ep_start,t,ep_minutes,exp,type,K,k,itm,mleft,dte_days,side,P,fair,res_px,res_pct,res_vol,z,max_abs_pts,max_abs_pct,max_abs_vol,max_abs_z,iv,fair_iv,S,F,ret30,dist_hi,dist_lo,tod,after_jump,before_jump,vol,vol_next,unch_run,doi1,doi15,parity_dev,res_vol_other,conv_half,conv_full,mkt_share,dP_conv,dFair_conv,first_entry,first_d1,first_d5,first_d15,first_d30,news_impact,news_headline,event_within_60m,tier,buyer_pnl_1m,buyer_pnl_5m,buyer_pnl_15m,buyer_pnl_30m,who_moved
2024-12-05 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)
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)
2024-12-05 10:13:00,2024-12-05 10:23:00,11,2024-12-12,CE,25850.0,0.056004055,OTM,2181.0,5.816,cheap,2.4,168.72807,-166.32808,-0.98577595,-0.25949183,-62.142498,166.32808,0.98577595,0.25949183,62.142498,0.16174948,0.4212413,24417.8,24442.088,-8.0,122.14921875000073,49.400781249998545,10:23,True,False,50.0,1175.0,0.0,0.0,-4275.0,,,1.0,1.0,-0.0009432915,-0.15,-159.16765,2.4,0.0,-0.05,-0.05,-0.15,none,(quiet),,raw-only,-180.0,-183.25,-183.25,-189.75,model→market (spot/smile moved)
2026-03-30 14:35:00,2026-03-30 14:39:00,5,2026-04-07,CE,23750.0,0.059297565,OTM,1550.0,4.133333,cheap,28.75,64.47492,-35.72492,-0.5540902,-0.07295474,-59.682255,35.72492,0.5540902,0.07295474,59.682255,0.31397724,0.38693196,22362.9,22382.625,-86.54999999999927,351.19960937499854,12.250390624998545,14:39,False,False,1625.0,1040.0,0.0,1105.0,1170.0,,,1.0,2.0,0.027148526,0.55,-19.708927,27.9,0.5,1.2,2.7,-1.45,none,(quiet),,raw-only,-147.5,-102.0,-4.499996,-274.25,model→market (spot/smile moved)
2025-12-31 14:51:00,2025-12-31 15:12:00,20,2026-01-13,PE,27250.0,0.03872232,ITM,3392.0,9.045333,cheap,1009.5,1034.9773,-25.477314,-0.024616303,,,25.477314,0.024616303,0.02787704,53.178978,,0.09187553,26116.65,26214.984,-61.599999999998545,71.29960937500073,147.650390625,15:12,False,False,0.0,65.0,21.0,0.0,0.0,,0.0023521795,1.0,1.0,0.8981334,21.0,-2.3818266,1009.5,0.0,0.0,0.0,21.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,1185.0,market→model
2025-04-30 14:55:00,2025-04-30 14:55:00,1,2025-05-08,PE,25600.0,0.049153958,ITM,1909.0,5.090667,cheap,1226.55,1229.3027,-2.7527294,-0.0022392608,-0.049767494,-42.5409,2.7527294,0.0022392608,0.049767494,42.5409,0.108223975,0.15799147,24366.9,24372.084,30.650000000001455,28.299609375000728,98.10039062500073,14:55,False,True,150.0,0.0,0.0,0.0,0.0,2.6808715,-0.0005871697,2.0,2.0,0.0,0.0,-4.1660724,1226.55,0.0,0.0,0.0,42.25,none,(quiet),,raw-only,-180.0,-180.0,-180.0,2566.25,model→market (spot/smile moved)
2025-04-01 15:07:00,2025-04-01 15:08:00,3,2025-04-09,CE,22350.0,-0.039485272,ITM,2271.0,6.056,cheap,908.0,914.73645,-6.7364526,-0.0073643643,-0.017845612,-41.360268,6.7364526,0.0073643643,0.017845612,41.360268,0.14809616,0.16594177,23172.8,23250.15,16.75,392.34921875000146,36.400781249998545,15:08,False,False,0.0,75.0,2.0,0.0,0.0,,0.0003681064,1.0,1.0,1.6604004,9.45,3.7586017,908.0,9.45,9.45,9.45,,none,(quiet),,raw-only,434.25,434.25,434.25,,market→model
2026-02-01 12:31:00,2026-02-01 12:32:00,2,2026-02-10,PE,25550.0,0.027135605,ITM,2802.0,7.472,rich,954.25,761.645,192.60495,0.2528802,0.13870284,41.146347,192.60495,0.2528802,0.13870284,41.146347,0.31601983,0.17731701,24825.25,24866.008,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,0.0,195.0,1.0,0.0,-2795.0,,0.00019986423,1.0,1.0,0.84976965,-175.65,31.053072,954.25,-175.65,-328.35,-387.35,-428.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2024-11-04 10:27:00,2024-11-04 10:43:00,23,2024-11-07,CE,25350.0,0.058766223,OTM,1411.0,3.7626667,cheap,2.35,38.214832,-35.864834,-0.93850553,-0.13466567,-30.190653,35.864834,0.93850553,0.13466567,40.03074,0.2096769,0.3443426,23923.55,23903.203,-44.5,393.19921875,13.500781250000728,10:43,False,False,19675.0,10225.0,3.0,0.0,10850.0,,,1.0,1.0,0.0,0.0,-27.260015,2.29,0.0,-0.14,0.06,0.06,none,(quiet),,raw-only,-180.0,-189.1,-176.1,-176.1,model→market (spot/smile moved)
2025-04-01 15:10:00,2025-04-01 15:23:00,20,2025-04-09,CE,22350.0,-0.03844193,ITM,2256.0,6.016,rich,917.45,892.8926,24.557436,0.027503237,0.04177673,-27.01871,24.557436,0.027503237,0.04177673,38.02745,0.21004719,0.16827045,23156.95,23225.904,-2.0,408.20078125000146,20.549218749998545,15:23,False,False,0.0,0.0,14.0,0.0,0.0,,-0.00031873657,3.0,,-0.0,0.0,13.585223,917.45,0.0,0.0,0.0,,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2026-03-30 14:35:00,2026-03-30 14:39:00,5,2026-04-07,CE,23700.0,0.057190083,OTM,1550.0,4.133333,cheap,32.05,51.662357,-19.612358,-0.3796257,-0.04087443,-37.005867,19.612358,0.3796257,0.04087443,37.005867,0.31339902,0.35427344,22362.9,22382.625,-86.54999999999927,351.19960937499854,12.250390624998545,14:39,False,False,10140.0,9230.0,0.0,0.0,9815.0,12.2486515,-0.0730641,2.0,2.0,0.033884443,0.55,-15.681637,31.0,0.65,1.6,2.6,-1.65,none,(quiet),,raw-only,-137.75,-76.0,-11.000008,-287.25,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)
2025-12-31 15:15:00,2025-12-31 15:18:00,5,2026-01-13,PE,27250.0,0.03815308,ITM,3386.0,9.029333,rich,1030.5,1020.0664,10.433615,0.010228368,0.031092385,-31.729755,10.433615,0.010228368,0.031092385,35.888527,0.12176638,0.090674,26134.1,26229.912,-47.80000000000291,53.85039062500073,165.099609375,15:18,False,False,0.0,0.0,5.0,0.0,65.0,,0.0024408428,2.0,2.0,-0.0,0.0,14.452168,1030.5,0.0,0.0,,,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2024-12-05 10:16:00,2024-12-05 10:23:00,9,2024-12-12,CE,25800.0,0.054067943,OTM,2181.0,5.816,cheap,2.45,37.05936,-34.60936,-0.93388987,-0.09958978,-35.382732,34.60936,0.93388987,0.09958978,35.382732,0.15732934,0.25691912,24417.8,24442.088,-8.0,122.14921875000073,49.400781249998545,10:23,True,False,3625.0,1725.0,0.0,0.0,9925.0,,,1.0,1.0,0.0015987849,0.05,-31.223751,2.5,0.0,0.0,0.0,-0.1,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-186.5,model→market (spot/smile moved)
2025-02-28 12:22:00,2025-02-28 12:56:00,136,2025-03-06,CE,21050.0,-0.050907593,ITM,1653.0,4.408,rich,1247.34,1101.0626,146.2774,0.13285112,0.2830868,3.3378568,146.2774,0.13285112,0.28321055,33.610897,0.4616959,0.17860912,22112.8,22149.35,-129.90000000000146,337.54921874999854,3.400781249998545,12:56,True,False,0.0,0.0,172.0,0.0,0.0,,0.006764754,99.0,99.0,0.9120284,-127.34,12.282846,1247.34,0.0,0.0,0.0,0.0,high,"Sensex -1,414 (-1.9%) to 73,198 on Trump tariff escalation (Canada/Mexico/China)",,raw-only,,,,,market→model
2025-04-07 12:15:00,2025-04-07 12:22:00,11,2025-04-09,CE,23100.0,0.05459651,OTM,937.0,2.4986668,cheap,12.45,26.039028,-13.589028,-0.52187157,-0.053616825,-33.34516,13.589028,0.52187157,0.053616825,33.34516,0.31893444,0.37255126,21867.65,21872.63,-122.59999999999854,322.349609375,124.00039062499854,12:22,False,False,46875.0,84075.0,0.0,0.0,-130275.0,5.617081,-0.08604256,3.0,4.0,0.07293121,0.55,-6.991353,12.45,0.2,-0.05,0.65,0.0,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,-167.0,-183.25,-137.75,-180.0,model→market (spot/smile moved)
2025-07-21 13:53:00,2025-07-21 13:53:00,1,2025-07-24,PE,26050.0,0.039168913,ITM,1221.0,3.256,cheap,1000.0,1001.2724,-1.272396,-0.0012707791,-0.03273708,-33.094208,1.272396,0.0012707791,0.03273708,33.094208,0.11460082,0.1473379,25023.4,25049.375,-18.25,56.099609375,141.10039062500073,13:53,False,True,0.0,0.0,2.0,0.0,0.0,,-0.00062521006,6.0,6.0,1.5296286,37.25,12.897685,1000.0,0.0,37.25,37.25,37.25,none,(quiet),,raw-only,-180.0,2241.25,2241.25,2241.25,market→model
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)
2026-06-11 12:37:00,2026-06-11 12:49:00,19,2026-06-16,PE,24700.0,0.05904753,ITM,1285.0,3.4266667,cheap,1390.0,1417.8087,-27.808733,-0.01961388,,,27.808733,0.01961388,0.022655597,32.344734,,0.22454345,23273.3,23283.75,-13.950000000000728,50.94921875,201.25078125000073,12:49,False,False,0.0,0.0,13.0,0.0,-65.0,,-0.020681037,8.0,8.0,0.0,0.0,-27.109919,1390.0,0.0,0.0,0.0,0.0,low,India open after overnight US data: US CPI,,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-12-09 14:28:00,2025-12-09 14:28:00,1,2025-12-09,PE,26400.0,0.021850808,ITM,61.0,0.16266666,cheap,572.0,754.77936,-182.77937,-0.24216266,-1.1427494,-31.790394,182.77937,0.24216266,1.1427494,31.790394,0.39704204,1.5397915,25829.2,25829.395,-64.5,94.45078125000146,101.19921875,14:28,False,False,975.0,750.0,0.0,0.0,-2775.0,-1.2168928,,1.0,1.0,0.04489565,8.0,-170.191,580.0,4.6,1.05,-0.85,-8.3,none,(quiet),,raw-only,119.0,-111.75,-235.25,-719.5,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)
2024-12-05 13:18:00,2024-12-05 13:29:00,19,2024-12-12,PE,25900.0,0.0510805,ITM,1995.0,5.32,cheap,1255.0,1290.583,-35.582962,-0.027571231,,,35.582962,0.027571231,0.011142253,31.126873,,0.1582969,24580.45,24610.236,-14.299999999999272,68.45078125000146,284.8992187500007,13:29,True,True,0.0,0.0,6.0,0.0,0.0,,0.0029308198,3.0,4.0,0.0,0.0,-19.463852,1236.0,0.0,19.0,19.0,3.95,none,(quiet),,raw-only,-180.0,1055.0,1055.0,76.75,model→market (spot/smile moved)
2025-07-28 14:53:00,2025-07-28 14:58:00,15,2025-07-31,CE,23400.0,-0.05513421,ITM,1156.0,3.0826666,cheap,1315.15,1327.0042,-11.854114,-0.008932989,,,11.854114,0.008932989,0.033741627,30.695074,,0.20892741,24696.1,24726.37,17.5,193.10039062500073,49.499609375001455,14:58,False,False,0.0,0.0,17.0,0.0,0.0,,0.0034696066,2.0,2.0,0.0,0.0,-14.054936,1315.15,0.0,0.0,-6.15,-6.15,none,(quiet),,raw-only,-180.0,-180.0,-579.75,-579.75,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)
2025-12-09 14:27:00,2025-12-09 14:28:00,12,2025-12-09,PE,26500.0,0.02563153,ITM,61.0,0.16266666,cheap,670.7,903.49133,-232.79132,-0.2576575,-1.5316,-30.159065,232.79132,0.2576575,1.5316,30.159065,0.346684,1.878284,25829.2,25829.395,-64.5,94.45078125000146,101.19921875,14:28,False,False,1200.0,600.0,0.0,0.0,-4350.0,0.07941183,,1.0,1.0,0.056088436,12.9,-217.09393,670.7,12.9,15.3,-4.7,2.35,none,(quiet),,raw-only,658.5,814.5,-485.5,-27.250006,model→market (spot/smile moved)
