ep_start,t,ep_minutes,exp,type,K,k,itm,mleft,dte_days,side,P,fair,res_px,res_pct,res_vol,z,max_abs_pts,max_abs_pct,max_abs_vol,max_abs_z,iv,fair_iv,S,F,ret30,dist_hi,dist_lo,tod,after_jump,before_jump,vol,vol_next,unch_run,doi1,doi15,parity_dev,res_vol_other,conv_half,conv_full,mkt_share,dP_conv,dFair_conv,first_entry,first_d1,first_d5,first_d15,first_d30,news_impact,news_headline,event_within_60m,tier,buyer_pnl_1m,buyer_pnl_5m,buyer_pnl_15m,buyer_pnl_30m,who_moved
2026-04-02 13:50:00,2026-04-02 13:50:00,1,2026-04-13,PE,21700.0,-0.039720856,OTM,2349.0,6.264,cheap,150.0,180.53897,-30.538965,-0.16915444,-0.028616384,,30.538965,0.16915444,0.028616384,,0.3325453,0.3611617,22539.55,22579.29,151.25,21.999218749999272,357.0007812500007,13:50,False,False,130.0,65.0,0.0,,,12.077778,-0.0171639,1.0,2.0,1.1553544,26.45,3.5565903,176.45,0.0,-1.1,1.85,-15.85,none,(quiet),,tradable,-180.0,-251.5,-59.75,-1210.25,market→model
2025-04-07 09:18:00,2025-04-07 09:18:00,4,2025-04-17,PE,22500.0,0.024716634,ITM,2621.0,6.989333,cheap,655.0,680.8649,-25.86492,-0.037988327,-0.022116743,,25.86492,0.037988327,0.022116743,,0.2073528,0.22946955,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,42075.0,47175.0,0.0,-49875.0,-49875.0,5.43358,-0.017388811,2.0,2.0,1.2309905,34.5,6.4737906,665.1,24.4,-99.31,-164.9,-61.65,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,1406.0,-6635.15,-10898.5,-4187.25,market→model
2026-03-13 15:21:00,2026-03-13 15:21:00,1,2026-03-24,CE,22700.0,-0.02138249,ITM,2633.0,7.021333,cheap,694.2,717.92896,-23.728943,-0.033051938,-0.017374866,-1.0538148,23.728943,0.033051938,0.017374866,1.0538148,0.2640342,0.28140908,23149.65,23190.61,-55.79999999999927,342.74960937500146,37.650390625,15:21,False,False,130.0,65.0,0.0,65.0,130.0,96.139404,-0.09145964,1.0,1.0,0.9717407,30.8,-0.89569706,725.0,0.0,0.0,,,none,(quiet),,tradable,-180.0,-180.0,,,market→model
2025-04-07 09:18:00,2025-04-07 09:18:00,4,2025-04-17,CE,22500.0,0.024716634,OTM,2621.0,6.989333,cheap,112.0,132.44008,-20.440073,-0.1543345,-0.017388811,,20.440073,0.1543345,0.017388811,,0.21208075,0.22946955,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,43050.0,90675.0,0.0,23850.0,,5.43358,-0.022116743,2.0,2.0,-0.10444794,-2.0,-21.148294,112.3,-2.3,42.95,105.6,76.55,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,-329.5,2611.75,6684.0,4795.75,model→market (spot/smile moved)
2026-04-02 13:50:00,2026-04-02 13:50:00,1,2026-04-13,CE,21700.0,-0.039720856,ITM,2349.0,6.264,cheap,1040.15,1058.6277,-18.477688,-0.017454378,-0.0171639,-0.41126883,18.477688,0.017454378,0.0171639,0.41126883,0.3439978,0.3611617,22539.55,22579.29,151.25,21.999218749999272,357.0007812500007,13:50,False,False,65.0,1430.0,0.0,-130.0,-130.0,12.077778,-0.028616384,1.0,1.0,0.30260718,6.05,-13.942916,1046.2,0.0,0.0,25.7,72.65,none,(quiet),,tradable,-180.0,-180.0,1490.5,4542.25,model→market (spot/smile moved)
2026-03-16 10:06:00,2026-03-16 10:06:00,1,2026-03-24,CE,22500.0,-0.03241069,ITM,2573.0,6.8613334,cheap,857.25,874.866,-17.616016,-0.020135673,-0.015638832,-1.3248942,17.616016,0.020135673,0.015638832,1.3248942,0.25097284,0.26661167,23205.45,23241.188,-39.0,79.20078125000146,107.44921875,10:06,True,True,65.0,65.0,0.0,0.0,-1300.0,4.228622,-0.019473463,1.0,2.0,1.055279,11.05,0.5788356,868.3,1.7,-28.3,-97.6,-90.6,none,(quiet),,tradable,-69.5,-2019.5,-6524.0,-6069.0,market→model
2026-03-16 09:20:00,2026-03-16 09:20:00,1,2026-03-24,CE,22500.0,-0.031695183,ITM,2619.0,6.984,cheap,842.7,859.44525,-16.74524,-0.019483777,-0.014610994,,16.74524,0.019483777,0.014610994,,0.24745607,0.26206708,23165.45,23224.564,,82.60078124999927,67.44921875,09:20,False,True,650.0,780.0,0.0,0.0,715.0,6.299626,-0.020229246,1.0,1.0,0.17909524,2.3,-10.542329,845.0,-18.05,-34.75,64.85,77.3,none,(quiet),,tradable,-1353.25,-2438.75,4035.25,4844.5,model→market (spot/smile moved)
2025-04-07 09:21:00,2025-04-07 09:21:00,1,2025-04-17,PE,21500.0,-0.029777426,OTM,2618.0,6.9813333,cheap,228.75,245.19838,-16.44838,-0.06708193,-0.01303886,,16.44838,0.06708193,0.01303886,,0.33581042,0.3488493,22064.75,22149.842,,38.20000000000073,321.09999999999854,09:21,False,False,106200.0,40125.0,0.0,18075.0,36075.0,-37.959564,-0.043672185,1.0,1.0,1.2407019,21.2,4.112898,249.95,-1.5,-36.5,-54.5,-69.35,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,-277.5,-2552.5,-3722.5,-4687.75,market→model
2026-03-16 09:26:00,2026-03-16 09:27:00,2,2026-03-24,CE,22500.0,-0.030305633,ITM,2612.0,6.9653335,cheap,821.4,837.7156,-16.31559,-0.019476287,-0.013847535,,16.31559,0.019476287,0.013847535,,0.25108728,0.2649348,23139.6,23192.314,,108.45039062499927,41.599609375,09:27,True,True,650.0,65.0,0.0,0.0,1300.0,17.213535,-0.028887052,3.0,3.0,3.0102026,54.6,36.461685,821.4,0.45,83.4,128.6,82.1,none,(quiet),,tradable,-150.75,5241.0,8179.0,5156.5,market→model
2026-03-13 15:24:00,2026-03-13 15:27:00,2,2026-03-24,PE,22400.0,-0.035036337,OTM,2627.0,7.0053334,rich,168.0,152.53975,15.460252,0.10135228,0.013097993,2.8287663,15.460252,0.10135228,0.013097993,2.8287663,0.30461812,0.29152015,23160.0,23198.725,1.25,332.40000000000146,48.0,15:27,False,False,5915.0,9815.0,0.0,0.0,7865.0,2.4495726,0.015144896,,,,,,167.9,-0.05,,,,none,(quiet),,tradable,,,,,not closed in session
2024-12-05 11:04:00,2024-12-05 12:05:00,84,2024-12-05,CE,24450.0,4.2651787e-05,OTM,204.0,0.544,rich,152.3,138.74036,13.55964,0.09773393,0.029925887,1.9862734,13.55964,0.10127573,0.029925887,1.9862734,0.33726534,0.30733946,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,2.81405e+06,2.455575e+06,0.0,0.0,-229925.0,2.4430194,0.024534967,6.0,70.0,-7.3460736,63.15,71.74643,99.05,0.05,-1.5,-7.35,-8.55,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
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)
2025-04-09 09:27:00,2025-04-09 09:57:00,143,2025-04-09,CE,22350.0,-0.0009925424,ITM,332.0,0.88533336,cheap,81.2,94.713264,-13.513262,-0.1426755,-0.025735892,-0.6614655,13.513262,0.24728155,0.026681086,4.084681,0.13154764,0.15728354,22387.55,22372.193,3.9500000000007276,81.14921875000073,30.55078125,09:57,True,False,985575.0,570675.0,0.0,380175.0,-60600.0,0.010189398,-0.02575532,82.0,176.0,-4.8240395,-34.65,-41.832775,104.0,-0.7,5.45,20.1,-22.05,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,-225.5,174.24998,1126.5,-1613.25,model→market (spot/smile moved)
2025-05-15 13:14:00,2025-05-15 13:31:00,36,2025-05-15,CE,25050.0,0.0029004752,OTM,118.0,0.31466666,cheap,23.45,36.802425,-13.352426,-0.36281374,-0.04272077,-6.954382,13.352426,0.36447024,0.04272077,7.238745,0.14704795,0.18976872,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,6.029625e+06,5.658975e+06,0.0,-142800.0,-78825.0,-0.30364302,-0.04171557,17.0,17.0,6.0749536,61.45,51.334698,21.95,-8.45,-10.55,-2.15,32.9,none,(quiet),,tradable,-729.25,-865.75,-319.75,1958.5001,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)
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)
2025-04-07 09:26:00,2025-04-07 09:26:00,1,2025-04-17,PE,22650.0,0.023674833,ITM,2613.0,6.968,rich,666.8,653.71515,13.084861,0.02001615,0.010825985,,13.084861,0.02001615,0.010825985,,0.22833814,0.21751215,22051.65,22120.062,,51.29960937500073,308.00039062499854,09:26,False,True,7200.0,1125.0,0.0,0.0,-8400.0,-3.4175682,0.008023292,3.0,3.0,1.2506274,-13.55,-2.7154377,644.5,3.45,-92.15,54.05,62.7,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,market→model
2025-05-15 13:24:00,2025-05-15 13:31:00,25,2025-05-15,PE,25050.0,0.0029004752,ITM,118.0,0.31466666,cheap,96.3,109.3488,-13.048804,-0.11933193,-0.04171557,-1.7852409,13.048804,0.16588137,0.04171557,1.7852409,0.14805315,0.18976872,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,614700.0,536100.0,0.0,159525.0,185850.0,-0.30364302,-0.04272077,16.0,21.0,-6.1428447,-44.45,-51.68606,183.0,-7.0,-69.0,-108.16,-127.4,none,(quiet),,tradable,-635.0,-4665.0,-7210.4004,-8461.0,model→market (spot/smile moved)
2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,CE,24300.0,-0.0036825018,ITM,32.0,0.08533333,cheap,122.85,135.83829,-12.988284,-0.09561579,-0.08121125,-2.295407,12.988284,0.09561579,0.08121125,2.295407,0.3858274,0.46703863,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,591700.0,528650.0,0.0,0.0,-23950.0,-3.0877686,-0.06157506,1.0,2.0,8.274571,76.2,66.991066,199.05,10.55,125.65,220.95,210.05,none,(quiet),,tradable,505.75,7987.25,14181.75,13473.25,market→model
2025-04-07 09:18:00,2025-04-07 09:18:00,1,2025-04-17,CE,21800.0,-0.0068887053,ITM,2621.0,6.989333,rich,532.15,519.18207,12.967916,0.024977585,0.009021043,,12.967916,0.024977585,0.009021043,,0.31219137,0.30317032,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,36975.0,26025.0,0.0,46575.0,46575.0,0.0,0.009021043,1.0,1.0,0.7861049,-7.7,2.09513,524.45,-21.05,71.84,123.59,33.45,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,market→model
2025-04-07 09:18:00,2025-04-07 09:18:00,1,2025-04-17,PE,21800.0,-0.0068887053,OTM,2621.0,6.989333,rich,381.7,368.7321,12.967916,0.035168935,0.009021043,,12.967916,0.035168935,0.009021043,,0.31219137,0.30317032,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,76200.0,76500.0,0.0,47925.0,47925.0,0.0,0.009021043,1.0,3.0,0.016997566,-0.15,8.674792,381.55,8.95,-74.7,-136.75,-104.66,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,model→market (spot/smile moved)
2025-05-15 13:14:00,2025-05-15 13:31:00,29,2025-05-15,CE,25000.0,0.0009024724,OTM,118.0,0.31466666,cheap,46.65,59.159367,-12.509367,-0.211452,-0.035874523,-6.7835627,12.509367,0.23709406,0.035874523,7.541406,0.16244076,0.1983153,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,1.204485e+07,9.383475e+06,0.0,-671175.0,65250.0,0.0,-0.035874523,11.0,16.0,3.152502,20.15,13.758251,39.29,-14.44,-16.84,-0.5,51.46,none,(quiet),,tradable,-1118.5999,-1274.6,-212.5,3164.9,market→model
2025-05-15 13:24:00,2025-05-15 13:31:00,21,2025-05-15,PE,25000.0,0.0009024724,ITM,118.0,0.31466666,cheap,69.2,81.709366,-12.509367,-0.15309587,-0.035874523,-2.7598526,12.509367,0.15309587,0.035874523,2.8098238,0.16244076,0.1983153,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,3.18195e+06,3.276e+06,0.0,1.2774e+06,1.429575e+06,0.0,-0.035874523,12.0,15.0,-1.7888385,-12.1,-18.864166,143.55,-4.75,-62.15,-88.25,-102.8,none,(quiet),,tradable,-488.75,-4219.75,-5916.25,-6862.0,model→market (spot/smile moved)
2024-12-05 11:50:00,2024-12-05 12:06:00,15,2024-12-05,PE,24550.0,0.0024995385,ITM,203.0,0.5413333,rich,176.8,164.29852,12.501473,0.07608999,0.028018104,3.8031237,12.501473,0.07608999,0.028018104,3.8031237,0.3178752,0.2898571,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,439125.0,427175.0,0.0,0.0,-43150.0,-4.3225408,0.018340984,5.0,5.0,7.4225802,-75.45,-65.28507,265.1,-1.1,0.54,-88.3,-152.5,none,(quiet),,tradable,,,,,market→model
2024-12-05 10:58:00,2024-12-05 12:08:00,71,2024-12-05,CE,24400.0,-0.0059581925,ITM,201.0,0.536,rich,233.95,221.87582,12.074174,0.054418612,0.02912543,1.6198822,12.074174,0.08843078,0.02912543,2.2942448,0.33298206,0.3038566,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,1.4765e+06,1.451775e+06,0.0,0.0,-1.215975e+06,2.957659,0.022031559,3.0,3.0,-1.5204387,15.5,25.694426,107.75,0.0,13.5,11.7,10.15,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 11:35:00,2024-12-05 12:07:00,50,2024-12-05,PE,24500.0,-8.5129795e-05,OTM,202.0,0.53866667,rich,144.8,132.94371,11.856289,0.08918278,0.026240755,2.133802,11.856289,0.10991612,0.026240755,2.133802,0.322768,0.29652724,24500.9,24502.086,164.0,39.04960937500073,205.35039062500073,12:07,True,True,1.851475e+06,2.3568e+06,0.0,355050.0,348550.0,-0.19549403,0.025808142,4.0,23.0,8.096789,-59.6,-52.23906,248.2,2.3,4.15,-16.4,-99.3,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:16:00,2024-12-05 12:06:00,72,2024-12-05,CE,24500.0,0.00046080176,OTM,203.0,0.5413333,rich,138.6,126.78311,11.816888,0.093205534,0.02610958,2.1085308,11.816888,0.10545965,0.02610958,2.1085308,0.31837672,0.29226714,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,4.580975e+06,4.213925e+06,0.0,0.0,-267500.0,0.9855376,0.023932423,5.0,26.0,-5.71601,41.85,49.17154,76.75,-1.25,-2.05,-2.8,-0.05,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 12:14:00,2024-12-05 12:22:00,15,2024-12-05,CE,24400.0,-0.007938192,ITM,187.0,0.49866667,rich,271.7,260.06265,11.637347,0.044748243,0.030673467,1.8063945,11.637347,0.044748243,0.030673467,1.8063945,0.3578048,0.32713133,24595.55,24594.463,230.25,53.049218749998545,300.0007812500007,12:22,True,False,240600.0,185600.0,0.0,-120300.0,-2.207625e+06,5.5642037,0.016102405,5.0,10.0,0.51425326,-3.0,2.8337016,298.2,1.4,9.25,-31.56,-48.65,none,(quiet),,tradable,,,,,both
