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
2024-12-19 14:50:00,2024-12-19 14:51:00,10,2024-12-19,PE,23900.0,-0.0021399122,OTM,38.0,0.101333335,rich,1.9,0.35804617,1.5419538,3.0839076,0.025400747,7.4696217,1.5419538,3.0839076,0.025400747,7.4696217,0.08337197,0.057971217,23944.35,23951.2,-13.0,60.550390625001455,74.04960937500073,14:51,False,False,4.5909e+06,3.374375e+06,0.0,0.0,-2.033225e+06,-0.34727514,0.02109857,9.0,10.0,1.0344075,-1.05,-0.034926187,1.9,-0.2,-0.4,-1.5,-1.8,high,"FOMC decision (US 2024-12-18): Cut 25bp to 4.25-4.50%; hawkish dots (fewer 2025 cuts) ; Sensex -964 to 79,218 after hawkish Fed (only two 2025 cuts signalled)",,tradable,,,,,market→model
2025-06-26 14:55:00,2025-06-26 14:57:00,5,2025-06-26,CE,25600.0,0.0023836682,OTM,32.0,0.08533333,rich,2.3,0.9753123,1.3246877,1.358219,0.019021932,1.6054136,1.3246877,2.1991897,0.046818662,2.7286332,0.101660624,0.082638696,25536.75,25539.05,27.299999999999272,4.25,276.84999999999854,14:57,True,False,1.80996e+07,1.52145e+07,0.0,2.5488e+06,-435075.0,-0.3519709,0.023113206,9.0,9.0,,-1.9,,3.1,-0.8,-1.15,-2.8,-2.95,none,(quiet),,tradable,,,,,both
2025-04-17 13:43:00,2025-04-17 14:04:00,28,2025-04-17,CE,24000.0,0.006342466,OTM,85.0,0.22666667,rich,3.05,1.29948,1.75052,1.3470927,0.02275222,1.487977,1.75052,1.8194603,0.02275222,1.6191239,0.14189899,0.11914677,23850.8,23848.262,74.29999999999927,17.44921875,552.2507812500007,14:04,False,False,3.389325e+06,2.349525e+06,0.0,-201000.0,-497175.0,-0.2204451,0.02504925,10.0,17.0,1.273983,-1.35,-0.29033127,1.75,-0.05,0.35,0.15,-0.05,none,(quiet),,tradable,,,,,market→model
2024-12-12 14:47:00,2024-12-12 14:51:00,4,2024-12-12,PE,24500.0,-0.0019958534,OTM,38.0,0.101333335,rich,1.9,0.7546804,1.1453196,1.517622,0.015721804,2.2312458,1.1453196,1.6294799,0.015721804,2.9409673,0.078715906,0.06299411,24541.3,24548.947,-22.150000000001455,133.94921875,0.7007812500014552,14:51,False,False,4.986975e+06,7.08225e+06,0.0,0.0,-125950.0,-0.5459134,0.009065379,4.0,4.0,,-0.65,,1.65,-0.35,0.15,-1.35,-1.55,low,India open after overnight US data: US CPI,,tradable,,,,,both
2025-06-26 14:41:00,2025-06-26 14:42:00,4,2025-06-26,CE,25600.0,0.0040884293,OTM,47.0,0.12533334,rich,1.8,0.71359557,1.0864044,1.5224372,0.019666914,2.5448709,1.0864044,1.6257101,0.019733248,2.8876996,0.11885061,0.0991837,25493.1,25495.55,-0.5,36.400390625,233.19960937499854,14:42,False,False,5.189925e+06,4.853025e+06,0.0,0.0,456525.0,-0.30289334,0.023870153,24.0,24.0,,-1.4,,1.8,0.1,-0.75,0.5,-1.55,none,(quiet),,tradable,,,,,both
2025-04-09 10:21:00,2025-04-09 11:44:00,193,2025-04-09,CE,22550.0,0.005845764,OTM,225.0,0.6,rich,8.5,5.9040194,2.595981,0.4396972,0.011467065,0.34247166,2.595981,1.6183418,0.019031396,2.6060636,0.11016607,0.098699,22433.0,22418.562,58.45000000000073,35.70000000000073,79.75,11:44,False,False,1.081425e+06,1.81125e+06,0.0,0.0,607950.0,-0.48077923,0.013430774,105.0,135.0,4.785347,-6.3,-4.983481,12.05,0.1,0.5,-5.85,-5.85,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-24 14:19:00,2025-04-24 14:19:00,1,2025-04-24,PE,24200.0,-0.0021462815,OTM,70.0,0.18666667,rich,1.75,0.69704115,1.0529588,1.5106121,0.011554346,0.5431275,1.0529588,1.5106121,0.011554346,0.5431275,0.060028043,0.048473697,24251.4,24251.996,2.9500000000007276,96.44960937499854,11.950390624999272,14:19,False,False,722550.0,2.37165e+06,0.0,-111750.0,-266925.0,-0.19356401,0.009763613,12.0,28.0,0.6594759,-0.4,0.20654221,1.45,0.05,-0.15,0.25,-0.1,none,(quiet),,tradable,,,,,both
2024-10-03 14:28:00,2024-10-03 14:32:00,5,2024-10-03,CE,25500.0,0.009012929,OTM,57.0,0.152,rich,2.04,0.9629536,1.0770464,1.1184821,0.025061958,0.91057837,1.0770464,1.5053712,0.028812353,1.5070224,0.20830481,0.18324286,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,3.2812e+06,1.69845e+06,0.0,0.0,-637275.0,0.12770073,0.022592992,7.0,18.0,1.6999228,-1.14,-0.4693813,1.75,0.0,-0.4,-0.95,-1.15,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-04-17 14:04:00,2025-04-17 14:04:00,2,2025-04-17,CE,24050.0,0.008423632,OTM,85.0,0.22666667,rich,1.75,0.7001897,1.0498103,1.4993225,0.022469817,1.3547227,1.0498103,1.4993225,0.022469817,1.3547227,0.15861769,0.13614787,23850.8,23848.262,74.29999999999927,17.44921875,552.2507812500007,14:04,False,False,934950.0,720750.0,0.0,98475.0,110925.0,-0.7230797,0.03339208,11.0,11.0,1.2648172,-1.0,-0.20937191,1.85,0.05,-0.55,-0.9,-0.9,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:10:00,2025-04-09 10:18:00,190,2025-04-09,CE,22600.0,0.008257756,OTM,311.0,0.8293333,rich,10.75,8.078137,2.671863,0.33075237,0.010336455,1.1785833,2.671863,1.4593517,0.018786365,2.1458366,0.12782323,0.11748678,22414.05,22414.143,-15.150000000001455,54.64921875000073,57.450781250001455,10:18,True,False,3.329325e+06,2.5332e+06,0.0,204000.0,1.47855e+06,-1.178854,0.014564179,47.0,197.0,5.650932,-7.55,-6.2139373,9.85,-0.95,-2.5,-2.5,-4.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-06-26 14:52:00,2025-06-26 14:52:00,1,2025-06-26,CE,25550.0,0.0025119712,OTM,37.0,0.09866667,rich,1.7,0.6942985,1.0057015,1.4485146,0.016181046,3.9155848,1.0057015,1.4485146,0.016181046,3.9155848,0.09095691,0.07477587,25485.45,25485.9,-25.299999999999272,44.05078125,225.54921874999854,14:52,False,True,9.556875e+06,6.916275e+06,0.0,-1.478175e+06,574875.0,-0.35114342,0.020593058,2.0,2.0,-1.8755382,1.65,2.5297475,2.0,1.35,10.7,1.85,1.6,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-10-03 14:23:00,2024-10-03 14:32:00,10,2024-10-03,CE,25450.0,0.00705022,OTM,57.0,0.152,rich,2.75,1.3750415,1.3749585,0.9999396,0.022994729,0.8991213,1.3749585,1.4336627,0.0253653,1.253358,0.18159501,0.15860029,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,4.4814e+06,2.32115e+06,0.0,0.0,-379300.0,0.03974787,0.022434533,7.0,15.0,1.9631093,-1.65,-0.8094966,2.04,0.06,0.21,-0.94,-0.99,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-04-24 13:21:00,2025-04-24 13:55:00,47,2025-04-24,PE,24200.0,-0.0020248059,OTM,94.0,0.25066668,rich,2.95,1.5271943,1.4228058,0.9316469,0.0098095955,0.68346554,1.4228058,1.4317749,0.010872944,4.267272,0.057700418,0.047890823,24246.45,24249.05,-12.200000000000728,101.40078124999854,6.999218749999272,13:55,False,False,1.39245e+06,1.5711e+06,0.0,357000.0,1.05735e+06,-0.34713545,0.007643125,29.0,37.0,2.256859,-1.85,-1.0302767,3.2,-0.15,-0.45,0.35,-0.35,none,(quiet),,tradable,,,,,market→model
2025-04-17 14:00:00,2025-04-17 14:00:00,1,2025-04-17,CE,24050.0,0.008279499,OTM,89.0,0.23733333,rich,1.75,0.7388313,1.0111687,1.3686057,0.020653035,1.2233217,1.0111687,1.3686057,0.020653035,1.2233217,0.15284531,0.13219227,23868.15,23851.7,86.20000000000073,-0.0003906249985448085,569.6003906250007,14:00,False,False,3.689175e+06,3.228825e+06,0.0,0.0,262425.0,0.0890803,0.019188652,15.0,15.0,1.329811,-1.0,-0.24801345,1.9,0.05,0.0,-0.95,-1.15,none,(quiet),,tradable,,,,,market→model
2025-04-09 13:26:00,2025-04-09 13:26:00,2,2025-04-09,CE,22600.0,0.008407331,OTM,123.0,0.328,rich,1.95,0.8239437,1.1260563,1.3666667,0.018962307,0.9641557,1.1260563,1.3666667,0.018962307,0.9641557,0.13594945,0.11698715,22423.65,22410.791,3.900000000001455,45.04960937500073,70.400390625,13:26,False,False,726900.0,681600.0,0.0,0.0,-755400.0,-0.4551322,0.024711508,10.0,54.0,1.2962645,-0.81,-0.18512751,1.9,-0.15,-0.3,-0.8,-0.85,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2024-10-03 14:12:00,2024-10-03 14:32:00,23,2024-10-03,CE,25400.0,0.0050836513,OTM,57.0,0.152,rich,4.09,2.441063,1.6489371,0.6754996,0.01814038,1.1342062,1.6489371,1.3280425,0.022095231,1.3742864,0.15519427,0.13705388,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,6.51095e+06,3.82615e+06,0.0,0.0,2.048925e+06,-0.11820786,0.019291779,6.0,12.0,2.9132526,-2.54,-1.6681223,3.85,0.9,-0.95,-0.85,-2.65,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2024-10-24 12:19:00,2024-10-24 12:21:00,8,2024-10-24,CE,24550.0,0.00603063,OTM,188.0,0.50133336,rich,2.1,0.917665,1.182335,1.2884169,0.012171319,0.522577,1.182335,1.2884169,0.012171319,0.522577,0.08414013,0.071968816,24406.2,24402.395,-4.049999999999272,74.45078125000146,64.99921874999927,12:21,False,False,451850.0,862550.0,1.0,0.0,-32650.0,0.13649134,0.011010859,69.0,101.0,1.3283144,-0.8,-0.19773294,2.1,0.0,-0.2,0.15,-0.25,none,(quiet),,tradable,,,,,market→model
2024-10-24 12:32:00,2024-10-24 12:37:00,13,2024-10-24,CE,24550.0,0.005749395,OTM,172.0,0.45866665,rich,2.4,1.1456908,1.2543093,1.0948061,0.01194318,0.6995938,1.2543093,1.2306442,0.012488654,1.0534691,0.08716857,0.07522539,24412.0,24409.258,7.650000000001455,68.65000000000146,70.79999999999927,12:37,False,False,1.02215e+06,743900.0,0.0,97875.0,44475.0,0.43530196,0.008308849,53.0,84.0,1.6314634,-1.1,-0.42575872,2.04,0.11,0.25,-0.04,-0.39,none,(quiet),,tradable,,,,,market→model
2024-11-14 13:06:00,2024-11-14 13:28:00,25,2024-11-14,CE,23750.0,0.008404238,OTM,121.0,0.32266667,rich,3.25,1.6249661,1.6250339,1.0000416,0.019332454,1.8580844,1.6250339,1.2101722,0.020042768,1.9778966,0.15053698,0.13120453,23566.5,23551.236,32.70000000000073,109.40000000000146,80.40000000000146,13:28,False,False,1.320625e+06,1.34045e+06,0.0,-28100.0,-280175.0,0.5469879,0.013592442,7.0,42.0,1.918694,-1.75,-0.83792126,2.0,0.0,0.2,-0.15,-0.4,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-11-14 12:52:00,2024-11-14 13:28:00,46,2024-11-14,CE,23700.0,0.0062967553,OTM,121.0,0.32266667,rich,4.5,2.3945813,2.1054187,0.87924284,0.017895069,2.340332,2.1054187,1.1706856,0.018537108,2.504005,0.1303019,0.11240683,23566.5,23551.236,32.70000000000073,109.40000000000146,80.40000000000146,13:28,False,False,2.257175e+06,1.8969e+06,0.0,245150.0,746500.0,0.061298836,0.01744123,7.0,42.0,2.2592518,-2.46,-1.3711439,2.65,0.45,-0.2,0.05,0.35,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-17 13:25:00,2025-04-17 13:25:00,1,2025-04-17,CE,24000.0,0.0086375335,OTM,124.0,0.33066666,rich,2.04,0.9459722,1.0940278,1.1565115,0.017315079,0.68191993,1.0940278,1.1565115,0.017315079,0.68191993,0.13799657,0.12068149,23789.85,23793.592,48.14999999999782,8.900390625,491.2996093750007,13:25,False,False,2.409825e+06,2.623575e+06,0.0,-135825.0,-782175.0,0.23240739,0.014216498,50.0,84.0,1.4648539,-0.94,-0.29829776,1.85,-0.3,-0.2,-0.3,0.1,none,(quiet),,tradable,,,,,market→model
2024-10-24 09:43:00,2024-10-24 10:00:00,150,2024-10-24,CE,24550.0,0.00597091,OTM,329.0,0.87733334,rich,12.4,9.31383,3.0861695,0.3313534,0.009215466,0.7387118,3.0861695,1.1461012,0.011837754,1.9496015,0.10184098,0.09262551,24415.6,24403.852,-2.650000000001455,65.05039062500146,74.39960937499927,10:00,True,False,2.212925e+06,2.167875e+06,0.0,46175.0,1.464675e+06,1.1647688,0.005847191,46.0,178.0,3.7728252,-6.1,-4.4831743,9.35,0.34,-0.8,2.5,4.95,none,(quiet),,tradable,,,,,market→model
2024-10-24 12:51:00,2024-10-24 12:51:00,1,2024-10-24,CE,24550.0,0.00609025,OTM,158.0,0.42133334,rich,1.9,0.8860539,1.013946,1.1443391,0.011940127,0.8819317,1.013946,1.1443391,0.011940127,0.8819317,0.090617634,0.07867751,24401.75,24400.94,-4.450000000000728,78.90000000000146,60.54999999999927,12:51,False,False,359400.0,541850.0,0.0,0.0,75400.0,0.044320706,0.011508806,40.0,71.0,1.4572798,-0.76,-0.23848037,1.8,-0.05,-0.05,-0.25,-0.05,none,(quiet),,tradable,,,,,market→model
2025-04-17 14:06:00,2025-04-17 14:15:00,19,2025-04-17,PE,23600.0,-0.008350817,OTM,74.0,0.19733334,rich,4.4,2.5778747,1.8221253,0.7068324,0.022597503,1.4983743,1.8221253,1.1391802,0.028190022,2.1855228,0.20495687,0.18235937,23799.4,23797.904,-17.049999999999272,72.19960937499854,500.8503906250007,14:15,True,False,9.312075e+06,3.6252e+06,0.0,0.0,-1.7034e+06,3.3046918,0.053845137,10.0,32.0,2.7244449,-2.55,-1.6140295,3.25,0.15,-0.3,-0.85,-1.7,none,(quiet),,tradable,,,,,market→model
2025-02-27 12:41:00,2025-02-27 13:04:00,74,2025-02-27,PE,22500.0,-0.0020693506,OTM,145.0,0.38666666,rich,5.3,3.6330557,1.6669444,0.4588271,0.0074758055,1.3901272,1.6669444,1.1279247,0.011528567,1.92923,0.059120275,0.05164447,22531.8,22546.61,10.149999999997817,81.49921874999927,15.650781249998545,13:04,False,False,1.73625e+06,1.221225e+06,0.0,-139575.0,63750.0,-0.45448998,0.005524595,49.0,52.0,2.3535018,-2.1,-1.2077127,5.9,-0.3,-1.0,-1.2,-1.31,none,(quiet),,tradable,,,,,market→model
