333,rich,965.1,960.9948,4.105159,0.00427178,0.24750842,,4.105159,0.00427178,0.24750842,,0.7852835,0.53777504,25154.4,25160.848,28.350000000002183,155.94960937499854,93.85039062500073,14:30,False,False,600.0,375.0,0.0,0.0,0.0,4.036357,,1.0,1.0,-0.44037062,1.65,5.396844,966.75,-1.75,11.6,2.25,4.5,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-08-25 15:07:00,2026-08-25 15:07:00,5,2026-08-25,PE,24700.0,0.018168144,ITM,22.0,0.058666665,rich,446.1,444.7159,1.3840926,0.0031123075,0.20359714,2.0580704,1.3840926,0.0031123075,0.24749209,2.0580704,0.569117,0.36551985,24246.45,24255.299,56.650000000001455,10.350781249999272,130.99921874999927,15:07,False,False,1300.0,4745.0,0.0,-520.0,-20800.0,-1.3544987,,1.0,1.0,3.7874272,-6.0,-4.415811,440.1,-1.1,0.5,-46.5,,none,(quiet),,liquid,,,,,market→model
2024-11-28 13:47:00,2024-11-28 13:47:00,1,2024-11-28,PE,24650.0,0.027165173,ITM,102.0,0.272,rich,675.3,660.96387,14.336152,0.021689767,0.24746965,1.9432472,14.336152,0.021689767,0.24746965,1.9432472,0.56837845,0.3209088,23986.15,23989.393,10.600000000002183,359.599609375,21.700390624999272,13:47,False,False,25.0,100.0,0.0,19175.0,300.0,-14.241412,0.0076808664,1.0,1.0,-0.12551762,2.0,17.934017,677.3,0.0,-9.65,-65.3,66.3,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-03-24 14:36:00,2026-03-24 14:36:00,2,2026-03-24,PE,23650.0,0.030919159,ITM,53.0,0.14133333,rich,724.75,720.17395,4.576026,0.0063540563,0.24746338,,4.576026,0.0063540563,0.24746338,,0.701381,0.45391765,22934.9,22929.951,-48.64999999999782,122.39960937499927,310.7003906249993,14:36,False,True,1300.0,325.0,0.0,0.0,-2275.0,-4.423271,,1.0,2.0,-14.140707,35.25,37.7428,760.0,-6.25,-20.25,-21.4,-29.25,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-04-17 14:58:00,2025-04-17 15:00:00,2,2025-04-17,CE,23150.0,-0.029915217,ITM,29.0,0.07733333,rich,709.5,703.9551,5.5449023,0.007876784,0.24744202,2.6930351,5.5449023,0.007876784,0.24744202,2.6930351,0.97626615,0.72882414,23856.1,23853.0,16.849999999998545,16.250390624998545,557.5496093750007,15:00,False,False,2475.0,3375.0,0.0,0.0,-675.0,6.162569,,1.0,1.0,,-12.15,,699.55,9.95,-0.35,-0.8,1.4,none,(quiet),,liquid,,,,,both
2026-09-08 14:47:00,2026-09-08 14:47:00,1,2026-09-08,PE,24600.0,0.038744986,ITM,42.0,0.112,rich,939.1,935.24255,3.8574593,0.0041245553,0.24738525,0.065489724,3.8574593,0.0041245553,0.24738525,0.065489724,0.9280566,0.68067133,23645.75,23665.102,-11.450000000000728,113.20000000000073,22.650000000001455,14:47,False,False,585.0,130.0,0.0,-65.0,-65.0,-4.074544,,1.0,2.0,0.8711349,-2.1,0.31064847,937.0,0.0,8.3,-0.05,-4.1,none,(quiet),,liquid,,,,,market→model
2026-05-05 13:59:00,2026-05-05 13:59:00,8,2026-05-05,CE,23400.0,-0.0268645,ITM,90.0,0.24,rich,641.6,637.1182,4.4817824,0.0070344596,0.24738425,1.9063296,4.4817824,0.0070344596,0.24738425,1.9063296,0.4734287,0.22604443,24038.1,24037.148,-1.8500000000021828,43.60039062500073,156.04960937500073,13:59,False,False,325.0,195.0,0.0,0.0,2145.0,4.334274,,1.0,6.0,-0.73748183,1.7,4.0051417,643.3,3.45,-12.1,-28.3,-0.9,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-11-04 14:38:00,2025-11-04 14:38:00,1,2025-11-04,CE,24850.0,-0.030933015,ITM,51.0,0.136,rich,781.5,780.6736,0.8264021,0.0010585757,0.24738266,-0.5125647,0.8264021,0.0010585757,0.24738266,0.5125647,0.5502637,0.30288103,25625.7,25630.697,-20.450000000000728,161.70078125000146,33.049218749998545,14:38,False,False,150.0,75.0,0.0,0.0,0.0,0.576624,,2.0,2.0,7.832793,-7.1,-6.1935544,780.15,-5.75,-21.75,-32.15,-30.85,none,(quiet),,liquid,,,,,market→model
2026-09-22 15:03:00,2026-09-22 15:03:00,1,2026-09-22,PE,23850.0,0.020906722,ITM,26.0,0.06933333,rich,495.65,493.4653,2.1847093,0.0044272807,0.24732675,1.6172667,2.1847093,0.0044272807,0.24732675,1.6172667,0.6354933,0.38816655,23359.25,23356.55,-29.049999999999272,129.75,73.5,15:03,False,False,260.0,130.0,0.0,-260.0,-455.0,-2.008353,,1.0,1.0,1.1082696,-5.65,-0.5519622,490.0,0.0,2.7,16.9,,none,(quiet),,liquid,,,,,market→model
2025-05-15 12:07:00,2025-05-15 12:11:00,5,2025-05-15,CE,23800.0,-0.034973897,ITM,198.0,0.528,rich,864.9,847.2195,17.680538,0.020868901,0.2472919,0.88589,17.680538,0.020868901,0.2472919,0.88589,0.5185918,0.27129993,24664.45,24647.105,24.5,143.30078125,169.99921874999927,12:11,False,True,375.0,600.0,0.0,0.0,75.0,17.49934,,1.0,1.0,0.5934484,-11.95,8.186544,886.5,16.8,-33.55,-46.25,-21.5,none,(quiet),,liquid,,,,,both
2026-06-02 13:39:00,2026-06-02 13:42:00,7,2026-06-02,PE,24200.0,0.028637396,ITM,107.0,0.28533334,rich,688.8,683.1578,5.642214,0.00825902,0.24725161,1.9862568,5.642214,0.00825902,0.24725161,1.9862568,0.47637847,0.22912686,23509.95,23516.805,17.700000000000728,25.100781249999272,280.79921874999854,13:42,False,False,2210.0,650.0,0.0,-1560.0,-13065.0,-5.4970474,,1.0,2.0,-0.10277316,0.35,3.7555583,688.65,15.7,1.45,-12.55,-35.5,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-03-17 14:14:00,2026-03-17 14:14:00,1,2026-03-17,PE,24500.0,0.037807852,ITM,75.0,0.2,rich,910.0,908.9611,1.0388879,0.0011429398,0.2471616,-0.51336545,1.0388879,0.0011429398,0.2471616,0.51336545,0.5597805,0.31261888,23600.0,23591.0,69.25,8.950000000000728,253.40000000000146,14:14,True,True,65.0,130.0,0.0,0.0,-65.0,-0.989328,,2.0,2.0,-16.820654,30.45,32.260273,908.0,32.45,27.3,37.0,18.55,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-05-15 12:36:00,2025-05-15 12:36:00,4,2025-05-15,PE,25500.0,0.03343551,ITM,173.0,0.46133333,rich,855.05,838.62024,16.429752,0.019591408,0.24713352,1.5903229,16.429752,0.019591408,0.24713352,1.5903229,0.52275985,0.27562636,24676.65,24661.49,30.75,131.099609375,182.20039062499927,12:36,True,False,2175.0,150.0,0.0,-600.0,-3975.0,-16.231354,,1.0,1.0,2.684481,-35.05,-21.993471,820.0,2.1,26.0,26.0,-113.45,none,(quiet),,liquid,,,,,market→model
2026-05-12 14:35:00,2026-05-12 14:41:00,11,2026-05-12,PE,24350.0,0.036742892,ITM,48.0,0.128,rich,881.85,878.7599,3.0901153,0.0035164503,0.20279321,1.9369234,3.0901153,0.0035164503,0.2471247,2.0695393,0.8043272,0.60153395,23468.45,23471.547,9.799999999999272,289.1007812499993,33.99921874999927,14:41,False,False,520.0,455.0,0.0,-325.0,-5135.0,-3.2224388,,1.0,1.0,0.1702561,-1.75,8.528634,897.05,-3.8,-15.2,-1.4,73.1,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,liquid,,,,,model→market (spot/smile moved)