2024-11-04 10:27:00,2024-11-04 10:43:00,22,2024-11-07,CE,25300.0,0.056791887,OTM,1411.0,3.7626667,cheap,2.4,13.807376,-11.407375,-0.82617986,-0.06491993,-25.055672,11.407375,0.82617986,0.06491993,29.972242,0.204124,0.26904392,23923.55,23903.203,-44.5,393.19921875,13.500781250000728,10:43,False,False,46775.0,18200.0,0.0,0.0,-43425.0,,-0.050254337,1.0,6.0,0.0,0.0,-7.2803617,2.35,-0.06,-0.06,0.05,0.05,none,(quiet),,raw-only,-183.9,-183.9,-176.75,-176.75,model→market (spot/smile moved)
2025-04-30 09:18:00,2025-04-30 09:53:00,354,2025-05-08,PE,25600.0,0.047793787,ITM,2211.0,5.896,rich,1328.25,1196.6918,131.55827,0.10993497,0.20101257,,131.55827,0.10993497,0.20101257,29.845726,0.3491689,0.14815632,24391.2,24405.258,79.15000000000146,4.000781250000728,122.39921875000073,09:53,False,True,0.0,0.0,35.0,0.0,0.0,,0.00048770633,37.0,302.0,-0.0,0.0,69.74798,1328.25,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2026-02-01 12:18:00,2026-02-01 12:19:00,4,2026-02-10,PE,25550.0,0.016600909,ITM,2815.0,7.5066667,cheap,430.25,519.1677,-88.91775,-0.17126977,-0.07954642,-29.197525,88.91775,0.17126977,0.07954642,29.197525,0.06759616,0.14714257,25084.65,25129.348,-215.9499999999971,356.24960937500146,3.9503906249992724,12:19,True,True,0.0,455.0,1.0,0.0,-2275.0,,0.0008489229,1.0,1.0,1.1637517,94.75,13.332293,430.25,94.75,143.75,331.0,199.75,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,5978.75,9163.75,21335.0,12803.75,market→model
2025-07-18 09:23:00,2025-07-18 10:59:00,367,2025-07-31,CE,24050.0,-0.038088568,ITM,3645.0,9.72,rich,1117.6,950.7682,166.83179,0.17547052,0.14349277,0.31386274,166.83179,0.17547052,0.1454052,28.886831,0.27430186,0.13080908,24931.0,24983.7,-21.549999999999272,213.59999999999854,1.0,10:59,False,False,0.0,0.0,96.0,0.0,0.0,,0.00022525224,268.0,268.0,0.6880037,-111.65,50.631092,1117.6,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
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)
2026-09-03 14:41:00,2026-09-03 14:45:00,12,2026-09-15,CE,23100.0,-0.037681796,ITM,2669.0,7.1173334,cheap,889.35,897.2264,-7.876367,-0.008778573,-0.025356736,-28.560423,7.876367,0.008778573,0.025356736,28.560423,0.11168292,0.13703966,23910.45,23987.057,2.75,114.95078125000146,17.44921875,14:45,False,False,0.0,0.0,4.0,0.0,65.0,,1.0356342e-05,1.0,1.0,0.0,0.0,-7.3412786,889.35,0.0,0.0,-0.15,-0.15,none,(quiet),,raw-only,-180.0,-180.0,-189.75,-189.75,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)
2024-12-05 10:45:00,2024-12-05 10:46:00,9,2024-12-12,CE,25900.0,0.058703892,OTM,2158.0,5.754667,cheap,2.15,73.23183,-71.081825,-0.9706412,-0.16250788,-28.257078,71.081825,0.9706412,0.16250788,28.257078,0.16701469,0.32952255,24393.95,24423.336,-16.299999999999272,146.00078125000073,25.549218749998545,10:46,False,False,675.0,2425.0,0.0,0.0,6500.0,,,1.0,1.0,0.0,0.0,-54.6793,2.15,0.0,0.1,0.0,-0.11,none,(quiet),,raw-only,-180.0,-173.5,-180.0,-187.15,model→market (spot/smile moved)
2025-12-08 15:00:00,2025-12-08 15:05:00,13,2025-12-16,CE,24950.0,-0.042129744,ITM,2274.0,6.064,cheap,1063.95,1078.5663,-14.6163,-0.0135516,,,14.6163,0.0135516,0.03797195,28.024033,,0.143832,25978.8,26023.594,68.0,199.89921875000073,86.55078125,15:05,False,False,0.0,0.0,9.0,0.0,-75.0,,0.0023116954,2.0,8.0,0.0,0.0,-8.834245,1063.95,0.0,0.0,0.0,,none,(quiet),,raw-only,-180.0,-180.0,-180.0,,model→market (spot/smile moved)
2026-08-31 14:15:00,2026-08-31 14:16:00,3,2026-09-01,PE,25150.0,0.042822465,ITM,448.0,1.1946666,rich,1059.1,1054.7164,4.383614,0.004156202,0.072691,-24.121552,4.383614,0.004156202,0.072691,27.912899,0.31777307,0.24508207,24034.95,24095.748,-20.549999999999272,93.75078125000073,41.349218750001455,14:16,False,False,0.0,0.0,7.0,0.0,0.0,,0.00036373298,1.0,1.0,-0.0,0.0,5.4384313,1059.1,0.0,0.0,12.65,-37.2,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2025-04-07 12:04:00,2025-04-07 12:22:00,21,2025-04-09,CE,23200.0,0.058916174,OTM,937.0,2.4986668,cheap,10.7,99.47238,-88.772385,-0.89243245,-0.2412737,-27.71835,88.772385,0.89243245,0.2412737,27.71835,0.32972652,0.5710002,21867.65,21872.63,-122.59999999999854,322.349609375,124.00039062499854,12:22,False,False,300225.0,222750.0,0.0,0.0,-573600.0,7.310562,-0.2966944,3.0,3.0,0.0053098616,0.4,-74.93153,10.25,-0.1,0.0,0.65,0.9,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,-186.5,-180.0,-137.75,-121.5,model→market (spot/smile moved)
2026-08-31 14:15:00,2026-08-31 14:16:00,2,2026-09-01,PE,25400.0,0.052713744,ITM,448.0,1.1946666,rich,1308.05,1304.5641,3.4859197,0.0026720956,0.07539516,-23.93162,3.4859197,0.0026720956,0.07539516,27.47107,0.3662019,0.29080674,24034.95,24095.748,-20.549999999999272,93.75078125000073,41.349218750001455,14:16,False,False,0.0,0.0,7.0,0.0,-195.0,,-0.00014146829,1.0,1.0,-0.0,0.0,5.4444194,1308.05,0.0,0.0,22.85,-68.05,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2026-06-11 12:58:00,2026-06-11 13:00:00,7,2026-06-16,PE,24700.0,0.05667519,ITM,1274.0,3.3973334,rich,1390.0,1363.4221,26.577919,0.019493537,0.10846469,-16.418297,26.577919,0.019493537,0.10846469,27.401196,0.33480692,0.22634225,23323.3,23339.053,17.25,4.149218750000728,251.25078125000073,13:00,True,False,0.0,0.0,24.0,0.0,0.0,,-0.027060593,1.0,3.0,-0.0,0.0,14.273336,1390.0,0.0,0.0,0.0,0.0,low,India open after overnight US data: US CPI,,raw-only,,,,,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)
2025-08-04 15:23:00,2025-08-04 15:25:00,7,2025-08-14,PE,25750.0,0.039370023,ITM,3004.0,8.010667,cheap,993.0,997.2092,-4.209218,-0.004220998,-0.02559461,-27.222574,4.209218,0.004220998,0.02559461,27.222574,0.08773739,0.113332,24724.4,24755.918,-1.4499999999970896,10.249609375001455,170.400390625,15:25,False,False,0.0,0.0,2.0,0.0,75.0,,,2.0,,0.0,0.0,-2.9289582,993.0,0.0,0.0,,,none,(quiet),,raw-only,-180.0,-180.0,,,model→market (spot/smile moved)
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)
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)
2026-08-11 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)
2025-01-21 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
2025-06-06 13:25:00,2025-06-06 13:32:00,10,2025-06-19,PE,25650.0,0.025004828,ITM,3492.0,9.312,cheap,663.3,685.7047,-22.404715,-0.032673996,-0.020746125,-26.583855,22.404715,0.032673996,0.020746125,26.583855,0.11016452,0.13091065,24964.5,25016.578,-25.25,65.0,293.0499999999993,13:32,False,False,0.0,0.0,7.0,0.0,75.0,,-0.00054143916,2.0,3.0,0.0,0.0,-15.061297,663.3,0.0,0.0,0.0,0.0,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-31 14:03:00,2026-08-31 14:03:00,1,2026-09-01,PE,25400.0,0.052556973,ITM,461.0,1.2293333,rich,1303.25,1300.8362,2.4137821,0.001855562,0.057268545,-26.345629,2.4137821,0.001855562,0.057268545,26.345629,0.34581926,0.2885507,24037.35,24099.527,-33.25,91.35039062500073,43.749609375001455,14:03,False,False,130.0,0.0,0.0,-130.0,-325.0,-2.4762435,-0.0027774386,1.0,1.0,-0.0,0.0,7.217263,1303.25,0.0,4.8,4.8,9.05,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
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)
2025-01-10 13:50:00,2025-01-10 13:50:00,1,2025-01-23,PE,24800.0,0.05162237,ITM,3474.0,9.264,cheap,1251.0,1252.5165,-1.5164756,-0.001210743,-0.005271599,-26.079098,1.5164756,0.001210743,0.005271599,26.079098,0.1370212,0.1422928,23513.95,23552.248,-13.200000000000728,82.65078124999854,169.59921875000146,13:50,False,False,0.0,0.0,23.0,0.0,0.0,,-0.0013961636,1.0,1.0,0.0,0.0,-9.501113,1251.0,0.0,0.0,0.0,94.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,5930.0,model→market (spot/smile moved)
2025-01-10 13:54:00,2025-01-10 14:16:00,24,2025-01-23,PE,24800.0,0.055372678,ITM,3448.0,9.194667,cheap,1251.0,1339.3717,-88.3717,-0.065979965,,,88.3717,0.065979965,0.026013117,25.765404,,0.14737117,23434.85,23464.086,-69.15000000000146,161.75039062499854,90.49960937500146,14:16,True,False,0.0,0.0,49.0,0.0,0.0,,0.0008165747,4.0,4.0,1.074264,94.0,6.4982386,1251.0,0.0,0.0,0.0,94.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,5930.0,market→model
2025-01-10 13:27:00,2025-01-10 13:29:00,20,2025-01-23,PE,24800.0,0.052803427,ITM,3495.0,9.32,cheap,1251.0,1280.2745,-29.274502,-0.0228658,,,29.274502,0.0228658,0.039072182,25.733261,,0.14468125,23489.7,23524.447,-30.099999999998545,106.90078124999854,145.34921875000146,13:29,True,False,0.0,0.0,2.0,0.0,0.0,,-0.0011825179,2.0,18.0,0.0,0.0,-15.645503,1251.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-31 14:07:00,2026-08-31 14:07:00,1,2026-09-01,PE,25400.0,0.05250883,ITM,457.0,1.2186667,rich,1303.25,1299.6294,3.6205878,0.0027858617,0.07587288,-25.616552,3.6205878,0.0027858617,0.07587288,25.616552,0.36320692,0.28733402,24039.75,24100.688,-24.25,88.95000000000073,46.150000000001455,14:07,False,False,0.0,0.0,4.0,0.0,-325.0,,-0.00054874877,1.0,1.0,-0.0,0.0,4.19752,1303.25,4.8,4.8,4.8,9.05,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2025-04-07 12:17:00,2025-04-07 12:22:00,22,2025-04-09,CE,23050.0,0.05242966,OTM,937.0,2.4986668,cheap,13.75,19.38513,-5.6351295,-0.2906934,-0.023224402,-25.321024,5.6351295,0.2906934,0.023224402,25.321024,0.3148105,0.33803493,21867.65,21872.63,-122.59999999999854,322.349609375,124.00039062499854,12:22,False,False,21525.0,34650.0,0.0,0.0,-21225.0,14.550963,,4.0,4.0,0.11916222,0.55,-4.065557,14.0,0.1,-0.35,0.35,-0.55,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,-173.5,-202.75,-157.25,-215.75,model→market (spot/smile moved)
2026-05-21 13:48:00,2026-05-21 13:48:00,11,2026-06-02,CE,22300.0,-0.05991553,ITM,2726.0,7.2693334,cheap,1348.7,1390.9996,-42.299614,-0.030409507,,,42.299614,0.030409507,0.07117301,25.248188,,0.21134637,23677.3,23676.955,40.75,182.59921875000146,80.70078125000146,13:48,False,False,0.0,0.0,12.0,0.0,65.0,,0.0017227653,2.0,8.0,0.0,0.0,-22.527102,1348.7,0.0,0.0,47.2,47.2,none,(quiet),,raw-only,-180.0,-180.0,2888.0,2888.0,model→market (spot/smile moved)
