ep_start,t,ep_minutes,exp,type,K,k,itm,mleft,dte_days,side,P,fair,res_px,res_pct,res_vol,z,max_abs_pts,max_abs_pct,max_abs_vol,max_abs_z,iv,fair_iv,S,F,ret30,dist_hi,dist_lo,tod,after_jump,before_jump,vol,vol_next,unch_run,doi1,doi15,parity_dev,res_vol_other,conv_half,conv_full,mkt_share,dP_conv,dFair_conv,first_entry,first_d1,first_d5,first_d15,first_d30,news_impact,news_headline,event_within_60m,tier,buyer_pnl_1m,buyer_pnl_5m,buyer_pnl_15m,buyer_pnl_30m,who_moved
2024-12-05 14:52:00,2024-12-05 14:52:00,1,2024-12-05,PE,25200.0,0.020295905,ITM,37.0,0.09866667,rich,509.45,506.3269,3.1230967,0.006168143,0.21860111,2.7563756,3.1230967,0.006168143,0.21860111,2.7563756,0.5463856,0.32778448,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,20875.0,6075.0,0.0,-6200.0,-3475.0,-2.4620464,0.110225216,2.0,2.0,-29.191092,101.4,104.873665,600.75,10.1,112.25,-102.55,-114.7,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:52:00,2024-12-05 14:52:00,1,2024-12-05,PE,25150.0,0.018309807,ITM,37.0,0.09866667,rich,458.1,456.42554,1.6744692,0.0036686582,0.124335304,0.8562631,1.6744692,0.0036686582,0.124335304,0.8562631,0.45781755,0.33348227,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,14800.0,7750.0,0.0,1500.0,-50.0,-1.1106791,0.06692348,2.0,2.0,-69.739365,103.65,105.136246,558.29,3.46,102.66,-111.64,-122.04,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 13:26:00,2025-05-15 13:32:00,5,2025-05-15,PE,25500.0,0.020684937,ITM,117.0,0.312,rich,524.2,522.03314,2.1668692,0.004150827,0.11368105,-0.73024756,2.1668692,0.004150827,0.11368105,1.1913064,0.29337606,0.17969501,24960.05,24977.951,249.54999999999927,17.099218750001455,465.6007812499993,13:32,True,False,5250.0,4350.0,0.0,0.0,8175.0,-1.589608,0.06566418,1.0,1.0,3.262334,-10.2,-7.0734043,626.15,-16.0,-101.95,-134.15,-201.15,none,(quiet),,tradable,,,,,market→model
2025-04-09 12:42:00,2025-04-09 12:42:00,1,2025-04-09,PE,23300.0,0.038468625,ITM,167.0,0.44533333,cheap,879.35,880.99255,-1.642541,-0.0018644211,-0.09937611,-1.6455349,1.642541,0.0018644211,0.09937611,1.6455349,0.3114935,0.4108696,22437.05,22420.701,13.399999999997817,31.649218750000728,83.80078125,12:42,False,False,600.0,825.0,0.0,1.3788e+06,-4350.0,0.45780402,-0.051417086,2.0,2.0,0.41893855,0.65,-0.9015402,880.15,-0.15,-3.75,6.7,7.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-189.75,-423.75,255.5,304.25,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 14:41:00,2024-12-05 14:41:00,1,2024-12-05,CE,23850.0,-0.03827086,ITM,48.0,0.128,cheap,930.95,932.0708,-1.1208267,-0.0012025124,-0.09481659,-1.4572289,1.1208267,0.0012025124,0.09481659,1.4572289,0.6540884,0.748905,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,475.0,450.0,0.0,0.0,165350.0,-0.16892065,-0.074543655,7.0,7.0,3.2538323,48.65,33.6984,937.05,0.0,42.55,-397.45,-63.05,none,(quiet),,tradable,-180.0,2585.75,-26014.25,-4278.25,market→model
2025-01-30 11:09:00,2025-01-30 11:12:00,2,2025-01-30,PE,24000.0,0.030633016,ITM,257.0,0.6853333,rich,725.75,723.9778,1.7722301,0.0024479069,0.086691365,2.1588664,1.7722301,0.0024479069,0.086691365,2.1588664,0.27161792,0.18492655,23281.35,23275.953,-5.25,29.800390625001455,142.14960937499927,11:12,True,False,350.0,350.0,0.0,0.0,-4275.0,-1.2684923,0.048605945,1.0,1.0,2.867565,-5.75,-3.7448144,725.0,-0.75,-5.0,20.0,45.0,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,tradable,,,,,market→model
2025-04-09 13:21:00,2025-04-09 13:21:00,1,2025-04-09,PE,23300.0,0.038981915,ITM,128.0,0.34133333,cheap,891.0,892.2856,-1.2855833,-0.0014407755,-0.08413291,-1.508859,1.2855833,0.0014407755,0.08413291,1.508859,0.3818557,0.4659886,22419.4,22409.197,-10.69999999999709,49.29960937500073,66.150390625,13:21,False,False,75.0,150.0,0.0,1.36815e+06,-1800.0,0.38325602,-0.046801295,1.0,2.0,4.4432144,3.3,2.5572944,894.3,0.6,-4.3,8.7,5.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-141.0,-459.5,385.5,190.49998,market→model
2025-05-15 13:40:00,2025-05-15 13:40:00,1,2025-05-15,PE,25450.0,0.017340142,ITM,109.0,0.29066667,rich,440.15,437.64572,2.504283,0.0057221693,0.08184236,-0.72691476,2.504283,0.0057221693,0.08184236,0.72691476,0.27102596,0.1891836,24993.8,25012.498,156.64999999999782,9.249218749999272,499.3507812499993,13:40,True,True,525.0,75.0,0.0,75.0,1500.0,-1.6769056,0.043813586,1.0,1.0,0.02471734,-0.25,9.864356,439.9,0.0,-47.05,-62.65,-94.25,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 13:14:00,2025-05-15 13:14:00,1,2025-05-15,PE,25500.0,0.024087984,ITM,135.0,0.36,rich,608.15,606.91064,1.2393304,0.0020420311,0.08130358,-1.4044905,1.2393304,0.0020420311,0.08130358,1.4044905,0.28811282,0.20680922,24886.3,24893.096,242.75,2.599218750001455,391.8507812499993,13:14,True,False,4875.0,9075.0,0.0,0.0,6825.0,-0.74563134,0.051755372,1.0,1.0,9.827802,-40.36,-36.253284,567.79,55.71,53.21,-27.79,-114.74,none,(quiet),,tradable,,,,,market→model
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
2025-04-09 14:12:00,2025-04-09 14:12:00,1,2025-04-09,PE,23050.0,0.02862033,ITM,77.0,0.20533334,cheap,650.5,651.4348,-0.93482894,-0.0014350306,-0.0810115,-1.7049904,0.93482894,0.0014350306,0.0810115,1.7049904,0.359301,0.4403125,22401.85,22399.652,-0.4000000000014552,66.85039062500073,48.599609375,14:12,False,False,75.0,1350.0,0.0,243750.0,-75.0,0.3169343,-0.041158438,4.0,4.0,0.9991234,1.7,-0.0014915846,650.5,0.0,0.75,-2.5,0.04,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-180.0,-131.25,-342.5,-177.4,market→model
2024-12-05 14:50:00,2024-12-05 14:51:00,2,2024-12-05,CE,23850.0,-0.03215041,ITM,38.0,0.101333335,cheap,779.85,780.844,-0.99401057,-0.0012729951,-0.08079943,-1.280638,0.99401057,0.0012729951,0.08079943,1.280638,0.6413111,0.72211057,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,2850.0,10075.0,0.0,0.0,-350.0,-0.27539834,-0.05254293,11.0,11.0,-4.0297146,-17.3,-21.593107,779.85,50.85,-164.25,39.95,102.05,none,(quiet),,tradable,3125.25,-10856.25,2416.75,6453.25,model→market (spot/smile moved)
2025-04-09 13:12:00,2025-04-09 13:12:00,1,2025-04-09,PE,23300.0,0.038694043,ITM,137.0,0.36533332,cheap,884.6,885.9295,-1.3295083,-0.0015006931,-0.077589475,-1.8528146,1.3295083,0.0015006931,0.077589475,1.8528146,0.37365815,0.45124763,22430.05,22415.648,-7.0,38.64921875000073,76.80078125,13:12,False,False,75.0,675.0,0.0,1.36905e+06,-2550.0,0.32696664,-0.048725806,1.0,1.0,1.1933287,3.0,0.48602378,887.6,-1.15,1.2,2.4,13.25,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-254.75,-102.0,-23.999994,681.25,market→model
2025-05-15 13:11:00,2025-05-15 13:11:00,1,2025-05-15,PE,25400.0,0.022130907,ITM,138.0,0.368,rich,557.29,555.9647,1.3252884,0.0023837637,0.07684827,-0.7606927,1.3252884,0.0023837637,0.07684827,0.7606927,0.26752678,0.1906785,24841.7,24844.049,167.0,15.200781250001455,347.2492187499993,13:11,True,True,900.0,150.0,0.0,0.0,525.0,-0.78664875,0.049200624,3.0,3.0,12.065221,-53.29,-48.873173,571.54,0.0,-71.54,-39.89,-181.84,none,(quiet),,tradable,,,,,market→model
2025-04-17 14:16:00,2025-04-17 14:16:00,1,2025-04-17,CE,23100.0,-0.030377544,ITM,73.0,0.19466667,cheap,712.8,713.88007,-1.0800639,-0.0015129487,-0.07618337,-2.7503517,1.0800639,0.0015129487,0.07618337,2.7503517,0.41350484,0.48968822,23814.35,23812.488,-14.400000000001455,57.250390624998545,515.7996093750007,14:16,True,False,2100.0,2775.0,0.0,-2625.0,-4800.0,-0.4064158,-0.03832952,1.0,1.0,4.952071,32.85,26.216412,745.65,-20.85,-11.0,4.85,-2.45,none,(quiet),,tradable,-1535.25,-895.0,135.25,-339.25,market→model
2025-06-26 14:41:00,2025-06-26 14:42:00,6,2025-06-26,PE,25700.0,0.00798707,ITM,47.0,0.12533334,rich,206.3,204.5259,1.7741102,0.008674257,0.071087,5.0515866,1.7741102,0.008674257,0.0759707,5.0515866,0.20396379,0.13287678,25493.1,25495.55,-0.5,36.400390625,233.19960937499854,14:42,False,False,66900.0,55950.0,0.0,0.0,-94500.0,-1.205804,0.038466293,2.0,10.0,16.957579,-15.6,-14.680058,206.3,-4.25,-2.9,-43.5,-53.6,none,(quiet),,tradable,,,,,market→model
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)
2025-06-26 14:56:00,2025-06-26 14:59:00,4,2025-06-26,PE,25700.0,0.006106086,ITM,30.0,0.08,rich,158.1,156.50337,1.5966208,0.0102018295,0.07473867,2.7778206,1.5966208,0.0102018295,0.07473867,2.7778206,0.20092648,0.12618782,25544.2,25543.55,34.400000000001455,3.6007812499992724,284.29921874999854,14:59,True,False,75375.0,155550.0,0.0,0.0,70350.0,-1.1046234,0.040253233,2.0,5.0,8.803483,-9.3,-8.2436,162.8,-4.4,-13.35,-10.1,-12.1,none,(quiet),,tradable,,,,,market→model
2024-12-05 14:52:00,2024-12-05 14:52:00,1,2024-12-05,PE,25050.0,0.014325738,ITM,37.0,0.09866667,rich,360.0,357.47073,2.529274,0.0070754713,0.0747289,2.4332855,2.529274,0.0070754713,0.0747289,2.4332855,0.42315492,0.348426,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,44400.0,18750.0,0.0,-8350.0,-27300.0,-1.458026,0.037969388,2.0,2.0,-34.830162,102.5,105.44285,442.2,20.3,116.09,-94.3,-104.7,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 15:04:00,2024-12-05 15:04:00,1,2024-12-05,CE,24400.0,-0.010682428,ITM,25.0,0.06666667,rich,266.0,263.40927,2.5907319,0.009835386,0.07444274,1.1963589,2.5907319,0.009835386,0.07444274,1.1963589,0.41383415,0.3393914,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,430275.0,361625.0,0.0,-163975.0,362175.0,1.4163218,0.039293993,3.0,6.0,8.267109,-13.2,-11.603312,283.1,-4.21,41.4,34.75,,none,(quiet),,tradable,,,,,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)
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
2025-04-09 12:00:00,2025-04-09 12:00:00,1,2025-04-09,PE,23300.0,0.03947781,ITM,209.0,0.55733335,cheap,902.0,903.2831,-1.2831091,-0.001420495,-0.07216778,-2.8377836,1.2831091,0.001420495,0.07216778,2.8377836,0.2944419,0.3666097,22413.0,22398.088,2.349999999998545,55.70000000000073,59.75,12:00,False,False,75.0,1425.0,0.0,0.0,-2850.0,0.34743103,-0.04092792,1.0,1.0,1.2631111,5.0,1.0415199,907.0,0.0,-13.85,-23.0,-17.45,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-180.0,-1080.25,-1675.0,-1314.25,market→model
