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
2025-01-02 10:49:00,2025-01-02 10:51:00,8,2025-01-02,PE,25400.0,0.05933469,ITM,278.0,0.7413333,cheap,1525.1,4828.305,-3303.2053,-0.68413347,-6.767823,,3303.2053,0.68413347,6.767823,,0.88693076,7.654754,23923.75,23936.738,61.900000000001455,11.549999999999272,172.20000000000073,10:51,True,False,0.0,0.0,13.0,0.0,0.0,,,6.0,6.0,0.0,0.0,-3347.1907,1525.1,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 10:17:00,2025-01-02 10:45:00,35,2025-01-02,PE,25350.0,0.059134647,ITM,284.0,0.75733334,cheap,1543.5,4759.811,-3216.311,-0.6757224,-6.4929814,,3216.311,0.68006456,6.4929814,,0.9717355,7.464717,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,0.0,79.0,0.0,0.0,,,12.0,12.0,-0.032691766,-105.65,-3337.3506,1543.5,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 10:00:00,2025-01-02 10:45:00,56,2025-01-02,PE,25300.0,0.057160314,ITM,284.0,0.75733334,cheap,1400.0,4553.09,-3153.0896,-0.6925165,,,3153.0896,0.6925165,6.0904827,,,7.12933,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,0.0,9.0,0.0,0.0,,,12.0,12.0,0.0,0.0,-3186.0657,1452.45,0.0,0.0,0.0,-51.45,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-3524.25,model→market (spot/smile moved)
2025-01-02 11:00:00,2025-01-02 11:07:00,8,2025-01-02,PE,25400.0,0.05924032,ITM,262.0,0.6986667,cheap,1525.1,4604.901,-3079.8008,-0.66880935,-6.5202985,,3079.8008,0.66880935,6.5202985,,0.9217503,7.442049,23924.35,23938.998,64.94999999999709,16.100390625000728,172.79960937500073,11:07,False,False,0.0,0.0,29.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-3151.4702,1525.1,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 09:55:00,2025-01-02 10:45:00,60,2025-01-02,PE,25250.0,0.055182073,ITM,284.0,0.75733334,cheap,1376.0,4337.404,-2961.4038,-0.6827595,-6.1412754,-1.0317043,2961.4038,0.6827595,6.1412754,4.9549756,0.6354147,6.77669,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,0.0,33.0,0.0,0.0,,,12.0,12.0,-0.013745168,-41.0,-3023.8665,1397.0,0.0,0.0,0.0,-21.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-1545.0,model→market (spot/smile moved)
2025-01-02 11:00:00,2025-01-02 11:07:00,8,2025-01-02,PE,25350.0,0.057269875,ITM,262.0,0.6986667,cheap,1437.85,4349.963,-2912.113,-0.66945696,-6.2755346,-0.6859978,2912.113,0.66945696,6.2755346,1.8146933,0.7222268,6.9977617,23924.35,23938.998,64.94999999999709,16.100390625000728,172.79960937500073,11:07,False,False,0.0,0.0,12.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-2946.5288,1437.85,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 09:56:00,2025-01-02 10:45:00,61,2025-01-02,PE,25200.0,0.053199913,ITM,284.0,0.75733334,cheap,1300.09,4111.2783,-2811.1882,-0.68377477,,,2811.1882,0.68377477,5.208653,,,6.4039583,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,0.0,21.0,0.0,0.0,,,11.0,12.0,-0.0030917195,-5.34,-1732.5343,1342.0,0.0,0.0,-14.0,-41.91,none,(quiet),,raw-only,-180.0,-180.0,-1090.0,-2904.15,model→market (spot/smile moved)
2025-01-02 11:01:00,2025-01-02 11:07:00,7,2025-01-02,PE,25300.0,0.055295542,ITM,262.0,0.6986667,cheap,1362.2,4079.5,-2717.2998,-0.6660865,-6.0894065,-0.7039636,2717.2998,0.6660865,6.0894065,0.7039636,0.4331253,6.522532,23924.35,23938.998,64.94999999999709,16.100390625000728,172.79960937500073,11:07,False,False,450.0,225.0,0.0,6225.0,6225.0,-1.167256,,1.0,1.0,-0.0013591144,-3.7,-2726.061,1400.0,0.0,-37.8,-41.5,-59.0,none,(quiet),,raw-only,-180.0,-2637.0,-2877.5,-4015.0,model→market (spot/smile moved)
2025-01-02 10:28:00,2025-01-02 10:45:00,29,2025-01-02,PE,25150.0,0.051213816,ITM,284.0,0.75733334,cheap,1265.0,3872.784,-2607.784,-0.6733616,-5.4916177,,2607.784,0.6733616,5.4916177,,0.5157997,6.0074177,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,0.0,17.0,0.0,0.0,,,11.0,11.0,-0.028080717,-56.6,-2072.218,1265.0,0.0,0.0,0.0,-56.6,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-3859.0,model→market (spot/smile moved)
2025-01-02 11:01:00,2025-01-02 11:07:00,7,2025-01-02,PE,25250.0,0.0533173,ITM,262.0,0.6986667,cheap,1335.0,3789.93,-2454.93,-0.64775074,-5.3425283,-0.30338445,2454.93,0.64775074,5.3425283,0.8519137,0.6666174,6.0091457,23924.35,23938.998,64.94999999999709,16.100390625000728,172.79960937500073,11:07,False,False,0.0,0.0,18.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-2486.4854,1335.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 10:03:00,2025-01-02 10:45:00,53,2025-01-02,PE,25100.0,0.049223766,ITM,284.0,0.75733334,cheap,1210.0,3619.3179,-2409.3179,-0.66568285,-5.140313,-1.3040133,2409.3179,0.66568285,5.140313,1.3040133,0.44172105,5.5820346,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,0.0,9.0,0.0,0.0,,,11.0,11.0,0.0,0.0,-2269.9358,1256.0,0.0,-16.0,-11.0,-11.0,none,(quiet),,raw-only,-180.0,-1220.0,-895.0,-895.0,model→market (spot/smile moved)
2026-08-11 13:12:00,2026-08-11 13:55:00,49,2026-08-11,PE,25850.0,0.054956794,ITM,94.0,0.25066668,cheap,1422.45,3676.3164,-2253.8665,-0.6130774,-8.025413,-0.9458158,2253.8665,0.6130774,8.025413,1.1659079,1.2777383,9.30315,24452.15,24467.697,-4.399999999997817,124.69960937499854,22.900390625,13:55,False,False,0.0,0.0,54.0,0.0,0.0,,,3.0,9.0,0.0,0.0,-1219.4452,1422.45,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 14:35:00,2026-08-11 14:40:00,8,2026-08-11,PE,25850.0,0.05546165,ITM,49.0,0.13066667,cheap,1422.45,3675.252,-2252.802,-0.6129653,-11.2196045,-1.8659726,2252.802,0.6129653,11.2196045,1.8659726,1.6317674,12.851372,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,99.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-2247.1968,1422.45,0.0,0.0,0.0,-64.45,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-4369.25,model→market (spot/smile moved)
2026-08-11 13:11:00,2026-08-11 13:55:00,55,2026-08-11,PE,25800.0,0.053020682,ITM,94.0,0.25066668,cheap,1338.4,3548.4788,-2210.0789,-0.6228243,-8.137583,-1.0132426,2210.0789,0.6228243,8.137583,2.4896395,0.8522994,8.989882,24452.15,24467.697,-4.399999999997817,124.69960937499854,22.900390625,13:55,False,False,0.0,0.0,126.0,0.0,0.0,,,3.0,9.0,0.0,0.0,-1171.7567,1338.4,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 11:04:00,2025-01-02 11:07:00,4,2025-01-02,PE,25200.0,0.05133514,ITM,262.0,0.6986667,cheap,1294.75,3476.061,-2181.311,-0.6275238,-4.745889,,2181.311,0.6275238,4.745889,,0.7011936,5.4470825,23924.35,23938.998,64.94999999999709,16.100390625000728,172.79960937500073,11:07,False,False,0.0,0.0,19.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-2222.61,1294.75,0.0,-63.95,-38.2,-38.2,none,(quiet),,raw-only,-180.0,-4336.75,-2663.0,-2663.0,model→market (spot/smile moved)
2026-08-11 14:22:00,2026-08-11 14:40:00,24,2026-08-11,PE,25800.0,0.053525537,ITM,49.0,0.13066667,cheap,1338.4,3519.0002,-2180.6,-0.61966467,,,2180.6,0.61966467,5.21175,0.53786474,,12.289323,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,171.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-2150.3936,1338.4,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 13:12:00,2026-08-11 13:55:00,49,2026-08-11,PE,25700.0,0.049137183,ITM,94.0,0.25066668,cheap,1242.2,3281.7266,-2039.5266,-0.62147975,-7.457489,-2.0419152,2039.5266,0.62147975,7.457489,11.291623,0.8686446,8.326134,24452.15,24467.697,-4.399999999997817,124.69960937499854,22.900390625,13:55,False,False,0.0,0.0,71.0,0.0,0.0,,,3.0,8.0,0.0,0.0,-1069.9626,1242.2,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 13:11:00,2026-08-11 13:55:00,51,2026-08-11,PE,25650.0,0.047189765,ITM,94.0,0.25066668,cheap,1190.0,3141.8755,-1951.8755,-0.6212453,-7.1686115,-1.0572257,1951.8755,0.6212453,7.1686115,2.8976903,0.8039531,7.972564,24452.15,24467.697,-4.399999999997817,124.69960937499854,22.900390625,13:55,False,False,0.0,0.0,40.0,0.0,0.0,,,3.0,8.0,0.0,0.0,-1015.2671,1181.0,0.0,9.0,9.0,9.0,none,(quiet),,raw-only,-180.0,405.0,405.0,405.0,model→market (spot/smile moved)
2025-01-02 10:03:00,2025-01-02 10:45:00,53,2025-01-02,PE,25000.0,0.045231745,ITM,284.0,0.75733334,cheap,1105.0,3051.0574,-1946.0573,-0.63783044,,,1946.0573,0.63783044,3.6378517,7.0390115,,4.6128197,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,825.0,150.0,0.0,0.0,93300.0,0.6583939,,3.0,3.0,-0.007818045,-11.91,-1535.3087,1154.9,-13.1,-14.81,-0.65,-34.9,none,(quiet),,raw-only,-1031.5,-1142.6501,-222.25,-2448.5,model→market (spot/smile moved)
2026-08-11 14:31:00,2026-08-11 14:40:00,13,2026-08-11,PE,25700.0,0.049642038,ITM,49.0,0.13066667,cheap,1242.2,3187.3833,-1945.1833,-0.6102759,,,1945.1833,0.6102759,1.3840262,0.47076043,,11.077068,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,116.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-1930.347,1242.2,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 11:00:00,2025-01-02 11:07:00,7,2025-01-02,PE,25150.0,0.049349044,ITM,262.0,0.6986667,cheap,1205.4,3129.8792,-1924.4792,-0.61487335,,,1924.4792,0.61487335,2.8230886,,,4.8199563,23924.35,23938.998,64.94999999999709,16.100390625000728,172.79960937500073,11:07,False,False,0.0,0.0,1.0,-525.0,0.0,,,1.0,1.0,0.0,0.0,-1926.4218,1208.4,0.0,-3.0,-3.0,-3.0,none,(quiet),,raw-only,-180.0,-375.0,-375.0,-375.0,model→market (spot/smile moved)
2026-08-11 13:12:00,2026-08-11 13:55:00,95,2026-08-11,PE,25600.0,0.045238543,ITM,94.0,0.25066668,cheap,1123.0,2996.9043,-1873.9042,-0.62527996,,,1873.9042,0.62527996,1.6977333,,,7.601879,24452.15,24467.697,-4.399999999997817,124.69960937499854,22.900390625,13:55,False,False,0.0,0.0,28.0,0.0,0.0,,,3.0,8.0,0.0,0.0,-957.52264,1136.55,0.0,0.0,-13.55,-13.55,none,(quiet),,raw-only,-180.0,-180.0,-1060.75,-1060.75,model→market (spot/smile moved)
2026-08-11 14:32:00,2026-08-11 14:40:00,10,2026-08-11,PE,25650.0,0.047694616,ITM,49.0,0.13066667,cheap,1190.0,3009.8362,-1819.8362,-0.60462964,,,1819.8362,0.60462964,,,,10.416814,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,85.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-1806.3501,1190.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 13:35:00,2026-08-11 13:55:00,32,2026-08-11,PE,25550.0,0.043283507,ITM,94.0,0.25066668,cheap,1090.5,2846.0188,-1755.5188,-0.61683315,-6.4542933,-0.8259369,1755.5188,0.61683315,6.467287,0.8259369,0.7571607,7.211454,24452.15,24467.697,-4.399999999997817,124.69960937499854,22.900390625,13:55,False,False,0.0,0.0,32.0,0.0,0.0,,,3.0,8.0,0.0,0.0,-896.20746,1090.5,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 12:51:00,2026-08-11 13:55:00,63,2026-08-11,PE,25500.0,0.041324645,ITM,94.0,0.25066668,cheap,1036.55,2688.2,-1651.65,-0.6144074,-6.1445985,-8.8104515,1651.65,0.6144074,6.226529,26.800285,0.6533139,6.7979126,24452.15,24467.697,-4.399999999997817,124.69960937499854,22.900390625,13:55,False,False,260.0,0.0,0.0,0.0,-1365.0,-4.154935,,3.0,8.0,0.0,0.0,-830.6367,1029.3,10.7,14.7,-2.3,8.7,none,(quiet),,raw-only,515.5,775.5,-329.5,385.5,model→market (spot/smile moved)
