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
2024-10,2024-10-03 13:56:00,2024-10-03 14:31:00,53,2024-10-03,CE,25250.0,-0.0005266986,ITM,58.0,0.15466666,cheap,23.25,33.27356,-10.023561,-0.301247,-0.04155812,-1.8774471,10.023561,0.3286274,0.04155812,2.03903,0.06294223,0.10450035,25261.7,25263.303,-6.149999999997817,377.7507812500007,31.399218750000728,14:31,False,False,6.5384e+06,1.440705e+07,0.0,1.360925e+06,5.000575e+06,-2.0021703,-0.03312359,6.0,24.0,-0.47579998,-2.45,-7.5992227,48.45,-6.4,-14.25,-24.05,-27.8,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-596.0,-1106.25,-1743.25,-1987.0,model→market (spot/smile moved)
2024-10,2024-10-03 12:31:00,2024-10-03 12:38:00,54,2024-10-03,PE,25350.0,-0.0023008964,OTM,171.0,0.456,cheap,15.95,25.040665,-9.090665,-0.3630361,-0.024407076,-1.7545669,9.090665,0.3630361,0.024407076,1.7545669,0.088856235,0.11326331,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,3.31125e+06,2.8642e+06,0.0,0.0,2.492375e+06,0.5023658,-0.02300727,49.0,74.0,7.3202586,38.35,33.111115,29.9,-3.1,-11.85,-7.75,-3.25,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-381.5,-950.25,-683.75,-391.25,market→model
2024-10,2024-10-03 14:18:00,2024-10-03 14:32:00,42,2024-10-03,PE,25250.0,-0.0008393673,OTM,57.0,0.152,cheap,9.0,17.702284,-8.702285,-0.49159104,-0.0379047,-1.9612178,8.702285,0.49159104,0.0379047,1.9612178,0.07114463,0.10904933,25267.6,25271.203,9.049999999999272,371.8503906250007,37.29960937500073,14:32,False,False,2.009335e+07,1.37165e+07,0.0,0.0,6.624975e+06,-0.3520652,-0.039505403,12.0,22.0,0.4893702,2.25,-2.3477461,22.0,-0.5,-2.61,-9.7,-10.65,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-212.5,-349.64996,-810.5,-872.25,both
2024-10,2024-10-03 12:32:00,2024-10-03 12:38:00,53,2024-10-03,CE,25350.0,-0.0023008964,ITM,171.0,0.456,cheap,74.84,83.42836,-8.588361,-0.10294294,-0.02300727,-1.6933239,8.588361,0.2186564,0.02300727,1.6933239,0.09025604,0.11326331,25412.75,25408.395,11.400000000001455,226.70000000000073,44.04999999999927,12:38,True,False,1.09845e+06,952625.0,0.0,0.0,1.30845e+06,0.5023658,-0.024407076,48.0,73.0,-11.906466,-56.39,-61.126083,62.5,-2.0,12.34,-10.2,-19.4,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-310.0,622.10004,-843.0,-1441.0,model→market (spot/smile moved)
2024-10,2024-10-03 13:33:00,2024-10-03 13:41:00,37,2024-10-03,CE,25300.0,0.00017069072,OTM,108.0,0.288,cheap,27.05,35.472675,-8.422674,-0.2374412,-0.024721947,-2.08514,8.422674,0.33599886,0.024721947,2.08514,0.085467786,0.11018973,25286.35,25295.682,-60.25,353.1003906250007,3.6496093749992724,13:41,False,False,3.183025e+06,2.987225e+06,0.0,0.0,7.699125e+06,-0.67228115,-0.02274815,11.0,34.0,-2.7105894,-12.55,-17.179989,37.0,-5.0,-10.3,-17.8,-22.55,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-505.0,-849.5,-1337.0,-1645.75,model→market (spot/smile moved)
2024-10,2024-10-03 13:33:00,2024-10-03 13:40:00,17,2024-10-03,PE,25300.0,0.00034965065,ITM,109.0,0.29066667,cheap,33.45,41.675213,-8.225214,-0.19736464,-0.024141233,-1.6881993,8.225214,0.20135272,0.024141233,1.6881993,0.08407365,0.108214885,25286.95,25291.156,-64.14999999999782,352.5007812500007,4.249218749999272,13:40,False,False,7.265975e+06,5.127675e+06,0.0,0.0,1.4084e+06,-0.1560907,-0.024600113,12.0,34.0,6.0468426,29.95,24.997002,23.15,2.9,8.0,29.8,33.65,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,8.500008,340.0,1757.0,2007.25,market→model
2024-10,2024-10-24 10:02:00,2024-10-24 11:23:00,259,2024-10-24,PE,24400.0,-0.00023325793,OTM,246.0,0.656,cheap,16.7,24.446634,-7.7466335,-0.31687936,-0.015675012,-1.6427659,7.7466335,0.41071078,0.019788248,2.7249653,0.03909007,0.054765083,24406.35,24405.691,-13.5,74.30039062500146,65.14960937499927,11:23,False,False,1.84715e+06,1.59575e+06,0.0,0.0,2.057675e+06,0.25889584,-0.015150261,172.0,184.0,-1.8394971,-7.45,-11.50002,41.6,-5.81,-17.95,-13.2,-22.8,none,(quiet),,tradable,-557.65,-1346.75,-1038.0,-1662.0,model→market (spot/smile moved)
2024-10,2024-10-24 10:01:00,2024-10-24 11:19:00,263,2024-10-24,CE,24400.0,-9.8373515e-05,ITM,250.0,0.6666667,cheap,21.25,28.898396,-7.648396,-0.26466507,-0.015290882,-1.5670782,7.648396,0.54797536,0.02114286,2.2691202,0.040005647,0.05529653,24397.5,24402.4,-22.900000000001455,83.15000000000146,56.29999999999927,11:19,False,False,2.0009e+06,2.663275e+06,0.0,996250.0,3.4868e+06,0.0,-0.015290882,176.0,188.0,-3.6565778,-14.45,-18.401783,42.3,-6.85,3.7,10.05,0.5,none,(quiet),,tradable,-625.25,60.5,473.25,-147.5,model→market (spot/smile moved)
2024-10,2024-10-03 13:56:00,2024-10-03 14:10:00,18,2024-10-03,PE,25250.0,0.0001881472,ITM,79.0,0.21066667,cheap,28.4,35.635815,-7.235816,-0.20304897,-0.024899414,-1.8848039,7.235816,0.22226487,0.024899414,2.009632,0.089131646,0.11403106,25239.9,25245.25,-47.04999999999927,399.5496093750007,8.000390624998545,14:10,False,True,4.8865e+06,4.2373e+06,0.0,0.0,3.7991e+06,0.0,-0.024899414,35.0,50.0,-4.8283696,-18.1,-21.848677,21.85,0.8,4.7,5.8,-3.35,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-128.0,125.499985,197.00002,-397.75,model→market (spot/smile moved)
2024-10,2024-10-03 12:34:00,2024-10-03 12:36:00,10,2024-10-03,CE,25300.0,-0.003962007,ITM,173.0,0.46133333,cheap,107.6,114.768776,-7.168775,-0.062462766,-0.025423115,-2.1396732,7.168775,0.062462766,0.025423115,2.1396732,0.08793532,0.11335844,25402.35,25400.438,15.69999999999709,237.10039062500073,33.64960937499927,12:36,True,False,608875.0,875200.0,0.0,-60650.0,459500.0,-1.4752878,-0.019686604,78.0,100.0,-25.198854,-93.9,-97.62636,101.0,6.6,4.65,-13.25,-22.7,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,249.0,122.25,-1041.25,-1655.5,model→market (spot/smile moved)
2024-10,2024-10-24 09:51:00,2024-10-24 09:55:00,25,2024-10-24,PE,24350.0,-0.00083919184,OTM,334.0,0.89066666,cheap,31.2,38.299564,-7.099564,-0.18536931,-0.01250323,-1.5772153,7.099564,0.23646696,0.01250323,1.5772153,0.07029346,0.082796685,24383.35,24370.443,-39.75,97.30039062500146,42.14960937499927,09:55,False,True,3.215975e+06,3.904775e+06,0.0,0.0,4.3262e+06,1.412355,-0.010010628,13.0,39.0,-5.266804,-19.7,-23.440409,39.85,-4.15,-13.85,-25.3,-26.9,none,(quiet),,tradable,-449.75,-1080.25,-1824.5,-1928.5,model→market (spot/smile moved)
2024-10,2024-10-31 10:56:00,2024-10-31 11:23:00,84,2024-10-31,CE,24250.0,1.3103437e-05,OTM,246.0,0.656,cheap,22.7,29.75281,-7.05281,-0.23704685,-0.014291373,-0.66019267,7.05281,0.26099744,0.014291373,1.30492,0.046318457,0.06060983,24260.45,24249.682,15.600000000002183,112.00078125000073,26.149218750000728,11:23,False,False,2.6226e+06,1.981925e+06,0.0,0.0,4.22475e+06,-0.48238537,-0.013314067,52.0,61.0,-2.630581,-9.35,-12.904348,27.0,2.35,0.85,-5.85,-7.7,none,(quiet),,tradable,-27.250006,-124.75,-560.25,-680.5,model→market (spot/smile moved)
2024-10,2024-10-03 13:57:00,2024-10-03 13:57:00,5,2024-10-03,PE,25300.0,0.0008663068,ITM,92.0,0.24533333,cheap,43.75,50.69882,-6.948819,-0.13706076,-0.022775,-1.9300061,6.948819,0.13706076,0.022775,1.9300061,0.10037736,0.12315235,25288.3,25278.092,-16.700000000000728,351.1492187500007,56.400781249998545,13:57,True,True,1.1161075e+07,8.1112e+06,0.0,-781225.0,-6.228325e+06,0.20663357,-0.022093158,8.0,19.0,2.8086667,10.45,6.7293735,48.35,11.1,17.55,7.15,9.5,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,541.5,960.74994,284.75,437.5,market→model