2026-06-02 14:23:00,2026-06-02 14:32:00,10,2026-06-02,CE,22900.0,-0.026990572,ITM,57.0,0.152,rich,634.6,626.8413,7.758674,0.012377413,0.24711132,5.070335,7.758674,0.012377413,0.24711132,5.070335,0.6708872,0.42377588,23520.95,23526.5,4.950000000000728,36.00078125000073,291.79921874999854,14:32,False,False,195.0,325.0,0.0,0.0,2600.0,7.770162,,1.0,1.0,0.988486,-11.6,0.13511829,659.2,-23.25,-31.0,-74.8,-87.8,none,(quiet),,liquid,,,,,market→model
2025-10-20 14:16:00,2025-10-20 14:16:00,1,2025-10-20,CE,24950.0,-0.036119536,ITM,73.0,0.19466667,rich,922.65,917.72205,4.9279475,0.0053697606,0.24710986,-0.22876213,4.9279475,0.0053697606,0.24710986,0.22876213,0.67733485,0.43022498,25868.5,25867.654,-10.950000000000728,57.70000000000073,80.0,14:16,False,True,225.0,75.0,0.0,0.0,-375.0,4.786057,,7.0,7.0,6.7679315,-29.9,-25.482107,915.15,0.0,-8.15,-45.15,-65.5,none,(quiet),,liquid,,,,,market→model
2025-07-31 14:53:00,2025-07-31 14:55:00,3,2025-07-31,CE,24350.0,-0.019863052,ITM,34.0,0.09066667,rich,493.5,488.58798,4.912005,0.010053471,0.24706481,1.1918895,4.912005,0.010053471,0.24706481,1.1918895,0.6103205,0.3632557,24848.85,24838.5,-37.45000000000073,107.650390625,213.849609375,14:55,False,True,1200.0,1050.0,0.0,-825.0,-2925.0,4.709489,,1.0,1.0,,-1.75,,479.7,13.8,19.05,-75.2,-61.35,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,both
2025-05-29 14:49:00,2025-05-29 14:49:00,1,2025-05-29,CE,23900.0,-0.03453724,ITM,40.0,0.10666667,rich,840.6,839.8419,0.7581026,0.00090267294,0.2470281,0.10185179,0.7581026,0.00090267294,0.2470281,0.10185179,0.6810447,0.43401662,24744.35,24739.86,13.549999999999272,145.35039062500073,67.04960937500073,14:49,False,False,675.0,825.0,0.0,0.0,0.0,0.61088246,,1.0,1.0,-0.08889418,0.15,1.8373995,840.75,0.0,-2.55,59.25,91.25,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-05-15 10:31:00,2025-05-15 10:31:00,1,2025-05-15,PE,25400.0,0.032142267,ITM,298.0,0.79466665,rich,836.0,803.59656,32.40347,0.04032306,0.24701895,0.25780666,32.40347,0.04032306,0.24701895,0.25780666,0.4587192,0.21170025,24608.25,24596.568,42.599999999998545,98.5,113.79999999999927,10:31,True,False,75.0,150.0,0.0,-450.0,-450.0,-32.12047,0.015420832,1.0,1.0,0.6494741,-36.1,19.483433,799.9,17.7,17.7,-100.0,-109.9,none,(quiet),,liquid,,,,,both
2025-07-31 13:58:00,2025-07-31 14:01:00,3,2025-07-31,PE,25600.0,0.026825523,ITM,88.0,0.23466666,rich,691.2,678.0028,13.197212,0.019464836,0.24698158,1.9838244,13.197212,0.019464836,0.24698158,1.9838244,0.5899728,0.34299123,24913.75,24922.396,-16.700000000000728,42.75,278.75,14:01,False,False,525.0,150.0,0.0,0.0,-10800.0,-13.183118,,1.0,2.0,3.2737827,-22.95,-15.939761,689.95,-0.55,-16.25,-23.5,50.75,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2025-09-09 14:15:00,2025-09-09 14:15:00,2,2025-09-09,CE,24000.0,-0.035592563,ITM,74.0,0.19733334,rich,877.85,870.009,7.841026,0.009012581,0.24697548,3.0288785,7.841026,0.009012581,0.24697548,3.0288785,0.730981,0.48400554,24874.6,24869.605,14.549999999999272,4.550390625001455,60.599609375,14:15,False,False,150.0,225.0,0.0,0.0,-3975.0,7.784416,0.006309933,2.0,2.0,2.3472838,-17.8,-10.216767,871.25,-11.2,-5.9,6.0,-26.5,none,(quiet),,liquid,,,,,market→model
2026-04-07 14:43:00,2026-04-07 14:47:00,9,2026-04-07,PE,23450.0,0.017382566,ITM,42.0,0.112,rich,410.5,404.14792,6.352088,0.015717234,0.24696214,2.5712557,6.352088,0.015717234,0.24696214,2.5712557,0.5250525,0.27809033,23040.85,23045.9,31.599999999998545,22.700390624999272,321.5496093750007,14:47,False,False,585.0,1560.0,0.0,520.0,780.0,-6.2611527,,2.0,2.0,2.5198026,-13.6,-8.202752,417.75,3.25,-20.85,-68.15,-81.3,none,(quiet),,liquid,,,,,market→model
2026-04-07 13:50:00,2026-04-07 13:50:00,1,2026-04-07,PE,23800.0,0.033859044,ITM,99.0,0.264,rich,795.0,792.3108,2.6891913,0.0033941115,0.24685214,-0.050441306,2.6891913,0.0033941115,0.24685214,0.050441306,0.50541455,0.25856242,22999.25,23007.645,43.400000000001455,64.29999999999927,279.9500000000007,13:50,True,False,715.0,130.0,0.0,-390.0,-3185.0,-2.4904757,,3.0,3.0,5.4042997,-41.3,-33.657936,792.05,-38.35,-11.2,-17.4,2.95,none,(quiet),,liquid,,,,,market→model
2025-08-28 14:56:00,2025-08-28 15:00:00,3,2025-08-28,PE,25300.0,0.032274112,ITM,29.0,0.07733333,rich,806.6,803.7155,2.884464,0.0035889116,0.24678841,1.5707256,2.884464,0.0035889116,0.24678841,1.5754982,0.90825284,0.6614644,24503.1,24496.5,-61.95000000000073,199.55039062500146,9.299609375000728,15:00,False,False,675.0,300.0,0.0,0.0,-7725.0,-2.7651782,,1.0,1.0,,-4.55,,775.9,7.0,23.65,34.1,23.85,none,(quiet),,liquid,,,,,both
2026-03-24 14:24:00,2026-03-24 14:25:00,3,2026-03-24,PE,23800.0,0.0360279,ITM,64.0,0.17066666,rich,847.0,842.3376,4.6624303,0.005535109,0.24678631,0.47431523,4.6624303,0.005535109,0.24678631,0.9572718,0.72688615,0.4800999,22963.15,22957.799,-11.94999999999709,94.14960937499927,338.9503906249993,14:25,False,True,520.0,130.0,0.0,0.0,-1885.0,-4.629971,,1.0,3.0,-8.228164,26.15,29.328108,847.0,26.15,32.0,79.0,41.4,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-03-06 14:14:00,2025-03-06 14:14:00,1,2025-03-06,CE,21700.0,-0.03643647,ITM,75.0,0.2,rich,807.35,805.223,2.1269834,0.0026414834,0.24675167,0.16960618,2.1269834,0.0026414834,0.24675167,0.16960618,0.6026513,0.35589963,22509.2,22505.252,24.600000000002183,19.750781250000728,263.34921875000146,14:14,False,False,225.0,525.0,0.0,49950.0,49950.0,1.9846144,,2.0,2.0,0.03512217,-0.2,5.494409,807.15,0.0,0.0,-14.9,29.8,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-05-12 13:32:00,2026-05-12 13:32:00,1,2026-05-12,PE,24450.0,0.037358187,ITM,117.0,0.312,rich,907.85,896.89484,10.955137,0.012214516,0.24675106,2.0686545,10.955137,0.012214516,0.24675106,2.0686545,0.6451147,0.39836365,23547.25,23553.443,20.650000000001455,210.29999999999927,41.25,13:32,False,True,65.0,195.0,0.0,65.0,65.0,-10.905217,,1.0,2.0,0.71964103,-5.85,2.2790527,902.0,0.0,30.2,28.1,57.25,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,liquid,,,,,market→model