2025-05-15 13:29:00,2025-05-15 13:33:00,3,2025-05-15,PE,25400.0,0.01646957,ITM,116.0,0.30933332,rich,417.15,415.16092,1.9890743,0.004791092,0.05993316,-0.6156075,1.9890743,0.004791092,0.07154163,0.7648301,0.24503262,0.18509947,24969.15,24985.1,233.3000000000029,7.999609375001455,474.7003906249993,13:33,True,False,1800.0,975.0,0.0,0.0,2100.0,-1.2285647,0.03249776,2.0,2.0,-4.0311246,15.3,19.095467,443.55,-19.0,-11.1,-93.65,-85.25,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
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 14:17:00,2025-04-17 14:17:00,1,2025-04-17,CE,23000.0,-0.03582218,ITM,72.0,0.192,cheap,839.25,840.1625,-0.91250306,-0.001086103,-0.06968106,-2.0457664,0.91250306,0.001086103,0.06968106,2.0457664,0.4956161,0.5652972,23835.45,23838.846,8.900000000001455,36.150781249998545,536.8992187500007,14:17,True,False,2550.0,2925.0,0.0,0.0,-41325.0,-0.25803137,-0.043781634,3.0,3.0,-1.3553425,-9.15,-15.901061,827.95,5.8,5.55,29.55,18.6,none,(quiet),,tradable,197.00002,180.75002,1740.75,1029.0,model→market (spot/smile moved)
2024-12-05 11:51:00,2024-12-05 11:51:00,1,2024-12-05,PE,25100.0,0.03033189,ITM,218.0,0.58133334,cheap,750.0,751.87115,-1.8711249,-0.0024886245,-0.0693815,-2.5601075,1.8711249,0.0024886245,0.0693815,2.5601075,0.22698027,0.29636177,24360.9,24350.1,14.30000000000291,179.04960937500073,65.35039062500073,11:51,False,False,75.0,300.0,0.0,7625.0,7625.0,0.5824498,-0.035143107,4.0,4.0,2.7908251,6.5,4.1709394,748.85,0.0,7.65,-158.85,-239.6,none,(quiet),,tradable,-180.0,317.25,-10505.25,-15754.0,market→model
2024-12-05 14:42:00,2024-12-05 14:42:00,1,2024-12-05,CE,23900.0,-0.037267715,ITM,47.0,0.12533334,cheap,908.1,908.90875,-0.80875814,-0.00088981225,-0.0686663,-1.2272214,0.80875814,0.00088981225,0.0686663,1.2272214,0.657324,0.7259903,24803.55,24807.504,71.59999999999854,54.19921875,508.0007812500007,14:42,True,False,4500.0,5150.0,0.0,0.0,-13900.0,0.12705992,-0.08475233,1.0,1.0,39.397907,25.8,25.145144,933.9,-9.2,-17.8,-349.8,-112.65,none,(quiet),,tradable,-778.0,-1337.0,-22917.0,-7502.25,market→model
2025-05-15 13:36:00,2025-05-15 13:36:00,1,2025-05-15,PE,25450.0,0.017362276,ITM,113.0,0.30133334,rich,439.45,438.1087,1.341285,0.0030615346,0.06765491,-0.7778704,1.341285,0.0030615346,0.06765491,0.7778704,0.24101482,0.17335992,24992.7,25011.943,219.60000000000218,1.05078125,498.2492187499993,13:36,True,False,1275.0,1725.0,0.0,0.0,2400.0,-0.6243165,0.04890317,5.0,5.0,-0.050271697,0.45,9.401359,464.5,0.0,-24.6,-96.1,-79.6,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-06-26 13:35:00,2025-06-26 13:35:00,4,2025-06-26,PE,25800.0,0.014714527,ITM,114.0,0.304,rich,378.7,376.9255,1.774486,0.0047077895,0.066755466,0.32937062,1.774486,0.004717698,0.06763378,0.32937062,0.21719962,0.15044415,25414.6,25423.145,28.5,36.95039062499927,154.69960937499854,13:35,False,False,1950.0,4725.0,0.0,0.0,-5850.0,-1.2210752,0.035686817,1.0,1.0,-1.1539876,4.25,7.932882,382.95,-11.0,-33.7,-69.1,-69.95,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 11:58:00,2024-12-05 11:58:00,1,2024-12-05,PE,24950.0,0.024465825,ITM,211.0,0.56266665,cheap,604.25,609.16406,-4.9140854,-0.008066932,-0.067276746,-1.8958857,4.9140854,0.008066932,0.067276746,1.8958857,0.23502432,0.30230108,24359.85,24346.984,6.099999999998545,180.10039062500073,64.29960937500073,11:58,False,True,200.0,50.0,0.0,33600.0,33600.0,1.1742687,-0.044371266,4.0,4.0,-2.3547328,-17.25,-24.575672,596.85,-5.5,-45.65,-236.6,-255.95,none,(quiet),,tradable,-537.5,-3147.25,-15559.0,-16816.75,model→market (spot/smile moved)
2024-12-05 12:07:00,2024-12-05 12:10:00,2,2024-12-05,CE,23900.0,-0.026670426,ITM,199.0,0.53066665,cheap,648.0,652.9227,-4.922744,-0.0075395503,-0.06368045,-4.2848873,4.922744,0.007918942,0.06368045,4.2848873,0.27884412,0.34252456,24539.1,24546.0,205.29999999999927,7.500390624998545,243.54960937500073,12:10,True,True,11175.0,14675.0,0.0,-12925.0,-15550.0,-1.9072025,-0.033374906,2.0,2.0,12.393921,74.1,68.12126,649.35,-24.35,60.95,62.55,61.65,none,(quiet),,tradable,-1762.75,3781.75,3885.75,3827.25,market→model
2024-12-05 12:03:00,2024-12-05 12:07:00,3,2024-12-05,PE,24950.0,0.018115574,ITM,202.0,0.53866667,cheap,451.3,457.94296,-6.642977,-0.014506123,-0.05341613,-1.4583508,6.642977,0.014506123,0.06294398,1.759358,0.2165532,0.2699693,24500.9,24502.086,164.0,39.04960937500073,205.35039062500073,12:07,True,True,1425.0,1450.0,0.0,-700.0,32450.0,2.6495147,-0.0283317,2.0,4.0,-2.5587585,-12.6,-17.524263,551.2,-43.8,-112.5,-231.2,-211.85,none,(quiet),,tradable,-3027.0,-7492.5,-15208.0,-13950.25,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
2026-02-03 14:14:00,2026-02-03 14:14:00,1,2026-02-03,CE,24800.0,-0.038743842,ITM,75.0,0.2,cheap,980.0,980.65576,-0.6557638,-0.0006686993,-0.06255474,-1.4471068,0.6557638,0.0006686993,0.06255474,1.4471068,0.5029651,0.56551987,25775.15,25779.703,-25.649999999997817,566.0496093750007,133.85039062500073,14:14,False,False,585.0,260.0,0.0,0.0,-6370.0,-0.16072215,-0.042088285,1.0,1.0,-2.0227761,-6.0,-8.96622,974.0,-1.0,-4.0,21.0,-16.5,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,-245.0,-440.0,1185.0,-1252.5,model→market (spot/smile moved)
2025-04-09 11:54:00,2025-04-09 11:54:00,1,2025-04-09,PE,23300.0,0.039053127,ITM,215.0,0.5733333,cheap,892.55,893.7571,-1.2070997,-0.0013505903,-0.062416308,-2.602974,1.2070997,0.0013505903,0.062416308,2.602974,0.29533678,0.3577531,22422.65,22407.602,26.0,46.04960937500073,69.400390625,11:54,False,False,225.0,75.0,0.0,0.0,-11325.0,0.33128965,-0.036670007,4.0,4.0,2.0252957,7.95,4.0246477,894.2,4.55,7.8,-3.05,-4.2,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,115.750015,327.0,-378.25,-453.0,market→model
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
2024-12-05 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)
2025-04-09 14:14:00,2025-04-09 14:14:00,1,2025-04-09,PE,23000.0,0.026466535,ITM,75.0,0.2,cheap,601.0,601.7969,-0.79685163,-0.0013241207,-0.060510706,-2.2987244,0.79685163,0.0013241207,0.060510706,2.2987244,0.35445562,0.41496632,22402.25,22399.254,-0.4500000000007276,66.45000000000073,49.0,14:14,False,False,375.0,1350.0,0.0,0.0,-7425.0,0.26779085,-0.03335765,2.0,2.0,0.63925534,0.79,-0.4458129,601.35,0.44,-0.7,-1.56,-2.31,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-151.4,-225.5,-281.4,-330.15,both
2025-05-15 14:31:00,2025-05-15 14:31:00,1,2025-05-15,PE,25450.0,0.014886251,ITM,58.0,0.15466666,rich,377.55,376.31876,1.2312516,0.0032718317,0.05933733,-0.037808776,1.2312516,0.0032718317,0.05933733,0.037808776,0.29796797,0.23863064,25068.6,25073.951,6.799999999999272,47.650390625,574.1496093749993,14:31,True,False,2700.0,975.0,0.0,300.0,-150.0,-0.71426433,0.03288316,1.0,1.0,1.728555,-7.3,-3.0768192,370.25,6.8,-2.35,10.8,17.8,none,(quiet),,tradable,,,,,market→model
2024-11-14 13:36:00,2024-11-14 13:36:00,1,2024-11-14,PE,24300.0,0.03191804,ITM,113.0,0.30133334,cheap,763.55,764.3721,-0.82209474,-0.0010755165,-0.05915973,-3.4016457,0.82209474,0.0010755165,0.05915973,3.4016457,0.33583176,0.3949915,23538.8,23536.639,-2.4500000000007276,137.09921875000146,52.700781250001455,13:36,False,False,400.0,375.0,0.0,0.0,-800.0,0.2490386,-0.03406664,1.0,1.0,-0.019603504,-0.05,-2.6005645,763.5,-0.75,15.0,17.95,7.3,low,India open after overnight US data: US CPI,,tradable,-228.75,795.0,986.75,294.5,model→market (spot/smile moved)
2024-12-05 14:44:00,2024-12-05 14:45:00,3,2024-12-05,CE,24500.0,-0.012652162,ITM,44.0,0.11733333,rich,317.45,314.32254,3.1274703,0.009949877,0.058622938,3.659503,3.1274703,0.009949877,0.058622938,3.659503,0.3822361,0.32361317,24801.75,24811.947,63.099999999998545,56.0,506.2000000000007,14:45,False,True,142575.0,84575.0,0.0,0.0,-245225.0,1.5627139,0.0326379,3.0,5.0,-0.25119385,0.55,2.7395442,317.45,8.69,-54.56,-253.75,-91.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 11:26:00,2024-12-05 11:26:00,1,2024-12-05,PE,24900.0,0.022674162,ITM,243.0,0.648,cheap,560.1,565.57294,-5.4729214,-0.009676774,-0.057316743,-2.8190546,5.4729214,0.009676774,0.057316743,2.8190546,0.21718866,0.2745054,24357.25,24341.766,-47.04999999999927,182.70000000000073,61.70000000000073,11:26,False,False,675.0,300.0,0.0,0.0,-3950.0,1.5366215,-0.036151227,4.0,4.0,1.5040258,6.69,2.241938,569.65,-9.15,3.1,11.55,-14.25,none,(quiet),,tradable,-774.75,21.499992,570.75,-1106.25,market→model
2024-12-05 11:44:00,2024-12-05 11:44:00,1,2024-12-05,PE,25000.0,0.026831158,ITM,225.0,0.6,cheap,662.65,665.7684,-3.118343,-0.004683826,-0.057242494,-1.8700335,3.118343,0.004683826,0.057242494,1.8700335,0.23423514,0.29147762,24351.6,24338.14,-16.450000000000728,188.35039062500073,56.04960937500073,11:44,False,False,875.0,1350.0,0.0,0.0,-1500.0,0.9030112,-0.034315806,4.0,4.0,1.259969,7.45,1.5371563,665.1,-7.0,1.45,-19.95,-299.55,none,(quiet),,tradable,-635.0,-85.75,-1476.75,-19650.75,market→model
2025-06-26 13:16:00,2025-06-26 13:19:00,2,2025-06-26,PE,25800.0,0.013733414,ITM,130.0,0.34666666,rich,353.75,351.98895,1.7610558,0.0050031566,0.05724103,0.57637,1.7610558,0.0050031566,0.05724103,0.57637,0.1920945,0.13485348,25430.9,25448.1,52.60000000000218,7.449609374998545,171.00039062499854,13:19,True,False,5775.0,5925.0,0.0,10350.0,11775.0,-1.1780188,0.030941473,3.0,4.0,-6.868598,8.7,9.966634,372.05,-4.05,-9.6,9.6,-49.3,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-06-26 13:50:00,2025-06-26 13:50:00,1,2025-06-26,PE,25850.0,0.014610999,ITM,99.0,0.264,rich,376.05,375.00214,1.0478522,0.0027942562,0.057201218,-1.2227062,1.0478522,0.0027942562,0.057201218,1.2227062,0.21411824,0.15691704,25463.3,25475.05,20.049999999999272,12.099218750001455,203.40078124999854,13:50,False,False,2700.0,2775.0,0.0,0.0,-300.0,-0.62434196,0.03498092,1.0,1.0,8.658177,-14.25,-12.604157,361.8,-0.8,4.95,-4.45,-25.2,none,(quiet),,tradable,,,,,market→model