2024-10,2024-10-24 09:46:00,2024-10-24 09:56:00,15,2024-10-24,CE,24350.0,-0.001354643,ITM,333.0,0.888,cheap,58.75,65.460884,-6.7108846,-0.10251747,-0.012178102,-1.7418547,6.7108846,0.117193565,0.012178102,1.7418547,0.06952356,0.08170166,24396.05,24383.008,-31.25,84.59921875000146,54.85078124999927,09:56,True,True,3.34685e+06,3.4878e+06,0.0,0.0,5.61805e+06,0.0,-0.012178102,16.0,47.0,9.900801,33.55,30.161385,52.05,-1.5,-4.5,20.85,37.8,none,(quiet),,tradable,-277.5,-472.5,1175.25,2277.0,market→model
2024-10,2024-10-31 10:57:00,2024-10-31 11:22:00,40,2024-10-31,PE,24250.0,4.051227e-05,ITM,247.0,0.6586667,cheap,23.3,29.966894,-6.6668935,-0.22247529,-0.013483577,-0.65593517,6.6668935,0.22247529,0.013630717,0.8293813,0.04611813,0.059601706,24260.3,24249.018,17.75,112.14921875000073,26.000781250000728,11:22,False,False,4.0032e+06,1.980275e+06,0.0,-264400.0,21250.0,-0.36783734,-0.014227411,57.0,58.0,3.5812259,13.99,10.083516,25.2,4.05,-0.25,2.7,-1.95,none,(quiet),,tradable,83.250015,-196.25,-4.499996,-306.75,market→model
2024-10,2024-10-17 10:39:00,2024-10-17 10:42:00,7,2024-10-17,PE,24850.0,0.0002628393,ITM,287.0,0.76533335,cheap,37.79,44.073906,-6.283906,-0.14257656,-0.011533645,-1.0120181,6.283906,0.15486252,0.011533645,1.0120181,0.06303511,0.07456875,24842.3,24843.469,8.399999999997817,187.19921875,44.900781249998545,10:42,False,False,2.050175e+06,2.229175e+06,0.0,431375.0,2.24515e+06,0.98955464,-0.009717108,27.0,34.0,5.5803027,19.26,15.808575,33.29,-0.79,2.25,12.56,24.56,none,(quiet),,tradable,-231.34999,-33.75,636.4,1416.4,market→model
2024-10,2024-10-03 12:08:00,2024-10-03 12:35:00,70,2024-10-03,PE,25300.0,-0.0036001876,OTM,174.0,0.464,cheap,9.69,15.915059,-6.225059,-0.3911427,-0.020228721,-1.1625605,6.225059,0.4728166,0.022801833,1.4484417,0.091512755,0.111741476,25394.0,25391.248,-6.900000000001455,245.45000000000073,25.299999999999272,12:35,False,False,3.95345e+06,4.226525e+06,0.0,0.0,949025.0,0.07252893,-0.01997453,91.0,121.0,16.575245,52.01,48.87219,13.85,1.2,2.7,2.35,-6.55,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-102.0,-4.499996,-27.250006,-605.75,market→model
2024-10,2024-10-17 10:31:00,2024-10-17 10:43:00,12,2024-10-17,CE,24850.0,2.9003482e-05,OTM,286.0,0.76266664,cheap,33.85,39.96911,-6.119108,-0.15309595,-0.011222614,-0.85818493,6.119108,0.15681598,0.011222614,1.0618315,0.06273844,0.07396106,24849.2,24849.28,13.450000000000728,180.30078125,51.799218749998545,10:43,False,False,2.44865e+06,2.295225e+06,0.0,0.0,-596175.0,-0.46951884,-0.010361677,26.0,36.0,-6.0091987,-19.75,-23.036629,31.1,-2.55,3.05,-2.3,-8.95,none,(quiet),,tradable,-345.75,18.25,-329.5,-761.75,model→market (spot/smile moved)
2024-10,2024-10-03 12:13:00,2024-10-03 12:17:00,7,2024-10-03,PE,25350.0,-0.0017850898,OTM,192.0,0.512,cheap,28.45,34.519493,-6.0694947,-0.17582804,-0.014171558,-1.5947951,6.0694947,0.17582804,0.014171558,1.6186988,0.10458898,0.11876053,25398.85,25395.293,-14.25,240.60039062500073,15.999609375001455,12:17,False,False,1.29375e+06,2.5783e+06,0.0,0.0,2.517775e+06,0.013816828,-0.0141390255,89.0,95.0,20.222775,62.75,59.647064,32.79,-2.24,2.46,2.0,-14.59,high,"Sensex -1,769 (-2.1%) to 82,497 on Iran-Israel escalation, oil, SEBI F&O curbs",,tradable,-325.59998,-20.099998,-50.0,-1128.35,market→model
2024-10,2024-10-24 10:27:00,2024-10-24 10:30:00,8,2024-10-24,PE,24450.0,0.0011428827,ITM,299.0,0.79733336,cheap,46.95,53.013348,-6.063346,-0.11437395,-0.011667198,-1.8108706,6.063346,0.11437395,0.011667198,1.8108706,0.05656304,0.068230234,24427.6,24422.072,12.0,53.050390625001455,86.39960937499927,10:30,False,False,1.507725e+06,1.4747e+06,0.0,358225.0,1.106125e+06,1.6718727,-0.008426464,37.0,58.0,1.8566433,5.95,2.745292,44.5,2.2,-0.75,-3.05,6.5,none,(quiet),,tradable,-36.999996,-228.75,-378.25,242.5,market→model
2024-11,2024-11-14 12:46:00,2024-11-14 13:27:00,53,2024-11-14,PE,23550.0,-6.813059e-05,OTM,122.0,0.32533333,cheap,14.75,24.685196,-9.935195,-0.40247586,-0.029448263,-1.4115821,9.935195,0.40247586,0.029448263,1.4115821,0.046034332,0.0754826,23565.45,23551.605,31.650000000001455,110.45078125000146,79.34921875000146,13:27,False,True,4.68385e+06,2.7509e+06,0.0,0.0,2.215625e+06,0.035613902,-0.029342677,13.0,59.0,3.423279,17.15,12.140183,36.6,-2.06,-8.3,-12.15,-13.25,low,India open after overnight US data: US CPI,,tradable,-313.9,-719.5,-969.75,-1041.25,market→model
2024-11,2024-11-14 11:51:00,2024-11-14 13:27:00,167,2024-11-14,CE,23550.0,-6.813059e-05,ITM,122.0,0.32533333,cheap,16.39,26.289585,-9.899585,-0.37655917,-0.029342677,-1.2707909,9.899585,0.45428815,0.029342677,1.5202308,0.04613992,0.0754826,23565.45,23551.605,31.650000000001455,110.45078125000146,79.34921875000146,13:27,False,True,1.03304e+07,5.4205e+06,0.0,0.0,94675.0,0.035613902,-0.029448263,13.0,59.0,-1.6991432,-8.89,-14.122048,10.4,1.05,1.55,3.5,3.9,low,India open after overnight US data: US CPI,,tradable,-111.75,-79.25,47.5,73.50001,model→market (spot/smile moved)
2024-11,2024-11-14 11:20:00,2024-11-14 12:07:00,96,2024-11-14,CE,23500.0,-0.0006266266,ITM,202.0,0.53866667,cheap,31.35,39.73087,-8.380869,-0.21094099,-0.019788256,-0.6532819,8.380869,0.27239585,0.019788256,1.6073011,0.053624325,0.07341258,23529.65,23514.73,21.150000000001455,146.24960937500146,43.550390625001455,12:07,False,False,3.178475e+06,2.139325e+06,0.0,-675075.0,-355675.0,-0.17822431,-0.019363971,54.0,115.0,3.4411829,14.55,10.321802,29.5,2.79,-1.3,-1.65,-4.2,low,India open after overnight US data: US CPI,,tradable,1.3499985,-264.5,-287.25,-453.0,market→model
2024-11,2024-11-14 11:20:00,2024-11-14 12:05:00,169,2024-11-14,PE,23500.0,-0.0006819094,OTM,204.0,0.544,cheap,16.35,24.630577,-8.280578,-0.33619097,-0.019529818,-0.65326416,8.280578,0.541657,0.020699114,2.7415555,0.053938016,0.073467836,23527.35,23516.031,10.149999999997817,148.55039062500146,41.249609375001455,12:05,False,False,2.8269e+06,5.5743e+06,0.0,0.0,2.2109e+06,0.16204122,-0.019144017,67.0,117.0,-2.3115804,-9.85,-14.111154,41.75,-4.25,-2.96,-10.75,-15.1,low,India open after overnight US data: US CPI,,tradable,-456.25,-372.4,-878.75,-1161.5,model→market (spot/smile moved)
2024-11,2024-11-14 10:26:00,2024-11-14 10:55:00,38,2024-11-14,PE,23550.0,9.768857e-05,ITM,274.0,0.73066664,cheap,35.0,42.144115,-7.144116,-0.16951634,-0.014129529,-0.6957305,7.144116,0.1786794,0.014129529,0.79241467,0.066903025,0.08103255,23561.65,23547.7,-33.5,114.24960937500146,61.000390624998545,10:55,False,False,2.99365e+06,2.4723e+06,0.0,-107750.0,2.454925e+06,0.0,-0.014129529,13.0,16.0,8.366029,36.65,32.269188,30.1,-0.4,-3.35,0.9,7.75,low,India open after overnight US data: US CPI,,tradable,-206.0,-397.75,-121.5,323.75,market→model