2025-04-01 10:56:00,2025-04-01 14:20:00,273,2025-04-03,CE,21950.0,-0.054043047,ITM,819.0,2.184,rich,1398.8,1219.1187,179.68137,0.14738628,0.49311453,0.8180751,179.68137,0.14738628,0.49311453,25.224422,0.72161376,0.22849922,23138.65,23168.885,-31.099999999998545,426.49960937500146,2.250390624998545,14:20,False,False,0.0,0.0,231.0,0.0,0.0,,0.011628546,67.0,67.0,0.78591293,-140.71,38.330196,1398.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-01-02 14:02:00,2025-01-02 14:02:00,6,2025-01-09,PE,25600.0,0.0595529,ITM,1962.0,5.232,cheap,1470.0,1483.6368,-13.636848,-0.0091915,,,13.636848,0.0091915,0.027223578,25.218098,,0.20174572,24120.8,24119.953,34.099999999998545,31.099218750001455,369.2507812500007,14:02,False,False,75.0,0.0,0.0,1200.0,1200.0,9.877034,-0.030491153,5.0,6.0,0.0,0.0,-7.0298033,1470.0,0.0,0.0,0.0,-45.15,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-3114.75,model→market (spot/smile moved)
2025-06-27 13:43:00,2025-06-27 13:53:00,16,2025-07-03,PE,26550.0,0.034453046,ITM,1596.0,4.256,cheap,879.1,900.6715,-21.571503,-0.023950467,,,21.571503,0.023950467,0.026039645,25.006414,,0.123680376,25622.15,25650.85,8.100000000002183,27.199609374998545,98.60039062500073,13:53,False,False,0.0,0.0,10.0,0.0,75.0,,-0.0015269252,5.0,5.0,0.36639866,8.6,-14.871701,879.1,0.0,0.0,8.6,5.05,none,(quiet),,raw-only,-180.0,-180.0,379.00003,148.25002,both
2025-01-21 10:51:00,2025-01-21 10:51:00,1,2025-01-23,CE,24650.0,0.059890077,OTM,1028.0,2.7413332,cheap,1.14,56.768177,-55.628178,-0.9799183,-0.22729167,-24.963749,55.628178,0.9799183,0.22729167,24.963749,0.22950765,0.45679933,23207.0,23217.047,32.79999999999927,219.29999999999927,79.29999999999927,10:51,False,False,27300.0,2100.0,0.0,0.0,-30150.0,,,1.0,1.0,,0.0,,1.14,0.06,0.06,0.21,0.21,none,(quiet),,raw-only,-176.1,-176.1,-166.35,-166.35,both
2025-03-13 14:30:00,2025-03-13 14:55:00,60,2025-03-20,CE,21200.0,-0.05520302,ITM,1534.0,4.090667,rich,1230.55,1202.9739,27.5761,0.022923272,0.13016395,0.06514306,27.5761,0.022923272,0.13016395,24.88863,0.30207852,0.17191456,22387.8,22403.209,-20.5,170.24921874999927,2.650781249998545,14:55,False,False,0.0,0.0,25.0,0.0,0.0,,0.021640666,14.0,,-0.0,0.0,16.95479,1230.55,0.0,0.0,0.0,0.0,low,India open after overnight US data: US CPI,,raw-only,,,,,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)
2026-01-08 14:43:00,2026-01-08 14:46:00,2,2026-01-13,CE,24600.0,-0.054299906,ITM,1168.0,3.1146667,cheap,1368.8,1374.4293,-5.6292853,-0.0040957257,,,5.6292853,0.0040957257,0.029395362,24.789963,,0.21786982,25934.55,25972.709,5.200000000000728,198.64921875000073,50.400781249998545,14:46,False,False,0.0,0.0,30.0,0.0,0.0,,-0.0041956673,1.0,1.0,0.0,0.0,-5.9155664,1368.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-11 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)
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
2026-03-30 15:29:00,2026-03-30 15:29:00,1,2026-04-07,CE,21950.0,-0.020867247,ITM,1500.0,4.0,rich,782.7,667.9052,114.79479,0.17187288,0.11202378,24.563066,114.79479,0.17187288,0.11202378,24.563066,0.46603757,0.3540138,22379.2,22412.848,29.25,334.90078124999854,95.34921875000146,15:29,False,False,650.0,0.0,0.0,0.0,2145.0,152.0381,-0.03766572,,,,,,,,,,,none,(quiet),,raw-only,,,,,not closed in session
2025-06-30 15:17:00,2025-06-30 15:22:00,6,2025-07-10,CE,24350.0,-0.04864478,ITM,3007.0,8.018666,cheap,1198.0,1221.7421,-23.742008,-0.019432915,,,23.742008,0.019432915,0.016300838,24.493505,,0.15315281,25525.4,25563.783,11.700000000000728,143.94960937499854,52.10039062500073,15:22,False,False,0.0,75.0,6.0,0.0,-75.0,,-0.0002674392,1.0,1.0,0.8066106,22.0,-5.274623,1198.0,0.0,22.0,,,none,(quiet),,raw-only,-180.0,1250.0,,,market→model
2025-02-28 15:15:00,2025-02-28 15:22:00,11,2025-03-06,CE,21050.0,-0.051991533,ITM,1507.0,4.0186667,rich,1140.0,1124.5364,15.463616,0.013751104,0.07772018,-9.84542,15.463616,0.013751104,0.07772018,24.443817,0.26174426,0.18402408,22107.3,22173.371,-52.75,343.04921874999854,2.150781249998545,15:22,False,False,0.0,0.0,8.0,0.0,0.0,,0.0107046,3.0,3.0,-0.0,0.0,12.349786,1140.0,0.0,0.0,,,high,"Sensex -1,414 (-1.9%) to 73,198 on Trump tariff escalation (Canada/Mexico/China)",,raw-only,,,,,model→market (spot/smile moved)
2025-04-07 12:15:00,2025-04-07 12:22:00,11,2025-04-09,CE,23150.0,0.056758676,OTM,937.0,2.4986668,cheap,11.45,44.446762,-32.99676,-0.7423884,-0.11390389,-24.404995,32.99676,0.7423884,0.11390389,24.404995,0.3239099,0.4378138,21867.65,21872.63,-122.59999999999854,322.349609375,124.00039062499854,12:22,False,False,33825.0,33975.0,0.0,0.0,-74475.0,-3.7170315,-0.09589272,3.0,4.0,0.021290941,0.5,-22.984165,11.4,0.2,-0.05,0.65,-0.1,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,-167.0,-183.25,-137.75,-186.5,model→market (spot/smile moved)
2025-12-09 14:28:00,2025-12-09 14:28:00,8,2025-12-09,PE,26300.0,0.018055735,ITM,61.0,0.16266666,cheap,472.25,587.2546,-115.00458,-0.19583428,-0.76742405,-24.193195,115.00458,0.19583428,0.76742405,24.193195,0.34542546,1.1128495,25829.2,25829.395,-64.5,94.45078125000146,101.19921875,14:28,False,False,2700.0,1650.0,0.0,0.0,-18525.0,-1.3631545,,1.0,1.0,0.05600421,6.15,-103.66318,478.4,4.2,4.35,1.6,-9.75,none,(quiet),,raw-only,92.999985,102.75,-76.0,-813.75,model→market (spot/smile moved)
2026-01-08 14:32:00,2026-01-08 14:33:00,8,2026-01-13,CE,24600.0,-0.0546212,ITM,1181.0,3.1493332,cheap,1368.8,1383.2644,-14.464423,-0.01045673,,,14.464423,0.01045673,0.05790115,24.113688,,0.2230047,25934.55,25981.057,12.599999999998545,198.64921875000073,50.400781249998545,14:33,False,False,0.0,0.0,17.0,0.0,0.0,,-0.005261809,2.0,7.0,0.0,0.0,-7.6371856,1368.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2024-12-05 13:38:00,2024-12-05 13:42:00,7,2024-12-12,PE,25900.0,0.048298452,ITM,1982.0,5.285333,rich,1255.0,1222.147,32.852997,0.026881378,0.09321766,-16.635733,32.852997,0.026881378,0.09321766,24.03521,0.24463503,0.15141737,24663.9,24678.799,66.85000000000218,4.699609374998545,368.3503906250007,13:42,True,True,0.0,0.0,19.0,0.0,0.0,,0.002345877,1.0,1.0,-0.0,0.0,29.70506,1255.0,0.0,-13.2,-15.05,-40.5,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2025-06-06 13:41:00,2025-06-06 13:54:00,16,2025-06-19,PE,25650.0,0.024506204,ITM,3470.0,9.253333,cheap,663.3,674.6811,-11.38111,-0.016868874,-0.009873628,-15.619482,11.38111,0.016868874,0.009873628,23.604815,0.120913304,0.13078693,24975.05,25029.055,-0.4000000000014552,54.44921875,303.6007812499993,13:54,False,False,0.0,0.0,29.0,0.0,0.0,,-0.0008015292,2.0,2.0,0.0,0.0,-8.880578,663.3,0.0,0.0,0.0,0.0,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-12-01 13:43:00,2025-12-01 13:43:00,1,2025-12-09,CE,25050.0,-0.047221262,ITM,2356.0,6.2826667,cheap,1210.0,1213.2627,-3.2626436,-0.0026891488,-0.0315536,-23.549034,3.2626436,0.0026891488,0.0315536,23.549034,0.11097987,0.14253347,26196.2,26261.266,13.350000000002183,129.60078124999927,47.24921874999927,13:43,False,False,225.0,0.0,0.0,75.0,75.0,,0.0051966887,1.0,1.0,0.0,0.0,-5.7895484,1210.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-08-31 14:32:00,2026-08-31 14:32:00,1,2026-09-01,PE,25400.0,0.05305887,ITM,432.0,1.152,cheap,1312.3,1312.9381,-0.63806176,-0.0004859801,-0.05809624,-23.523218,0.63806176,0.0004859801,0.05809624,23.523218,0.24209854,0.30019477,24031.75,24087.434,-11.0,96.95000000000073,38.150000000001455,14:32,False,False,260.0,0.0,0.0,-390.0,-390.0,0.5859011,-0.0024579272,2.0,2.0,0.0,0.0,-2.7854657,1312.3,0.0,0.0,-48.55,-44.85,none,(quiet),,raw-only,-180.0,-180.0,-3335.75,-3095.25,model→market (spot/smile moved)
2025-01-10 13:47:00,2025-01-10 13:51:00,5,2025-01-23,PE,24800.0,0.051215004,ITM,3473.0,9.261333,rich,1251.0,1243.0154,7.9846373,0.0064236033,0.020363342,-22.046083,7.9846373,0.0064236033,0.020363342,23.486877,0.16197695,0.1416136,23526.2,23561.844,4.950000000000728,70.40078124999854,181.84921875000146,13:51,False,False,0.0,0.0,24.0,0.0,0.0,,-0.0016280465,2.0,2.0,-0.0,0.0,7.389726,1251.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
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
2026-03-30 10:15:00,2026-03-30 10:15:00,2,2026-04-07,CE,23950.0,0.058295418,OTM,1814.0,4.837333,cheap,38.8,66.40788,-27.607885,-0.41573206,-0.048230343,-23.080864,27.607885,0.41573206,0.048230343,23.080864,0.3072935,0.35552385,22579.0,22593.74,-99.25,135.09999999999854,108.84999999999854,10:15,False,True,2925.0,910.0,0.0,0.0,-5785.0,,,1.0,2.0,-0.015491599,-0.3,-19.665335,38.5,-0.65,-1.8,-3.75,-3.9,none,(quiet),,raw-only,-222.25,-297.0,-423.75,-433.5,model→market (spot/smile moved)
2026-01-08 14:16:00,2026-01-08 14:22:00,8,2026-01-13,CE,24600.0,-0.054716557,ITM,1192.0,3.1786666,cheap,1368.8,1385.282,-16.481924,-0.011897884,,,16.481924,0.011897884,0.036797546,22.9848,,0.21769562,25945.75,25983.533,30.650000000001455,187.45000000000073,61.599999999998545,14:22,False,False,0.0,0.0,6.0,0.0,0.0,,-0.0040579992,1.0,2.0,0.0,0.0,-10.544287,1368.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-07-24 13:43:00,2025-07-24 13:50:00,14,2025-07-31,CE,24350.0,-0.031273786,ITM,1974.0,5.264,cheap,752.7,780.962,-28.26197,-0.036188666,,,28.26197,0.036188666,0.038845237,22.945713,,0.12739766,25099.1,25123.549,42.39999999999782,147.150390625,80.39960937499927,13:50,False,False,0.0,0.0,7.0,0.0,225.0,,0.00029898997,7.0,7.0,0.4482586,12.3,-15.139517,752.7,0.0,0.0,12.3,12.3,none,(quiet),,raw-only,-180.0,-180.0,619.5,619.5,both
2026-02-01 12:28:00,2026-02-01 12:32:00,8,2026-02-10,PE,25750.0,0.034932915,ITM,2802.0,7.472,rich,1083.25,933.33545,149.91457,0.1606224,0.1249434,22.611692,149.91457,0.1606224,0.1249434,22.611692,0.30480066,0.17985727,24825.25,24866.008,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,0.0,0.0,1.0,0.0,-2405.0,,0.000561292,2.0,2.0,0.9544291,-148.25,7.078462,855.7,22.95,79.3,-88.75,-145.7,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2025-06-06 14:35:00,2025-06-06 14:39:00,13,2025-06-19,PE,26450.0,0.054298125,ITM,3425.0,9.133333,cheap,1381.75,1397.616,-15.865979,-0.011352174,,,15.865979,0.011352174,0.015472575,22.57601,,0.12699232,24989.5,25052.11,10.299999999999272,40.0,318.0499999999993,14:39,False,False,0.0,0.0,8.0,0.0,0.0,,0.0061727604,3.0,8.0,0.0,0.0,-9.1064415,1381.75,0.0,0.0,0.0,0.0,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,,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)