2025-01-02 14:52:00,2025-01-02 14:52:00,1,2025-01-02,PE,24400.0,0.007829791,ITM,37.0,0.09866667,cheap,190.45,191.64368,-1.1936831,-0.0062286593,-0.057038747,-1.8582484,1.1936831,0.0062286593,0.057038747,1.8582484,0.15838088,0.21541962,24205.3,24209.7,26.799999999999272,3.9992187499992724,453.7507812500007,14:52,False,False,103800.0,46275.0,0.0,84450.0,130725.0,0.34660155,-0.031276274,3.0,9.0,-23.976126,-16.5,-17.188185,191.8,-3.4,-11.8,17.85,18.15,none,(quiet),,tradable,-401.0,-947.0,980.25,999.75,model→market (spot/smile moved)
2025-01-30 11:16:00,2025-01-30 11:16:00,1,2025-01-30,PE,24000.0,0.02988563,ITM,253.0,0.67466664,rich,707.1,706.5588,0.54123807,0.0007660199,0.057008218,0.7594081,0.54123807,0.0007660199,0.057008218,0.7594081,0.23103909,0.17403087,23298.3,23293.357,5.599999999998545,12.849218750001455,159.10078124999927,11:16,False,True,850.0,3325.0,0.0,-550.0,-2675.0,-0.06646159,0.053769477,1.0,1.0,-5.2292714,17.9,21.323038,725.0,5.0,15.0,35.0,7.65,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:40:00,2024-12-05 14:41:00,2,2024-12-05,CE,24450.0,-0.013424862,ITM,48.0,0.128,rich,339.75,335.48877,4.2612453,0.012701604,0.056948166,3.3420708,4.2612453,0.012701604,0.056948166,3.3420708,0.43323568,0.37628752,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,57175.0,36050.0,0.0,0.0,-224400.0,1.9604294,0.03286135,7.0,12.0,-12.037394,28.7,31.084236,339.75,24.0,36.0,-255.25,-64.36,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:55:00,2024-12-05 14:55:00,1,2024-12-05,CE,23900.0,-0.028945625,ITM,34.0,0.09066667,cheap,702.95,703.83813,-0.8881407,-0.0012618536,-0.056825414,-1.110897,0.8881407,0.0012618536,0.056825414,1.110897,0.658775,0.7156004,24625.3,24601.91,-135.04999999999927,232.44921875,329.7507812500007,14:55,True,True,7625.0,7800.0,0.0,-175.0,-8175.0,-0.192879,-0.042319927,1.0,1.0,-40.23699,-130.75,-133.9995,572.2,-86.65,93.75,251.0,238.05,none,(quiet),,tradable,-5812.25,5913.75,16135.0,15293.25,model→market (spot/smile moved)
2024-12-05 11:36:00,2024-12-05 11:36:00,2,2024-12-05,PE,25000.0,0.027340876,ITM,233.0,0.62133336,cheap,674.95,677.89355,-2.9435563,-0.00434221,-0.056820463,-2.393397,2.9435563,0.00434221,0.056820463,2.393397,0.23073243,0.2875529,24341.25,24325.738,-23.900000000001455,198.70000000000073,45.70000000000073,11:36,False,False,325.0,1050.0,0.0,0.0,-4425.0,0.8995624,-0.032803725,1.0,12.0,3.2058551,4.8,3.3027396,679.75,-6.05,-1.1,-26.0,-178.55,none,(quiet),,tradable,-573.25,-251.5,-1870.0,-11785.75,market→model
2025-04-17 12:13:00,2025-04-17 12:13:00,1,2025-04-17,PE,24200.0,0.023558713,ITM,196.0,0.5226667,rich,565.0,563.56195,1.4380192,0.002551661,0.05680002,-0.67624956,1.4380192,0.002551661,0.05680002,0.67624956,0.24365583,0.18685581,23633.95,23636.543,29.299999999999272,14.100781249999272,335.3992187500007,12:13,False,False,900.0,75.0,0.0,0.0,2250.0,-0.96026003,0.02914922,1.0,1.0,0.78938705,-4.75,1.267327,560.25,9.75,-12.65,-48.3,-80.25,none,(quiet),,tradable,,,,,market→model
2025-06-26 14:38:00,2025-06-26 14:38:00,1,2025-06-26,PE,25750.0,0.009485554,ITM,51.0,0.136,rich,244.35,243.20642,1.1435814,0.004702102,0.056516197,1.2381232,1.1435814,0.004702102,0.056516197,1.2381232,0.21079484,0.15427864,25505.05,25506.902,18.700000000000728,24.44921875,245.15078124999854,14:38,False,False,6000.0,15675.0,0.0,0.0,-21150.0,-0.7094125,0.031789344,1.0,1.0,-3.5398276,3.15,4.039874,247.5,2.25,-7.2,-7.6,-46.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 13:52:00,2025-05-15 13:52:00,1,2025-05-15,PE,25650.0,0.022388814,ITM,97.0,0.25866666,rich,569.0,568.0665,0.9334856,0.0016432682,0.05631897,-0.87390614,0.9334856,0.0016432682,0.05631897,0.87390614,0.31335035,0.25703138,25065.1,25082.107,202.39999999999782,11.250390624998545,570.6496093749993,13:52,False,False,825.0,375.0,0.0,-75.0,1275.0,-0.5417051,0.031682298,3.0,3.0,-0.3663172,0.5,1.8649372,576.9,0.0,-7.4,-2.15,-13.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 11:57:00,2024-12-05 11:57:00,1,2024-12-05,PE,25000.0,0.026588395,ITM,212.0,0.5653333,cheap,657.0,660.2809,-3.280891,-0.004968932,-0.05596639,-1.2967298,3.280891,0.004968932,0.05596639,1.2967298,0.24714091,0.30310732,24355.8,24344.049,5.299999999999272,184.14921875000073,60.25078125000073,11:57,False,False,50.0,825.0,0.0,0.0,2900.0,0.55093396,-0.04237487,3.0,3.0,-4.665248,-11.85,-14.390058,650.15,-4.2,-28.15,-253.9,-263.0,none,(quiet),,tradable,-453.0,-2009.75,-16683.5,-17275.0,model→market (spot/smile moved)
2024-10-03 14:30:00,2024-10-03 14:31:00,2,2024-10-03,PE,25650.0,0.015190718,ITM,58.0,0.15466666,rich,388.8,387.25113,1.5488781,0.0039996738,0.055528432,1.8432935,1.5488781,0.0039996738,0.055528432,1.8432935,0.31949848,0.26397005,25261.7,25263.303,-6.149999999997817,377.7507812500007,31.399218750000728,14:31,False,False,2700.0,17900.0,0.0,-4075.0,-14100.0,-0.9188189,0.028338237,1.0,1.0,4.901681,-9.8,-7.800686,388.8,-9.8,-1.3,4.7,4.2,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2024-11-14 13:30:00,2024-11-14 13:30:00,1,2024-11-14,PE,24400.0,0.035703223,ITM,119.0,0.31733334,cheap,856.1,856.9781,-0.87810427,-0.0010246519,-0.05545839,-1.8758844,0.87810427,0.0010246519,0.05545839,1.8758844,0.37766817,0.43312657,23552.55,23544.209,11.849999999998545,123.34921875000146,66.45078125000146,13:30,False,False,1775.0,50.0,0.0,831475.0,831475.0,0.26724082,-0.03313599,7.0,7.0,1.972824,9.95,4.9064684,856.05,9.95,4.9,17.6,11.25,low,India open after overnight US data: US CPI,,tradable,466.75,138.5,964.0,551.25,market→model
2025-04-17 14:43:00,2025-04-17 14:43:00,1,2025-04-17,CE,23450.0,-0.016972363,ITM,46.0,0.122666664,rich,403.3,402.05444,1.2455617,0.0030979929,0.05543522,0.048659317,1.2455617,0.0030979929,0.05543522,0.048659317,0.39177734,0.33634213,23857.9,23851.398,-8.5,13.699609374998545,559.3503906250007,14:43,False,False,3525.0,10350.0,0.0,-9900.0,-43425.0,0.7127247,0.028379854,14.0,14.0,-0.56278306,0.75,2.0826628,407.0,-2.95,-1.3,-3.15,-5.35,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 12:02:00,2024-12-05 12:02:00,1,2024-12-05,CE,23850.0,-0.021675777,ITM,207.0,0.552,cheap,525.6,531.4373,-5.83731,-0.0109840045,-0.05539709,-1.8762475,5.83731,0.0109840045,0.05539709,1.8762475,0.24411754,0.29951462,24377.2,24372.611,29.950000000000728,162.75078125000073,81.64921875000073,12:02,False,True,575.0,75.0,0.0,0.0,-100.0,-1.8832569,-0.033634894,5.0,5.0,15.743911,135.05,126.472084,529.75,17.85,170.25,269.9,248.6,none,(quiet),,tradable,980.25,10886.25,17363.5,15979.0,market→model
2025-05-15 13:53:00,2025-05-15 13:53:00,1,2025-05-15,CE,24100.0,-0.03968958,ITM,96.0,0.256,cheap,976.4,977.3868,-0.98676616,-0.0010095964,-0.055273164,-1.2639632,0.98676616,0.0010095964,0.055273164,1.2639632,0.49212086,0.54739404,25060.45,25075.754,185.0,15.900781249998545,565.9992187499993,13:53,False,False,3300.0,900.0,0.0,0.0,-4725.0,0.0030271877,-0.055511456,1.0,1.0,1.4480801,3.6,1.1139495,980.0,-2.0,3.0,-8.85,9.2,none,(quiet),,tradable,-310.0,15.0,-755.25,418.0,market→model
2024-12-05 14:50:00,2024-12-05 14:50:00,1,2024-12-05,CE,24050.0,-0.02897098,ITM,39.0,0.104,cheap,707.7,708.4746,-0.7745841,-0.0010933125,-0.055168197,-1.243836,0.7745841,0.0010933125,0.055168197,1.243836,0.591979,0.6471472,24752.55,24756.943,-13.25,105.19921875,457.0007812500007,14:50,True,True,6950.0,36650.0,0.0,0.0,-27550.0,-0.073164195,-0.048643623,1.0,1.0,-65.03997,-122.55,-124.43423,585.15,37.95,-165.75,38.2,80.1,none,(quiet),,tradable,2286.75,-10953.75,2303.0,5026.5,model→market (spot/smile moved)
2024-12-05 14:45:00,2024-12-05 14:45:00,1,2024-12-05,CE,24450.0,-0.014695063,ITM,44.0,0.11733333,rich,366.2,363.85135,2.3486416,0.006454948,0.05500869,2.769687,2.3486416,0.006454948,0.05500869,2.769687,0.40783086,0.35282215,24801.75,24811.947,63.099999999998545,56.0,506.2000000000007,14:45,False,True,22375.0,12725.0,0.0,0.0,-176875.0,1.0642811,0.033130065,8.0,8.0,16.20555,-166.8,-156.50723,375.75,10.15,-145.95,-240.0,-101.9,none,(quiet),,tradable,,,,,market→model
2024-12-05 14:39:00,2024-12-05 14:39:00,1,2024-12-05,CE,24500.0,-0.013061227,ITM,50.0,0.13333334,rich,331.45,327.1755,4.274506,0.0130648725,0.054977864,3.9278324,4.274506,0.0130648725,0.054977864,3.9278324,0.41623077,0.3612529,24813.1,24822.1,157.64999999999782,44.650390625,517.5496093750007,14:39,True,False,298250.0,290250.0,0.0,0.0,-207625.0,2.2626739,0.027950022,9.0,9.0,4.031074,-13.45,-10.1134205,301.35,-9.9,16.1,-161.35,-75.85,none,(quiet),,tradable,,,,,market→model
2025-04-17 14:19:00,2025-04-17 14:19:00,1,2025-04-17,CE,23600.0,-0.009847511,ITM,70.0,0.18666667,rich,238.35,234.84818,3.501828,0.014911029,0.054897614,2.2429543,3.501828,0.014911029,0.054897614,2.2429543,0.24413958,0.18924198,23828.0,23833.549,-12.349999999998545,43.599999999998545,529.4500000000007,14:19,False,False,115950.0,161400.0,0.0,-48450.0,-442725.0,2.0108268,0.028190022,6.0,6.0,-1.0675339,3.1,6.003889,227.4,10.5,14.05,29.45,27.85,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,CE,24200.0,-0.007806219,ITM,32.0,0.08533333,cheap,204.65,210.83759,-6.187591,-0.029347666,-0.054806344,-1.1183244,6.187591,0.029347666,0.054806344,1.1183244,0.4167895,0.47159582,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,164025.0,133925.0,0.0,0.0,-50375.0,-2.6954567,-0.030163528,1.0,1.0,18.67839,90.1,85.276245,294.75,10.8,129.15,228.45,213.25,none,(quiet),,tradable,522.0,8214.75,14669.25,13681.25,market→model
2025-05-15 14:59:00,2025-05-15 14:59:00,1,2025-05-15,PE,25250.0,0.0071880617,ITM,30.0,0.08,rich,181.9,180.96236,0.9376369,0.0051813917,0.054780394,1.875241,0.9376369,0.0051813917,0.054780394,1.875241,0.21244515,0.15766476,25064.4,25069.152,-41.04999999999927,51.849609375,569.9503906249993,14:59,False,False,44550.0,139200.0,0.0,0.0,-23400.0,-0.555534,0.031449802,2.0,2.0,-13.057149,16.3,17.548359,194.0,4.2,-27.35,-4.4,,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