2024-11,2024-11-14 10:20:00,2024-11-14 10:55:00,41,2024-11-14,CE,23550.0,9.768857e-05,OTM,274.0,0.73066664,cheap,32.7,39.844116,-7.144116,-0.17930166,-0.014129529,-0.6804351,7.144116,0.22283973,0.01421071,0.86376166,0.066903025,0.08103255,23561.65,23547.7,-33.5,114.24960937500146,61.000390624998545,10:55,False,False,1.594925e+06,1.3714e+06,0.0,1.124225e+06,3.0467e+06,0.0,-0.014129529,12.0,224.0,-4.4719205,-16.31,-19.957203,71.25,5.15,-3.25,-11.65,-32.8,low,India open after overnight US data: US CPI,,tradable,154.75,-391.25,-937.25,-2312.0,model→market (spot/smile moved)
2024-11,2024-11-14 10:20:00,2024-11-14 10:32:00,19,2024-11-14,CE,23600.0,0.00035349882,OTM,297.0,0.792,cheap,39.2,46.132298,-6.932296,-0.15026991,-0.013172585,-1.6706827,6.932296,0.1785705,0.013172585,1.7755127,0.081957504,0.095130086,23606.9,23591.658,-49.04999999999927,68.99960937500146,106.25039062499854,10:32,False,False,2.2983e+06,2.042825e+06,0.0,0.0,4.150575e+06,-1.3609754,-0.010586219,20.0,28.0,-5.4218345,-19.15,-22.682014,41.65,4.05,-2.75,-9.5,-21.05,low,India open after overnight US data: US CPI,,tradable,83.250015,-358.75,-797.5,-1548.25,model→market (spot/smile moved)
2024-11,2024-11-14 10:19:00,2024-11-14 10:34:00,20,2024-11-14,PE,23600.0,0.00026280218,ITM,295.0,0.7866667,cheap,47.2,54.056973,-6.856973,-0.12684715,-0.013057461,-1.4911869,6.856973,0.12684715,0.013057461,1.4911869,0.08373105,0.09678851,23607.9,23593.799,-45.69999999999709,67.99960937500146,107.25039062499854,10:34,False,True,1.527725e+06,2.556925e+06,0.0,0.0,949825.0,0.0,-0.013057461,18.0,27.0,5.2629824,19.35,15.673377,48.25,-1.35,2.5,2.45,14.5,low,India open after overnight US data: US CPI,,tradable,-267.75,-17.5,-20.749996,762.5,market→model
2024-11,2024-11-14 12:14:00,2024-11-14 12:17:00,16,2024-11-14,PE,23550.0,0.00032948013,ITM,192.0,0.512,cheap,28.7,35.15862,-6.4586196,-0.18369946,-0.015351421,-1.6160486,6.4586196,0.18369946,0.015351421,1.6160486,0.05817202,0.07352344,23554.7,23542.242,43.79999999999927,121.20078125000146,68.59921875000146,12:17,False,False,2.218425e+06,1.611475e+06,0.0,0.0,902975.0,0.006908414,-0.015334976,110.0,142.0,-0.6318864,-2.1,-5.423382,30.1,3.44,7.65,9.05,8.5,low,India open after overnight US data: US CPI,,tradable,43.600006,317.25,408.25,372.5,model→market (spot/smile moved)
2024-11,2024-11-04 12:18:00,2024-11-04 12:18:00,1,2024-11-14,CE,23500.0,-0.019148454,ITM,3191.0,8.509334,cheap,577.4,583.51465,-6.114663,-0.010479022,-0.00422065,-1.7693163,6.114663,0.010479022,0.00422065,1.7693163,0.17139216,0.1756128,23938.9,23954.324,75.90000000000146,377.849609375,122.75039062499854,12:18,False,True,50.0,100.0,0.0,0.0,-725.0,-2.588523,-0.002433493,1.0,1.0,-0.58261186,-7.4,-20.101423,570.0,-11.9,-19.4,-17.8,-36.35,none,(quiet),,tradable,-953.5,-1441.0,-1337.0,-2542.75,model→market (spot/smile moved)
2024-11,2024-11-06 10:28:00,2024-11-06 10:28:00,1,2024-11-07,PE,24500.0,0.0070373258,ITM,676.0,1.8026667,rich,218.85,213.14613,5.7038703,0.026760375,0.008431851,2.941988,5.7038703,0.026760375,0.008431851,2.941988,0.13699812,0.12856627,24327.2,24328.191,-30.099999999998545,87.85078124999927,123.14921875000073,10:28,True,False,291850.0,299775.0,0.0,0.0,-57525.0,-2.5755682,0.004652268,1.0,2.0,-3.4179816,11.15,14.412159,230.0,30.8,28.0,30.25,-18.6,high,"Trump wins US election; Sensex +901 to 80,378, IT +4%",,tradable,,,,,model→market (spot/smile moved)
2024-11,2024-11-22 13:29:00,2024-11-22 13:29:00,1,2024-12-05,CE,23850.0,0.0034200035,OTM,3495.0,9.32,cheap,207.9,213.40715,-5.5071435,-0.025805807,-0.0030483548,-2.5311542,5.5071435,0.025805807,0.0030483548,2.5311542,0.13522379,0.13827214,23700.65,23768.572,26.25,30.599609375,341.650390625,13:29,False,False,25.0,2625.0,0.0,-100.0,3700.0,-1.7712129,-0.0020702782,1.0,1.0,1.2127807,8.9,1.5614926,216.8,-5.8,-1.8,9.7,65.45,none,(quiet),,tradable,-557.0,-297.0,450.5,4074.25,market→model
2024-11,2024-11-14 10:15:00,2024-11-14 10:15:00,1,2024-11-14,CE,23550.0,-0.0022471284,ITM,314.0,0.8373333,cheap,77.09,82.54689,-5.4568877,-0.06610652,-0.011059608,-1.2172309,5.4568877,0.06610652,0.011059608,1.2172309,0.084527545,0.09558715,23615.9,23602.979,41.45000000000073,59.999609375001455,115.25039062499854,10:15,False,False,679925.0,578125.0,0.0,112775.0,-772150.0,-1.5777643,-0.0078356145,57.0,264.0,-21.679981,-62.14,-65.00624,79.3,-3.71,-8.05,-15.55,-39.15,low,India open after overnight US data: US CPI,,tradable,-421.15,-703.25,-1190.75,-2724.75,model→market (spot/smile moved)
2024-11,2024-11-06 11:53:00,2024-11-06 11:53:00,1,2024-11-07,PE,24550.0,0.005403573,ITM,591.0,1.576,rich,187.15,181.81702,5.3329873,0.029331617,0.007829273,2.0102477,5.3329873,0.029331617,0.007829273,2.0102477,0.14044872,0.13261946,24421.4,24417.7,59.150000000001455,3.199609374998545,217.35039062500073,11:53,True,False,69975.0,29200.0,0.0,0.0,12975.0,-2.2572546,0.0045305025,1.0,31.0,2.5172842,-7.5,-4.5205984,179.65,-4.85,-5.6,-7.7,18.75,high,"Trump wins US election; Sensex +901 to 80,378, IT +4%",,tradable,,,,,market→model
2024-11,2024-11-05 15:02:00,2024-11-05 15:02:00,1,2024-11-07,CE,23750.0,-0.01834531,ITM,777.0,2.072,cheap,474.55,479.8493,-5.2993135,-0.011043703,-0.00998498,-1.266662,5.2993135,0.011043703,0.00998498,1.266662,0.19936408,0.20934907,24221.7,24189.723,31.799999999999272,2.30078125,378.94921875,15:02,False,False,2450.0,1600.0,0.0,0.0,825.0,-2.577859,-0.0050706947,4.0,4.0,-0.2374618,-1.1,-5.7323236,474.95,-5.65,-14.45,-14.9,,none,(quiet),,tradable,-547.25,-1119.25,-1148.5,,model→market (spot/smile moved)
2024-11,2024-11-21 14:08:00,2024-11-21 14:19:00,23,2024-11-21,PE,23350.0,0.00033433555,ITM,70.0,0.18666667,cheap,14.15,19.427551,-5.2775517,-0.27165294,-0.021511663,-0.72274,5.2775517,0.29838666,0.02304254,1.4276853,0.038483806,0.05999547,23343.7,23342.195,-0.9500000000007276,163.60078124999927,80.54921874999854,14:19,False,False,3.739425e+06,6.27755e+06,0.0,358775.0,2.34895e+06,0.25504977,-0.020454355,23.0,25.0,0.32038057,0.9,-1.9091593,17.95,-0.15,0.0,-4.4,2.05,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,-189.75,-180.0,-466.0,-46.750004,model→market (spot/smile moved)
2024-11,2024-11-06 11:53:00,2024-11-06 11:53:00,1,2024-11-07,CE,24200.0,-0.008955648,ITM,591.0,1.576,cheap,246.4,251.58295,-5.1829476,-0.020601347,-0.009419088,-2.8151035,5.1829476,0.020601347,0.009419088,2.8151035,0.13442212,0.1438412,24421.4,24417.7,59.150000000001455,3.199609374998545,217.35039062500073,11:53,True,False,410550.0,311075.0,0.0,0.0,-61050.0,-2.208421,-0.005355334,4.0,77.0,4.341604,11.55,8.889693,249.55,9.25,8.7,2.25,-32.7,high,"Trump wins US election; Sensex +901 to 80,378, IT +4%",,tradable,421.25,385.5,-33.75,-2305.5,market→model
2024-11,2024-11-06 12:35:00,2024-11-06 12:35:00,1,2024-11-07,CE,24150.0,-0.0113818,ITM,549.0,1.464,cheap,291.1,296.24704,-5.1470437,-0.017374162,-0.012769155,-1.9764378,5.1470437,0.017374162,0.012769155,1.9764378,0.12944517,0.14221431,24438.1,24426.441,7.69999999999709,4.950390624999272,234.04960937500073,12:35,False,False,8225.0,7825.0,0.0,0.0,-11700.0,-2.4824896,-0.0064312397,2.0,11.0,1.8135616,5.1,2.287854,290.5,5.7,3.3,-20.55,10.8,high,"Trump wins US election; Sensex +901 to 80,378, IT +4%",,tradable,190.49998,34.5,-1515.75,522.0,market→model
