ep_start,t,ep_minutes,exp,type,K,k,itm,mleft,dte_days,side,P,fair,res_px,res_pct,res_vol,z,max_abs_pts,max_abs_pct,max_abs_vol,max_abs_z,iv,fair_iv,S,F,ret30,dist_hi,dist_lo,tod,after_jump,before_jump,vol,vol_next,unch_run,doi1,doi15,parity_dev,res_vol_other,conv_half,conv_full,mkt_share,dP_conv,dFair_conv,first_entry,first_d1,first_d5,first_d15,first_d30,news_impact,news_headline,event_within_60m,tier,buyer_pnl_1m,buyer_pnl_5m,buyer_pnl_15m,buyer_pnl_30m,who_moved
2026-08-04 15:12:00,2026-08-04 15:12:00,3,2026-08-04,CE,24500.0,0.00096169626,OTM,17.0,0.045333333,cheap,32.85,36.155106,-3.305104,-0.09141459,-0.025773032,-14.537396,3.305104,0.09141459,0.02665076,14.537396,0.33287793,0.35865095,24449.55,24476.45,-13.150000000001455,254.34921875000146,21.600781249999272,15:12,False,False,9.502675e+06,7.12569e+06,0.0,-740025.0,-6.61024e+06,0.0,-0.025773032,3.0,3.0,,21.35,,40.7,7.05,0.75,75.6,,none,(quiet),,tradable,278.25,-131.25,4734.0,,both
2026-08-04 15:12:00,2026-08-04 15:14:00,3,2026-08-04,PE,24500.0,0.00036539388,ITM,15.0,0.04,cheap,56.55,59.97438,-3.4243808,-0.05709739,-0.027875531,-13.150473,3.4243808,0.05709739,0.027875531,13.150473,0.4219695,0.44984502,24462.95,24491.049,6.299999999999272,240.95078125000146,34.99921874999927,15:14,False,False,2.5545e+06,6.102785e+06,0.0,-165425.0,-3.302845e+06,0.15043782,-0.02665076,1.0,1.0,,-2.8,,57.35,-0.8,-5.65,-56.35,,none,(quiet),,tradable,-232.0,-547.25,-3842.75,,both
2026-01-27 14:49:00,2026-01-27 14:50:00,2,2026-01-27,CE,25050.0,-0.0035367329,ITM,39.0,0.104,cheap,91.45,92.82026,-1.3702558,-0.014762465,-0.015179916,-11.037035,1.3702558,0.014762465,0.015179916,11.037035,0.12909804,0.14427796,25122.3,25138.752,93.89999999999782,62.64921875000073,189.75078125000073,14:50,False,False,3.189095e+06,3.011385e+06,0.0,0.0,-1.0424765e+07,0.0,-0.015179916,9.0,12.0,26.22573,24.4,23.469616,91.45,12.15,25.3,5.1,28.2,none,(quiet),,tradable,609.75,1464.5,151.5,1653.0,market→model
2025-04-17 11:30:00,2025-04-17 11:31:00,3,2025-04-17,PE,23100.0,-0.018677212,OTM,238.0,0.6346667,cheap,3.7,5.0089035,-1.3089037,-0.2613154,-0.012441915,-10.159914,1.3089037,0.2613154,0.012441915,10.159914,0.20937741,0.22181933,23539.25,23535.498,155.34999999999854,0.2000000000007276,240.70000000000073,11:31,True,True,768075.0,885675.0,0.0,0.0,563775.0,-0.48434222,-0.017684981,20.0,45.0,-0.7630681,-0.55,-1.2707745,3.7,-0.3,-0.3,0.0,-0.4,none,(quiet),,tradable,-199.5,-199.5,-180.0,-206.0,model→market (spot/smile moved)
2026-03-24 12:24:00,2026-03-24 12:38:00,27,2026-03-24,CE,22750.0,-0.008255886,ITM,171.0,0.456,cheap,206.6,209.46486,-2.8648605,-0.013677046,-0.011360796,-9.977196,2.8648605,0.013677046,0.0114160115,9.977196,0.2036694,0.2150302,22939.35,22938.6,167.9499999999971,12.400390625,315.1496093749993,12:38,True,False,396435.0,347945.0,0.0,-260910.0,-4.225975e+06,-1.0802038,-0.0070147063,7.0,33.0,16.37842,23.55,22.112133,195.5,12.55,-50.25,18.75,40.85,none,(quiet),,tradable,635.75,-3446.25,1038.75,2475.25,market→model
2025-04-17 11:34:00,2025-04-17 11:42:00,14,2025-04-17,PE,23150.0,-0.017786967,OTM,227.0,0.6053333,cheap,5.75,7.5500364,-1.8000363,-0.23841426,-0.013500805,-8.879127,1.8000363,0.28805664,0.014032044,9.930719,0.22455615,0.23805694,23568.9,23565.453,142.25,17.099609375,270.3503906250007,11:42,False,True,555000.0,583875.0,0.0,56250.0,-380400.0,0.3057678,-0.011063858,9.0,10.0,-0.9280242,-1.25,-2.5969477,4.65,0.19,0.9,0.75,-0.15,none,(quiet),,tradable,-167.65,-121.5,-131.25,-189.75,model→market (spot/smile moved)
2024-12-05 14:39:00,2024-12-05 14:52:00,13,2024-12-05,CE,24800.0,0.0042955633,OTM,37.0,0.09866667,cheap,25.6,36.824265,-11.224264,-0.3048062,-0.0683808,-8.720221,11.224264,0.31277615,0.07351083,9.750759,0.3351882,0.403569,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,9.277875e+06,7.960525e+06,0.0,691900.0,2.313025e+06,-0.95135653,-0.062396433,2.0,3.0,-1.402807,-9.95,-17.042921,45.7,-8.7,-2.7,-34.45,-42.85,none,(quiet),,tradable,-745.5,-355.5,-2419.25,-2965.25,model→market (spot/smile moved)
2026-01-27 14:50:00,2026-01-27 14:50:00,1,2026-01-27,PE,25050.0,-0.0035367329,OTM,39.0,0.104,cheap,2.7,4.0702558,-1.3702558,-0.33665103,-0.015179916,-9.724038,1.3702558,0.33665103,0.015179916,9.724038,0.12909804,0.14427796,25122.3,25138.752,93.89999999999782,62.64921875000073,189.75078125000073,14:50,False,False,1.831869e+07,1.354275e+07,0.0,0.0,5.76966e+06,0.0,-0.015179916,2.0,12.0,-0.62990254,-0.45,-1.1643962,2.8,-0.55,-0.85,-2.25,-2.7,none,(quiet),,tradable,-215.75,-235.25,-326.25,-355.5,model→market (spot/smile moved)
2025-04-17 11:28:00,2025-04-17 11:30:00,3,2025-04-17,PE,23150.0,-0.015754405,OTM,239.0,0.63733333,cheap,5.95,7.782915,-1.8329153,-0.23550498,-0.012373847,-8.93393,1.8329153,0.23550498,0.012373847,8.93393,0.20035353,0.21272737,23520.9,23517.604,110.95000000000073,1.9996093750014552,222.35039062500073,11:30,True,False,859500.0,710250.0,0.0,-77100.0,262050.0,-0.34871417,-0.0149434805,21.0,21.0,-1.0508566,-1.45,-2.8298266,5.85,0.1,-1.6,-1.05,-1.15,none,(quiet),,tradable,-173.5,-284.0,-248.25,-254.75,model→market (spot/smile moved)
2024-12-19 14:51:00,2024-12-19 14:51:00,6,2024-12-19,CE,23900.0,-0.0021399122,ITM,38.0,0.101333335,rich,52.75,51.555313,1.1946882,0.023172941,0.02109857,8.538093,1.1946882,0.023172941,0.022784209,8.742677,0.079069786,0.057971217,23944.35,23951.2,-13.0,60.550390625001455,74.04960937500073,14:51,False,False,979025.0,610850.0,0.0,0.0,87200.0,-0.34727514,0.025400747,9.0,10.0,2.0288856,-1.45,-0.73532194,53.2,-0.3,-0.15,1.5,-3.0,high,"FOMC decision (US 2024-12-18): Cut 25bp to 4.25-4.50%; hawkish dots (fewer 2025 cuts) ; Sensex -964 to 79,218 after hawkish Fed (only two 2025 cuts signalled)",,tradable,,,,,market→model
2024-12-05 12:01:00,2024-12-05 12:05:00,10,2024-12-05,PE,24000.0,-0.018533735,OTM,204.0,0.544,cheap,13.45,18.607811,-5.1578107,-0.27718526,-0.02660286,-7.722145,5.1578107,0.3303283,0.028532606,8.70611,0.29465634,0.32125917,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,2.1511e+06,3.20585e+06,0.0,0.0,439625.0,-1.5415131,-0.035431936,6.0,6.0,-1.6320482,-7.15,-11.530998,18.85,-3.05,-9.0,-12.2,-13.9,none,(quiet),,tradable,-378.25,-765.0,-973.0,-1083.5,model→market (spot/smile moved)
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 12:03:00,2024-12-05 12:08:00,6,2024-12-05,CE,24600.0,0.0022051183,OTM,201.0,0.536,rich,113.15,104.70927,8.440737,0.08061118,0.018916309,8.524115,8.440737,0.08541144,0.018916309,8.524115,0.30651063,0.28759432,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,2.682425e+06,3.154475e+06,0.0,0.0,-587500.0,2.1286142,0.014149512,3.0,3.0,-0.5178114,3.75,10.992019,61.55,18.45,37.35,98.89,72.39,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-04-13 14:57:00,2026-04-13 14:57:00,1,2026-04-13,PE,24000.0,0.0044703996,ITM,32.0,0.08533333,rich,108.45,107.40823,1.0417645,0.009699112,0.031407166,8.275303,1.0417645,0.009699112,0.031407166,8.275303,0.14861247,0.11720531,23882.75,23892.95,5.900000000001455,24.650000000001455,327.15000000000146,14:57,False,False,510510.0,955045.0,0.0,0.0,268905.0,-0.60187364,0.016325042,1.0,1.0,,-5.45,,103.0,14.05,40.8,61.75,53.65,low,India open after overnight US data: US CPI,,tradable,,,,,both
2026-03-24 12:22:00,2026-03-24 12:38:00,21,2026-03-24,CE,22700.0,-0.010456108,ITM,171.0,0.456,cheap,250.25,252.94746,-2.6974576,-0.010664103,-0.01345397,-8.2287445,2.6974576,0.010664103,0.013863082,8.2469015,0.20757498,0.22102895,22939.35,22938.6,167.9499999999971,12.400390625,315.1496093749993,12:38,True,False,466570.0,413790.0,0.0,-210990.0,-3.01392e+06,-1.2252423,-0.007205058,13.0,13.0,22.303453,46.2,44.12857,173.85,34.25,0.35,76.4,148.7,none,(quiet),,tradable,2046.25,-157.25,4786.0,9485.5,market→model
2024-12-05 12:03:00,2024-12-05 12:03:00,6,2024-12-05,PE,24050.0,-0.013654367,OTM,206.0,0.54933333,cheap,23.7,28.041616,-4.3416157,-0.1548276,-0.016234878,-5.4497714,4.3416157,0.23510279,0.02170901,8.222622,0.27803507,0.29426995,24389.55,24380.64,49.04999999999927,150.39921875000073,94.00078125000073,12:03,True,True,1.3633e+06,778200.0,0.0,0.0,119425.0,-0.34076178,-0.01755206,8.0,9.0,-4.91923,-15.6,-18.771229,21.8,-1.75,-7.4,-12.4,-13.9,none,(quiet),,tradable,-293.75,-661.0,-986.0,-1083.5,model→market (spot/smile moved)
2025-04-17 11:27:00,2025-04-17 11:31:00,9,2025-04-17,CE,23400.0,-0.0057738074,ITM,238.0,0.6346667,rich,188.65,182.84677,5.803233,0.031738233,0.014130365,8.202139,5.803233,0.031738233,0.014130365,8.202139,0.22908372,0.21495335,23539.25,23535.498,155.34999999999854,0.2000000000007276,240.70000000000073,11:31,True,True,1.068675e+06,922125.0,0.0,0.0,-2.357175e+06,1.722161,0.009962502,7.0,24.0,-3.4405959,10.4,13.422732,157.85,4.8,28.35,88.55,67.15,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-08-04 15:12:00,2026-08-04 15:14:00,3,2026-08-04,PE,24450.0,-0.0016775078,OTM,15.0,0.04,cheap,34.0,36.054092,-2.054092,-0.056972507,-0.01751656,-8.113035,2.054092,0.056972507,0.01751656,8.113035,0.42250803,0.4400246,24462.95,24491.049,6.299999999999272,240.95078125000146,34.99921874999927,15:14,False,False,4.17014e+06,9.46153e+06,0.0,-553215.0,-3.45215e+06,0.45087695,-0.013665795,1.0,1.0,,-3.3,,34.6,-0.6,-5.7,-34.0,,none,(quiet),,tradable,-219.0,-550.5,-2390.0,,both
2026-02-03 15:00:00,2026-02-03 15:00:00,3,2026-02-03,PE,25750.0,0.00015344519,ITM,29.0,0.07733333,cheap,18.85,22.35131,-3.5013106,-0.15664901,-0.019529073,-8.056609,3.5013106,0.16525844,0.019529073,8.056609,0.09336791,0.11289699,25742.25,25746.049,-39.29999999999927,598.9500000000007,100.95000000000073,15:00,False,True,3.4750236e+07,3.3179704e+07,0.0,0.0,6.948305e+06,-0.14915861,-0.020361679,3.0,4.0,8.328861,15.8,13.902982,13.4,10.85,11.35,6.6,,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,525.25,557.75,249.0,,market→model
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
2025-04-17 11:30:00,2025-04-17 11:43:00,19,2025-04-17,CE,23500.0,-0.004530776,ITM,226.0,0.6026667,rich,176.45,167.83583,8.614174,0.051325,0.020190427,4.2972665,8.614174,0.06836315,0.020190427,7.9603724,0.25102362,0.23083319,23604.65,23606.715,178.35000000000218,3.8996093749992724,306.1003906250007,11:43,True,False,1.602375e+06,1.585575e+06,0.0,0.0,-1.4694e+06,0.0,0.020190427,10.0,38.0,3.7088032,-16.45,-12.014607,127.0,-10.75,16.1,27.15,13.05,none,(quiet),,tradable,,,,,market→model
2025-04-17 11:28:00,2025-04-17 11:31:00,13,2025-04-17,PE,23200.0,-0.014357551,OTM,238.0,0.6346667,cheap,9.19,11.636885,-2.4468842,-0.2102697,-0.012888859,-7.955986,2.4468842,0.21933109,0.012888859,7.955986,0.20663026,0.21951912,23539.25,23535.498,155.34999999999854,0.2000000000007276,240.70000000000073,11:31,True,True,1.1586e+06,1.82505e+06,0.0,0.0,406125.0,-0.63897115,-0.016511982,6.0,20.0,-1.1018409,-1.44,-2.746904,9.65,0.2,-2.65,-2.25,-2.55,none,(quiet),,tradable,-167.0,-352.25,-326.25,-345.75,model→market (spot/smile moved)
2024-11-28 10:48:00,2024-11-28 10:49:00,4,2024-11-28,CE,24500.0,0.017966863,OTM,280.0,0.74666667,cheap,5.75,7.26941,-1.5194101,-0.20901422,-0.010238421,-7.884751,1.5194101,0.20901422,0.010238421,7.884751,0.20219429,0.21243271,24072.15,24063.742,-249.89999999999782,273.599609375,17.600390625000728,10:49,True,False,1.599075e+06,1.3803e+06,0.0,0.0,-237550.0,2.0198224,-0.02651442,8.0,20.0,-0.1673623,-0.15,-1.0462592,5.75,-0.45,0.4,-0.85,-2.75,none,(quiet),,tradable,-209.25,-154.0,-235.25,-358.75,model→market (spot/smile moved)