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
2024-12-05 12:15:00,2024-12-05 12:15:00,1,2024-12-05,CE,23900.0,-0.030448256,ITM,194.0,0.5173333,cheap,740.9,744.44916,-3.5491683,-0.004767509,-0.054638494,-3.122816,3.5491683,0.004767509,0.054638494,3.122816,0.31623176,0.37087026,24631.3,24638.906,282.5499999999993,0.44921875,335.7507812500007,12:15,True,False,7600.0,1875.0,0.0,0.0,-2500.0,-1.1024421,-0.033797167,2.0,2.0,0.625052,10.55,-6.328597,743.45,8.0,-23.25,-3.45,-56.3,none,(quiet),,tradable,340.0,-1691.25,-404.25,-3839.5,both
2024-12-05 11:42:00,2024-12-05 11:42:00,1,2024-12-05,CE,23800.0,-0.021768866,ITM,227.0,0.6053333,cheap,526.35,532.016,-5.665973,-0.010650006,-0.054430846,-1.7525264,5.665973,0.010650006,0.054430846,1.7525264,0.228506,0.28293684,24337.15,24323.78,-28.75,202.79960937500073,41.60039062500073,11:42,False,False,275.0,225.0,0.0,0.0,-250.0,-2.29421,-0.028056141,1.0,1.0,0.9510247,5.19,-0.26727137,531.54,10.96,8.21,19.71,276.46,none,(quiet),,tradable,532.4,353.65,1101.1499,17789.9,market→model
2025-04-24 13:57:00,2025-04-24 13:57:00,1,2025-04-24,CE,23300.0,-0.039950885,ITM,92.0,0.24533333,rich,950.3,949.86035,0.4396718,0.00046288047,0.054202393,-0.27154908,0.4396718,0.00046288047,0.054202393,0.27154908,0.50343084,0.44922844,24248.45,24249.7,-7.5,99.40078124999854,8.999218749999272,13:57,False,False,675.0,2325.0,0.0,0.0,-78300.0,0.1536495,0.039713826,1.0,1.0,-0.51674396,0.25,0.73379856,950.55,0.05,2.6,1.9,5.25,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-01-30 10:42:00,2025-01-30 10:45:00,2,2025-01-30,PE,24000.0,0.029561464,ITM,284.0,0.75733334,rich,699.95,699.0421,0.9079052,0.0012987847,0.05400279,2.6593347,0.9079052,0.0012987847,0.05400279,2.6593347,0.23070113,0.17669834,23296.4,23300.908,17.650000000001455,14.749609375001455,157.20039062499927,10:45,False,False,1500.0,325.0,0.0,0.0,-17475.0,-0.43079385,0.038541406,1.0,1.0,-3.1792867,3.15,4.140788,694.7,5.3,1.7,50.3,25.3,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,tradable,,,,,model→market (spot/smile moved)
2025-04-17 14:42:00,2025-04-17 14:42:00,1,2025-04-17,CE,23550.0,-0.012727519,ITM,47.0,0.12533334,rich,303.85,302.29907,1.5509363,0.0051304703,0.05376371,0.21910872,1.5509363,0.0051304703,0.05376371,0.21910872,0.3125907,0.258827,23856.7,23851.648,-8.200000000000728,14.900781249998545,558.1492187500007,14:42,False,False,15225.0,6750.0,0.0,0.0,-59475.0,0.76011807,0.03223302,19.0,19.0,,0.15,,303.95,3.9,-4.6,-0.15,-1.75,none,(quiet),,tradable,,,,,both
2025-04-17 14:43:00,2025-04-17 14:43:00,1,2025-04-17,CE,23600.0,-0.010596146,ITM,46.0,0.122666664,rich,253.7,251.98886,1.7111315,0.0067905043,0.05375589,0.5147871,1.7111315,0.0067905043,0.05375589,0.5147871,0.2741088,0.22035292,23857.9,23851.398,-8.5,13.699609374998545,559.3503906250007,14:43,False,False,39075.0,103725.0,0.0,-24900.0,-134250.0,0.9584968,0.029061541,3.0,3.0,12.375976,-17.85,-16.40769,257.14,-2.84,-3.34,-3.04,-5.14,none,(quiet),,tradable,,,,,market→model
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
2025-06-26 15:02:00,2025-06-26 15:02:00,1,2025-06-26,PE,25650.0,0.0038455904,ITM,27.0,0.072,rich,99.4,98.46421,0.935792,0.0095038805,0.053694166,2.0330272,0.935792,0.0095038805,0.053694166,2.0330272,0.13110945,0.07741527,25547.95,25551.55,41.04999999999927,5.05078125,288.04921874999854,15:02,False,False,440700.0,252750.0,0.0,0.0,281625.0,-0.35166296,0.043271076,2.0,5.0,6.5151153,-3.15,-2.666509,102.3,-6.05,0.2,2.2,,none,(quiet),,tradable,,,,,market→model
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 15:02:00,2024-12-05 15:02:00,1,2024-12-05,PE,24850.0,0.009780057,ITM,27.0,0.072,rich,245.4,243.38387,2.0161343,0.008283762,0.053325962,5.102548,2.0161343,0.008283762,0.053325962,5.102548,0.3625209,0.30919492,24622.2,24608.15,-201.45000000000073,235.55078125,326.6492187500007,15:02,True,True,252075.0,111100.0,0.0,0.0,-2.001525e+06,-1.0548776,0.028541166,1.0,1.0,5.9719415,-15.95,-13.279177,229.45,-36.3,-78.1,-96.76,,none,(quiet),,tradable,,,,,market→model
2025-05-15 14:29:00,2025-05-15 14:29:00,1,2025-05-15,CE,24600.0,-0.020475935,ITM,60.0,0.16,rich,511.55,509.96317,1.5868334,0.0031116628,0.05321276,0.2776555,1.5868334,0.0031116628,0.05321276,0.2776555,0.4203531,0.36714035,25105.45,25108.9,28.799999999999272,10.80078125,610.9992187499993,14:29,False,True,17550.0,41400.0,0.0,0.0,-84150.0,0.8684443,0.027889134,1.0,17.0,15.331494,-16.55,-15.470523,495.0,-18.2,-18.25,-8.95,-38.15,none,(quiet),,tradable,,,,,market→model
2025-04-09 12:29:00,2025-04-09 12:29:00,1,2025-04-09,PE,23300.0,0.0390449,ITM,180.0,0.48,cheap,892.55,893.6222,-1.0721742,-0.001199807,-0.05318268,-1.2250971,1.0721742,0.001199807,0.05318268,1.2250971,0.33877003,0.39195272,22421.0,22407.785,6.150000000001455,47.70000000000073,67.75,12:29,False,False,75.0,1500.0,0.0,1.3827e+06,1.3827e+06,0.26612982,-0.034971174,1.0,1.0,2.0699353,3.1,1.6023686,895.65,-6.1,-21.55,-16.65,-5.3,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-576.5,-1580.75,-1262.25,-524.5,market→model
2026-03-24 13:22:00,2026-03-24 13:22:00,1,2026-03-24,PE,23800.0,0.033687107,ITM,127.0,0.33866668,rich,789.2,788.5543,0.6456917,0.0008188297,0.053004608,-1.3352312,0.6456917,0.0008188297,0.053004608,1.3352312,0.3810676,0.32806298,23011.8,23011.602,-13.200000000000728,14.299218749998545,387.6007812499993,13:22,True,False,195.0,520.0,0.0,0.0,-585.0,-0.35915664,0.029981434,1.0,1.0,-1.2357863,1.15,2.0805817,790.35,8.65,-4.25,-12.2,29.65,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-04-17 14:26:00,2025-04-17 14:26:00,1,2025-04-17,CE,22950.0,-0.038443137,ITM,63.0,0.168,cheap,900.0,900.64246,-0.64244425,-0.0007133178,-0.052951917,-1.0796504,0.64244425,0.0007133178,0.052951917,1.0796504,0.5819309,0.6348828,23843.15,23849.447,-3.0,28.449609374998545,544.6003906250007,14:26,False,False,225.0,225.0,0.0,0.0,-1425.0,-0.01326789,-0.051510528,1.0,1.0,-1.0526742,-1.5,-2.9249423,898.5,0.0,-3.3,11.0,1.6,none,(quiet),,tradable,-180.0,-394.5,535.0,-76.0,model→market (spot/smile moved)
2025-04-17 14:01:00,2025-04-17 14:01:00,1,2025-04-17,CE,23450.0,-0.017213257,ITM,88.0,0.23466666,rich,411.9,408.9519,2.948088,0.0072088866,0.052949727,0.9430733,2.948088,0.0072088866,0.052949727,0.9430733,0.33752292,0.2845732,23863.6,23857.145,75.84999999999854,4.650390625,565.0496093750007,14:01,False,False,21000.0,21975.0,0.0,-18075.0,-46500.0,1.6770952,0.02651538,13.0,13.0,16.93055,-41.05,-38.62539,410.0,-8.25,-5.05,-17.45,-6.8,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:55:00,2024-12-05 11:55:00,1,2024-12-05,PE,24900.0,0.022501685,ITM,214.0,0.5706667,cheap,557.04,562.5668,-5.5268016,-0.009824258,-0.052721262,-1.2888006,5.5268016,0.009824258,0.052721262,1.2888006,0.24711993,0.2998412,24358.6,24345.965,6.19999999999709,181.35039062500073,63.04960937500073,11:55,False,False,25.0,25.0,0.0,-1150.0,-1775.0,0.81003934,-0.04266597,1.0,1.0,0.13173665,0.81,-5.3386307,557.85,-2.45,-13.45,-238.96,-244.15,none,(quiet),,tradable,-339.25,-1054.25,-15712.4,-16049.75,model→market (spot/smile moved)
2024-10-03 14:24:00,2024-10-03 14:24:00,1,2024-10-03,PE,25550.0,0.0117832525,ITM,65.0,0.17333333,rich,301.95,299.90686,2.0431294,0.0068125464,0.052498095,1.4306834,2.0431294,0.0068125464,0.052498095,1.4306834,0.25502577,0.20252767,25252.1,25250.705,-3.100000000002183,387.3503906250007,20.199609374998545,14:24,False,False,15325.0,23975.0,0.0,0.0,-28800.0,-1.2187656,0.026900776,12.0,12.0,8.046792,-13.56,-11.874856,302.85,-2.46,-4.65,-8.4,-22.75,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
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
2026-02-03 15:03:00,2026-02-03 15:03:00,1,2026-02-03,CE,25500.0,-0.008596291,ITM,26.0,0.06933333,rich,222.0,220.6894,1.3105975,0.005938652,0.052063443,2.0962646,1.3105975,0.005938652,0.052063443,2.0962646,0.29105473,0.23899128,25722.3,25720.15,-33.25,618.8992187500007,81.00078125000073,15:03,True,False,246740.0,285285.0,0.0,156455.0,-199095.0,0.7030371,0.028923843,1.0,4.0,1.4174362,-1.0,-0.2945009,221.0,-9.2,-3.7,11.1,,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2025-04-17 13:55:00,2025-04-17 13:55:00,1,2025-04-17,CE,23450.0,-0.016315904,ITM,94.0,0.25066668,rich,390.45,387.42355,3.0264354,0.0078116963,0.052048568,1.0092586,3.0264354,0.0078116963,0.052048568,1.0092586,0.31223357,0.260185,23847.0,23835.746,57.150000000001455,3.099999999998545,548.4500000000007,13:55,False,False,20775.0,19200.0,0.0,-3375.0,-30600.0,1.7260607,0.026208268,19.0,19.0,7.830733,-19.6,-17.097042,388.25,2.5,23.65,33.9,15.4,none,(quiet),,tradable,,,,,market→model
2025-04-09 11:42:00,2025-04-09 11:42:00,1,2025-04-09,PE,23300.0,0.03874966,ITM,227.0,0.6053333,cheap,885.85,886.9949,-1.1448762,-0.001290736,-0.052016214,-1.9036782,1.1448762,0.001290736,0.052016214,1.9036782,0.29513463,0.34715083,22428.25,22414.402,63.79999999999927,40.45000000000073,75.0,11:42,False,False,525.0,375.0,0.0,0.0,-11850.0,0.22464955,-0.03683417,1.0,2.0,2.3443887,1.6,0.91751933,887.45,0.0,4.3,13.05,4.7,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-180.0,99.500015,668.25,125.499985,market→model
2024-12-05 11:24:00,2024-12-05 11:24:00,1,2024-12-05,PE,25000.0,0.027114429,ITM,245.0,0.6533333,cheap,669.45,672.1661,-2.7160687,-0.00404077,-0.05193278,-2.0630927,2.7160687,0.00404077,0.05193278,2.0630927,0.22384813,0.27578092,24347.0,24331.246,-63.400000000001455,192.95000000000073,51.45000000000073,11:24,False,False,900.0,825.0,0.0,0.0,-2675.0,0.8855736,-0.029120257,3.0,3.0,0.36167338,1.75,-3.0886197,659.6,0.55,2.35,24.5,-11.35,none,(quiet),,tradable,-144.25,-27.250006,1412.5,-917.75,both
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)