2024-12-05 14:39:00,2024-12-05 14:51:00,11,2024-12-05,PE,24850.0,0.008923125,ITM,38.0,0.101333335,cheap,232.45,243.97739,-11.527386,-0.047247764,-0.098903604,-7.1334367,11.527386,0.10813481,0.098903604,7.1334367,0.38479596,0.48369956,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,4.0229e+06,1.420925e+06,0.0,0.0,2.8628e+06,2.797342,-0.07248678,2.0,2.0,0.9500516,20.7,-1.0882905,85.05,3.05,-25.75,175.0,43.7,none,(quiet),,tradable,18.25,-1853.75,11195.0,2660.5,market→model
2024-12-05 10:58:00,2024-12-05 12:07:00,87,2024-12-05,PE,24450.0,-0.0021280313,OTM,202.0,0.53866667,rich,122.2,110.68759,11.512405,0.10400809,0.025784308,1.2588674,11.512405,0.13947001,0.025784308,1.8427882,0.32515973,0.2993754,24500.9,24502.086,164.0,39.04960937500073,205.35039062500073,12:07,True,True,1.1737e+06,1.0899e+06,0.0,351575.0,467025.0,0.72190654,0.027399456,4.0,67.0,7.486101,-52.45,-45.443684,217.5,-9.2,-29.65,-27.75,-17.5,none,(quiet),,tradable,,,,,market→model
2026-02-03 09:17:00,2026-02-03 09:18:00,2,2026-02-10,CE,25500.0,-0.011776507,ITM,2246.0,5.989333,cheap,420.65,432.14642,-11.496436,-0.026603103,-0.008219658,,11.496436,0.026603103,0.008219658,,0.15251084,0.1607305,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,261105.0,242385.0,0.0,0.0,-329290.0,-1.1830575,-0.007370059,5.0,11.0,10.114449,62.1,55.96027,420.65,12.05,62.1,12.45,-16.5,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,603.25,3856.5,629.25,-1252.5,market→model
2024-12-05 10:59:00,2024-12-05 12:03:00,70,2024-12-05,CE,24350.0,-0.0012575136,ITM,206.0,0.54933333,rich,161.44,149.94397,11.496029,0.07666883,0.02543227,1.6463425,11.496029,0.07666883,0.02543227,1.71691,0.32089224,0.29546,24389.55,24380.64,49.04999999999927,150.39921875000073,94.00078125000073,12:03,True,True,884775.0,1.0375e+06,0.0,0.0,-146675.0,3.2052972,0.018343925,8.0,8.0,-14.574364,128.16,136.95352,129.85,5.75,15.84,8.45,7.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 12:01:00,2024-12-05 12:08:00,10,2024-12-05,CE,24550.0,0.00017052953,OTM,201.0,0.536,rich,141.1,129.65726,11.442748,0.088253826,0.025341325,3.8477325,11.442748,0.12006229,0.025341325,3.8477325,0.31706738,0.29172608,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,2.33085e+06,2.442575e+06,0.0,0.0,-731925.0,3.536049,0.01751148,4.0,22.0,-2.5917144,19.4,26.885393,72.7,2.2,47.3,114.0,93.95,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 10:58:00,2024-12-05 12:06:00,71,2024-12-05,PE,24350.0,-0.005680466,OTM,203.0,0.5413333,rich,88.4,76.99675,11.403251,0.1481004,0.027275335,1.7371235,11.403251,0.1481004,0.027275335,1.9713113,0.32669932,0.29942396,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,1.738175e+06,1.405425e+06,0.0,0.0,217850.0,-3.8432581,0.018124135,5.0,25.0,5.2450614,-43.65,-35.327885,158.94,-8.75,-24.75,-23.64,-14.84,none,(quiet),,tradable,,,,,market→model
2026-02-03 09:19:00,2026-02-03 09:19:00,2,2026-02-10,CE,25600.0,-0.008716601,ITM,2245.0,5.9866667,cheap,372.7,384.06674,-11.366749,-0.029595764,-0.0076711006,,11.366749,0.029595764,0.0076711006,,0.15496106,0.16263215,25809.75,25824.121,,531.4500000000007,43.099999999998545,09:19,False,False,112125.0,99125.0,0.0,-72085.0,-214825.0,-5.4848576,-0.003968488,2.0,2.0,4.8071184,47.3,37.460426,408.2,11.8,-26.35,-51.05,-59.5,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,587.0,-1892.75,-3498.25,-4047.5,market→model
2024-12-05 14:39:00,2024-12-05 14:52:00,13,2024-12-05,CE,24800.0,0.0042955633,OTM,37.0,0.09866667,cheap,25.6,36.824265,-11.224264,-0.3048062,-0.0683808,-8.720221,11.224264,0.31277615,0.07351083,9.750759,0.3351882,0.403569,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,9.277875e+06,7.960525e+06,0.0,691900.0,2.313025e+06,-0.95135653,-0.062396433,2.0,3.0,-1.402807,-9.95,-17.042921,45.7,-8.7,-2.7,-34.45,-42.85,none,(quiet),,tradable,-745.5,-355.5,-2419.25,-2965.25,model→market (spot/smile moved)
2026-03-13 15:25:00,2026-03-13 15:28:00,4,2026-03-24,PE,22800.0,-0.017467286,OTM,2626.0,7.0026665,rich,264.5,253.29697,11.203041,0.04422888,0.007863632,4.0056443,11.203041,0.04422888,0.007863632,4.0056443,0.28552467,0.27766103,23162.15,23201.752,-3.5,330.24960937500146,50.150390625,15:28,False,False,14235.0,41015.0,0.0,0.0,46280.0,-0.6401006,0.007415823,,,,,,265.0,0.05,,,,none,(quiet),,tradable,,,,,not closed in session
2024-12-05 10:58:00,2024-12-05 12:05:00,70,2024-12-05,PE,24400.0,-0.0020044318,OTM,204.0,0.544,rich,127.9,116.710495,11.189507,0.09587404,0.02494431,1.152344,11.189507,0.12279596,0.02494431,2.7362278,0.33384216,0.30889782,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,2.2083e+06,2.4953e+06,0.0,0.0,38050.0,0.0,0.02494431,6.0,26.0,10.943767,-70.85,-64.37599,187.15,-9.95,-27.6,-24.85,-16.35,none,(quiet),,tradable,,,,,market→model
2026-03-16 09:18:00,2026-03-16 09:18:00,1,2026-03-24,PE,22600.0,-0.027315624,OTM,2621.0,6.989333,cheap,154.9,165.94066,-11.040651,-0.06653374,-0.008849102,,11.040651,0.06653374,0.008849102,,0.256834,0.2656831,23169.45,23225.842,,78.60078124999927,71.44921875,09:18,False,False,260.0,90740.0,1.0,0.0,,1.9651388,-0.0072676963,1.0,1.0,0.14171122,2.1,-12.718869,157.0,3.95,12.0,-6.25,-2.65,none,(quiet),,tradable,76.75,600.0,-586.25,-352.25,model→market (spot/smile moved)
2025-05-15 13:12:00,2025-05-15 13:40:00,39,2025-05-15,CE,25100.0,0.0034922452,OTM,109.0,0.29066667,cheap,17.85,28.787708,-10.937708,-0.3799437,-0.039089262,-4.2941837,10.937708,0.42413744,0.040416453,4.7536,0.1468612,0.18595046,24993.8,25012.498,156.64999999999782,9.249218749999272,499.3507812499993,13:40,True,True,8.6193e+06,4.980075e+06,0.0,327000.0,1.83405e+06,-0.60341984,-0.036826525,14.0,31.0,4.8982487,34.9,27.775005,7.9,2.04,-2.1,0.54,10.7,none,(quiet),,tradable,-47.4,-316.5,-144.9,515.5,market→model
2025-05-15 13:30:00,2025-05-15 13:49:00,22,2025-05-15,PE,25100.0,0.0016410109,ITM,100.0,0.26666668,cheap,78.8,89.71129,-10.911288,-0.121626705,-0.034754105,-0.9046921,10.911288,0.121626705,0.042647935,1.5416341,0.17153668,0.20629078,25040.75,25058.844,154.29999999999927,24.849999999998545,546.2999999999993,13:49,True,False,2.03505e+06,1.34955e+06,0.0,1.480125e+06,2.900175e+06,2.8532438,-0.025620138,3.0,9.0,-0.70640224,-5.21,-12.585402,133.8,1.85,-30.35,-57.25,-64.3,none,(quiet),,tradable,-59.75,-2152.75,-3901.25,-4359.5,model→market (spot/smile moved)
2026-03-13 15:17:00,2026-03-13 15:17:00,1,2026-03-24,CE,22500.0,-0.029780837,ITM,2637.0,7.032,cheap,853.8,864.46313,-10.663155,-0.0123350015,-0.008495713,-0.47831547,10.663155,0.0123350015,0.008495713,0.47831547,0.28427902,0.29277474,23152.0,23180.146,-42.95000000000073,340.40000000000146,40.0,15:17,False,False,520.0,65.0,0.0,0.0,4940.0,116.375305,-0.112418585,1.0,1.0,0.830832,7.2,-1.466012,861.0,-0.7,-2.0,,,none,(quiet),,tradable,-225.5,-310.0,,,market→model
2026-03-13 15:25:00,2026-03-13 15:28:00,4,2026-03-24,CE,22800.0,-0.017467286,ITM,2626.0,7.0026665,rich,665.0,654.4361,10.563918,0.016142016,0.007415823,1.2802932,10.563918,0.016142016,0.007415823,1.2802932,0.28507686,0.27766103,23162.15,23201.752,-3.5,330.24960937500146,50.150390625,15:28,False,False,390.0,1235.0,0.0,0.0,1690.0,-0.6401006,0.007863632,1.0,1.0,0.92839515,-8.75,0.67486584,661.0,-1.2,,,,none,(quiet),,tradable,,,,,market→model
2024-12-05 14:39:00,2024-12-05 14:41:00,13,2024-12-05,CE,24850.0,0.0028026742,OTM,48.0,0.128,cheap,17.6,27.953028,-10.353026,-0.3703723,-0.05425986,-5.666602,10.353026,0.37581038,0.07248678,5.8979225,0.19668989,0.25094974,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,6.451875e+06,5.28585e+06,0.0,0.0,1.277475e+06,-0.95348686,-0.049067676,2.0,14.0,3.8943832,21.1,15.68194,24.55,-6.95,-2.95,-16.45,-23.0,none,(quiet),,tradable,-631.75,-371.75,-1249.25,-1675.0,market→model
2025-04-17 13:35:00,2025-04-17 13:46:00,30,2025-04-17,CE,23800.0,-0.00068691507,ITM,103.0,0.27466667,cheap,30.8,41.130394,-10.330394,-0.25116205,-0.033963628,-3.5984426,10.330394,0.25116205,0.034949504,3.5984426,0.06904004,0.103003666,23828.75,23816.354,36.95000000000073,0.8499999999985448,530.2000000000007,13:46,False,False,8.057025e+06,5.190225e+06,0.0,700050.0,1.74945e+06,-0.7032052,-0.031620383,14.0,33.0,5.8684278,30.8,25.551575,24.7,-2.6,4.6,10.9,37.45,none,(quiet),,tradable,-349.0,119.0,528.5,2254.25,market→model
2026-02-03 09:17:00,2026-02-03 09:18:00,3,2026-02-10,PE,25500.0,-0.011776507,OTM,2246.0,5.989333,cheap,120.15,130.46492,-10.314923,-0.07906281,-0.007370059,,10.314923,0.07906281,0.007370059,,0.15336044,0.1607305,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,336245.0,219570.0,0.0,0.0,68445.0,-1.1830575,-0.008219658,2.0,3.0,-1.6624562,-12.0,-19.218235,120.15,-3.95,5.6,22.0,12.8,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,-436.75,184.0,1250.0,652.0,model→market (spot/smile moved)
2024-12-05 14:39:00,2024-12-05 14:52:00,14,2024-12-05,PE,24800.0,0.0042955633,ITM,37.0,0.09866667,cheap,132.85,143.12294,-10.272933,-0.071776986,-0.062396433,-5.5264287,10.272933,0.24901108,0.062396433,5.5264287,0.34117258,0.403569,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,3.911675e+06,3.16875e+06,0.0,-3.685925e+06,-1.574775e+06,-0.95135653,-0.0683808,2.0,2.0,10.394394,96.1,86.85463,56.05,0.85,-24.05,155.7,25.6,none,(quiet),,tradable,-124.75,-1743.25,9940.5,1484.0,market→model
2024-10-03 13:56:00,2024-10-03 14:31:00,53,2024-10-03,CE,25250.0,-0.0005266986,ITM,58.0,0.15466666,cheap,23.25,33.27356,-10.023561,-0.301247,-0.04155812,-1.8774471,10.023561,0.3286274,0.04155812,2.03903,0.06294223,0.10450035,25261.7,25263.303,-6.149999999997817,377.7507812500007,31.399218750000728,14:31,False,False,6.5384e+06,1.440705e+07,0.0,1.360925e+06,5.000575e+06,-2.0021703,-0.03312359,6.0,24.0,-0.47579998,-2.45,-7.5992227,48.45,-6.4,-14.25,-24.05,-27.8,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-596.0,-1106.25,-1743.25,-1987.0,model→market (spot/smile moved)
2025-04-17 13:35:00,2025-04-17 13:48:00,43,2025-04-17,PE,23800.0,-0.00067195453,OTM,101.0,0.26933333,cheap,13.8,23.75804,-9.958038,-0.41914397,-0.033095054,-2.4921331,9.958038,0.49345925,0.033959094,2.549002,0.06708163,0.100176685,23830.6,23815.998,42.75,0.5003906249985448,532.0496093750007,13:48,False,False,4.96485e+06,6.037725e+06,0.0,0.0,9.1203e+06,0.25311506,-0.032241225,15.0,33.0,-0.7973646,-4.0,-9.016526,23.85,2.95,-3.35,-10.8,-14.0,none,(quiet),,tradable,11.750004,-397.75,-882.0,-1090.0,model→market (spot/smile moved)
2024-11-14 12:46:00,2024-11-14 13:27:00,53,2024-11-14,PE,23550.0,-6.813059e-05,OTM,122.0,0.32533333,cheap,14.75,24.685196,-9.935195,-0.40247586,-0.029448263,-1.4115821,9.935195,0.40247586,0.029448263,1.4115821,0.046034332,0.0754826,23565.45,23551.605,31.650000000001455,110.45078125000146,79.34921875000146,13:27,False,True,4.68385e+06,2.7509e+06,0.0,0.0,2.215625e+06,0.035613902,-0.029342677,13.0,59.0,3.423279,17.15,12.140183,36.6,-2.06,-8.3,-12.15,-13.25,low,India open after overnight US data: US CPI,,tradable,-313.9,-719.5,-969.75,-1041.25,market→model
2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,PE,24300.0,-0.0036825018,OTM,32.0,0.08533333,cheap,36.29,46.190586,-9.900587,-0.21434209,-0.06157506,-4.3922877,9.900587,0.21434209,0.06157506,4.3922877,0.40546358,0.46703863,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,6.880275e+06,7.978475e+06,0.0,0.0,-102975.0,-3.0877686,-0.08121125,1.0,1.0,-3.553102,-26.85,-34.406776,9.44,1.16,-8.04,-9.09,-9.39,none,(quiet),,tradable,-104.600006,-702.6,-770.85004,-790.35004,model→market (spot/smile moved)