2025-01-02 10:12:00,2025-01-02 10:45:00,39,2025-01-02,PE,24950.0,0.04322974,ITM,284.0,0.75733334,cheap,1100.0,2722.1594,-1622.1595,-0.59590906,-3.4028306,-3.2427778,1622.1595,0.59590906,3.4028306,3.2427778,0.63846946,4.0413,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,0.0,48.0,0.0,0.0,,,2.0,3.0,0.0,0.0,-1086.8612,1100.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 13:35:00,2026-08-11 13:56:00,30,2026-08-11,PE,25450.0,0.03946832,ITM,93.0,0.248,cheap,990.3,2526.6355,-1536.3354,-0.60805583,-5.744522,-19.392685,1536.3354,0.60805583,5.744522,22.55238,0.6566222,6.401144,24450.15,24465.096,-15.75,126.69960937499854,20.900390625,13:56,False,False,0.0,0.0,71.0,0.0,0.0,,,3.0,6.0,0.0,0.0,-1087.1554,990.3,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 14:35:00,2026-08-11 14:40:00,9,2026-08-11,PE,25550.0,0.043788362,ITM,49.0,0.13066667,cheap,1090.5,2622.941,-1532.4409,-0.5842453,,,1532.4409,0.5842453,,,,8.94945,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,77.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-1524.0381,1090.5,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 11:05:00,2025-01-02 11:07:00,2,2025-01-02,PE,25100.0,0.047358993,ITM,262.0,0.6986667,cheap,1210.0,2737.9219,-1527.922,-0.558059,-3.370962,-0.32676572,1527.922,0.558059,3.370962,0.331462,0.7288603,4.099822,23924.35,23938.998,64.94999999999709,16.100390625000728,172.79960937500073,11:07,False,False,0.0,300.0,31.0,0.0,0.0,,,1.0,1.0,-0.03460756,-53.0,-1584.4573,1210.0,0.0,-53.0,-70.0,-81.2,none,(quiet),,raw-only,-180.0,-3625.0,-4730.0,-5458.0,model→market (spot/smile moved)
2026-08-11 13:35:00,2026-08-11 13:56:00,32,2026-08-11,PE,25400.0,0.03750175,ITM,93.0,0.248,cheap,923.2,2364.9329,-1441.7328,-0.6096295,,,1441.7328,0.6096295,,,,5.971409,24450.15,24465.096,-15.75,126.69960937499854,20.900390625,13:56,False,False,0.0,0.0,25.0,0.0,0.0,,,3.0,6.0,0.0,0.0,-1006.1888,923.2,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 14:19:00,2026-08-11 14:40:00,21,2026-08-11,PE,25500.0,0.041829497,ITM,49.0,0.13066667,cheap,1045.95,2408.2063,-1362.2563,-0.56567264,-7.3408055,-1.6662645,1362.2563,0.56567264,7.3408055,1.6662645,0.7763001,8.1171055,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,65.0,65.0,0.0,-65.0,-1820.0,-1.2285532,,1.0,1.0,-0.0014350634,-1.95,-1360.7749,1025.15,0.0,7.85,17.85,4.35,none,(quiet),,raw-only,-180.0,330.25,980.25,102.75,model→market (spot/smile moved)
2025-01-02 09:47:00,2025-01-02 10:45:00,68,2025-01-02,PE,24900.0,0.041223723,ITM,284.0,0.75733334,cheap,1000.0,2345.1414,-1345.1412,-0.57358646,,,1345.1412,0.57358646,2.059562,,,3.3753688,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,75.0,1.0,-15600.0,0.0,,,2.0,2.0,0.0,0.0,-1217.207,1058.7,0.0,0.0,-38.7,-34.11,none,(quiet),,raw-only,-180.0,-180.0,-2695.5,-2397.1501,model→market (spot/smile moved)
2026-08-11 13:38:00,2026-08-11 13:56:00,32,2026-08-11,PE,25350.0,0.035531305,ITM,93.0,0.248,cheap,876.65,2193.0557,-1316.4056,-0.6002609,,,1316.4056,0.6002609,3.7781904,24.579706,,5.5075407,24450.15,24465.096,-15.75,126.69960937499854,20.900390625,13:56,False,False,0.0,0.0,5.0,0.0,130.0,,,3.0,4.0,0.0,0.0,-918.07825,892.05,0.0,0.0,-15.4,-15.4,none,(quiet),,raw-only,-180.0,-180.0,-1181.0,-1181.0,model→market (spot/smile moved)
2025-01-02 10:12:00,2025-01-02 10:12:00,1,2025-01-02,PE,25350.0,0.05965384,ITM,317.0,0.84533334,cheap,1543.5,2855.466,-1311.9661,-0.45945776,-2.7077184,,1311.9661,0.45945776,2.7077184,,0.8837606,3.591479,23869.3,23881.996,34.79999999999927,8.049218749998545,117.75078125000073,10:12,False,False,0.0,0.0,46.0,0.0,0.0,,,1.0,1.0,,0.0,,1543.5,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-01-02 11:15:00,2025-01-02 11:15:00,4,2025-01-02,PE,25400.0,0.058569334,ITM,254.0,0.67733335,cheap,1525.1,2746.3362,-1221.2362,-0.44467834,-2.8152764,,1221.2362,0.44467834,2.8152764,,0.99142754,3.8067038,23941.0,23955.066,60.0,22.5,189.45000000000073,11:15,False,False,0.0,0.0,37.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-982.99304,1525.1,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 14:36:00,2026-08-11 14:40:00,8,2026-08-11,PE,25450.0,0.03986679,ITM,49.0,0.13066667,cheap,990.3,2173.4875,-1183.1876,-0.54437286,,,1183.1876,0.54437286,,,,7.1914415,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,115.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-1177.1685,990.3,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 13:35:00,2026-08-11 13:56:00,29,2026-08-11,PE,25300.0,0.03355697,ITM,93.0,0.248,cheap,833.0,2008.2416,-1175.2416,-0.58520925,,,1175.2416,0.58520925,4.3619123,28.3435,,5.0002184,24450.15,24465.096,-15.75,126.69960937499854,20.900390625,13:56,False,False,0.0,0.0,2.0,0.0,260.0,,,3.0,4.0,0.00079137785,0.65,-820.7023,826.3,0.0,0.0,1.2,9.15,none,(quiet),,raw-only,-180.0,-180.0,-102.0,414.74997,model→market (spot/smile moved)
2026-09-22 14:45:00,2026-09-22 15:12:00,26,2026-09-22,CE,22100.0,-0.055798523,ITM,17.0,0.045333333,cheap,1250.0,2412.034,-1162.034,-0.48176518,,,1162.034,0.48176518,0.5450903,2.7322774,,14.027,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,13.0,0.0,65.0,,,1.0,1.0,0.0,0.0,-1059.05,1268.3,0.0,0.0,-18.3,-18.3,none,(quiet),,raw-only,-180.0,-180.0,-1369.5,-1369.5,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,5,2026-09-22,CE,22200.0,-0.051283844,ITM,17.0,0.045333333,cheap,1157.85,2257.8496,-1099.9995,-0.48718902,,,1099.9995,0.48718902,0.5645127,0.29179528,,13.198734,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,2.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-1064.542,1157.85,0.0,0.0,0.0,,none,(quiet),,raw-only,-180.0,-180.0,-180.0,,model→market (spot/smile moved)
2026-08-11 14:25:00,2026-08-11 14:25:00,1,2026-08-11,PE,25850.0,0.055110052,ITM,64.0,0.17066666,cheap,1422.45,2517.167,-1094.7172,-0.43490046,-5.1461544,-0.3975484,1094.7172,0.43490046,5.1461544,0.3975484,1.5142312,6.6603856,24454.05,24463.95,1.8999999999978172,122.79921874999854,24.80078125,14:25,False,False,0.0,0.0,84.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-1116.0322,1422.45,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 11:15:00,2025-01-02 11:15:00,4,2025-01-02,PE,25350.0,0.05659889,ITM,254.0,0.67733335,cheap,1437.85,2486.0032,-1048.1533,-0.42162183,-2.5233033,0.60127246,1048.1533,0.42162183,2.5233033,1.2920824,0.81301576,3.3363192,23941.0,23955.066,60.0,22.5,189.45000000000073,11:15,False,False,0.0,0.0,20.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-940.6698,1437.85,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2024-12-05 09:20:00,2024-12-05 09:24:00,9,2024-12-05,PE,26000.0,0.059638754,ITM,365.0,0.97333336,cheap,1495.0,2527.6292,-1032.6293,-0.40853667,,,1032.6293,0.40853667,0.77025336,,,2.6697018,24509.55,24494.725,,30.399218750000728,33.50078125000073,09:24,False,False,0.0,0.0,3.0,0.0,,,,3.0,3.0,0.018545156,15.0,-793.83655,1495.0,0.0,15.0,-15.0,75.0,none,(quiet),,raw-only,-180.0,795.0,-1155.0,4695.0,model→market (spot/smile moved)
2026-08-11 13:38:00,2026-08-11 13:56:00,29,2026-08-11,PE,25250.0,0.03157873,ITM,93.0,0.248,cheap,779.75,1806.2354,-1026.4854,-0.568301,,,1026.4854,0.568301,1.76925,13.717996,,4.434952,24450.15,24465.096,-15.75,126.69960937499854,20.900390625,13:56,False,False,0.0,0.0,28.0,0.0,0.0,,,3.0,4.0,0.0,0.0,-710.67725,779.75,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,3,2026-09-22,CE,22300.0,-0.046789452,ITM,17.0,0.045333333,cheap,1097.65,2097.2507,-999.60077,-0.47662434,-9.795198,-31.31056,999.60077,0.47662434,9.795198,31.31056,2.5238545,12.319053,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,43.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-1024.0896,1097.65,0.0,0.0,-33.8,,none,(quiet),,raw-only,-180.0,-180.0,-2377.0,,model→market (spot/smile moved)
2026-08-11 14:36:00,2026-08-11 14:40:00,7,2026-08-11,PE,25400.0,0.03790022,ITM,49.0,0.13066667,cheap,939.9,1911.2867,-971.3868,-0.50823706,,,971.3868,0.50823706,,,,6.135847,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,6.0,0.0,-910.0,,,1.0,1.0,0.0,0.0,-965.81256,939.9,0.0,0.0,-5.0,-19.7,none,(quiet),,raw-only,-180.0,-180.0,-505.0,-1460.5,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,3,2026-09-22,CE,22350.0,-0.04454981,ITM,17.0,0.045333333,cheap,1055.7,2014.1079,-958.40796,-0.47584736,-9.266385,-36.78777,958.40796,0.47584736,9.266385,36.78777,2.5899913,11.856377,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,43.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-995.65875,1055.7,0.0,0.0,0.0,,none,(quiet),,raw-only,-180.0,-180.0,-180.0,,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,3,2026-09-22,CE,22400.0,-0.042315174,ITM,17.0,0.045333333,cheap,971.35,1928.7673,-957.41736,-0.4963882,-9.860769,-11.45748,957.41736,0.4963882,9.860769,11.45748,1.5152516,11.376021,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,56.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-963.3183,971.35,0.0,0.0,0.0,,none,(quiet),,raw-only,-180.0,-180.0,-180.0,,model→market (spot/smile moved)
2025-01-02 10:30:00,2025-01-02 10:45:00,21,2025-01-02,PE,24850.0,0.039213672,ITM,284.0,0.75733334,cheap,970.0,1888.1721,-918.17206,-0.48627564,-2.097563,,918.17206,0.48627564,2.097563,0.7932748,0.45165548,2.5492184,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,0.0,33.0,0.0,0.0,,,2.0,2.0,0.0,0.0,-910.1965,970.0,0.0,0.0,0.0,-48.65,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-3342.25,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,4,2026-09-22,CE,22500.0,-0.037860822,ITM,17.0,0.045333333,cheap,854.7,1750.2769,-895.57684,-0.51167727,,,895.57684,0.51167727,,,,10.352353,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,6.0,0.0,260.0,,,1.0,1.0,0.0,0.0,-888.06085,854.7,0.0,12.45,-24.7,,none,(quiet),,raw-only,-180.0,629.25,-1785.5,,model→market (spot/smile moved)
2026-08-11 13:38:00,2026-08-11 13:56:00,26,2026-08-11,PE,25200.0,0.02959657,ITM,93.0,0.248,cheap,735.4,1579.8876,-844.4876,-0.53452384,-3.4137423,-30.439245,844.4876,0.53452384,3.4137423,30.439245,0.37329307,3.7870355,24450.15,24465.096,-15.75,126.69960937499854,20.900390625,13:56,False,False,0.0,0.0,3.0,0.0,-195.0,,,3.0,4.0,0.0,0.0,-582.06213,728.1,0.0,0.0,7.3,5.5,none,(quiet),,raw-only,-180.0,-180.0,294.5,177.5,model→market (spot/smile moved)