2024-10-17 14:43:00,2024-10-17 14:43:00,1,2024-10-17,PE,24700.0,-0.0018907855,OTM,46.0,0.122666664,rich,1.95,0.9298679,1.0201321,1.097072,0.011774029,2.779845,1.0201321,1.097072,0.011774029,2.779845,0.069140635,0.05736661,24733.15,24746.746,-9.049999999999272,296.349609375,1.9503906249992724,14:43,False,False,1.30843e+07,1.26181e+07,0.0,1.14985e+06,783975.0,0.3049751,0.0147020705,2.0,2.0,,-0.9,,1.8,-0.75,-0.8,-1.1,-1.65,none,(quiet),,tradable,,,,,both
2025-04-17 13:39:00,2025-04-17 13:47:00,14,2025-04-17,CE,23950.0,0.0057365084,OTM,102.0,0.272,rich,2.85,1.461995,1.388005,0.94939107,0.0155338375,1.5934659,1.388005,1.0647067,0.0155338375,1.5934659,0.118086055,0.10255221,23826.55,23813.004,38.849999999998545,4.19921875,528.0007812500007,13:47,False,False,1.868475e+06,1.466325e+06,0.0,0.0,151650.0,-0.31253982,0.018435767,13.0,35.0,-2.119201,1.65,2.4285953,2.1,0.35,0.4,1.15,1.3,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-11-14 13:27:00,2024-11-14 13:29:00,2,2024-11-14,CE,23800.0,0.010719389,OTM,120.0,0.32,rich,2.2,1.0671608,1.1328392,1.061545,0.019677572,2.06665,1.1328392,1.061545,0.019677572,2.06665,0.16986266,0.15018508,23559.95,23546.24,23.600000000002183,115.95078125000146,73.84921875000146,13:29,False,False,941550.0,1.29485e+06,0.0,0.0,282125.0,-0.012952941,0.019861903,6.0,14.0,1.5727286,-1.0,-0.3641624,2.54,-0.34,-1.09,-1.69,-1.64,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-09 12:50:00,2025-04-09 12:54:00,47,2025-04-09,CE,22500.0,0.0038272552,OTM,155.0,0.41333333,rich,6.9,4.78148,2.11852,0.44306785,0.010391001,2.1795447,2.11852,1.0604372,0.014467229,2.1795447,0.09331141,0.08292041,22428.6,22414.05,6.399999999997817,40.10039062500073,75.349609375,12:54,False,False,975525.0,1.128375e+06,0.0,0.0,548550.0,-0.00951368,0.010434778,42.0,94.0,4.161763,-4.65,-3.532685,7.15,-0.4,-1.4,-1.9,-3.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2024-10-24 11:32:00,2024-10-24 11:33:00,13,2024-10-24,CE,24600.0,0.007802311,OTM,236.0,0.6293333,rich,2.35,1.193502,1.1564981,0.9689956,0.011131843,1.7828943,1.1564981,1.0586027,0.011593826,1.9513153,0.09429575,0.08316391,24417.6,24408.81,10.799999999999272,63.050390625001455,76.39960937499927,11:33,False,False,971900.0,834350.0,0.0,0.0,319525.0,0.00754986,0.011070926,44.0,118.0,1.8680625,-1.1,-0.5111546,2.35,-0.2,0.1,-0.6,-0.65,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:34:00,2025-04-09 10:35:00,36,2025-04-09,PE,22000.0,-0.016691493,OTM,294.0,0.784,rich,3.4,1.8342031,1.5657969,0.853666,0.017430918,0.639598,1.5657969,1.0464953,0.019242454,0.78060216,0.1707982,0.15336728,22376.1,22370.295,-43.05000000000291,92.60039062500073,19.499609375001455,10:35,False,False,828825.0,706725.0,0.0,0.0,303750.0,0.6222835,0.02300217,49.0,123.0,1.6401767,-1.3,-0.5074025,3.4,0.0,-0.5,-0.86,-0.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-09 09:47:00,2025-04-09 09:56:00,68,2025-04-09,PE,22050.0,-0.014214298,OTM,333.0,0.888,rich,14.2,11.232074,2.9679265,0.26423675,0.012373223,1.1269313,2.9679265,1.0311251,0.018080385,1.1269313,0.19735938,0.18498616,22382.15,22365.664,-22.149999999997817,86.54960937500073,25.150390625,09:56,False,False,639225.0,540975.0,0.0,0.0,169575.0,1.0012946,0.0162913,20.0,122.0,6.801369,-10.2,-8.700302,9.15,1.55,0.4,0.54,-5.1,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-17 13:12:00,2025-04-17 13:15:00,7,2025-04-17,CE,24000.0,0.0085724145,OTM,134.0,0.35733333,rich,3.15,1.7300172,1.4199828,0.8207911,0.016072983,0.3184528,1.4199828,1.020461,0.016637044,0.42349294,0.14400208,0.12792909,23791.55,23795.14,82.79999999999927,7.19921875,493.0007812500007,13:15,True,False,3.1752e+06,2.83935e+06,0.0,0.0,-545850.0,-0.60827404,0.021710563,7.0,93.0,1.9006752,-1.35,-0.6397261,2.65,0.3,-0.15,-1.05,-0.95,none,(quiet),,tradable,,,,,market→model
2025-04-17 12:40:00,2025-04-17 12:40:00,94,2025-04-17,PE,23550.0,-0.006242866,OTM,169.0,0.45066667,rich,14.45,12.017167,2.4328327,0.20244643,0.009822525,0.896015,2.4328327,1.0130132,0.027170695,1.7836319,0.15633,0.14650749,23689.5,23697.479,62.150000000001455,26.400000000001455,390.9500000000007,12:40,False,False,1.43145e+06,1.155825e+06,0.0,-88575.0,236175.0,-0.3641079,0.008389767,8.0,125.0,5.8350205,-7.6,-6.2975197,12.4,-0.05,-3.71,-5.9,-7.35,none,(quiet),,tradable,,,,,market→model
2025-04-09 12:30:00,2025-04-09 12:34:00,26,2025-04-09,CE,22650.0,0.009916909,OTM,175.0,0.46666667,rich,3.75,2.0969234,1.6530765,0.78833425,0.016473863,1.4956663,1.6530765,1.0120878,0.016787123,1.4956663,0.14853291,0.13205905,22440.55,22426.492,21.399999999997817,28.149218750000728,87.30078125,12:34,False,False,3.56715e+06,1.262925e+06,0.0,-73650.0,-119400.0,-0.76619256,0.022755064,43.0,61.0,2.353037,-1.95,-1.1212838,2.15,0.35,1.45,1.05,-0.3,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-09 09:33:00,2025-04-09 09:44:00,80,2025-04-09,CE,22700.0,0.010961179,OTM,345.0,0.92,rich,21.2,16.95449,4.24551,0.25040624,0.013234807,,4.24551,1.0056162,0.016209012,1.9577601,0.1831825,0.16994768,22467.85,22452.54,,0.0003906249985448085,110.849609375,09:44,True,True,2.623875e+06,1.81905e+06,0.0,0.0,431475.0,0.8578369,0.010642521,26.0,62.0,6.440719,-15.05,-12.7133045,17.55,-1.7,-5.55,-6.1,-4.25,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2024-11-14 11:34:00,2024-11-14 12:14:00,60,2024-11-14,CE,23700.0,0.006349228,OTM,195.0,0.52,rich,6.8,4.3440022,2.455998,0.56537676,0.013090343,0.46661896,2.455998,1.0043494,0.014250592,0.8287554,0.115453534,0.10236319,23562.9,23550.0,49.5,112.99960937500146,76.80039062500146,12:14,True,False,7.755725e+06,3.682775e+06,0.0,0.0,-32600.0,-0.4111038,0.015063991,14.0,114.0,3.3310702,-4.2,-2.939144,4.8,-0.65,-0.8,-0.8,-1.05,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-09 10:07:00,2025-04-09 10:08:00,110,2025-04-09,CE,22650.0,0.009597932,OTM,321.0,0.856,rich,15.3,12.163218,3.1367826,0.25789088,0.010904873,0.18024401,3.1367826,0.9972213,0.015529622,1.2926036,0.1558721,0.14496723,22440.35,22433.646,55.25,28.350390625000728,83.349609375,10:08,False,True,1.1877e+06,1.798725e+06,0.0,0.0,49500.0,-1.0896139,0.014492144,26.0,192.0,7.0433702,-11.8,-10.124665,15.3,-4.35,-9.25,-9.25,-11.65,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2024-11-14 12:41:00,2024-11-14 12:47:00,4,2024-11-14,CE,23700.0,0.007548033,OTM,162.0,0.432,rich,2.25,1.2240736,1.0259264,0.83812475,0.011974933,-0.24915758,1.0259264,0.97235745,0.012614627,0.35240975,0.11069864,0.09872371,23525.0,23521.785,-29.700000000000728,150.90000000000146,38.900000000001455,12:47,False,False,634825.0,765200.0,0.0,0.0,-175500.0,-0.05583474,0.012526803,83.0,101.0,2.1017554,-1.11,-0.58187,2.0,0.0,0.25,0.75,0.95,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-10-03 12:06:00,2024-10-03 12:37:00,94,2024-10-03,CE,25600.0,0.007756069,OTM,172.0,0.45866665,rich,10.0,7.34877,2.6512299,0.3607719,0.0129282065,0.76076,2.6512299,0.9696033,0.019456116,1.3549235,0.15501249,0.14208429,25407.6,25402.213,15.19999999999709,231.85039062500073,38.89960937499927,12:37,True,False,2.380975e+06,1.5836e+06,0.0,0.0,-243950.0,0.612948,0.010082657,45.0,75.0,4.849095,-6.85,-5.437365,11.3,0.45,0.55,-2.65,-1.3,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2024-10-03 13:57:00,2024-10-03 13:58:00,2,2024-10-03,CE,25600.0,0.012976746,OTM,91.0,0.24266666,rich,2.25,1.1426276,1.1073724,0.9691456,0.023531798,1.629803,1.1073724,0.9691456,0.023531798,1.629803,0.22615969,0.2026279,25282.75,25269.941,-23.049999999999272,356.7000000000007,50.849999999998545,13:58,True,True,2.54925e+06,1.865775e+06,0.0,-34100.0,-558950.0,-0.16310655,0.026334845,29.0,42.0,1.9957734,-1.11,-0.55382466,2.25,-0.4,-0.65,-0.85,-1.11,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2024-10-24 09:43:00,2024-10-24 10:08:00,93,2024-10-24,CE,24600.0,0.00676595,OTM,321.0,0.856,rich,9.25,6.619386,2.6306138,0.3974105,0.009423034,0.6733725,2.6306138,0.9666002,0.010781318,2.1159668,0.101940304,0.092517264,24444.15,24434.12,80.05000000000291,36.499609375001455,102.95039062499927,10:08,True,False,3.85345e+06,4.4176e+06,0.0,0.0,25600.0,-0.30781046,0.010449095,39.0,128.0,4.162802,-5.5,-4.178775,6.35,0.15,-0.55,1.6,2.9,none,(quiet),,tradable,,,,,market→model
2025-04-09 11:45:00,2025-04-09 11:55:00,21,2025-04-09,PE,22150.0,-0.011384478,OTM,214.0,0.5706667,rich,3.05,1.772904,1.277096,0.7203413,0.01390144,0.67095125,1.277096,0.966051,0.014961548,1.1304094,0.14385721,0.12995577,22418.65,22403.607,23.25,50.04960937500073,65.400390625,11:55,False,False,202650.0,354825.0,0.0,-1800.0,58275.0,0.3763165,0.017335173,76.0,91.0,2.3095195,-1.55,-0.87886477,3.1,0.25,-0.15,-0.7,-0.75,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-09 13:08:00,2025-04-09 13:09:00,4,2025-04-09,CE,22650.0,0.010391685,OTM,140.0,0.37333333,rich,2.35,1.2308793,1.1191207,0.9092043,0.016988121,1.1586558,1.1191207,0.9644778,0.016988121,1.1586558,0.15670554,0.13971741,22430.6,22415.848,-1.25,38.10039062500073,77.349609375,13:09,False,False,336975.0,243000.0,0.0,0.0,-148425.0,-0.11719452,0.018461715,23.0,61.0,1.9810226,-1.15,-0.56949174,2.35,-0.06,-0.5,-1.0,-1.3,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-17 14:10:00,2025-04-17 14:16:00,17,2025-04-17,PE,23650.0,-0.0068470472,OTM,73.0,0.19466667,rich,4.9,3.2394004,1.6605997,0.51262563,0.017282123,1.6765243,1.6605997,0.96330154,0.023084767,2.2432303,0.18227306,0.16499093,23814.35,23812.488,-14.400000000001455,57.250390624998545,515.7996093750007,14:16,True,False,4.335e+06,3.3138e+06,0.0,88650.0,-1.162725e+06,0.6189884,0.022984928,15.0,32.0,3.8798141,-3.25,-2.412331,3.1,-0.05,1.8,-0.9,-1.55,none,(quiet),,tradable,,,,,market→model
2024-12-05 15:04:00,2024-12-05 15:04:00,1,2024-12-05,PE,24450.0,-0.008635345,OTM,25.0,0.06666667,rich,3.45,1.7584195,1.6915805,0.96198916,0.04256332,2.8328137,1.6915805,0.96198916,0.04256332,2.8328137,0.33991814,0.29735482,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,6.730525e+06,8.27135e+06,0.0,-35175.0,326700.0,-0.044604026,0.04161211,4.0,5.0,1.6145831,-1.75,-0.66612893,3.2,-0.45,-2.15,-2.85,,none,(quiet),,tradable,,,,,market→model
2024-11-14 13:01:00,2024-11-14 13:01:00,1,2024-11-14,CE,23750.0,0.008893994,OTM,148.0,0.39466667,rich,2.15,1.099236,1.050764,0.95590395,0.014713199,0.71984315,1.050764,0.95590395,0.014713199,0.71984315,0.13090932,0.116196126,23544.15,23539.705,21.75,131.74960937500146,58.050390625001455,13:01,False,False,971650.0,750375.0,0.0,-24400.0,148500.0,-0.22664706,0.017288828,41.0,71.0,1.8865789,-1.05,-0.493437,1.95,-0.25,0.05,0.7,-0.1,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-11-14 12:55:00,2024-11-14 12:55:00,2,2024-11-14,CE,23750.0,0.009097705,OTM,154.0,0.41066667,rich,2.29,1.172427,1.117573,0.9532133,0.014975272,0.89887524,1.117573,0.9532133,0.014975272,0.89887524,0.13230453,0.11732926,23545.05,23534.91,13.25,130.84921875000146,58.950781250001455,12:55,False,False,962825.0,769575.0,1.0,57250.0,133600.0,-0.44329172,0.019698232,46.0,77.0,1.8571926,-1.04,-0.480015,2.29,-0.29,-0.14,-0.14,0.61,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-10-24 11:10:00,2024-10-24 11:39:00,114,2024-10-24,CE,24500.0,0.003760067,OTM,230.0,0.61333334,rich,5.7,3.840489,1.8595113,0.48418608,0.0076405196,1.2059934,1.8595113,0.9519042,0.010526894,2.038004,0.069154434,0.061513912,24418.4,24408.05,19.900000000001455,62.249609375001455,77.20039062499927,11:39,False,False,1.368725e+06,913025.0,0.0,0.0,726200.0,0.13347319,0.007129179,88.0,148.0,3.276516,-3.2,-2.223353,5.75,-0.25,-0.91,-0.66,-0.6,none,(quiet),,tradable,,,,,market→model