2024-11-14 11:51:00,2024-11-14 13:27:00,167,2024-11-14,CE,23550.0,-6.813059e-05,ITM,122.0,0.32533333,cheap,16.39,26.289585,-9.899585,-0.37655917,-0.029342677,-1.2707909,9.899585,0.45428815,0.029342677,1.5202308,0.04613992,0.0754826,23565.45,23551.605,31.650000000001455,110.45078125000146,79.34921875000146,13:27,False,True,1.03304e+07,5.4205e+06,0.0,0.0,94675.0,0.035613902,-0.029448263,13.0,59.0,-1.6991432,-8.89,-14.122048,10.4,1.05,1.55,3.5,3.9,low,India open after overnight US data: US CPI,,tradable,-111.75,-79.25,47.5,73.50001,model→market (spot/smile moved)
2024-12-05 11:04:00,2024-12-05 12:05:00,67,2024-12-05,CE,24300.0,-0.006111214,ITM,204.0,0.544,rich,237.65,227.7507,9.899295,0.043465488,0.023800768,1.4824789,9.899295,0.0622713,0.023800768,1.7893091,0.3358062,0.3120054,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,1.2962e+06,1.2609e+06,0.0,0.0,-233200.0,1.4648933,0.020296944,6.0,6.0,-8.976828,90.35,100.4148,172.3,-1.2,-2.25,-13.95,-15.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 14:27:00,2025-05-15 14:30:00,11,2025-05-15,PE,25100.0,0.00026085536,ITM,59.0,0.15733333,cheap,27.0,36.871746,-9.871747,-0.26773202,-0.039632156,-1.7412344,9.871747,0.26773202,0.040466525,1.7842094,0.09426828,0.13390043,25090.75,25093.453,50.95000000000073,25.5,596.2999999999993,14:30,False,True,6.009525e+06,1.2758775e+07,0.0,0.0,6.15135e+06,0.5463987,-0.037434928,5.0,18.0,3.2573965,18.0,12.474114,28.45,-4.45,8.7,13.15,13.65,none,(quiet),,tradable,-469.25,385.5,674.75,707.25,market→model
2025-05-15 14:24:00,2025-05-15 14:31:00,19,2025-05-15,CE,25100.0,0.0010383535,OTM,58.0,0.15466666,cheap,13.5,23.351887,-9.851888,-0.42188826,-0.04234446,-1.8999748,9.851888,0.42188826,0.04234446,1.8999748,0.09816524,0.1405097,25068.6,25073.951,6.799999999999272,47.650390625,574.1496093749993,14:31,True,False,1.6804124e+07,1.0609425e+07,0.0,1.3587e+06,4.7535e+06,-2.25186,-0.032478236,7.0,17.0,-0.546888,-2.85,-8.061305,29.45,10.05,-8.45,-18.05,-24.55,none,(quiet),,tradable,473.25,-729.25,-1353.25,-1775.75,model→market (spot/smile moved)
2025-04-07 09:31:00,2025-04-07 09:31:00,1,2025-04-17,CE,21750.0,-0.022849781,ITM,2608.0,6.9546666,cheap,703.85,713.5807,-9.730684,-0.013636418,-0.007534073,,9.730684,0.013636418,0.007534073,,0.27775884,0.28529292,22159.6,22252.705,,5.500390624998545,415.94960937499854,09:31,True,True,3075.0,2925.0,0.0,0.0,8775.0,-3.405658,-0.0048959437,1.0,1.0,-0.039538033,-0.5,-13.146051,703.35,14.05,-27.85,-121.31,-130.25,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,733.25,-1990.25,-8065.15,-8646.25,model→market (spot/smile moved)
2025-04-07 09:26:00,2025-04-07 09:26:00,1,2025-04-17,CE,22650.0,0.023674833,OTM,2613.0,6.968,rich,134.3,124.62723,9.67277,0.07761361,0.008023292,,9.67277,0.07761361,0.008023292,,0.22553544,0.21751215,22051.65,22120.062,,51.29960937500073,308.00039062499854,09:26,False,True,5550.0,7200.0,0.0,0.0,15750.0,-3.4175682,0.010825985,1.0,2.0,0.59977925,-3.36,2.242061,130.94,-0.54,19.61,1.66,6.0,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,both
2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,CE,24350.0,-0.0016270027,ITM,32.0,0.08533333,cheap,95.55,105.14745,-9.59745,-0.09127611,-0.05473939,-2.5653918,9.59745,0.09127611,0.05473939,2.5653918,0.41387597,0.46861535,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,586600.0,539625.0,0.0,0.0,-12450.0,-2.5989084,-0.039888944,2.0,2.0,7.7459016,67.05,58.39381,149.05,13.55,124.25,221.5,210.0,none,(quiet),,tradable,700.75,7896.25,14217.5,13470.0,market→model
2025-04-17 11:30:00,2025-04-17 11:42:00,26,2025-04-17,CE,23450.0,-0.0049112528,ITM,227.0,0.6053333,rich,180.7,171.11026,9.589741,0.05604422,0.022836769,5.6593056,9.589741,0.05604422,0.022836769,5.6593056,0.24759543,0.22475865,23568.9,23565.453,142.25,17.099609375,270.3503906250007,11:42,False,True,1.062525e+06,589875.0,0.0,-167475.0,-1.16205e+06,2.5142815,0.016887706,9.0,39.0,-4.812209,24.85,30.013948,155.85,-10.2,19.6,33.95,18.4,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
2024-12-05 11:03:00,2024-12-05 11:41:00,68,2024-12-05,PE,24300.0,-0.0008674037,OTM,228.0,0.608,rich,136.19,126.85413,9.33587,0.073595315,0.019635689,1.4215589,9.33587,0.13645801,0.020296944,1.4394668,0.3075589,0.28792322,24333.85,24321.088,-28.30000000000291,206.10039062500073,38.29960937500073,11:41,False,False,668950.0,343475.0,0.0,0.0,420450.0,-0.12361527,0.019375764,30.0,30.0,13.228087,-101.59,-93.910126,111.0,3.9,9.85,15.9,21.55,none,(quiet),,tradable,,,,,market→model
2025-05-28 10:01:00,2025-05-28 10:02:00,3,2025-06-05,PE,25200.0,0.016369501,ITM,2577.0,6.872,rich,555.75,546.45135,9.298659,0.017016444,0.00652979,1.4225129,9.298659,0.017016444,0.00652979,1.4225129,0.18829992,0.18177013,24764.75,24790.846,1.2000000000007276,99.5,21.700000000000728,10:02,False,False,975.0,225.0,0.0,0.0,1425.0,-4.2498565,0.003558317,2.0,5.0,1.9358511,-9.46,-4.5732603,555.75,-4.35,-4.21,6.5,-13.4,none,(quiet),,tradable,,,,,market→model
2024-12-05 12:14:00,2024-12-05 12:15:00,10,2024-12-05,CE,24350.0,-0.011794866,ITM,194.0,0.5173333,rich,340.2,330.91058,9.289419,0.028072294,0.028375769,1.8921918,9.289419,0.028072294,0.028375769,1.8921918,0.34953308,0.3211573,24631.3,24638.906,282.5499999999993,0.44921875,335.7507812500007,12:15,True,False,335600.0,204200.0,0.0,0.0,-2.5736e+06,3.1853416,0.018807223,8.0,15.0,6.1045446,-33.1,-27.67781,340.2,-0.2,4.8,-35.15,-52.6,none,(quiet),,tradable,,,,,market→model
2024-12-05 12:15:00,2024-12-05 12:18:00,13,2024-12-05,CE,24550.0,-0.004245582,ITM,191.0,0.5093333,rich,204.65,195.41106,9.238939,0.047279507,0.02186735,2.432098,9.238939,0.05361593,0.02186735,2.432098,0.33217093,0.31030357,24645.25,24654.451,295.2999999999993,3.349999999998545,349.7000000000007,12:18,True,True,500675.0,409550.0,0.0,0.0,-1.3222e+06,2.0140197,0.017111836,11.0,12.0,7.0785055,-42.1,-36.152416,192.05,-5.35,-13.35,-23.5,-47.3,none,(quiet),,tradable,,,,,market→model
2025-05-15 13:23:00,2025-05-15 13:29:00,5,2025-05-15,CE,24700.0,-0.008467827,ITM,120.0,0.32,rich,243.4,234.16745,9.232551,0.03942713,0.03706122,5.0633984,9.232551,0.03942713,0.03706122,5.0633984,0.30406672,0.2670055,24903.6,24910.043,219.64999999999782,14.200390624999272,409.1496093749993,13:29,False,True,444075.0,875625.0,0.0,0.0,-1.1532e+06,3.522354,0.023307944,1.0,23.0,-6.957025,33.65,38.48684,220.95,-8.4,22.45,98.94,166.0,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:57:00,2024-12-05 14:58:00,2,2024-12-05,CE,24400.0,-0.0037246041,ITM,31.0,0.082666665,cheap,111.75,120.977905,-9.227902,-0.07627759,-0.06279563,-2.954855,9.227902,0.08519615,0.06279563,2.954855,0.3089151,0.37171075,24526.85,24491.049,-281.65000000000146,330.900390625,231.29960937500073,14:58,True,True,2.5232e+06,1.7586e+06,0.0,846850.0,845075.0,-3.9978585,-0.035060216,1.0,1.0,1.1638848,9.7,1.3658417,111.75,9.7,110.9,210.25,197.6,none,(quiet),,tradable,450.5,7028.5,13486.25,12664.0,market→model
2025-04-17 12:29:00,2025-04-17 12:32:00,49,2025-04-17,PE,23750.0,0.0011310598,ITM,177.0,0.472,cheap,53.65,62.859245,-9.209247,-0.14650583,-0.023173267,-1.7320815,9.209247,0.26846135,0.023173267,1.7320815,0.09458098,0.11775425,23709.4,23723.152,109.65000000000146,0.099609375,410.8503906250007,12:32,True,False,1.739025e+06,1.767525e+06,0.0,0.0,1.042275e+06,0.44461685,-0.02204666,7.0,88.0,4.554911,22.94,17.903677,77.75,-8.45,-19.2,-22.0,-44.3,none,(quiet),,tradable,-729.25,-1428.0,-1610.0,-3059.5,market→model
2026-04-02 14:34:00,2026-04-02 14:34:00,1,2026-04-13,PE,22750.0,0.0014887683,ITM,2305.0,6.1466665,cheap,447.4,456.57504,-9.175039,-0.020095358,-0.006491375,-2.0725753,9.175039,0.020095358,0.006491375,2.0725753,0.30422592,0.3107173,22690.35,22716.156,130.34999999999854,16.300390625001455,507.7996093750007,14:34,False,True,260.0,130.0,0.0,0.0,-1040.0,4.454877,-0.0033437517,1.0,1.0,1.3200277,10.85,2.630476,458.25,9.8,27.2,37.0,1.65,none,(quiet),,tradable,457.0,1588.0,2225.0,-72.75,market→model
2024-10-03 12:31:00,2024-10-03 12:38:00,54,2024-10-03,PE,25350.0,-0.0023008964,OTM,171.0,0.456,cheap,15.95,25.040665,-9.090665,-0.3630361,-0.024407076,-1.7545669,9.090665,0.3630361,0.024407076,1.7545669,0.088856235,0.11326331,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,3.31125e+06,2.8642e+06,0.0,0.0,2.492375e+06,0.5023658,-0.02300727,49.0,74.0,7.3202586,38.35,33.111115,29.9,-3.1,-11.85,-7.75,-3.25,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-381.5,-950.25,-683.75,-391.25,market→model
2026-03-16 09:18:00,2026-03-16 09:18:00,1,2026-03-24,CE,22600.0,-0.027315624,ITM,2621.0,6.989333,cheap,781.75,790.8285,-9.078507,-0.011479743,-0.0072676963,,9.078507,0.011479743,0.0072676963,,0.2584154,0.2656831,23169.45,23225.842,,78.60078124999927,71.44921875,09:18,False,False,130.0,650.0,0.0,0.0,,1.9651388,-0.008849102,1.0,1.0,0.5246572,5.35,-4.8471346,787.1,3.85,-3.85,29.75,49.3,none,(quiet),,tradable,70.24999,-430.25,1753.75,3024.5,both
2025-05-28 10:17:00,2025-05-28 10:17:00,3,2025-06-05,PE,25200.0,0.016894137,ITM,2562.0,6.832,rich,562.25,553.1816,9.068404,0.01639318,0.006467523,1.2228916,9.068404,0.01639318,0.006467523,1.2228916,0.18703008,0.18056256,24750.6,24777.844,-33.20000000000073,113.650390625,13.549609375000728,10:17,False,False,825.0,1275.0,0.0,0.0,450.0,-4.3639007,0.0033689498,1.0,10.0,2.0204914,-11.25,-5.682048,551.0,2.75,-9.1,-7.55,-24.71,none,(quiet),,tradable,,,,,market→model
2025-04-09 09:33:00,2025-04-09 10:00:00,92,2025-04-09,PE,22300.0,-0.003169595,OTM,329.0,0.87733334,cheap,42.7,51.737434,-9.037434,-0.17467882,-0.018377386,-0.34164837,9.037434,0.34961528,0.018805256,1.1286077,0.13825189,0.15662926,22386.7,22370.795,21.5,82.00078125000073,29.69921875,10:00,True,True,1.5966e+06,1.395225e+06,0.0,-61950.0,33600.0,0.07020473,-0.018233394,19.0,76.0,-6.6675353,-30.45,-35.016907,41.3,-2.85,-0.1,-5.3,-15.25,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,-365.25,-186.5,-524.5,-1171.25,model→market (spot/smile moved)
2025-04-09 09:33:00,2025-04-09 10:00:00,43,2025-04-09,CE,22300.0,-0.003169595,ITM,329.0,0.87733334,cheap,113.55,122.51724,-8.967243,-0.07319169,-0.018233394,-0.34788483,8.967243,0.07379551,0.018702846,0.38800606,0.13839588,0.15662926,22386.7,22370.795,21.5,82.00078125000073,29.69921875,10:00,True,True,502350.0,494850.0,0.0,268500.0,433950.0,0.07020473,-0.018377386,19.0,66.0,2.6683877,12.45,7.7842607,143.05,-4.3,-27.25,-31.0,-3.05,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,-459.5,-1951.25,-2195.0,-378.25,market→model
2026-03-13 14:00:00,2026-03-13 14:00:00,1,2026-03-24,PE,22400.0,-0.03321102,OTM,2714.0,7.2373333,rich,178.95,169.99867,8.951326,0.052655272,0.0072449786,0.9940322,8.951326,0.052655272,0.0072449786,0.9940322,0.300261,0.293016,23131.45,23156.418,-61.849999999998545,360.95078125000146,19.44921875,14:00,False,False,2080.0,3380.0,0.0,0.0,-2600.0,-0.5249141,0.0068228934,2.0,3.0,1.5369595,-7.25,-2.5328948,178.0,-6.3,-9.3,-16.3,-26.9,none,(quiet),,tradable,,,,,market→model
2026-03-16 09:55:00,2026-03-16 09:55:00,1,2026-03-24,CE,22500.0,-0.033914544,ITM,2584.0,6.8906665,cheap,899.1,908.02026,-8.9202585,-0.009823854,-0.007945445,-0.4874322,8.9202585,0.009823854,0.007945445,0.4874322,0.26332095,0.2712664,23230.05,23276.164,108.14999999999782,54.599218750001455,132.05078125,09:55,False,True,65.0,1885.0,0.0,65.0,-1235.0,11.168734,-0.018089596,1.0,1.0,-0.4329669,-2.95,-9.763454,896.15,7.35,-33.05,-36.15,-125.15,none,(quiet),,tradable,297.75,-2328.25,-2529.75,-8314.75,model→market (spot/smile moved)
2025-05-15 12:51:00,2025-05-15 13:00:00,22,2025-05-15,CE,24750.0,0.0007638131,OTM,149.0,0.39733332,rich,90.2,81.302765,8.897236,0.109433375,0.022775942,1.8880244,8.897236,0.14438844,0.024195464,3.1479528,0.2535507,0.23077476,24734.7,24731.104,92.10000000000218,73.05078125,240.24921874999927,13:00,True,False,3.67695e+06,4.27755e+06,0.0,0.0,404250.0,1.3455508,0.019332634,12.0,60.0,-13.663495,61.2,65.679085,49.1,9.4,13.55,76.15,110.65,none,(quiet),,tradable,,,,,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)