2026-04-28 13:36:00,2026-04-28 13:36:00,1,2026-04-28,PE,24900.0,0.037993778,ITM,113.0,0.30133334,rich,938.45,928.5638,9.886191,0.010646755,0.24673758,1.2067705,9.886191,0.010646755,0.24673758,1.2067705,0.6491608,0.40242323,23976.45,23971.701,-46.89999999999782,205.35078124999927,15.19921875,13:36,True,True,65.0,975.0,0.0,-650.0,-780.0,-10.013135,,1.0,1.0,1.0312228,-19.05,-0.576786,919.4,2.55,2.55,-13.4,-14.4,none,(quiet),,liquid,,,,,market→model
2025-08-28 14:59:00,2025-08-28 14:59:00,1,2025-08-28,PE,25250.0,0.029424643,ITM,30.0,0.08,rich,734.7,732.23676,2.4632616,0.0033640238,0.24671611,1.3077726,2.4632616,0.0033640238,0.24671611,1.3077726,0.80168134,0.55496526,24523.0,24517.852,-47.349999999998545,179.65000000000146,29.200000000000728,14:59,False,True,1200.0,3750.0,0.0,0.0,-1800.0,-2.2156913,,1.0,1.0,-7.572933,19.0,21.508936,753.7,0.3,1.4,2.6,,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-06-05 14:40:00,2025-06-05 14:42:00,3,2025-06-05,CE,24000.0,-0.031078633,ITM,47.0,0.12533334,rich,760.0,757.6046,2.3954117,0.0031618234,0.24671216,1.0962034,2.3954117,0.0031618234,0.24671216,1.0962034,0.6673138,0.42060167,24756.9,24757.6,47.150000000001455,142.94960937499854,143.80039062500146,14:42,False,False,2325.0,2475.0,0.0,0.0,-4500.0,2.323144,,1.0,1.0,3.3211288,-10.25,-7.1637,753.1,6.9,9.05,-15.1,-13.75,none,(quiet),,liquid,,,,,market→model
2025-06-05 14:40:00,2025-06-05 14:52:00,10,2025-06-05,PE,25200.0,0.01702311,ITM,37.0,0.09866667,rich,428.8,425.3452,3.4547796,0.008122295,0.24671133,1.7852347,3.4547796,0.008122295,0.24671133,1.7852347,0.48010266,0.23339133,24765.25,24774.648,58.0,134.59999999999854,152.15000000000146,14:52,False,False,12000.0,2925.0,0.0,4725.0,5025.0,-3.258022,,1.0,1.0,,4.95,,450.95,-8.45,-4.1,9.05,10.75,none,(quiet),,liquid,,,,,both
2026-02-24 14:21:00,2026-02-24 14:24:00,2,2026-02-24,PE,26200.0,0.03062629,ITM,65.0,0.17333333,rich,800.0,790.765,9.234957,0.0116785085,0.24667905,1.4580774,9.234957,0.0116785085,0.24667905,1.4580774,0.70630306,0.459624,25405.1,25409.754,30.44999999999709,236.70039062499927,77.49960937500146,14:24,True,False,585.0,325.0,0.0,130.0,975.0,-9.434403,,1.0,1.0,2.0393233,-17.7,-9.020651,770.0,0.0,14.05,15.9,8.3,none,(quiet),,liquid,,,,,market→model
2025-06-12 13:26:00,2025-06-12 13:26:00,1,2025-06-12,CE,24250.0,-0.030669201,ITM,123.0,0.328,rich,763.3,755.2164,8.083629,0.010703725,0.24664958,,8.083629,0.010703725,0.24664958,,0.49985245,0.25320286,25019.6,25005.25,-36.10000000000218,176.60039062500073,10.249609375001455,13:26,False,True,300.0,150.0,0.0,-375.0,75.0,7.85721,,11.0,11.0,14.199164,-93.1,-86.543274,729.4,0.0,0.0,-82.0,-118.4,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2025-08-14 14:38:00,2025-08-14 14:40:00,3,2025-08-14,CE,24000.0,-0.02591351,ITM,49.0,0.13066667,rich,632.0,630.0359,1.9641112,0.0031174591,0.24608567,1.907859,1.9641112,0.0031174591,0.24664384,2.048914,0.5429714,0.29688567,24624.35,24630.053,-24.900000000001455,49.300390625001455,27.449609374998545,14:40,False,False,975.0,750.0,0.0,225.0,-5700.0,1.7165921,,1.0,1.0,1.0525899,-2.0,-0.09992477,635.0,-3.0,-5.55,16.4,4.25,medium,S&P upgrades India to BBB (first upgrade since 2007),,liquid,,,,,market→model
2024-10-03 14:58:00,2024-10-03 14:58:00,1,2024-10-03,CE,24500.0,-0.030386724,ITM,31.0,0.082666665,rich,760.6,756.3202,4.2798386,0.005658766,0.24661233,1.130714,4.2798386,0.005658766,0.24661233,1.130714,0.8935429,0.6469306,25250.65,25255.9,6.650000000001455,388.7996093750007,20.350390625000728,14:58,False,False,1250.0,1350.0,0.0,39950.0,39950.0,4.5657163,,1.0,1.0,1.0337925,-4.6,-0.1503644,756.0,0.0,1.35,3.55,-6.0,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,liquid,,,,,market→model
2026-03-10 14:38:00,2026-03-10 14:38:00,1,2026-03-10,PE,24950.0,0.02863042,ITM,51.0,0.136,rich,709.0,704.29596,4.7040424,0.00667907,0.24658796,0.1417508,4.7040424,0.00667907,0.24658796,0.1417508,0.66701114,0.42042315,24241.6,24245.8,-28.600000000002183,62.20039062499927,161.64960937499927,14:38,True,False,65.0,65.0,0.0,-520.0,-3315.0,-4.5709133,,1.0,1.0,-0.9837311,8.1,16.333958,717.1,0.0,3.3,-44.2,-26.0,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-11-04 14:36:00,2025-11-04 14:42:00,11,2025-11-04,CE,25200.0,-0.016404523,ITM,47.0,0.12533334,rich,425.3,416.85403,8.445957,0.020261187,0.24653819,2.1730108,8.445957,0.020261187,0.24653819,2.1730108,0.49531415,0.24877594,25613.25,25616.803,2.4500000000007276,174.15000000000146,20.599999999998545,14:42,False,False,75.0,300.0,0.0,0.0,-1575.0,8.308893,,1.0,1.0,0.7244198,-7.6,2.8911545,425.95,5.7,-0.65,-15.9,-26.9,none,(quiet),,liquid,,,,,market→model
2026-05-26 14:26:00,2026-05-26 14:27:00,11,2026-05-26,CE,23000.0,-0.038846344,ITM,62.0,0.16533333,rich,915.0,911.1705,3.829518,0.0042028558,0.2428866,0.5802781,3.829518,0.0042028558,0.2465135,1.3393109,0.7619301,0.5190435,23913.35,23911.047,-31.100000000002183,176.45039062499927,3.5496093750007276,14:27,False,False,325.0,455.0,0.0,0.0,-5525.0,3.8862243,,2.0,2.0,-0.8029033,4.6,10.329207,915.0,-6.0,7.0,-12.15,-4.0,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-06-26 14:22:00,2025-06-26 14:26:00,37,2025-06-26,CE,24950.0,-0.022502378,ITM,63.0,0.168,rich,575.75,568.4386,7.3113985,0.012862248,0.17649938,2.779201,7.3113985,0.012862248,0.24648193,2.7942123,0.5408676,0.36436826,25515.1,25517.799,44.69999999999709,14.400390625,255.19960937499854,14:26,False,False,2100.0,375.0,0.0,0.0,-3750.0,7.1734767,0.008684728,1.0,1.0,1.9992867,-12.3,-6.1478057,568.4,7.65,-6.35,-9.8,-16.25,none,(quiet),,liquid,,,,,market→model
2025-05-29 14:26:00,2025-05-29 14:26:00,1,2025-05-29,PE,25250.0,0.019851021,ITM,63.0,0.168,rich,509.5,496.64688,12.853132,0.02587982,0.24647176,3.3604462,12.853132,0.02587982,0.24647176,3.3604462,0.5514845,0.30501276,24751.55,24753.703,-3.75,138.14921875000073,74.25078125000073,14:26,False,False,75.0,525.0,0.0,0.0,-450.0,-12.773693,,1.0,1.0,0.8964887,-13.7,1.5818433,495.8,11.45,5.15,1.25,10.25,none,(quiet),,liquid,,,,,market→model