2025-01-02 11:15:00,2025-01-02 11:15:00,4,2025-01-02,PE,25300.0,0.054624554,ITM,254.0,0.67733335,cheap,1358.5,2197.8762,-839.3763,-0.38190332,-2.1886923,0.15900902,839.3763,0.38190332,2.1886923,0.49787334,0.61398005,2.8026724,23941.0,23955.066,60.0,22.5,189.45000000000073,11:15,False,False,0.0,0.0,7.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-781.0179,1358.5,0.0,0.0,-17.5,-17.5,none,(quiet),,raw-only,-180.0,-180.0,-1317.5,-1317.5,model→market (spot/smile moved)
2026-08-11 12:53:00,2026-08-11 12:57:00,13,2026-08-11,PE,25800.0,0.053609483,ITM,152.0,0.40533334,cheap,1338.4,2145.015,-806.6149,-0.37604165,,,806.6149,0.37604165,0.4152867,,,3.4054174,24443.0,24453.295,5.25,133.84999999999854,13.75,12:57,False,False,0.0,0.0,68.0,0.0,0.0,,,1.0,5.0,0.0,0.0,-422.9548,1338.4,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,3,2026-09-22,CE,22600.0,-0.033426225,ITM,17.0,0.045333333,cheap,760.4,1558.5132,-798.11316,-0.5120991,,,798.11316,0.5120991,,,,9.2213125,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,14.0,0.0,65.0,,,1.0,1.0,0.0,0.0,-797.7361,760.4,0.0,2.4,-18.1,,none,(quiet),,raw-only,-180.0,-23.999994,-1356.5,,model→market (spot/smile moved)
2024-11-28 11:45:00,2024-11-28 11:52:00,10,2024-11-28,CE,22700.0,-0.059864163,ITM,217.0,0.5786667,cheap,1355.0,2119.233,-764.2328,-0.36061767,,,764.2328,0.36061767,,,,2.9120028,24107.3,24100.416,39.75,238.44921875,70.20078125000146,11:52,False,True,0.0,0.0,12.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-724.86633,1355.0,0.0,0.0,-12.15,-12.15,none,(quiet),,raw-only,-180.0,-180.0,-969.75,-969.75,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,4,2026-09-22,CE,22650.0,-0.031216279,ITM,17.0,0.045333333,cheap,703.4,1456.0759,-752.6759,-0.5169208,,,752.6759,0.5169208,,,,8.602528,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,13.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-745.6939,703.4,0.0,0.0,0.6,,none,(quiet),,raw-only,-180.0,-180.0,-141.0,,model→market (spot/smile moved)
2026-08-11 14:22:00,2026-08-11 14:25:00,4,2026-08-11,PE,25700.0,0.04929044,ITM,64.0,0.17066666,cheap,1242.2,1978.1812,-735.9811,-0.3720494,-3.8908482,-0.38095778,735.9811,0.3720494,3.8908482,0.5696933,0.9725494,4.8633976,24454.05,24463.95,1.8999999999978172,122.79921874999854,24.80078125,14:25,False,False,0.0,0.0,101.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-737.4239,1242.2,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 14:19:00,2026-08-11 14:40:00,29,2026-08-11,PE,25350.0,0.035929777,ITM,49.0,0.13066667,cheap,876.65,1609.5106,-732.86053,-0.45533133,,,732.86053,0.45533133,,,,4.887989,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,49.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-714.6808,876.65,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2024-12-05 09:24:00,2024-12-05 09:24:00,4,2024-12-05,PE,25900.0,0.055785187,ITM,365.0,0.97333336,cheap,1425.0,2138.9197,-713.9198,-0.33377585,-1.554956,,713.9198,0.33377585,1.554956,,0.55921865,2.1141746,24509.55,24494.725,,30.399218750000728,33.50078125000073,09:24,False,False,0.0,0.0,9.0,0.0,-4150.0,,,3.0,3.0,0.0,0.0,-553.7319,1425.0,0.0,0.0,0.0,8.15,none,(quiet),,raw-only,-180.0,-180.0,-180.0,349.74997,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,3,2026-09-22,CE,22700.0,-0.029011207,ITM,17.0,0.045333333,cheap,668.0,1347.9653,-679.96533,-0.5044383,,,679.96533,0.5044383,,,,7.93742,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,1.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-687.8539,668.0,0.0,0.0,-34.65,,none,(quiet),,raw-only,-180.0,-180.0,-2432.25,,model→market (spot/smile moved)
2024-12-05 10:22:00,2024-12-05 10:22:00,4,2024-12-12,CE,25950.0,0.059900496,OTM,2182.0,5.8186665,cheap,2.1,673.749,-671.64905,-0.9968831,-0.6778268,-190.48343,671.64905,0.9968831,0.6778268,190.48343,0.16851567,0.84634244,24418.45,24441.22,-1.75,121.50078125000073,50.049218749998545,10:22,True,False,1425.0,2000.0,3.0,0.0,-4075.0,,,2.0,2.0,-9.20215e-05,-0.06,-652.08154,2.1,-0.06,0.05,-0.06,-0.06,none,(quiet),,raw-only,-183.9,-176.75,-183.9,-183.9,model→market (spot/smile moved)
2026-02-01 12:11:00,2026-02-01 12:31:00,197,2026-02-10,CE,23900.0,-0.03484488,ITM,2803.0,7.4746666,rich,1586.55,917.0382,669.5118,0.7300806,0.46453506,1.4773692,669.5118,0.7300806,0.46453506,10.273008,0.6673169,0.20278184,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,82.0,0.0,0.0,,0.00093699544,32.0,134.0,-0.0,0.0,339.13864,1586.55,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,model→market (spot/smile moved)
2025-12-09 14:15:00,2025-12-09 14:42:00,28,2025-12-09,PE,27350.0,0.057091013,ITM,47.0,0.12533334,cheap,1466.95,2134.6814,-667.73145,-0.31280145,,,667.73145,0.31280145,,,,5.2024555,25841.3,25832.297,-40.900000000001455,82.34921875000146,113.30078125,14:42,False,False,0.0,0.0,94.0,0.0,0.0,,,1.0,1.0,,0.0,,1466.95,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-12-09 14:20:00,2025-12-09 14:42:00,23,2025-12-09,PE,27400.0,0.058917496,ITM,47.0,0.12533334,cheap,1545.0,2209.1445,-664.14453,-0.30063426,,,664.14453,0.30063426,,,,5.3888454,25841.3,25832.297,-40.900000000001455,82.34921875000146,113.30078125,14:42,False,False,0.0,0.0,197.0,0.0,0.0,,,1.0,1.0,,0.0,,1545.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2026-02-01 12:21:00,2026-02-01 12:31:00,16,2026-02-03,CE,23600.0,-0.046343166,ITM,928.0,2.4746666,rich,1797.0,1138.8788,658.1213,0.57786775,0.9021161,,658.1213,0.57786775,0.9021161,,1.2079154,0.30579937,24669.0,24719.438,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,69.0,0.0,0.0,,0.00085534225,8.0,8.0,0.7126471,-681.3,274.71317,1797.0,0.0,0.0,0.0,-424.45,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2025-12-09 14:01:00,2025-12-09 14:42:00,40,2025-12-09,PE,27300.0,0.055261187,ITM,47.0,0.12533334,cheap,1400.9,2058.8342,-657.93414,-0.31956637,,,657.93414,0.31956637,,,,5.009098,25841.3,25832.297,-40.900000000001455,82.34921875000146,113.30078125,14:42,False,False,0.0,0.0,128.0,0.0,0.0,,,1.0,1.0,,0.0,,1400.9,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2026-02-01 11:09:00,2026-02-01 12:31:00,254,2026-02-10,CE,24100.0,-0.026511498,ITM,2803.0,7.4746666,rich,1387.15,747.18536,639.96466,0.8565005,0.42083603,2.450844,639.96466,0.8565005,0.42083603,9.787293,0.61624134,0.19540532,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,82.0,0.0,0.0,,0.00043215236,32.0,134.0,-0.0,0.0,320.27362,1387.15,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,model→market (spot/smile moved)
2026-02-01 12:19:00,2026-02-01 12:31:00,33,2026-02-03,CE,23650.0,-0.044226762,ITM,928.0,2.4746666,rich,1725.55,1091.237,634.313,0.58127886,0.86036813,,634.313,0.58127886,0.86036813,,1.1626441,0.30227605,24669.0,24719.438,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,71.0,0.0,0.0,,7.1673916e-05,21.0,21.0,0.5704678,-362.7,273.09393,1725.55,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,both
2025-01-02 11:01:00,2025-01-02 11:07:00,6,2025-01-02,PE,25000.0,0.043366972,ITM,262.0,0.6986667,cheap,1061.65,1694.6045,-632.9545,-0.37351164,-1.7797129,-1.1335979,632.9545,0.37351164,1.7797129,1.1335979,0.32803196,2.107745,23924.35,23938.998,64.94999999999709,16.100390625000728,172.79960937500073,11:07,False,False,0.0,75.0,1.0,-87450.0,-88500.0,,,1.0,1.0,-0.0071634525,-4.56,-641.1246,1053.45,0.0,8.2,-13.9,-25.4,none,(quiet),,raw-only,-180.0,353.0,-1083.5,-1831.0,model→market (spot/smile moved)
2026-08-11 13:47:00,2026-08-11 13:56:00,15,2026-08-11,PE,25150.0,0.027610471,ITM,93.0,0.248,cheap,685.0,1315.6467,-630.6468,-0.47934353,-2.703777,-27.036102,630.6468,0.47934353,2.703777,27.036102,0.30446512,3.0082421,24450.15,24465.096,-15.75,126.69960937499854,20.900390625,13:56,False,False,0.0,0.0,32.0,0.0,0.0,,,3.0,4.0,0.0,0.0,-422.94705,685.0,0.0,0.0,0.0,-6.5,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-602.5,model→market (spot/smile moved)
2026-02-01 12:30:00,2026-02-01 12:31:00,5,2026-02-10,CE,23450.0,-0.05385284,ITM,2803.0,7.4746666,rich,1950.0,1326.9788,623.02124,0.46950352,0.5021545,,623.02124,0.46950352,0.5021545,,0.721737,0.21958245,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,130.0,0.0,0.0,,0.0007119979,4.0,4.0,,0.0,,1950.0,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,both
2026-02-01 11:13:00,2026-02-01 12:30:00,78,2026-02-03,CE,23950.0,-0.03526861,ITM,929.0,2.4773333,rich,1503.5,885.0254,618.4746,0.69882137,0.792614,2.2309294,618.4746,0.69882137,0.792614,2.2309294,1.0553421,0.2627281,24777.05,24809.756,-478.1000000000022,663.8492187500015,4.700781250001455,12:30,True,True,0.0,325.0,81.0,0.0,0.0,,-0.0002203094,1.0,1.0,1.1094997,-736.85,-72.72186,1503.5,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2026-09-22 15:11:00,2026-09-22 15:12:00,2,2026-09-22,CE,22750.0,-0.026810987,ITM,17.0,0.045333333,cheap,622.65,1232.6721,-610.0221,-0.49487785,-6.121622,-21.839474,610.0221,0.49487785,6.121622,21.839474,1.0917245,7.213347,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,1.0,0.0,-650.0,,,1.0,1.0,0.0,0.0,-622.74646,622.65,0.0,-20.35,-39.25,,none,(quiet),,raw-only,-180.0,-1502.75,-2731.25,,model→market (spot/smile moved)
2025-12-09 14:01:00,2025-12-09 14:42:00,40,2025-12-09,PE,27200.0,0.05159146,ITM,47.0,0.12533334,cheap,1300.0,1902.3718,-602.3719,-0.31664255,,,602.3719,0.31664255,,,,4.598311,25841.3,25832.297,-40.900000000001455,82.34921875000146,113.30078125,14:42,False,False,0.0,0.0,152.0,0.0,0.0,,,1.0,1.0,,0.0,,1300.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2026-02-01 12:18:00,2026-02-01 12:31:00,190,2026-02-10,CE,23750.0,-0.041140806,ITM,2803.0,7.4746666,rich,1646.4,1050.1869,596.21313,0.567721,0.4388958,,596.21313,0.567721,0.4388958,8.067224,0.6472809,0.2083851,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,136.0,0.0,0.0,,0.0021425118,25.0,134.0,-0.0,0.0,309.21387,1646.4,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,model→market (spot/smile moved)