2025-03-27 13:22:00,2025-03-27 13:45:00,34,2025-03-27,CE,23700.0,0.0037730376,OTM,104.0,0.27733332,rich,3.35,1.9240898,1.4259102,0.741083,0.011577409,0.7879597,1.4259102,0.9455659,0.011961827,2.341121,0.08913092,0.07755351,23609.9,23610.748,23.150000000001455,16.849609375,197.70039062499927,13:45,False,False,1.589025e+06,1.3626e+06,0.0,0.0,332250.0,-0.05319483,0.01195961,38.0,42.0,2.372254,-1.75,-1.0123049,2.15,-0.05,0.2,0.35,0.9,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:56:00,2025-04-09 11:00:00,3,2025-04-09,PE,21950.0,-0.019384773,OTM,269.0,0.7173333,rich,2.4,1.2785565,1.1214435,0.877117,0.017783545,0.6285205,1.1214435,0.94551283,0.018312834,0.8474921,0.18993092,0.17214738,22386.6,22379.646,-1.8000000000029104,82.10039062500073,29.999609375001455,11:00,False,False,165975.0,223275.0,0.0,74625.0,161100.0,0.07430137,0.018755985,19.0,97.0,1.0515689,-0.6,-0.029423965,2.2,0.0,0.25,0.2,-0.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-09 10:57:00,2025-04-09 10:57:00,4,2025-04-09,CE,22750.0,0.015946768,OTM,272.0,0.72533333,rich,2.35,1.2828789,1.067121,0.83181745,0.014890763,1.1068561,1.067121,0.9419567,0.016138697,1.5740042,0.15955622,0.14466546,22403.6,22390.088,-17.150000000001455,65.10039062500073,46.999609375001455,10:57,False,False,296475.0,209925.0,0.0,-9450.0,-145425.0,-0.8485664,0.023952072,59.0,144.0,1.3854961,-0.85,-0.23650138,2.25,0.0,0.0,-0.4,-0.65,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-30 13:25:00,2025-04-30 13:27:00,3,2025-04-30,CE,24400.0,0.0021269592,OTM,122.0,0.32533333,rich,2.4,1.36054,1.03946,0.7640054,0.006886943,1.8149719,1.03946,0.92010766,0.0073529994,1.8684019,0.049191445,0.0423045,24336.5,24348.158,-10.25,58.70000000000073,67.70000000000073,13:27,False,False,2.2017e+06,4.268325e+06,0.0,0.0,-670200.0,-0.061235912,0.0072465925,57.0,76.0,2.7261667,-1.45,-0.91811764,2.5,-0.1,-0.4,-0.5,-1.05,none,(quiet),,tradable,,,,,market→model
2024-10-03 12:24:00,2024-10-03 12:38:00,86,2024-10-03,CE,25550.0,0.0055576903,OTM,171.0,0.456,rich,15.15,12.127351,3.0226495,0.24924237,0.01099297,0.56333154,3.0226495,0.9194291,0.01892209,1.0718757,0.14289989,0.13190691,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,1.28495e+06,1.330875e+06,0.0,0.0,-506150.0,0.5477634,0.009057778,41.0,74.0,7.082409,-11.0,-9.4468565,13.3,-2.5,-3.0,-0.15,-4.15,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-04-30 13:35:00,2025-04-30 13:35:00,1,2025-04-30,CE,24400.0,0.0021105495,OTM,114.0,0.304,rich,2.1,1.0971196,1.0028805,0.9141031,0.0073986393,1.5156392,1.0028805,0.9141031,0.0073986393,1.5156392,0.04873056,0.04133192,24338.5,24348.557,7.700000000000728,56.70000000000073,69.70000000000073,13:35,False,False,1.2366e+06,1.890675e+06,0.0,0.0,-291375.0,-0.1105026,0.00810273,68.0,68.0,,-1.3,,2.1,0.19,-0.1,-0.15,-0.3,none,(quiet),,tradable,,,,,both
2025-04-09 10:04:00,2025-04-09 10:12:00,80,2025-04-09,PE,22100.0,-0.01179273,OTM,317.0,0.84533334,rich,9.75,7.325281,2.4247186,0.33100688,0.011388075,0.99897957,2.4247186,0.91284764,0.016868213,1.1360855,0.15917528,0.1477872,22366.5,22362.162,-65.65000000000146,102.20000000000073,9.5,10:12,True,True,1.717425e+06,1.8435e+06,0.0,136500.0,882225.0,-0.7612397,0.00796881,6.0,146.0,4.033847,-5.05,-3.7980933,10.25,-1.35,-2.06,-5.91,-5.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-09 12:19:00,2025-04-09 12:19:00,2,2025-04-09,PE,22100.0,-0.0138789285,OTM,190.0,0.50666666,rich,2.2,1.1523508,1.0476493,0.9091409,0.016998542,1.5846342,1.0476493,0.9091409,0.016998542,1.5846342,0.16869381,0.15169527,22424.8,22408.863,5.5,43.89921875000073,71.55078125,12:19,False,False,341250.0,501450.0,0.0,-118200.0,46125.0,-0.3867237,0.011464711,42.0,55.0,1.4012874,-0.75,-0.21477792,2.04,0.0,-0.19,0.0,-0.29,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2024-12-05 14:52:00,2024-12-05 14:52:00,1,2024-12-05,CE,25050.0,0.014325738,OTM,37.0,0.09866667,rich,2.25,1.1787132,1.0712868,0.9088612,0.037969388,4.2264338,1.0712868,0.9088612,0.037969388,4.2264338,0.38639542,0.348426,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,4.310375e+06,4.611675e+06,0.0,-463025.0,-93425.0,-1.458026,0.0747289,2.0,2.0,-0.726307,0.65,1.5449384,2.45,0.45,-0.5,-2.0,-2.3,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-03-27 13:11:00,2025-03-27 13:11:00,1,2025-03-27,CE,23700.0,0.0042728325,OTM,138.0,0.368,rich,2.15,1.1263953,1.0236048,0.90874374,0.009780385,1.8848197,1.0236048,0.90874374,0.009780385,1.8848197,0.07601215,0.066231765,23594.0,23598.95,-1.0999999999985448,32.75,181.79999999999927,13:11,False,False,938925.0,938700.0,1.0,0.0,89850.0,-0.10847867,0.010657156,74.0,79.0,0.8071231,-0.45,0.10753574,2.1,0.0,0.0,0.25,0.9,none,(quiet),,tradable,,,,,market→model
2025-04-09 12:04:00,2025-04-09 12:16:00,19,2025-04-09,CE,22650.0,0.01033124,OTM,193.0,0.5146667,rich,2.85,1.570398,1.279602,0.81482655,0.014547098,0.21520893,1.279602,0.8977464,0.014846678,0.9477951,0.1379576,0.1234105,22433.1,22417.201,4.0,35.60039062500073,79.849609375,12:16,False,False,783675.0,603825.0,0.0,33675.0,238800.0,-0.77970433,0.021626405,74.0,102.0,2.2778802,-1.6,-0.89759254,2.4,0.1,0.05,0.1,1.35,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2024-10-03 13:57:00,2024-10-03 13:58:00,3,2024-10-03,CE,25550.0,0.011021711,OTM,91.0,0.24266666,rich,2.7,1.4318026,1.2681974,0.8857348,0.021615807,1.553655,1.2681974,0.88693476,0.021615807,1.553655,0.20458226,0.18296646,25282.75,25269.941,-23.049999999999272,356.7000000000007,50.849999999998545,13:58,True,True,2.9155e+06,1.695525e+06,0.0,0.0,-239750.0,-1.1098946,0.036015898,29.0,42.0,2.2080834,-1.45,-0.7933219,2.7,-0.5,-0.85,-1.1,-1.25,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2024-11-14 11:17:00,2024-11-14 12:14:00,54,2024-11-14,CE,23750.0,0.00845671,OTM,195.0,0.52,rich,4.65,2.7272534,1.9227465,0.705012,0.014379351,1.4790441,1.9227465,0.88677776,0.014379351,1.9694088,0.12921734,0.114838,23562.9,23550.0,49.5,112.99960937500146,76.80039062500146,12:14,True,False,7.0017e+06,3.045175e+06,0.0,0.0,-19525.0,-0.37811458,0.01682235,12.0,89.0,2.5982873,-2.5,-1.5378277,3.35,-0.1,-0.15,-0.4,-0.65,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-17 13:35:00,2025-04-17 13:35:00,1,2025-04-17,CE,23950.0,0.0065096756,OTM,114.0,0.304,rich,2.15,1.14322,1.00678,0.880653,0.013226474,0.72809285,1.00678,0.880653,0.013226474,0.72809285,0.11595822,0.10273175,23789.4,23794.6,42.400000000001455,9.349609375,490.8503906250007,13:35,False,False,1.96215e+06,1.703475e+06,0.0,0.0,388125.0,-0.4005229,0.017493123,36.0,47.0,-4.764707,2.75,3.3271604,2.2,-0.2,0.25,0.7,2.85,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-04-09 12:19:00,2025-04-09 12:22:00,3,2025-04-09,PE,22150.0,-0.011541115,OTM,187.0,0.49866667,rich,2.35,1.2737433,1.0762568,0.84495574,0.014981958,1.1557081,1.0762568,0.8656561,0.015117706,1.2068533,0.14794816,0.13296619,22422.75,22407.117,1.6500000000014552,45.95000000000073,69.5,12:22,False,False,177825.0,120900.0,0.0,93000.0,206475.0,0.16297188,0.016863309,51.0,69.0,1.6535673,-1.0,-0.3952469,2.35,-0.1,-0.2,0.0,-0.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-09 12:59:00,2025-04-09 12:59:00,1,2025-04-09,CE,22650.0,0.010556784,OTM,150.0,0.4,rich,2.2,1.1801642,1.0198358,0.86414737,0.015604004,0.68058276,1.0198358,0.86414737,0.015604004,0.68058276,0.15143828,0.13583428,22425.3,22412.146,4.299999999999272,43.39921875000073,72.05078125,12:59,False,False,257850.0,913050.0,0.0,0.0,-129675.0,-0.66847336,0.02358709,35.0,71.0,2.0863528,-1.1,-0.57276416,1.95,-0.1,0.0,0.0,-0.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2024-12-05 15:02:00,2024-12-05 15:04:00,2,2024-12-05,PE,24400.0,-0.010682428,OTM,25.0,0.06666667,rich,2.54,1.3655645,1.1744355,0.8600367,0.039293993,2.178844,1.1744355,0.8600367,0.039293993,2.178844,0.3786854,0.3393914,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,8.019425e+06,8.77905e+06,0.0,-636425.0,-346525.0,1.4163218,0.07444274,1.0,4.0,0.9064138,-0.54,0.055754393,2.2,0.34,-1.0,-1.9,,none,(quiet),,tradable,,,,,market→model
2025-04-09 11:53:00,2025-04-09 12:01:00,29,2025-04-09,PE,22200.0,-0.008837233,OTM,208.0,0.55466664,rich,2.9,1.6388297,1.2611703,0.7695554,0.012496417,0.9901319,1.2611703,0.8591152,0.013116783,1.1083466,0.11805374,0.10555732,22412.35,22397.057,-8.0,56.35039062500073,59.099609375,12:01,False,False,645825.0,785700.0,0.0,-117375.0,-554475.0,-0.080862336,0.011799204,73.0,153.0,2.01301,-1.4,-0.7045241,3.45,0.1,-0.45,-0.65,-1.0,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-09 10:43:00,2025-04-09 10:43:00,3,2025-04-09,PE,21950.0,-0.019496487,OTM,286.0,0.76266664,rich,2.35,1.275185,1.074815,0.8428699,0.01672675,0.44431558,1.074815,0.855297,0.01679289,0.44431558,0.18443514,0.1677084,22388.65,22382.146,25.700000000000728,80.04960937500073,32.050390625001455,10:43,False,False,229950.0,173925.0,0.0,0.0,-188250.0,-0.5211079,0.0094097415,41.0,114.0,1.0090226,-0.55,-0.004918024,2.29,-0.04,-0.19,0.06,-0.14,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-09 11:39:00,2025-04-09 11:41:00,9,2025-04-09,CE,22700.0,0.012587916,OTM,228.0,0.608,rich,3.05,1.8165005,1.2334995,0.67905265,0.013627668,-0.07857991,1.2334995,0.85420144,0.01463793,0.44071716,0.15070844,0.13708077,22430.35,22416.045,71.0,38.35039062500073,77.099609375,11:41,False,False,2.69835e+06,1.565925e+06,0.0,0.0,77250.0,0.6151044,0.007340991,99.0,114.0,2.3300633,-1.85,-1.0560302,2.54,0.51,0.06,-0.54,-0.54,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-17 12:49:00,2025-04-17 12:49:00,3,2025-04-17,CE,23950.0,0.008579308,OTM,160.0,0.42666668,rich,2.29,1.2369996,1.0530003,0.8512535,0.013149116,0.37712845,1.0530003,0.8512535,0.013200044,0.37712845,0.12360447,0.11045535,23735.7,23745.404,86.25,6.400781249998545,437.1492187500007,12:49,False,False,2.0976e+06,993825.0,0.0,-51975.0,-82425.0,-0.9346408,0.022130555,82.0,93.0,-4.1868486,2.61,3.2333806,2.15,0.05,0.0,-0.5,1.35,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 13:45:00,2025-05-15 13:45:00,1,2025-05-15,CE,25350.0,0.011761191,OTM,104.0,0.27733332,rich,2.35,1.2707524,1.0792476,0.8492981,0.019411258,-0.26010892,1.0792476,0.8492981,0.019411258,0.26010892,0.19695185,0.17754059,25031.75,25053.6,120.40000000000146,1.6500000000014552,537.2999999999993,13:45,True,False,3.9159e+06,4.361625e+06,0.0,0.0,-90075.0,-1.5692488,0.039769985,3.0,10.0,-2.9401853,2.15,2.8812463,2.8,0.65,0.75,-0.15,0.5,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-03-27 14:02:00,2025-03-27 14:04:00,10,2025-03-27,CE,23700.0,0.0037433694,OTM,85.0,0.22666667,rich,3.0,1.6843673,1.3156327,0.7810842,0.012464446,0.631454,1.3156327,0.8387803,0.012464446,0.631454,0.095174596,0.082710154,23609.15,23611.447,4.400000000001455,17.599609375,196.95039062499927,14:04,False,False,1.493475e+06,1.131975e+06,0.0,3525.0,-343575.0,-0.052611142,0.012901962,21.0,23.0,1.5301973,-1.3,-0.45043632,3.05,-0.05,-0.45,-1.1,-2.0,none,(quiet),,tradable,,,,,market→model
2025-05-15 14:30:00,2025-05-15 14:31:00,5,2025-05-15,PE,24700.0,-0.015026249,OTM,58.0,0.15466666,rich,3.0,1.6914256,1.3085744,0.77365184,0.031339332,1.5880976,1.3085744,0.832226,0.031339332,1.5880976,0.3376655,0.30632618,25068.6,25073.951,6.799999999999272,47.650390625,574.1496093749993,14:31,True,False,2.73735e+06,1.2561e+06,0.0,20025.0,185925.0,2.612552,0.075373866,13.0,16.0,2.0418398,-1.55,-0.7908807,3.0,-0.25,-1.0,-1.6,-2.3,none,(quiet),,tradable,,,,,market→model
2024-10-03 14:14:00,2024-10-03 14:14:00,1,2024-10-03,CE,25500.0,0.009236536,OTM,75.0,0.2,rich,2.4,1.3137534,1.0862466,0.8268269,0.019545043,0.87085575,1.0862466,0.8268269,0.019545043,0.87085575,0.19102314,0.17147811,25276.55,25265.553,-7.700000000000728,362.8992187500007,44.650781249998545,14:14,True,True,2.057925e+06,1.724175e+06,0.0,0.0,-404950.0,0.4346268,0.012518491,25.0,36.0,2.20647,-1.5,-0.8201811,2.15,-0.05,-0.45,-0.4,-1.45,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-05-15 13:29:00,2025-05-15 13:31:00,64,2025-05-15,PE,24750.0,-0.009147864,OTM,118.0,0.31466666,rich,24.3,18.104982,6.195017,0.34217194,0.028116973,2.9292758,6.195017,0.81984377,0.029766498,2.9292758,0.2829958,0.25487882,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,2.95155e+06,2.42055e+06,0.0,178425.0,638400.0,1.1181861,0.032930817,14.0,40.0,4.0315313,-13.15,-9.888212,25.5,-1.2,-2.2,-14.35,-12.8,none,(quiet),,tradable,,,,,market→model
2024-11-21 13:48:00,2024-11-21 13:55:00,9,2024-11-21,PE,23250.0,-0.0038974537,OTM,94.0,0.25066668,rich,2.54,1.4025005,1.1374995,0.81105095,0.011474105,1.3580033,1.1374995,0.81105095,0.011474105,1.3580033,0.08971934,0.07824524,23345.8,23340.793,-0.049999999999272404,161.49921874999927,82.65078124999854,13:55,False,False,1.303275e+06,870375.0,0.0,-167025.0,-640425.0,-0.07647759,0.010795532,41.0,47.0,1.227966,-0.89,-0.16522418,2.65,-0.15,-0.25,-0.61,-1.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model