2024-11,2024-11-14 11:16:00,2024-11-14 11:16:00,1,2024-11-14,PE,23500.0,0.00027033672,ITM,253.0,0.67466664,cheap,39.54,44.683487,-5.1434865,-0.11510934,-0.010629223,-2.2399986,5.1434865,0.11510934,0.010629223,2.2399986,0.074806,0.08543523,23505.7,23493.648,-60.79999999999927,170.20078125000146,19.599218750001455,11:16,False,False,6.162675e+06,3.00625e+06,0.0,-957925.0,-1.92515e+06,0.6010076,-0.009387115,163.0,172.0,-12.963348,-34.74,-37.419865,41.25,-1.75,-3.75,-3.0,-12.65,low,India open after overnight US data: US CPI,,tradable,-293.75,-423.75,-375.0,-1002.25,model→market (spot/smile moved)
2024-11,2024-11-21 13:51:00,2024-11-21 13:54:00,12,2024-11-21,PE,23350.0,0.00025457505,ITM,95.0,0.25333333,cheap,14.9,20.041183,-5.1411834,-0.25653094,-0.017659627,-1.8689021,5.1411834,0.25653094,0.01780334,2.0434527,0.03958321,0.057242837,23348.8,23344.057,-1.0,158.49921874999927,85.65078124999854,13:54,False,False,4.086875e+06,3.604375e+06,0.0,0.0,2.46625e+06,0.2331802,-0.01685395,48.0,50.0,0.05612111,0.15,-2.522791,16.6,-0.15,0.85,1.29,-3.05,high,US indicts Gautam Adani; Adani stocks crash up to 23% (~$27bn wiped),,tradable,-189.75,-124.75,-96.15,-378.25,model→market (spot/smile moved)
2024-12,2024-12-05 11:04:00,2024-12-05 12:05:00,84,2024-12-05,CE,24450.0,4.2651787e-05,OTM,204.0,0.544,rich,152.3,138.74036,13.55964,0.09773393,0.029925887,1.9862734,13.55964,0.10127573,0.029925887,1.9862734,0.33726534,0.30733946,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,2.81405e+06,2.455575e+06,0.0,0.0,-229925.0,2.4430194,0.024534967,6.0,70.0,-7.3460736,63.15,71.74643,99.05,0.05,-1.5,-7.35,-8.55,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12,2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,CE,24300.0,-0.0036825018,ITM,32.0,0.08533333,cheap,122.85,135.83829,-12.988284,-0.09561579,-0.08121125,-2.295407,12.988284,0.09561579,0.08121125,2.295407,0.3858274,0.46703863,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,591700.0,528650.0,0.0,0.0,-23950.0,-3.0877686,-0.06157506,1.0,2.0,8.274571,76.2,66.991066,199.05,10.55,125.65,220.95,210.05,none,(quiet),,tradable,505.75,7987.25,14181.75,13473.25,market→model
2024-12,2024-12-05 11:50:00,2024-12-05 12:06:00,15,2024-12-05,PE,24550.0,0.0024995385,ITM,203.0,0.5413333,rich,176.8,164.29852,12.501473,0.07608999,0.028018104,3.8031237,12.501473,0.07608999,0.028018104,3.8031237,0.3178752,0.2898571,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,439125.0,427175.0,0.0,0.0,-43150.0,-4.3225408,0.018340984,5.0,5.0,7.4225802,-75.45,-65.28507,265.1,-1.1,0.54,-88.3,-152.5,none,(quiet),,tradable,,,,,market→model
2024-12,2024-12-05 10:58:00,2024-12-05 12:08:00,71,2024-12-05,CE,24400.0,-0.0059581925,ITM,201.0,0.536,rich,233.95,221.87582,12.074174,0.054418612,0.02912543,1.6198822,12.074174,0.08843078,0.02912543,2.2942448,0.33298206,0.3038566,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,1.4765e+06,1.451775e+06,0.0,0.0,-1.215975e+06,2.957659,0.022031559,3.0,3.0,-1.5204387,15.5,25.694426,107.75,0.0,13.5,11.7,10.15,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12,2024-12-05 11:35:00,2024-12-05 12:07:00,50,2024-12-05,PE,24500.0,-8.5129795e-05,OTM,202.0,0.53866667,rich,144.8,132.94371,11.856289,0.08918278,0.026240755,2.133802,11.856289,0.10991612,0.026240755,2.133802,0.322768,0.29652724,24500.9,24502.086,164.0,39.04960937500073,205.35039062500073,12:07,True,True,1.851475e+06,2.3568e+06,0.0,355050.0,348550.0,-0.19549403,0.025808142,4.0,23.0,8.096789,-59.6,-52.23906,248.2,2.3,4.15,-16.4,-99.3,none,(quiet),,tradable,,,,,market→model
2024-12,2024-12-05 11:16:00,2024-12-05 12:06:00,72,2024-12-05,CE,24500.0,0.00046080176,OTM,203.0,0.5413333,rich,138.6,126.78311,11.816888,0.093205534,0.02610958,2.1085308,11.816888,0.10545965,0.02610958,2.1085308,0.31837672,0.29226714,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,4.580975e+06,4.213925e+06,0.0,0.0,-267500.0,0.9855376,0.023932423,5.0,26.0,-5.71601,41.85,49.17154,76.75,-1.25,-2.05,-2.8,-0.05,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12,2024-12-05 12:14:00,2024-12-05 12:22:00,15,2024-12-05,CE,24400.0,-0.007938192,ITM,187.0,0.49866667,rich,271.7,260.06265,11.637347,0.044748243,0.030673467,1.8063945,11.637347,0.044748243,0.030673467,1.8063945,0.3578048,0.32713133,24595.55,24594.463,230.25,53.049218749998545,300.0007812500007,12:22,True,False,240600.0,185600.0,0.0,-120300.0,-2.207625e+06,5.5642037,0.016102405,5.0,10.0,0.51425326,-3.0,2.8337016,298.2,1.4,9.25,-31.56,-48.65,none,(quiet),,tradable,,,,,both
2024-12,2024-12-05 14:39:00,2024-12-05 14:51:00,11,2024-12-05,PE,24850.0,0.008923125,ITM,38.0,0.101333335,cheap,232.45,243.97739,-11.527386,-0.047247764,-0.098903604,-7.1334367,11.527386,0.10813481,0.098903604,7.1334367,0.38479596,0.48369956,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,4.0229e+06,1.420925e+06,0.0,0.0,2.8628e+06,2.797342,-0.07248678,2.0,2.0,0.9500516,20.7,-1.0882905,85.05,3.05,-25.75,175.0,43.7,none,(quiet),,tradable,18.25,-1853.75,11195.0,2660.5,market→model
2024-12,2024-12-05 10:58:00,2024-12-05 12:07:00,87,2024-12-05,PE,24450.0,-0.0021280313,OTM,202.0,0.53866667,rich,122.2,110.68759,11.512405,0.10400809,0.025784308,1.2588674,11.512405,0.13947001,0.025784308,1.8427882,0.32515973,0.2993754,24500.9,24502.086,164.0,39.04960937500073,205.35039062500073,12:07,True,True,1.1737e+06,1.0899e+06,0.0,351575.0,467025.0,0.72190654,0.027399456,4.0,67.0,7.486101,-52.45,-45.443684,217.5,-9.2,-29.65,-27.75,-17.5,none,(quiet),,tradable,,,,,market→model
2024-12,2024-12-05 10:59:00,2024-12-05 12:03:00,70,2024-12-05,CE,24350.0,-0.0012575136,ITM,206.0,0.54933333,rich,161.44,149.94397,11.496029,0.07666883,0.02543227,1.6463425,11.496029,0.07666883,0.02543227,1.71691,0.32089224,0.29546,24389.55,24380.64,49.04999999999927,150.39921875000073,94.00078125000073,12:03,True,True,884775.0,1.0375e+06,0.0,0.0,-146675.0,3.2052972,0.018343925,8.0,8.0,-14.574364,128.16,136.95352,129.85,5.75,15.84,8.45,7.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12,2024-12-05 12:01:00,2024-12-05 12:08:00,10,2024-12-05,CE,24550.0,0.00017052953,OTM,201.0,0.536,rich,141.1,129.65726,11.442748,0.088253826,0.025341325,3.8477325,11.442748,0.12006229,0.025341325,3.8477325,0.31706738,0.29172608,24536.2,24545.814,195.35000000000218,3.7507812500007276,240.64921875000073,12:08,True,True,2.33085e+06,2.442575e+06,0.0,0.0,-731925.0,3.536049,0.01751148,4.0,22.0,-2.5917144,19.4,26.885393,72.7,2.2,47.3,114.0,93.95,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12,2024-12-05 10:58:00,2024-12-05 12:06:00,71,2024-12-05,PE,24350.0,-0.005680466,OTM,203.0,0.5413333,rich,88.4,76.99675,11.403251,0.1481004,0.027275335,1.7371235,11.403251,0.1481004,0.027275335,1.9713113,0.32669932,0.29942396,24488.45,24488.713,147.20000000000073,51.50078125000073,192.89921875000073,12:06,True,True,1.738175e+06,1.405425e+06,0.0,0.0,217850.0,-3.8432581,0.018124135,5.0,25.0,5.2450614,-43.65,-35.327885,158.94,-8.75,-24.75,-23.64,-14.84,none,(quiet),,tradable,,,,,market→model