2026-01-27 14:57:00,2026-01-27 14:57:00,1,2026-01-27,CE,25050.0,-0.0040535764,ITM,32.0,0.08533333,cheap,103.65,104.67317,-1.0231687,-0.00977489,-0.015616081,-7.7657695,1.0231687,0.00977489,0.015616081,7.7657695,0.1454321,0.16104819,25127.95,25151.748,104.90000000000146,57.00078125000073,195.39921875000073,14:57,False,False,2.051595e+06,1.058915e+06,0.0,0.0,-3.73737e+06,-0.4462835,-0.008395479,2.0,5.0,20.915592,12.2,11.616703,110.2,5.65,-14.55,11.45,15.55,none,(quiet),,tradable,187.25,-1125.75,564.25,830.75,market→model
2024-12-12 13:35:00,2024-12-12 14:01:00,67,2024-12-12,PE,24550.0,8.018216e-06,ITM,88.0,0.23466666,cheap,12.75,18.220009,-5.470009,-0.3002199,-0.01830359,-4.2798715,5.470009,0.31323853,0.01830359,7.749287,0.042332973,0.060636565,24550.75,24549.803,-2.2000000000007276,124.5,7.700000000000728,14:01,False,False,3.726525e+06,2.5513e+06,0.0,337400.0,1.73865e+06,0.34685594,-0.017143017,14.0,37.0,-2.1806152,-7.1,-10.355962,16.6,-4.4,-5.8,-3.4,-5.2,low,India open after overnight US data: US CPI,,tradable,-466.0,-557.0,-401.0,-518.0,model→market (spot/smile moved)
2024-11-28 10:49:00,2024-11-28 10:49:00,2,2024-11-28,CE,24450.0,0.01592396,OTM,280.0,0.74666667,cheap,8.75,10.155721,-1.4057211,-0.13841666,-0.0073543107,-7.625847,1.4057211,0.13841666,0.0073543107,7.625847,0.20181295,0.20916727,24072.15,24063.742,-249.89999999999782,273.599609375,17.600390625000728,10:49,True,False,908475.0,769925.0,0.0,0.0,-188050.0,-0.5206163,-0.004568297,6.0,8.0,0.75696176,0.55,-0.1765889,8.25,0.4,1.05,-0.95,-3.6,none,(quiet),,tradable,-154.0,-111.75,-241.75,-414.0,market→model
2026-02-02 15:05:00,2026-02-02 15:21:00,13,2026-02-03,PE,24800.0,-0.010806048,OTM,383.0,1.0213333,cheap,18.45,20.447596,-1.9975955,-0.09769342,-0.005473626,-4.1117926,1.9975955,0.09769342,0.005473626,7.5507092,0.15898472,0.16445835,25091.85,25069.443,81.19999999999709,16.250390624998545,412.44960937499854,15:21,False,False,1.592955e+06,1.25931e+06,0.0,0.0,-1.2753e+06,-0.6832867,-0.007394774,8.0,,0.43962842,0.45,-0.57359165,19.65,1.35,3.65,-1.2,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,-92.25,57.250008,-258.0,,both
2025-05-15 13:14:00,2025-05-15 13:31:00,29,2025-05-15,CE,25000.0,0.0009024724,OTM,118.0,0.31466666,cheap,46.65,59.159367,-12.509367,-0.211452,-0.035874523,-6.7835627,12.509367,0.23709406,0.035874523,7.541406,0.16244076,0.1983153,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,1.204485e+07,9.383475e+06,0.0,-671175.0,65250.0,0.0,-0.035874523,11.0,16.0,3.152502,20.15,13.758251,39.29,-14.44,-16.84,-0.5,51.46,none,(quiet),,tradable,-1118.5999,-1274.6,-212.5,3164.9,market→model
2025-04-17 11:12:00,2025-04-17 11:15:00,6,2025-04-17,CE,23300.0,-0.006255049,ITM,254.0,0.67733335,cheap,169.45,173.40437,-3.9543695,-0.022804324,-0.010876403,-7.212306,3.9543695,0.025850883,0.011470313,7.5220456,0.15451486,0.16539127,23456.05,23446.2,26.75,1.8992187500007276,157.50078125000073,11:15,True,False,1.1574e+06,1.646475e+06,0.0,-138525.0,66750.0,-0.92676216,-0.008289025,4.0,12.0,10.486151,28.6,25.872593,136.0,25.3,54.9,91.75,190.85,none,(quiet),,tradable,1464.5,3388.5,5783.75,12225.25,market→model
2024-12-19 14:50:00,2024-12-19 14:51:00,10,2024-12-19,PE,23900.0,-0.0021399122,OTM,38.0,0.101333335,rich,1.9,0.35804617,1.5419538,3.0839076,0.025400747,7.4696217,1.5419538,3.0839076,0.025400747,7.4696217,0.08337197,0.057971217,23944.35,23951.2,-13.0,60.550390625001455,74.04960937500073,14:51,False,False,4.5909e+06,3.374375e+06,0.0,0.0,-2.033225e+06,-0.34727514,0.02109857,9.0,10.0,1.0344075,-1.05,-0.034926187,1.9,-0.2,-0.4,-1.5,-1.8,high,"FOMC decision (US 2024-12-18): Cut 25bp to 4.25-4.50%; hawkish dots (fewer 2025 cuts) ; Sensex -964 to 79,218 after hawkish Fed (only two 2025 cuts signalled)",,tradable,,,,,market→model
2026-03-24 12:34:00,2026-03-24 12:38:00,15,2026-03-24,CE,22800.0,-0.0060604955,ITM,171.0,0.456,cheap,166.7,168.90115,-2.2011561,-0.013032215,-0.007195874,-7.447149,2.2011561,0.013032215,0.0073635946,7.447149,0.20296328,0.21015915,22939.35,22938.6,167.9499999999971,12.400390625,315.1496093749993,12:38,True,False,961675.0,1.374685e+06,0.0,0.0,-9.135165e+06,-1.0851802,-0.0036337173,11.0,11.0,24.278442,43.65,41.852108,178.45,-7.85,-4.55,30.15,-37.65,none,(quiet),,tradable,-690.25,-475.75,1779.75,-2627.25,market→model
2024-12-12 13:37:00,2024-12-12 13:59:00,34,2024-12-12,CE,24550.0,5.499489e-05,OTM,90.0,0.24,cheap,12.4,17.649548,-5.2495475,-0.29743242,-0.017380346,-5.519828,5.2495475,0.29743242,0.017380346,7.2474346,0.043226097,0.060606442,24550.55,24548.65,-6.400000000001455,124.69921875,7.500781250000728,13:59,False,False,3.0464e+06,2.87705e+06,1.0,0.0,3.467275e+06,0.0,-0.017380346,16.0,39.0,4.647496,15.7,12.321837,20.05,2.1,2.1,-5.8,-4.65,low,India open after overnight US data: US CPI,,tradable,-43.500008,-43.500008,-557.0,-482.25,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 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
2024-11-28 10:46:00,2024-11-28 10:47:00,3,2024-11-28,CE,24600.0,0.020405112,OTM,282.0,0.752,cheap,2.8,3.8180697,-1.0180696,-0.26664513,-0.010796059,-6.420668,1.0180696,0.29569465,0.011920252,7.11179,0.19555312,0.20634918,24107.1,24103.121,-214.85000000000218,238.650390625,38.89960937499927,10:47,False,False,1.186425e+06,1.222525e+06,0.0,0.0,-549525.0,-0.42182562,-0.006077482,11.0,28.0,-0.5857837,-0.3,-0.8121344,2.8,-0.26,-0.05,-0.15,-1.2,none,(quiet),,tradable,-196.9,-183.25,-189.75,-258.0,model→market (spot/smile moved)
2026-08-04 15:08:00,2026-08-04 15:11:00,2,2026-08-04,CE,24550.0,0.0027124614,OTM,18.0,0.048,rich,25.85,24.517889,1.3321117,0.054332238,0.011252894,7.076625,1.3321117,0.054332238,0.011252894,7.076625,0.3892329,0.37798002,24454.05,24483.5,-10.299999999999272,249.84921875000146,26.100781249999272,15:11,False,False,4.364165e+06,6.705335e+06,0.0,-758485.0,-5.391815e+06,0.0,0.011252894,1.0,1.0,4.1967,-5.35,-4.0751886,22.8,0.3,9.9,9.0,,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)
2026-03-24 12:32:00,2026-03-24 12:37:00,15,2026-03-24,PE,22750.0,-0.008248909,OTM,172.0,0.45866665,cheap,18.8,20.743374,-1.9433746,-0.09368652,-0.0076406864,-6.953294,1.9433746,0.10843968,0.00821535,6.953294,0.20610389,0.21374458,22935.35,22938.44,155.14999999999782,16.400390625,311.1496093749993,12:37,True,True,2.615405e+06,1.97106e+06,0.0,0.0,-2.694315e+06,-0.3700068,-0.009123118,34.0,81.0,-5.9159584,-7.55,-8.826209,22.9,-1.3,-3.8,-8.9,-7.55,none,(quiet),,tradable,-264.5,-427.0,-758.5,-670.75,model→market (spot/smile moved)
2026-02-02 15:05:00,2026-02-02 15:06:00,8,2026-02-03,PE,24750.0,-0.012963837,OTM,398.0,1.0613333,cheap,14.95,16.370068,-1.4200683,-0.086747855,-0.004457341,-6.9300423,1.4200683,0.086747855,0.004457341,6.9300423,0.16600502,0.17046236,25091.15,25072.943,148.75,2.1496093749992724,411.75039062499854,15:06,False,False,1.088295e+06,656305.0,0.0,0.0,-682565.0,-0.6190787,-0.006454822,,,,,,14.95,1.05,2.95,-0.5,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,-111.75,11.750004,-212.5,,not closed in session
2024-12-05 12:08:00,2024-12-05 12:08:00,2,2024-12-05,CE,24100.0,-0.018329484,ITM,201.0,0.536,cheap,460.7,465.69885,-4.99886,-0.010734104,-0.02482104,-6.897658,4.99886,0.010734104,0.02482104,6.897658,0.30225474,0.32707578,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,68850.0,49175.0,0.0,0.0,-58700.0,-2.2497067,-0.013262795,3.0,4.0,14.751831,44.6,41.576645,438.6,22.5,70.65,80.05,75.4,none,(quiet),,tradable,1282.5,4412.25,5023.25,4721.0,market→model
2026-03-30 13:55:00,2026-03-30 13:57:00,4,2026-03-30,PE,22550.0,0.005072626,ITM,92.0,0.24533333,cheap,127.45,128.93147,-1.4814738,-0.011490396,-0.007697271,-6.6934085,1.4814738,0.011490396,0.007697271,6.8969426,0.18397005,0.19166732,22435.6,22435.902,-35.60000000000218,278.50039062499854,15.599609375,13:57,False,True,937235.0,563550.0,0.0,0.0,-1.7472e+06,0.5419975,-0.0048537245,3.0,6.0,-1.579488,-1.4,-2.2863631,136.0,-8.55,-23.25,-11.05,27.2,none,(quiet),,tradable,-735.75,-1691.25,-898.25,1588.0,model→market (spot/smile moved)
2025-05-29 15:00:00,2025-05-29 15:00:00,1,2025-05-29,CE,24800.0,0.000107265725,OTM,29.0,0.07733333,cheap,8.44,10.676341,-2.236341,-0.209467,-0.012966702,-6.834529,2.236341,0.209467,0.012966702,6.834529,0.056040056,0.069006756,24796.15,24797.34,50.80000000000291,93.54960937500073,118.85039062500073,15:00,True,False,5.0998576e+07,3.8119424e+07,0.0,0.0,25650.0,0.0,-0.012966702,1.0,2.0,-1.6833526,-2.59,-4.1285963,5.85,3.65,7.85,25.85,,none,(quiet),,tradable,57.250008,330.25,1500.25,,model→market (spot/smile moved)
2024-10-17 14:31:00,2024-10-17 14:31:00,1,2024-10-17,CE,24700.0,-0.0024887384,ITM,58.0,0.15466666,rich,63.1,62.037468,1.062531,0.017127246,0.015237071,6.8060412,1.062531,0.017127246,0.015237071,6.8060412,0.071119465,0.055882394,24760.05,24761.549,6.599999999998545,269.44921875,23.400781249998545,14:31,False,False,1.1558e+06,800500.0,0.0,252075.0,101475.0,0.41419074,0.010291039,5.0,11.0,9.047859,-5.05,-4.491857,63.05,-2.15,-8.95,-14.85,-12.45,none,(quiet),,tradable,,,,,market→model
2025-05-08 13:41:00,2025-05-08 13:41:00,5,2025-05-08,PE,24350.0,3.9017723e-05,ITM,108.0,0.288,cheap,19.8,24.379,-4.5790005,-0.1878256,-0.013946678,-6.728116,4.5790005,0.1878256,0.013946678,6.728116,0.058839407,0.072786085,24334.7,24349.05,-54.29999999999927,112.55078125,4.149218750000728,13:41,True,False,1.38846e+07,1.1187225e+07,0.0,0.0,-4.924425e+06,0.0,-0.013946678,6.0,54.0,-2.009568,-5.5,-8.236907,21.05,-1.41,-6.75,-0.45,5.8,low,India open after overnight US data: FOMC,,tradable,-271.65,-618.75,-209.25,197.00002,model→market (spot/smile moved)
2025-05-28 15:21:00,2025-05-28 15:25:00,7,2025-05-29,CE,25000.0,0.009398952,OTM,379.0,1.0106666,rich,41.75,36.30907,5.4409275,0.14985037,0.011606375,6.663172,5.4409275,0.14985037,0.011606375,6.663172,0.19969022,0.18808384,24752.6,24766.127,-25.400000000001455,111.650390625,15.549609375000728,15:25,False,False,948300.0,718650.0,0.0,-176775.0,-1.351725e+06,-0.68156385,0.013032637,,,,,,39.65,0.1,-1.61,,,none,(quiet),,tradable,,,,,not closed in session
2026-02-03 15:00:00,2026-02-03 15:00:00,5,2026-02-03,CE,25750.0,0.00015344519,OTM,29.0,0.07733333,cheap,14.75,18.400467,-3.6504667,-0.1983899,-0.020361679,-6.640562,3.6504667,0.2974293,0.020361679,6.640562,0.0925353,0.11289699,25742.25,25746.049,-39.29999999999927,598.9500000000007,100.95000000000073,15:00,False,True,2.4535876e+07,2.4810436e+07,0.0,0.0,-1.86823e+06,-0.14915861,-0.019529073,4.0,5.0,-4.375279,-10.65,-13.08413,13.5,-6.2,-9.1,-12.85,,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,-583.0,-771.5,-1015.25,,model→market (spot/smile moved)
2025-04-30 14:34:00,2025-04-30 14:34:00,1,2025-04-30,PE,24400.0,0.002482602,ITM,55.0,0.14666666,rich,61.7,60.569138,1.1308606,0.018670574,0.025814869,6.6215806,1.1308606,0.018670574,0.025814869,6.6215806,0.06886153,0.043046664,24326.4,24339.5,-18.0,68.79960937500073,57.60039062500073,14:34,False,False,4.5723e+06,1.66095e+06,0.0,-91875.0,-589800.0,-0.55170643,0.01747172,6.0,6.0,6.4636517,-5.7,-4.8181458,59.7,-1.15,-3.7,-11.95,-30.9,none,(quiet),,tradable,,,,,market→model
2025-05-15 13:15:00,2025-05-15 13:30:00,20,2025-05-15,CE,24950.0,-0.00029256375,ITM,119.0,0.31733334,cheap,68.5,76.74049,-8.240494,-0.1073813,-0.023349367,-5.697659,8.240494,0.14072445,0.023349367,6.6126533,0.18340123,0.20675059,24942.05,24957.3,207.34999999999854,2.3992187500007276,447.6007812499993,13:30,True,False,6.799425e+06,5.927925e+06,0.0,0.0,680625.0,0.0,-0.023349367,6.0,8.0,6.4458127,33.8,28.556286,43.7,2.5,-10.85,36.39,90.55,none,(quiet),,tradable,-17.5,-885.25,2185.3499,5705.75,market→model
