month,ep_start,t,ep_minutes,exp,type,K,k,itm,mleft,dte_days,side,P,fair,res_px,res_pct,res_vol,z,max_abs_pts,max_abs_pct,max_abs_vol,max_abs_z,iv,fair_iv,S,F,ret30,dist_hi,dist_lo,tod,after_jump,before_jump,vol,vol_next,unch_run,doi1,doi15,parity_dev,res_vol_other,conv_half,conv_full,mkt_share,dP_conv,dFair_conv,first_entry,first_d1,first_d5,first_d15,first_d30,news_impact,news_headline,event_within_60m,tier,buyer_pnl_1m,buyer_pnl_5m,buyer_pnl_15m,buyer_pnl_30m,who_moved
2024-09,2024-09-30 10:05:00,2024-09-30 10:05:00,1,2024-10-03,PE,26750.0,0.027696205,ITM,1074.0,2.864,rich,762.0,734.1286,27.871382,0.037965257,0.076981984,,27.871382,0.037965257,0.076981984,,0.21226569,0.1352837,25996.35,26019.293,-46.60000000000218,138.35039062500073,34.79960937500073,10:05,True,False,25.0,25.0,0.0,7750.0,7750.0,-27.878185,8.298291e-05,1.0,1.0,1.4464102,-43.75,-13.502701,718.25,0.0,0.0,56.8,3.9,,,,liquid,,,,,market→model
2024-09,2024-09-27 12:45:00,2024-09-27 12:45:00,1,2024-10-03,PE,26850.0,0.022269676,ITM,1289.0,3.4373333,rich,625.45,598.5368,26.913223,0.04496503,0.053370927,2.4280665,26.913223,0.04496503,0.053370927,2.4280665,0.1700685,0.11669758,26216.0,26258.668,-24.450000000000728,61.349999999998545,9.049999999999272,12:45,False,False,25.0,25.0,0.0,450.0,450.0,-27.591843,-0.0020560015,1.0,1.0,1.0859839,-32.7,-2.5890548,592.75,0.0,24.25,40.85,42.35,,,,liquid,,,,,market→model
2024-09,2024-09-27 15:02:00,2024-09-27 15:02:00,1,2024-10-10,CE,25600.0,-0.02640389,ITM,3027.0,8.072,cheap,702.0,727.6379,-25.637892,-0.03523441,-0.02934246,-4.0840373,25.637892,0.03523441,0.02934246,4.0840373,0.10630469,0.13564715,26200.55,26284.943,-5.450000000000728,76.79921874999854,42.60078124999927,15:02,False,False,225.0,50.0,0.0,10625.0,10625.0,-24.655752,-0.0010171108,1.0,1.0,0.65541863,18.0,-9.463362,720.0,0.0,0.0,-6.25,,,,,liquid,-180.0,-180.0,-586.25,,both
2024-09,2024-09-30 10:00:00,2024-09-30 10:00:00,1,2024-10-10,CE,25600.0,-0.016904496,ITM,2954.0,7.877333,rich,535.1,510.79944,24.300549,0.04757356,0.017173033,,24.300549,0.04757356,0.017173033,,0.14402127,0.12684824,25966.75,26036.434,-72.40000000000146,167.95000000000073,5.200000000000728,10:00,True,True,1075.0,225.0,0.0,900.0,225.0,24.896044,-0.00039710337,1.0,1.0,0.59197766,-17.31,11.930968,517.79,5.71,23.25,3.25,16.25,,,,liquid,,,,,both
2024-09,2024-09-30 09:55:00,2024-09-30 09:55:00,1,2024-10-10,PE,26700.0,0.024202622,ITM,2959.0,7.8906665,rich,683.35,661.04,22.310015,0.03374987,0.02335107,,22.310015,0.03374987,0.02335107,,0.13057771,0.10722664,25993.05,26061.547,-79.70000000000073,141.64921875000073,31.500781250000728,09:55,False,True,200.0,175.0,0.0,0.0,-525.0,-23.104364,-0.0009110374,1.0,1.0,0.8072783,-17.75,4.237461,665.6,-6.15,17.6,0.95,-5.45,,,,liquid,,,,,market→model
2024-09,2024-09-30 09:16:00,2024-09-30 09:16:00,1,2024-10-03,CE,25300.0,-0.032159958,ITM,1123.0,2.9946666,rich,855.0,834.7857,20.214304,0.024214962,0.054283235,,20.214304,0.024214962,0.054283235,,0.2266497,0.17236647,26083.5,26126.871,,51.20000000000073,38.400000000001455,09:16,False,False,25.0,50.0,0.0,0.0,0.0,20.562817,-0.0012996456,1.0,1.0,0.58472013,-15.95,11.328008,839.05,5.85,-9.75,-47.75,-101.0,,,,liquid,,,,,both
2024-09,2024-09-30 09:46:00,2024-09-30 09:46:00,2,2024-10-10,PE,26550.0,0.018433176,ITM,2968.0,7.9146667,cheap,507.2,525.60876,-18.408789,-0.035023745,-0.017818056,,18.408789,0.035023745,0.017818056,,0.08744128,0.10525934,25992.4,26065.082,-91.09999999999854,142.29960937500073,0.7503906249985448,09:46,True,False,25.0,25.0,0.0,-25.0,4350.0,18.27227,-0.00015419867,1.0,1.0,0.83474576,12.7,-2.5142128,519.9,0.0,21.95,16.8,-3.95,,,,liquid,-180.0,1246.75,911.99994,-436.75,market→model
2024-09,2024-09-30 14:54:00,2024-09-30 14:54:00,1,2024-10-03,PE,26550.0,0.026718441,ITM,785.0,2.0933332,rich,724.25,706.5834,17.66663,0.025002895,0.05586435,2.141661,17.66663,0.025002895,0.05586435,2.141661,0.22590305,0.1700387,25843.05,25850.018,35.29999999999927,291.6492187500007,46.400781249998545,14:54,True,False,75.0,325.0,0.0,19625.0,19625.0,-18.423935,-0.0035797684,1.0,1.0,1.5630518,-27.55,-9.924224,696.7,5.0,5.0,18.55,5.8,,,,liquid,,,,,market→model
2024-09,2024-09-27 15:01:00,2024-09-27 15:02:00,2,2024-10-10,CE,25800.0,-0.01862175,ITM,3027.0,8.072,cheap,534.45,552.1031,-17.653072,-0.031974234,-0.013892032,-2.910715,17.653072,0.031974234,0.013892032,2.910715,0.112806566,0.1266986,26200.55,26284.943,-5.450000000000728,76.79921874999854,42.60078124999927,15:02,False,False,75.0,25.0,0.0,0.0,61550.0,-17.064392,-0.00047320026,1.0,1.0,0.5086454,8.9,-8.597455,534.45,8.9,2.55,4.25,,,,,liquid,398.49997,-14.250004,96.25,,both
2024-09,2024-09-30 09:59:00,2024-09-30 09:59:00,1,2024-10-10,PE,26600.0,0.020810742,ITM,2955.0,7.88,cheap,565.0,581.57227,-16.572247,-0.028495595,-0.018284986,-5.249017,16.572247,0.028495595,0.018284986,5.249017,0.08947893,0.107763916,25980.65,26052.154,-84.54999999999927,154.04960937500073,19.100390625000728,09:59,False,False,25.0,50.0,0.0,0.0,-1200.0,16.757345,0.00014634653,1.0,1.0,2.13501,27.45,14.592917,592.45,0.0,-17.35,-14.45,-36.7,,,,liquid,-180.0,-1307.75,-1119.25,-2565.5,market→model
2024-09,2024-09-27 09:46:00,2024-09-27 09:46:00,3,2024-10-10,PE,27000.0,0.026592718,ITM,3343.0,8.914667,rich,743.3,726.8894,16.410585,0.022576455,0.018264191,,16.410585,0.022576455,0.018264191,,0.121272236,0.10300805,26257.85,26291.459,30.649999999997817,3.400390625,48.949609374998545,09:46,False,False,25.0,1150.0,0.0,0.0,2925.0,-15.649325,0.0010180718,2.0,2.0,1.6882997,-25.3,-10.314508,729.9,-11.9,-14.65,-14.0,-13.7,,,,liquid,,,,,market→model
2024-09,2024-09-30 09:55:00,2024-09-30 09:55:00,1,2024-10-10,PE,27000.0,0.035375923,ITM,2959.0,7.8906665,rich,961.1,945.08264,16.017372,0.016948117,0.02879856,,16.017372,0.016948117,0.02879856,,0.14296748,0.11416891,25993.05,26061.547,-79.70000000000073,141.64921875000073,31.500781250000728,09:55,False,True,25.0,100.0,0.0,11900.0,11900.0,-16.127613,-0.00018875238,1.0,1.0,0.7275419,-11.1,4.1568527,950.0,0.0,1.3,5.0,-10.0,,,,liquid,,,,,market→model
2024-09,2024-09-30 11:00:00,2024-09-30 11:00:00,1,2024-10-03,PE,26900.0,0.03477429,ITM,1019.0,2.7173333,rich,937.4,921.64166,15.758346,0.017098127,0.06484263,0.9538799,15.758346,0.017098127,0.06484263,0.9538799,0.22541256,0.16056994,25939.55,25980.648,-42.400000000001455,195.14921875000073,12.100781249999272,11:00,False,False,50.0,25.0,0.0,16175.0,16175.0,-15.584456,0.0014611937,1.0,1.0,1.2567036,-17.4,-3.5542536,920.0,0.0,-0.95,10.0,35.0,,,,liquid,,,,,market→model
2024-09,2024-09-30 13:31:00,2024-09-30 13:31:00,1,2024-10-10,PE,26550.0,0.025018979,ITM,2743.0,7.3146667,cheap,668.75,684.1561,-15.406143,-0.022518462,-0.021015296,-1.0466999,15.406143,0.022518462,0.021015296,1.0466999,0.0999955,0.121010795,25831.7,25893.986,-63.599999999998545,303.0007812500007,3.9992187499992724,13:31,False,True,50.0,900.0,0.0,3450.0,3450.0,15.349971,-0.000101556114,1.0,2.0,-0.13993548,-1.6,-13.033841,667.15,0.7,-23.9,-15.3,-15.3,,,,liquid,-134.5,-1733.5,-1174.5,-1174.5,model→market (spot/smile moved)
2024-09,2024-09-30 12:02:00,2024-09-30 12:02:00,1,2024-10-10,CE,25450.0,-0.021444384,ITM,2832.0,7.552,cheap,588.85,603.9784,-15.12839,-0.0250479,-0.014105354,-1.4080495,15.12839,0.0250479,0.014105354,1.4080495,0.11663781,0.13074316,25907.7,26001.654,6.650000000001455,227.00078125000073,25.399218750000728,12:02,False,False,25.0,250.0,0.0,0.0,0.0,-14.409663,-0.00066250487,1.0,1.0,0.59989274,9.1,-6.069379,597.95,0.0,0.0,-15.8,-15.8,,,,liquid,-180.0,-180.0,-1207.0,-1207.0,both
2024-09,2024-09-30 15:23:00,2024-09-30 15:23:00,1,2024-10-10,PE,26500.0,0.02250597,ITM,2631.0,7.016,cheap,606.6,621.6191,-15.019052,-0.024161184,-0.018507546,-4.2479706,15.019052,0.024161184,0.018507546,4.2479706,0.100107946,0.118615486,25809.8,25910.254,-15.850000000002183,324.8992187500007,13.150781249998545,15:23,False,False,50.0,200.0,0.0,0.0,85625.0,14.759355,-0.00031591958,1.0,2.0,1.3823833,14.44,3.9942725,621.04,0.91,-31.04,,,,,,liquid,-120.84999,-2197.6,,,market→model
2024-09,2024-09-30 09:39:00,2024-09-30 09:39:00,1,2024-10-03,CE,25050.0,-0.039629813,ITM,1100.0,2.9333334,rich,1030.5,1015.8993,14.600705,0.014372198,0.05976243,,14.600705,0.014372198,0.05976243,,0.24167515,0.18191272,26035.2,26062.66,,99.50078125000073,12.549218749998545,09:39,False,False,25.0,50.0,0.0,,,14.452657,0.0011009913,1.0,1.0,1.2659595,-20.5,-4.306749,1010.0,0.0,0.5,0.5,0.5,,,,liquid,,,,,market→model
2024-09,2024-09-30 09:23:00,2024-09-30 09:23:00,2,2024-10-10,CE,25400.0,-0.029194191,ITM,2991.0,7.976,cheap,771.65,786.20844,-14.558455,-0.018517297,-0.018188303,,14.558455,0.018517297,0.018188303,,0.11885573,0.13704403,26070.15,26152.463,,64.54960937500073,25.050390625001455,09:23,True,False,25.0,300.0,0.0,,,-14.9271345,0.0003769463,2.0,4.0,0.906858,9.2,-0.94491756,780.8,0.05,-10.95,-41.25,-76.1,,,,liquid,-176.75,-891.75,-2861.25,-5126.5,market→model
2024-09,2024-09-27 15:03:00,2024-09-27 15:03:00,1,2024-10-03,CE,25300.0,-0.036858704,ITM,1151.0,3.0693333,rich,971.35,957.15924,14.190738,0.01482589,0.044464026,0.6719816,14.190738,0.01482589,0.044464026,0.6719816,0.23217215,0.18770812,26185.2,26249.924,-17.099999999998545,92.15078124999854,27.249218749999272,15:03,False,False,25.0,800.0,0.0,0.0,96050.0,14.033931,0.0007190087,1.0,1.0,0.7921697,-18.35,4.814229,953.0,5.9,-4.55,-15.75,,,,,liquid,,,,,market→model
2024-09,2024-09-30 09:16:00,2024-09-30 09:16:00,1,2024-10-03,CE,25350.0,-0.030185621,ITM,1123.0,2.9946666,rich,800.0,785.8116,14.188414,0.018055744,0.03832238,,14.188414,0.018055744,0.03832238,,0.20564927,0.16732688,26083.5,26126.871,,51.20000000000073,38.400000000001455,09:16,False,False,100.0,75.0,0.0,0.0,0.0,14.667666,-0.0016664108,1.0,1.0,0.47078338,-10.0,11.241191,790.0,0.0,0.0,-35.05,-107.35,,,,liquid,,,,,both
2024-10,2024-10-21 13:08:00,2024-10-21 13:08:00,1,2024-10-31,PE,25350.0,0.024220025,ITM,3141.0,8.376,rich,703.7,636.08044,67.61958,0.10630666,0.058167886,2.4612625,67.61958,0.10630666,0.058167886,2.4612625,0.17171015,0.113542266,24726.3,24743.398,-26.200000000000728,251.99921874999927,46.700781250001455,13:08,False,False,1250.0,25.0,0.0,49750.0,49750.0,-68.2716,-0.0005449883,1.0,3.0,1.4490651,-70.8,-21.94091,632.9,0.0,-17.86,-88.4,-88.4,none,(quiet),,liquid,,,,,market→model
2024-10,2024-10-04 09:50:00,2024-10-04 09:50:00,1,2024-10-10,PE,26050.0,0.028754437,ITM,1839.0,4.904,rich,797.8,747.5263,50.27369,0.0672534,0.07761168,,50.27369,0.0672534,0.07761168,,0.204918,0.12730633,25255.4,25311.613,86.35000000000218,32.499609375001455,160.85039062500073,09:50,True,False,50.0,225.0,0.0,72825.0,72825.0,-50.05638,0.00073133264,1.0,1.0,0.594495,-31.3,21.34973,766.5,4.5,-28.45,-17.2,33.2,none,(quiet),,liquid,,,,,both
2024-10,2024-10-04 09:50:00,2024-10-04 09:50:00,1,2024-10-10,PE,26300.0,0.038305607,ITM,1839.0,4.904,rich,1040.0,992.4167,47.583313,0.04794691,0.0954992,,47.583313,0.04794691,0.0954992,,0.23826617,0.14276697,25255.4,25311.613,86.35000000000218,32.499609375001455,160.85039062500073,09:50,True,False,625.0,300.0,0.0,0.0,-5700.0,-47.583717,0.00027621773,1.0,1.0,0.63995934,-38.2,21.491293,1001.8,4.45,-19.85,10.4,48.75,none,(quiet),,liquid,,,,,both
2024-10,2024-10-14 09:21:00,2024-10-14 09:21:00,1,2024-10-24,CE,24750.0,-0.013303244,ITM,3368.0,8.981334,cheap,376.0,420.83392,-44.833916,-0.10653589,-0.030813849,,44.833916,0.10653589,0.030813849,,0.084855884,0.11566973,25032.95,25081.455,,33.900781249998545,15.44921875,09:21,True,False,925.0,75.0,0.0,-125.0,,-45.21223,0.00017288495,1.0,1.0,1.0516133,46.15,2.265051,422.15,0.0,-18.9,4.95,70.8,none,(quiet),,liquid,-180.0,-1408.5,141.74998,4422.0,market→model
2024-10,2024-10-04 12:47:00,2024-10-04 12:47:00,1,2024-10-10,CE,24550.0,-0.027444357,ITM,1662.0,4.432,rich,771.65,727.364,44.28596,0.060885552,0.053058643,0.8398402,44.28596,0.060885552,0.053058643,0.8398402,0.24467862,0.19161998,25170.15,25233.09,-261.59999999999854,314.8996093749993,75.60039062500073,12:47,True,False,250.0,50.0,0.0,1175.0,1175.0,44.12964,0.00028458604,1.0,1.0,0.63569576,-22.85,13.094868,748.8,0.0,0.0,-58.8,-68.95,none,(quiet),,liquid,,,,,both
2024-10,2024-10-21 09:32:00,2024-10-21 09:32:00,1,2024-10-31,CE,24350.0,-0.022720821,ITM,3357.0,8.952,rich,649.25,612.0572,37.192837,0.06076693,0.029037591,,37.192837,0.06076693,0.029037591,,0.15595375,0.12691616,24857.25,24909.586,,121.04999999999927,1.0,09:32,True,True,25.0,100.0,0.0,,,38.10702,-0.00070060446,1.0,1.0,1.503683,-55.75,-18.674366,593.5,0.0,0.0,-71.5,-48.15,none,(quiet),,liquid,,,,,market→model
2024-10,2024-10-04 13:06:00,2024-10-04 13:06:00,2,2024-10-10,PE,26100.0,0.034824807,ITM,1643.0,4.3813334,rich,937.55,901.7845,35.765537,0.03966085,0.07027554,4.4389267,35.765537,0.03966085,0.07027554,4.4389267,0.22550757,0.15523203,25142.45,25206.717,-239.70000000000073,342.6007812499993,65.34921875000146,13:06,True,False,50.0,25.0,0.0,176400.0,176400.0,-35.764748,0.00013565802,1.0,1.0,0.35518622,-12.05,21.875866,925.5,-22.7,-13.5,18.5,63.25,none,(quiet),,liquid,,,,,both
2024-10,2024-10-09 10:05:00,2024-10-09 10:05:00,3,2024-10-10,PE,25650.0,0.023221908,ITM,699.0,1.864,rich,631.2,596.20966,34.990334,0.058687966,0.092492,,34.990334,0.058687966,0.092492,,0.25775525,0.16526324,25077.2,25061.22,17.650000000001455,32.60078124999927,45.849218750001455,10:05,False,True,25.0,75.0,0.0,0.0,125775.0,-35.484703,-0.0021182275,1.0,3.0,2.9148276,-59.6,-39.15282,571.6,-21.6,-70.25,-54.15,-85.15,medium,RBI MPC decision: Repo held 6.50%,RBI MPC policy decision,liquid,,,,,market→model
2024-10,2024-10-07 10:52:00,2024-10-07 10:52:00,1,2024-10-17,PE,25750.0,0.030365026,ITM,3277.0,8.738667,cheap,770.5,804.84827,-34.348263,-0.042676695,-0.05987925,-3.0075583,34.348263,0.042676695,0.05987925,3.0075583,0.07665547,0.13653472,24892.05,24979.854,-161.75,250.94921875,6.80078125,10:52,False,False,25.0,100.0,0.0,7400.0,-325.0,34.204105,-0.00024426333,1.0,1.0,0.8629376,28.15,-4.471129,798.65,-10.0,-8.2,48.4,48.4,none,(quiet),,liquid,-830.0,-713.0,2966.0,2966.0,market→model
2024-10,2024-10-22 09:43:00,2024-10-22 09:44:00,2,2024-10-24,PE,25700.0,0.033308666,ITM,1095.0,2.92,rich,876.65,842.6555,33.994476,0.040342078,0.11508672,,33.994476,0.040342078,0.11508672,,0.25021842,0.1351317,24851.3,24858.066,,2.7492187499992724,95.95078125000146,09:44,True,False,700.0,75.0,0.0,0.0,77500.0,-33.906807,0.001412076,1.0,1.0,1.4685762,-50.7,-16.176765,876.65,-50.7,-50.7,-41.85,68.7,none,(quiet),,liquid,,,,,market→model
2024-10,2024-10-23 09:17:00,2024-10-23 09:17:00,1,2024-10-24,PE,25500.0,0.03983398,ITM,747.0,1.992,rich,1030.0,996.8958,33.104164,0.03320724,0.14882497,,33.104164,0.03320724,0.14882497,,0.3443327,0.19550774,24488.1,24504.2,,3.750390624998545,109.99960937500146,09:17,False,False,125.0,750.0,1.0,0.0,,-33.10143,0.00031857757,1.0,1.0,1.2093565,-42.0,-7.270787,988.0,-6.15,11.1,33.0,27.05,none,(quiet),,liquid,,,,,market→model
2024-10,2024-10-07 14:56:00,2024-10-07 14:56:00,1,2024-10-17,PE,25350.0,0.01876786,ITM,3033.0,8.088,cheap,520.9,553.569,-32.66899,-0.05901521,-0.025617348,-2.685692,32.66899,0.05901521,0.025617348,2.685692,0.11481751,0.14043486,24804.45,24878.672,72.90000000000146,338.55078125,110.09921875000146,14:56,True,True,75.0,50.0,0.0,0.0,-525.0,30.808111,-0.0014260665,1.0,1.0,0.66947395,31.89,-15.744414,552.79,-14.04,-14.04,-13.84,-45.94,none,(quiet),,liquid,-1092.6001,-1092.6001,-1079.6,-3166.0999,both
2024-10,2024-10-21 10:09:00,2024-10-21 10:09:00,1,2024-10-31,PE,25350.0,0.018726457,ITM,3320.0,8.853333,cheap,481.75,514.1159,-32.365887,-0.062954456,-0.03316886,-2.504043,32.365887,0.062954456,0.03316886,2.504043,0.071767315,0.104936175,24823.9,24879.701,37.25,154.39960937499927,144.30039062500146,10:09,False,False,75.0,200.0,0.0,49350.0,49350.0,32.203075,-0.0002014563,1.0,1.0,1.3257238,44.15,10.847438,525.9,0.0,26.05,-2.15,23.2,none,(quiet),,liquid,-180.0,1513.25,-319.75,1328.0,market→model
2024-10,2024-10-22 09:22:00,2024-10-22 09:22:00,1,2024-10-24,CE,24200.0,-0.023773236,ITM,1117.0,2.9786668,rich,622.29,590.0106,32.27937,0.054709807,0.06992881,,32.27937,0.054709807,0.06992881,,0.20599054,0.13606173,24787.05,24782.205,,66.99921874999927,31.700781250001455,09:22,True,True,25.0,75.0,0.0,0.0,-1000.0,32.728706,-0.0014706115,1.0,1.0,0.64213574,-32.19,17.939587,590.1,17.25,27.9,35.1,59.9,none,(quiet),,liquid,,,,,both
2024-10,2024-10-04 09:50:00,2024-10-04 09:50:00,1,2024-10-10,PE,26250.0,0.036402658,ITM,1839.0,4.904,rich,974.35,943.081,31.26898,0.033156198,0.068320796,,31.26898,0.033156198,0.068320796,,0.20766371,0.13934292,25255.4,25311.613,86.35000000000218,32.499609375001455,160.85039062500073,09:50,True,False,250.0,275.0,0.0,23975.0,-400.0,-31.145857,0.00065694086,1.0,1.0,0.40541944,-14.65,21.485416,959.7,1.2,-5.55,-10.55,52.65,none,(quiet),,liquid,,,,,both
2024-10,2024-10-04 10:44:00,2024-10-04 10:45:00,7,2024-10-10,CE,24600.0,-0.030454272,ITM,1784.0,4.7573333,cheap,760.75,791.51874,-30.768763,-0.03887307,-0.084611975,-17.558756,30.768763,0.03887307,0.084611975,17.558756,0.09437629,0.17898826,25313.0,25360.7,114.70000000000073,1.2000000000007276,218.45000000000073,10:45,True,False,25.0,25.0,0.0,0.0,-525.0,-30.312567,-0.00078214164,1.0,1.0,0.7470651,20.45,-6.9237847,760.75,20.45,24.25,65.15,36.65,none,(quiet),,liquid,1149.25,1396.25,4054.75,2202.25,market→model
2024-10,2024-10-04 12:47:00,2024-10-04 12:47:00,1,2024-10-10,CE,24450.0,-0.031525996,ITM,1662.0,4.432,rich,849.55,819.14655,30.403435,0.037115987,0.041746065,0.27477047,30.403435,0.037115987,0.041746065,0.27477047,0.2405181,0.19877203,25170.15,25233.09,-261.59999999999854,314.8996093749993,75.60039062500073,12:47,True,False,50.0,25.0,0.0,600.0,600.0,30.182491,0.00039980674,1.0,1.0,0.5967683,-19.75,13.344921,829.8,0.0,-39.15,-47.6,-47.6,none,(quiet),,liquid,,,,,both
2024-10,2024-10-09 10:06:00,2024-10-09 10:08:00,3,2024-10-10,PE,25850.0,0.027305527,ITM,696.0,1.856,rich,730.25,699.9123,30.337698,0.043345,0.10240074,,30.337698,0.043345,0.10240074,,0.26925534,0.1668546,25160.8,25153.701,112.79999999999927,4.44921875,129.45078125000146,10:08,True,False,75.0,550.0,0.0,0.0,47200.0,-30.81585,-0.0033914475,1.0,1.0,1.7111229,-41.8,-17.371595,749.15,-18.9,-62.4,-41.5,-29.25,medium,RBI MPC decision: Repo held 6.50%,RBI MPC policy decision,liquid,,,,,market→model
2024-10,2024-10-18 12:44:00,2024-10-18 12:44:00,1,2024-10-31,CE,24250.0,-0.028694253,ITM,3540.0,9.44,rich,778.65,748.781,29.869001,0.03989017,0.02601794,2.0216663,29.869001,0.03989017,0.02601794,2.0216663,0.16150999,0.13549204,24850.55,24955.916,65.04999999999927,18.599218750001455,282.90078124999854,12:44,False,False,1000.0,1100.0,0.0,3325.0,3325.0,30.207693,-0.00025177267,1.0,1.0,1.0585185,-28.7,-1.5866333,749.95,-7.45,-3.0,-12.95,-39.05,none,(quiet),,liquid,,,,,market→model
2024-10,2024-10-21 09:46:00,2024-10-21 09:46:00,1,2024-10-24,PE,25600.0,0.03371451,ITM,1468.0,3.9146667,rich,879.35,850.17316,29.176834,0.034318697,0.084516145,,29.176834,0.034318697,0.084516145,,0.21148263,0.12696649,24765.1,24751.295,-204.25,213.20039062499927,34.89960937499927,09:46,False,True,200.0,25.0,0.0,0.0,134525.0,-29.172636,0.0002695196,1.0,1.0,0.8511494,-32.35,5.6574283,847.0,0.0,68.35,43.0,-40.6,none,(quiet),,liquid,,,,,market→model
2024-11,2024-11-25 09:27:00,2024-11-25 09:27:00,1,2024-11-28,PE,25150.0,0.033018593,ITM,1487.0,3.9653332,rich,871.15,824.84204,46.307987,0.056141645,0.090406395,,46.307987,0.056141645,0.090406395,,0.2455179,0.1551115,24313.1,24333.143,,1.5503906250014552,100.849609375,09:27,True,False,25.0,75.0,0.0,6875.0,,-46.415604,-0.00019823122,1.0,1.0,0.89975846,-40.75,4.539932,830.4,0.0,0.0,0.0,0.0,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,,,,,market→model
2024-11,2024-11-14 09:41:00,2024-11-14 09:41:00,1,2024-11-21,CE,23150.0,-0.018017314,ITM,1473.0,3.928,rich,513.75,470.80112,42.948875,0.091225095,0.049581103,,42.948875,0.091225095,0.049581103,,0.21433336,0.16475224,23515.1,23570.88,,130.20039062499927,2.1496093749992724,09:41,True,True,75.0,75.0,0.0,0.0,1250.0,43.310726,-0.00039937583,1.0,1.0,0.4779901,-21.2,23.152384,492.55,7.25,32.45,34.74,87.45,low,India open after overnight US data: US CPI,,liquid,,,,,both
2024-11,2024-11-25 09:27:00,2024-11-25 09:27:00,1,2024-11-28,PE,24850.0,0.021018447,ITM,1487.0,3.9653332,rich,584.04,543.7879,40.252075,0.074021645,0.053148642,,40.252075,0.074021645,0.053148642,,0.1982213,0.14507265,24313.1,24333.143,,1.5503906250014552,100.849609375,09:27,True,False,25.0,150.0,0.0,0.0,600.0,-41.42944,-0.0018111367,1.0,1.0,0.91631204,-34.39,3.140884,549.65,0.0,7.0,11.39,42.8,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,,,,,market→model
2024-11,2024-11-18 12:31:00,2024-11-18 12:31:00,1,2024-11-21,CE,22850.0,-0.030157,ITM,928.0,2.4746666,rich,743.95,705.6983,38.251713,0.05420406,0.104586594,4.0145392,38.251713,0.05420406,0.104586594,4.0145392,0.27909216,0.17450559,23534.8,23549.584,78.59999999999854,71.99921874999927,184.40078124999854,12:31,True,False,300.0,25.0,0.0,250.0,2075.0,38.909878,-0.003247857,1.0,1.0,0.98278236,-36.0,0.6306948,707.95,0.0,-2.0,-3.2,-35.95,none,(quiet),,liquid,,,,,market→model
2024-11,2024-11-28 10:37:00,2024-11-28 10:40:00,3,2024-12-05,CE,23750.0,-0.016887305,ITM,2164.0,5.7706666,rich,503.95,465.93707,38.01293,0.081583835,0.033897173,2.7833223,38.01293,0.081583835,0.033897173,2.7833223,0.1747308,0.14083363,24094.45,24154.479,-242.95000000000073,251.30078125,1.3492187500014552,10:40,True,True,50.0,75.0,0.0,-50.0,16500.0,39.21119,-0.0010809371,1.0,1.0,0.9437944,-39.15,2.3314912,494.5,-2.1,-29.7,-34.5,-35.5,none,(quiet),,liquid,,,,,market→model
2024-11,2024-11-25 10:00:00,2024-11-25 10:00:00,1,2024-11-28,PE,25300.0,0.039494377,ITM,1454.0,3.8773334,rich,1020.0,982.02203,37.977993,0.03867326,0.10393853,,37.977993,0.03867326,0.10393853,,0.25769982,0.15376128,24298.95,24320.268,-16.649999999997817,31.750781250000728,86.69921875,10:00,True,False,125.0,125.0,0.0,75725.0,-75.0,-38.030914,-9.164536e-05,1.0,1.0,0.5333425,-28.05,24.54285,991.95,29.65,21.45,20.15,-1.1,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,,,,,both
2024-11,2024-11-08 09:45:00,2024-11-08 09:45:00,1,2024-11-21,PE,24900.0,0.023758063,ITM,2969.0,7.917333,rich,663.95,627.39453,36.555458,0.0582655,0.03225677,,36.555458,0.0582655,0.03225677,,0.16188768,0.12963091,24252.25,24315.396,126.34999999999854,1.6500000000014552,185.59999999999854,09:45,True,False,75.0,25.0,0.0,875.0,875.0,-36.221203,0.00040390727,1.0,1.0,1.4180378,-43.7,-12.882767,620.25,0.0,0.0,80.1,80.1,medium,FOMC decision (US 2024-11-07): Cut 25bp to 4.50-4.75%,,liquid,,,,,market→model
2024-11,2024-11-25 12:57:00,2024-11-25 12:57:00,2,2024-12-05,CE,23400.0,-0.033495948,ITM,3152.0,8.4053335,rich,875.65,839.7063,35.94368,0.04280506,0.03529004,0.2903862,35.94368,0.04280506,0.03529004,0.2903862,0.19643138,0.16114134,24153.6,24197.08,-134.75,197.95039062499927,0.4496093749985448,12:57,True,False,75.0,575.0,0.0,116200.0,116200.0,35.606373,0.00046100258,1.0,1.0,0.505335,-16.4,16.05372,859.25,0.75,-23.2,28.8,33.4,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,,,,,both
2024-11,2024-11-19 09:32:00,2024-11-19 09:33:00,2,2024-11-21,PE,24250.0,0.023694195,ITM,731.0,1.9493333,rich,605.04,569.449,35.591034,0.06250083,0.11939415,,35.591034,0.06250083,0.11939415,,0.24945073,0.13005657,23674.8,23682.17,,1.7992187499985448,157.70078125000146,09:33,False,False,50.0,125.0,0.0,0.0,,-35.82695,-0.0022933576,1.0,1.0,0.78928804,-33.29,8.887251,605.04,-33.29,-45.29,-40.69,-45.75,none,(quiet),,liquid,,,,,market→model
2024-11,2024-11-25 09:27:00,2024-11-25 09:27:00,1,2024-12-05,CE,23450.0,-0.038819198,ITM,3362.0,8.965333,cheap,932.7,968.0215,-35.321472,-0.036488317,-0.05751385,,35.321472,0.036488317,0.05751385,,0.112577,0.17009084,24313.1,24378.209,,1.5503906250014552,100.849609375,09:27,True,False,250.0,400.0,0.0,0.0,,-36.40493,0.0011478048,1.0,1.0,0.9534496,31.4,-1.5330467,964.1,-1.15,-11.7,-22.5,-49.15,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,-254.75,-940.5,-1642.5,-3374.75,market→model
2024-11,2024-11-08 09:31:00,2024-11-08 09:31:00,1,2024-11-14,PE,25150.0,0.038072698,ITM,1858.0,4.9546666,rich,978.15,943.1709,34.979088,0.03708669,0.079866044,,34.979088,0.03708669,0.079866044,,0.22021228,0.14034624,24199.55,24210.47,,24.349218750001455,132.90078124999854,09:31,True,True,25.0,25.0,0.0,2475.0,,-34.832207,0.0009009241,1.0,1.0,0.8166176,-43.65,9.802192,934.5,0.0,0.0,35.15,-7.8,medium,FOMC decision (US 2024-11-07): Cut 25bp to 4.50-4.75%,,liquid,,,,,market→model
2024-11,2024-11-11 09:18:00,2024-11-11 09:21:00,3,2024-11-14,PE,24950.0,0.034655903,ITM,1493.0,3.9813333,rich,886.0,851.74695,34.253056,0.040215064,0.09263448,,34.253056,0.040215064,0.09263448,,0.22530858,0.13267411,24104.3,24100.146,,1.94921875,99.70078125000146,09:21,True,True,25.0,25.0,0.0,3100.0,-150.0,-34.245773,0.00030926554,1.0,1.0,0.4606329,-20.5,24.003984,901.15,0.0,-11.35,-82.15,-89.15,none,(quiet),,liquid,,,,,both
2024-11,2024-11-25 12:55:00,2024-11-25 12:58:00,5,2024-12-05,PE,25000.0,0.03196575,ITM,3151.0,8.402667,rich,839.9,805.88275,34.017258,0.04221117,0.03943874,5.302549,34.017258,0.04221117,0.03943874,5.302549,0.16537608,0.12593734,24164.2,24213.494,-123.0,187.35078124999927,22.399218750000728,12:58,True,False,2075.0,200.0,0.0,0.0,31175.0,-34.352898,-0.00037999568,1.0,1.0,0.68867666,-19.9,8.996,800.0,14.2,5.35,4.85,-38.4,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,,,,,market→model
2024-11,2024-11-21 09:17:00,2024-11-21 09:19:00,2,2024-11-21,CE,22500.0,-0.036563203,ITM,370.0,0.9866667,rich,871.5,838.46643,33.033592,0.039397635,0.22892413,,33.033592,0.039397635,0.22892413,,0.4671992,0.23827508,23371.95,23337.896,,135.35078124999927,33.19921875,09:19,False,False,800.0,350.0,0.0,-100.0,-100.0,33.035072,0.0002579477,1.0,1.0,0.6923776,-22.85,10.152222,826.55,44.95,23.45,-38.25,-46.1,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,liquid,,,,,market→model
2024-11,2024-11-04 09:16:00,2024-11-04 09:16:00,1,2024-11-14,PE,24750.0,0.021816835,ITM,3373.0,8.994667,cheap,580.95,613.9754,-33.025414,-0.05378947,-0.026387613,,33.025414,0.05378947,0.026387613,,0.11877812,0.14516573,24149.75,24215.88,,167.0,5.349999999998545,09:16,False,True,100.0,100.0,0.0,,,31.951735,-0.0008598279,1.0,1.0,1.0116444,43.2,0.4972453,624.15,-0.15,-0.15,-0.15,75.85,none,(quiet),,liquid,-189.75,-189.75,-189.75,4750.25,market→model
2024-11,2024-11-29 10:32:00,2024-11-29 10:32:00,1,2024-12-05,PE,24850.0,0.02897295,ITM,1797.0,4.792,rich,752.25,719.3392,32.91084,0.04575149,0.05791696,0.51080906,32.91084,0.04575149,0.05791696,0.51080906,0.19006412,0.13214715,24087.3,24140.352,46.599999999998545,11.349218750001455,160.15078124999854,10:32,True,False,50.0,25.0,0.0,3350.0,3350.0,-33.41236,-0.0012198073,1.0,2.0,1.8307774,-38.25,-17.357235,714.0,0.0,-8.05,11.65,-11.5,medium,India Q2 FY25 GDP slows to 5.4% (7-quarter low) - released after close,,liquid,,,,,market→model
2024-11,2024-11-25 13:02:00,2024-11-25 13:02:00,1,2024-12-05,PE,24850.0,0.027350362,ITM,3147.0,8.392,cheap,670.35,702.83685,-32.486847,-0.04622246,-0.06018203,-1.5830287,32.486847,0.04622246,0.06018203,1.5830287,0.067704596,0.12788662,24142.8,24179.555,-139.45000000000073,208.74921874999927,7.350781249999272,13:02,False,False,25.0,200.0,0.0,925.0,925.0,31.300535,-0.0014139264,1.0,4.0,0.2434503,4.5,-13.984266,674.85,0.0,0.0,-44.85,-44.85,high,"Sensex +993 to 80,110 after Maharashtra sweep (intraday +1,300)",,liquid,-180.0,-180.0,-3095.25,-3095.25,model→market (spot/smile moved)
2024-11,2024-11-28 10:41:00,2024-11-28 10:41:00,3,2024-11-28,PE,24950.0,0.03492391,ITM,288.0,0.768,rich,889.0,856.76434,32.235653,0.037624877,0.2482138,,32.235653,0.037624877,0.2482138,,0.4988213,0.2506075,24100.4,24093.688,-241.39999999999782,245.349609375,32.20039062499927,10:41,True,False,125.0,75.0,0.0,5725.0,5725.0,-32.22245,0.0008811327,1.0,2.0,1.862638,-39.6,-18.33983,849.4,0.6,-13.4,15.5,19.05,none,(quiet),,liquid,,,,,market→model
2024-11,2024-11-28 09:51:00,2024-11-28 09:51:00,1,2024-11-28,PE,25150.0,0.033573534,ITM,338.0,0.90133333,rich,862.2,830.3275,31.872494,0.038385447,0.24787746,,31.872494,0.038385447,0.24787746,,0.44331175,0.19543427,24316.55,24319.643,36.5,6.499218749999272,62.200781250001455,09:51,True,False,50.0,50.0,0.0,5050.0,5050.0,-31.602236,,1.0,1.0,0.28598374,-9.1,22.719992,853.1,0.0,0.0,-40.45,-38.1,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-11,2024-11-22 10:47:00,2024-11-22 10:47:00,2,2024-12-05,PE,24050.0,0.021998437,ITM,3657.0,9.752,cheap,551.7,582.304,-30.604023,-0.052556776,-0.027086116,-2.3938258,30.604023,0.052556776,0.027086116,2.3938258,0.09889349,0.12597962,23457.6,23526.715,-125.05000000000291,151.35039062500073,98.599609375,10:47,True,True,550.0,550.0,0.0,0.0,8250.0,31.041956,0.00028358097,1.0,1.0,0.63077813,20.7,-12.11661,572.4,-7.65,-22.4,-51.45,-51.45,none,(quiet),,liquid,-677.25,-1636.0,-3524.25,-3524.25,both
2024-12,2024-12-05 10:58:00,2024-12-05 10:58:00,1,2024-12-12,CE,23600.0,-0.031247001,ITM,2146.0,5.7226667,rich,849.6,799.64557,49.954403,0.06247068,0.05399072,3.5756657,49.954403,0.06247068,0.05399072,3.5756657,0.24883118,0.19484046,24326.0,24349.072,-78.54999999999927,213.95000000000073,5.400000000001455,10:58,True,True,50.0,75.0,0.0,20050.0,20050.0,49.410656,0.000757483,1.0,1.0,0.8430654,-63.0,11.727299,786.6,25.4,59.0,45.6,43.95,none,(quiet),,liquid,,,,,market→model
2024-12,2024-12-04 14:19:00,2024-12-04 14:19:00,2,2024-12-12,CE,23600.0,-0.03686954,ITM,2320.0,6.1866665,rich,960.55,911.48785,49.062126,0.053826418,0.06347519,5.253441,49.062126,0.053826418,0.06347519,5.253441,0.23744957,0.17397438,24473.95,24486.361,-40.599999999998545,99.25078125000073,107.64921875000073,14:19,True,False,25.0,75.0,0.0,15800.0,15800.0,49.249973,-0.00017603907,1.0,1.0,1.3990321,-61.3,-17.483994,899.25,23.6,17.5,1.75,18.75,none,(quiet),,liquid,,,,,market→model
2024-12,2024-12-04 11:55:00,2024-12-04 11:55:00,1,2024-12-12,PE,24950.0,0.019126797,ITM,2464.0,6.570667,cheap,480.0,528.06305,-48.06305,-0.09101763,-0.058099687,-13.267219,48.06305,0.09101763,0.058099687,13.267219,0.07684833,0.13494802,24466.05,24477.32,-76.85000000000218,107.14921875000073,19.200781250001455,11:55,True,True,50.0,650.0,0.0,3125.0,3125.0,48.978176,0.00076461706,1.0,1.0,1.7121036,77.7,32.317234,557.7,48.65,29.45,-8.91,-42.91,none,(quiet),,liquid,2982.25,1734.25,-759.14996,-2969.15,market→model
2024-12,2024-12-13 12:01:00,2024-12-13 12:01:00,1,2024-12-19,CE,23600.0,-0.038238853,ITM,1708.0,4.5546665,rich,975.8,929.4026,46.39739,0.049921732,0.08847366,5.543927,46.39739,0.049921732,0.08847366,5.543927,0.25816253,0.16968887,24518.75,24519.912,200.59999999999854,80.04999999999927,337.9500000000007,12:01,True,False,150.0,25.0,0.0,425.0,21975.0,46.6742,-0.0006981004,1.0,1.0,0.32449847,-15.8,32.890522,960.0,0.0,0.0,20.7,32.4,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-12,2024-12-13 12:00:00,2024-12-13 12:01:00,2,2024-12-19,CE,23700.0,-0.03401052,ITM,1708.0,4.5546665,rich,879.9,833.5743,46.325714,0.05557479,0.07816548,8.905439,46.325714,0.05557479,0.07816548,8.905439,0.2435757,0.16541022,24518.75,24519.912,200.59999999999854,80.04999999999927,337.9500000000007,12:01,True,False,225.0,500.0,0.0,625.0,525.0,46.60128,-0.0005466395,1.0,1.0,0.32569292,-15.85,32.81547,879.9,-15.85,-44.9,10.5,18.95,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2024-12,2024-12-05 12:08:00,2024-12-05 12:11:00,2,2024-12-12,CE,23850.0,-0.031122023,ITM,2073.0,5.528,cheap,759.2,802.7175,-43.517513,-0.054212734,-0.0765651,-6.8814135,43.517513,0.054212734,0.0765651,6.8814135,0.118201695,0.1947668,24582.85,24603.932,249.0,2.1003906250007276,287.2996093750007,12:11,True,True,125.0,275.0,0.0,45600.0,45600.0,-44.22346,0.00079959736,1.0,1.0,1.4209666,58.9,17.44934,748.8,0.0,65.35,91.2,89.1,none,(quiet),,liquid,-180.0,4067.75,5748.0,5611.5,market→model
