ep_start,t,ep_minutes,exp,type,K,k,itm,mleft,dte_days,side,P,fair,res_px,res_pct,res_vol,z,max_abs_pts,max_abs_pct,max_abs_vol,max_abs_z,iv,fair_iv,S,F,ret30,dist_hi,dist_lo,tod,after_jump,before_jump,vol,vol_next,unch_run,doi1,doi15,parity_dev,res_vol_other,conv_half,conv_full,mkt_share,dP_conv,dFair_conv,first_entry,first_d1,first_d5,first_d15,first_d30,news_impact,news_headline,event_within_60m,tier,buyer_pnl_1m,buyer_pnl_5m,buyer_pnl_15m,buyer_pnl_30m,who_moved
2024-11-27 12:00:00,2024-11-27 12:00:00,2,2024-11-28,CE,23900.0,-0.014191561,ITM,584.0,1.5573334,cheap,342.65,351.90134,-9.25134,-0.026289584,-0.04642719,-33.078228,9.25134,0.026289584,0.04642719,33.078228,0.08763923,0.13406642,24212.35,24241.596,8.649999999997817,56.500390624998545,66.69960937499854,12:00,True,False,36075.0,21800.0,0.0,0.0,-1500.0,-9.35688,0.00033265562,1.0,1.0,-0.16176444,-1.35,-9.695468,341.3,-9.05,-35.3,-5.75,51.75,none,(quiet),,liquid,-768.25,-2474.5,-553.75,3183.75,model→market (spot/smile moved)
2024-11-28 10:49:00,2024-11-28 10:49:00,1,2024-11-28,PE,24400.0,0.013876877,ITM,280.0,0.74666667,cheap,343.15,350.33508,-7.185082,-0.02050917,-0.033953775,-27.32544,7.185082,0.02050917,0.033953775,27.32544,0.17221841,0.20617218,24072.15,24063.742,-249.89999999999782,273.599609375,17.600390625000728,10:49,True,False,149800.0,84625.0,0.0,0.0,-958125.0,6.6909094,-0.0020385794,1.0,1.0,-1.6793424,-13.15,-20.980446,330.0,11.65,1.3,-5.75,24.0,none,(quiet),,liquid,577.25,-95.5,-553.75,1380.0,model→market (spot/smile moved)
2025-01-21 11:53:00,2025-01-21 11:56:00,4,2025-01-23,CE,22950.0,-0.018612118,ITM,963.0,2.568,cheap,438.75,459.9965,-21.24648,-0.04618836,-0.05088883,-26.779192,21.24648,0.04618836,0.05088883,26.779192,0.12102721,0.17191604,23381.35,23381.148,228.6999999999971,44.95039062499927,253.64960937499927,11:56,False,False,375.0,300.0,0.0,0.0,-17175.0,-20.905546,-0.00067501125,1.0,1.0,0.48359147,11.9,-12.707548,453.55,3.95,5.05,-39.55,-168.8,none,(quiet),,liquid,76.75,148.25002,-2750.75,-11152.0,both
2024-11-28 14:13:00,2024-11-28 14:13:00,2,2024-11-28,PE,24100.0,0.01010073,ITM,76.0,0.20266667,cheap,248.95,255.2839,-6.3339005,-0.024811203,-0.051380727,-26.312332,6.3339005,0.024811203,0.051380727,26.312332,0.2584499,0.30983064,23879.6,23857.797,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,2.52135e+06,1.188075e+06,0.0,-702900.0,-188025.0,7.0894504,0.0053302366,1.0,1.0,-12.62785,-83.25,-89.84257,165.7,23.7,27.0,-25.8,14.55,none,(quiet),,liquid,1360.5,1575.0,-1857.0,765.75,model→market (spot/smile moved)
2026-02-01 12:31:00,2026-02-01 12:32:00,3,2026-02-03,PE,25700.0,0.03401364,ITM,927.0,2.472,rich,922.2,881.97473,40.22529,0.04560821,0.082728975,24.797148,40.22529,0.04560821,0.082728975,24.797148,0.3293359,0.24660693,24825.25,24840.549,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,4355.0,7280.0,0.0,0.0,-25545.0,-40.08403,0.0004297666,1.0,1.0,0.16797626,-8.4,41.607067,922.2,-8.4,-159.55,-248.1,-271.35,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,model→market (spot/smile moved)
2026-02-01 12:33:00,2026-02-01 12:36:00,2,2026-02-03,PE,25550.0,0.023862826,ITM,923.0,2.4613333,cheap,619.95,642.10815,-22.158161,-0.034508456,-0.046122476,-24.571497,22.158161,0.034508456,0.046122476,24.571497,0.17773516,0.22385764,24949.4,24947.521,-349.7999999999993,491.49960937500146,377.650390625,12:36,True,False,9165.0,12155.0,0.0,0.0,-23530.0,22.566742,0.0007116806,1.0,1.0,0.4507286,9.1,-11.089534,759.2,-36.55,-171.65,-135.75,-266.85,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-2555.75,-11337.25,-9003.75,-17525.25,both
2026-02-01 12:29:00,2026-02-01 12:29:00,1,2026-02-03,PE,25650.0,0.029221976,ITM,930.0,2.48,cheap,745.25,764.44135,-19.191347,-0.025105063,-0.058344875,-23.190126,19.191347,0.025105063,0.058344875,23.190126,0.16891587,0.22726074,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,2665.0,11505.0,0.0,0.0,-17160.0,19.308718,0.00024749833,1.0,1.0,6.2364025,116.35,97.69341,861.6,84.35,-47.25,-207.25,-242.25,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,5302.75,-3251.25,-13651.25,-15926.25,market→model
2024-11-28 14:12:00,2024-11-28 14:12:00,1,2024-11-28,PE,24200.0,0.01048309,ITM,77.0,0.20533334,cheap,254.8,264.0486,-9.248623,-0.03502621,-0.093496226,-22.536932,9.248623,0.03502621,0.093496226,22.536932,0.21178657,0.3052828,23959.95,23947.635,-33.64999999999782,385.80078125,1.4992187499992724,14:12,True,True,698625.0,791025.0,0.0,0.0,-107850.0,8.602166,-0.004923756,1.0,1.0,6.0268693,100.95,84.20001,355.75,-103.85,-70.45,-118.4,-75.05,none,(quiet),,liquid,-6930.25,-4759.25,-7876.0,-5058.25,market→model
2026-09-03 14:40:00,2026-09-03 14:40:00,1,2026-09-15,CE,23100.0,-0.037358385,ITM,2674.0,7.1306667,rich,890.75,889.48505,1.2649267,0.0014220887,0.002958009,-21.960613,1.2649267,0.0014220887,0.002958009,21.960613,0.13895164,0.13599363,23906.7,23979.3,-6.149999999997817,118.70078125000146,13.69921875,14:40,False,False,65.0,65.0,0.0,65.0,65.0,,-0.00024453845,1.0,1.0,0.49385545,-1.4,1.4348376,889.35,0.0,0.0,-0.15,-0.15,none,(quiet),,liquid,,,,,both
2024-11-28 14:21:00,2024-11-28 14:21:00,2,2024-11-28,PE,24100.0,0.00787551,ITM,68.0,0.18133333,cheap,194.65,199.85977,-5.209771,-0.026067132,-0.043525252,-21.195715,5.209771,0.026067132,0.043525252,21.195715,0.21628529,0.25981054,23917.3,23910.945,-65.79999999999927,428.44921875,43.950781250001455,14:21,False,True,330225.0,309100.0,0.0,0.0,-907725.0,5.595381,0.002821029,1.0,2.0,0.065744504,0.2,-2.8420794,194.85,-1.95,-29.1,-55.3,-26.7,none,(quiet),,liquid,-306.75,-2071.5,-3774.5,-1915.5,model→market (spot/smile moved)
2026-02-27 15:00:00,2026-02-27 15:00:00,1,2026-03-10,PE,25750.0,0.018183835,ITM,2279.0,6.0773335,cheap,468.1,516.37213,-48.27215,-0.093483254,-0.063176304,-21.17775,48.27215,0.093483254,0.063176304,21.17775,0.06813553,0.13131183,25239.25,25285.998,-54.849999999998545,237.15000000000146,2.2999999999992724,15:00,True,True,1625.0,195.0,0.0,845.0,1235.0,48.551594,0.00020263804,1.0,1.0,1.0080811,52.7,0.42245805,520.8,15.9,67.2,39.2,,none,(quiet),,liquid,853.5,4188.0,2368.0,,market→model
2026-02-01 12:33:00,2026-02-01 12:33:00,3,2026-02-03,PE,25650.0,0.03380901,ITM,926.0,2.4693334,cheap,860.0,876.8646,-16.86462,-0.019232865,-0.05537123,-20.500263,16.86462,0.020314414,0.05537123,20.500263,0.19459772,0.24996896,24800.25,24797.295,-452.15000000000146,640.6500000000015,228.5,12:33,True,True,4940.0,6760.0,0.0,0.0,-20735.0,17.055092,0.00046239755,1.0,1.0,-0.15538324,-5.35,-39.781,854.65,-40.3,-180.15,-154.0,-273.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-2799.5,-11889.75,-10190.0,-17938.0,model→market (spot/smile moved)
2025-05-22 15:01:00,2025-05-22 15:01:00,1,2025-05-22,CE,24400.0,-0.008161313,ITM,28.0,0.074666664,rich,203.4,200.48085,2.9191427,0.014560705,0.086389266,19.236856,2.9191427,0.014560705,0.086389266,19.236856,0.30751178,0.2211225,24603.95,24599.951,117.5,133.55078125,141.54921874999854,15:01,False,False,254400.0,248850.0,0.0,-56175.0,-616050.0,2.8526268,0.0037908214,1.0,1.0,-0.3279112,1.65,6.68185,205.05,-2.6,0.45,0.85,,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-01-12 12:29:00,2026-01-12 12:29:00,1,2026-01-20,CE,25000.0,-0.028630234,ITM,2055.0,5.48,cheap,726.05,747.13885,-21.088884,-0.028226191,-0.062869124,-18.64117,21.088884,0.028226191,0.062869124,18.64117,0.08084027,0.14370939,25660.8,25726.1,159.25,40.14921875000073,187.40078124999854,12:29,False,True,130.0,390.0,0.0,195.0,19240.0,-21.207926,0.00015645183,1.0,1.0,1.8661373,38.95,18.078009,765.0,-5.85,10.5,45.0,10.0,none,(quiet),,liquid,-560.25,502.5,2745.0,470.0,market→model
2026-02-01 12:49:00,2026-02-01 12:50:00,4,2026-02-10,PE,25350.0,0.011956409,ITM,2784.0,7.424,rich,500.0,443.3404,56.659615,0.12780161,0.03571883,18.230822,56.659615,0.12780161,0.03571883,18.230822,0.190338,0.15461917,25023.4,25048.709,-54.5,417.49960937500146,451.650390625,12:50,False,False,65.0,780.0,0.0,-715.0,-15665.0,-54.33557,0.0015482783,1.0,1.0,0.60389006,-32.45,21.284948,500.0,-32.45,-61.55,-105.0,-129.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-04-07 13:44:00,2026-04-07 13:44:00,2,2026-04-07,CE,22800.0,-0.011749011,ITM,105.0,0.28,cheap,269.75,271.35156,-1.6015588,-0.0059021544,-0.044864867,-18.060064,1.6015588,0.0059021544,0.044864867,18.060064,0.14708093,0.19194579,23056.05,23069.457,117.20000000000073,6.349218750001455,336.7507812500007,13:44,True,True,275600.0,356525.0,0.0,0.0,-945815.0,-1.8409461,0.004088039,1.0,1.0,-1.2907015,-2.0,-3.5495448,267.75,6.8,-56.5,-84.45,-48.7,none,(quiet),,liquid,262.0,-3852.5,-5669.25,-3345.5,model→market (spot/smile moved)
2024-11-28 14:13:00,2024-11-28 14:13:00,1,2024-11-28,PE,24200.0,0.014241522,ITM,76.0,0.20266667,rich,355.75,348.24863,7.501366,0.02154026,0.071892984,17.858805,7.501366,0.02154026,0.071892984,17.858805,0.39947912,0.3275861,23879.6,23857.797,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,791025.0,371600.0,0.0,-40625.0,-177400.0,-7.9668417,-0.005655064,1.0,1.0,11.26542,-103.85,-94.63152,251.9,32.1,34.4,-23.8,26.85,none,(quiet),,liquid,,,,,market→model
2024-10-04 10:44:00,2024-10-04 10:45:00,7,2024-10-10,CE,24600.0,-0.030454272,ITM,1784.0,4.7573333,cheap,760.75,791.51874,-30.768763,-0.03887307,-0.084611975,-17.558756,30.768763,0.03887307,0.084611975,17.558756,0.09437629,0.17898826,25313.0,25360.7,114.70000000000073,1.2000000000007276,218.45000000000073,10:45,True,False,25.0,25.0,0.0,0.0,-525.0,-30.312567,-0.00078214164,1.0,1.0,0.7470651,20.45,-6.9237847,760.75,20.45,24.25,65.15,36.65,none,(quiet),,liquid,1149.25,1396.25,4054.75,2202.25,market→model
2025-09-02 14:16:00,2025-09-02 14:16:00,1,2025-09-02,PE,24800.0,0.009364421,ITM,73.0,0.19466667,cheap,231.2,232.2953,-1.0953002,-0.00471512,-0.053681042,-17.471956,1.0953002,0.00471512,0.053681042,17.471956,0.11916239,0.17284343,24571.4,24568.846,-80.29999999999927,184.69960937499854,34.650390625,14:16,False,False,82725.0,103125.0,0.0,-91575.0,-432150.0,0.89331955,-0.0052331933,4.0,5.0,-29.941475,-19.1,-19.737911,234.15,6.0,-32.5,1.95,-30.15,none,(quiet),,liquid,210.0,-2292.5,-53.249996,-2139.75,model→market (spot/smile moved)
2026-06-12 13:26:00,2026-06-12 13:26:00,1,2026-06-16,CE,22800.0,-0.025344625,ITM,873.0,2.328,cheap,585.0,594.8729,-9.872904,-0.01659666,-0.08473988,-17.266191,9.872904,0.01659666,0.08473988,17.266191,0.0856429,0.17038277,23355.35,23385.242,27.25,100.60039062500073,41.449609374998545,13:26,False,True,1755.0,20410.0,0.0,-390.0,-3575.0,-8.899741,-0.0037590633,1.0,1.0,1.2193846,12.8,2.3029017,597.8,12.2,42.0,94.6,144.85,none,(quiet),,liquid,613.0,2550.0,5969.0,9235.25,market→model
2025-08-07 10:37:00,2025-08-07 10:37:00,1,2025-08-07,PE,24750.0,0.012559046,ITM,292.0,0.7786667,cheap,308.9,311.4658,-2.5657954,-0.008237808,-0.048637684,-17.229315,2.5657954,0.008237808,0.048637684,17.229315,0.07850734,0.12714502,24440.85,24441.107,-34.95000000000073,101.35039062500073,15.749609375001455,10:37,False,False,9375.0,5475.0,0.0,0.0,-51975.0,2.5877435,0.00019059662,1.0,1.0,0.99619454,4.6,-0.017572038,313.5,0.45,7.95,25.35,36.3,none,(quiet),,liquid,-150.75,336.75,1467.75,2179.5,market→model
2026-03-02 14:46:00,2026-03-02 14:48:00,2,2026-03-02,CE,24650.0,-0.009470213,ITM,41.0,0.10933334,cheap,234.7,236.22127,-1.5212617,-0.006439986,-0.06988233,-17.089367,1.5212617,0.0071669044,0.06988233,17.089367,0.17807683,0.24795918,24879.95,24884.549,92.90000000000146,109.40078124999854,276.44921875,14:48,False,False,408655.0,128375.0,0.0,0.0,-2.55567e+06,-1.4440689,-0.0020438114,1.0,2.0,-18.284882,-16.35,-17.24418,255.45,-20.75,-23.6,-83.45,-30.4,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,-1528.75,-1714.0,-5604.25,-2156.0,model→market (spot/smile moved)
2024-11-28 14:13:00,2024-11-28 14:13:00,1,2024-11-28,PE,24000.0,0.005942719,ITM,76.0,0.20266667,rich,178.85,169.87961,8.970387,0.052804377,0.041452754,16.901897,8.970387,0.052804377,0.041452754,16.901897,0.33446348,0.2930107,23879.6,23857.797,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,8.9971e+06,4.64525e+06,0.0,-2.20725e+06,-1.389225e+06,-7.7558928,0.005767294,1.0,1.0,10.589055,-86.35,-78.19535,92.5,19.1,17.1,-22.45,-4.2,none,(quiet),,liquid,,,,,market→model
2026-07-08 14:36:00,2026-07-08 14:36:00,1,2026-07-14,PE,24550.0,0.028223049,ITM,1553.0,4.141333,cheap,684.0,701.6922,-17.69218,-0.025213594,-0.060641192,-16.748016,17.69218,0.025213594,0.060641192,16.748016,0.09925008,0.15989126,23854.95,23866.81,-95.64999999999782,445.05078125,2.7492187499992724,14:36,True,False,585.0,1625.0,0.0,-195.0,-1365.0,16.887667,-0.0017281778,1.0,1.0,0.92119414,17.95,-1.535578,701.95,-12.55,-6.75,40.55,5.0,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,-995.75,-618.75,2455.75,145.0,market→model