2025-03-27 13:41:00,2025-03-27 13:41:00,1,2025-03-27,CE,23750.0,0.006088092,OTM,108.0,0.288,rich,2.25,1.2461015,1.0038985,0.80563146,0.0126433065,1.5830421,1.0038985,0.80563146,0.0126433065,1.5830421,0.11428013,0.10163682,23602.25,23605.848,8.25,24.5,190.04999999999927,13:41,False,False,858600.0,369675.0,0.0,0.0,457575.0,0.3433944,0.008756146,40.0,44.0,2.1859593,-1.11,-0.60221374,2.2,-0.16,-0.1,-0.35,-0.7,none,(quiet),,tradable,,,,,market→model
2025-05-08 09:21:00,2025-05-08 10:27:00,161,2025-05-08,CE,24500.0,0.0044200188,OTM,302.0,0.8053333,rich,6.5,4.4929237,2.0070763,0.44671944,0.007253135,1.1915616,2.0070763,0.8036855,0.0077945567,1.2687058,0.07027948,0.06302634,24407.85,24391.95,28.0,39.400390625,34.39960937499927,10:27,False,False,1.18665e+06,2.126475e+06,0.0,-142650.0,257325.0,0.13149063,0.0068085394,95.0,182.0,4.230867,-4.25,-3.2454777,9.0,-0.15,1.35,-1.15,-3.8,low,India open after overnight US data: FOMC,,tradable,,,,,market→model
2024-10-24 13:16:00,2024-10-24 13:26:00,12,2024-10-24,CE,24500.0,0.003935932,OTM,123.0,0.328,rich,2.8,1.5555321,1.2444679,0.80002713,0.010238868,1.0893549,1.2444679,0.80002713,0.010238868,1.0893549,0.07998956,0.0697507,24399.15,24403.76,-0.3999999999978172,81.49960937500146,57.95039062499927,13:26,False,False,820125.0,374500.0,0.0,0.0,192525.0,-0.06770679,0.010723789,11.0,59.0,1.9847552,-1.3,-0.6450074,2.75,0.15,0.2,-0.95,-1.25,none,(quiet),,tradable,,,,,market→model
2025-04-17 12:15:00,2025-04-17 12:15:00,109,2025-04-17,PE,23450.0,-0.0083781835,OTM,194.0,0.5173333,rich,21.25,17.272547,3.9774542,0.23027608,0.014627707,0.46957952,3.9774542,0.7976846,0.02651538,1.4771768,0.20275451,0.18812682,23641.5,23647.293,54.25,6.549999999999272,342.9500000000007,12:15,False,False,1.656525e+06,2.2296e+06,0.0,303150.0,459225.0,1.2799178,0.019144174,31.0,98.0,7.2565055,-15.75,-13.579534,16.3,-3.15,-7.45,-9.0,-10.8,none,(quiet),,tradable,,,,,market→model
2025-04-24 13:40:00,2025-04-24 13:40:00,2,2025-04-24,CE,24300.0,0.002209994,OTM,109.0,0.29066667,rich,2.45,1.3969549,1.0530452,0.7538147,0.007448522,0.48715928,1.0530452,0.7973734,0.00762496,0.50627947,0.053863917,0.046415396,24249.55,24246.357,-13.5,98.29921874999854,10.100781249999272,13:40,False,False,1.60965e+06,1.256475e+06,0.0,-1.850325e+06,-1.3995e+06,0.18997812,0.0062298058,13.0,51.0,1.1316589,-0.7,-0.081439085,2.35,-0.06,-0.1,-0.35,-0.6,none,(quiet),,tradable,,,,,market→model
2025-02-27 14:04:00,2025-02-27 14:04:00,4,2025-02-27,PE,22500.0,-0.0022440322,OTM,85.0,0.22666667,rich,2.54,1.415172,1.124828,0.79483485,0.009347584,0.2632535,1.124828,0.79483485,0.009347584,0.2632535,0.063681185,0.054333597,22543.4,22550.547,4.350000000002183,69.89960937499927,27.250390624998545,14:04,False,False,920775.0,1.09125e+06,0.0,-224250.0,-917625.0,-0.08478763,0.008715842,2.0,2.0,0.15029535,-0.14,0.7914992,2.45,-0.05,0.09,-1.1,-0.85,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-03-27 13:45:00,2025-03-27 13:45:00,1,2025-03-27,CE,23750.0,0.0058805197,OTM,104.0,0.27733332,rich,2.35,1.3117408,1.0382593,0.7915126,0.012738889,1.0076426,1.0382593,0.7915126,0.012738889,1.0076426,0.11439568,0.10165679,23609.9,23610.748,23.150000000001455,16.849609375,197.70039062499927,13:45,False,False,858750.0,789450.0,0.0,0.0,276825.0,-0.056386463,0.013332874,36.0,40.0,2.231867,-1.21,-0.667853,2.15,-0.05,0.14,-0.5,-0.9,none,(quiet),,tradable,,,,,market→model
2024-10-24 11:06:00,2024-10-24 11:19:00,16,2024-10-24,PE,24200.0,-0.008328873,OTM,250.0,0.6666667,rich,2.8,1.644311,1.155689,0.7028409,0.0098287435,0.64862853,1.155689,0.7851921,0.010215921,0.74118215,0.1001873,0.090358555,24397.5,24402.4,-22.900000000001455,83.15000000000146,56.29999999999927,11:19,False,False,581025.0,768675.0,0.0,584175.0,1.0162e+06,0.736108,0.014940989,25.0,140.0,2.0207043,-1.2,-0.60614765,2.65,0.1,0.0,-0.11,-1.0,none,(quiet),,tradable,,,,,market→model
2024-10-03 13:58:00,2024-10-03 13:58:00,8,2024-10-03,CE,25500.0,0.009062846,OTM,91.0,0.24266666,rich,3.5,1.9855975,1.5144025,0.76269364,0.019543746,1.7793471,1.5144025,0.7784456,0.019543746,1.7793471,0.18432242,0.16477866,25282.75,25269.941,-23.049999999999272,356.7000000000007,50.849999999998545,13:58,True,True,4.69765e+06,2.508725e+06,0.0,0.0,-814150.0,-0.306568,0.022890594,37.0,44.0,2.8560197,-2.2,-1.4296972,2.85,0.25,-0.4,-0.45,-1.1,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-04-09 09:55:00,2025-04-09 09:56:00,29,2025-04-09,PE,22000.0,-0.016484447,OTM,333.0,0.888,rich,11.55,8.597954,2.9520464,0.3433429,0.0146602625,0.9987078,2.9520464,0.7765936,0.016564827,1.0361117,0.20792763,0.19326736,22382.15,22365.664,-22.149999999997817,86.54960937500073,25.150390625,09:56,False,False,2.046675e+06,2.226375e+06,0.0,0.0,1.054725e+06,-0.08871011,0.014247548,12.0,104.0,4.4808187,-6.65,-5.1658964,11.55,-0.65,-1.55,-6.15,-8.65,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-17 12:25:00,2025-04-17 12:27:00,108,2025-04-17,PE,23500.0,-0.007923781,OTM,182.0,0.48533332,rich,12.95,10.065889,2.8841102,0.28652313,0.01287444,0.54231787,2.8841102,0.7760378,0.026433999,1.5901809,0.16974518,0.15687074,23673.05,23686.95,72.64999999999782,0.44921875,374.5007812500007,12:27,False,True,2.302275e+06,2.0658e+06,0.0,248550.0,1.55895e+06,0.022341989,0.012969645,58.0,116.0,5.613147,-8.95,-7.355529,12.3,0.65,-2.9,-2.55,-7.05,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:33:00,2025-04-09 10:34:00,3,2025-04-09,PE,21950.0,-0.019027164,OTM,295.0,0.7866667,rich,2.7,1.5210552,1.1789447,0.7750834,0.01614572,0.33193955,1.1789447,0.7750834,0.01614572,0.33193955,0.18219288,0.16604717,22381.55,22371.645,-48.75,87.14921875000073,24.950781250001455,10:34,False,False,191775.0,451800.0,0.0,0.0,-413175.0,-0.46861604,0.010386879,45.0,123.0,1.4329448,-0.9,-0.2719228,2.7,0.15,-0.45,-0.6,-0.2,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2024-11-21 12:45:00,2024-11-21 12:58:00,16,2024-11-21,PE,23200.0,-0.004661375,OTM,151.0,0.40266666,rich,4.8,3.3053408,1.4946593,0.45219523,0.0091535915,0.6848307,1.4946593,0.76959497,0.010339807,1.9103736,0.09567914,0.08652555,23319.85,23308.396,-32.150000000001455,187.45039062499927,56.699609374998545,12:58,False,False,2.34895e+06,2.18335e+06,0.0,349125.0,888375.0,-0.63463646,0.0054482827,8.0,78.0,2.5583282,-1.95,-1.1877835,2.6,0.0,0.7,2.3,0.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model
2025-04-09 11:47:00,2025-04-09 11:55:00,8,2025-04-09,PE,22100.0,-0.013644366,OTM,214.0,0.5706667,rich,2.65,1.4982249,1.1517751,0.76875985,0.015255659,0.46181172,1.1517751,0.76875985,0.015255659,0.46181172,0.16211042,0.14685476,22418.65,22403.607,23.25,50.04960937500073,65.400390625,11:55,False,False,263175.0,814650.0,0.0,118425.0,174450.0,2.6331797,0.039426975,44.0,79.0,1.9559014,-1.15,-0.5620358,2.9,-0.15,-0.36,-0.95,-0.8,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-05-15 14:09:00,2025-05-15 14:09:00,1,2025-05-15,CE,25350.0,0.011036973,OTM,80.0,0.21333334,rich,2.35,1.3308529,1.0191472,0.7657849,0.019865807,-0.15193184,1.0191472,0.7657849,0.019865807,0.15193184,0.21317104,0.19330522,25063.85,25071.752,79.19999999999709,25.950390624999272,569.3996093749993,14:09,False,True,2.773575e+06,2.936175e+06,0.0,0.0,313350.0,-3.1648853,0.060408603,23.0,37.0,2.4432724,-1.45,-0.85653365,2.85,0.5,0.5,-1.55,-2.3,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:50:00,2025-04-09 10:50:00,1,2025-04-09,CE,22750.0,0.015960108,OTM,279.0,0.744,rich,2.45,1.3903168,1.0596832,0.7621883,0.014088039,0.77155834,1.0596832,0.7621883,0.014088039,0.77155834,0.1587965,0.14470847,22400.1,22389.79,-16.650000000001455,68.60039062500073,43.499609375001455,10:50,False,False,459075.0,432150.0,0.0,0.0,-429825.0,-0.50145286,0.01944863,66.0,151.0,1.5674996,-0.95,-0.34393924,2.35,0.15,-0.1,-0.6,-0.6,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2024-10-03 13:58:00,2024-10-03 13:58:00,18,2024-10-03,CE,25450.0,0.0071001374,OTM,91.0,0.24266666,rich,4.55,3.126905,1.423095,0.45511296,0.013427465,1.242747,1.423095,0.7613963,0.017899755,1.242747,0.16201252,0.14858505,25282.75,25269.941,-23.049999999999272,356.7000000000007,50.849999999998545,13:58,True,True,4.9149e+06,2.394975e+06,0.0,-162925.0,-1.088975e+06,-0.85332984,0.020492792,41.0,47.0,3.8823373,-3.45,-2.5613601,3.75,0.45,-0.45,-0.45,-1.5,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-05-15 13:36:00,2025-05-15 13:37:00,54,2025-05-15,PE,24800.0,-0.007752251,OTM,112.0,0.29866666,rich,23.0,18.827087,4.172912,0.22164406,0.018481225,1.1003665,4.172912,0.75747305,0.02654991,1.9959519,0.25656033,0.2380791,24975.4,24993.004,179.90000000000146,18.649609374999272,480.9503906249993,13:37,False,False,2.581575e+06,1.334775e+06,0.0,91575.0,852825.0,0.81036645,0.021946967,21.0,46.0,4.855823,-12.3,-9.766958,23.0,-0.9,-2.75,-8.1,-10.85,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:28:00,2025-04-09 10:28:00,1,2025-04-09,PE,21950.0,-0.020238416,OTM,301.0,0.80266666,rich,2.35,1.340877,1.0091228,0.7525842,0.015455098,0.27539635,1.0091228,0.7525842,0.015455098,0.27539635,0.18546283,0.17000774,22413.95,22398.76,26.850000000002183,54.75078125000073,57.349218750001455,10:28,False,False,240825.0,364575.0,0.0,0.0,0.0,2.524356,0.041334562,59.0,129.0,1.1194041,-0.6,-0.06400054,2.5,0.15,0.2,-0.21,-0.15,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-17 12:14:00,2025-04-17 12:14:00,76,2025-04-17,PE,23400.0,-0.010007629,OTM,195.0,0.52,rich,19.05,15.585784,3.4642165,0.22226772,0.014016755,0.45720816,3.4642165,0.7476872,0.022140525,1.0365186,0.21814565,0.20412889,23634.45,23635.354,37.95000000000073,13.600781249999272,335.8992187500007,12:14,False,False,2.312475e+06,2.694e+06,0.0,0.0,705075.0,-1.0761937,0.009769006,29.0,85.0,7.7715435,-13.96,-12.163703,15.95,-4.2,-5.35,-9.0,-10.95,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:23:00,2025-04-09 11:11:00,67,2025-04-09,PE,22150.0,-0.009299788,OTM,258.0,0.688,rich,5.8,3.6931674,2.1068325,0.57046765,0.013001271,0.52807623,2.1068325,0.7431765,0.013945768,0.9983739,0.12928155,0.11628029,22359.35,22356.951,-33.5,109.35039062500073,6.099609375,11:11,False,False,516225.0,414150.0,0.0,0.0,349275.0,0.38172778,0.01509229,28.0,122.0,2.6459396,-2.9,-1.8039811,4.3,0.35,0.15,-0.3,-0.8,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-09 10:41:00,2025-04-09 10:41:00,1,2025-04-09,CE,22750.0,0.016044607,OTM,288.0,0.768,rich,2.5,1.4379416,1.0620584,0.73859644,0.013720273,0.62212676,1.0620584,0.73859644,0.013720273,0.62212676,0.15753485,0.1438146,22392.85,22387.898,3.5,75.85039062500073,36.249609375001455,10:41,False,False,443550.0,301200.0,0.0,0.0,-142350.0,0.2381809,0.0110133765,75.0,160.0,1.6435581,-1.0,-0.39156395,2.35,-0.1,-0.15,0.0,-0.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2024-10-03 12:00:00,2024-10-03 12:38:00,73,2024-10-03,CE,25650.0,0.009463945,OTM,171.0,0.456,rich,7.25,5.1685414,2.0814586,0.40271682,0.012969356,0.91156447,2.0814586,0.7370292,0.016356327,2.7767742,0.16440637,0.15143701,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,963400.0,714150.0,0.0,0.0,-26950.0,-0.32464796,0.014822451,39.0,97.0,4.2444787,-4.8,-3.6691191,8.5,-0.1,-1.05,-0.75,-3.5,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-05-15 14:43:00,2025-05-15 14:43:00,1,2025-05-15,PE,24800.0,-0.010713107,OTM,46.0,0.122666664,rich,2.4,1.3824555,1.0175445,0.73604137,0.025372034,1.2708111,1.0175445,0.73604137,0.025372034,1.2708111,0.27601144,0.2506394,25062.45,25067.113,-32.75,53.80078125,567.9992187499993,14:43,False,False,1.582725e+06,3.475275e+06,0.0,138000.0,-182025.0,0.09423752,0.02736774,4.0,15.0,1.5827166,-0.9,-0.33135745,1.85,0.05,-0.6,-0.9,-1.45,none,(quiet),,tradable,,,,,market→model
2025-04-17 13:35:00,2025-04-17 13:38:00,2,2025-04-17,PE,23400.0,-0.017062861,OTM,111.0,0.296,rich,2.45,1.4126253,1.0373747,0.73435944,0.022306403,1.3058038,1.0373747,0.73435944,0.022306403,1.3058038,0.26402518,0.24171877,23803.8,23802.697,35.20000000000073,2.349218750001455,505.2507812500007,13:38,False,False,946050.0,1.3191e+06,1.0,0.0,-747525.0,1.6807706,0.04846188,37.0,45.0,0.87670904,-0.55,0.077346094,2.54,-0.09,-0.09,0.11,-0.09,none,(quiet),,tradable,,,,,market→model