2024-11-28 11:49:00,2024-11-28 11:49:00,2,2024-11-28,CE,22750.0,-0.05784107,ITM,220.0,0.58666664,cheap,1371.55,1960.0714,-588.5215,-0.3002551,-1.8453933,-9.486547,588.5215,0.3002551,1.8453933,9.486547,0.7277716,2.573165,24107.2,24104.686,49.60000000000218,238.55078125,70.09921875000146,11:49,True,False,0.0,0.0,65.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-604.2103,1371.55,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-02-01 12:27:00,2026-02-01 12:31:00,27,2026-02-10,CE,23600.0,-0.047476627,ITM,2803.0,7.4746666,rich,1767.1,1187.1083,579.99176,0.4885753,0.45031485,,579.99176,0.4885753,0.45031485,,0.6643097,0.21399485,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,160.0,0.0,0.0,,-0.00014777124,16.0,16.0,,0.0,,1767.1,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,both
2026-08-11 14:22:00,2026-08-11 14:25:00,5,2026-08-11,PE,25650.0,0.04734302,ITM,64.0,0.17066666,cheap,1190.0,1769.8417,-579.84174,-0.3276235,-3.2547321,-0.37226748,579.84174,0.3276235,3.2547321,0.50686866,0.87781715,4.1325493,24454.05,24463.95,1.8999999999978172,122.79921874999854,24.80078125,14:25,False,False,0.0,0.0,70.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-581.06415,1190.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-02-01 12:19:00,2026-02-01 15:25:00,191,2026-02-10,CE,23700.0,-0.04329879,ITM,2629.0,7.010667,rich,1661.65,1082.9607,578.68933,0.53435856,0.4584174,1.4535094,578.68933,0.53435856,0.4584174,2.9034584,0.6569093,0.19849186,24739.2,24748.72,-204.0,701.7007812500015,167.44921875,15:25,True,False,0.0,0.0,194.0,0.0,0.0,,-0.00057521486,,,,,,1661.65,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,not closed in session
2025-12-09 14:05:00,2025-12-09 14:32:00,36,2025-12-09,PE,27150.0,0.050355386,ITM,57.0,0.152,cheap,1260.55,1828.9312,-568.38116,-0.3107723,,,568.38116,0.3107723,,,,3.962956,25816.35,25816.703,-82.70000000000073,107.30039062500146,88.349609375,14:32,False,False,0.0,0.0,55.0,0.0,0.0,,,7.0,11.0,0.0,0.0,-356.04706,1260.55,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-02-03 09:15:00,2026-02-03 09:15:00,2,2026-02-03,CE,24250.0,-0.05765269,ITM,374.0,0.99733335,rich,1998.4,1441.6075,556.7924,0.38623023,1.4080993,,556.7924,0.38623023,1.4080993,,1.8163676,0.4082683,25784.45,25689.164,,556.7507812500007,2.69921875,09:15,False,True,520.0,520.0,0.0,0.0,0.0,556.0192,0.016094483,1.0,1.0,0.88139606,-390.3,52.520226,1608.1,-116.2,-71.25,-89.25,-89.25,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,raw-only,,,,,market→model
2026-02-01 12:11:00,2026-02-01 12:31:00,197,2026-02-10,CE,23950.0,-0.032755014,ITM,2803.0,7.4746666,rich,1430.15,873.66473,556.4853,0.63695514,0.3867839,1.5191039,556.4853,0.63695514,0.3867839,7.5228815,0.5877068,0.2009229,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,49.0,0.0,0.0,,-0.0033461428,16.0,134.0,-0.0,0.0,282.06052,1430.15,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,model→market (spot/smile moved)
2026-02-01 12:11:00,2026-02-01 15:25:00,199,2026-02-10,CE,24050.0,-0.028638838,ITM,2629.0,7.010667,rich,1318.2,765.8464,552.35364,0.7212329,0.3910102,1.470069,552.35364,0.7212329,0.3910102,3.0680237,0.5726814,0.18167123,24739.2,24748.72,-204.0,701.7007812500015,167.44921875,15:25,True,False,0.0,0.0,194.0,0.0,0.0,,0.00039205255,,,,,,1318.2,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,not closed in session
2026-02-01 15:15:00,2026-02-01 15:26:00,15,2026-02-03,CE,23350.0,-0.057023212,ITM,753.0,2.008,rich,1922.35,1372.5664,549.78357,0.40055153,1.0032903,,549.78357,0.40055153,1.0032903,,1.2928377,0.2895475,24751.25,24720.188,-198.0,689.6500000000015,179.5,15:26,True,False,0.0,0.0,205.0,0.0,0.0,,0.008340214,,,,,,1922.35,0.0,0.0,,,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,not closed in session
2025-12-09 14:05:00,2025-12-09 14:32:00,36,2025-12-09,PE,27100.0,0.048512068,ITM,57.0,0.152,cheap,1210.95,1757.269,-546.319,-0.31089094,,,546.319,0.31089094,,,,3.8041909,25816.35,25816.703,-82.70000000000073,107.30039062500146,88.349609375,14:32,False,False,0.0,0.0,54.0,0.0,0.0,,,7.0,11.0,0.0,0.0,-364.70892,1210.95,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-01-02 11:15:00,2025-01-02 11:15:00,3,2025-01-02,PE,25250.0,0.052646313,ITM,254.0,0.67733335,cheap,1335.0,1879.2433,-544.2433,-0.28960767,-1.4344473,0.44812205,544.2433,0.28960767,1.4344473,0.6750005,0.7573277,2.191775,23941.0,23955.066,60.0,22.5,189.45000000000073,11:15,False,False,0.0,0.0,26.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-549.68835,1335.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-09-22 15:10:00,2026-09-22 15:12:00,3,2026-09-22,CE,22800.0,-0.024615595,ITM,17.0,0.045333333,cheap,564.75,1107.8866,-543.13666,-0.49024567,,,543.13666,0.49024567,,,,6.410741,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,65.0,650.0,0.0,-65.0,65.0,-3.5945938,,1.0,1.0,0.00045592312,0.25,-548.0881,568.25,-3.5,2.75,-27.7,,none,(quiet),,raw-only,-407.5,-1.25,-1980.5,,model→market (spot/smile moved)
2026-02-01 12:31:00,2026-02-01 12:31:00,1,2026-02-03,CE,23350.0,-0.056992892,ITM,928.0,2.4746666,rich,1922.35,1380.2571,542.09296,0.39274782,0.8422356,,542.09296,0.39274782,0.8422356,,1.1654419,0.32320628,24669.0,24719.438,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,30.0,0.0,0.0,,0.0014825221,1.0,1.0,,0.0,,1922.35,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,both
2026-02-01 12:19:00,2026-02-01 12:30:00,15,2026-02-03,CE,23700.0,-0.045761887,ITM,929.0,2.4773333,rich,1656.0,1122.8865,533.11346,0.47477058,0.77023154,,533.11346,0.47477058,0.77023154,,1.0493864,0.27915487,24777.05,24809.756,-478.1000000000022,663.8492187500015,4.700781250001455,12:30,True,True,0.0,195.0,87.0,0.0,0.0,,0.00028147883,1.0,1.0,1.1505789,-603.8,-79.02065,1656.0,0.0,0.0,-486.0,-486.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2025-04-17 11:16:00,2025-04-17 14:11:00,225,2025-04-17,PE,24900.0,0.042322833,ITM,78.0,0.208,rich,1563.75,1032.898,530.85205,0.51394427,2.8315277,1.1722926,530.85205,0.51394427,3.1577172,1.5667862,3.4406953,0.6091675,23869.15,23868.15,56.35000000000218,-0.0003906249985448085,570.6003906250007,14:11,False,True,0.0,0.0,290.0,0.0,0.0,,-0.051548738,50.0,50.0,,0.0,,1563.75,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2024-12-05 14:12:00,2024-12-05 14:34:00,39,2024-12-05,PE,26250.0,0.05405211,ITM,55.0,0.14666666,rich,1912.15,1381.5166,530.6334,0.38409483,,,530.6334,0.38409483,3.24704,,,0.79867196,24845.8,24868.797,195.95000000000073,5.549218749998545,550.2507812500007,14:34,False,True,0.0,0.0,170.0,0.0,0.0,,0.024379026,17.0,17.0,,0.0,,1912.15,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2026-02-01 12:11:00,2026-02-01 12:33:00,181,2026-02-10,PE,26350.0,0.05941647,ITM,2801.0,7.469333,cheap,1004.85,1530.3962,-525.54626,-0.34340537,,,525.54626,0.34340537,0.03896455,,,0.19404903,24800.25,24829.98,-452.15000000000146,640.6500000000015,228.5,12:33,True,True,0.0,0.0,22.0,0.0,0.0,,0.0014997191,26.0,132.0,0.0,0.0,-265.6826,1004.85,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-02-01 11:08:00,2026-02-01 12:29:00,82,2026-02-03,CE,24050.0,-0.0351866,ITM,930.0,2.48,rich,1403.05,880.6489,522.40106,0.5932001,0.693032,1.9674295,522.40106,0.5932001,0.693032,2.573263,0.93863195,0.24559993,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,0.0,195.0,80.0,0.0,0.0,,0.00010834669,1.0,1.0,1.1734157,-596.4,-88.1402,1403.05,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2024-11-22 09:21:00,2024-11-22 14:52:00,369,2024-12-05,PE,24900.0,0.03694764,ITM,3412.0,9.098666,rich,1440.05,918.27515,521.7749,0.5682119,0.368901,0.7907723,521.7749,0.5682119,0.368901,3.223561,0.4979966,0.1290956,23937.4,23996.793,63.55000000000291,1.1996093749985448,578.400390625,14:52,True,False,0.0,0.0,331.0,0.0,0.0,,-5.400851e-05,,,,,,1440.05,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,not closed in session
2026-02-01 12:21:00,2026-02-01 12:29:00,12,2026-02-10,CE,23650.0,-0.053141087,ITM,2805.0,7.48,rich,1834.2,1312.8436,521.3564,0.3971199,0.43764105,,521.3564,0.3971199,0.43764105,,0.64139956,0.20375848,24906.45,24940.78,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,0.0,65.0,80.0,0.0,0.0,,0.00024589288,1.0,1.0,1.1818514,-588.95,-90.62169,1834.2,0.0,0.0,-588.95,-588.95,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2026-02-01 11:09:00,2026-02-01 12:31:00,253,2026-02-10,CE,24150.0,-0.024438959,ITM,2803.0,7.4746666,rich,1224.35,706.4061,517.9439,0.73320985,0.3400673,2.7767255,517.9439,0.73320985,0.3400673,6.8531857,0.53366387,0.19359656,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,20.0,0.0,0.0,,-0.0016093449,16.0,134.0,-0.0,0.0,264.7341,1341.1,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,model→market (spot/smile moved)
2026-02-01 12:11:00,2026-02-01 12:31:00,196,2026-02-10,PE,26250.0,0.05894265,ITM,2803.0,7.4746666,cheap,995.9,1512.7726,-516.8725,-0.34167233,,,516.8725,0.34167233,0.060321573,3.11445,,0.19240223,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,17.0,0.0,0.0,,0.00043369518,8.0,50.0,0.0,0.0,-282.43268,949.65,49.15,46.25,46.25,46.25,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,3014.75,2826.25,2826.25,2826.25,model→market (spot/smile moved)
2024-11-28 11:34:00,2024-11-28 11:39:00,6,2024-11-28,CE,22700.0,-0.058068063,ITM,230.0,0.61333334,cheap,1350.0,1865.4308,-515.4308,-0.27630657,,,515.4308,0.27630657,0.25514457,,,2.2852626,24068.35,24057.168,-21.25,277.400390625,31.249609375001455,11:39,False,False,0.0,25.0,5.0,0.0,0.0,,,3.0,3.0,0.009577319,5.0,-517.0668,1350.0,0.0,5.0,5.0,-7.15,none,(quiet),,raw-only,-180.0,145.0,145.0,-644.75,model→market (spot/smile moved)
2025-05-08 14:37:00,2025-05-08 15:09:00,32,2025-05-08,PE,25750.0,0.05742752,ITM,20.0,0.053333335,cheap,1402.55,1915.7882,-513.23816,-0.26789922,,,513.23816,0.26789922,0.052837417,,,7.1889944,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,65.0,0.0,0.0,,,2.0,2.0,,0.0,,1402.55,0.0,0.0,0.0,0.0,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,-180.0,both
2026-08-11 13:11:00,2026-08-11 13:29:00,14,2026-08-11,PE,25550.0,0.043085173,ITM,120.0,0.32,cheap,1090.5,1602.2168,-511.71686,-0.31938052,-2.0002682,,511.71686,0.31938052,2.0002682,,0.7289446,2.7292128,24455.05,24472.55,14.549999999999272,121.79921874999854,25.80078125,13:29,False,False,0.0,0.0,6.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-512.9764,1081.45,0.0,0.0,9.05,9.05,none,(quiet),,raw-only,-180.0,-180.0,408.25,408.25,model→market (spot/smile moved)
2024-11-28 11:49:00,2024-11-28 11:49:00,5,2024-11-28,CE,22800.0,-0.055645682,ITM,220.0,0.58666664,cheap,1285.0,1790.288,-505.28802,-0.2822384,,,505.28802,0.2822384,,,,2.2313988,24107.2,24104.686,49.60000000000218,238.55078125,70.09921875000146,11:49,True,False,0.0,0.0,1.0,-19400.0,-19500.0,,,1.0,1.0,0.0,0.0,-484.46274,1285.0,0.0,0.0,0.0,-25.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-1805.0,model→market (spot/smile moved)