2026-08-04 13:57:00,2026-08-04 13:57:00,3,2026-08-04,CE,23700.0,-0.030784717,ITM,92.0,0.24533333,rich,750.0,741.0881,8.911943,0.012025485,0.24646151,1.8781567,8.911943,0.012025485,0.24646151,1.8781567,0.59572953,0.34926802,24429.55,24440.943,-58.70000000000073,274.34921875000146,0.4007812499985448,13:57,True,False,65.0,65.0,0.0,0.0,-325.0,8.795983,,1.0,1.0,-0.25704837,3.0,14.670956,753.0,0.0,-3.2,12.4,29.45,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-01-30 13:49:00,2025-01-30 13:49:00,1,2025-01-30,CE,22400.0,-0.035399217,ITM,100.0,0.26666668,rich,813.4,807.1785,6.2214866,0.007707696,0.24645835,0.086625084,6.2214866,0.007707696,0.24645835,0.086625084,0.6029242,0.35646585,23209.15,23207.145,-44.64999999999782,101.99960937500146,69.95039062499927,13:49,False,False,25.0,25.0,0.0,18525.0,-150.0,6.1056113,,1.0,1.0,0.7401591,-4.7,1.6499861,808.7,0.0,-18.0,-17.1,-25.95,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,,,,,market→model
2026-02-10 13:29:00,2026-02-10 13:30:00,3,2026-02-10,CE,25050.0,-0.03377835,ITM,119.0,0.31733334,rich,871.2,860.70776,10.492222,0.0121902255,0.246457,2.379361,10.492222,0.0121902255,0.246457,2.379361,0.5757756,0.32931864,25919.3,25910.602,-45.400000000001455,70.14921875000073,48.85078124999927,13:30,False,False,130.0,65.0,0.0,-130.0,-780.0,10.309583,,1.0,2.0,1.1909444,-7.45,-1.1944607,871.2,-7.45,-6.4,-3.3,-10.55,none,(quiet),,liquid,,,,,market→model
2026-09-22 14:47:00,2026-09-22 14:48:00,2,2026-09-22,PE,23900.0,0.022403844,ITM,41.0,0.10933334,rich,533.1,529.5155,3.5844982,0.0067693926,0.24642864,1.26438,3.5844982,0.0067693926,0.24642864,1.26438,0.5818337,0.33540508,23375.0,23370.502,-10.0,114.0,89.25,14:48,False,False,325.0,65.0,0.0,-260.0,-195.0,-3.4644,,1.0,1.0,0.27160266,-1.85,4.9614205,533.1,-1.85,-8.55,13.7,7.4,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-08-21 13:50:00,2025-08-21 13:53:00,2,2025-08-21,PE,26000.0,0.03457536,ITM,96.0,0.256,rich,886.0,883.54486,2.4551308,0.002778728,0.24641532,1.5617328,2.4551308,0.002778728,0.24641532,1.7487696,0.5089147,0.26249936,25118.35,25116.404,9.0,27.350390625000728,63.449609374998545,13:53,False,False,300.0,375.0,0.0,-300.0,-900.0,-2.256106,,1.0,1.0,0.45453143,-4.0,4.8002715,894.0,0.0,-0.1,-15.8,-31.85,none,(quiet),,liquid,,,,,both
2024-10-17 14:17:00,2024-10-17 14:17:00,1,2024-10-17,CE,24050.0,-0.028928755,ITM,72.0,0.192,rich,708.1,705.8619,2.238117,0.0031707576,0.2464143,1.7613399,2.238117,0.0031707576,0.2464143,1.7613399,0.5012358,0.25482148,24743.45,24755.898,-19.549999999999272,286.05078125,6.799218749998545,14:17,False,False,50.0,25.0,0.0,675.0,675.0,2.0889645,,1.0,2.0,1.7904687,-2.15,-0.94919705,705.95,0.0,0.6,5.2,-4.9,none,(quiet),,liquid,,,,,market→model
2026-03-17 14:33:00,2026-03-17 14:33:00,1,2026-03-17,PE,24100.0,0.022192685,ITM,56.0,0.14933333,rich,535.15,528.9916,6.1584077,0.011641787,0.246397,1.1077424,6.1584077,0.011641787,0.246397,1.1077424,0.54565096,0.29925394,23577.55,23571.047,11.399999999997817,31.399218750000728,230.95078125000146,14:33,False,False,65.0,195.0,0.0,-260.0,-2730.0,-6.0148625,,1.0,1.0,1.2569809,-8.3,-1.6968764,526.85,-10.05,-5.2,-22.55,-30.15,none,(quiet),,liquid,,,,,market→model
2025-08-07 14:10:00,2025-08-07 14:18:00,18,2025-08-07,PE,25100.0,0.025448719,ITM,71.0,0.18933333,rich,638.25,630.76355,7.4864497,0.011868869,0.24633704,4.1354294,7.4864497,0.011868869,0.24633704,4.1354294,0.55812305,0.31178606,24464.45,24469.297,90.79999999999927,77.75078125000073,120.29921874999854,14:18,True,False,3750.0,750.0,0.0,0.0,-7275.0,-7.374288,,1.0,1.0,0.7884453,-5.8,1.5562494,680.85,-6.1,-20.8,-40.05,-71.45,none,(quiet),,liquid,,,,,market→model
2025-08-14 14:18:00,2025-08-14 14:18:00,2,2025-08-14,PE,25300.0,0.027206564,ITM,71.0,0.18933333,rich,685.65,679.0922,6.55778,0.009656685,0.24632584,1.2240543,6.55778,0.009656685,0.24632584,1.2240543,0.5731421,0.32681632,24624.95,24620.953,-18.649999999997817,48.700781250001455,21.249218749999272,14:18,False,False,1275.0,900.0,0.0,0.0,-825.0,-6.432962,,4.0,4.0,0.81955206,-8.65,1.9045457,681.75,1.4,3.65,-5.3,-15.6,medium,S&P upgrades India to BBB (first upgrade since 2007),,liquid,,,,,market→model
2026-03-24 14:01:00,2026-03-24 14:01:00,1,2026-03-24,PE,23700.0,0.030526439,ITM,88.0,0.23466666,rich,719.25,712.58344,6.6665497,0.009355465,0.24628596,0.71453595,6.6665497,0.009355465,0.24628596,0.71453595,0.57415324,0.32786733,22988.35,22987.455,-27.450000000000728,68.95039062499927,364.1496093749993,14:01,False,False,1495.0,65.0,0.0,0.0,-3185.0,-6.4413023,,1.0,1.0,-0.6528439,3.75,9.494099,723.0,0.0,-2.85,-45.7,19.05,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-06-26 14:05:00,2025-06-26 14:07:00,4,2025-06-26,PE,26500.0,0.038850885,ITM,82.0,0.21866667,rich,1014.1,1009.8178,4.2821875,0.0042405548,0.24623863,-0.638115,4.2821875,0.0042405548,0.24623863,1.9029634,0.6608674,0.41462874,25486.15,25490.195,62.75,41.349609375,226.25039062499854,14:07,True,False,75.0,300.0,0.0,1200.0,4050.0,-4.0955,,2.0,3.0,-2.2053125,4.9,7.121907,1002.0,12.1,17.0,-20.05,-6.95,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-01-02 14:24:00,2025-01-02 14:24:00,1,2025-01-02,PE,25000.0,0.033558562,ITM,65.0,0.17333333,cheap,826.05,836.0591,-10.009107,-0.01197177,-0.24623355,-1.5568471,10.009107,0.01197177,0.24623355,1.5568471,0.540145,0.7863785,24167.55,24174.957,30.349999999998545,19.049218749998545,416.0007812500007,14:24,False,False,150.0,75.0,0.0,40875.0,-1500.0,-0.83995354,,35.0,35.0,-2.8451385,-32.55,-43.990566,832.0,3.95,4.95,-9.8,-62.0,none,(quiet),,liquid,76.75,141.74998,-817.0,-4210.0,model→market (spot/smile moved)
2026-03-17 14:39:00,2026-03-17 14:39:00,2,2026-03-17,PE,24150.0,0.023652282,ITM,50.0,0.13333334,rich,569.1,564.52673,4.57327,0.008101068,0.24622141,-0.28607658,4.57327,0.008101068,0.24622141,1.3035563,0.5744429,0.3282215,23590.2,23585.5,20.5,18.750781250000728,243.59921875000146,14:39,False,False,65.0,65.0,0.0,-455.0,455.0,-4.466135,,1.0,1.0,1.7633306,-7.2,-3.1168177,561.9,-8.8,18.85,-37.55,9.25,none,(quiet),,liquid,,,,,market→model
2025-01-02 12:26:00,2025-01-02 12:29:00,3,2025-01-02,PE,24900.0,0.035681617,ITM,180.0,0.48,rich,875.9,872.7116,3.1883748,0.0036534115,0.24621256,0.75335926,3.1883748,0.0036534115,0.24621256,0.75335926,0.3993977,0.15318514,24015.6,24027.191,78.19999999999709,10.050390625001455,264.0496093750007,12:29,True,True,150.0,975.0,0.0,0.0,10425.0,-2.8886952,,1.0,3.0,8.428153,-19.25,-16.965988,907.25,-20.15,-50.6,-67.3,-61.55,none,(quiet),,liquid,,,,,market→model