2024-12,2024-12-06 10:02:00,2024-12-06 10:06:00,3,2024-12-19,CE,24300.0,-0.017108656,ITM,3698.0,9.861333,rich,599.9,558.4253,41.474705,0.07427082,0.02448032,8.483184,41.474705,0.07427082,0.02448032,8.483184,0.18247166,0.15799133,24674.75,24719.316,-30.75,76.29999999999927,8.25,10:06,True,False,75.0,2875.0,0.0,0.0,300.0,41.1165,0.00028146006,1.0,1.0,1.8882353,-70.4,-33.116512,618.25,-19.85,-83.55,-103.6,-61.25,medium,RBI MPC decision: Repo held 6.50%,RBI MPC policy decision,liquid,,,,,market→model
2024-12,2024-12-02 10:15:00,2024-12-02 10:15:00,1,2024-12-05,PE,24950.0,0.030347327,ITM,1439.0,3.8373334,rich,789.15,747.96954,41.180477,0.05505636,0.09835776,,41.180477,0.05505636,0.09835776,,0.21998717,0.12162941,24161.85,24204.207,24.25,2.4503906249992724,153.19960937499854,10:15,True,False,50.0,25.0,0.0,0.0,1475.0,-41.172306,0.00032275688,1.0,1.0,1.244148,-43.85,-8.604999,745.3,0.0,0.0,-5.3,65.35,none,(quiet),,liquid,,,,,market→model
2024-12,2024-12-05 14:57:00,2024-12-05 14:59:00,3,2024-12-12,CE,23950.0,-0.026722105,ITM,1905.0,5.08,rich,735.45,694.5431,40.906933,0.05889762,0.04608879,2.7765195,40.906933,0.05889762,0.04608879,2.7765195,0.22549547,0.17940669,24522.3,24598.623,-305.40000000000146,335.44921875,226.75078125000073,14:59,True,True,25.0,650.0,0.0,25.0,775.0,41.573383,-0.00077155133,1.0,2.0,0.62583214,-17.8,10.642131,682.3,53.15,50.1,107.7,113.05,none,(quiet),,liquid,,,,,both
2024-12,2024-12-04 11:56:00,2024-12-04 11:56:00,2,2024-12-12,PE,24850.0,0.016809043,ITM,2463.0,6.568,cheap,440.85,481.08813,-40.23813,-0.08363983,-0.038404334,-7.8850574,40.23813,0.08363983,0.038404334,7.8850574,0.09645538,0.13485971,24426.85,24435.787,-113.45000000000073,146.35039062500073,9.799609375000728,11:56,True,True,800.0,100.0,0.0,0.0,350.0,41.203197,0.00075739244,1.0,1.0,2.0200915,87.85,44.361874,528.7,-19.95,-17.15,-55.15,-80.95,none,(quiet),,liquid,-1476.75,-1294.75,-3764.75,-5441.75,market→model
2024-12,2024-12-26 13:35:00,2024-12-26 13:35:00,1,2025-01-02,CE,23350.0,-0.017293014,ITM,1989.0,5.304,cheap,419.0,458.35864,-39.358658,-0.08586869,-0.050977953,-14.038507,39.358658,0.08586869,0.050977953,14.038507,0.08821805,0.139196,23722.2,23757.303,-28.149999999997817,132.30078125,68.59921875000146,13:35,True,False,75.0,300.0,0.0,0.0,18225.0,-38.12546,-0.0013700253,1.0,1.0,1.572487,56.8,20.678873,475.8,-16.95,-11.1,14.2,17.2,none,(quiet),,liquid,-1281.75,-901.5,743.0,938.00006,market→model
2024-12,2024-12-02 10:14:00,2024-12-02 10:15:00,2,2024-12-12,CE,23600.0,-0.027136724,ITM,3314.0,8.837334,cheap,664.65,702.9996,-38.349594,-0.054551378,-0.042629838,-6.88612,38.349594,0.054551378,0.042629838,6.88612,0.10356521,0.14619504,24161.85,24249.195,24.25,2.4503906249992724,153.19960937499854,10:15,True,False,100.0,75.0,0.0,0.0,750.0,-37.989567,-0.00041357975,1.0,3.0,1.4204699,35.05,10.375066,664.65,35.05,45.0,38.65,-8.0,none,(quiet),,liquid,2098.25,2745.0,2332.25,-700.0,market→model
2024-12,2024-12-06 10:03:00,2024-12-06 10:03:00,1,2024-12-19,CE,24000.0,-0.03091206,ITM,3701.0,9.869333,rich,864.2,826.1309,38.069088,0.04608118,0.028878678,5.9375167,38.069088,0.04608118,0.028878678,5.9375167,0.19512968,0.166251,24705.25,24753.475,0.25,45.79999999999927,38.75,10:03,False,True,675.0,25.0,0.0,68550.0,68550.0,38.28056,-8.887345e-05,1.0,1.0,0.48178083,-18.4,19.79164,845.8,0.0,-86.9,-83.0,-33.75,medium,RBI MPC decision: Repo held 6.50%,RBI MPC policy decision,liquid,,,,,both
2024-12,2024-12-17 10:20:00,2024-12-17 10:20:00,1,2024-12-19,CE,23700.0,-0.031468164,ITM,1059.0,2.824,rich,800.0,762.5231,37.47693,0.049148582,0.100053996,2.9774005,37.47693,0.049148582,0.100053996,2.9774005,0.2623466,0.1622926,24456.25,24457.654,-69.25,167.84999999999854,0.9000000000014552,10:20,True,True,200.0,125.0,0.0,0.0,-250.0,37.802013,-0.0015868081,1.0,1.0,1.1283972,-49.0,-5.575574,751.0,2.1,-16.0,-10.1,37.0,none,(quiet),,liquid,,,,,market→model
2024-12,2024-12-02 10:42:00,2024-12-02 10:42:00,1,2024-12-05,CE,23200.0,-0.039226074,ITM,1412.0,3.7653334,rich,970.0,933.16785,36.832153,0.03947002,0.094578184,2.9930675,36.832153,0.03947002,0.094578184,2.9930675,0.2664753,0.17189708,24103.7,24128.129,19.0,78.90078124999854,95.04921874999854,10:42,False,False,250.0,25.0,0.0,21700.0,21700.0,36.600365,0.0013153454,1.0,1.0,0.8722852,-37.85,5.541771,932.15,0.0,19.35,19.75,35.0,none,(quiet),,liquid,,,,,market→model
2024-12,2024-12-04 11:55:00,2024-12-04 11:55:00,3,2024-12-12,CE,24050.0,-0.017612029,ITM,2464.0,6.570667,rich,550.0,513.46814,36.53188,0.071147315,0.028799271,9.1404705,36.53188,0.071147315,0.028799271,9.1404705,0.18448351,0.15568423,24466.05,24477.32,-76.85000000000218,107.14921875000073,19.200781250001455,11:55,True,True,25.0,125.0,0.0,25.0,31125.0,37.45208,-0.00070031855,1.0,2.0,2.2861557,-60.0,-33.75507,490.0,-41.7,-34.4,5.75,35.95,none,(quiet),,liquid,,,,,market→model
2024-12,2024-12-04 11:55:00,2024-12-04 11:55:00,1,2024-12-12,CE,23600.0,-0.036500312,ITM,2464.0,6.570667,rich,940.0,903.5863,36.41368,0.040299065,0.047038395,4.4170923,36.41368,0.040299065,0.047038395,4.4170923,0.2165339,0.16949551,24466.05,24477.32,-76.85000000000218,107.14921875000073,19.200781250001455,11:55,True,True,25.0,100.0,0.0,15850.0,15850.0,36.29719,0.00028424602,1.0,3.0,2.531411,-63.75,-38.566418,876.25,0.0,-38.9,-14.25,34.75,none,(quiet),,liquid,,,,,market→model
2024-12,2024-12-04 11:56:00,2024-12-04 11:56:00,2,2024-12-12,CE,23850.0,-0.024264492,ITM,2463.0,6.568,rich,679.1,642.70746,36.392555,0.056623828,0.03375441,2.660306,36.392555,0.056623828,0.03375441,2.660306,0.19358282,0.15982841,24426.85,24435.787,-113.45000000000073,146.35039062500073,9.799609375000728,11:56,True,True,175.0,50.0,0.0,0.0,45525.0,36.2652,0.00019197422,2.0,2.0,1.1437827,-58.15,-7.3099236,638.29,-17.34,-17.34,-17.34,-17.34,none,(quiet),,liquid,,,,,market→model
2024-12,2024-12-20 12:44:00,2024-12-20 12:45:00,2,2025-01-02,PE,24700.0,0.033538766,ITM,3164.0,8.437333,cheap,826.3,862.3524,-36.052418,-0.04180706,-0.047573257,-5.810163,36.052418,0.04180706,0.047573257,5.810163,0.11784698,0.16542023,23782.6,23885.33,-70.60000000000218,283.2003906249993,0.5496093750007276,12:45,True,True,150.0,75.0,0.0,0.0,29775.0,35.1469,-0.0010332917,1.0,1.0,0.8761087,27.6,-3.9029393,826.3,27.6,49.25,68.8,78.35,none,(quiet),,liquid,1614.0,3021.25,4292.0,4912.75,market→model
2024-12,2024-12-13 11:58:00,2024-12-13 11:58:00,1,2024-12-19,PE,25150.0,0.024898779,ITM,1711.0,4.562667,rich,672.1,636.1155,35.984543,0.0565692,0.05214201,-0.32661054,35.984543,0.0565692,0.05214201,0.32661054,0.18863127,0.13648926,24510.35,24531.527,198.89999999999782,10.450390624999272,329.5496093750007,11:58,True,True,325.0,425.0,0.0,8850.0,8850.0,-36.33297,-0.00057394773,1.0,1.0,2.0815134,-68.0,-35.331463,604.1,-22.25,29.55,-14.1,-58.4,none,(quiet),,liquid,,,,,market→model
2025-01,2025-01-21 11:46:00,2025-01-21 11:46:00,1,2025-01-23,PE,23850.0,0.021332512,ITM,973.0,2.5946667,rich,566.54,515.0351,51.504917,0.100002736,0.098219484,2.4846947,51.504917,0.100002736,0.098219484,2.4846947,0.24486414,0.14664465,23371.95,23346.607,197.40000000000146,54.35078124999927,244.24921874999927,11:46,True,False,525.0,375.0,0.0,0.0,39750.0,-52.079594,-0.0016094347,1.0,1.0,1.2387391,-76.29,-14.703181,490.25,33.4,-32.1,-13.25,169.7,none,(quiet),,liquid,,,,,market→model
2025-01,2025-01-21 12:14:00,2025-01-21 12:15:00,4,2025-01-30,PE,23850.0,0.024485296,ITM,2819.0,7.5173335,cheap,580.0,627.22815,-47.22816,-0.07529662,-0.067847386,-4.0694494,47.22816,0.07529662,0.067847386,4.0694494,0.07730395,0.14515133,23226.4,23273.117,-65.39999999999782,199.89960937499927,98.70039062499927,12:15,True,True,300.0,50.0,0.0,0.0,63175.0,46.66633,-0.00064017955,1.0,3.0,3.1406522,78.65,53.60743,580.0,78.65,96.45,125.0,130.3,none,(quiet),,liquid,4932.25,6089.25,7945.0,8289.5,market→model
2025-01,2025-01-30 14:08:00,2025-01-30 14:08:00,1,2025-02-06,PE,24200.0,0.03929955,ITM,2331.0,6.216,rich,1020.0,977.10376,42.89622,0.0439014,0.05065981,7.179484,42.89622,0.0439014,0.05065981,7.179484,0.26233244,0.21167262,23179.6,23267.396,-51.75,131.55039062500146,40.39960937499927,14:08,False,False,75.0,375.0,0.0,0.0,8700.0,-43.241463,-0.0003844781,1.0,1.0,0.7665231,-40.0,12.183683,980.0,0.0,0.0,-4.95,2.0,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,,,,,market→model
2025-01,2025-01-29 11:23:00,2025-01-29 11:23:00,1,2025-02-06,PE,23900.0,0.035560474,ITM,2871.0,7.656,cheap,870.0,910.8297,-40.829685,-0.044826917,-0.044990838,-2.5579603,40.829685,0.044826917,0.044990838,2.5579603,0.16687845,0.21186928,23020.3,23065.04,-66.10000000000218,105.54921874999854,43.80078125,11:23,True,True,75.0,225.0,0.0,34800.0,34800.0,39.260685,-0.0016039214,2.0,2.0,0.725523,33.25,-12.579008,903.25,0.0,-48.25,-66.25,-96.7,none,(quiet),,liquid,-180.0,-3316.25,-4486.25,-6465.5,market→model
2025-01,2025-01-21 13:16:00,2025-01-21 13:19:00,3,2025-01-30,PE,23750.0,0.02306466,ITM,2755.0,7.346667,cheap,560.04,597.2636,-37.22363,-0.062323615,-0.041978166,-6.838022,37.22363,0.062323615,0.041978166,6.838022,0.10464442,0.14662258,23165.85,23208.482,10.649999999997817,260.4503906249993,54.749609375001455,13:19,True,True,500.0,400.0,0.0,0.0,375.0,36.62372,-0.00063487754,1.0,1.0,1.9081126,64.96,30.915888,537.4,23.5,64.3,-13.4,-14.11,none,(quiet),,liquid,1347.5,3999.5002,-1051.0,-1097.15,market→model
2025-01,2025-01-02 10:43:00,2025-01-02 10:43:00,1,2025-01-02,PE,24800.0,0.037224688,ITM,286.0,0.76266664,cheap,909.15,945.1129,-35.962936,-0.03805147,-0.22361684,-4.6909547,35.962936,0.03805147,0.22361684,4.6909547,0.32741848,0.55103534,23880.2,23893.799,32.10000000000218,18.350781249999272,128.64921875000073,10:43,False,False,75.0,75.0,0.0,71925.0,71925.0,-2.80846,,1.0,4.0,-0.44574326,-9.15,-29.677511,900.0,0.0,-25.65,-49.0,-58.3,none,(quiet),,liquid,-180.0,-1847.25,-3365.0,-3969.5,model→market (spot/smile moved)
2025-01,2025-01-21 12:15:00,2025-01-21 12:15:00,2,2025-01-30,CE,22700.0,-0.024933998,ITM,2819.0,7.5173335,rich,678.25,643.27563,34.974346,0.05436914,0.030315999,4.413548,34.974346,0.05436914,0.030315999,4.413548,0.19754103,0.16722502,23226.4,23273.117,-65.39999999999782,199.89960937499927,98.70039062499927,12:15,True,True,75.0,475.0,0.0,0.0,-100.0,35.73542,-0.0006430389,1.0,2.0,2.866297,-73.25,-47.694378,605.0,-7.96,-15.0,-38.0,-20.9,none,(quiet),,liquid,,,,,market→model
2025-01,2025-01-21 12:15:00,2025-01-21 12:16:00,2,2025-01-23,CE,22600.0,-0.025405427,ITM,943.0,2.5146666,rich,630.45,597.05054,33.399445,0.055940732,0.07232374,2.670734,33.399445,0.055940732,0.07232374,2.670734,0.25585735,0.18353362,23158.0,23181.518,-213.95000000000073,268.2999999999993,30.299999999999272,12:16,True,False,375.0,150.0,0.0,0.0,300.0,34.238045,-0.0023756546,1.0,1.0,0.90979916,-41.05,4.0698476,630.45,-41.05,-30.66,-68.45,-61.8,none,(quiet),,liquid,,,,,market→model
2025-01,2025-01-07 10:14:00,2025-01-07 10:14:00,1,2025-01-16,CE,23000.0,-0.033786777,ITM,2940.0,7.84,cheap,797.0,830.2962,-33.296204,-0.040101595,-0.053542107,-7.556561,33.296204,0.040101595,0.053542107,7.556561,0.11154036,0.16508247,23745.9,23790.373,-37.599999999998545,49.29960937500073,108.10039062500073,10:14,True,False,150.0,375.0,0.0,20175.0,20175.0,-33.007393,-0.0004163684,1.0,1.0,1.0606796,32.85,1.8792874,829.85,0.0,-19.85,-9.85,-13.85,none,(quiet),,liquid,-180.0,-1470.25,-820.25,-1080.25,market→model
2025-01,2025-01-13 10:01:00,2025-01-13 10:02:00,2,2025-01-16,CE,22850.0,-0.018516134,ITM,1452.0,3.872,cheap,434.75,467.68286,-32.932854,-0.07041707,-0.05818652,-7.807551,32.932854,0.07041707,0.05818652,7.807551,0.098930046,0.15711656,23262.5,23277.035,9.549999999999272,8.400000000001455,89.79999999999927,10:02,True,False,675.0,6075.0,0.0,0.0,6375.0,-32.433502,-0.00073005096,1.0,1.0,0.59117985,17.55,-12.136399,434.75,17.55,11.55,59.2,82.1,medium,"Sensex -1,049 to 76,330: strong US jobs, yields up, rupee weak, FPI selling",,liquid,960.74994,570.75,3668.0,5156.5,both
2025-01,2025-01-21 09:31:00,2025-01-21 09:31:00,2,2025-01-23,CE,22700.0,-0.029299969,ITM,1108.0,2.9546666,rich,717.95,685.28455,32.665447,0.04766698,0.07589928,,32.665447,0.04766698,0.07589928,,0.24853262,0.17263333,23379.25,23374.95,,47.04999999999927,9.849999999998545,09:31,False,False,150.0,450.0,0.0,37950.0,37950.0,33.13238,-0.0015436491,1.0,1.0,1.1768861,-44.1,-6.6282353,673.85,15.3,-8.9,-23.85,-54.5,none,(quiet),,liquid,,,,,market→model
2025-01,2025-01-30 12:22:00,2025-01-30 12:22:00,1,2025-01-30,PE,23900.0,0.026542652,ITM,187.0,0.49866667,cheap,627.85,659.857,-32.00701,-0.04850598,-0.23586233,-7.6314664,32.00701,0.04850598,0.23586233,7.6314664,0.28346628,0.5193286,23276.6,23273.975,-5.05000000000291,34.550390625001455,137.39960937499927,12:22,False,False,325.0,100.0,0.0,25.0,641950.0,-1.647572,,1.0,1.0,-0.31950608,-7.85,-32.419174,620.0,0.0,9.4,2.25,16.0,low,FOMC decision (US 2025-01-29): Hold 4.25-4.50%,,liquid,-180.0,430.99997,-33.75,860.0,model→market (spot/smile moved)
2025-01,2025-01-13 09:25:00,2025-01-13 09:27:00,3,2025-01-16,PE,24100.0,0.03551288,ITM,1487.0,3.9653332,rich,876.2,845.9877,30.212318,0.03571248,0.076395564,,30.212318,0.03571248,0.076395564,,0.2303663,0.15397075,23241.45,23259.158,,11.450781250001455,68.74921874999927,09:27,False,False,150.0,450.0,0.0,0.0,,-30.102865,0.0006228365,1.0,1.0,0.8274979,-24.55,5.1177497,873.05,3.15,-10.0,-14.5,5.5,medium,"Sensex -1,049 to 76,330: strong US jobs, yields up, rupee weak, FPI selling",,liquid,,,,,market→model
2025-01,2025-01-06 11:19:00,2025-01-06 11:19:00,1,2025-01-09,PE,24600.0,0.034605045,ITM,1375.0,3.6666667,rich,874.25,844.11127,30.13872,0.035704676,0.07218563,3.2875288,30.13872,0.035704676,0.07218563,3.2875288,0.23756279,0.16537717,23764.95,23763.277,-101.39999999999782,325.0007812500007,48.14921875000073,11:19,False,False,75.0,75.0,0.0,162225.0,-1650.0,-30.558447,-0.0015476345,1.0,1.0,0.63495916,-27.5,15.809874,846.75,0.0,23.25,23.25,114.85,none,(quiet),,liquid,,,,,both
2025-01,2025-01-13 09:26:00,2025-01-13 09:26:00,1,2025-01-23,PE,24000.0,0.031543996,ITM,3363.0,8.968,cheap,749.2,779.18854,-29.988537,-0.038486883,-0.04844359,,29.988537,0.038486883,0.04844359,,0.09172913,0.1401727,23218.55,23254.76,,34.349218750001455,45.85078124999927,09:26,False,False,375.0,1200.0,0.0,142350.0,,30.015438,-4.0181483e-05,1.0,1.0,0.27724972,7.35,-19.160397,756.55,5.75,-12.55,25.2,21.05,medium,"Sensex -1,049 to 76,330: strong US jobs, yields up, rupee weak, FPI selling",,liquid,193.75,-995.75,1458.0,1188.25,model→market (spot/smile moved)
2025-01,2025-01-28 11:31:00,2025-01-28 11:31:00,1,2025-01-30,PE,23750.0,0.031842545,ITM,988.0,2.6346667,rich,780.0,750.0205,29.979496,0.039971568,0.08816519,3.5286176,29.979496,0.039971568,0.08816519,3.5286176,0.26236024,0.17419507,22989.05,23005.654,24.700000000000728,2.849218750001455,131.40078124999854,11:31,False,False,175.0,325.0,0.0,99200.0,99200.0,-30.222977,-0.0011808677,1.0,1.0,0.67746,-22.0,10.47424,758.0,7.0,24.4,-20.55,-39.25,none,(quiet),,liquid,,,,,market→model
2025-01,2025-01-21 12:08:00,2025-01-21 12:08:00,1,2025-01-30,PE,23750.0,0.017052617,ITM,2826.0,7.536,cheap,455.1,484.71832,-29.618317,-0.061104182,-0.024372002,-2.2629075,29.618317,0.061104182,0.024372002,2.2629075,0.11809406,0.14246607,23308.55,23348.434,139.25,117.74921874999927,180.85078124999927,12:08,True,False,25.0,25.0,0.0,0.0,104125.0,29.421148,-0.00019451023,1.0,2.0,0.8422497,16.0,-2.9967413,471.1,0.0,0.0,153.15,139.0,none,(quiet),,liquid,-180.0,-180.0,9774.75,8855.0,market→model
2025-01,2025-01-28 09:51:00,2025-01-28 09:51:00,1,2025-02-06,CE,22300.0,-0.02779655,ITM,3338.0,8.901334,cheap,719.4,748.82996,-29.429943,-0.03930124,-0.02323026,,29.429943,0.03930124,0.02323026,,0.18314704,0.20637731,22890.5,22928.559,-10.75,82.95000000000073,24.849999999998545,09:51,False,False,225.0,150.0,0.0,3450.0,3450.0,-28.38011,-0.0008475811,1.0,1.0,1.0965075,28.85,2.5391903,748.25,0.0,0.0,23.0,-8.25,none,(quiet),,liquid,-180.0,-180.0,1315.0,-716.25,market→model
2025-01,2025-01-09 10:47:00,2025-01-09 10:47:00,1,2025-01-09,CE,22800.0,-0.03165754,ITM,282.0,0.752,rich,763.15,733.7291,29.420872,0.04009773,0.23627788,1.4883747,29.420872,0.04009773,0.23627788,1.4883747,0.4647763,0.22849844,23551.55,23533.338,-84.54999999999927,137.94921875,2.80078125,10:47,True,False,300.0,75.0,0.0,4200.0,4200.0,29.34353,0.0038580073,1.0,1.0,0.6345848,-23.75,13.676046,739.4,0.0,15.35,15.35,14.95,none,(quiet),,liquid,,,,,both
2025-01,2025-01-21 09:31:00,2025-01-21 09:31:00,1,2025-01-30,PE,23750.0,0.01443595,ITM,2983.0,7.9546666,cheap,405.8,435.07474,-29.274752,-0.067286715,-0.02175294,,29.274752,0.067286715,0.02175294,,0.11352,0.13527294,23379.25,23409.61,,47.04999999999927,9.849999999998545,09:31,False,False,100.0,25.0,0.0,103325.0,475.0,29.372063,3.1291776e-05,1.0,1.0,1.2147043,31.5,5.5677633,437.3,0.0,17.7,35.7,59.2,none,(quiet),,liquid,-180.0,970.50006,2140.5,3668.0,market→model
2025-02,2025-02-01 11:50:00,2025-02-01 11:50:00,2,2025-02-13,CE,23250.0,-0.012651313,ITM,3594.0,9.584,rich,544.35,473.23376,71.11624,0.1502772,0.041603267,6.5987997,71.11624,0.1502772,0.041603267,6.5987997,0.20838599,0.16678272,23473.0,23546.012,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,75.0,450.0,0.0,0.0,24000.0,71.147446,7.456713e-05,1.0,2.0,1.9787023,-80.1,-39.618923,464.25,0.3,-32.25,-37.05,-45.8,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2025-02,2025-02-01 11:50:00,2025-02-01 11:50:00,1,2025-02-13,CE,23150.0,-0.016961664,ITM,3594.0,9.584,rich,609.79,545.3931,64.39685,0.11807418,0.039508194,7.3190007,64.39685,0.11807418,0.039508194,7.3190007,0.20966698,0.17015879,23473.0,23546.012,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,75.0,825.0,0.0,14925.0,14925.0,62.849506,0.001059243,1.0,1.0,1.6003759,-114.34,-42.894287,495.45,17.8,0.3,18.09,-17.15,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2025-02,2025-02-01 11:50:00,2025-02-01 11:50:00,2,2025-02-13,PE,23850.0,0.012827772,ITM,3594.0,9.584,cheap,397.95,455.50983,-57.55984,-0.12636355,-0.03540906,-4.951963,57.55984,0.12636355,0.03540906,4.951963,0.11566751,0.15107657,23473.0,23546.012,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,150.0,225.0,0.0,0.0,7800.0,58.74808,0.0006325923,2.0,2.0,1.4452583,66.8,20.579885,461.4,3.35,54.3,19.65,22.7,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,37.749992,3349.5,1097.25,1295.5,market→model
2025-02,2025-02-01 11:51:00,2025-02-01 11:51:00,2,2025-02-06,CE,22600.0,-0.037567463,ITM,1718.0,4.581333,rich,957.35,905.92365,51.426353,0.056766763,0.071248725,2.4364638,51.426353,0.056766763,0.071248725,2.4364638,0.30551472,0.23426598,23402.3,23465.174,-195.70000000000073,230.14921875000073,0.0007812500007275958,11:51,True,False,300.0,2850.0,0.0,0.0,37575.0,51.29177,0.00030897892,1.0,1.0,0.20146754,-8.85,35.07767,948.5,-33.5,-63.3,9.9,-36.45,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,model→market (spot/smile moved)
2025-02,2025-02-01 12:11:00,2025-02-01 12:12:00,2,2025-02-13,CE,22700.0,-0.037400756,ITM,3572.0,9.525333,cheap,870.0,919.4583,-49.458305,-0.0537907,-0.07055515,-2.906411,49.458305,0.0537907,0.07055515,2.906411,0.10680477,0.17735992,23521.55,23565.074,-84.10000000000218,110.89921875000073,157.45078125000146,12:12,True,True,150.0,300.0,0.0,0.0,13575.0,-47.282604,-0.002311211,1.0,2.0,0.48144016,12.7,-13.679187,870.0,12.7,0.0,8.8,-64.55,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,645.5,-180.0,392.0,-4375.75,both
2025-02,2025-02-01 11:47:00,2025-02-01 11:50:00,3,2025-02-06,CE,22750.0,-0.033878542,ITM,1719.0,4.584,rich,875.1,828.08417,47.01585,0.05677666,0.062060267,2.4817836,47.01585,0.05677666,0.062060267,2.4817836,0.28461662,0.22255637,23473.0,23533.941,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,1725.0,225.0,0.0,0.0,75.0,46.7347,0.0005016666,2.0,2.0,1.4098418,-90.45,-26.293863,912.35,-9.6,-127.7,-96.45,-177.55,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2025-02,2025-02-01 11:57:00,2025-02-01 11:57:00,1,2025-02-06,CE,22750.0,-0.030924037,ITM,1712.0,4.5653334,rich,803.55,759.8895,43.66045,0.05745631,0.05611396,2.0963407,43.66045,0.05745631,0.05611396,2.0963407,0.2673377,0.21122375,23423.8,23464.514,-169.20000000000073,208.64921875000073,59.700781250001455,11:57,True,False,525.0,75.0,0.0,0.0,450.0,43.833683,-0.00018556039,1.0,1.0,1.1175083,-53.65,-5.64141,749.9,0.0,66.0,38.8,9.3,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2025-02,2025-02-01 12:36:00,2025-02-01 12:36:00,2,2025-02-13,PE,23850.0,0.01701806,ITM,3548.0,9.461333,rich,536.2,496.93646,39.263542,0.079011194,0.02573007,2.1792712,39.263542,0.079011194,0.02573007,2.1792712,0.16043139,0.13470131,23412.9,23447.553,-40.099999999998545,219.54960937500073,66.35039062500073,12:36,False,False,75.0,75.0,0.0,0.0,8100.0,-39.915684,-0.00038359602,1.0,1.0,1.5139043,-49.1,-16.667305,487.1,1.2,1.2,3.0,21.4,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,,,,,market→model
2025-02,2025-02-01 12:07:00,2025-02-01 12:12:00,3,2025-02-13,CE,23150.0,-0.0177709,ITM,3572.0,9.525333,cheap,510.0,546.88654,-36.886562,-0.06744829,-0.024554031,-2.4748037,36.886562,0.06744829,0.024554031,2.4748037,0.13845783,0.16301186,23521.55,23565.074,-84.10000000000218,110.89921875000073,157.45078125000146,12:12,True,True,150.0,225.0,0.0,0.0,-1575.0,-36.59467,-0.00024093823,2.0,2.0,-0.0649939,-3.4,-55.712597,475.0,-12.0,31.6,12.75,-29.45,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,-960.0,1874.0,648.75,-2094.25,model→market (spot/smile moved)
2025-02,2025-02-01 11:57:00,2025-02-01 11:57:00,1,2025-02-13,PE,23850.0,0.015442059,ITM,3587.0,9.565333,cheap,464.55,500.60236,-36.052364,-0.07201796,-0.022982903,-2.9901595,36.052364,0.07201796,0.022982903,2.9901595,0.13038819,0.1533711,23423.8,23484.535,-169.20000000000073,208.64921875000073,59.700781250001455,11:57,True,False,225.0,150.0,0.0,7875.0,7875.0,38.84582,0.0016839422,1.0,1.0,1.2823912,49.8,10.966294,514.35,-18.25,-64.9,-78.6,-96.65,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,-1366.25,-4398.5,-5289.0,-6462.25,market→model
2025-02,2025-02-01 09:29:00,2025-02-01 09:31:00,3,2025-02-13,CE,23150.0,-0.021033473,ITM,3733.0,9.954667,cheap,594.79,630.29095,-35.500927,-0.056324665,-0.023559926,,35.500927,0.056324665,0.023559926,,0.15367942,0.17723934,23583.95,23642.082,,11.500781250000728,104.24921874999927,09:31,True,True,75.0,75.0,0.0,-150.0,,-37.752132,0.001396213,1.0,1.0,0.10495812,4.16,-35.474857,566.5,28.29,35.15,32.6,5.35,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),NSE/BSE Saturday special live session (Union Budget),liquid,1658.8501,2104.75,1938.9999,167.75,model→market (spot/smile moved)
2025-02,2025-02-03 13:03:00,2025-02-03 13:03:00,1,2025-02-06,PE,24100.0,0.030417165,ITM,1271.0,3.3893332,rich,760.0,725.25916,34.740864,0.047901314,0.091537945,2.124664,34.740864,0.047901314,0.091537945,2.124664,0.22734043,0.13580248,23331.45,23377.982,44.29999999999927,13.700781250001455,109.44921875,13:03,True,False,150.0,375.0,0.0,120675.0,120675.0,-35.073196,-0.0018407154,1.0,1.0,0.79459554,-29.25,7.56118,730.75,4.25,-13.1,-21.0,23.45,none,(quiet),,liquid,,,,,market→model
2025-02,2025-02-12 10:16:00,2025-02-12 10:16:00,1,2025-02-13,PE,23750.0,0.03783412,ITM,688.0,1.8346666,rich,917.85,883.22473,34.62529,0.039203264,0.15728904,,34.62529,0.039203264,0.15728904,,0.35687405,0.199585,22829.75,22868.225,-44.650000000001455,268.2000000000007,31.400000000001455,10:16,False,False,225.0,450.0,0.0,202425.0,-975.0,-34.562332,0.0011377587,1.0,1.0,1.3777282,-56.4,-15.463042,861.45,0.0,0.0,-17.45,-45.6,medium,US CPI release (Jan 2025) - hot (+0.5% m/m),,liquid,,,,,market→model
2025-02,2025-02-01 12:03:00,2025-02-01 12:03:00,1,2025-02-13,PE,23800.0,0.011062467,ITM,3581.0,9.549334,rich,463.55,429.99573,33.55426,0.07803394,0.019455018,11.596744,33.55426,0.07803394,0.019455018,11.596744,0.17223492,0.1527799,23477.35,23538.164,-142.0500000000029,155.10039062500073,113.24960937500146,12:03,True,True,150.0,825.0,0.0,0.0,2400.0,-33.612885,8.864594e-06,1.0,1.0,0.7135054,-26.65,10.700804,436.9,11.1,25.45,-28.0,21.95,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,,,,,market→model
2025-02,2025-02-01 12:14:00,2025-02-01 12:14:00,1,2025-02-13,PE,24000.0,0.020969044,ITM,3570.0,9.52,cheap,554.04,587.1631,-33.1231,-0.056412093,-0.025016502,-8.54786,33.1231,0.056412093,0.025016502,8.54786,0.12122356,0.14624007,23447.05,23501.982,-180.20000000000073,185.39921875000073,82.95078125000146,12:14,False,True,1875.0,1050.0,0.0,0.0,3150.0,33.86145,0.00047416516,1.0,1.0,0.351852,10.56,-19.45262,564.6,8.25,4.69,8.65,44.3,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,liquid,356.25,124.850006,382.24997,2699.5,both
2025-02,2025-02-04 13:34:00,2025-02-04 13:34:00,1,2025-02-06,PE,24150.0,0.020288132,ITM,865.0,2.3066666,rich,524.0,491.1346,32.865376,0.06691725,0.08014895,3.6605563,32.865376,0.06691725,0.08014895,3.6605563,0.20996511,0.12981616,23688.2,23664.979,86.54999999999927,0.1507812499985448,265.04921874999854,13:34,True,False,75.0,900.0,0.0,13875.0,13875.0,-32.853203,0.00012312745,1.0,1.0,0.87485504,-26.4,3.7764275,497.6,0.0,-5.8,-9.4,2.95,none,(quiet),,liquid,,,,,market→model
2025-02,2025-02-01 09:30:00,2025-02-01 09:31:00,2,2025-02-13,PE,23850.0,0.008755962,ITM,3733.0,9.954667,rich,444.95,412.31378,32.63623,0.07915387,0.017991453,,32.63623,0.07915387,0.017991453,,0.17617652,0.15818506,23583.95,23642.082,,11.500781250000728,104.24921874999927,09:31,True,True,75.0,75.0,0.0,0.0,,-30.42734,0.0012606712,1.0,1.0,0.4170489,-22.85,31.939737,444.95,-22.85,-22.85,-4.55,-7.5,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),NSE/BSE Saturday special live session (Union Budget),liquid,,,,,both
2025-02,2025-02-01 11:50:00,2025-02-01 11:50:00,4,2025-02-06,PE,24150.0,0.025840692,ITM,1719.0,4.584,cheap,618.45,649.35974,-30.909765,-0.04760037,-0.069535285,-5.677831,30.909765,0.04760037,0.069535285,5.677831,0.09815065,0.16768594,23473.0,23533.941,-124.59999999999854,159.45000000000073,0.0,11:50,True,True,600.0,150.0,0.0,0.0,-75.0,31.892763,0.0014154307,5.0,5.0,2.0224128,101.95,51.539913,693.3,-31.8,27.1,-38.05,18.35,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,-2247.0,1581.5,-2653.25,1012.75,market→model
2025-02,2025-02-12 11:42:00,2025-02-12 11:44:00,3,2025-02-13,PE,23850.0,0.034457024,ITM,600.0,1.6,rich,840.0,809.1512,30.848831,0.03812493,0.15115173,1.3155361,30.848831,0.03812493,0.15115173,1.3155361,0.34541422,0.19426249,23009.55,23042.197,84.0,88.39921875000073,211.20078125000146,11:44,True,False,375.0,825.0,0.0,0.0,71400.0,-30.955946,-0.0015616271,1.0,1.0,1.7291449,-76.75,-32.3639,855.3,-15.3,-32.2,-35.1,-74.75,medium,US CPI release (Jan 2025) - hot (+0.5% m/m),,liquid,,,,,market→model
2025-02,2025-02-01 11:57:00,2025-02-01 11:57:00,5,2025-02-06,CE,22900.0,-0.024352273,ITM,1712.0,4.5653334,rich,657.55,626.8146,30.73545,0.04903436,0.03489577,5.0816865,30.73545,0.04903436,0.03489577,5.0816865,0.2358919,0.20099612,23423.8,23464.514,-169.20000000000073,208.64921875000073,59.700781250001455,11:57,True,False,450.0,450.0,0.0,0.0,264525.0,30.912584,-0.00017454379,1.0,1.0,1.1529216,-42.55,-5.6437583,615.0,9.35,55.4,52.15,8.0,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),liquid,,,,,market→model
2025-03,2025-03-07 09:34:00,2025-03-07 09:34:00,1,2025-03-13,PE,23150.0,0.024604792,ITM,1855.0,4.9466667,rich,613.4,571.6641,41.73586,0.07300765,0.06765097,,41.73586,0.07300765,0.06765097,,0.18142271,0.113771744,22562.6,22587.35,,10.250390624998545,97.849609375,09:34,True,True,75.0,450.0,0.0,9675.0,9675.0,-42.24769,-0.0012110552,1.0,1.0,0.35227895,-14.55,26.752497,598.85,0.0,54.05,43.55,-23.4,none,(quiet),,liquid,,,,,both
2025-03,2025-03-06 11:06:00,2025-03-06 11:06:00,1,2025-03-13,CE,22050.0,-0.018739026,ITM,2138.0,5.7013335,cheap,425.0,457.7092,-32.709187,-0.07146282,-0.04855737,-12.525631,32.709187,0.07146282,0.04855737,12.525631,0.083781525,0.1323389,22437.8,22467.092,79.95000000000073,53.49921874999927,191.95078125000146,11:06,True,False,225.0,1350.0,0.0,-225.0,-375.0,-32.18653,-0.00066109607,1.0,1.0,0.8046747,30.8,-7.4763393,455.8,-6.9,-14.2,-47.85,-53.15,none,(quiet),,liquid,-628.5,-1103.0,-3290.25,-3634.75,market→model
2025-03,2025-03-25 10:55:00,2025-03-25 10:55:00,2,2025-03-27,CE,22850.0,-0.03727361,ITM,1024.0,2.7306666,rich,905.0,873.64014,31.359892,0.035895664,0.09597758,2.3270724,31.359892,0.035895664,0.09597758,2.3270724,0.29241806,0.19644047,23687.9,23717.773,-125.89999999999782,181.69960937499854,23.000390624998545,10:55,True,False,75.0,75.0,0.0,108000.0,108000.0,31.39094,-6.176604e-05,1.0,2.0,1.5031178,-26.7,-8.93692,878.3,-25.8,-4.1,13.05,-14.8,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-04 09:25:00,2025-03-04 09:25:00,1,2025-03-06,CE,21450.0,-0.02664927,ITM,1114.0,2.9706666,rich,617.75,586.5338,31.21617,0.05322143,0.078061216,,31.21617,0.05322143,0.078061216,,0.22836201,0.1503008,22005.0,22029.312,,44.650000000001455,40.400000000001455,09:25,False,False,300.0,150.0,0.0,0.0,,31.355701,-0.00047824206,1.0,1.0,1.2271482,-30.25,-5.599349,587.5,0.0,-11.25,14.7,34.25,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-04 09:23:00,2025-03-04 09:23:00,2,2025-03-06,PE,22750.0,0.030917484,ITM,1116.0,2.976,rich,726.75,695.81586,30.934124,0.044457342,0.09429626,,30.934124,0.044457342,0.09429626,,0.24179965,0.14750339,22037.05,22057.389,,0.2992187499985448,72.45078125000146,09:23,True,True,375.0,150.0,0.0,0.0,150.0,-31.18489,-0.001548901,1.0,2.0,1.3642483,-28.7,-7.662773,698.05,21.95,21.95,11.95,-21.65,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-27 09:33:00,2025-03-27 09:37:00,4,2025-03-27,CE,23050.0,-0.020081801,ITM,352.0,0.93866664,rich,502.75,472.8964,29.85361,0.06312928,0.12170121,,29.85361,0.06312928,0.12170121,,0.31821334,0.19651213,23513.3,23517.564,,48.799218749998545,101.10078124999927,09:37,True,False,300.0,300.0,0.0,0.0,-1800.0,30.452986,-0.0043866066,1.0,1.0,0.37978727,-12.1,19.759941,504.3,-24.55,-18.65,-3.85,60.55,none,(quiet),,liquid,,,,,both
2025-03,2025-03-25 10:58:00,2025-03-25 10:58:00,1,2025-04-03,CE,23000.0,-0.03259558,ITM,2521.0,6.7226667,cheap,762.8,792.5886,-29.788603,-0.03758394,-0.068583906,-13.4700165,29.788603,0.03758394,0.068583906,13.4700165,0.09239272,0.16097662,23683.05,23762.05,-138.85000000000218,186.54921874999854,26.650781249998545,10:58,True,False,525.0,375.0,0.0,0.0,3675.0,-30.269148,0.0006132381,1.0,1.0,1.4670688,47.2,15.027003,810.0,-11.4,-17.8,-3.75,-33.45,none,(quiet),,liquid,-921.0,-1337.0,-423.75,-2354.25,market→model