2024-12-05 11:25:00,2024-12-05 11:29:00,3,2024-12-05,PE,24850.0,0.02042109,ITM,240.0,0.64,cheap,506.1,512.951,-6.8509755,-0.013356005,-0.051727843,-1.3771206,6.8509755,0.013356005,0.051727843,1.3771206,0.22394696,0.2756748,24356.15,24347.682,22.600000000002183,183.79960937500073,60.60039062500073,11:29,False,False,100.0,1325.0,0.0,0.0,1850.0,2.1813033,-0.031932008,2.0,2.0,3.9246871,27.3,20.344032,517.1,0.0,16.3,21.65,-4.15,none,(quiet),,tradable,-180.0,879.49994,1227.25,-449.75,market→model
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)
2024-10-03 14:20:00,2024-10-03 14:20:00,1,2024-10-03,PE,25600.0,0.013746589,ITM,69.0,0.184,rich,351.85,350.0838,1.7662122,0.0050451127,0.0515387,1.6686066,1.7662122,0.0050451127,0.0515387,1.6686066,0.27472356,0.22318485,25248.55,25250.494,-20.100000000002183,390.8992187500007,16.650781249998545,14:20,False,False,15650.0,17850.0,0.0,0.0,-69475.0,-1.0624652,0.02601946,3.0,16.0,8.626813,-9.95,-8.796619,357.0,-6.2,-7.0,-18.75,-19.55,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-04-17 14:33:00,2025-04-17 14:33:00,1,2025-04-17,CE,23550.0,-0.012939289,ITM,56.0,0.14933333,rich,309.1,307.41217,1.6878359,0.0054904656,0.051232457,0.45116788,1.6878359,0.0054904656,0.051232457,0.45116788,0.29481375,0.2435813,23858.4,23856.701,6.200000000000728,13.199609374998545,559.8503906250007,14:33,False,False,45300.0,49800.0,0.0,0.0,-10275.0,0.96034396,0.026778169,28.0,28.0,,-5.1,,307.14,-0.14,1.25,-2.79,-4.39,none,(quiet),,tradable,,,,,both
2024-10-03 14:30:00,2024-10-03 14:30:00,1,2024-10-03,PE,25550.0,0.011644915,ITM,59.0,0.15733333,rich,298.2,296.38843,1.811573,0.0061121588,0.05101387,1.1709085,1.811573,0.0061121588,0.05101387,1.1709085,0.26019517,0.2091813,25249.65,25254.197,-27.649999999997817,389.7996093750007,19.350390625000728,14:30,False,False,76725.0,18600.0,0.0,0.0,-45925.0,-0.86065006,0.031869102,6.0,6.0,6.7488213,-9.81,-8.356413,288.55,-7.41,-0.16,4.59,6.15,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2024-12-05 12:05:00,2024-12-05 12:05:00,1,2024-12-05,PE,25000.0,0.022288261,ITM,204.0,0.544,cheap,553.25,557.764,-4.5139556,-0.00809295,-0.050946042,-0.90519834,4.5139556,0.00809295,0.050946042,0.90519834,0.2390278,0.28997383,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,8800.0,10900.0,0.0,0.0,6725.0,0.8620568,-0.03823539,1.0,1.0,-6.2064075,-34.85,-40.465164,518.4,-17.2,-104.8,-129.7,-133.4,none,(quiet),,tradable,-1298.0,-6992.0,-8610.5,-8851.0,model→market (spot/smile moved)
2024-10-03 14:31:00,2024-10-03 14:31:00,1,2024-10-03,PE,25500.0,0.009325597,ITM,58.0,0.15466666,rich,239.85,237.44577,2.404236,0.010125412,0.05093011,3.1785896,2.404236,0.010125412,0.05093011,3.1785896,0.23122455,0.18029445,25261.7,25263.303,-6.149999999997817,377.7507812500007,31.399218750000728,14:31,False,False,80825.0,237875.0,0.0,-33500.0,-193675.0,-1.3625772,0.02725776,1.0,7.0,6.289156,-9.15,-7.6951146,230.7,9.3,10.3,18.55,15.95,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,market→model
2025-04-09 12:22:00,2025-04-09 12:22:00,1,2025-04-09,PE,23200.0,0.034773666,ITM,187.0,0.49866667,cheap,793.15,794.19385,-1.0438184,-0.0013143119,-0.050871566,-2.0225246,1.0438184,0.0013143119,0.050871566,2.0225246,0.29368085,0.3445524,22422.75,22407.117,1.6500000000014552,45.95000000000073,69.5,12:22,False,False,150.0,225.0,0.0,0.0,1.016025e+06,0.39249402,-0.025802476,3.0,3.0,-0.10260538,-0.15,-1.6119117,793.0,0.0,-4.5,-7.5,-5.85,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-180.0,-472.5,-667.5,-560.25,model→market (spot/smile moved)
2025-04-09 12:10:00,2025-04-09 12:10:00,1,2025-04-09,PE,23300.0,0.03898227,ITM,199.0,0.53066665,cheap,891.15,892.2468,-1.0968289,-0.0012292886,-0.050689332,-1.221042,1.0968289,0.0012292886,0.050689332,1.221042,0.32279402,0.37348333,22425.05,22409.19,-1.8500000000021828,43.64921875000073,71.80078125,12:10,False,False,300.0,225.0,0.0,-450.0,-4425.0,0.15231451,-0.040281985,2.0,3.0,1.5929588,0.9,0.33501363,891.35,0.7,-7.35,-1.35,-8.05,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-134.5,-657.75,-267.75,-703.25,market→model
2024-12-05 14:51:00,2024-12-05 14:51:00,1,2024-12-05,PE,25000.0,0.014941198,ITM,38.0,0.101333335,cheap,373.55,375.87668,-2.3266768,-0.0061900006,-0.050562724,-3.9095383,2.3266768,0.0061900006,0.050562724,3.9095383,0.4104965,0.4610592,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,655200.0,332800.0,0.0,0.0,-141775.0,0.84318715,-0.030178586,4.0,4.0,11.895106,27.25,24.959143,307.89,66.71,309.61,41.21,-18.89,none,(quiet),,tradable,4156.15,19944.648,2498.65,-1407.85,market→model
2024-10-03 14:32:00,2024-10-03 14:32:00,1,2024-10-03,PE,25600.0,0.012926828,ITM,57.0,0.152,rich,331.2,329.48593,1.7140594,0.005202223,0.050484024,1.0877738,1.7140594,0.005202223,0.050484024,1.0877738,0.28845185,0.23796783,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,72125.0,46100.0,0.0,0.0,-51000.0,-1.0164477,0.025329465,1.0,4.0,-8.592587,8.45,9.433406,339.65,7.25,3.45,13.55,3.45,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,model→market (spot/smile moved)
2025-04-09 13:43:00,2025-04-09 13:43:00,1,2025-04-09,PE,23100.0,0.030814072,ITM,106.0,0.28266665,cheap,701.3,702.11755,-0.8175305,-0.0011643785,-0.050447755,-1.6877666,0.8175305,0.0011643785,0.050447755,1.6877666,0.3539557,0.40440345,22400.45,22399.05,-27.75,68.25078125000073,47.19921875,13:43,False,False,225.0,150.0,0.0,2925.0,3825.0,0.20447405,-0.03359258,1.0,1.0,0.2883012,0.3,-0.7405785,701.6,-1.15,-4.1,0.5,-1.05,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,,tradable,-254.75,-446.5,-147.5,-248.25,model→market (spot/smile moved)
2024-12-05 14:45:00,2024-12-05 14:45:00,2,2024-12-05,CE,24550.0,-0.010613426,ITM,44.0,0.11733333,rich,268.35,265.1166,3.233386,0.01219609,0.04932579,4.4171085,3.233386,0.01219609,0.05028262,4.4171085,0.3456029,0.2962771,24801.75,24811.947,63.099999999998545,56.0,506.2000000000007,14:45,False,True,64125.0,34325.0,0.0,0.0,-226925.0,1.6111323,0.026950993,7.0,7.0,30.208044,-86.1,-83.24976,276.25,9.64,-119.65,-233.35,-101.25,none,(quiet),,tradable,,,,,market→model
2024-10-03 12:13:00,2024-10-03 12:13:00,1,2024-10-03,CE,24800.0,-0.023615953,ITM,196.0,0.5226667,rich,593.75,592.6985,1.051528,0.0017741364,0.050169893,-0.47308996,1.051528,0.0017741364,0.050169893,0.47308996,0.23242155,0.18225166,25400.65,25392.646,-2.149999999997817,238.79960937500073,17.800390625001455,12:13,False,False,175.0,50.0,0.0,-500.0,-700.0,0.6876619,0.026394298,3.0,3.0,-0.30574062,0.4,1.7082984,589.1,3.6,-13.85,-17.15,11.94,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:50:00,2024-12-05 14:50:00,1,2024-12-05,PE,24900.0,0.0057618283,ITM,39.0,0.104,cheap,148.9,154.20078,-5.3007817,-0.034375843,-0.049711514,-3.6824253,5.3007817,0.034375843,0.049711514,3.6824253,0.22752525,0.27723676,24752.55,24756.943,-13.25,105.19921875,457.0007812500007,14:50,True,True,1.416675e+06,1.835125e+06,0.0,0.0,575450.0,1.8030348,-0.031332795,3.0,4.0,48.823475,135.4,132.62674,282.85,-68.35,152.95,-55.4,-98.9,none,(quiet),,tradable,-4622.75,9761.75,-3781.0,-6608.5,market→model
2024-12-05 11:48:00,2024-12-05 11:48:00,1,2024-12-05,PE,24900.0,0.022885099,ITM,221.0,0.58933336,cheap,566.25,571.26294,-5.012938,-0.008775185,-0.04922399,-1.5764402,5.012938,0.008775185,0.04922399,1.5764402,0.2450393,0.29426327,24349.95,24336.633,3.600000000002183,190.00078125000073,54.39921875000073,11:48,False,False,50.0,300.0,0.0,0.0,-875.0,0.62854373,-0.04117724,3.0,3.0,-0.94558114,-6.25,-12.859692,559.4,0.6,-2.4,-53.95,-280.2,none,(quiet),,tradable,-141.0,-336.0,-3686.75,-18393.0,model→market (spot/smile moved)
2024-12-05 11:18:00,2024-12-05 11:18:00,1,2024-12-05,PE,24850.0,0.020968566,ITM,251.0,0.66933334,cheap,519.45,525.87415,-6.4241414,-0.012216119,-0.048646104,-1.6476592,6.4241414,0.012216119,0.048646104,1.6476592,0.22411597,0.27276206,24346.35,24334.355,-58.20000000000073,193.60039062500073,50.79960937500073,11:18,False,False,250.0,225.0,0.0,0.0,2575.0,2.0510418,-0.030106565,4.0,4.0,1.1959597,7.0,1.1469601,526.35,-4.35,-6.35,-1.81,-14.31,none,(quiet),,tradable,-462.75,-592.75,-297.65,-1110.1501,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
2024-12-05 11:38:00,2024-12-05 11:38:00,1,2024-12-05,CE,23800.0,-0.02190248,ITM,231.0,0.616,cheap,530.0,535.07446,-5.074493,-0.009483714,-0.04738207,-1.4773445,5.074493,0.009483714,0.04738207,1.4773445,0.23305947,0.28044152,24340.85,24327.03,-23.350000000002183,199.10039062500073,45.29960937500073,11:38,False,False,400.0,300.0,0.0,0.0,-1275.0,-2.0323024,-0.025181506,1.0,5.0,1.4750468,5.0,1.610277,535.0,-12.75,7.5,14.29,189.65,none,(quiet),,tradable,-1008.75,307.5,748.85,12147.25,market→model
2025-06-26 14:55:00,2025-06-26 14:57:00,5,2025-06-26,CE,25600.0,0.0023836682,OTM,32.0,0.08533333,rich,2.3,0.9753123,1.3246877,1.358219,0.019021932,1.6054136,1.3246877,2.1991897,0.046818662,2.7286332,0.101660624,0.082638696,25536.75,25539.05,27.299999999999272,4.25,276.84999999999854,14:57,True,False,1.80996e+07,1.52145e+07,0.0,2.5488e+06,-435075.0,-0.3519709,0.023113206,9.0,9.0,,-1.9,,3.1,-0.8,-1.15,-2.8,-2.95,none,(quiet),,tradable,,,,,both
2024-12-05 11:53:00,2024-12-05 12:20:00,25,2024-12-05,CE,24950.0,0.012260852,OTM,189.0,0.504,cheap,14.8,21.687239,-6.887238,-0.317571,-0.02905343,0.40409246,6.887238,0.60448587,0.046566304,1.276667,0.23117371,0.26022714,24639.05,24645.959,290.5,9.549218749998545,343.5007812500007,12:20,False,True,1.237575e+06,1.545775e+06,0.0,0.0,-743100.0,-1.0009333,-0.02454386,9.0,10.0,-1.3208458,-5.15,-9.049017,2.6,0.0,0.05,3.15,8.7,none,(quiet),,tradable,-180.0,-176.75,24.750008,385.5,model→market (spot/smile moved)
2025-05-15 13:47:00,2025-05-15 13:48:00,5,2025-05-15,CE,24750.0,-0.013412885,ITM,101.0,0.26933333,rich,349.45,342.95966,6.4903502,0.018924529,0.04638377,3.7878575,6.4903502,0.018924529,0.04638377,3.7878575,0.33962315,0.29323938,25063.55,25084.205,196.25,0.5492187499985448,569.1007812499993,13:48,True,False,170250.0,152775.0,0.0,0.0,-273900.0,3.015684,0.026234092,10.0,36.0,0.3325973,-1.1,2.207303,349.45,-22.0,-10.7,-0.35,-5.8,none,(quiet),,tradable,,,,,both