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
2025-12-31 15:15:00,2025-12-31 15:18:00,4,2026-01-13,PE,27850.0,0.059932522,ITM,3386.0,9.029333,rich,1626.25,1617.4673,8.782731,0.005429928,0.047821917,-20.218998,8.782731,0.005429928,0.047821917,22.500872,0.16700219,0.11918028,26134.1,26229.912,-47.80000000000291,53.85039062500073,165.099609375,15:18,False,False,0.0,0.0,16.0,0.0,0.0,,,1.0,1.0,,0.0,,1626.25,0.0,0.0,,,none,(quiet),,raw-only,,,,,both
2026-03-30 12:33:00,2026-03-30 12:33:00,177,2026-04-07,PE,21950.0,-0.02610846,OTM,1676.0,4.469333,cheap,85.0,201.8451,-116.8451,-0.578885,-0.122827284,,116.8451,0.578885,0.122827284,22.448725,0.24254148,0.36536875,22508.35,22530.627,-39.650000000001455,205.75039062499854,55.349609375,12:33,False,True,130.0,0.0,0.0,,,113.4994,-0.003387183,56.0,64.0,0.89168406,65.4,-7.9443636,85.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2025-08-04 10:03:00,2025-08-04 13:47:00,320,2025-08-14,PE,25750.0,0.03913118,ITM,3102.0,8.272,rich,1115.9,992.242,123.658,0.12462484,0.14130914,2.1823676,123.658,0.12462484,0.14329664,22.303045,0.25569737,0.11438822,24730.25,24761.832,32.849999999998545,3.900000000001455,176.25,13:47,True,False,0.0,0.0,242.0,0.0,0.0,,,87.0,87.0,0.8410676,-102.15,19.302784,1115.9,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-01-20 12:40:00,2025-01-20 12:46:00,26,2025-01-30,PE,24350.0,0.04041701,ITM,3163.0,8.434667,cheap,954.5,977.12463,-22.624655,-0.023154318,,,22.624655,0.023154318,0.058124177,22.161356,,0.13906194,23336.4,23385.469,-13.0,40.099609375,165.75039062499854,12:46,False,False,0.0,0.0,6.0,0.0,0.0,,-0.00023231376,3.0,4.0,0.0,0.0,-15.38752,954.5,0.0,0.0,0.0,0.0,medium,Trump inaugurated (evening IST); tariff agenda begins,,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-01-08 14:50:00,2026-01-08 14:51:00,2,2026-01-13,CE,24600.0,-0.054161128,ITM,1163.0,3.1013334,cheap,1368.8,1370.9475,-2.1474593,-0.0015664052,-0.035568397,-22.136473,2.1474593,0.0015664052,0.035568397,22.136473,0.18354675,0.21911514,25932.05,25969.105,-10.400000000001455,201.14921875000073,47.900781249998545,14:51,False,False,0.0,0.0,35.0,0.0,0.0,,-0.0047322214,1.0,1.0,0.0,0.0,-7.0463405,1368.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-06-06 13:35:00,2025-06-06 13:38:00,3,2025-06-19,PE,25650.0,0.02350946,ITM,3486.0,9.296,rich,663.3,657.62506,5.6749263,0.0086294245,0.0044032186,-21.47038,5.6749263,0.0086294245,0.0044032186,22.12169,0.13772091,0.1333177,24995.55,25054.016,23.0,33.94921875,324.1007812499993,13:38,False,False,0.0,0.0,13.0,0.0,75.0,,0.0005383602,2.0,2.0,-0.0,0.0,5.195627,663.3,0.0,0.0,0.0,0.0,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,,raw-only,,,,,model→market (spot/smile moved)
2025-12-01 13:49:00,2025-12-01 13:52:00,2,2025-12-09,CE,25050.0,-0.047206003,ITM,2347.0,6.2586665,cheap,1210.0,1212.7704,-2.7703402,-0.0022843073,-0.023735499,-22.09049,2.7703402,0.0022843073,0.023735499,22.09049,0.11847181,0.14220731,26191.9,26260.865,12.100000000002183,133.89960937499927,42.95039062499927,13:52,False,False,0.0,0.0,9.0,0.0,75.0,,0.005035205,1.0,1.0,0.0,0.0,-5.378245,1210.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-05-13 12:21:00,2026-05-13 12:33:00,10,2026-05-19,PE,24950.0,0.059564635,ITM,1676.0,4.469333,cheap,1423.65,1445.0022,-21.352163,-0.014776562,,,21.352163,0.014776562,0.05863293,22.05775,,0.20718892,23476.3,23507.258,-6.299999999999272,42.39921875000073,213.75078125000073,12:33,False,False,0.0,0.0,13.0,0.0,-65.0,,-0.0009365329,2.0,2.0,,0.0,,1423.65,0.0,0.0,0.0,0.0,low,India open after overnight US data: US CPI,,raw-only,-180.0,-180.0,-180.0,-180.0,both
2026-09-03 10:34:00,2026-09-03 13:25:00,247,2026-09-15,CE,23100.0,-0.036722686,ITM,2749.0,7.3306665,rich,967.05,875.95245,91.09753,0.10399825,0.11054638,1.713996,91.09753,0.10399825,0.111167565,21.960613,0.24675745,0.13621107,23900.3,23964.062,-21.299999999999272,125.09921875000146,2.450781250001455,13:25,True,False,0.0,0.0,250.0,0.0,0.0,,-0.00015635743,75.0,75.0,0.8493576,-76.3,13.532598,967.05,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-06-06 10:33:00,2025-06-06 12:00:00,239,2025-06-19,PE,26450.0,0.052336406,ITM,3584.0,9.557333,rich,1621.75,1350.4996,271.25037,0.20085187,0.25419125,0.9809971,271.25037,0.20085187,0.25671983,21.949356,0.38486016,0.13066891,25026.8,25101.303,47.29999999999927,2.69921875,355.3507812499993,12:00,False,False,0.0,0.0,114.0,0.0,0.0,,0.004571108,151.0,151.0,0.88415176,-240.0,31.446611,1621.75,0.0,0.0,0.0,0.0,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,,raw-only,,,,,market→model
2024-12-04 11:57:00,2024-12-04 11:57:00,1,2024-12-05,CE,25700.0,0.054170433,OTM,587.0,1.5653334,cheap,0.5,1.6410397,-1.1410397,-0.6953151,-0.03574631,-21.843449,1.1410397,0.6953151,0.03574631,21.843449,0.25298083,0.28872713,24375.9,24344.855,-162.64999999999782,197.29960937500073,9.600390625000728,11:57,True,False,140050.0,31700.0,2.0,0.0,22450.0,,,1.0,2.0,0.072739474,0.05,-0.63738465,0.55,0.0,-0.05,-0.05,-0.05,none,(quiet),,raw-only,-180.0,-183.25,-183.25,-183.25,model→market (spot/smile moved)
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)
2025-12-31 11:36:00,2025-12-31 13:58:00,232,2026-01-13,PE,27100.0,0.03200065,ITM,3466.0,9.242666,rich,963.65,855.58264,108.06737,0.12630852,0.11326771,1.0689346,108.06737,0.12630852,0.11326771,21.835932,0.19785084,0.084583126,26176.15,26246.512,17.650000000001455,0.1996093749985448,207.150390625,13:58,False,False,0.0,0.0,184.0,0.0,0.0,,-0.00073105126,84.0,84.0,0.7475097,-80.8,27.292242,963.65,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
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
2024-12-05 10:33:00,2024-12-05 10:35:00,5,2024-12-12,CE,25900.0,0.05822535,OTM,2169.0,5.784,cheap,2.2,35.418064,-33.218063,-0.9378848,-0.10347915,-21.650827,33.218063,0.9378848,0.10347915,21.650827,0.16588598,0.26936513,24404.25,24435.027,-22.75,135.70000000000073,35.849999999998545,10:35,False,False,425.0,175.0,1.0,0.0,-125.0,,,1.0,2.0,0.0,0.0,-20.129824,2.2,0.0,-0.1,0.0,0.0,none,(quiet),,raw-only,-180.0,-186.5,-180.0,-180.0,model→market (spot/smile moved)
2026-07-23 14:33:00,2026-07-23 14:34:00,3,2026-07-28,CE,22700.0,-0.051290818,ITM,1180.0,3.1466668,cheap,1185.0,1196.072,-11.071961,-0.009256936,,,11.071961,0.009256936,0.04300985,21.64621,,0.20361052,23888.8,23894.678,24.649999999997817,101.94921875,76.95078125000146,14:34,True,True,0.0,0.0,1.0,0.0,0.0,,0.00043245254,2.0,2.0,0.0,0.0,-11.374259,1185.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-10-17 09:52:00,2025-10-17 11:35:00,167,2025-10-28,PE,26950.0,0.041639764,ITM,2484.0,6.624,rich,1320.85,1100.8434,220.00662,0.1998528,0.24423845,0.43152425,220.00662,0.1998528,0.24423845,21.576843,0.3664812,0.12224277,25771.95,25850.852,30.549999999999272,4.80078125,263.34921875000146,11:35,False,False,0.0,0.0,106.0,0.0,0.0,,0.0022087868,54.0,54.0,0.92719525,-186.6,14.652112,1320.85,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2026-01-02 09:27:00,2026-01-02 12:35:00,319,2026-01-06,PE,27300.0,0.03656201,ITM,924.0,2.464,rich,1089.5,980.24725,109.252754,0.111454286,0.2667266,1.51241,109.252754,0.111454286,0.2841149,21.431719,0.4117114,0.14498477,26311.1,26319.885,22.69999999999709,1.3003906250014552,192.69960937499854,12:35,False,False,0.0,0.0,193.0,0.0,0.0,,-0.0001964352,125.0,125.0,0.80271626,-83.65,20.558681,1089.5,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-06-30 15:23:00,2025-06-30 15:29:00,7,2025-07-10,CE,24350.0,-0.04831232,ITM,3000.0,8.0,rich,1220.0,1212.3641,7.6359096,0.006298363,0.018423,-16.509718,7.6359096,0.006298363,0.018423,21.418203,0.16836067,0.14993766,25507.45,25555.285,1.5499999999992724,161.90078124999854,34.14921875000073,15:29,False,False,0.0,0.0,6.0,0.0,-225.0,,-0.00013251926,,,,,,1220.0,0.0,0.0,,,none,(quiet),,raw-only,,,,,not closed in session
2025-06-30 09:30:00,2025-06-30 14:06:00,345,2025-07-10,CE,24350.0,-0.0466712,ITM,3083.0,8.2213335,rich,1342.0,1172.4769,169.52303,0.14458537,0.17879538,0.67314315,169.52303,0.14458537,0.17920811,21.383112,0.3278846,0.14908923,25480.45,25513.38,-32.54999999999927,188.90078124999854,7.149218750000728,14:06,False,False,0.0,0.0,291.0,0.0,0.0,,-0.00074578443,68.0,68.0,0.75296855,-127.0,41.66574,1342.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2024-12-26 13:35:00,2024-12-26 13:36:00,6,2025-01-02,PE,24600.0,0.033762593,ITM,1988.0,5.3013334,rich,876.55,824.0024,52.547646,0.06377123,0.088452905,21.289864,52.547646,0.06377123,0.088452905,21.289864,0.22446883,0.13601592,23736.65,23783.305,-8.299999999999272,117.849609375,83.05039062500146,13:36,False,False,0.0,900.0,1.0,-116325.0,-109725.0,,-0.0008889276,1.0,1.0,0.50345093,-29.2,28.799694,876.55,-29.2,-27.55,-51.0,-71.55,none,(quiet),,raw-only,,,,,both
2025-10-30 14:13:00,2025-10-30 14:30:00,38,2025-11-04,CE,24750.0,-0.04762707,ITM,1184.0,3.1573334,cheap,1176.05,1208.9093,-32.859314,-0.027180959,,,32.859314,0.027180959,0.03337892,21.28239,,0.19152485,25909.2,25957.291,28.299999999999272,122.85078124999927,44.74921874999927,14:30,False,False,0.0,0.0,18.0,0.0,0.0,,0.0010831353,3.0,20.0,0.0,0.0,-20.722797,1176.05,0.0,0.0,0.0,0.0,low,India open after overnight US data: FOMC,,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-09-22 15:11:00,2026-09-22 15:12:00,2,2026-09-22,CE,22950.0,-0.018058196,ITM,17.0,0.045333333,cheap,410.85,615.7558,-204.90582,-0.33277124,,,204.90582,0.33277124,1.540094,21.26955,,2.9831526,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,455.0,455.0,0.0,-715.0,-3445.0,-7.5961175,,1.0,1.0,-0.003651816,-0.75,-206.12727,410.85,-0.75,-8.1,-28.75,,none,(quiet),,raw-only,-228.75,-706.5,-2048.75,,model→market (spot/smile moved)