2026-09-15 15:12:00,2026-09-15 15:12:00,1,2026-09-15,CE,22750.0,-0.019535385,ITM,17.0,0.045333333,rich,452.4,449.06772,3.3322666,0.0074204095,0.24620064,1.1606053,3.3322666,0.0074204095,0.24620064,1.1606053,0.8110439,0.5648433,23178.95,23198.799,-37.79999999999927,413.90078124999854,26.94921875,15:12,False,False,325.0,390.0,0.0,0.0,-390.0,3.2549794,,2.0,2.0,0.30441555,-2.1,4.798465,454.0,-3.7,-7.2,-89.3,,medium,Brent closes $108.75 (Sept high); US 10y heading above 5%,,liquid,,,,,model→market (spot/smile moved)
2025-07-31 12:33:00,2025-07-31 12:33:00,1,2025-07-31,PE,25850.0,0.039653663,ITM,176.0,0.46933332,rich,1019.75,1005.1736,14.576387,0.014501363,0.24618922,-0.05121561,14.576387,0.014501363,0.24618922,0.05121561,0.5765224,0.33033317,24845.75,24845.01,69.65000000000146,4.25,210.75,12:33,False,True,75.0,75.0,0.0,0.0,0.0,-14.47038,,1.0,7.0,3.1684866,-23.75,-16.254307,996.0,0.0,0.0,0.0,-60.3,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2024-11-28 11:48:00,2024-11-28 11:49:00,4,2024-11-28,PE,24900.0,0.032461587,ITM,220.0,0.58666664,rich,815.05,795.31696,19.73306,0.024811568,0.24617748,1.372423,19.73306,0.024811568,0.24617748,1.372423,0.47504553,0.22886804,24107.2,24104.686,49.60000000000218,238.55078125,70.09921875000146,11:49,True,False,25.0,25.0,0.0,0.0,143475.0,-19.463886,,1.0,1.0,1.044263,-25.05,-1.06179,815.05,-25.05,-4.65,43.65,2.3,none,(quiet),,liquid,,,,,market→model
2026-04-13 09:16:00,2026-04-13 09:16:00,1,2026-04-13,PE,24550.0,0.03944699,ITM,373.0,0.9946667,rich,985.1,950.00604,35.093937,0.03694075,0.24612054,,35.093937,0.03694075,0.24612054,,0.49244362,0.24632308,23583.95,23600.428,,115.75078125000073,28.349218750001455,09:16,False,False,780.0,130.0,0.0,455.0,455.0,-34.942093,0.0062738815,1.0,1.0,0.6243001,-25.1,15.105023,960.0,0.0,7.6,15.15,-27.0,low,India open after overnight US data: US CPI,,liquid,,,,,both
2026-03-30 12:06:00,2026-03-30 12:06:00,1,2026-03-30,CE,21900.0,-0.029811269,ITM,203.0,0.5413333,rich,687.5,663.1618,24.338171,0.0367002,0.24611859,7.0559435,24.338171,0.0367002,0.24611859,7.0559435,0.5041335,0.25801495,22562.9,22562.695,48.45000000000073,151.19960937499854,109.900390625,12:06,True,False,130.0,65.0,0.0,0.0,1495.0,24.085545,0.012061777,1.0,1.0,1.1907014,-23.2,-3.7156858,664.3,0.0,0.0,11.7,-26.55,none,(quiet),,liquid,,,,,market→model
2024-10-17 14:43:00,2024-10-17 14:43:00,2,2024-10-17,PE,25550.0,0.031943288,ITM,46.0,0.122666664,rich,806.95,803.343,3.6069722,0.0044899527,0.24610919,0.5952304,3.6069722,0.0044899527,0.24610919,0.5952304,0.7340904,0.4879812,24733.15,24746.746,-9.049999999999272,296.349609375,1.9503906249992724,14:43,False,False,500.0,100.0,0.0,0.0,21175.0,-3.473285,,1.0,2.0,1.2667681,-2.65,-0.5580622,804.3,-2.95,-4.3,-4.7,-5.9,none,(quiet),,liquid,,,,,market→model
2026-03-02 14:21:00,2026-03-02 14:21:00,5,2026-03-02,CE,24250.0,-0.020437315,ITM,68.0,0.18133333,rich,519.0,501.809,17.191017,0.03425809,0.24608617,5.372976,17.191017,0.03425809,0.24608617,5.372976,0.5929343,0.34684816,24772.4,24750.703,119.90000000000146,216.94960937499854,168.900390625,14:21,False,False,130.0,1430.0,0.0,0.0,-1495.0,17.116508,0.0031324145,1.0,1.0,1.8774422,-25.3,-11.82422,493.7,0.0,-10.65,69.3,116.5,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,market→model
2026-04-28 13:55:00,2026-04-28 13:55:00,3,2026-04-28,PE,24800.0,0.03167996,ITM,94.0,0.25066668,rich,787.45,774.103,13.346996,0.017241886,0.24606876,4.630935,13.346996,0.017241886,0.24606876,4.630935,0.6598169,0.41374817,24023.75,24026.652,-18.150000000001455,158.04999999999927,62.5,13:55,True,False,1495.0,1300.0,0.0,-65.0,-4225.0,-13.8945265,,1.0,1.0,1.2323072,-13.15,-2.4789598,774.3,24.05,25.7,46.85,25.75,none,(quiet),,liquid,,,,,market→model
2025-05-29 14:28:00,2025-05-29 14:29:00,12,2025-05-29,CE,24000.0,-0.030298654,ITM,60.0,0.16,rich,742.85,738.34503,4.504958,0.0061014267,0.24605857,4.2426243,4.504958,0.0061014267,0.24605857,4.2426243,0.6398309,0.39377233,24746.85,24738.295,1.1499999999978172,142.85039062500073,69.54960937500073,14:29,False,False,525.0,1350.0,0.0,0.0,-11925.0,4.3314605,,1.0,1.0,0.49001288,-1.7,1.7692964,742.85,-1.7,8.95,12.15,12.95,none,(quiet),,liquid,,,,,both
2025-07-31 14:20:00,2025-07-31 14:20:00,1,2025-07-31,PE,25700.0,0.031195382,ITM,69.0,0.184,rich,796.8,789.5524,7.247575,0.009179346,0.24604462,0.958443,7.247575,0.009179346,0.24604462,0.958443,0.6629545,0.41690993,24905.8,24910.654,-6.650000000001455,50.69921875,270.80078125,14:20,False,False,150.0,450.0,0.0,0.0,-1500.0,-7.188418,,1.0,1.0,0.69922173,-8.45,3.6348648,788.35,11.65,25.4,51.7,58.05,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2025-01-09 14:34:00,2025-01-09 14:34:00,2,2025-01-09,PE,24050.0,0.022228573,ITM,55.0,0.14666666,rich,534.29,528.7221,5.567881,0.010530827,0.24603948,3.7309535,5.567881,0.010530827,0.24603948,3.7309535,0.54053646,0.29449695,23524.05,23521.3,-7.200000000000728,165.44921875,7.200781250001455,14:34,False,False,75.0,150.0,0.0,0.0,762225.0,-5.308745,,1.0,2.0,0.8678387,-3.29,0.50102717,531.0,0.5,2.29,13.25,4.15,none,(quiet),,liquid,,,,,market→model
2025-02-13 14:03:00,2025-02-13 14:03:00,1,2025-02-13,PE,24000.0,0.038418327,ITM,86.0,0.22933333,rich,906.0,904.5061,1.4938728,0.0016515894,0.24603671,0.7071701,1.4938728,0.0016515894,0.24603671,0.7071701,0.55640393,0.31036723,23092.45,23095.447,-29.599999999998545,143.05078125,100.24921874999927,14:03,False,True,150.0,600.0,0.0,241125.0,-1125.0,-1.3449354,,1.0,1.0,1.5841681,-6.1,-2.2493987,899.9,0.0,57.4,19.95,73.15,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-06-30 14:43:00,2026-06-30 14:46:00,4,2026-06-30,CE,23450.0,-0.020734496,ITM,43.0,0.11466666,rich,501.35,491.8907,9.459321,0.019230535,0.24603151,2.1025984,9.459321,0.019230535,0.24603151,2.1025984,0.6550189,0.4089874,23938.8,23941.299,38.599999999998545,96.74921874999927,86.85078124999927,14:46,False,False,715.0,65.0,0.0,0.0,-325.0,9.762757,,1.0,1.0,0.4478793,-4.35,5.3624377,500.75,0.1,-21.65,-54.55,-84.9,none,(quiet),,liquid,,,,,both