2024-12-05 11:51:00,2024-12-05 12:05:00,19,2024-12-05,PE,23950.0,-0.02061924,OTM,204.0,0.544,cheap,8.85,14.060009,-5.2100096,-0.3705552,-0.03324667,-6.507904,5.2100096,0.38991746,0.03324667,6.507904,0.2895454,0.32279205,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,1.2995e+06,1.678325e+06,0.0,0.0,63500.0,-1.7842096,-0.04688421,6.0,6.0,-1.1528172,-4.65,-8.683597,14.5,0.5,1.0,-7.8,-8.0,none,(quiet),,tradable,-147.5,-115.0,-687.0,-700.0,model→market (spot/smile moved)
2025-04-17 11:12:00,2025-04-17 11:17:00,6,2025-04-17,PE,23300.0,-0.007417931,OTM,252.0,0.672,cheap,19.85,23.137924,-3.2879238,-0.14210108,-0.009923035,-6.5065455,3.2879238,0.14210108,0.009923035,6.5065455,0.16114143,0.17106447,23478.15,23473.48,44.25,0.2996093750007276,179.60039062500073,11:17,True,False,2.132625e+06,1.569075e+06,0.0,0.0,-1.303275e+06,0.7965196,-0.007477826,3.0,10.0,0.85208374,1.65,-0.28642938,27.3,-2.25,-6.35,-3.9,-8.05,none,(quiet),,tradable,-326.25,-592.75,-433.5,-703.25,market→model
2026-03-24 12:34:00,2026-03-24 12:42:00,13,2026-03-24,PE,22800.0,-0.0076547326,OTM,167.0,0.44533333,cheap,22.25,23.79189,-1.5418884,-0.06480731,-0.0057404926,-6.349908,1.5418884,0.06480731,0.0057404926,6.349908,0.21267065,0.21841115,22974.8,22975.197,208.75,2.8992187500007276,350.6007812499993,12:42,True,False,4.529265e+06,3.730415e+06,0.0,0.0,1.09122e+06,-0.43060365,-0.0073635946,8.0,76.0,-1.1638886,-0.9,-1.6732699,29.4,0.0,-2.0,-8.05,1.6,none,(quiet),,tradable,-180.0,-310.0,-703.25,-76.0,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
2026-08-04 15:12:00,2026-08-04 15:12:00,3,2026-08-04,CE,24450.0,-0.0010812053,ITM,17.0,0.045333333,cheap,58.95,60.64659,-1.6965915,-0.02797505,-0.013317112,-6.329854,1.6965915,0.02797505,0.013665795,6.329854,0.33980685,0.35312396,24449.55,24476.45,-13.150000000001455,254.34921875000146,21.600781249999272,15:12,False,False,4.263935e+06,3.928015e+06,0.0,-646685.0,-2.683915e+06,-0.039505683,-0.0130067,3.0,3.0,,22.05,,68.0,7.5,0.95,97.85,,none,(quiet),,tradable,307.5,-118.25,6180.25,,both
2025-05-08 13:41:00,2025-05-08 13:41:00,5,2025-05-08,CE,24350.0,3.9017723e-05,OTM,108.0,0.288,cheap,18.85,23.429,-4.5790005,-0.19544156,-0.013946678,-6.279496,4.5790005,0.19544156,0.013946678,6.279496,0.058839407,0.072786085,24334.7,24349.05,-54.29999999999927,112.55078125,4.149218750000728,13:41,True,False,7.926075e+06,7.985025e+06,0.0,0.0,4.178625e+06,0.0,-0.013946678,6.0,54.0,1.4531242,3.75,1.1693534,18.1,0.6,4.5,-4.8,-10.65,low,India open after overnight US data: FOMC,,tradable,-141.0,112.5,-492.0,-872.25,market→model
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 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
2025-04-17 11:14:00,2025-04-17 11:14:00,5,2025-04-17,CE,23550.0,0.0048209396,OTM,255.0,0.68,rich,45.1,40.936523,4.1634774,0.1017057,0.00974921,6.1155863,4.1634774,0.1017057,0.00974921,6.1155863,0.18631642,0.17656721,23440.1,23436.74,18.149999999997817,4.850390625000728,141.54960937500073,11:14,False,True,2.832375e+06,2.634375e+06,0.0,0.0,29700.0,0.7922992,0.0079046115,6.0,41.0,-3.0094788,6.3,8.393386,49.2,8.7,2.2,36.6,65.85,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-11-28 10:37:00,2024-11-28 10:37:00,2,2024-11-28,CE,24550.0,0.016360775,OTM,292.0,0.7786667,cheap,5.8,7.1948657,-1.3948655,-0.19386958,-0.008752401,-6.105587,1.3948655,0.19386958,0.008752401,6.105587,0.18404846,0.19280086,24164.75,24151.611,-155.79999999999927,181.0,9.299999999999272,10:37,True,True,1.6176e+06,1.8711e+06,0.0,0.0,507200.0,1.0056689,-0.015787607,4.0,5.0,-2.508075,-2.35,-3.2869735,4.9,-0.31,-1.1,-1.1,-2.05,none,(quiet),,tradable,-200.15,-251.5,-251.5,-313.25,model→market (spot/smile moved)
2025-05-22 14:19:00,2025-05-22 14:19:00,2,2025-05-22,PE,24450.0,-0.0009954572,OTM,70.0,0.18666667,cheap,12.5,14.134888,-1.6348876,-0.11566329,-0.006704856,-6.0125637,1.6348876,0.11566329,0.006704856,6.0125637,0.085169695,0.09187455,24491.85,24474.352,-36.5,245.650390625,8.499609375001455,14:19,True,False,2.6931976e+07,2.069085e+07,0.0,-1.192425e+06,-412350.0,0.0,-0.006704856,1.0,20.0,-1.8422832,-1.85,-2.8541887,10.65,4.35,4.4,1.8,-7.25,none,(quiet),,tradable,102.75,106.0,-63.000004,-651.25,model→market (spot/smile moved)
2026-03-30 13:56:00,2026-03-30 13:56:00,1,2026-03-30,CE,22550.0,0.0054872474,OTM,93.0,0.248,cheap,13.0,14.032701,-1.0327008,-0.07359245,-0.0055338433,-5.912173,1.0327008,0.07359245,0.0055338433,5.912173,0.19021642,0.19575027,22424.75,22426.602,-34.900000000001455,289.34999999999854,4.75,13:56,False,False,2.186405e+06,2.575755e+06,1.0,1.610765e+06,1.89072e+06,0.3919024,-0.0076692994,7.0,7.0,9.937115,8.5,7.644621,13.9,-1.2,6.1,-3.65,-9.2,none,(quiet),,tradable,-258.0,216.5,-417.25,-778.0,market→model
2024-12-05 14:39:00,2024-12-05 14:41:00,13,2024-12-05,CE,24850.0,0.0028026742,OTM,48.0,0.128,cheap,17.6,27.953028,-10.353026,-0.3703723,-0.05425986,-5.666602,10.353026,0.37581038,0.07248678,5.8979225,0.19668989,0.25094974,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,6.451875e+06,5.28585e+06,0.0,0.0,1.277475e+06,-0.95348686,-0.049067676,2.0,14.0,3.8943832,21.1,15.68194,24.55,-6.95,-2.95,-16.45,-23.0,none,(quiet),,tradable,-631.75,-371.75,-1249.25,-1675.0,market→model
2024-11-28 14:12:00,2024-11-28 14:12:00,1,2024-11-28,PE,23700.0,-0.010394495,OTM,77.0,0.20533334,cheap,5.55,6.818266,-1.2682658,-0.18601003,-0.012764354,-5.8633747,1.2682658,0.18601003,0.012764354,5.8633747,0.2505682,0.26333255,23959.95,23947.635,-33.64999999999782,385.80078125,1.4992187499992724,14:12,True,True,5.737775e+06,1.1202725e+07,0.0,0.0,-41525.0,-3.8208196,-0.06556092,1.0,1.0,5.089319,11.45,9.200191,17.0,-13.55,-12.85,-14.6,-15.5,none,(quiet),,tradable,-1060.75,-1015.25,-1129.0,-1187.5,market→model
2024-11-28 10:55:00,2024-11-28 10:55:00,1,2024-11-28,PE,24500.0,0.017157085,ITM,274.0,0.73066664,cheap,421.9,423.80527,-1.9052619,-0.0044956068,-0.013046417,-5.825586,1.9052619,0.0044956068,0.013046417,5.825586,0.19316459,0.206211,24086.2,24083.236,-226.5,259.55078125,31.649218750000728,10:55,False,True,19025.0,12575.0,0.0,0.0,-121700.0,0.8311632,-0.007086782,2.0,2.0,1.6833357,3.3,1.3396068,426.85,-1.65,-33.95,-6.85,25.3,none,(quiet),,tradable,-287.25,-2386.75,-625.25,1464.5,market→model
2025-05-08 15:00:00,2025-05-08 15:00:00,1,2025-05-08,CE,24250.0,-0.0009970097,ITM,29.0,0.07733333,cheap,30.65,32.04819,-1.3981913,-0.043627776,-0.009786979,-5.8167186,1.3981913,0.043627776,0.009786979,5.8167186,0.09244989,0.102236874,24264.85,24274.19,-85.90000000000146,182.400390625,20.849609375,15:00,False,True,1.284255e+07,1.1029275e+07,0.0,0.0,3.837825e+06,-0.58912057,-0.0056218775,1.0,1.0,9.468215,11.3,10.106533,41.95,0.7,15.0,5.15,,low,India open after overnight US data: FOMC,,tradable,-134.5,795.0,154.75,,market→model
2024-12-05 15:05:00,2024-12-05 15:05:00,1,2024-12-05,CE,24700.0,0.0009175106,OTM,24.0,0.064,cheap,16.75,20.889137,-4.1391377,-0.19814785,-0.027715756,-5.8106337,4.1391377,0.19814785,0.027715756,5.8106337,0.16916884,0.1968846,24681.75,24677.348,-163.25,176.0,386.2000000000007,15:05,True,True,1.92267e+07,1.3627075e+07,0.0,0.0,2.73865e+06,0.6517382,-0.032122314,2.0,2.0,-1.4223143,-6.6,-11.240325,16.1,-5.95,12.55,1.45,,none,(quiet),,tradable,-566.75,635.75,-85.75,,model→market (spot/smile moved)
2026-03-02 13:53:00,2026-03-02 14:00:00,8,2026-03-02,PE,24700.0,0.0045305146,ITM,89.0,0.23733333,cheap,119.55,121.32863,-1.7786286,-0.014659596,-0.009921479,-5.804591,1.7786286,0.014659596,0.009921479,5.804591,0.13978001,0.14970149,24610.2,24588.35,-65.25,379.15078124999854,5.69921875,14:00,False,True,2.39629e+06,3.368625e+06,0.0,0.0,-8.06169e+06,-0.055182617,-0.010241347,3.0,4.0,-50.468315,-60.8,-62.004715,86.8,23.85,29.0,-44.4,-59.75,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,tradable,1370.25,1705.0,-3066.0,-4063.75,model→market (spot/smile moved)
2025-04-17 11:40:00,2025-04-17 11:42:00,2,2025-04-17,PE,23100.0,-0.01994913,OTM,227.0,0.6053333,cheap,3.9,5.092359,-1.1923592,-0.23414673,-0.011818435,-5.797402,1.1923592,0.23414673,0.011818435,5.797402,0.22840807,0.2402265,23568.9,23565.453,142.25,17.099609375,270.3503906250007,11:42,False,True,900450.0,982425.0,0.0,161475.0,278325.0,-0.78741884,-0.020826578,9.0,34.0,-1.2412492,-0.75,-1.3542299,4.09,-0.19,-0.39,-0.54,-1.19,none,(quiet),,tradable,-192.35,-205.34999,-215.09999,-257.35,model→market (spot/smile moved)
2025-04-17 11:29:00,2025-04-17 11:36:00,7,2025-04-17,CE,23550.0,-0.000864476,ITM,233.0,0.62133336,rich,112.7,107.155045,5.544952,0.051746994,0.011922478,4.514787,5.544952,0.05786042,0.011922478,5.7849607,0.21899971,0.20707723,23571.7,23570.367,183.95000000000073,1.4007812499985448,273.1492187500007,11:36,True,False,3.231e+06,2.356125e+06,0.0,443700.0,387900.0,0.0357056,0.01184573,16.0,19.0,-4.172157,11.7,14.504305,85.8,12.05,2.7,29.25,36.65,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-15 12:08:00,2025-05-15 12:09:00,2,2025-05-15,PE,24350.0,-0.014120664,OTM,200.0,0.53333336,cheap,7.0,8.432779,-1.4327788,-0.1699059,-0.00919025,-5.7149315,1.4327788,0.1699059,0.00919025,5.7149315,0.20622532,0.21541557,24699.8,24696.277,76.79999999999927,107.94921875,205.35078124999927,12:09,True,True,948000.0,870900.0,1.0,0.0,220425.0,-2.9851317,-0.032179262,2.0,2.0,0.12548766,0.15,-1.0453366,7.0,0.05,0.45,-1.1,-3.05,none,(quiet),,tradable,-176.75,-150.75,-251.5,-378.25,model→market (spot/smile moved)
2024-12-05 12:16:00,2024-12-05 12:16:00,1,2024-12-05,CE,24100.0,-0.022242447,ITM,193.0,0.5146667,cheap,552.85,556.2875,-3.437494,-0.006179348,-0.022155186,-5.7071023,3.437494,0.006179348,0.022155186,5.7071023,0.33012116,0.35227633,24631.25,24642.049,275.84999999999854,5.150000000001455,335.7000000000007,12:16,True,False,12750.0,20800.0,0.0,22925.0,-103550.0,-1.6238477,-0.011316568,4.0,5.0,2.9571793,6.69,4.427709,544.79,19.5,-34.79,-10.84,-50.49,none,(quiet),,tradable,1087.5,-2441.35,-884.60004,-3461.85,market→model
2024-12-05 14:52:00,2024-12-05 14:53:00,2,2024-12-05,PE,24700.0,0.0031546927,ITM,36.0,0.096,cheap,127.95,131.99388,-4.043875,-0.03063684,-0.022495037,-5.699316,4.043875,0.039357252,0.022495037,5.699316,0.4340122,0.45650724,24654.15,24622.201,-103.79999999999927,203.599609375,358.6003906250007,14:53,True,True,6.04145e+06,3.64505e+06,0.0,0.0,-1.20445e+06,1.3961505,-0.014711734,1.0,1.0,2.8626833,31.7,20.626472,127.95,31.7,99.15,-108.25,-127.05,none,(quiet),,tradable,1880.5,6264.75,-7216.25,-8438.25,market→model
2026-02-02 14:59:00,2026-02-02 15:06:00,9,2026-02-03,PE,24700.0,-0.014986082,OTM,398.0,1.0613333,cheap,11.4,12.9451275,-1.5451276,-0.119359784,-0.005767606,-5.6861176,1.5451276,0.119359784,0.005767606,5.6861176,0.17145571,0.17722331,25091.15,25072.943,148.75,2.1496093749992724,411.75039062499854,15:06,False,False,1.64528e+06,1.024075e+06,0.0,0.0,-2.071095e+06,0.7428174,-0.002953652,21.0,,0.0,0.0,-0.8421999,14.4,0.05,-1.5,-2.0,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,-176.75,-277.5,-310.0,,model→market (spot/smile moved)
2025-04-17 11:14:00,2025-04-17 11:14:00,3,2025-04-17,PE,23250.0,-0.007999749,OTM,255.0,0.68,cheap,14.5,16.670868,-2.1708672,-0.13021922,-0.0073986314,-5.683002,2.1708672,0.13717759,0.0075984932,5.683002,0.15035784,0.15775648,23440.1,23436.74,18.149999999997817,4.850390625000728,141.54960937500073,11:14,False,True,1.1112e+06,1.5396e+06,0.0,0.0,-383625.0,-0.9610265,-0.010796182,5.0,6.0,-1.4978942,-1.75,-2.9183068,14.15,-1.55,-0.9,1.8,-2.15,none,(quiet),,tradable,-280.75,-238.5,-63.000004,-319.75,model→market (spot/smile moved)