2024-12-19 11:41:00,2024-12-19 13:51:00,183,2024-12-19,CE,23950.0,-0.00024424627,ITM,98.0,0.26133335,cheap,15.15,24.035809,-8.885808,-0.36969042,-0.029191563,-1.88935,8.885808,0.49545723,0.033263184,2.279668,0.03899426,0.06818582,23948.5,23955.85,2.75,56.400000000001455,78.20000000000073,13:51,False,False,1.8619e+06,1.489425e+06,0.0,0.0,1.060725e+06,0.0,-0.029191563,55.0,56.0,-1.4424349,-7.75,-13.12286,36.79,-3.89,0.46,-2.69,4.71,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,-432.85004,-150.1,-354.85,126.15001,model→market (spot/smile moved)
2024-12-05 12:05:00,2024-12-05 12:21:00,20,2024-12-05,PE,24850.0,0.009509234,ITM,188.0,0.50133336,cheap,263.8,272.6714,-8.8713875,-0.032535087,-0.02830421,-0.32858363,8.8713875,0.03376327,0.035559505,0.44211763,0.24497847,0.27328268,24608.75,24614.816,247.84999999999854,39.849999999998545,313.2000000000007,12:21,False,False,41950.0,37175.0,0.0,0.0,127550.0,1.0027907,-0.024993291,6.0,24.0,2.130867,10.65,5.6520343,378.4,-16.85,-106.76,-114.6,-122.2,none,(quiet),,tradable,-1275.25,-7119.4,-7629.0,-8123.0,market→model
2025-04-07 09:19:00,2025-04-07 09:19:00,2,2025-04-17,CE,21700.0,-0.011186136,ITM,2620.0,6.9866667,rich,600.6,591.7974,8.802601,0.014874348,0.0062194983,,8.802601,0.014874348,0.0062194983,,0.32389724,0.31767774,21888.35,21944.102,,214.60039062500073,144.69960937499854,09:19,False,True,11175.0,6225.0,0.0,0.0,15300.0,1.8432993,0.004919631,2.0,2.0,-6.0252986,108.55,126.565704,588.4,120.75,82.4,95.05,29.45,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,model→market (spot/smile moved)
2025-05-15 12:01:00,2025-05-15 12:08:00,16,2025-05-15,CE,24750.0,0.0026485242,OTM,201.0,0.536,rich,81.8,73.0285,8.771495,0.12011057,0.019874929,1.9817374,8.771495,0.12459762,0.019874929,1.9817374,0.24517423,0.22529931,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,2.913e+06,1.975425e+06,0.0,0.0,240150.0,0.3562118,0.019069782,11.0,112.0,2.8606834,-14.5,-9.431281,44.95,4.75,25.35,36.6,-2.05,none,(quiet),,tradable,,,,,market→model
2025-04-17 12:18:00,2025-04-17 12:32:00,57,2025-04-17,CE,23750.0,0.0011310598,OTM,177.0,0.472,cheap,27.25,36.01468,-8.764678,-0.24336405,-0.02204666,-1.60658,8.764678,0.29020047,0.02204666,1.626017,0.09570759,0.11775425,23709.4,23723.152,109.65000000000146,0.099609375,410.8503906250007,12:32,True,False,7.2732e+06,6.701175e+06,0.0,0.0,1.0668e+06,0.44461685,-0.023173267,7.0,94.0,-1.7966992,-8.25,-12.841754,14.4,-5.3,-2.55,13.05,16.7,none,(quiet),,tradable,-524.5,-345.75,668.25,905.50006,model→market (spot/smile moved)
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)
2025-04-07 09:19:00,2025-04-07 09:20:00,2,2025-04-09,CE,21400.0,-0.023577802,ITM,1119.0,2.984,rich,735.6,726.86554,8.734463,0.012016614,0.010410594,,8.734463,0.012016614,0.010410594,,0.46159017,0.4511796,21874.85,21910.56,,228.10039062500073,131.19960937499854,09:20,True,True,225.0,900.0,0.0,0.0,,2.742178,0.0071501588,1.0,1.0,-4.4182,135.85,166.59781,735.6,135.85,80.5,195.25,46.8,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,model→market (spot/smile moved)
2024-12-05 11:58:00,2024-12-05 11:58:00,3,2024-12-05,PE,24800.0,0.018435657,ITM,211.0,0.56266665,cheap,460.25,468.96762,-8.717628,-0.018588975,-0.051602256,-2.120223,8.717628,0.018588975,0.051602256,2.120223,0.24930863,0.3009109,24359.85,24346.984,6.099999999998545,180.10039062500073,64.29960937500073,11:58,False,True,75.0,2100.0,0.0,-2400.0,850.0,2.8873017,-0.032210745,2.0,2.0,-0.57128364,-3.75,-10.314165,454.55,1.95,-40.25,-221.8,-226.65,none,(quiet),,tradable,-53.249996,-2796.25,-14597.0,-14912.25,model→market (spot/smile moved)
2024-12-05 11:50:00,2024-12-05 11:50:00,2,2024-12-05,PE,24850.0,0.02092512,ITM,219.0,0.584,cheap,516.9,525.6115,-8.711531,-0.016574085,-0.075950965,-2.072988,8.711531,0.016574085,0.075950965,2.072988,0.22053318,0.29648414,24348.55,24335.414,3.0,191.39921875000073,53.00078125000073,11:50,False,False,75.0,350.0,0.0,0.0,100950.0,3.4059918,-0.038442,6.0,6.0,-0.35295805,-3.95,-15.141131,506.2,-1.0,6.75,-127.8,-242.4,none,(quiet),,tradable,-245.0,258.75,-8487.0,-15936.0,model→market (spot/smile moved)
2024-10-03 14:18:00,2024-10-03 14:32:00,42,2024-10-03,PE,25250.0,-0.0008393673,OTM,57.0,0.152,cheap,9.0,17.702284,-8.702285,-0.49159104,-0.0379047,-1.9612178,8.702285,0.49159104,0.0379047,1.9612178,0.07114463,0.10904933,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,2.009335e+07,1.37165e+07,0.0,0.0,6.624975e+06,-0.3520652,-0.039505403,12.0,22.0,0.4893702,2.25,-2.3477461,22.0,-0.5,-2.61,-9.7,-10.65,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-212.5,-349.64996,-810.5,-872.25,both
2025-04-17 12:18:00,2025-04-17 12:31:00,26,2025-04-17,PE,23700.0,5.8618913e-05,ITM,178.0,0.47466666,cheap,38.5,47.17982,-8.679822,-0.18397318,-0.021157168,-1.5871779,8.679822,0.21292719,0.021237701,1.6444023,0.092133135,0.1132903,23684.95,23698.611,104.90000000000146,1.6007812499992724,386.3992187500007,12:31,True,False,3.201225e+06,6.17115e+06,0.0,1.946925e+06,4.983075e+06,0.039079998,-0.021061918,17.0,40.0,-3.905978,-17.05,-21.415104,69.5,10.5,-2.25,-36.9,-50.15,none,(quiet),,tradable,502.5,-326.25,-2578.5,-3439.75,model→market (spot/smile moved)
2024-12-05 11:57:00,2024-12-05 12:01:00,7,2024-12-05,CE,23950.0,-0.017168568,ITM,208.0,0.55466664,cheap,424.0,432.66357,-8.663564,-0.020023787,-0.046499524,-3.1836994,8.663564,0.020023787,0.05373898,3.3479419,0.25200373,0.29850325,24374.75,24364.736,35.0,165.20000000000073,79.20000000000073,12:01,False,True,1300.0,575.0,0.0,-2200.0,-2175.0,-3.6757197,-0.025040524,5.0,6.0,25.288538,121.0,116.215225,415.25,5.8,24.7,248.95,253.55,none,(quiet),,tradable,197.00002,1425.5,16001.75,16300.75,market→model
2025-05-15 12:01:00,2025-05-15 12:08:00,13,2025-05-15,PE,24700.0,0.0006262788,ITM,201.0,0.536,rich,118.0,109.341446,8.658554,0.07918821,0.019093784,1.6027198,8.658554,0.07918821,0.019093784,1.6027198,0.24236757,0.22327377,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,1.334625e+06,1.3941e+06,0.0,0.0,-43725.0,-0.6877491,0.017577538,8.0,12.0,5.017615,-26.45,-21.178572,156.1,-10.05,-31.65,-64.75,-30.0,none,(quiet),,tradable,,,,,market→model
2025-04-17 12:18:00,2025-04-17 12:31:00,24,2025-04-17,CE,23700.0,5.8618913e-05,OTM,178.0,0.47466666,cheap,37.15,45.790745,-8.640746,-0.1887007,-0.021061918,-2.8167903,8.640746,0.23096873,0.021237701,2.8167903,0.09222838,0.1132903,23684.95,23698.611,104.90000000000146,1.6007812499992724,386.3992187500007,12:31,True,False,4.85505e+06,1.105395e+07,0.0,920625.0,2.5719e+06,0.039079998,-0.021157168,17.0,39.0,5.3564844,25.1,20.414091,29.25,-9.0,-5.4,25.65,35.5,none,(quiet),,tradable,-765.0,-531.0,1487.25,2127.5,market→model
2025-04-17 11:30:00,2025-04-17 11:43:00,19,2025-04-17,CE,23500.0,-0.004530776,ITM,226.0,0.6026667,rich,176.45,167.83583,8.614174,0.051325,0.020190427,4.2972665,8.614174,0.06836315,0.020190427,7.9603724,0.25102362,0.23083319,23604.65,23606.715,178.35000000000218,3.8996093749992724,306.1003906250007,11:43,True,False,1.602375e+06,1.585575e+06,0.0,0.0,-1.4694e+06,0.0,0.020190427,10.0,38.0,3.7088032,-16.45,-12.014607,127.0,-10.75,16.1,27.15,13.05,none,(quiet),,tradable,,,,,market→model
2025-04-17 11:30:00,2025-04-17 11:43:00,17,2025-04-17,PE,23500.0,-0.004530776,OTM,226.0,0.6026667,rich,69.75,61.135826,8.614174,0.14090224,0.020190427,4.258403,8.614174,0.14090224,0.020190427,4.3965125,0.25102362,0.23083319,23604.65,23606.715,178.35000000000218,3.8996093749992724,306.1003906250007,11:43,True,False,1.974825e+06,2.645925e+06,0.0,0.0,4.02795e+06,0.0,0.020190427,8.0,36.0,4.140967,-23.15,-17.559519,89.3,-2.3,-16.75,-26.2,-22.46,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:06:00,2024-12-05 11:41:00,59,2024-12-05,CE,24250.0,-0.0029271366,ITM,228.0,0.608,rich,183.85,175.24622,8.603788,0.04909543,0.018451527,1.4036878,8.603788,0.04909543,0.020676848,1.7520642,0.30591866,0.28746712,24333.85,24321.088,-28.30000000000291,206.10039062500073,38.29960937500073,11:41,False,False,76800.0,33425.0,0.0,0.0,46375.0,1.2248085,0.015828017,25.0,30.0,-19.427113,107.4,112.92836,205.5,-5.8,-6.95,-18.55,-23.35,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 11:46:00,2024-12-05 11:47:00,5,2024-12-05,PE,24800.0,0.018949315,ITM,222.0,0.592,cheap,472.0,480.60254,-8.602548,-0.017899506,-0.052266985,-2.6071,8.602548,0.017899506,0.052266985,2.6071,0.24278463,0.2950516,24348.7,24334.482,-5.950000000000728,191.25078125000073,53.14921875000073,11:47,False,False,1250.0,1475.0,0.0,0.0,-100.0,2.9945717,-0.031487457,1.0,9.0,0.48011386,2.2,-2.3822463,472.0,2.2,-12.5,-29.25,-254.3,none,(quiet),,tradable,-36.999996,-992.5,-2081.25,-16709.5,both
2026-03-13 14:14:00,2026-03-13 14:14:00,1,2026-03-24,CE,22500.0,-0.03226628,ITM,2700.0,7.2,cheap,898.0,906.60095,-8.600972,-0.009487053,-0.0069911713,-0.486482,8.600972,0.009487053,0.0069911713,0.486482,0.28175288,0.28874406,23201.85,23237.83,44.69999999999709,290.55039062500146,89.849609375,14:14,True,False,195.0,65.0,0.0,390.0,1365.0,102.98936,-0.10095192,1.0,1.0,0.0,0.0,-10.101538,898.0,-8.0,26.55,22.9,17.0,none,(quiet),,tradable,-700.0,1545.75,1308.5,925.0,model→market (spot/smile moved)
2024-10-03 12:32:00,2024-10-03 12:38:00,53,2024-10-03,CE,25350.0,-0.0023008964,ITM,171.0,0.456,cheap,74.84,83.42836,-8.588361,-0.10294294,-0.02300727,-1.6933239,8.588361,0.2186564,0.02300727,1.6933239,0.09025604,0.11326331,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,1.09845e+06,952625.0,0.0,0.0,1.30845e+06,0.5023658,-0.024407076,48.0,73.0,-11.906466,-56.39,-61.126083,62.5,-2.0,12.34,-10.2,-19.4,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-310.0,622.10004,-843.0,-1441.0,model→market (spot/smile moved)
2024-12-05 12:15:00,2024-12-05 12:19:00,13,2024-12-05,PE,24900.0,0.010389291,ITM,190.0,0.50666666,cheap,279.2,287.71344,-8.51344,-0.029589998,-0.029741075,-0.06113372,8.51344,0.029654987,0.029741075,0.40848178,0.23334089,0.26308197,24633.6,24642.646,279.5,15.000390624998545,338.0496093750007,12:19,True,True,37100.0,16950.0,0.0,38650.0,69450.0,0.16901004,-0.029117431,5.0,38.0,7.1271534,35.55,30.562035,281.3,6.95,22.4,1.84,43.5,none,(quiet),,tradable,271.75,1276.0,-60.399998,2647.5,market→model
2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,PE,26150.0,0.014851493,ITM,372.0,0.992,rich,469.2,460.69968,8.500335,0.018450923,0.01668242,,8.500335,0.018450923,0.01668242,,0.34815943,0.33147702,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,44135.0,24115.0,0.0,0.0,44915.0,-3.4873488,0.009887566,1.0,3.0,7.400458,-36.15,-31.265167,433.05,-17.95,-76.0,-33.15,-12.55,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2025-05-15 13:23:00,2025-05-15 13:29:00,10,2025-05-15,CE,24750.0,-0.0064455816,ITM,120.0,0.32,rich,200.85,192.38853,8.46147,0.043981154,0.029910801,3.60356,8.46147,0.043981154,0.036066726,3.787243,0.28719503,0.25728425,24903.6,24910.043,219.64999999999782,14.200390624999272,409.1496093749993,13:29,False,True,349500.0,553275.0,0.0,0.0,-918450.0,2.41859,0.021505827,9.0,31.0,-13.938449,70.7,75.7723,180.4,-7.15,20.45,90.2,160.4,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 12:03:00,2024-12-05 12:08:00,6,2024-12-05,CE,24600.0,0.0022051183,OTM,201.0,0.536,rich,113.15,104.70927,8.440737,0.08061118,0.018916309,8.524115,8.440737,0.08541144,0.018916309,8.524115,0.30651063,0.28759432,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,2.682425e+06,3.154475e+06,0.0,0.0,-587500.0,2.1286142,0.014149512,3.0,3.0,-0.5178114,3.75,10.992019,61.55,18.45,37.35,98.89,72.39,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-10-03 13:33:00,2024-10-03 13:41:00,37,2024-10-03,CE,25300.0,0.00017069072,OTM,108.0,0.288,cheap,27.05,35.472675,-8.422674,-0.2374412,-0.024721947,-2.08514,8.422674,0.33599886,0.024721947,2.08514,0.085467786,0.11018973,25286.35,25295.682,-60.25,353.1003906250007,3.6496093749992724,13:41,False,False,3.183025e+06,2.987225e+06,0.0,0.0,7.699125e+06,-0.67228115,-0.02274815,11.0,34.0,-2.7105894,-12.55,-17.179989,37.0,-5.0,-10.3,-17.8,-22.55,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-505.0,-849.5,-1337.0,-1645.75,model→market (spot/smile moved)