2025-03,2025-03-10 09:17:00,2025-03-10 09:17:00,1,2025-03-13,CE,22050.0,-0.021180725,ITM,1497.0,3.992,rich,520.0,490.79837,29.201635,0.05949823,0.04638821,,29.201635,0.05949823,0.04638821,,0.18127352,0.13488531,22506.15,22522.016,,67.94960937499854,7.500390624998545,09:17,False,True,75.0,750.0,0.0,0.0,-75.0,30.19508,-0.0019022853,1.0,1.0,0.096154094,-2.5,23.499933,517.5,12.5,15.65,25.55,72.0,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-03,2025-03-07 09:16:00,2025-03-07 09:16:00,2,2025-03-20,PE,22850.0,0.011209478,ITM,3373.0,8.994667,rich,392.65,363.93958,28.710432,0.07888791,0.01853871,,28.710432,0.07888791,0.01853871,,0.143275,0.12473628,22534.0,22595.293,,4.900000000001455,69.25,09:16,False,False,75.0,675.0,0.0,,,-29.331076,-0.00036705198,1.0,2.0,2.0277016,-32.0,-16.218586,360.65,-5.35,23.65,7.5,28.6,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-10 09:17:00,2025-03-10 09:17:00,1,2025-03-20,PE,23000.0,0.019781724,ITM,2997.0,7.992,cheap,469.0,497.45395,-28.453941,-0.057199147,-0.03081222,,28.453941,0.057199147,0.03081222,,0.09036102,0.12117325,22506.15,22549.49,,67.94960937499854,7.500390624998545,09:17,False,True,375.0,150.0,0.0,,,28.533567,2.5627805e-05,1.0,1.0,0.38780448,13.95,-22.021736,482.95,-18.35,-27.4,-37.95,-79.85,none,(quiet),,liquid,-1372.75,-1961.0,-2646.75,-5370.25,both
2025-03,2025-03-25 10:51:00,2025-03-25 10:55:00,4,2025-03-27,CE,22900.0,-0.035087813,ITM,1024.0,2.7306666,rich,852.5,824.3731,28.12687,0.0341191,0.08401608,2.943188,28.12687,0.0341191,0.08401608,2.943188,0.2744902,0.19047412,23687.9,23717.773,-125.89999999999782,181.69960937499854,23.000390624998545,10:55,True,False,2100.0,3225.0,0.0,0.0,-38625.0,28.007399,0.00067461113,1.0,1.0,1.3870537,-31.9,-8.901611,858.8,6.9,-61.5,6.9,-23.8,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-25 10:58:00,2025-03-25 10:58:00,1,2025-04-03,PE,24150.0,0.016194588,ITM,2521.0,6.7226667,rich,484.75,458.01065,26.73936,0.058381528,0.021665983,5.6582336,26.73936,0.058381528,0.021665983,5.6582336,0.15633808,0.1346721,23683.05,23762.05,-138.85000000000218,186.54921874999854,26.650781249998545,10:58,True,False,225.0,750.0,0.0,0.0,-975.0,-26.942001,-0.00013549629,1.0,1.0,1.3378134,-43.8,-11.060009,440.95,13.25,10.35,11.05,33.75,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-06 11:06:00,2025-03-06 11:06:00,2,2025-03-13,PE,22750.0,0.0125135165,ITM,2138.0,5.7013335,rich,356.15,330.02762,26.122396,0.07915216,0.024447333,3.2851956,26.122396,0.07915216,0.024447333,3.2851956,0.13348432,0.10903699,22437.8,22467.092,79.95000000000073,53.49921874999927,191.95078125000146,11:06,True,False,300.0,2700.0,0.0,17100.0,17100.0,-25.946295,0.00020738428,1.0,1.0,0.6882719,-21.6,9.782946,334.55,6.6,15.1,59.95,56.55,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-10 09:17:00,2025-03-10 09:17:00,1,2025-03-20,CE,22250.0,-0.013370483,ITM,2997.0,7.992,rich,422.0,396.37097,25.629026,0.06465919,0.018482901,,25.629026,0.06465919,0.018482901,,0.15357825,0.13509536,22506.15,22549.49,,67.94960937499854,7.500390624998545,09:17,False,True,75.0,825.0,0.0,150.0,150.0,25.05548,0.00045499604,1.0,1.0,0.19360784,-4.7,19.575876,417.3,0.0,17.05,8.7,59.45,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-03,2025-03-25 10:10:00,2025-03-25 10:14:00,3,2025-03-27,CE,23050.0,-0.031766057,ITM,1065.0,2.84,rich,778.65,753.3744,25.275621,0.033549882,0.06654873,3.4920592,25.275621,0.033549882,0.06654873,3.4920592,0.25022483,0.18367611,23770.4,23793.96,-17.69999999999709,99.19960937499854,105.50039062499854,10:14,True,True,75.0,2550.0,0.0,0.0,-1350.0,25.141163,0.00057153194,1.0,1.0,1.0791357,-25.7,-1.8846443,795.15,-2.15,-33.85,10.2,-81.15,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-27 09:19:00,2025-03-27 09:19:00,1,2025-04-03,PE,24200.0,0.026441844,ITM,1870.0,4.9866667,rich,675.0,649.7916,25.208353,0.038794518,0.038345713,,25.208353,0.038794518,0.038345713,,0.17739855,0.13905284,23506.85,23568.494,,1.1003906250007276,94.64960937499927,09:19,False,False,150.0,525.0,0.0,75.0,,-25.196556,7.57714e-05,1.0,1.0,1.1140311,-31.8,-3.2550166,643.2,-4.95,20.8,-11.2,-17.2,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-20 10:02:00,2025-03-20 10:03:00,2,2025-03-20,PE,23800.0,0.031799402,ITM,326.0,0.8693333,rich,770.3,745.10425,25.195778,0.033815105,0.210823,,25.195778,0.033815105,0.210823,,0.4141224,0.2032994,23044.65,23055.08,-13.69999999999709,26.449609374998545,50.250390624998545,10:03,False,True,1500.0,1050.0,0.0,0.0,16125.0,-25.185081,,1.0,1.0,0.9229521,-17.65,1.473419,770.3,-17.65,17.65,43.55,-15.85,low,India open after overnight US data: FOMC,,liquid,,,,,market→model
2025-03,2025-03-03 13:17:00,2025-03-03 13:17:00,1,2025-03-06,PE,22850.0,0.02822392,ITM,1257.0,3.352,rich,663.0,638.8081,24.191912,0.03787039,0.07267251,-0.055731807,24.191912,0.03787039,0.07267251,0.055731807,0.1996726,0.12700008,22172.6,22214.1,37.64999999999782,88.95039062499927,167.89960937499927,13:17,False,True,2550.0,150.0,0.0,79275.0,0.0,-24.258545,-0.00029747345,1.0,1.0,0.49846077,-14.4,14.488934,648.6,11.4,11.4,11.4,45.95,none,(quiet),,liquid,,,,,both
2025-03,2025-03-25 09:49:00,2025-03-25 09:50:00,2,2025-03-27,PE,24400.0,0.022927588,ITM,1089.0,2.904,rich,586.9,563.6384,23.26157,0.041270375,0.050867904,,23.26157,0.041270375,0.050867904,,0.19367449,0.14280659,23831.9,23846.932,114.5,1.5496093750007276,167.00039062499854,09:50,True,False,75.0,375.0,0.0,0.0,-5475.0,-23.616674,-0.0010138613,1.0,1.0,1.1329163,-26.2,-3.0738428,586.9,-26.2,-29.61,-33.8,-18.75,none,(quiet),,liquid,,,,,market→model
2025-03,2025-03-06 10:09:00,2025-03-06 10:09:00,1,2025-03-13,CE,21850.0,-0.023466567,ITM,2195.0,5.8533335,cheap,528.0,551.07465,-23.074623,-0.04187205,-0.038741104,,23.074623,0.04187205,0.038741104,,0.10211439,0.14085549,22332.05,22368.809,21.450000000000728,159.24921874999927,86.20078125000146,10:09,False,False,75.0,225.0,0.0,12075.0,,-22.539886,-0.0007676511,1.0,1.0,0.69178075,14.0,-6.2376256,542.0,0.0,12.2,21.5,35.0,none,(quiet),,liquid,-180.0,613.0,1217.5,2095.0,market→model
2025-04,2025-04-07 09:17:00,2025-04-07 09:17:00,2,2025-04-17,PE,21250.0,-0.035096243,OTM,2622.0,6.992,cheap,85.0,222.28448,-137.28448,-0.6176072,-0.12432364,,137.28448,0.6176072,0.12432364,,0.23457803,0.35890165,21971.2,22009.037,,131.75078125000073,227.54921874999854,09:17,False,True,225.0,150.0,0.0,,,,,4.0,4.0,0.9992438,141.5,-0.10708487,105.0,45.0,80.75,45.0,46.94,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2745.0,5068.75,2745.0,2871.0999,market→model
2025-04,2025-04-07 09:17:00,2025-04-07 09:17:00,1,2025-04-17,PE,22850.0,0.03749798,ITM,2622.0,6.992,rich,995.0,885.8483,109.151665,0.1232171,0.11082515,,109.151665,0.1232171,0.11082515,,0.30774942,0.19692427,21971.2,22009.037,,131.75078125000073,227.54921874999854,09:17,False,True,3825.0,2775.0,0.0,0.0,0.0,-112.019295,-0.0035137404,1.0,1.0,0.71952164,-150.45,58.64726,844.55,89.75,-1.85,-144.95,15.65,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04,2025-04-07 09:16:00,2025-04-07 09:16:00,1,2025-04-17,CE,21750.0,-0.01623876,ITM,2623.0,6.9946666,cheap,519.65,619.4145,-99.76451,-0.1610626,-0.074108526,,99.76451,0.1610626,0.074108526,,0.21306661,0.28717515,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,1575.0,15300.0,0.0,0.0,0.0,-92.35211,-0.0055121803,1.0,1.0,0.68079925,85.3,-39.993908,604.95,-44.7,65.95,98.4,-22.91,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-3085.5,4106.75,6216.0,-1669.15,market→model
2025-04,2025-04-07 09:17:00,2025-04-07 09:17:00,2,2025-04-17,PE,21200.0,-0.037451956,OTM,2622.0,6.992,cheap,117.0,214.44705,-97.447044,-0.45441076,-0.08733258,,97.447044,0.45441076,0.08733258,,0.27685565,0.36418822,21971.2,22009.037,,131.75078125000073,227.54921874999854,09:17,False,True,1875.0,525.0,0.0,0.0,,,,1.0,1.0,1.0616854,90.25,5.243656,207.25,26.35,-0.25,-60.6,-61.25,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,1532.75,-196.25,-4119.0,-4161.25,market→model
2025-04,2025-04-07 09:21:00,2025-04-07 09:21:00,3,2025-04-09,CE,21450.0,-0.032009777,ITM,1118.0,2.9813333,cheap,757.2,848.1849,-90.98485,-0.10727007,-0.13449591,,90.98485,0.10727007,0.13449591,,0.29755002,0.43204597,22064.75,22147.717,,38.20000000000073,321.09999999999854,09:21,False,False,150.0,75.0,0.0,9525.0,,-91.601265,0.0007385637,1.0,1.0,0.6547468,54.35,-28.659193,811.55,-16.5,9.1,22.5,-81.05,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-1252.5,411.50003,1282.5,-5448.25,both
2025-04,2025-04-07 09:16:00,2025-04-07 09:25:00,6,2025-04-17,PE,22550.0,0.020315628,ITM,2614.0,6.970667,cheap,511.75,598.67914,-86.929146,-0.14520156,-0.07439237,,86.929146,0.14520156,0.08514036,,0.14410022,0.2184926,22032.7,22096.504,,70.25078125000073,289.04921874999854,09:25,True,True,300.0,225.0,0.0,0.0,-3150.0,,,1.0,1.0,0.81519854,57.29,-12.987357,645.29,-16.44,-82.25,-186.94,7.71,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-1248.6,-5526.25,-12331.101,321.15,market→model
2025-04,2025-04-07 09:19:00,2025-04-07 09:19:00,1,2025-04-17,PE,22350.0,0.018327925,ITM,2620.0,6.9866667,rich,674.85,597.3345,77.5155,0.129769,0.05730888,,77.5155,0.129769,0.05730888,,0.30168352,0.24437465,21888.35,21944.102,,214.60039062500073,144.69960937499854,09:19,False,True,1800.0,450.0,0.0,0.0,-3900.0,,,1.0,1.0,0.95547533,-101.85,4.746157,573.0,-126.5,-155.25,-123.85,-51.55,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04,2025-04-07 09:26:00,2025-04-07 09:28:00,2,2025-04-17,PE,22450.0,0.014011258,ITM,2611.0,6.9626665,cheap,442.15,517.31274,-75.16272,-0.14529455,-0.055666994,,75.16272,0.14529455,0.055666994,,0.17388491,0.22955191,22063.6,22137.64,,39.35039062500073,319.94960937499854,09:28,True,True,1725.0,1875.0,0.0,0.0,-4200.0,,,1.0,1.0,1.124068,91.85,10.137859,504.8,-62.65,-63.8,49.8,68.24,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-4252.25,-4327.0,3057.0,4255.6,market→model
2025-04,2025-04-07 09:18:00,2025-04-07 09:18:00,5,2025-04-17,CE,21700.0,-0.011486415,ITM,2621.0,6.989333,rich,658.65,588.4102,70.23975,0.119372085,0.0495682,,70.23975,0.119372085,0.0495682,,0.36201698,0.31244877,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,10575.0,11175.0,0.0,15300.0,15300.0,74.430374,-0.0028829775,1.0,1.0,0.94486797,-58.05,3.3871553,600.6,-12.2,76.7,138.45,28.5,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04,2025-04-07 09:31:00,2025-04-07 09:31:00,2,2025-04-17,PE,23150.0,0.039531242,ITM,2608.0,6.9546666,rich,1015.95,947.5877,68.362274,0.07214347,0.07276363,,68.362274,0.07214347,0.07276363,,0.28395632,0.2111927,22159.6,22252.705,,5.500390624998545,415.94960937499854,09:31,True,True,1275.0,2100.0,0.0,0.0,,-69.650764,-0.0014855511,1.0,1.0,0.91073793,-65.2,6.390298,950.75,43.0,75.4,209.25,153.75,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04,2025-04-07 09:16:00,2025-04-07 09:16:00,3,2025-04-17,CE,21800.0,-0.013942548,ITM,2623.0,6.9946666,rich,649.4,581.0856,68.31441,0.11756342,0.048709426,,68.31441,0.11756342,0.048709426,,0.33040208,0.28169265,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,24375.0,39825.0,0.0,0.0,0.0,68.92689,-0.0003599921,1.0,2.0,1.8162892,-87.3,-39.234966,562.1,-29.95,52.4,103.45,-17.35,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04,2025-04-07 09:16:00,2025-04-07 09:16:00,9,2025-04-17,PE,22250.0,0.0064894906,ITM,2623.0,6.9946666,cheap,344.0,411.03012,-67.03013,-0.16307838,-0.046402454,,67.03013,0.16307838,0.046402454,,0.18075219,0.22715466,22070.15,22106.076,,32.79960937500073,326.50039062499854,09:16,False,False,3900.0,4575.0,0.0,0.0,0.0,,,1.0,1.0,1.9114863,135.05,64.39817,479.05,37.95,-37.15,-126.5,-9.8,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2286.75,-2594.75,-8402.5,-817.0,market→model
2025-04,2025-04-07 09:36:00,2025-04-07 09:36:00,2,2025-04-17,CE,22550.0,0.017672412,OTM,2603.0,6.9413333,cheap,116.95,182.0931,-65.14309,-0.35774606,-0.050385688,,65.14309,0.35774606,0.050385688,,0.18237965,0.23276533,22080.35,22154.988,,109.650390625,336.69960937499854,09:36,True,True,1200.0,450.0,0.0,,,-60.514954,-0.0035567966,1.0,1.0,1.0814006,69.05,5.1976247,186.0,-8.85,-31.95,-6.55,-30.25,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-755.25,-2256.75,-605.75,-2146.25,market→model
2025-04,2025-04-07 09:16:00,2025-04-07 09:18:00,4,2025-04-17,PE,22350.0,0.018027646,ITM,2621.0,6.989333,cheap,535.75,596.3895,-60.639523,-0.10167771,-0.046463333,,60.639523,0.10167771,0.046463333,,0.200439,0.24690233,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,3375.0,1800.0,0.0,-3900.0,-3900.0,,,1.0,1.0,1.00684,139.1,0.94497806,495.0,40.75,-48.5,-107.55,42.65,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2468.75,-3332.5,-7170.75,2592.25,market→model
2025-04,2025-04-07 09:22:00,2025-04-07 09:35:00,8,2025-04-17,PE,22850.0,0.031312164,ITM,2604.0,6.944,cheap,735.5,792.81146,-57.311485,-0.072288916,-0.064236134,,57.311485,0.072288916,0.064236134,,0.1562911,0.22052723,22092.85,22145.604,,97.150390625,349.19960937499854,09:35,False,True,1050.0,150.0,0.0,0.0,-3150.0,58.81637,0.0013648176,1.0,1.0,0.9357206,72.75,-4.9975667,842.7,-21.15,-52.45,-45.55,-12.85,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-1554.75,-3589.25,-3140.75,-1015.25,market→model
2025-04,2025-04-07 09:25:00,2025-04-07 09:31:00,7,2025-04-17,PE,22950.0,0.030854397,ITM,2608.0,6.9546666,rich,831.0,775.4713,55.52871,0.071606405,0.051111113,,55.52871,0.071606405,0.051111113,,0.25908983,0.20797871,22159.6,22252.705,,5.500390624998545,415.94960937499854,09:31,True,True,450.0,450.0,0.0,0.0,-9900.0,-55.568363,4.9048864e-05,1.0,1.0,0.946308,-64.85,3.679482,885.95,-0.95,-54.95,26.2,28.05,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04,2025-04-07 09:16:00,2025-04-07 09:21:00,8,2025-04-17,CE,21500.0,-0.029777426,ITM,2618.0,6.9813333,cheap,839.65,893.997,-54.347,-0.06079103,-0.043672185,,54.347,0.06079103,0.043672185,,0.30517712,0.3488493,22064.75,22149.842,,38.20000000000073,321.09999999999854,09:21,False,False,8400.0,15600.0,0.0,11250.0,16875.0,-37.959564,-0.01303886,1.0,1.0,-0.05728364,-2.6,-47.98818,768.75,-9.35,68.3,146.25,2.85,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,-787.75,4259.5,9326.25,5.2499924,model→market (spot/smile moved)
2025-04,2025-04-07 09:18:00,2025-04-07 09:18:00,3,2025-04-17,PE,21100.0,-0.039525636,OTM,2621.0,6.989333,cheap,150.5,201.59093,-51.09092,-0.2534386,-0.045649037,,51.09092,0.2534386,0.045649037,,0.31830147,0.3639505,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,375.0,675.0,0.0,,,,,2.0,2.0,1.5799392,70.7,25.951443,175.5,45.7,-8.65,-44.95,-35.9,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2790.5,-742.25,-3101.75,-2513.5,market→model
2025-04,2025-04-07 09:18:00,2025-04-07 09:19:00,2,2025-04-17,PE,22450.0,0.022792218,ITM,2620.0,6.9866667,rich,700.0,651.9119,48.088043,0.07376463,0.03794115,,48.088043,0.07376463,0.03794115,,0.2700167,0.23207556,21888.35,21944.102,,214.60039062500073,144.69960937499854,09:19,False,True,525.0,750.0,0.0,0.0,-2850.0,,,1.0,1.0,0.92453307,-57.8,4.718046,700.0,-57.8,-155.05,-267.05,-130.21,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,,,,,market→model
2025-04,2025-04-07 09:18:00,2025-04-07 09:19:00,4,2025-04-17,PE,21350.0,-0.027446656,OTM,2620.0,6.9866667,cheap,215.4,263.29672,-47.896717,-0.18191157,-0.037734598,,47.896717,0.18191157,0.037734598,,0.31442642,0.35216102,21888.35,21944.102,,214.60039062500073,144.69960937499854,09:19,False,True,2175.0,1500.0,0.0,0.0,2325.0,,,1.0,3.0,1.3229386,44.65,10.899377,215.4,44.65,4.2,-47.25,-40.2,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,liquid,2722.25,92.999985,-3251.25,-2793.0,market→model
2025-05,2025-05-27 11:06:00,2025-05-27 11:06:00,3,2025-06-05,PE,25400.0,0.020661082,ITM,2888.0,7.7013335,cheap,572.95,625.1566,-52.206593,-0.083509624,-0.04107097,-6.543094,52.206593,0.083509624,0.04107097,6.543094,0.12838595,0.16945691,24836.55,24880.592,45.89999999999782,139.54921874999854,98.85078124999927,11:06,True,True,75.0,375.0,0.0,0.0,-225.0,54.93471,0.0019121394,1.0,1.0,0.9173763,45.95,-4.1384974,618.9,4.3,-26.75,-52.75,-101.75,none,(quiet),,liquid,99.500015,-1918.75,-3608.75,-6793.75,market→model
2025-05,2025-05-13 09:40:00,2025-05-13 09:40:00,1,2025-05-22,CE,24100.0,-0.02897643,ITM,2974.0,7.9306664,rich,836.05,789.6318,46.418217,0.058784634,0.037220113,,46.418217,0.058784634,0.037220113,,0.22169392,0.1844738,24769.75,24808.549,,204.04999999999927,94.15000000000146,09:40,False,False,75.0,75.0,0.0,-825.0,-2625.0,46.52904,-2.2257069e-05,1.0,1.0,0.9004599,-53.9,5.958303,782.15,0.05,-12.7,-9.9,-11.25,low,US CPI release (Apr 2025),,liquid,,,,,market→model
2025-05,2025-05-27 11:02:00,2025-05-27 11:06:00,4,2025-05-29,CE,24250.0,-0.02549243,ITM,1013.0,2.7013333,rich,696.0,652.8416,43.158394,0.066108525,0.07347791,5.7663555,43.158394,0.066108525,0.07347791,5.7663555,0.27421182,0.20073391,24836.55,24876.139,45.89999999999782,139.54921874999854,98.85078124999927,11:06,True,True,300.0,1275.0,0.0,0.0,900.0,43.978104,-0.0016688632,1.0,1.0,1.0322076,-43.9,-1.3697946,619.6,39.4,36.5,105.15,222.8,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-27 11:05:00,2025-05-27 11:06:00,2,2025-05-29,CE,24100.0,-0.031697206,ITM,1013.0,2.7013333,rich,832.0,791.18304,40.816963,0.051589787,0.08710074,5.949406,40.816963,0.051589787,0.08710074,5.949406,0.29233143,0.20523067,24836.55,24876.139,45.89999999999782,139.54921874999854,98.85078124999927,11:06,True,True,1200.0,1725.0,0.0,0.0,-1050.0,40.869404,-8.143044e-05,1.0,1.0,1.0413626,-43.1,-1.7119224,832.0,-43.1,-28.35,33.25,113.0,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-09 09:16:00,2025-05-09 09:16:00,2,2025-05-15,CE,23350.0,-0.029621264,ITM,1873.0,4.9946666,rich,873.05,835.57135,37.478676,0.04485395,0.035529,,37.478676,0.04485395,0.035529,,0.32765824,0.29212922,24069.45,24052.002,,65.15078124999854,133.69921875,09:16,False,True,225.0,1950.0,0.0,0.0,0.0,37.897774,-0.00036632817,1.0,1.0,-0.04447274,1.4,32.87996,874.45,-1.6,-36.3,-39.0,-24.45,high,"Sensex -880 to 79,454 as Pakistan cross-border attacks escalate",,liquid,,,,,model→market (spot/smile moved)
2025-05,2025-05-14 13:18:00,2025-05-14 13:18:00,1,2025-05-15,CE,23850.0,-0.030080851,ITM,506.0,1.3493333,rich,768.55,731.1195,37.4305,0.051196143,0.1557785,0.72612906,37.4305,0.051196143,0.1557785,0.72612906,0.36055195,0.20477344,24612.8,24578.328,-16.350000000002183,154.74921874999927,77.25078125000073,13:18,True,False,75.0,900.0,0.0,0.0,0.0,37.71012,-0.0029282216,1.0,1.0,0.47400242,-21.65,24.024874,746.9,0.0,15.15,13.1,15.1,low,India open after overnight US data: US CPI,,liquid,,,,,both
2025-05,2025-05-19 09:16:00,2025-05-19 09:16:00,1,2025-05-22,CE,24350.0,-0.026171802,ITM,1498.0,3.9946666,rich,707.6,670.21826,37.381756,0.0557755,0.05469549,,37.381756,0.0557755,0.05469549,,0.21923143,0.16453592,25002.15,24995.695,,56.54960937500073,36.35039062500073,09:16,False,False,75.0,75.0,0.0,,,37.2816,0.00024089651,1.0,1.0,0.3552357,-13.0,23.59542,694.6,25.4,20.75,12.75,5.4,none,(quiet),,liquid,,,,,both
2025-05,2025-05-16 09:29:00,2025-05-16 09:29:00,1,2025-05-29,PE,25550.0,0.017919488,ITM,3735.0,9.96,rich,589.0,551.82007,37.179943,0.067376934,0.022578865,,37.179943,0.067376934,0.022578865,,0.15557802,0.13299915,25033.6,25096.234,,31.650390625,49.599609375,09:29,True,False,1425.0,225.0,0.0,375.0,,-37.15894,6.661255e-05,1.0,1.0,1.1501895,-60.0,-7.8346834,529.0,-1.1,49.29,27.25,27.25,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-15 12:15:00,2025-05-15 12:15:00,1,2025-05-15,PE,25250.0,0.022223601,ITM,194.0,0.5173333,rich,593.54,556.8713,36.66875,0.06584781,0.22316882,1.8984874,36.66875,0.06584781,0.22316882,1.8984874,0.46193737,0.23876855,24699.25,24695.043,53.599999999998545,108.5,204.79999999999927,12:15,False,True,75.0,75.0,0.0,-525.0,-300.0,-37.403984,-0.01538678,1.0,1.0,1.5291518,-55.54,-19.219212,538.0,8.54,50.54,84.4,88.25,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-23 09:21:00,2025-05-23 09:21:00,1,2025-06-05,PE,25500.0,0.030064166,ITM,3743.0,9.981334,rich,843.0,806.6948,36.305164,0.04500483,0.02899924,,36.305164,0.04500483,0.02899924,,0.17190272,0.14290348,24700.3,24744.773,,-0.0007812500007275958,86.25078125000073,09:21,True,False,75.0,150.0,0.0,0.0,,-35.938725,0.00039388041,1.0,1.0,0.9203153,-33.0,2.8572764,810.0,-3.15,-19.35,-59.2,-85.6,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-22 14:40:00,2025-05-22 14:40:00,3,2025-05-29,PE,25400.0,0.03193855,ITM,1924.0,5.1306667,rich,851.6,815.2986,36.301426,0.044525314,0.055125166,4.2771373,36.301426,0.044525314,0.055125166,4.2771373,0.20903902,0.15391386,24560.85,24601.578,37.75,176.650390625,98.44960937499854,14:40,True,True,300.0,1200.0,0.0,0.0,1350.0,-36.524265,-0.00036503148,1.0,1.0,0.7183074,-21.6,8.470692,830.0,5.8,15.05,-58.1,-58.25,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-15 13:00:00,2025-05-15 13:00:00,1,2025-05-22,CE,24250.0,-0.020699123,ITM,2024.0,5.397333,cheap,535.0,570.8642,-35.864193,-0.06282438,-0.040707506,-6.340324,35.864193,0.06282438,0.040707506,6.340324,0.12445579,0.1651633,24734.7,24757.186,92.10000000000218,73.05078125,240.24921874999927,13:00,True,False,150.0,1125.0,0.0,0.0,0.0,-35.939735,3.123056e-05,1.0,1.0,0.4014885,14.29,-21.30255,549.29,-3.25,52.86,119.11,125.01,none,(quiet),,liquid,-391.25,3255.9001,7562.15,7945.65,both
2025-05,2025-05-28 09:22:00,2025-05-28 09:22:00,1,2025-05-29,CE,24200.0,-0.026247423,ITM,742.0,1.9786667,rich,695.45,659.76825,35.681736,0.054082226,0.08305243,,35.681736,0.054082226,0.08305243,,0.29344422,0.2103918,24827.65,24843.598,,36.599609375,62.650390625,09:22,True,True,2475.0,825.0,0.0,0.0,2250.0,36.862732,-0.0036847868,1.0,1.0,1.6066346,-52.75,-19.917395,642.7,-5.25,-37.5,-66.16,-42.7,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-27 11:09:00,2025-05-27 11:09:00,1,2025-06-05,PE,25700.0,0.030724412,ITM,2885.0,7.693333,rich,866.95,831.48895,35.461075,0.04264768,0.032063056,2.3751464,35.461075,0.04264768,0.032063056,2.3751464,0.1988537,0.16679063,24868.15,24922.389,92.45000000000073,107.94960937499854,130.45039062499927,11:09,False,False,150.0,75.0,0.0,6225.0,6225.0,-35.47806,4.5312834e-05,1.0,1.0,0.56641865,-30.0,22.964361,836.95,0.0,-6.95,-28.05,-60.0,none,(quiet),,liquid,,,,,both
2025-05,2025-05-15 10:44:00,2025-05-15 10:46:00,8,2025-05-15,CE,24050.0,-0.02752228,ITM,283.0,0.7546667,rich,707.45,672.11743,35.332558,0.052569024,0.21788901,,35.332558,0.052569024,0.21788901,1.9449345,0.43816757,0.22027856,24725.4,24721.104,144.90000000000146,82.349609375,230.95039062499927,10:46,True,False,2025.0,1650.0,0.0,0.0,-2325.0,34.968964,0.008527368,1.0,1.0,2.0490313,-59.8,-30.615479,684.6,22.85,-7.85,31.3,-124.15,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-13 09:40:00,2025-05-13 09:40:00,1,2025-05-22,CE,24450.0,-0.014558054,ITM,2974.0,7.9306664,rich,543.5,508.87225,34.62776,0.068048045,0.022061406,,34.62776,0.068048045,0.022061406,,0.19228762,0.17022622,24769.75,24808.549,,204.04999999999927,94.15000000000146,09:40,False,False,150.0,375.0,0.0,150.0,1875.0,35.420506,-0.00047028917,1.0,1.0,0.8738174,-33.55,4.84475,509.95,-22.0,-49.95,-21.5,-11.95,low,US CPI release (Apr 2025),,liquid,,,,,market→model
2025-05,2025-05-02 15:15:00,2025-05-02 15:15:00,1,2025-05-08,CE,23750.0,-0.02307916,ITM,1514.0,4.0373335,rich,638.4,604.46,33.93995,0.056149203,0.041133635,2.1539254,33.93995,0.056149203,0.041133635,2.1539254,0.22925398,0.18812035,24324.5,24304.504,1.4000000000014552,264.65000000000146,86.0,15:15,True,False,75.0,75.0,0.0,0.0,-300.0,34.24264,-0.00035783157,1.0,1.0,0.89400303,-33.25,3.9422677,605.15,2.85,4.45,,,none,(quiet),,liquid,,,,,market→model
2025-05,2025-05-14 12:51:00,2025-05-14 12:51:00,1,2025-05-22,PE,25400.0,0.032793894,ITM,2408.0,6.4213333,rich,872.0,838.557,33.44297,0.03988157,0.04501952,2.1368442,33.44297,0.03988157,0.04501952,2.1368442,0.18986394,0.14484441,24564.9,24580.545,-112.94999999999709,202.64960937499927,29.350390625000728,12:51,True,False,750.0,150.0,0.0,0.0,75.0,-33.304493,0.00032223,1.0,1.0,0.6117502,-28.0,17.770319,844.0,0.0,3.05,-51.0,-57.55,low,India open after overnight US data: US CPI,,liquid,,,,,both
2025-05,2025-05-09 09:16:00,2025-05-09 09:16:00,1,2025-05-22,CE,23150.0,-0.039019413,ITM,3748.0,9.994667,rich,1112.9,1079.8827,33.017323,0.030574916,0.022854753,,33.017323,0.030574916,0.022854753,,0.28420356,0.2613488,24069.45,24071.154,,65.15078124999854,133.69921875,09:16,False,True,225.0,150.0,0.0,,,,,1.0,1.0,0.015304715,-0.6,38.603603,1112.3,0.0,0.0,0.0,-1.25,high,"Sensex -880 to 79,454 as Pakistan cross-border attacks escalate",,liquid,,,,,model→market (spot/smile moved)
2025-05,2025-05-27 11:04:00,2025-05-27 11:04:00,1,2025-06-05,CE,24350.0,-0.022921158,ITM,2890.0,7.7066665,cheap,642.95,675.72473,-32.77472,-0.048503064,-0.025552081,-2.4348845,32.77472,0.048503064,0.025552081,2.4348845,0.15954491,0.185097,24872.8,24914.576,97.39999999999782,103.29921874999854,135.10078124999927,11:04,True,False,75.0,150.0,0.0,14250.0,14250.0,-32.733307,-7.449172e-05,1.0,1.0,1.911474,58.85,28.06224,701.8,-45.75,-41.45,4.5,127.9,none,(quiet),,liquid,-3153.75,-2874.25,112.5,8133.5,market→model
2025-06,2025-06-03 09:16:00,2025-06-03 09:16:00,3,2025-06-05,CE,23900.0,-0.03502385,ITM,1123.0,2.9946666,rich,926.35,868.6935,57.65653,0.066371545,0.11130231,,57.65653,0.066371545,0.11130231,,0.32764736,0.21634504,24733.95,24751.9,,111.15078124999854,14.849218750001455,09:16,False,True,600.0,150.0,0.0,0.0,0.0,58.726124,-0.0029783417,1.0,1.0,1.0548966,-63.95,-3.3279433,862.4,-30.45,-66.9,-93.4,-79.4,none,(quiet),,liquid,,,,,market→model
2025-06,2025-06-06 10:04:00,2025-06-06 10:06:00,4,2025-06-12,PE,25600.0,0.030495588,ITM,1823.0,4.8613334,rich,835.0,778.93445,56.065548,0.071977235,0.08651032,,56.065548,0.071977235,0.08651032,0.021456014,0.22304964,0.13653933,24801.2,24831.096,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,975.0,1275.0,0.0,0.0,225.0,-56.51963,-0.0010306608,1.0,1.0,1.0704198,-54.9,-3.6117096,903.8,-68.8,-105.6,-53.8,-175.4,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-06 10:06:00,2025-06-06 10:06:00,1,2025-06-12,PE,25800.0,0.03827773,ITM,1823.0,4.8613334,rich,1026.15,973.2048,52.945206,0.054402944,0.10389304,,52.945206,0.054402944,0.10389304,,0.24786253,0.14396949,24801.2,24831.096,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,1050.0,1200.0,0.0,0.0,300.0,-53.43984,-0.0019896622,1.0,1.0,1.098222,-46.15,-4.127532,980.0,0.0,73.65,36.5,-55.2,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-06 10:06:00,2025-06-06 10:06:00,2,2025-06-19,PE,25300.0,0.01749448,ITM,3698.0,9.861333,rich,580.95,532.5566,48.39344,0.090870045,0.029597344,4.073864,48.39344,0.090870045,0.029597344,4.073864,0.15943319,0.12983583,24801.2,24861.238,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,1200.0,75.0,0.0,0.0,0.0,-49.395535,-0.00056905666,1.0,1.0,1.0406847,-47.0,-1.8374263,533.95,15.0,63.05,37.15,-44.95,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-06 10:06:00,2025-06-06 10:06:00,1,2025-06-12,PE,25700.0,0.03439423,ITM,1823.0,4.8613334,rich,923.9,875.53424,48.365746,0.05524141,0.087406464,,48.365746,0.05524141,0.087406464,,0.22750588,0.14009942,24801.2,24831.096,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,1425.0,1125.0,0.0,0.0,150.0,-48.82285,-0.0013945986,1.0,1.0,1.0865623,-49.15,-3.9155915,874.75,0.0,0.0,47.65,-56.4,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-06 10:11:00,2025-06-06 10:11:00,1,2025-06-12,CE,24150.0,-0.024373231,ITM,1818.0,4.848,rich,655.85,617.2133,38.636665,0.062598564,0.051592216,3.0319054,38.636665,0.062598564,0.051592216,3.0319054,0.18878882,0.1371966,24740.4,24745.846,36.80000000000291,76.69960937499854,68.95039062499927,10:11,True,False,75.0,75.0,0.0,0.0,225.0,38.662228,2.9501572e-05,1.0,1.0,0.835476,-33.65,6.626441,622.2,0.0,3.25,39.85,157.8,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-03 09:16:00,2025-06-03 09:16:00,2,2025-06-12,PE,25500.0,0.028742773,ITM,2998.0,7.9946666,cheap,756.1,793.99005,-37.890057,-0.04772107,-0.036905885,,37.890057,0.04772107,0.036905885,,0.13585752,0.1727634,24733.95,24777.492,,111.15078124999854,14.849218750001455,09:16,False,True,75.0,750.0,0.0,225.0,225.0,37.297886,-0.0005741915,1.0,1.0,0.973211,53.9,-1.4836726,810.0,12.0,19.8,64.8,40.0,none,(quiet),,liquid,600.0,1107.0,4032.0002,2420.0,market→model
2025-06,2025-06-06 10:05:00,2025-06-06 10:06:00,3,2025-06-19,PE,25600.0,0.029282434,ITM,3698.0,9.861333,rich,816.6,778.8255,37.774506,0.048501886,0.031812962,,37.774506,0.048501886,0.031812962,,0.16240379,0.13059083,24801.2,24861.238,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,1350.0,375.0,0.0,0.0,150.0,-38.85176,-0.0009512233,1.0,1.0,1.0950551,-33.6,-2.9166129,816.6,-33.6,-21.15,7.0,-63.95,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-06 10:06:00,2025-06-06 10:06:00,1,2025-06-19,PE,25250.0,0.015516238,ITM,3698.0,9.861333,rich,532.35,495.4305,36.919476,0.074519984,0.021877775,1.4994626,36.919476,0.074519984,0.021877775,1.4994626,0.15170339,0.1298256,24801.2,24861.238,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,600.0,75.0,0.0,0.0,75.0,-36.753517,0.00015163874,1.0,1.0,1.0498719,-35.2,-1.6721019,497.15,0.0,0.0,37.55,-37.8,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-06 10:05:00,2025-06-06 10:06:00,2,2025-06-19,PE,25500.0,0.025368534,ITM,3698.0,9.861333,rich,728.15,692.79877,35.351257,0.051026735,0.026647326,3.6142406,35.351257,0.051026735,0.026647326,3.6142406,0.1568628,0.13021547,24801.2,24861.238,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,2400.0,1050.0,0.0,0.0,0.0,-35.36715,5.2659365e-05,1.0,1.0,1.0896947,-31.15,-2.5640118,728.15,-31.15,-31.15,-4.5,-84.8,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-27 09:32:00,2025-06-27 09:32:00,1,2025-07-03,PE,26350.0,0.029644128,ITM,1857.0,4.952,rich,811.0,775.6732,35.32675,0.045543343,0.06467217,,35.32675,0.045543343,0.06467217,,0.18482614,0.12015397,25554.35,25580.342,,68.150390625,30.799609375000728,09:32,False,False,75.0,75.0,0.0,150.0,225.0,-35.65885,-0.00095762353,1.0,1.0,0.97899413,-44.4,0.9526722,766.6,0.0,0.0,12.55,8.4,none,(quiet),,liquid,,,,,market→model
2025-06,2025-06-06 10:10:00,2025-06-06 10:11:00,2,2025-06-19,CE,24000.0,-0.031952366,ITM,3693.0,9.848,rich,857.05,822.1436,34.906395,0.042457785,0.030683601,3.8458087,34.906395,0.042457785,0.030683601,3.8458087,0.17391275,0.14322914,24740.4,24779.24,36.80000000000291,76.69960937499854,68.95039062499927,10:11,True,False,300.0,150.0,0.0,0.0,1275.0,34.302094,0.0006698904,1.0,1.0,0.91885746,-36.05,3.183507,857.05,-36.05,-36.05,28.1,137.95,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-03 09:29:00,2025-06-03 09:29:00,3,2025-06-05,CE,23900.0,-0.03152877,ITM,1110.0,2.96,rich,815.0,780.504,34.495987,0.044197068,0.07287326,,34.495987,0.044197068,0.07287326,,0.26837784,0.19550458,24649.0,24665.543,,196.09999999999854,1.8499999999985448,09:29,False,False,75.0,75.0,0.0,0.0,-150.0,34.102108,0.0011949271,1.0,1.0,1.9057624,-52.25,-24.83315,762.75,0.0,-7.75,32.25,10.65,none,(quiet),,liquid,,,,,market→model
2025-06,2025-06-03 12:51:00,2025-06-03 12:51:00,1,2025-06-12,PE,25300.0,0.028492311,ITM,2783.0,7.4213333,cheap,760.0,793.6648,-33.66478,-0.042416874,-0.031353712,-4.353556,33.66478,0.042416874,0.031353712,4.353556,0.15751049,0.1888642,24527.3,24589.316,-65.15000000000146,317.79921874999854,3.650781249998545,12:51,True,False,75.0,75.0,0.0,150.0,0.0,34.478874,0.0006512424,1.0,1.0,1.2173536,38.05,6.793675,798.05,0.0,-7.25,-16.7,-30.05,none,(quiet),,liquid,-180.0,-651.25,-1265.5,-2133.25,market→model
2025-06,2025-06-03 12:51:00,2025-06-03 12:51:00,2,2025-06-12,PE,25050.0,0.018561743,ITM,2783.0,7.4213333,cheap,569.95,602.9781,-33.028065,-0.054774903,-0.023428325,-4.952232,33.028065,0.054774903,0.023428325,4.952232,0.16649897,0.1899273,24527.3,24589.316,-65.15000000000146,317.79921874999854,3.650781249998545,12:51,True,False,300.0,1950.0,0.0,0.0,-600.0,35.757713,0.0018475965,1.0,1.0,1.1494919,42.0,5.462117,611.95,-17.35,-11.0,2.0,-49.25,none,(quiet),,liquid,-1307.75,-895.0,-50.0,-3381.25,market→model