2026-01-05 11:35:00,2026-01-05 11:35:00,1,2026-01-06,PE,26500.0,0.0069041247,ITM,609.0,1.624,cheap,184.05,190.6382,-6.588199,-0.03455865,-0.021622052,-16.55112,6.588199,0.03455865,0.021622052,16.55112,0.04968762,0.07130967,26318.3,26317.67,-41.95000000000073,54.89921875000073,54.700781250001455,11:35,False,False,382525.0,248495.0,0.0,0.0,-422045.0,6.6169066,6.448658e-05,1.0,1.0,-0.044552885,-0.3,-7.033571,183.75,1.2,-8.0,-9.45,-1.25,none,(quiet),,liquid,-102.0,-700.0,-794.25,-261.25,model→market (spot/smile moved)
2026-10-01 12:45:00,2026-10-01 12:45:00,1,2026-10-06,PE,22900.0,0.020765845,ITM,914.0,2.4373333,cheap,477.3,489.37054,-12.070541,-0.024665443,-0.0364952,-16.370447,12.070541,0.024665443,0.0364952,16.370447,0.1323049,0.1688001,22416.0,22429.365,-101.04999999999927,194.59999999999854,0.8499999999985448,12:45,True,True,14040.0,10725.0,0.0,-2405.0,-27560.0,12.340655,0.0006465421,1.0,1.0,0.70673454,8.95,-3.7138786,486.25,16.75,48.15,62.45,43.65,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,908.75,2949.75,3879.25,2657.25,market→model
2024-10-22 10:20:00,2024-10-22 10:20:00,1,2024-10-24,PE,25150.0,0.017143926,ITM,1059.0,2.824,cheap,427.6,436.95563,-9.355627,-0.021410933,-0.045475513,-16.271587,9.355627,0.021410933,0.045475513,16.271587,0.06653875,0.112014264,24721.05,24722.506,-122.04999999999927,160.94921875,15.200781250001455,10:20,True,False,1675.0,575.0,0.0,0.0,-7500.0,9.076043,-0.00077998464,1.0,1.0,1.36382,16.8,4.4816585,444.4,-14.4,30.6,38.15,7.05,none,(quiet),,liquid,-1116.0,1809.0,2299.75,278.25,market→model
2026-07-08 14:05:00,2026-07-08 14:05:00,4,2026-07-21,PE,24600.0,0.027083606,ITM,3459.0,9.224,cheap,666.3,707.8157,-41.515648,-0.05865319,-0.049058694,-16.263859,41.515648,0.05865319,0.049058694,16.263859,0.08995858,0.13901727,23940.2,23942.686,-274.25,359.80078125,1.3492187500014552,14:05,True,True,130.0,130.0,0.0,0.0,-9880.0,41.025818,-0.0005210232,1.0,1.0,0.8210972,33.7,-7.3426456,700.0,-16.75,29.7,16.2,40.0,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,-1268.75,1750.5,873.00006,2420.0,market→model
2024-10-28 14:27:00,2024-10-28 14:27:00,1,2024-10-31,PE,24800.0,0.017324068,ITM,1187.0,3.1653333,cheap,425.65,435.17844,-9.528441,-0.021895481,-0.053397425,-16.141588,9.528441,0.021895481,0.053397425,16.141588,0.05314103,0.10653846,24377.8,24374.062,-32.79999999999927,114.79921874999854,242.90078124999854,14:27,False,False,625.0,1975.0,0.0,0.0,-2575.0,9.120901,-0.0010952456,1.0,1.0,1.253156,12.35,2.4948819,438.0,-2.1,-28.7,-36.3,-42.9,none,(quiet),,liquid,-316.5,-2045.5,-2539.5,-2968.5,market→model
2026-03-09 10:51:00,2026-03-09 10:51:00,2,2026-03-10,CE,23000.0,-0.03786638,ITM,653.0,1.7413334,cheap,891.75,915.63434,-23.884325,-0.026085004,-0.10805053,-16.117891,23.884325,0.026085004,0.10805053,16.117891,0.23402059,0.34207112,23845.9,23887.627,65.0,113.79960937500073,148.10039062500073,10:51,True,True,7540.0,7020.0,0.0,0.0,5395.0,-23.748043,-0.00045444825,1.0,1.0,0.37764192,6.8,-11.206475,898.55,11.15,27.75,-12.55,1.45,high,"Sensex -1,353 to 77,566 as Hormuz stays shut, Brent >$100",,liquid,544.75,1623.75,-995.75,-85.75,both
2024-11-28 10:54:00,2024-11-28 10:55:00,5,2024-11-28,PE,24550.0,0.019195823,ITM,274.0,0.73066664,cheap,467.0,471.76703,-4.7670264,-0.01010462,-0.069780715,-16.062214,4.7670264,0.01010462,0.069780715,16.062214,0.14053234,0.21031307,24086.2,24083.236,-226.5,259.55078125,31.649218750000728,10:55,False,True,425.0,300.0,0.0,-4425.0,-15675.0,3.721876,-0.008974839,1.0,3.0,2.2216785,7.6,4.179163,467.0,7.6,-23.0,-15.0,33.0,none,(quiet),,liquid,314.0,-1675.0,-1155.0,1965.0,market→model
2024-12-05 14:13:00,2024-12-05 14:13:00,2,2024-12-05,CE,24250.0,-0.021364426,ITM,76.0,0.20266667,cheap,523.7,527.67334,-3.973353,-0.007529948,-0.16514674,-15.979028,3.973353,0.007529948,0.16514674,15.979028,0.25132635,0.4164731,24757.1,24773.662,120.19999999999709,5.450390624999272,461.5496093750007,14:13,True,False,11800.0,6750.0,0.0,-3875.0,-14075.0,-3.8828692,-0.0016907852,1.0,1.0,-5.105143,-23.0,-27.50526,500.7,3.5,29.3,104.2,76.9,none,(quiet),,liquid,47.5,1724.5,6593.0,4818.5,model→market (spot/smile moved)
2026-01-20 13:41:00,2026-01-20 13:41:00,1,2026-01-20,PE,25450.0,0.0026872226,ITM,108.0,0.288,rich,82.15,77.157295,4.992708,0.06470818,0.019611796,15.896116,4.992708,0.06470818,0.019611796,15.896116,0.11324495,0.09363316,25370.25,25381.701,-50.79999999999927,214.75,8.799999999999272,13:41,False,False,3.96617e+06,3.78079e+06,0.0,-1.98679e+06,-9.608365e+06,-5.8066506,-0.0034505525,1.0,1.0,1.4316677,-7.06,-2.128688,75.09,-0.25,3.96,-1.09,10.41,high,"Greenland tariff threats: Nifty -1.38% (worst day in 8 months), Sensex -1,066",,liquid,,,,,market→model
2025-06-26 14:26:00,2025-06-26 14:26:00,1,2025-06-26,CE,25250.0,-0.010550044,ITM,63.0,0.168,cheap,268.15,269.31674,-1.1667309,-0.0043321885,-0.040391333,-15.738803,1.1667309,0.0043321885,0.040391333,15.738803,0.17396802,0.21435934,25515.1,25517.799,44.69999999999709,14.400390625,255.19960937499854,14:26,False,False,39975.0,24375.0,0.0,0.0,-51450.0,-1.5384597,0.008174331,1.0,1.0,-1.8621966,-4.05,-6.224851,264.1,4.45,-1.75,-16.5,26.25,none,(quiet),,liquid,109.249985,-293.75,-1252.5,1526.25,model→market (spot/smile moved)
2025-05-22 14:17:00,2025-05-22 14:17:00,1,2025-05-22,PE,24700.0,0.008695299,ITM,72.0,0.192,cheap,213.95,216.03784,-2.087838,-0.0096642235,-0.06303771,-15.693989,2.087838,0.0096642235,0.06303771,15.693989,0.12074725,0.18378496,24504.2,24486.156,-26.0,233.30078125,2.69921875,14:17,False,False,338400.0,311325.0,0.0,0.0,-192000.0,1.9234565,-0.0026969193,1.0,1.0,0.0,0.0,-2.8305008,213.95,13.15,8.7,22.3,-46.5,none,(quiet),,liquid,674.75,385.5,1269.5,-3202.5,model→market (spot/smile moved)
2025-04-01 10:32:00,2025-04-01 10:32:00,2,2025-04-03,PE,23750.0,0.018349392,ITM,1047.0,2.792,cheap,434.15,441.2031,-7.0530977,-0.015986057,-0.027593601,-15.68316,7.0530977,0.015986057,0.027593601,15.68316,0.09231482,0.11990842,23283.45,23318.176,-186.39999999999782,281.70078125000146,7.349218750001455,10:32,True,False,3750.0,2775.0,0.0,0.0,-31725.0,7.0512114,-1.8695051e-05,1.0,1.0,0.27350175,2.85,-7.570409,437.0,-5.05,-25.4,-27.0,39.7,none,(quiet),,liquid,-508.25,-1831.0,-1935.0,2400.5,model→market (spot/smile moved)
2025-02-11 13:11:00,2025-02-11 13:11:00,1,2025-02-13,PE,23650.0,0.023664346,ITM,888.0,2.368,cheap,553.6,564.1057,-10.505742,-0.01862371,-0.059472784,-15.478888,10.505742,0.01862371,0.059472784,15.478888,0.10501132,0.16448411,23081.05,23096.908,-159.04999999999927,308.9992187499993,0.0007812500007275958,13:11,True,False,3750.0,4050.0,0.0,0.0,-10275.0,9.9957695,-0.0017367083,1.0,2.0,2.894589,20.15,13.188735,573.75,32.15,-13.3,14.75,2.95,none,(quiet),,liquid,1909.7501,-1044.5,778.75,11.750004,market→model
2026-02-02 10:14:00,2026-02-02 10:14:00,3,2026-02-03,PE,25350.0,0.021299547,ITM,690.0,1.84,cheap,534.2,544.7531,-10.553093,-0.019372249,-0.07630298,-15.425444,10.553093,0.019372249,0.07630298,15.425444,0.090949275,0.16725226,24826.15,24815.766,-40.94999999999709,116.79960937500073,99.30039062500146,10:14,False,False,1560.0,910.0,0.0,0.0,-4875.0,10.373487,-0.00065570173,2.0,2.0,1.7026359,23.75,9.80104,540.55,17.4,11.4,-16.9,-26.1,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,liquid,951.0,561.0,-1278.5,-1876.5,market→model
2024-12-05 14:57:00,2024-12-05 14:57:00,4,2024-12-05,PE,24750.0,0.0146666365,ITM,32.0,0.08533333,rich,377.65,369.24387,8.406136,0.022765812,0.10814025,15.383982,8.406136,0.031959772,0.10814025,15.383982,0.6694163,0.5612761,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,495025.0,487500.0,0.0,0.0,-1.3739e+06,-8.008244,0.0059850016,2.0,2.0,16.947247,-119.1,-112.07231,276.0,-17.45,-143.31,-243.4,-234.35,none,(quiet),,liquid,,,,,market→model
2025-03-05 11:47:00,2025-03-05 11:47:00,1,2025-03-06,CE,21950.0,-0.018045155,ITM,597.0,1.592,cheap,399.8,406.7771,-6.9770994,-0.017152144,-0.06010399,-15.276489,6.9770994,0.017152144,0.06010399,15.276489,0.08870691,0.1488109,22350.1,22349.686,68.39999999999782,0.0003906249985448085,282.2996093750007,11:47,False,False,8625.0,7125.0,0.0,0.0,-4500.0,-6.8926215,-0.00039806575,1.0,1.0,1.3889703,8.45,2.3663564,408.25,1.9,17.95,6.95,11.5,none,(quiet),,liquid,-56.5,986.75,271.75,567.5,market→model
2025-04-25 13:49:00,2025-04-25 13:49:00,1,2025-04-30,CE,23800.0,-0.013883206,ITM,1225.0,3.2666667,cheap,397.65,412.03735,-14.387351,-0.03491759,-0.016673157,-15.239235,14.387351,0.03491759,0.016673157,15.239235,0.17102885,0.18770202,24103.45,24132.725,42.04999999999927,262.0007812500007,255.59921875000146,13:49,False,False,42900.0,109875.0,0.0,0.0,-51750.0,-15.6763115,0.0014477341,1.0,1.0,2.1302636,27.3,14.484684,424.95,-10.3,-9.75,0.8,-14.95,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,liquid,-849.5,-813.75,-128.0,-1151.75,market→model
2026-07-07 10:43:00,2026-07-07 10:43:00,1,2026-07-14,PE,25000.0,0.02097897,ITM,2161.0,5.7626667,cheap,518.85,528.2958,-9.445778,-0.017879715,-0.035511084,-15.2277155,9.445778,0.017879715,0.035511084,15.2277155,0.056581203,0.09209228,24484.95,24480.988,-6.200000000000728,20.150781249998545,61.44921875,10:43,False,False,650.0,2210.0,0.0,0.0,4810.0,8.519395,-0.0020050884,1.0,1.0,2.368688,19.15,11.065356,538.0,-4.6,-14.8,-8.4,-36.4,none,(quiet),,liquid,-479.0,-1142.0,-726.0,-2546.0,market→model
2024-11-28 14:46:00,2024-11-28 14:46:00,1,2024-11-28,PE,24100.0,0.007586646,ITM,43.0,0.11466666,cheap,182.35,183.98047,-1.6304759,-0.008862223,-0.058246963,-15.223138,1.6304759,0.008862223,0.058246963,15.223138,0.14843546,0.20668243,23919.0,23917.854,6.5,426.75,45.650000000001455,14:46,False,False,280125.0,240925.0,0.0,-83325.0,-177550.0,1.7407714,0.0023327349,1.0,1.0,-4.373519,-6.85,-8.4162445,175.5,1.55,-7.35,26.5,15.75,none,(quiet),,liquid,-79.25,-657.75,1542.5,843.75,model→market (spot/smile moved)
2026-02-20 13:24:00,2026-02-20 13:30:00,3,2026-02-24,PE,26100.0,0.019967508,ITM,869.0,2.3173332,cheap,517.4,528.61273,-11.212739,-0.021211633,-0.04709166,-15.154206,11.212739,0.021211633,0.04709166,15.154206,0.099957384,0.14704904,25575.35,25584.018,-30.55000000000291,88.20039062499927,195.599609375,13:30,False,True,585.0,1040.0,0.0,0.0,-3250.0,11.22814,2.6813208e-05,1.0,1.0,0.62659645,6.5,-3.8735027,544.6,1.9,-27.2,-18.4,-15.8,none,(quiet),,liquid,-56.5,-1948.0,-1376.0,-1207.0,both
2026-02-01 12:50:00,2026-02-01 12:50:00,1,2026-02-03,PE,25650.0,0.024812717,ITM,909.0,2.424,rich,688.45,654.29663,34.153355,0.052198578,0.06202108,15.03571,34.153355,0.052198578,0.06202108,15.03571,0.26570806,0.20368698,25023.4,25021.385,-54.5,417.49960937500146,451.650390625,12:50,False,False,2925.0,3315.0,0.0,-2210.0,-2665.0,-34.085373,0.00018763459,1.0,1.0,0.34000137,-15.1,29.311586,673.35,-4.5,-56.4,-84.45,-134.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2024-11-28 10:35:00,2024-11-28 10:39:00,3,2024-11-28,PE,24550.0,0.017650872,ITM,290.0,0.7733333,cheap,430.0,435.03363,-5.0336375,-0.0115706865,-0.059575327,-15.017029,5.0336375,0.0115706865,0.059575327,15.017029,0.13514824,0.19472356,24136.0,24120.473,-198.25,209.75,19.5,10:39,True,False,5925.0,11875.0,0.0,0.0,-14375.0,4.028244,-0.0075294473,1.0,1.0,8.778874,43.2,38.279095,383.8,19.3,75.5,98.45,68.9,none,(quiet),,liquid,1074.5,4727.5,6219.25,4298.5,market→model
2026-02-01 12:33:00,2026-02-01 12:33:00,1,2026-02-03,PE,25450.0,0.025981182,ITM,926.0,2.4693334,cheap,686.75,695.5029,-8.752903,-0.012584998,-0.016492592,-14.986934,8.752903,0.012584998,0.016492592,14.986934,0.22659935,0.24309194,24800.25,24797.295,-452.15000000000146,640.6500000000015,228.5,12:33,True,True,37245.0,26585.0,0.0,0.0,-195455.0,8.858435,0.00018194848,1.0,1.0,-1.1724482,-19.3,-35.761284,667.45,-39.25,-164.05,-152.1,-256.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-2731.25,-10843.25,-10066.5,-16862.25,model→market (spot/smile moved)
2024-11-28 10:43:00,2024-11-28 10:43:00,1,2024-11-28,PE,24550.0,0.018168477,ITM,286.0,0.76266664,cheap,442.25,446.27774,-4.0277543,-0.009025219,-0.059917804,-14.887082,4.0277543,0.009025219,0.059917804,14.887082,0.13114534,0.19106315,24111.95,24107.992,-219.89999999999782,233.80078125,43.74921874999927,10:43,False,True,2350.0,2725.0,0.0,0.0,-28550.0,3.4684026,-0.0048579494,1.0,1.0,-2.3299115,-8.95,-12.7913475,433.3,6.95,51.7,6.55,40.75,none,(quiet),,liquid,271.75,3180.5,245.75,2468.75,model→market (spot/smile moved)
2026-03-05 14:39:00,2026-03-05 14:40:00,3,2026-03-10,CE,23900.0,-0.035004374,ITM,1174.0,3.1306667,cheap,852.1,897.572,-45.472004,-0.05066112,-0.1391905,-14.879402,45.472004,0.05066112,0.1391905,14.879402,0.13531533,0.27450582,24723.6,24751.42,174.79999999999927,0.05039062500145519,194.19960937499854,14:40,True,True,845.0,3315.0,0.0,0.0,2990.0,-45.468773,-6.105872e-05,1.0,2.0,1.419006,47.9,14.143977,852.1,47.9,62.4,133.65,55.8,none,(quiet),,liquid,2933.5,3876.0,8507.25,3447.0,market→model