2026-05-05 13:53:00,2026-05-05 14:03:00,7,2026-05-05,CE,23450.0,-0.024315875,ITM,86.0,0.22933333,rich,582.05,577.1692,4.8808327,0.008456503,0.24599905,1.3975039,4.8808327,0.008456503,0.24599905,1.3975039,0.45309868,0.20709963,24026.25,24027.197,3.7999999999992724,55.45000000000073,144.20000000000073,14:03,False,False,975.0,130.0,0.0,0.0,-4485.0,4.7327704,,2.0,2.0,-0.6783762,3.2,7.9171467,573.0,0.0,27.05,-3.35,14.7,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-06-05 14:23:00,2025-06-05 14:29:00,6,2025-06-05,CE,24000.0,-0.029837854,ITM,60.0,0.16,rich,729.9,726.8881,3.011847,0.0041434807,0.24591891,1.3172467,3.011847,0.0041434807,0.24591891,1.4060322,0.5903151,0.34439614,24729.85,24726.898,-2.75,170.00039062499854,116.74960937500146,14:29,False,False,3450.0,1500.0,0.0,0.0,-5925.0,2.8777244,,1.0,1.0,5.798811,-16.55,-13.695967,705.0,9.0,24.9,33.0,37.25,none,(quiet),,liquid,,,,,market→model
2025-08-14 14:37:00,2025-08-14 14:37:00,1,2025-08-14,PE,25300.0,0.026646497,ITM,52.0,0.13866666,rich,667.65,665.2375,2.4124908,0.0036265105,0.24590597,0.7933059,2.4124908,0.0036265105,0.24590597,0.7933059,0.5544772,0.30857125,24635.05,24634.746,-2.25,38.599218750001455,38.150781249998545,14:37,False,False,75.0,150.0,0.0,-225.0,-2325.0,-2.217624,,1.0,1.0,-0.54169387,4.6,13.091882,672.25,0.0,0.0,-24.85,-14.4,medium,S&P upgrades India to BBB (first upgrade since 2007),,liquid,,,,,model→market (spot/smile moved)
2026-09-01 14:38:00,2026-09-01 14:38:00,1,2026-09-01,PE,24650.0,0.027625587,ITM,51.0,0.136,rich,679.05,672.0079,7.042115,0.010479215,0.24589908,2.4315617,7.042115,0.010479215,0.24589908,2.4315617,0.703146,0.4572469,23971.45,23978.35,7.400000000001455,171.70078125000146,18.899218750000728,14:38,False,False,65.0,65.0,1.0,0.0,-1105.0,-7.0695033,,1.0,1.0,0.5163728,-3.55,3.3248782,675.5,0.0,0.0,-16.55,-12.45,none,(quiet),,liquid,,,,,both
2025-01-30 10:42:00,2025-01-30 10:43:00,2,2025-01-30,PE,24200.0,0.0376646,ITM,286.0,0.76266664,rich,908.0,894.38153,13.618471,0.015226691,0.24584982,3.3287134,13.618471,0.015226691,0.24584982,3.3287134,0.43223134,0.18638152,23300.4,23305.469,26.80000000000291,10.749609375001455,161.20039062499927,10:43,False,False,525.0,175.0,0.0,0.0,800.0,-13.277849,,1.0,1.0,0.6752202,-10.95,5.266932,908.0,-10.95,-3.55,41.5,22.0,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,,,,,market→model
2024-11-28 14:46:00,2024-11-28 14:48:00,11,2024-11-28,PE,24450.0,0.021720877,ITM,41.0,0.10933334,rich,533.6,525.7543,7.845735,0.014922817,0.24583066,2.64203,7.845735,0.014922817,0.24583066,2.64203,0.66287917,0.4170485,23926.4,23924.65,0.3000000000029104,419.349609375,53.050390625001455,14:48,False,False,2275.0,1375.0,0.0,0.0,425.0,-7.9164596,,1.0,4.0,-0.8755168,4.5,9.639821,527.85,5.75,-9.1,31.44,15.05,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-04-07 13:47:00,2026-04-07 13:47:00,2,2026-04-07,CE,22350.0,-0.030761221,ITM,102.0,0.272,rich,710.05,698.545,11.504991,0.016469935,0.2457324,2.4474716,11.504991,0.016469935,0.2457324,2.4474716,0.6055017,0.3597693,23036.25,23048.197,78.79999999999927,27.299999999999272,316.9500000000007,13:47,False,False,975.0,845.0,0.0,-1170.0,-2665.0,11.495205,,1.0,4.0,0.58043855,-4.4,3.180475,705.65,-9.7,-10.65,-42.25,-49.7,none,(quiet),,liquid,,,,,both
2026-01-27 14:57:00,2026-01-27 14:59:00,2,2026-01-27,CE,24650.0,-0.020631619,ITM,30.0,0.08,rich,521.45,514.4098,7.040201,0.013685978,0.24572028,2.2670867,7.040201,0.013685978,0.24572028,2.2670867,0.72660786,0.4808876,25139.45,25163.852,106.79999999999927,45.50078125000073,206.89921875000073,14:59,False,False,195.0,1625.0,0.0,0.0,3835.0,7.0571074,-0.0017395556,1.0,1.0,5.3399963,-46.8,-38.03595,507.3,14.15,-4.8,16.4,17.85,none,(quiet),,liquid,,,,,market→model
2025-06-26 14:38:00,2025-06-26 14:39:00,12,2025-06-26,CE,24600.0,-0.03604377,ITM,50.0,0.13333334,rich,909.55,903.43567,6.1143064,0.0067678383,0.24566852,0.7079207,6.1143064,0.0067678383,0.24566852,1.0336471,0.8608702,0.61520165,25503.15,25502.85,22.850000000002183,26.349609375,243.25039062499854,14:39,False,False,675.0,150.0,0.0,0.0,-1350.0,6.277811,,2.0,2.0,2.9648795,-15.85,-10.504083,909.55,-2.55,-1.3,0.25,38.45,none,(quiet),,liquid,,,,,market→model
2026-04-07 13:23:00,2026-04-07 13:23:00,1,2026-04-07,CE,22200.0,-0.033334743,ITM,126.0,0.336,rich,766.85,752.9826,13.86742,0.018416654,0.2456358,2.110772,13.86742,0.018416654,0.2456358,2.110772,0.60579455,0.36015877,22953.8,22952.504,14.849999999998545,37.89921875000073,234.50078125000073,13:23,False,False,65.0,65.0,0.0,0.0,-1170.0,13.952354,,1.0,1.0,0.96407884,-15.45,0.5756605,751.4,-2.15,9.7,91.9,90.15,none,(quiet),,liquid,,,,,market→model
2025-05-29 14:50:00,2025-05-29 14:54:00,3,2025-05-29,PE,25250.0,0.020059256,ITM,35.0,0.093333334,rich,508.35,501.70782,6.6421885,0.013239157,0.24561048,2.2233562,6.6421885,0.013239157,0.24561048,2.2233562,0.6443533,0.39874282,24750.0,24748.55,7.349999999998545,139.70000000000073,72.70000000000073,14:54,False,False,75.0,225.0,0.0,0.0,-2100.0,-6.5608816,,1.0,1.0,0.3961255,-3.4,5.183139,510.9,-1.7,-4.85,-68.85,-90.6,none,(quiet),,liquid,,,,,both
2024-10-31 14:10:00,2024-10-31 14:36:00,20,2024-10-31,PE,25000.0,0.03298597,ITM,53.0,0.14133333,rich,813.05,811.1762,1.8737612,0.002309931,0.24559881,2.1836503,1.8737612,0.002309931,0.24559881,2.1836503,0.6370543,0.39145553,24179.5,24188.803,-20.700000000000728,192.95000000000073,6.900000000001455,14:36,False,True,250.0,4075.0,0.0,0.0,-15825.0,-1.7843912,,2.0,2.0,2.472241,-7.05,-4.198336,804.2,-3.15,-4.4,-4.2,-12.4,none,(quiet),,liquid,,,,,market→model
2026-04-28 11:26:00,2026-04-28 11:26:00,1,2026-04-28,CE,23150.0,-0.038844556,ITM,243.0,0.648,rich,935.8,917.0497,18.75029,0.020446317,0.2455645,0.6189433,18.75029,0.020446317,0.2455645,0.6189433,0.5175101,0.27194557,24077.35,24066.945,-92.60000000000218,104.45039062499927,78.099609375,11:26,True,False,65.0,130.0,0.0,-130.0,-65.0,18.636984,,1.0,1.0,1.4124244,-26.9,-7.854733,908.9,0.0,-13.9,11.55,11.55,none,(quiet),,liquid,,,,,market→model