2024-12,2024-12-05 14:39:00,2024-12-05 14:52:00,13,2024-12-05,CE,24800.0,0.0042955633,OTM,37.0,0.09866667,cheap,25.6,36.824265,-11.224264,-0.3048062,-0.0683808,-8.720221,11.224264,0.31277615,0.07351083,9.750759,0.3351882,0.403569,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,9.277875e+06,7.960525e+06,0.0,691900.0,2.313025e+06,-0.95135653,-0.062396433,2.0,3.0,-1.402807,-9.95,-17.042921,45.7,-8.7,-2.7,-34.45,-42.85,none,(quiet),,tradable,-745.5,-355.5,-2419.25,-2965.25,model→market (spot/smile moved)
2024-12,2024-12-05 10:58:00,2024-12-05 12:05:00,70,2024-12-05,PE,24400.0,-0.0020044318,OTM,204.0,0.544,rich,127.9,116.710495,11.189507,0.09587404,0.02494431,1.152344,11.189507,0.12279596,0.02494431,2.7362278,0.33384216,0.30889782,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,2.2083e+06,2.4953e+06,0.0,0.0,38050.0,0.0,0.02494431,6.0,26.0,10.943767,-70.85,-64.37599,187.15,-9.95,-27.6,-24.85,-16.35,none,(quiet),,tradable,,,,,market→model
2024-12,2024-12-05 14:39:00,2024-12-05 14:41:00,13,2024-12-05,CE,24850.0,0.0028026742,OTM,48.0,0.128,cheap,17.6,27.953028,-10.353026,-0.3703723,-0.05425986,-5.666602,10.353026,0.37581038,0.07248678,5.8979225,0.19668989,0.25094974,24779.0,24780.451,106.65000000000146,78.75,483.4500000000007,14:41,True,True,6.451875e+06,5.28585e+06,0.0,0.0,1.277475e+06,-0.95348686,-0.049067676,2.0,14.0,3.8943832,21.1,15.68194,24.55,-6.95,-2.95,-16.45,-23.0,none,(quiet),,tradable,-631.75,-371.75,-1249.25,-1675.0,market→model
2024-12,2024-12-05 14:39:00,2024-12-05 14:52:00,14,2024-12-05,PE,24800.0,0.0042955633,ITM,37.0,0.09866667,cheap,132.85,143.12294,-10.272933,-0.071776986,-0.062396433,-5.5264287,10.272933,0.24901108,0.062396433,5.5264287,0.34117258,0.403569,24692.15,24693.7,-72.44999999999709,165.599609375,396.6003906250007,14:52,True,True,3.911675e+06,3.16875e+06,0.0,-3.685925e+06,-1.574775e+06,-0.95135653,-0.0683808,2.0,2.0,10.394394,96.1,86.85463,56.05,0.85,-24.05,155.7,25.6,none,(quiet),,tradable,-124.75,-1743.25,9940.5,1484.0,market→model
2024-12,2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,PE,24300.0,-0.0036825018,OTM,32.0,0.08533333,cheap,36.29,46.190586,-9.900587,-0.21434209,-0.06157506,-4.3922877,9.900587,0.21434209,0.06157506,4.3922877,0.40546358,0.46703863,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,6.880275e+06,7.978475e+06,0.0,0.0,-102975.0,-3.0877686,-0.08121125,1.0,1.0,-3.553102,-26.85,-34.406776,9.44,1.16,-8.04,-9.09,-9.39,none,(quiet),,tradable,-104.600006,-702.6,-770.85004,-790.35004,model→market (spot/smile moved)
2024-12,2024-12-05 11:04:00,2024-12-05 12:05:00,67,2024-12-05,CE,24300.0,-0.006111214,ITM,204.0,0.544,rich,237.65,227.7507,9.899295,0.043465488,0.023800768,1.4824789,9.899295,0.0622713,0.023800768,1.7893091,0.3358062,0.3120054,24448.8,24448.957,111.0,91.14921875000073,153.25078125000073,12:05,True,True,1.2962e+06,1.2609e+06,0.0,0.0,-233200.0,1.4648933,0.020296944,6.0,6.0,-8.976828,90.35,100.4148,172.3,-1.2,-2.25,-13.95,-15.9,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2024-12,2024-12-05 14:57:00,2024-12-05 14:57:00,1,2024-12-05,CE,24350.0,-0.0016270027,ITM,32.0,0.08533333,cheap,95.55,105.14745,-9.59745,-0.09127611,-0.05473939,-2.5653918,9.59745,0.09127611,0.05473939,2.5653918,0.41387597,0.46861535,24502.65,24389.65,-255.34999999999854,355.099609375,207.10039062500073,14:57,True,True,586600.0,539625.0,0.0,0.0,-12450.0,-2.5989084,-0.039888944,2.0,2.0,7.7459016,67.05,58.39381,149.05,13.55,124.25,221.5,210.0,none,(quiet),,tradable,700.75,7896.25,14217.5,13470.0,market→model
2024-12,2024-12-05 14:33:00,2024-12-05 14:51:00,17,2024-12-05,PE,24500.0,-0.005261509,OTM,38.0,0.101333335,rich,65.34,55.875473,9.464526,0.16938606,0.05338949,5.344702,9.464526,0.6560498,0.05338949,5.344702,0.60536593,0.55197644,24672.1,24629.246,-93.25,185.650390625,376.5496093750007,14:51,True,True,1.2088075e+07,8.042275e+06,0.0,0.0,807450.0,-1.9332169,0.042564448,1.0,2.0,5.5111713,-33.24,-27.208614,6.35,0.05,0.75,-1.6,-2.15,none,(quiet),,tradable,,,,,market→model
2025-01,2025-01-29 15:24:00,2025-01-29 15:27:00,5,2025-01-30,CE,23000.0,-0.006786119,ITM,377.0,1.0053333,rich,249.9,242.31189,7.5881104,0.03131547,0.014150755,3.2202404,7.5881104,0.03131547,0.014150755,3.460677,0.2744114,0.26026067,23173.1,23156.611,36.89999999999782,8.250390624998545,196.599609375,15:27,False,False,165900.0,211100.0,0.0,0.0,-529100.0,1.9251493,0.010572744,,,,,,248.15,1.95,,,,none,(quiet),,tradable,,,,,not closed in session
2025-01,2025-01-29 15:25:00,2025-01-29 15:27:00,4,2025-01-30,CE,23100.0,-0.0024477174,ITM,377.0,1.0053333,rich,184.9,178.13496,6.765032,0.037977003,0.011740862,3.767286,6.765032,0.037977003,0.011740862,3.767286,0.2659579,0.25421703,23173.1,23156.611,36.89999999999782,8.250390624998545,196.599609375,15:27,False,False,213425.0,187250.0,0.0,0.0,-929500.0,0.35164934,0.011130992,,,,,,184.95,-0.05,,,,none,(quiet),,tradable,,,,,not closed in session
2025-01,2025-01-29 15:24:00,2025-01-29 15:26:00,5,2025-01-30,PE,23050.0,-0.0046471856,OTM,378.0,1.008,rich,109.05,102.34793,6.702069,0.06548319,0.011957177,2.9107609,6.702069,0.06548319,0.011957177,2.9107609,0.26924396,0.2572868,23175.05,23157.367,40.39999999999782,6.299218749998545,198.55078125,15:26,False,False,122150.0,170800.0,0.0,-154350.0,-624700.0,-0.39209768,0.011258937,,,,,,109.9,-0.85,,,,none,(quiet),,tradable,,,,,not closed in session
2025-01,2025-01-09 09:39:00,2025-01-09 10:09:00,29,2025-01-09,PE,23600.0,0.00012968724,ITM,320.0,0.85333335,cheap,36.35,42.92897,-6.578972,-0.1532525,-0.01201755,-0.7399405,6.578972,0.19219637,0.01201755,0.7399405,0.06353241,0.07554996,23610.2,23596.94,6.150000000001455,79.30078125,16.249218749999272,10:09,False,True,3.272775e+06,6.4488e+06,0.0,175425.0,1.386225e+06,0.059830893,-0.01190827,38.0,41.0,13.299029,53.85,49.80083,43.7,-0.2,-3.0,-10.41,-17.1,none,(quiet),,tradable,-193.0,-375.0,-856.64996,-1291.5,market→model
2025-01,2025-01-09 09:39:00,2025-01-09 10:09:00,25,2025-01-09,CE,23600.0,0.00012968724,OTM,320.0,0.85333335,cheap,33.35,39.869152,-6.519153,-0.1635137,-0.01190827,-0.87664795,6.519153,0.1635137,0.01190827,0.87664795,0.06364169,0.07554996,23610.2,23596.94,6.150000000001455,79.30078125,16.249218749999272,10:09,False,True,1.832925e+06,5.07285e+06,0.0,433725.0,-520575.0,0.059830893,-0.01201755,38.0,41.0,-2.4565415,-9.8,-13.789349,36.85,-0.81,2.5,8.8,6.75,none,(quiet),,tradable,-232.65,-17.5,392.0,258.75,model→market (spot/smile moved)
2025-01,2025-01-29 15:25:00,2025-01-29 15:27:00,3,2025-01-30,PE,23100.0,-0.0024477174,OTM,377.0,1.0053333,rich,127.95,121.53654,6.413464,0.052769843,0.011130992,3.1239226,6.413464,0.052769843,0.011130992,3.210842,0.26534805,0.25421703,23173.1,23156.611,36.89999999999782,8.250390624998545,196.599609375,15:27,False,False,264875.0,356550.0,0.0,0.0,-1.09335e+06,0.35164934,0.011740862,,,,,,127.85,0.1,,,,none,(quiet),,tradable,,,,,not closed in session
2025-01,2025-01-29 15:25:00,2025-01-29 15:26:00,4,2025-01-30,CE,23050.0,-0.0046471856,ITM,378.0,1.008,rich,216.0,209.68994,6.3100624,0.030092346,0.011258937,2.9001698,6.3100624,0.030307861,0.011258937,3.023001,0.26854572,0.2572868,23175.05,23157.367,40.39999999999782,6.299218749998545,198.55078125,15:26,False,False,51375.0,73300.0,0.0,-63000.0,-269450.0,-0.39209768,0.011957177,,,,,,216.0,-1.05,,,,none,(quiet),,tradable,,,,,not closed in session