2024-12-05 11:59:00,2024-12-05 12:18:00,54,2024-12-05,CE,24900.0,0.009910367,OTM,191.0,0.5093333,cheap,25.4,34.135178,-8.735179,-0.2558996,-0.028804643,0.53483635,8.735179,0.56377274,0.04589069,1.5057771,0.23811623,0.26692086,24645.25,24654.451,295.2999999999993,3.349999999998545,349.7000000000007,12:18,True,True,2.8931e+06,2.3711e+06,0.0,0.0,-994925.0,-1.5345683,-0.023552755,12.0,84.0,-2.2634296,-11.7,-16.869146,4.25,0.3,3.5,14.14,9.45,none,(quiet),,tradable,-160.5,47.5,739.10004,434.25,model→market (spot/smile moved)
2024-12-05 12:00:00,2024-12-05 12:06:00,5,2024-12-05,CE,24000.0,-0.020158485,ITM,203.0,0.5413333,cheap,495.5,502.305,-6.804986,-0.013547518,-0.045838535,-6.349478,6.804986,0.014329648,0.045838535,6.349478,0.26989582,0.31573436,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,87725.0,82150.0,0.0,0.0,-37200.0,-2.2919095,-0.028532606,2.0,6.0,12.715166,60.25,55.511562,386.0,5.2,109.5,261.0,250.54,none,(quiet),,tradable,157.99998,6937.5,16785.0,16105.1,market→model
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 14:51:00,1,2024-12-05,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)
2025-05-15 13:31:00,2025-05-15 13:39:00,8,2025-05-15,CE,24650.0,-0.014260923,ITM,110.0,0.29333332,rich,368.25,362.11652,6.1334915,0.016937895,0.044788767,5.4206433,6.1334915,0.017256506,0.044788767,5.6417103,0.33372378,0.28893504,24984.65,25004.05,169.70000000000073,9.399609374999272,490.2003906249993,13:39,False,False,78750.0,126900.0,0.0,0.0,-111750.0,3.1238396,0.023427885,3.0,24.0,-0.6590557,2.6,6.545038,342.1,7.25,14.15,83.3,101.7,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 11:59:00,2024-12-05 12:05:00,9,2024-12-05,PE,23850.0,-0.024803346,OTM,204.0,0.544,cheap,3.5,7.757536,-4.257536,-0.5488258,-0.04466637,-4.315843,4.257536,0.5488258,0.04466637,4.315843,0.28118384,0.32585022,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,1.0462e+06,1.02905e+06,0.0,0.0,33900.0,-0.26930895,-0.04840384,6.0,6.0,-0.3471302,-1.21,-4.695724,5.75,-0.66,-2.25,-3.35,-3.3,none,(quiet),,tradable,-222.90001,-326.25,-397.75,-394.5,model→market (spot/smile moved)
2025-05-15 13:35:00,2025-05-15 13:35:00,4,2025-05-15,CE,24600.0,-0.01476063,ITM,114.0,0.304,rich,379.9,374.39246,5.507548,0.014710627,0.039740928,5.1941123,5.507548,0.014710627,0.04364308,5.1941123,0.33560374,0.29586282,24948.5,24965.805,201.84999999999854,28.650000000001455,454.0499999999993,13:35,False,True,531825.0,217875.0,0.0,0.0,-754050.0,2.7711837,0.02087593,5.0,7.0,-14.327612,42.15,45.091873,421.4,-17.25,-7.9,55.0,58.35,none,(quiet),,tradable,,,,,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
2025-05-15 14:05:00,2025-05-15 14:06:00,2,2025-05-15,CE,24800.0,-0.011015766,ITM,83.0,0.22133334,rich,289.0,283.14005,5.8599577,0.020696323,0.04333149,2.5382261,5.8599577,0.020696323,0.04333149,2.5382261,0.31976852,0.276437,25066.45,25074.701,73.75,23.350781249999272,571.9992187499993,14:06,False,True,93150.0,96525.0,0.0,0.0,-246750.0,3.0628912,0.021910114,3.0,21.0,2.0091214,-7.65,-3.8423653,289.0,-10.25,33.05,2.1,3.95,none,(quiet),,tradable,,,,,market→model
2025-01-01 15:18:00,2025-01-01 15:18:00,1,2025-01-02,CE,23200.0,-0.025007332,ITM,386.0,1.0293334,cheap,589.85,594.98755,-5.137531,-0.0086346865,-0.043275036,-1.1898462,5.137531,0.0086346865,0.043275036,1.1898462,0.19577134,0.23904637,23742.65,23787.484,-15.94999999999709,80.14960937499927,179.85039062500073,15:18,False,False,150.0,1200.0,0.0,0.0,-3600.0,-2.0465114,-0.022584936,1.0,,1.875312,5.35,2.4971414,595.2,0.0,8.3,,,none,(quiet),,tradable,-180.0,359.5,,,market→model
2024-12-05 14:39:00,2024-12-05 14:40:00,3,2024-12-05,PE,24900.0,0.004441591,ITM,49.0,0.13066667,cheap,124.1,130.5823,-6.4822993,-0.049641486,-0.039410762,-2.8719354,6.4822993,0.052830637,0.043257404,3.1132424,0.22613332,0.2655441,24784.3,24789.65,127.59999999999854,73.44921875,488.7507812500007,14:40,True,False,2.149225e+06,1.270575e+06,0.0,-497775.0,1.568875e+06,-0.20353304,-0.040721793,3.0,8.0,-8.328375,-34.25,-38.362446,124.1,4.75,-24.0,181.5,54.15,none,(quiet),,tradable,128.75,-1740.0,11617.5,3339.75,model→market (spot/smile moved)
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
2024-12-05 11:54:00,2024-12-05 11:54:00,1,2024-12-05,CE,23850.0,-0.020411404,ITM,215.0,0.5733333,cheap,496.5,502.02548,-5.5254927,-0.011006399,-0.04308363,-1.3735955,5.5254927,0.011006399,0.04308363,1.3735955,0.2466921,0.28977573,24355.45,24341.814,8.450000000000728,184.50078125000073,59.89921875000073,11:54,False,False,150.0,25.0,0.0,0.0,-225.0,-1.4883515,-0.029579824,1.0,1.0,1.9561625,8.45,4.130318,504.95,-5.85,11.9,193.0,251.65,none,(quiet),,tradable,-560.25,593.5,12365.0,16177.25,market→model
2024-12-05 11:20:00,2024-12-05 11:55:00,19,2024-12-05,CE,24900.0,0.022501685,OTM,214.0,0.5706667,cheap,3.9,8.616887,-4.716887,-0.54740036,-0.04266597,-0.5291749,4.716887,0.5735844,0.04274028,1.0742854,0.25717524,0.2998412,24358.6,24345.965,6.19999999999709,181.35039062500073,63.04960937500073,11:55,False,False,261175.0,497300.0,0.0,57875.0,533525.0,0.81003934,-0.052721262,94.0,116.0,3.3704705,8.05,5.661609,3.7,-0.1,-0.2,-0.2,0.15,none,(quiet),,tradable,-186.5,-193.0,-193.0,-170.25,market→model
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
2024-12-05 11:40:00,2024-12-05 11:42:00,3,2024-12-05,CE,24950.0,0.025419375,OTM,227.0,0.6053333,cheap,2.2,5.601393,-3.4013934,-0.60724056,-0.04270329,-0.975546,3.4013934,0.60724056,0.04270329,0.975546,0.25187054,0.29457384,24337.15,24323.78,-28.75,202.79960937500073,41.60039062500073,11:42,False,False,154675.0,284725.0,0.0,0.0,-8200.0,-1.4318992,-0.021743001,29.0,120.0,3.0746748,5.4,3.6437168,2.25,-0.05,0.45,0.35,5.35,none,(quiet),,tradable,-183.25,-150.75,-157.25,167.75,market→model
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)
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
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)
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 15:04:00,2024-12-05 15:04:00,1,2024-12-05,PE,24450.0,-0.008635345,OTM,25.0,0.06666667,rich,3.45,1.7584195,1.6915805,0.96198916,0.04256332,2.8328137,1.6915805,0.96198916,0.04256332,2.8328137,0.33991814,0.29735482,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,6.730525e+06,8.27135e+06,0.0,-35175.0,326700.0,-0.044604026,0.04161211,4.0,5.0,1.6145831,-1.75,-0.66612893,3.2,-0.45,-2.15,-2.85,,none,(quiet),,tradable,,,,,market→model
2024-12-05 11:30:00,2024-12-05 12:05:00,26,2024-12-05,CE,25000.0,0.022288261,OTM,204.0,0.544,cheap,3.15,6.8020253,-3.6520255,-0.53690267,-0.03823539,-0.3021473,3.6520255,0.6231908,0.042507496,1.0583524,0.25173846,0.28997383,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,5.133e+06,6.73625e+06,0.0,0.0,201150.0,0.8620568,-0.050946042,5.0,6.0,0.43216777,0.8,-1.0511329,1.7,0.0,0.0,0.1,0.3,none,(quiet),,tradable,-180.0,-180.0,-173.5,-160.5,both
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)
2025-05-15 13:51:00,2025-05-15 13:51:00,1,2025-05-15,CE,24700.0,-0.014768586,ITM,98.0,0.26133335,rich,380.4,375.20282,5.1971784,0.01385165,0.04224574,2.8393412,5.1971784,0.01385165,0.04224574,2.8393412,0.3532265,0.31098077,25049.25,25067.49,195.29999999999927,16.349999999998545,554.7999999999993,13:51,False,False,105600.0,206475.0,0.0,0.0,-447300.0,2.5812066,0.022539755,1.0,33.0,-3.757086,10.95,13.864492,391.35,-4.05,-5.1,-17.7,2.85,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 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
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)
2024-10-03 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)
2024-12-05 14:40:00,2024-12-05 14:40:00,3,2024-12-05,CE,24900.0,0.004441591,OTM,49.0,0.13066667,cheap,13.55,20.235825,-6.6858253,-0.3303955,-0.040721793,-3.4220312,6.6858253,0.38354325,0.04104097,3.4220312,0.2248223,0.2655441,24784.3,24789.65,127.59999999999854,73.44921875,488.7507812500007,14:40,True,False,7.471175e+06,7.295375e+06,0.0,451075.0,1.186975e+06,-0.20353304,-0.039410762,3.0,15.0,2.096862,9.05,4.7340274,9.6,5.05,3.4,-5.9,-8.9,none,(quiet),,tradable,148.25002,41.000008,-563.5,-758.5,market→model
2024-12-05 10:24:00,2024-12-05 12:05:00,99,2024-12-05,PE,23900.0,-0.022709105,OTM,204.0,0.544,cheap,5.5,10.503299,-5.0032983,-0.47635496,-0.040718187,-4.99278,5.0032983,0.48722336,0.040718187,4.99278,0.28360417,0.32432237,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,1.662825e+06,2.4481e+06,0.0,0.0,549125.0,2.2737253,-0.02045547,6.0,6.0,-0.59446335,-2.4,-6.4372544,9.8,0.1,0.0,0.7,-0.7,none,(quiet),,tradable,-173.5,-180.0,-134.5,-225.5,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 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 13:43:00,2025-05-15 13:48:00,8,2025-05-15,CE,24800.0,-0.0113947205,ITM,101.0,0.26933333,rich,301.95,295.3795,6.570525,0.022244353,0.040304597,4.533242,6.570525,0.025141023,0.040304597,4.533242,0.31705406,0.27674946,25063.55,25084.205,196.25,0.5492187499985448,569.1007812499993,13:48,True,False,363975.0,288300.0,0.0,0.0,-835650.0,2.412547,0.026352257,10.0,13.0,0.5050366,-1.95,1.9111066,221.45,46.94,56.35,77.55,82.85,none,(quiet),,tradable,,,,,both
2025-05-15 13:37:00,2025-05-15 13:37:00,1,2025-05-15,CE,24550.0,-0.01788405,ITM,112.0,0.29866666,rich,452.75,448.609,4.140996,0.009230747,0.040240567,4.0659943,4.140996,0.009230747,0.040240567,4.0659943,0.3561784,0.31593785,24975.4,24993.004,179.90000000000146,18.649609374999272,480.9503906249993,13:37,False,False,49650.0,27450.0,0.0,-87750.0,-212700.0,1.6776106,0.025279313,2.0,2.0,-2.0170329,7.2,10.7696,462.8,-2.85,4.3,69.2,57.2,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 13:47:00,2025-05-15 13:47:00,1,2025-05-15,PE,24200.0,-0.035179578,OTM,102.0,0.272,cheap,1.25,2.321663,-1.0716628,-0.4615928,-0.039977867,-2.1791275,1.0716628,0.4615928,0.039977867,2.1791275,0.45973164,0.4997095,25046.2,25066.498,160.70000000000073,4.600781249999272,551.7492187499993,13:47,True,False,1.221225e+06,1.316625e+06,0.0,0.0,106275.0,0.30636027,-0.026736122,10.0,23.0,-0.2521954,-0.15,-0.7447769,1.2,-0.15,-0.15,-0.1,-0.3,none,(quiet),,tradable,-189.75,-189.75,-186.5,-199.5,model→market (spot/smile moved)