2025-05-15 13:29:00,2025-05-15 14:11:00,97,2025-05-15,PE,26450.0,0.051872388,ITM,78.0,0.208,rich,1839.8,1337.2056,502.5944,0.37585422,2.8959515,0.9027188,502.5944,0.37585422,3.1473265,1.0232116,3.5121386,0.6161871,25099.25,25112.953,111.40000000000146,1.7999999999992724,604.7999999999993,14:11,True,False,0.0,0.0,287.0,0.0,0.0,,,55.0,55.0,,0.0,,1839.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2025-04-17 11:27:00,2025-04-17 14:11:00,214,2025-04-17,PE,24950.0,0.04432885,ITM,78.0,0.208,rich,1584.15,1082.9574,501.19257,0.46279988,2.7467513,1.1727115,501.19257,0.46279988,3.0982375,1.9252579,3.3853657,0.63861424,23869.15,23868.15,56.35000000000218,-0.0003906249985448085,570.6003906250007,14:11,False,True,0.0,0.0,296.0,0.0,0.0,,-0.05745365,50.0,50.0,,0.0,,1584.15,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2025-05-08 14:42:00,2025-05-08 15:09:00,29,2025-05-08,PE,25700.0,0.055483885,ITM,20.0,0.053333335,cheap,1358.8,1856.6704,-497.87045,-0.2681523,,,497.87045,0.2681523,0.09770228,,,7.005878,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,65.0,0.0,0.0,,,2.0,2.0,,0.0,,1358.8,0.0,0.0,0.0,0.0,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-12-09 14:48:00,2025-12-09 14:48:00,1,2025-12-09,PE,27400.0,0.05932002,ITM,41.0,0.10933334,cheap,1545.0,2039.032,-494.03192,-0.24228749,,,494.03192,0.24228749,,,,4.8421745,25826.2,25821.9,-28.5,97.45078125000146,98.19921875,14:48,False,False,0.0,0.0,203.0,0.0,0.0,,,1.0,1.0,,0.0,,1545.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2026-04-02 14:55:00,2026-04-02 15:15:00,31,2026-04-07,PE,24050.0,0.056204524,ITM,764.0,2.0373333,rich,1808.55,1319.5449,489.00513,0.3705862,0.9032304,,489.00513,0.3705862,0.9032304,1.4598099,1.2168111,0.3135806,22766.5,22735.566,170.34999999999854,4.5,583.9500000000007,15:15,False,True,0.0,0.0,247.0,0.0,0.0,,0.0013366403,,,,,,1808.55,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,not closed in session
2025-05-08 15:05:00,2025-05-08 15:09:00,6,2025-05-08,PE,25800.0,0.059367385,ITM,20.0,0.053333335,cheap,1486.0,1974.3685,-488.36853,-0.2473543,,,488.36853,0.2473543,5.908918,,,7.367301,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,4.0,0.0,,,,2.0,2.0,,0.0,,1486.0,0.0,0.0,0.0,,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,,both
2025-05-08 14:42:00,2025-05-08 15:09:00,29,2025-05-08,PE,25650.0,0.053536467,ITM,20.0,0.053333335,cheap,1308.95,1796.9677,-488.01767,-0.27157843,,,488.01767,0.27157843,0.09284329,,,6.817578,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,65.0,0.0,0.0,,,2.0,2.0,,0.0,,1308.95,0.0,0.0,0.0,0.0,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,-180.0,both
2026-02-01 12:11:00,2026-02-01 12:30:00,20,2026-02-03,CE,23900.0,-0.037358474,ITM,929.0,2.4773333,rich,1419.2,931.9446,487.25543,0.52283734,0.66068137,2.7416437,487.25543,0.52283734,0.66068137,2.7416437,0.92664826,0.2659669,24777.05,24809.756,-478.1000000000022,663.8492187500015,4.700781250001455,12:30,True,True,0.0,455.0,31.0,0.0,0.0,,-0.0005141019,1.0,1.0,1.1403514,-602.65,-74.17256,1419.2,0.0,0.0,0.0,-325.5,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2025-05-08 14:38:00,2025-05-08 15:09:00,33,2025-05-08,PE,25600.0,0.051585246,ITM,20.0,0.053333335,cheap,1255.3,1736.6255,-481.32556,-0.2771614,,,481.32556,0.2771614,0.26795882,,,6.6236696,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,65.0,0.0,0.0,,,2.0,2.0,,0.0,,1255.3,0.0,0.0,0.0,0.0,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-12-09 14:48:00,2025-12-09 14:48:00,1,2025-12-09,PE,27350.0,0.057493538,ITM,41.0,0.10933334,cheap,1466.95,1943.7994,-476.84943,-0.24531822,,,476.84943,0.24531822,,,,4.5268307,25826.2,25821.9,-28.5,97.45078125000146,98.19921875,14:48,False,False,0.0,0.0,100.0,0.0,0.0,,,1.0,1.0,,0.0,,1466.95,0.0,0.0,0.0,46.85,none,(quiet),,raw-only,-180.0,-180.0,-180.0,2865.25,both
2026-02-03 09:16:00,2026-02-03 09:41:00,26,2026-02-10,PE,26800.0,0.039400835,ITM,2223.0,5.928,cheap,580.0,1051.9943,-471.99423,-0.4486662,,,471.99423,0.4486662,,,,0.16675666,25742.45,25764.59,,598.7507812500007,2.3992187500007276,09:41,True,True,0.0,65.0,25.0,0.0,0.0,,0.00036110776,1.0,1.0,1.0178796,490.0,8.607098,580.0,0.0,0.0,0.0,525.6,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,raw-only,-180.0,-180.0,-180.0,33984.0,market→model
2026-08-11 12:54:00,2026-08-11 12:57:00,11,2026-08-11,PE,25700.0,0.049725983,ITM,152.0,0.40533334,cheap,1242.2,1708.4855,-466.2855,-0.2729233,,,466.2855,0.2729233,1.0008457,,,2.3919647,24443.0,24453.295,5.25,133.84999999999854,13.75,12:57,False,False,0.0,0.0,13.0,0.0,0.0,,,1.0,2.0,0.0,0.0,-346.04663,1242.2,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-05-08 14:44:00,2025-05-08 15:09:00,27,2025-05-08,PE,25550.0,0.04963021,ITM,20.0,0.053333335,cheap,1210.0,1675.582,-465.58206,-0.27786288,,,465.58206,0.27786288,0.05425317,,,6.423668,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,52.0,0.0,0.0,,,2.0,2.0,,0.0,,1210.0,0.0,0.0,0.0,0.0,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-12-09 14:16:00,2025-12-09 14:32:00,27,2025-12-09,PE,26950.0,0.04296164,ITM,57.0,0.152,cheap,1073.25,1532.5776,-459.3276,-0.2997092,,,459.3276,0.2997092,,,,3.2828844,25816.35,25816.703,-82.70000000000073,107.30039062500146,88.349609375,14:32,False,False,0.0,0.0,97.0,0.0,0.0,,,7.0,7.0,0.0,0.0,-354.20197,1073.25,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-05-15 14:11:00,2025-05-15 14:11:00,7,2025-05-15,PE,26650.0,0.059405383,ITM,78.0,0.208,rich,1995.1,1537.2274,457.87262,0.29785615,2.8471973,,457.87262,0.29785615,2.9188335,,3.55238,0.7051828,25099.25,25112.953,111.40000000000146,1.7999999999992724,604.7999999999993,14:11,True,False,0.0,0.0,212.0,0.0,0.0,,,3.0,3.0,,0.0,,1995.1,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2026-04-02 14:15:00,2026-04-02 14:33:00,19,2026-04-07,PE,24050.0,0.0576643,ITM,806.0,2.1493332,rich,1808.55,1353.9677,454.5823,0.33574086,0.8319946,,454.5823,0.33574086,0.8319946,,1.1545228,0.32252815,22701.65,22702.4,157.10000000000218,1.599609375,519.1003906250007,14:33,True,True,0.0,0.0,205.0,0.0,0.0,,-0.0042759357,4.0,4.0,,0.0,,1808.55,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2025-05-15 14:26:00,2025-05-15 14:29:00,4,2025-05-15,PE,26650.0,0.059566773,ITM,60.0,0.16,rich,1995.1,1541.6577,453.44226,0.29412642,,,453.44226,0.29412642,,,,0.8769954,25105.45,25108.9,28.799999999999272,10.80078125,610.9992187499993,14:29,False,True,0.0,0.0,230.0,0.0,0.0,,,1.0,1.0,,0.0,,1995.1,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2026-09-22 15:11:00,2026-09-22 15:12:00,2,2026-09-22,CE,22850.0,-0.022425015,ITM,17.0,0.045333333,cheap,517.0,969.75836,-452.7584,-0.46687752,,,452.7584,0.46687752,,,,5.496391,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,0.0,0.0,2.0,0.0,-585.0,,,1.0,1.0,0.0,0.0,-460.04532,517.0,0.0,-0.2,-32.5,,none,(quiet),,raw-only,-180.0,-193.0,-2292.5,,model→market (spot/smile moved)
2025-04-17 11:07:00,2025-04-17 14:11:00,233,2025-04-24,PE,24650.0,0.032441005,ITM,1578.0,4.208,rich,1250.05,799.37604,450.67395,0.56378216,0.47532603,0.765632,450.67395,0.56378216,0.47532603,12.681002,0.6374284,0.16210237,23869.15,23863.162,56.35000000000218,-0.0003906249985448085,570.6003906250007,14:11,False,True,0.0,0.0,226.0,0.0,0.0,,-0.00039660517,19.0,19.0,0.92995,-420.2,31.652237,1250.05,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2026-02-03 09:17:00,2026-02-03 09:22:00,26,2026-02-03,PE,27300.0,0.05487643,ITM,367.0,0.97866666,rich,1908.85,1458.9797,449.87027,0.3083458,1.1796407,,449.87027,0.3083458,1.1943284,,1.543139,0.3634984,25859.7,25842.238,,481.5007812500007,93.04921874999854,09:22,True,True,0.0,0.0,5.0,0.0,,,0.027057514,21.0,21.0,0.7505605,-337.8,112.263626,1908.85,0.0,0.0,0.0,-337.8,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,raw-only,,,,,market→model
2026-04-02 11:51:00,2026-04-02 15:16:00,212,2026-04-13,PE,23650.0,0.03819516,ITM,2263.0,6.0346665,rich,1426.8,977.07556,449.72443,0.460276,0.37425238,0.9213358,449.72443,0.460276,0.37425238,6.9639378,0.6413016,0.2670492,22770.0,22763.719,136.65000000000146,12.299999999999272,587.4500000000007,15:16,False,True,0.0,0.0,221.0,0.0,0.0,,0.00020338988,7.0,7.0,0.8600155,-392.15,63.83015,1426.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-12-09 14:48:00,2025-12-09 14:48:00,1,2025-12-09,PE,27300.0,0.055663712,ITM,41.0,0.10933334,cheap,1400.9,1846.952,-446.05206,-0.24150711,,,446.05206,0.24150711,,,,4.199521,25826.2,25821.9,-28.5,97.45078125000146,98.19921875,14:48,False,False,0.0,0.0,134.0,0.0,0.0,,,1.0,1.0,,0.0,,1400.9,0.0,0.0,0.0,68.4,none,(quiet),,raw-only,-180.0,-180.0,-180.0,4266.0,both
2025-04-17 12:15:00,2025-04-17 14:11:00,166,2025-04-17,PE,25100.0,0.050322875,ITM,78.0,0.208,rich,1678.2,1233.1414,445.05865,0.36091453,2.6113856,1.1869038,445.05865,0.36091453,2.9684138,1.1946298,3.3383365,0.72695106,23869.15,23868.15,56.35000000000218,-0.0003906249985448085,570.6003906250007,14:11,False,True,0.0,0.0,201.0,0.0,0.0,,,50.0,50.0,,0.0,,1678.2,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2025-04-25 09:20:00,2025-04-25 11:50:00,247,2025-05-08,PE,24900.0,0.0410754,ITM,3219.0,8.584,cheap,591.9,1033.415,-441.515,-0.42723882,,,441.515,0.42723882,0.07191896,,,0.16898635,23851.35,23897.943,-53.0,514.1003906250007,0.7996093750007276,11:50,True,False,0.0,0.0,154.0,0.0,0.0,,-0.0005141428,87.0,87.0,0.597215,253.1,-170.70049,591.9,0.0,0.0,0.0,0.0,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-05-08 14:45:00,2025-05-08 15:09:00,26,2025-05-08,PE,25450.0,0.045708638,ITM,20.0,0.053333335,cheap,1110.65,1551.0946,-440.4446,-0.28395727,,,440.4446,0.28395727,0.5173338,,,6.0030656,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,65.0,0.0,0.0,,,2.0,2.0,,0.0,,1110.65,0.0,0.0,0.0,0.0,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,-180.0,both
2024-10-04 12:34:00,2024-10-04 15:05:00,175,2024-10-17,PE,26250.0,0.046440296,ITM,3399.0,9.064,cheap,764.0,1203.6377,-439.63773,-0.3652575,,,439.63773,0.3652575,0.05517197,1.0476425,,0.14941205,24972.0,25058.816,-49.400000000001455,513.0499999999993,1.4500000000007276,15:05,False,True,0.0,0.0,154.0,0.0,0.0,,0.0003680003,19.0,19.0,0.8867352,382.59,-48.869137,764.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2026-02-01 12:11:00,2026-02-01 12:31:00,199,2026-02-10,PE,26150.0,0.05512585,ITM,2803.0,7.4746666,cheap,978.35,1416.1025,-437.75253,-0.3091249,,,437.75253,0.3091249,0.019121248,,,0.19020164,24669.0,24747.473,-592.5499999999993,771.9000000000015,97.25,12:31,True,True,0.0,0.0,12.0,0.0,65.0,,0.0007967981,5.0,25.0,0.0,0.0,-218.91031,865.95,0.0,0.0,112.4,112.4,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,-180.0,-180.0,7126.0,7126.0,model→market (spot/smile moved)