2025-03-27 13:00:00,2025-03-27 13:00:00,8,2025-03-27,CE,23700.0,0.0039319363,OTM,149.0,0.39733332,rich,3.25,2.1232657,1.1267343,0.5306609,0.0076939035,0.396264,1.1267343,0.7320554,0.008865923,1.2665136,0.07612785,0.06843395,23601.2,23606.996,18.75,25.55078125,188.99921874999927,13:00,False,False,1.3656e+06,1.207575e+06,0.0,0.0,-35700.0,-0.30460012,0.009550268,85.0,90.0,2.34612,-1.55,-0.88933474,3.25,-0.1,-0.75,-1.15,-0.5,none,(quiet),,tradable,,,,,market→model
2024-11-14 12:36:00,2024-11-14 12:37:00,3,2024-11-14,PE,23350.0,-0.0069905715,OTM,172.0,0.45866665,rich,2.7,1.5653213,1.1346787,0.7248855,0.010981965,1.1363494,1.1346787,0.72860575,0.010981965,1.1652741,0.105207354,0.09422539,23515.3,23513.8,-14.350000000002183,160.59921875000146,29.200781250001455,12:37,False,False,609975.0,480750.0,0.0,100150.0,-98500.0,-0.23146471,0.008983887,37.0,98.0,1.945007,-1.15,-0.55874246,2.7,-0.16,-0.6,-0.75,-1.0,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-17 14:14:00,2025-04-17 14:14:00,1,2025-04-17,PE,23450.0,-0.0156111205,OTM,75.0,0.2,rich,2.4,1.3903326,1.0096674,0.7262057,0.025269652,0.86307746,1.0096674,0.7262057,0.025269652,0.86307746,0.29726088,0.27199122,23831.15,23818.953,14.700000000000728,40.449609374998545,532.6003906250007,14:14,False,False,1.365525e+06,2.48025e+06,0.0,0.0,222300.0,-0.48621318,0.014148224,4.0,31.0,1.6519793,-0.85,-0.33546573,2.4,-0.2,-0.55,-1.0,-1.45,none,(quiet),,tradable,,,,,market→model
2025-05-15 13:29:00,2025-05-15 13:29:00,52,2025-05-15,PE,24700.0,-0.008467827,OTM,120.0,0.32,rich,29.85,24.139544,5.7104564,0.23656024,0.023307944,2.8841424,5.7104564,0.7222123,0.029824894,4.0515747,0.29031345,0.2670055,24903.6,24910.043,219.64999999999782,14.200390624999272,409.1496093749993,13:29,False,True,1.692525e+06,4.262025e+06,0.0,0.0,567750.0,3.522354,0.03706122,16.0,42.0,7.1518946,-20.5,-17.633627,20.14,-0.75,-1.59,-10.79,-10.2,none,(quiet),,tradable,,,,,market→model
2024-11-14 12:25:00,2024-11-14 12:29:00,8,2024-11-14,PE,23350.0,-0.007345818,OTM,180.0,0.48,rich,2.85,1.6603703,1.1896297,0.71648455,0.011213227,1.5921627,1.1896297,0.71818566,0.011213227,1.5921627,0.10817042,0.09695719,23528.35,23522.156,0.5999999999985448,147.55039062500146,42.249609375001455,12:29,False,False,628375.0,679550.0,1.0,0.0,358400.0,-0.08410781,0.010516155,42.0,106.0,2.149235,-1.3,-0.69513357,2.85,-0.05,-0.1,-0.9,-1.0,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-05-08 12:21:00,2025-05-08 12:21:00,2,2025-05-08,CE,24500.0,0.0041599046,OTM,188.0,0.50133336,rich,2.45,1.4263191,1.0236808,0.7177081,0.007417937,0.39369017,1.0236808,0.7177081,0.007417937,0.39369017,0.06528386,0.057865918,24401.8,24398.295,1.0,45.44921875,28.350781249999272,12:21,False,False,361650.0,338025.0,0.0,70125.0,-262125.0,0.094241895,0.00681114,68.0,110.0,1.6942515,-0.9,-0.368792,2.45,0.09,0.09,-0.1,-0.25,low,India open after overnight US data: FOMC,,tradable,,,,,market→model
2024-11-14 12:13:00,2024-11-14 12:14:00,2,2024-11-14,CE,23800.0,0.01055976,OTM,195.0,0.52,rich,3.1,1.9525675,1.1474326,0.5876532,0.011853593,1.2319746,1.1474326,0.715598,0.012722027,1.7522082,0.14064607,0.12879248,23562.9,23550.0,49.5,112.99960937500146,76.80039062500146,12:14,True,False,5.138175e+06,2.33915e+06,0.0,0.0,416150.0,-0.7351801,0.018182402,13.0,89.0,2.8140082,-1.7,-1.0958796,3.1,-0.81,-1.15,-1.85,-1.85,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-10-03 12:56:00,2024-10-03 12:57:00,54,2024-10-03,CE,25500.0,0.0046413834,OTM,152.0,0.40533334,rich,14.4,11.771031,2.6289685,0.22334222,0.009713501,0.7681806,2.6289685,0.70314854,0.01587421,1.398645,0.1330386,0.12332509,25379.15,25381.92,-5.099999999998545,260.2996093750007,10.450390624999272,12:57,False,False,1.679525e+06,1.3508e+06,0.0,-86575.0,-361175.0,-0.18189383,0.01036466,30.0,101.0,7.6052575,-10.25,-8.902248,14.4,-1.1,-4.6,-5.75,-10.25,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-04-24 13:25:00,2025-04-24 13:33:00,9,2025-04-24,CE,24300.0,0.0019975812,OTM,116.0,0.30933332,rich,3.1,1.8242984,1.2757016,0.6992834,0.007526422,1.3049514,1.2757016,0.6992834,0.007526422,3.1799285,0.052235916,0.044709492,24258.25,24251.508,-7.299999999999272,89.59999999999854,18.799999999999272,13:33,False,False,981975.0,1.636125e+06,0.0,0.0,-482700.0,0.13933094,0.0067749307,20.0,58.0,1.604817,-1.35,-0.5087826,3.15,-0.2,0.3,-0.8,-1.15,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:31:00,2025-04-09 10:31:00,1,2025-04-09,CE,22750.0,0.016896034,OTM,298.0,0.79466665,rich,2.54,1.4986894,1.0413107,0.69481415,0.0134280035,0.58824074,1.0413107,0.69481415,0.0134280035,0.58824074,0.16208355,0.14865555,22379.0,22368.844,-12.049999999999272,89.70000000000073,22.400000000001455,10:31,True,False,887625.0,725700.0,0.0,0.0,-14250.0,-2.1744065,0.03329113,85.0,170.0,1.7696459,-1.04,-0.45231184,2.5,-0.05,-0.05,-0.3,-0.35,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-17 13:42:00,2025-04-17 13:49:00,17,2025-04-17,PE,23400.0,-0.018053671,OTM,100.0,0.26666668,rich,3.0,1.7789675,1.2210325,0.6863714,0.025077596,2.0357735,1.2210325,0.6947771,0.026951494,2.0357735,0.30182728,0.27674967,23840.35,23826.293,51.849999999998545,1.7503906249985448,541.7996093750007,13:49,False,False,988425.0,554850.0,0.0,64950.0,-1.092e+06,0.083760716,0.026547633,26.0,34.0,1.3563437,-1.1,-0.28899616,2.45,0.15,0.25,0.3,-0.5,none,(quiet),,tradable,,,,,market→model
2024-11-14 11:06:00,2024-11-14 12:14:00,96,2024-11-14,CE,23650.0,0.0042372947,OTM,195.0,0.52,rich,10.3,7.9957128,2.3042872,0.28819034,0.00862058,-0.08505409,2.3042872,0.69396394,0.010796471,2.0280921,0.10060092,0.09198034,23562.9,23550.0,49.5,112.99960937500146,76.80039062500146,12:14,True,False,9.67755e+06,4.4907e+06,0.0,0.0,648225.0,0.6860655,0.006127877,14.0,117.0,5.468994,-6.6,-5.3931966,6.55,0.15,-0.25,0.6,-0.7,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-09 11:32:00,2025-04-09 11:32:00,1,2025-04-09,CE,22700.0,0.01302876,OTM,237.0,0.632,rich,2.45,1.4464357,1.0035642,0.69381875,0.0126629975,-0.47321972,1.0035642,0.69381875,0.0126629975,0.47321972,0.14586103,0.13319802,22421.45,22406.166,38.900000000001455,47.25078125000073,68.19921875,11:32,False,False,858075.0,858450.0,0.0,0.0,-241950.0,-0.39823782,0.016812135,108.0,123.0,2.2161763,-1.25,-0.6859655,2.4,-0.11,-0.11,-0.05,-0.6,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2024-11-14 13:43:00,2024-11-14 13:43:00,4,2024-11-14,PE,23400.0,-0.0051643867,OTM,106.0,0.28266665,rich,2.95,1.8360313,1.1139687,0.6067264,0.010973675,1.1716789,1.1139687,0.6849201,0.011207684,1.232617,0.10821236,0.09723869,23522.05,23521.16,-26.900000000001455,153.84921875000146,35.950781250001455,13:43,False,False,1.65775e+06,1.832425e+06,0.0,392525.0,714425.0,0.0,0.010973675,21.0,52.0,2.724578,-1.6,-1.012753,2.5,0.0,0.04,-0.9,-1.45,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-09 12:34:00,2025-04-09 12:34:00,3,2025-04-09,CE,22700.0,0.012121981,OTM,175.0,0.46666667,rich,2.85,1.6917458,1.1582543,0.6846503,0.014875809,1.6708633,1.1582543,0.6846503,0.014875809,1.6708633,0.16468392,0.14980812,22440.55,22426.492,21.399999999997817,28.149218750000728,87.30078125,12:34,False,False,2.612175e+06,1.2015e+06,0.0,-109350.0,-144375.0,-1.1216007,0.026237663,46.0,61.0,2.2957335,-1.65,-0.9312754,2.8,-0.05,-0.8,-0.6,-1.15,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-17 13:11:00,2025-04-17 13:13:00,7,2025-04-17,PE,23350.0,-0.018710937,OTM,136.0,0.36266667,rich,2.8,1.6737617,1.1262383,0.67287856,0.021123897,0.8144838,1.1262383,0.6815005,0.021215282,0.81890726,0.26348078,0.24235688,23784.65,23791.014,71.0,0.849609375,486.1003906250007,13:13,False,False,388650.0,566175.0,0.0,-55650.0,203925.0,-0.07661943,0.019874869,61.0,62.0,1.6506257,-0.95,-0.3744607,2.75,0.05,0.1,0.05,-0.4,none,(quiet),,tradable,,,,,market→model
2025-05-15 14:31:00,2025-05-15 14:31:00,1,2025-05-15,PE,24650.0,-0.017052593,OTM,58.0,0.15466666,rich,2.54,1.5115871,1.0284128,0.680353,0.029064517,1.3427626,1.0284128,0.680353,0.029064517,1.3427626,0.36407927,0.33501473,25068.6,25073.951,6.799999999999272,47.650390625,574.1496093749993,14:31,True,False,1.55175e+06,781350.0,0.0,-275400.0,-42075.0,3.3243573,0.09082971,13.0,15.0,2.2004151,-1.19,-0.649193,2.45,-0.1,-0.75,-1.5,-1.85,none,(quiet),,tradable,,,,,market→model
2025-05-08 12:35:00,2025-05-08 12:35:00,1,2025-05-08,CE,24500.0,0.00410067,OTM,174.0,0.464,rich,2.5,1.4899911,1.0100089,0.67786235,0.0074346415,0.3570788,1.0100089,0.67786235,0.0074346415,0.3570788,0.06745056,0.060015917,24401.15,24399.74,-1.0999999999985448,46.099609375,27.700390624999272,12:35,False,False,253650.0,363900.0,1.0,0.0,-84600.0,0.0,0.0074346415,54.0,96.0,1.835621,-0.95,-0.43246397,2.4,-0.05,-0.11,-0.25,-0.55,low,India open after overnight US data: FOMC,,tradable,,,,,market→model
2024-10-24 10:40:00,2024-10-24 10:58:00,46,2024-10-24,PE,24250.0,-0.0065361806,OTM,271.0,0.7226667,rich,4.0,2.6125948,1.3874052,0.5310449,0.008018984,0.58197135,1.3874052,0.6765823,0.008401881,0.74722445,0.0863321,0.07831311,24407.45,24409.021,-33.349999999998545,73.20078125000146,66.24921874999927,10:58,False,False,967800.0,621500.0,0.0,-94600.0,461125.0,0.15952973,0.008844917,69.0,172.0,3.0835,-2.2,-1.486525,3.9,-0.1,-0.2,-0.3,-0.3,none,(quiet),,tradable,,,,,market→model
2024-11-14 13:53:00,2024-11-14 13:54:00,2,2024-11-14,PE,23400.0,-0.005274741,OTM,95.0,0.25333333,rich,2.6,1.5520997,1.0479003,0.6751501,0.011882193,1.3049734,1.0479003,0.6751501,0.011882193,1.3049734,0.11276532,0.100883126,23524.65,23523.756,-33.39999999999782,151.24960937500146,38.550390625001455,13:54,False,False,1.255725e+06,2.17695e+06,0.0,0.0,513950.0,-0.24659899,0.009352929,12.0,41.0,2.6525302,-1.46,-0.90958214,2.6,-0.5,-1.0,-1.6,-1.8,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-11-14 12:52:00,2024-11-14 13:28:00,48,2024-11-14,CE,23650.0,0.004184822,OTM,121.0,0.32266667,rich,6.55,4.4214935,2.1285062,0.4813998,0.012155701,1.8656679,2.1285062,0.67440367,0.012625008,2.0943599,0.10841086,0.09625516,23566.5,23551.236,32.70000000000073,109.40000000000146,80.40000000000146,13:28,False,False,2.563575e+06,2.5029e+06,0.0,428750.0,750975.0,0.255669,0.010787666,7.0,43.0,3.5225992,-3.75,-2.685445,3.75,0.5,-0.35,0.0,0.55,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-12-05 14:37:00,2024-12-05 14:41:00,12,2024-12-05,PE,24450.0,-0.013424862,OTM,48.0,0.128,rich,7.35,5.0491166,2.3008835,0.45570025,0.03286135,3.0057893,2.3008835,0.6704898,0.033130065,3.0057893,0.40914887,0.37628752,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,2.5385e+06,2.489125e+06,0.0,0.0,260575.0,1.9604294,0.056948166,2.0,16.0,2.8230298,-3.65,-2.3570628,5.0,0.65,-1.3,39.4,-3.3,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:04:00,2025-04-09 10:04:00,6,2025-04-09,PE,21950.0,-0.020896882,OTM,325.0,0.8666667,rich,5.85,4.050793,1.7992069,0.44416162,0.014847647,0.6761106,1.7992069,0.6695882,0.0165403,0.82819426,0.21636474,0.20151709,22430.3,22413.512,19.599999999998545,38.39921875000073,73.30078125,10:04,True,False,551625.0,694725.0,0.0,0.0,93675.0,1.2300258,0.023572596,21.0,113.0,3.775934,-3.4,-2.4995606,5.8,-0.65,-1.05,-2.95,-2.95,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-17 13:08:00,2025-04-17 13:15:00,11,2025-04-17,CE,23950.0,0.006486908,OTM,134.0,0.35733333,rich,4.7,3.3286955,1.3713045,0.41196457,0.010280518,-0.07908146,1.3713045,0.6694203,0.011931926,0.30942762,0.12766764,0.117387116,23791.55,23795.14,82.79999999999927,7.19921875,493.0007812500007,13:15,True,False,2.7213e+06,2.26125e+06,0.0,0.0,67800.0,-0.644165,0.014612432,14.0,67.0,3.8431187,-2.7,-1.9974456,2.8,0.05,1.65,-0.1,-0.51,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:19:00,2025-04-09 10:19:00,2,2025-04-09,PE,21950.0,-0.020900894,OTM,310.0,0.82666665,rich,3.1,1.9890006,1.1109995,0.55857176,0.013930435,0.19330658,1.1109995,0.66707855,0.014590344,0.19330658,0.19670059,0.18277015,22415.85,22413.604,21.799999999999272,52.85039062500073,59.249609375001455,10:19,True,False,892575.0,831375.0,1.0,0.0,878325.0,4.3864455,0.050498154,60.0,138.0,2.3208816,-1.3,-0.73986804,2.85,-0.25,-0.4,0.0,-0.5,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-17 13:24:00,2025-04-17 13:25:00,3,2025-04-17,CE,23950.0,0.006552027,OTM,124.0,0.33066666,rich,3.35,2.0174534,1.3325466,0.6605092,0.0128413765,0.4693038,1.3325466,0.6605092,0.0128413765,0.4693038,0.12315131,0.11030993,23789.85,23793.592,48.14999999999782,8.900390625,491.2996093750007,13:25,False,False,1.600125e+06,2.08125e+06,0.0,-123225.0,895875.0,-0.25382447,0.014965612,35.0,57.0,-1.5902934,1.15,1.873137,3.35,-0.45,-1.0,-1.25,-0.1,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:33:00,2024-12-05 14:51:00,17,2024-12-05,PE,24500.0,-0.005261509,OTM,38.0,0.101333335,rich,65.34,55.875473,9.464526,0.16938606,0.05338949,5.344702,9.464526,0.6560498,0.05338949,5.344702,0.60536593,0.55197644,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,1.2088075e+07,8.042275e+06,0.0,0.0,807450.0,-1.9332169,0.042564448,1.0,2.0,5.5111713,-33.24,-27.208614,6.35,0.05,0.75,-1.6,-2.15,none,(quiet),,tradable,,,,,market→model