2026-02-01 12:32:00,2026-02-01 12:34:00,3,2026-02-03,PE,25600.0,0.030088823,ITM,925.0,2.4666667,rich,804.8,791.6776,13.122409,0.016575444,0.0259184,14.869803,13.122409,0.016575444,0.0259184,14.869803,0.27481794,0.24889953,24834.45,24841.2,-417.3999999999978,606.4507812500015,262.69921875,12:34,True,True,22230.0,13130.0,0.0,-13520.0,-63960.0,-12.614272,0.0010884869,1.0,1.0,3.179616,-46.6,-31.944141,828.4,-23.6,-149.9,-199.15,-303.25,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02-01 12:43:00,2026-02-01 12:44:00,3,2026-02-03,PE,25650.0,0.02578288,ITM,915.0,2.44,cheap,662.65,680.7619,-18.11188,-0.02660531,-0.047528908,-14.865544,18.11188,0.02660531,0.047528908,14.865544,0.16604388,0.21357279,25013.15,24997.121,-210.39999999999782,427.74960937500146,441.400390625,12:44,False,True,11830.0,12870.0,0.0,-585.0,-11115.0,18.340326,0.00046644564,1.0,1.0,-0.46050364,-8.3,-26.323746,662.65,-8.3,38.0,-50.35,-96.55,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-719.5,2290.0,-3452.75,-6455.75,model→market (spot/smile moved)
2025-01-22 10:01:00,2025-01-22 10:01:00,1,2025-01-23,CE,22750.0,-0.016643742,ITM,703.0,1.8746667,cheap,382.8,395.85986,-13.059854,-0.032991104,-0.05929167,-14.766315,13.059854,0.032991104,0.05929167,14.766315,0.0916064,0.15089807,23095.8,23131.814,5.349999999998545,31.899218750000728,45.25078125000073,10:01,False,False,675.0,825.0,0.0,0.0,825.0,-12.954606,-0.00031876727,1.0,1.0,0.6399056,6.4,-3.6014755,389.2,3.75,1.95,8.05,30.95,none,(quiet),,liquid,63.75,-53.249996,343.25,1831.75,both
2025-05-23 11:49:00,2025-05-23 11:49:00,1,2025-05-29,PE,24700.0,-0.005641735,OTM,1720.0,4.5866666,cheap,145.94,159.30269,-13.362695,-0.083882414,-0.010376434,-14.627981,13.362695,0.083882414,0.010376434,14.627981,0.15644315,0.16681957,24804.3,24839.744,-63.20000000000073,104.74921874999927,190.25078125000073,11:49,True,True,666000.0,1.506975e+06,0.0,-267825.0,-133875.0,11.97539,-0.001085049,1.0,1.0,0.48538217,6.61,-7.0081353,152.55,-4.2,-4.5,-9.7,-14.25,none,(quiet),,liquid,-453.0,-472.5,-810.5,-1106.25,both
2026-03-02 14:37:00,2026-03-02 14:39:00,2,2026-03-02,CE,24550.0,-0.0116548175,ITM,50.0,0.13333334,cheap,288.0,289.35944,-1.3594496,-0.004698135,-0.063382685,-14.601987,1.3594496,0.004698135,0.063382685,14.601987,0.20038606,0.26376876,24837.65,24837.799,91.15000000000146,151.69960937499854,234.150390625,14:39,True,True,148785.0,137020.0,0.0,0.0,-99970.0,-1.2913076,-0.0019300741,1.0,1.0,17.765236,31.6,29.821245,302.0,-14.0,7.2,21.8,3.65,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,-1090.0,288.0,1237.0,57.250008,market→model
2026-08-04 15:12:00,2026-08-04 15:12:00,3,2026-08-04,CE,24500.0,0.00096169626,OTM,17.0,0.045333333,cheap,32.85,36.155106,-3.305104,-0.09141459,-0.025773032,-14.537396,3.305104,0.09141459,0.02665076,14.537396,0.33287793,0.35865095,24449.55,24476.45,-13.150000000001455,254.34921875000146,21.600781249999272,15:12,False,False,9.502675e+06,7.12569e+06,0.0,-740025.0,-6.61024e+06,0.0,-0.025773032,3.0,3.0,,21.35,,40.7,7.05,0.75,75.6,,none,(quiet),,tradable,278.25,-131.25,4734.0,,both
2025-07-31 12:38:00,2025-07-31 12:38:00,1,2025-07-31,CE,24600.0,-0.011014628,ITM,171.0,0.456,cheap,272.5,274.83325,-2.3332436,-0.00848967,-0.054591216,-14.419874,2.3332436,0.00848967,0.054591216,14.419874,0.092102714,0.14669393,24872.3,24872.457,111.75,2.1492187500007276,237.30078125,12:38,True,False,93375.0,63825.0,0.0,0.0,-184950.0,-2.5292761,0.0021649636,1.0,1.0,-3.6400077,-6.6,-8.413183,265.9,-6.65,-12.7,14.55,39.1,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,-612.25,-1005.5,765.75,2361.5,model→market (spot/smile moved)
2026-07-08 14:08:00,2026-07-08 14:08:00,1,2026-07-14,PE,24550.0,0.025531622,ITM,1581.0,4.216,cheap,627.55,642.18677,-14.636755,-0.022792054,-0.03177165,-14.415227,14.636755,0.022792054,0.03177165,14.415227,0.124142796,0.15591444,23951.75,23931.133,-258.65000000000146,348.25,18.200000000000728,14:08,True,True,6565.0,9230.0,0.0,260.0,-13585.0,13.810861,-0.0015074674,1.0,1.0,2.2638054,38.2,21.325758,665.75,8.0,11.3,-0.75,28.0,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,340.0,554.5,-228.75,1640.0,market→model
2025-02-13 13:34:00,2025-02-13 13:36:00,2,2025-02-13,PE,23300.0,0.009161753,ITM,113.0,0.30133334,cheap,212.8,214.62204,-1.8220345,-0.0084895035,-0.039509878,-14.376312,1.8220345,0.0084895035,0.039509878,14.376312,0.11441087,0.15392075,23088.95,23087.506,-93.89999999999782,146.55078125,96.74921874999927,13:36,True,True,654525.0,323925.0,0.0,0.0,-558675.0,1.7193136,-0.0014338845,1.0,1.0,-1.0360144,-1.5,-2.9478564,217.7,-4.9,13.85,17.9,-14.15,low,India open after overnight US data: US CPI,,liquid,-498.5,720.25,983.5,-1099.75,model→market (spot/smile moved)
2026-03-24 10:15:00,2026-03-24 10:15:00,2,2026-03-24,CE,22350.0,-0.015995335,ITM,314.0,0.8373333,cheap,361.45,369.70358,-8.253571,-0.022324832,-0.06525341,-14.355538,8.253571,0.022324832,0.06525341,14.355538,0.13275954,0.19801295,22711.4,22710.371,-7.649999999997817,188.19960937499854,29.800390625001455,10:15,False,False,3445.0,7995.0,0.0,0.0,1105.0,-6.9555874,-0.006937385,2.0,2.0,4.746309,36.2,28.57302,382.35,15.3,10.45,-27.45,-62.9,none,(quiet),,liquid,814.5,499.25,-1964.25,-4268.5,market→model
2026-03-24 11:26:00,2026-03-24 11:27:00,2,2026-03-24,CE,22350.0,-0.016201783,ITM,242.0,0.64533335,cheap,365.1,370.44406,-5.3440537,-0.014426075,-0.08760517,-14.315335,5.3440537,0.014426075,0.08760517,14.315335,0.113551006,0.20115617,22719.9,22715.059,68.85000000000218,179.69960937499854,95.70039062499927,11:27,False,False,3575.0,2600.0,0.0,0.0,-1495.0,-4.6584053,-0.0055498593,1.0,1.0,1.212252,8.85,1.5495378,365.1,8.85,24.05,32.9,107.75,none,(quiet),,liquid,395.25003,1383.25,1958.5001,6823.75,market→model
2025-05-08 15:05:00,2025-05-08 15:05:00,4,2025-05-08,PE,24500.0,0.0074377847,ITM,24.0,0.064,cheap,181.7,186.06578,-4.365788,-0.02346368,-0.14150928,-14.268573,4.365788,0.02346368,0.14150928,14.268573,0.18775429,0.32926357,24310.7,24318.451,-35.14999999999782,136.55078125,66.69921875,15:05,True,False,387375.0,352200.0,0.0,0.0,-415050.0,0.14705616,,6.0,6.0,,11.1,,193.7,-3.7,-0.9,21.8,,low,India open after overnight US data: FOMC,,liquid,-420.5,-238.5,1237.0,,both
2026-06-02 12:55:00,2026-06-02 12:55:00,1,2026-06-02,CE,23250.0,-0.0086272005,ITM,154.0,0.41066667,cheap,202.95,204.29285,-1.3428454,-0.0065731397,-0.015298751,-14.267938,1.3428454,0.0065731397,0.015298751,14.267938,0.117642164,0.13294092,23441.45,23451.45,151.15000000000146,8.30078125,212.29921874999854,12:55,False,False,317265.0,254865.0,0.0,-7670.0,-2.827565e+06,-1.1321764,-0.0020828682,1.0,1.0,1.3790734,1.5,0.4123131,204.45,28.45,7.05,14.9,47.75,none,(quiet),,liquid,1669.25,278.25,788.5,2923.75,market→model
2026-02-02 11:49:00,2026-02-02 11:49:00,1,2026-02-03,CE,24350.0,-0.021077082,ITM,595.0,1.5866667,cheap,518.8,533.23486,-14.434843,-0.02707033,-0.09094844,-14.180744,14.434843,0.02707033,0.09094844,14.180744,0.102678105,0.19362654,24868.1,24868.674,158.09999999999854,74.85039062500073,188.69960937499854,11:49,False,False,1885.0,585.0,0.0,0.0,3965.0,-13.348816,-0.0036543917,1.0,1.0,0.4585,11.7,-13.817994,530.5,-5.6,0.25,2.65,15.9,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,liquid,-544.0,-163.75,-7.7499924,853.5,both
2025-05-22 14:55:00,2025-05-22 14:55:00,4,2025-05-22,CE,24350.0,-0.009929951,ITM,34.0,0.09066667,rich,248.55,243.71167,4.838328,0.019852672,0.11415065,14.169672,4.838328,0.019852672,0.11415065,14.169672,0.36192513,0.2477745,24595.75,24592.998,116.65000000000146,141.75,133.34999999999854,14:55,True,False,126225.0,91800.0,0.0,-17325.0,-57900.0,4.8563614,-0.00090990274,1.0,1.0,0.43834266,-2.85,3.651763,245.7,21.94,7.45,9.75,14.69,none,(quiet),,liquid,,,,,both
2024-12-26 13:35:00,2024-12-26 13:35:00,1,2025-01-02,CE,23350.0,-0.017293014,ITM,1989.0,5.304,cheap,419.0,458.35864,-39.358658,-0.08586869,-0.050977953,-14.038507,39.358658,0.08586869,0.050977953,14.038507,0.08821805,0.139196,23722.2,23757.303,-28.149999999997817,132.30078125,68.59921875000146,13:35,True,False,75.0,300.0,0.0,0.0,18225.0,-38.12546,-0.0013700253,1.0,1.0,1.572487,56.8,20.678873,475.8,-16.95,-11.1,14.2,17.2,none,(quiet),,liquid,-1281.75,-901.5,743.0,938.00006,market→model
2024-11-28 14:39:00,2024-11-28 14:40:00,3,2024-11-28,PE,24100.0,0.007603349,ITM,49.0,0.13066667,cheap,183.6,185.63036,-2.0303612,-0.010937657,-0.039942067,-13.99749,2.0303612,0.010937657,0.039942067,13.99749,0.17569907,0.21564114,23921.65,23917.455,-97.44999999999709,424.099609375,48.300390625001455,14:40,True,False,668850.0,305100.0,0.0,-78975.0,-176350.0,2.0394943,0.00013767266,2.0,2.0,-0.28293982,-0.45,-2.0404441,183.6,-6.65,10.3,-1.7,17.7,none,(quiet),,liquid,-612.25,489.5,-290.5,970.50006,model→market (spot/smile moved)
2025-07-24 12:07:00,2025-07-24 12:07:00,1,2025-07-24,PE,25350.0,0.012408581,ITM,202.0,0.53866667,cheap,312.95,315.05334,-2.1033337,-0.0066761198,-0.036496736,-13.828428,2.1033337,0.0066761198,0.036496736,13.828428,0.1125983,0.14909503,25041.35,25037.387,-51.650000000001455,204.900390625,22.649609374999272,12:07,False,False,41475.0,16350.0,0.0,-32325.0,-99000.0,2.275488,0.0018330656,1.0,1.0,1.5913173,3.35,1.2448258,316.3,4.0,-4.3,-27.7,-48.05,none,(quiet),,liquid,80.0,-459.5,-1980.5,-3303.25,market→model
2025-06-26 11:23:00,2025-06-26 11:23:00,1,2025-06-26,PE,25550.0,0.008683211,ITM,246.0,0.656,cheap,221.15,226.66945,-5.519444,-0.02435019,-0.049542118,-13.78071,5.519444,0.02435019,0.049542118,13.78071,0.07213639,0.1216785,25326.65,25329.104,-0.8999999999978172,111.24960937500146,66.75039062499854,11:23,False,False,17025.0,56850.0,1.0,0.0,-3600.0,5.2130437,-0.0015986235,1.0,1.0,-5.5742683,-24.05,-28.364468,197.1,18.4,13.1,8.85,7.5,none,(quiet),,liquid,1016.0,671.5,395.25003,307.5,model→market (spot/smile moved)
2025-02-13 13:40:00,2025-02-13 13:40:00,3,2025-02-13,PE,23200.0,0.0057078735,ITM,109.0,0.29066667,rich,141.55,138.16125,3.3887475,0.02452748,0.020306775,13.756166,3.3887475,0.02452748,0.020306775,13.756166,0.16004354,0.13973676,23069.3,23067.955,-107.65000000000146,166.19921875,77.10078124999927,13:40,False,False,1.548075e+06,2.51595e+06,0.0,-569550.0,-5.1321e+06,-3.313601,0.00049438677,1.0,1.0,-1.816694,5.7,8.837567,147.25,-8.56,-17.15,-18.85,-4.15,low,India open after overnight US data: US CPI,,liquid,,,,,model→market (spot/smile moved)
2025-07-15 15:00:00,2025-07-15 15:00:00,1,2025-07-17,PE,25450.0,0.0104823895,ITM,779.0,2.0773335,cheap,270.0,277.2683,-7.268323,-0.02621404,-0.019872662,-13.740872,7.268323,0.02621404,0.019872662,13.740872,0.07545998,0.09533264,25167.4,25184.617,-20.94999999999709,77.79960937500073,78.95039062499927,15:00,False,False,10125.0,3075.0,0.0,0.0,-6000.0,8.260548,0.0022078531,1.0,1.0,0.5555634,4.75,-3.7998798,274.75,-9.35,-22.45,-29.75,,low,US CPI release (Jun 2025),,liquid,-787.75,-1639.25,-2113.75,,both
2026-09-29 11:32:00,2026-09-29 11:32:00,1,2026-09-29,CE,22450.0,-0.012564291,ITM,237.0,0.632,cheap,285.9,289.07904,-3.1790445,-0.010997145,-0.027802402,-13.737212,3.1790445,0.010997145,0.027802402,13.737212,0.13755818,0.16536058,22719.8,22733.848,122.75,33.39921875000073,150.15078124999854,11:32,True,False,37180.0,74620.0,0.0,-4225.0,-26000.0,-3.2090645,0.00020689463,1.0,1.0,1.4247724,4.9,1.4608542,290.8,-3.8,-14.0,-12.8,20.6,none,(quiet),,liquid,-427.0,-1090.0,-1012.0,1159.0,market→model
2024-11-28 14:13:00,2024-11-28 14:13:00,1,2024-11-28,PE,24300.0,0.01836524,ITM,76.0,0.20266667,rich,454.85,444.99124,9.858772,0.022154981,0.12694684,13.712934,9.858772,0.022154981,0.12694684,13.712934,0.47301203,0.3460652,23879.6,23857.797,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,411425.0,188200.0,0.0,-92500.0,-358300.0,-10.272436,-0.009157594,1.0,1.0,11.012932,-105.8,-96.193115,349.05,29.8,34.65,-24.0,29.4,none,(quiet),,liquid,,,,,market→model
2024-10-04 12:53:00,2024-10-04 12:55:00,2,2024-10-10,PE,25800.0,0.02260447,ITM,1654.0,4.4106665,cheap,588.79,604.1521,-15.362097,-0.025427531,-0.026903717,-13.635074,15.362097,0.025427531,0.026903717,13.635074,0.117384695,0.14428842,25152.85,25223.348,-315.2000000000007,332.2003906249993,58.29960937500073,12:55,False,True,2750.0,1325.0,0.0,0.0,-24725.0,15.095325,-0.00042774965,1.0,1.0,1.673002,23.66,9.517757,586.75,2.04,45.0,26.45,86.5,none,(quiet),,liquid,-47.4,2745.0,1539.25,5442.5,market→model
2024-11-28 10:38:00,2024-11-28 10:40:00,9,2024-11-28,PE,24350.0,0.011103499,ITM,289.0,0.77066666,rich,292.6,286.31207,6.28792,0.02196177,0.02002051,13.557911,6.28792,0.02196177,0.02002051,13.557911,0.20501353,0.18499301,24094.45,24081.125,-242.95000000000073,251.30078125,1.3492187500014552,10:40,True,True,329200.0,345550.0,0.0,0.0,-2.40075e+06,-6.3925195,-0.00034883665,1.0,4.0,5.2679124,-18.3,-14.8261385,252.6,40.0,-5.1,35.15,33.35,none,(quiet),,liquid,,,,,market→model
2026-01-23 12:49:00,2026-01-23 12:49:00,1,2026-01-27,CE,24900.0,-0.014178815,ITM,535.0,1.4266666,cheap,362.45,372.46857,-10.018556,-0.026897721,-0.032278657,-13.545366,10.018556,0.026897721,0.032278657,13.545366,0.12582715,0.1581058,25210.75,25255.566,-8.849999999998545,137.20000000000073,27.099999999998545,12:49,False,False,4615.0,6955.0,0.0,0.0,-20410.0,-9.659609,-0.0009829868,1.0,1.0,0.44558755,4.4,-5.4746027,366.85,1.7,11.55,-17.05,-62.15,none,(quiet),,liquid,-69.5,570.75,-1288.25,-4219.75,both