2025-04-17 11:30:00,2025-04-17 11:42:00,26,2025-04-17,CE,23450.0,-0.0049112528,ITM,227.0,0.6053333,rich,180.7,171.11026,9.589741,0.05604422,0.022836769,5.6593056,9.589741,0.05604422,0.022836769,5.6593056,0.24759543,0.22475865,23568.9,23565.453,142.25,17.099609375,270.3503906250007,11:42,False,True,1.062525e+06,589875.0,0.0,-167475.0,-1.16205e+06,2.5142815,0.016887706,9.0,39.0,-4.812209,24.85,30.013948,155.85,-10.2,19.6,33.95,18.4,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
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)
2024-11-28 10:55:00,2024-11-28 10:55:00,1,2024-11-28,CE,24500.0,0.017157085,OTM,274.0,0.73066664,cheap,6.05,7.1242623,-1.0742625,-0.15078929,-0.007086782,-5.634206,1.0742625,0.15078929,0.007086782,5.634206,0.19912422,0.206211,24086.2,24083.236,-226.5,259.55078125,31.649218750000728,10:55,False,True,629475.0,693025.0,0.0,0.0,401175.0,0.8311632,-0.013046417,10.0,29.0,-2.3677218,-1.3,-1.849051,5.6,0.0,0.1,-1.9,-3.0,none,(quiet),,tradable,-180.0,-173.5,-303.5,-375.0,model→market (spot/smile moved)
2024-11-28 10:52:00,2024-11-28 10:52:00,3,2024-11-28,CE,24550.0,0.018945847,OTM,277.0,0.73866665,cheap,4.0,5.1055994,-1.1055994,-0.21654645,-0.009391215,-5.625088,1.1055994,0.21654645,0.009391215,5.625088,0.19765784,0.20704904,24093.05,24089.258,-226.54999999999927,252.69921875,38.50078125000073,10:52,False,False,1.263225e+06,578800.0,0.0,9500.0,-403825.0,0.30040842,-0.012194873,14.0,24.0,-2.0543842,-1.15,-1.7097784,3.8,0.2,-0.2,-0.95,-2.05,none,(quiet),,tradable,-167.0,-193.0,-241.75,-313.25,model→market (spot/smile moved)
2026-03-24 12:26:00,2026-03-24 12:26:00,1,2026-03-24,CE,22800.0,-0.005982475,ITM,183.0,0.488,cheap,168.4,169.86922,-1.4692208,-0.008649129,-0.004531266,-5.6156483,1.4692208,0.008649129,0.004531266,5.6156483,0.20577484,0.21030611,22927.65,22936.809,100.15000000000146,0.2496093750014552,303.4503906249993,12:26,True,True,5.630885e+06,4.020835e+06,0.0,0.0,-6.774755e+06,-0.5447329,-0.002846485,2.0,3.0,-88.47611,-66.4,-67.15048,141.05,-39.05,-8.1,55.95,45.2,none,(quiet),,tradable,-2718.25,-706.5,3456.75,2758.0,model→market (spot/smile moved)
2024-12-11 15:14:00,2024-12-11 15:19:00,8,2024-12-12,CE,24850.0,0.008459434,OTM,385.0,1.0266666,rich,16.45,14.286063,2.1639364,0.15147184,0.005924407,5.5943713,2.1639364,0.15147184,0.005924407,5.5943713,0.12992863,0.12400422,24644.55,24640.67,15.599999999998545,47.19921875,60.700781250001455,15:19,False,False,302825.0,520075.0,0.0,-182200.0,-774925.0,0.07232016,0.005731153,,,,,,15.4,-0.45,1.85,,,low,US CPI release (Nov 2024),,tradable,,,,,not closed in session
2024-12-05 15:02:00,2024-12-05 15:02:00,1,2024-12-05,PE,24600.0,-0.00033125238,OTM,27.0,0.072,cheap,24.75,30.283571,-5.5335712,-0.18272518,-0.03353317,-5.555468,5.5335712,0.18272518,0.03353317,5.555468,0.17262682,0.20616,24622.2,24608.15,-201.45000000000073,235.55078125,326.6492187500007,15:02,True,True,1.0006025e+07,1.08369e+07,0.0,0.0,-2.060275e+06,0.0,-0.03353317,2.0,3.0,-4.174676,-16.1,-19.956587,18.14,-9.49,-14.29,-17.69,,none,(quiet),,tradable,-796.85,-1108.8501,-1329.85,,model→market (spot/smile moved)
2025-04-17 11:14:00,2025-04-17 11:15:00,3,2025-04-17,CE,23500.0,0.0022920116,OTM,254.0,0.67733335,rich,67.34,61.979244,5.3607554,0.086492755,0.011370003,5.5477266,5.3607554,0.086492755,0.011370003,5.5477266,0.18898824,0.17761824,23456.05,23446.2,26.75,1.8992187500007276,157.50078125000073,11:15,True,False,4.3179e+06,5.679075e+06,0.0,-449850.0,-1.3167e+06,-0.26783586,0.011936947,4.0,69.0,-3.8361716,10.71,13.501845,67.34,10.56,3.0,44.01,80.91,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-02-03 14:27:00,2026-02-03 14:27:00,1,2026-02-03,CE,26000.0,0.008732283,OTM,62.0,0.16533333,rich,3.05,2.032366,1.017634,0.50071394,0.016024763,5.543632,1.017634,0.50071394,0.016024763,5.543632,0.20983425,0.1938095,25771.05,25773.95,-15.950000000000728,570.1492187500007,129.75078125000073,14:27,False,True,3.4047e+06,2.39785e+06,0.0,0.0,-692250.0,-0.5072351,0.02290512,13.0,20.0,1.9901452,-1.1,-0.5472765,2.7,-0.3,-0.3,-1.2,-1.4,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,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
2024-12-11 15:25:00,2024-12-11 15:25:00,2,2024-12-12,CE,25250.0,0.024442026,OTM,379.0,1.0106666,cheap,2.0,3.1954658,-1.1954658,-0.37411314,-0.014124457,-5.513786,1.1954658,0.37411314,0.014124457,5.513786,0.18551692,0.19964138,24641.05,24640.32,16.849999999998545,50.69921875,57.200781250001455,15:25,False,False,182075.0,94800.0,2.0,21175.0,-8875.0,-0.38644657,-0.00908499,,,,,,2.04,0.21,,,,low,US CPI release (Nov 2024),,tradable,-166.35,,,,not closed in session
2024-12-11 15:20:00,2024-12-11 15:26:00,7,2024-12-12,CE,25200.0,0.022474997,OTM,378.0,1.008,cheap,2.45,3.7131393,-1.2631394,-0.34018096,-0.012734692,-5.277227,1.2631394,0.34018096,0.012734692,5.4524684,0.17853169,0.19126639,24640.7,24639.947,12.400000000001455,51.05078125,56.849218750001455,15:26,False,False,215100.0,718225.0,2.0,0.0,-763200.0,1.2007469,-0.02963377,,,,,,2.75,-0.21,-0.3,,,low,US CPI release (Nov 2024),,tradable,-193.65001,-199.5,,,not closed in session
2026-09-29 15:14:00,2026-09-29 15:14:00,1,2026-09-29,PE,22800.0,0.004675408,ITM,15.0,0.04,cheap,109.45,110.58438,-1.1343845,-0.01025809,-0.023330677,-5.422115,1.1343845,0.01025809,0.023330677,5.422115,0.2722241,0.2955548,22683.75,22693.65,10.599999999998545,69.5,114.09999999999854,15:14,False,False,486460.0,1.227265e+06,0.0,1885.0,-168675.0,0.49956787,-0.012648787,1.0,1.0,,9.65,,119.1,-13.75,33.25,,,none,(quiet),,tradable,-1073.75,1981.25,,,both
2025-04-17 11:14:00,2025-04-17 11:15:00,3,2025-04-17,PE,23500.0,0.0022920116,ITM,254.0,0.67733335,rich,121.4,115.771454,5.6285496,0.04861777,0.011936947,5.4049883,5.6285496,0.04861777,0.011936947,5.4049883,0.18955518,0.17761824,23456.05,23446.2,26.75,1.8992187500007276,157.50078125000073,11:15,True,False,648975.0,1.70895e+06,0.0,135375.0,-404325.0,-0.26783586,0.011370003,6.0,130.0,5.852601,-21.15,-17.536222,121.4,-10.2,-16.4,-27.65,-57.06,none,(quiet),,tradable,,,,,market→model
2024-11-25 12:59:00,2024-11-25 13:10:00,9,2024-11-28,CE,24550.0,0.016071482,OTM,1264.0,3.3706667,cheap,26.5,28.757643,-2.2576435,-0.07850586,-0.003516112,-4.9363456,2.2576435,0.07850586,0.003516112,5.402225,0.12971246,0.13322859,24162.75,24158.6,-131.79999999999927,188.79999999999927,27.299999999999272,13:10,False,True,97050.0,169250.0,0.0,0.0,514900.0,-0.30484286,-0.0030355367,17.0,20.0,6.3768497,7.65,6.450348,27.6,1.9,-1.6,2.95,4.3,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,tradable,-56.5,-284.0,11.750004,99.500015,market→model
2025-06-05 12:03:00,2025-06-05 12:07:00,4,2025-06-05,CE,24700.0,-0.004580403,ITM,202.0,0.53866667,cheap,132.9,135.1225,-2.2224967,-0.016448013,-0.0063885963,-5.3613524,2.2224967,0.016448013,0.0063885963,5.3613524,0.13119112,0.13757972,24816.55,24813.395,82.45000000000073,13.399218750000728,203.45078125000146,12:07,True,True,1.9872e+06,1.182075e+06,0.0,0.0,-7.74585e+06,-0.43145782,-0.0051353434,4.0,8.0,26.741413,35.0,33.69117,122.35,8.2,16.2,51.7,2.5,none,(quiet),,tradable,353.0,873.00006,3180.5,-17.5,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
2026-04-13 13:55:00,2026-04-13 13:55:00,2,2026-04-13,CE,23750.0,-0.0059276395,ITM,94.0,0.25066668,cheap,146.05,147.58444,-1.5344411,-0.010397038,-0.011284949,-5.3442817,1.5344411,0.010397038,0.011463366,5.3442817,0.14389929,0.15518424,23892.1,23891.2,63.599999999998545,1.0503906250014552,336.49960937500146,13:55,True,False,1.479205e+06,1.12398e+06,0.0,0.0,-1.004445e+06,-0.6918317,-0.0060295407,9.0,16.0,-2.7664084,-2.15,-2.927181,149.8,-0.55,-3.75,-56.25,-15.45,low,India open after overnight US data: US CPI,,tradable,-215.75,-423.75,-3836.25,-1184.25,model→market (spot/smile moved)
2025-03-19 15:21:00,2025-03-19 15:27:00,6,2025-03-20,CE,23000.0,0.0028117858,OTM,377.0,1.0053333,cheap,45.75,48.44834,-2.6983402,-0.055695202,-0.0049469764,-5.341313,2.6983402,0.05646796,0.0049469764,5.341313,0.1271494,0.13209638,22906.45,22935.42,-22.399999999997817,34.25078125000073,98.49921874999927,15:27,False,False,699750.0,1.138275e+06,0.0,0.0,-1.6641e+06,-0.33478138,-0.004332121,,,,,,45.35,1.3,0.4,,,low,FOMC decision (US 2025-03-19): Hold 4.25-4.50% (SEP),,tradable,-95.5,-154.0,,,not closed in session
2024-11-28 14:13:00,2024-11-28 14:13:00,1,2024-11-28,CE,23950.0,0.0038572126,OTM,76.0,0.20266667,rich,43.5,39.59337,3.9066296,0.098668784,0.01609025,5.318629,3.9066296,0.098668784,0.01609025,5.318629,0.30112088,0.2850306,23879.6,23857.797,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,4.5357e+06,3.687225e+06,0.0,473825.0,-207850.0,1.4473448,0.010151411,2.0,3.0,-2.1517591,6.3,9.227838,69.55,-19.75,-25.3,0.15,-47.85,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-02-02 15:20:00,2026-02-02 15:23:00,4,2026-02-03,CE,24800.0,-0.010615631,ITM,381.0,1.016,cheap,282.7,285.5017,-2.8016958,-0.009813237,-0.007644423,-4.6130643,2.8016958,0.009813237,0.007644423,5.305787,0.15649596,0.16414037,25090.05,25064.67,76.04999999999927,18.049218749998545,410.65078124999854,15:23,False,False,52195.0,99125.0,0.0,0.0,-378040.0,-0.9615246,-0.0049762297,5.0,6.0,6.262544,10.25,8.613285,287.15,-2.7,2.8,,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,-355.5,1.9999962,,,market→model
2025-03-19 15:21:00,2025-03-19 15:28:00,6,2025-03-20,PE,23000.0,0.0027413422,ITM,376.0,1.0026667,cheap,107.85,110.53715,-2.6871493,-0.02430992,-0.0049301274,-5.282041,2.6871493,0.02430992,0.0049301274,5.282041,0.12467051,0.12960064,22912.8,22937.035,-15.5,27.899218750000728,104.85078124999927,15:28,False,False,253125.0,301575.0,0.0,-137325.0,-973350.0,0.0,-0.0049301274,,,,,,116.9,-0.55,-6.25,,,low,FOMC decision (US 2025-03-19): Hold 4.25-4.50% (SEP),,tradable,-215.75,-586.25,,,not closed in session
2025-04-17 11:54:00,2025-04-17 11:57:00,2,2025-04-17,CE,23350.0,-0.0106367385,ITM,212.0,0.5653333,rich,272.39,268.5966,3.7934098,0.014123076,0.014106134,5.2527695,3.7934098,0.014123076,0.014106134,5.2527695,0.23163365,0.21752752,23600.4,23599.693,94.55000000000291,34.249609375001455,301.8503906250007,11:57,False,False,108600.0,76425.0,0.0,-35775.0,-136050.0,1.1291792,0.009998421,1.0,1.0,1.6678487,-4.75,-1.9020199,249.15,21.6,24.2,46.24,66.15,none,(quiet),,tradable,,,,,market→model
2025-04-17 11:42:00,2025-04-17 11:43:00,2,2025-04-17,PE,23400.0,-0.008795175,OTM,226.0,0.6026667,rich,41.05,35.34396,5.7060413,0.16144319,0.016276708,5.2508125,5.7060413,0.16144319,0.016276708,5.2508125,0.25374833,0.23747163,23604.65,23606.715,178.35000000000218,3.8996093749992724,306.1003906250007,11:43,True,False,1.9608e+06,2.8923e+06,0.0,0.0,1.11045e+06,-1.3363154,0.012516024,25.0,65.0,6.2811413,-18.15,-15.260398,41.05,-5.95,-4.85,-11.1,-19.0,none,(quiet),,tradable,,,,,market→model
2024-11-28 14:12:00,2024-11-28 14:12:00,1,2024-11-28,PE,23950.0,9.8780314e-05,ITM,77.0,0.20533334,rich,81.95,77.69146,4.2585416,0.054813508,0.015616954,5.2428517,4.2585416,0.054813508,0.015616954,5.2428517,0.296147,0.28053004,23959.95,23947.635,-33.64999999999782,385.80078125,1.4992187499992724,14:12,True,True,7.06795e+06,7.3979e+06,0.0,0.0,-104900.0,-1.2445284,0.011053274,2.0,2.0,4.4617157,-19.0,-14.741549,134.25,-71.3,-58.66,-85.55,-80.2,none,(quiet),,tradable,,,,,market→model
2024-12-05 14:37:00,2024-12-05 14:51:00,13,2024-12-05,PE,24600.0,-0.001188184,OTM,38.0,0.101333335,rich,98.65,90.48231,8.167691,0.09026838,0.04172059,5.217565,8.167691,0.3524605,0.04172059,5.217565,0.57219106,0.5304705,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,1.165625e+07,8.075575e+06,0.0,0.0,830675.0,-3.4459927,0.024123346,1.0,2.0,8.621042,-45.05,-39.824413,10.05,1.35,-2.35,70.15,-6.2,none,(quiet),,tradable,,,,,market→model