2025-04-17 11:14:00,2025-04-17 14:11:00,180,2025-04-17,PE,24700.0,0.034258272,ITM,78.0,0.208,rich,1270.0,832.6716,437.32843,0.5252112,2.329954,1.172711,437.32843,0.5252112,2.3493407,1.2776737,2.8214824,0.49152857,23869.15,23868.15,56.35000000000218,-0.0003906249985448085,570.6003906250007,14:11,False,True,0.0,0.0,201.0,0.0,0.0,,-0.0159401,3.0,3.0,0.89569765,-423.4,49.304146,1270.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2026-02-03 09:43:00,2026-02-03 09:49:00,8,2026-02-03,PE,26850.0,0.041018154,ITM,340.0,0.9066667,rich,1513.9,1081.092,432.80795,0.4003433,1.0747867,,432.80795,0.4003433,1.0747867,,1.382949,0.30816242,25776.4,25770.943,-33.349999999998545,564.7996093750007,101.25039062499854,09:49,True,True,0.0,0.0,6.0,0.0,,,0.0018406421,2.0,2.0,0.99689883,-447.45,1.3919413,1513.9,0.0,0.0,-447.45,-307.55,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,raw-only,,,,,market→model
2024-12-05 11:56:00,2024-12-05 14:29:00,154,2024-12-12,CE,23450.0,-0.057407595,ITM,1935.0,5.16,cheap,964.3,1396.9261,-432.6262,-0.30969867,,,432.6262,0.30969867,0.055546775,,,0.2308106,24827.7,24835.6,163.0,11.100781249999272,532.1492187500007,14:29,True,False,0.0,150.0,155.0,0.0,0.0,,0.0025757197,1.0,1.0,0.9735664,429.6,-11.664207,964.3,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2025-04-17 11:14:00,2025-04-17 14:01:00,169,2025-04-17,PE,24600.0,0.030662691,ITM,88.0,0.23466666,rich,1174.0,743.51526,430.4847,0.5789857,2.1150322,1.1078556,430.4847,0.5789857,2.1232595,1.3721906,2.5245934,0.40956122,23863.6,23857.145,75.84999999999854,4.650390625,565.0496093750007,14:01,False,False,0.0,0.0,192.0,0.0,0.0,,,2.0,2.0,0.9796923,-425.0,8.809696,1174.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-05-15 10:31:00,2025-05-15 13:15:00,173,2025-05-15,PE,26100.0,0.045889556,ITM,134.0,0.35733333,rich,1600.0,1170.5559,429.44415,0.36687198,2.056553,2.7429354,429.44415,0.36687198,2.056553,4.374017,2.3380995,0.2815467,24911.35,24929.348,264.25,6.450390624999272,416.8996093749993,13:15,True,True,0.0,0.0,208.0,0.0,0.0,,,10.0,10.0,0.89094204,-400.0,48.96298,1600.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2026-07-08 09:16:00,2026-07-08 14:51:00,371,2026-07-14,PE,25150.0,0.054390408,ITM,1538.0,4.101333,cheap,903.5,1332.7496,-429.24963,-0.32207823,,,429.24963,0.32207823,,,,0.19003266,23813.85,23818.617,-88.70000000000073,486.150390625,8.649609374999272,14:51,True,False,0.0,0.0,197.0,0.0,0.0,,0.0071876333,,,,,,755.9,0.0,0.0,0.0,0.0,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,raw-only,-180.0,-180.0,-180.0,-180.0,not closed in session
2026-02-02 10:43:00,2026-02-02 11:11:00,28,2026-02-03,CE,23400.0,-0.054652818,ITM,633.0,1.688,rich,1743.8,1315.3555,428.44455,0.3257253,0.9288664,3.244363,428.44455,0.3257253,0.9288664,4.318815,1.204347,0.27548057,24715.35,24714.469,-147.95000000000073,227.60039062500073,13.349609375,11:11,True,False,0.0,0.0,99.0,0.0,0.0,,0.019310037,2.0,2.0,0.9665907,-420.8,14.544565,1743.8,0.0,0.0,0.0,-420.8,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,raw-only,,,,,market→model
2025-01-02 12:31:00,2025-01-02 12:31:00,1,2025-01-02,PE,25550.0,0.059598036,ITM,178.0,0.47466666,cheap,1588.0,2016.2124,-428.2124,-0.21238458,-1.3025768,,428.2124,0.21238458,1.3025768,,1.3216045,2.6241813,24058.35,24071.758,101.59999999999854,5.050390625001455,306.7996093750007,12:31,True,False,0.0,0.0,22.0,0.0,0.0,,,1.0,1.0,,0.0,,1588.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-05-08 14:37:00,2025-05-08 15:08:00,32,2025-05-08,PE,25500.0,0.047517195,ITM,21.0,0.056,cheap,1185.15,1612.5973,-427.44733,-0.2650676,-4.6988344,-21.801079,427.44733,0.2650676,4.6988344,21.801079,1.3792036,6.078038,24318.25,24316.648,-25.150000000001455,129.0,74.25,15:08,True,False,0.0,1875.0,3.0,0.0,-225.0,,,3.0,3.0,,4.6,,1148.2,0.0,10.75,56.8,36.95,low,India open after overnight US data: FOMC,,raw-only,-180.0,518.75,3512.0,2221.75,both
2026-02-01 12:31:00,2026-02-01 13:21:00,178,2026-02-03,CE,23950.0,-0.048355337,ITM,878.0,2.3413334,cheap,766.65,1193.7847,-427.1346,-0.35779873,,,427.1346,0.35779873,,,,0.2697678,25145.0,25136.568,145.5,295.90000000000146,573.25,13:21,True,True,0.0,0.0,50.0,0.0,0.0,,-0.0016502894,90.0,114.0,0.0,0.0,-214.36981,766.65,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2024-12-05 12:01:00,2024-12-05 14:34:00,156,2024-12-12,CE,23550.0,-0.05373309,ITM,1930.0,5.1466665,cheap,887.8,1314.8108,-427.01077,-0.32476977,,,427.01077,0.32476977,0.07276417,2.7106602,,0.22886673,24845.8,24850.03,195.95000000000073,5.549218749998545,550.2507812500007,14:34,False,True,0.0,0.0,210.0,0.0,0.0,,0.0029008149,2.0,2.0,1.0036039,423.3,1.5200809,887.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2026-08-11 13:47:00,2026-08-11 13:57:00,16,2026-08-11,PE,25100.0,0.025552865,ITM,92.0,0.24533333,cheap,633.55,1059.5693,-426.01932,-0.40206838,-1.9498067,-27.147818,426.01932,0.40206838,1.9498067,27.147818,0.31260186,2.2624085,24448.8,24466.748,-25.799999999999272,128.04921874999854,19.55078125,13:57,False,False,65.0,0.0,0.0,0.0,-585.0,-0.1321332,,2.0,3.0,0.0,0.0,-281.08917,629.75,0.0,3.25,3.2,-4.55,none,(quiet),,raw-only,-180.0,31.25,28.0,-475.75,model→market (spot/smile moved)
2025-04-17 12:48:00,2025-04-17 13:36:00,111,2025-04-17,PE,25200.0,0.05712871,ITM,113.0,0.30133334,rich,1824.15,1400.2675,423.88257,0.30271542,2.2084558,0.824704,423.88257,0.30271542,2.2084558,6.6150017,2.865865,0.65740925,23793.35,23800.707,32.04999999999927,5.400390625,494.7996093750007,13:36,False,False,0.0,75.0,164.0,0.0,0.0,,,1.0,1.0,0.9870535,-425.15,5.5763807,1824.15,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-04-25 11:36:00,2025-04-25 11:44:00,8,2025-04-30,PE,25400.0,0.059991352,ITM,1350.0,3.6,cheap,1057.09,1480.2736,-423.1835,-0.28588197,,,423.1835,0.28588197,,,,0.22024548,23903.4,23921.025,-36.94999999999709,462.0496093750007,24.200390624999272,11:44,False,True,0.0,0.0,138.0,0.0,0.0,,0.0030392464,1.0,1.0,,0.0,,1057.09,0.0,0.0,0.0,0.0,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-12-09 14:24:00,2025-12-09 14:32:00,17,2025-12-09,PE,27000.0,0.044815205,ITM,57.0,0.152,cheap,1186.4,1609.2952,-422.8952,-0.26278287,-2.614596,-17.64935,422.8952,0.26278287,2.889472,17.64935,0.8505319,3.4651277,25816.35,25816.703,-82.70000000000073,107.30039062500146,88.349609375,14:32,False,False,150.0,0.0,0.0,-300.0,-2700.0,-2.993834,,7.0,7.0,-0.009850207,-3.55,-363.94852,1173.2,-2.85,1.15,9.65,12.45,none,(quiet),,raw-only,-365.25,-105.25,447.24997,629.25,model→market (spot/smile moved)
2025-04-25 11:24:00,2025-04-25 11:32:00,8,2025-04-30,PE,25400.0,0.059930354,ITM,1362.0,3.632,cheap,1057.09,1478.8553,-421.7653,-0.28519714,,,421.7653,0.28519714,,,,0.21965103,23906.8,23922.484,-13.75,458.6492187500007,27.600781249999272,11:32,False,False,0.0,0.0,126.0,0.0,0.0,,0.002978157,1.0,1.0,,0.0,,1057.09,0.0,0.0,0.0,0.0,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-04-25 12:11:00,2025-04-25 12:11:00,198,2025-04-30,PE,25400.0,0.059941918,ITM,1323.0,3.528,cheap,1057.09,1478.8547,-421.7647,-0.28519684,,,421.7647,0.28519684,,,,0.21918872,23911.7,23922.209,-14.450000000000728,453.7507812500007,63.849218750001455,12:11,False,False,0.0,0.0,165.0,0.0,0.0,,0.0045571756,99.0,198.0,0.0,0.0,-230.15604,1057.09,0.0,0.0,0.0,0.0,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-04-25 09:29:00,2025-04-25 11:19:00,112,2025-04-30,PE,25400.0,0.059876647,ITM,1375.0,3.6666667,cheap,1057.09,1477.5507,-420.46063,-0.28456596,,,420.46063,0.28456596,,,,0.21833724,23898.8,23923.77,-77.54999999999927,466.6492187500007,7.600781249999272,11:19,True,False,0.0,0.0,113.0,0.0,0.0,,0.0025405271,2.0,2.0,,0.0,,1057.09,0.0,0.0,0.0,0.0,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-05-08 14:41:00,2025-05-08 15:09:00,30,2025-05-08,PE,25400.0,0.043742068,ITM,20.0,0.053333335,cheap,1070.0,1487.4718,-417.47186,-0.28065866,,,417.47186,0.28065866,1.5989149,,,5.781064,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,23.0,0.0,0.0,,,2.0,2.0,,0.0,,1058.3,0.0,11.7,11.7,11.7,low,India open after overnight US data: FOMC,,raw-only,-180.0,580.5,580.5,580.5,both
2025-01-06 09:16:00,2025-01-06 09:33:00,18,2025-01-16,CE,25500.0,0.058859926,OTM,3356.0,8.949333,cheap,3.15,418.6967,-415.5467,-0.99247664,-0.38558468,,415.5467,0.99247664,0.38558468,,0.14148012,0.5270648,24049.55,24042.39,,40.39921875000073,33.150781249998545,09:33,False,True,4575.0,5325.0,0.0,-1350.0,32850.0,,-0.37415165,1.0,1.0,,0.0,,3.3,-0.1,0.0,-0.1,-0.25,none,(quiet),,raw-only,-186.5,-180.0,-186.5,-196.25,both
2025-01-06 09:31:00,2025-01-06 09:33:00,3,2025-01-16,PE,25500.0,0.058859926,ITM,3356.0,8.949333,cheap,1460.0,1873.3074,-413.30734,-0.22062975,-0.37415165,,413.30734,0.22062975,0.37415165,,0.15291317,0.5270648,24049.55,24042.39,,40.39921875000073,33.150781249998545,09:33,False,True,0.0,150.0,2.0,0.0,,,-0.38558468,1.0,1.0,,9.8,,1460.0,0.0,9.8,79.8,-2.0,none,(quiet),,raw-only,-180.0,457.0,5007.0,-310.0,both
2025-04-07 15:24:00,2025-04-07 15:24:00,6,2025-04-17,PE,23650.0,0.058409143,ITM,2255.0,6.0133333,rich,1780.15,1369.3505,410.79956,0.29999593,0.42464122,,410.79956,0.29999593,0.42464122,,0.6835421,0.25890085,22242.95,22308.191,220.04999999999927,1.8507812499992724,499.29921874999854,15:24,True,False,0.0,0.0,139.0,0.0,0.0,,-0.0040738387,,,,,,1780.15,0.0,,,,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,,,,,not closed in session
2025-04-07 15:06:00,2025-04-07 15:24:00,24,2025-04-17,PE,23550.0,0.05417185,ITM,2255.0,6.0133333,rich,1684.75,1274.1677,410.5823,0.32223567,0.41103688,,410.5823,0.32223567,0.41103688,,0.6645244,0.2534875,22242.95,22308.191,220.04999999999927,1.8507812499992724,499.29921874999854,15:24,True,False,0.0,0.0,146.0,0.0,0.0,,-0.0018169602,,,,,,1684.75,0.0,0.0,0.0,,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,,,,,not closed in session
2026-08-11 14:36:00,2026-08-11 14:40:00,3,2026-08-11,PE,25300.0,0.033955444,ITM,49.0,0.13066667,cheap,848.0,1257.5591,-409.55902,-0.32567778,-2.6341643,-8.765104,409.55902,0.32567778,2.6341643,8.765104,0.73849666,3.372661,24441.9,24455.35,-15.0,134.94960937499854,12.650390625,14:40,False,False,0.0,0.0,2.0,0.0,130.0,,,1.0,1.0,0.0,0.0,-413.22223,845.55,2.45,2.45,-8.6,-36.55,none,(quiet),,raw-only,-20.749996,-20.749996,-739.0,-2555.75,model→market (spot/smile moved)