2024-11-19 15:04:00,2024-11-19 15:07:00,3,2024-11-21,PE,23950.0,0.018259136,ITM,397.0,1.0586667,cheap,433.65,440.07666,-6.4266477,-0.014603474,-0.06362667,-13.484393,6.4266477,0.014603474,0.06362667,13.484393,0.115703374,0.17933005,23558.1,23516.662,-139.85000000000218,222.55039062500146,49.349609375,15:07,False,True,2325.0,925.0,0.0,-2450.0,-34000.0,5.815972,-0.0035132836,1.0,1.0,1.0268656,7.2,0.18837182,442.0,4.25,30.55,42.6,,none,(quiet),,liquid,96.25,1805.75,2589.0,,market→model
2025-03-25 10:58:00,2025-03-25 10:58:00,1,2025-04-03,CE,23000.0,-0.03259558,ITM,2521.0,6.7226667,cheap,762.8,792.5886,-29.788603,-0.03758394,-0.068583906,-13.4700165,29.788603,0.03758394,0.068583906,13.4700165,0.09239272,0.16097662,23683.05,23762.05,-138.85000000000218,186.54921874999854,26.650781249998545,10:58,True,False,525.0,375.0,0.0,0.0,3675.0,-30.269148,0.0006132381,1.0,1.0,1.4670688,47.2,15.027003,810.0,-11.4,-17.8,-3.75,-33.45,none,(quiet),,liquid,-921.0,-1337.0,-423.75,-2354.25,market→model
2026-01-12 12:34:00,2026-01-12 12:35:00,3,2026-01-13,CE,25300.0,-0.016131073,ITM,549.0,1.464,cheap,414.1,419.73178,-5.6317706,-0.013417547,-0.028197289,-13.468047,5.6317706,0.013417547,0.028197289,13.468047,0.11447178,0.14266907,25690.4,25711.426,182.75,12.399609374999272,217.00039062499854,12:35,False,False,9100.0,18070.0,0.0,-16055.0,-85865.0,-5.445898,-0.0007313082,1.0,1.0,3.1674678,15.9,10.880218,414.1,15.9,-10.15,37.1,15.9,none,(quiet),,liquid,853.5,-839.75,2231.5,853.5,market→model
2025-05-29 12:38:00,2025-05-29 12:39:00,3,2025-06-05,PE,25500.0,0.031069368,ITM,2045.0,5.4533334,cheap,786.0,810.4633,-24.463299,-0.030184338,-0.04900229,-13.456773,24.463299,0.030184338,0.04900229,13.456773,0.11970338,0.16870567,24690.6,24719.912,-48.25,199.10039062500073,4.049609375000728,12:39,True,False,1050.0,675.0,0.0,0.0,175050.0,24.48996,-6.0368975e-06,1.0,1.0,0.63439494,18.4,-10.604013,786.0,18.4,-1.0,-16.0,-57.95,none,(quiet),,liquid,1016.0,-245.0,-1220.0,-3946.75,both
2026-02-01 12:32:00,2026-02-01 12:32:00,2,2026-02-10,PE,25450.0,0.023214031,ITM,2802.0,7.472,rich,709.1,680.6129,28.487057,0.041855004,0.021424465,13.439421,28.487057,0.041855004,0.021424465,13.439421,0.19778886,0.1763644,24825.25,24866.008,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,3510.0,1560.0,0.0,0.0,-21710.0,-28.655846,-9.480479e-05,1.0,1.0,-0.23950599,5.75,29.75775,714.85,-30.4,-133.7,-212.35,-271.4,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,model→market (spot/smile moved)
2026-03-02 14:51:00,2026-03-02 14:51:00,1,2026-03-02,CE,24500.0,-0.014675516,ITM,38.0,0.101333335,rich,366.35,362.90625,3.4437435,0.009489347,0.10876675,13.398454,3.4437435,0.009489347,0.10876675,13.398454,0.4359887,0.32722193,24864.0,24862.201,91.59999999999854,125.34999999999854,260.5,14:51,True,False,50375.0,33215.0,0.0,0.0,-300365.0,3.356709,0.0051737586,1.0,1.0,-4.471265,15.35,18.783033,381.7,-9.75,-45.4,-21.35,-6.7,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,model→market (spot/smile moved)
2026-06-12 13:24:00,2026-06-12 13:27:00,3,2026-06-23,PE,24000.0,0.025513444,ITM,2747.0,7.325333,cheap,609.7,639.7993,-30.099293,-0.0470449,-0.04742134,-13.272898,30.099293,0.0470449,0.04742134,13.272898,0.08693899,0.13436033,23372.3,23395.422,49.54999999999927,83.64921875000073,58.400781249998545,13:27,True,True,3705.0,195.0,0.0,-325.0,-910.0,30.159801,1.42440995e-05,1.0,1.0,0.54082996,14.3,-12.140843,686.05,-41.05,-68.65,-141.05,-155.45,none,(quiet),,liquid,-2848.25,-4642.25,-9348.25,-10284.25,both
2024-12-04 11:55:00,2024-12-04 11:55:00,1,2024-12-12,PE,24950.0,0.019126797,ITM,2464.0,6.570667,cheap,480.0,528.06305,-48.06305,-0.09101763,-0.058099687,-13.267219,48.06305,0.09101763,0.058099687,13.267219,0.07684833,0.13494802,24466.05,24477.32,-76.85000000000218,107.14921875000073,19.200781250001455,11:55,True,True,50.0,650.0,0.0,3125.0,3125.0,48.978176,0.00076461706,1.0,1.0,1.7121036,77.7,32.317234,557.7,48.65,29.45,-8.91,-42.91,none,(quiet),,liquid,2982.25,1734.25,-759.14996,-2969.15,market→model
2026-01-07 14:38:00,2026-01-07 14:38:00,1,2026-01-13,CE,25700.0,-0.016710946,ITM,1551.0,4.136,cheap,432.85,441.64117,-8.791189,-0.019905727,-0.040057033,-13.2169895,8.791189,0.019905727,0.040057033,13.2169895,0.04804645,0.08810348,26093.35,26133.08,-5.600000000002183,93.80039062500146,25.449609374998545,14:38,False,False,130.0,1430.0,0.0,-390.0,0.0,-7.495847,-0.0030618603,1.0,1.0,1.6079643,12.0,4.5371475,444.85,-5.7,4.0,13.15,24.95,none,(quiet),,liquid,-550.5,80.0,674.75,1441.75,market→model
2026-02-01 12:34:00,2026-02-01 12:34:00,2,2026-02-03,PE,25650.0,0.032040045,ITM,925.0,2.4666667,rich,854.65,837.0836,17.566378,0.020985212,0.03660288,13.209649,17.566378,0.020985212,0.03660288,13.209649,0.2866717,0.2500688,24834.45,24841.2,-417.3999999999978,606.4507812500015,262.69921875,12:34,True,True,6760.0,4095.0,0.0,-1560.0,-20215.0,-17.093594,0.0011154814,2.0,2.0,4.2557683,-138.0,-105.573425,814.35,-97.7,-118.9,-125.9,-231.35,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-03-09 10:15:00,2026-03-09 10:17:00,2,2026-03-10,PE,24650.0,0.03606529,ITM,687.0,1.832,cheap,873.0,887.206,-14.205978,-0.01601204,-0.12440906,-13.185766,14.205978,0.01601204,0.12440906,13.185766,0.14717129,0.27158034,23764.85,23776.83,17.899999999997817,194.85039062500073,67.04960937500073,10:17,True,False,455.0,5330.0,0.0,0.0,-9035.0,14.175894,-0.00014617942,1.0,1.0,0.69442433,10.85,-4.774452,871.25,1.75,-1.6,24.25,4.95,high,"Sensex -1,353 to 77,566 as Hormuz stays shut, Brent >$100",,liquid,-66.25,-284.0,1396.25,141.74998,market→model
2026-01-13 12:50:00,2026-01-13 12:50:00,6,2026-01-13,PE,25800.0,0.0053497194,ITM,159.0,0.424,cheap,139.8,143.97533,-4.1753316,-0.029000325,-0.025344478,-13.176472,4.1753316,0.029000325,0.025344478,13.176472,0.08284463,0.108189106,25667.3,25662.346,-57.400000000001455,232.49921874999927,0.2007812500014552,12:50,True,False,2.749955e+06,2.976935e+06,0.0,-311415.0,-1.32366e+06,3.491816,-0.0034397373,1.0,2.0,-3.1977446,-7.3,-9.582859,132.5,0.1,15.8,31.35,1.4,low,US CPI release (Dec 2025),,liquid,-173.5,847.0,1857.75,-89.0,model→market (spot/smile moved)
2026-02-05 10:07:00,2026-02-05 10:07:00,1,2026-02-10,CE,25000.0,-0.02615506,ITM,1447.0,3.8586667,cheap,668.0,677.4588,-9.458776,-0.013962143,-0.026435759,-13.167309,9.458776,0.013962143,0.026435759,13.167309,0.1205495,0.14698526,25639.25,25662.502,-41.099999999998545,118.40000000000146,26.349999999998545,10:07,False,True,260.0,5850.0,0.0,715.0,7930.0,-9.552953,0.00019362438,1.0,1.0,0.28215945,3.0,-7.632286,671.0,4.0,20.1,49.0,0.0,none,(quiet),,liquid,80.0,1126.5,3005.0,-180.0,model→market (spot/smile moved)
2026-01-12 14:51:00,2026-01-12 14:51:00,1,2026-01-20,PE,26550.0,0.027476124,ITM,1913.0,5.101333,cheap,727.55,730.40436,-2.8543675,-0.003907928,-0.0070161168,-13.153362,2.8543675,0.003907928,0.0070161168,13.153362,0.11651275,0.12352887,25781.35,25830.44,39.69999999999709,1.4503906249992724,307.94960937499854,14:51,False,False,130.0,715.0,0.0,0.0,0.0,2.9130282,0.00012652102,2.0,2.0,-0.19817239,-2.85,-17.231419,724.7,0.0,-12.2,-12.2,-12.2,none,(quiet),,liquid,-180.0,-973.0,-973.0,-973.0,model→market (spot/smile moved)
2026-08-04 15:12:00,2026-08-04 15:14:00,3,2026-08-04,PE,24500.0,0.00036539388,ITM,15.0,0.04,cheap,56.55,59.97438,-3.4243808,-0.05709739,-0.027875531,-13.150473,3.4243808,0.05709739,0.027875531,13.150473,0.4219695,0.44984502,24462.95,24491.049,6.299999999999272,240.95078125000146,34.99921874999927,15:14,False,False,2.5545e+06,6.102785e+06,0.0,-165425.0,-3.302845e+06,0.15043782,-0.02665076,1.0,1.0,,-2.8,,57.35,-0.8,-5.65,-56.35,,none,(quiet),,tradable,-232.0,-547.25,-3842.75,,both
2026-02-01 12:49:00,2026-02-01 12:49:00,1,2026-02-03,PE,25550.0,0.022697367,ITM,910.0,2.4266667,rich,623.45,606.5401,16.90989,0.02787926,0.029660452,13.14007,16.90989,0.02787926,0.029660452,13.14007,0.23563443,0.20597398,24971.9,24976.613,-112.75,468.99960937500146,400.150390625,12:49,True,True,6760.0,3835.0,0.0,0.0,-8710.0,-16.726551,0.00036488753,1.0,1.0,3.0668807,-61.95,-41.75032,561.5,28.05,-12.95,-65.6,-88.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2025-02-06 14:26:00,2025-02-06 14:26:00,2,2025-02-06,CE,23250.0,-0.013578229,ITM,63.0,0.168,cheap,318.45,335.5797,-17.129707,-0.05104512,-0.22731143,-13.088919,17.129707,0.05104512,0.22731143,13.088919,0.23461856,0.46193,23571.8,23567.848,-11.75,201.74921874999927,9.55078125,14:26,False,False,675.0,150.0,0.0,0.0,-1725.0,0.41548243,,1.0,4.0,-0.048465624,-0.5,-10.816591,317.95,2.65,-7.25,9.1,4.15,none,(quiet),,liquid,-7.7499924,-651.25,411.50003,89.75,model→market (spot/smile moved)
2026-01-27 14:56:00,2026-01-27 14:56:00,2,2026-01-27,CE,25050.0,-0.0039542853,ITM,33.0,0.088,cheap,100.4,101.79641,-1.3964058,-0.013717634,-0.024078785,-13.085354,1.3964058,0.013717634,0.024078785,13.085354,0.12632228,0.15040107,25130.75,25149.25,104.5,54.20000000000073,198.20000000000073,14:56,False,False,1.71899e+06,2.051595e+06,0.0,-575120.0,-3.73737e+06,-0.79905504,-0.00915176,3.0,6.0,16.152065,15.45,14.493466,103.65,6.55,-3.55,24.85,20.6,none,(quiet),,liquid,245.75,-410.75,1435.25,1159.0,market→model
2026-02-01 12:19:00,2026-02-01 12:19:00,2,2026-02-10,PE,25650.0,0.020507164,ITM,2815.0,7.5066667,cheap,538.7,597.36816,-58.668144,-0.098211035,-0.055782877,-13.063947,58.668144,0.098211035,0.055782877,13.063947,0.09232028,0.14810316,25084.65,25129.348,-215.9499999999971,356.24960937500146,3.9503906249992724,12:19,True,True,650.0,390.0,0.0,0.0,-2730.0,58.194904,-0.0004498848,1.0,2.0,1.3410687,53.3,13.555581,592.0,49.0,27.0,274.9,78.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,3005.0,1575.0,17688.5,4899.75,market→model
2026-06-05 14:57:00,2026-06-05 14:57:00,1,2026-06-09,CE,22950.0,-0.020413578,ITM,782.0,2.0853333,cheap,473.65,489.96893,-16.318937,-0.033306062,-0.07949248,-13.049326,16.318937,0.033306062,0.07949248,13.049326,0.09398227,0.17347474,23365.05,23423.307,27.349999999998545,151.29921874999854,82.40078124999854,14:57,False,False,130.0,650.0,0.0,0.0,5005.0,-16.148088,-0.0004903362,1.0,1.0,0.58752173,9.75,-6.8451314,483.4,1.75,-0.2,2.2,-4.65,medium,"RBI MPC decision: Repo held 5.25%, neutral ; RBI holds + rupee/dollar-inflow package; Sensex reverses to -117 (rupee surges)",,liquid,-66.25,-193.0,-36.999996,-482.25,both
2026-03-02 14:40:00,2026-03-02 14:40:00,1,2026-03-02,CE,24450.0,-0.01692349,ITM,49.0,0.13066667,rich,424.75,418.39084,6.359174,0.015199123,0.13962628,12.965688,6.359174,0.015199123,0.13962628,12.965688,0.48574653,0.34612024,24867.35,24867.3,111.04999999999927,122.00039062499854,263.849609375,14:40,True,False,6825.0,8710.0,0.0,0.0,-33930.0,6.2615857,0.0042553316,1.0,1.0,0.16360293,-1.55,7.924158,423.2,-7.85,-39.25,-12.8,-6.65,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,model→market (spot/smile moved)
2025-12-01 11:52:00,2025-12-01 11:52:00,1,2025-12-02,PE,26550.0,0.013010735,ITM,592.0,1.5786667,cheap,343.25,347.3459,-4.0958996,-0.011791991,-0.03690108,-12.94227,4.0958996,0.011791991,0.03690108,12.94227,0.06264146,0.099542536,26197.4,26206.803,-48.39999999999782,128.39960937499927,18.000390624998545,11:52,False,False,9750.0,1350.0,0.0,-10275.0,-50475.0,3.4240966,-0.0033113107,1.0,1.0,-0.05762729,-0.2,-3.670578,343.05,0.75,-13.25,12.3,23.75,none,(quiet),,liquid,-131.25,-1041.25,619.5,1363.75,model→market (spot/smile moved)
2025-01-30 14:22:00,2025-01-30 14:22:00,1,2025-01-30,PE,23450.0,0.011559299,ITM,67.0,0.17866667,cheap,269.55,272.0913,-2.541314,-0.0093399305,-0.098829515,-12.933054,2.541314,0.0093399305,0.098829515,12.933054,0.15120926,0.25003877,23178.5,23180.494,-22.799999999999272,132.65000000000146,39.29999999999927,14:22,False,False,5350.0,2325.0,0.0,-2225.0,-20775.0,2.5439365,4.5884444e-05,1.0,2.0,2.935205,3.75,2.4724061,273.3,-5.3,11.9,18.0,18.34,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,-524.5,593.5,990.0,1012.1,market→model
2026-01-13 14:40:00,2026-01-13 14:41:00,2,2026-01-13,CE,25600.0,-0.0033693027,ITM,48.0,0.128,rich,90.2,87.62301,2.5769877,0.029409943,0.02947062,12.9304495,2.5769877,0.029409943,0.02947062,12.9304495,0.12244816,0.09297754,25682.75,25686.4,48.70000000000073,217.04999999999927,79.45000000000073,14:41,False,False,7.5608e+06,5.09197e+06,0.0,-1.20718e+06,-7.989865e+06,2.8528733,-0.0046612257,1.0,1.0,-4.2585945,10.95,13.521271,90.2,10.95,14.4,36.9,50.85,low,US CPI release (Dec 2025),,liquid,,,,,model→market (spot/smile moved)
2025-12-12 10:22:00,2025-12-12 10:22:00,2,2025-12-23,PE,26500.0,0.017453512,ITM,2932.0,7.8186665,cheap,460.0,481.59937,-21.599354,-0.044849217,-0.034350142,-12.926347,21.599354,0.044849217,0.034350142,12.926347,0.05096923,0.08531937,25976.0,26041.494,-37.54999999999927,62.400000000001455,12.900000000001455,10:22,True,True,75.0,1800.0,0.0,0.0,375.0,19.866552,-0.0019131704,1.0,1.0,1.1296405,20.65,2.3698475,480.65,14.35,19.55,2.35,12.85,none,(quiet),,liquid,752.75,1090.75,-27.250006,655.25,market→model