2025-01-02 14:51:00,2025-01-02 14:51:00,1,2025-01-02,CE,24200.0,-0.0006298852,ITM,38.0,0.101333335,cheap,26.0,29.594702,-3.594701,-0.12146435,-0.0195261,-5.216847,3.594701,0.12146435,0.0195261,5.216847,0.089431085,0.10895719,24206.65,24215.248,28.30000000000291,1.099609375,455.1003906250007,14:51,False,False,2.7157124e+07,2.0060776e+07,0.0,0.0,2.6268e+06,-0.49767935,-0.016797708,4.0,11.0,4.0776234,7.4,5.5852175,19.64,-0.19,8.71,-17.04,-19.49,none,(quiet),,tradable,-192.35,386.15,-1287.6001,-1446.85,market→model
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)
2025-06-03 10:40:00,2025-06-03 10:40:00,1,2025-06-05,PE,23700.0,-0.03987756,OTM,1039.0,2.7706666,rich,5.7,4.682648,1.017352,0.21725997,0.006424916,5.1585574,1.017352,0.21725997,0.006424916,5.1585574,0.20072782,0.19430292,24640.8,24664.195,-11.400000000001455,204.29921874999854,39.50078125000073,10:40,True,False,273750.0,49725.0,0.0,0.0,31650.0,5.672981,0.033516858,3.0,11.0,-1.7603787,0.9,1.4112536,5.6,0.55,0.95,-0.05,-0.35,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05-08 14:58:00,2025-05-08 14:58:00,1,2025-05-08,CE,24300.0,0.00072867435,OTM,31.0,0.082666665,cheap,8.9,10.0376835,-1.1376835,-0.11334124,-0.00707697,-5.150576,1.1376835,0.11334124,0.00707697,5.150576,0.09251875,0.09959572,24265.9,24282.299,-84.44999999999709,181.349609375,21.900390625,14:58,False,False,1.0936725e+07,2.143305e+07,0.0,1.92555e+06,1.1126925e+07,0.0,-0.00707697,2.0,2.0,-3.7284682,-4.56,-5.7830224,6.85,-2.51,-0.2,3.9,-6.8,low,India open after overnight US data: FOMC,,tradable,-343.15002,-193.0,73.50001,-622.0,model→market (spot/smile moved)
2024-12-11 15:14:00,2024-12-11 15:20:00,6,2024-12-12,CE,24900.0,0.010405441,OTM,384.0,1.024,rich,13.35,11.408821,1.9411792,0.17014723,0.0062660794,5.1482162,1.9411792,0.17646688,0.0062660794,5.1482162,0.14018898,0.1339229,24641.85,24642.248,11.049999999999272,49.900390625,57.999609375001455,15:20,False,False,882350.0,582125.0,0.0,0.0,-797925.0,-0.019075092,0.006325708,,,,,,11.6,-0.25,1.75,,,low,US CPI release (Nov 2024),,tradable,,,,,not closed in session
2026-03-24 12:25:00,2026-03-24 12:27:00,3,2026-03-24,PE,22750.0,-0.0067372452,OTM,182.0,0.48533332,cheap,25.15,26.364618,-1.2146181,-0.046070006,-0.0040702913,-4.908381,1.2146181,0.04805384,0.0040702913,5.1479473,0.1988655,0.20293579,22902.95,22903.79,82.85000000000218,33.55078125,278.7492187499993,12:27,True,False,4.207515e+06,4.54649e+06,0.0,0.0,-1.58379e+06,-0.4235648,-0.0055011446,68.0,109.0,-31.11135,-20.5,-21.158924,22.1,3.05,6.15,-4.95,-6.6,none,(quiet),,tradable,18.25,219.75,-501.75,-609.0,model→market (spot/smile moved)
2025-05-15 13:09:00,2025-05-15 13:09:00,1,2025-05-15,CE,24950.0,0.005487931,OTM,140.0,0.37333333,cheap,31.65,35.282364,-3.632363,-0.102951236,-0.011687465,-5.1364493,3.632363,0.102951236,0.011687465,5.1364493,0.21615395,0.2278414,24814.95,24813.451,128.90000000000146,41.950781250001455,320.4992187499993,13:09,True,True,3.720075e+06,2.676675e+06,0.0,0.0,-361125.0,0.53715783,-0.013438206,29.0,36.0,25.599934,69.05,66.35273,37.29,-1.59,27.46,3.86,68.91,none,(quiet),,tradable,-283.35,1604.8999,70.899994,4299.1504,market→model
2024-12-05 14:40:00,2024-12-05 14:40:00,1,2024-12-05,PE,24750.0,-0.0016007236,OTM,49.0,0.13066667,cheap,40.35,44.662132,-4.3121305,-0.09655004,-0.019836893,-5.136373,4.3121305,0.09655004,0.019836893,5.136373,0.25790903,0.2777459,24784.3,24789.65,127.59999999999854,73.44921875,488.7507812500007,14:40,True,False,5.670675e+06,4.112375e+06,0.0,-414850.0,431650.0,0.2517718,-0.018675836,2.0,17.0,-3.8294284,-10.45,-13.178866,41.0,-11.1,-25.8,248.2,-6.8,none,(quiet),,tradable,-901.5,-1857.0,15953.0,-622.0,model→market (spot/smile moved)
2026-05-04 15:09:00,2026-05-04 15:12:00,4,2026-05-05,CE,24400.0,0.00929329,OTM,392.0,1.0453334,rich,36.55,33.82572,2.7242792,0.08053868,0.0059557282,5.032011,2.7242792,0.08068218,0.0059557282,5.1208987,0.18614317,0.18018743,24133.05,24174.295,37.599999999998545,157.14921875000073,128.30078125,15:12,False,False,1.31469e+06,953485.0,0.0,0.0,-779480.0,0.0043765735,0.0059462567,14.0,16.0,2.4864187,-3.75,-2.2418067,34.6,0.65,2.75,-1.1,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,,,,,market→model
2026-01-13 13:02:00,2026-01-13 13:05:00,5,2026-01-13,PE,25750.0,0.004294516,ITM,144.0,0.384,cheap,116.3,118.04303,-1.7430271,-0.014766032,-0.008013534,-4.994799,1.7430271,0.014766032,0.008013534,5.1130533,0.09568402,0.10369755,25639.05,25639.654,-78.40000000000146,260.7492187499993,11.650781249998545,13:05,False,True,1.009385e+06,896415.0,0.0,-482105.0,-4.046965e+06,0.48746994,-0.0056909644,3.0,20.0,-3.1947641,-3.6,-4.726844,114.05,3.2,-1.35,-11.9,-15.15,low,US CPI release (Dec 2025),,tradable,28.0,-267.75,-953.5,-1164.75,model→market (spot/smile moved)
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
2026-02-02 15:20:00,2026-02-02 15:21:00,3,2026-02-03,PE,24850.0,-0.00879195,OTM,383.0,1.0213333,cheap,25.15,26.503971,-1.3539712,-0.0510856,-0.0031519544,-5.0805187,1.3539712,0.0510856,0.0031519544,5.0805187,0.15502112,0.15817307,25091.85,25069.443,81.19999999999709,16.250390624998545,412.44960937499854,15:21,False,False,1.125345e+06,726635.0,0.0,0.0,-699140.0,-0.2943443,-0.0038436898,,,,,,25.15,0.6,-0.8,,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,-141.0,-232.0,,,not closed in session
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)
2026-05-12 13:27:00,2026-05-12 13:27:00,1,2026-05-12,CE,23400.0,-0.0060268,ITM,122.0,0.32533333,cheap,144.25,145.52727,-1.2772715,-0.008776853,-0.010527548,-5.056941,1.2772715,0.008776853,0.010527548,5.056941,0.11222086,0.12274841,23528.35,23541.453,8.099999999998545,229.20039062499927,22.349609375,13:27,False,False,212615.0,205985.0,0.0,0.0,-965965.0,-0.5929418,-0.0054003824,1.0,1.0,-1.379882,-1.8,-3.1044595,142.45,1.3,10.9,-23.4,-29.45,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,tradable,-95.5,528.5,-1701.0,-2094.25,model→market (spot/smile moved)
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
2026-05-04 15:10:00,2026-05-04 15:11:00,3,2026-05-05,PE,23900.0,-0.010931133,OTM,393.0,1.048,cheap,22.4,25.200201,-2.800201,-0.1111182,-0.0072619068,-5.051426,2.800201,0.1111182,0.0072619068,5.051426,0.1708858,0.17814772,24119.05,24162.688,41.04999999999927,171.14921875000073,114.30078125,15:11,False,False,1.291745e+06,1.50124e+06,0.0,-123305.0,-783705.0,-0.22718155,-0.007863949,14.0,,0.15159547,0.25,-1.3991257,22.4,-1.45,-2.05,-0.7,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,-274.25,-313.25,-225.5,,model→market (spot/smile moved)
2026-03-30 12:06:00,2026-03-30 12:07:00,2,2026-03-30,CE,22400.0,-0.007068754,ITM,202.0,0.53866667,cheap,182.3,184.08678,-1.7867749,-0.009706155,-0.0059075397,-5.0423775,1.7867749,0.009706155,0.0059075397,5.0423775,0.18959665,0.1955042,22560.7,22558.9,27.5,153.40078124999854,107.69921875,12:07,True,False,369135.0,390975.0,0.0,-311545.0,-1.40296e+06,-0.18238756,-0.005299261,16.0,19.0,-17.64088,-16.7,-17.646666,182.3,-8.55,17.0,2.4,-29.05,none,(quiet),,tradable,-735.75,925.0,-23.999994,-2068.25,model→market (spot/smile moved)
2024-11-28 10:46:00,2024-11-28 10:46:00,1,2024-11-28,PE,24350.0,0.009727548,ITM,283.0,0.7546667,rich,258.6,255.87718,2.7228217,0.010641128,0.008225282,5.021999,2.7228217,0.010641128,0.008225282,5.021999,0.18775946,0.17953418,24114.85,24114.283,-202.0500000000029,230.900390625,46.64960937499927,10:46,False,True,61675.0,106500.0,0.0,0.0,-2.423425e+06,-1.080763,0.0050021075,5.0,7.0,-22.16494,38.65,40.393745,271.0,28.8,11.05,-19.5,47.64,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
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)
2025-01-09 12:18:00,2025-01-09 12:20:00,2,2025-01-09,PE,23500.0,-0.004205785,OTM,189.0,0.504,rich,7.7,6.589226,1.110774,0.16857427,0.004589865,4.988522,1.110774,0.17014563,0.004589865,4.988522,0.091856204,0.08726634,23600.15,23599.045,60.80000000000291,89.349609375,62.900390625,12:20,True,False,3.18525e+06,4.25925e+06,0.0,0.0,-1.1847e+06,-0.23262799,0.0036496574,10.0,21.0,-8.380674,4.9,5.4846787,7.1,0.6,2.05,4.2,13.15,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 12:15:00,2024-12-05 12:20:00,9,2024-12-05,CE,24600.0,-0.0018665273,ITM,189.0,0.504,rich,165.05,158.26024,6.789767,0.042902544,0.015596384,4.7609324,6.789767,0.04321387,0.015596384,4.978364,0.32074037,0.30514398,24639.05,24645.959,290.5,9.549218749998545,343.5007812500007,12:20,False,True,1.111675e+06,1.380425e+06,0.0,0.0,-764775.0,0.2968399,0.014914905,7.0,10.0,7.8289404,-31.95,-27.868988,157.9,-5.5,-11.25,-22.05,-43.55,none,(quiet),,tradable,,,,,market→model
2026-03-30 12:12:00,2026-03-30 12:14:00,6,2026-03-30,PE,22350.0,-0.009731117,OTM,195.0,0.52,cheap,12.3,15.426704,-3.1267047,-0.2026813,-0.013999307,-4.9665556,3.1267047,0.20590706,0.014138001,4.9665556,0.18863446,0.20263375,22567.1,22568.553,80.44999999999709,147.00039062499854,114.099609375,12:14,False,False,1.99082e+06,2.370485e+06,0.0,1.058655e+06,3.34334e+06,-0.177323,-0.014831947,12.0,39.0,3.0264282,5.5,3.6826763,12.75,-0.45,0.35,4.8,-2.6,none,(quiet),,tradable,-209.25,-157.25,132.00002,-349.0,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
2025-01-29 15:11:00,2025-01-29 15:11:00,1,2025-01-30,PE,22400.0,-0.03259347,OTM,393.0,1.048,cheap,3.8,5.5186806,-1.7186805,-0.3114296,-0.017138995,-4.9430847,1.7186805,0.3114296,0.017138995,4.9430847,0.2604383,0.27757728,23157.35,23142.123,33.5,24.000390624998545,180.849609375,15:11,False,False,364375.0,183075.0,0.0,-133125.0,-842150.0,-3.093981,-0.071320705,,,,,,3.95,-0.15,0.05,-0.1,,none,(quiet),,tradable,-189.75,-176.75,-186.5,,not closed in session
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)
2025-04-17 11:42:00,2025-04-17 11:46:00,4,2025-04-17,CE,23400.0,-0.008154065,ITM,223.0,0.59466666,rich,228.95,223.04149,5.9085174,0.026490666,0.017087575,4.9388294,5.9085174,0.026490666,0.017087575,4.9388294,0.23497684,0.21788926,23592.55,23591.586,120.20000000000073,22.899218750000728,294.0007812500007,11:46,False,True,208500.0,251925.0,0.0,0.0,-1.098075e+06,1.8513108,0.011809115,9.0,9.0,4.9609942,-25.0,-19.960688,246.4,-15.45,-12.55,-21.4,13.24,none,(quiet),,tradable,,,,,market→model
2024-11-25 13:02:00,2024-11-25 13:06:00,6,2024-11-28,CE,24650.0,0.02043634,OTM,1268.0,3.3813334,cheap,15.85,18.092995,-2.2429938,-0.1239703,-0.004696002,-4.9359274,2.2429938,0.1239703,0.004696002,4.9359274,0.13234018,0.13703619,24158.85,24151.357,-120.35000000000218,192.70039062499927,23.399609374999272,13:06,False,True,86350.0,75425.0,0.0,0.0,280750.0,1.6398916,-0.008322043,22.0,53.0,4.1097093,5.7,4.3130407,16.05,-0.7,-0.2,1.45,3.75,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,tradable,-225.5,-193.0,-85.75,63.75,market→model
2025-05-08 14:58:00,2025-05-08 14:58:00,1,2025-05-08,PE,24300.0,0.00072867435,ITM,31.0,0.082666665,cheap,26.6,27.737684,-1.1376835,-0.041015808,-0.00707697,-4.9286003,1.1376835,0.041015808,0.00707697,4.9286003,0.09251875,0.09959572,24265.9,24282.299,-84.44999999999709,181.349609375,21.900390625,14:58,False,False,9.286425e+06,1.5872025e+07,0.0,55575.0,-9.84645e+06,0.0,-0.00707697,1.0,2.0,3.384859,2.8,1.9727868,29.4,0.75,-17.05,-27.25,-2.95,low,India open after overnight US data: FOMC,,tradable,-131.25,-1288.25,-1951.25,-371.75,market→model