2024-10-03 14:44:00,2024-10-03 14:54:00,11,2024-10-03,PE,25950.0,0.026419474,ITM,35.0,0.093333334,rich,685.2,677.5667,7.6332803,0.011265725,0.24554983,3.5418625,7.6332803,0.011265725,0.24554983,3.5418625,0.8349011,0.58935124,25268.7,25273.393,16.600000000002183,370.7507812500007,38.39921875000073,14:54,False,False,125.0,775.0,0.0,0.0,-2350.0,-8.259097,,1.0,1.0,0.56095845,-5.2,4.069849,697.45,-3.55,1.65,0.65,-1.45,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,liquid,,,,,both
2025-04-24 13:36:00,2025-04-24 13:37:00,2,2025-04-24,CE,23350.0,-0.037505876,ITM,112.0,0.29866666,rich,899.0,892.41327,6.5867167,0.0073807915,0.24554266,2.1003556,6.5867167,0.0073807915,0.24554266,2.1003556,0.59883577,0.3532931,24245.3,24242.393,-20.5,102.54921874999854,5.850781249999272,13:37,False,False,1275.0,525.0,0.0,75.0,75.0,6.3691764,,1.0,3.0,0.64507806,-2.95,1.6230898,899.0,-2.95,-2.95,3.5,5.55,none,(quiet),,liquid,,,,,both
2025-07-31 14:26:00,2025-07-31 14:27:00,6,2025-07-31,PE,25600.0,0.027937278,ITM,62.0,0.16533333,rich,711.1,705.6163,5.483743,0.007771566,0.19705936,0.9729736,5.483743,0.007771566,0.24551809,1.4293723,0.6105358,0.41347647,24891.6,24894.703,-31.950000000000728,64.900390625,256.599609375,14:27,False,True,75.0,300.0,0.0,0.0,-1425.0,-5.530652,,1.0,1.0,-1.3461293,7.15,12.461525,711.1,7.15,25.85,18.9,46.2,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,model→market (spot/smile moved)
2025-08-14 14:59:00,2025-08-14 14:59:00,1,2025-08-14,CE,24000.0,-0.027013019,ITM,30.0,0.08,rich,658.3,657.1438,1.1561806,0.0017594028,0.2454794,1.4742755,1.1561806,0.0017594028,0.2454794,1.4742755,0.6684152,0.42293578,24647.45,24657.148,20.450000000000728,26.200781250001455,50.549218749998545,14:59,False,False,225.0,750.0,0.0,0.0,2700.0,1.013828,,1.0,1.0,,-3.3,,655.0,-17.85,-16.0,-28.45,,medium,S&P upgrades India to BBB (first upgrade since 2007),,liquid,,,,,both
2026-03-17 14:18:00,2026-03-17 14:18:00,3,2026-03-17,CE,22800.0,-0.032613583,ITM,71.0,0.18933333,rich,765.0,756.3748,8.62521,0.011403354,0.24543808,1.300215,8.62521,0.011403354,0.24543808,1.300215,0.7169294,0.47149128,23562.95,23555.848,22.400000000001455,46.00078125000073,216.34921875000146,14:18,True,True,260.0,585.0,0.0,0.0,65.0,8.783421,,1.0,1.0,1.1252028,-11.95,-1.3296918,753.05,11.95,-13.65,21.95,20.0,none,(quiet),,liquid,,,,,market→model
2026-03-17 14:49:00,2026-03-17 14:50:00,5,2026-03-17,PE,23950.0,0.014219511,ITM,39.0,0.104,rich,343.45,338.14517,5.3048263,0.015688015,0.24539804,2.8378468,5.3048263,0.015688015,0.24539804,2.8378468,0.44475034,0.1993523,23611.85,23611.852,41.79999999999927,3.500390624998545,265.24960937500146,14:50,True,False,8580.0,4615.0,0.0,1820.0,1170.0,-5.11033,,2.0,2.0,0.91529256,-4.3,0.39795148,343.45,-3.45,-19.8,23.85,23.0,none,(quiet),,liquid,,,,,market→model
2024-11-28 14:35:00,2024-11-28 14:35:00,1,2024-11-28,PE,24500.0,0.022165878,ITM,54.0,0.144,rich,547.35,537.4903,9.859686,0.018343931,0.245316,8.707871,9.859686,0.018343931,0.245316,8.707871,0.6153443,0.37002826,23960.25,23962.91,-84.70000000000073,385.5,86.90000000000146,14:35,True,True,48600.0,4675.0,0.0,0.0,-76075.0,-9.881755,,1.0,1.0,0.8990331,-18.65,2.0945077,528.7,2.9,46.3,37.2,80.3,none,(quiet),,liquid,,,,,market→model
2026-06-23 14:06:00,2026-06-23 14:06:00,1,2026-06-23,CE,23300.0,-0.024887271,ITM,83.0,0.22133334,rich,601.1,587.6553,13.444715,0.022878574,0.24530427,2.895415,13.444715,0.022878574,0.24530427,2.895415,0.5861664,0.3408621,23890.9,23887.148,12.25,244.599609375,28.250390624998545,14:06,False,False,390.0,130.0,0.0,0.0,1625.0,13.629642,,1.0,1.0,1.7693834,-28.8,-12.523144,572.3,4.75,46.7,38.95,31.5,none,(quiet),,liquid,,,,,market→model
2026-08-11 15:06:00,2026-08-11 15:14:00,6,2026-08-11,CE,24000.0,-0.019741343,ITM,15.0,0.04,rich,480.15,478.54593,1.6040564,0.003351938,0.24525176,2.2195396,1.6040564,0.003351938,0.24525176,2.2195396,0.75909734,0.51384556,24450.0,24478.5,1.9500000000007276,126.84999999999854,20.75,15:14,False,False,20085.0,2535.0,0.0,-4745.0,-38155.0,1.5043782,,1.0,1.0,,1.75,,474.55,4.75,4.15,5.0,,none,(quiet),,liquid,,,,,both
2026-08-11 14:58:00,2026-08-11 14:58:00,4,2026-08-11,CE,24050.0,-0.017723525,ITM,31.0,0.082666665,rich,432.55,430.1081,2.4419,0.0056774104,0.18397816,1.4411937,2.4419,0.0056774104,0.24521373,1.7246693,0.51521075,0.33123258,24465.1,24480.05,13.75,111.75039062499854,35.849609375,14:58,False,False,1950.0,1040.0,0.0,325.0,-1690.0,2.3572595,,1.0,1.0,-0.19661492,0.45,2.7387378,433.0,13.5,10.55,1.65,-14.1,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-10-28 14:03:00,2025-10-28 14:04:00,2,2025-10-28,CE,25000.0,-0.033786662,ITM,85.0,0.22666667,rich,865.05,859.13544,5.914574,0.0068843327,0.24519745,1.7483577,5.914574,0.0068843327,0.24519745,1.7483577,0.6118048,0.36660734,25857.9,25859.098,-81.25,183.79960937500073,31.750390624998545,14:04,False,False,1200.0,1800.0,0.0,0.0,-31350.0,5.747251,,1.0,1.0,1.476147,-11.05,-3.5642958,865.05,-11.05,-1.85,-7.5,-34.55,none,(quiet),,liquid,,,,,market→model
2025-02-13 12:55:00,2025-02-13 12:59:00,3,2025-02-13,PE,24000.0,0.03370112,ITM,150.0,0.4,rich,801.95,795.28235,6.667666,0.008384024,0.24518558,1.446805,6.667666,0.008384024,0.24518558,1.446805,0.4748018,0.22961622,23190.2,23204.65,-4.899999999997817,45.30078125,197.99921874999927,12:59,False,False,150.0,75.0,2.0,244500.0,-1050.0,-6.524248,,1.0,1.0,1.2227578,-10.95,-1.9948337,801.35,0.6,-11.6,5.2,54.45,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2024-11-28 14:13:00,2024-11-28 14:13:00,2,2024-11-28,PE,24650.0,0.03266579,ITM,76.0,0.20266667,rich,799.55,792.3904,7.1596446,0.009035502,0.24513935,2.2169063,7.1596446,0.009035502,0.24513935,2.2169063,0.6593915,0.4142522,23879.6,23857.797,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,900.0,525.0,0.0,450.0,-675.0,-6.991397,,2.0,3.0,15.999796,-68.85,-64.54682,741.4,-10.7,-9.15,-69.55,-15.1,none,(quiet),,liquid,,,,,market→model