2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,PE,24350.0,-0.0016270027,OTM,32.0,0.08533333,cheap,58.5,65.498604,-6.9986014,-0.10685116,-0.039888944,-3.2978995,6.9986014,0.10685116,0.039888944,3.2978995,0.4287264,0.46861535,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,4.6308e+06,4.71445e+06,0.0,0.0,-1.0491e+06,-2.5989084,-0.05473939,1.0,2.0,-11.024833,-42.85,-46.73668,15.65,-0.5,-13.8,-15.25,-15.55,none,(quiet),,tradable,-212.5,-1077.0,-1171.25,-1190.75,model→market (spot/smile moved)
2024-12-05 12:00:00,2024-12-05 12:00:00,1,2024-12-05,CE,24850.0,0.019957742,OTM,209.0,0.55733335,cheap,7.1,13.136552,-6.036552,-0.45952332,-0.03973416,-0.51480585,6.036552,0.45952332,0.03973416,0.51480585,0.2649907,0.30472484,24367.95,24358.967,18.049999999999272,172.00078125000073,72.39921875000073,12:00,False,True,654775.0,708650.0,0.0,0.0,221450.0,-2.54061,-0.021483812,74.0,111.0,7.8775687,26.6,23.223324,7.45,0.65,6.1,26.45,18.75,none,(quiet),,tradable,-137.75,216.5,1539.25,1038.75,market→model
2025-01-01 15:17:00,2025-01-01 15:17:00,2,2025-01-02,CE,23250.0,-0.022936968,ITM,387.0,1.032,cheap,543.1,549.00543,-5.90546,-0.01075665,-0.039697804,-1.1795015,5.90546,0.01075665,0.039697804,1.1795015,0.19479223,0.23449002,23746.8,23789.447,-13.049999999999272,75.99921874999927,184.00078125000073,15:17,False,False,375.0,150.0,0.0,450.0,23175.0,-2.2699165,-0.02191737,3.0,,1.1641588,3.55,0.5005879,542.7,1.3,12.84,,,none,(quiet),,tradable,-95.5,654.60004,,,market→model
2024-12-05 15:02:00,2024-12-05 15:04:00,2,2024-12-05,PE,24400.0,-0.010682428,OTM,25.0,0.06666667,rich,2.54,1.3655645,1.1744355,0.8600367,0.039293993,2.178844,1.1744355,0.8600367,0.039293993,2.178844,0.3786854,0.3393914,24666.85,24662.049,-178.95000000000073,190.900390625,371.2996093750007,15:04,True,True,8.019425e+06,8.77905e+06,0.0,-636425.0,-346525.0,1.4163218,0.07444274,1.0,4.0,0.9064138,-0.54,0.055754393,2.2,0.34,-1.0,-1.9,,none,(quiet),,tradable,,,,,market→model
2024-12-05 15:05:00,2024-12-05 15:10:00,5,2024-12-05,PE,24700.0,-0.00094286044,OTM,19.0,0.050666668,cheap,7.3,12.11592,-4.8159204,-0.39748695,-0.038871095,-6.767559,4.8159204,0.39748695,0.038871095,7.044663,0.11718584,0.15605693,24737.65,24723.299,-46.64999999999782,120.099609375,442.1003906250007,15:10,True,False,1.3062825e+07,1.5417875e+07,0.0,3.738725e+06,4.113e+06,0.85069525,-0.03178794,1.0,3.0,-0.08197344,-0.2,-2.6398146,41.75,17.65,-34.65,-40.5,,none,(quiet),,tradable,967.25,-2432.25,-2812.5,,model→market (spot/smile moved)
2024-12-05 12:10:00,2024-12-05 12:10:00,1,2024-12-05,PE,23800.0,-0.030863304,OTM,199.0,0.53066665,cheap,1.9,4.088933,-2.188933,-0.5353311,-0.038862675,-1.8413337,2.188933,0.5353311,0.038862675,1.8413337,0.31161252,0.35047522,24539.1,24546.0,205.29999999999927,7.500390624998545,243.54960937500073,12:10,True,True,1.059225e+06,2.078725e+06,0.0,-68750.0,809675.0,-1.4428174,-0.08938828,1.0,21.0,-0.20097233,-0.3,-1.7927427,1.6,-0.1,0.25,0.05,-0.35,none,(quiet),,tradable,-186.5,-163.75,-176.75,-202.75,model→market (spot/smile moved)
2024-12-05 12:15:00,2024-12-05 12:16:00,2,2024-12-05,CE,24000.0,-0.026400458,ITM,193.0,0.5146667,cheap,647.0,651.00275,-4.0027413,-0.006148578,-0.038824756,-4.4331665,4.0027413,0.006148578,0.038824756,4.4331665,0.3239588,0.36278355,24631.25,24642.049,275.84999999999854,5.150000000001455,335.7000000000007,12:16,True,False,22825.0,36250.0,0.0,22225.0,-164050.0,-1.6599659,-0.021152465,1.0,6.0,-2.4926586,-6.71,-9.401905,647.0,-6.71,-23.1,-10.46,-54.46,none,(quiet),,tradable,-616.15,-1681.5,-859.9,-3719.9,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 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 11:40:00,2024-12-05 11:40:00,1,2024-12-05,PE,24800.0,0.019597925,ITM,229.0,0.6106667,cheap,488.8,495.19128,-6.391282,-0.012906694,-0.038609162,-1.952937,6.391282,0.012906694,0.038609162,1.952937,0.25314382,0.291753,24333.8,24318.703,-19.299999999999272,206.14921875000073,38.25078125000073,11:40,False,False,2125.0,3925.0,0.0,0.0,700.0,1.1077977,-0.03098074,3.0,55.0,-0.16634119,-0.65,-4.557631,489.1,-2.3,-21.0,-26.1,-253.6,none,(quiet),,tradable,-329.5,-1545.0,-1876.5,-16664.0,model→market (spot/smile moved)
2024-12-05 11:09:00,2024-12-05 11:52:00,27,2024-12-05,CE,24850.0,0.020265706,OTM,217.0,0.5786667,cheap,6.25,11.810166,-5.5601664,-0.47079492,-0.038413756,-0.5412058,5.5601664,0.4884154,0.038585223,1.169607,0.25644052,0.29485428,24365.3,24351.467,20.149999999997817,174.64921875000073,69.75078125000073,11:52,False,False,365000.0,223150.0,0.0,-30800.0,25250.0,-0.49375868,-0.03440844,82.0,119.0,9.464568,27.45,24.54971,6.65,-0.25,-0.4,-0.8,-1.35,none,(quiet),,tradable,-196.25,-206.0,-232.0,-267.75,market→model
2024-12-05 11:32:00,2024-12-05 11:32:00,2,2024-12-05,PE,24800.0,0.019081902,ITM,237.0,0.632,cheap,476.05,482.589,-6.539003,-0.013549838,-0.03856848,-2.0336397,6.539003,0.013549838,0.03856848,2.0336397,0.24228735,0.28085583,24347.25,24331.256,-15.25,192.70000000000073,51.70000000000073,11:32,False,False,1875.0,575.0,0.0,0.0,4550.0,1.8050452,-0.026622862,1.0,63.0,2.6759334,8.85,5.5427427,484.9,0.45,0.05,-10.7,-50.25,none,(quiet),,tradable,-150.75,-176.75,-875.5,-3446.25,market→model
2024-10-03 14:58:00,2024-10-03 14:58:00,1,2024-10-03,CE,25150.0,-0.0042019445,ITM,31.0,0.082666665,rich,107.2,106.07823,1.1217684,0.010574915,0.03841833,4.9508905,1.1217684,0.010574915,0.03841833,4.9508905,0.1401017,0.10168338,25250.65,25255.9,6.650000000001455,388.7996093750007,20.350390625000728,14:58,False,False,180375.0,238375.0,0.0,113850.0,98475.0,0.701131,0.019878345,3.0,3.0,,1.05,,106.85,0.25,0.4,0.2,-6.8,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,,,,,both
2024-12-05 14:52:00,2024-12-05 14:52:00,1,2024-12-05,CE,25050.0,0.014325738,OTM,37.0,0.09866667,rich,2.25,1.1787132,1.0712868,0.9088612,0.037969388,4.2264338,1.0712868,0.9088612,0.037969388,4.2264338,0.38639542,0.348426,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,4.310375e+06,4.611675e+06,0.0,-463025.0,-93425.0,-1.458026,0.0747289,2.0,2.0,-0.726307,0.65,1.5449384,2.45,0.45,-0.5,-2.0,-2.3,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:57:00,2024-12-05 14:57:00,2,2024-12-05,PE,24400.0,0.0004242801,ITM,32.0,0.08533333,cheap,83.15,89.9299,-6.7799015,-0.07539096,-0.037908096,-3.4510307,6.7799015,0.17474474,0.037908096,3.4510307,0.43480012,0.47270823,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,6.3341e+06,7.0248e+06,0.0,0.0,-693400.0,0.0,-0.037908096,2.0,2.0,-11.839425,-61.35,-66.53184,24.7,-2.9,-22.5,-24.2,-24.6,none,(quiet),,tradable,-368.5,-1642.5,-1753.0,-1779.0,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
2024-12-05 14:59:00,2024-12-05 15:00:00,2,2024-12-05,PE,24250.0,-0.0117369825,OTM,29.0,0.07733333,rich,4.34,2.711763,1.628237,0.6004349,0.037901174,3.0473099,1.628237,0.6004349,0.037901174,3.0473099,0.42252994,0.38462877,24554.5,24536.299,-259.0499999999993,303.25,258.9500000000007,15:00,True,True,4.5434e+06,5.758625e+06,0.0,0.0,-651100.0,-0.24270144,0.032819074,1.0,2.0,2.8172169,-2.69,-1.7351569,4.34,-2.69,-3.14,-4.09,,none,(quiet),,tradable,,,,,market→model
2024-12-05 12:08:00,2024-12-05 12:08:00,1,2024-12-05,PE,23700.0,-0.035066277,OTM,201.0,0.536,cheap,1.0,2.3315487,-1.3315486,-0.57110053,-0.03783287,-1.7330754,1.3315486,0.57110053,0.03783287,1.7330754,0.3184483,0.35628116,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,1.171625e+06,775725.0,1.0,0.0,-311575.0,-0.8416534,-0.09401712,3.0,3.0,0.0,0.0,-1.0548522,1.1,0.0,0.0,-0.1,-0.15,none,(quiet),,tradable,-180.0,-180.0,-186.5,-189.75,model→market (spot/smile moved)
2025-04-09 09:33:00,2025-04-09 10:03:00,318,2025-04-09,PE,22400.0,-0.00012233827,OTM,326.0,0.8693333,cheap,64.5,77.628174,-13.128171,-0.16911606,-0.025018832,-0.7371437,13.128171,0.64853126,0.03780711,2.7522445,0.1254984,0.15051723,22418.3,22402.74,16.799999999999272,50.39921875000073,61.30078125,10:03,True,False,2.581425e+06,4.111875e+06,0.0,366825.0,-1.597725e+06,0.10002324,-0.024828248,259.0,271.0,-8.730433,-60.0,-66.87251,80.59,-3.54,5.16,-4.64,-25.04,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-410.1,155.4,-481.6,-1807.6001,model→market (spot/smile moved)
2024-12-05 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
2024-12-05 11:55:00,2024-12-05 11:55:00,1,2024-12-05,PE,24850.0,0.020491634,ITM,214.0,0.5706667,cheap,510.35,515.775,-5.425039,-0.010518227,-0.037763447,-0.44190517,5.425039,0.010518227,0.037763447,0.44190517,0.2617212,0.29948464,24358.6,24345.965,6.19999999999709,181.35039062500073,63.04960937500073,11:55,False,False,525.0,50.0,0.0,-75.0,-125.0,0.057622336,-0.03728693,1.0,1.0,0.32892078,2.6,-5.3046393,512.95,2.05,-15.6,-241.31,-237.7,none,(quiet),,tradable,-46.750004,-1194.0,-15865.149,-15630.5,model→market (spot/smile moved)
2024-12-05 10:34:00,2024-12-05 10:34:00,1,2024-12-05,PE,24900.0,0.02062453,ITM,295.0,0.7866667,cheap,511.75,516.765,-5.0149865,-0.00970458,-0.037597414,-2.777538,5.0149865,0.00970458,0.037597414,2.777538,0.20065843,0.23825584,24405.05,24391.709,-11.049999999999272,134.89921875000073,36.650781249998545,10:34,False,False,4600.0,4925.0,0.0,0.0,-2925.0,1.8336502,-0.021632083,2.0,9.0,0.6342347,2.0,-1.1534066,508.85,4.9,2.15,-3.8,32.6,none,(quiet),,tradable,138.5,-40.249992,-427.0,1938.9999,both
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
2025-05-15 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)
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)