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)
2026-08-11 13:53:00,2026-08-11 13:57:00,6,2026-08-11,PE,25000.0,0.021560844,ITM,92.0,0.24533333,cheap,535.95,652.724,-116.77399,-0.17890255,-0.6750202,-21.182785,116.77399,0.17890255,0.6750202,21.182785,0.355983,1.0310032,24448.8,24466.748,-25.799999999999272,128.04921874999854,19.55078125,13:57,False,False,2990.0,260.0,0.0,-845.0,-7540.0,-2.376899,,1.0,2.0,-0.028428905,-2.0,-72.35094,533.0,2.9,-1.0,1.9,4.15,none,(quiet),,raw-only,8.500008,-245.0,-56.5,89.75,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
2026-01-06 13:28:00,2026-01-06 13:33:00,8,2026-01-13,CE,25050.0,-0.04499257,ITM,1991.0,5.3093333,rich,1162.0,1153.7334,8.266597,0.007165084,0.038199116,-11.22132,8.266597,0.007165084,0.038199116,21.13678,0.17678617,0.13858706,26149.15,26202.803,-25.25,124.79960937500073,8.100390625000728,13:33,False,False,0.0,0.0,44.0,0.0,0.0,,0.003002516,1.0,2.0,-0.0,0.0,5.312932,1162.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2024-12-05 13:43:00,2024-12-05 13:43:00,2,2024-12-12,PE,25250.0,0.024101615,ITM,1981.0,5.2826667,cheap,621.04,638.81165,-17.771654,-0.027819864,-0.025136573,-21.134003,17.771654,0.027819864,0.025136573,21.134003,0.12736472,0.1525013,24636.9,24648.709,6.650000000001455,31.699609374998545,341.3503906250007,13:43,False,False,25.0,0.0,0.0,775.0,775.0,17.709324,-0.00011045566,1.0,2.0,0.0,0.0,-10.605887,621.04,16.5,16.5,16.5,16.5,none,(quiet),,raw-only,892.5,892.5,892.5,892.5,model→market (spot/smile moved)
2025-02-25 15:29:00,2025-02-25 15:29:00,1,2025-03-06,CE,23400.0,0.03417843,OTM,2250.0,6.0,cheap,1.35,4.074301,-2.7243009,-0.6686548,-0.017107395,-20.984495,2.7243009,0.6686548,0.017107395,20.984495,0.09727581,0.1143832,22526.3,22613.738,-45.85000000000218,98.99921874999927,12.400781249998545,15:29,False,False,72825.0,0.0,0.0,0.0,137475.0,,-0.023637747,,,,,,,,,,,none,(quiet),,raw-only,,,,,not closed in session
2026-02-01 14:48:00,2026-02-01 15:25:00,42,2026-02-10,CE,23600.0,-0.047527123,ITM,2629.0,7.010667,rich,1450.3,1176.9857,273.31427,0.23221545,0.2571932,0.509248,273.31427,0.23221545,0.2571932,20.979288,0.4607019,0.20350869,24739.2,24748.72,-204.0,701.7007812500015,167.44921875,15:25,True,False,0.0,0.0,40.0,0.0,0.0,,0.00095766166,,,,,,1450.3,0.0,0.0,0.0,0.0,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
2025-05-08 14:36:00,2025-05-08 15:08:00,28,2025-05-08,PE,24800.0,0.019682396,ITM,21.0,0.056,cheap,485.05,582.1797,-97.12969,-0.16683799,-1.2462224,-20.972904,97.12969,0.16683799,1.2546266,20.972904,0.6415874,1.8878098,24318.25,24316.648,-25.150000000001455,129.0,74.25,15:08,True,False,3075.0,1125.0,0.0,0.0,7575.0,-1.5051749,,3.0,3.0,,6.7,,450.0,5.8,6.0,45.0,41.5,low,India open after overnight US data: FOMC,,raw-only,197.00002,210.0,2745.0,2517.5,both
2024-12-05 13:27:00,2024-12-05 13:29:00,2,2024-12-12,PE,25250.0,0.025663685,ITM,1995.0,5.32,cheap,668.45,677.48865,-9.038656,-0.013341413,-0.012213457,-20.810734,9.038656,0.013341413,0.012213457,20.810734,0.14681871,0.15903217,24580.45,24610.236,-14.299999999999272,68.45078125000146,284.8992187500007,13:29,True,True,0.0,50.0,2.0,0.0,0.0,,-0.0003766192,1.0,1.0,0.08810338,0.8,-8.280242,668.45,0.0,0.8,-47.41,-30.91,none,(quiet),,raw-only,-180.0,-128.0,-3261.65,-2189.15,model→market (spot/smile moved)
2024-11-04 10:26:00,2024-11-04 10:31:00,6,2024-11-07,CE,25400.0,0.059412494,OTM,1423.0,3.7946668,cheap,2.2,12.785901,-10.585901,-0.82793546,-0.06482722,-20.719904,10.585901,0.82793546,0.06482722,20.719904,0.20896219,0.2737894,23955.25,23934.877,-76.20000000000073,361.5,27.0,10:31,False,True,40525.0,34450.0,0.0,0.0,4925.0,,,1.0,1.0,-0.005493164,-0.05,-9.152223,2.2,0.05,-0.05,0.09,0.05,none,(quiet),,raw-only,-176.75,-183.25,-174.15,-176.75,model→market (spot/smile moved)
2026-06-11 13:04:00,2026-06-11 13:04:00,1,2026-06-16,PE,24700.0,0.057918325,ITM,1270.0,3.3866668,cheap,1390.0,1392.1194,-2.1193755,-0.0015224093,-0.029041039,-20.714844,2.1193755,0.0015224093,0.029041039,20.714844,0.19924721,0.22828825,23300.3,23310.057,-19.600000000002183,27.149218750000728,228.25078125000073,13:04,False,False,0.0,0.0,28.0,0.0,0.0,,-0.025752079,1.0,1.0,0.0,0.0,-4.070007,1390.0,0.0,0.0,0.0,0.0,low,India open after overnight US data: US CPI,,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-02-01 12:28:00,2026-02-01 12:32:00,12,2026-02-10,PE,25650.0,0.031041859,ITM,2802.0,7.472,rich,968.4,846.06055,122.33947,0.14459896,0.097867735,20.642561,122.33947,0.14459896,0.097867735,20.642561,0.2763616,0.17849387,24825.25,24866.008,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,0.0,130.0,1.0,0.0,-5395.0,,-0.0002362953,1.0,1.0,0.78365755,-116.55,32.175674,768.95,100.75,97.95,-80.95,-145.55,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,raw-only,,,,,market→model
2025-12-26 15:02:00,2025-12-26 15:02:00,2,2026-01-06,CE,24700.0,-0.055595603,ITM,2652.0,7.072,cheap,1410.0,1411.938,-1.9380405,-0.0013726101,-0.031911578,-20.62678,1.9380405,0.0013726101,0.031911578,20.62678,0.11144715,0.14335872,26042.65,26112.102,20.450000000000728,101.54960937500073,34.050390625001455,15:02,False,False,0.0,0.0,56.0,0.0,0.0,,0.008271288,2.0,4.0,0.0,0.0,-1.4076782,1410.0,0.0,0.0,0.0,,none,(quiet),,raw-only,-180.0,-180.0,-180.0,,model→market (spot/smile moved)
2025-04-07 15:20:00,2025-04-07 15:29:00,9,2025-04-09,PE,21150.0,-0.05126279,OTM,750.0,2.0,cheap,76.0,87.78589,-11.785887,-0.1342572,-0.026346978,-20.591661,11.785887,0.1342572,0.026346978,20.591661,0.5386496,0.5649966,22238.0,22262.479,191.5,16.0,494.34999999999854,15:29,False,False,53700.0,0.0,0.0,0.0,-66075.0,,-0.0006601342,,,,,,88.2,-0.3,1.6,,,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,-199.5,-76.0,,,not closed in session
2025-07-28 15:14:00,2025-07-28 15:14:00,1,2025-07-31,CE,23400.0,-0.054352805,ITM,1140.0,3.04,rich,1309.0,1307.8386,1.1613698,0.00088800694,0.014790184,-20.506289,1.1613698,0.00088800694,0.014790184,20.506289,0.2244913,0.2097011,24679.75,24707.055,-24.799999999999272,209.45000000000073,33.150000000001455,15:14,False,False,0.0,0.0,13.0,0.0,-75.0,,0.0029881892,1.0,1.0,-0.0,0.0,1.3878835,1309.0,0.0,0.0,,,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
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)
2025-03-06 15:14:00,2025-03-06 15:17:00,2,2025-03-13,PE,23450.0,0.039085798,ITM,1887.0,5.032,cheap,898.55,899.85175,-1.301763,-0.0014466416,-0.015413622,-20.49983,1.301763,0.0014466416,0.015413622,20.49983,0.11046111,0.12587473,22548.05,22551.12,3.9500000000007276,8.399218750000728,302.20078125000146,15:17,False,False,0.0,0.0,3.0,0.0,0.0,,0.0007543735,1.0,1.0,0.0,0.0,-2.7084694,898.55,0.0,0.0,,,none,(quiet),,raw-only,-180.0,-180.0,,,model→market (spot/smile moved)
2025-12-08 15:09:00,2025-12-08 15:09:00,2,2025-12-16,CE,24650.0,-0.05407542,ITM,2270.0,6.0533333,cheap,1367.85,1371.8754,-4.02532,-0.0029341734,-0.054647483,-20.36055,4.02532,0.0029341734,0.054647483,20.36055,0.11098445,0.16563194,25979.8,26019.658,67.29999999999927,198.89921875000073,87.55078125,15:09,False,False,0.0,0.0,18.0,0.0,0.0,,0.0053478763,1.0,1.0,0.0,0.0,-6.128499,1367.85,0.0,0.0,0.0,,none,(quiet),,raw-only,-180.0,-180.0,-180.0,,model→market (spot/smile moved)
2025-10-10 14:20:00,2025-10-10 14:20:00,2,2025-10-20,PE,26050.0,0.025654212,ITM,2319.0,6.184,cheap,655.9,664.1386,-8.238604,-0.012404947,,,8.238604,0.012404947,0.0040699784,20.353151,,0.09116685,25299.9,25390.207,-14.5,30.849609375,143.05039062500146,14:20,False,False,75.0,0.0,0.0,75.0,75.0,7.9657273,-0.0009033779,1.0,1.0,0.0,0.0,-7.0326433,655.9,0.0,0.0,0.0,4.5,none,(quiet),,raw-only,-180.0,-180.0,-180.0,112.5,model→market (spot/smile moved)
2026-01-08 14:48:00,2026-01-08 14:48:00,1,2026-01-13,CE,24600.0,-0.054034945,ITM,1166.0,3.1093333,rich,1368.8,1367.6149,1.185071,0.0008665238,0.011313612,-20.345503,1.185071,0.0008665238,0.011313612,20.345503,0.22910912,0.21779552,25930.2,25965.828,-4.649999999997817,203.00078125000073,46.049218749998545,14:48,False,False,0.0,0.0,32.0,0.0,0.0,,-0.00484221,1.0,2.0,-0.0,0.0,0.75932723,1368.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2026-04-27 14:02:00,2026-04-27 14:35:00,34,2026-05-05,PE,25600.0,0.059973244,ITM,1929.0,5.144,cheap,1465.35,1491.7246,-26.374563,-0.017680585,,,26.374563,0.017680585,0.026790498,20.305523,,0.1900642,24083.65,24109.816,-34.04999999999927,45.89960937499927,147.45039062499927,14:35,False,False,0.0,0.0,5.0,0.0,195.0,,0.002634532,1.0,1.0,,0.0,,1453.0,0.0,0.0,0.0,12.35,none,(quiet),,raw-only,-180.0,-180.0,-180.0,622.75,both
2025-01-02 14:08:00,2025-01-02 14:20:00,13,2025-01-09,PE,25600.0,0.057244282,ITM,1944.0,5.184,rich,1470.0,1425.7937,44.206276,0.03100468,0.12134006,-5.3201747,44.206276,0.03100468,0.12134006,20.06776,0.303028,0.18168792,24183.65,24175.701,44.70000000000073,2.949609374998545,432.1003906250007,14:20,True,False,0.0,150.0,18.0,0.0,0.0,,-0.0174982,1.0,1.0,0.86873263,-45.15,6.8222604,1470.0,0.0,0.0,-45.15,-45.15,none,(quiet),,raw-only,,,,,market→model
2025-06-27 13:58:00,2025-06-27 14:09:00,13,2025-07-03,PE,26550.0,0.03350508,ITM,1580.0,4.213333,rich,884.15,876.41516,7.734852,0.008825557,0.033168048,-7.382199,7.734852,0.008825557,0.033168048,20.040937,0.15480995,0.121641904,25635.65,25675.178,9.25,13.699609374998545,112.10039062500073,14:09,False,False,0.0,0.0,9.0,0.0,75.0,,-0.0014059196,1.0,2.0,-0.0,0.0,4.477301,887.7,-3.55,-3.55,-3.55,-3.55,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2025-05-08 14:38:00,2025-05-08 15:06:00,29,2025-05-08,PE,24850.0,0.02215103,ITM,23.0,0.061333332,cheap,529.95,667.5004,-137.55046,-0.20606796,,,137.55046,0.20606796,1.6319736,19.979315,,2.127472,24304.1,24305.6,-40.35000000000218,143.150390625,60.099609375,15:06,False,False,1950.0,0.0,0.0,0.0,-1050.0,14.643854,,1.0,5.0,0.0,0.0,-71.75373,503.9,0.0,2.85,65.89,31.1,low,India open after overnight US data: FOMC,,raw-only,-180.0,5.2499924,4102.85,1841.5,model→market (spot/smile moved)