2025-06-19 12:46:00,2025-06-19 12:47:00,6,2025-06-19,PE,24800.0,8.912341e-05,ITM,162.0,0.432,cheap,21.45,25.31809,-3.8680909,-0.15277971,-0.0094514685,-4.913941,3.8680909,0.15277971,0.0094514685,4.913941,0.049626,0.05907747,24780.85,24797.79,-28.150000000001455,82.25039062499854,42.749609375001455,12:47,False,False,1.216815e+07,6.915e+06,0.0,0.0,-5.98515e+06,-0.14007157,-0.009793745,22.0,72.0,-3.24717,-7.95,-10.398286,21.45,0.55,1.4,-3.2,-4.5,low,India open after overnight US data: FOMC,,tradable,-144.25,-89.0,-388.0,-472.5,model→market (spot/smile moved)
2024-11-28 10:51:00,2024-11-28 10:51:00,1,2024-11-28,PE,24500.0,0.017594095,ITM,278.0,0.7413333,cheap,432.65,434.1449,-1.4949028,-0.003443327,-0.010263813,-4.909759,1.4949028,0.003443327,0.010263813,4.909759,0.19738722,0.20765103,24075.45,24072.715,-248.89999999999782,270.30078125,20.899218750000728,10:51,True,False,22025.0,53850.0,0.0,-875.0,-200425.0,0.15001884,-0.009170326,1.0,1.0,-8.056306,-14.5,-16.299831,418.15,5.55,7.05,-7.25,22.2,none,(quiet),,tradable,180.75002,278.25,-651.25,1263.0,model→market (spot/smile moved)
2026-02-02 15:04:00,2026-02-02 15:05:00,3,2026-02-03,CE,24800.0,-0.01084394,ITM,399.0,1.064,cheap,292.05,293.43463,-1.3846406,-0.004718736,-0.0035390034,-4.899599,1.3846406,0.004718736,0.0035390034,4.899599,0.16482387,0.16836289,25085.0,25070.393,136.70000000000073,1.7000000000007276,405.59999999999854,15:05,False,False,284765.0,232245.0,0.0,-127985.0,-933530.0,-0.13037169,-0.0032026002,3.0,8.0,-22.638447,-20.05,-20.935661,292.05,1.1,-5.9,-12.65,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,-108.5,-563.5,-1002.25,,model→market (spot/smile moved)
2025-04-24 13:10:00,2025-04-24 13:14:00,8,2025-04-24,CE,24300.0,0.0020057093,OTM,135.0,0.36,rich,3.6,2.257906,1.342094,0.5943976,0.006849055,4.8530507,1.342094,0.6133934,0.006863026,4.8530507,0.050968144,0.04411909,24257.5,24251.31,-6.200000000000728,90.34999999999854,18.049999999999272,13:14,False,False,967125.0,1.232625e+06,1.0,0.0,1.108125e+06,0.285881,0.005486053,34.0,77.0,2.3485217,-1.65,-0.9474304,3.75,0.1,-0.45,-0.6,-1.4,none,(quiet),,tradable,,,,,market→model
2024-12-05 12:15:00,2024-12-05 12:21:00,11,2024-12-05,PE,24000.0,-0.02529469,OTM,188.0,0.50133336,cheap,8.19,10.711435,-2.5214353,-0.2353966,-0.020401126,-2.736964,2.5214353,0.2740905,0.022355419,4.8452196,0.3481505,0.3685516,24608.75,24614.816,247.84999999999854,39.849999999998545,313.2000000000007,12:21,False,False,1.383725e+06,2.119425e+06,0.0,0.0,836850.0,0.9777679,-0.012140291,9.0,55.0,-1.6721457,-2.34,-3.7393997,6.7,-0.05,1.49,-1.55,-1.05,none,(quiet),,tradable,-183.25,-83.149994,-280.75,-248.25,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
2025-04-17 11:32:00,2025-04-17 11:34:00,4,2025-04-17,PE,23250.0,-0.012150066,OTM,235.0,0.62666667,cheap,11.25,13.328012,-2.0780127,-0.15591317,-0.009489287,-4.8308067,2.0780127,0.15591317,0.009489287,4.8308067,0.19373776,0.20322704,23538.3,23534.213,160.89999999999782,11.149218750000728,239.75078125000073,11:34,True,False,1.26735e+06,872700.0,0.0,0.0,-364500.0,-0.121172994,-0.010064834,4.0,11.0,1.1915386,1.35,0.21701106,13.05,-1.8,-0.45,-0.65,-3.55,none,(quiet),,tradable,-297.0,-209.25,-222.25,-410.75,market→model
2024-11-28 14:13:00,2024-11-28 14:13:00,1,2024-11-28,PE,23900.0,0.0017673478,ITM,76.0,0.20266667,cheap,96.7,97.91649,-1.2164907,-0.012423757,-0.0046202703,-4.822343,1.2164907,0.012423757,0.0046202703,4.822343,0.27276537,0.27738562,23879.6,23857.797,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,1.02261e+07,7.148025e+06,0.0,-1.07485e+06,-934200.0,0.0,-0.0046202703,1.0,1.0,-25.848667,-55.2,-57.335506,41.5,9.0,7.5,-14.5,-16.95,none,(quiet),,tradable,405.0,307.5,-1122.5,-1281.75,model→market (spot/smile moved)
2025-04-17 12:18:00,2025-04-17 12:18:00,11,2025-04-17,CE,23650.0,-0.00037791277,ITM,191.0,0.5093333,cheap,48.95,56.2188,-7.268799,-0.12929481,-0.017182928,-4.811487,7.268799,0.15418474,0.017182928,4.811487,0.10451988,0.121702805,23651.45,23658.94,53.20000000000073,6.650781249998545,352.8992187500007,12:18,False,False,3.473325e+06,2.749425e+06,0.0,1.03305e+06,2.196825e+06,-0.8383762,-0.015200512,14.0,24.0,12.48607,45.95,42.269897,52.3,-13.1,-5.15,41.45,55.9,none,(quiet),,tradable,-1031.5,-514.75,2514.25,3453.5,market→model
2025-04-17 11:16:00,2025-04-17 11:16:00,1,2025-04-17,PE,23550.0,0.0035344602,ITM,253.0,0.67466664,rich,143.6,137.84024,5.7597613,0.041785777,0.012644375,4.8095756,5.7597613,0.041785777,0.012644375,4.8095756,0.19872972,0.18608534,23472.35,23466.91,38.39999999999782,5.500390624998545,173.79960937500073,11:16,True,False,434850.0,246225.0,0.0,0.0,-113625.0,-2.6236975,0.0068984358,3.0,6.0,3.5737965,-12.16,-8.757456,137.15,-0.15,-5.15,-25.75,-56.1,none,(quiet),,tradable,,,,,market→model
2026-02-02 15:15:00,2026-02-02 15:25:00,7,2026-02-03,CE,24850.0,-0.009111525,ITM,379.0,1.0106666,cheap,250.15,252.2765,-2.1265006,-0.008429246,-0.005158298,-4.618289,2.1265006,0.008429246,0.005158298,4.801227,0.15349823,0.15865652,25095.7,25077.457,67.04999999999927,12.400781249998545,416.29921874999854,15:25,False,False,86710.0,52650.0,0.0,0.0,-292110.0,-0.7060442,-0.003429805,4.0,,-3.1993542,-3.5,-4.593971,254.85,-2.15,-10.6,,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,-319.75,-869.0,,,model→market (spot/smile moved)
2024-11-28 14:59:00,2024-11-28 15:01:00,3,2024-11-28,PE,23900.0,0.00035111472,ITM,28.0,0.074666664,cheap,18.14,20.053947,-1.9139482,-0.09543996,-0.011979581,-4.634544,1.9139482,0.10954676,0.011979581,4.7867036,0.082473375,0.09445296,23893.8,23891.61,-106.75,451.94921875,20.450781250001455,15:01,True,False,1.17876e+07,1.3678025e+07,0.0,-1.3226e+06,2.373675e+06,0.0,-0.011979581,2.0,2.0,,-10.29,,24.3,-6.16,-8.5,-22.01,,none,(quiet),,tradable,-580.39996,-732.5,-1610.65,,both
2024-12-05 12:07:00,2024-12-05 12:08:00,2,2024-12-05,PE,24100.0,-0.018329484,OTM,201.0,0.536,cheap,17.2,19.949478,-2.7494783,-0.13782206,-0.013262795,-4.780209,2.7494783,0.13782206,0.013262795,4.780209,0.31381297,0.32707578,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,1.695875e+06,1.7791e+06,0.0,0.0,195825.0,-2.2497067,-0.02482104,3.0,22.0,-3.7192883,-6.2,-7.866986,17.2,2.94,-4.6,-2.05,-5.7,none,(quiet),,tradable,11.100002,-479.0,-313.25,-550.5,model→market (spot/smile moved)
2025-01-29 14:57:00,2025-01-29 15:07:00,9,2025-01-30,PE,22400.0,-0.032669697,OTM,397.0,1.0586667,cheap,3.8,5.321666,-1.5216656,-0.28593785,-0.015298493,-4.756879,1.5216656,0.28593785,0.015298493,4.756879,0.25962812,0.2749266,23152.9,23143.887,31.450000000000728,28.449609374998545,176.400390625,15:07,False,False,470825.0,451700.0,0.0,0.0,-505425.0,0.44501376,-0.010490917,,,,,,4.15,-0.06,-0.06,-0.35,-0.35,none,(quiet),,tradable,-183.9,-183.9,-202.75,-202.75,not closed in session
2026-03-24 12:38:00,2026-03-24 12:38:00,1,2026-03-24,CE,22650.0,-0.0126611795,ITM,171.0,0.456,cheap,296.15,298.529,-2.3789973,-0.0079690665,-0.015314685,-4.7568417,2.3789973,0.0079690665,0.015314685,4.7568417,0.2127509,0.22806558,22939.35,22938.6,167.9499999999971,12.400390625,315.1496093749993,12:38,True,False,77675.0,111215.0,0.0,-49725.0,-1.25814e+06,-0.770221,-0.010138804,2.0,14.0,5.603268,9.35,7.681331,309.3,-3.8,2.25,54.1,-18.05,none,(quiet),,tradable,-427.0,-33.75,3336.5,-1353.25,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
2026-01-13 12:56:00,2026-01-13 12:56:00,2,2026-01-13,PE,25750.0,0.0036924006,ITM,153.0,0.408,cheap,102.85,104.4471,-1.597099,-0.015290984,-0.0061720326,-4.751915,1.597099,0.015290984,0.0061720326,4.751915,0.09195783,0.09812986,25655.45,25655.096,-60.54999999999927,244.35078124999927,1.5992187500014552,12:56,False,False,1.564875e+06,1.52412e+06,0.0,-670345.0,-5.865275e+06,0.73561335,-0.0032828737,12.0,29.0,10.041639,9.85,8.869084,96.8,1.45,21.5,-0.9,-7.85,low,US CPI release (Dec 2025),,tradable,-85.75,1217.5,-238.5,-690.25,market→model
2024-11-25 13:05:00,2024-11-25 13:05:00,1,2024-11-28,PE,24000.0,-0.0058946023,OTM,1269.0,3.384,rich,103.35,101.640564,1.7094371,0.016818454,0.0016321702,4.743561,1.7094371,0.016818454,0.0016321702,4.743561,0.14806026,0.1464281,24149.1,24141.889,-129.95000000000073,202.45039062499927,13.649609374999272,13:05,False,False,554450.0,424850.0,0.0,-45750.0,-1.406275e+06,0.29153872,0.0019100637,5.0,5.0,6.687078,-9.9,-8.419533,98.75,2.15,-17.35,-16.5,-20.3,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,tradable,,,,,market→model
2025-05-15 13:38:00,2025-05-15 13:38:00,1,2025-05-15,CE,24800.0,-0.008206432,ITM,111.0,0.296,rich,230.1,222.66287,7.437123,0.033400822,0.033183713,4.7304463,7.437123,0.033400822,0.033183713,4.7304463,0.27882355,0.24563985,24986.5,25004.357,148.04999999999927,7.549999999999272,492.0499999999993,13:38,False,False,351750.0,266550.0,0.0,0.0,-1.26e+06,3.6572802,0.017303655,4.0,23.0,-0.2558548,1.05,5.1538906,225.65,9.15,-4.2,68.05,55.7,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-11-28 14:13:00,2024-11-28 14:13:00,1,2024-11-28,CE,23900.0,0.0017673478,OTM,76.0,0.20266667,cheap,54.5,55.71649,-1.2164907,-0.021833584,-0.0046202703,-4.726555,1.2164907,0.021833584,0.0046202703,4.726555,0.27276537,0.27738562,23879.6,23857.797,-111.65000000000146,466.150390625,6.249609375001455,14:13,True,True,3.939575e+06,4.80405e+06,0.0,158050.0,-86025.0,0.0,-0.0046202703,1.0,1.0,22.977232,41.15,39.359097,95.65,-21.45,-28.35,9.45,-48.85,none,(quiet),,tradable,-1574.25,-2022.75,434.25,-3355.25,market→model
2026-05-04 15:10:00,2026-05-04 15:11:00,3,2026-05-05,CE,24350.0,0.007722257,OTM,393.0,1.048,rich,46.1,42.55264,3.547361,0.08336406,0.0070381295,4.7214856,3.547361,0.08336406,0.0070381295,4.7214856,0.18686421,0.17982608,24119.05,24162.688,41.04999999999927,171.14921875000073,114.30078125,15:11,False,False,833430.0,857870.0,0.0,0.0,-494000.0,0.92016405,0.005223839,16.0,,2.40248,-5.0,-2.918817,46.1,1.6,2.05,-2.95,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,,,,,market→model
2024-12-11 15:24:00,2024-12-11 15:26:00,3,2024-12-12,CE,25150.0,0.020488897,OTM,378.0,1.008,cheap,3.25,4.3187776,-1.0687776,-0.24747223,-0.008973576,-4.32149,1.0687776,0.24906261,0.008973576,4.714353,0.17317232,0.1821459,24640.7,24639.947,12.400000000001455,51.05078125,56.849218750001455,15:26,False,False,168575.0,236875.0,1.0,0.0,-190675.0,0.9142671,-0.018199414,,,,,,3.25,0.0,,,,low,US CPI release (Nov 2024),,tradable,-180.0,,,,not closed in session
2026-03-30 12:11:00,2026-03-30 12:11:00,2,2026-03-30,CE,22300.0,-0.011733394,ITM,198.0,0.528,cheap,270.7,273.48523,-2.7852292,-0.010184203,-0.016110905,-4.7077355,2.7852292,0.010184203,0.016110905,4.7077355,0.18718351,0.20329441,22568.2,22563.195,62.75,145.90078124999854,115.19921875,12:11,False,False,82615.0,72865.0,0.0,15470.0,-261690.0,-0.8155245,-0.011148111,8.0,8.0,-1.2668995,-2.65,-4.7417207,286.65,-15.2,-18.6,-70.45,-1.65,none,(quiet),,tradable,-1168.0,-1389.0,-4759.25,-287.25,model→market (spot/smile moved)
2024-12-05 14:52:00,2024-12-05 14:52:00,2,2024-12-05,CE,24700.0,0.00025515395,OTM,37.0,0.09866667,cheap,78.09,80.98398,-2.8939788,-0.0357352,-0.014851664,-4.695999,2.8939788,0.04885369,0.014851664,4.695999,0.41652554,0.4313772,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,5.647825e+06,5.63265e+06,0.0,449550.0,191250.0,0.5413456,-0.017629785,4.0,5.0,-34.326927,-64.64,-66.52307,51.55,-11.85,-36.9,-28.65,-37.1,none,(quiet),,tradable,-950.25,-2578.5,-2042.25,-2591.5,model→market (spot/smile moved)