2026-02-19 09:24:00,2026-02-19 15:27:00,365,2026-02-24,PE,26650.0,0.04785877,ITM,1127.0,3.0053334,cheap,840.5,1249.7422,-409.2422,-0.3274613,,,409.2422,0.3274613,,,,0.21832639,25397.45,25404.604,-135.95000000000073,487.8507812499993,8.69921875,15:27,False,False,0.0,0.0,337.0,0.0,0.0,,-0.0007452993,,,,,,781.5,0.0,0.0,0.0,59.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,3655.0,not closed in session
2024-12-13 11:59:00,2024-12-13 15:29:00,206,2024-12-19,PE,26050.0,0.048857134,ITM,1500.0,4.0,rich,1648.9,1241.5885,407.3115,0.32805675,0.5501926,2.036803,407.3115,0.32805675,0.5501926,3.9603062,0.70137495,0.15118234,24781.3,24807.863,36.14999999999782,10.999218749999272,600.5007812500007,15:29,False,False,0.0,0.0,350.0,0.0,0.0,,0.0073564304,,,,,,1648.9,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,not closed in session
2026-04-02 14:51:00,2026-04-02 14:51:00,1,2026-04-07,PE,24050.0,0.05985249,ITM,788.0,2.1013334,rich,1808.55,1404.0493,404.5007,0.2880958,0.7798796,,404.5007,0.2880958,0.7798796,,1.120042,0.3401623,22658.95,22652.78,5.700000000000728,47.700781250001455,476.3992187500007,14:51,True,False,0.0,0.0,223.0,0.0,0.0,,-0.010105378,1.0,1.0,,0.0,,1808.55,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2025-05-15 10:31:00,2025-05-15 13:33:00,208,2025-05-15,PE,25900.0,0.035963364,ITM,116.0,0.30933332,rich,1317.75,914.8571,402.89288,0.44038886,1.8833082,1.29294,402.89288,0.44038886,1.9017447,7.217505,2.1832106,0.29990238,24969.15,24985.1,233.3000000000029,7.999609375001455,474.7003906249993,13:33,True,False,0.0,0.0,253.0,0.0,0.0,,,2.0,2.0,0.9519419,-381.8,19.27489,1317.75,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2024-11-28 10:32:00,2024-11-28 14:13:00,283,2024-12-05,PE,24950.0,0.04063042,ITM,1951.0,5.2026668,cheap,600.0,1000.0338,-400.0338,-0.4000203,,,400.0338,0.4000203,,,,0.1576348,23879.6,23956.59,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,0.0,0.0,224.0,0.0,0.0,,-0.0005986028,62.0,62.0,0.8698007,344.25,-51.530334,600.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2024-12-13 11:17:00,2024-12-13 12:00:00,48,2024-12-19,PE,25800.0,0.047971096,ITM,1709.0,4.5573335,rich,1608.0,1208.7411,399.25888,0.33030966,0.4950066,2.6871862,399.25888,0.33030966,0.4950066,2.6871862,0.648686,0.15367942,24575.4,24591.562,279.15000000000146,23.399609374999272,394.6003906250007,12:00,True,True,0.0,0.0,82.0,0.0,0.0,,0.0011932137,5.0,5.0,0.8470764,-350.35,63.24905,1608.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-12-09 14:17:00,2025-12-09 14:32:00,26,2025-12-09,PE,26850.0,0.03924416,ITM,57.0,0.152,cheap,977.8,1372.368,-394.56802,-0.2875089,,,394.56802,0.2875089,,,,2.8863873,25816.35,25816.703,-82.70000000000073,107.30039062500146,88.349609375,14:32,False,False,0.0,0.0,69.0,0.0,0.0,,,3.0,7.0,0.0,0.0,-204.73659,977.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-04-02 12:24:00,2026-04-02 15:16:00,179,2026-04-13,CE,21550.0,-0.05479214,ITM,2263.0,6.0346665,cheap,934.45,1327.1802,-392.73022,-0.29591325,,,392.73022,0.29591325,0.26762068,3.329173,,0.37073243,22770.0,22763.719,136.65000000000146,12.299999999999272,587.4500000000007,15:16,False,True,0.0,0.0,260.0,0.0,0.0,,,7.0,7.0,0.8393801,328.95,-62.94635,934.45,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2025-01-06 10:45:00,2025-01-06 11:54:00,70,2025-01-16,CE,22500.0,-0.05049998,ITM,3215.0,8.573334,rich,1576.3,1184.386,391.914,0.33090058,0.33632025,1.1943357,391.914,0.33090058,0.33632025,6.660815,0.5161361,0.17981587,23627.2,23665.43,-125.09999999999854,462.7507812500007,6.94921875,11:54,False,False,0.0,75.0,147.0,0.0,0.0,,-8.276472e-06,1.0,1.0,1.0002258,-396.3,-0.08943758,1576.3,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-04-17 13:49:00,2025-04-17 13:49:00,2,2025-04-24,PE,25300.0,0.059526045,ITM,1600.0,4.266667,rich,1853.75,1462.6649,391.0851,0.26737848,0.550654,,391.0851,0.26737848,0.550654,,0.74623907,0.19558501,23840.35,23837.938,51.849999999998545,1.7503906249985448,541.7996093750007,13:49,False,False,0.0,0.0,186.0,0.0,0.0,,0.0013299068,2.0,2.0,0.99201226,-391.15,3.1495547,1853.75,-391.15,-391.15,-395.75,-395.75,none,(quiet),,raw-only,,,,,market→model
2026-02-01 12:11:00,2026-02-01 12:29:00,19,2026-02-10,PE,26450.0,0.05875196,ITM,2805.0,7.48,cheap,1125.7,1515.854,-390.154,-0.2573823,,,390.154,0.2573823,,,,0.18061043,24906.45,24940.78,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,0.0,0.0,159.0,0.0,0.0,,0.0042237947,1.0,1.0,,0.0,,1125.7,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-01-02 10:30:00,2025-01-02 10:45:00,20,2025-01-02,PE,24800.0,0.03719957,ITM,284.0,0.75733334,cheap,900.0,1287.1888,-387.1888,-0.30080187,,,387.1888,0.30080187,0.2915357,5.9012947,,1.4074156,23881.0,23894.398,42.099999999998545,17.549999999999272,129.45000000000073,10:45,False,True,0.0,525.0,1.0,-71925.0,-71925.0,,,2.0,2.0,0.0,0.0,-379.95554,909.9,0.0,-11.9,-9.9,-59.9,none,(quiet),,raw-only,-180.0,-953.5,-823.5,-4073.5,model→market (spot/smile moved)
2024-12-05 10:09:00,2024-12-05 10:22:00,28,2024-12-12,PE,25900.0,0.057971854,ITM,2182.0,5.8186665,cheap,1455.55,1842.5337,-386.9837,-0.21002802,,,386.9837,0.21002802,0.025288349,,,0.61757785,24418.45,24441.22,-1.75,121.50078125000073,50.049218749998545,10:22,True,False,0.0,0.0,14.0,0.0,,,-0.45281735,2.0,2.0,0.0,0.0,-379.5648,1455.55,0.0,0.0,1.3,5.3,none,(quiet),,raw-only,-180.0,-180.0,-95.5,164.50002,model→market (spot/smile moved)
2025-04-25 09:29:00,2025-04-25 11:50:00,194,2025-05-08,PE,25200.0,0.053051595,ITM,3219.0,8.584,cheap,932.05,1316.9296,-384.87952,-0.29225522,,,384.87952,0.29225522,0.06321962,,,0.17674017,23851.35,23897.943,-53.0,514.1003906250007,0.7996093750007276,11:50,True,False,0.0,0.0,130.0,0.0,0.0,,0.0011499943,54.0,54.0,0.7931539,299.0,-77.976036,851.0,0.0,0.0,81.05,81.05,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,raw-only,-180.0,-180.0,5088.25,5088.25,market→model
2024-12-05 15:10:00,2024-12-05 15:10:00,2,2024-12-05,PE,26250.0,0.059919886,ITM,19.0,0.050666668,rich,1912.15,1528.0702,384.0798,0.2513496,,,384.0798,0.2513496,,,,1.7155228,24737.65,24723.299,-46.64999999999782,120.099609375,442.1003906250007,15:10,True,False,0.0,0.0,206.0,0.0,0.0,,,2.0,2.0,,-367.7,,1912.15,-367.7,-382.85,-382.85,,none,(quiet),,raw-only,,,,,both
2025-12-09 14:24:00,2025-12-09 14:32:00,18,2025-12-09,PE,26900.0,0.041104626,ITM,57.0,0.152,cheap,1069.65,1453.7046,-384.0546,-0.26419026,,,384.0546,0.26419026,2.2768178,28.746613,,3.090506,25816.35,25816.703,-82.70000000000073,107.30039062500146,88.349609375,14:32,False,False,0.0,0.0,11.0,0.0,-300.0,,,3.0,7.0,0.0,0.0,-197.75858,1069.65,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2024-12-05 10:13:00,2024-12-05 10:22:00,11,2024-12-12,CE,25900.0,0.057971854,OTM,2182.0,5.8186665,cheap,2.2,386.0439,-383.84393,-0.99430114,-0.45281735,-104.0822,383.84393,0.99430114,0.45281735,104.0822,0.16476052,0.61757785,24418.45,24441.22,-1.75,121.50078125000073,50.049218749998545,10:22,True,False,950.0,4650.0,1.0,0.0,12900.0,,,2.0,2.0,0.00013475193,0.05,-371.0022,2.29,-0.04,-0.14,-0.09,-0.14,none,(quiet),,raw-only,-182.59999,-189.1,-185.84999,-189.1,model→market (spot/smile moved)
2025-05-08 14:38:00,2025-05-08 15:05:00,33,2025-05-08,PE,25350.0,0.041543398,ITM,24.0,0.064,cheap,1036.5,1419.1628,-382.66284,-0.26963982,-3.7379768,,382.66284,0.26963982,4.106285,,1.3298049,5.067782,24310.7,24318.451,-35.14999999999782,136.55078125,66.69921875,15:05,True,False,2775.0,150.0,0.0,0.0,0.0,-4.865538,,6.0,6.0,,5.15,,1006.0,0.0,0.0,0.0,35.65,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,2137.25,both
2025-01-06 14:45:00,2025-01-06 14:45:00,42,2025-01-09,PE,25050.0,0.059961237,ITM,1169.0,3.1173334,cheap,1075.0,1457.6298,-382.6297,-0.2625013,,,382.6297,0.2625013,,,,0.20655955,23590.7,23592.115,-31.899999999997817,499.2507812500007,38.799218749998545,14:45,True,False,0.0,0.0,294.0,0.0,0.0,,0.022729037,2.0,2.0,,0.0,,1075.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2024-12-04 15:25:00,2024-12-04 15:29:00,5,2024-12-05,PE,25900.0,0.057359137,ITM,375.0,1.0,cheap,1459.2,1839.7402,-380.54028,-0.20684457,-0.96282357,-8.058899,380.54028,0.20684457,0.96282357,8.058899,0.5374027,1.5002263,24461.55,24456.201,23.450000000000728,111.64921875000073,95.25078125000073,15:29,False,False,0.0,0.0,55.0,0.0,0.0,,,,,,,,1459.2,0.0,,,,none,(quiet),,raw-only,-180.0,,,,not closed in session
2024-11-28 11:38:00,2024-11-28 11:39:00,4,2024-11-28,CE,22750.0,-0.055867843,ITM,230.0,0.61333334,cheap,1371.55,1752.0356,-380.4857,-0.21716778,-1.1276392,-6.342839,380.4857,0.21716778,1.1276392,6.342839,0.95920587,2.0868452,24068.35,24057.168,-21.25,277.400390625,31.249609375001455,11:39,False,False,0.0,0.0,55.0,0.0,0.0,,,1.0,3.0,0.0,0.0,-222.23492,1371.55,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2024-11-22 11:38:00,2024-11-22 14:52:00,232,2024-12-05,CE,22950.0,-0.044602223,ITM,3412.0,9.098666,cheap,712.5,1092.1989,-379.6989,-0.3476463,,,379.6989,0.3476463,0.105675206,9.490603,,0.19463627,23937.4,23996.793,63.55000000000291,1.1996093749985448,578.400390625,14:52,True,False,0.0,0.0,265.0,0.0,0.0,,-2.7641117e-05,,,,,,712.5,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,not closed in session
2026-02-01 12:11:00,2026-02-01 12:27:00,22,2026-02-03,CE,23800.0,-0.04873406,ITM,932.0,2.4853334,rich,1573.15,1193.5496,379.60043,0.3180433,0.6314045,,379.60043,0.3180433,0.6314045,,0.8808671,0.24946256,24986.4,24988.598,-322.0,454.49960937500146,18.200390624999272,12:27,True,True,0.0,65.0,97.0,0.0,0.0,,0.00038533786,1.0,1.0,1.0307742,-360.8,-10.771846,1573.15,0.0,0.0,0.0,-408.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2025-04-07 15:11:00,2025-04-07 15:11:00,1,2025-04-17,PE,23650.0,0.059889447,ITM,2268.0,6.048,rich,1780.15,1401.0011,379.14896,0.27062717,0.40201688,,379.14896,0.27062717,0.40201688,,0.6625155,0.26049867,22205.5,22275.193,203.29999999999927,5.349999999998545,461.84999999999854,15:11,True,True,0.0,0.0,126.0,0.0,0.0,,0.00030297655,1.0,1.0,,0.0,,1780.15,0.0,0.0,0.0,,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,,,,,both