2025-06,2025-06-03 12:50:00,2025-06-03 12:51:00,2,2025-06-05,CE,23900.0,-0.026762303,ITM,908.0,2.4213333,rich,700.0,669.2431,30.756897,0.045957733,0.06306925,2.210948,30.756897,0.045957733,0.06306925,2.210948,0.2697471,0.20667787,24527.3,24548.254,-65.15000000000146,317.79921874999854,3.650781249998545,12:51,True,False,900.0,375.0,0.0,0.0,-450.0,32.074295,-0.003332175,1.0,1.0,1.1895391,-40.0,-6.3735304,700.0,-40.0,-23.65,-28.65,5.0,none,(quiet),,liquid,,,,,market→model
2025-06,2025-06-03 11:33:00,2025-06-03 11:33:00,1,2025-06-05,PE,25500.0,0.032322947,ITM,986.0,2.6293333,rich,854.15,823.41766,30.73234,0.037322905,0.07333372,5.4245887,30.73234,0.037322905,0.07333372,5.4245887,0.27481362,0.2014799,24650.4,24688.943,10.75,194.69960937499854,78.80039062500146,11:33,True,True,225.0,375.0,0.0,0.0,-3825.0,-32.55368,-0.0062964326,1.0,1.0,1.0976162,-33.4,-2.9704204,820.75,15.25,54.05,55.25,20.35,none,(quiet),,liquid,,,,,market→model
2025-06,2025-06-06 10:11:00,2025-06-06 10:11:00,1,2025-06-19,CE,24300.0,-0.019529847,ITM,3693.0,9.848,rich,600.05,569.9673,30.0827,0.052779693,0.019542981,3.134261,30.0827,0.052779693,0.019542981,3.134261,0.1568253,0.13728233,24740.4,24779.24,36.80000000000291,76.69960937499854,68.95039062499927,10:11,True,False,375.0,75.0,0.0,-375.0,1725.0,30.664646,-0.00034414453,1.0,1.0,0.87073046,-25.1,3.7263713,574.95,0.0,0.0,75.35,168.95,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-06 10:05:00,2025-06-06 10:06:00,3,2025-06-19,PE,25200.0,0.013534077,ITM,3698.0,9.861333,rich,488.95,459.63382,29.316183,0.063781604,0.016820777,4.3000693,29.316183,0.063781604,0.016820777,4.3000693,0.1466727,0.12985191,24801.2,24861.238,102.25,2.0007812500007276,129.74921874999927,10:06,True,True,3975.0,1125.0,0.0,0.0,150.0,-28.321045,0.00061718444,1.0,1.0,1.063556,-25.45,-1.5208409,488.95,-25.45,14.7,0.15,-66.4,high,RBI MPC decision: Surprise jumbo repo CUT 50bp to 5.50% + CRR cut 100bp to 3%,RBI MPC policy decision,liquid,,,,,market→model
2025-06,2025-06-24 09:57:00,2025-06-24 09:57:00,1,2025-07-03,CE,24400.0,-0.03395372,ITM,2957.0,7.8853335,cheap,843.0,872.2318,-29.23182,-0.033513818,-0.062754594,-6.0545797,29.23182,0.033513818,0.062754594,6.0545797,0.08701154,0.14976613,25200.3,25242.695,-6.900000000001455,50.549218749998545,81.80078125,09:57,True,False,750.0,1575.0,0.0,0.0,0.0,-29.120893,-0.00021318637,1.0,1.0,0.6644963,18.1,-9.138678,861.1,0.0,11.9,35.75,40.75,medium,"Iran-Israel ceasefire; Sensex pares gains, +158",,liquid,-180.0,593.5,2143.75,2468.75,both
2025-07,2025-07-03 09:23:00,2025-07-03 09:23:00,1,2025-07-03,CE,24700.0,-0.030327044,ITM,366.0,0.976,rich,792.0,760.85,31.150045,0.040941115,0.20354214,,31.150045,0.040941115,0.20354214,,0.39280963,0.18926749,25468.1,25460.553,,68.95039062499927,0.849609375,09:23,True,False,75.0,75.0,0.0,0.0,150.0,31.125448,0.0013632412,1.0,1.0,1.064594,-42.0,-2.5483427,750.0,0.0,-22.7,10.2,83.45,high,"SEBI interim order bars Jane Street for alleged expiry-day index manipulation (Rs4,844 cr impounded)",,liquid,,,,,market→model
2025-07,2025-07-25 10:16:00,2025-07-25 10:16:00,1,2025-08-07,CE,24250.0,-0.02713829,ITM,3688.0,9.834666,rich,728.55,697.5702,30.979837,0.044411067,0.02825369,,30.979837,0.044411067,0.02825369,,0.14362745,0.11537376,24865.2,24917.115,-58.79999999999927,145.15078124999854,0.3492187500014552,10:16,True,False,900.0,750.0,0.0,,,,,1.0,1.0,0.7193677,-26.1,10.181863,702.45,0.0,0.0,-4.3,-11.9,none,(quiet),,liquid,,,,,market→model
2025-07,2025-07-30 09:33:00,2025-07-30 09:33:00,1,2025-07-31,PE,25800.0,0.036784492,ITM,731.0,1.9493333,rich,959.05,932.2428,26.807178,0.028755574,0.13813892,,26.807178,0.028755574,0.13813892,,0.3082824,0.1701435,24861.85,24868.203,,30.200390624999272,47.949609374998545,09:33,True,False,75.0,75.0,0.0,-600.0,-1125.0,-26.732975,0.0019241956,1.0,1.0,1.0986972,-34.4,-3.0901892,924.65,12.1,0.35,10.35,32.4,high,Trump announces 25% tariff + Russia-oil 'penalty' on India from Aug 1 (late IST) ; FOMC decision (US 2025-07-30): Hold 4.25-4.50%,,liquid,,,,,market→model
2025-07,2025-07-25 09:28:00,2025-07-25 09:28:00,1,2025-07-31,PE,25900.0,0.03527304,ITM,1861.0,4.9626665,rich,926.15,899.7911,26.358934,0.029294506,0.06807527,,26.358934,0.029294506,0.06807527,,0.19024722,0.12217195,24973.5,25002.354,,36.849999999998545,66.04999999999927,09:28,True,False,2925.0,75.0,0.0,0.0,,-26.40754,-0.000107890824,1.0,1.0,1.6512977,-43.15,-17.019035,883.0,0.0,42.0,69.5,65.3,none,(quiet),,liquid,,,,,market→model
2025-07,2025-07-31 09:20:00,2025-07-31 09:20:00,2,2025-07-31,PE,25450.0,0.030136164,ITM,369.0,0.984,rich,782.0,756.5414,25.458605,0.033651303,0.16233665,,25.458605,0.033651303,0.16233665,,0.37170577,0.20936912,24703.6,24694.477,,11.350390625000728,68.599609375,09:20,False,False,75.0,225.0,0.0,0.0,-5475.0,-25.402945,0.0013713439,1.0,1.0,1.2982557,-33.55,-7.707633,748.45,19.05,17.85,-11.45,24.1,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2025-07,2025-07-03 09:53:00,2025-07-03 09:53:00,1,2025-07-03,PE,26200.0,0.0262976,ITM,336.0,0.896,rich,705.7,680.2424,25.457642,0.03742437,0.17792459,,25.457642,0.03742437,0.17792459,,0.34673882,0.16881424,25519.9,25519.984,51.80000000000291,17.149609374999272,90.150390625,09:53,False,False,75.0,300.0,0.0,225.0,225.0,-25.278933,0.007779711,1.0,1.0,1.7951235,-38.6,-17.0973,667.1,0.0,-17.1,-10.75,-7.25,high,"SEBI interim order bars Jane Street for alleged expiry-day index manipulation (Rs4,844 cr impounded)",,liquid,,,,,market→model
2025-07,2025-07-25 09:16:00,2025-07-25 09:16:00,1,2025-07-31,CE,24100.0,-0.034917347,ITM,1873.0,4.9946666,rich,886.45,862.02246,24.427559,0.028337497,0.05540762,,24.427559,0.028337497,0.05540762,,0.19264516,0.13723753,24939.65,24956.373,,70.69960937499854,1.2503906249985448,09:16,False,False,75.0,75.0,0.0,,,24.339643,0.00042901945,1.0,1.0,1.0595589,-28.1,-1.5795279,858.35,0.0,0.0,34.5,-11.45,none,(quiet),,liquid,,,,,market→model
2025-07,2025-07-31 09:26:00,2025-07-31 09:26:00,3,2025-07-31,PE,25450.0,0.029551258,ITM,363.0,0.968,rich,766.3,742.2812,24.01884,0.032358143,0.15324542,,24.01884,0.032358143,0.15324542,,0.36467156,0.21142612,24714.6,24708.924,,14.350390625000728,79.599609375,09:26,False,False,75.0,150.0,0.0,-1050.0,-6600.0,-24.144732,-0.0025497605,1.0,1.0,1.0906684,-21.25,-1.7665343,745.05,3.2,-8.05,6.9,19.95,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2025-07,2025-07-29 09:17:00,2025-07-29 09:18:00,2,2025-07-31,PE,25350.0,0.02579256,ITM,1121.0,2.9893334,rich,675.6,651.6716,23.92842,0.036718525,0.060015105,,23.92842,0.036718525,0.060015105,,0.19811411,0.138099,24683.75,24704.52,,0.5,85.15000000000146,09:18,False,False,300.0,75.0,0.0,0.0,,-24.229336,-0.001152235,1.0,1.0,1.0652018,-26.7,-1.6343251,675.6,-26.7,-35.4,-46.25,-44.3,none,(quiet),,liquid,,,,,market→model
2025-07,2025-07-03 09:23:00,2025-07-03 09:23:00,1,2025-07-10,CE,24700.0,-0.031190947,ITM,2241.0,5.976,rich,818.05,794.3744,23.675581,0.029804058,0.03876459,,23.675581,0.029804058,0.03876459,,0.16883634,0.13007174,25468.1,25482.557,,68.95039062499927,0.849609375,09:23,True,False,75.0,150.0,0.0,0.0,,23.801025,-0.00020291748,1.0,1.0,0.9864568,-31.55,0.43315405,786.5,0.0,4.35,1.1,73.5,high,"SEBI interim order bars Jane Street for alleged expiry-day index manipulation (Rs4,844 cr impounded)",,liquid,,,,,market→model
2025-07,2025-07-22 11:06:00,2025-07-22 11:06:00,1,2025-07-24,CE,24100.0,-0.03934956,ITM,1013.0,2.7013333,rich,991.15,968.0261,23.123875,0.023887657,0.10615316,1.8053145,23.123875,0.023887657,0.10615316,1.8053145,0.2693733,0.16322015,25059.1,25067.23,-42.150000000001455,122.900390625,0.8996093749992724,11:06,False,False,75.0,75.0,0.0,0.0,0.0,23.085892,0.0007662106,1.0,1.0,0.68139786,-21.15,9.889135,970.0,0.0,0.0,0.0,0.0,none,(quiet),,liquid,,,,,market→model
2025-07,2025-07-21 09:45:00,2025-07-21 09:48:00,3,2025-07-24,PE,25800.0,0.030657861,ITM,1466.0,3.9093332,rich,805.2,782.09314,23.106867,0.029544905,0.062767856,,23.106867,0.029544905,0.062767856,,0.18874206,0.12597421,24988.4,25021.03,25.700000000000728,48.79960937500073,106.10039062500073,09:48,True,False,75.0,375.0,0.0,0.0,825.0,-23.500689,-0.0020570634,1.0,1.0,1.1796762,-25.1,-3.8229742,830.1,-25.0,-55.6,-91.4,-121.2,none,(quiet),,liquid,,,,,market→model
2025-07,2025-07-22 09:25:00,2025-07-22 09:25:00,1,2025-07-31,CE,24750.0,-0.016241517,ITM,2989.0,7.970667,rich,468.9,446.23065,22.669338,0.05080184,0.0184117,,22.669338,0.05080184,0.0184117,,0.11694049,0.098528795,25126.3,25155.26,,55.69921875,10.700781250001455,09:25,False,False,750.0,2775.0,0.0,150.0,33525.0,22.674694,3.1477583e-05,1.0,1.0,1.2274219,-25.9,-4.7988615,443.0,-1.3,-3.0,-3.0,-10.25,none,(quiet),,liquid,,,,,market→model
2025-07,2025-07-31 09:20:00,2025-07-31 09:22:00,2,2025-07-31,PE,25700.0,0.039593704,ITM,367.0,0.97866666,rich,1020.95,998.46045,22.489532,0.02252421,0.1812624,,22.489532,0.02252421,0.1812624,,0.44236907,0.26110667,24705.05,24702.322,,9.899218750000728,70.05078125,09:22,True,False,1275.0,2400.0,0.0,-750.0,,-22.502813,-0.00025391756,1.0,1.0,0.7767481,-15.4,4.4262476,999.45,21.5,10.55,9.1,24.55,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2025-07,2025-07-30 11:28:00,2025-07-30 11:28:00,1,2025-07-31,PE,25900.0,0.03906711,ITM,616.0,1.6426667,rich,1015.0,992.58453,22.415495,0.022582958,0.147191,2.1170666,22.415495,0.022582958,0.147191,2.1170666,0.33580282,0.18861184,24899.3,24907.672,80.29999999999927,1.0992187500014552,127.35078124999927,11:28,False,False,75.0,300.0,0.0,750.0,750.0,-22.305334,0.0036572604,1.0,1.0,1.070738,-20.95,-1.3840561,994.05,0.0,5.35,6.95,18.9,high,Trump announces 25% tariff + Russia-oil 'penalty' on India from Aug 1 (late IST) ; FOMC decision (US 2025-07-30): Hold 4.25-4.50%,,liquid,,,,,market→model
2025-07,2025-07-31 12:33:00,2025-07-31 12:33:00,3,2025-07-31,PE,25350.0,0.020121792,ITM,176.0,0.46933332,rich,528.0,505.6633,22.336712,0.044173095,0.18579552,2.0197544,22.336712,0.044173095,0.18579552,2.0197544,0.3859632,0.20016767,24845.75,24845.01,69.65000000000146,4.25,210.75,12:33,False,True,75.0,225.0,0.0,0.0,450.0,-22.467236,-0.004771731,1.0,1.0,1.8535354,-35.2,-16.209265,492.8,-3.8,-8.2,-24.6,-40.05,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2025-07,2025-07-31 09:22:00,2025-07-31 09:26:00,3,2025-08-07,PE,25700.0,0.038184274,ITM,2238.0,5.968,rich,988.95,966.9095,22.040506,0.022794798,0.051237933,,22.040506,0.022794798,0.051237933,,0.18103969,0.12980177,24714.6,24737.164,,14.350390625000728,79.599609375,09:26,False,False,75.0,1500.0,0.0,0.0,,-22.215874,-0.0005873773,1.0,1.0,1.0687301,-26.95,-1.7331569,965.0,16.45,-0.95,16.15,23.3,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2025-07,2025-07-29 09:23:00,2025-07-29 09:23:00,1,2025-07-31,PE,25700.0,0.03893778,ITM,1116.0,2.976,rich,1005.25,983.2981,21.951874,0.022324739,0.08685134,,21.951874,0.022324739,0.08685134,,0.25289136,0.16604003,24689.95,24718.531,,1.80078125,91.34921875000146,09:23,False,False,75.0,75.0,0.0,0.0,,-22.118334,-0.0014513859,1.0,1.0,0.08072462,-2.75,31.316437,1002.5,0.0,-17.5,-22.5,-52.45,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-07,2025-07-29 09:24:00,2025-07-29 09:24:00,1,2025-08-07,CE,24200.0,-0.021265876,ITM,2990.0,7.9733334,rich,582.65,560.8,21.849987,0.03896217,0.019576613,,21.849987,0.03896217,0.019576613,,0.13755354,0.117976926,24663.65,24720.145,,28.499609375001455,65.05039062500146,09:24,False,True,300.0,75.0,0.0,0.0,525.0,22.199099,-0.00029788096,1.0,1.0,0.42939982,-7.65,10.165565,575.0,0.0,23.0,7.95,39.0,none,(quiet),,liquid,,,,,both
2025-07,2025-07-31 10:07:00,2025-07-31 10:07:00,1,2025-07-31,PE,25550.0,0.03475168,ITM,322.0,0.85866666,rich,895.4,873.6818,21.718174,0.02485822,0.17149778,,21.718174,0.02485822,0.17149778,,0.4255546,0.2540568,24682.25,24677.346,-15.549999999999272,46.70000000000073,47.25,10:07,True,False,75.0,150.0,0.0,0.0,-675.0,-21.77227,-0.0013459914,1.0,1.0,0.7809832,-24.6,6.8987556,870.8,11.8,11.8,14.5,20.9,medium,"Sensex opens -1%, ends -0.36% to 81,186 after US 25% tariff on India",,liquid,,,,,market→model
2025-08,2025-08-04 09:49:00,2025-08-04 09:49:00,1,2025-08-07,PE,25550.0,0.036729522,ITM,1465.0,3.9066668,rich,957.2,923.128,34.071983,0.036909275,0.09661368,,34.071983,0.036909275,0.09661368,,0.23487307,0.13825938,24604.4,24628.586,-35.099999999998545,65.54960937500073,50.400390625,09:49,False,False,75.0,75.0,0.0,0.0,,-34.144623,-0.00033000944,1.0,1.0,1.2256614,-62.1,-11.43348,895.1,0.0,0.0,0.0,0.0,none,(quiet),,liquid,,,,,market→model
2025-08,2025-08-01 09:29:00,2025-08-01 09:33:00,3,2025-08-14,PE,25050.0,0.01131071,ITM,3731.0,9.949333,rich,411.15,378.9809,32.1691,0.084883176,0.018458458,,32.1691,0.084883176,0.018458458,,0.12458207,0.106123604,24734.7,24768.264,,25.05078125,62.49921874999927,09:33,True,False,75.0,150.0,0.0,0.0,-1425.0,-32.6321,-0.00022772235,1.0,1.0,0.50939935,-18.1,17.432045,425.0,-5.9,-31.95,-25.0,-14.8,none,(quiet),,liquid,,,,,both
2025-08,2025-08-04 09:48:00,2025-08-04 09:49:00,2,2025-08-14,CE,24200.0,-0.018381486,ITM,3340.0,8.906667,cheap,485.1,515.4824,-30.382446,-0.058939826,-0.02477652,,30.382446,0.058939826,0.02477652,,0.09754637,0.122322895,24604.4,24648.945,-35.099999999998545,65.54960937500073,50.400390625,09:49,False,False,75.0,450.0,0.0,0.0,-150.0,-30.087692,-0.00026852562,1.0,1.0,1.2938071,45.85,10.411953,485.1,45.85,31.9,38.95,38.25,none,(quiet),,liquid,2800.25,1893.5,2351.75,2306.25,market→model
2025-08,2025-08-06 10:03:00,2025-08-06 10:03:00,1,2025-08-07,CE,23800.0,-0.03360973,ITM,701.0,1.8693334,rich,842.7,814.4194,28.280615,0.03472488,0.13401042,,28.280615,0.03472488,0.13401042,,0.3031475,0.16913708,24596.6,24613.506,-45.10000000000218,74.80039062500146,3.3996093749992724,10:03,False,False,75.0,75.0,0.0,0.0,-75.0,28.256275,0.00062252005,1.0,1.0,0.9941516,-43.4,0.25531536,799.3,15.7,12.1,25.7,20.7,high,"Trump order adds 25% Russia-oil tariff on India (total 50%, eff. Aug 27) ; RBI MPC decision: Repo held 5.50%",RBI MPC policy decision,liquid,,,,,market→model
2025-08,2025-08-12 10:32:00,2025-08-12 10:32:00,1,2025-08-21,PE,25300.0,0.026404297,ITM,2547.0,6.792,rich,699.0,670.8513,28.148653,0.0419596,0.0391379,3.245035,28.148653,0.0419596,0.0391379,3.245035,0.14585668,0.106718786,24596.65,24640.713,-99.54999999999927,105.94960937499854,65.900390625,10:32,True,False,75.0,600.0,0.0,0.0,3300.0,-28.287598,-0.00018103432,1.0,1.0,0.4711534,-19.0,21.326569,680.0,0.0,-10.0,25.0,39.0,low,US CPI release (Jul 2025),,liquid,,,,,both
2025-08,2025-08-06 10:03:00,2025-08-06 10:03:00,1,2025-08-07,CE,23700.0,-0.03782026,ITM,701.0,1.8693334,rich,942.1,914.1359,27.964104,0.030590752,0.14650416,,27.964104,0.030590752,0.14650416,,0.32921323,0.18270908,24596.6,24613.506,-45.10000000000218,74.80039062500146,3.3996093749992724,10:03,False,False,75.0,75.0,0.0,0.0,0.0,27.949158,0.00057858153,1.0,1.0,0.99325603,-38.2,0.25936908,903.9,0.0,19.65,19.65,19.65,high,"Trump order adds 25% Russia-oil tariff on India (total 50%, eff. Aug 27) ; RBI MPC decision: Repo held 5.50%",RBI MPC policy decision,liquid,,,,,market→model
2025-08,2025-08-04 09:48:00,2025-08-04 09:49:00,2,2025-08-07,PE,25150.0,0.020950103,ITM,1465.0,3.9066668,rich,559.35,533.1034,26.246586,0.04923357,0.04455855,,26.246586,0.04923357,0.04455855,,0.16144985,0.116891295,24604.4,24628.586,-35.099999999998545,65.54960937500073,50.400390625,09:49,False,False,525.0,1350.0,0.0,0.0,-3000.0,-26.177965,0.00020985637,1.0,1.0,1.4425039,-35.6,-10.920691,559.35,-35.6,-25.05,-29.5,-47.35,none,(quiet),,liquid,,,,,market→model
2025-08,2025-08-12 10:32:00,2025-08-12 10:32:00,1,2025-08-14,PE,25500.0,0.03509239,ITM,1047.0,2.792,rich,905.0,879.9776,25.022392,0.02843526,0.10379606,6.8875747,25.022392,0.02843526,0.10379606,6.8875747,0.24602942,0.14223336,24596.65,24620.664,-99.54999999999927,105.94960937499854,65.900390625,10:32,True,False,300.0,150.0,0.0,0.0,-675.0,-24.944181,0.0013617983,1.0,1.0,0.16381621,-4.7,23.990688,900.3,4.3,-6.7,-1.3,18.7,low,US CPI release (Jul 2025),,liquid,,,,,model→market (spot/smile moved)
2025-08,2025-08-04 09:50:00,2025-08-04 09:50:00,1,2025-08-07,CE,24150.0,-0.020089835,ITM,1464.0,3.904,rich,534.7,509.9884,24.711592,0.0484552,0.037036978,,24.711592,0.0484552,0.037036978,,0.16712819,0.13009122,24623.75,24640.076,-0.5999999999985448,46.20000000000073,69.75,09:50,True,False,1200.0,900.0,0.0,0.0,2400.0,24.68652,8.424803e-05,1.0,1.0,1.0699008,-20.15,-1.3164765,514.55,0.0,-20.6,0.55,0.8,none,(quiet),,liquid,,,,,market→model
2025-08,2025-08-12 10:32:00,2025-08-12 10:32:00,1,2025-08-21,CE,24100.0,-0.02218826,ITM,2547.0,6.792,cheap,546.45,570.9631,-24.513083,-0.042932868,-0.03836452,-4.852244,24.513083,0.042932868,0.03836452,4.852244,0.081489064,0.11985358,24596.65,24640.713,-99.54999999999927,105.94960937499854,65.900390625,10:32,True,False,75.0,75.0,0.0,0.0,-75.0,-24.55735,7.0031956e-06,1.0,1.0,0.42868674,13.65,-18.191433,560.1,0.0,0.0,1.9,-22.1,low,US CPI release (Jul 2025),,liquid,-180.0,-180.0,-56.5,-1616.5,both
2025-08,2025-08-29 09:37:00,2025-08-29 09:37:00,1,2025-09-02,PE,25250.0,0.028656567,ITM,1102.0,2.9386666,rich,739.5,715.3394,24.160578,0.033774983,0.078856826,,24.160578,0.033774983,0.078856826,,0.20779161,0.12893479,24499.95,24536.691,,64.40078124999854,33.349218750001455,09:37,False,False,600.0,75.0,0.0,0.0,-375.0,-24.189648,-9.881572e-05,1.0,1.0,0.91785306,-30.6,2.7386692,708.9,15.4,-12.1,17.8,35.9,medium,India Q1 FY26 GDP 7.8% beats (~6.7% est) - released after close,,liquid,,,,,market→model
2025-08,2025-08-28 11:07:00,2025-08-28 11:07:00,2,2025-08-28,CE,24100.0,-0.023201225,ITM,262.0,0.6986667,rich,590.75,566.7297,24.020296,0.042384043,0.16446394,5.2753415,24.020296,0.042384043,0.16446394,5.2753415,0.36197677,0.19751284,24662.85,24665.686,44.89999999999782,39.800390625001455,155.64960937499927,11:07,False,False,150.0,525.0,0.0,0.0,-1050.0,24.008375,0.00036941963,1.0,1.0,0.9420243,-18.15,1.1170189,572.6,-4.4,-11.05,5.45,7.35,none,(quiet),,liquid,,,,,market→model
2025-08,2025-08-28 11:05:00,2025-08-28 11:05:00,1,2025-09-02,PE,25500.0,0.031605784,ITM,1389.0,3.704,rich,820.95,797.06067,23.889318,0.02997177,0.06544232,3.213839,23.889318,0.02997177,0.06544232,3.213839,0.20153524,0.13609292,24672.6,24706.656,56.25,30.050390625001455,165.39960937499927,11:05,False,False,150.0,1500.0,0.0,0.0,600.0,-24.20234,-0.0015417972,1.0,1.0,1.1950403,-27.05,-4.41478,793.9,0.75,33.1,21.1,9.1,none,(quiet),,liquid,,,,,market→model
2025-08,2025-08-05 09:36:00,2025-08-05 09:36:00,1,2025-08-07,CE,24150.0,-0.020759696,ITM,1103.0,2.9413333,rich,539.6,516.24384,23.356136,0.045242447,0.04932792,,23.356136,0.045242447,0.04932792,,0.17775005,0.12842213,24656.65,24656.586,,76.44960937499854,1.900390625,09:36,False,False,300.0,75.0,0.0,-75.0,-375.0,23.371864,2.6110462e-07,1.0,1.0,1.3396375,-27.9,-7.0734696,511.7,-7.0,-13.0,-27.1,-23.55,none,(quiet),,liquid,,,,,market→model
2025-08,2025-08-04 09:16:00,2025-08-04 09:16:00,2,2025-08-14,CE,24200.0,-0.018801983,ITM,3373.0,8.994667,cheap,499.5,522.5835,-23.083483,-0.044171855,-0.018749507,,23.083483,0.044171855,0.018749507,,0.10213404,0.12088355,24625.5,24659.312,,2.9500000000007276,62.650000000001455,09:16,False,False,75.0,1500.0,0.0,0.0,0.0,-22.2586,-0.0006664941,1.0,1.0,0.9007006,20.8,-2.2931335,520.3,4.7,13.65,32.7,-33.6,none,(quiet),,liquid,125.499985,707.25,1945.5,-2364.0,market→model
2025-08,2025-08-29 09:37:00,2025-08-29 09:37:00,1,2025-09-09,PE,25200.0,0.025252765,ITM,2977.0,7.938667,rich,670.0,647.1152,22.884838,0.035364397,0.026454935,,22.884838,0.035364397,0.026454935,,0.13304824,0.1065933,24499.95,24571.598,,64.40078124999854,33.349218750001455,09:37,False,False,75.0,150.0,0.0,-150.0,-225.0,-23.137527,-0.00029234952,1.0,1.0,0.87986994,-21.05,2.8739905,648.95,-4.9,-13.6,9.05,25.55,medium,India Q1 FY26 GDP 7.8% beats (~6.7% est) - released after close,,liquid,,,,,market→model
2025-08,2025-08-13 09:33:00,2025-08-13 09:33:00,2,2025-08-14,PE,25400.0,0.032913003,ITM,731.0,1.9493333,rich,845.0,822.9208,22.079197,0.026830282,0.11624292,,22.079197,0.026830282,0.11624292,,0.27166462,0.1554217,24549.05,24577.617,,50.49921874999927,13.80078125,09:33,False,False,75.0,300.0,0.0,75.0,75.0,-21.94626,0.0028078554,1.0,1.0,0.9283199,-16.15,1.2470202,828.85,-6.55,-19.85,-53.85,-58.85,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2025-08,2025-08-01 12:41:00,2025-08-01 12:41:00,1,2025-08-07,PE,25400.0,0.029708393,ITM,1668.0,4.448,rich,772.1,750.28485,21.815153,0.029075827,0.047637068,3.0730214,21.815153,0.029075827,0.047637068,3.0730214,0.17774846,0.13011138,24647.45,24656.506,-17.700000000000728,136.70078125000146,11.69921875,12:41,False,False,75.0,300.0,0.0,0.0,675.0,-22.038807,-0.0006697327,1.0,1.0,0.858574,-20.1,3.3109114,752.0,0.0,10.2,-2.0,-12.0,none,(quiet),,liquid,,,,,market→model
2025-08,2025-08-29 09:19:00,2025-08-29 09:19:00,1,2025-09-09,CE,24150.0,-0.017472656,ITM,2995.0,7.9866667,rich,502.7,481.00067,21.699322,0.045112874,0.017123628,,21.699322,0.045112874,0.017123628,,0.13353552,0.116411895,24507.4,24575.672,,56.949609374998545,40.800390625001455,09:19,False,True,150.0,150.0,0.0,,,22.24999,-0.00042173095,1.0,1.0,0.38723937,-9.7,15.349107,493.0,-0.6,-0.6,-6.85,-32.35,medium,India Q1 FY26 GDP 7.8% beats (~6.7% est) - released after close,,liquid,,,,,both
2025-08,2025-08-01 15:10:00,2025-08-01 15:10:00,1,2025-08-14,PE,25100.0,0.021288818,ITM,3394.0,9.050667,cheap,552.4,573.5592,-21.159208,-0.03689106,-0.020325394,-5.176999,21.159208,0.03689106,0.020325394,5.176999,0.09375765,0.114083044,24544.55,24571.299,-79.10000000000218,239.59921875000146,2.0007812500007276,15:10,True,False,1650.0,1050.0,0.0,0.0,-2700.0,20.945032,-0.00022361455,1.0,1.0,1.3281137,24.9,6.151604,577.3,-2.3,-11.0,-5.65,,none,(quiet),,liquid,-329.5,-895.0,-547.25,,market→model
2025-09,2025-09-03 09:17:00,2025-09-03 09:17:00,1,2025-09-09,CE,23900.0,-0.027769463,ITM,1872.0,4.992,rich,714.95,681.98926,32.96073,0.04833028,0.057109732,,32.96073,0.04833028,0.057109732,,0.1804407,0.12333096,24548.65,24572.992,,82.04960937500073,3.050390625001455,09:17,False,False,75.0,525.0,0.0,,,33.019478,-5.5127348e-05,1.0,1.0,1.2327505,-39.95,-7.5427933,675.0,2.65,2.75,29.2,11.9,high,"GST Council approves 2-slab GST (5%/18%, 40% sin) - evening",,liquid,,,,,market→model
2025-09,2025-09-04 09:32:00,2025-09-04 09:32:00,1,2025-09-09,PE,25950.0,0.039711438,ITM,1482.0,3.952,rich,1042.2,1010.63306,31.56692,0.031234797,0.10583755,,31.56692,0.031234797,0.10583755,,0.23918349,0.13334595,24913.75,24939.682,,67.0,66.5,09:32,True,False,75.0,75.0,0.0,,,-31.578802,0.00022299337,1.0,1.0,1.096217,-40.15,-3.524042,1002.05,0.0,0.0,0.0,0.0,medium,"GST cut euphoria: Sensex +889 intraday, ends +150 at 80,718",,liquid,,,,,market→model
2025-09,2025-09-05 09:35:00,2025-09-05 09:35:00,1,2025-09-09,CE,24050.0,-0.031030754,ITM,1104.0,2.944,rich,786.0,760.0755,25.924479,0.034107767,0.086260796,,25.924479,0.034107767,0.086260796,,0.2251903,0.1389295,24791.05,24807.99,,41.299218749998545,11.650781249998545,09:35,False,False,75.0,75.0,0.0,-75.0,,25.841654,0.000796504,1.0,1.0,0.89661574,-30.15,3.476445,755.85,4.05,4.05,8.0,0.5,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-05 10:13:00,2025-09-05 10:13:00,1,2025-09-16,PE,25150.0,0.01701728,ITM,2941.0,7.8426666,cheap,436.8,459.87552,-23.07551,-0.050177734,-0.02541154,-8.045648,23.07551,0.050177734,0.02541154,8.045648,0.07197472,0.097386256,24679.1,24725.637,-102.75,153.25039062499854,0.7996093750007276,10:13,True,True,2175.0,150.0,0.0,-375.0,-525.0,23.140017,2.1230722e-05,1.0,1.0,1.0928419,21.9,1.8605049,458.7,0.0,23.7,-34.85,-21.55,none,(quiet),,liquid,-180.0,1360.5,-2445.25,-1580.75,market→model
2025-09,2025-09-05 10:10:00,2025-09-05 10:10:00,1,2025-09-16,CE,24200.0,-0.02384976,ITM,2944.0,7.8506665,cheap,583.7,606.6469,-22.946894,-0.03782578,-0.051889572,-6.315014,22.946894,0.03782578,0.051889572,6.315014,0.056215838,0.10810541,24733.45,24784.102,-46.75,98.90078124999854,9.349218750001455,10:10,True,True,675.0,2775.0,0.0,0.0,0.0,-22.638233,-0.00044491902,1.0,1.0,0.27228114,6.35,-16.971483,590.05,-16.95,-40.1,-39.05,-14.85,none,(quiet),,liquid,-1281.75,-2786.5,-2718.25,-1145.25,model→market (spot/smile moved)
2025-09,2025-09-05 09:35:00,2025-09-05 09:35:00,1,2025-09-16,CE,23900.0,-0.038470145,ITM,2979.0,7.944,rich,966.1,943.6522,22.4478,0.023788212,0.041432526,,22.4478,0.023788212,0.041432526,,0.16350953,0.122077,24791.05,24837.352,,41.299218749998545,11.650781249998545,09:35,False,False,450.0,225.0,0.0,75.0,,22.552565,-0.00017871169,1.0,1.0,0.8650609,-23.1,3.6033208,943.0,0.0,0.0,-4.9,-3.25,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-05 10:11:00,2025-09-05 10:12:00,2,2025-09-16,PE,25250.0,0.021073885,ITM,2942.0,7.845333,cheap,526.35,548.78204,-22.43206,-0.040876083,-0.04666267,-4.848293,22.43206,0.040876083,0.04666267,4.848293,0.051224623,0.09788729,24684.85,24723.451,-97.45000000000073,147.50039062499854,-0.0003906249985448085,10:12,True,True,225.0,375.0,0.0,-75.0,-300.0,22.238096,-0.00028130718,4.0,4.0,1.5577358,26.75,9.577641,526.35,6.1,26.75,41.3,-2.45,none,(quiet),,liquid,216.5,1558.75,2504.5,-339.25,market→model
2025-09,2025-09-05 09:35:00,2025-09-05 09:35:00,1,2025-09-09,CE,24250.0,-0.022749132,ITM,1104.0,2.944,rich,584.0,561.99005,22.009924,0.039164256,0.059294503,,22.009924,0.039164256,0.059294503,,0.17601565,0.116721146,24791.05,24807.99,,41.299218749998545,11.650781249998545,09:35,False,False,675.0,300.0,0.0,150.0,2250.0,22.303787,-0.0013664756,1.0,1.0,0.8728201,-23.15,3.3732212,560.85,0.0,-9.65,4.45,-15.85,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-03 09:37:00,2025-09-03 09:37:00,1,2025-09-09,CE,24150.0,-0.018130608,ITM,1852.0,4.938667,rich,480.75,459.09818,21.651825,0.047161642,0.029233629,,21.651825,0.047161642,0.029233629,,0.13266914,0.10343551,24567.6,24591.848,,63.10039062500073,34.39960937499927,09:37,False,False,75.0,75.0,0.0,225.0,750.0,22.079496,-0.0006517573,1.0,3.0,1.2509154,-17.5,-3.510245,463.25,0.0,-18.15,10.35,26.75,high,"GST Council approves 2-slab GST (5%/18%, 40% sin) - evening",,liquid,,,,,market→model
2025-09,2025-09-26 13:58:00,2025-09-26 13:58:00,1,2025-09-30,CE,23900.0,-0.03244571,ITM,841.0,2.2426667,rich,813.15,791.5887,21.561296,0.027238004,0.0831578,0.26738614,21.561296,0.027238004,0.0831578,0.26738614,0.25885674,0.17569895,24660.35,24688.17,-78.30000000000291,208.25039062499854,0.849609375,13:58,True,False,75.0,75.0,0.0,0.0,0.0,21.548147,0.00018008875,1.0,1.0,0.32713425,-5.65,11.621197,807.5,0.0,-8.2,-14.5,-35.55,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-09,2025-09-05 10:28:00,2025-09-05 10:28:00,2,2025-09-09,PE,25500.0,0.030166345,ITM,1051.0,2.8026667,rich,780.55,759.0277,21.522303,0.028355094,0.08184281,7.908261,21.522303,0.028355094,0.08184281,7.908261,0.21269529,0.13085248,24732.25,24742.244,-48.099999999998545,100.09999999999854,100.29999999999927,10:28,True,True,450.0,150.0,0.0,0.0,-8175.0,-21.397436,0.0013962139,1.0,1.0,0.57312036,-21.5,16.013935,759.05,6.95,39.55,23.0,49.8,none,(quiet),,liquid,,,,,both
2025-09,2025-09-05 10:22:00,2025-09-05 10:22:00,1,2025-09-16,PE,25150.0,0.018173898,ITM,2932.0,7.8186665,rich,506.0,484.5002,21.49979,0.044375192,0.019495677,5.158845,21.49979,0.044375192,0.019495677,5.158845,0.11754329,0.098047614,24650.35,24697.055,-151.35000000000218,182.00039062499854,18.399609374999272,10:22,False,True,900.0,375.0,0.0,1650.0,1125.0,-21.808376,-0.00026847873,1.0,1.0,1.308088,-32.35,-7.619247,473.65,-8.45,-49.8,-31.7,-15.45,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-30 10:56:00,2025-09-30 10:56:00,1,2025-09-30,CE,23700.0,-0.039211236,ITM,273.0,0.728,rich,969.9,948.48615,21.413843,0.022576865,0.2110096,0.6218154,21.413843,0.022576865,0.2110096,0.6218154,0.50778115,0.29677153,24642.1,24647.766,9.049999999999272,89.70039062499927,48.14960937499927,10:56,False,False,75.0,75.0,0.0,150.0,150.0,21.395994,0.00084162666,1.0,2.0,1.5519289,-24.9,-8.855451,945.0,0.0,0.0,0.0,-5.0,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-05 10:22:00,2025-09-05 10:22:00,2,2025-09-09,PE,25600.0,0.03710865,ITM,1057.0,2.8186667,rich,955.0,933.5952,21.404764,0.022927241,0.092698954,,21.404764,0.022927241,0.092698954,,0.2471245,0.15442553,24650.35,24667.43,-151.35000000000218,182.00039062499854,18.399609374999272,10:22,False,True,75.0,75.0,0.0,-75.0,-150.0,-21.347523,0.00087376154,1.0,1.0,1.221096,-34.3,-6.2104816,920.7,4.3,-55.0,-27.25,-12.7,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-29 10:18:00,2025-09-29 10:18:00,2,2025-09-30,PE,25700.0,0.03442696,ITM,686.0,1.8293333,rich,892.05,870.72253,21.327475,0.024493998,0.11291728,2.3957431,21.327475,0.024493998,0.11291728,2.3957431,0.28840944,0.17549215,24777.75,24830.283,33.79999999999927,0.2999999999992724,109.59999999999854,10:18,False,False,1200.0,75.0,0.0,0.0,-1725.0,-21.25885,0.001256239,1.0,2.0,1.5520204,-22.05,-7.8427134,870.0,-7.75,-5.3,7.3,30.0,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-02 14:09:00,2025-09-02 14:10:00,2,2025-09-09,PE,25200.0,0.022854963,ITM,1954.0,5.2106667,rich,599.65,578.3841,21.265911,0.0367678,0.035790116,6.0546904,21.265911,0.0367678,0.035790116,6.0546904,0.13849035,0.10270024,24587.3,24630.586,-90.70000000000073,168.79921874999854,50.55078125,14:10,False,False,150.0,150.0,0.0,150.0,-300.0,-21.34472,-0.00012367532,1.0,1.0,0.4766606,-11.45,12.571284,599.65,-11.45,4.35,6.85,-9.65,none,(quiet),,liquid,,,,,both
2025-09,2025-09-08 09:22:00,2025-09-08 09:22:00,1,2025-09-09,CE,24250.0,-0.022227328,ITM,742.0,1.9786667,rich,568.4,547.2113,21.188675,0.038721193,0.07827939,,21.188675,0.038721193,0.07827939,,0.20453347,0.12625408,24785.2,24795.047,,46.150781249998545,4.19921875,09:22,False,False,225.0,750.0,0.0,-225.0,-2025.0,21.460188,-0.0022531638,1.0,1.0,1.1866268,-24.75,-3.8925571,543.65,-8.65,8.95,49.25,54.8,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-05 10:12:00,2025-09-05 10:12:00,3,2025-09-09,CE,24250.0,-0.017981421,ITM,1067.0,2.8453333,rich,473.55,452.39044,21.159557,0.046772778,0.040918432,2.3164256,21.159557,0.046772778,0.040918432,2.3164256,0.16472664,0.12380821,24684.85,24689.994,-97.45000000000073,147.50039062499854,-0.0003906249985448085,10:12,True,True,75.0,2250.0,0.0,1725.0,1275.0,21.358582,-0.0004558646,2.0,3.0,1.1159276,-17.5,-1.817978,465.6,-9.55,-34.3,33.9,9.15,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-30 09:16:00,2025-09-30 09:18:00,4,2025-09-30,PE,25500.0,0.03081526,ITM,371.0,0.98933333,rich,795.8,774.8604,20.939604,0.02702371,0.14540586,,20.939604,0.02702371,0.14540586,,0.35922638,0.21382052,24709.45,24726.195,,10.950781250001455,28.499218749999272,09:18,False,False,6525.0,3450.0,0.0,0.0,0.0,-20.8255,0.0025844604,1.0,1.0,1.1510224,-21.4,-2.8078332,792.2,3.6,-14.0,28.45,47.8,none,(quiet),,liquid,,,,,market→model
2025-09,2025-09-23 12:37:00,2025-09-23 12:37:00,1,2025-09-30,CE,24550.0,-0.029049693,ITM,2047.0,5.458667,rich,752.35,731.7135,20.636469,0.028202934,0.03897438,2.5463953,20.636469,0.028202934,0.03897438,2.5463953,0.15847363,0.119499244,25208.4,25273.629,79.05000000000291,42.449609374998545,123.75039062499854,12:37,True,False,300.0,75.0,0.0,0.0,-75.0,20.75496,-0.00024825952,1.0,1.0,0.66865057,-12.55,6.2191463,739.8,0.0,0.2,-25.15,-25.15,none,(quiet),,liquid,,,,,both
2025-10,2025-10-01 10:03:00,2025-10-01 10:03:00,1,2025-10-14,PE,25400.0,0.027329478,ITM,3326.0,8.869333,rich,727.9,698.10535,29.79468,0.042679347,0.034942318,,29.79468,0.042679347,0.034942318,,0.13427733,0.099335015,24648.35,24715.23,-14.850000000002183,45.70039062499927,42.39960937499927,10:03,True,False,1725.0,2250.0,0.0,-150.0,-150.0,-30.08885,-0.00036608844,1.0,1.0,0.88221025,-35.95,4.7999244,691.95,9.45,9.45,9.45,-10.9,medium,RBI MPC decision: Repo held 5.50%,RBI MPC policy decision,liquid,,,,,market→model