2025-01,2025-01-27 09:35:00,2025-01-27 09:35:00,1,2025-02-06,PE,23350.0,0.012619736,ITM,3729.0,9.944,rich,504.0,497.705,6.295017,0.012648089,0.0036463537,,6.295017,0.012648089,0.0036463537,,0.18426037,0.18061401,22997.15,23057.182,,9.599609375,86.30039062500146,09:35,True,False,2100.0,75.0,0.0,0.0,-900.0,-2.6060863,0.0021413101,1.0,1.0,0.70640755,-8.35,3.4703717,495.65,3.5,12.35,10.35,5.85,medium,"DeepSeek AI rout: Sensex -824 to 75,366, IT leads losses",,tradable,,,,,market→model
2025-01,2025-01-03 10:03:00,2025-01-03 10:03:00,1,2025-01-16,PE,24350.0,0.00905375,ITM,3701.0,9.869333,rich,375.45,369.15808,6.2919106,0.017043946,0.0035071785,0.8012858,6.2919106,0.017043946,0.0035071785,0.8012858,0.13141142,0.12790424,24103.25,24130.537,-1.6500000000014552,93.20000000000073,51.75,10:03,True,True,600.0,75.0,0.0,7425.0,7425.0,-1.888412,0.0024581759,1.0,1.0,0.51156825,-3.9,3.7236166,371.55,0.85,-2.15,36.45,38.7,none,(quiet),,tradable,,,,,both
2025-01,2025-01-09 11:58:00,2025-01-09 12:10:00,19,2025-01-09,PE,23550.0,-0.0001527079,OTM,199.0,0.53066665,cheap,25.75,31.998806,-6.248806,-0.19528247,-0.014510655,-1.1522641,6.248806,0.20710807,0.014510655,1.1522641,0.06381303,0.078323685,23556.65,23553.596,-11.75,132.849609375,19.400390625,12:10,False,False,3.77895e+06,2.54055e+06,1.0,-349500.0,404850.0,0.65397334,-0.012991883,7.0,7.0,-2.8255432,-13.45,-18.210146,29.6,2.2,1.2,-7.5,0.45,none,(quiet),,tradable,-36.999996,-102.0,-667.5,-150.75,model→market (spot/smile moved)
2025-01,2025-01-01 10:48:00,2025-01-01 10:48:00,1,2025-01-02,CE,23300.0,-0.018473543,ITM,656.0,1.7493334,cheap,448.4,454.49188,-6.0918875,-0.013403731,-0.017262945,-2.622452,6.0918875,0.013403731,0.017262945,2.622452,0.16732606,0.184589,23688.9,23734.434,58.5,2.7996093750007276,126.10039062500073,10:48,True,True,16200.0,19575.0,0.0,75.0,-6075.0,-2.1599793,-0.010828025,4.0,9.0,10.521601,47.6,43.075974,471.4,29.1,25.25,11.75,32.75,none,(quiet),,tradable,1711.5,1461.25,583.75,1948.75,market→model
2025-01,2025-01-06 09:57:00,2025-01-06 09:57:00,1,2025-01-16,CE,23700.0,-0.012637323,ITM,3332.0,8.885333,cheap,423.0,428.99005,-5.99004,-0.013963121,-0.0037806756,-1.0737392,5.99004,0.013963121,0.0037806756,1.0737392,0.13664775,0.14042842,23957.0,24001.404,-131.75,132.95000000000073,45.54999999999927,09:57,False,True,150.0,300.0,0.0,300.0,3900.0,-2.7949731,-0.0020171725,1.0,1.0,1.8089045,9.75,4.3599973,432.75,-14.1,23.25,23.15,-8.55,none,(quiet),,tradable,-1096.5,1331.25,1324.75,-735.75,market→model
2025-01,2025-01-23 09:19:00,2025-01-23 09:19:00,3,2025-01-23,CE,23100.0,-0.0008884345,ITM,370.0,0.9866667,cheap,58.9,64.865486,-5.96549,-0.09196708,-0.010477886,,5.96549,0.09196708,0.010477886,,0.08311594,0.09359383,23109.75,23120.531,,36.70000000000073,19.099999999998545,09:19,False,False,3.53805e+06,3.2109e+06,0.0,0.0,1.5792e+06,-0.82748145,-0.009022803,16.0,17.0,10.313666,33.8,30.522795,60.0,0.75,2.0,32.7,63.5,none,(quiet),,tradable,-131.25,-50.0,1945.5,3947.5,market→model
2025-01,2025-01-01 15:16:00,2025-01-01 15:16:00,1,2025-01-02,CE,23300.0,-0.02073558,ITM,388.0,1.0346667,cheap,495.0,500.95175,-5.9517493,-0.011880883,-0.030285046,-2.0877137,5.9517493,0.011880883,0.030285046,2.0877137,0.20131432,0.23159936,23746.2,23788.184,-12.5,76.60078124999927,183.39921875000073,15:16,False,False,75.0,1275.0,1.0,0.0,300.0,-2.2171898,-0.01785625,3.0,,1.5505834,5.0,1.7754072,497.75,-1.75,6.55,,,none,(quiet),,tradable,-293.75,245.75,,,market→model
2025-01,2025-01-09 11:58:00,2025-01-09 12:09:00,18,2025-01-09,CE,23550.0,-0.00014846314,ITM,200.0,0.53333336,cheap,28.9,34.84217,-5.942171,-0.17054538,-0.013763784,-1.1321185,5.942171,0.18612435,0.013763784,1.1321185,0.06274048,0.07650427,23555.5,23553.496,-15.299999999999272,134.0,18.25,12:09,False,False,2.2893e+06,3.72735e+06,0.0,0.0,1.211775e+06,-0.3461797,-0.012961853,8.0,9.0,9.263316,34.1,30.418814,28.9,-2.8,-2.8,2.3,-2.5,none,(quiet),,tradable,-362.0,-362.0,-30.500004,-342.5,market→model
2025-01,2025-01-01 10:33:00,2025-01-01 10:41:00,4,2025-01-02,CE,23200.0,-0.021412296,ITM,663.0,1.768,cheap,509.2,515.11,-5.9099565,-0.011473194,-0.023022218,-3.3476286,5.9099565,0.011473194,0.023022218,3.3476286,0.15973443,0.18275665,23662.4,23702.121,44.5,21.199609374998545,99.60039062500073,10:41,False,False,900.0,750.0,0.0,0.0,-3450.0,-2.468611,-0.012553165,2.0,6.0,-0.18064424,-0.6,-3.9214454,490.45,-3.35,26.15,74.5,86.45,none,(quiet),,tradable,-397.75,1519.75,4662.5,5439.25,model→market (spot/smile moved)
2025-01,2025-01-01 15:17:00,2025-01-01 15:17:00,2,2025-01-02,CE,23250.0,-0.022936968,ITM,387.0,1.032,cheap,543.1,549.00543,-5.90546,-0.01075665,-0.039697804,-1.1795015,5.90546,0.01075665,0.039697804,1.1795015,0.19479223,0.23449002,23746.8,23789.447,-13.049999999999272,75.99921874999927,184.00078125000073,15:17,False,False,375.0,150.0,0.0,450.0,23175.0,-2.2699165,-0.02191737,3.0,,1.1641588,3.55,0.5005879,542.7,1.3,12.84,,,none,(quiet),,tradable,-95.5,654.60004,,,market→model
2025-01,2025-01-06 13:16:00,2025-01-06 13:16:00,1,2025-01-16,CE,23550.0,-0.0069241733,ITM,3133.0,8.354667,rich,370.0,364.11456,5.8854322,0.016163683,0.003531324,1.5584683,5.8854322,0.016163683,0.003531324,1.5584683,0.16391012,0.1603788,23690.45,23713.63,-41.599999999998545,399.5007812500007,88.94921875,13:16,True,False,300.0,150.0,0.0,150.0,12150.0,2.6893768,0.0019212905,1.0,1.0,1.5693185,-10.0,-3.6278071,360.0,3.1,3.05,-17.0,-15.8,none,(quiet),,tradable,,,,,market→model
2025-01,2025-01-29 11:13:00,2025-01-29 11:13:00,1,2025-01-30,CE,23050.0,-0.0014186874,ITM,631.0,1.6826667,rich,175.85,170.1299,5.7200947,0.033621922,0.007636907,1.4841673,5.7200947,0.033621922,0.007636907,1.4841673,0.21148074,0.20384383,23086.75,23082.725,-1.4000000000014552,39.099999999998545,110.25,11:13,False,False,268025.0,396525.0,0.0,5475.0,-588625.0,2.5897233,0.0041809427,10.0,10.0,7.241919,-42.16,-36.338337,173.45,1.75,-3.0,-13.1,-4.25,none,(quiet),,tradable,,,,,market→model
2025-01,2025-01-01 10:31:00,2025-01-01 10:31:00,1,2025-01-02,CE,23250.0,-0.018814405,ITM,673.0,1.7946666,cheap,452.25,457.94067,-5.6906877,-0.012426692,-0.017822672,-2.0205607,5.6906877,0.012426692,0.017822672,2.0205607,0.15683614,0.17465882,23656.45,23691.576,54.54999999999927,27.150781249998545,93.64921875000073,10:31,False,False,825.0,375.0,0.0,0.0,525.0,-2.5445645,-0.0094237905,4.0,4.0,-1.0325294,-6.55,-12.893645,443.05,0.0,-0.4,28.8,91.95,none,(quiet),,tradable,-180.0,-206.0,1692.0,5796.75,model→market (spot/smile moved)
2025-02,2025-02-01 12:13:00,2025-02-01 12:13:00,1,2025-02-13,PE,23650.0,0.0040705344,ITM,3571.0,9.522667,rich,331.4,323.75592,7.6440716,0.0236106,0.0042259735,2.8460839,7.6440716,0.0236106,0.0042259735,2.8460839,0.1537927,0.14956671,23506.95,23553.928,-97.0,125.50078125000073,142.84921875000146,12:13,True,True,6150.0,2250.0,0.0,3150.0,2025.0,-3.6458468,0.002215081,1.0,1.0,-2.2318249,17.0,24.617085,348.4,-16.2,-29.2,-3.75,10.95,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,tradable,,,,,model→market (spot/smile moved)