2025-12-31 15:26:00,2025-12-31 15:29:00,4,2026-01-13,PE,27250.0,0.03828654,ITM,3375.0,9.0,rich,1030.5,1023.6709,6.8290772,0.0066711647,0.023110783,-13.112868,6.8290772,0.0066711647,0.023487786,19.970293,0.114813134,0.09170236,26141.85,26226.412,-34.05000000000291,46.10039062500073,172.849609375,15:29,False,False,0.0,0.0,16.0,0.0,0.0,,0.0021539892,,,,,,1030.5,0.0,,,,none,(quiet),,raw-only,,,,,not closed in session
2026-06-23 14:44:00,2026-06-23 14:45:00,3,2026-06-30,CE,22950.0,-0.042771574,ITM,1544.0,4.1173334,cheap,990.8,1006.8322,-16.03222,-0.015923427,,,16.03222,0.015923427,0.024984755,19.959911,,0.1707369,23933.1,23952.902,22.899999999997817,202.400390625,70.44960937499854,14:45,True,False,0.0,0.0,1.0,0.0,0.0,,0.0031424093,1.0,1.0,0.0,0.0,-12.656174,990.8,0.0,0.0,-0.8,-0.8,none,(quiet),,raw-only,-180.0,-180.0,-232.0,-232.0,model→market (spot/smile moved)
2026-05-13 11:38:00,2026-05-13 11:44:00,42,2026-05-19,PE,24950.0,0.057862774,ITM,1725.0,4.6,rich,1590.0,1405.2748,184.72522,0.13145131,0.31050497,,184.72522,0.13145131,0.31266046,19.882332,0.5120501,0.20154509,23498.6,23547.297,94.64999999999782,5.200390624999272,236.04960937500073,11:44,True,False,0.0,0.0,113.0,0.0,0.0,,-0.0005872932,35.0,35.0,0.924362,-167.8,13.730614,1590.0,0.0,0.0,0.0,0.0,low,India open after overnight US data: US CPI,,raw-only,,,,,market→model
2025-05-08 14:38:00,2025-05-08 15:09:00,31,2025-05-08,PE,24950.0,0.025866717,ITM,20.0,0.053333335,cheap,631.15,843.8282,-212.67816,-0.25203967,,,212.67816,0.25203967,1.9942673,19.838896,,3.1921906,24318.45,24312.9,-25.099999999998545,128.80078125,74.44921875,15:09,True,False,0.0,0.0,3.0,0.0,-975.0,,,2.0,2.0,,0.0,,600.25,0.0,6.79,51.2,30.9,low,India open after overnight US data: FOMC,,raw-only,-180.0,261.35,3148.0,1828.5,both
2026-01-02 14:49:00,2026-01-02 15:00:00,20,2026-01-06,PE,27300.0,0.0366001,ITM,779.0,2.0773335,rich,1005.85,981.2615,24.5885,0.02505805,0.1304525,-9.753746,24.5885,0.02505805,0.1304525,19.677925,0.28654248,0.15608996,26308.95,26318.88,10.75,6.100781249999272,190.54921874999854,15:00,False,False,0.0,0.0,20.0,0.0,0.0,,0.00036035528,5.0,5.0,0.93458873,-24.95,1.7462349,1005.85,0.0,0.0,-24.95,-25.65,none,(quiet),,raw-only,,,,,market→model
2026-09-03 14:56:00,2026-09-03 15:08:00,17,2026-09-15,CE,23100.0,-0.03655267,ITM,2646.0,7.056,rich,889.2,870.596,18.604006,0.021369277,0.03345282,-6.545197,18.604006,0.021369277,0.03345282,19.677437,0.1687247,0.13527188,23880.55,23959.988,-30.0,144.84921875000146,1.9507812500014552,15:08,False,False,0.0,0.0,13.0,0.0,130.0,,-0.0012626472,2.0,5.0,-0.0,0.0,12.474315,889.2,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
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)
2025-04-15 11:51:00,2025-04-15 11:51:00,3,2025-04-17,PE,24700.0,0.05823649,ITM,968.0,2.5813334,cheap,1389.0,1398.0278,-9.027822,-0.00645754,,,9.027822,0.00645754,0.044076312,19.66013,,0.23820086,23296.7,23302.643,-4.450000000000728,71.65078124999854,89.69921875,11:51,False,False,0.0,0.0,15.0,0.0,0.0,,1.0889546e-06,1.0,2.0,0.0,0.0,-4.7115297,1389.0,0.0,0.0,0.0,0.0,high,"Sensex +1,578 to 76,735 - India first major market to erase tariff losses",,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-07-15 15:24:00,2026-07-15 15:24:00,4,2026-07-21,CE,22900.0,-0.049360085,ITM,1505.0,4.0133333,cheap,1158.0,1159.7363,-1.7363263,-0.0014971733,-0.033009272,-19.602434,1.7363263,0.0014971733,0.033009272,19.602434,0.1393555,0.17236476,24086.3,24058.707,3.7000000000007276,134.04921874999854,75.75078125000073,15:24,False,False,65.0,195.0,0.0,-65.0,0.0,-2.795574,0.010149959,,,,,,1155.0,0.0,,,,low,India open after overnight US data: US CPI,,raw-only,-180.0,,,,not closed in session
2026-06-23 14:56:00,2026-06-23 14:57:00,2,2026-06-30,CE,22950.0,-0.04224239,ITM,1532.0,4.0853333,cheap,990.95,994.25476,-3.3047755,-0.0033238719,-0.025497248,-19.58752,3.3047755,0.0033238719,0.025497248,19.58752,0.1445679,0.17006516,23925.95,23940.23,8.0,209.55078125,63.299218749998545,14:57,False,True,0.0,65.0,5.0,0.0,0.0,,0.0034882624,1.0,1.0,-0.30271828,-0.95,-4.088231,990.95,-0.95,-0.95,-0.95,-0.95,none,(quiet),,raw-only,-241.75,-241.75,-241.75,-241.75,model→market (spot/smile moved)
2025-07-28 15:00:00,2025-07-28 15:00:00,1,2025-07-31,CE,23400.0,-0.054568633,ITM,1154.0,3.0773335,rich,1315.15,1312.9492,2.200823,0.001676244,0.026261387,-19.561089,2.200823,0.001676244,0.026261387,19.561089,0.23208283,0.20582144,24682.45,24712.389,5.200000000000728,206.75078125000073,35.849218750001455,15:00,False,False,0.0,150.0,19.0,0.0,0.0,,0.0048590237,1.0,1.0,0.45946246,-6.15,7.2352066,1309.0,0.0,0.0,0.0,,none,(quiet),,raw-only,,,,,both
2026-02-25 15:18:00,2026-02-25 15:26:00,9,2026-03-02,CE,24200.0,-0.052876115,ITM,1128.0,3.008,cheap,1310.45,1318.5759,-8.1258745,-0.006162614,,,8.1258745,0.006162614,0.03961514,19.524584,,0.24080053,25485.05,25514.037,23.25,167.54921874999854,56.85078124999927,15:26,False,False,0.0,0.0,6.0,0.0,325.0,,0.001022756,1.0,,0.0,0.0,-4.7246423,1309.8,0.65,0.65,,,none,(quiet),,raw-only,-137.75,-137.75,,,model→market (spot/smile moved)
2025-06-03 10:35:00,2025-06-03 10:48:00,16,2025-06-05,PE,23300.0,-0.057765067,OTM,1031.0,2.7493334,rich,1.75,0.4572299,1.29277,2.58554,0.032231275,12.0931,1.29277,2.58554,0.034936715,19.459238,0.2335333,0.20130202,24654.15,24685.559,-31.099999999998545,190.94960937499854,52.85039062500073,10:48,True,False,37575.0,13350.0,0.0,-3750.0,-198525.0,,,3.0,3.0,0.09537574,-0.1,0.94848466,1.6,-0.05,0.0,0.05,0.1,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2025-07-24 14:04:00,2025-07-24 14:08:00,23,2025-07-31,CE,24350.0,-0.031267755,ITM,1956.0,5.216,cheap,765.0,780.8422,-15.842238,-0.020288654,,,15.842238,0.020288654,0.037737034,19.418617,,0.12803127,25098.15,25123.398,45.20000000000073,148.099609375,79.45039062499927,14:08,False,False,0.0,0.0,11.0,0.0,-150.0,,0.00023147176,13.0,18.0,0.0,0.0,-11.617772,765.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-07-01 13:20:00,2026-07-01 13:32:00,48,2026-07-14,PE,25200.0,0.04623628,ITM,3492.0,9.312,cheap,1109.1,1141.2715,-32.171455,-0.028189134,,,32.171455,0.028189134,0.03831582,19.412222,,0.120773874,24009.75,24061.371,-0.6500000000014552,40.150000000001455,114.65000000000146,13:32,False,True,0.0,0.0,12.0,0.0,195.0,,0.0016704218,5.0,5.0,0.0,0.0,-24.63975,1109.1,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2024-12-05 13:48:00,2024-12-05 13:49:00,3,2024-12-12,PE,25900.0,0.048596203,ITM,1975.0,5.266667,rich,1239.95,1229.2881,10.661959,0.008673279,0.046713363,-17.824228,10.661959,0.008673279,0.046713363,19.401049,0.1975935,0.15088013,24648.95,24671.451,21.600000000002183,19.650781249998545,353.3992187500007,13:49,False,False,0.0,0.0,4.0,0.0,0.0,,0.0032415222,1.0,2.0,-0.0,0.0,6.2129006,1239.95,0.0,0.0,-25.45,-25.45,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2025-12-18 13:40:00,2025-12-18 14:53:00,74,2025-12-23,PE,26900.0,0.0412992,ITM,1161.0,3.096,cheap,1006.85,1089.0596,-82.20962,-0.075486794,,,82.20962,0.075486794,0.03607018,19.309877,,0.15925598,25771.35,25811.68,-14.600000000002183,131.00039062499854,45.04960937500073,14:53,True,False,0.0,0.0,81.0,0.0,0.0,,0.0017452888,3.0,3.0,0.79780585,68.9,-17.461866,1006.85,0.0,0.0,0.0,0.0,low,US CPI release (Nov 2025) - delayed from Dec 10; Oct 2025 CPI cancelled,,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2026-03-30 10:15:00,2026-03-30 10:15:00,2,2026-04-07,CE,23900.0,0.056205556,OTM,1814.0,4.837333,cheap,43.55,64.46359,-20.913591,-0.32442483,-0.035427004,-19.258045,20.913591,0.32442483,0.035427004,19.258045,0.30813912,0.34356612,22579.0,22593.74,-99.25,135.09999999999854,108.84999999999854,10:15,False,True,18135.0,9750.0,0.0,0.0,13130.0,,,1.0,2.0,-0.0168545,-0.25,-15.082833,43.3,-1.35,-1.8,-4.45,-4.35,none,(quiet),,raw-only,-267.75,-297.0,-469.25,-462.75,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)
2025-05-08 14:35:00,2025-05-08 15:08:00,33,2025-05-08,PE,25000.0,0.027714567,ITM,21.0,0.056,cheap,685.0,923.3731,-238.3731,-0.2581547,-2.62711,-18.765215,238.3731,0.2581547,2.62711,19.226068,0.8554815,3.4825916,24318.25,24316.648,-25.150000000001455,129.0,74.25,15:08,True,False,225.0,150.0,0.0,0.0,10725.0,-1.4577521,,3.0,3.0,,5.4,,652.25,1.75,2.75,24.65,42.75,low,India open after overnight US data: FOMC,,raw-only,-66.25,-1.25,1422.25,2598.75,both
2025-04-07 15:29:00,2025-04-07 15:29:00,1,2025-04-17,PE,22800.0,0.021963678,ITM,2250.0,6.0,rich,875.85,661.4482,214.40181,0.32413998,0.16927761,19.21102,214.40181,0.32413998,0.16927761,19.21102,0.4301227,0.2608451,22238.0,22304.688,191.5,16.0,494.34999999999854,15:29,False,False,675.0,0.0,0.0,0.0,-525.0,-213.51566,0.0009881804,,,,,,,,,,,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,raw-only,,,,,not closed in session
2024-10-29 15:29:00,2024-10-29 15:29:00,1,2024-11-07,PE,23950.0,-0.023572532,OTM,2625.0,7.0,cheap,48.0,61.64193,-13.64193,-0.22130926,-0.013350106,-19.143562,13.64193,0.22130926,0.013350106,19.143562,0.1419443,0.15529442,24454.0,24521.27,8.950000000000728,30.5,313.15000000000146,15:29,False,False,4725.0,0.0,0.0,-1975.0,-1500.0,10.278595,-0.003212609,,,,,,,,,,,none,(quiet),,raw-only,,,,,not closed in session
2025-10-27 11:40:00,2025-10-27 11:45:00,13,2025-11-04,PE,26650.0,0.022854906,ITM,2474.0,6.5973334,cheap,597.1,624.1369,-27.036926,-0.0433189,,,27.036926,0.0433189,0.04090363,19.132887,,0.111103006,25949.85,26047.824,-23.600000000002183,37.10039062500073,122.849609375,11:45,False,False,0.0,0.0,2.0,0.0,0.0,,-0.00029781493,3.0,6.0,0.0,0.0,-16.913574,599.3,0.0,-2.2,3.7,-27.55,low,India open after overnight US data: US CPI,,raw-only,-180.0,-323.0,60.5,-1970.75,model→market (spot/smile moved)