2026-01-27 14:04:00,2026-01-27 14:04:00,3,2026-01-27,PE,25150.0,0.0049884175,ITM,85.0,0.22666667,cheap,130.85,133.01459,-2.1645904,-0.01627333,-0.013983054,-4.4790697,2.1645904,0.01627333,0.0146646295,4.6926785,0.13764033,0.15162338,25016.55,25024.854,-90.35000000000218,168.39921875000073,84.00078125000073,14:04,True,False,1.200615e+06,1.225445e+06,0.0,-277810.0,-402285.0,0.64013773,-0.009654756,8.0,8.0,-17.235743,-28.05,-29.677433,139.85,0.15,-32.75,-26.15,-37.7,none,(quiet),,tradable,-170.25,-2308.75,-1879.75,-2630.5,model→market (spot/smile moved)
2025-05-08 13:51:00,2025-05-08 13:52:00,2,2025-05-08,PE,24350.0,0.00017021134,ITM,97.0,0.25866666,cheap,19.6,23.739027,-4.139027,-0.17435539,-0.013349243,-4.6923614,4.139027,0.17435539,0.013349243,4.6923614,0.05607539,0.06942464,24340.85,24345.855,-30.850000000002183,106.400390625,17.949609374998545,13:52,False,False,1.2207825e+07,7.112925e+06,0.0,942525.0,-4.827975e+06,-0.10595957,-0.013691269,31.0,51.0,-1.9042807,-4.15,-6.3293004,19.6,0.0,1.0,-5.55,-4.6,low,India open after overnight US data: FOMC,,tradable,-180.0,-115.0,-540.75,-479.0,model→market (spot/smile moved)
2024-12-05 15:02:00,2024-12-05 15:02:00,2,2024-12-05,PE,24550.0,-0.002365841,OTM,27.0,0.072,cheap,9.6,13.873473,-4.273473,-0.30803195,-0.0331014,-4.6876955,4.273473,0.30803195,0.0331014,4.6876955,0.18203466,0.21513605,24622.2,24608.15,-201.45000000000073,235.55078125,326.6492187500007,15:02,True,True,1.122605e+07,8.7386e+06,0.0,0.0,360775.0,-0.5990402,-0.03799846,2.0,2.0,-1.1272501,-4.85,-9.152506,6.65,-1.9,-4.3,-6.3,,none,(quiet),,tradable,-303.5,-459.5,-589.5,,model→market (spot/smile moved)
2026-01-13 13:04:00,2026-01-13 13:06:00,4,2026-01-13,CE,25750.0,0.0043006926,OTM,143.0,0.38133332,cheap,6.2,7.531092,-1.3310921,-0.17674623,-0.006129013,-4.595666,1.3310921,0.17674623,0.006129013,4.674496,0.097259454,0.103388466,25635.95,25639.494,-87.70000000000073,263.8507812499993,8.549218749998545,13:06,False,False,3.00898e+06,2.725775e+06,0.0,0.0,2.10366e+06,0.24585927,-0.0073148487,4.0,38.0,4.814054,3.65,2.8918033,6.45,-0.25,3.4,1.7,2.15,low,US CPI release (Dec 2025),,tradable,-196.25,41.000008,-69.5,-40.249992,market→model
2025-05-29 15:00:00,2025-05-29 15:00:00,1,2025-05-29,PE,24800.0,0.000107265725,ITM,29.0,0.07733333,cheap,11.1,13.336341,-2.236341,-0.16768774,-0.012966702,-4.6651473,2.236341,0.16768774,0.012966702,4.6651473,0.056040056,0.069006756,24796.15,24797.34,50.80000000000291,93.54960937500073,118.85039062500073,15:00,True,False,1.2879225e+07,1.695255e+07,0.0,0.0,-725925.0,0.0,-0.012966702,1.0,3.0,3.0547323,4.7,3.1614037,15.8,-7.11,-11.1,-15.4,,none,(quiet),,tradable,-642.15,-901.5,-1181.0,,market→model
2026-06-08 15:04:00,2026-06-08 15:04:00,1,2026-06-09,PE,23250.0,0.005385768,ITM,400.0,1.0666667,cheap,170.1,171.1978,-1.0977944,-0.006412433,-0.0020902369,-4.6642933,1.0977944,0.006412433,0.0020902369,4.6642933,0.15770975,0.15979998,23116.75,23125.117,-42.29999999999927,150.54999999999927,46.599999999998545,15:04,True,False,1.17039e+06,894140.0,0.0,-357045.0,-1.186185e+06,0.30351523,-0.0015117173,3.0,4.0,-4.553318,-2.95,-3.5978792,181.25,-19.2,-18.85,-16.05,,none,(quiet),,tradable,-1428.0,-1405.25,-1223.25,,model→market (spot/smile moved)
2025-03-19 15:27:00,2025-03-19 15:27:00,1,2025-03-20,CE,23050.0,0.0049833395,OTM,377.0,1.0053333,cheap,29.1,30.967752,-1.8677521,-0.060312808,-0.0039113127,-4.6431003,1.8677521,0.060312808,0.0039113127,4.6431003,0.12502234,0.12893364,22906.45,22935.42,-22.399999999997817,34.25078125000073,98.49921874999927,15:27,False,False,427950.0,709050.0,0.0,0.0,-998625.0,0.35380995,-0.0046574483,,,,,,28.6,-2.35,,,,low,FOMC decision (US 2025-03-19): Hold 4.25-4.50% (SEP),,tradable,-332.75,,,,not closed in session
2025-06-05 12:03:00,2025-06-05 12:07:00,4,2025-06-05,PE,24700.0,-0.004580403,OTM,202.0,0.53866667,cheap,19.95,21.741093,-1.7910924,-0.08238281,-0.0051353434,-4.636652,1.7910924,0.08238281,0.0051353434,4.636652,0.13244438,0.13757972,24816.55,24813.395,82.45000000000073,13.399218750000728,203.45078125000146,12:07,True,True,4.77855e+06,3.73515e+06,0.0,0.0,100050.0,-0.43145782,-0.0063885963,4.0,8.0,-3.8188398,-4.45,-5.6152754,20.85,-1.85,-3.95,-6.15,-6.0,none,(quiet),,tradable,-300.25,-436.75,-579.75,-570.0,model→market (spot/smile moved)
2026-03-24 12:33:00,2026-03-24 12:33:00,1,2026-03-24,CE,22650.0,-0.011464337,ITM,176.0,0.46933332,cheap,270.15,272.41443,-2.2644136,-0.0083123855,-0.012856684,-4.634548,2.2644136,0.0083123855,0.012856684,4.634548,0.2035722,0.21642889,22912.4,22911.162,114.10000000000218,24.099609375,288.2003906249993,12:33,True,True,189605.0,170235.0,0.0,0.0,-1.30013e+06,-0.98473656,-0.007110246,1.0,1.0,6.1605644,15.05,12.607042,285.2,23.8,24.1,59.9,13.0,none,(quiet),,tradable,1367.0,1386.5,3713.5,665.0,market→model
2026-05-04 15:08:00,2026-05-04 15:11:00,3,2026-05-05,PE,23850.0,-0.013025375,OTM,393.0,1.048,cheap,16.05,18.50416,-2.4541597,-0.13262747,-0.0076336535,-4.6300616,2.4541597,0.13262747,0.0076336535,4.6300616,0.17299892,0.18063258,24119.05,24162.688,41.04999999999927,171.14921875000073,114.30078125,15:11,False,False,824395.0,1.131585e+06,0.0,0.0,-243685.0,0.93451935,-0.0046763173,,,,,,18.1,-0.55,-0.75,-2.35,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,-215.75,-228.75,-332.75,,not closed in session
2026-03-30 12:12:00,2026-03-30 12:12:00,1,2026-03-30,PE,22400.0,-0.007992679,OTM,197.0,0.52533334,cheap,19.45,21.729017,-2.2790182,-0.10488362,-0.008278149,-4.6191416,2.2790182,0.10488362,0.008278149,4.6191416,0.19227633,0.20055448,22577.05,22579.754,78.20000000000073,137.04921874999854,124.05078125,12:12,False,False,2.11536e+06,1.70053e+06,0.0,0.0,888745.0,0.117210865,-0.007845487,12.0,14.0,4.560901,7.55,5.894625,21.75,-0.7,0.65,8.1,-4.55,none,(quiet),,tradable,-225.5,-137.75,346.50003,-475.75,market→model
2024-11-05 13:34:00,2024-11-05 13:34:00,1,2024-11-07,CE,23700.0,-0.015332952,ITM,865.0,2.3066666,cheap,421.8,425.55646,-3.756457,-0.008827165,-0.0056076925,-4.580313,3.756457,0.008827165,0.0056076925,4.580313,0.2016104,0.2072181,24072.8,24066.191,136.20000000000073,30.299218749998545,230.05078125,13:34,False,False,8800.0,6025.0,0.0,-6700.0,-54275.0,-1.2641145,-0.003711159,2.0,10.0,-0.28603882,-0.7,-3.1472204,422.3,-1.2,-17.15,-1.35,67.7,none,(quiet),,tradable,-258.0,-1294.75,-267.75,4220.5,model→market (spot/smile moved)
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)
2025-06-26 14:52:00,2025-06-26 14:52:00,1,2025-06-26,PE,25550.0,0.0025119712,ITM,37.0,0.09866667,rich,66.15,64.79316,1.3568369,0.02094105,0.020593058,4.5778894,1.3568369,0.02094105,0.020593058,4.5778894,0.09536892,0.07477587,25485.45,25485.9,-25.299999999999272,44.05078125,225.54921874999854,14:52,False,True,2.114025e+06,2.183325e+06,0.0,-491400.0,-1.19865e+06,-0.35114342,0.016181046,2.0,3.0,25.542885,-23.75,-22.82019,52.7,-10.3,-33.2,-46.6,-52.05,none,(quiet),,tradable,,,,,market→model
2025-04-17 11:30:00,2025-04-17 11:43:00,13,2025-04-17,PE,23450.0,-0.006660702,OTM,226.0,0.6026667,rich,53.95,46.792053,7.157947,0.15297356,0.018246867,4.5548058,7.157947,0.15297356,0.018246867,4.5729003,0.25236487,0.234118,23604.65,23606.715,178.35000000000218,3.8996093749992724,306.1003906250007,11:43,True,False,1.212825e+06,1.66875e+06,0.0,0.0,506550.0,0.8570538,0.020404078,25.0,64.0,6.2783957,-22.55,-18.958319,69.34,-3.0,-14.24,-20.79,-19.04,none,(quiet),,tradable,,,,,market→model
2026-08-31 14:54:00,2026-08-31 15:01:00,5,2026-09-01,PE,23750.0,-0.016406156,OTM,403.0,1.0746666,cheap,4.8,6.0387025,-1.2387023,-0.20512724,-0.007358751,-3.745381,1.2387023,0.21509635,0.007596291,4.5606413,0.15155292,0.15891166,24070.15,24142.86,39.5,58.54960937500073,76.55039062500146,15:01,False,False,540020.0,457730.0,0.0,54145.0,1.949025e+06,-0.71808547,-0.012112058,,,,,,4.5,0.15,0.4,0.55,-0.7,none,(quiet),,tradable,-170.25,-154.0,-144.25,-225.5,not closed in session
2024-11-05 13:34:00,2024-11-05 13:34:00,1,2024-11-07,CE,24300.0,0.00966835,OTM,865.0,2.3066666,rich,78.84,76.23515,2.604847,0.03416858,0.003285987,4.553788,2.604847,0.03416858,0.003285987,4.553788,0.18522137,0.18193538,24072.8,24066.191,136.20000000000073,30.299218749998545,230.05078125,13:34,False,False,1.27115e+06,264000.0,0.0,-551000.0,-1.31405e+06,1.2541083,0.0017071504,5.0,,7.8511953,-11.59,-10.113791,78.45,-2.2,-9.61,-0.86,24.3,none,(quiet),,tradable,,,,,market→model
2026-02-02 15:06:00,2026-02-02 15:06:00,1,2026-02-03,CE,24750.0,-0.012963837,ITM,398.0,1.0613333,cheap,337.2,339.239,-2.0390036,-0.0060105226,-0.006454822,-4.551989,2.0390036,0.0060105226,0.006454822,4.551989,0.16400753,0.17046236,25091.15,25072.943,148.75,2.1496093749992724,411.75039062499854,15:06,False,False,72930.0,43420.0,0.0,0.0,-190255.0,-0.6190787,-0.004457341,4.0,4.0,-3.3477614,-5.45,-7.0779533,328.8,-13.0,1.85,1.2,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,-1025.0,-59.75,-102.0,,model→market (spot/smile moved)
2024-12-31 10:23:00,2024-12-31 10:28:00,4,2025-01-02,PE,23000.0,-0.024045326,OTM,1051.0,2.8026667,cheap,9.3,11.341094,-2.041094,-0.17997329,-0.0066246716,-4.5424547,2.041094,0.17997329,0.0066246716,4.5424547,0.14666869,0.15329337,23517.7,23559.746,1.0499999999992724,66.80078125,57.24921874999927,10:28,False,False,476775.0,548250.0,0.0,0.0,1.381575e+06,-0.6725138,-0.008969097,22.0,301.0,2.0167518,2.1,1.0587217,8.9,0.54,0.79,0.04,0.4,none,(quiet),,tradable,-144.9,-128.65,-177.4,-154.0,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
2026-02-27 15:06:00,2026-02-27 15:06:00,1,2026-03-02,PE,25350.0,0.0070075933,ITM,398.0,1.0613333,cheap,221.0,222.394,-1.3940034,-0.0062681697,-0.002604487,-4.5229993,1.3940034,0.0062681697,0.002604487,4.5229993,0.16935076,0.17195524,25153.5,25172.979,-152.75,322.90000000000146,5.049999999999272,15:06,True,True,1.06158e+06,703755.0,0.0,0.0,-3.349125e+06,0.68067366,-0.001331056,1.0,1.0,0.77092457,0.95,-0.2822866,221.95,7.35,-16.55,-29.65,,none,(quiet),,tradable,297.75,-1255.75,-2107.25,,market→model
2025-06-02 12:32:00,2025-06-02 12:32:00,1,2025-06-05,PE,23900.0,-0.033421416,OTM,1302.0,3.472,cheap,17.65,19.02138,-1.3713796,-0.07209675,-0.0034542968,-4.517974,1.3713796,0.07209675,0.0034542968,4.517974,0.19454938,0.19800368,24684.65,24712.27,33.05000000000291,32.89960937499927,158.50039062499854,12:32,False,True,40650.0,111375.0,0.0,0.0,35100.0,0.6795159,-0.0017280759,36.0,48.0,-1.4498153,-1.0,-1.689743,16.75,-0.45,-0.3,-0.7,-0.85,none,(quiet),,tradable,-209.25,-199.5,-225.5,-235.25,model→market (spot/smile moved)
2024-11-28 14:59:00,2024-11-28 14:59:00,1,2024-11-28,CE,23900.0,-0.00025733977,ITM,30.0,0.08,cheap,20.0,22.771828,-2.7718284,-0.12172183,-0.016465053,-4.5152225,2.7718284,0.12172183,0.016465053,4.5152225,0.09855651,0.115021564,23911.85,23906.15,-62.25,433.900390625,38.499609375001455,14:59,False,False,6.994975e+06,1.6373275e+07,0.0,0.0,1.8605e+06,-0.9510999,-0.010810111,4.0,4.0,,-10.31,,11.7,-1.95,-7.3,-6.61,,none,(quiet),,tradable,-306.75,-654.5,-609.65,,both
2025-05-15 13:29:00,2025-05-15 13:31:00,32,2025-05-15,PE,24600.0,-0.01522691,OTM,118.0,0.31466666,rich,12.0,8.428796,3.5712042,0.4236909,0.026920708,4.506785,3.5712042,0.45825887,0.02725386,4.506785,0.3231801,0.2962594,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,4.325925e+06,3.034725e+06,0.0,-137850.0,-1725.0,-0.07103688,0.02642554,15.0,24.0,3.2180731,-5.95,-4.1010675,12.45,-0.45,-1.1,-6.15,-6.2,none,(quiet),,tradable,,,,,market→model