2024-12-05 14:50:00,2024-12-05 14:52:00,3,2024-12-05,CE,24900.0,0.008319714,OTM,37.0,0.09866667,cheap,8.85,12.503057,-3.6530561,-0.29217306,-0.036902104,-3.4922879,3.6530561,0.3137658,0.036902104,3.4922879,0.3418913,0.37879342,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,9.90975e+06,8.200125e+06,0.0,-1.649525e+06,1.320125e+06,0.64602363,-0.044046566,2.0,3.0,-0.8930077,-1.75,-3.7096696,8.94,-0.09,-5.24,-7.69,-8.74,none,(quiet),,tradable,-185.84999,-520.6,-679.85004,-748.1,model→market (spot/smile moved)
2024-12-05 12:01:00,2024-12-05 12:01:00,2,2024-12-05,PE,23750.0,-0.02555436,OTM,208.0,0.55466664,cheap,1.95,4.4161243,-2.4661243,-0.55843633,-0.036799587,-1.6575993,2.4661243,0.55843633,0.036799587,1.6575993,0.26051122,0.2973108,24374.75,24364.736,35.0,165.20000000000073,79.20000000000073,12:01,False,True,460525.0,227875.0,0.0,27950.0,168825.0,0.054770727,-0.035726804,10.0,10.0,-0.3844603,-0.75,-2.7007866,2.0,-0.3,-0.75,-0.5,-0.86,none,(quiet),,tradable,-199.5,-228.75,-212.5,-235.90001,model→market (spot/smile moved)
2024-12-05 15:09:00,2024-12-05 15:09:00,2,2024-12-05,CE,24700.0,-7.695035e-05,ITM,20.0,0.053333335,cheap,17.85,23.08831,-5.2383094,-0.22688146,-0.03656866,-6.1455555,5.2383094,0.22688146,0.03656866,6.1455555,0.11776688,0.15433554,24717.85,24701.9,-95.25,139.900390625,422.2996093750007,15:09,True,True,1.4133475e+07,1.3875175e+07,0.0,0.0,4.33785e+06,-0.8007311,-0.030977754,2.0,4.0,3.7733164,10.8,7.9377966,31.45,-2.8,-3.1,-19.7,,none,(quiet),,tradable,-362.0,-381.5,-1460.5,,market→model
2024-12-05 12:09:00,2024-12-05 12:09:00,2,2024-12-05,PE,24900.0,0.015419952,ITM,200.0,0.53333336,cheap,388.95,395.44604,-6.496051,-0.016427148,-0.036492288,-0.25303,6.496051,0.016427148,0.036492288,0.25303,0.22712676,0.26361907,24516.75,24518.988,173.09999999999854,29.849999999998545,221.20000000000073,12:09,True,True,16625.0,8775.0,0.0,0.0,-4400.0,1.3070166,-0.028251199,2.0,2.0,-13.16839,-70.06,-75.38032,363.65,-44.76,-84.1,-52.45,-60.55,none,(quiet),,tradable,-3089.4,-5646.5,-3589.25,-4115.75,model→market (spot/smile moved)
2024-12-05 11:27:00,2024-12-05 11:27:00,2,2024-12-05,PE,24800.0,0.018957246,ITM,242.0,0.64533335,cheap,473.15,479.41946,-6.2694645,-0.0130772,-0.03643337,-1.9394467,6.2694645,0.0130772,0.03643337,1.9394467,0.23946224,0.2758956,24350.5,24334.29,-46.45000000000073,189.45000000000073,54.95000000000073,11:27,False,False,2400.0,425.0,0.0,0.0,3775.0,1.4806088,-0.026758425,3.0,3.0,0.050766654,0.25,-4.6744924,469.6,-6.2,15.3,18.55,-9.35,none,(quiet),,tradable,-583.0,814.5,1025.75,-787.75,model→market (spot/smile moved)
2024-12-05 14:56:00,2024-12-05 14:56:00,1,2024-12-05,PE,24750.0,0.0114593785,ITM,33.0,0.088,cheap,289.2,291.8624,-2.6623967,-0.009122096,-0.03622712,-4.836861,2.6623967,0.009122096,0.03622712,4.836861,0.43539062,0.47161773,24529.65,24468.0,-234.04999999999927,328.099609375,234.10039062500073,14:56,True,True,1.1111e+06,495025.0,0.0,0.0,-1.3739e+06,1.1440908,-0.020004356,1.0,1.0,7.9911222,88.45,77.38147,377.65,-101.65,-232.9,-343.86,-336.05,none,(quiet),,tradable,-6787.25,-15318.5,-22530.898,-22023.25,market→model
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)
2025-05-15 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 11:04:00,2024-12-05 11:04:00,1,2024-12-05,PE,24850.0,0.019816304,ITM,265.0,0.70666665,cheap,492.4,497.6867,-5.2867174,-0.010622581,-0.036057927,-1.2816393,5.2867174,0.010622581,0.036057927,1.2816393,0.21730262,0.25336054,24372.4,24362.412,-32.64999999999782,167.54960937500073,76.85039062500073,11:04,True,False,125.0,275.0,0.0,-675.0,97600.0,1.8954931,-0.021446826,3.0,4.0,1.6964415,6.25,2.5658176,489.9,0.0,23.1,32.1,34.64,none,(quiet),,tradable,-180.0,1321.5,1906.4999,2071.5999,market→model
2024-12-05 10:47:00,2024-12-05 10:47:00,1,2024-12-05,PE,24850.0,0.019225253,ITM,282.0,0.752,cheap,479.0,485.03256,-6.0325556,-0.012437424,-0.03588937,-1.2612076,6.0325556,0.012437424,0.03588937,1.2612076,0.21325594,0.24914531,24389.1,24376.816,5.94999999999709,150.85039062500073,20.699609374998545,10:47,False,True,3775.0,1150.0,0.0,0.0,5975.0,2.0888288,-0.021925157,2.0,2.0,-3.466282,-16.65,-21.453417,462.35,0.0,-20.15,34.65,57.1,none,(quiet),,tradable,-180.0,-1489.75,2072.25,3531.5,model→market (spot/smile moved)
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)
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
2024-12-05 11:22:00,2024-12-05 11:22:00,1,2024-12-05,CE,23900.0,-0.017955601,ITM,247.0,0.6586667,cheap,442.1,448.98676,-6.886754,-0.015338435,-0.035849687,-2.1702425,6.886754,0.015338435,0.035849687,2.1702425,0.23845908,0.27430877,24345.15,24333.016,-87.59999999999854,194.79960937500073,49.60039062500073,11:22,False,False,3125.0,1925.0,0.0,0.0,675.0,-2.7382848,-0.020439627,2.0,33.0,0.58686304,2.8,-1.9711305,437.0,7.9,14.85,1.9,21.8,none,(quiet),,tradable,333.5,785.25,-56.5,1237.0,both
2024-12-05 14:37:00,2024-12-05 14:41:00,14,2024-12-05,PE,24550.0,-0.009343224,OTM,48.0,0.128,rich,12.85,8.986985,3.8630152,0.4298455,0.035723142,4.4971075,3.8630152,0.53957176,0.035723142,4.4971075,0.36401036,0.3282872,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,2.887525e+06,2.419425e+06,0.0,0.0,133050.0,0.20691496,0.03750216,2.0,12.0,2.9102888,-6.95,-4.561921,7.75,1.4,-1.85,54.2,-5.4,none,(quiet),,tradable,,,,,market→model
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
2024-12-05 15:02:00,2024-12-05 15:02:00,2,2024-12-05,CE,24600.0,-0.00033125238,ITM,27.0,0.072,cheap,32.9,38.43357,-5.5335712,-0.14397754,-0.03353317,-2.9644933,5.5335712,0.14397754,0.035548124,2.9644933,0.17262682,0.20616,24622.2,24608.15,-201.45000000000073,235.55078125,326.6492187500007,15:02,True,True,1.47614e+07,8.031775e+06,0.0,0.0,3.97535e+06,0.0,-0.03353317,2.0,2.0,8.444306,38.5,33.940716,37.29,34.11,69.31,81.81,,none,(quiet),,tradable,2037.1501,4325.15,5137.65,,market→model
2024-12-05 14:38:00,2024-12-05 14:40:00,3,2024-12-05,CE,24600.0,-0.00767977,ITM,49.0,0.13066667,rich,208.3,203.43616,4.863839,0.023908429,0.03550301,4.505898,4.863839,0.02476913,0.03550301,4.579526,0.3576658,0.32216278,24784.3,24789.65,127.59999999999854,73.44921875,488.7507812500007,14:40,True,False,501400.0,457600.0,0.0,-224600.0,-1.374025e+06,1.3570995,0.025951225,3.0,8.0,-10.905454,32.5,35.48016,233.05,-24.75,0.95,-146.3,-125.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:51:00,2024-12-05 14:51:00,1,2024-12-05,PE,24400.0,-0.009351495,OTM,38.0,0.101333335,rich,38.4,33.307396,5.0926046,0.15289712,0.035401452,2.338351,5.0926046,0.15289712,0.035401452,2.338351,0.6103055,0.574904,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,1.0184175e+07,7.22525e+06,0.0,0.0,218725.0,2.409636,0.051729392,1.0,2.0,7.2120214,-19.9,-17.140718,18.5,9.0,64.65,-16.85,-18.3,none,(quiet),,tradable,,,,,market→model
2024-12-05 14:59:00,2024-12-05 14:59:00,1,2024-12-05,PE,24200.0,-0.012277537,OTM,30.0,0.08,rich,6.4,4.5005794,1.8994207,0.42203918,0.03518204,2.856478,1.8994207,0.42203918,0.03518204,2.856478,0.46910885,0.43392682,24522.3,24498.947,-305.40000000000146,335.44921875,226.75078125000073,14:59,True,True,5.146475e+06,6.431625e+06,0.0,0.0,-838675.0,0.20863934,0.038699307,2.0,2.0,3.5278578,-5.05,-3.6185365,3.75,-2.4,-2.7,-3.5,,none,(quiet),,tradable,,,,,market→model
2025-05-15 13:41:00,2025-05-15 13:41:00,1,2025-05-15,CE,24750.0,-0.010156337,ITM,108.0,0.288,rich,272.45,265.9158,6.53421,0.024572479,0.035163857,2.8211837,6.53421,0.024572479,0.035163857,2.8211837,0.29431328,0.25914943,24987.85,25002.65,146.14999999999782,15.200390624999272,493.3996093749993,13:41,False,True,101250.0,84600.0,0.0,0.0,-373575.0,2.9667675,0.019844947,17.0,43.0,-22.648851,75.9,79.25116,277.1,-0.35,53.5,61.0,80.05,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
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
2024-12-05 10:31:00,2024-12-05 10:36:00,3,2024-12-05,PE,24850.0,0.018559966,ITM,293.0,0.7813333,cheap,463.25,469.47476,-6.224771,-0.01325901,-0.03453071,-1.599814,6.224771,0.01325901,0.03453071,1.599814,0.20665264,0.24118336,24405.65,24393.04,-24.599999999998545,134.29960937500073,37.250390624998545,10:36,False,False,25.0,1150.0,0.0,0.0,2700.0,2.5556726,-0.01889178,1.0,1.0,0.9552209,10.9,-0.51097304,469.25,-3.05,4.9,9.75,35.5,none,(quiet),,tradable,-378.25,138.5,453.75,2127.5,market→model
2024-12-05 15:01:00,2024-12-05 15:01:00,1,2024-12-05,CE,24550.0,-0.0010929877,ITM,28.0,0.074666664,cheap,42.9,48.361958,-5.461957,-0.11293913,-0.034485385,-2.7606046,5.461957,0.11293913,0.034485385,2.7606046,0.16250224,0.19698763,24577.8,24576.848,-242.70000000000073,279.94921875,282.2507812500007,15:01,True,True,6.896925e+06,7.157225e+06,0.0,983875.0,2.514625e+06,-2.58703,-0.018047523,2.0,2.0,8.689821,35.94,31.804127,67.15,11.69,37.7,114.35,,none,(quiet),,tradable,579.85,2270.5,7252.75,,market→model
2024-12-05 12:54:00,2024-12-05 12:54:00,1,2024-12-05,PE,24950.0,0.014442051,ITM,155.0,0.41333333,cheap,364.35,369.4095,-5.0594997,-0.013696182,-0.034385066,-0.43987787,5.0594997,0.013696182,0.034385066,0.43987787,0.23509435,0.26947942,24586.7,24592.26,-18.849999999998545,61.900781249998545,291.1492187500007,12:54,False,False,700.0,200.0,0.0,0.0,-6950.0,2.2000577,-0.01826651,5.0,5.0,-1.1218292,-7.65,-14.46922,372.8,-2.85,-11.9,-18.8,-24.95,none,(quiet),,tradable,-365.25,-953.5,-1402.0,-1801.75,model→market (spot/smile moved)
2024-12-05 10:54:00,2024-12-05 10:54:00,1,2024-12-05,PE,24850.0,0.018415647,ITM,275.0,0.73333335,cheap,459.55,465.411,-5.861018,-0.012593209,-0.03407973,-1.1975713,5.861018,0.012593209,0.03407973,1.1975713,0.21069594,0.24477567,24410.4,24396.559,-15.44999999999709,129.54960937500073,42.000390624998545,10:54,False,True,7950.0,350.0,0.0,0.0,8025.0,2.3515332,-0.018992402,2.0,2.0,2.279206,10.45,5.86507,459.4,10.6,68.45,53.6,55.3,none,(quiet),,tradable,509.0,4269.25,3304.0,3414.5,market→model
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)
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)