2026-09-17 14:46:00,2026-09-17 14:48:00,7,2026-09-22,CE,22450.0,-0.037520528,ITM,1166.0,3.1093333,cheap,854.55,862.4771,-7.9271393,-0.009191129,,,7.9271393,0.009191129,0.058389664,19.117113,,0.17614147,23306.35,23308.338,22.5,57.20039062499927,112.69960937499854,14:48,False,False,0.0,0.0,11.0,0.0,0.0,,0.00017590146,3.0,5.0,0.0,0.0,-5.0438805,854.55,0.0,0.0,0.0,0.0,medium,"Markets flat after Fed hike (Sensex -22, Nifty +53); NSE IPO (Rs22,563 cr OFS) opens",,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-08-11 11:06:00,2025-08-11 11:06:00,1,2025-08-21,PE,26000.0,0.059488203,ITM,2888.0,7.7013335,cheap,1499.0,1500.9065,-1.9064819,-0.0012702203,-0.039637752,-19.109135,1.9064819,0.0012702203,0.039637752,19.109135,0.104837775,0.14447552,24454.2,24498.412,6.150000000001455,13.600781249999272,106.74921874999927,11:06,False,False,0.0,0.0,2.0,0.0,0.0,,0.0027801353,1.0,1.0,0.0,0.0,-1.7780619,1499.0,0.0,2.0,2.0,2.0,none,(quiet),,raw-only,-180.0,-50.0,-50.0,-50.0,model→market (spot/smile moved)
2025-10-10 09:28:00,2025-10-10 13:39:00,299,2025-10-20,PE,26050.0,0.024317762,ITM,2360.0,6.2933335,rich,767.2,630.94324,136.25676,0.21595725,0.14270489,1.4457806,136.25676,0.21595725,0.14270489,19.090778,0.23130304,0.08859814,25328.2,25424.162,26.100000000002183,1.9007812499985448,171.34921875000146,13:39,False,False,0.0,0.0,251.0,0.0,0.0,,-0.0008826702,41.0,41.0,0.7702669,-111.3,33.19537,767.2,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2026-01-08 14:25:00,2026-01-08 14:29:00,7,2026-01-13,CE,24600.0,-0.053542905,ITM,1185.0,3.16,rich,1368.8,1355.0518,13.748232,0.010145909,0.072389446,-16.243008,13.748232,0.010145909,0.072389446,19.040495,0.28898445,0.21659501,25905.45,25953.055,-23.899999999997817,227.75078125000073,21.299218749998545,14:29,False,True,0.0,0.0,13.0,0.0,0.0,,-0.0034703927,2.0,3.0,-0.0,0.0,10.221112,1368.8,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2026-03-30 15:29:00,2026-03-30 15:29:00,1,2026-04-07,PE,22050.0,-0.016321786,OTM,1500.0,4.0,cheap,215.25,237.37135,-22.121353,-0.093193024,-0.02130665,-18.998196,22.121353,0.093193024,0.02130665,18.998196,0.3300966,0.35140327,22379.2,22412.848,29.25,334.90078124999854,95.34921875000146,15:29,False,False,13520.0,0.0,0.0,2210.0,18070.0,1.6696157,-0.019693028,,,,,,,,,,,none,(quiet),,raw-only,,,,,not closed in session
2026-01-08 14:56:00,2026-01-08 14:56:00,3,2026-01-20,CE,24850.0,-0.04507716,ITM,2658.0,7.088,cheap,1143.45,1150.726,-7.2759004,-0.006322879,,,7.2759004,0.006322879,0.030040685,18.995705,,0.14161928,25918.15,25995.799,-1.6999999999970896,215.04960937500073,34.000390624998545,14:56,False,True,65.0,0.0,0.0,65.0,65.0,-8.03935,0.0025929746,3.0,3.0,0.6301403,4.85,-2.8466988,1143.45,0.0,4.85,4.85,4.85,none,(quiet),,raw-only,-180.0,135.25,135.25,135.25,both
2024-12-05 11:44:00,2024-12-05 12:18:00,148,2024-12-12,PE,25250.0,0.023088798,ITM,2066.0,5.509333,rich,899.95,614.57367,285.37634,0.4643485,0.23934864,6.9373126,285.37634,0.4643485,0.23934864,18.975061,0.3852532,0.14590456,24645.25,24673.688,295.2999999999993,3.349999999998545,349.7000000000007,12:18,True,True,0.0,0.0,46.0,0.0,0.0,,-0.0033202088,69.0,69.0,0.8075398,-231.5,55.17317,899.95,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-12-01 10:38:00,2025-12-01 12:33:00,199,2025-12-09,CE,25050.0,-0.045722358,ITM,2426.0,6.469333,rich,1300.0,1174.1704,125.82963,0.10716471,0.17848408,0.5038325,125.82963,0.10716471,0.17848408,18.838127,0.31639814,0.13791406,26158.1,26221.934,-44.05000000000291,167.70039062499927,0.6996093749985448,12:33,True,False,0.0,0.0,189.0,0.0,0.0,,0.004234612,70.0,70.0,0.69717574,-90.0,39.092274,1300.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2026-07-15 13:57:00,2026-07-15 14:39:00,93,2026-07-28,CE,23050.0,-0.04466452,ITM,3425.0,9.133333,cheap,1021.0,1070.4557,-49.45574,-0.04620064,,,49.45574,0.04620064,0.08119337,18.827572,,0.1549635,24105.05,24102.855,16.0,115.29921874999854,94.50078125000073,14:39,True,False,0.0,0.0,47.0,0.0,0.0,,0.0007920667,10.0,20.0,0.0,0.0,-28.369303,1021.0,0.0,0.0,0.0,0.0,low,India open after overnight US data: US CPI,,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-09-11 13:37:00,2026-09-11 13:41:00,16,2026-09-22,PE,24350.0,0.0417604,ITM,2358.0,6.288,cheap,975.4,1000.56866,-25.168694,-0.025154388,,,25.168694,0.025154388,0.017602596,18.824343,,0.14003399,23316.6,23354.074,-11.950000000000728,44.500390624998545,85.19960937499854,13:41,False,False,0.0,0.0,3.0,0.0,-65.0,,0.00035985155,2.0,9.0,0.0,0.0,-16.505505,975.4,0.0,0.0,-3.4,-88.05,medium,US CPI release (Aug 2026) - firm (+0.4% m/m SA; 3.4% y/y),,raw-only,-180.0,-180.0,-401.0,-5903.25,model→market (spot/smile moved)
2026-05-14 14:19:00,2026-05-14 14:19:00,6,2026-05-26,PE,24750.0,0.041404914,ITM,3070.0,8.1866665,cheap,1005.0,1029.4683,-24.46823,-0.023767833,-0.057214297,-18.774324,24.46823,0.023767833,0.057214297,18.774324,0.10864844,0.16586274,23724.9,23746.154,-16.0,43.849609375,298.3503906250007,14:19,False,False,0.0,0.0,1.0,0.0,-325.0,,-0.0002465295,2.0,6.0,0.0,0.0,-15.202814,1005.0,0.0,0.0,0.0,39.1,none,(quiet),,raw-only,-180.0,-180.0,-180.0,2361.5,model→market (spot/smile moved)
2025-05-08 14:44:00,2025-05-08 15:05:00,24,2025-05-08,PE,24750.0,0.017590156,ITM,24.0,0.064,cheap,435.0,499.79648,-64.79647,-0.1296457,-0.7953366,-18.767727,64.79647,0.1296457,1.0424395,18.767727,0.6143118,1.4096484,24310.7,24318.451,-35.14999999999782,136.55078125,66.69921875,15:05,True,False,21300.0,6675.0,0.0,0.0,300.0,-3.2566764,,2.0,6.0,0.13409056,5.4,-34.871292,409.85,3.95,17.95,65.25,29.55,low,India open after overnight US data: FOMC,,raw-only,76.75,986.75,4061.25,1740.75,model→market (spot/smile moved)
2026-09-22 15:11:00,2026-09-22 15:12:00,2,2026-09-22,CE,22900.0,-0.020239221,ITM,17.0,0.045333333,cheap,463.5,811.02026,-347.52026,-0.42849764,,,347.52026,0.42849764,2.3783517,18.75965,,4.4055243,23360.5,23368.2,-7.150000000001455,128.5,74.75,15:12,False,False,455.0,650.0,0.0,0.0,-11245.0,-4.995597,,1.0,1.0,-0.0018533729,-0.65,-351.36194,463.5,-0.65,-6.15,-33.3,,none,(quiet),,raw-only,-222.25,-579.75,-2344.5,,model→market (spot/smile moved)
2025-03-06 15:18:00,2025-03-06 15:19:00,2,2025-03-13,PE,23450.0,0.03895199,ITM,1885.0,5.0266666,rich,898.55,896.76306,1.7869425,0.0019926585,0.01255452,-18.583572,1.7869425,0.0019926585,0.01255452,18.750807,0.13746396,0.12490944,22545.6,22554.137,8.549999999999272,10.850390625000728,299.74960937500146,15:19,False,False,0.0,0.0,5.0,0.0,0.0,,0.001412168,1.0,2.0,-0.0,0.0,0.97987914,898.55,0.0,1.45,,,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2025-01-22 13:07:00,2025-01-22 13:14:00,26,2025-01-30,CE,22100.0,-0.04381154,ITM,2385.0,6.36,cheap,966.25,1003.8036,-37.553596,-0.0374113,,,37.553596,0.0374113,0.05876511,18.702429,,0.17516875,23043.05,23089.758,17.0,101.19921875,53.450781250001455,13:14,True,False,0.0,0.0,7.0,0.0,0.0,,0.0012139074,10.0,14.0,0.0,0.0,-20.929878,966.25,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2025-07-21 13:59:00,2025-07-21 14:53:00,91,2025-07-24,PE,26050.0,0.038225543,ITM,1161.0,3.096,rich,1037.25,977.6211,59.628887,0.06099386,0.16658533,0.6981784,59.628887,0.06138916,0.16658533,18.648563,0.31363007,0.14704476,25040.8,25073.016,5.849999999998545,38.69921875,158.50078125000073,14:53,False,False,0.0,75.0,54.0,0.0,0.0,,-0.0004672975,1.0,1.0,0.9830527,-51.9,0.89472884,1037.25,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
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
2024-10-25 15:29:00,2024-10-25 15:29:00,1,2024-11-07,PE,23450.0,-0.03391897,OTM,3375.0,9.0,cheap,35.1,49.665405,-14.565406,-0.29327065,-0.01596201,-18.603477,14.565406,0.29327065,0.01596201,18.603477,0.14651273,0.16247474,24211.8,24259.043,68.14999999999782,228.44921875,137.90078124999854,15:29,False,False,1575.0,0.0,0.0,-25.0,-1800.0,,,,,,,,,,,,,none,(quiet),,raw-only,,,,,not closed in session
2025-04-28 09:27:00,2025-04-28 13:00:00,361,2025-04-30,PE,25450.0,0.043219868,ITM,899.0,2.3973334,rich,1323.85,1076.5974,247.25253,0.22966108,0.4975005,0.4361618,247.25253,0.22966108,0.5109684,18.492588,0.66999596,0.17249548,24349.55,24373.486,6.349999999998545,5.549218749998545,295.5007812500007,13:00,False,False,0.0,0.0,224.0,0.0,0.0,,0.004458301,103.0,103.0,0.6905463,-179.1,80.25989,1323.85,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-05-29 12:32:00,2025-05-29 12:39:00,8,2025-06-05,PE,25250.0,0.021217072,ITM,2045.0,5.4533334,cheap,531.5,591.86847,-60.368477,-0.101996444,-0.092443794,-18.484377,60.368477,0.101996444,0.092443794,18.484377,0.07123385,0.16367765,24690.6,24719.912,-48.25,199.10039062500073,4.049609375000728,12:39,True,False,0.0,825.0,8.0,0.0,0.0,,-9.633442e-05,1.0,1.0,0.83362573,50.6,-10.098702,531.5,0.0,0.0,25.1,-17.75,none,(quiet),,raw-only,-180.0,-180.0,1451.5,-1333.75,market→model
2026-02-25 10:47:00,2026-02-25 14:06:00,264,2026-03-02,CE,24200.0,-0.050713796,ITM,1208.0,3.2213333,rich,1473.25,1265.496,207.75398,0.16416803,0.35565057,1.6587481,207.75398,0.16416803,0.36192918,18.451235,0.59246415,0.23681356,25437.3,25458.926,-35.85000000000218,215.29921874999854,9.100781249999272,14:06,True,False,0.0,0.0,232.0,0.0,0.0,,0.00077868055,71.0,71.0,0.79331607,-163.45,42.5839,1473.25,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-10-16 15:29:00,2025-10-16 15:29:00,1,2025-10-28,CE,25150.0,-0.019623194,ITM,2625.0,7.0,rich,585.75,540.1245,45.62548,0.08447216,0.03909245,18.41295,45.62548,0.08447216,0.03909245,18.41295,0.1578773,0.11878484,25566.3,25648.396,-54.70000000000073,59.099218750001455,189.45078125000146,15:29,False,False,2100.0,0.0,0.0,75.0,-3150.0,46.930458,-0.0011977805,,,,,,,,,,,none,(quiet),,raw-only,,,,,not closed in session