2025-01-29 14:21:00,2025-01-29 14:21:00,3,2025-01-30,PE,23550.0,0.017983194,ITM,443.0,1.1813333,cheap,423.6,438.2123,-14.612319,-0.033345293,-0.06465751,-12.899531,14.612319,0.033345293,0.06465751,12.899531,0.15092985,0.21558736,23146.2,23130.281,-12.599999999998545,35.150781249998545,169.69921875,14:21,False,False,3650.0,875.0,0.0,0.0,5425.0,12.858346,-0.0059142658,1.0,4.0,0.23987399,2.3,-7.2883673,425.9,-10.2,14.1,25.15,14.9,none,(quiet),,liquid,-843.0,736.5,1454.75,788.5,model→market (spot/smile moved)
2025-01-06 11:24:00,2025-01-06 11:24:00,1,2025-01-09,PE,24400.0,0.0273146,ITM,1370.0,3.6533334,cheap,657.45,675.9023,-18.452255,-0.027300185,-0.074955024,-12.869118,18.452255,0.027300185,0.074955024,12.869118,0.09112615,0.16608118,23752.3,23742.543,-82.54999999999927,337.6492187500007,35.50078125000073,11:24,False,True,825.0,1125.0,0.0,0.0,-7125.0,18.319077,-0.0003275471,1.0,1.0,0.24990495,4.7,-14.107151,662.15,0.0,-5.95,22.3,128.5,none,(quiet),,liquid,-180.0,-566.75,1269.5,8172.5,model→market (spot/smile moved)
2024-12-05 12:17:00,2024-12-05 12:17:00,1,2024-12-05,CE,23900.0,-0.030193962,ITM,192.0,0.512,rich,751.45,738.12054,13.329429,0.018058605,0.10732077,12.755954,13.329429,0.018058605,0.10732077,12.755954,0.47679177,0.36947098,24629.95,24632.64,281.25,18.650781249998545,334.3992187500007,12:17,True,True,7500.0,900.0,0.0,0.0,26175.0,15.462655,-0.028962681,1.0,1.0,-0.27039638,4.65,21.846977,756.1,-15.55,-44.2,-33.25,-70.5,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-01-06 14:55:00,2025-01-06 14:55:00,1,2025-01-16,CE,23250.0,-0.017273119,ITM,3034.0,8.090667,rich,534.45,533.2097,1.240303,0.0023261076,0.0008676208,-12.748661,1.240303,0.0023261076,0.0008676208,12.748661,0.17230015,0.17143252,23624.6,23655.088,-4.400000000001455,465.3503906250007,72.69960937499854,14:55,False,False,900.0,75.0,0.0,3000.0,3000.0,1.718298,-0.00033249875,1.0,1.0,1.0298271,-5.45,-0.15784946,529.0,0.0,0.0,10.2,21.79,none,(quiet),,liquid,,,,,market→model
2025-03-13 11:54:00,2025-03-13 11:54:00,1,2025-03-13,PE,22600.0,0.009267945,ITM,215.0,0.5733333,cheap,209.0,211.19107,-2.191068,-0.010374813,-0.028640987,-12.746425,2.191068,0.010374813,0.028640987,12.746425,0.090229034,0.11887003,22406.25,22391.512,-89.90000000000146,151.79999999999927,1.4500000000007276,11:54,False,True,151875.0,220200.0,0.0,0.0,-315450.0,2.210707,0.00017160238,1.0,1.0,-1.9584138,-4.25,-6.4201236,204.75,-10.45,-22.95,-20.55,-30.55,low,India open after overnight US data: US CPI,,liquid,-859.25,-1671.75,-1515.75,-2165.75,model→market (spot/smile moved)
2025-01-24 12:51:00,2025-01-24 12:51:00,1,2025-01-30,PE,24000.0,0.03208677,ITM,1658.0,4.4213333,cheap,757.45,764.2335,-6.783524,-0.008876245,-0.047408544,-12.739547,6.783524,0.008876245,0.047408544,12.739547,0.09156435,0.1389729,23218.8,23242.14,-92.25,128.49921874999927,115.90078124999854,12:51,False,False,750.0,375.0,0.0,0.0,2400.0,7.195355,0.0014590196,1.0,2.0,0.34735554,1.7,-3.194121,759.15,18.75,2.5,51.45,44.15,none,(quiet),,liquid,1038.75,-17.5,3164.25,2689.75,both
2026-01-19 11:10:00,2026-01-19 11:10:00,1,2026-01-20,CE,25250.0,-0.01168574,ITM,634.0,1.6906667,cheap,298.2,306.3896,-8.189599,-0.026729366,-0.03431797,-12.653502,8.189599,0.026729366,0.03431797,12.653502,0.07346968,0.107787654,25541.45,25546.795,40.29999999999927,111.85078124999927,47.099218750001455,11:10,False,False,10400.0,7995.0,0.0,-455.0,-17420.0,-7.538996,-0.0019213583,1.0,1.0,-0.30429068,-2.4,-10.287195,295.8,-6.2,1.75,-14.25,5.75,none,(quiet),,liquid,-583.0,-66.25,-1106.25,193.75,model→market (spot/smile moved)
2026-02-01 12:42:00,2026-02-01 12:42:00,1,2026-02-10,PE,25350.0,0.013079907,ITM,2792.0,7.4453335,rich,506.1,477.33258,28.767424,0.060267046,0.01837919,12.639633,28.767424,0.060267046,0.01837919,12.639633,0.18252566,0.16414648,24989.9,25020.584,-221.9499999999971,450.99960937500146,418.150390625,12:42,False,True,3705.0,1300.0,0.0,0.0,-39260.0,-28.26417,0.0003545795,1.0,1.0,1.8752397,-55.75,-26.020468,450.35,8.1,6.95,-34.15,-70.35,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02-27 10:51:00,2026-02-27 10:51:00,1,2026-03-02,PE,25750.0,0.016868612,ITM,653.0,1.7413334,cheap,431.5,441.87857,-10.378556,-0.02348735,-0.053059112,-12.615901,10.378556,0.02348735,0.053059112,12.615901,0.09201981,0.14507893,25316.45,25319.275,19.400000000001455,159.95078125000146,24.049218749998545,10:51,False,False,325.0,1495.0,0.0,0.0,-1755.0,9.913776,-0.0014872755,1.0,1.0,0.9089432,8.4,-0.84150183,439.9,8.1,4.2,-11.4,-8.1,none,(quiet),,liquid,346.50003,92.999985,-921.0,-706.5,market→model
2026-02-01 12:32:00,2026-02-01 12:34:00,3,2026-02-03,PE,25550.0,0.02813379,ITM,925.0,2.4666667,rich,759.2,746.9307,12.269248,0.016426219,0.022567337,12.54652,12.269248,0.016426219,0.022567337,12.54652,0.27034122,0.24777387,24834.45,24841.2,-417.3999999999978,606.4507812500015,262.69921875,12:34,True,True,10465.0,1950.0,0.0,-6110.0,-35490.0,-11.736889,0.0010443893,2.0,2.0,4.0447426,-139.25,-104.82259,779.6,-20.4,-146.05,-186.7,-297.1,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-03-23 14:30:00,2026-03-23 14:33:00,2,2026-03-24,PE,23250.0,0.0330577,ITM,431.0,1.1493334,cheap,756.95,772.44775,-15.497725,-0.020063136,-0.12457089,-12.529616,15.497725,0.020063136,0.12457089,12.529616,0.21071157,0.33528244,22517.6,22493.973,-124.90000000000146,334.1003906250007,46.349609375,14:33,True,True,5525.0,11245.0,0.0,0.0,9620.0,15.340654,-0.00076024595,1.0,1.0,0.73680884,10.15,-3.625622,712.45,19.55,11.4,-9.4,-9.75,high,"Sensex -1,837 to 72,740, Nifty 22,513 (intraday >2% drop); RBI publishes FY27 MPC calendar",,liquid,1090.75,561.0,-791.0,-813.75,market→model
2025-03-06 11:06:00,2025-03-06 11:06:00,1,2025-03-13,CE,22050.0,-0.018739026,ITM,2138.0,5.7013335,cheap,425.0,457.7092,-32.709187,-0.07146282,-0.04855737,-12.525631,32.709187,0.07146282,0.04855737,12.525631,0.083781525,0.1323389,22437.8,22467.092,79.95000000000073,53.49921874999927,191.95078125000146,11:06,True,False,225.0,1350.0,0.0,-225.0,-375.0,-32.18653,-0.00066109607,1.0,1.0,0.8046747,30.8,-7.4763393,455.8,-6.9,-14.2,-47.85,-53.15,none,(quiet),,liquid,-628.5,-1103.0,-3290.25,-3634.75,market→model
2026-06-02 12:55:00,2026-06-02 12:55:00,1,2026-06-02,CE,23200.0,-0.010780053,ITM,154.0,0.41066667,cheap,252.0,253.09462,-1.0946234,-0.0043249573,-0.021928398,-12.522853,1.0946234,0.0043249573,0.021928398,12.522853,0.121794544,0.14372294,23441.45,23451.45,151.15000000000146,8.30078125,212.29921874999854,12:55,False,False,252135.0,189410.0,0.0,-78650.0,-1.986465e+06,-0.9776812,-0.0017890083,1.0,1.0,1.3558065,1.55,0.40676898,253.55,29.7,7.45,15.85,49.45,none,(quiet),,liquid,1750.5,304.25,850.25,3034.25,market→model
2026-09-15 14:45:00,2026-09-15 14:57:00,6,2026-09-15,PE,23350.0,0.006975028,ITM,32.0,0.08533333,cheap,167.6,169.41098,-1.8109791,-0.0106898565,-0.02379564,-4.7571545,1.8109791,0.0106898565,0.02379564,12.505612,0.28629574,0.31009138,23183.8,23187.7,-25.75,409.04921874999854,31.80078125,14:57,False,False,87035.0,122980.0,0.0,3445.0,-628420.0,1.3472315,-0.005813099,1.0,15.0,4.0766163,4.2,3.1697338,162.5,12.3,5.8,4.45,5.2,medium,Brent closes $108.75 (Sept high); US 10y heading above 5%,,liquid,619.5,197.00002,109.249985,157.99998,market→model
2025-07-03 14:50:00,2025-07-03 14:50:00,1,2025-07-03,PE,25700.0,0.0118107665,ITM,39.0,0.104,rich,305.1,302.1181,2.981885,0.009869931,0.09930608,12.46506,2.981885,0.009869931,0.09930608,12.46506,0.34422198,0.24491589,25396.75,25398.248,-83.45000000000073,190.75,12.400000000001455,14:50,False,False,51450.0,27000.0,0.0,0.0,-59625.0,-2.956055,,1.0,1.0,0.8902467,-2.25,0.27738935,302.85,2.75,-10.7,-10.55,-7.85,high,"SEBI interim order bars Jane Street for alleged expiry-day index manipulation (Rs4,844 cr impounded)",,liquid,,,,,market→model
2026-01-27 11:01:00,2026-01-27 11:01:00,1,2026-01-27,PE,25350.0,0.014182676,ITM,268.0,0.71466666,cheap,357.05,362.28125,-5.231237,-0.014439713,-0.07102605,-12.456146,5.231237,0.014439713,0.07102605,12.456146,0.09648431,0.16751036,24991.55,24993.006,-122.65000000000146,193.39921875000073,59.00078125000073,11:01,False,False,9880.0,15015.0,0.0,-5655.0,-25610.0,4.1882668,-0.007313971,1.0,1.0,-1.5587938,-7.65,-12.557641,349.4,5.0,1.45,-41.9,-67.75,none,(quiet),,liquid,145.0,-85.75,-2903.5,-4583.75,model→market (spot/smile moved)
2025-11-13 14:01:00,2025-11-13 14:01:00,1,2025-11-18,PE,26500.0,0.021192515,ITM,1213.0,3.2346666,cheap,555.9,564.6694,-8.769366,-0.01553009,-0.042957775,-12.4440775,8.769366,0.01553009,0.042957775,12.4440775,0.077811554,0.12076933,25906.3,25944.307,-74.60000000000218,104.39921875000073,97.90078124999854,14:01,True,False,900.0,2025.0,0.0,0.0,-6075.0,8.885666,0.00030642896,1.0,1.0,0.7385983,5.1,-1.8049713,561.0,3.8,8.9,15.1,3.45,none,(quiet),,liquid,67.0,398.49997,801.5,44.25,market→model
2026-02-01 12:32:00,2026-02-01 12:32:00,1,2026-02-03,PE,25850.0,0.039833248,ITM,927.0,2.472,rich,1070.7,1023.7359,46.964115,0.045875225,0.1115472,12.427625,46.964115,0.045875225,0.1115472,12.427625,0.3635389,0.2519917,24825.25,24840.549,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,520.0,195.0,0.0,-650.0,-1820.0,-47.16876,-0.00064210274,1.0,1.0,0.46067667,-36.15,42.32152,1034.55,0.0,-114.45,-214.55,-238.8,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-03-10 14:27:00,2026-03-10 14:27:00,1,2026-03-10,PE,24450.0,0.008949978,ITM,62.0,0.16533333,cheap,218.0,219.66675,-1.6667428,-0.0075875972,-0.057932924,-12.392377,1.6667428,0.0075875972,0.057932924,12.392377,0.13811196,0.19604488,24223.95,24232.148,-15.299999999999272,79.85078124999927,143.99921874999927,14:27,False,False,65715.0,64805.0,0.0,0.0,-138255.0,1.5928407,-0.0014733489,1.0,1.0,1.5206821,2.0,0.68480074,220.0,-12.25,18.8,12.85,-41.7,none,(quiet),,liquid,-976.25,1042.0,655.25,-2890.5,market→model
2024-11-28 14:21:00,2024-11-28 14:21:00,2,2024-11-28,PE,24250.0,0.014080287,ITM,68.0,0.18133333,cheap,339.2,342.0453,-2.8452852,-0.008318446,-0.09923429,-12.3907995,2.8452852,0.008318446,0.09923429,12.3907995,0.1984205,0.29765478,23917.3,23910.945,-65.79999999999927,428.44921875,43.950781250001455,14:21,False,True,22650.0,8900.0,0.0,0.0,-250150.0,2.687899,-0.002939228,2.0,2.0,-0.8480899,-3.8,-8.280657,336.3,-0.9,-31.85,-49.85,-17.75,none,(quiet),,liquid,-238.5,-2250.25,-3420.25,-1333.75,model→market (spot/smile moved)
2026-03-06 14:48:00,2026-03-06 14:48:00,1,2026-03-10,PE,24700.0,0.009436926,ITM,791.0,2.1093333,rich,360.1,349.7336,10.366385,0.029640803,0.012630561,12.389525,10.366385,0.029640803,0.012630561,12.389525,0.25136298,0.23873243,24474.3,24468.004,-131.29999999999927,226.59921875000146,28.950781250001455,14:48,True,True,1.965665e+06,596310.0,0.0,0.0,-453700.0,-10.565956,-0.00023837216,1.0,1.0,0.57857317,-6.35,4.625276,353.75,-16.55,-11.8,5.25,14.95,none,(quiet),,liquid,,,,,both
2024-12-04 12:00:00,2024-12-04 12:00:00,1,2024-12-05,PE,24850.0,0.01969015,ITM,584.0,1.5573334,cheap,484.55,492.24554,-7.6955566,-0.015633572,-0.06561175,-12.386925,7.6955566,0.015633572,0.06561175,12.386925,0.094993405,0.16060515,24386.55,24365.486,-159.85000000000218,186.64921875000073,20.250781250000728,12:00,True,True,4900.0,875.0,0.0,0.0,-9175.0,6.8638186,-0.0037580684,1.0,1.0,-0.24682535,-2.55,-12.881191,482.0,12.35,-17.0,-65.75,-82.6,none,(quiet),,liquid,622.75,-1285.0,-4453.75,-5549.0,model→market (spot/smile moved)
2025-08-07 10:48:00,2025-08-07 10:48:00,1,2025-08-07,PE,24750.0,0.013464543,ITM,281.0,0.7493333,cheap,331.2,333.6582,-2.4581938,-0.0073674014,-0.040101603,-12.35138,2.4581938,0.0073674014,0.040101603,12.35138,0.097793005,0.1378946,24422.45,24418.986,-62.0,119.75078125000073,5.849218750001455,10:48,False,False,2250.0,14925.0,0.0,-4125.0,-10350.0,2.5573282,0.0009075334,1.0,1.0,3.2285688,6.9,4.7628303,338.1,-5.0,1.7,8.4,-5.05,none,(quiet),,liquid,-505.0,-69.5,365.99997,-508.25,market→model
2026-03-11 11:35:00,2026-03-11 11:35:00,1,2026-03-17,PE,24950.0,0.03853643,ITM,1734.0,4.624,cheap,949.3,969.6249,-20.324898,-0.020961609,-0.052091815,-12.329074,20.324898,0.020961609,0.052091815,12.329074,0.15643775,0.20852956,23987.85,24006.807,-118.20000000000073,311.150390625,0.2996093750007276,11:35,True,False,65.0,715.0,0.0,0.0,3640.0,20.462812,0.00022489419,1.0,1.0,-0.039842386,-0.9,-23.48901,948.4,-8.25,-11.9,10.55,-15.8,low,US CPI release (Feb 2026) - +0.3% m/m SA,,liquid,-716.25,-953.5,505.75,-1207.0,model→market (spot/smile moved)
2025-04-25 10:02:00,2025-04-25 10:02:00,2,2025-04-30,PE,24650.0,0.024742017,ITM,1452.0,3.872,cheap,607.75,631.94257,-24.19254,-0.038282815,-0.054337762,-12.308183,24.19254,0.038282815,0.054337762,12.308183,0.11525701,0.16959478,24014.25,24047.592,-273.2000000000007,351.2000000000007,0.5,10:02,True,False,75.0,1650.0,0.0,0.0,-4500.0,24.042412,-0.0002854063,2.0,2.0,2.9377358,66.3,43.731598,656.95,17.1,9.8,-22.8,38.85,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,liquid,931.5,457.0,-1662.0,2345.25,market→model