2025-02,2025-02-20 13:08:00,2025-02-20 13:44:00,93,2025-02-20,CE,22900.0,-0.00029487605,ITM,105.0,0.28,cheap,21.7,27.684826,-5.984826,-0.21617712,-0.019814858,-1.5287633,5.984826,0.35520008,0.02215605,1.8616396,0.05950891,0.07932377,22906.0,22906.754,27.75,8.099999999998545,93.25,13:44,False,False,5.03115e+06,4.738875e+06,0.0,0.0,-421650.0,-0.053225547,-0.019638168,51.0,51.0,,-12.95,,17.8,-1.75,-2.45,-2.75,-3.5,none,(quiet),,tradable,-293.75,-339.25,-358.75,-407.5,both
2025-02,2025-02-20 13:28:00,2025-02-20 13:45:00,76,2025-02-20,PE,22900.0,-0.00017466838,OTM,104.0,0.27733332,cheap,15.5,21.437748,-5.9377475,-0.2769763,-0.019652708,-1.3748212,5.9377475,0.45626724,0.02224502,1.5219234,0.057499744,0.07715245,22903.3,22904.0,24.75,10.799218749998545,90.55078125,13:45,False,False,2.633925e+06,2.9136e+06,0.0,0.0,2.5953e+06,0.0,-0.019652708,50.0,50.0,,-8.5,,24.7,-2.35,-5.31,-9.7,-13.05,none,(quiet),,tradable,-332.75,-525.15,-810.5,-1028.25,both
2025-02,2025-02-01 12:40:00,2025-02-01 12:40:00,1,2025-02-13,CE,23550.0,0.00395798,OTM,3544.0,9.450666,cheap,201.2,206.94727,-5.747273,-0.027771678,-0.0032079306,-2.6018329,5.747273,0.027771678,0.0032079306,2.6018329,0.13512175,0.13832967,23426.2,23456.975,19.75,206.25078125000073,79.64921875000073,12:40,True,False,2475.0,675.0,0.0,-525.0,675.0,-1.0782613,-0.0026072618,1.0,3.0,0.054008786,0.2,-3.503101,201.4,6.2,-1.9,0.75,-15.95,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,tradable,223.0,-303.5,-131.25,-1216.75,model→market (spot/smile moved)
2025-02,2025-02-20 11:26:00,2025-02-20 11:37:00,14,2025-02-20,PE,22900.0,-2.7766095e-05,OTM,232.0,0.61866665,cheap,33.85,39.565,-5.714998,-0.1444458,-0.012627268,-1.6695998,5.714998,0.14448394,0.012627268,1.6695998,0.07548984,0.08811711,22900.3,22900.637,-0.2000000000007276,13.799218749998545,87.55078125,11:37,False,False,2.079975e+06,1.123575e+06,0.0,15525.0,1.2672e+06,0.46430424,-0.011601532,178.0,178.0,,-26.85,,33.25,0.45,-1.35,-2.35,-0.96,none,(quiet),,tradable,-150.75,-267.75,-332.75,-242.40001,both
2025-02,2025-02-01 12:16:00,2025-02-01 12:16:00,1,2025-02-13,CE,23250.0,-0.011262726,ITM,3568.0,9.514667,rich,430.6,424.90082,5.6991935,0.013412997,0.003386055,0.53300893,5.6991935,0.013412997,0.003386055,0.53300893,0.1547219,0.15133585,23468.3,23513.338,-116.25,164.14921875000073,104.20078125000146,12:16,True,False,450.0,75.0,0.0,-75.0,1875.0,2.2424028,0.0020579696,1.0,2.0,1.7214116,-7.35,-3.0802484,423.25,-12.35,-4.8,-24.5,-55.8,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),,tradable,,,,,market→model
2025-02,2025-02-20 10:07:00,2025-02-20 10:08:00,2,2025-02-20,CE,22850.0,-0.0010788296,ITM,321.0,0.856,cheap,60.85,66.31383,-5.4638286,-0.082393505,-0.010479778,-1.3828803,5.4638286,0.082514584,0.010479778,1.3828803,0.08938391,0.099863686,22864.55,22874.664,-19.350000000002183,33.549218749998545,51.80078125,10:08,False,False,1.0104e+06,1.710675e+06,0.0,0.0,-2.197725e+06,-0.5098001,-0.009500184,13.0,104.0,7.3097444,21.35,18.429241,60.85,10.6,6.35,23.25,16.65,none,(quiet),,tradable,509.0,232.75,1331.25,902.25,market→model
2025-02,2025-02-01 11:46:00,2025-02-01 11:46:00,1,2025-02-13,PE,23850.0,0.008680058,ITM,3598.0,9.5946665,rich,403.85,398.415,5.4350014,0.013641558,0.0030702525,0.0023325137,5.4350014,0.013641558,0.0030702525,0.0023325137,0.15694268,0.15387243,23584.55,23643.877,14.149999999997817,47.89921875000073,104.85078124999927,11:46,True,True,150.0,225.0,0.0,75.0,7800.0,-2.4365466,0.0016974864,1.0,1.0,3.320295,-15.45,-10.7968,388.4,0.0,76.35,111.05,84.75,high,Union Budget FY26: no income tax up to Rs12 lakh; Sensex flat (893-pt swing),Union Budget FY2025-26 (Saturday special session),tradable,,,,,market→model
2025-02,2025-02-20 11:32:00,2025-02-20 11:41:00,10,2025-02-20,CE,22900.0,-1.0307386e-05,ITM,228.0,0.608,cheap,33.25,38.673496,-5.4234977,-0.14023809,-0.012087689,-1.1912743,5.4234977,0.14023809,0.012087689,1.4186779,0.0738427,0.085930385,22901.0,22900.236,-3.7000000000007276,13.099999999998545,88.25,11:41,False,False,2.524725e+06,2.3064e+06,0.0,0.0,1.83555e+06,-0.48607534,-0.011004494,174.0,174.0,,-24.5,,43.35,-3.25,-7.56,-14.55,-15.0,none,(quiet),,tradable,-391.25,-671.39996,-1125.75,-1155.0,both
2025-02,2025-02-20 13:12:00,2025-02-20 13:12:00,5,2025-02-20,PE,22900.0,0.00046558017,ITM,137.0,0.36533332,cheap,26.75,32.153854,-5.4038544,-0.16806242,-0.015794747,-1.7267619,5.4038544,0.1818352,0.015794747,1.7267619,0.06036615,0.0761609,22881.4,22889.34,-23.299999999999272,32.699609374998545,68.650390625,13:12,False,False,3.4989e+06,2.2959e+06,0.0,0.0,-2.61855e+06,0.15842143,-0.015329839,83.0,83.0,,-19.75,,26.5,0.85,-2.0,-0.9,-11.15,none,(quiet),,tradable,-124.75,-310.0,-238.5,-904.75,both
2025-02,2025-02-20 09:55:00,2025-02-20 09:55:00,3,2025-02-20,CE,22850.0,-0.0008588664,ITM,334.0,0.89066666,cheap,60.25,65.59333,-5.3433313,-0.081461504,-0.009967879,-1.8829962,5.3433313,0.081461504,0.010360211,1.8829962,0.09190992,0.1018778,22861.15,22869.633,3.850000000002183,36.949609374998545,48.400390625,09:55,True,False,2.9253e+06,1.64415e+06,0.0,0.0,2.53605e+06,-0.77966243,-0.008512255,26.0,117.0,7.838554,21.95,19.149738,65.59,0.36,7.31,-1.14,3.31,none,(quiet),,tradable,-156.6,295.15,-254.09999,35.149994,market→model
2025-02,2025-02-27 10:24:00,2025-02-27 10:33:00,11,2025-02-27,CE,22550.0,4.782205e-05,OTM,296.0,0.78933334,cheap,19.3,24.635319,-5.3353186,-0.21657194,-0.010600928,-0.8034672,5.3353186,0.21787784,0.010600928,0.8034672,0.039402366,0.050003294,22545.05,22548.922,7.649999999997817,68.24921874999927,18.650781249998545,10:33,False,False,1.3452e+06,1.64025e+06,0.0,-185475.0,3.263775e+06,-0.92200196,-0.008769232,116.0,139.0,-4.1824675,-11.2,-13.877845,16.85,0.0,1.79,5.4,13.25,none,(quiet),,tradable,-180.0,-63.65,171.0,681.25,model→market (spot/smile moved)
2025-02,2025-02-13 09:20:00,2025-02-13 09:20:00,1,2025-02-13,CE,23100.0,-0.00020923092,ITM,369.0,0.984,cheap,72.5,77.80639,-5.3063917,-0.06819995,-0.009219113,,5.3063917,0.06819995,0.009219113,,0.12167101,0.13089013,23093.5,23104.834,,21.549999999999272,40.849999999998545,09:20,False,True,3.809475e+06,3.31485e+06,0.0,0.0,2.3856e+06,-0.6727974,-0.00805046,3.0,5.0,-3.692163,-10.5,-13.343862,66.5,0.05,-9.7,19.25,26.6,low,India open after overnight US data: US CPI,,tradable,-176.75,-810.5,1071.25,1549.0,model→market (spot/smile moved)
2025-02,2025-02-20 11:23:00,2025-02-20 11:27:00,5,2025-02-20,CE,22900.0,-0.00044603017,ITM,242.0,0.64533335,cheap,43.5,48.701214,-5.201213,-0.106798425,-0.011306088,-1.5326343,5.201213,0.11820432,0.011306088,1.6036005,0.0825682,0.09387428,22902.2,22910.217,20.900000000001455,11.900781249998545,89.44921875,11:27,False,False,1.541475e+06,2.997375e+06,0.0,0.0,-741225.0,0.035153415,-0.011382544,188.0,188.0,,-34.75,,43.95,-5.7,0.25,-8.85,-13.8,none,(quiet),,tradable,-550.5,-163.75,-755.25,-1077.0,both