2025-10,2025-10-24 13:39:00,2025-10-24 13:39:00,2,2025-10-28,CE,24750.0,-0.03991605,ITM,860.0,2.2933333,rich,1038.7,1010.0936,28.606382,0.028320525,0.11654495,0.5605123,28.606382,0.028320525,0.11654495,0.5605123,0.3120382,0.19549327,25736.0,25757.904,-81.45000000000073,208.15000000000146,3.849999999998545,13:39,False,False,150.0,975.0,0.0,-75.0,-75.0,28.542753,0.0008019996,1.0,2.0,0.9607658,-20.35,0.83102137,1018.35,-8.45,-16.55,-3.35,-2.45,low,US CPI release (Sep 2025) - delayed from Oct 15 by US shutdown,,liquid,,,,,market→model
2025-10,2025-10-20 09:23:00,2025-10-20 09:23:00,1,2025-10-20,CE,24950.0,-0.037637945,ITM,366.0,0.976,rich,982.65,957.92114,24.728859,0.025815131,0.18110107,,24.728859,0.025815131,0.18110107,,0.43553558,0.2544345,25887.8,25906.963,,38.39921875000073,78.20078125000146,09:23,False,False,675.0,1275.0,0.0,0.0,-375.0,24.75771,-0.00062661804,3.0,3.0,1.6844594,-68.1,-27.6716,946.85,0.0,-14.35,-37.05,-70.75,none,(quiet),,liquid,,,,,market→model
2025-10,2025-10-24 13:39:00,2025-10-24 13:39:00,1,2025-10-28,CE,24900.0,-0.033873733,ITM,860.0,2.2933333,rich,885.25,860.9079,24.34211,0.028274931,0.09155252,2.2065792,24.34211,0.028274931,0.09155252,2.2065792,0.26766357,0.17611106,25736.0,25757.904,-81.45000000000073,208.15000000000146,3.849999999998545,13:39,False,False,975.0,150.0,0.0,0.0,0.0,24.261341,0.00073532056,1.0,1.0,0.95500803,-19.15,0.90218794,866.1,-15.1,-14.95,-1.8,13.6,low,US CPI release (Sep 2025) - delayed from Oct 15 by US shutdown,,liquid,,,,,market→model
2025-10,2025-10-17 11:42:00,2025-10-17 11:42:00,1,2025-10-20,CE,25050.0,-0.028239207,ITM,602.0,1.6053333,rich,747.35,723.08954,24.260456,0.033551108,0.088292696,4.551918,24.260456,0.033551108,0.088292696,4.551918,0.28604123,0.19774853,25732.7,25767.475,-21.399999999997817,44.05078125,224.09921875000146,11:42,True,False,225.0,75.0,0.0,0.0,-150.0,24.049002,0.0013359521,1.0,1.0,0.48686975,-14.3,15.071305,733.05,0.0,-14.6,-6.3,14.85,none,(quiet),,liquid,,,,,both
2025-10,2025-10-17 13:04:00,2025-10-17 13:04:00,1,2025-10-28,CE,24900.0,-0.03229905,ITM,2395.0,6.386667,rich,864.0,839.9087,24.09132,0.028683262,0.032143664,6.1689634,24.09132,0.028683262,0.032143664,6.1689634,0.18088144,0.14873779,25674.85,25717.375,-99.25,106.650390625,166.24960937500146,13:04,True,False,225.0,1125.0,0.0,0.0,-300.0,24.11051,2.56334e-05,1.0,1.0,0.84245366,-18.8,3.5157673,845.2,-5.25,-8.2,7.4,-33.1,none,(quiet),,liquid,,,,,market→model
2025-10,2025-10-21 13:45:00,2025-10-21 13:45:00,1,2025-11-04,CE,25350.0,-0.025156936,ITM,3479.0,9.277333,rich,710.0,686.10144,23.89857,0.034832414,0.020207614,,23.89857,0.034832414,0.020207614,,0.14075857,0.12055096,25924.05,25995.818,,10.299218749998545,36.10078124999927,13:45,False,True,75.0,225.0,0.0,,,24.812767,-0.0007967244,1.0,1.0,1.1019906,-38.0,-3.5169473,672.0,0.0,6.75,-6.5,-1.35,low,"Diwali Muhurat session (13:45-14:45): Sensex +63 to 84,426","Diwali Muhurat trading (Samvat 2082), 13:45-14:45 IST",liquid,,,,,market→model
2025-10,2025-10-31 10:15:00,2025-10-31 10:15:00,1,2025-11-11,CE,25100.0,-0.03311766,ITM,2564.0,6.837333,rich,882.55,859.4928,23.057186,0.026826503,0.034154717,0.66502553,23.057186,0.026826503,0.034154717,0.66502553,0.16663596,0.13248123,25856.65,25945.172,-64.54999999999927,97.099609375,34.550390625001455,10:15,False,False,150.0,75.0,0.0,-75.0,-225.0,23.645128,-0.0010501937,1.0,1.0,1.0506251,-27.5,-1.3251054,855.05,0.0,0.0,-38.95,-57.7,none,(quiet),,liquid,,,,,market→model
2025-10,2025-10-08 11:18:00,2025-10-08 11:18:00,1,2025-10-14,CE,24550.0,-0.02015398,ITM,1751.0,4.6693335,rich,533.85,510.8218,23.028185,0.045080658,0.036532324,1.53916,23.028185,0.045080658,0.036532324,1.53916,0.13919385,0.10266153,25027.85,25049.799,-84.55000000000291,164.650390625,1.0496093750007276,11:18,False,False,1500.0,75.0,0.0,0.0,75.0,22.96172,0.00019128637,1.0,1.0,0.7171795,-17.2,6.7828393,516.65,-6.65,7.45,8.1,8.65,none,(quiet),,liquid,,,,,market→model
2025-10,2025-10-24 09:42:00,2025-10-24 09:45:00,2,2025-10-28,CE,25100.0,-0.033406608,ITM,1094.0,2.9173334,rich,880.35,857.4311,22.918934,0.026729768,0.06995992,,22.918934,0.026729768,0.06995992,,0.2354216,0.16546167,25884.95,25952.668,2.75,59.200781250001455,44.64921875000073,09:45,False,False,75.0,75.0,0.0,0.0,-2250.0,22.768702,0.00087119243,1.0,1.0,0.7273568,-16.1,6.0349407,876.65,0.0,-14.55,-20.6,-14.6,low,US CPI release (Sep 2025) - delayed from Oct 15 by US shutdown,,liquid,,,,,market→model
2025-10,2025-10-20 09:23:00,2025-10-20 09:23:00,2,2025-10-20,CE,25150.0,-0.02965387,ITM,366.0,0.976,rich,781.0,758.2523,22.747654,0.030000111,0.14545935,,22.747654,0.030000111,0.14545935,,0.35792932,0.21246998,25887.8,25906.963,,38.39921875000073,78.20078125000146,09:23,False,False,7350.0,4425.0,0.0,0.0,,22.662317,0.0017289371,2.0,2.0,2.0060728,-85.95,-43.105095,735.0,-39.95,12.45,-20.3,-65.0,none,(quiet),,liquid,,,,,market→model
2025-10,2025-10-28 10:05:00,2025-10-28 10:05:00,2,2025-11-04,CE,25300.0,-0.026835654,ITM,2199.0,5.864,rich,732.9,710.2341,22.665928,0.03191332,0.029453008,1.1489458,22.665928,0.03191332,0.029453008,1.1489458,0.1632113,0.13375829,25907.05,25988.135,-126.90000000000146,134.64921875000073,1.5007812500007276,10:05,True,False,75.0,2550.0,0.0,0.0,150.0,22.47443,0.0003372907,1.0,1.0,0.64344877,-15.95,8.838298,716.95,-3.95,-0.15,-22.15,-35.2,none,(quiet),,liquid,,,,,both
2025-10,2025-10-08 09:16:00,2025-10-08 09:16:00,1,2025-10-20,CE,24600.0,-0.023895137,ITM,3373.0,8.994667,cheap,596.95,619.356,-22.40603,-0.03617633,-0.03709794,,22.40603,0.03617633,0.03709794,,0.06599633,0.10309426,25120.65,25194.9,,10.149609374999272,42.650390625,09:16,False,True,75.0,450.0,0.0,,,-21.764383,-0.0007828158,1.0,1.0,1.208815,24.0,4.145845,620.95,18.0,29.05,50.05,58.05,none,(quiet),,liquid,990.0,1708.25,3073.25,3593.25,market→model
2025-10,2025-10-10 09:16:00,2025-10-10 09:17:00,5,2025-10-20,CE,24850.0,-0.017055485,ITM,2622.0,6.992,cheap,437.65,459.82153,-22.171528,-0.04821768,-0.027224068,,22.171528,0.04821768,0.027224068,,0.07264629,0.099870354,25204.25,25277.463,,0.4500000000007276,47.400000000001455,09:17,False,True,75.0,375.0,0.0,0.0,,-21.661242,-0.00055614585,1.0,1.0,1.3335725,24.6,6.153309,437.65,24.6,47.1,62.35,91.3,none,(quiet),,liquid,1419.0,2881.5,3872.75,5754.5,market→model
2025-10,2025-10-28 10:04:00,2025-10-28 10:05:00,2,2025-11-04,PE,26550.0,0.021389699,ITM,2199.0,5.864,cheap,568.45,590.5634,-22.113419,-0.037444614,-0.035135075,-3.8790796,22.113419,0.037444614,0.035135075,3.8790796,0.085763685,0.12089876,25907.05,25988.135,-126.90000000000146,134.64921875000073,1.5007812500007276,10:05,True,False,75.0,150.0,0.0,0.0,-75.0,21.687443,-0.00056048116,1.0,1.0,0.66112465,15.85,-8.124298,568.45,15.85,9.15,30.2,30.2,none,(quiet),,liquid,850.25,414.74997,1783.0,1783.0,both
2025-10,2025-10-28 10:31:00,2025-10-28 10:31:00,1,2025-10-28,CE,24950.0,-0.0369311,ITM,298.0,0.79466665,rich,961.3,939.31616,21.983843,0.023404093,0.19526531,0.76732206,21.983843,0.023404093,0.19526531,0.76732206,0.46135566,0.26609033,25883.75,25888.656,-59.349999999998545,157.95000000000073,1.2999999999992724,10:31,False,False,150.0,375.0,0.0,-300.0,-375.0,21.918604,0.0025069078,1.0,2.0,1.385777,-21.3,-5.929562,940.0,0.0,0.0,18.0,18.0,none,(quiet),,liquid,,,,,market→model
2025-10,2025-10-17 13:04:00,2025-10-17 13:04:00,1,2025-10-28,PE,26150.0,0.016682336,ITM,2395.0,6.386667,cheap,444.15,466.05548,-21.90547,-0.047001854,-0.02664479,-6.8557715,21.90547,0.047001854,0.02664479,6.8557715,0.07619835,0.10284314,25674.85,25717.375,-99.25,106.650390625,166.24960937500146,13:04,True,False,300.0,300.0,0.0,-150.0,-975.0,21.570694,-0.0003751941,1.0,1.0,0.8755078,19.05,-2.708802,463.2,8.6,17.15,-5.3,24.75,none,(quiet),,liquid,379.00003,934.75,-524.5,1428.75,market→model
2025-10,2025-10-17 11:42:00,2025-10-17 11:42:00,1,2025-10-28,PE,26250.0,0.017223492,ITM,2477.0,6.6053333,cheap,455.55,477.3066,-21.756601,-0.045582023,-0.029180378,-2.9639926,21.756601,0.045582023,0.029180378,2.9639926,0.06949747,0.09867785,25732.7,25801.754,-21.399999999997817,44.05078125,224.09921875000146,11:42,True,False,75.0,750.0,0.0,-75.0,1650.0,20.695923,-0.0011716846,1.0,1.0,0.43558034,8.3,-10.755038,463.85,0.0,0.0,18.35,-6.95,none,(quiet),,liquid,-180.0,-180.0,1012.75,-631.75,both
2025-10,2025-10-20 09:46:00,2025-10-20 09:46:00,2,2025-10-20,PE,26500.0,0.026349291,ITM,343.0,0.91466665,rich,711.8,690.0792,21.72076,0.03147575,0.1415398,,21.72076,0.03147575,0.1415398,,0.33147743,0.18993762,25803.55,25810.863,-103.90000000000146,122.64921875000073,15.05078125,09:46,True,False,900.0,300.0,0.0,75.0,675.0,-21.56241,0.0034993151,2.0,2.0,2.5729282,-47.45,-29.007977,688.85,-24.5,-1.25,-7.7,-27.65,none,(quiet),,liquid,,,,,market→model
2025-10,2025-10-31 09:21:00,2025-10-31 09:21:00,2,2025-11-11,CE,25600.0,-0.013712819,ITM,2618.0,6.9813333,cheap,399.25,420.77142,-21.521416,-0.051147524,-0.017058969,,21.521416,0.051147524,0.017058969,,0.097508244,0.11456721,25869.05,25953.467,,16.149218750000728,46.950781250001455,09:21,False,True,150.0,1125.0,0.0,0.0,300.0,-21.43303,-9.308756e-05,1.0,1.0,1.1006976,26.0,2.3786182,425.25,0.8,27.9,66.85,46.75,none,(quiet),,liquid,-128.0,1633.5,4165.25,2858.75,market→model
2025-11,2025-11-14 09:16:00,2025-11-14 09:16:00,1,2025-11-18,CE,24850.0,-0.03870023,ITM,1123.0,2.9946666,rich,1022.0,983.9137,38.086323,0.038709007,0.11217611,,38.086323,0.038709007,0.11217611,,0.28885174,0.17667563,25784.45,25830.553,,42.30078125,18.149218750000728,09:16,False,False,75.0,75.0,0.0,,,37.999645,0.0007651031,1.0,1.0,1.0625787,-48.0,-2.8268723,974.0,8.0,6.65,33.0,87.75,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,,,,,market→model
2025-11,2025-11-14 10:53:00,2025-11-14 10:54:00,2,2025-11-25,CE,25350.0,-0.022960419,ITM,2900.0,7.733333,cheap,600.0,630.71564,-30.715624,-0.04869964,-0.036723237,-5.079185,30.715624,0.04869964,0.036723237,5.079185,0.08870678,0.12543002,25837.4,25938.78,51.05000000000291,41.749609375001455,85.70039062499927,10:54,True,False,75.0,150.0,0.0,0.0,375.0,-30.737675,-3.1474276e-05,1.0,1.0,0.93750846,26.35,-1.7564133,600.0,26.35,30.0,43.0,17.35,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,1532.75,1770.0,2615.0,947.75,market→model
2025-11,2025-11-14 10:53:00,2025-11-14 10:54:00,2,2025-11-18,PE,26450.0,0.021214109,ITM,1025.0,2.7333333,rich,594.35,563.89545,30.454563,0.054007467,0.06274527,3.3939044,30.454563,0.054007467,0.06274527,3.3939044,0.19320399,0.13045871,25837.4,25894.797,51.05000000000291,41.749609375001455,85.70039062499927,10:54,True,False,150.0,450.0,0.0,0.0,450.0,-31.26556,-0.0025237415,1.0,1.0,0.9174511,-25.1,2.258407,594.35,-25.1,-45.55,-39.7,-7.1,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,,,,,market→model
2025-11,2025-11-07 13:26:00,2025-11-07 13:26:00,1,2025-11-18,PE,25950.0,0.0137428865,ITM,2748.0,7.328,rich,434.7,405.87988,28.82011,0.0710065,0.021494126,2.768631,28.82011,0.0710065,0.021494126,2.768631,0.12156988,0.10007575,25526.15,25595.81,52.30000000000291,0.6996093749985448,207.70039062499927,13:26,True,False,75.0,750.0,0.0,0.0,-225.0,-28.907045,-3.0203413e-05,1.0,1.0,1.1638217,-35.25,-4.9618564,399.45,0.0,5.95,-4.0,11.55,none,(quiet),,liquid,,,,,market→model
2025-11,2025-11-14 14:51:00,2025-11-14 14:51:00,1,2025-11-25,CE,25350.0,-0.019503325,ITM,2663.0,7.101333,rich,577.0,549.9705,27.029503,0.04914719,0.02269396,2.2647252,27.029503,0.04914719,0.02269396,2.2647252,0.14815536,0.1254614,25766.75,25849.262,5.0,112.40000000000146,25.950000000000728,14:51,True,False,75.0,300.0,0.0,75.0,-75.0,27.247738,-0.0001559472,1.0,1.0,0.68147326,-21.0,9.81559,556.0,0.0,1.85,98.85,96.0,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,,,,,market→model
2025-11,2025-11-04 09:17:00,2025-11-04 09:17:00,1,2025-11-04,CE,25150.0,-0.024047516,ITM,372.0,0.992,rich,639.05,613.0822,25.967785,0.042356122,0.14512025,,25.967785,0.042356122,0.14512025,,0.31435528,0.16923502,25762.75,25762.125,,24.650000000001455,18.950000000000728,09:17,False,False,150.0,75.0,0.0,0.0,,25.970074,7.41709e-05,1.0,1.0,0.6035725,-28.4,18.653173,610.65,0.0,-8.25,-29.75,-69.9,none,(quiet),,liquid,,,,,both
2025-11,2025-11-14 09:35:00,2025-11-14 09:35:00,1,2025-11-18,CE,24900.0,-0.03952783,ITM,1104.0,2.944,rich,1033.0,1007.25916,25.740873,0.025555363,0.08841293,,25.740873,0.025555363,0.08841293,,0.2693784,0.18096545,25860.45,25903.955,,18.700781250001455,94.14921875000073,09:35,True,False,75.0,375.0,0.0,75.0,-600.0,25.442987,0.0021657604,1.0,1.0,1.2400851,-32.0,-6.1953206,1001.0,0.0,-20.0,-31.0,-87.1,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,,,,,market→model
2025-11,2025-11-14 15:03:00,2025-11-14 15:04:00,3,2025-11-25,CE,25350.0,-0.02325633,ITM,2650.0,7.0666666,cheap,607.4,633.1178,-25.717827,-0.04062092,-0.03368715,-3.478462,25.717827,0.04062092,0.03368715,3.478462,0.09308403,0.12677118,25886.25,25946.457,103.15000000000146,7.299999999999272,145.45000000000073,15:04,True,True,975.0,600.0,0.0,0.0,225.0,-25.47884,-0.00029914052,1.0,1.0,1.1452131,31.15,3.9498239,607.4,31.15,56.85,47.2,,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,1844.75,3515.25,2888.0,,market→model
2025-11,2025-11-11 09:16:00,2025-11-11 09:16:00,2,2025-11-11,CE,24700.0,-0.035599146,ITM,373.0,0.9946667,rich,920.7,895.6927,25.007303,0.027919512,0.18620373,,25.007303,0.027919512,0.18620373,,0.41437018,0.22816645,25583.25,25595.137,,54.349999999998545,4.900000000001455,09:16,False,True,75.0,300.0,0.0,,,25.023188,-0.00035371564,12.0,13.0,5.258672,-85.7,-69.403114,894.15,0.0,-34.15,-57.0,-71.7,low,"Markets resilient after Red Fort blast: Sensex +336, defence stocks up",,liquid,,,,,market→model
2025-11,2025-11-07 13:26:00,2025-11-07 13:26:00,1,2025-11-18,PE,26100.0,0.01950659,ITM,2748.0,7.328,rich,558.0,533.14453,24.85544,0.04662045,0.023496829,4.4287524,24.85544,0.04662045,0.023496829,4.4287524,0.12581056,0.102313735,25526.15,25595.81,52.30000000000291,0.6996093749985448,207.70039062499927,13:26,True,False,225.0,225.0,0.0,0.0,150.0,-25.85468,-0.0010235833,1.0,1.0,1.2095654,-33.2,-5.752125,524.8,0.0,11.25,-4.8,31.4,none,(quiet),,liquid,,,,,market→model
2025-11,2025-11-07 09:21:00,2025-11-07 09:22:00,2,2025-11-11,CE,24500.0,-0.034651566,ITM,1117.0,2.9786668,rich,891.05,866.31647,24.733507,0.028550198,0.08480834,,24.733507,0.028550198,0.08480834,,0.23983404,0.1550257,25331.75,25363.844,,115.34999999999854,0.3499999999985448,09:22,True,False,75.0,825.0,0.0,-75.0,,24.615135,0.0010217426,1.0,1.0,0.9433564,-25.4,1.525136,891.05,-25.4,-22.15,-32.5,20.0,none,(quiet),,liquid,,,,,market→model
2025-11,2025-11-14 14:28:00,2025-11-14 14:28:00,1,2025-11-18,PE,26500.0,0.02568018,ITM,811.0,2.1626666,rich,698.4,675.76,22.640003,0.033503022,0.07318044,3.096443,22.640003,0.033503022,0.07318044,3.096443,0.22108239,0.14790195,25779.35,25828.139,18.399999999997817,99.80039062500146,38.54960937500073,14:28,False,False,750.0,1350.0,0.0,0.0,-450.0,-22.884613,-0.0014217002,1.0,1.0,1.277597,-38.4,-8.343573,660.0,0.0,1.05,5.0,35.0,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,,,,,market→model
2025-11,2025-11-07 11:21:00,2025-11-07 11:21:00,1,2025-11-11,PE,26300.0,0.03270577,ITM,998.0,2.6613333,rich,870.0,847.61536,22.384657,0.02640898,0.08780286,2.1376948,22.384657,0.02640898,0.08780286,2.1376948,0.23254131,0.14473845,25428.3,25453.752,50.599999999998545,18.799218749998545,109.85078124999927,11:21,False,False,75.0,75.0,0.0,-225.0,-675.0,-22.384197,0.000149528,1.0,1.0,0.9010526,-16.1,1.7679918,853.9,0.0,-2.7,-33.9,-14.2,none,(quiet),,liquid,,,,,market→model
2025-11,2025-11-19 09:18:00,2025-11-19 09:18:00,1,2025-11-25,CE,25250.0,-0.025616433,ITM,1871.0,4.989333,rich,690.95,669.4005,21.549494,0.032192226,0.03400962,,21.549494,0.032192226,0.03400962,,0.159908,0.12589838,25874.25,25905.17,,59.400000000001455,15.950000000000728,09:18,False,False,75.0,75.0,0.0,0.0,0.0,22.657227,-0.0021859147,1.0,1.0,1.4935609,-26.7,-8.82326,664.25,0.0,29.0,37.65,13.7,none,(quiet),,liquid,,,,,market→model
2025-11,2025-11-19 12:01:00,2025-11-19 12:01:00,1,2025-11-25,PE,26550.0,0.019534552,ITM,1708.0,4.5546665,rich,547.05,525.53937,21.51065,0.04093062,0.032710157,4.1347184,21.51065,0.04093062,0.032710157,4.1347184,0.1346309,0.10192075,25993.3,26036.39,42.25,1.4992187499992724,137.10078124999927,12:01,False,False,225.0,150.0,0.0,-225.0,-975.0,-23.20296,-0.003387087,1.0,1.0,0.5748819,-16.55,12.23852,530.5,0.0,-2.55,-5.0,-24.8,none,(quiet),,liquid,,,,,both
2025-11,2025-11-07 09:22:00,2025-11-07 09:22:00,1,2025-11-18,CE,24750.0,-0.025999943,ITM,2992.0,7.978667,rich,702.25,681.38525,20.864738,0.03062106,0.021564772,,20.864738,0.03062106,0.021564772,,0.14358824,0.12202346,25331.75,25401.938,,115.34999999999854,0.3499999999985448,09:22,True,False,75.0,150.0,0.0,0.0,,21.548605,-0.0007461492,1.0,1.0,0.8864181,-15.75,2.0181394,686.5,0.0,3.6,3.6,3.6,none,(quiet),,liquid,,,,,market→model
2025-11,2025-11-03 09:21:00,2025-11-03 09:21:00,3,2025-11-04,CE,25100.0,-0.02419929,ITM,743.0,1.9813334,rich,637.9,617.17975,20.720222,0.033572428,0.0778507,,20.720222,0.033572428,0.0778507,,0.21463561,0.13678491,25681.7,25714.81,,57.05078125,22.499218749999272,09:21,False,False,450.0,225.0,0.0,0.0,,20.778616,-0.00040089572,1.0,3.0,1.1763177,-17.9,-2.6830215,620.0,-1.65,-7.75,20.05,68.85,none,(quiet),,liquid,,,,,market→model
2025-11,2025-11-14 12:12:00,2025-11-14 12:12:00,1,2025-11-25,CE,25350.0,-0.02278998,ITM,2822.0,7.5253334,cheap,604.7,625.2062,-20.506163,-0.032799043,-0.022766022,-2.4893286,20.506163,0.032799043,0.022766022,2.4893286,0.102652445,0.12541847,25832.85,25934.36,39.19999999999709,46.300390625001455,81.14960937499927,12:12,True,False,75.0,75.0,0.0,0.0,75.0,-21.134787,0.0005817398,1.0,1.0,0.8431672,16.95,-3.1527753,621.65,0.0,0.0,0.75,-25.25,medium,"NDA sweeps Bihar; Sensex reverses early weakness, +84",,liquid,-180.0,-180.0,-131.25,-1821.25,market→model
2025-11,2025-11-24 15:00:00,2025-11-24 15:04:00,3,2025-12-02,PE,26550.0,0.019045057,ITM,2275.0,6.0666666,cheap,505.2,525.6136,-20.41361,-0.038837675,-0.03356486,-2.362706,20.41361,0.038837675,0.03356486,2.362706,0.07129139,0.104856245,25977.2,26049.139,-48.95000000000073,165.60078124999927,-0.0007812500007275958,15:04,True,False,300.0,375.0,0.0,0.0,-225.0,19.439932,-0.0012315486,1.0,1.0,1.2263315,21.6,3.986492,480.65,11.4,46.15,50.35,,none,(quiet),,liquid,561.0,2819.75,3092.75,,market→model
2025-11,2025-11-11 09:39:00,2025-11-11 09:39:00,1,2025-11-11,PE,26300.0,0.03005452,ITM,350.0,0.93333334,rich,799.75,779.4671,20.28291,0.026021508,0.14841904,,20.28291,0.026021508,0.14841904,,0.35633284,0.20791379,25513.45,25521.326,,124.15078124999854,24.549218749998545,09:39,False,False,75.0,525.0,0.0,75.0,-825.0,-20.14764,0.0035536299,1.0,1.0,0.7464599,-12.05,4.0928636,787.7,0.0,-14.2,9.15,-13.05,low,"Markets resilient after Red Fort blast: Sensex +336, defence stocks up",,liquid,,,,,market→model
2025-12,2025-12-09 10:18:00,2025-12-09 10:18:00,2,2025-12-09,PE,26350.0,0.01931015,ITM,311.0,0.8293333,rich,536.0,505.2406,30.759403,0.060880706,0.15038937,6.9850097,30.759403,0.060880706,0.15038937,6.9850097,0.30822104,0.15783168,25830.45,25846.059,80.75,60.50078125000073,102.44921875,10:18,True,False,150.0,975.0,0.0,0.0,-7650.0,-30.610815,0.002428129,1.0,1.0,0.93518764,-27.05,1.8746773,508.95,2.05,-6.25,38.5,39.05,none,(quiet),,liquid,,,,,market→model
2025-12,2025-12-05 10:03:00,2025-12-05 10:03:00,1,2025-12-09,PE,27000.0,0.03418661,ITM,1076.0,2.8693333,rich,933.35,908.00616,25.343851,0.02791154,0.099606946,,25.343851,0.02791154,0.099606946,,0.2351881,0.13558115,26050.85,26092.56,11.25,11.250390624998545,65.49960937500146,10:03,True,False,150.0,1125.0,0.0,0.0,1575.0,-25.176805,0.0025205116,1.0,1.0,1.9528257,-78.35,-38.22865,855.0,0.0,22.0,-15.8,60.6,high,RBI MPC decision: Repo CUT 25bp to 5.25%,RBI MPC policy decision,liquid,,,,,market→model
2025-12,2025-12-05 10:02:00,2025-12-05 10:03:00,4,2025-12-09,PE,26800.0,0.026751628,ITM,1076.0,2.8693333,rich,734.1,708.94666,25.153328,0.03547986,0.0799581,,25.153328,0.03547986,0.0799581,,0.19765444,0.117696345,26050.85,26092.56,11.25,11.250390624998545,65.49960937500146,10:03,True,False,75.0,7425.0,0.0,0.0,-225.0,-25.294846,-0.0010955456,1.0,3.0,3.7810555,-51.9,-38.173676,734.1,-51.9,-76.3,-92.65,-26.6,high,RBI MPC decision: Repo CUT 25bp to 5.25%,RBI MPC policy decision,liquid,,,,,market→model
2025-12,2025-12-05 10:03:00,2025-12-05 10:03:00,2,2025-12-09,PE,26700.0,0.023013307,ITM,1076.0,2.8693333,rich,634.6,609.88165,24.718328,0.040529713,0.06868482,,24.718328,0.040529713,0.06868482,,0.17822132,0.109536506,26050.85,26092.56,11.25,11.250390624998545,65.49960937500146,10:03,True,False,300.0,675.0,0.0,0.0,-300.0,-25.078686,-0.0022132872,1.0,1.0,2.2179048,-69.35,-38.081753,565.25,4.45,16.05,-25.65,47.55,high,RBI MPC decision: Repo CUT 25bp to 5.25%,RBI MPC policy decision,liquid,,,,,market→model
2025-12,2025-12-09 10:18:00,2025-12-09 10:18:00,1,2025-12-16,PE,26250.0,0.0135918725,ITM,2186.0,5.8293333,rich,412.0,387.91583,24.08418,0.062086098,0.021970501,6.614037,24.08418,0.062086098,0.021970501,6.614037,0.11595214,0.093981646,25830.45,25895.627,80.75,60.50078125000073,102.44921875,10:18,True,False,2400.0,3450.0,0.0,0.0,-375.0,-24.635262,-0.0005166475,1.0,1.0,0.79554784,-26.25,6.74613,385.75,24.25,4.6,25.25,36.75,none,(quiet),,liquid,,,,,market→model
2025-12,2025-12-01 11:41:00,2025-12-01 11:41:00,1,2025-12-02,CE,25300.0,-0.037135944,ITM,603.0,1.608,rich,982.35,958.3298,24.020239,0.025064692,0.13209626,1.9915415,24.020239,0.025064692,0.13209626,1.9915415,0.33349776,0.2014015,26243.35,26257.203,8.94999999999709,82.45039062499927,19.199609374998545,11:41,False,True,75.0,300.0,0.0,0.0,-75.0,23.960392,0.001182795,1.0,1.0,2.242169,-42.35,-23.462038,940.0,0.0,0.0,-24.9,-25.0,none,(quiet),,liquid,,,,,market→model
2025-12,2025-12-01 11:41:00,2025-12-01 11:42:00,2,2025-12-02,CE,25400.0,-0.032299254,ITM,602.0,1.6053333,rich,858.6,835.07263,23.527391,0.028174067,0.11922441,4.965361,23.527391,0.028174067,0.11922441,4.965361,0.2993567,0.1801323,26228.4,26233.795,-6.849999999998545,97.39960937499927,4.250390624998545,11:42,True,True,1275.0,75.0,0.0,0.0,-1575.0,23.472672,0.00094961125,1.0,3.0,1.9693491,-25.5,-12.551559,858.6,-25.5,-60.6,-38.6,-65.05,none,(quiet),,liquid,,,,,market→model
2025-12,2025-12-10 09:20:00,2025-12-10 09:20:00,1,2025-12-16,CE,25050.0,-0.032537445,ITM,1869.0,4.984,rich,856.05,833.12134,22.928669,0.027521405,0.052262407,,22.928669,0.027521405,0.052262407,,0.17724112,0.12497871,25852.45,25878.469,,41.00078125000073,19.799218749998545,09:20,False,False,150.0,75.0,0.0,75.0,,23.108301,-0.00060046156,1.0,1.0,0.27810308,-6.6,17.132208,849.45,0.0,0.0,30.55,41.1,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2025-12,2025-12-10 09:16:00,2025-12-10 09:16:00,2,2025-12-23,CE,25400.0,-0.020650225,ITM,3748.0,9.994667,cheap,550.0,572.16626,-22.16626,-0.03874094,-0.020381361,,22.16626,0.03874094,0.020381361,,0.08279302,0.10317438,25866.05,25929.969,,8.649218750000728,33.400781249998545,09:16,False,False,900.0,75.0,0.0,,,-19.796629,-0.0019868934,1.0,1.0,1.0382403,31.35,1.1546792,581.35,-2.2,8.65,15.55,45.35,none,(quiet),,liquid,-323.0,382.24997,830.75,2767.75,market→model
2025-12,2025-12-09 10:33:00,2025-12-09 10:33:00,2,2025-12-09,CE,25000.0,-0.03181069,ITM,296.0,0.78933334,rich,830.5,808.5827,21.917282,0.027105799,0.18408082,3.1904242,21.917282,0.027105799,0.18408082,3.1904242,0.41263622,0.2285554,25803.65,25808.05,48.55000000000291,87.29960937500073,75.650390625,10:33,True,False,75.0,375.0,0.0,0.0,-2250.0,21.849293,0.0026956801,1.0,1.0,1.4631823,-26.5,-8.388792,804.0,-16.0,16.0,0.0,30.95,none,(quiet),,liquid,,,,,market→model
2025-12,2025-12-12 10:22:00,2025-12-12 10:22:00,2,2025-12-23,PE,26500.0,0.017453512,ITM,2932.0,7.8186665,cheap,460.0,481.59937,-21.599354,-0.044849217,-0.034350142,-12.926347,21.599354,0.044849217,0.034350142,12.926347,0.05096923,0.08531937,25976.0,26041.494,-37.54999999999927,62.400000000001455,12.900000000001455,10:22,True,True,75.0,1800.0,0.0,0.0,375.0,19.866552,-0.0019131704,1.0,1.0,1.1296405,20.65,2.3698475,480.65,14.35,19.55,2.35,12.85,none,(quiet),,liquid,752.75,1090.75,-27.250006,655.25,market→model
2025-12,2025-12-08 13:31:00,2025-12-08 13:31:00,3,2025-12-16,CE,25000.0,-0.039866358,ITM,2368.0,6.3146667,rich,1043.1,1021.83276,21.267262,0.02081286,0.047058854,4.0938215,21.267262,0.020813227,0.047058854,4.0938215,0.18184854,0.13478969,25938.85,26016.793,-73.75,239.85039062500073,0.8996093749992724,13:31,True,True,75.0,225.0,0.0,0.0,17250.0,20.714556,0.0020229744,1.0,3.0,2.036879,-28.1,-14.304384,1015.0,-13.0,-15.0,-9.7,-20.1,none,(quiet),,liquid,,,,,market→model
2025-12,2025-12-09 10:20:00,2025-12-09 10:20:00,1,2025-12-09,CE,25300.0,-0.020536866,ITM,309.0,0.824,rich,547.0,525.89014,21.109863,0.040141203,0.1300554,5.291236,21.109863,0.040141203,0.1300554,5.291236,0.290677,0.16062161,25816.85,25824.955,69.19999999999709,74.10039062500073,88.849609375,10:20,True,False,75.0,1050.0,0.0,0.0,-5850.0,21.048807,0.0013312252,1.0,1.0,0.6289853,-17.0,10.027659,530.0,19.65,17.0,-18.1,-31.55,none,(quiet),,liquid,,,,,both
2025-12,2025-12-31 09:27:00,2025-12-31 09:27:00,1,2026-01-13,PE,26450.0,0.013681958,ITM,3737.0,9.965333,rich,416.45,395.4673,20.982706,0.053058006,0.01445835,,20.982706,0.053058006,0.01445835,,0.08860679,0.07414844,26006.7,26090.576,,21.30078125,35.94921875,09:27,False,False,65.0,65.0,0.0,0.0,,-22.110695,-0.00080066285,1.0,1.0,1.2272513,-31.35,-5.80511,385.1,0.0,0.0,9.4,29.1,none,(quiet),,liquid,,,,,market→model
2025-12,2025-12-24 09:17:00,2025-12-24 09:18:00,2,2026-01-06,CE,25700.0,-0.02225665,ITM,3371.0,8.989333,cheap,583.6,604.3778,-20.777832,-0.03437888,-0.028689152,,20.777832,0.03437888,0.028689152,,0.06970066,0.09838981,26188.05,26278.408,,23.749218749999272,46.650781249998545,09:18,False,False,130.0,520.0,0.0,0.0,,-18.802128,-0.002146239,1.0,1.0,1.5530463,31.44,11.195916,583.6,31.44,31.4,51.4,24.4,none,(quiet),,liquid,1863.6,1861.0,3161.0,1406.0,market→model
2025-12,2025-12-31 09:27:00,2025-12-31 09:27:00,2,2026-01-13,CE,25600.0,-0.018981848,ITM,3737.0,9.965333,cheap,499.7,520.4105,-20.710535,-0.03979653,-0.022507949,,20.710535,0.03979653,0.022507949,,0.06464879,0.08715674,26006.7,26090.576,,21.30078125,35.94921875,09:27,False,False,130.0,520.0,1.0,0.0,-65.0,-18.394848,-0.0021314612,1.0,2.0,1.3829561,20.05,5.5520716,519.75,9.25,3.15,-0.8,-14.7,none,(quiet),,liquid,421.25,24.750008,-232.0,-1135.5,market→model
2025-12,2025-12-01 11:41:00,2025-12-01 11:46:00,3,2025-12-09,CE,25500.0,-0.028687004,ITM,2473.0,6.5946665,rich,774.75,754.07935,20.670626,0.027411737,0.031092038,3.8591,20.670626,0.027411737,0.031092038,3.8591,0.14669128,0.115599245,26187.3,26242.111,-56.04999999999927,138.49921874999927,0.3507812499992724,11:46,True,False,150.0,375.0,0.0,0.0,1350.0,21.896545,-0.0023786412,1.0,1.0,0.94815946,-20.75,1.1345052,798.7,-5.9,-44.7,-23.7,-41.6,none,(quiet),,liquid,,,,,market→model
2025-12,2025-12-08 09:20:00,2025-12-08 09:20:00,1,2025-12-16,CE,25700.0,-0.020774273,ITM,2619.0,6.984,cheap,540.0,560.19495,-20.194963,-0.036049884,-0.0416686,,20.194963,0.036049884,0.0416686,,0.057884548,0.09955315,26171.45,26239.482,,1.6007812499992724,44.19921875,09:20,True,False,75.0,75.0,0.0,-675.0,-825.0,-18.045609,-0.002839865,1.0,1.0,0.7349094,15.05,-5.428715,555.05,2.7,-9.05,-37.25,-62.45,none,(quiet),,liquid,-4.499996,-768.25,-2601.25,-4239.25,market→model
2025-12,2025-12-05 10:31:00,2025-12-05 10:31:00,1,2025-12-09,PE,26800.0,0.027111009,ITM,1048.0,2.7946668,rich,738.05,717.9452,20.104807,0.028003262,0.0736655,3.2242522,20.104807,0.028003262,0.0736655,3.2242522,0.19069047,0.11702498,26048.0,26083.186,24.950000000000728,65.84999999999854,62.650000000001455,10:31,True,False,300.0,825.0,0.0,0.0,-19275.0,-20.159521,-0.000426645,1.0,1.0,1.1451353,-30.55,-3.8719287,707.5,0.0,0.15,-34.5,-62.5,high,RBI MPC decision: Repo CUT 25bp to 5.25%,RBI MPC policy decision,liquid,,,,,market→model
2025-12,2025-12-31 09:27:00,2025-12-31 09:27:00,1,2026-01-13,CE,25750.0,-0.013139573,ITM,3737.0,9.965333,cheap,370.95,390.96542,-20.01543,-0.051194884,-0.014346369,,20.01543,0.051194884,0.014346369,,0.068322904,0.08266927,26006.7,26090.576,,21.30078125,35.94921875,09:27,False,False,130.0,65.0,0.0,0.0,,-18.839514,-0.0008204743,1.0,1.0,1.2605547,24.05,4.9710975,395.0,5.25,1.45,-17.5,-10.1,none,(quiet),,liquid,161.25,-85.75,-1317.5,-836.5,market→model
2026-01,2026-01-27 09:16:00,2026-01-27 09:16:00,6,2026-01-27,CE,24450.0,-0.025133628,ITM,373.0,0.9946667,rich,694.25,625.6685,68.58148,0.10961313,0.2415335,,68.58148,0.10961313,0.2415335,,0.45089,0.20935652,25053.25,25072.305,,73.04999999999927,9.450000000000728,09:16,False,True,65.0,260.0,0.0,0.0,0.0,69.49532,-0.00982375,1.0,2.0,1.6571045,-78.5,-31.128214,615.75,9.7,-88.65,-92.7,90.1,none,(quiet),,liquid,,,,,market→model
2026-01,2026-01-21 09:16:00,2026-01-21 09:16:00,3,2026-02-03,CE,24800.0,-0.021907402,ITM,3748.0,9.994667,cheap,603.05,646.94934,-43.89932,-0.06785589,-0.031198395,,43.89932,0.06785589,0.031198395,,0.11746428,0.14866267,25253.3,25349.299,,0.69921875,123.15078124999854,09:16,False,True,65.0,1755.0,0.0,195.0,195.0,-42.94513,-0.0006940815,1.0,1.0,0.68835264,26.15,-11.839249,629.2,21.8,-3.55,11.75,-23.4,none,(quiet),,liquid,1237.0,-410.75,583.75,-1701.0,market→model
2026-01,2026-01-12 12:19:00,2026-01-12 12:21:00,2,2026-01-13,PE,26350.0,0.025245251,ITM,563.0,1.5013334,rich,700.0,659.2501,40.7499,0.06181251,0.14112705,4.8398232,40.7499,0.06181251,0.14112705,4.8398232,0.3026939,0.16156685,25660.65,25693.113,172.75,40.29960937500073,187.25039062499854,12:21,True,False,195.0,260.0,0.0,0.0,-2795.0,-40.542614,0.0020819064,1.0,1.0,0.22039305,-9.4,33.251072,709.4,-9.4,-19.5,-76.86,-101.25,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-01,2026-01-27 09:16:00,2026-01-27 09:16:00,1,2026-02-03,PE,25650.0,0.020648688,ITM,2623.0,6.9946666,cheap,574.55,614.84845,-40.298443,-0.06554208,-0.034065705,,40.298443,0.06554208,0.034065705,,0.1311145,0.1651802,25053.25,25125.791,,73.04999999999927,9.450000000000728,09:16,False,True,195.0,390.0,0.0,65.0,65.0,40.269886,-7.079204e-05,1.0,1.0,1.8326856,66.45,30.191736,641.0,-28.05,51.95,65.35,-107.0,none,(quiet),,liquid,-2003.25,3196.75,4067.75,-7135.0,market→model
2026-01,2026-01-23 12:42:00,2026-01-23 12:42:00,1,2026-01-27,CE,24650.0,-0.024492236,ITM,542.0,1.4453334,rich,655.55,617.42804,38.121952,0.061743148,0.11974988,5.377787,38.121952,0.061743148,0.11974988,5.377787,0.3091977,0.1894478,25223.55,25261.188,29.349999999998545,124.39921875000073,39.900781249998545,12:42,False,False,5265.0,1755.0,0.0,0.0,-325.0,38.817253,-0.004015161,1.0,1.0,0.68760926,-28.5,12.947959,627.05,-7.2,-15.05,-15.05,-44.8,none,(quiet),,liquid,,,,,market→model
2026-01,2026-01-27 09:43:00,2026-01-27 09:43:00,2,2026-02-03,PE,26200.0,0.038134743,ITM,2596.0,6.9226665,rich,1046.95,1009.5085,37.441513,0.037088852,0.04471218,,37.441513,0.037088852,0.04471218,,0.21662691,0.17191473,25141.5,25219.682,,0.3499999999985448,208.95000000000073,09:43,True,False,130.0,195.0,0.0,0.0,1560.0,-37.11677,0.0005479247,1.0,2.0,1.4569191,-31.8,-9.973119,1015.15,-12.7,-24.9,14.85,14.4,none,(quiet),,liquid,,,,,market→model