2026-02-01 12:41:00,2026-02-01 12:44:00,2,2026-02-03,PE,25600.0,0.02383166,ITM,915.0,2.44,cheap,623.05,635.9376,-12.887592,-0.0202655,-0.0273729,-12.300215,12.887592,0.0202655,0.0273729,12.300215,0.1848647,0.2122376,25013.15,24997.121,-210.39999999999782,427.74960937500146,441.400390625,12:44,False,True,11635.0,15925.0,0.0,0.0,-54990.0,13.264243,0.0007125646,1.0,1.0,-1.2382545,-14.25,-25.758135,640.05,-22.55,-56.05,-69.05,-84.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-1645.75,-3823.25,-4668.25,-5649.75,model→market (spot/smile moved)
2025-10-09 14:04:00,2025-10-09 14:04:00,1,2025-10-20,PE,26200.0,0.036913447,ITM,2710.0,7.2266665,cheap,950.0,951.0241,-1.02413,-0.0010768707,-0.0058334204,-12.2643385,1.02413,0.0010768707,0.0058334204,12.2643385,0.098903134,0.10473655,25174.0,25250.5,26.900000000001455,7.25,149.70000000000073,14:04,False,False,75.0,75.0,0.0,-75.0,-75.0,1.1237799,0.00048668068,2.0,6.0,0.0,0.0,-0.7085181,950.0,0.0,12.05,12.05,12.05,none,(quiet),,liquid,-180.0,603.25,603.25,603.25,model→market (spot/smile moved)
2024-11-28 10:39:00,2024-11-28 10:49:00,8,2024-11-28,PE,24500.0,0.017966863,ITM,280.0,0.74666667,cheap,439.9,443.4388,-3.5388255,-0.007980415,-0.02651442,-11.825318,3.5388255,0.007980415,0.02651442,12.257719,0.18591829,0.21243271,24072.15,24063.742,-249.89999999999782,273.599609375,17.600390625000728,10:49,True,False,82975.0,42525.0,0.0,0.0,-298725.0,2.0198224,-0.010238421,2.0,3.0,-3.5471008,-7.25,-9.293922,421.8,-10.9,-31.8,0.1,-11.65,none,(quiet),,liquid,-888.5,-2247.0,-173.5,-937.25,model→market (spot/smile moved)
2024-09-30 13:12:00,2024-09-30 13:12:00,3,2024-10-10,CE,25050.0,-0.03549656,ITM,2762.0,7.3653336,cheap,920.05,926.84125,-6.791267,-0.0073273247,-0.011340435,-12.243882,6.791267,0.0073273247,0.011340435,12.243882,0.13669275,0.14803319,25880.9,25955.158,-17.799999999999272,253.79960937500073,17.850390625000728,13:12,False,False,125.0,50.0,0.0,3750.0,3750.0,-7.2760487,0.0007212683,1.0,2.0,0.0,0.0,-4.6350656,920.05,-2.0,-10.0,-12.0,-12.0,,,,liquid,-310.0,-830.0,-960.0,-960.0,model→market (spot/smile moved)
2024-10-04 12:58:00,2024-10-04 12:58:00,1,2024-10-10,PE,26000.0,0.030451195,ITM,1651.0,4.4026666,cheap,779.45,792.273,-12.822994,-0.01618507,-0.057958297,-12.2184105,12.822994,0.01618507,0.057958297,12.2184105,0.09134756,0.14930587,25147.4,25220.201,-316.6499999999978,337.6496093749993,52.85039062500073,12:58,False,True,2725.0,1450.0,0.0,0.0,-72000.0,13.03753,0.00048352408,1.0,1.0,3.3162172,40.55,28.322212,820.0,31.7,28.25,14.05,31.8,none,(quiet),,liquid,1880.5,1656.25,733.25,1887.0,market→model
2026-03-06 14:47:00,2026-03-06 14:48:00,2,2026-03-10,PE,25000.0,0.021509508,ITM,791.0,2.1093333,rich,583.85,571.3071,12.542841,0.021954637,0.022697724,12.184443,12.542841,0.021954637,0.022697724,12.184443,0.24896088,0.22626317,24474.3,24468.004,-131.29999999999927,226.59921875000146,28.950781250001455,14:48,True,True,235820.0,70330.0,0.0,0.0,-43355.0,-11.654536,0.0016925929,1.0,1.0,1.1718252,-13.9,-2.0381625,583.85,-13.9,-48.05,-13.45,2.25,none,(quiet),,liquid,,,,,market→model
2026-03-02 14:51:00,2026-03-02 14:51:00,1,2026-03-02,CE,24600.0,-0.01060219,ITM,38.0,0.101333335,rich,266.5,263.32,3.1799912,0.012076527,0.074386515,12.159482,3.1799912,0.012076527,0.074386515,12.159482,0.33916458,0.26477805,24864.0,24862.201,91.59999999999854,125.34999999999854,260.5,14:51,True,False,171665.0,148850.0,0.0,0.0,-552825.0,3.0044897,0.006222007,1.0,1.0,-4.188094,15.1,18.70546,281.6,-8.6,-46.8,-21.65,-7.75,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,model→market (spot/smile moved)
2026-06-05 14:44:00,2026-06-05 14:44:00,1,2026-06-09,CE,22950.0,-0.022232812,ITM,795.0,2.12,cheap,517.1,530.0103,-12.910314,-0.024358608,-0.06245879,-12.155502,12.910314,0.024358608,0.06245879,12.155502,0.113111965,0.17557076,23398.8,23465.957,78.64999999999782,117.54921874999854,116.15078124999854,14:44,True,True,1885.0,1820.0,0.0,-910.0,2275.0,-12.424452,-0.0015147856,1.0,1.0,0.7988252,19.55,-4.9234385,536.65,13.05,-21.7,-76.1,-29.1,medium,"RBI MPC decision: Repo held 5.25%, neutral ; RBI holds + rupee/dollar-inflow package; Sensex reverses to -117 (rupee surges)",,liquid,668.25,-1590.5,-5126.5,-2071.5,market→model
2025-03-04 12:38:00,2025-03-04 12:38:00,1,2025-03-06,CE,21700.0,-0.017598607,ITM,921.0,2.456,cheap,387.6,395.76678,-8.166787,-0.020635353,-0.033341277,-12.14961,8.166787,0.020635353,0.033341277,12.14961,0.09590941,0.12925069,22073.75,22085.27,23.900000000001455,30.5,109.15000000000146,12:38,False,False,75.0,375.0,0.0,0.0,-2925.0,-7.9066796,-0.0007995252,1.0,1.0,0.12614696,1.0,-6.927262,388.6,2.95,-7.9,-13.0,-23.7,none,(quiet),,liquid,11.750004,-693.5,-1025.0,-1720.5,model→market (spot/smile moved)
2026-02-02 11:49:00,2026-02-02 11:49:00,1,2026-02-03,CE,24300.0,-0.02313258,ITM,595.0,1.5866667,cheap,568.6,580.7686,-12.1686325,-0.020952635,-0.09702094,-12.122028,12.1686325,0.020952635,0.09702094,12.122028,0.101905145,0.19892609,24868.1,24868.674,158.09999999999854,74.85039062500073,188.69960937499854,11:49,False,False,3575.0,1235.0,0.0,-1365.0,-7410.0,-10.930666,-0.0047969073,1.0,1.0,0.27994284,5.45,-14.01826,574.05,4.95,-7.15,2.15,22.35,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,liquid,141.74998,-644.75,-40.249992,1272.75,model→market (spot/smile moved)
2025-07-03 14:41:00,2025-07-03 14:41:00,1,2025-07-03,PE,25700.0,0.011531088,ITM,48.0,0.128,rich,297.8,295.3378,2.4621887,0.008336855,0.06609885,12.118296,2.4621887,0.008336855,0.06609885,12.118296,0.30082202,0.23472318,25409.8,25405.354,-92.70000000000073,177.69921875,25.450781250001455,14:41,False,True,51450.0,49275.0,0.0,0.0,-137400.0,-2.411855,0.0023062797,1.0,1.0,-3.438291,6.85,8.842269,304.65,-5.4,-20.7,-12.55,-12.65,high,"SEBI interim order bars Jane Street for alleged expiry-day index manipulation (Rs4,844 cr impounded)",,liquid,,,,,model→market (spot/smile moved)
2024-12-26 13:35:00,2024-12-26 13:35:00,1,2025-01-02,CE,23300.0,-0.019436637,ITM,1989.0,5.304,cheap,476.15,500.35974,-24.209742,-0.04838467,-0.031881873,-12.113322,24.209742,0.04838467,0.031881873,12.113322,0.10879985,0.14068173,23722.2,23757.303,-28.149999999997817,132.30078125,68.59921875000146,13:35,True,False,375.0,1725.0,0.0,0.0,45750.0,-23.583155,-0.0007661584,1.0,1.0,2.0107872,42.64,21.434374,518.79,-2.84,-18.89,0.25,18.96,none,(quiet),,liquid,-364.6,-1407.85,-163.75,1052.3999,market→model
2025-01-21 10:35:00,2025-01-21 10:35:00,1,2025-01-23,PE,23550.0,0.015881088,ITM,1044.0,2.784,cheap,399.85,412.948,-13.097997,-0.031718273,-0.021103846,-12.113303,13.097997,0.031718273,0.021103846,12.113303,0.14794321,0.16904706,23171.05,23178.955,-112.65000000000146,255.24921874999927,43.35078124999927,10:35,False,False,3000.0,4125.0,0.0,0.0,-4575.0,13.616555,0.00077503285,1.0,1.0,0.82740456,11.85,-2.4718935,411.7,-16.05,-24.9,-32.8,-11.7,none,(quiet),,liquid,-1223.25,-1798.5,-2312.0,-940.5,market→model
2024-11-28 10:42:00,2024-11-28 10:42:00,2,2024-11-28,PE,24400.0,0.011870885,ITM,287.0,0.76533335,rich,304.25,299.94522,4.304771,0.014351857,0.016258983,12.098434,4.304771,0.014351857,0.016258983,12.098434,0.19028085,0.17402188,24119.4,24112.062,-222.4499999999971,226.349609375,51.20039062499927,10:42,True,False,156800.0,143975.0,0.0,-169200.0,-1.8081e+06,-3.623022,0.00272159,1.0,1.0,-0.041149985,0.14,3.5421884,304.39,-12.64,36.26,17.86,33.36,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-04-25 13:49:00,2025-04-25 13:49:00,1,2025-04-30,CE,24000.0,-0.005514956,ITM,1225.0,3.2666667,cheap,250.95,261.59833,-10.648332,-0.04070489,-0.010168523,-12.08091,10.648332,0.04070489,0.010168523,12.08091,0.16184151,0.17201003,24103.45,24132.725,42.04999999999927,262.0007812500007,255.59921875000146,13:49,False,False,308700.0,1.1145e+06,0.0,0.0,-378000.0,-14.335617,0.0034993635,1.0,1.0,2.485432,21.5,12.849592,272.45,-8.65,-8.75,-0.1,-13.9,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,liquid,-742.25,-748.75,-186.5,-1083.5,market→model
2024-12-04 11:56:00,2024-12-04 11:56:00,4,2024-12-05,PE,24700.0,0.012353374,ITM,588.0,1.568,cheap,321.45,326.9253,-5.4753013,-0.016747868,-0.012493152,-12.07838,5.4753013,0.016747868,0.012493152,12.07838,0.14098199,0.15347515,24426.85,24396.748,-113.45000000000073,146.35039062500073,9.799609375000728,11:56,True,True,444650.0,402350.0,0.0,0.0,-35250.0,4.4249654,-0.002311803,1.0,5.0,18.494001,52.05,49.235573,373.5,-35.35,-18.7,-77.5,-98.75,none,(quiet),,liquid,-2477.75,-1395.5,-5217.5,-6598.75,market→model
2026-03-16 11:15:00,2026-03-16 11:18:00,4,2026-03-17,CE,22650.0,-0.02294644,ITM,626.0,1.6693333,cheap,538.15,564.25214,-26.102148,-0.046259724,-0.07331045,-12.076877,26.102148,0.046259724,0.07331045,12.076877,0.19710259,0.27041304,23152.8,23175.746,115.75,131.84921875000146,197.55078125,11:18,True,False,455.0,2600.0,0.0,0.0,-2340.0,-25.66364,-0.0010393054,1.0,1.0,2.0706594,59.0,30.506662,531.75,27.75,63.05,65.6,34.55,none,(quiet),,liquid,1623.75,3918.25,4084.0,2065.75,market→model
2026-03-10 10:44:00,2026-03-10 10:44:00,1,2026-03-10,CE,23850.0,-0.015502704,ITM,285.0,0.76,cheap,373.55,377.29327,-3.7432761,-0.009921396,-0.040033042,-12.028001,3.7432761,0.009921396,0.040033042,12.028001,0.1316082,0.17164125,24217.05,24222.621,66.0,86.74921874999927,137.10078124999927,10:44,False,False,7150.0,10335.0,0.0,0.0,-23010.0,-3.3590922,-0.00289182,1.0,1.0,0.69231063,2.2,-0.9777643,375.75,-0.75,10.7,-14.7,25.3,none,(quiet),,liquid,-228.75,515.5,-1135.5,1464.5,market→model
2024-10-15 13:20:00,2024-10-15 13:20:00,1,2024-10-17,PE,25350.0,0.0136745805,ITM,879.0,2.344,cheap,348.65,358.38754,-9.737539,-0.027170418,-0.027290206,-11.966321,9.737539,0.027170418,0.027290206,11.966321,0.087013304,0.11430351,25027.5,25005.709,-40.54999999999927,184.54999999999927,19.349999999998545,13:20,False,False,425.0,1425.0,0.0,0.0,-1925.0,9.279406,-0.0010418259,1.0,1.0,1.1217887,10.0,1.085666,358.65,-7.1,-18.5,-27.55,-26.2,none,(quiet),,liquid,-641.5,-1382.5,-1970.75,-1883.0,market→model
2025-01-09 10:47:00,2025-01-09 10:47:00,1,2025-01-09,PE,23850.0,0.013366143,ITM,282.0,0.752,cheap,317.0,320.14072,-3.1407022,-0.009810381,-0.041872017,-11.95415,3.1407022,0.009810381,0.041872017,11.95415,0.10309888,0.1449709,23551.55,23533.338,-84.54999999999927,137.94921875,2.80078125,10:47,True,False,181725.0,38850.0,0.0,0.0,-25875.0,3.4573321,0.002483218,1.0,1.0,-2.0388606,-9.3,-13.861371,307.7,8.6,10.3,11.85,-7.25,none,(quiet),,liquid,379.00003,489.5,590.25,-651.25,model→market (spot/smile moved)
2026-03-02 15:01:00,2026-03-02 15:01:00,1,2026-03-02,CE,24550.0,-0.010472472,ITM,28.0,0.074666664,rich,263.35,258.93512,4.4148774,0.01705013,0.13233043,11.953188,4.4148774,0.01705013,0.13233043,11.953188,0.40293536,0.27060494,24823.75,24808.45,96.84999999999854,165.59999999999854,220.25,15:01,True,False,31655.0,18720.0,0.0,0.0,-23270.0,4.354145,0.0043163863,1.0,1.0,-1.4369501,6.65,11.277857,270.0,17.8,40.45,53.7,,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,model→market (spot/smile moved)
2024-10-04 13:03:00,2024-10-04 13:03:00,1,2024-10-10,PE,25900.0,0.028228937,ITM,1646.0,4.3893332,cheap,722.0,736.4802,-14.480237,-0.019661406,-0.047849618,-11.949954,14.480237,0.019661406,0.047849618,11.949954,0.0999467,0.14779632,25113.75,25179.094,-332.7000000000007,371.2999999999993,36.650000000001455,13:03,True,True,2375.0,2850.0,0.0,0.0,75.0,14.52021,4.833473e-05,1.0,1.0,2.2785523,30.9,17.338757,752.9,-13.65,-47.9,4.7,28.1,none,(quiet),,liquid,-1067.25,-3293.5,125.499985,1646.5,market→model
2025-07-28 13:00:00,2025-07-28 13:00:00,1,2025-07-31,PE,25250.0,0.020238824,ITM,1274.0,3.3973334,cheap,506.0,517.60974,-11.609763,-0.022429569,-0.050372634,-11.928149,11.609763,0.022429569,0.050372634,11.928149,0.07147955,0.12185218,24726.4,24744.105,-65.59999999999854,162.79960937500073,11.250390624998545,13:00,False,False,1125.0,1050.0,0.0,0.0,600.0,11.757461,0.00033213495,1.0,1.0,1.3638674,13.0,3.4682813,519.0,3.2,7.0,14.6,28.0,none,(quiet),,liquid,28.0,275.0,769.0,1640.0,market→model
2024-12-05 12:00:00,2024-12-05 12:06:00,9,2024-12-05,CE,24000.0,-0.020158485,ITM,203.0,0.5413333,cheap,495.5,502.305,-6.804986,-0.013547518,-0.045838535,-6.349478,6.804986,0.014329648,0.081805274,11.924926,0.26989582,0.31573436,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,87725.0,82150.0,0.0,0.0,-37200.0,-2.2919095,-0.028532606,2.0,6.0,12.715166,60.25,55.511562,386.0,5.2,109.5,261.0,250.54,none,(quiet),,tradable,157.99998,6937.5,16785.0,16105.1,market→model
2024-11-06 14:42:00,2024-11-06 14:42:00,1,2024-11-07,PE,24800.0,0.013944256,ITM,422.0,1.1253333,cheap,345.0,353.36185,-8.361833,-0.023663657,-0.046427965,-11.915589,8.361833,0.023663657,0.046427965,11.915589,0.10679649,0.15322445,24471.3,24456.582,-16.650000000001455,66.29921874999854,267.2507812500007,14:42,True,False,6100.0,1525.0,0.0,0.0,8700.0,7.715716,-0.002536484,1.0,1.0,0.5282732,4.95,-4.4201508,349.95,-6.65,9.85,11.75,15.65,high,"Trump wins US election; Sensex +901 to 80,378, IT +4%",,liquid,-612.25,460.25003,583.75,837.25,both