2025-03-27 11:18:00,2025-03-27 11:57:00,72,2025-03-27,CE,23700.0,0.0036818043,OTM,212.0,0.5653333,rich,6.1,4.265702,1.8342983,0.4300109,0.007679457,0.79674906,1.8342983,0.65331924,0.008209162,1.9801819,0.07334153,0.06566208,23608.6,23612.902,21.5,18.150390625,196.39960937499927,11:57,False,False,940200.0,892650.0,0.0,0.0,598575.0,-0.56308407,0.009852945,55.0,149.0,3.4670897,-3.25,-2.3126144,7.0,-0.9,-1.1,-1.15,-0.55,none,(quiet),,tradable,,,,,market→model
2024-10-24 10:57:00,2024-10-24 10:59:00,6,2024-10-24,PE,24200.0,-0.008626785,OTM,270.0,0.72,rich,2.9,1.7548052,1.1451948,0.65260506,0.00930177,0.4073131,1.1451948,0.65260506,0.00930177,0.4073131,0.0998497,0.090547934,24405.6,24409.672,-30.350000000002183,75.05039062500146,64.39960937499927,10:59,False,False,771775.0,1.102675e+06,0.0,0.0,125000.0,-0.23061812,0.007621725,45.0,160.0,2.2284768,-1.3,-0.7166419,2.8,0.1,-0.26,-0.1,-0.8,none,(quiet),,tradable,,,,,market→model
2025-04-09 10:31:00,2025-04-09 10:31:00,1,2025-04-09,PE,21900.0,-0.021182474,OTM,298.0,0.79466665,rich,2.54,1.5377526,1.0022473,0.6517611,0.014878247,0.4278678,1.0022473,0.6517611,0.014878247,0.4278678,0.1961865,0.18130825,22379.0,22368.844,-12.049999999999272,89.70000000000073,22.400000000001455,10:31,True,False,533175.0,437925.0,0.0,0.0,-30450.0,-0.29861325,0.01090625,35.0,91.0,1.0723695,-0.74,-0.04993931,2.45,-0.25,-0.25,-0.45,-0.25,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2025-04-17 14:16:00,2025-04-17 14:19:00,12,2025-04-17,PE,23700.0,-0.0056191743,OTM,70.0,0.18666667,rich,3.95,2.5629883,1.3870116,0.5411697,0.014920101,3.0734189,1.3870116,0.6512847,0.016161574,3.0734189,0.15200768,0.13708758,23828.0,23833.549,-12.349999999998545,43.599999999998545,529.4500000000007,14:19,False,False,3.00045e+06,2.801175e+06,0.0,39525.0,-1.407975e+06,-0.6935855,0.007850978,16.0,32.0,3.2372825,-2.45,-1.6931924,4.45,-0.8,-0.85,-2.75,-3.0,none,(quiet),,tradable,,,,,market→model
2025-04-09 09:33:00,2025-04-09 10:03:00,318,2025-04-09,PE,22400.0,-0.00012233827,OTM,326.0,0.8693333,cheap,64.5,77.628174,-13.128171,-0.16911606,-0.025018832,-0.7371437,13.128171,0.64853126,0.03780711,2.7522445,0.1254984,0.15051723,22418.3,22402.74,16.799999999999272,50.39921875000073,61.30078125,10:03,True,False,2.581425e+06,4.111875e+06,0.0,366825.0,-1.597725e+06,0.10002324,-0.024828248,259.0,271.0,-8.730433,-60.0,-66.87251,80.59,-3.54,5.16,-4.64,-25.04,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-410.1,155.4,-481.6,-1807.6001,model→market (spot/smile moved)
2024-12-19 11:41:00,2024-12-19 13:51:00,187,2024-12-19,PE,23950.0,-0.00024424627,OTM,98.0,0.26133335,cheap,9.3,18.185808,-8.885808,-0.4886122,-0.029191563,-1.7600762,8.885808,0.647281,0.0322054,3.2463298,0.03899426,0.06818582,23948.5,23955.85,2.75,56.400000000001455,78.20000000000073,13:51,False,False,2.755425e+06,2.074525e+06,0.0,0.0,1.6125e+06,0.0,-0.029191563,55.0,56.0,-1.158038,-6.45,-12.019766,23.5,1.35,-1.45,-5.05,-9.6,high,"FOMC decision (US 2024-12-18): Cut 25bp to 4.25-4.50%; hawkish dots (fewer 2025 cuts) ; Sensex -964 to 79,218 after hawkish Fed (only two 2025 cuts signalled)",,tradable,-92.25,-274.25,-508.25,-804.0,model→market (spot/smile moved)
2024-11-14 10:14:00,2024-11-14 10:14:00,56,2024-11-14,CE,23750.0,0.0062096394,OTM,315.0,0.84,rich,16.55,12.94629,3.6037097,0.2783585,0.010259402,1.228961,3.6037097,0.6415884,0.011776296,1.228961,0.119909905,0.1096505,23616.9,23602.979,41.85000000000218,58.999609375001455,116.25039062499854,10:14,False,False,1.3849e+06,1.191025e+06,0.0,0.0,338450.0,0.8888694,0.007801704,32.0,134.0,5.6000624,-10.4,-8.542878,15.85,0.2,-3.3,-5.05,-8.4,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-10-24 13:31:00,2024-10-24 13:31:00,7,2024-10-24,PE,24300.0,-0.0041544996,OTM,118.0,0.31466666,rich,2.8,1.7071962,1.0928037,0.64011604,0.009258271,0.6195269,1.0928037,0.64011604,0.009258271,0.6195269,0.085131444,0.075873174,24391.0,24401.164,-7.25,89.65000000000146,49.79999999999927,13:31,False,False,1.576225e+06,1.01165e+06,0.0,362575.0,265575.0,0.04424908,0.009591544,19.0,56.0,2.6099129,-1.5,-0.9252682,2.95,-0.1,-0.15,-1.0,-1.6,none,(quiet),,tradable,,,,,market→model
2025-02-20 13:49:00,2025-02-20 13:49:00,1,2025-02-20,PE,22750.0,-0.007300668,OTM,100.0,0.26666668,rich,2.6,1.591774,1.008226,0.6333977,0.013358597,1.951509,1.008226,0.6333977,0.013358597,1.951509,0.1423955,0.12903689,22910.7,22916.697,25.0,6.400781249998545,97.94921875,13:49,False,False,4.7892e+06,2.609925e+06,0.0,118350.0,-58575.0,0.362297,0.017447196,2.0,26.0,1.643576,-0.85,-0.332835,2.1,-0.35,-0.25,-0.8,-1.4,none,(quiet),,tradable,,,,,market→model
2025-04-17 13:57:00,2025-04-17 13:57:00,1,2025-04-17,PE,23350.0,-0.020608535,OTM,92.0,0.24533333,rich,2.7,1.659332,1.040668,0.6271608,0.025573403,1.5999581,1.040668,0.6271608,0.025573403,1.5999581,0.3449298,0.3193564,23845.6,23836.201,69.0,4.500390624998545,547.0496093750007,13:57,False,False,555450.0,334350.0,0.0,0.0,-381900.0,0.12541589,0.02820777,18.0,18.0,1.2810876,-1.0,-0.21941328,2.65,-0.05,-0.3,-0.75,-1.35,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:30:00,2024-12-05 12:05:00,26,2024-12-05,CE,25000.0,0.022288261,OTM,204.0,0.544,cheap,3.15,6.8020253,-3.6520255,-0.53690267,-0.03823539,-0.3021473,3.6520255,0.6231908,0.042507496,1.0583524,0.25173846,0.28997383,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,5.133e+06,6.73625e+06,0.0,0.0,201150.0,0.8620568,-0.050946042,5.0,6.0,0.43216777,0.8,-1.0511329,1.7,0.0,0.0,0.1,0.3,none,(quiet),,tradable,-180.0,-180.0,-173.5,-160.5,both
2024-10-24 09:49:00,2024-10-24 10:10:00,54,2024-10-24,CE,24650.0,0.008872147,OTM,319.0,0.85066664,rich,6.65,4.7798576,1.8701422,0.39125478,0.0087842345,0.66983813,1.8701422,0.6212006,0.009484807,1.5184015,0.113356106,0.10457187,24442.05,24432.27,93.29999999999927,38.599218750001455,100.85078124999927,10:10,False,False,2.225675e+06,1.63515e+06,0.0,0.0,-182325.0,-0.31892878,0.01015843,37.0,102.0,4.3263454,-4.11,-3.1600065,4.25,-0.05,0.55,0.65,0.2,none,(quiet),,tradable,,,,,market→model
2024-12-05 15:04:00,2024-12-05 15:04:00,4,2024-12-05,PE,24500.0,-0.006592443,OTM,25.0,0.06666667,rich,4.2,2.6184669,1.5815332,0.60399204,0.0296518,2.455605,1.5815332,0.620765,0.031878203,2.455605,0.28877017,0.25911835,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,8.247325e+06,1.014955e+07,0.0,-204100.0,104700.0,-0.1955062,0.026331635,4.0,5.0,2.409549,-2.2,-1.2869661,4.09,-0.39,-2.69,-3.69,,none,(quiet),,tradable,,,,,market→model
2024-11-21 12:17:00,2024-11-21 12:17:00,2,2024-11-21,PE,23200.0,-0.0057164207,OTM,192.0,0.512,rich,2.95,1.8902762,1.0597239,0.5606185,0.008150127,1.2327037,1.0597239,0.61921924,0.008570984,1.5084672,0.087054476,0.07890435,23344.85,23333.0,2.0499999999992724,162.45039062499927,81.69960937499854,12:17,False,False,613900.0,818350.0,0.0,0.0,242950.0,0.0076308916,0.008202797,84.0,143.0,1.6643593,-0.95,-0.3792098,2.75,-0.05,0.25,0.0,0.35,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model
2024-10-24 12:48:00,2024-10-24 12:56:00,10,2024-10-24,PE,24300.0,-0.004012279,OTM,153.0,0.408,rich,3.4,2.2427175,1.1572824,0.51601785,0.007574859,1.8421924,1.1572824,0.61559993,0.007879436,2.5485892,0.076578625,0.06900376,24399.55,24397.693,-2.2999999999992724,81.09921875000146,58.35078124999927,12:56,False,False,1.16155e+06,1.681675e+06,0.0,0.0,530425.0,-0.28351784,0.0058481875,54.0,91.0,3.2853029,-2.1,-1.4607896,2.85,0.05,0.75,-0.05,-0.25,none,(quiet),,tradable,,,,,market→model
2024-11-14 11:44:00,2024-11-14 11:52:00,12,2024-11-14,PE,23300.0,-0.008206856,OTM,217.0,0.5786667,rich,3.45,2.1902175,1.2597824,0.575186,0.010149698,1.5248097,1.2597824,0.61504406,0.010149698,1.5248097,0.112059,0.1019093,23507.95,23492.006,0.25,167.95078125000146,21.849218750001455,11:52,False,False,1.247175e+06,1.3738e+06,0.0,75000.0,496225.0,0.3234709,0.01242148,20.0,133.0,2.615753,-1.65,-1.0192064,2.9,-0.05,0.0,-0.1,-1.25,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-24 13:10:00,2025-04-24 13:14:00,8,2025-04-24,CE,24300.0,0.0020057093,OTM,135.0,0.36,rich,3.6,2.257906,1.342094,0.5943976,0.006849055,4.8530507,1.342094,0.6133934,0.006863026,4.8530507,0.050968144,0.04411909,24257.5,24251.31,-6.200000000000728,90.34999999999854,18.049999999999272,13:14,False,False,967125.0,1.232625e+06,1.0,0.0,1.108125e+06,0.285881,0.005486053,34.0,77.0,2.3485217,-1.65,-0.9474304,3.75,0.1,-0.45,-0.6,-1.4,none,(quiet),,tradable,,,,,market→model
2024-11-14 10:08:00,2024-11-14 10:08:00,50,2024-11-14,CE,23800.0,0.0073114745,OTM,321.0,0.856,rich,16.5,13.6510515,2.8489485,0.2086981,0.008404407,0.65840054,2.8489485,0.60959667,0.010770276,0.98017526,0.13146596,0.12306155,23641.1,23626.621,55.89999999999782,34.800390625001455,140.44960937499854,10:08,False,False,1.85125e+06,1.6307e+06,0.0,0.0,-820400.0,1.2387382,0.0048167733,31.0,62.0,7.5613914,-10.8,-9.371692,14.35,-1.7,-3.3,-6.8,-8.65,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-12-05 11:40:00,2024-12-05 11:42:00,3,2024-12-05,CE,24950.0,0.025419375,OTM,227.0,0.6053333,cheap,2.2,5.601393,-3.4013934,-0.60724056,-0.04270329,-0.975546,3.4013934,0.60724056,0.04270329,0.975546,0.25187054,0.29457384,24337.15,24323.78,-28.75,202.79960937500073,41.60039062500073,11:42,False,False,154675.0,284725.0,0.0,0.0,-8200.0,-1.4318992,-0.021743001,29.0,120.0,3.0746748,5.4,3.6437168,2.25,-0.05,0.45,0.35,5.35,none,(quiet),,tradable,-183.25,-150.75,-157.25,167.75,market→model
2025-05-15 14:42:00,2025-05-15 14:43:00,2,2025-05-15,PE,24850.0,-0.008699007,OTM,46.0,0.122666664,rich,2.8,1.7422472,1.0577528,0.60711986,0.020935137,0.68496436,1.0577528,0.60711986,0.020935137,0.68496436,0.24044834,0.2195132,25062.45,25067.113,-32.75,53.80078125,567.9992187499993,14:43,False,False,858825.0,1.9824e+06,0.0,-46350.0,51375.0,0.5428386,0.02996073,5.0,15.0,2.0259588,-1.15,-0.58236754,2.8,-0.7,-1.15,-1.66,-2.45,none,(quiet),,tradable,,,,,market→model
2025-04-17 13:06:00,2025-04-17 13:06:00,1,2025-04-17,PE,23350.0,-0.017883984,OTM,143.0,0.38133332,rich,2.7,1.6804118,1.0195882,0.60674906,0.018345153,0.37836388,1.0195882,0.60674906,0.018345153,0.37836388,0.24598588,0.22764073,23761.3,23771.348,65.79999999999927,1.5492187499985448,462.7507812500007,13:06,False,False,1.170375e+06,954225.0,0.0,0.0,319125.0,-0.16052058,0.015780825,69.0,69.0,1.3166437,-1.0,-0.24049307,2.95,-0.15,-0.2,-0.45,-0.6,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:53:00,2024-12-05 12:20:00,25,2024-12-05,CE,24950.0,0.012260852,OTM,189.0,0.504,cheap,14.8,21.687239,-6.887238,-0.317571,-0.02905343,0.40409246,6.887238,0.60448587,0.046566304,1.276667,0.23117371,0.26022714,24639.05,24645.959,290.5,9.549218749998545,343.5007812500007,12:20,False,True,1.237575e+06,1.545775e+06,0.0,0.0,-743100.0,-1.0009333,-0.02454386,9.0,10.0,-1.3208458,-5.15,-9.049017,2.6,0.0,0.05,3.15,8.7,none,(quiet),,tradable,-180.0,-176.75,24.750008,385.5,model→market (spot/smile moved)
2024-10-24 13:13:00,2024-10-24 13:18:00,4,2024-10-24,PE,24300.0,-0.0042686695,OTM,131.0,0.34933335,rich,2.85,1.7778287,1.0721713,0.6030791,0.008617287,0.5764963,1.0721713,0.6030791,0.008617287,0.5764963,0.082822636,0.07420535,24398.8,24403.951,-8.299999999999272,81.84921875000146,57.60078124999927,13:18,False,False,653725.0,1.06925e+06,0.0,0.0,353800.0,0.20944576,0.010101402,32.0,69.0,2.797332,-1.55,-0.99590063,2.9,-0.1,-0.3,-0.4,-0.86,none,(quiet),,tradable,,,,,market→model