2026-01,2026-01-21 13:07:00,2026-01-21 13:10:00,3,2026-01-27,CE,24550.0,-0.0282188,ITM,1264.0,3.3706667,rich,768.7,731.86633,36.833664,0.0503284,0.057647653,3.7088497,36.833664,0.0503284,0.057647653,3.7088497,0.25535312,0.19770546,25221.5,25252.639,-4.099999999998545,79.45000000000073,301.7000000000007,13:10,True,False,130.0,130.0,0.0,0.0,2470.0,37.055256,-0.00036308603,1.0,1.0,0.76345885,-31.45,9.7441,793.1,-12.75,-38.55,-50.8,-78.25,none,(quiet),,liquid,,,,,market→model
2026-01,2026-01-30 14:47:00,2026-01-30 14:47:00,1,2026-02-03,PE,26300.0,0.03674016,ITM,1167.0,3.112,rich,996.15,959.32227,36.82771,0.0383893,0.08390242,4.471354,36.82771,0.0383893,0.08390242,4.471354,0.28212348,0.19822107,25343.15,25351.27,-8.299999999999272,27.549609375000728,129.50039062499854,14:47,False,False,65.0,65.0,0.0,0.0,-130.0,-36.88797,-0.00012382233,1.0,1.0,0.76205975,-35.15,10.974993,961.0,0.0,-6.8,22.8,-21.0,none,(quiet),,liquid,,,,,market→model
2026-01,2026-01-27 10:39:00,2026-01-27 10:41:00,4,2026-01-27,CE,24400.0,-0.026835883,ITM,288.0,0.768,rich,700.4,665.003,35.397034,0.053228386,0.20577584,2.7648761,35.397034,0.053228386,0.20577584,2.7648761,0.42631233,0.22053649,25055.75,25063.66,-52.25,129.20000000000073,123.20000000000073,10:41,True,True,195.0,260.0,0.0,195.0,-325.0,35.85657,-0.010667847,2.0,2.0,1.4286058,-52.75,-15.825888,715.0,-14.6,-83.95,-127.4,-104.35,none,(quiet),,liquid,,,,,market→model
2026-01,2026-01-21 10:53:00,2026-01-21 10:54:00,2,2026-02-03,PE,26000.0,0.03707846,ITM,3650.0,9.733334,cheap,950.4,984.32495,-33.924923,-0.034465168,-0.05194933,-8.725702,33.924923,0.034465168,0.05194933,8.725702,0.1008609,0.15281023,24969.45,25053.613,-136.39999999999782,308.30078125,1.8492187500014552,10:54,True,False,65.0,585.0,0.0,0.0,-975.0,34.451023,0.0004850167,1.0,1.0,1.3308413,49.4,12.2806225,950.4,49.4,13.85,-13.55,-57.15,none,(quiet),,liquid,3031.0,720.25,-1060.75,-3894.75,market→model
2026-01,2026-01-30 14:47:00,2026-01-30 14:47:00,1,2026-02-10,CE,24600.0,-0.031169748,ITM,3042.0,8.112,cheap,801.65,834.9738,-33.323814,-0.03991001,-0.037323177,-0.8979406,33.323814,0.03991001,0.037323177,0.8979406,0.12955372,0.1668769,25343.15,25378.852,-8.299999999999272,27.549609375000728,129.50039062499854,14:47,False,False,65.0,325.0,0.0,65.0,195.0,-33.532635,0.00014392317,1.0,1.0,0.71643263,28.35,-11.221062,830.0,0.0,0.0,13.0,11.0,none,(quiet),,liquid,-180.0,-180.0,665.0,535.0,market→model
2026-01,2026-01-21 09:16:00,2026-01-21 09:16:00,1,2026-01-27,PE,26250.0,0.036831923,ITM,1498.0,3.9946666,rich,987.3,954.0783,33.221718,0.034820747,0.08025967,,33.221718,0.034820747,0.08025967,,0.23487495,0.15461527,25253.3,25300.75,,0.69921875,123.15078124999854,09:16,False,True,260.0,1755.0,0.0,-130.0,-130.0,-33.10675,0.0006609563,1.0,1.0,0.65938544,-28.5,14.722066,958.8,0.0,40.95,-7.75,30.6,none,(quiet),,liquid,,,,,both
2026-01,2026-01-27 10:41:00,2026-01-27 10:41:00,4,2026-02-03,PE,25450.0,0.012674494,ITM,2538.0,6.768,cheap,432.45,464.17352,-31.723537,-0.06834413,-0.021751562,-8.456862,31.723537,0.06834413,0.021751562,8.456862,0.14483932,0.16659088,25055.75,25129.469,-52.25,129.20000000000073,123.20000000000073,10:41,True,True,65.0,1820.0,0.0,-130.0,1235.0,31.453611,-0.00021347095,1.0,1.0,1.262089,33.25,6.904789,465.7,9.0,32.8,51.35,20.3,none,(quiet),,liquid,405.0,1952.0,3157.75,1139.5,market→model
2026-01,2026-01-30 14:47:00,2026-01-30 14:47:00,1,2026-02-10,CE,24700.0,-0.027112948,ITM,3042.0,8.112,cheap,716.3,747.62506,-31.325085,-0.041899454,-0.029516831,-2.9104548,31.325085,0.041899454,0.029516831,2.9104548,0.1336099,0.16312674,25343.15,25378.852,-8.299999999999272,27.549609375000728,129.50039062499854,14:47,False,False,65.0,65.0,0.0,65.0,0.0,-30.654434,-0.0006234265,1.0,1.0,0.70770746,26.1,-10.779644,742.4,0.0,0.0,-10.35,27.2,none,(quiet),,liquid,-180.0,-180.0,-852.75,1588.0,market→model
2026-01,2026-01-28 10:29:00,2026-01-28 10:29:00,1,2026-02-10,PE,26300.0,0.038516957,ITM,4050.0,10.8,cheap,994.05,1025.2197,-31.169743,-0.030402986,-0.055320278,-1.8249213,31.169743,0.030402986,0.055320278,1.8249213,0.08681668,0.14213696,25246.5,25306.266,-57.20000000000073,125.59999999999854,20.799999999999272,10:29,True,False,65.0,65.0,0.0,0.0,0.0,31.018661,-0.00024873446,1.0,2.0,1.360226,23.1,6.117529,1017.15,0.0,0.0,0.0,0.0,none,(quiet),,liquid,-180.0,-180.0,-180.0,-180.0,market→model
2026-01,2026-01-21 09:16:00,2026-01-21 09:16:00,1,2026-02-03,PE,26100.0,0.029184258,ITM,3748.0,9.994667,rich,832.15,801.14594,31.00407,0.038699653,0.024528403,,31.00407,0.038699653,0.024528403,,0.16246155,0.13793314,25253.3,25349.299,,0.69921875,123.15078124999854,09:16,False,True,65.0,195.0,0.0,,,-31.502893,-0.00037153746,1.0,1.0,0.66939306,-28.55,14.100578,803.6,0.0,5.1,17.15,17.15,none,(quiet),,liquid,,,,,both
2026-01,2026-01-14 09:16:00,2026-01-14 09:16:00,1,2026-01-20,PE,26500.0,0.029606683,ITM,1498.0,3.9946666,rich,808.45,777.672,30.778006,0.039577104,0.06867373,,30.778006,0.039577104,0.06867373,,0.1958647,0.12719099,25707.75,25726.924,,10.25,69.40000000000146,09:16,False,False,65.0,845.0,0.0,0.0,0.0,-30.82404,-8.090577e-05,1.0,1.0,1.2235773,-43.15,-7.884551,765.3,28.65,-13.3,-22.1,27.8,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-01,2026-01-12 12:13:00,2026-01-12 12:14:00,2,2026-01-13,PE,26350.0,0.028982738,ITM,570.0,1.52,rich,785.65,754.9015,30.748516,0.040731825,0.12697315,4.289508,30.748516,0.040731825,0.12697315,4.289508,0.30578113,0.17880797,25578.3,25597.266,97.70000000000073,122.64921875000073,104.90078124999854,12:14,True,False,260.0,65.0,0.0,-65.0,-3575.0,-30.425446,0.0035052565,1.0,1.0,0.84594566,-32.65,5.945859,785.65,-32.65,-47.45,-107.9,-179.55,none,(quiet),,liquid,,,,,market→model
2026-01,2026-01-30 14:47:00,2026-01-30 14:47:00,1,2026-02-10,PE,25900.0,0.020326778,ITM,3042.0,8.112,rich,631.05,600.4745,30.575485,0.050918873,0.021894898,3.6214774,30.575485,0.050918873,0.021894898,3.6214774,0.16507281,0.14317793,25343.15,25378.852,-8.299999999999272,27.549609375000728,129.50039062499854,14:47,False,False,65.0,195.0,0.0,0.0,-260.0,-30.82743,-0.00014744372,1.0,1.0,0.6849446,-24.05,11.062328,607.0,0.0,0.0,2.65,-19.0,none,(quiet),,liquid,,,,,market→model
2026-01,2026-01-21 10:40:00,2026-01-21 10:42:00,4,2026-02-03,PE,25750.0,0.024624465,ITM,3662.0,9.765333,cheap,671.0,701.4082,-30.408192,-0.043353062,-0.023975398,-3.4843442,30.408192,0.043353062,0.023975398,3.4843442,0.11995937,0.14393477,25034.25,25123.664,-116.59999999999854,243.5,0.0,10:42,True,False,65.0,195.0,1.0,0.0,585.0,30.167439,-0.00022336972,1.0,1.0,0.87324405,30.65,-4.4490094,671.0,0.0,47.0,44.85,81.0,none,(quiet),,liquid,-180.0,2875.0,2735.25,5085.0,market→model
2026-02,2026-02-01 12:36:00,2026-02-01 12:36:00,1,2026-02-10,PE,25900.0,0.03638005,ITM,2798.0,7.4613333,rich,1046.35,964.79486,81.55513,0.084531054,0.077662684,7.489792,81.55513,0.084531054,0.077662684,7.489792,0.25123617,0.1735735,24949.4,24974.69,-349.7999999999993,491.49960937500146,377.650390625,12:36,True,False,715.0,1300.0,0.0,0.0,-2665.0,-81.92909,-0.00029030495,1.0,1.0,1.1207429,-126.3,-13.606892,920.05,0.0,5.15,-56.4,-108.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02,2026-02-01 12:29:00,2026-02-01 12:29:00,1,2026-02-03,CE,24150.0,-0.031037217,ITM,930.0,2.48,rich,847.15,787.22003,59.92999,0.07612864,0.10982271,,59.92999,0.07612864,0.10982271,,0.3497299,0.23990718,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,65.0,650.0,0.0,195.0,,59.992416,-7.230966e-05,1.0,1.0,2.4682102,-142.95,-85.03354,704.2,-128.1,-10.8,108.3,169.55,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02,2026-02-01 12:19:00,2026-02-01 12:19:00,2,2026-02-10,PE,25650.0,0.020507164,ITM,2815.0,7.5066667,cheap,538.7,597.36816,-58.668144,-0.098211035,-0.055782877,-13.063947,58.668144,0.098211035,0.055782877,13.063947,0.09232028,0.14810316,25084.65,25129.348,-215.9499999999971,356.24960937500146,3.9503906249992724,12:19,True,True,650.0,390.0,0.0,0.0,-2730.0,58.194904,-0.0004498848,1.0,2.0,1.3410687,53.3,13.555581,592.0,49.0,27.0,274.9,78.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,3005.0,1575.0,17688.5,4899.75,market→model
2026-02,2026-02-01 12:49:00,2026-02-01 12:50:00,4,2026-02-10,PE,25350.0,0.011956409,ITM,2784.0,7.424,rich,500.0,443.3404,56.659615,0.12780161,0.03571883,18.230822,56.659615,0.12780161,0.03571883,18.230822,0.190338,0.15461917,25023.4,25048.709,-54.5,417.49960937500146,451.650390625,12:50,False,False,65.0,780.0,0.0,-715.0,-15665.0,-54.33557,0.0015482783,1.0,1.0,0.60389006,-32.45,21.284948,500.0,-32.45,-61.55,-105.0,-129.15,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-02,2026-02-01 12:11:00,2026-02-01 12:11:00,1,2026-02-10,PE,25900.0,0.023438573,ITM,2823.0,7.528,cheap,602.95,656.8963,-53.946316,-0.082123026,-0.070016414,-10.988109,53.946316,0.082123026,0.070016414,10.988109,0.07286956,0.14288597,25267.8,25300.0,-63.45000000000073,173.09921875000146,30.900781249998545,12:11,True,True,130.0,1365.0,0.0,-195.0,-780.0,53.602997,-0.00038450773,1.0,1.0,1.5842687,96.3,35.51486,699.25,-44.0,6.75,183.8,225.95,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-3040.0,258.75,11767.0,14506.75,market→model
2026-02,2026-02-01 12:19:00,2026-02-01 12:19:00,3,2026-02-03,CE,24550.0,-0.021872025,ITM,940.0,2.5066667,rich,634.4,580.91614,53.483875,0.09206815,0.080769956,1.5592037,53.483875,0.09206815,0.080769956,1.5592037,0.28827795,0.207508,25084.65,25092.873,-215.9499999999971,356.24960937500146,3.9503906249992724,12:19,True,True,65.0,520.0,0.0,260.0,910.0,53.50273,1.8424429e-05,1.0,3.0,1.0107645,-35.35,-0.3764705,599.05,-32.8,-39.9,-165.2,-72.05,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02,2026-02-01 12:42:00,2026-02-01 12:42:00,1,2026-02-03,PE,25950.0,0.037506055,ITM,917.0,2.4453332,rich,1016.0,965.8077,50.19232,0.05196927,0.12198024,3.0503433,50.19232,0.05196927,0.12198024,3.0503433,0.34923422,0.22725399,24989.9,24994.744,-221.9499999999971,450.99960937500146,418.150390625,12:42,False,True,65.0,1300.0,0.0,0.0,390.0,-50.38041,-0.0006585177,1.0,1.0,1.5266194,-77.8,-26.837725,938.2,11.9,-14.45,-55.25,-85.85,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02,2026-02-01 12:33:00,2026-02-01 12:33:00,1,2026-02-10,CE,24300.0,-0.021575455,ITM,2801.0,7.469333,rich,703.4,653.452,49.947998,0.07643713,0.035540488,-0.31265035,49.947998,0.07643713,0.035540488,0.31265035,0.22677498,0.19123448,24800.25,24829.98,-452.15000000000146,640.6500000000015,228.5,12:33,True,True,325.0,130.0,0.0,0.0,1755.0,48.962753,0.0007831524,1.0,1.0,0.5731165,-42.55,31.693197,660.85,0.0,144.6,169.15,203.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-02,2026-02-01 12:26:00,2026-02-01 12:29:00,2,2026-02-03,CE,24400.0,-0.020738464,ITM,930.0,2.48,rich,614.3,564.87506,49.424942,0.08749712,0.0699423,1.6864921,49.424942,0.08749712,0.0699423,1.6864921,0.2973001,0.22735782,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,130.0,12805.0,0.0,910.0,845.0,49.301353,0.00023507046,1.0,1.0,2.462521,-125.15,-74.3281,614.8,-17.35,-90.8,22.85,88.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02,2026-02-27 15:00:00,2026-02-27 15:00:00,1,2026-03-10,PE,25750.0,0.018183835,ITM,2279.0,6.0773335,cheap,468.1,516.37213,-48.27215,-0.093483254,-0.063176304,-21.17775,48.27215,0.093483254,0.063176304,21.17775,0.06813553,0.13131183,25239.25,25285.998,-54.849999999998545,237.15000000000146,2.2999999999992724,15:00,True,True,1625.0,195.0,0.0,845.0,1235.0,48.551594,0.00020263804,1.0,1.0,1.0080811,52.7,0.42245805,520.8,15.9,67.2,39.2,,none,(quiet),,liquid,853.5,4188.0,2368.0,,market→model
2026-02,2026-02-01 12:32:00,2026-02-01 12:32:00,1,2026-02-03,PE,25850.0,0.039833248,ITM,927.0,2.472,rich,1070.7,1023.7359,46.964115,0.045875225,0.1115472,12.427625,46.964115,0.045875225,0.1115472,12.427625,0.3635389,0.2519917,24825.25,24840.549,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,520.0,195.0,0.0,-650.0,-1820.0,-47.16876,-0.00064210274,1.0,1.0,0.46067667,-36.15,42.32152,1034.55,0.0,-114.45,-214.55,-238.8,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-02,2026-02-01 12:49:00,2026-02-01 12:50:00,2,2026-02-03,PE,25900.0,0.034512114,ITM,909.0,2.424,rich,934.95,889.4986,45.451424,0.051097803,0.10891447,6.422828,45.451424,0.051097803,0.10891447,6.422828,0.32360137,0.2146869,25023.4,25021.385,-54.5,417.49960937500146,451.650390625,12:50,False,False,455.0,260.0,0.0,-455.0,-1170.0,-46.123966,-0.0025350242,1.0,1.0,0.39161703,-19.7,30.604248,934.95,-19.7,-52.45,-120.0,-127.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-02,2026-02-01 12:11:00,2026-02-01 12:11:00,1,2026-02-10,PE,25750.0,0.01763023,ITM,2823.0,7.528,cheap,489.9,534.7273,-44.827316,-0.08383211,-0.03618097,-9.508972,44.827316,0.08383211,0.03618097,9.508972,0.10497387,0.14115484,25267.8,25300.0,-63.45000000000073,173.09921875000146,30.900781249998545,12:11,True,True,910.0,4550.0,0.0,0.0,-65.0,45.385757,0.0003573899,1.0,1.0,1.6212509,87.85,33.663445,577.75,-53.7,-5.2,202.05,239.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-3670.5,-518.0,12953.25,15397.25,market→model
2026-02,2026-02-01 12:29:00,2026-02-01 12:29:00,1,2026-02-03,CE,24450.0,-0.01869138,ITM,930.0,2.48,rich,566.85,523.12836,43.72167,0.08357733,0.05906053,0.0040024337,43.72167,0.08357733,0.05906053,0.0040024337,0.28427583,0.22521529,24906.45,24911.303,-373.3999999999978,534.4507812500015,0.19921875,12:29,True,True,130.0,15275.0,0.0,2145.0,2795.0,43.32106,0.0006158474,1.0,1.0,2.7722735,-112.0,-71.599945,454.85,-62.4,57.0,152.7,179.85,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02,2026-02-01 12:07:00,2026-02-01 12:13:00,5,2026-02-03,PE,25950.0,0.026624525,ITM,946.0,2.5226667,rich,745.1,701.3966,43.70342,0.062309146,0.08155604,4.787541,43.70342,0.062309146,0.08155604,4.787541,0.2770514,0.19549535,25252.75,25268.21,-79.70000000000073,188.15000000000146,49.349999999998545,12:13,True,True,65.0,585.0,0.0,0.0,-130.0,-43.90947,-0.00045062293,1.0,2.0,0.31872788,-8.05,17.206654,604.85,19.9,140.25,286.8,420.65,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,model→market (spot/smile moved)
2026-02,2026-02-01 13:01:00,2026-02-01 13:01:00,1,2026-02-10,PE,25650.0,0.020814149,ITM,2773.0,7.3946667,rich,645.95,604.3272,41.62276,0.068874545,0.031513114,3.7926126,41.62276,0.068874545,0.031513114,3.7926126,0.18144467,0.14993156,25091.6,25121.635,422.59999999999854,349.30039062500146,519.849609375,13:01,False,False,65.0,195.0,0.0,130.0,-1430.0,-41.65411,2.8726023e-05,1.0,1.0,0.407871,-16.95,24.607258,629.0,-37.0,-11.95,-1.2,26.7,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,both
2026-02,2026-02-01 12:48:00,2026-02-01 12:48:00,1,2026-02-10,PE,25550.0,0.020765893,ITM,2786.0,7.429333,cheap,569.4,609.7272,-40.327175,-0.066139705,-0.03412337,-6.176684,40.327175,0.066139705,0.03412337,6.176684,0.12234239,0.15646575,25002.4,25024.902,-163.39999999999782,438.49960937500146,430.650390625,12:48,True,False,195.0,260.0,0.0,0.0,-4225.0,40.56261,0.000132291,1.0,1.0,1.3802267,60.6,16.694168,630.0,0.0,0.0,-102.3,-92.2,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,-180.0,-180.0,-6829.5,-6173.0,market→model
2026-02,2026-02-01 12:31:00,2026-02-01 12:32:00,3,2026-02-03,PE,25700.0,0.03401364,ITM,927.0,2.472,rich,922.2,881.97473,40.22529,0.04560821,0.082728975,24.797148,40.22529,0.04560821,0.082728975,24.797148,0.3293359,0.24660693,24825.25,24840.549,-426.84999999999854,615.6500000000015,253.5,12:32,True,True,4355.0,7280.0,0.0,0.0,-25545.0,-40.08403,0.0004297666,1.0,1.0,0.16797626,-8.4,41.607067,922.2,-8.4,-159.55,-248.1,-271.35,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,model→market (spot/smile moved)
2026-02,2026-02-01 12:23:00,2026-02-01 12:27:00,3,2026-02-10,CE,24400.0,-0.025103688,ITM,2807.0,7.4853334,rich,736.0,696.37634,39.623684,0.056899816,0.03193801,-0.1989317,39.623684,0.056899816,0.03193801,0.6051906,0.20074078,0.16880277,24986.4,25020.283,-322.0,454.49960937500146,18.200390624999272,12:27,True,True,65.0,260.0,0.0,0.0,-130.0,39.894547,-0.00017610092,1.0,1.0,1.3035153,-56.6,-13.178952,749.0,22.0,-69.6,-26.9,-42.0,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,market→model
2026-02,2026-02-01 13:01:00,2026-02-01 13:01:00,1,2026-02-10,PE,25750.0,0.024705205,ITM,2773.0,7.3946667,rich,725.55,686.8643,38.685658,0.056322124,0.032432374,3.1611514,38.685658,0.056322124,0.032432374,3.1611514,0.18338832,0.15095595,25091.6,25121.635,422.59999999999854,349.30039062500146,519.849609375,13:01,False,False,650.0,195.0,0.0,0.0,65.0,-38.910946,-0.00014791601,1.0,1.0,0.32810923,-12.45,25.494682,713.1,0.0,-23.9,-51.45,33.6,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,liquid,,,,,model→market (spot/smile moved)
2026-03,2026-03-13 15:01:00,2026-03-13 15:04:00,3,2026-03-24,CE,22500.0,-0.029147664,ITM,2650.0,7.0666666,cheap,717.95,858.3256,-140.37564,-0.1635459,-0.123638436,-11.715963,140.37564,0.1635459,0.123638436,11.715963,0.17204271,0.29568115,23138.05,23165.475,-97.45000000000073,354.34921875000146,26.05078125,15:04,True,False,390.0,455.0,0.0,0.0,3185.0,,-0.11824702,1.0,1.0,1.0169111,128.75,2.1410964,877.0,-6.7,-30.3,-23.2,,none,(quiet),,liquid,-615.5,-2149.5,-1688.0,,market→model
2026-03,2026-03-12 09:20:00,2026-03-12 09:20:00,1,2026-03-24,PE,22900.0,-0.032491047,OTM,3369.0,8.984,cheap,68.6,188.33467,-119.734665,-0.63575476,-0.09293805,,119.734665,0.63575476,0.09293805,,0.17739227,0.2703303,23594.35,23656.264,,96.50039062499854,38.04960937500073,09:20,False,False,65.0,65.0,0.0,,,97.6083,-0.015821282,4.0,10.0,0.91902393,65.9,-5.806512,96.05,0.0,38.45,59.85,59.85,medium,Brent settles $100.46 on tanker attacks; Iran vows to keep Hormuz closed,,liquid,-180.0,2319.25,3710.25,3710.25,market→model
2026-03,2026-03-12 11:18:00,2026-03-12 11:18:00,1,2026-03-24,PE,22800.0,-0.039869808,OTM,3251.0,8.669333,cheap,88.15,144.14116,-55.991158,-0.3884467,-0.047440685,,55.991158,0.3884467,0.047440685,,0.22531761,0.2727583,23678.15,23727.396,-19.69999999999709,95.849609375,121.85039062500073,11:18,True,False,65.0,65.0,0.0,0.0,,77.85395,0.016939629,131.0,,0.0,0.0,-28.558453,88.15,0.0,0.0,0.0,0.0,medium,Brent settles $100.46 on tanker attacks; Iran vows to keep Hormuz closed,,liquid,-180.0,-180.0,-180.0,-180.0,model→market (spot/smile moved)
2026-03,2026-03-24 09:16:00,2026-03-24 09:16:00,1,2026-03-30,PE,23550.0,0.032241814,ITM,1498.0,3.9946666,cheap,779.45,830.21265,-50.762646,-0.061144147,-0.07517436,,50.762646,0.061144147,0.07517436,,0.20985769,0.28503203,22802.25,22802.814,,97.34999999999854,15.450000000000728,09:16,False,False,130.0,130.0,0.0,-130.0,-130.0,50.57762,-0.00029511753,1.0,1.0,0.73928094,46.25,-16.310793,825.7,0.0,14.3,-45.7,59.6,none,(quiet),,liquid,-180.0,749.5,-3150.5,3694.0,market→model
2026-03,2026-03-05 09:16:00,2026-03-05 09:16:00,1,2026-03-17,PE,25350.0,0.027800566,ITM,3373.0,8.994667,rich,829.95,780.36084,49.58916,0.06354645,0.035824567,,49.58916,0.06354645,0.035824567,,0.20660254,0.17077798,24626.2,24654.96,,9.950781250001455,77.09921875000146,09:16,False,True,1105.0,65.0,0.0,,,-49.922684,-0.0001817039,1.0,1.0,1.18887,-70.2,-11.152331,759.75,0.0,52.05,40.45,80.25,none,(quiet),,liquid,,,,,market→model
2026-03,2026-03-05 14:39:00,2026-03-05 14:40:00,3,2026-03-10,CE,23900.0,-0.035004374,ITM,1174.0,3.1306667,cheap,852.1,897.572,-45.472004,-0.05066112,-0.1391905,-14.879402,45.472004,0.05066112,0.1391905,14.879402,0.13531533,0.27450582,24723.6,24751.42,174.79999999999927,0.05039062500145519,194.19960937499854,14:40,True,True,845.0,3315.0,0.0,0.0,2990.0,-45.468773,-6.105872e-05,1.0,2.0,1.419006,47.9,14.143977,852.1,47.9,62.4,133.65,55.8,none,(quiet),,liquid,2933.5,3876.0,8507.25,3447.0,market→model
2026-03,2026-03-16 14:26:00,2026-03-16 14:26:00,2,2026-03-17,PE,23950.0,0.025650915,ITM,438.0,1.168,rich,665.1,621.0248,44.0752,0.07097173,0.1333959,2.0731902,44.0752,0.07097173,0.1333959,2.0731902,0.39732233,0.26392645,23346.05,23343.473,216.39999999999782,13.749218749999272,390.80078125,14:26,True,False,195.0,845.0,0.0,0.0,-1365.0,-43.88863,0.00085056806,1.0,2.0,1.1194932,-34.05,-3.634451,631.05,-19.05,-16.45,-60.1,-101.05,none,(quiet),,liquid,,,,,market→model
2026-03,2026-03-30 10:04:00,2026-03-30 10:04:00,1,2026-03-30,CE,21950.0,-0.030981537,ITM,325.0,0.8666667,rich,736.8,692.9071,43.892876,0.063345976,0.23593806,,43.892876,0.063345976,0.23593806,,0.49124718,0.2553091,22651.2,22640.69,-32.39999999999782,62.900781249998545,181.04921874999854,10:04,True,True,65.0,195.0,0.0,65.0,130.0,44.050182,-0.002481863,1.0,1.0,1.2771991,-44.5,-9.658136,692.3,0.0,-66.7,-104.15,-110.5,none,(quiet),,liquid,,,,,market→model
2026-03,2026-03-05 14:40:00,2026-03-05 14:40:00,1,2026-03-17,CE,24100.0,-0.027846022,ITM,3049.0,8.130667,cheap,773.65,817.28125,-43.631264,-0.053385857,-0.033343326,-6.7972293,43.631264,0.053385857,0.033343326,6.7972293,0.18763076,0.22097409,24723.6,24780.52,174.79999999999927,0.05039062500145519,194.19960937499854,14:40,True,True,325.0,260.0,0.0,0.0,-195.0,-43.340355,-0.00026920115,1.0,1.0,1.4208425,55.35,16.39424,829.0,0.0,22.8,69.0,-5.75,none,(quiet),,liquid,-180.0,1302.0,4305.0,-553.75,market→model
2026-03,2026-03-02 14:44:00,2026-03-02 14:47:00,2,2026-03-10,PE,25550.0,0.025050094,ITM,1917.0,5.112,rich,721.7,678.0781,43.621906,0.06433168,0.046508152,3.5162437,43.621906,0.06433168,0.046508152,3.5162437,0.21545824,0.1689501,24889.45,24917.92,115.5,99.90078124999854,285.94921875,14:47,True,False,455.0,650.0,0.0,0.0,-910.0,-43.5734,0.00011652524,1.0,1.0,0.7762686,-41.4,11.932056,720.05,8.8,-23.35,-3.55,-20.05,high,"Iran war crash: Sensex -2,743 at open, ends -1,048 to 80,239; Brent >$82",,liquid,,,,,market→model
2026-03,2026-03-24 12:22:00,2026-03-24 12:23:00,3,2026-03-30,PE,23600.0,0.032524515,ITM,1311.0,3.496,rich,861.1,819.95917,41.140842,0.050174255,0.056542095,6.5983186,41.140842,0.050174255,0.056542095,6.5983186,0.33634388,0.2798018,22846.15,22844.77,54.55000000000291,53.449609374998545,221.95039062499927,12:23,True,False,845.0,2210.0,0.0,-910.0,-1560.0,-41.027065,0.0002164985,1.0,1.0,1.8317479,-77.25,-35.077164,861.1,-77.25,-61.1,-113.45,-181.85,none,(quiet),,liquid,,,,,market→model
2026-03,2026-03-12 13:33:00,2026-03-12 13:33:00,1,2026-03-17,CE,22950.0,-0.038361378,ITM,1241.0,3.3093333,cheap,900.5,940.7863,-40.286316,-0.042821962,-0.1165179,-4.4815,40.286316,0.042821962,0.1165179,4.4815,0.16627462,0.28279254,23810.8,23847.498,106.34999999999854,-0.0007812500007275958,254.50078125000073,13:33,True,False,65.0,65.0,0.0,65.0,910.0,-40.079124,-0.00044573852,1.0,1.0,0.88346404,45.05,-5.942453,945.55,0.0,-9.2,-3.4,-52.0,medium,Brent settles $100.46 on tanker attacks; Iran vows to keep Hormuz closed,,liquid,-180.0,-778.0,-401.0,-3560.0,market→model
2026-03,2026-03-24 12:24:00,2026-03-24 12:24:00,1,2026-03-30,CE,22050.0,-0.03718336,ITM,1310.0,3.4933333,cheap,903.75,943.9561,-40.20609,-0.042593177,-0.058231767,-0.29346514,40.20609,0.042593177,0.058231767,0.29346514,0.31507424,0.373306,22881.5,22885.326,95.95000000000073,18.099999999998545,257.2999999999993,12:24,True,True,65.0,65.0,0.0,65.0,130.0,-39.97075,-0.00036078514,3.0,3.0,1.3330293,46.05,11.504621,949.8,0.0,-51.35,43.25,78.8,none,(quiet),,liquid,-180.0,-3517.75,2631.25,4942.0,market→model
2026-03,2026-03-05 14:40:00,2026-03-05 14:40:00,1,2026-03-10,CE,23950.0,-0.032914508,ITM,1174.0,3.1306667,cheap,811.3,851.38385,-40.083824,-0.04708079,-0.08895922,-8.513285,40.083824,0.04708079,0.08895922,8.513285,0.18044214,0.26940137,24723.6,24751.42,174.79999999999927,0.05039062500145519,194.19960937499854,14:40,True,True,130.0,1430.0,0.0,1690.0,1365.0,-39.949154,-0.00027317196,3.0,3.0,1.1544529,52.55,7.0306053,843.65,0.0,6.9,32.5,20.25,none,(quiet),,liquid,-180.0,268.5,1932.5,1136.25,market→model
2026-03,2026-03-24 12:24:00,2026-03-24 12:25:00,2,2026-03-30,PE,23650.0,0.031288207,ITM,1309.0,3.4906666,rich,833.75,794.9895,38.760487,0.048755974,0.0524564,1.3479846,38.760487,0.048755974,0.0524564,1.3479846,0.32778355,0.27532715,22908.15,22921.49,109.70000000000073,-0.0003906249985448085,283.9503906249993,12:25,True,True,130.0,195.0,0.0,0.0,-260.0,-37.87386,0.0013329175,1.0,1.0,1.382229,-46.7,-12.913992,833.75,-46.7,38.4,-54.05,-85.5,none,(quiet),,liquid,,,,,market→model
2026-03,2026-03-12 14:50:00,2026-03-12 14:50:00,2,2026-03-17,CE,22800.0,-0.03649256,ITM,1164.0,3.104,rich,936.6,897.9558,38.6442,0.04303575,0.062531374,2.3114104,38.6442,0.04303575,0.062531374,2.3114104,0.35842282,0.29589143,23627.9,23647.398,-119.54999999999927,205.24960937500146,71.60039062500073,14:50,True,False,65.0,455.0,0.0,0.0,5005.0,38.952026,-0.00050854293,2.0,2.0,1.1739849,-47.3,-7.009875,910.25,-20.95,-0.25,-21.55,2.85,medium,Brent settles $100.46 on tanker attacks; Iran vows to keep Hormuz closed,,liquid,,,,,market→model
2026-03,2026-03-06 09:16:00,2026-03-06 09:16:00,1,2026-03-10,CE,23950.0,-0.027998388,ITM,1123.0,2.9946666,cheap,689.85,728.04,-38.18997,-0.05245587,-0.08190743,,38.18997,0.05245587,0.08190743,,0.16182561,0.24373305,24645.25,24630.037,,55.650000000001455,47.099999999998545,09:16,False,False,65.0,325.0,0.0,0.0,0.0,-37.967438,-0.00040867148,1.0,1.0,0.8356063,32.8,-6.4529366,722.65,-13.9,11.85,32.15,45.8,none,(quiet),,liquid,-1083.5,590.25,1909.7501,2797.0,market→model
2026-03,2026-03-11 14:27:00,2026-03-11 14:27:00,3,2026-03-17,PE,24850.0,0.036603007,ITM,1562.0,4.1653333,rich,963.5,925.3645,38.135483,0.041211307,0.058209598,6.2951217,38.135483,0.041211307,0.058209598,6.2951217,0.28050384,0.22229423,23934.35,23956.861,-10.350000000002183,364.650390625,42.349609375,14:27,True,False,65.0,65.0,0.0,65.0,325.0,-38.10701,0.000114561764,1.0,3.0,1.5363028,-36.85,-12.863843,926.65,-33.15,-14.75,9.0,37.55,low,US CPI release (Feb 2026) - +0.3% m/m SA,,liquid,,,,,market→model
2026-03,2026-03-25 09:16:00,2026-03-25 09:16:00,1,2026-04-07,CE,22400.0,-0.034074165,ITM,2623.0,6.9946666,cheap,946.2,983.452,-37.25202,-0.037878837,-0.03031824,,37.25202,0.037878837,0.03031824,,0.3028754,0.33319366,23155.45,23176.414,,0.9007812499985448,92.24921874999927,09:16,False,True,65.0,130.0,0.0,,,-38.08774,0.00062090135,1.0,1.0,1.5719832,50.8,18.484133,997.0,0.0,9.3,44.75,82.25,none,(quiet),,liquid,-180.0,424.5,2728.75,5166.25,market→model
2026-03,2026-03-16 14:23:00,2026-03-16 14:26:00,3,2026-03-17,PE,24250.0,0.038099207,ITM,438.0,1.168,rich,948.65,911.4171,37.232876,0.04085163,0.17321542,1.3710228,37.232876,0.04085163,0.17321542,1.3710228,0.4663163,0.2931009,23346.05,23343.473,216.39999999999782,13.749218749999272,390.80078125,14:26,True,False,455.0,260.0,1.0,0.0,-3445.0,-37.013344,0.002164328,1.0,1.0,1.0980253,-41.2,-3.6780953,940.0,8.65,-33.45,-54.0,-127.1,none,(quiet),,liquid,,,,,market→model
2026-04,2026-04-08 09:54:00,2026-04-08 09:54:00,1,2026-04-21,PE,24400.0,0.018593764,ITM,3335.0,8.893333,rich,709.65,600.95435,108.695656,0.18087173,0.06697278,,108.695656,0.18087173,0.06697278,,0.24900733,0.18203455,23922.05,23950.504,58.70000000000073,39.19921875,93.55078125,09:54,False,False,780.0,325.0,0.0,0.0,0.0,-109.58816,-0.00043618405,1.0,1.0,1.0149341,-109.1,-1.6053307,600.55,0.0,0.0,15.45,22.2,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,liquid,,,,,market→model
2026-04,2026-04-15 09:45:00,2026-04-15 09:45:00,1,2026-04-21,PE,24950.0,0.028952554,ITM,1844.0,4.917333,rich,813.75,731.60046,82.14954,0.11228745,0.10333876,,82.14954,0.11228745,0.10333876,,0.25467563,0.15133686,24219.4,24237.99,-13.5,61.499609375001455,73.60039062500073,09:45,True,True,65.0,130.0,0.0,,,-82.24271,-9.2227965e-06,1.0,1.0,0.9860888,-77.25,1.0897981,736.5,-9.35,7.45,-5.5,-33.2,none,(quiet),,liquid,,,,,market→model
2026-04,2026-04-01 15:24:00,2026-04-01 15:24:00,1,2026-04-13,PE,22450.0,-0.013446338,OTM,2630.0,7.0133333,cheap,240.6,318.53543,-77.93544,-0.24466804,-0.054198664,,77.93544,0.24466804,0.054198664,,0.2482601,0.30245876,22683.5,22753.908,26.299999999999272,257.7999999999993,64.90000000000146,15:24,False,False,65.0,975.0,0.0,,,76.07226,-0.0013663088,1.0,1.0,1.018634,79.8,1.459786,320.4,-6.2,,,,none,(quiet),,liquid,-583.0,,,,market→model
2026-04,2026-04-02 13:10:00,2026-04-02 13:10:00,1,2026-04-13,PE,21650.0,-0.03396522,OTM,2389.0,6.3706665,cheap,138.6,210.43219,-71.8322,-0.34135553,-0.06410269,,71.8322,0.34135553,0.06410269,,0.29236645,0.35646915,22362.85,22397.979,7.899999999997817,43.150390625,180.29960937500073,13:10,False,False,1820.0,65.0,0.0,,,69.10759,-0.002423837,17.0,34.0,0.4542281,16.4,-19.705206,155.0,0.0,0.0,0.0,1.0,none,(quiet),,liquid,-180.0,-180.0,-180.0,-115.0,both
2026-04,2026-04-01 13:41:00,2026-04-01 13:41:00,1,2026-04-13,CE,21900.0,-0.03703675,ITM,2733.0,7.288,rich,1064.05,1009.8474,54.202614,0.053674065,0.04373536,1.885523,54.202614,0.053674065,0.04373536,1.885523,0.36866614,0.3249308,22663.0,22726.312,-184.25,278.2999999999993,0.7000000000007276,13:41,True,True,65.0,65.0,0.0,65.0,65.0,,,1.0,1.0,0.79909885,-38.05,9.566136,1026.0,0.0,0.0,0.0,0.0,none,(quiet),,liquid,,,,,market→model
2026-04,2026-04-01 09:36:00,2026-04-01 09:36:00,1,2026-04-13,PE,22350.0,-0.023371255,OTM,2978.0,7.9413333,cheap,214.65,258.572,-43.922005,-0.16986373,-0.030636173,,43.922005,0.16986373,0.030636173,,0.267537,0.2981732,22832.1,22878.5,,105.55039062500146,23.099609375,09:36,True,True,130.0,1235.0,0.0,1040.0,1040.0,,-0.0018333355,1.0,1.0,1.0475237,44.35,2.0120559,259.0,-0.85,-0.85,-22.0,-27.5,none,(quiet),,liquid,-235.25,-235.25,-1610.0,-1967.5,market→model
2026-04,2026-04-01 13:40:00,2026-04-01 13:43:00,3,2026-04-07,PE,23450.0,0.0334157,ITM,1231.0,3.2826667,cheap,790.15,829.5266,-39.376625,-0.04746879,-0.07642485,-8.697195,39.376625,0.04746879,0.07642485,8.697195,0.20882973,0.2852546,22650.85,22679.35,-213.8000000000029,290.4503906249993,2.499609375001455,13:43,True,True,260.0,195.0,0.0,0.0,390.0,39.37686,-4.513691e-05,1.0,1.0,0.5547831,24.6,-19.741652,795.2,7.75,4.15,-25.9,-44.5,none,(quiet),,liquid,323.75,89.75,-1863.5,-3072.5,both
2026-04,2026-04-07 09:17:00,2026-04-07 09:17:00,1,2026-04-13,CE,21950.0,-0.03785049,ITM,1872.0,4.992,cheap,918.9,957.9642,-39.06418,-0.040778328,-0.04715218,,39.06418,0.040778328,0.04715218,,0.27235204,0.31950423,22772.8,22796.742,,71.14921875000073,53.50078125000073,09:17,False,True,65.0,325.0,0.0,,,,-0.07517862,1.0,1.0,0.7295018,31.1,-11.5318365,950.0,0.0,-7.05,85.0,25.25,none,(quiet),,liquid,-180.0,-638.25,5345.0,1461.25,market→model
2026-04,2026-04-13 09:16:00,2026-04-13 09:16:00,1,2026-04-13,PE,24550.0,0.03944699,ITM,373.0,0.9946667,rich,985.1,950.00604,35.093937,0.03694075,0.24612054,,35.093937,0.03694075,0.24612054,,0.49244362,0.24632308,23583.95,23600.428,,115.75078125000073,28.349218750001455,09:16,False,False,780.0,130.0,0.0,455.0,455.0,-34.942093,0.0062738815,1.0,1.0,0.6243001,-25.1,15.105023,960.0,0.0,7.6,15.15,-27.0,low,India open after overnight US data: US CPI,,liquid,,,,,both
2026-04,2026-04-17 09:16:00,2026-04-17 09:16:00,1,2026-04-21,CE,23300.0,-0.036009174,ITM,1123.0,2.9946666,rich,898.6,864.3324,34.26757,0.039646287,0.08503095,,34.26757,0.039646287,0.08503095,,0.2848887,0.19985777,24148.75,24154.303,,76.09999999999854,52.70000000000073,09:16,False,True,195.0,1105.0,0.0,0.0,0.0,34.42787,-0.0005257305,1.0,1.0,-0.1299178,4.4,38.267567,903.0,-1.45,3.35,6.95,-3.1,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-04,2026-04-06 10:51:00,2026-04-06 10:51:00,1,2026-04-07,CE,21900.0,-0.033080675,ITM,653.0,1.7413334,rich,795.6,761.8202,33.77983,0.044340953,0.088094026,4.7210016,33.77983,0.044340953,0.088094026,4.7210016,0.3933699,0.3052759,22623.55,22636.582,-31.850000000002183,174.69921875,61.650781249998545,10:51,False,False,65.0,390.0,0.0,0.0,-260.0,33.809834,-5.4372988e-05,1.0,1.0,1.3728783,-55.7,-15.128305,739.9,0.0,41.15,-14.0,-9.4,none,(quiet),,liquid,,,,,market→model