2024-11-28 14:16:00,2024-11-28 14:16:00,1,2024-11-28,PE,24050.0,0.0064550927,ITM,73.0,0.19466667,cheap,164.85,170.32164,-5.4716387,-0.03212533,-0.03413564,-11.901018,5.4716387,0.03212533,0.03413564,11.901018,0.21428145,0.2484171,23912.5,23895.256,-61.45000000000073,433.25,39.150000000001455,14:16,True,False,602800.0,469300.0,0.0,-383400.0,-1.090225e+06,6.2371955,0.004423107,1.0,1.0,0.9545426,4.85,-0.2309676,169.7,-21.76,-16.65,-100.36,-42.25,none,(quiet),,liquid,-1594.4,-1262.25,-6703.4,-2926.25,market→model
2025-07-21 10:02:00,2025-07-21 10:02:00,1,2025-07-24,CE,24650.0,-0.016979124,ITM,1452.0,3.872,cheap,425.35,435.98978,-10.639768,-0.02440371,-0.027193999,-11.8932495,10.639768,0.02440371,0.027193999,11.8932495,0.07719422,0.10438822,25039.5,25072.11,139.54999999999927,9.599999999998545,157.20000000000073,10:02,False,False,825.0,2025.0,0.0,0.0,-13950.0,-10.942514,0.00056165707,1.0,1.0,0.8475849,9.0,-1.6184055,434.35,-0.35,1.95,3.15,16.6,none,(quiet),,liquid,-202.75,-53.249996,24.750008,899.0,market→model
2026-04-01 10:18:00,2026-04-01 10:18:00,3,2026-04-13,PE,22200.0,-0.03196653,OTM,2936.0,7.8293333,cheap,207.8,211.2444,-3.4444065,-0.016305314,-0.0025887664,11.866524,3.4444065,0.016305314,0.0025887664,11.866524,0.30638868,0.30897745,22858.8,22921.121,-20.900000000001455,82.49921874999927,49.80078125,10:18,False,True,1300.0,1430.0,0.0,1040.0,1105.0,,0.00064921,2.0,2.0,-0.5531876,-1.45,-4.071172,206.35,0.0,11.6,26.8,23.2,none,(quiet),,liquid,-180.0,574.0,1562.0,1328.0,model→market (spot/smile moved)
2024-10-23 14:31:00,2024-10-23 14:31:00,2,2024-10-24,PE,24750.0,0.012532087,ITM,433.0,1.1546667,cheap,310.0,315.9831,-5.983088,-0.018934837,-0.033261385,-11.862785,5.983088,0.018934837,0.033261385,11.862785,0.09807056,0.13133195,24460.2,24441.766,-74.09999999999854,144.05078125,82.09921875000146,14:31,False,False,1450.0,6950.0,0.0,475.0,-39500.0,4.8892174,-0.004619274,1.0,2.0,3.5896447,15.0,10.821313,325.0,-10.9,12.85,11.5,-12.61,none,(quiet),,liquid,-888.5,655.25,567.5,-999.64996,market→model
2025-10-10 11:50:00,2025-10-10 11:50:00,1,2025-10-14,PE,25650.0,0.011762495,ITM,969.0,2.584,cheap,300.0,306.73727,-6.737268,-0.021964297,-0.034230094,-11.855679,6.737268,0.021964297,0.034230094,11.855679,0.04640858,0.08063867,25281.7,25350.059,-16.549999999999272,33.85078124999927,124.84921875000146,11:50,False,False,675.0,375.0,0.0,-2550.0,-9975.0,6.1158147,-0.0017533683,1.0,1.0,1.4248921,8.75,2.6091838,308.75,5.65,-1.95,11.5,2.15,none,(quiet),,liquid,187.25,-306.75,567.5,-40.249992,market→model
2025-07-03 14:41:00,2025-07-03 14:41:00,2,2025-07-03,PE,25650.0,0.009583668,ITM,48.0,0.128,rich,247.35,245.6125,1.7374988,0.007074146,0.041122455,11.847135,1.7374988,0.007074146,0.041409176,11.847135,0.251578,0.21045555,25409.8,25405.354,-92.70000000000073,177.69921875,25.450781250001455,14:41,False,True,51600.0,46350.0,0.0,0.0,-266625.0,-1.8103642,-0.0025034759,1.0,1.0,-4.5181236,7.15,8.732515,254.5,-3.65,-21.2,-10.6,-12.5,high,"SEBI interim order bars Jane Street for alleged expiry-day index manipulation (Rs4,844 cr impounded)",,liquid,,,,,model→market (spot/smile moved)
2025-05-20 15:06:00,2025-05-20 15:06:00,1,2025-05-22,PE,25300.0,0.023525435,ITM,773.0,2.0613334,cheap,590.35,602.0337,-11.683677,-0.019407015,-0.052660838,-11.834976,11.683677,0.019407015,0.052660838,11.834976,0.12910898,0.18176982,24671.95,24711.754,-30.549999999999272,338.40078124999854,2.2492187499992724,15:06,False,True,1875.0,225.0,0.0,0.0,-3675.0,11.823584,0.00041367166,1.0,1.0,0.832637,7.9,-1.5879283,598.25,-0.75,-28.25,-16.9,,none,(quiet),,liquid,-228.75,-2016.25,-1278.5,,market→model
2024-10-09 09:57:00,2024-10-09 09:57:00,1,2024-10-10,CE,24550.0,-0.02011103,ITM,707.0,1.8853333,cheap,501.75,513.34973,-11.599717,-0.02259613,-0.04661209,-11.833193,11.599717,0.02259613,0.04661209,11.833193,0.12497244,0.17158453,25082.35,25048.725,18.649999999997817,27.450390624999272,41.199609374998545,09:57,False,False,75.0,25.0,0.0,58375.0,-175.0,-11.676203,0.00020636676,1.0,1.0,0.2948474,5.55,-13.273297,507.3,0.0,-0.3,117.6,74.7,medium,RBI MPC decision: Repo held 6.50%,RBI MPC policy decision,liquid,-180.0,-199.5,7464.0,4675.5,model→market (spot/smile moved)
2025-05-15 10:36:00,2025-05-15 10:36:00,1,2025-05-15,CE,24300.0,-0.013324239,ITM,293.0,0.7813333,cheap,326.7,332.1917,-5.4917264,-0.016531797,-0.04863171,-11.823531,5.4917264,0.016531797,0.04863171,11.823531,0.11054038,0.15917209,24630.25,24625.945,110.70000000000073,76.5,135.79999999999927,10:36,False,True,45225.0,38475.0,0.0,-19800.0,-121800.0,-6.038151,0.0030419123,1.0,1.0,2.8792558,16.7,10.89989,343.4,4.05,115.9,55.6,58.6,none,(quiet),,liquid,83.250015,7353.5,3434.0,3629.0,market→model
2025-08-07 14:43:00,2025-08-07 14:43:00,2,2025-08-07,CE,24350.0,-0.007008206,ITM,46.0,0.122666664,rich,173.35,172.22437,1.1256316,0.006535844,0.02513492,11.818225,1.1256316,0.0066883955,0.02513492,11.818225,0.19185422,0.16671932,24509.75,24521.25,90.84999999999854,32.45000000000073,165.59999999999854,14:43,False,False,657375.0,845025.0,0.0,-7275.0,-358275.0,1.0556763,0.0019566389,1.0,1.0,-2.4271543,2.95,4.1654153,176.3,-16.3,-2.25,18.2,58.35,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-06-08 13:39:00,2026-06-08 13:39:00,1,2026-06-09,CE,22850.0,-0.016098171,ITM,485.0,1.2933333,cheap,373.55,386.93283,-13.382834,-0.03458697,-0.059712138,-11.80778,13.382834,0.03458697,0.059712138,11.80778,0.12402095,0.18373309,23195.7,23220.82,-23.799999999999272,71.60078124999927,125.54921874999854,13:39,False,False,2080.0,5785.0,0.0,-195.0,-910.0,-11.968707,-0.0046387343,1.0,1.0,0.049745962,0.8,-15.281708,374.35,-5.7,-31.4,-28.4,-34.6,none,(quiet),,liquid,-550.5,-2221.0,-2026.0,-2429.0,model→market (spot/smile moved)
2026-03-16 14:25:00,2026-03-16 14:25:00,1,2026-03-17,CE,22600.0,-0.030930512,ITM,439.0,1.1706667,rich,762.7,729.4382,33.261837,0.045599256,0.10841708,11.8007345,33.261837,0.045599256,0.10841708,11.8007345,0.43710858,0.32869148,23316.7,23309.953,192.35000000000218,43.10078124999927,361.44921875,14:25,True,False,2600.0,650.0,0.0,0.0,-7280.0,34.037525,-0.003218743,1.0,1.0,0.20267239,-8.1,31.865978,754.6,13.6,10.3,46.4,86.05,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-05-21 10:48:00,2025-05-21 10:48:00,1,2025-05-22,CE,24400.0,-0.022293111,ITM,656.0,1.7493334,cheap,550.0,560.67206,-10.672067,-0.01903442,-0.082468115,-11.795299,10.672067,0.01903442,0.082468115,11.795299,0.09625136,0.17871948,24915.0,24950.06,18.700000000000728,31.200000000000728,222.34999999999854,10:48,False,False,1575.0,2475.0,0.0,0.0,-375.0,-10.843348,0.00062206894,1.0,1.0,1.3072523,13.9,3.26701,563.9,-1.9,-19.9,-55.6,-29.15,none,(quiet),,liquid,-303.5,-1473.5,-3794.0,-2074.75,market→model
2024-12-05 14:53:00,2024-12-05 14:53:00,2,2024-12-05,PE,24850.0,0.009209202,ITM,36.0,0.096,rich,253.15,242.8891,10.260904,0.042245228,0.08650523,8.314953,10.260904,0.042245228,0.13632327,11.7800255,0.52377945,0.43727422,24654.15,24622.201,-103.79999999999927,203.599609375,358.6003906250007,14:53,True,True,1.09545e+06,838625.0,0.0,0.0,-462900.0,-14.308142,-0.039843947,1.0,1.0,-1.2488812,16.95,30.522148,270.1,-10.05,79.1,-118.91,-131.66,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-11-27 09:55:00,2024-11-27 09:55:00,1,2024-11-28,CE,23850.0,-0.016199136,ITM,709.0,1.8906667,cheap,390.05,400.7129,-10.662895,-0.026609814,-0.053968754,-11.752993,10.662895,0.026609814,0.053968754,11.752993,0.08342459,0.13739334,24221.75,24239.496,49.0,47.099999999998545,76.09999999999854,09:55,False,False,1050.0,575.0,0.0,0.0,-3300.0,-10.302239,-0.0011213104,1.0,1.0,-0.13560937,-1.5,-12.561182,388.55,-3.25,-23.25,-20.35,-34.35,none,(quiet),,liquid,-391.25,-1691.25,-1502.75,-2412.75,model→market (spot/smile moved)
2025-02-01 09:56:00,2025-02-01 09:56:00,1,2025-02-13,CE,23200.0,-0.01671967,ITM,3708.0,9.888,cheap,526.95,555.3117,-28.361729,-0.05107353,-0.017489675,-11.749853,28.361729,0.05107353,0.017489675,11.749853,0.15784723,0.1753369,23559.45,23591.156,58.5,36.00078125000073,79.74921874999927,09:56,False,False,1575.0,150.0,0.0,0.0,-2400.0,-29.986198,0.0009469294,1.0,1.0,1.0512122,30.05,1.4639539,557.0,-4.8,-0.9,-8.1,4.6,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),NSE/BSE Saturday special live session (Union Budget),liquid,-492.0,-238.5,-706.5,119.0,market→model
2026-01-21 11:00:00,2026-01-21 11:00:00,2,2026-01-27,PE,25650.0,0.024313187,ITM,1394.0,3.7173333,cheap,619.55,635.4252,-15.875184,-0.024983563,-0.043540012,-11.734844,15.875184,0.024983563,0.043540012,11.734844,0.1070687,0.15060872,24996.3,25033.887,-97.04999999999927,281.44921875,76.50078125000073,11:00,True,False,325.0,2145.0,0.0,0.0,-1170.0,15.97636,0.00017377376,1.0,1.0,0.22800083,3.75,-12.697309,623.3,5.65,21.9,-64.15,-61.25,none,(quiet),,liquid,187.25,1243.5,-4349.75,-4161.25,model→market (spot/smile moved)
2026-03-13 15:01:00,2026-03-13 15:04:00,3,2026-03-24,CE,22500.0,-0.029147664,ITM,2650.0,7.0666666,cheap,717.95,858.3256,-140.37564,-0.1635459,-0.123638436,-11.715963,140.37564,0.1635459,0.123638436,11.715963,0.17204271,0.29568115,23138.05,23165.475,-97.45000000000073,354.34921875000146,26.05078125,15:04,True,False,390.0,455.0,0.0,0.0,3185.0,,-0.11824702,1.0,1.0,1.0169111,128.75,2.1410964,877.0,-6.7,-30.3,-23.2,,none,(quiet),,liquid,-615.5,-2149.5,-1688.0,,market→model
2025-05-22 15:01:00,2025-05-22 15:01:00,1,2025-05-22,CE,24300.0,-0.012268095,ITM,28.0,0.074666664,rich,302.35,300.16077,2.1892407,0.0072935605,0.115212314,11.659897,2.1892407,0.0072935605,0.115212314,11.659897,0.3967158,0.28150347,24603.95,24599.951,117.5,133.55078125,141.54921874999854,15:01,False,False,28575.0,22575.0,0.0,1500.0,-70725.0,2.0043306,,1.0,1.0,-0.40002638,1.95,6.8246784,304.3,-2.55,2.3,2.0,,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-07-08 14:06:00,2026-07-08 14:08:00,4,2026-07-14,PE,24650.0,0.029596668,ITM,1581.0,4.216,cheap,718.8,734.4853,-15.685268,-0.021355458,-0.06601621,-11.658583,15.685268,0.021355458,0.06601621,11.658583,0.09185296,0.15786918,23951.75,23931.133,-258.65000000000146,348.25,18.200000000000728,14:08,True,True,6175.0,6305.0,0.0,195.0,-11375.0,14.719724,-0.0022699626,1.0,1.0,2.1773107,39.75,21.493532,712.7,6.1,58.35,52.3,87.95,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,216.5,3612.75,3219.5,5536.75,market→model
2025-05-27 11:39:00,2025-05-27 11:39:00,1,2025-05-29,CE,24550.0,-0.01879215,ITM,980.0,2.6133332,cheap,505.05,529.77924,-24.729218,-0.046678346,-0.037030224,-11.655722,24.729218,0.046678346,0.037030224,11.655722,0.18591443,0.22294465,24976.6,25015.709,108.44999999999709,86.30039062500146,238.89960937499927,11:39,True,False,4050.0,750.0,0.0,0.0,-6675.0,-24.594204,-0.00020978812,1.0,1.0,0.5321138,15.05,-13.233423,520.1,-5.6,6.69,-1.15,-15.25,none,(quiet),,liquid,-544.0,254.85,-254.75,-1171.25,both
2024-12-04 12:10:00,2024-12-04 12:11:00,2,2024-12-05,PE,24900.0,0.01964117,ITM,573.0,1.528,cheap,484.4,490.45755,-6.057543,-0.0123507995,-0.056176357,-11.644275,6.057543,0.0123507995,0.056176357,11.644275,0.09824722,0.15442358,24427.8,24415.707,-120.79999999999927,145.39921875000073,61.50078125000073,12:11,False,True,1675.0,1400.0,0.0,0.0,-23350.0,5.146005,-0.004723459,1.0,1.0,-2.5258825,-12.05,-16.82061,484.4,-12.05,-21.1,-22.05,-27.65,none,(quiet),,liquid,-963.25,-1551.5,-1613.25,-1977.25,model→market (spot/smile moved)
2026-01-21 12:18:00,2026-01-21 12:18:00,1,2026-01-27,CE,24650.0,-0.02264382,ITM,1316.0,3.5093334,cheap,571.0,595.7159,-24.715912,-0.041489426,-0.05298327,-11.6134205,24.715912,0.041489426,0.05298327,11.6134205,0.115755394,0.16873866,25158.15,25214.537,107.95000000000073,119.599609375,238.35039062500073,12:18,True,False,325.0,1365.0,0.0,0.0,-2990.0,-24.57428,-0.00026143558,1.0,1.0,0.91438025,23.6,-2.2098317,594.6,8.35,18.15,25.15,111.9,none,(quiet),,liquid,362.75003,999.75,1454.75,7093.5,market→model
2026-09-30 13:44:00,2026-09-30 13:44:00,2,2026-10-06,PE,23300.0,0.023386883,ITM,1230.0,3.28,cheap,538.4,548.3805,-9.980521,-0.018199993,-0.06039638,-11.60806,9.980521,0.018199993,0.06039638,11.60806,0.07525382,0.1356502,22726.25,22761.408,-52.20000000000073,83.09999999999854,66.45000000000073,13:44,True,False,10205.0,2275.0,0.0,65.0,-10140.0,9.863469,-0.00037235944,1.0,1.0,0.8683338,17.5,-2.6535392,555.9,-9.75,-4.45,-12.25,14.1,medium,"September close: Nifty -6.06% m/m (worst month in 8 yrs), FPI -Rs44,013 cr; rupee 95.95",,liquid,-813.75,-469.25,-976.25,736.5,market→model