2025-05-15 12:00:00,2025-05-15 12:08:00,16,2025-05-15,PE,24750.0,0.0026485242,ITM,201.0,0.536,rich,146.9,138.48468,8.415327,0.06076721,0.019069782,1.7950655,8.415327,0.061295725,0.019069782,1.7950655,0.24436909,0.22529931,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,428700.0,322050.0,0.0,0.0,-96075.0,0.3562118,0.019874929,12.0,21.0,-2.0110545,9.9,14.82279,191.05,2.95,-16.65,-70.8,-18.6,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 12:04:00,2024-12-05 12:15:00,25,2024-12-05,CE,24850.0,0.008531038,OTM,194.0,0.5173333,cheap,30.5,38.907578,-8.4075775,-0.216091,-0.025320742,0.569962,8.4075775,0.41974932,0.036224574,1.065948,0.23159875,0.2569195,24631.3,24638.906,282.5499999999993,0.44921875,335.7507812500007,12:15,True,False,3.90695e+06,3.54115e+06,0.0,0.0,-1.1313e+06,-0.93502754,-0.022423344,16.0,83.0,-0.98803735,-4.3,-8.652062,12.5,1.05,4.2,25.0,15.0,none,(quiet),,tradable,-111.75,92.999985,1445.0,795.0,model→market (spot/smile moved)
2025-04-09 09:43:00,2025-04-09 09:53:00,29,2025-04-09,CE,22450.0,0.001345935,OTM,336.0,0.896,cheap,57.85,66.243935,-8.393936,-0.12671252,-0.01592995,,8.393936,0.18584992,0.01637946,0.971341,0.13482401,0.15075396,22433.35,22419.805,1.8499999999985448,35.35039062500073,76.349609375,09:53,False,True,2.516775e+06,2.47305e+06,0.0,0.0,1.894725e+06,-0.21035342,-0.01553025,20.0,45.0,-8.600251,-37.4,-41.74871,80.15,-4.81,-41.5,-36.45,-60.6,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,-492.65,-2877.5,-2549.25,-4119.0,model→market (spot/smile moved)
2024-11-14 11:20:00,2024-11-14 12:07:00,96,2024-11-14,CE,23500.0,-0.0006266266,ITM,202.0,0.53866667,cheap,31.35,39.73087,-8.380869,-0.21094099,-0.019788256,-0.6532819,8.380869,0.27239585,0.019788256,1.6073011,0.053624325,0.07341258,23529.65,23514.73,21.150000000001455,146.24960937500146,43.550390625001455,12:07,False,False,3.178475e+06,2.139325e+06,0.0,-675075.0,-355675.0,-0.17822431,-0.019363971,54.0,115.0,3.4411829,14.55,10.321802,29.5,2.79,-1.3,-1.65,-4.2,low,India open after overnight US data: US CPI,,tradable,1.3499985,-264.5,-287.25,-453.0,market→model
2025-04-07 10:50:00,2025-04-07 10:50:00,1,2025-04-17,CE,21650.0,-0.021888826,ITM,2529.0,6.744,cheap,704.0,712.36804,-8.36807,-0.011746834,-0.0064850547,-0.30398893,8.36807,0.011746834,0.0064850547,0.30398893,0.2961924,0.30267745,22067.05,22129.117,127.20000000000073,122.94921875,323.40078124999854,10:50,True,True,975.0,825.0,0.0,0.0,3225.0,-3.8805254,-0.0034789247,1.0,1.0,0.76324946,15.5,-4.807908,719.5,1.55,-32.05,-75.4,-82.6,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,-79.25,-2263.25,-5081.0,-5549.0,market→model
2024-12-19 10:21:00,2024-12-19 11:37:00,77,2024-12-19,CE,23950.0,-5.7766105e-05,ITM,232.0,0.61866665,cheap,27.45,35.81242,-8.362421,-0.23350616,-0.017669296,-0.7978371,8.362421,0.2806688,0.017669296,0.96311444,0.05651755,0.07418685,23958.65,23951.383,11.600000000002183,45.749609375001455,88.35039062500073,11:37,False,False,1.83305e+06,1.4035925e+07,0.0,-328725.0,135725.0,-0.93346304,-0.015697189,1.0,190.0,5.9290214,35.35,29.387802,34.7,-0.41,-1.55,-2.7,-8.6,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,-206.65001,-280.75,-355.5,-739.0,market→model
2026-03-13 14:53:00,2026-03-13 14:56:00,3,2026-03-24,PE,22400.0,-0.034312777,OTM,2658.0,7.088,rich,175.35,167.00188,8.348116,0.049988154,0.0068993745,1.5119618,8.348116,0.049988154,0.0068993745,1.5342723,0.30558956,0.2986902,23150.25,23181.945,-53.599999999998545,342.15000000000146,38.25,14:56,True,False,13260.0,15535.0,0.0,-455.0,-2275.0,1.2658768,0.007937783,8.0,12.0,-0.07148242,0.4,5.9957814,170.65,1.8,-3.55,5.55,-0.25,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 12:15:00,2024-12-05 12:21:00,10,2024-12-05,PE,24950.0,0.013525303,ITM,188.0,0.50133336,cheap,344.15,352.44717,-8.297179,-0.023541624,-0.04218352,-0.6510237,8.297179,0.024981981,0.04218352,0.9056568,0.2179992,0.2601827,24608.75,24614.816,247.84999999999854,39.849999999998545,313.2000000000007,12:21,False,False,2625.0,4050.0,0.0,0.0,-725.0,2.189424,-0.029787146,3.0,3.0,2.037071,15.05,7.661941,320.6,8.3,23.55,14.45,51.05,none,(quiet),,tradable,359.5,1350.75,759.25,3138.25,market→model
2024-12-05 12:14:00,2024-12-05 12:20:00,15,2024-12-05,PE,24550.0,-0.003901116,OTM,189.0,0.504,rich,102.15,93.868484,8.281513,0.08822464,0.019584714,1.4741476,8.281513,0.08822464,0.019584714,1.4741476,0.3306873,0.3111026,24639.05,24645.959,290.5,9.549218749998545,343.5007812500007,12:20,False,True,420950.0,781950.0,0.0,0.0,1.42015e+06,-0.14642084,0.01923924,10.0,11.0,1.3589067,-7.45,-1.967652,100.2,-1.2,1.95,-5.5,2.6,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)
2025-05-15 13:15:00,2025-05-15 13:15:00,4,2025-05-15,PE,25000.0,0.0028300688,ITM,134.0,0.35733333,cheap,110.35,118.626915,-8.2769165,-0.06977267,-0.023745764,-2.1899385,8.2769165,0.06977267,0.024010211,2.1899385,0.18501179,0.20875755,24911.35,24929.348,264.25,6.450390624999272,416.8996093749993,13:15,True,True,1.6023e+06,1.503225e+06,0.0,0.0,655650.0,-0.41414607,-0.02494568,3.0,33.0,7.0396295,35.15,30.15684,144.6,-19.4,13.5,-75.4,-106.75,none,(quiet),,tradable,-1441.0,697.5,-5081.0,-7118.75,market→model
2025-05-15 13:15:00,2025-05-15 13:30:00,16,2025-05-15,PE,24950.0,-0.00029256375,OTM,119.0,0.31733334,cheap,61.2,69.44049,-8.240494,-0.11866987,-0.023349367,-1.2050391,8.240494,0.12477386,0.023349367,1.3715342,0.18340123,0.20675059,24942.05,24957.3,207.34999999999854,2.3992187500007276,447.6007812499993,13:30,True,False,2.113275e+06,3.288825e+06,0.0,0.0,753225.0,0.0,-0.023349367,8.0,15.0,-4.3283887,-18.0,-22.15859,113.25,-16.9,9.5,-60.5,-85.6,none,(quiet),,tradable,-1278.5,437.5,-4112.5,-5744.0,model→market (spot/smile moved)
2025-05-15 13:15:00,2025-05-15 13:30:00,20,2025-05-15,CE,24950.0,-0.00029256375,ITM,119.0,0.31733334,cheap,68.5,76.74049,-8.240494,-0.1073813,-0.023349367,-5.697659,8.240494,0.14072445,0.023349367,6.6126533,0.18340123,0.20675059,24942.05,24957.3,207.34999999999854,2.3992187500007276,447.6007812499993,13:30,True,False,6.799425e+06,5.927925e+06,0.0,0.0,680625.0,0.0,-0.023349367,6.0,8.0,6.4458127,33.8,28.556286,43.7,2.5,-10.85,36.39,90.55,none,(quiet),,tradable,-17.5,-885.25,2185.3499,5705.75,market→model
2025-04-09 09:43:00,2025-04-09 10:05:00,29,2025-04-09,PE,22450.0,0.0019528529,ITM,324.0,0.864,cheap,86.8,95.02931,-8.22931,-0.08659759,-0.01626046,-0.8729801,8.22931,0.10325032,0.01626046,1.0244559,0.11927737,0.13553783,22419.15,22406.201,4.600000000002183,49.54960937500073,62.150390625,10:05,True,False,1.2858e+06,2.826075e+06,0.0,0.0,-1.4355e+06,-0.05995379,-0.01637946,8.0,61.0,5.410891,25.45,20.746523,77.2,3.55,35.75,45.3,25.25,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,50.75,2143.75,2764.5,1461.25,market→model
2024-10-03 13:33:00,2024-10-03 13:40:00,17,2024-10-03,PE,25300.0,0.00034965065,ITM,109.0,0.29066667,cheap,33.45,41.675213,-8.225214,-0.19736464,-0.024141233,-1.6881993,8.225214,0.20135272,0.024141233,1.6881993,0.08407365,0.108214885,25286.95,25291.156,-64.14999999999782,352.5007812500007,4.249218749999272,13:40,False,False,7.265975e+06,5.127675e+06,0.0,0.0,1.4084e+06,-0.1560907,-0.024600113,12.0,34.0,6.0468426,29.95,24.997002,23.15,2.9,8.0,29.8,33.65,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,8.500008,340.0,1757.0,2007.25,market→model
2025-04-07 09:40:00,2025-04-07 09:40:00,1,2025-04-17,CE,22550.0,0.02004147,OTM,2599.0,6.9306664,rich,174.9,166.69122,8.208773,0.049245376,0.006339632,,8.208773,0.049245376,0.006339632,,0.24031349,0.23397385,22022.8,22102.562,,167.19921875,279.15078124999854,09:40,True,False,525.0,825.0,0.0,0.0,,2.627553,0.0043183602,1.0,1.0,1.3922421,-14.1,-3.9724507,160.8,-6.75,0.64,2.85,-9.8,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,market→model
2026-02-03 09:17:00,2026-02-03 09:17:00,2,2026-02-03,PE,26300.0,0.020571241,ITM,372.0,0.992,rich,598.45,590.2537,8.196279,0.013886026,0.018948998,,8.196279,0.013886026,0.018948998,,0.37190264,0.35295364,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,249210.0,172315.0,0.0,0.0,351000.0,-3.369796,0.011257491,2.0,3.0,12.586734,-53.4,-49.157436,565.95,-20.9,-79.05,-27.65,-0.15,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2024-12-05 14:37:00,2024-12-05 14:51:00,13,2024-12-05,PE,24600.0,-0.001188184,OTM,38.0,0.101333335,rich,98.65,90.48231,8.167691,0.09026838,0.04172059,5.217565,8.167691,0.3524605,0.04172059,5.217565,0.57219106,0.5304705,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,1.165625e+07,8.075575e+06,0.0,0.0,830675.0,-3.4459927,0.024123346,1.0,2.0,8.621042,-45.05,-39.824413,10.05,1.35,-2.35,70.15,-6.2,none,(quiet),,tradable,,,,,market→model
2026-04-09 09:20:00,2026-04-09 09:20:00,1,2026-04-21,CE,23550.0,-0.017541302,ITM,2994.0,7.984,rich,610.1,601.96387,8.136128,0.013515974,0.0053723664,,8.136128,0.013515974,0.0053723664,,0.21674325,0.21137089,23946.65,23966.742,,11.199609374998545,131.50039062499854,09:20,True,False,325.0,130.0,0.0,0.0,455.0,-16.946043,0.016457453,1.0,1.0,0.6421035,-12.95,7.218088,597.15,0.0,31.05,-9.15,-58.15,none,(quiet),,tradable,,,,,both
2025-05-15 12:51:00,2025-05-15 13:01:00,19,2025-05-15,PE,24750.0,0.0019471587,ITM,148.0,0.39466667,rich,121.5,113.3689,8.131105,0.071722545,0.021297779,1.4035789,8.131105,0.10160182,0.021297779,1.4035789,0.24467504,0.22337726,24709.75,24701.855,74.84999999999854,98.0,215.29999999999927,13:01,False,True,1.444725e+06,595425.0,0.0,375300.0,399825.0,-0.10909309,0.0210126,11.0,56.0,15.962343,-67.45,-63.22443,150.25,-12.2,-16.85,-70.45,-110.4,none,(quiet),,tradable,,,,,market→model
2026-04-08 09:17:00,2026-04-08 09:17:00,1,2026-04-21,CE,23400.0,-0.021446086,ITM,3372.0,8.992,cheap,689.85,697.9463,-8.096307,-0.011600186,-0.00520708,,8.096307,0.011600186,0.00520708,,0.21638429,0.22159137,23899.9,23907.258,,38.949609374998545,71.400390625,09:17,False,False,4095.0,910.0,0.0,0.0,-585.0,-3.5206873,-0.0029431265,11.0,14.0,-2.86422,-13.75,-18.55061,691.85,-5.85,-17.7,2.25,43.3,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,tradable,-560.25,-1330.5,-33.75,2634.5,model→market (spot/smile moved)
2025-04-17 13:44:00,2025-04-17 14:11:00,74,2025-04-17,CE,23850.0,-0.0007607533,ITM,78.0,0.208,cheap,30.75,38.844467,-8.094467,-0.20838147,-0.03094761,-1.7095988,8.094467,0.4978463,0.033689495,1.9111414,0.07461578,0.10556339,23869.15,23868.15,56.35000000000218,-0.0003906249985448085,570.6003906250007,14:11,False,True,1.20903e+07,6.991425e+06,0.0,0.0,-695325.0,0.0,-0.03094761,4.0,44.0,-4.067152,-23.95,-29.838642,10.1,1.75,2.95,14.85,-3.3,none,(quiet),,tradable,-66.25,11.750004,785.25,-394.5,model→market (spot/smile moved)
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
2025-06-03 09:34:00,2025-06-03 09:40:00,15,2025-06-05,PE,24950.0,0.009782317,ITM,1099.0,2.9306667,rich,372.0,363.92004,8.079957,0.022202563,0.008296629,,8.079957,0.022202563,0.008296629,0.5330625,0.21604013,0.20774351,24671.9,24707.121,,173.19960937499854,70.60039062500073,09:40,True,True,6975.0,1650.0,0.0,0.0,-13275.0,-2.5866024,0.005648879,6.0,18.0,-3.9509678,18.0,22.555845,403.25,-12.1,-31.25,-31.7,-12.45,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,PE,26250.0,0.018668292,ITM,372.0,0.992,rich,554.4,546.3343,8.065708,0.01476332,0.017621737,,8.065708,0.01476332,0.017621737,,0.3635666,0.34594485,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,48165.0,15730.0,0.0,0.0,43745.0,-2.5087852,0.012206876,2.0,2.0,9.091046,-55.6,-49.484093,526.95,-28.15,-86.55,-41.2,-13.35,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2025-04-07 09:16:00,2025-04-07 09:16:00,1,2025-04-17,PE,22000.0,-0.004810065,OTM,2623.0,6.9946666,rich,336.05,328.01257,8.037436,0.024503438,0.0055272155,,8.037436,0.024503438,0.0055272155,,0.26426774,0.25874054,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,372075.0,340725.0,0.0,0.0,0.0,15.068533,0.015869442,1.0,1.0,-4.6550384,49.9,60.619568,385.95,44.5,-23.75,-118.5,-28.55,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,model→market (spot/smile moved)