2026-04,2026-04-20 09:16:00,2026-04-20 09:17:00,5,2026-04-21,PE,25100.0,0.032233004,ITM,747.0,1.992,rich,831.25,798.4973,32.752712,0.04101794,0.12287207,,32.752712,0.04101794,0.12287207,,0.29796055,0.1750885,24318.25,24303.852,,101.95000000000073,77.0,09:17,False,True,65.0,455.0,0.0,0.0,195.0,-32.711952,0.0005321693,1.0,1.0,0.77368367,-40.45,11.832348,831.25,-40.45,-79.0,-61.55,-4.25,none,(quiet),,liquid,,,,,market→model
2026-04,2026-04-09 09:17:00,2026-04-09 09:17:00,1,2026-04-21,CE,23150.0,-0.033354796,ITM,2997.0,7.992,cheap,861.8,893.8126,-32.012615,-0.0358158,-0.028209692,,32.012615,0.0358158,0.028209692,,0.19945097,0.22766066,23907.35,23935.186,,17.450390624999272,92.19960937499854,09:17,False,True,65.0,65.0,0.0,,,-29.117949,-0.0024845905,1.0,1.0,1.0519917,35.5,1.754487,897.3,0.0,0.0,57.55,57.55,none,(quiet),,liquid,-180.0,-180.0,3560.75,3560.75,market→model
2026-04,2026-04-23 09:16:00,2026-04-23 09:16:00,2,2026-05-05,CE,23600.0,-0.02476696,ITM,2998.0,7.9946666,cheap,693.0,724.9003,-31.900335,-0.04400651,-0.024189597,,31.900335,0.04400651,0.024189597,,0.18455948,0.20874907,24195.75,24191.799,,46.75,60.95000000000073,09:16,False,False,2080.0,65.0,0.0,65.0,65.0,-32.323174,0.00026990997,1.0,1.0,1.1057876,28.6,2.7360833,721.6,5.15,5.35,27.95,41.15,none,(quiet),,liquid,154.75,167.75,1636.75,2494.75,market→model
2026-04,2026-04-09 09:16:00,2026-04-09 09:16:00,2,2026-04-21,CE,23300.0,-0.025942603,ITM,2998.0,7.9946666,cheap,723.0,753.828,-30.827976,-0.04089524,-0.023453506,,30.827976,0.04089524,0.023453506,,0.1979778,0.2214313,23881.8,23912.371,,40.799218749998545,66.65078124999854,09:16,False,True,260.0,65.0,0.0,,,-30.407001,-0.00035164738,2.0,4.0,1.7928662,41.1,18.175814,746.0,18.1,49.95,82.1,2.7,none,(quiet),,liquid,996.5,3066.75,5156.5,-4.499996,market→model
2026-04,2026-04-02 13:50:00,2026-04-02 13:50:00,1,2026-04-13,PE,21700.0,-0.039720856,OTM,2349.0,6.264,cheap,150.0,180.53897,-30.538965,-0.16915444,-0.028616384,,30.538965,0.16915444,0.028616384,,0.3325453,0.3611617,22539.55,22579.29,151.25,21.999218749999272,357.0007812500007,13:50,False,False,130.0,65.0,0.0,,,12.077778,-0.0171639,1.0,2.0,1.1553544,26.45,3.5565903,176.45,0.0,-1.1,1.85,-15.85,none,(quiet),,tradable,-180.0,-251.5,-59.75,-1210.25,market→model
2026-04,2026-04-06 13:14:00,2026-04-06 13:14:00,1,2026-04-13,CE,22100.0,-0.036105275,ITM,2010.0,5.36,cheap,919.2,949.72754,-30.527523,-0.032143455,-0.03212618,-2.2687004,30.527523,0.032143455,0.03212618,2.2687004,0.29416817,0.32629433,22860.7,22912.506,185.04999999999927,4.55078125,317.7492187499993,13:14,True,False,130.0,130.0,0.0,65.0,0.0,-30.191515,-0.0003788649,1.0,1.0,0.45045626,10.6,-12.931696,929.8,0.0,0.0,23.2,18.9,none,(quiet),,liquid,-180.0,-180.0,1328.0,1048.5,both
2026-04,2026-04-23 09:16:00,2026-04-23 09:16:00,2,2026-05-05,PE,24800.0,0.024829982,ITM,2998.0,7.9946666,rich,746.9,716.46136,30.43861,0.04248465,0.022383872,,30.43861,0.04248465,0.022383872,,0.21064918,0.18826531,24195.75,24191.799,,46.75,60.95000000000073,09:16,False,False,65.0,455.0,0.0,-780.0,-780.0,-29.961073,0.0004009074,1.0,1.0,1.0820235,-28.0,-2.1225588,718.9,-3.95,-20.85,-41.9,-61.9,none,(quiet),,liquid,,,,,market→model
2026-04,2026-04-10 14:14:00,2026-04-10 14:16:00,3,2026-04-21,PE,24800.0,0.033382356,ITM,2323.0,6.194667,cheap,822.05,852.2746,-30.224583,-0.035463434,-0.053205326,-3.782965,30.224583,0.035463434,0.053205326,3.782965,0.1257627,0.17896803,23959.85,23985.783,-64.95000000000073,88.35039062500073,103.49960937500146,14:16,True,True,715.0,325.0,0.0,0.0,195.0,30.107136,-0.00021082,1.0,1.0,0.3231967,10.05,-21.045612,825.0,-2.95,7.1,32.95,35.0,medium,US CPI release (Mar 2026) - hot (+0.9% m/m SA; gasoline +21% on Iran war),,liquid,-371.75,281.5,1961.75,2095.0,model→market (spot/smile moved)
2026-04,2026-04-02 09:16:00,2026-04-02 09:16:00,1,2026-04-07,CE,21750.0,-0.024129743,ITM,1123.0,2.9946666,cheap,623.5,653.65753,-30.15751,-0.04613656,-0.040384166,,30.15751,0.04613656,0.040384166,,0.29486942,0.3352536,22254.65,22281.205,,139.99960937500146,45.500390624998545,09:16,False,False,130.0,1300.0,0.0,0.0,0.0,-30.177687,5.9625324e-07,1.0,1.0,1.5068467,45.6,15.33813,669.1,-13.7,-41.3,-20.3,-24.75,none,(quiet),,liquid,-1070.5,-2864.5,-1499.5,-1788.75,market→model
2026-05,2026-05-29 15:00:00,2026-05-29 15:00:00,2,2026-06-09,CE,23350.0,-0.017454857,ITM,2654.0,7.0773335,rich,554.55,505.50128,49.048706,0.097029835,0.037205227,5.3258576,49.048706,0.097029835,0.037205227,5.3258576,0.1949741,0.15776886,23684.9,23761.148,-90.64999999999782,317.8996093749993,2.400390625,15:00,True,True,65.0,910.0,0.0,260.0,260.0,49.261898,-0.00010849618,1.0,1.0,1.537874,-60.95,-21.317366,493.6,-14.7,-19.9,29.25,,none,(quiet),,liquid,,,,,market→model
2026-05,2026-05-29 14:58:00,2026-05-29 15:00:00,3,2026-06-09,PE,24300.0,0.02242451,ITM,2654.0,7.0773335,cheap,554.8,597.3558,-42.55579,-0.071240276,-0.04816355,-8.718818,42.55579,0.071240276,0.04816355,8.718818,0.09986113,0.14802468,23684.9,23761.148,-90.64999999999782,317.8996093749993,2.400390625,15:00,True,True,130.0,2470.0,0.0,325.0,130.0,42.63538,1.29305745e-05,1.0,1.0,2.1309967,70.2,37.25767,545.05,9.75,108.9,74.95,69.65,none,(quiet),,liquid,453.75,6898.5,4691.75,4347.25,market→model
2026-05,2026-05-15 09:16:00,2026-05-15 09:16:00,1,2026-05-26,CE,23150.0,-0.02569849,ITM,2998.0,7.9946666,cheap,670.0,709.5749,-39.574894,-0.05577268,-0.033118505,,39.574894,0.05577268,0.033118505,,0.1614766,0.19459511,23729.3,23752.63,,45.64921875000073,65.95078125000146,09:16,False,False,455.0,65.0,0.0,,,-41.752445,0.0016620621,1.0,1.0,0.9629019,37.2,-1.4332187,707.2,0.0,-2.6,-2.6,-2.6,none,(quiet),,liquid,-180.0,-349.0,-349.0,-349.0,market→model
2026-05,2026-05-06 14:20:00,2026-05-06 14:20:00,1,2026-05-12,PE,24950.0,0.02773928,ITM,1569.0,4.184,rich,736.0,696.7338,39.266186,0.056357514,0.06466806,0.6405876,39.266186,0.056357514,0.06466806,0.6405876,0.21162768,0.14695963,24181.7,24267.416,69.15000000000146,69.15078124999854,183.79921874999854,14:20,True,True,65.0,1365.0,0.0,0.0,-195.0,-39.47496,-0.00040087846,3.0,3.0,2.7607813,-105.85,-67.5094,681.8,0.0,-86.2,-91.45,-132.85,none,(quiet),,liquid,,,,,market→model
2026-05,2026-05-15 09:16:00,2026-05-15 09:16:00,1,2026-05-26,CE,23050.0,-0.030027503,ITM,2998.0,7.9946666,cheap,757.0,791.2145,-34.214474,-0.04324298,-0.031791165,,34.214474,0.04324298,0.031791165,,0.16574259,0.19753376,23729.3,23752.63,,45.64921875000073,65.95078125000146,09:16,False,False,65.0,65.0,0.0,,,-34.06471,-0.00018146423,1.0,1.0,0.95590997,35.95,-1.6581448,792.95,0.0,-0.45,-0.45,-0.45,none,(quiet),,liquid,-180.0,-209.25,-209.25,-209.25,market→model
2026-05,2026-05-29 15:00:00,2026-05-29 15:00:00,2,2026-06-09,CE,23300.0,-0.01959848,ITM,2654.0,7.0773335,rich,576.3,544.3936,31.906376,0.05860902,0.025652135,6.4716167,31.906376,0.05860902,0.025652135,6.4716167,0.18446498,0.15881284,23684.9,23761.148,-90.64999999999782,317.8996093749993,2.400390625,15:00,True,True,130.0,390.0,0.0,0.0,780.0,32.86376,-0.00075807597,1.0,2.0,1.9656907,-46.0,-22.598557,530.3,-12.3,-16.65,29.85,,none,(quiet),,liquid,,,,,market→model
2026-05,2026-05-29 14:59:00,2026-05-29 14:59:00,1,2026-06-09,CE,23000.0,-0.03566027,ITM,2655.0,7.08,cheap,835.05,866.0233,-30.97333,-0.035765003,-0.07547674,-9.453314,30.97333,0.035765003,0.07547674,9.453314,0.092736796,0.16821355,23773.35,23834.986,13.25,229.45039062499927,42.099609375,14:59,False,True,195.0,910.0,0.0,0.0,520.0,-30.493454,-0.00075284246,1.0,1.0,-1.3098776,-38.25,-67.4512,796.8,-27.95,-33.45,23.2,,none,(quiet),,liquid,-1996.75,-2354.25,1328.0,,model→market (spot/smile moved)
2026-05,2026-05-13 09:26:00,2026-05-13 09:28:00,2,2026-05-26,PE,24400.0,0.039624665,ITM,3736.0,9.9626665,cheap,967.75,997.81024,-30.060211,-0.030126182,-0.03602475,,30.060211,0.030126182,0.03602475,,0.13814534,0.17417009,23395.6,23452.062,,108.20039062499927,33.14960937499927,09:28,True,True,325.0,1950.0,0.0,-390.0,-1820.0,29.943008,-0.00018538142,1.0,2.0,2.1474175,45.15,24.124746,979.55,-11.8,53.25,121.95,36.95,low,India open after overnight US data: US CPI,,liquid,-947.0,3281.25,7746.75,2221.75,market→model
2026-05,2026-05-26 09:36:00,2026-05-26 09:37:00,2,2026-05-26,PE,24900.0,0.03393047,ITM,352.0,0.93866664,rich,860.15,830.9125,29.237507,0.035187226,0.22020262,,29.237507,0.035187226,0.22020262,,0.42975718,0.20955457,24059.15,24069.305,,1.3996093749992724,93.45039062499927,09:37,False,False,130.0,845.0,0.0,0.0,,-29.130087,0.0058307303,1.0,1.0,1.0253693,-28.65,-0.7088478,860.15,-28.65,-28.65,-13.15,12.3,none,(quiet),,liquid,,,,,market→model
2026-05,2026-05-04 13:29:00,2026-05-04 13:29:00,1,2026-05-05,CE,23450.0,-0.024770632,ITM,495.0,1.32,rich,622.9,593.9911,28.908928,0.048668962,0.106962085,1.5907412,28.908928,0.048668962,0.106962085,1.5907412,0.30647284,0.19951074,24025.25,24038.125,-78.54999999999927,264.9500000000007,0.5499999999992724,13:29,True,False,65.0,65.0,0.0,65.0,130.0,29.45251,-0.0034906997,1.0,1.0,0.9244225,-32.55,2.6611714,590.35,14.05,19.2,84.75,33.5,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,liquid,,,,,market→model
2026-05,2026-05-14 10:50:00,2026-05-14 10:50:00,1,2026-05-19,PE,24400.0,0.039241537,ITM,1404.0,3.744,rich,975.0,946.37756,28.62242,0.030244185,0.073342465,3.5828545,28.62242,0.030244185,0.073342465,3.5828545,0.25538749,0.18204501,23456.3,23461.05,-39.650000000001455,132.89921875000073,29.750781250000728,10:50,True,False,130.0,195.0,0.0,0.0,-65.0,-28.640203,2.3047924e-05,1.0,1.0,1.1658063,-30.0,-4.266736,945.0,0.0,-8.6,18.1,-70.0,none,(quiet),,liquid,,,,,market→model
2026-05,2026-05-07 12:43:00,2026-05-07 12:43:00,1,2026-05-19,CE,23700.0,-0.03364982,ITM,3166.0,8.442667,cheap,836.4,864.54944,-28.14944,-0.032559663,-0.032352146,-3.1012118,28.14944,0.032559663,0.032352146,3.1012118,0.13936763,0.17171977,24468.0,24511.07,105.09999999999854,5.200000000000728,184.0,12:43,True,False,260.0,195.0,0.0,0.0,-520.0,-28.529762,0.00033064844,1.0,2.0,0.79395324,16.3,-4.230176,852.7,0.0,0.0,-67.45,-67.45,none,(quiet),,liquid,-180.0,-180.0,-4564.25,-4564.25,market→model
2026-05,2026-05-06 15:00:00,2026-05-06 15:00:00,1,2026-05-12,PE,24950.0,0.021948457,ITM,1529.0,4.0773335,cheap,542.35,570.33484,-27.984829,-0.04906737,-0.07169339,-2.1353755,27.984829,0.04906737,0.07169339,2.1353755,0.07826585,0.14995925,24324.55,24408.352,1.25,31.94921875,326.65078124999854,15:00,False,False,65.0,65.0,0.0,780.0,845.0,27.690931,-0.0004946576,1.0,1.0,0.9091302,27.75,-2.773681,570.1,-26.6,-20.8,-7.95,,none,(quiet),,liquid,-1909.0,-1532.0,-696.75,,market→model
2026-05,2026-05-29 15:00:00,2026-05-29 15:00:00,2,2026-06-09,PE,24150.0,0.016232539,ITM,2654.0,7.0773335,cheap,451.9,479.78177,-27.881775,-0.058113452,-0.022435239,-6.077819,27.881775,0.058113452,0.022435239,6.077819,0.12560046,0.1480357,23684.9,23761.148,-90.64999999999782,317.8996093749993,2.400390625,15:00,True,True,520.0,455.0,0.0,-650.0,-390.0,28.394922,0.00036339124,1.0,2.0,3.32233,51.15,35.754177,503.05,21.6,27.2,-37.5,,none,(quiet),,liquid,1224.0,1588.0,-2617.5,,market→model
2026-05,2026-05-05 09:37:00,2026-05-05 09:37:00,2,2026-05-05,CE,23450.0,-0.024640478,ITM,352.0,0.93866664,rich,612.85,585.55756,27.292414,0.046609275,0.16991624,,27.292414,0.046609275,0.16991624,,0.33867413,0.1687579,24029.9,24034.996,,42.199609374998545,80.50039062499854,09:37,False,False,130.0,325.0,0.0,0.0,-2340.0,27.278496,0.000584571,1.0,1.0,0.61244756,-20.6,13.035532,592.25,-4.15,-19.6,-2.05,-44.75,none,(quiet),,liquid,,,,,both
2026-05,2026-05-22 14:30:00,2026-05-22 14:30:00,1,2026-05-26,PE,24600.0,0.035450403,ITM,809.0,2.1573334,rich,887.65,860.3663,27.2837,0.031711727,0.10374863,4.5624547,27.2837,0.031711727,0.10374863,4.5624547,0.29798943,0.1942408,23740.8,23743.197,-48.650000000001455,94.84921875000146,69.80078125,14:30,False,False,520.0,130.0,0.0,-65.0,-260.0,-27.262959,0.0002627799,1.0,1.0,1.0676647,-26.05,-1.650956,861.6,0.0,-0.1,37.0,29.6,none,(quiet),,liquid,,,,,market→model
2026-05,2026-05-07 12:38:00,2026-05-07 12:39:00,4,2026-05-19,CE,23900.0,-0.024256147,ITM,3170.0,8.453333,cheap,648.15,675.017,-26.867027,-0.039802,-0.021907335,-4.5484924,26.867027,0.039802,0.021907335,4.5484924,0.14464022,0.16654757,24436.65,24486.81,76.40000000000146,1.7496093750014552,152.650390625,12:39,True,True,65.0,4030.0,0.0,0.0,-195.0,-26.427076,-0.00038027178,1.0,1.0,1.5658042,32.95,11.906501,648.15,32.95,42.55,-21.15,-25.15,none,(quiet),,liquid,1961.75,2585.75,-1554.75,-1814.75,market→model
2026-05,2026-05-04 10:06:00,2026-05-04 10:06:00,8,2026-05-12,PE,25000.0,0.029318998,ITM,2573.0,6.8613334,cheap,729.1,755.7943,-26.694328,-0.035319567,-0.044359114,-6.8389397,26.694328,0.035319567,0.044359114,6.8389397,0.10474993,0.14910905,24224.45,24277.666,-14.049999999999272,65.75078125000073,162.59921875000146,10:06,True,False,650.0,390.0,0.0,0.0,2990.0,25.942066,-0.0009984791,1.0,1.0,0.9990576,20.95,-0.019761857,750.05,-7.9,22.75,79.2,14.95,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,liquid,-693.5,1298.75,4968.0,791.75,market→model
2026-05,2026-05-29 15:15:00,2026-05-29 15:15:00,1,2026-06-09,CE,22900.0,-0.03807333,ITM,2639.0,7.0373335,cheap,890.0,916.666,-26.666008,-0.02909021,-0.064480886,-0.9123776,26.666008,0.02909021,0.064480886,0.9123776,0.10814797,0.17262885,23556.2,23788.69,-225.89999999999782,446.6007812499993,50.599218750001455,15:15,True,True,65.0,65.0,0.0,65.0,325.0,-26.26599,-0.0006795217,1.0,1.0,0.6624593,22.25,-11.336969,912.25,0.0,0.0,,,none,(quiet),,liquid,-180.0,-180.0,,,both
2026-05,2026-05-04 14:18:00,2026-05-04 14:18:00,1,2026-05-05,PE,24900.0,0.029540218,ITM,446.0,1.1893333,rich,755.0,728.3357,26.664295,0.036609896,0.12569396,2.6102726,26.664295,0.036609896,0.12569396,2.6102726,0.34745353,0.22175959,24138.95,24175.207,44.0,151.25078125000073,134.19921875,14:18,True,False,65.0,260.0,0.0,0.0,-195.0,-26.90164,-0.0022898228,1.0,1.0,0.85161823,-32.9,5.7323346,722.1,0.0,2.5,13.3,52.25,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,liquid,,,,,market→model
2026-06,2026-06-22 15:15:00,2026-06-22 15:15:00,1,2026-06-30,PE,24750.0,0.025123494,ITM,1889.0,5.0373335,rich,690.65,628.3199,62.330093,0.09920121,0.082170844,7.283732,62.330093,0.09920121,0.082170844,7.283732,0.20687127,0.124700435,24108.05,24135.94,-28.950000000000728,59.99921874999927,34.900781249998545,15:15,False,False,2990.0,1170.0,0.0,0.0,0.0,-63.684208,-0.0026307611,1.0,1.0,0.91006935,-65.25,6.4478316,625.4,0.0,12.6,,,none,(quiet),,liquid,,,,,market→model
2026-06,2026-06-12 13:26:00,2026-06-12 13:26:00,1,2026-06-23,PE,24200.0,0.034066148,ITM,2748.0,7.328,rich,865.0,826.00165,38.998352,0.047213405,0.05250418,1.6626419,38.998352,0.047213405,0.05250418,1.6626419,0.18750758,0.1350034,23355.35,23389.482,27.25,100.60039062500073,41.449609374998545,13:26,False,True,65.0,65.0,0.0,65.0,65.0,-39.29126,-0.00042710695,1.0,1.0,1.0884081,-54.8,-4.4512415,810.2,0.0,0.0,-82.65,-109.1,none,(quiet),,liquid,,,,,market→model
2026-06,2026-06-30 11:23:00,2026-06-30 11:23:00,1,2026-06-30,PE,24650.0,0.026702235,ITM,246.0,0.656,rich,685.55,650.1047,35.44534,0.05452251,0.24261779,1.6818686,35.44534,0.05452251,0.24261779,1.6818686,0.45927548,0.21665771,23980.45,24000.5,65.54999999999927,55.10078124999927,128.49921874999927,11:23,True,False,65.0,65.0,0.0,-65.0,-260.0,-35.44813,8.515885e-05,1.0,2.0,1.6931946,-39.6,-16.212257,645.95,0.0,0.0,49.05,49.05,none,(quiet),,liquid,,,,,market→model
2026-06,2026-06-24 14:57:00,2026-06-24 15:00:00,2,2026-07-07,CE,23500.0,-0.024222722,ITM,3029.0,8.077333,cheap,598.4,633.3835,-34.98349,-0.05523272,-0.036798075,-7.908163,34.98349,0.05523272,0.036798075,7.908163,0.10818011,0.1449782,24043.3,24076.184,-9.350000000002183,46.74921874999927,254.05078125,15:00,False,False,585.0,260.0,0.0,65.0,390.0,-34.32979,-0.000652232,1.0,1.0,0.9965995,30.45,-0.103898,632.0,0.0,-7.0,-22.8,-7.5,none,(quiet),,liquid,-180.0,-635.0,-1662.0,-667.5,market→model
2026-06,2026-06-30 11:23:00,2026-06-30 11:23:00,4,2026-06-30,PE,24550.0,0.022637188,ITM,246.0,0.656,rich,584.55,550.2776,34.27243,0.062282078,0.21413027,1.9169286,34.27243,0.062282078,0.21413027,1.9169286,0.40650845,0.19237818,23980.45,24000.5,65.54999999999927,55.10078124999927,128.49921874999927,11:23,True,False,390.0,390.0,0.0,-65.0,390.0,-34.333656,-0.0016669102,1.0,1.0,1.5884734,-43.8,-16.226357,540.75,0.45,19.25,87.25,54.9,none,(quiet),,liquid,,,,,market→model
2026-06,2026-06-29 15:00:00,2026-06-29 15:00:00,1,2026-07-07,PE,24550.0,0.022225616,ITM,2279.0,6.0773335,rich,598.65,566.09863,32.551342,0.057501186,0.03667592,2.3484476,32.551342,0.057501186,0.03667592,2.3484476,0.15863444,0.12195852,23977.6,24010.38,36.599999999998545,142.400390625,53.04960937500073,15:00,True,True,65.0,65.0,0.0,0.0,0.0,-33.840168,-0.0016644932,1.0,1.0,0.43597674,-17.7,22.898497,580.95,0.0,0.0,15.9,,none,(quiet),,liquid,,,,,both
2026-06,2026-06-16 10:21:00,2026-06-16 10:21:00,1,2026-06-23,PE,24900.0,0.03909599,ITM,2183.0,5.8213334,rich,990.2,958.379,31.820974,0.033202913,0.070425846,1.2134581,31.820974,0.033202913,0.070425846,1.2134581,0.2029832,0.13255736,23950.95,23945.295,29.150000000001455,3.80078125,62.74921874999927,10:21,True,False,455.0,455.0,0.0,-65.0,195.0,-31.746546,0.0005063181,1.0,1.0,0.860418,-31.55,5.118222,958.65,0.0,-2.5,-2.5,-18.65,none,(quiet),,liquid,,,,,market→model
2026-06,2026-06-04 14:00:00,2026-06-04 14:00:00,1,2026-06-09,PE,24200.0,0.031802244,ITM,1214.0,3.2373333,rich,800.0,768.32007,31.679905,0.04123269,0.07128607,3.228019,31.679905,0.04123269,0.07128607,3.228019,0.24782723,0.17654115,23409.8,23442.494,59.29999999999927,52.49921874999927,162.50078125000073,14:00,True,False,65.0,910.0,0.0,-65.0,65.0,-31.902266,-0.0006597025,1.0,1.0,0.72194976,-23.05,8.877429,776.95,0.0,-8.25,-12.4,-46.95,none,(quiet),,liquid,,,,,market→model
2026-06,2026-06-23 11:45:00,2026-06-23 11:45:00,3,2026-06-30,CE,23650.0,-0.017304504,ITM,1724.0,4.5973334,rich,470.0,439.25034,30.749651,0.070004836,0.03735869,5.0029736,30.749651,0.070004836,0.03735869,5.0029736,0.15542157,0.118062876,24042.95,24062.812,-73.79999999999927,92.55078125,2.8992187500007276,11:45,True,True,650.0,65.0,0.0,65.0,0.0,32.233334,-0.0020578147,1.0,1.0,0.91270185,-22.6,2.1616464,447.4,-1.4,-16.3,-42.9,-52.45,none,(quiet),,liquid,,,,,market→model
2026-06,2026-06-12 13:24:00,2026-06-12 13:27:00,3,2026-06-23,PE,24000.0,0.025513444,ITM,2747.0,7.325333,cheap,609.7,639.7993,-30.099293,-0.0470449,-0.04742134,-13.272898,30.099293,0.0470449,0.04742134,13.272898,0.08693899,0.13436033,23372.3,23395.422,49.54999999999927,83.64921875000073,58.400781249998545,13:27,True,True,3705.0,195.0,0.0,-325.0,-910.0,30.159801,1.42440995e-05,1.0,1.0,0.54082996,14.3,-12.140843,686.05,-41.05,-68.65,-141.05,-155.45,none,(quiet),,liquid,-2848.25,-4642.25,-9348.25,-10284.25,both
2026-06,2026-06-05 14:43:00,2026-06-05 14:43:00,2,2026-06-16,CE,22850.0,-0.027135154,ITM,2671.0,7.122667,cheap,651.2,681.15063,-29.950659,-0.04397068,-0.03617408,-1.6677287,29.950659,0.04397068,0.03617408,1.6677287,0.1266256,0.16279969,23387.5,23478.527,63.099999999998545,128.84999999999854,104.84999999999854,14:43,True,False,455.0,65.0,0.0,0.0,-65.0,-30.598526,0.00063155784,1.0,2.0,1.7124815,32.55,13.542496,683.75,16.25,16.25,-12.5,-12.5,medium,"RBI MPC decision: Repo held 5.25%, neutral ; RBI holds + rupee/dollar-inflow package; Sensex reverses to -117 (rupee surges)",,liquid,876.25,876.25,-992.5,-992.5,market→model
2026-06,2026-06-03 13:48:00,2026-06-03 13:48:00,1,2026-06-16,CE,22900.0,-0.026781967,ITM,3476.0,9.269333,cheap,671.45,701.0677,-29.617674,-0.042246524,-0.025559738,-3.8153052,29.617674,0.042246524,0.025559738,3.8153052,0.1391146,0.16467434,23409.25,23521.594,88.79999999999927,38.400000000001455,257.75,13:48,True,True,65.0,130.0,0.0,0.0,-2600.0,-29.847708,0.00013717689,1.0,2.0,-0.13086563,-2.9,-25.060133,668.55,0.0,-12.05,16.1,36.85,none,(quiet),,liquid,-180.0,-963.25,866.5,2215.25,model→market (spot/smile moved)
2026-06,2026-06-05 14:43:00,2026-06-05 14:43:00,1,2026-06-16,CE,22750.0,-0.031521127,ITM,2671.0,7.122667,cheap,739.25,768.4125,-29.162489,-0.037951607,-0.04510878,-2.6097927,29.162489,0.037951607,0.04510878,2.6097927,0.12008548,0.16519426,23387.5,23478.527,63.099999999998545,128.84999999999854,104.84999999999854,14:43,True,False,260.0,195.0,0.0,130.0,130.0,-28.489916,-0.0008851192,1.0,2.0,1.7360044,33.0,13.990831,772.25,0.0,0.0,0.0,0.0,medium,"RBI MPC decision: Repo held 5.25%, neutral ; RBI holds + rupee/dollar-inflow package; Sensex reverses to -117 (rupee surges)",,liquid,-180.0,-180.0,-180.0,-180.0,market→model
2026-06,2026-06-03 15:00:00,2026-06-03 15:00:00,1,2026-06-16,CE,23150.0,-0.01699683,ITM,3404.0,9.077333,rich,558.95,529.8222,29.127773,0.054976504,0.018866569,6.3238626,29.127773,0.054976504,0.018866569,6.3238626,0.18310261,0.16423604,23413.4,23546.84,3.8000000000029104,46.249609375001455,261.900390625,15:00,False,True,65.0,130.0,0.0,0.0,-1170.0,29.353937,-0.00011055362,1.0,1.0,1.0738606,-33.9,-2.3316567,525.05,0.0,25.95,-20.15,,none,(quiet),,liquid,,,,,market→model
2026-06,2026-06-24 15:00:00,2026-06-24 15:00:00,1,2026-07-07,CE,23600.0,-0.019976432,ITM,3029.0,8.077333,cheap,520.75,549.78894,-29.03894,-0.052818343,-0.02483265,-5.9819174,29.03894,0.052818343,0.02483265,5.9819174,0.117077954,0.1419106,24043.3,24076.184,-9.350000000002183,46.74921874999927,254.05078125,15:00,False,False,3510.0,195.0,0.0,-65.0,-130.0,-28.545736,-0.00043606354,1.0,1.0,0.9843852,23.75,-0.37673408,544.5,0.0,-6.55,7.25,,none,(quiet),,liquid,-180.0,-605.75,291.25,,market→model
2026-06,2026-06-11 15:00:00,2026-06-11 15:00:00,1,2026-06-23,CE,22500.0,-0.029259209,ITM,3029.0,8.077333,rich,748.45,719.6709,28.779112,0.03998927,0.027489008,3.5896244,28.779112,0.03998927,0.027489008,3.5896244,0.18809128,0.16060227,23154.0,23168.059,-89.25,173.45000000000073,81.95000000000073,15:00,False,False,325.0,65.0,0.0,195.0,780.0,28.669243,0.0001652612,1.0,1.0,1.0610849,-37.45,-2.1559315,711.0,-3.4,-6.0,28.0,,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-06,2026-06-05 14:43:00,2026-06-05 14:43:00,1,2026-06-16,PE,24200.0,0.030266361,ITM,2671.0,7.122667,rich,786.45,757.7482,28.701752,0.037877686,0.03150352,0.55341303,28.701752,0.037877686,0.03150352,0.55341303,0.18621287,0.15470935,23387.5,23478.527,63.099999999998545,128.84999999999854,104.84999999999854,14:43,True,False,130.0,65.0,0.0,0.0,0.0,-28.592422,0.00018941316,1.0,1.0,1.4893861,-41.45,-13.619741,745.0,0.0,0.0,18.45,39.05,medium,"RBI MPC decision: Repo held 5.25%, neutral ; RBI holds + rupee/dollar-inflow package; Sensex reverses to -117 (rupee surges)",,liquid,,,,,market→model
2026-06,2026-06-30 10:57:00,2026-06-30 10:57:00,1,2026-06-30,PE,24850.0,0.038834598,ITM,272.0,0.72533333,rich,975.85,947.4398,28.410164,0.029986246,0.23917891,2.9933057,28.410164,0.029986246,0.23917891,2.9933057,0.53993976,0.30076084,23898.05,23903.459,0.049999999999272404,137.49921874999927,46.10078124999927,10:57,False,False,195.0,130.0,0.0,-130.0,1040.0,-28.362783,0.0017702791,1.0,1.0,0.59763515,-19.5,13.128604,956.35,0.0,41.8,13.2,-106.0,none,(quiet),,liquid,,,,,both
2026-06,2026-06-10 09:16:00,2026-06-10 09:16:00,1,2026-06-16,PE,24200.0,0.036089733,ITM,1873.0,4.9946666,rich,892.3,864.3195,27.980463,0.03237282,0.06147419,,27.980463,0.03237282,0.06147419,,0.206322,0.14484781,23327.7,23342.201,,1.2007812500014552,110.39921875000073,09:16,False,False,3055.0,260.0,0.0,,,-28.01556,-1.6423633e-05,1.0,1.0,0.92731196,-34.45,2.7003894,857.85,-7.85,19.45,-2.55,-42.85,medium,US CPI release (May 2026) - hot (+0.5% m/m SA),,liquid,,,,,market→model
2026-06,2026-06-23 15:00:00,2026-06-23 15:00:00,1,2026-06-30,CE,23350.0,-0.021982174,ITM,1529.0,4.0773335,rich,570.0,542.10236,27.897648,0.051461957,0.04100173,4.8845315,27.897648,0.051461957,0.04100173,4.8845315,0.18390496,0.14290324,23842.7,23868.967,-75.54999999999927,292.80078125,0.3992187500007276,15:00,True,False,130.0,65.0,0.0,0.0,-260.0,29.370874,-0.002545413,1.0,1.0,0.88166505,-29.0,3.89231,541.0,6.0,12.25,-9.0,,none,(quiet),,liquid,,,,,market→model
2026-07,2026-07-15 12:58:00,2026-07-15 12:58:00,2,2026-07-21,PE,24800.0,0.031160254,ITM,1651.0,4.4026666,rich,828.4,767.192,61.207993,0.079781845,0.107154705,7.8691883,61.207993,0.079781845,0.107154705,7.8691883,0.24200846,0.13485377,24068.5,24039.14,-106.5,151.84999999999854,57.95000000000073,12:58,True,False,390.0,780.0,0.0,65.0,325.0,-61.58145,-0.0011410625,1.0,1.0,0.74314904,-43.3,14.965568,785.1,-7.35,-22.2,7.15,-22.8,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-07,2026-07-09 10:41:00,2026-07-09 10:41:00,1,2026-07-14,PE,25050.0,0.03764166,ITM,1413.0,3.768,rich,982.2,927.1235,55.076538,0.05940583,0.13595077,2.104711,55.076538,0.05940583,0.13595077,2.104711,0.27968198,0.14373119,24104.25,24124.602,44.04999999999927,2.0,176.54999999999927,10:41,True,True,2665.0,65.0,0.0,2080.0,2080.0,-54.8082,0.0024918935,1.0,1.0,1.0200986,-74.55,-1.4688294,907.65,0.0,0.0,0.0,0.0,none,(quiet),,liquid,,,,,market→model
2026-07,2026-07-09 10:41:00,2026-07-09 10:41:00,1,2026-07-14,PE,24950.0,0.033641655,ITM,1413.0,3.768,rich,881.95,828.289,53.661,0.06478536,0.12081447,,53.661,0.06478536,0.12081447,,0.2587981,0.13798364,24104.25,24124.602,44.04999999999927,2.0,176.54999999999927,10:41,True,True,3055.0,65.0,0.0,65.0,,-53.42486,0.0016691594,1.0,1.0,1.0181596,-73.8,-1.3162792,808.15,0.0,95.55,118.4,118.4,none,(quiet),,liquid,,,,,market→model
2026-07,2026-07-08 13:46:00,2026-07-08 13:47:00,4,2026-07-14,CE,23400.0,-0.029154172,ITM,1602.0,4.272,rich,750.65,703.83484,46.815155,0.0665144,0.07982899,2.2259412,46.815155,0.0665144,0.07982899,2.2259412,0.22582188,0.14599289,24120.65,24092.25,-97.25,179.349609375,0.150390625,13:47,True,True,715.0,520.0,0.0,0.0,-130.0,47.58991,-0.0019526895,1.0,1.0,0.74990153,-44.8,14.941177,750.65,-44.8,-69.9,-152.05,-170.15,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,,,,,market→model
2026-07,2026-07-15 12:56:00,2026-07-15 12:56:00,2,2026-07-21,CE,23200.0,-0.034197785,ITM,1653.0,4.408,rich,862.25,817.4016,44.848396,0.05486703,0.08346074,1.3934261,44.848396,0.05486703,0.08346074,1.3934261,0.24317373,0.15971299,24036.25,24007.111,-145.95000000000073,184.09999999999854,0.0,12:56,True,True,130.0,130.0,0.0,130.0,260.0,45.409107,-0.001561292,1.0,2.0,1.4813306,-49.6,-16.11659,812.65,-22.65,40.35,40.35,52.5,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-07,2026-07-08 14:05:00,2026-07-08 14:05:00,4,2026-07-21,PE,24600.0,0.027083606,ITM,3459.0,9.224,cheap,666.3,707.8157,-41.515648,-0.05865319,-0.049058694,-16.263859,41.515648,0.05865319,0.049058694,16.263859,0.08995858,0.13901727,23940.2,23942.686,-274.25,359.80078125,1.3492187500014552,14:05,True,True,130.0,130.0,0.0,0.0,-9880.0,41.025818,-0.0005210232,1.0,1.0,0.8210972,33.7,-7.3426456,700.0,-16.75,29.7,16.2,40.0,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,-1268.75,1750.5,873.00006,2420.0,market→model
2026-07,2026-07-08 13:47:00,2026-07-08 13:47:00,1,2026-07-21,CE,23500.0,-0.02582446,ITM,3477.0,9.272,rich,700.3,659.12665,41.173363,0.062466547,0.034629554,3.6112525,41.173363,0.062466547,0.034629554,3.6112525,0.16415262,0.12952307,24120.65,24114.78,-97.25,179.349609375,0.150390625,13:47,True,True,65.0,195.0,0.0,0.0,0.0,41.347633,-8.564751e-05,1.0,1.0,0.74823236,-39.45,13.274264,660.85,4.45,-20.8,-77.15,-99.2,high,"Trump declares Iran interim peace over; strikes resume - Sensex -1,677 (-2.15%) to 76,504, Brent +6%",,liquid,,,,,market→model
2026-07,2026-07-17 14:15:00,2026-07-17 14:15:00,2,2026-07-28,CE,23750.0,-0.024356551,ITM,2699.0,7.1973333,cheap,599.95,638.44403,-38.49403,-0.060293507,-0.04629352,-3.905919,38.49403,0.060293507,0.04629352,3.905919,0.10292222,0.14921574,24345.4,24335.57,93.0,0.8996093749992724,246.35039062500073,14:15,True,True,130.0,130.0,0.0,-130.0,-130.0,-37.259754,-0.0012788245,2.0,2.0,0.9591848,44.3,-1.8850497,627.05,17.2,-23.8,-30.05,-26.1,none,(quiet),,liquid,938.00006,-1727.0,-2133.25,-1876.5,market→model
2026-07,2026-07-15 12:56:00,2026-07-15 12:56:00,2,2026-07-21,CE,23300.0,-0.029896704,ITM,1653.0,4.408,rich,760.55,722.07684,38.473133,0.053281214,0.064587295,1.0129226,38.473133,0.053281214,0.064587295,1.0129226,0.21970104,0.15511374,24036.25,24007.111,-145.95000000000073,184.09999999999854,0.0,12:56,True,True,130.0,260.0,0.0,0.0,0.0,39.707462,-0.0028298008,1.0,1.0,1.5031567,-45.0,-15.063,715.55,33.4,40.65,14.45,35.05,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-07,2026-07-15 12:58:00,2026-07-15 12:58:00,1,2026-07-28,CE,23450.0,-0.025503945,ITM,3526.0,9.402667,cheap,634.0,668.344,-34.34399,-0.051386695,-0.03231167,-2.0612257,34.34399,0.051386695,0.03231167,2.0612257,0.111389846,0.14370152,24068.5,24055.76,-106.5,151.84999999999854,57.95000000000073,12:58,True,False,260.0,65.0,0.0,-65.0,-65.0,-33.836826,-0.00048213804,1.0,1.0,0.617886,20.65,-12.770404,654.65,-5.35,-5.35,-5.65,17.1,low,India open after overnight US data: US CPI,,liquid,-527.75,-527.75,-547.25,931.5,both
2026-07,2026-07-30 12:33:00,2026-07-30 12:33:00,1,2026-08-11,CE,23750.0,-0.025066888,ITM,3176.0,8.469334,cheap,604.8,638.4185,-33.61853,-0.052659076,-0.053056546,-4.9903655,33.61853,0.052659076,0.053056546,4.9903655,0.0703391,0.123395644,24330.4,24352.863,71.05000000000291,0.099609375,143.30039062500146,12:33,True,True,195.0,260.0,0.0,-65.0,-65.0,-32.509644,-0.0012379498,1.0,1.0,0.5109816,28.05,-26.844343,632.85,-12.35,-22.2,-20.6,-33.45,low,India open after overnight US data: FOMC,,liquid,-982.75,-1623.0,-1519.0,-2354.25,both
2026-07,2026-07-30 12:32:00,2026-07-30 12:33:00,2,2026-08-11,CE,23850.0,-0.0208652,ITM,3176.0,8.469334,cheap,518.0,550.88654,-32.88651,-0.059697434,-0.03481448,-7.5110145,32.88651,0.059697434,0.03481448,7.5110145,0.085508265,0.12032274,24330.4,24352.863,71.05000000000291,0.099609375,143.30039062500146,12:33,True,True,65.0,325.0,0.0,-130.0,-130.0,-31.893183,-0.0009388673,1.0,1.0,0.18097767,5.75,-26.021875,518.0,5.75,6.25,10.0,10.0,low,India open after overnight US data: FOMC,,liquid,193.75,226.25,470.0,470.0,model→market (spot/smile moved)
2026-07,2026-07-15 12:55:00,2026-07-15 12:56:00,3,2026-07-28,CE,23600.0,-0.017729312,ITM,3528.0,9.408,rich,550.0,517.74805,32.251957,0.062292766,0.021307752,4.510629,32.251957,0.062292766,0.021307752,4.510629,0.15961365,0.1383059,24036.25,24022.143,-145.95000000000073,184.09999999999854,0.0,12:56,True,True,260.0,585.0,0.0,-845.0,-910.0,33.64206,-0.0009002186,1.0,1.0,1.1797495,-38.35,-5.8431,550.0,-38.35,-7.4,-18.05,1.0,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-07,2026-07-20 13:13:00,2026-07-20 13:14:00,2,2026-07-21,PE,24850.0,0.025576137,ITM,510.0,1.36,rich,660.0,628.9778,31.022205,0.04932162,0.13736714,2.5662625,31.022205,0.04932162,0.13736714,2.5662625,0.2994896,0.16212244,24225.0,24222.492,67.79999999999927,37.349999999998545,89.15000000000146,13:14,True,False,195.0,975.0,0.0,130.0,780.0,-31.13731,-0.0015096936,1.0,1.0,0.82250977,-20.3,4.380557,660.0,-20.3,-20.3,-51.1,-48.65,none,(quiet),,liquid,,,,,market→model
2026-07,2026-07-17 14:15:00,2026-07-17 14:15:00,2,2026-07-28,PE,24750.0,0.016886408,ITM,2699.0,7.1973333,rich,499.15,469.08542,30.064594,0.06409194,0.024364304,1.6697265,30.064594,0.06409194,0.024364304,1.6697265,0.14345138,0.11908707,24345.4,24335.57,93.0,0.8996093749992724,246.35039062500073,14:15,True,True,1365.0,455.0,0.0,130.0,130.0,-30.368551,-0.00022074286,1.0,1.0,1.5146002,-36.65,-12.452195,462.5,11.95,43.5,55.4,37.5,none,(quiet),,liquid,,,,,market→model