2024-10-25 12:43:00,2024-10-25 12:43:00,1,2024-10-31,PE,24650.0,0.021456052,ITM,1666.0,4.4426665,cheap,524.5,542.82605,-18.32602,-0.033760395,-0.048958864,-11.596869,18.32602,0.033760395,0.048958864,11.596869,0.0786846,0.12764347,24123.4,24126.742,-12.149999999997817,316.849609375,29.450390624999272,12:43,False,False,200.0,200.0,0.0,0.0,-325.0,18.10283,-0.00042411455,1.0,1.0,1.2367159,23.7,4.5363426,548.2,0.0,-3.66,-20.91,-16.66,none,(quiet),,liquid,-180.0,-417.9,-1539.15,-1262.9,market→model
2025-02-01 12:03:00,2025-02-01 12:03:00,1,2025-02-13,PE,23800.0,0.011062467,ITM,3581.0,9.549334,rich,463.55,429.99573,33.55426,0.07803394,0.019455018,11.596744,33.55426,0.07803394,0.019455018,11.596744,0.17223492,0.1527799,23477.35,23538.164,-142.0500000000029,155.10039062500073,113.24960937500146,12:03,True,True,150.0,825.0,0.0,0.0,2400.0,-33.612885,8.864594e-06,1.0,1.0,0.7135054,-26.65,10.700804,436.9,11.1,25.45,-28.0,21.95,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,,,,,market→model
2025-05-22 15:00:00,2025-05-22 15:01:00,2,2025-05-22,CE,24450.0,-0.0061142296,ITM,28.0,0.074666664,rich,154.1,150.78702,3.312983,0.021971276,0.071500465,11.585928,3.312983,0.021971276,0.071500465,11.585928,0.25722,0.18571953,24603.95,24599.951,117.5,133.55078125,141.54921874999854,15:01,False,False,503775.0,377325.0,0.0,-234300.0,-1.767525e+06,3.3517761,-0.0014531377,1.0,1.0,-0.099381566,0.59,6.526715,154.1,0.59,-3.95,3.95,,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-11-25 14:52:00,2024-11-25 14:52:00,2,2024-11-28,CE,23400.0,-0.03650535,ITM,1162.0,3.0986667,cheap,869.35,879.97974,-10.629744,-0.012079532,-0.09343595,-11.585379,10.629744,0.012079532,0.09343595,11.585379,0.105440535,0.19887649,24248.65,24270.008,45.20000000000073,102.89960937499927,113.20039062499927,14:52,False,False,200.0,150.0,0.0,0.0,-21825.0,-10.990547,0.0013021347,1.0,4.0,1.3890187,10.55,2.9547095,879.9,0.0,-29.8,-10.75,16.1,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,-180.0,-2117.0,-878.75,866.5,market→model
2025-01-21 11:56:00,2025-01-21 11:56:00,3,2025-01-30,CE,22500.0,-0.039487254,ITM,2838.0,7.568,cheap,914.5,935.34985,-20.849884,-0.022291,-0.039487805,-11.579735,20.849884,0.022291,0.039487805,11.579735,0.13432454,0.17381233,23381.35,23406.238,228.6999999999971,44.95039062499927,253.64960937499927,11:56,False,False,425.0,1525.0,0.0,0.0,-125.0,-21.147528,0.0003882194,1.0,1.0,0.3961823,8.05,-12.2689295,922.55,2.5,15.0,-38.9,-179.25,none,(quiet),,liquid,-17.5,795.0,-2708.5,-11831.25,both
2025-01-21 11:46:00,2025-01-21 11:46:00,1,2025-01-23,CE,22800.0,-0.023691168,ITM,973.0,2.5946667,cheap,554.79,563.9861,-9.1960535,-0.016305463,-0.0278874,-11.5769415,9.1960535,0.016305463,0.0278874,11.5769415,0.14809169,0.1759791,23371.95,23346.607,197.40000000000146,54.35078124999927,244.24921874999927,11:46,True,False,16800.0,7950.0,0.0,-11625.0,-14625.0,-9.097077,-0.00027008116,1.0,1.0,2.8054745,20.46,13.167116,575.25,-21.0,49.35,22.75,-153.3,none,(quiet),,liquid,-1545.0,3027.75,1298.75,-10144.5,market→model
2025-05-27 11:06:00,2025-05-27 11:06:00,1,2025-05-29,CE,24000.0,-0.035855215,ITM,1013.0,2.7013333,cheap,876.35,886.387,-10.037018,-0.011323516,-0.06955811,-11.569832,10.037018,0.011323516,0.06955811,11.569832,0.13971613,0.20927425,24836.55,24876.139,45.89999999999782,139.54921874999854,98.85078124999927,11:06,True,True,6675.0,6975.0,0.0,-12975.0,-39675.0,-10.50037,0.0017608147,1.0,1.0,0.79771763,7.55,-1.9145015,883.9,-11.5,39.7,88.55,157.19,none,(quiet),,liquid,-927.5,2400.5,5575.75,10037.351,market→model
2026-02-01 12:29:00,2026-02-01 12:29:00,2,2026-02-03,PE,25600.0,0.027270755,ITM,930.0,2.48,cheap,710.35,718.7176,-8.3676,-0.011642403,-0.018850712,-11.565244,8.3676,0.011642403,0.018850712,11.565244,0.20651376,0.22536448,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,19825.0,57785.0,0.0,0.0,-106990.0,8.429888,0.000121561534,2.0,2.0,22.652502,190.0,181.61241,810.75,89.6,-52.55,-201.95,-239.4,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,5644.0,-3595.75,-13306.75,-15741.0,market→model
2024-10-22 10:35:00,2024-10-22 10:35:00,2,2024-10-31,PE,25400.0,0.026990741,ITM,2919.0,7.784,cheap,675.65,694.10803,-18.458063,-0.026592491,-0.04884462,-11.536404,18.458063,0.026592491,0.04884462,11.536404,0.06301831,0.11186293,24677.65,24723.604,-165.9499999999971,204.349609375,40.900390625,10:35,False,False,875.0,150.0,0.0,548925.0,-5150.0,18.755674,0.00037678803,2.0,2.0,1.344469,20.55,5.2651553,678.4,17.8,-4.0,-19.4,-28.5,none,(quiet),,liquid,977.0,-440.0,-1441.0,-2032.5,market→model
2024-12-05 14:54:00,2024-12-05 14:57:00,6,2024-12-05,PE,24900.0,0.020708952,ITM,32.0,0.08533333,rich,520.0,514.29333,5.7066555,0.011096111,0.12233753,11.513437,5.7066555,0.01259132,0.12233753,11.513437,0.7449485,0.622611,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,159675.0,115875.0,0.0,0.0,-966725.0,-5.5716414,0.0037886514,1.0,1.0,19.53738,-106.7,-101.23868,305.6,130.2,61.0,-127.35,-116.4,none,(quiet),,liquid,,,,,market→model
2026-01-23 10:58:00,2026-01-23 10:58:00,1,2026-01-27,PE,25650.0,0.013618585,ITM,646.0,1.7226666,cheap,348.05,359.92072,-11.870725,-0.032981496,-0.049190495,-11.505187,11.870725,0.032981496,0.049190495,11.505187,0.080118634,0.12930913,25275.2,25303.05,-13.5,72.75078125000073,26.099218750001455,10:58,False,False,390.0,195.0,0.0,0.0,-16510.0,10.672444,-0.003290355,1.0,1.0,0.4330127,4.75,-6.2196555,352.8,-4.9,15.45,-1.85,5.2,none,(quiet),,liquid,-498.5,824.25,-300.25,157.99998,both
2025-05-07 10:24:00,2025-05-07 10:24:00,1,2025-05-08,CE,23850.0,-0.020477293,ITM,680.0,1.8133334,cheap,496.0,514.00586,-18.005873,-0.03503048,-0.06889791,-11.485109,18.005873,0.03503048,0.06889791,11.485109,0.1264369,0.19533482,24348.35,24343.418,22.299999999999272,101.25039062499854,128.349609375,10:24,True,False,225.0,375.0,0.0,0.0,450.0,-17.669603,-0.00090804254,1.0,1.0,0.5971261,9.0,-6.0721927,505.0,-4.0,-7.2,20.7,0.7,high,Operation Sindoor: Indian strikes on Pakistan/PoK (early hours IST); Sensex ends +106 ; FOMC decision (US 2025-05-07): Hold 4.25-4.50%,,liquid,-440.0,-648.0,1165.5,-134.5,both
2025-05-02 13:32:00,2025-05-02 13:32:00,1,2025-05-08,CE,23900.0,-0.022286976,ITM,1617.0,4.312,cheap,576.79,591.48694,-14.6969185,-0.02484741,-0.019107193,-11.484634,14.6969185,0.02484741,0.019107193,11.484634,0.1621308,0.18123801,24404.2,24438.639,117.45000000000073,184.95078125000146,165.69921875,13:32,True,False,375.0,3975.0,0.0,0.0,-2700.0,-14.879186,0.00020672576,1.0,1.0,0.14588858,1.75,-10.245456,578.54,-0.54,-7.34,-17.69,-24.79,none,(quiet),,liquid,-215.09999,-657.10004,-1329.85,-1791.3501,model→market (spot/smile moved)
2026-07-06 11:54:00,2026-07-06 11:54:00,1,2026-07-07,CE,23950.0,-0.018782182,ITM,590.0,1.5733334,cheap,454.1,458.94995,-4.8499503,-0.010567493,-0.052887183,-11.474324,4.8499503,0.010567493,0.052887183,11.474324,0.08770418,0.14059137,24415.3,24404.084,-7.950000000000728,12.749218749999272,128.20078125000146,11:54,False,False,455.0,845.0,0.0,0.0,-845.0,-4.8800116,0.00015535024,1.0,1.0,2.0398407,11.2,5.709375,465.3,1.65,16.05,8.15,17.7,none,(quiet),,liquid,-72.75,863.24994,349.74997,970.50006,market→model
2026-04-07 13:44:00,2026-04-07 13:44:00,1,2026-04-07,CE,22700.0,-0.016144624,ITM,105.0,0.28,cheap,369.6,370.63766,-1.0376558,-0.0027996504,-0.050733425,-11.454626,1.0376558,0.0027996504,0.050733425,11.454626,0.1818079,0.23254134,23056.05,23069.457,117.20000000000073,6.349218750001455,336.7507812500007,13:44,True,True,45890.0,76245.0,0.0,-26715.0,-273520.0,-0.9847829,-0.001544268,1.0,1.0,-3.4159126,-2.8,-3.619693,366.8,8.1,-56.85,-85.55,-49.5,none,(quiet),,liquid,346.50003,-3875.25,-5740.75,-3397.5,model→market (spot/smile moved)
2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,CE,24150.0,-0.017844742,ITM,3389.0,9.0373335,rich,552.3,492.64212,59.657887,0.12109782,0.04183692,11.4101305,59.657887,0.12109782,0.04183692,11.4101305,0.15466587,0.112828955,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,130.0,260.0,0.0,-65.0,-520.0,59.605648,0.0001308581,1.0,1.0,0.31985676,-24.3,51.671505,528.0,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2024-10-30 10:23:00,2024-10-30 10:23:00,1,2024-10-31,CE,24000.0,-0.017560607,ITM,681.0,1.816,cheap,425.9,435.23355,-9.333546,-0.021444913,-0.051035125,-11.404565,9.333546,0.021444913,0.051035125,11.404565,0.09385581,0.14489093,24407.65,24425.178,4.650000000001455,28.799609375000728,70.05039062500146,10:23,False,False,7950.0,24275.0,0.0,0.0,-27325.0,-8.512701,-0.0028467865,1.0,1.0,-1.1004825,-8.85,-16.891928,417.05,0.5,19.45,5.8,57.95,none,(quiet),,liquid,-147.5,1084.25,197.00002,3586.75,model→market (spot/smile moved)
2025-10-28 13:50:00,2025-10-28 13:50:00,1,2025-10-28,PE,26100.0,0.008028212,ITM,99.0,0.264,cheap,209.0,210.12315,-1.1231571,-0.0053452323,-0.027286055,-11.400008,1.1231571,0.0053452323,0.027286055,11.400008,0.10711472,0.13440077,25886.2,25891.303,-40.5,155.50078125000073,60.049218749998545,13:50,False,False,115650.0,205650.0,0.0,-6375.0,-237825.0,1.0348729,-0.0014725069,3.0,3.0,12.965238,17.4,16.05795,225.2,-5.7,1.8,27.8,23.6,none,(quiet),,liquid,-550.5,-63.000004,1627.0,1354.0,market→model
2024-11-28 10:40:00,2024-11-28 10:40:00,1,2024-11-28,PE,24450.0,0.015201866,ITM,289.0,0.77066666,rich,383.15,377.6219,5.528126,0.014639315,0.025454361,11.369323,5.528126,0.014639315,0.025454361,11.369323,0.21755724,0.19210286,24094.45,24081.125,-242.95000000000073,251.30078125,1.3492187500014552,10:40,True,True,79700.0,41175.0,0.0,0.0,-262975.0,-6.0532427,-0.002765757,1.0,1.0,3.891663,-18.65,-13.857704,364.5,-19.6,-18.55,16.1,11.1,none,(quiet),,liquid,,,,,market→model
2025-05-08 15:05:00,2025-05-08 15:05:00,5,2025-05-08,PE,24550.0,0.009476522,ITM,24.0,0.064,cheap,231.8,239.88676,-8.086769,-0.033710778,-0.2141161,-11.363421,8.086769,0.033710778,0.2141161,11.363421,0.2467509,0.46086702,24310.7,24318.451,-35.14999999999782,136.55078125,66.69921875,15:05,True,False,106500.0,76125.0,0.0,0.0,-104325.0,0.04631817,,2.0,6.0,1.8869865,9.0,4.2304907,244.85,-4.05,-1.85,21.35,,low,India open after overnight US data: FOMC,,liquid,-443.25,-300.25,1207.75,,market→model
2025-01-09 12:53:00,2025-01-09 12:53:00,1,2025-01-09,PE,23750.0,0.009476028,ITM,156.0,0.416,cheap,224.1,226.03824,-1.9382445,-0.008574852,-0.043334387,-11.330047,1.9382445,0.008574852,0.043334387,11.330047,0.08990231,0.1332367,23539.55,23526.008,-44.150000000001455,149.94921875,8.000781250000728,12:53,False,False,25425.0,27975.0,0.0,0.0,-17925.0,2.1614845,0.0026154916,1.0,1.0,0.211011,0.6,-2.2434537,224.7,3.3,2.75,-5.35,-7.45,none,(quiet),,liquid,34.5,-1.25,-527.75,-664.25,model→market (spot/smile moved)
2026-02-01 12:26:00,2026-02-01 12:34:00,4,2026-02-03,PE,25450.0,0.024212215,ITM,925.0,2.4666667,rich,667.45,659.74164,7.7083797,0.011683938,0.012461045,11.322717,7.7083797,0.011683938,0.012461045,11.322717,0.25814357,0.24568254,24834.45,24841.2,-417.3999999999978,606.4507812500015,262.69921875,12:34,True,True,26585.0,21515.0,0.0,0.0,-135915.0,-7.130588,0.00096125004,1.0,1.0,5.4387255,-39.25,-32.033237,503.05,21.45,153.1,5.95,-60.25,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-03-06 14:47:00,2026-03-06 14:48:00,2,2026-03-10,PE,24650.0,0.0074105826,ITM,791.0,2.1093333,rich,330.0,320.44586,9.554148,0.029815169,0.011246957,11.294004,9.554148,0.029815169,0.011246957,11.294004,0.25399923,0.24275227,24474.3,24468.004,-131.29999999999927,226.59921875000146,28.950781250001455,14:48,True,True,2.113735e+06,552500.0,0.0,0.0,-704860.0,-11.693461,-0.002519687,1.0,1.0,0.4228244,-3.8,5.187182,330.0,-3.8,-27.95,-6.75,-1.0,none,(quiet),,liquid,,,,,both
2025-04-17 11:28:00,2025-04-17 11:31:00,23,2025-04-17,PE,23150.0,-0.016515048,OTM,238.0,0.6346667,cheap,5.5,7.7256913,-2.225691,-0.2880896,-0.015754864,-11.278897,2.225691,0.28887278,0.015754864,11.278897,0.20491287,0.22066773,23539.25,23535.498,155.34999999999854,0.2000000000007276,240.70000000000073,11:31,True,True,710250.0,919200.0,0.0,0.0,262050.0,1.5086458,-0.0047832537,14.0,20.0,-0.2559489,-0.3,-1.472109,5.85,0.1,-1.6,-1.05,-1.15,none,(quiet),,liquid,-173.5,-284.0,-248.25,-254.75,model→market (spot/smile moved)
2025-04-01 10:38:00,2025-04-01 10:38:00,1,2025-04-03,PE,23900.0,0.023353554,ITM,1041.0,2.776,rich,576.25,556.90076,19.349222,0.034744468,0.05432104,11.276375,19.349222,0.034744468,0.05432104,11.276375,0.18363272,0.12931167,23314.15,23348.316,-159.09999999999854,250.99960937500146,38.050390625001455,10:38,False,False,150.0,1050.0,0.0,0.0,-49875.0,-19.031513,0.0014427648,1.0,1.0,1.2191774,-24.96,-4.4871793,551.29,1.21,1.16,17.61,96.71,none,(quiet),,liquid,,,,,market→model
2025-07-28 14:43:00,2025-07-28 14:43:00,1,2025-07-31,CE,24300.0,-0.01732218,ITM,1171.0,3.1226666,cheap,427.15,437.9697,-10.819684,-0.024704186,-0.033140182,-11.25736,10.819684,0.024704186,0.033140182,11.25736,0.08398793,0.11712811,24705.25,24724.596,24.450000000000728,183.95000000000073,58.650000000001455,14:43,False,False,1800.0,2625.0,0.0,0.0,1275.0,-10.848569,4.6847337e-05,1.0,1.0,1.0111771,10.55,0.11661457,437.7,1.1,-14.0,1.3,-16.3,none,(quiet),,liquid,-108.5,-1090.0,-95.5,-1239.5,market→model