2025-04-17 12:18:00,2025-04-17 12:21:00,12,2025-04-17,PE,23650.0,-0.00029646122,OTM,188.0,0.50133336,cheap,34.9,42.88513,-7.9851317,-0.18619815,-0.019016149,-3.701218,7.9851317,0.18619815,0.019016149,3.701218,0.091016956,0.1100331,23645.45,23657.012,26.350000000002183,12.650781249998545,346.8992187500007,12:21,False,False,3.83715e+06,4.029075e+06,0.0,1.708875e+06,5.24385e+06,1.6886569,-0.014993772,11.0,15.0,-2.9058096,-13.05,-17.541002,44.2,6.05,-4.3,-22.35,-31.65,none,(quiet),,tradable,213.25,-459.5,-1632.75,-2237.25,model→market (spot/smile moved)
2025-05-15 12:53:00,2025-05-15 13:01:00,11,2025-05-15,CE,24800.0,0.003965323,OTM,148.0,0.39466667,rich,55.95,47.96566,7.984339,0.16645949,0.022337364,2.926267,7.984339,0.16645949,0.022337364,2.926267,0.24887289,0.22653553,24709.75,24701.855,74.84999999999854,98.0,215.29999999999927,13:01,False,True,5.37165e+06,2.57655e+06,0.0,-495150.0,-1.10925e+06,1.1464794,0.019152356,8.0,60.0,-10.986472,45.7,49.85966,38.4,8.85,3.8,63.25,103.75,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:47:00,2024-12-05 14:52:00,5,2024-12-05,PE,24750.0,0.0022773994,ITM,37.0,0.09866667,cheap,104.65,112.62979,-7.9797893,-0.070849724,-0.042662367,-7.5674305,7.9797893,0.190537,0.042662367,8.011036,0.3744611,0.41712347,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,3.603425e+06,2.38685e+06,0.0,-1.7413e+06,-1.24595e+06,0.0,-0.042662367,1.0,5.0,11.175072,57.29,52.16341,18.05,7.65,143.89,114.64,15.35,none,(quiet),,tradable,317.25,9172.85,7271.6,817.75,market→model
2024-12-05 14:45:00,2024-12-05 14:52:00,7,2024-12-05,CE,24750.0,0.0022773994,OTM,37.0,0.09866667,cheap,48.35,56.32979,-7.9797893,-0.14166197,-0.042662367,-8.645887,7.9797893,0.14470072,0.042662367,8.678592,0.3744611,0.41712347,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,5.9114e+06,5.2904e+06,0.0,1.0399e+06,1.259475e+06,0.0,-0.042662367,2.0,4.0,-4.438108,-22.1,-27.0796,86.1,8.35,-43.25,-82.85,-84.9,none,(quiet),,tradable,362.75003,-2991.25,-5565.25,-5698.5,model→market (spot/smile moved)
2025-05-15 12:01:00,2025-05-15 12:08:00,14,2025-05-15,CE,24700.0,0.0006262788,OTM,201.0,0.536,rich,101.85,93.87911,7.9708896,0.08490589,0.017577538,1.5818383,7.9708896,0.10392881,0.017577538,1.5867175,0.24085131,0.22327377,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,4.04865e+06,2.806125e+06,0.0,0.0,146475.0,-0.6877491,0.019093784,10.0,21.0,-1.003415,4.25,8.485536,58.25,5.65,31.6,45.95,-2.6,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-04-08 09:26:00,2026-04-08 09:26:00,1,2026-04-21,CE,23500.0,-0.016854793,ITM,3363.0,8.968,cheap,610.0,617.93713,-7.9371214,-0.012844545,-0.004863603,,7.9371214,0.012844545,0.004863603,,0.21217613,0.21703973,23885.6,23899.445,,53.250390624998545,57.099609375,09:26,True,False,2795.0,1625.0,0.0,0.0,-6760.0,-3.670561,-0.002616433,3.0,9.0,-0.038087837,-0.2,-5.45102,611.35,-11.35,6.95,15.3,27.5,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,tradable,-917.75,271.75,814.5,1607.5,model→market (spot/smile moved)
2025-04-24 10:21:00,2025-04-24 11:18:00,191,2025-04-24,PE,24250.0,-0.0006652254,OTM,251.0,0.66933334,cheap,11.35,19.270128,-7.920128,-0.41100547,-0.016573204,-0.7640944,7.920128,0.42490372,0.017161617,3.7272336,0.0366902,0.053263407,24276.15,24266.137,2.350000000002183,71.69960937499854,36.70039062499927,11:18,False,False,1.8237e+06,1.7994e+06,0.0,0.0,1.162275e+06,0.6154989,-0.015263151,101.0,132.0,-0.5030988,-2.05,-6.1247463,19.0,-0.9,-3.45,-3.1,-3.95,none,(quiet),,tradable,-238.5,-404.25,-381.5,-436.75,model→market (spot/smile moved)
2026-02-03 09:18:00,2026-02-03 09:18:00,1,2026-02-10,CE,25450.0,-0.013739216,ITM,2246.0,5.989333,cheap,456.5,464.3804,-7.8804045,-0.016969718,-0.005894164,,7.8804045,0.016969718,0.005894164,,0.1531034,0.15899757,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,44460.0,40105.0,0.0,0.0,-25805.0,-1.0175241,-0.005129951,3.0,7.0,15.359306,63.3,59.17872,461.45,44.3,27.2,-11.0,-6.25,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,2699.5,1588.0,-895.0,-586.25,market→model
2026-03-16 09:28:00,2026-03-16 09:28:00,1,2026-03-24,CE,22600.0,-0.026473261,ITM,2611.0,6.9626665,rich,777.7,769.8246,7.8754277,0.010230158,0.006231533,,7.8754277,0.010230158,0.006231533,,0.26716223,0.26093072,23156.75,23206.285,,91.29999999999927,58.75,09:28,False,True,65.0,260.0,0.0,0.0,,3.6907659,0.0033222476,1.0,4.0,1.0570328,-5.0,-0.2697779,772.7,25.9,44.15,63.8,61.05,none,(quiet),,tradable,,,,,market→model
2024-12-19 10:20:00,2024-12-19 11:36:00,78,2024-12-19,PE,23950.0,0.00018341365,ITM,233.0,0.62133336,cheap,29.55,37.399746,-7.8497443,-0.20988765,-0.016576221,-0.79641694,7.8497443,0.21577998,0.016576221,0.79641694,0.05755271,0.07412893,23954.4,23945.607,14.55000000000291,49.999609375001455,84.10039062500073,11:36,False,False,1.23425e+06,2.2808e+06,0.0,0.0,1.6178e+06,-0.45845923,-0.017544663,2.0,191.0,-2.1157565,-8.85,-13.032901,43.0,-0.75,0.7,-9.71,-3.6,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,-228.75,-134.5,-811.15,-414.0,model→market (spot/smile moved)
2025-05-28 10:50:00,2025-05-28 10:50:00,2,2025-06-05,PE,25200.0,0.015042558,ITM,2529.0,6.744,rich,527.6,519.7507,7.8493385,0.015102123,0.0054612244,0.9796635,7.8493385,0.015102123,0.0054612244,0.9796635,0.18623243,0.1807712,24786.55,24823.764,25.599999999998545,77.69921875,49.50078125000073,10:50,False,False,150.0,1650.0,0.0,0.0,70500.0,-3.4533,0.0030673088,1.0,3.0,-0.28190464,1.35,6.1388535,528.95,-8.95,1.05,-3.95,1.09,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-04-07 09:37:00,2025-04-07 09:37:00,1,2025-04-17,PE,21500.0,-0.030866055,OTM,2602.0,6.938667,cheap,195.45,203.20648,-7.7564855,-0.03817046,-0.006377053,,7.7564855,0.03817046,0.006377053,,0.31525666,0.3216337,22095.35,22173.969,,94.650390625,351.69960937499854,09:37,True,True,19800.0,24525.0,0.0,0.0,103575.0,3.8635974,-0.0032002,1.0,2.0,1.7728912,6.9,3.008052,202.35,9.7,13.4,-9.45,4.1,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,450.5,691.0,-794.25,86.5,market→model
2024-10-24 10:02:00,2024-10-24 11:23:00,259,2024-10-24,PE,24400.0,-0.00023325793,OTM,246.0,0.656,cheap,16.7,24.446634,-7.7466335,-0.31687936,-0.015675012,-1.6427659,7.7466335,0.41071078,0.019788248,2.7249653,0.03909007,0.054765083,24406.35,24405.691,-13.5,74.30039062500146,65.14960937499927,11:23,False,False,1.84715e+06,1.59575e+06,0.0,0.0,2.057675e+06,0.25889584,-0.015150261,172.0,184.0,-1.8394971,-7.45,-11.50002,41.6,-5.81,-17.95,-13.2,-22.8,none,(quiet),,tradable,-557.65,-1346.75,-1038.0,-1662.0,model→market (spot/smile moved)
2026-04-02 12:35:00,2026-04-02 12:35:00,1,2026-04-13,CE,21900.0,-0.02049965,ITM,2424.0,6.464,cheap,727.2,734.8676,-7.6675897,-0.010433975,-0.0058495738,-0.38791254,7.6675897,0.010433975,0.0058495738,0.38791254,0.33023077,0.33608034,22326.2,22353.576,68.40000000000146,68.45078125000146,143.64921875000073,12:35,True,True,195.0,910.0,0.0,65.0,325.0,-2.038955,-0.004294778,1.0,5.0,4.0721483,22.8,17.200989,750.0,0.0,10.1,10.1,50.0,none,(quiet),,tradable,-180.0,476.5,476.5,3070.0,market→model
2025-04-24 10:35:00,2025-04-24 11:06:00,174,2025-04-24,CE,24250.0,-0.0006665304,ITM,263.0,0.70133334,cheap,28.8,36.457367,-7.6573687,-0.21003623,-0.015585903,-1.0739254,7.6573687,0.40861648,0.01779681,2.9746907,0.038532104,0.054118007,24272.6,24266.168,-10.05000000000291,75.25039062499854,33.14960937499927,11:06,False,False,1.1964e+06,1.1319e+06,0.0,0.0,1.2108e+06,-0.3661996,-0.01482979,122.0,144.0,-3.9798644,-17.85,-22.335077,44.3,-2.25,-6.6,-8.55,-15.5,none,(quiet),,tradable,-326.25,-609.0,-735.75,-1187.5,model→market (spot/smile moved)
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)
2025-02-01 12:13:00,2025-02-01 12:13:00,1,2025-02-13,PE,23650.0,0.0040705344,ITM,3571.0,9.522667,rich,331.4,323.75592,7.6440716,0.0236106,0.0042259735,2.8460839,7.6440716,0.0236106,0.0042259735,2.8460839,0.1537927,0.14956671,23506.95,23553.928,-97.0,125.50078125000073,142.84921875000146,12:13,True,True,6150.0,2250.0,0.0,3150.0,2025.0,-3.6458468,0.002215081,1.0,1.0,-2.2318249,17.0,24.617085,348.4,-16.2,-29.2,-3.75,10.95,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 13:02:00,2024-12-05 13:05:00,8,2024-12-05,CE,24500.0,-0.0041568745,ITM,144.0,0.384,rich,185.2,177.56462,7.6353755,0.043000545,0.021085162,1.4827862,7.6353755,0.043000545,0.021085162,1.4827862,0.33415514,0.31306997,24591.2,24602.055,-21.899999999997817,57.400781249998545,295.6492187500007,13:05,False,False,158850.0,184250.0,0.0,0.0,-82525.0,2.7554662,0.013493704,8.0,12.0,-6.6000786,27.95,32.1848,183.5,0.35,6.75,22.65,11.15,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-01-29 15:24:00,2025-01-29 15:27:00,5,2025-01-30,CE,23000.0,-0.006786119,ITM,377.0,1.0053333,rich,249.9,242.31189,7.5881104,0.03131547,0.014150755,3.2202404,7.5881104,0.03131547,0.014150755,3.460677,0.2744114,0.26026067,23173.1,23156.611,36.89999999999782,8.250390624998545,196.599609375,15:27,False,False,165900.0,211100.0,0.0,0.0,-529100.0,1.9251493,0.010572744,,,,,,248.15,1.95,,,,none,(quiet),,tradable,,,,,not closed in session
2025-06-03 12:51:00,2025-06-03 12:51:00,1,2025-06-05,PE,24750.0,0.008184727,ITM,908.0,2.4213333,rich,336.1,328.52304,7.576971,0.023063743,0.00842656,2.8146899,7.576971,0.023063743,0.00842656,2.8146899,0.22918963,0.22076307,24527.3,24548.254,-65.15000000000146,317.79921874999854,3.650781249998545,12:51,True,False,305400.0,185700.0,0.0,-56550.0,-75000.0,-1.6180422,0.006631698,10.0,30.0,3.2504978,-13.15,-9.1044655,335.0,-12.5,-7.15,0.2,-52.0,none,(quiet),,tradable,,,,,market→model
2025-04-07 09:16:00,2025-04-07 09:16:00,1,2025-04-17,PE,21750.0,-0.01623876,OTM,2623.0,6.9946666,cheap,256.35,263.91095,-7.560956,-0.028649647,-0.0055121803,,7.560956,0.028649647,0.0055121803,,0.28166294,0.28717515,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,13725.0,12225.0,0.0,0.0,0.0,-92.35211,-0.074108526,2.0,2.0,5.152652,110.65,89.17562,315.14,51.86,-11.44,-106.74,-39.29,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,3190.9001,-923.6,-7118.1,-2733.85,market→model
2025-05-15 13:37:00,2025-05-15 13:38:00,3,2025-05-15,CE,24700.0,-0.012246842,ITM,111.0,0.296,rich,322.55,314.9985,7.551486,0.023973085,0.045761425,4.940225,7.551486,0.023973085,0.045761425,4.940225,0.32066512,0.27490368,24986.5,25004.357,148.04999999999927,7.549999999999272,492.0499999999993,13:38,False,False,132150.0,114375.0,0.0,0.0,-840075.0,3.7641,0.02421481,9.0,46.0,-10.255897,53.25,58.442135,322.55,-2.66,1.15,64.75,50.6,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:51:00,2024-12-05 14:51:00,2,2024-12-05,CE,24500.0,-0.005261509,ITM,38.0,0.101333335,rich,192.65,185.11864,7.531362,0.040683974,0.042564448,1.5139498,7.531362,0.040683974,0.042564448,1.5139498,0.5945409,0.55197644,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,947975.0,998050.0,0.0,0.0,-170625.0,-1.9332169,0.05338949,2.0,5.0,4.2990975,-21.15,-16.230362,228.1,-56.6,-183.05,-71.75,-16.1,none,(quiet),,tradable,,,,,market→model
2024-12-05 14:51:00,2024-12-05 14:51:00,1,2024-12-05,CE,24400.0,-0.009351495,ITM,38.0,0.101333335,rich,270.05,262.54782,7.502175,0.028574508,0.051729392,1.2762452,7.502175,0.028574508,0.051729392,1.2762452,0.6266334,0.574904,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,380550.0,341100.0,0.0,0.0,-123500.0,2.409636,0.035401452,1.0,5.0,-11.41872,43.5,47.309532,313.55,-57.9,-240.75,-60.75,-1.55,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-04-07 09:31:00,2025-04-07 09:31:00,1,2025-04-17,PE,22500.0,0.011051769,ITM,2608.0,6.9546666,rich,472.85,465.34827,7.501739,0.016120698,0.0052968673,,7.501739,0.016120698,0.0052968673,,0.22628896,0.2209921,22159.6,22252.705,,5.500390624998545,415.94960937499854,09:31,True,True,24825.0,28950.0,0.0,0.0,-115350.0,-2.303443,0.0036742114,2.0,3.0,-2.1759856,10.45,15.252421,473.85,9.45,57.25,140.15,146.1,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,model→market (spot/smile moved)