2024-11-21 13:08:00,2024-11-21 13:14:00,24,2024-11-21,PE,23250.0,-0.003340558,OTM,135.0,0.36,rich,4.0,2.7444806,1.2555193,0.45747063,0.0076151616,0.50508004,1.2555193,0.60282415,0.009204393,1.1091934,0.075735345,0.06812019,23341.3,23327.797,-3.0499999999992724,165.99921874999927,78.15078124999854,13:14,False,False,1.59075e+06,1.188725e+06,0.0,0.0,-93150.0,-0.09029496,0.0071047884,51.0,88.0,2.9298675,-1.9,-1.2515064,4.0,0.2,0.0,-0.85,-1.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model
2024-10-03 12:33:00,2024-10-03 12:38:00,27,2024-10-03,CE,25700.0,0.011411365,OTM,171.0,0.456,rich,5.2,3.677166,1.5228341,0.41413254,0.012374718,1.4352,1.5228341,0.60198927,0.0146151,1.6044813,0.17522983,0.16285512,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,1.171875e+06,795175.0,0.0,0.0,-75300.0,-0.430813,0.015515747,31.0,98.0,3.787883,-2.91,-2.1417608,4.15,0.4,0.9,-1.1,-1.45,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2024-12-05 14:59:00,2024-12-05 15:00:00,2,2024-12-05,PE,24250.0,-0.0117369825,OTM,29.0,0.07733333,rich,4.34,2.711763,1.628237,0.6004349,0.037901174,3.0473099,1.628237,0.6004349,0.037901174,3.0473099,0.42252994,0.38462877,24554.5,24536.299,-259.0499999999993,303.25,258.9500000000007,15:00,True,True,4.5434e+06,5.758625e+06,0.0,0.0,-651100.0,-0.24270144,0.032819074,1.0,2.0,2.8172169,-2.69,-1.7351569,4.34,-2.69,-3.14,-4.09,,none,(quiet),,tradable,,,,,market→model
2025-05-15 14:30:00,2025-05-15 14:34:00,9,2025-05-15,PE,24850.0,-0.008435029,OTM,55.0,0.14666666,rich,4.95,3.3580546,1.5919453,0.4740677,0.02042215,0.80859506,1.5919453,0.59550476,0.021251738,0.81285346,0.2433341,0.22291194,25058.25,25060.496,-13.700000000000728,58.0,563.7999999999993,14:34,True,False,5.27685e+06,1.84425e+06,0.0,36900.0,73125.0,1.8101879,0.039998733,10.0,18.0,3.4637923,-2.85,-2.0272024,4.65,-0.31,-1.65,-2.2,-3.85,none,(quiet),,tradable,,,,,market→model
2024-12-05 14:15:00,2024-12-05 14:15:00,1,2024-12-05,CE,25100.0,0.014098712,OTM,74.0,0.19733334,rich,2.95,1.852346,1.097654,0.592575,0.02197013,3.8991907,1.097654,0.592575,0.02197013,3.8991907,0.2828195,0.2608494,24738.65,24748.605,94.90000000000146,24.049609375000728,443.1003906250007,14:15,True,True,7.1529e+06,5.606175e+06,0.0,0.0,-245825.0,0.22605076,0.017906511,4.0,14.0,-0.9872406,0.6,1.2077546,2.04,0.71,1.71,4.11,0.21,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-04-09 11:41:00,2025-04-09 11:41:00,2,2025-04-09,PE,22100.0,-0.014199399,OTM,228.0,0.608,rich,2.95,1.8762392,1.0737609,0.57229424,0.012830192,-0.3744848,1.0737609,0.59041065,0.012830192,0.40380636,0.16550072,0.15267052,22430.35,22416.045,71.0,38.35039062500073,77.099609375,11:41,False,False,873225.0,394575.0,0.0,0.0,275850.0,0.43903577,0.017275812,76.0,93.0,2.936395,-1.6,-1.0551142,2.85,-0.1,0.05,-0.5,-0.85,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,,,,,market→model
2025-04-17 12:42:00,2025-04-17 12:42:00,10,2025-04-17,PE,23350.0,-0.015183955,OTM,167.0,0.44533333,rich,4.65,3.1887944,1.4612056,0.45823136,0.0156244,0.38182855,1.4612056,0.5873485,0.017632445,0.38182855,0.22068931,0.20506491,23699.15,23707.25,71.0,16.749609375001455,400.6003906250007,12:42,False,False,744600.0,850875.0,0.0,0.0,-12675.0,0.3859118,0.019276345,40.0,93.0,2.8864663,-2.15,-1.4051446,4.15,0.15,-1.0,-1.25,-1.35,none,(quiet),,tradable,,,,,market→model
2025-05-08 12:15:00,2025-05-08 12:15:00,2,2025-05-08,CE,24500.0,0.003926533,OTM,194.0,0.5173333,rich,3.1,2.001638,1.098362,0.5487316,0.0066188117,-0.28119585,1.098362,0.58158207,0.006667159,0.28119585,0.065256655,0.058637843,24408.65,24403.988,-1.0999999999985448,38.599609375,35.20039062499927,12:15,False,False,2.13435e+06,2.568975e+06,0.0,-133650.0,-690225.0,0.0,0.0066188117,62.0,116.0,2.4622593,-1.4,-0.8314165,2.85,-0.4,-0.4,-0.31,-0.6,low,India open after overnight US data: FOMC,,tradable,,,,,market→model
2025-04-09 09:32:00,2025-04-09 10:05:00,319,2025-04-09,CE,22400.0,-0.00027680246,ITM,324.0,0.864,cheap,61.0,74.0989,-13.0989,-0.1767759,-0.025053758,-0.7129875,13.0989,0.57885754,0.03700884,2.8693027,0.11055901,0.13561277,22419.15,22406.201,4.600000000002183,49.54960937500073,62.150390625,10:05,True,False,3.80685e+06,8.070825e+06,0.0,0.0,3.251475e+06,0.0,-0.025053758,210.0,269.0,-7.6652465,-50.35,-56.91861,83.3,-1.71,-24.85,-8.85,-15.96,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-291.15002,-1795.25,-755.25,-1217.3999,model→market (spot/smile moved)
2025-01-02 14:20:00,2025-01-02 14:20:00,1,2025-01-02,CE,24300.0,0.004662816,OTM,69.0,0.184,rich,2.8,1.7735182,1.0264819,0.5787828,0.011974713,2.126455,1.0264819,0.5787828,0.011974713,2.126455,0.12159727,0.10962255,24183.65,24186.957,44.70000000000073,2.949609374998545,432.1003906250007,14:20,True,False,1.0507425e+07,6.66585e+06,0.0,0.0,288825.0,-0.2621285,0.014660824,2.0,7.0,1.6079845,-0.9,-0.34029314,2.0,-0.1,-0.6,-0.6,0.85,none,(quiet),,tradable,,,,,market→model
2024-11-21 12:30:00,2024-11-21 12:30:00,2,2024-11-21,PE,23200.0,-0.00578916,OTM,179.0,0.47733334,rich,2.85,1.8061337,1.0438663,0.57795626,0.008542651,1.1398245,1.0438663,0.57795626,0.008542651,1.1398245,0.090311065,0.081768416,23347.9,23334.697,-12.44999999999709,159.39960937499927,84.75039062499854,12:30,False,False,911625.0,801850.0,0.0,0.0,-538050.0,0.11933476,0.009407604,71.0,130.0,1.5317174,-0.85,-0.29506734,2.9,-0.1,-0.36,-0.3,2.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model
2025-04-09 09:27:00,2025-04-09 09:57:00,248,2025-04-09,PE,22350.0,-0.0009925424,OTM,332.0,0.88533336,cheap,59.0,72.52345,-13.523449,-0.18647002,-0.02575532,-0.6122326,13.523449,0.5766848,0.02752699,3.3534276,0.13152821,0.15728354,22387.55,22372.193,3.9500000000007276,81.14921875000073,30.55078125,09:57,True,False,2.318325e+06,1.3548e+06,0.0,-451800.0,-38550.0,0.010189398,-0.025735892,82.0,176.0,-6.509886,-46.4,-53.527622,86.1,-0.1,-22.4,-49.31,-22.15,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-186.5,-1636.0,-3385.1501,-1619.75,model→market (spot/smile moved)
2025-04-17 12:32:00,2025-04-17 12:32:00,1,2025-04-17,CE,23950.0,0.009516853,OTM,177.0,0.472,rich,2.85,1.8081751,1.0418248,0.57617474,0.011116068,1.2356089,1.0418248,0.57617474,0.011116068,1.2356089,0.13339582,0.12227975,23709.4,23723.152,109.65000000000146,0.099609375,410.8503906250007,12:32,True,False,2.024475e+06,2.441175e+06,0.0,0.0,259500.0,-0.32719278,0.014118138,99.0,110.0,-3.348551,2.05,2.6622052,2.6,0.35,-0.6,-0.35,-0.95,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-11-14 12:59:00,2024-11-14 12:59:00,1,2024-11-14,PE,23400.0,-0.005559215,OTM,150.0,0.4,rich,2.75,1.7468872,1.0031128,0.5742287,0.008903968,0.47896448,1.0031128,0.5742287,0.008903968,0.47896448,0.09465658,0.085752614,23536.35,23530.447,8.0,139.55039062500146,50.249609375001455,12:59,False,False,875400.0,1.2273e+06,0.0,0.0,-672950.0,0.21621294,0.0105897635,18.0,29.0,1.1634583,-0.6,-0.08429612,2.65,-0.2,-0.05,-0.55,-0.85,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-12-05 11:20:00,2024-12-05 11:55:00,19,2024-12-05,CE,24900.0,0.022501685,OTM,214.0,0.5706667,cheap,3.9,8.616887,-4.716887,-0.54740036,-0.04266597,-0.5291749,4.716887,0.5735844,0.04274028,1.0742854,0.25717524,0.2998412,24358.6,24345.965,6.19999999999709,181.35039062500073,63.04960937500073,11:55,False,False,261175.0,497300.0,0.0,57875.0,533525.0,0.81003934,-0.052721262,94.0,116.0,3.3704705,8.05,5.661609,3.7,-0.1,-0.2,-0.2,0.15,none,(quiet),,tradable,-186.5,-193.0,-193.0,-170.25,market→model
2024-10-24 10:52:00,2024-10-24 10:52:00,1,2024-10-24,PE,24200.0,-0.008922203,OTM,277.0,0.73866665,rich,2.75,1.7499634,1.0000366,0.57146144,0.008314305,0.2959182,1.0000366,0.57146144,0.008314305,0.2959182,0.10015757,0.091843255,24414.5,24416.883,-15.650000000001455,66.15000000000146,73.29999999999927,10:52,False,False,408325.0,788675.0,0.0,-177725.0,-13125.0,0.65992236,0.012897952,81.0,167.0,2.8763173,-1.55,-1.0111165,2.54,-0.19,0.26,0.21,0.0,none,(quiet),,tradable,,,,,market→model
2024-12-05 12:08:00,2024-12-05 12:08:00,1,2024-12-05,PE,23700.0,-0.035066277,OTM,201.0,0.536,cheap,1.0,2.3315487,-1.3315486,-0.57110053,-0.03783287,-1.7330754,1.3315486,0.57110053,0.03783287,1.7330754,0.3184483,0.35628116,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,1.171625e+06,775725.0,1.0,0.0,-311575.0,-0.8416534,-0.09401712,3.0,3.0,0.0,0.0,-1.0548522,1.1,0.0,0.0,-0.1,-0.15,none,(quiet),,tradable,-180.0,-180.0,-186.5,-189.75,model→market (spot/smile moved)
2024-11-14 10:37:00,2024-11-14 10:43:00,48,2024-11-14,CE,23700.0,0.0057238536,OTM,286.0,0.76266664,rich,11.7,9.339265,2.3607352,0.25277525,0.007697721,0.88800955,2.3607352,0.5688697,0.011346325,1.1403495,0.10541116,0.09771343,23578.4,23564.732,-52.5,97.49960937500146,77.75039062499854,10:43,False,False,895225.0,668025.0,0.0,0.0,503300.0,0.0,0.007697721,107.0,206.0,7.902396,-9.35,-8.166815,13.5,-1.0,-1.8,-6.0,-8.8,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-04-03 10:28:00,2025-04-03 10:34:00,38,2025-04-03,CE,23400.0,0.0047077215,OTM,295.0,0.7866667,rich,7.25,5.507234,1.7427658,0.31645027,0.006320105,0.6233575,1.7427658,0.568293,0.0071613616,0.9058484,0.07797605,0.07165594,23295.8,23290.098,45.70000000000073,10.69921875,150.00078125000073,10:34,False,False,1.375125e+06,1.659225e+06,0.0,0.0,1.51935e+06,-0.2681527,0.007237765,46.0,132.0,5.6372533,-5.05,-4.154174,7.75,-1.3,-0.5,-2.25,-3.3,high,US 'Liberation Day' reciprocal tariffs: 26-27% on India (announced 01:30 IST); Sensex -322,,tradable,,,,,market→model
2024-12-05 11:59:00,2024-12-05 12:18:00,54,2024-12-05,CE,24900.0,0.009910367,OTM,191.0,0.5093333,cheap,25.4,34.135178,-8.735179,-0.2558996,-0.028804643,0.53483635,8.735179,0.56377274,0.04589069,1.5057771,0.23811623,0.26692086,24645.25,24654.451,295.2999999999993,3.349999999998545,349.7000000000007,12:18,True,True,2.8931e+06,2.3711e+06,0.0,0.0,-994925.0,-1.5345683,-0.023552755,12.0,84.0,-2.2634296,-11.7,-16.869146,4.25,0.3,3.5,14.14,9.45,none,(quiet),,tradable,-160.5,47.5,739.10004,434.25,model→market (spot/smile moved)
2024-10-31 13:25:00,2024-10-31 13:29:00,9,2024-10-31,CE,24300.0,0.00391109,OTM,120.0,0.32,rich,3.65,2.4730327,1.1769674,0.47592068,0.008287207,0.8322576,1.1769674,0.56290746,0.008525404,0.8542315,0.0865974,0.07831019,24212.15,24205.146,3.900000000001455,160.29960937500073,21.000390624998545,13:29,False,False,737150.0,736750.0,0.0,0.0,-193625.0,0.09569099,0.00766395,33.0,38.0,2.0194497,-1.2,-0.6057787,3.7,-0.15,-0.25,0.05,0.2,none,(quiet),,tradable,,,,,market→model
2024-11-14 12:01:00,2024-11-14 12:01:00,1,2024-11-14,PE,23300.0,-0.0088279145,OTM,208.0,0.55466664,rich,2.8,1.7937429,1.0062572,0.5609818,0.009641997,1.1299984,1.0062572,0.5609818,0.009641997,1.1299984,0.11592541,0.10628341,23521.85,23506.602,20.0,154.05039062500146,35.749609375001455,12:01,False,False,587075.0,748075.0,1.0,59075.0,544675.0,0.58001894,0.014336696,13.0,124.0,2.3803895,-1.25,-0.72487587,2.65,0.0,-0.36,-1.0,-0.9,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2024-12-05 12:01:00,2024-12-05 12:01:00,2,2024-12-05,PE,23750.0,-0.02555436,OTM,208.0,0.55466664,cheap,1.95,4.4161243,-2.4661243,-0.55843633,-0.036799587,-1.6575993,2.4661243,0.55843633,0.036799587,1.6575993,0.26051122,0.2973108,24374.75,24364.736,35.0,165.20000000000073,79.20000000000073,12:01,False,True,460525.0,227875.0,0.0,27950.0,168825.0,0.054770727,-0.035726804,10.0,10.0,-0.3844603,-0.75,-2.7007866,2.0,-0.3,-0.75,-0.5,-0.86,none,(quiet),,tradable,-199.5,-228.75,-212.5,-235.90001,model→market (spot/smile moved)
2025-03-27 12:33:00,2025-03-27 12:46:00,17,2025-03-27,CE,23700.0,0.0039001792,OTM,163.0,0.43466666,rich,3.45,2.2433069,1.2066932,0.5379082,0.007639756,0.283122,1.2066932,0.55797416,0.007639756,0.283122,0.0735221,0.06588234,23597.95,23607.746,1.3500000000021828,28.80078125,185.74921874999927,12:46,False,False,891525.0,859200.0,0.0,-204075.0,-320925.0,-0.30503237,0.009366667,99.0,104.0,2.362872,-1.75,-1.0093758,2.95,0.0,0.4,0.4,-0.05,none,(quiet),,tradable,,,,,market→model