2026-07,2026-07-15 12:55:00,2026-07-15 12:56:00,2,2026-07-28,CE,23750.0,-0.011393494,ITM,3528.0,9.408,rich,435.95,406.21118,29.738829,0.07321027,0.01762307,4.6301227,29.738829,0.07321027,0.01762307,4.6301227,0.15207271,0.13444965,24036.25,24022.143,-145.95000000000073,184.09999999999854,0.0,12:56,True,True,130.0,260.0,0.0,-130.0,65.0,30.077063,-0.00016573317,1.0,1.0,1.1126025,-38.05,-3.850903,435.95,-38.05,-7.15,-19.05,-2.85,low,India open after overnight US data: US CPI,,liquid,,,,,market→model
2026-07,2026-07-09 14:40:00,2026-07-09 14:40:00,1,2026-07-14,CE,23350.0,-0.027984152,ITM,1174.0,3.1306667,rich,703.7,674.2667,29.43326,0.043652248,0.063804775,0.99566096,29.43326,0.043652248,0.063804775,0.99566096,0.2285723,0.16476752,24003.6,24012.658,-26.850000000002183,131.10039062500073,75.89960937499927,14:40,True,False,65.0,65.0,0.0,0.0,-65.0,30.11455,-0.0020343435,1.0,1.0,0.5906058,-30.7,21.280529,673.0,0.0,0.0,5.65,-68.85,none,(quiet),,liquid,,,,,both
2026-07,2026-07-17 14:15:00,2026-07-17 14:15:00,1,2026-07-28,PE,25200.0,0.034904912,ITM,2699.0,7.1973333,rich,900.0,870.6655,29.334492,0.033692032,0.05088037,,29.334492,0.033692032,0.05088037,,0.1678242,0.11694383,24345.4,24335.57,93.0,0.8996093749992724,246.35039062500073,14:15,True,True,65.0,260.0,0.0,0.0,0.0,-29.473473,-0.0002655392,1.0,1.0,1.6925899,-42.0,-17.185955,858.0,17.25,41.0,58.0,43.6,none,(quiet),,liquid,,,,,market→model
2026-07,2026-07-15 12:58:00,2026-07-15 12:58:00,1,2026-07-28,CE,23550.0,-0.02124862,ITM,3526.0,9.402667,cheap,556.2,584.6972,-28.497196,-0.048738386,-0.022392612,-2.0486634,28.497196,0.048738386,0.022392612,2.0486634,0.11820534,0.14059795,24068.5,24055.76,-106.5,151.84999999999854,57.95000000000073,12:58,True,False,65.0,65.0,0.0,0.0,-130.0,-30.985987,0.0017926755,1.0,1.0,0.5696521,15.85,-11.974,572.05,-4.05,15.05,15.05,13.05,low,India open after overnight US data: US CPI,,liquid,-443.25,798.25,798.25,668.25,both
2026-07,2026-07-23 09:20:00,2026-07-23 09:20:00,1,2026-07-28,PE,24650.0,0.028574854,ITM,1494.0,3.984,rich,729.75,701.7786,27.97135,0.039857797,0.059741512,,27.97135,0.039857797,0.059741512,,0.19519278,0.13545127,23946.45,23955.598,,0.0007812500007275958,70.24921874999927,09:20,True,False,65.0,130.0,0.0,195.0,,-28.62674,-0.0021640416,1.0,1.0,0.6238235,-21.05,12.693516,708.7,4.4,0.1,50.3,16.3,none,(quiet),,liquid,,,,,both
2026-08,2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-11,CE,23950.0,-0.025206152,ITM,1514.0,4.0373335,rich,692.8,620.91595,71.884056,0.11577099,0.10980377,8.094084,71.884056,0.11577099,0.10980377,8.094084,0.23773508,0.1279313,24570.2,24561.36,64.0,107.40078124999854,72.24921874999927,15:15,True,False,715.0,65.0,0.0,0.0,-325.0,72.29214,-0.0009539984,1.0,1.0,0.2280356,-17.3,58.56535,675.5,0.0,-14.35,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-08,2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-11,CE,23750.0,-0.033591945,ITM,1514.0,4.0373335,rich,876.75,816.1603,60.589745,0.07423756,0.119977325,4.8974023,60.589745,0.07423756,0.119977325,4.8974023,0.2634561,0.14347877,24570.2,24561.36,64.0,107.40078124999854,72.24921874999927,15:15,True,False,65.0,65.0,0.0,-130.0,-130.0,60.658047,-6.760035e-05,1.0,1.0,0.23253746,-17.9,59.076843,858.85,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-08,2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,CE,24150.0,-0.017844742,ITM,3389.0,9.0373335,rich,552.3,492.64212,59.657887,0.12109782,0.04183692,11.4101305,59.657887,0.12109782,0.04183692,11.4101305,0.15466587,0.112828955,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,130.0,260.0,0.0,-65.0,-520.0,59.605648,0.0001308581,1.0,1.0,0.31985676,-24.3,51.671505,528.0,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-08,2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,PE,24950.0,0.014744699,ITM,3389.0,9.0373335,cheap,371.5,428.70618,-57.20618,-0.13343914,-0.05240216,-4.259327,57.20618,0.13343914,0.05240216,4.259327,0.051770408,0.10417257,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,1495.0,390.0,0.0,0.0,-650.0,57.07427,-0.00017312013,1.0,1.0,0.38340712,26.1,-41.973854,397.6,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,-180.0,-180.0,,,both
2026-08,2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,CE,24050.0,-0.021994127,ITM,3389.0,9.0373335,rich,631.15,577.91064,53.239376,0.09212389,0.041910794,2.49257,53.239376,0.09212389,0.041910794,2.49257,0.15776184,0.11585105,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,65.0,65.0,0.0,0.0,260.0,53.34035,3.7236475e-06,1.0,1.0,0.44915956,-43.65,53.531498,587.5,0.0,0.0,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,both
2026-08,2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-11,CE,24050.0,-0.02103948,ITM,1514.0,4.0373335,rich,571.3,525.63666,45.663357,0.08687247,0.067201436,9.107657,45.663357,0.08687247,0.067201436,9.107657,0.1887894,0.12158797,24570.2,24561.36,64.0,107.40078124999854,72.24921874999927,15:15,True,False,2470.0,2080.0,0.0,-325.0,-390.0,46.13102,-0.00089278753,1.0,1.0,-0.052666772,2.9,57.96318,574.2,2.65,3.55,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-08,2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-18,CE,24200.0,-0.015776489,ITM,3389.0,9.0373335,rich,489.3,451.7653,37.53472,0.08308456,0.0256051,11.112225,37.53472,0.08308456,0.0256051,11.112225,0.13707186,0.111466765,24570.2,24584.818,64.0,107.40078124999854,72.24921874999927,15:15,True,False,1040.0,1170.0,0.0,130.0,455.0,37.814182,-0.00014740555,1.0,1.0,-0.038022473,1.85,50.505436,491.15,-0.8,4.45,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-08,2026-08-14 13:45:00,2026-08-14 13:45:00,1,2026-08-18,PE,25100.0,0.026688883,ITM,854.0,2.2773333,rich,700.0,662.85846,37.141563,0.056032423,0.11661749,3.3337157,37.141563,0.056032423,0.11661749,3.3337157,0.25145733,0.13483983,24383.55,24438.969,37.75,1.6492187500007276,86.75078125000073,13:45,True,False,130.0,195.0,0.0,-65.0,-65.0,-37.316383,-0.0014898411,1.0,1.0,0.8244394,-30.05,6.39901,669.95,0.0,-3.05,-3.65,1.3,none,(quiet),,liquid,,,,,market→model
2026-08,2026-08-05 15:15:00,2026-08-05 15:15:00,1,2026-08-11,CE,23800.0,-0.031488895,ITM,1514.0,4.0373335,rich,800.0,766.9779,33.02208,0.043054797,0.07424327,7.230505,33.02208,0.043054797,0.07424327,7.230505,0.2135004,0.13925713,24570.2,24561.36,64.0,107.40078124999854,72.24921874999927,15:15,True,False,1170.0,910.0,0.0,-1495.0,-1885.0,33.089725,-0.00015595622,1.0,1.0,-0.051695272,2.9,58.997974,802.9,0.0,17.45,,,medium,"RBI MPC decision: Repo held 5.25%, neutral (4th straight hold)",,liquid,,,,,model→market (spot/smile moved)
2026-08,2026-08-31 14:46:00,2026-08-31 14:46:00,1,2026-09-08,PE,24700.0,0.019222451,ITM,2293.0,6.1146665,rich,517.05,487.30536,29.74465,0.061039038,0.03533885,6.7189465,29.74465,0.061039038,0.03533885,6.7189465,0.1321126,0.09677375,24110.9,24229.74,75.95000000000073,17.799609375000728,117.30039062500146,14:46,True,True,65.0,2275.0,0.0,0.0,1040.0,-31.959501,-0.0033200814,1.0,1.0,0.34185246,-11.85,22.814077,505.2,0.0,-5.4,13.05,29.1,none,(quiet),,liquid,,,,,both
2026-08,2026-08-14 13:45:00,2026-08-14 13:45:00,1,2026-08-25,PE,24850.0,0.015603018,ITM,2729.0,7.2773333,rich,451.0,421.7569,29.243114,0.06933642,0.024957336,4.4860835,29.243114,0.06933642,0.024957336,4.4860835,0.122192234,0.0972349,24383.55,24465.273,37.75,1.6492187500007276,86.75078125000073,13:45,True,False,65.0,4225.0,0.0,0.0,1430.0,-30.383038,-0.0010265075,1.0,1.0,0.86159927,-30.7,4.931414,420.3,0.0,5.5,4.2,13.4,none,(quiet),,liquid,,,,,market→model
2026-08,2026-08-12 14:54:00,2026-08-12 14:54:00,1,2026-08-18,PE,25200.0,0.030156907,ITM,1535.0,4.0933332,rich,780.0,750.85065,29.149334,0.038821746,0.0756508,2.0809119,29.149334,0.038821746,0.0756508,2.0809119,0.19236195,0.11671116,24374.6,24451.39,84.29999999999927,98.70039062499927,108.64960937499927,14:54,True,False,650.0,65.0,0.0,0.0,-520.0,-29.535414,-0.0023215006,1.0,1.0,0.79484314,-37.7,9.730744,742.3,0.0,20.85,38.35,16.1,low,US CPI release (Jul 2026) - +0.1% m/m SA,,liquid,,,,,market→model
2026-08,2026-08-14 13:45:00,2026-08-14 13:45:00,1,2026-08-18,PE,25200.0,0.03066503,ITM,854.0,2.2773333,rich,790.0,762.19037,27.809649,0.036486488,0.109944165,5.2248845,27.809649,0.036486488,0.109944165,5.2248845,0.25469807,0.1447539,24383.55,24438.969,37.75,1.6492187500007276,86.75078125000073,13:45,True,False,650.0,780.0,0.0,0.0,-650.0,-27.9114,-0.0011411527,1.0,1.0,0.80289155,-26.5,6.505702,763.5,0.0,4.7,1.95,6.4,none,(quiet),,liquid,,,,,market→model
2026-08,2026-08-11 10:45:00,2026-08-11 10:45:00,1,2026-08-18,PE,25400.0,0.03561944,ITM,2159.0,5.7573333,rich,915.5,890.32153,25.17849,0.028280223,0.06450075,,25.17849,0.028280223,0.06450075,,0.17606486,0.111564115,24471.3,24511.19,-1.25,105.54921874999854,10.400781249998545,10:45,False,False,1755.0,2470.0,0.0,-65.0,-65.0,-25.237465,-0.00016956504,1.0,1.0,0.99020827,-27.65,0.27341804,887.85,0.0,0.0,2.4,2.4,none,(quiet),,liquid,,,,,market→model
2026-08,2026-08-31 14:46:00,2026-08-31 14:46:00,1,2026-09-01,PE,24800.0,0.02524769,ITM,418.0,1.1146667,rich,643.95,619.5717,24.378305,0.03934703,0.1329875,4.0518174,24.378305,0.03934703,0.1329875,4.0518174,0.3063053,0.17331778,24110.9,24181.695,75.95000000000073,17.799609375000728,117.30039062500146,14:46,True,True,975.0,195.0,0.0,0.0,-195.0,-24.401886,-0.0003002956,1.0,1.0,0.14926197,-4.2,23.938448,639.75,5.5,1.7,17.7,49.05,none,(quiet),,liquid,,,,,model→market (spot/smile moved)
2026-08,2026-08-25 14:31:00,2026-08-25 14:31:00,1,2026-09-01,PE,24650.0,0.013972819,ITM,1933.0,5.154667,rich,385.0,360.7442,24.255804,0.067238234,0.02821747,2.980752,24.255804,0.067238234,0.02821747,2.980752,0.11406031,0.08584285,24204.35,24307.965,57.5,2.7003906249992724,88.89960937499927,14:31,True,False,6565.0,2145.0,0.0,6240.0,12480.0,-25.978968,-0.0023632338,1.0,1.0,0.99359584,-27.4,0.17660497,357.6,-2.05,5.4,-13.4,-38.85,none,(quiet),,liquid,,,,,market→model
2026-08,2026-08-28 15:11:00,2026-08-28 15:11:00,1,2026-09-01,PE,24900.0,0.027092915,ITM,768.0,2.048,rich,690.35,667.08167,23.26833,0.03488078,0.09513808,2.3859797,23.26833,0.03488078,0.09513808,2.3859797,0.23582906,0.14069097,24152.8,24234.443,36.54999999999927,35.49921874999927,75.95078125000146,15:11,True,False,65.0,780.0,0.0,0.0,325.0,-23.300888,-0.0002465314,1.0,1.0,0.89755815,-27.85,3.1786299,662.5,10.9,14.25,-2.35,,none,(quiet),,liquid,,,,,market→model
2026-08,2026-08-19 14:35:00,2026-08-19 14:35:00,1,2026-08-25,PE,24850.0,0.028308755,ITM,1554.0,4.144,rich,720.35,697.2612,23.08877,0.033113517,0.058052763,1.589464,23.08877,0.033113517,0.058052763,1.589464,0.17542237,0.11736961,24085.25,24156.39,32.849999999998545,87.59999999999854,59.599999999998545,14:35,True,True,650.0,130.0,0.0,390.0,195.0,-23.189394,-0.00037513598,1.0,1.0,0.3839581,-10.65,17.0874,709.7,0.0,27.0,27.0,27.0,none,(quiet),,liquid,,,,,both
2026-08,2026-08-24 10:59:00,2026-08-24 10:59:00,1,2026-08-25,CE,23750.0,-0.02148283,ITM,645.0,1.72,rich,540.0,517.8722,22.127808,0.042728316,0.086313605,3.2380724,22.127808,0.042728316,0.086313605,3.2380724,0.21761261,0.131299,24243.25,24265.736,-34.45000000000073,69.75,2.900000000001455,10:59,True,False,195.0,260.0,0.0,0.0,-15405.0,22.614918,-0.004615366,1.0,1.0,0.4511362,-10.6,12.896231,529.4,0.95,-34.25,-42.25,-60.45,none,(quiet),,liquid,,,,,both
2026-08,2026-08-28 15:11:00,2026-08-28 15:11:00,2,2026-09-08,CE,23850.0,-0.01722806,ITM,2643.0,7.048,cheap,429.2,451.21588,-22.015873,-0.04879233,-0.025459263,-7.47607,22.015873,0.04879233,0.025459263,7.47607,0.08052716,0.105986424,24152.8,24264.45,36.54999999999927,35.49921874999927,75.95078125000146,15:11,True,False,195.0,390.0,0.0,-65.0,195.0,-20.643757,-0.0014139984,1.0,1.0,0.9141861,19.8,-1.8586098,449.0,0.0,-7.45,6.7,,none,(quiet),,liquid,-180.0,-664.25,255.5,,market→model
2026-09,2026-09-02 09:18:00,2026-09-02 09:18:00,1,2026-09-08,PE,24650.0,0.031510174,ITM,1871.0,4.989333,rich,842.45,768.5587,73.89131,0.09614271,0.12219847,,73.89131,0.09614271,0.12219847,,0.24151024,0.11931177,23832.65,23885.385,,50.29960937500073,25.100390625000728,09:18,False,True,65.0,845.0,0.0,,,-74.39723,-0.0018694407,1.0,1.0,0.89185697,-64.35,7.802826,778.1,0.55,19.65,1.4,-14.05,none,(quiet),,liquid,,,,,market→model
2026-09,2026-09-03 09:17:00,2026-09-03 09:17:00,1,2026-09-08,PE,24900.0,0.036023743,ITM,1497.0,3.992,rich,948.95,881.84674,67.10327,0.076094024,0.1534285,,67.10327,0.076094024,0.1534285,,0.27991256,0.12648407,23974.35,24018.973,,51.050390625001455,6.899609374999272,09:17,False,False,65.0,260.0,0.0,,,-67.04865,0.0011642958,1.0,1.0,0.8880958,-62.1,7.824888,886.85,0.0,-8.45,-11.05,-47.9,none,(quiet),,liquid,,,,,market→model
2026-09,2026-09-24 09:25:00,2026-09-24 09:25:00,1,2026-09-29,PE,24150.0,0.03745176,ITM,1489.0,3.9706666,rich,935.95,889.3461,46.603863,0.05240239,0.12193893,,46.603863,0.05240239,0.12193893,,0.26122376,0.13928485,23242.75,23262.268,,39.20000000000073,37.29999999999927,09:25,False,False,130.0,455.0,0.0,,,-46.27639,0.0029308212,1.0,1.0,1.0061307,-52.0,-0.31685323,883.95,8.4,8.4,17.75,27.9,low,"NSE shares list at Rs1,800 (+0.8% vs issue)",,liquid,,,,,market→model
2026-09,2026-09-25 14:03:00,2026-09-25 14:03:00,1,2026-09-29,PE,24150.0,0.038809117,ITM,836.0,2.2293334,rich,966.9,920.5559,46.344105,0.050343607,0.17218314,2.2891667,46.344105,0.050343607,0.17218314,2.2891667,0.35539135,0.18320821,23153.9,23230.713,119.5,-0.0003906249985448085,132.95039062499927,14:03,True,True,390.0,130.0,0.0,-65.0,-1170.0,-46.583424,-0.003222726,1.0,1.0,0.9427166,-49.2,2.9895978,917.7,0.0,60.95,54.15,44.45,none,(quiet),,liquid,,,,,market→model
2026-09,2026-09-16 09:16:00,2026-09-16 09:16:00,1,2026-09-22,PE,23850.0,0.02354141,ITM,1873.0,4.9946666,rich,608.35,567.235,41.114986,0.07248316,0.060605563,,41.114986,0.07248316,0.060605563,,0.17676727,0.11616172,23270.6,23295.094,,1.3503906250007276,84.04960937500073,09:16,False,False,195.0,260.0,0.0,,,-41.644604,-0.0010417242,1.0,1.0,1.2187574,-48.2,-8.651523,560.15,22.35,20.05,86.4,114.85,high,FOMC decision (US 2026-09-16): HIKE 25bp to 3.75-4.00% (SEP) - first hike of cycle,,liquid,,,,,market→model
2026-09,2026-09-22 14:14:00,2026-09-22 14:14:00,1,2026-09-29,PE,24050.0,0.027733317,ITM,1950.0,5.2,rich,701.35,662.0269,39.323093,0.05939803,0.07360784,3.5475717,39.323093,0.05939803,0.07360784,3.5475717,0.17988259,0.10627475,23382.6,23392.178,43.25,106.400390625,96.849609375,14:14,True,False,260.0,910.0,0.0,0.0,-715.0,-39.068165,0.0011279886,1.0,1.0,0.9033718,-59.85,6.4017925,641.5,0.0,3.75,-5.2,18.8,none,(quiet),,liquid,,,,,market→model
2026-09,2026-09-24 09:34:00,2026-09-24 09:34:00,2,2026-09-29,CE,22450.0,-0.03566618,ITM,1480.0,3.9466667,rich,854.55,818.39453,36.155464,0.044178527,0.09560372,,36.155464,0.044178527,0.09560372,,0.24110554,0.14550182,23264.1,23265.156,,17.850390625000728,58.64960937499927,09:34,False,False,65.0,130.0,0.0,,,36.126858,0.0003550066,1.0,2.0,0.91433764,-21.5,2.01429,833.05,-11.25,-11.3,-11.3,-11.3,low,"NSE shares list at Rs1,800 (+0.8% vs issue)",,liquid,,,,,market→model
2026-09,2026-09-16 09:16:00,2026-09-16 09:16:00,2,2026-09-22,PE,23950.0,0.027725516,ITM,1873.0,4.9946666,rich,696.75,662.26575,34.48425,0.052070107,0.06239837,,34.48425,0.052070107,0.06239837,,0.1814356,0.119037226,23270.6,23295.094,,1.3503906250007276,84.04960937500073,09:16,False,False,130.0,390.0,0.0,,,-34.695984,-0.0005188878,1.0,2.0,1.3599616,-33.25,-8.80078,663.5,-6.3,-6.3,60.8,121.15,high,FOMC decision (US 2026-09-16): HIKE 25bp to 3.75-4.00% (SEP) - first hike of cycle,,liquid,,,,,market→model
2026-09,2026-09-11 14:02:00,2026-09-11 14:02:00,1,2026-09-22,PE,23950.0,0.020185791,ITM,2337.0,6.232,rich,541.0,510.13782,30.862185,0.06049774,0.03261006,2.5761409,30.862185,0.06049774,0.03261006,2.5761409,0.15218285,0.11957279,23431.15,23471.396,73.10000000000218,3.7996093750007276,199.75039062499854,14:02,True,False,130.0,390.0,0.0,0.0,195.0,-31.79079,-0.0010660774,1.0,1.0,1.1121621,-49.35,-4.976974,491.65,9.15,23.45,34.2,34.2,medium,US CPI release (Aug 2026) - firm (+0.4% m/m SA; 3.4% y/y),,liquid,,,,,market→model
2026-09,2026-09-22 14:15:00,2026-09-22 14:15:00,1,2026-09-29,CE,22600.0,-0.034170702,ITM,1949.0,5.1973333,rich,820.0,791.9498,28.050142,0.035419088,0.06017274,2.4229794,28.050142,0.035419088,0.06017274,2.4229794,0.19608432,0.13591157,23373.95,23385.604,42.35000000000218,115.05078125,88.19921875,14:15,True,False,65.0,390.0,0.0,0.0,585.0,28.068724,4.6566918e-05,1.0,1.0,0.9019891,-28.8,3.1294317,791.2,0.0,9.8,9.2,9.2,none,(quiet),,liquid,,,,,market→model
2026-09,2026-09-25 14:03:00,2026-09-25 14:03:00,1,2026-10-06,PE,24000.0,0.03245451,ITM,2336.0,6.2293334,rich,802.3,774.36707,27.932945,0.03607197,0.050035454,4.4927435,27.932945,0.03607197,0.050035454,4.4927435,0.17361625,0.1235808,23153.9,23233.596,119.5,-0.0003906249985448085,132.95039062499927,14:03,True,True,455.0,2275.0,0.0,65.0,715.0,-27.674522,0.00080035336,1.0,1.0,0.958635,-35.3,1.5231915,767.0,23.65,52.55,33.0,29.0,none,(quiet),,liquid,,,,,market→model
2026-09,2026-09-16 09:16:00,2026-09-16 09:16:00,1,2026-09-29,PE,24250.0,0.03883912,ITM,3748.0,9.994667,rich,961.0,935.0295,25.970524,0.027775086,0.03659677,,25.970524,0.027775086,0.03659677,,0.15822035,0.121623576,23270.6,23326.207,,1.3503906250007276,84.04960937500073,09:16,False,False,65.0,65.0,0.0,65.0,65.0,-25.675997,0.0006676406,1.0,1.0,1.3804556,-32.75,-9.0259495,928.25,0.0,21.6,63.55,116.0,high,FOMC decision (US 2026-09-16): HIKE 25bp to 3.75-4.00% (SEP) - first hike of cycle,,liquid,,,,,market→model
2026-09,2026-09-29 11:13:00,2026-09-29 11:13:00,1,2026-10-06,CE,22250.0,-0.023122504,ITM,1756.0,4.682667,cheap,536.4,561.2802,-24.880222,-0.04432763,-0.039861307,-5.5085683,24.880222,0.04432763,0.039861307,5.5085683,0.12707995,0.16694127,22687.2,22770.47,77.20000000000073,66.00078125000073,117.54921874999854,11:13,True,False,585.0,130.0,0.0,65.0,195.0,-24.713427,-0.00026338786,1.0,1.0,0.82857966,23.35,-4.8307543,559.75,-1.55,-1.6,8.25,33.8,none,(quiet),,liquid,-280.75,-284.0,356.25,2017.0,market→model
2026-09,2026-09-11 14:02:00,2026-09-11 14:02:00,1,2026-09-22,CE,22700.0,-0.03341761,ITM,2337.0,6.232,cheap,775.0,799.4158,-24.415743,-0.030541984,-0.05422423,-3.1349106,24.415743,0.030541984,0.05422423,3.1349106,0.11254896,0.1667732,23431.15,23471.396,73.10000000000218,3.7996093750007276,199.75039062499854,14:02,True,False,65.0,65.0,0.0,0.0,195.0,-24.0312,-0.0006517933,1.0,1.0,1.1871254,38.4,6.0529547,813.4,0.0,0.0,-39.25,-23.3,medium,US CPI release (Aug 2026) - firm (+0.4% m/m SA; 3.4% y/y),,liquid,-180.0,-180.0,-2731.25,-1694.5,market→model
2026-09,2026-09-16 10:13:00,2026-09-16 10:13:00,2,2026-09-29,CE,22700.0,-0.024110137,ITM,3691.0,9.842667,rich,650.75,626.7295,24.020521,0.038326778,0.018164137,4.0290947,24.020521,0.038326778,0.018164137,4.0290947,0.16363011,0.14546597,23177.4,23253.951,46.95000000000073,103.74960937500146,61.300390625001455,10:13,False,True,1300.0,260.0,0.0,0.0,585.0,24.389875,-0.00024947134,1.0,2.0,1.1535332,-19.5,-2.5954144,631.25,-11.35,6.7,26.75,37.95,high,FOMC decision (US 2026-09-16): HIKE 25bp to 3.75-4.00% (SEP) - first hike of cycle,,liquid,,,,,market→model
2026-09,2026-09-29 11:13:00,2026-09-29 11:13:00,1,2026-10-06,PE,23350.0,0.02513247,ITM,1756.0,4.682667,rich,624.9,601.52856,23.371437,0.03885341,0.035334367,3.3631265,23.371437,0.03885341,0.035334367,3.3631265,0.18135795,0.14602359,22687.2,22770.47,77.20000000000073,66.00078125000073,117.54921874999854,11:13,True,False,195.0,65.0,0.0,0.0,0.0,-22.885195,0.0008984064,1.0,1.0,0.7738421,-15.6,4.559151,609.3,-12.3,-3.5,-25.8,-34.9,none,(quiet),,liquid,,,,,market→model
2026-09,2026-09-10 09:17:00,2026-09-10 09:17:00,1,2026-09-22,CE,23000.0,-0.022691581,ITM,2997.0,7.992,cheap,547.1,570.2836,-23.183638,-0.04065282,-0.026491188,,23.183638,0.04065282,0.026491188,,0.100357935,0.12684911,23459.1,23527.873,,35.85039062500073,27.749609375001455,09:17,False,True,65.0,390.0,0.0,-325.0,-325.0,-22.992966,-0.00023186168,1.0,1.0,1.2818656,27.9,6.1348486,575.0,-5.0,-33.6,-30.0,-29.65,none,(quiet),,liquid,-505.0,-2364.0,-2130.0,-2107.25,market→model
2026-09,2026-09-22 14:15:00,2026-09-22 14:15:00,1,2026-09-29,CE,22850.0,-0.023169491,ITM,1949.0,5.1973333,rich,572.75,550.8292,21.920746,0.0397959,0.033791967,2.2905166,21.920746,0.0397959,0.033791967,2.2905166,0.15259185,0.11879989,23373.95,23385.604,42.35000000000218,115.05078125,88.19921875,14:15,True,False,195.0,390.0,0.0,0.0,0.0,22.67919,-0.0014083358,1.0,1.0,0.8840808,-25.65,3.3631845,547.1,0.0,25.9,18.7,4.85,none,(quiet),,liquid,,,,,market→model
2026-09,2026-09-15 10:50:00,2026-09-15 10:50:00,1,2026-09-15,CE,22650.0,-0.030350765,ITM,279.0,0.744,rich,720.0,698.1746,21.825357,0.0312606,0.20951436,,21.825357,0.0312606,0.20951436,,0.41865006,0.20913571,23345.8,23347.984,-31.799999999999272,247.04921874999854,7.400781249998545,10:50,False,False,65.0,130.0,0.0,,,21.733423,,1.0,1.0,1.5623255,-30.0,-10.797855,690.0,0.0,-5.5,12.75,12.75,medium,Brent closes $108.75 (Sept high); US 10y heading above 5%,,liquid,,,,,market→model
2026-09,2026-09-24 13:44:00,2026-09-24 13:45:00,2,2026-09-29,CE,22550.0,-0.024573352,ITM,1229.0,3.2773333,rich,601.55,579.75397,21.79603,0.03759531,0.041451037,1.2183329,21.79603,0.03759531,0.041451037,1.2183329,0.20614341,0.16469236,23094.45,23110.994,-91.04999999999927,187.50078125000073,0.04921874999854481,13:45,True,False,520.0,65.0,0.0,65.0,325.0,22.623693,-0.0018582909,1.0,1.0,1.0805563,-34.7,-2.586909,601.55,-34.7,-10.7,-41.55,-29.8,low,"NSE shares list at Rs1,800 (+0.8% vs issue)",,liquid,,,,,market→model
2026-10,2026-10-01 14:33:00,2026-10-01 14:33:00,1,2026-10-06,PE,23050.0,0.0286307,ITM,806.0,2.1493332,rich,699.9,659.00323,40.896744,0.062058482,0.11030568,4.492392,40.896744,0.062058482,0.11030568,4.492392,0.30091655,0.19061086,22360.85,22399.42,134.0,249.75039062499854,143.54960937500073,14:33,True,False,1105.0,195.0,0.0,0.0,-2015.0,-40.59423,0.0014281765,1.0,1.0,1.0172832,-42.6,-0.7237574,657.3,-1.3,13.7,7.7,-32.3,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 15:06:00,2026-10-01 15:06:00,1,2026-10-06,CE,21800.0,-0.029438576,ITM,773.0,2.0613334,rich,683.55,662.40735,21.142641,0.031917885,0.064838454,5.4784093,21.142641,0.031917885,0.064838454,5.4784093,0.2766006,0.21176216,22425.2,22451.3,55.10000000000218,185.40078124999854,207.89921875000073,15:06,True,False,520.0,195.0,0.0,0.0,-1690.0,21.452015,-0.0012326344,1.0,1.0,1.3313397,-22.85,-5.686837,660.7,-15.1,5.3,37.0,,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 15:06:00,2026-10-01 15:06:00,1,2026-10-06,CE,21750.0,-0.031734787,ITM,773.0,2.0613334,rich,729.85,710.7404,19.10956,0.026886832,0.06471461,2.3718739,19.10956,0.026886832,0.06471461,2.3718739,0.28206882,0.21735421,22425.2,22451.3,55.10000000000218,185.40078124999854,207.89921875000073,15:06,True,False,390.0,130.0,0.0,130.0,1040.0,19.273523,-0.0007203184,1.0,1.0,1.3897823,-20.55,-5.7635117,709.3,0.0,0.0,20.0,,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 09:17:00,2026-10-01 09:17:00,1,2026-10-06,PE,23400.0,0.03495149,ITM,1122.0,2.992,rich,824.75,807.33844,17.411556,0.021566615,0.06508179,,17.411556,0.021566615,0.06508179,,0.23044947,0.16536768,22569.3,22596.264,,20.749218749999272,47.150781249998545,09:17,False,True,1820.0,65.0,0.0,0.0,-260.0,-17.248783,0.0011286828,1.0,1.0,1.0471553,-23.7,-1.0672523,801.05,15.1,50.3,2.2,4.05,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 09:45:00,2026-10-01 09:45:00,1,2026-10-06,PE,23500.0,0.039784357,ITM,1094.0,2.9173334,rich,936.4,919.0227,17.377293,0.018908449,0.07614637,,17.377293,0.018908449,0.07614637,,0.25407276,0.17792638,22551.2,22583.422,-0.75,38.85078124999927,43.14921875000073,09:45,False,False,845.0,325.0,0.0,-65.0,-6435.0,-17.215649,0.0014866968,1.0,1.0,1.1013391,-22.65,-2.0841265,913.75,-3.0,-2.3,-26.5,-15.75,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 14:33:00,2026-10-01 14:33:00,2,2026-10-06,PE,22950.0,0.024282867,ITM,806.0,2.1493332,rich,580.35,563.2368,17.113192,0.030383654,0.04645563,3.3905945,17.113192,0.030383654,0.04645563,3.3905945,0.22935933,0.1829037,22360.85,22399.42,134.0,249.75039062499854,143.54960937500073,14:33,True,False,3315.0,1040.0,0.0,-1950.0,-2795.0,-16.68612,0.001451941,1.0,1.0,1.0592641,-15.05,-0.8420224,565.3,1.55,5.85,12.15,-30.8,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 10:08:00,2026-10-01 10:08:00,1,2026-10-06,CE,21800.0,-0.03633487,ITM,1071.0,2.856,rich,828.2,811.1998,17.000187,0.020956842,0.064556226,,17.000187,0.020956842,0.064556226,,0.24637663,0.18182041,22586.8,22606.666,42.349999999998545,23.799218749998545,78.75078125000073,10:08,False,False,65.0,390.0,0.0,-130.0,65.0,16.996788,8.638926e-05,1.0,1.0,1.3373333,-18.2,-4.590828,810.0,-6.0,-12.9,-13.05,8.25,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 13:25:00,2026-10-01 13:25:00,3,2026-10-06,CE,21800.0,-0.026276259,ITM,874.0,2.3306668,cheap,581.15,597.7517,-16.601688,-0.027773552,-0.08205511,-3.970811,16.601688,0.027773552,0.08205511,3.970811,0.12050821,0.20256332,22342.25,22380.414,5.099999999998545,268.34999999999854,40.95000000000073,13:25,False,False,65.0,130.0,0.0,-65.0,715.0,-16.727951,0.00034475973,1.0,1.0,0.3577236,5.8,-10.413635,586.95,-8.5,-4.95,-24.0,-42.85,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,-732.5,-501.75,-1740.0,-2965.25,both
2026-10,2026-10-01 13:06:00,2026-10-01 13:07:00,2,2026-10-06,PE,23250.0,0.03685235,ITM,892.0,2.3786666,rich,863.05,846.7907,16.259298,0.019201083,0.064846575,3.4135194,16.259298,0.019201083,0.064846575,3.4135194,0.2716789,0.2068323,22376.45,22408.78,-99.14999999999782,234.15078124999854,75.14921875000073,13:07,False,False,130.0,585.0,0.0,-715.0,-2990.0,-16.373713,-0.00064717885,2.0,2.0,1.0962532,-23.05,-2.0238357,863.05,-23.05,-19.45,30.2,31.5,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 14:47:00,2026-10-01 14:47:00,1,2026-10-06,PE,23250.0,0.03766977,ITM,792.0,2.112,rich,879.65,863.557,16.092972,0.018635679,0.07521954,1.0837435,16.092972,0.018635679,0.07521954,1.0837435,0.2874221,0.21220255,22360.65,22390.469,88.90000000000146,249.94960937499854,143.35039062500073,14:47,False,True,650.0,455.0,0.0,-65.0,-325.0,-16.072168,0.0002215438,1.0,1.0,0.62857115,-13.4,7.9181905,866.25,2.9,-46.4,-46.95,-96.25,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,both
2026-10,2026-10-01 14:27:00,2026-10-01 14:27:00,1,2026-10-06,CE,21500.0,-0.03815191,ITM,812.0,2.1653333,rich,860.0,844.01013,15.989852,0.018945094,0.06330413,2.430022,15.989852,0.018945094,0.06330413,2.430022,0.3016687,0.23836456,22301.15,22336.115,29.80000000000291,309.44960937499854,83.85039062500073,14:27,False,True,130.0,325.0,0.0,0.0,390.0,15.888244,0.00059595663,1.0,1.0,1.4361154,-30.45,-9.246968,829.55,0.0,30.45,64.45,102.95,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 15:05:00,2026-10-01 15:05:00,1,2026-10-06,PE,23300.0,0.036864437,ITM,774.0,2.064,rich,862.45,846.6903,15.759701,0.0186133,0.07714814,2.5920413,15.759701,0.0186133,0.07714814,2.5920413,0.28248924,0.2053411,22421.0,22456.697,54.95000000000073,189.59999999999854,203.70000000000073,15:05,True,False,390.0,195.0,0.0,-65.0,-1235.0,-15.834988,-0.0005939783,1.0,1.0,0.72469443,-13.65,5.185525,848.8,4.4,10.7,-34.05,,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 13:25:00,2026-10-01 13:30:00,4,2026-10-06,CE,21900.0,-0.02099307,ITM,869.0,2.3173332,cheap,475.0,490.25107,-15.251076,-0.031108703,-0.040808998,-3.121233,15.251076,0.031108703,0.040808998,3.121233,0.15137841,0.1921874,22328.4,22364.607,-9.69999999999709,282.19960937499854,27.100390625000728,13:30,False,False,195.0,1300.0,0.0,130.0,2470.0,-15.480854,0.0005009655,1.0,1.0,0.339241,5.0,-9.738784,502.2,-14.35,-22.2,-30.2,-57.3,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,-1112.75,-1623.0,-2143.0,-3904.5,both
2026-10,2026-10-01 14:26:00,2026-10-01 14:26:00,1,2026-10-06,PE,23050.0,0.031202223,ITM,813.0,2.168,rich,730.8,715.90137,14.898663,0.020811055,0.05337141,2.0954032,14.898663,0.020811055,0.05337141,2.0954032,0.25381622,0.2004448,22299.45,22341.893,29.150000000001455,311.15078124999854,82.14921875000073,14:26,False,True,715.0,325.0,0.0,0.0,-845.0,-14.735421,0.00082449004,1.0,1.0,0.7971946,-22.15,5.634934,708.65,25.45,-22.15,-38.45,-95.55,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 13:31:00,2026-10-01 13:31:00,1,2026-10-06,CE,21850.0,-0.022760816,ITM,868.0,2.3146667,rich,540.9,526.2279,14.672075,0.027881598,0.03224338,,14.672075,0.027881598,0.03224338,,0.23003124,0.19778787,22321.35,22353.027,-17.55000000000291,289.25039062499854,20.049609375000728,13:31,False,False,65.0,130.0,0.0,0.0,1690.0,14.634667,0.000109034874,1.0,1.0,0.041839525,-0.5,11.450422,540.4,18.5,9.95,-34.3,-91.4,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,model→market (spot/smile moved)
2026-10,2026-10-01 13:04:00,2026-10-01 13:07:00,2,2026-10-06,PE,23100.0,0.030379834,ITM,892.0,2.3786666,rich,714.65,700.15155,14.4984255,0.020707553,0.047132127,5.101431,14.4984255,0.020707553,0.047132127,5.101431,0.23945798,0.19232585,22376.45,22408.78,-99.14999999999782,234.15078124999854,75.14921875000073,13:07,False,False,455.0,130.0,0.0,-260.0,-26585.0,-14.294782,0.00089251937,1.0,1.0,2.3441744,-26.0,-14.908675,701.5,3.15,0.3,21.2,19.6,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 14:05:00,2026-10-01 14:05:00,2,2026-10-06,CE,21700.0,-0.026207155,ITM,834.0,2.224,cheap,580.3,594.66833,-14.368344,-0.024161946,-0.056735378,-1.9627061,14.368344,0.024161946,0.056735378,1.9627061,0.15373506,0.21047042,22235.2,22276.213,-111.70000000000073,375.40078124999854,17.899218750000728,14:05,False,True,65.0,65.0,0.0,0.0,260.0,-13.939861,-0.0012789578,1.0,2.0,1.9295282,15.1,7.274253,595.4,30.75,37.45,37.45,118.3,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,1818.75,2254.25,2254.25,7509.5,market→model
2026-10,2026-10-01 14:27:00,2026-10-01 14:27:00,1,2026-10-06,CE,21750.0,-0.026591087,ITM,812.0,2.1653333,rich,617.55,603.2197,14.330267,0.023756295,0.038257413,0.8565755,14.330267,0.023756295,0.038257413,0.8565755,0.24963099,0.21137358,22301.15,22336.115,29.80000000000291,309.44960937499854,83.85039062500073,14:27,False,True,390.0,325.0,0.0,65.0,1235.0,14.719571,-0.0011848935,1.0,1.0,1.5029192,-26.15,-8.750527,591.4,16.9,36.1,64.6,116.45,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 09:30:00,2026-10-01 09:30:00,1,2026-10-06,PE,23350.0,0.03272471,ITM,1109.0,2.9573333,rich,770.0,755.8735,14.126525,0.018689007,0.05280722,,14.126525,0.018689007,0.05280722,,0.21320699,0.16039978,22567.6,22598.246,,22.450390624999272,59.54960937500073,09:30,True,False,65.0,195.0,0.0,,,-13.939712,0.0011481297,1.0,1.0,0.80421835,-23.75,5.7817817,746.25,2.9,29.7,29.25,-3.9,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,,,,,market→model
2026-10,2026-10-01 13:07:00,2026-10-01 13:07:00,1,2026-10-06,CE,21800.0,-0.027542815,ITM,892.0,2.3786666,cheap,610.0,624.10486,-14.104853,-0.022600133,-0.07038081,-2.7429187,14.104853,0.022600133,0.07038081,2.7429187,0.13119711,0.2015779,22376.45,22408.78,-99.14999999999782,234.15078124999854,75.14921875000073,13:07,False,False,260.0,3250.0,0.0,260.0,3185.0,-14.169992,0.00018128024,1.0,3.0,2.2684174,23.85,13.336062,633.85,-13.65,-13.4,-49.85,-46.35,medium,"Sensex -571 to 71,910: US 10y >5.3%, crude ~$100, FPI selling",,liquid,-1067.25,-1051.0,-3420.25,-3192.75,market→model