2024-12-05 15:00:00,2024-12-05 15:10:00,14,2024-12-05,PE,26050.0,0.052271664,ITM,19.0,0.050666668,rich,1706.2,1327.9117,378.2882,0.2848745,,,378.2882,0.2848745,0.33530495,,,1.4995699,24737.65,24723.299,-46.64999999999782,120.099609375,442.1003906250007,15:10,True,False,0.0,25.0,13.0,0.0,0.0,,,1.0,1.0,0.99530137,-372.45,1.7582675,1706.2,0.0,0.0,-378.5,,none,(quiet),,raw-only,,,,,market→model
2024-11-28 11:36:00,2024-11-28 11:39:00,7,2024-11-28,CE,22800.0,-0.05367245,ITM,230.0,0.61333334,cheap,1255.0,1632.0204,-377.02045,-0.23101453,,,377.02045,0.23101453,0.68806183,11.506024,,1.8699574,24068.35,24057.168,-21.25,277.400390625,31.249609375001455,11:39,False,False,25.0,25.0,0.0,0.0,-25.0,-2.2100534,,1.0,3.0,0.01416426,3.0,-208.80069,1245.15,0.4,10.44,39.85,39.85,none,(quiet),,raw-only,-154.0,498.59998,2410.25,2410.25,model→market (spot/smile moved)
2025-01-06 10:28:00,2025-01-06 14:37:00,250,2025-01-09,PE,25050.0,0.05972889,ITM,1177.0,3.1386666,cheap,1075.0,1451.925,-376.925,-0.25960362,,,376.925,0.25960362,,,,0.19830325,23589.25,23597.598,-62.400000000001455,500.7000000000007,2.400000000001455,14:37,False,False,0.0,0.0,286.0,0.0,0.0,,0.030151954,1.0,1.0,,0.0,,1075.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-12-09 14:04:00,2025-12-09 14:28:00,36,2025-12-09,PE,26750.0,0.03502127,ITM,61.0,0.16266666,cheap,856.7,1233.1044,-376.40442,-0.30524942,,,376.40442,0.30524942,1.4706388,19.662766,,2.5352585,25829.2,25829.395,-64.5,94.45078125000146,101.19921875,14:28,False,False,0.0,0.0,59.0,0.0,0.0,,,1.0,1.0,0.0,0.0,-283.01675,856.7,0.0,0.0,0.0,75.3,none,(quiet),,raw-only,-180.0,-180.0,-180.0,4714.5,model→market (spot/smile moved)
2024-11-04 09:18:00,2024-11-04 11:11:00,358,2024-11-14,PE,25200.0,0.05560069,ITM,3258.0,8.688,cheap,1000.0,1370.9749,-370.97485,-0.27059203,,,370.97485,0.27059203,,,,0.16770284,23827.75,23837.104,-95.0,489.0,1.8499999999985448,11:11,True,False,0.0,0.0,113.0,0.0,0.0,,0.0002198054,217.0,245.0,0.0,0.0,-188.73375,1000.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-05-15 13:06:00,2025-05-15 14:11:00,120,2025-05-15,PE,26300.0,0.04618517,ITM,78.0,0.208,rich,1557.55,1187.1918,370.35822,0.31196156,2.2789092,0.8937484,370.35822,0.31196156,2.972754,1.0519162,2.8285158,0.5496065,25099.25,25112.953,111.40000000000146,1.7999999999992724,604.7999999999993,14:11,True,False,0.0,0.0,211.0,0.0,0.0,,,55.0,55.0,,0.0,,1557.55,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2025-01-06 10:22:00,2025-01-06 11:56:00,134,2025-01-16,PE,24900.0,0.05118057,ITM,3213.0,8.568,cheap,880.0,1249.5037,-369.50366,-0.29572037,,,369.50366,0.29572037,0.031091984,,,0.15359281,23614.1,23657.666,-155.8000000000029,475.8503906250007,5.099609375,11:56,True,False,0.0,0.0,113.0,0.0,0.0,,0.0021960516,16.0,16.0,0.7137719,258.15,-103.52018,880.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2024-11-22 10:51:00,2024-11-22 14:07:00,205,2024-11-28,PE,24950.0,0.044703785,ITM,1582.0,4.2186666,rich,1461.75,1093.0299,368.7201,0.3373376,0.4722765,2.0257564,368.7201,0.3373376,0.4722765,7.5789165,0.6376517,0.16537519,23844.95,23859.203,134.15000000000146,6.100781249999272,485.94921875,14:07,False,False,0.0,1250.0,268.0,0.0,0.0,,0.00017930365,1.0,1.0,1.0410122,-379.5,-14.950968,1461.75,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-05-08 14:35:00,2025-05-08 15:05:00,34,2025-05-08,PE,25300.0,0.03956906,ITM,24.0,0.064,cheap,986.8,1353.3671,-366.56705,-0.2708556,-3.559263,,366.56705,0.2708556,3.852001,,1.2892138,4.848477,24310.7,24318.451,-35.14999999999782,136.55078125,66.69921875,15:05,True,False,8400.0,150.0,0.0,-75.0,-675.0,-5.1648064,,6.0,6.0,,6.45,,950.05,0.0,0.0,0.0,43.2,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,2628.0,both
2025-04-07 09:15:00,2025-04-07 09:15:00,32,2025-04-17,PE,23050.0,0.045991465,ITM,2624.0,6.9973335,cheap,706.55,1072.9487,-366.39877,-0.34148765,,,366.39877,0.34148765,0.09114863,2.6062381,,0.21584298,22026.6,22013.904,,11.300390625001455,282.94960937499854,09:15,False,True,2175.0,7500.0,0.0,0.0,0.0,,,1.0,1.0,0.7083544,245.4,-101.036736,951.95,88.89,-19.85,-103.8,92.25,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,5597.85,-1470.25,-6927.0,5816.25,market→model
2026-03-09 09:15:00,2026-03-09 09:15:00,1,2026-03-10,PE,25350.0,0.05890419,ITM,749.0,1.9973333,cheap,1086.75,1453.0072,-366.25726,-0.25206843,,,366.25726,0.25206843,,,,0.30481344,23909.1,23899.906,,50.60039062500073,103.44960937499854,09:15,False,True,65.0,650.0,0.0,0.0,0.0,367.42175,0.011144506,1.0,1.0,,432.45,,1519.2,23.05,81.1,56.8,92.3,high,"Sensex -1,353 to 77,566 as Hormuz stays shut, Brent >$100",,raw-only,1318.25,5091.5,3512.0,5819.5,both
2024-11-04 11:02:00,2024-11-04 11:12:00,18,2024-11-07,CE,22450.0,-0.058108915,ITM,1382.0,3.6853333,rich,1713.95,1347.8127,366.1372,0.27165288,0.5536843,,366.1372,0.27165288,0.5536843,,0.7956383,0.24195404,23825.55,23793.193,-93.65000000000146,491.19921875,1.3507812499992724,11:12,False,False,0.0,0.0,103.0,0.0,0.0,,0.0176892,9.0,9.0,,0.0,,1713.95,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,both
2026-07-08 13:46:00,2026-07-08 14:58:00,97,2026-07-14,PE,25300.0,0.05984164,ITM,1531.0,4.082667,cheap,1104.95,1470.1471,-365.1971,-0.24840854,,,365.1971,0.24840854,,,,0.19874975,23821.3,23830.416,-76.90000000000146,478.69921875,16.100781249999272,14:58,False,True,0.0,0.0,133.0,0.0,0.0,,0.009049869,28.0,28.0,0.88555163,325.05,-42.009342,1104.95,0.0,0.0,0.0,0.0,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2025-01-06 10:19:00,2025-01-06 14:41:00,270,2025-01-16,CE,23100.0,-0.021515418,ITM,3048.0,8.128,rich,975.0,611.24475,363.75525,0.59510577,0.23992425,1.6478258,363.75525,0.59510577,0.23992425,15.277871,0.41672242,0.17679815,23553.1,23602.39,-97.40000000000146,536.8503906250007,1.1996093749985448,14:41,True,True,0.0,0.0,263.0,0.0,0.0,,-0.0005974912,7.0,7.0,0.9743043,-350.15,9.234625,975.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2024-11-27 09:15:00,2024-11-27 12:21:00,187,2024-11-28,CE,22900.0,-0.05856149,ITM,563.0,1.5013334,cheap,1019.65,1381.9354,-362.28546,-0.26215804,,,362.28546,0.26215804,,,,0.3117113,24251.1,24281.104,71.59999999999854,17.750390624998545,105.44960937499854,12:21,True,False,0.0,25.0,186.0,0.0,0.0,,-0.0053808615,1.0,1.0,0.9965984,372.85,-1.272609,1019.65,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2024-10-04 12:56:00,2024-10-04 15:05:00,153,2024-10-10,CE,23750.0,-0.051161524,ITM,1524.0,4.064,rich,1618.1,1256.7126,361.38733,0.2875656,0.4638532,0.6058882,361.38733,0.2875656,0.4638532,1.8801527,0.6935601,0.22970693,24972.0,24996.705,-49.400000000001455,513.0499999999993,1.4500000000007276,15:05,False,True,0.0,0.0,254.0,0.0,0.0,,-0.0010384028,,,,,,1618.1,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,not closed in session
2025-05-02 10:12:00,2025-05-02 12:41:00,281,2025-05-15,PE,25300.0,0.041921604,ITM,3543.0,9.448,cheap,699.0,1059.924,-360.924,-0.34051877,,,360.924,0.34051877,0.0645554,,,0.14936894,24245.9,24261.307,-68.94999999999709,343.24960937500146,7.400390625,12:41,False,True,0.0,0.0,146.0,0.0,0.0,,-0.00028141335,51.0,135.0,0.0,0.0,-189.8965,696.0,0.0,3.0,3.0,3.0,none,(quiet),,raw-only,-180.0,15.0,15.0,15.0,model→market (spot/smile moved)
2026-02-01 12:36:00,2026-02-01 12:36:00,150,2026-02-10,PE,26450.0,0.057393238,ITM,2798.0,7.4613333,cheap,1125.7,1485.4908,-359.7908,-0.24220333,,,359.7908,0.24220333,,,,0.18783602,24949.4,24974.69,-349.7999999999993,491.49960937500146,377.650390625,12:36,True,False,0.0,0.0,166.0,0.0,0.0,,-0.00232984,45.0,129.0,0.0,0.0,-190.4744,1125.7,0.0,0.0,0.0,0.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-04-07 09:15:00,2025-04-07 09:33:00,42,2025-04-17,CE,21550.0,-0.032123715,ITM,2606.0,6.949333,cheap,537.65,896.04156,-358.39154,-0.39997202,,,358.39154,0.39997202,0.2475862,,,0.31930262,22178.7,22253.506,,1.6507812499985448,435.04921874999854,09:33,True,True,0.0,0.0,18.0,0.0,0.0,,-0.00063143467,14.0,14.0,0.53374,189.45,-165.4981,537.65,0.0,0.0,0.0,0.0,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,-180.0,-180.0,-180.0,-180.0,both
2025-04-17 10:23:00,2025-04-17 15:26:00,304,2025-04-24,PE,24450.0,0.024205873,ITM,1503.0,4.008,rich,968.0,609.7769,358.22308,0.5874658,0.36483625,1.2406553,358.22308,0.5874658,0.36483625,2.9691892,0.52182895,0.1569927,23859.1,23865.271,-3.150000000001455,13.250390624998545,560.5496093750007,15:26,False,False,0.0,0.0,245.0,0.0,0.0,,0.00019469317,,,,,,1077.7,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,not closed in session
2026-04-02 15:06:00,2026-04-02 15:16:00,15,2026-04-13,PE,24100.0,0.057043884,ITM,2263.0,6.0346665,rich,1721.5,1365.6846,355.81546,0.26054,0.36825067,,355.81546,0.26054,0.36825067,,0.62438047,0.25612977,22770.0,22763.719,136.65000000000146,12.299999999999272,587.4500000000007,15:16,False,True,0.0,0.0,126.0,0.0,0.0,,0.0024890765,4.0,4.0,,0.0,,1721.5,0.0,0.0,0.0,,none,(quiet),,raw-only,,,,,both
2025-05-08 14:38:00,2025-05-08 15:09:00,33,2025-05-08,PE,25250.0,0.03781905,ITM,20.0,0.053333335,cheap,934.45,1289.6556,-355.2056,-0.27542672,,,355.2056,0.27561054,3.4368074,,,5.0569744,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,75.0,0.0,0.0,0.0,1725.0,2.7377586,,2.0,2.0,,0.0,,898.9,0.0,0.0,0.0,35.55,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,2130.75,both
2024-11-04 09:46:00,2024-11-04 11:12:00,110,2024-11-07,CE,22650.0,-0.049239676,ITM,1382.0,3.6853333,rich,1507.65,1153.1771,354.47284,0.30738804,0.49096966,0.96107,354.47284,0.30738804,0.49096966,4.2977347,0.7259485,0.23497882,23825.55,23793.193,-93.65000000000146,491.19921875,1.3507812499992724,11:12,False,False,0.0,0.0,114.0,0.0,0.0,,0.0072072726,22.0,22.0,0.86516726,-297.2,46.31739,1507.65,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2024-11-22 11:48:00,2024-11-22 14:52:00,220,2024-12-05,PE,24850.0,0.03493759,ITM,3412.0,9.098666,rich,1225.0,871.6426,353.35742,0.4053926,0.26173884,0.73273605,353.35742,0.4053926,0.26173884,2.1225626,0.39047837,0.12873954,23937.4,23996.793,63.55000000000291,1.1996093749985448,578.400390625,14:52,True,False,0.0,0.0,185.0,0.0,0.0,,-0.0004928798,,,,,,1225.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,not closed in session
2025-05-15 13:00:00,2025-05-15 14:16:00,116,2025-05-22,CE,23650.0,-0.059493154,ITM,1948.0,5.194667,cheap,1110.0,1462.5249,-352.5249,-0.24103856,,,352.5249,0.24103856,0.046018172,4.848182,,0.24056788,25104.15,25099.709,64.80000000000291,3.999609375001455,609.7003906249993,14:16,False,False,0.0,0.0,200.0,0.0,0.0,,0.0026523648,39.0,39.0,0.8713823,310.0,-45.756588,1110.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model