2025-05-15 13:38:00,2025-05-15 13:38:00,1,2025-05-15,PE,25150.0,0.0058078114,ITM,111.0,0.296,cheap,152.15,159.6403,-7.4903016,-0.046919867,-0.038797908,-0.9793621,7.4903016,0.046919867,0.038797908,0.9793621,0.13945197,0.17824988,24986.5,25004.357,148.04999999999927,7.549999999999272,492.0499999999993,13:38,False,False,50250.0,53925.0,0.0,0.0,102825.0,2.38335,-0.02518619,1.0,59.0,0.99258375,4.25,-0.031754572,156.4,-7.65,1.79,-53.2,-56.45,none,(quiet),,tradable,-677.25,-63.65,-3638.0,-3849.25,market→model
2024-12-05 12:00:00,2024-12-05 12:00:00,1,2024-12-05,CE,23900.0,-0.019021552,ITM,209.0,0.55733335,cheap,465.45,472.89264,-7.442641,-0.015738543,-0.048231814,-2.8425386,7.442641,0.015738543,0.048231814,2.8425386,0.25189126,0.30012307,24367.95,24358.967,18.049999999999272,172.00078125000073,72.39921875000073,12:00,False,True,2000.0,3575.0,0.0,0.0,1250.0,-2.54775,-0.029563759,3.0,9.0,5.5434422,22.55,18.48213,473.75,6.75,115.9,269.7,266.25,none,(quiet),,tradable,258.75,7353.5,17350.5,17126.25,market→model
2025-04-25 15:22:00,2025-04-25 15:22:00,1,2025-05-08,CE,23950.0,-0.0043406407,ITM,3007.0,8.018666,cheap,338.5,345.9409,-7.4408927,-0.021509144,-0.0044105947,-2.0856526,7.4408927,0.021509144,0.0044105947,2.0856526,0.16627255,0.17068315,24014.45,24054.184,-66.5,351.0007812500007,166.59921875000146,15:22,True,False,150.0,4050.0,0.0,0.0,75.0,-3.498644,-0.0023402977,1.0,1.0,0.22664979,1.45,-4.9475355,339.95,-6.65,-7.8,,,medium,"Sensex -589 (intraday -1,000+) on LoC ceasefire violations, India-Pak escalation",,tradable,-612.25,-687.0,,,model→market (spot/smile moved)
2025-05-15 12:52:00,2025-05-15 13:00:00,15,2025-05-15,PE,24800.0,0.0027819772,ITM,149.0,0.39733332,rich,137.3,129.86191,7.438098,0.057276983,0.019769823,1.7773465,7.438098,0.0689976,0.019769823,1.7773465,0.25254196,0.23277213,24734.7,24731.104,92.10000000000218,73.05078125,240.24921874999927,13:00,True,False,909225.0,842100.0,0.0,0.0,159375.0,-0.45918655,0.018553209,11.0,18.0,16.807087,-66.3,-62.355236,173.15,1.3,-7.35,-91.1,-121.9,none,(quiet),,tradable,,,,,market→model
2025-05-15 13:38:00,2025-05-15 13:38:00,1,2025-05-15,CE,24800.0,-0.008206432,ITM,111.0,0.296,rich,230.1,222.66287,7.437123,0.033400822,0.033183713,4.7304463,7.437123,0.033400822,0.033183713,4.7304463,0.27882355,0.24563985,24986.5,25004.357,148.04999999999927,7.549999999999272,492.0499999999993,13:38,False,False,351750.0,266550.0,0.0,0.0,-1.26e+06,3.6572802,0.017303655,4.0,23.0,-0.2558548,1.05,5.1538906,225.65,9.15,-4.2,68.05,55.7,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 13:24:00,2025-05-15 13:49:00,40,2025-05-15,CE,25150.0,0.0036310612,OTM,100.0,0.26666668,cheap,22.35,29.775444,-7.4254446,-0.24938148,-0.027236374,-1.5663643,7.4254446,0.4037461,0.027993334,2.2102818,0.1738517,0.20108807,25040.75,25058.844,154.29999999999927,24.849999999998545,546.2999999999993,13:49,True,False,4.96605e+06,2.954775e+06,0.0,22725.0,393825.0,0.0,-0.027236374,23.0,48.0,1.1049281,4.9,0.4653226,3.95,1.0,2.1,5.65,28.34,none,(quiet),,tradable,-115.0,-43.500008,187.25,1662.1,market→model
2025-05-15 13:46:00,2025-05-15 13:49:00,19,2025-05-15,PE,25150.0,0.0036310612,ITM,100.0,0.26666668,cheap,113.5,120.925446,-7.4254446,-0.061405145,-0.027236374,-0.5041106,7.4254446,0.07576077,0.027921401,0.51697534,0.1738517,0.20108807,25040.75,25058.844,154.29999999999927,24.849999999998545,546.2999999999993,13:49,True,False,455550.0,303600.0,0.0,232950.0,442950.0,0.0,-0.027236374,12.0,48.0,-1.9920567,-9.75,-14.644439,105.75,-7.95,-7.05,-15.95,-31.05,none,(quiet),,tradable,-696.75,-638.25,-1216.75,-2198.25,model→market (spot/smile moved)
2025-05-28 10:57:00,2025-05-28 10:57:00,1,2025-06-05,PE,25200.0,0.015386677,ITM,2522.0,6.725333,rich,531.7,524.28485,7.4151525,0.014143366,0.0052054487,0.91157734,7.4151525,0.014143366,0.0052054487,0.91157734,0.18526705,0.18006161,24777.85,24815.223,18.94999999999709,86.400390625,40.79960937500073,10:57,False,False,825.0,1650.0,0.0,0.0,-525.0,-2.9232001,0.0031612185,1.0,1.0,1.343429,-15.6,-3.9879239,516.1,6.0,13.44,29.94,29.9,none,(quiet),,tradable,,,,,market→model
2025-06-03 12:55:00,2025-06-03 12:56:00,4,2025-06-05,PE,24750.0,0.007826348,ITM,903.0,2.408,rich,327.2,319.7952,7.404816,0.023154872,0.00822449,2.513097,7.404816,0.023154872,0.00822449,2.513097,0.22615178,0.21792729,24536.25,24557.055,-62.349999999998545,308.84999999999854,34.099999999998545,12:56,False,False,51450.0,49500.0,0.0,0.0,-133575.0,-2.4121501,0.0055511277,5.0,25.0,1.097233,-4.25,-0.37662056,327.2,0.65,-4.25,-0.05,-45.3,none,(quiet),,tradable,,,,,market→model
2024-12-05 12:05:00,2024-12-05 12:05:00,6,2024-12-05,PE,24600.0,0.006158879,ITM,204.0,0.544,rich,233.45,226.05199,7.398006,0.03272701,0.017820578,3.54785,7.398006,0.039728913,0.017820578,3.54785,0.3204657,0.30264515,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,252875.0,363750.0,0.0,0.0,23025.0,-2.4297132,0.011988793,7.0,7.0,21.628838,-122.65,-116.97933,200.25,-6.65,-75.35,-68.85,-83.15,none,(quiet),,tradable,,,,,market→model
2025-06-03 09:31:00,2025-06-03 09:43:00,13,2025-06-05,PE,24850.0,0.007131374,ITM,1096.0,2.9226665,rich,327.55,320.15915,7.390857,0.023084948,0.0073023424,,7.390857,0.023684006,0.0073023424,,0.21499293,0.20769058,24646.7,24673.416,,198.40078124999854,45.39921875000073,09:43,True,False,25725.0,16875.0,0.0,0.0,-6825.0,-1.2353209,0.0060843374,15.0,69.0,0.9792916,-3.85,0.081413254,346.0,-3.75,-31.8,-22.95,-16.55,none,(quiet),,tradable,,,,,market→model
2025-06-03 10:18:00,2025-06-03 10:18:00,1,2025-06-05,PE,24950.0,0.009495471,ITM,1061.0,2.8293333,rich,358.45,351.06577,7.3842382,0.021033775,0.0077333096,1.1896636,7.3842382,0.021033775,0.0077333096,1.1896636,0.21061058,0.20287728,24685.25,24714.209,32.45000000000073,159.84999999999854,83.95000000000073,10:18,False,True,1800.0,6975.0,0.0,600.0,225.0,-3.0647411,0.0045323507,3.0,18.0,10.08792,-45.5,-40.989655,338.65,-15.4,-31.0,-23.25,25.65,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:05:00,2024-12-05 11:41:00,60,2024-12-05,PE,24250.0,-0.0029271366,OTM,228.0,0.608,rich,111.55,104.17082,7.3791804,0.07083731,0.015828017,0.993804,7.3791804,0.09460815,0.015828017,1.643937,0.30329517,0.28746712,24333.85,24321.088,-28.30000000000291,206.10039062500073,38.29960937500073,11:41,False,False,306425.0,153875.0,0.0,0.0,80400.0,1.2248085,0.018451527,25.0,30.0,15.291486,-58.5,-54.674343,95.55,-0.3,3.25,8.1,12.5,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:13:00,2024-12-05 11:19:00,4,2024-12-05,PE,24800.0,0.019115886,ITM,250.0,0.6666667,cheap,476.15,483.51883,-7.3688335,-0.015240014,-0.04319742,-2.8967736,7.3688335,0.015240014,0.04319742,2.8967736,0.231159,0.27435642,24345.85,24330.428,-64.85000000000218,194.10039062500073,50.29960937500073,11:19,False,False,3000.0,2325.0,0.0,0.0,15750.0,2.837553,-0.024602294,1.0,11.0,1.000362,3.7,0.0013388383,452.0,14.0,24.15,11.4,20.95,none,(quiet),,tradable,730.0,1389.75,561.0,1181.75,market→model
2025-04-17 11:57:00,2025-04-17 11:57:00,1,2025-04-17,CE,23500.0,-0.0042333016,ITM,212.0,0.5653333,rich,155.25,147.90831,7.3416905,0.049636766,0.018069893,1.1394386,7.3416905,0.049636766,0.018069893,1.1394386,0.21891758,0.20084769,23600.4,23599.693,94.55000000000291,34.249609375001455,301.8503906250007,11:57,False,False,662400.0,523725.0,0.0,-106800.0,-1.472775e+06,2.4698374,0.012022788,6.0,24.0,0.3113136,-1.25,2.7652435,150.4,4.7,3.6,26.3,50.5,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 12:50:00,2025-05-15 12:56:00,16,2025-05-15,CE,24700.0,0.00072059484,OTM,153.0,0.408,rich,83.5,76.17448,7.325525,0.096167706,0.018544033,1.4997755,7.325525,0.11413516,0.0203276,2.194978,0.23244785,0.21390381,24687.25,24682.207,46.04999999999927,120.5,192.79999999999927,12:56,True,False,2.519475e+06,1.539975e+06,0.0,0.0,1.060425e+06,1.8407828,0.013885575,13.0,88.0,-19.630604,80.75,84.86347,62.8,1.2,20.7,71.25,129.55,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-03-13 15:25:00,2026-03-13 15:28:00,4,2026-03-24,PE,22900.0,-0.013090911,OTM,2626.0,7.0026665,rich,293.9,286.5994,7.3005943,0.025473166,0.0049667214,2.9139423,7.3005943,0.025473166,0.0049667214,2.9139423,0.27950504,0.2745383,23162.15,23201.752,-3.5,330.24960937500146,50.150390625,15:28,False,False,8580.0,14495.0,0.0,0.0,-715.0,-0.091982745,0.004904283,,,,,,295.25,0.05,,,,none,(quiet),,tradable,,,,,not closed in session
2024-12-05 11:59:00,2024-12-05 12:00:00,4,2024-12-05,PE,24900.0,0.021967793,ITM,209.0,0.55733335,cheap,543.29,550.576,-7.285985,-0.013233387,-0.070745565,-1.6961612,7.285985,0.013241948,0.070745565,1.6961612,0.23421706,0.30496264,24367.95,24358.967,18.049999999999272,172.00078125000073,72.39921875000073,12:00,False,True,525.0,775.0,0.0,0.0,-1625.0,1.9125404,-0.04589069,1.0,1.0,0.16451937,1.11,-5.6369257,543.29,1.11,-84.49,-263.74,-244.29,none,(quiet),,tradable,-107.85,-5671.85,-17323.1,-16058.85,model→market (spot/smile moved)
2025-04-17 12:18:00,2025-04-17 12:18:00,11,2025-04-17,CE,23650.0,-0.00037791277,ITM,191.0,0.5093333,cheap,48.95,56.2188,-7.268799,-0.12929481,-0.017182928,-4.811487,7.268799,0.15418474,0.017182928,4.811487,0.10451988,0.121702805,23651.45,23658.94,53.20000000000073,6.650781249998545,352.8992187500007,12:18,False,False,3.473325e+06,2.749425e+06,0.0,1.03305e+06,2.196825e+06,-0.8383762,-0.015200512,14.0,24.0,12.48607,45.95,42.269897,52.3,-13.1,-5.15,41.45,55.9,none,(quiet),,tradable,-1031.5,-514.75,2514.25,3453.5,market→model
2024-12-05 14:51:00,2024-12-05 14:51:00,1,2024-12-05,CE,24450.0,-0.007304411,ITM,38.0,0.101333335,rich,229.8,222.54324,7.256752,0.032608278,0.04486489,1.5817411,7.256752,0.032608278,0.04486489,1.5817411,0.6081343,0.56326944,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,241775.0,267175.0,0.0,0.0,-42675.0,2.7082772,0.02827515,1.0,2.0,-10.496947,38.95,42.660603,268.75,-69.35,-208.65,-68.45,-7.75,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-10-03 13:56:00,2024-10-03 14:10:00,18,2024-10-03,PE,25250.0,0.0001881472,ITM,79.0,0.21066667,cheap,28.4,35.635815,-7.235816,-0.20304897,-0.024899414,-1.8848039,7.235816,0.22226487,0.024899414,2.009632,0.089131646,0.11403106,25239.9,25245.25,-47.04999999999927,399.5496093750007,8.000390624998545,14:10,False,True,4.8865e+06,4.2373e+06,0.0,0.0,3.7991e+06,0.0,-0.024899414,35.0,50.0,-4.8283696,-18.1,-21.848677,21.85,0.8,4.7,5.8,-3.35,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-128.0,125.499985,197.00002,-397.75,model→market (spot/smile moved)
2025-04-17 11:41:00,2025-04-17 11:43:00,3,2025-04-17,PE,23550.0,-0.0024053766,OTM,226.0,0.6026667,rich,86.0,78.77223,7.2277656,0.09175525,0.016061315,2.371925,7.2277656,0.09175525,0.016061315,2.4719396,0.24368088,0.22761956,23604.65,23606.715,178.35000000000218,3.8996093749992724,306.1003906250007,11:43,True,False,1.579575e+06,1.83135e+06,0.0,0.0,3.068175e+06,-0.40699142,0.015158267,2.0,25.0,1.1932163,-4.41,-0.71410674,100.0,-14.0,-18.95,-31.55,-49.05,none,(quiet),,tradable,,,,,market→model
2026-02-03 09:18:00,2026-02-03 09:18:00,1,2026-02-10,PE,26100.0,0.011480356,ITM,2246.0,5.989333,rich,468.1,460.87234,7.22766,0.015682565,0.004925734,,7.22766,0.015682565,0.004925734,,0.18560147,0.18067575,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,48295.0,30745.0,0.0,0.0,67925.0,-0.86644894,0.00433715,2.0,3.0,10.986721,-58.45,-53.12994,450.0,-40.35,-19.25,-0.8,-27.0,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2024-12-05 11:00:00,2024-12-05 12:13:00,65,2024-12-05,CE,24800.0,0.0077156886,OTM,196.0,0.5226667,cheap,32.6,39.817703,-7.217705,-0.18126872,-0.020902982,0.50665134,7.217705,0.39036438,0.032629885,1.3902158,0.22372821,0.2446312,24597.85,24609.387,259.5499999999993,7.050390625001455,302.2996093750007,12:13,True,True,3.002475e+06,2.905975e+06,0.0,-139225.0,-556800.0,-0.6641964,-0.018936735,28.0,52.0,2.2495446,8.45,4.693684,10.4,-0.25,-0.55,-0.6,-1.35,none,(quiet),,tradable,-196.25,-215.75,-219.0,-267.75,market→model