2025-01-10 13:59:00,2025-01-10 14:00:00,2,2025-01-23,PE,24800.0,0.051224336,ITM,3464.0,9.237333,rich,1251.0,1243.4674,7.5326295,0.006057762,0.019191554,-16.742775,7.5326295,0.006057762,0.019191554,18.344902,0.16173016,0.1425386,23526.3,23561.625,28.349999999998545,70.29921874999854,181.95078125000146,14:00,False,False,0.0,0.0,33.0,0.0,0.0,,-0.0016849891,1.0,1.0,-0.0,0.0,10.15724,1251.0,0.0,0.0,0.0,94.0,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2026-08-31 14:28:00,2026-08-31 14:45:00,29,2026-09-01,PE,25400.0,0.050859403,ITM,419.0,1.1173333,rich,1312.3,1259.7847,52.51539,0.041686006,0.33132243,0.54974806,52.51539,0.041686006,0.33132243,18.301306,0.61806,0.28673756,24073.15,24140.473,40.60000000000218,55.54960937500073,79.55039062500146,14:45,False,False,0.0,130.0,13.0,0.0,-390.0,,-0.0007348464,1.0,2.0,2.3298209,-72.3,-41.26757,1330.9,0.0,-18.6,-18.6,-72.7,none,(quiet),,raw-only,,,,,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)
2025-02-06 14:26:00,2025-02-06 14:28:00,4,2025-02-06,CE,23100.0,-0.02012288,ITM,61.0,0.16266666,cheap,469.1,532.1813,-63.08129,-0.11853346,,,63.08129,0.11853346,0.33739743,18.034178,,0.9433297,23573.4,23569.547,-14.299999999999272,200.14960937499927,11.150390625,14:28,False,False,450.0,75.0,0.0,150.0,-750.0,-0.5794305,,1.0,2.0,0.024454547,1.1,-43.88141,468.8,0.3,-9.45,6.25,3.45,none,(quiet),,raw-only,-160.5,-794.25,226.25,44.25,model→market (spot/smile moved)
2026-05-08 13:28:00,2026-05-08 13:28:00,1,2026-05-19,CE,25700.0,0.05876894,OTM,2746.0,7.3226666,cheap,4.95,7.675814,-2.7258143,-0.3551173,-0.011874653,-17.939491,2.7258143,0.3551173,0.011874653,17.939491,0.16645582,0.17833048,24189.0,24233.162,22.849999999998545,64.79999999999927,50.599999999998545,13:28,False,False,650.0,585.0,1.0,0.0,3640.0,,,1.0,1.0,-0.01743709,-0.05,-2.917451,4.9,0.05,0.0,-0.05,0.05,none,(quiet),,raw-only,-176.75,-180.0,-183.25,-176.75,model→market (spot/smile moved)
2025-12-08 15:00:00,2025-12-08 15:05:00,4,2025-12-16,CE,24650.0,-0.054226667,ITM,2274.0,6.064,cheap,1367.85,1375.8932,-8.043172,-0.0058457823,,,8.043172,0.0058457823,0.03849696,17.918566,,0.16641138,25978.8,26023.594,68.0,199.89921875000073,86.55078125,15:05,False,False,0.0,0.0,14.0,0.0,75.0,,0.0060847416,2.0,2.0,0.0,0.0,-8.856827,1367.85,0.0,0.0,0.0,,none,(quiet),,raw-only,-180.0,-180.0,-180.0,,model→market (spot/smile moved)
2025-09-23 09:22:00,2025-09-23 09:50:00,138,2025-09-30,CE,24050.0,-0.04580203,ITM,2214.0,5.904,rich,1241.6,1130.7219,110.878075,0.09805954,0.17161377,,110.878075,0.09805954,0.17292996,17.87255,0.32277378,0.15116002,25112.75,25177.154,-123.09999999999854,138.09999999999854,0.9000000000014552,09:50,False,False,0.0,0.0,30.0,0.0,0.0,,0.0014035462,81.0,81.0,1.0206696,-111.6,-2.2600102,1241.6,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
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
2025-07-04 15:19:00,2025-07-04 15:19:00,3,2025-07-17,PE,26900.0,0.053785995,ITM,3385.0,9.026667,cheap,1401.7,1407.2255,-5.525419,-0.0039264634,,,5.525419,0.0039264634,0.026789928,17.843925,,0.11780793,25457.15,25491.379,7.200000000000728,9.549609375000728,125.50039062499854,15:19,False,False,450.0,0.0,0.0,0.0,0.0,5.8603597,0.0028035797,3.0,4.0,0.0,0.0,-4.1302953,1401.7,0.0,0.0,,,none,(quiet),,raw-only,-180.0,-180.0,,,model→market (spot/smile moved)
2026-04-27 13:08:00,2026-04-27 13:47:00,49,2026-05-05,PE,25600.0,0.058276568,ITM,1977.0,5.272,rich,1573.0,1451.0002,121.99974,0.08407975,0.22371851,1.5963589,121.99974,0.08407975,0.22371851,17.83444,0.40847456,0.18475606,24125.5,24150.758,10.700000000000728,4.049999999999272,189.29999999999927,13:47,False,False,0.0,0.0,130.0,0.0,0.0,,0.0034200773,9.0,9.0,0.9009552,-114.0,12.532374,1573.0,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2025-01-06 14:49:00,2025-01-06 15:25:00,37,2025-01-16,CE,23100.0,-0.024835045,ITM,3004.0,8.010667,cheap,624.85,669.3718,-44.521805,-0.06651282,-0.040125463,-0.12924007,44.521805,0.06651282,0.040125463,17.758757,0.1360218,0.17614725,23634.75,23680.873,10.150000000001455,455.2000000000007,82.84999999999854,15:25,False,False,0.0,1650.0,37.0,0.0,0.0,,2.5421856e-05,1.0,1.0,0.8592106,44.1,-7.2261806,624.85,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,market→model
2026-06-23 14:48:00,2026-06-23 14:51:00,6,2026-06-30,CE,22950.0,-0.041805193,ITM,1538.0,4.101333,rich,990.75,983.93536,6.814636,0.006925898,0.028306043,-16.468979,6.814636,0.006925898,0.028306043,17.737543,0.19734363,0.16903758,23913.25,23929.766,-3.900000000001455,222.25,50.599999999998545,14:51,False,False,65.0,65.0,0.0,0.0,0.0,6.316173,0.0026892556,1.0,3.0,-0.055636574,0.2,3.7947578,990.8,0.0,0.15,-0.8,-0.8,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2024-10-18 11:35:00,2024-10-18 13:46:00,233,2024-10-31,PE,26350.0,0.052856144,ITM,3478.0,9.274667,rich,1523.1,1360.2749,162.82513,0.11970017,0.17792667,1.9205469,162.82513,0.11970017,0.17792667,17.715527,0.3203796,0.14245296,24881.7,24993.408,55.35000000000218,4.150781249998545,314.04921874999854,13:46,False,True,0.0,0.0,193.0,0.0,0.0,,-0.0044835033,87.0,87.0,0.6766642,-106.05,50.67471,1523.1,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,,,,,market→model
2026-07-15 15:19:00,2026-07-15 15:23:00,5,2026-07-21,CE,22900.0,-0.049197827,ITM,1506.0,4.016,rich,1165.2,1155.8108,9.389235,0.008123505,0.054019317,-14.441562,9.389235,0.008123505,0.054019317,17.671259,0.22555962,0.1715403,24079.85,24054.805,1.5499999999992724,140.50039062499854,69.29960937500073,15:23,False,False,0.0,65.0,4.0,0.0,65.0,,0.010401803,1.0,1.0,0.6471584,-7.2,3.9255612,1165.2,0.0,-10.2,,,low,India open after overnight US data: US CPI,,raw-only,,,,,both
2026-02-25 15:21:00,2026-02-25 15:21:00,1,2026-03-02,CE,24200.0,-0.052495167,ITM,1133.0,3.0213332,rich,1310.45,1309.1648,1.2852087,0.0009817013,0.008050983,-17.669529,1.2852087,0.0009817013,0.008050983,17.669529,0.248932,0.24088103,25474.75,25504.318,25.200000000000728,177.84999999999854,46.54999999999927,15:21,False,False,0.0,0.0,1.0,0.0,325.0,,0.0019351022,1.0,1.0,-0.0,0.0,3.8552628,1310.45,0.0,0.0,,,none,(quiet),,raw-only,,,,,model→market (spot/smile moved)
2026-03-30 14:35:00,2026-03-30 14:39:00,4,2026-04-07,CE,23650.0,0.05507815,OTM,1550.0,4.133333,cheap,36.4,45.967228,-9.567228,-0.2081315,-0.01964622,-17.656729,9.567228,0.2081315,0.01964622,17.656729,0.3143834,0.33402961,22362.9,22382.625,-86.54999999999927,351.19960937499854,12.250390624998545,14:39,False,False,1105.0,2730.0,1.0,0.0,15275.0,,,2.0,2.0,0.11726451,0.9,-6.7749567,35.55,0.55,1.75,2.55,-2.25,none,(quiet),,raw-only,-144.25,-66.25,-14.250004,-326.25,model→market (spot/smile moved)
2025-05-27 11:18:00,2025-05-27 11:26:00,14,2025-06-05,CE,24550.0,-0.019499911,ITM,2868.0,7.648,cheap,572.0,626.2101,-54.2101,-0.08656855,-0.03899127,-17.653421,54.2101,0.08656855,0.03899127,17.653421,0.15309812,0.19208938,24983.5,25033.42,192.84999999999854,3.75,245.79999999999927,11:26,True,True,0.0,0.0,4.0,0.0,-22125.0,,-0.0004822064,2.0,2.0,0.919374,44.1,-3.8674223,575.95,-3.8,-3.95,63.4,-2.75,none,(quiet),,raw-only,-427.0,-436.75,3941.0,-358.75,market→model
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)
2025-07-14 12:58:00,2025-07-14 13:04:00,8,2025-07-17,CE,23950.0,-0.045712195,ITM,1270.0,3.3866668,cheap,1110.3,1121.2853,-10.985282,-0.009797045,,,10.985282,0.009797045,0.015647672,17.581444,,0.17338149,25048.0,25070.215,-0.7000000000007276,103.09999999999854,28.25,13:04,False,True,0.0,0.0,7.0,0.0,0.0,,0.00066918373,3.0,3.0,0.0,0.0,-23.069689,1110.3,0.0,0.0,0.0,0.0,none,(quiet),,raw-only,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2024-12-02 13:35:00,2024-12-02 13:56:00,43,2024-12-05,PE,25700.0,0.059360705,ITM,1218.0,3.248,rich,1588.05,1480.8467,107.203316,0.07239325,0.29586163,3.849053,107.203316,0.07239325,0.29586163,17.579351,0.50035095,0.2044893,24175.7,24218.826,19.400000000001455,14.650781249998545,167.04921874999854,13:56,False,True,0.0,25.0,281.0,0.0,0.0,,-0.0070710364,1.0,1.0,1.1030793,-113.05,-10.564165,1588.05,0.0,0.0,0.0,-113.05,none,(quiet),,raw-only,,,,,market→model
2024-10-04 10:43:00,2024-10-04 10:45:00,8,2024-10-10,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,-6.9237847,751.75,9.0,24.95,74.15,45.3,none,(quiet),,liquid,405.0,1441.75,4639.75,2764.5,market→model
2024-10-03 15:29:00,2024-10-03 15:29:00,1,2024-10-10,PE,24050.0,-0.05251801,OTM,1875.0,5.0,rich,20.0,10.344657,9.655343,0.9333652,0.028659193,17.51321,9.655343,0.9333652,0.028659193,17.51321,0.23606841,0.20740922,25266.0,25346.812,19.25,373.4500000000007,35.70000000000073,15:29,False,False,9500.0,0.0,0.0,0.0,3000.0,,,,,,,,,,,,,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,raw-only,,,,,not closed in session
2025-02-06 14:26:00,2025-02-06 14:28:00,4,2025-02-06,CE,23000.0,-0.02446128,ITM,61.0,0.16266666,cheap,569.45,663.6808,-94.23076,-0.14198206,,,94.23076,0.14198206,0.6195967,17.493279,,1.2529687,23573.4,23569.547,-14.299999999999272,200.14960937499927,11.150390625,14:28,False,False,1275.0,75.0,0.0,-1125.0,-23625.0,-0.22567345,,1.0,2.0,0.0027254438,0.15,-54.886906,569.35,0.1,-8.9,4.65,5.3,none,(quiet),,raw-only,-173.5,-758.5,122.25,164.50002,model→market (spot/smile moved)
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)
2026-04-29 11:48:00,2026-04-29 12:06:00,22,2026-05-12,PE,25300.0,0.0388334,ITM,3203.0,8.541333,cheap,963.05,986.88586,-23.835852,-0.024152592,-0.061575923,-15.961946,23.835852,0.024152592,0.061575923,17.460423,0.08885286,0.15042879,24268.3,24336.348,-6.700000000000728,30.649218750000728,208.35078124999927,12:06,False,True,0.0,0.0,18.0,0.0,0.0,,-0.00018781672,2.0,2.0,0.0,0.0,-18.293106,963.05,0.0,0.0,0.0,-3.05,low,FOMC decision (US 2026-04-29): Hold 3.50-3.75%,,raw-only,-180.0,-180.0,-180.0,-378.25,model→market (spot/smile moved)
2026-05-05 15:15:00,2026-05-05 15:29:00,11,2026-05-12,PE,25350.0,0.050699636,ITM,1875.0,5.0,rich,1263.45,1253.6759,9.77411,0.0077963616,0.050902233,-8.542569,9.77411,0.0077963616,0.050902233,17.45483,0.20584302,0.15494078,24052.15,24096.8,41.35000000000218,29.549609375000728,170.10039062500073,15:29,False,False,0.0,0.0,18.0,0.0,0.0,,0.0026221243,,,,,,1263.45,0.0,0.0,,,none,(quiet),,raw-only,,,,,not closed in session