2025-05-29 14:08:00,2025-05-29 14:08:00,1,2025-05-29,PE,24850.0,0.0051522385,ITM,81.0,0.216,rich,133.0,130.91528,2.08471,0.015924113,0.017272528,4.5003576,2.08471,0.015924113,0.017272528,4.5003576,0.14179623,0.12452371,24729.35,24722.297,-23.55000000000291,160.35039062500073,52.04960937500073,14:08,False,False,105450.0,196275.0,0.0,0.0,-179475.0,-1.0025355,0.009450777,5.0,14.0,-5.5166335,8.15,9.62735,135.4,0.4,6.0,-19.0,-28.4,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12-05 14:37:00,2024-12-05 14:41:00,14,2024-12-05,PE,24550.0,-0.009343224,OTM,48.0,0.128,rich,12.85,8.986985,3.8630152,0.4298455,0.035723142,4.4971075,3.8630152,0.53957176,0.035723142,4.4971075,0.36401036,0.3282872,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,2.887525e+06,2.419425e+06,0.0,0.0,133050.0,0.20691496,0.03750216,2.0,12.0,2.9102888,-6.95,-4.561921,7.75,1.4,-1.85,54.2,-5.4,none,(quiet),,tradable,,,,,market→model
2026-05-04 15:10:00,2026-05-04 15:10:00,2,2026-05-05,PE,23800.0,-0.014751386,OTM,394.0,1.0506667,cheap,12.55,14.444225,-1.8942249,-0.13114063,-0.00687779,-4.372727,1.8942249,0.1370871,0.0070374752,4.4916,0.17636044,0.18323824,24109.7,24153.686,9.200000000000728,180.50078125000073,104.94921875,15:10,False,False,838370.0,1.46328e+06,0.0,0.0,-678925.0,-0.15417817,-0.0074570677,6.0,,-1.5419066,-1.5,-2.4728215,11.7,-0.4,-0.65,-1.0,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,-206.0,-222.25,-245.0,,model→market (spot/smile moved)
2025-04-08 15:22:00,2025-04-08 15:22:00,1,2025-04-09,PE,22350.0,-0.009837578,OTM,382.0,1.0186666,rich,106.9,104.07927,2.8207276,0.027101722,0.0054767886,4.488678,2.8207276,0.027101722,0.0054767886,4.488678,0.3477538,0.34227702,22541.4,22570.955,-18.399999999997817,155.79960937500073,270.55039062500146,15:22,False,False,129075.0,66825.0,0.0,-64050.0,-221475.0,-0.6032559,0.0043072295,4.0,,2.379568,-4.25,-2.4639616,105.7,2.05,0.25,,,none,(quiet),,tradable,,,,,market→model
2026-03-24 12:32:00,2026-03-24 12:39:00,5,2026-03-24,PE,22700.0,-0.0110340575,OTM,170.0,0.45333335,cheap,12.0,13.5637665,-1.563766,-0.11528996,-0.008046121,-4.025655,1.563766,0.11528996,0.008046121,4.477206,0.21799241,0.22603853,22951.0,22951.86,180.90000000000146,3.2000000000007276,326.7999999999993,12:39,True,False,3.48075e+06,3.717025e+06,0.0,0.0,467350.0,-0.23518273,-0.009292378,10.0,32.0,-2.9080296,-2.35,-3.1581073,15.3,-0.65,-2.4,-5.7,-5.2,none,(quiet),,tradable,-222.25,-336.0,-550.5,-518.0,model→market (spot/smile moved)
2025-05-28 15:25:00,2025-05-28 15:25:00,3,2025-05-29,CE,25050.0,0.011396955,OTM,379.0,1.0106666,rich,32.75,28.35968,4.39032,0.15480852,0.010583893,4.4730573,4.39032,0.15480852,0.010583893,4.4730573,0.20252158,0.19193769,24752.6,24766.127,-25.400000000001455,111.650390625,15.549609375000728,15:25,False,False,322050.0,189300.0,0.0,-106725.0,-347250.0,-0.7432075,0.012330812,,,,,,31.85,-1.35,,,,none,(quiet),,tradable,,,,,not closed in session
2025-05-15 13:19:00,2025-05-15 13:19:00,1,2025-05-15,CE,24600.0,-0.01189457,ITM,130.0,0.34666666,rich,310.0,306.556,3.4440057,0.011234508,0.01925095,4.4730024,3.4440057,0.011234508,0.01925095,4.4730024,0.27767426,0.2584233,24886.45,24894.354,238.29999999999927,31.350781249999272,391.9992187499993,13:19,False,False,290550.0,255225.0,0.0,-120375.0,-1.278e+06,1.6700796,0.010162948,1.0,5.0,8.634908,-17.55,-15.517552,292.45,-16.0,5.19,87.45,177.6,none,(quiet),,tradable,,,,,market→model
2025-05-22 14:34:00,2025-05-22 14:36:00,3,2025-05-22,PE,24450.0,-0.00025968842,OTM,53.0,0.14133333,cheap,18.05,19.794579,-1.7445786,-0.08813416,-0.0076021124,-4.4015193,1.7445786,0.13025779,0.0076021124,4.4553094,0.09121609,0.0988182,24469.0,24456.35,-58.04999999999927,268.5,6.599999999998545,14:36,False,True,2.5791224e+07,1.186335e+07,0.0,0.0,5.83005e+06,0.0,-0.0076021124,3.0,3.0,-4.398595,-6.9,-8.468683,12.45,5.6,-2.95,-9.05,-12.1,none,(quiet),,tradable,184.0,-371.75,-768.25,-966.5,model→market (spot/smile moved)
2024-11-25 13:00:00,2024-11-25 13:05:00,4,2024-11-28,CE,24400.0,0.0106347,OTM,1269.0,3.384,cheap,54.85,56.30977,-1.4597679,-0.025923884,-0.0016439167,-4.455179,1.4597679,0.025923884,0.0016439167,4.455179,0.13361594,0.13525987,24149.1,24141.889,-129.95000000000073,202.45039062499927,13.649609374999272,13:05,False,False,525125.0,225650.0,0.0,48100.0,-162875.0,0.086260915,-0.0017412662,6.0,16.0,9.580805,8.0,7.164997,61.5,-6.65,-4.35,3.0,6.0,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,tradable,-612.25,-462.75,15.0,210.0,market→model
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)
2026-04-06 15:28:00,2026-04-06 15:28:00,1,2026-04-07,CE,23200.0,0.010100246,OTM,376.0,1.0026667,cheap,84.1,86.059746,-1.9597496,-0.022771964,-0.0038689685,-4.4269853,1.9597496,0.022771964,0.0038689685,4.4269853,0.30432126,0.30819023,22961.2,22966.854,50.5,37.150781249998545,418.2492187499993,15:28,False,False,684320.0,955370.0,0.0,-170690.0,-410280.0,0.19533974,-0.004255265,,,,,,84.9,,,,,none,(quiet),,tradable,,,,,not closed in session
2026-02-02 15:07:00,2026-02-02 15:07:00,1,2026-02-03,CE,24700.0,-0.0145879965,ITM,397.0,1.0586667,cheap,373.85,376.58142,-2.7314198,-0.0072531984,-0.0100355195,-4.4180164,2.7314198,0.0072531984,0.0100355195,4.4180164,0.16662608,0.17666161,25085.0,25062.965,144.45000000000073,8.299999999999272,405.59999999999854,15:07,False,False,60125.0,62400.0,0.0,0.0,-239915.0,-1.2809865,-0.0052041057,1.0,7.0,-8.30949,-12.05,-13.500149,361.8,14.95,10.4,13.3,,high,India-US trade deal announced after Trump-Modi call: US tariff 50% -> 18% (late IST),,tradable,791.75,496.0,684.5,,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
2025-06-05 12:07:00,2025-06-05 12:07:00,1,2025-06-05,CE,24900.0,0.0034841564,OTM,202.0,0.53866667,rich,37.1,34.814598,2.2854016,0.06564492,0.0056119617,4.4086742,2.2854016,0.06564492,0.0056119617,4.4086742,0.15771067,0.15209872,24816.55,24813.395,82.45000000000073,13.399218750000728,203.45078125000146,12:07,True,True,6.156525e+06,3.09495e+06,0.0,0.0,-2.601075e+06,-0.10621172,0.0058715953,4.0,10.0,-9.763941,12.25,13.504617,37.2,-2.1,20.75,10.35,-12.0,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-03-20 13:12:00,2025-03-20 13:14:00,3,2025-03-20,CE,23150.0,9.4865805e-05,OTM,135.0,0.36,cheap,27.25,28.624338,-1.3743374,-0.0480129,-0.0039394577,-4.3816347,1.3743374,0.06257566,0.0039394577,4.4085,0.08118177,0.08512123,23143.35,23147.805,49.64999999999782,2.8503906250007276,169.39960937499927,13:14,True,False,1.7029724e+07,9.699075e+06,0.0,0.0,-1.681875e+06,-0.15415546,-0.003497608,5.0,5.0,9.189714,10.15,9.045505,22.15,5.1,5.85,17.75,27.6,low,India open after overnight US data: FOMC,,tradable,151.5,200.25,973.75,1614.0,market→model
2024-12-05 14:40:00,2024-12-05 14:40:00,1,2024-12-05,CE,24750.0,-0.0016007236,ITM,49.0,0.13066667,cheap,80.25,84.31037,-4.0603676,-0.048159767,-0.018675836,-4.406363,4.0603676,0.048159767,0.018675836,4.406363,0.25907007,0.2777459,24784.3,24789.65,127.59999999999854,73.44921875,488.7507812500007,14:40,True,False,2.043175e+06,2.106375e+06,0.0,47375.0,-1.667275e+06,0.2517718,-0.019836893,2.0,17.0,2.715185,7.4,4.6745872,71.45,16.2,14.65,-63.1,-65.75,none,(quiet),,tradable,873.00006,772.25,-4281.5,-4453.75,market→model
2024-11-25 13:04:00,2024-11-25 13:07:00,3,2024-11-28,CE,24450.0,0.012485103,OTM,1267.0,3.3786666,cheap,44.0,45.871185,-1.8711859,-0.040792186,-0.0023062804,-4.2271943,1.8711859,0.041272927,0.0023194284,4.401701,0.13288091,0.1351872,24154.4,24146.637,-127.09999999999854,197.14960937499927,18.950390624999272,13:07,False,True,110475.0,146225.0,0.0,0.0,86200.0,-0.2135811,-0.002041967,16.0,20.0,6.1188045,5.8,4.8521023,43.45,1.3,1.1,5.85,12.55,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,tradable,-95.5,-108.5,200.25,635.75,market→model
2025-04-17 11:30:00,2025-04-17 11:43:00,17,2025-04-17,PE,23500.0,-0.004530776,OTM,226.0,0.6026667,rich,69.75,61.135826,8.614174,0.14090224,0.020190427,4.258403,8.614174,0.14090224,0.020190427,4.3965125,0.25102362,0.23083319,23604.65,23606.715,178.35000000000218,3.8996093749992724,306.1003906250007,11:43,True,False,1.974825e+06,2.645925e+06,0.0,0.0,4.02795e+06,0.0,0.020190427,8.0,36.0,4.140967,-23.15,-17.559519,89.3,-2.3,-16.75,-26.2,-22.46,none,(quiet),,tradable,,,,,market→model
2025-03-27 11:43:00,2025-03-27 13:42:00,160,2025-03-27,PE,23600.0,-0.00021807176,OTM,107.0,0.28533334,cheap,10.05,16.376255,-6.3262544,-0.38630655,-0.020147948,-2.588655,6.3262544,0.45009235,0.020147948,4.3964796,0.039310556,0.0594585,23603.85,23605.146,7.69999999999709,22.900390625,191.64960937499927,13:42,False,False,2.9874e+06,2.4489e+06,0.0,0.0,3.2607e+06,0.0032837058,-0.020137442,42.0,44.0,-1.4605668,-5.1,-8.591795,16.1,0.29,-1.0,2.35,-2.6,none,(quiet),,tradable,-161.15,-245.0,-27.250006,-349.0,model→market (spot/smile moved)
2026-03-30 13:53:00,2026-03-30 13:53:00,1,2026-03-30,PE,22600.0,0.0077756657,ITM,96.0,0.256,cheap,182.45,184.37425,-1.9242471,-0.010436637,-0.01370165,-4.3960066,1.9242471,0.010436637,0.01370165,4.3960066,0.19764225,0.2113439,22426.6,22424.951,-60.75,287.50039062499854,3.949609374998545,13:53,True,False,1.563575e+06,749255.0,0.0,0.0,-776490.0,0.9388782,-0.0068533053,6.0,43.0,-4.50709,-4.8,-5.864989,184.3,-1.7,-6.65,-31.65,24.45,none,(quiet),,tradable,-290.5,-612.25,-2237.25,1409.25,model→market (spot/smile moved)
2025-06-26 14:39:00,2025-06-26 14:40:00,2,2025-06-26,PE,25500.0,-1.366684e-05,OTM,49.0,0.13066667,cheap,19.9,24.614704,-4.7147036,-0.19154014,-0.02035358,-4.395433,4.7147036,0.19579133,0.02035358,4.395433,0.0866576,0.10701118,25501.9,25500.348,17.25,27.599609375,242.00039062499854,14:40,False,False,5.720025e+06,8.20845e+06,0.0,0.0,6.01155e+06,-0.14850079,-0.020994648,10.0,22.0,1.344146,4.05,1.0369346,19.9,3.5,-4.5,-14.35,-18.95,none,(quiet),,tradable,47.5,-472.5,-1112.75,-1411.75,market→model
2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,PE,24300.0,-0.0036825018,OTM,32.0,0.08533333,cheap,36.29,46.190586,-9.900587,-0.21434209,-0.06157506,-4.3922877,9.900587,0.21434209,0.06157506,4.3922877,0.40546358,0.46703863,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,6.880275e+06,7.978475e+06,0.0,0.0,-102975.0,-3.0877686,-0.08121125,1.0,1.0,-3.553102,-26.85,-34.406776,9.44,1.16,-8.04,-9.09,-9.39,none,(quiet),,tradable,-104.600006,-702.6,-770.85004,-790.35004,model→market (spot/smile moved)
2024-11-25 12:57:00,2024-11-25 13:10:00,7,2024-11-28,CE,24600.0,0.018106071,OTM,1264.0,3.3706667,cheap,20.2,22.582186,-2.3821852,-0.105489574,-0.004290779,-4.270372,2.3821852,0.10669885,0.0043506776,4.384029,0.12969683,0.1339876,24162.75,24158.6,-131.79999999999927,188.79999999999927,27.299999999999272,13:10,False,True,197300.0,278925.0,0.0,0.0,369400.0,0.60052365,-0.005404053,18.0,26.0,4.8471665,7.7,6.111443,23.2,-2.1,-2.45,-0.4,4.7,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,tradable,-316.5,-339.25,-206.0,125.499985,market→model
2025-04-17 11:31:00,2025-04-17 11:31:00,1,2025-04-17,PE,23400.0,-0.0057738074,OTM,238.0,0.6346667,rich,51.45,47.368675,4.0813236,0.08616081,0.009962502,4.371856,4.0813236,0.08616081,0.009962502,4.371856,0.22491585,0.21495335,23539.25,23535.498,155.34999999999854,0.2000000000007276,240.70000000000073,11:31,True,True,1.44405e+06,2.321175e+06,0.0,0.0,2.38905e+06,1.722161,0.014130365,60.0,114.0,21.259838,-45.55,-43.407463,48.5,-1.95,-8.15,-11.55,-16.55,none,(quiet),,tradable,,,,,market→model
2024-11-19 15:01:00,2024-11-19 15:01:00,1,2024-11-21,PE,23400.0,-0.005111371,OTM,403.0,1.0746666,rich,58.25,56.624966,1.6250325,0.028698163,0.0029398687,4.3648677,1.6250325,0.028698163,0.0029398687,4.3648677,0.17634231,0.17340244,23560.5,23519.912,-147.84999999999854,220.15000000000146,43.400000000001455,15:01,True,False,2.386925e+06,2.143475e+06,0.0,-713825.0,-1.490725e+06,0.4226094,0.003702597,3.0,13.0,-1.7717468,1.9,2.972388,65.75,3.4,-6.05,17.25,,none,(quiet),,tradable,,,,,model→market (spot/smile moved)