2026-03-13 15:26:00,2026-03-13 15:28:00,3,2026-03-24,CE,22900.0,-0.013090911,ITM,2626.0,7.0026665,rich,595.1,587.89124,7.208752,0.01226205,0.004904283,0.8854429,7.208752,0.01226205,0.004904283,0.8854429,0.27944258,0.2745383,23162.15,23201.752,-3.5,330.24960937500146,50.150390625,15:28,False,False,65.0,715.0,0.0,0.0,-130.0,-0.091982745,0.0049667214,,,,,,592.0,3.1,,,,none,(quiet),,tradable,,,,,not closed in session
2025-04-03 09:52:00,2025-04-03 10:02:00,11,2025-04-03,PE,23250.0,0.00068941107,ITM,327.0,0.872,cheap,36.1,43.296547,-7.196547,-0.16621526,-0.013483909,-1.0096039,7.196547,0.17587732,0.013483909,1.0096039,0.050147373,0.06363128,23234.9,23233.977,9.30000000000291,45.89960937499927,89.10039062500073,10:02,False,True,3.554025e+06,4.1799e+06,0.0,0.0,3.2703e+06,1.4203528,-0.010811422,20.0,223.0,-5.309372,-19.4,-23.053917,40.0,-6.15,-1.3,-15.55,-23.8,high,US 'Liberation Day' reciprocal tariffs: 26-27% on India (announced 01:30 IST); Sensex -322,,tradable,-579.75,-264.5,-1190.75,-1727.0,model→market (spot/smile moved)
2025-05-28 09:16:00,2025-05-28 09:16:00,6,2025-05-29,PE,25000.0,0.0069213915,ITM,748.0,1.9946667,rich,305.5,298.3132,7.186799,0.024091456,0.008605803,,7.186799,0.024091456,0.008605803,,0.23540466,0.22679886,24810.7,24827.562,,47.150781249998545,45.69921875,09:16,False,True,207000.0,196500.0,0.0,0.0,0.0,-0.7021192,0.007767013,6.0,62.0,4.4562955,-23.11,-17.924078,311.55,-11.2,-29.16,18.45,-19.2,none,(quiet),,tradable,,,,,market→model
2025-05-15 12:07:00,2025-05-15 12:08:00,4,2025-05-15,CE,24800.0,0.0046666884,OTM,201.0,0.536,rich,63.0,55.82255,7.1774487,0.12857616,0.017289685,1.6794692,7.1774487,0.12857616,0.017289685,1.6794692,0.24459246,0.22730277,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,3.764625e+06,2.913e+06,0.0,0.0,272025.0,0.0,0.017289685,11.0,113.0,3.346231,-12.6,-8.83457,63.0,3.34,-19.75,-28.65,-17.25,none,(quiet),,tradable,,,,,market→model
2025-05-15 12:07:00,2025-05-15 12:08:00,3,2025-05-15,PE,24800.0,0.0046666884,ITM,201.0,0.536,rich,178.45,171.27255,7.1774487,0.04190659,0.017289685,1.2046685,7.1774487,0.043469135,0.017289685,1.2046685,0.24459246,0.22730277,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,430800.0,350475.0,0.0,0.0,24525.0,0.0,0.017289685,11.0,18.0,3.996887,-15.05,-11.28457,178.45,-8.4,21.4,28.55,-5.0,none,(quiet),,tradable,,,,,market→model
2024-10-03 12:34:00,2024-10-03 12:36:00,10,2024-10-03,CE,25300.0,-0.003962007,ITM,173.0,0.46133333,cheap,107.6,114.768776,-7.168775,-0.062462766,-0.025423115,-2.1396732,7.168775,0.062462766,0.025423115,2.1396732,0.08793532,0.11335844,25402.35,25400.438,15.69999999999709,237.10039062500073,33.64960937499927,12:36,True,False,608875.0,875200.0,0.0,-60650.0,459500.0,-1.4752878,-0.019686604,78.0,100.0,-25.198854,-93.9,-97.62636,101.0,6.6,4.65,-13.25,-22.7,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,249.0,122.25,-1041.25,-1655.5,model→market (spot/smile moved)
2024-12-05 12:08:00,2024-12-05 12:09:00,6,2024-12-05,PE,24800.0,0.011395802,ITM,200.0,0.53333336,cheap,304.14,311.30078,-7.1607895,-0.0230028,-0.024991356,-0.26962712,7.1607895,0.032685,0.024991356,0.38841262,0.24683489,0.27182624,24516.75,24518.988,173.09999999999854,29.849999999998545,221.20000000000073,12:09,True,True,137175.0,63025.0,0.0,0.0,8025.0,1.3814178,-0.019991143,7.0,26.0,-24.322454,-92.19,-95.98032,304.14,-21.79,-71.39,-64.04,-69.24,none,(quiet),,tradable,-1596.3501,-4820.35,-4342.6,-4680.6,model→market (spot/smile moved)
2025-04-17 11:30:00,2025-04-17 11:43:00,13,2025-04-17,PE,23450.0,-0.006660702,OTM,226.0,0.6026667,rich,53.95,46.792053,7.157947,0.15297356,0.018246867,4.5548058,7.157947,0.15297356,0.018246867,4.5729003,0.25236487,0.234118,23604.65,23606.715,178.35000000000218,3.8996093749992724,306.1003906250007,11:43,True,False,1.212825e+06,1.66875e+06,0.0,0.0,506550.0,0.8570538,0.020404078,25.0,64.0,6.2783957,-22.55,-18.958319,69.34,-3.0,-14.24,-20.79,-19.04,none,(quiet),,tradable,,,,,market→model
2025-04-07 09:21:00,2025-04-07 09:21:00,1,2025-04-17,CE,22750.0,0.026734784,OTM,2618.0,6.9813333,cheap,79.9,87.05502,-7.1550236,-0.08218967,-0.0067596813,,7.1550236,0.08218967,0.0067596813,,0.19125874,0.19801843,22064.75,22149.842,,38.20000000000073,321.09999999999854,09:21,False,False,2775.0,2700.0,0.0,2250.0,4725.0,7.055804,-0.013583888,1.0,1.0,0.33277413,2.15,-4.3108387,82.05,3.85,20.25,39.3,35.45,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,70.24999,1136.25,2374.5,2124.25,both
2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,CE,25600.0,-0.0064053456,ITM,372.0,0.992,cheap,243.0,250.15094,-7.150937,-0.028586488,-0.012241096,,7.150937,0.028586488,0.012241096,,0.2276291,0.23987019,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,3.7362e+06,1.43624e+06,0.0,0.0,0.0,-2.3180292,-0.008260376,2.0,5.0,3.3558779,13.6,9.547409,243.2,13.4,52.05,-10.8,-44.7,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,691.0,3203.25,-882.0,-3085.5,market→model
2024-11-14 10:26:00,2024-11-14 10:55:00,38,2024-11-14,PE,23550.0,9.768857e-05,ITM,274.0,0.73066664,cheap,35.0,42.144115,-7.144116,-0.16951634,-0.014129529,-0.6957305,7.144116,0.1786794,0.014129529,0.79241467,0.066903025,0.08103255,23561.65,23547.7,-33.5,114.24960937500146,61.000390624998545,10:55,False,False,2.99365e+06,2.4723e+06,0.0,-107750.0,2.454925e+06,0.0,-0.014129529,13.0,16.0,8.366029,36.65,32.269188,30.1,-0.4,-3.35,0.9,7.75,low,India open after overnight US data: US CPI,,tradable,-206.0,-397.75,-121.5,323.75,market→model
2024-11-14 10:20:00,2024-11-14 10:55:00,41,2024-11-14,CE,23550.0,9.768857e-05,OTM,274.0,0.73066664,cheap,32.7,39.844116,-7.144116,-0.17930166,-0.014129529,-0.6804351,7.144116,0.22283973,0.01421071,0.86376166,0.066903025,0.08103255,23561.65,23547.7,-33.5,114.24960937500146,61.000390624998545,10:55,False,False,1.594925e+06,1.3714e+06,0.0,1.124225e+06,3.0467e+06,0.0,-0.014129529,12.0,224.0,-4.4719205,-16.31,-19.957203,71.25,5.15,-3.25,-11.65,-32.8,low,India open after overnight US data: US CPI,,tradable,154.75,-391.25,-937.25,-2312.0,model→market (spot/smile moved)
2025-05-28 09:16:00,2025-05-28 09:19:00,6,2025-05-29,PE,25050.0,0.008702741,ITM,745.0,1.9866667,rich,331.1,323.96414,7.1358542,0.022026679,0.008869322,,7.1358542,0.022026679,0.008869322,,0.23167345,0.22280413,24815.75,24832.941,,42.099999999998545,50.75,09:19,False,False,7200.0,53100.0,0.0,0.0,10500.0,-3.2929342,0.0047863144,3.0,9.0,3.0992892,-15.8,-10.702057,344.7,-13.05,-29.4,19.5,-17.7,none,(quiet),,tradable,,,,,market→model
2026-04-01 14:43:00,2026-04-01 14:43:00,1,2026-04-13,CE,22850.0,0.0042010862,OTM,2671.0,7.122667,cheap,383.1,390.2327,-7.132699,-0.018278066,-0.0046906695,-2.000167,7.132699,0.018278066,0.0046906695,2.000167,0.28112385,0.2858145,22677.45,22754.207,-60.099999999998545,263.8507812499993,36.14921875000073,14:43,False,True,650.0,325.0,0.0,0.0,5005.0,-3.4607098,-0.0024182717,1.0,1.0,0.155105,0.85,-4.6301584,383.95,0.0,-11.65,-2.6,8.45,none,(quiet),,tradable,-180.0,-937.25,-349.0,369.25,model→market (spot/smile moved)
2024-10-24 09:51:00,2024-10-24 09:55:00,25,2024-10-24,PE,24350.0,-0.00083919184,OTM,334.0,0.89066666,cheap,31.2,38.299564,-7.099564,-0.18536931,-0.01250323,-1.5772153,7.099564,0.23646696,0.01250323,1.5772153,0.07029346,0.082796685,24383.35,24370.443,-39.75,97.30039062500146,42.14960937499927,09:55,False,True,3.215975e+06,3.904775e+06,0.0,0.0,4.3262e+06,1.412355,-0.010010628,13.0,39.0,-5.266804,-19.7,-23.440409,39.85,-4.15,-13.85,-25.3,-26.9,none,(quiet),,tradable,-449.75,-1080.25,-1824.5,-1928.5,model→market (spot/smile moved)
2024-12-05 11:30:00,2024-12-05 11:30:00,2,2024-12-05,CE,23900.0,-0.01822747,ITM,239.0,0.63733333,cheap,448.0,455.0941,-7.094089,-0.015588181,-0.03878676,-2.6489046,7.094089,0.015588181,0.03878676,2.6489046,0.24071531,0.27950206,24349.9,24339.63,9.150000000001455,190.04960937500073,54.35039062500073,11:30,False,False,1100.0,1775.0,0.0,0.0,-2450.0,-3.105954,-0.020404588,2.0,25.0,-1.1049489,-4.35,-8.286834,436.15,7.5,2.7,16.1,37.6,none,(quiet),,tradable,307.5,-4.499996,866.5,2264.0,model→market (spot/smile moved)
2024-12-05 11:48:00,2024-12-05 11:50:00,3,2024-12-05,CE,23900.0,-0.018054174,ITM,219.0,0.584,cheap,443.25,450.3422,-7.0921907,-0.015748449,-0.04127845,-2.4944875,7.0921907,0.015748449,0.04355304,2.6773052,0.24595527,0.28723374,24348.55,24335.414,3.0,191.39921875000073,53.00078125000073,11:50,False,False,700.0,4150.0,0.0,0.0,-550.0,-2.7952893,-0.023452915,5.0,5.0,2.000848,19.9,9.954217,454.95,-11.7,-3.45,53.25,285.6,none,(quiet),,tradable,-940.5,-404.25,3281.25,18384.0,market→model
2024-10-31 10:56:00,2024-10-31 11:23:00,84,2024-10-31,CE,24250.0,1.3103437e-05,OTM,246.0,0.656,cheap,22.7,29.75281,-7.05281,-0.23704685,-0.014291373,-0.66019267,7.05281,0.26099744,0.014291373,1.30492,0.046318457,0.06060983,24260.45,24249.682,15.600000000002183,112.00078125000073,26.149218750000728,11:23,False,False,2.6226e+06,1.981925e+06,0.0,0.0,4.22475e+06,-0.48238537,-0.013314067,52.0,61.0,-2.630581,-9.35,-12.904348,27.0,2.35,0.85,-5.85,-7.7,none,(quiet),,tradable,-27.250006,-124.75,-560.25,-680.5,model→market (spot/smile moved)
2024-12-05 12:06:00,2024-12-05 12:06:00,2,2024-12-05,CE,24050.0,-0.01807732,ITM,203.0,0.5413333,cheap,449.65,456.69052,-7.040518,-0.015416387,-0.037764773,-6.18108,7.040518,0.015416387,0.037764773,6.18108,0.27567035,0.31343514,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,8450.0,5550.0,0.0,0.0,-7650.0,-2.7992866,-0.02170901,1.0,1.0,2.5368016,22.25,13.479114,471.9,34.6,102.25,86.95,98.3,none,(quiet),,tradable,2069.0,6466.25,5471.75,6209.5,market→model
2026-03-13 15:03:00,2026-03-13 15:03:00,1,2026-03-24,PE,22400.0,-0.034863662,OTM,2651.0,7.0693336,rich,168.3,161.27914,7.0208564,0.043532327,0.005877555,1.0904268,7.0208564,0.043532327,0.005877555,1.0904268,0.30269596,0.2968184,23161.75,23194.719,-90.15000000000146,330.65000000000146,49.75,15:03,False,True,7150.0,12155.0,0.0,0.0,5070.0,-1.7964793,0.0043811845,1.0,5.0,-1.7453347,7.45,11.718522,175.75,-1.7,0.45,-7.95,,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-06-03 10:03:00,2025-06-03 10:03:00,1,2025-06-12,CE,24200.0,-0.01977797,ITM,2951.0,7.8693333,cheap,610.0,617.01917,-7.0191936,-0.011375973,-0.00491838,-0.41813675,7.0191936,0.011375973,0.00491838,0.41813675,0.18082924,0.18574762,24631.05,24683.39,-1.6000000000021828,214.04921874999854,29.750781250000728,10:03,False,False,75.0,75.0,0.0,150.0,-150.0,-3.422849,-0.0025181684,6.0,11.0,5.884452,20.8,17.26526,614.25,0.0,16.55,45.75,84.45,none,(quiet),,tradable,-180.0,895.74994,2793.75,5309.25,market→model
2025-05-28 11:17:00,2025-05-28 11:17:00,4,2025-06-05,PE,25200.0,0.015528893,ITM,2502.0,6.672,rich,531.15,524.1401,7.009923,0.0133741405,0.0049678097,1.0485817,7.009923,0.0133741405,0.0049678097,1.1038871,0.18390003,0.17893222,24781.9,24811.695,-4.649999999997817,82.349609375,44.85039062500073,11:17,False,False,675.0,600.0,0.0,0.0,0.0,-3.4457855,0.0025342887,1.0,6.0,0.67823285,-3.11,1.4754456,528.04,4.81,2.11,20.91,15.96,none,(quiet),,tradable,,,,,market→model
2025-05-27 14:22:00,2025-05-27 14:22:00,1,2025-05-29,PE,25000.0,0.00925228,ITM,817.0,2.1786666,rich,348.0,340.99365,7.0063357,0.02054682,0.008358955,2.3744721,7.0063357,0.02054682,0.008358955,2.3744721,0.2314093,0.22305034,24730.8,24769.76,-94.90000000000146,332.09921875000146,26.700781250001455,14:22,False,False,113700.0,118950.0,0.0,-89925.0,-256200.0,-3.4769402,0.004220215,11.0,,5.8195076,-25.75,-21.325228,344.05,-3.1,-4.25,-31.05,-59.85,none,(quiet),,tradable,,,,,market→model