2026-03-24 13:15:00,2026-03-24 13:18:00,4,2026-03-24,CE,22200.0,-0.034322836,ITM,131.0,0.34933335,rich,790.35,775.7767,14.573346,0.018785492,0.2451378,2.382498,14.573346,0.018785492,0.2451378,2.382498,0.61522955,0.37009174,22981.4,22975.193,-9.19999999999709,44.699609374998545,357.2003906249993,13:18,False,True,65.0,195.0,0.0,0.0,-1755.0,14.615919,-0.0028157795,1.0,1.0,0.26745778,-3.1,8.490614,771.1,8.6,42.05,49.4,59.45,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-03-06 14:23:00,2025-03-06 14:23:00,1,2025-03-06,PE,23200.0,0.030381616,ITM,66.0,0.176,rich,696.2,694.22784,1.9721825,0.002840829,0.24512447,-0.48834735,1.9721825,0.002840829,0.24512447,0.48834735,0.5411074,0.29598296,22505.5,22505.746,-8.450000000000728,23.450000000000728,259.65000000000146,14:23,False,False,75.0,75.0,0.0,113325.0,113325.0,-1.8743802,,1.0,1.0,0.7015111,-5.15,2.1912951,691.05,0.0,0.0,-11.7,-26.7,none,(quiet),,liquid,,,,,market→model
2025-09-02 14:20:00,2025-09-02 14:20:00,3,2025-09-02,PE,25400.0,0.03246441,ITM,69.0,0.184,rich,819.75,811.7314,8.018632,0.0098784305,0.24508806,1.0183992,8.018632,0.0098784305,0.24508806,1.0427516,0.70199424,0.45690617,24587.15,24588.645,-69.34999999999854,168.94960937499854,50.400390625,14:20,False,True,450.0,750.0,0.0,-150.0,-225.0,-8.0299835,,4.0,4.0,-5.1253705,37.4,44.697033,815.35,0.0,53.15,20.85,1.75,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-09-15 14:44:00,2026-09-15 14:47:00,2,2026-09-15,PE,23950.0,0.032674246,ITM,42.0,0.112,rich,774.8,770.2385,4.5614696,0.0059221517,0.24506178,2.1136706,4.5614696,0.0059221517,0.24506178,2.1136706,0.8287903,0.58372855,23173.25,23180.098,-37.900000000001455,419.59999999999854,2.349999999998545,14:47,True,False,195.0,130.0,0.0,0.0,-390.0,-4.6172237,,2.0,2.0,-0.9729272,7.7,15.614261,731.15,13.35,47.1,40.15,32.6,medium,Brent closes $108.75 (Sept high); US 10y heading above 5%,,liquid,,,,,model→market (spot/smile moved)
2024-10-17 14:31:00,2024-10-17 14:43:00,9,2024-10-17,PE,25600.0,0.033898324,ITM,46.0,0.122666664,rich,856.4,853.32324,3.0767517,0.003605611,0.2450184,1.0419111,3.0767517,0.003605611,0.2450184,1.0507897,0.75268054,0.5076621,24733.15,24746.746,-9.049999999999272,296.349609375,1.9503906249992724,14:43,False,False,3425.0,5575.0,0.0,-300.0,-2925.0,-3.024925,,1.0,2.0,1.2484916,-2.8,-0.55729383,839.45,-1.9,6.55,10.55,12.3,none,(quiet),,liquid,,,,,market→model
2025-06-26 14:25:00,2025-06-26 14:25:00,6,2025-06-26,CE,24700.0,-0.032612145,ITM,64.0,0.17066666,rich,828.25,819.44214,8.807864,0.010748611,0.24500677,1.6936784,8.807864,0.010748611,0.24500677,1.6936784,0.7479283,0.5029216,25513.35,25518.799,35.5,16.150390625,253.44960937499854,14:25,False,False,75.0,225.0,0.0,0.0,-2550.0,8.73373,0.00613573,2.0,2.0,1.896598,-15.25,-7.209287,825.0,-12.0,-15.0,-26.3,21.3,none,(quiet),,liquid,,,,,market→model
2025-07-10 14:03:00,2025-07-10 14:17:00,10,2025-07-10,CE,24800.0,-0.024239952,ITM,72.0,0.192,rich,614.2,608.4849,5.715095,0.009392337,0.24493542,2.205966,5.715095,0.009392337,0.24493542,2.205966,0.5036049,0.2586695,25402.6,25408.496,36.599999999998545,121.45039062499927,45.499609375001455,14:17,False,False,2925.0,150.0,0.0,0.0,-900.0,5.531177,,3.0,3.0,0.16153486,-0.85,4.412022,596.7,12.3,14.3,16.65,12.95,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-03-13 13:54:00,2025-03-13 13:56:00,3,2025-03-13,CE,21900.0,-0.023787813,ITM,93.0,0.248,rich,536.55,527.2281,9.321913,0.017680986,0.24492997,2.1451612,9.321913,0.017680986,0.24492997,2.1451612,0.49508122,0.25015125,22439.75,22427.2,2.599999999998545,118.29999999999927,36.599999999998545,13:56,False,False,75.0,675.0,0.0,0.0,0.0,9.281922,,1.0,1.0,0.96978295,-10.55,0.3287229,538.2,-1.65,-18.55,-20.75,-30.4,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2024-11-28 14:39:00,2024-11-28 14:41:00,11,2024-11-28,PE,24550.0,0.025792206,ITM,48.0,0.128,rich,632.0,625.37634,6.6236696,0.010591494,0.24491602,1.2180678,6.6236696,0.010591494,0.24491602,1.2180678,0.6769515,0.43203548,23925.0,23924.896,-93.59999999999854,420.75,51.650000000001455,14:41,True,False,550.0,125.0,0.0,3300.0,2900.0,-6.5692234,,1.0,1.0,0.16312803,-1.1,5.64317,625.2,6.8,19.5,3.95,28.05,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-01-23 14:31:00,2025-01-23 14:34:00,4,2025-01-23,PE,24000.0,0.032411307,ITM,55.0,0.14666666,rich,767.95,765.40063,2.5493546,0.003330745,0.24490128,1.3337866,2.5493546,0.003330745,0.24490128,1.3337866,0.64820546,0.40330416,23234.95,23234.6,1.4500000000007276,35.85078124999927,144.29921874999854,14:34,False,False,375.0,225.0,0.0,0.0,116100.0,-2.4253988,,2.0,3.0,-0.5803071,0.95,2.5870643,774.65,-4.55,-4.65,7.35,20.05,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-01-30 12:41:00,2025-01-30 12:43:00,4,2025-01-30,PE,24200.0,0.03914459,ITM,166.0,0.44266668,rich,931.6,928.9087,2.6913319,0.0028973052,0.19118425,-0.68353003,2.6913319,0.0028973052,0.24488498,0.68353003,0.44092458,0.24974032,23273.2,23271.002,-1.25,37.950781250001455,133.99921874999927,12:43,False,False,1025.0,200.0,0.0,0.0,0.0,-2.4970388,,4.0,4.0,-3.8464696,15.35,19.340672,932.85,-1.25,14.1,5.0,2.15,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,,,,,model→market (spot/smile moved)
2025-06-26 13:18:00,2025-06-26 13:19:00,3,2025-06-26,PE,25950.0,0.019530531,ITM,130.0,0.34666666,rich,517.0,501.86478,15.135224,0.030157974,0.24480292,0.91407603,15.135224,0.030157974,0.24480292,0.91407603,0.3896401,0.14483717,25430.9,25448.1,52.60000000000218,7.449609374998545,171.00039062499854,13:19,True,False,150.0,75.0,0.0,225.0,75.0,-14.741069,,1.0,1.0,1.6815135,-26.9,-10.902508,517.0,-26.9,9.0,31.5,-35.55,none,(quiet),,liquid,,,,,market→model
2025-06-05 14:15:00,2025-06-05 14:18:00,7,2025-06-05,PE,25300.0,0.023654867,ITM,71.0,0.18933333,rich,600.0,591.5177,8.482282,0.0143398605,0.24479018,1.3611194,8.482282,0.0143398605,0.24479018,1.3611194,0.53923607,0.2944459,24712.35,24708.555,-32.70000000000073,187.50039062499854,99.24960937500146,14:18,False,False,75.0,1275.0,0.0,0.0,-600.0,-8.280864,,1.0,1.0,0.4075661,-4.15,6.0323973,605.0,0.0,-3.55,-8.9,-66.5,none,(quiet),,liquid,,,,,both
2026-08-11 15:05:00,2026-08-11 15:06:00,3,2026-08-11,PE,24900.0,0.01690104,ITM,23.0,0.061333332,rich,421.85,417.4319,4.418101,0.010584003,0.24474148,2.6352055,4.418101,0.010584003,0.24474148,2.6352055,0.6391035,0.39436197,24458.35,24482.701,15.099999999998545,118.50039062499854,29.099609375,15:06,False,False,1430.0,5590.0,0.0,0.0,-12870.0,-4.4060826,,1.0,2.0,-1.8024746,4.15,6.45239,421.85,4.15,2.7,25.25,,none,(quiet),,liquid,,,,,model→market (spot/smile moved)