2025-03-27 11:42:00,2025-03-27 11:56:00,19,2025-03-27,CE,23750.0,0.005808623,OTM,213.0,0.568,rich,3.7,2.4523134,1.2476866,0.50877947,0.00805377,0.8168228,1.2476866,0.55108976,0.0082172,0.8591661,0.08796871,0.079914935,23608.45,23612.445,22.700000000000728,18.30078125,196.24921874999927,11:56,False,False,509700.0,548775.0,0.0,0.0,-139050.0,-0.20309871,0.00922979,35.0,149.0,2.7703822,-1.8,-1.1502701,3.75,-0.15,0.15,-0.35,-1.35,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:59:00,2024-12-05 12:05:00,9,2024-12-05,PE,23850.0,-0.024803346,OTM,204.0,0.544,cheap,3.5,7.757536,-4.257536,-0.5488258,-0.04466637,-4.315843,4.257536,0.5488258,0.04466637,4.315843,0.28118384,0.32585022,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,1.0462e+06,1.02905e+06,0.0,0.0,33900.0,-0.26930895,-0.04840384,6.0,6.0,-0.3471302,-1.21,-4.695724,5.75,-0.66,-2.25,-3.35,-3.3,none,(quiet),,tradable,-222.90001,-326.25,-397.75,-394.5,model→market (spot/smile moved)
2025-04-03 11:10:00,2025-04-03 11:13:00,4,2025-04-03,CE,23400.0,0.0054942234,OTM,256.0,0.68266666,rich,3.0,1.937225,1.062775,0.54860693,0.0068536843,0.35638118,1.062775,0.54860693,0.0068536843,0.35638118,0.07338061,0.06652693,23280.4,23271.787,-3.899999999997817,26.099609375,134.60039062500073,11:13,False,False,972825.0,736500.0,0.0,119100.0,-821100.0,0.042151153,0.006608019,70.0,95.0,2.8711648,-1.55,-1.0101495,2.85,0.1,-0.31,-0.5,-0.45,high,US 'Liberation Day' reciprocal tariffs: 26-27% on India (announced 01:30 IST); Sensex -322,,tradable,,,,,market→model
2024-10-24 10:01:00,2024-10-24 11:19:00,263,2024-10-24,CE,24400.0,-9.8373515e-05,ITM,250.0,0.6666667,cheap,21.25,28.898396,-7.648396,-0.26466507,-0.015290882,-1.5670782,7.648396,0.54797536,0.02114286,2.2691202,0.040005647,0.05529653,24397.5,24402.4,-22.900000000001455,83.15000000000146,56.29999999999927,11:19,False,False,2.0009e+06,2.663275e+06,0.0,996250.0,3.4868e+06,0.0,-0.015290882,176.0,188.0,-3.6565778,-14.45,-18.401783,42.3,-6.85,3.7,10.05,0.5,none,(quiet),,tradable,-625.25,60.5,473.25,-147.5,model→market (spot/smile moved)
2025-04-17 13:02:00,2025-04-17 13:02:00,1,2025-04-17,PE,23350.0,-0.016505199,OTM,147.0,0.392,rich,3.1,2.0034263,1.0965736,0.5473491,0.016865663,0.2006573,1.0965736,0.5473491,0.016865663,0.2006573,0.23274177,0.21587612,23731.1,23738.594,21.69999999999709,16.500390624998545,432.5496093750007,13:02,False,True,425100.0,266550.0,0.0,0.0,-154800.0,1.4407282,0.034326117,73.0,73.0,1.6736555,-1.4,-0.5635076,3.0,-0.3,-0.2,-0.25,-0.75,none,(quiet),,tradable,,,,,market→model
2024-11-21 12:10:00,2024-11-21 12:18:00,37,2024-11-21,PE,23250.0,-0.003675169,OTM,191.0,0.5093333,rich,3.85,2.5506594,1.2993406,0.50941366,0.0070704557,2.5400407,1.2993406,0.54717237,0.007188375,2.5400407,0.067371376,0.060300916,23350.65,23335.605,7.950000000000728,156.64960937499927,87.50039062499854,12:18,False,False,850925.0,1.037975e+06,0.0,0.0,524975.0,0.20689993,0.00809316,107.0,144.0,2.5277517,-1.75,-1.0576851,4.05,-0.1,-0.25,-0.25,-1.0,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model
2025-04-17 12:28:00,2025-04-17 12:28:00,7,2025-04-17,PE,23350.0,-0.014422682,OTM,181.0,0.48266667,rich,5.4,3.4981787,1.9018214,0.54366046,0.017732035,0.95865226,1.9018214,0.54366046,0.017732035,0.95865226,0.21001312,0.19228108,23678.0,23689.209,78.45000000000073,3.7999999999992724,379.4500000000007,12:28,False,True,1.2588e+06,1.2684e+06,0.0,9225.0,537450.0,-0.97233707,0.00919066,26.0,107.0,2.7209928,-2.6,-1.6444664,5.75,-0.25,-0.6,-1.45,-2.9,none,(quiet),,tradable,,,,,market→model
2024-11-14 11:20:00,2024-11-14 12:05:00,169,2024-11-14,PE,23500.0,-0.0006819094,OTM,204.0,0.544,cheap,16.35,24.630577,-8.280578,-0.33619097,-0.019529818,-0.65326416,8.280578,0.541657,0.020699114,2.7415555,0.053938016,0.073467836,23527.35,23516.031,10.149999999997817,148.55039062500146,41.249609375001455,12:05,False,False,2.8269e+06,5.5743e+06,0.0,0.0,2.2109e+06,0.16204122,-0.019144017,67.0,117.0,-2.3115804,-9.85,-14.111154,41.75,-4.25,-2.96,-10.75,-15.1,low,India open after overnight US data: US CPI,,tradable,-456.25,-372.4,-878.75,-1161.5,model→market (spot/smile moved)
2024-12-05 14:37:00,2024-12-05 14:41:00,14,2024-12-05,PE,24550.0,-0.009343224,OTM,48.0,0.128,rich,12.85,8.986985,3.8630152,0.4298455,0.035723142,4.4971075,3.8630152,0.53957176,0.035723142,4.4971075,0.36401036,0.3282872,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,2.887525e+06,2.419425e+06,0.0,0.0,133050.0,0.20691496,0.03750216,2.0,12.0,2.9102888,-6.95,-4.561921,7.75,1.4,-1.85,54.2,-5.4,none,(quiet),,tradable,,,,,market→model
2025-03-27 14:34:00,2025-03-27 14:35:00,3,2025-03-27,PE,23550.0,-0.0018713461,OTM,54.0,0.144,rich,4.59,3.1882207,1.4017793,0.4396745,0.010117297,2.907873,1.4017793,0.538787,0.010117297,2.907873,0.084742464,0.074625164,23585.8,23594.111,-23.150000000001455,40.94921875,173.60078124999927,14:35,False,False,6.708375e+06,6.087375e+06,0.0,0.0,975.0,0.0,0.010117297,7.0,15.0,4.0745764,-2.99,-2.2561812,4.59,-1.24,-2.49,-3.09,-3.79,none,(quiet),,tradable,,,,,market→model
2025-04-17 12:58:00,2025-04-17 12:58:00,1,2025-04-17,PE,23350.0,-0.016749512,OTM,151.0,0.40266666,rich,2.9,1.8865527,1.0134473,0.5371953,0.016123699,0.14366479,1.0134473,0.5371953,0.016123699,0.14366479,0.22965558,0.21353188,23734.75,23744.395,56.75,12.849999999998545,436.2000000000007,12:58,False,False,721500.0,540825.0,0.0,97575.0,-245325.0,-0.2583211,0.012388425,77.0,77.0,1.5928513,-1.2,-0.44663396,2.85,0.0,-0.15,-0.2,-0.2,none,(quiet),,tradable,,,,,market→model
2025-01-02 14:11:00,2025-01-02 14:20:00,10,2025-01-02,CE,24250.0,0.002603083,OTM,69.0,0.184,rich,6.3,4.766643,1.5333571,0.32168493,0.009531036,0.66857857,1.5333571,0.5370261,0.010863328,0.9985606,0.102746904,0.09321587,24183.65,24186.957,44.70000000000073,2.949609374998545,432.1003906250007,14:20,True,False,1.5213825e+07,8.729475e+06,0.0,0.0,737175.0,0.0,0.009531036,6.0,22.0,4.619501,-3.55,-2.7815187,3.5,-0.25,-0.05,-0.8,-2.05,none,(quiet),,tradable,,,,,market→model
2024-12-05 12:10:00,2024-12-05 12:10:00,1,2024-12-05,PE,23800.0,-0.030863304,OTM,199.0,0.53066665,cheap,1.9,4.088933,-2.188933,-0.5353311,-0.038862675,-1.8413337,2.188933,0.5353311,0.038862675,1.8413337,0.31161252,0.35047522,24539.1,24546.0,205.29999999999927,7.500390624998545,243.54960937500073,12:10,True,True,1.059225e+06,2.078725e+06,0.0,-68750.0,809675.0,-1.4428174,-0.08938828,1.0,21.0,-0.20097233,-0.3,-1.7927427,1.6,-0.1,0.25,0.05,-0.35,none,(quiet),,tradable,-186.5,-163.75,-176.75,-202.75,model→market (spot/smile moved)
2025-04-17 13:49:00,2025-04-17 13:49:00,13,2025-04-17,PE,23600.0,-0.009542982,OTM,100.0,0.26666668,rich,4.5,3.0144923,1.4855077,0.4927887,0.016269742,1.1012053,1.4855077,0.53372234,0.018653432,1.1155075,0.1963605,0.18009076,23840.35,23826.293,51.849999999998545,1.7503906249985448,541.7996093750007,13:49,False,False,1.325625e+06,969300.0,0.0,-4500.0,-1.000875e+06,0.9215374,0.02498449,43.0,58.0,3.9372225,-3.1,-2.3126428,3.95,-0.05,-0.35,-0.4,-0.6,none,(quiet),,tradable,,,,,market→model
2025-04-03 12:01:00,2025-04-03 12:12:00,7,2025-04-03,CE,23350.0,0.0032191796,OTM,197.0,0.52533334,rich,3.2,2.087125,1.1128749,0.53320944,0.006120587,1.0724094,1.1128749,0.53320944,0.006120587,1.0724094,0.057235416,0.051114827,23284.4,23274.953,10.650000000001455,22.099609375,138.60039062500073,12:12,False,False,803775.0,1.45425e+06,0.0,0.0,388275.0,0.03791431,0.0059294207,33.0,114.0,2.1396778,-1.2,-0.6391679,3.9,-0.05,-0.45,-1.4,-1.7,high,US 'Liberation Day' reciprocal tariffs: 26-27% on India (announced 01:30 IST); Sensex -322,,tradable,,,,,market→model
2024-11-21 13:36:00,2024-11-21 14:20:00,66,2024-11-21,CE,23350.0,0.00021148972,OTM,69.0,0.184,cheap,7.35,12.450977,-5.1009774,-0.4096849,-0.020546434,-0.67729795,5.1009774,0.53258127,0.021617787,1.7722908,0.038215127,0.05876156,23346.1,23345.062,-0.5500000000029104,161.20039062499927,82.94960937499854,14:20,False,False,7.311375e+06,8.488775e+06,0.0,0.0,2.122e+06,0.087521866,-0.020901617,21.0,24.0,-1.8988354,-5.2,-7.938521,8.5,0.55,-0.1,-0.1,-2.4,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,-144.25,-186.5,-186.5,-336.0,model→market (spot/smile moved)
2024-12-05 11:18:00,2024-12-05 11:18:00,1,2024-12-05,CE,24950.0,0.024984635,OTM,251.0,0.66933334,cheap,2.45,5.23548,-2.7854798,-0.53203905,-0.032818995,-1.0167681,2.7854798,0.53203905,0.032818995,1.0167681,0.23996717,0.27278617,24346.35,24334.355,-58.20000000000073,193.60039062500073,50.79960937500073,11:18,False,False,173550.0,148625.0,1.0,0.0,135950.0,2.1329968,-0.088074796,130.0,144.0,4.319872,6.85,5.2643046,2.45,0.0,-0.16,-0.16,0.2,none,(quiet),,tradable,-180.0,-190.40001,-190.40001,-167.0,market→model
2025-02-27 13:59:00,2025-02-27 13:59:00,1,2025-02-27,PE,22500.0,-0.0021756524,OTM,90.0,0.24,rich,3.0,1.9582543,1.0417457,0.53197664,0.0075103547,-0.17670277,1.0417457,0.53197664,0.0075103547,0.17670277,0.06371335,0.056202993,22541.45,22549.006,4.850000000002183,71.85078124999927,25.299218749998545,13:59,False,False,705075.0,4.197675e+06,0.0,0.0,204675.0,-0.45278683,0.004403336,1.0,2.0,0.86204785,-0.6,0.09601705,2.4,0.05,0.05,-0.8,-0.8,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:21:00,2024-12-05 11:21:00,3,2024-12-05,CE,25000.0,0.02706136,OTM,248.0,0.6613333,cheap,1.75,3.7064939,-1.9564939,-0.5278557,-0.030112937,-1.0120795,1.9564939,0.53083706,0.030119149,1.0120795,0.24576052,0.27587345,24346.6,24332.537,-69.05000000000291,193.35039062500073,51.04960937500073,11:21,False,False,273850.0,513200.0,0.0,-107175.0,-850625.0,0.79307806,-0.049247876,50.0,50.0,1.9488685,3.0,1.4606452,1.75,-0.2,-0.1,-0.1,0.05,none,(quiet),,tradable,-193.0,-186.5,-186.5,-176.75,market→model
2025-04-09 10:14:00,2025-04-09 10:14:00,1,2025-04-09,PE,21900.0,-0.021122526,OTM,315.0,0.84,rich,3.25,2.1234827,1.1265172,0.5305045,0.013643947,0.55870956,1.1265172,0.5305045,0.013643947,0.55870956,0.19854578,0.18490185,22371.2,22367.504,-96.64999999999782,97.50078125000073,14.599218750001455,10:14,True,True,762975.0,718725.0,0.0,0.0,193725.0,2.4874725,0.035989545,52.0,108.0,1.7806038,-1.45,-0.63566947,2.85,-0.31,-0.35,-0.56,-0.9,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,,,,,market→model
2024-10-24 13:03:00,2024-10-24 13:03:00,1,2024-10-24,PE,24300.0,-0.0041258517,OTM,146.0,0.38933334,rich,3.0,1.9624457,1.0375543,0.5287047,0.0074946196,1.106142,1.0375543,0.5287047,0.0074946196,1.106142,0.07747087,0.06997625,24399.4,24400.465,-3.349999999998545,81.24960937500146,58.20039062499927,13:03,False,False,557375.0,731925.0,0.0,0.0,73650.0,-0.104758374,0.0068019107,47.0,84.0,3.272488,-1.7,-1.1805176,2.8,-0.15,-0.15,-0.2,-0.05,none,(quiet),,tradable,,,,,market→model
2024-11-21 10:41:00,2024-11-21 10:58:00,62,2024-11-21,PE,23200.0,-0.0048220884,OTM,271.0,0.7226667,rich,6.55,4.9603896,1.5896102,0.32046074,0.0063409945,0.5755348,1.5896102,0.5267549,0.00730581,0.82600665,0.08020214,0.073861144,23320.35,23312.143,-13.05000000000291,186.95039062499927,57.199609374998545,10:58,False,False,863400.0,873950.0,0.0,0.0,-63075.0,0.12927315,0.0068278145,65.0,198.0,4.3577366,-3.65,-2.8124092,8.55,-0.3,-1.4,-2.1,-3.75,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,,,,,market→model
2025-04-17 13:46:00,2025-04-17 14:11:00,63,2025-04-17,PE,23850.0,-0.0007607533,OTM,78.0,0.208,cheap,12.6,20.694468,-8.094467,-0.39114162,-0.03094761,-1.4728029,8.094467,0.5263541,0.03716629,1.7956431,0.07461578,0.10556339,23869.15,23868.15,56.35000000000218,-0.0003906249985448085,570.6003906250007,14:11,False,True,1.10175e+07,6.59115e+06,0.0,0.0,5.935725e+06,0.0,-0.03094761,5.0,44.0,7.635021,34.6,30.06825,48.2,-2.95,-13.7,-26.25,-21.5,none,(quiet),,tradable,-371.75,-1070.5,-1886.25,-1577.5,market→model
2025-02-20 13:23:00,2025-02-20 13:28:00,5,2025-02-20,PE,22750.0,-0.006039107,OTM,121.0,0.32266667,rich,3.6,2.3650124,1.2349876,0.5221908,0.011159695,1.3564993,1.2349876,0.5221908,0.011159695,1.3564993,0.12047609,0.109316394,22882.05,22887.805,-15.299999999999272,32.049218749998545,69.30078125,13:28,False,False,2.4174e+06,1.00785e+06,0.0,33525.0,-65400.0,-0.14515842,0.009959151,23.0,46.0,2.4868042,-1.85,-1.1060734,2.9,0.2,0.3,-0.65,-1.2,none,(quiet),,tradable,,,,,market→model
2025-04-17 12:58:00,2025-04-17 12:58:00,1,2025-04-17,CE,23900.0,0.0065319627,OTM,151.0,0.40266666,rich,3.05,2.0115323,1.0384678,0.5162571,0.009318502,0.3381415,1.0384678,0.5162571,0.009318502,0.3381415,0.10901995,0.09970145,23734.75,23744.395,56.75,12.849999999998545,436.2000000000007,12:58,False,False,2.617125e+06,1.403475e+06,0.0,-306675.0,85725.0,-1.0493646,0.01718693,15.0,22.0,-6.372624,3.75,4.3384547,2.95,0.6,0.0,4.8,0.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)