2025-02,2025-02-20 11:11:00,2025-02-20 11:11:00,1,2025-02-20,CE,22900.0,-0.0005472804,ITM,258.0,0.688,cheap,47.75,52.839214,-5.0892158,-0.09631513,-0.010730256,-1.4892898,5.0892158,0.09631513,0.010730256,1.4892898,0.08625691,0.096987166,22904.7,22912.537,20.350000000002183,6.900781249998545,91.94921875,11:11,False,False,2.605275e+06,1.228575e+06,0.0,0.0,-889050.0,-0.6842747,-0.009286738,204.0,204.0,,-39.0,,47.8,3.05,2.25,-4.3,-10.65,none,(quiet),,tradable,18.25,-33.75,-459.5,-872.25,both
2025-02,2025-02-20 12:31:00,2025-02-20 12:31:00,1,2025-02-20,PE,22900.0,0.00018586562,ITM,178.0,0.47466666,cheap,27.4,32.427956,-5.0279574,-0.15505008,-0.012707517,-1.9042138,5.0279574,0.15505008,0.012707517,1.9042138,0.0636077,0.07631522,22889.85,22895.744,-7.450000000000728,24.250390624998545,77.099609375,12:31,False,False,2.08665e+06,1.52955e+06,0.0,57975.0,437025.0,0.055468194,-0.012567291,124.0,124.0,,-20.4,,28.15,-2.25,-3.25,-5.15,10.0,none,(quiet),,tradable,-326.25,-391.25,-514.75,470.0,both
2025-02,2025-02-27 11:33:00,2025-02-27 12:02:00,67,2025-02-27,CE,22550.0,0.0005207026,OTM,207.0,0.552,cheap,10.25,14.754314,-4.504315,-0.30528796,-0.011087898,-1.3682742,4.504315,0.32748798,0.011093685,1.3682742,0.03662043,0.047708325,22524.1,22538.262,-13.80000000000291,89.20039062499927,4.499609375001455,12:02,False,False,2.875575e+06,1.51575e+06,0.0,0.0,1.1235e+06,-0.3127437,-0.010310574,29.0,65.0,-0.9483166,-2.6,-5.3417006,13.3,0.15,-1.4,-1.0,-3.55,none,(quiet),,tradable,-170.25,-271.0,-245.0,-410.75,model→market (spot/smile moved)
2025-02,2025-02-25 11:49:00,2025-02-25 12:07:00,20,2025-02-27,CE,22700.0,0.0048046126,OTM,577.0,1.5386667,cheap,15.3,19.403605,-4.103605,-0.21148673,-0.007892142,-0.8236653,4.103605,0.22293982,0.007892142,0.8236653,0.074806355,0.082698494,22569.4,22591.197,8.350000000002183,55.89960937499927,52.95039062499927,12:07,False,False,238125.0,246075.0,0.0,33300.0,190125.0,-0.28550857,-0.0073266043,196.0,,-1.532378,-3.3,-5.4535155,14.7,-0.3,0.25,0.05,1.0,none,(quiet),,tradable,-199.5,-163.75,-176.75,-115.0,model→market (spot/smile moved)
2025-02,2025-02-25 12:14:00,2025-02-25 12:15:00,2,2025-02-27,CE,22700.0,0.0045750462,OTM,569.0,1.5173334,cheap,15.2,19.014372,-3.8143723,-0.20060469,-0.0073204096,-0.29414704,3.8143723,0.20400639,0.007356071,0.33775443,0.07298253,0.08030294,22573.35,22596.383,0.5499999999992724,51.95039062499927,56.89960937499927,12:15,False,False,219225.0,480675.0,0.0,0.0,195975.0,-1.0201895,-0.005321308,190.0,,-1.5480833,-3.15,-5.1847744,15.2,1.65,0.5,-0.25,-0.85,none,(quiet),,tradable,-72.75,-147.5,-196.25,-235.25,model→market (spot/smile moved)
2025-02,2025-02-05 14:39:00,2025-02-05 15:09:00,23,2025-02-06,CE,24100.0,0.017293533,OTM,395.0,1.0533333,cheap,4.45,6.5696864,-2.1196864,-0.32264653,-0.013033432,-2.3987098,2.1196864,0.32264653,0.013033432,2.3987098,0.15738782,0.17042126,23699.3,23686.809,-42.5,107.99921874999927,18.850781249999272,15:09,False,False,744000.0,925350.0,0.0,0.0,-177000.0,-0.45919332,-0.009961603,,,,,,5.5,-0.05,-0.05,0.05,-1.0,none,(quiet),,tradable,-183.25,-183.25,-176.75,-245.0,not closed in session
2025-03,2025-03-27 11:43:00,2025-03-27 13:42:00,160,2025-03-27,PE,23600.0,-0.00021807176,OTM,107.0,0.28533334,cheap,10.05,16.376255,-6.3262544,-0.38630655,-0.020147948,-2.588655,6.3262544,0.45009235,0.020147948,4.3964796,0.039310556,0.0594585,23603.85,23605.146,7.69999999999709,22.900390625,191.64960937499927,13:42,False,False,2.9874e+06,2.4489e+06,0.0,0.0,3.2607e+06,0.0032837058,-0.020137442,42.0,44.0,-1.4605668,-5.1,-8.591795,16.1,0.29,-1.0,2.35,-2.6,none,(quiet),,tradable,-161.15,-245.0,-27.250006,-349.0,model→market (spot/smile moved)
2025-03,2025-03-27 12:52:00,2025-03-27 13:42:00,86,2025-03-27,CE,23600.0,-0.00021807176,ITM,107.0,0.28533334,cheap,15.2,21.52297,-6.322971,-0.2937778,-0.020137442,-2.3749747,6.322971,0.33058217,0.020137442,2.3749747,0.03932106,0.0594585,23603.85,23605.146,7.69999999999709,22.900390625,191.64960937499927,13:42,False,False,2.37765e+06,3.17745e+06,0.0,0.0,624900.0,0.0032837058,-0.020147948,42.0,44.0,-0.11466207,-0.4,-3.8885117,18.5,-2.36,-1.5,-4.55,-4.65,none,(quiet),,tradable,-333.39996,-277.5,-475.75,-482.25,model→market (spot/smile moved)
2025-03,2025-03-27 12:30:00,2025-03-27 12:32:00,10,2025-03-27,CE,23600.0,0.00037534133,OTM,177.0,0.472,cheap,15.15,21.128428,-5.978427,-0.28295654,-0.014865634,-1.752156,5.978427,0.28479078,0.014980471,1.752156,0.047268163,0.062133797,23577.35,23591.145,-8.150000000001455,49.400390625,165.14960937499927,12:32,False,False,3.6129e+06,3.447825e+06,0.0,0.0,2.03535e+06,0.05543747,-0.0150040295,112.0,114.0,-0.1113243,-0.35,-3.4939678,16.1,-0.95,0.4,6.7,5.1,none,(quiet),,tradable,-241.75,-154.0,255.5,151.5,model→market (spot/smile moved)
2025-03,2025-03-27 11:52:00,2025-03-27 12:05:00,16,2025-03-27,CE,23600.0,0.000101978134,OTM,204.0,0.544,cheap,19.14,25.077827,-5.937827,-0.23677598,-0.01358808,-1.8625278,5.937827,0.23677598,0.01358808,1.8625278,0.046461035,0.060049117,23583.0,23597.594,-9.599999999998545,43.75,170.79999999999927,12:05,False,False,3.1362e+06,2.48385e+06,0.0,0.0,1.286025e+06,-0.15375933,-0.013236177,139.0,141.0,-1.3984807,-4.34,-7.443368,27.4,-1.4,-0.85,-4.75,-5.5,none,(quiet),,tradable,-271.0,-235.25,-488.75,-537.5,model→market (spot/smile moved)
2025-03,2025-03-28 09:44:00,2025-03-28 09:44:00,1,2025-04-09,PE,23600.0,0.0008182599,ITM,2970.0,7.92,cheap,216.8,222.16331,-5.3633165,-0.024141323,-0.0032228285,,5.3633165,0.024141323,0.0032228285,,0.12431201,0.12753484,23520.9,23580.697,,108.79960937500073,15.950390624999272,09:44,False,False,18900.0,20775.0,0.0,0.0,72375.0,2.472383,-0.0017398613,1.0,7.0,0.41053703,1.3,-1.866584,218.1,2.05,-8.95,-22.1,-7.9,none,(quiet),,tradable,-46.750004,-761.75,-1616.5,-693.5,both
2025-03,2025-03-27 10:41:00,2025-03-27 10:41:00,1,2025-03-27,PE,23600.0,-4.612555e-06,OTM,288.0,0.768,cheap,34.35,39.40614,-5.05614,-0.12830843,-0.009729568,-1.1760768,5.05614,0.12830843,0.009729568,1.1760768,0.066204496,0.07593406,23584.45,23600.11,-26.049999999999272,42.30078125,172.24921874999927,10:41,False,False,2.94765e+06,2.39775e+06,0.0,0.0,1.804425e+06,0.19119649,-0.009361712,224.0,225.0,-9.330922,-29.0,-32.107944,30.8,-1.3,5.2,7.99,-4.8,none,(quiet),,tradable,-264.5,157.99998,339.34998,-492.0,model→market (spot/smile moved)
2025-03,2025-03-27 12:19:00,2025-03-27 12:19:00,1,2025-03-27,CE,23600.0,5.6964607e-05,OTM,190.0,0.50666666,cheap,19.25,24.197872,-4.9478717,-0.20447549,-0.011725325,-0.6668079,4.9478717,0.20447549,0.011725325,0.6668079,0.047179952,0.058905277,23584.75,23598.656,-29.200000000000728,42.0,172.54999999999927,12:19,False,False,3.72465e+06,2.3877e+06,0.0,56475.0,646275.0,-0.005831028,-0.011711508,126.0,127.0,-1.7957352,-5.2,-8.09575,20.55,0.75,1.2,-5.4,1.65,none,(quiet),,tradable,-131.25,-102.0,-531.0,-72.75,model→market (spot/smile moved)
2025-03,2025-03-19 15:21:00,2025-03-19 15:27:00,6,2025-03-20,CE,23000.0,0.0028117858,OTM,377.0,1.0053333,cheap,45.75,48.44834,-2.6983402,-0.055695202,-0.0049469764,-5.341313,2.6983402,0.05646796,0.0049469764,5.341313,0.1271494,0.13209638,22906.45,22935.42,-22.399999999997817,34.25078125000073,98.49921874999927,15:27,False,False,699750.0,1.138275e+06,0.0,0.0,-1.6641e+06,-0.33478138,-0.004332121,,,,,,45.35,1.3,0.4,,,low,FOMC decision (US 2025-03-19): Hold 4.25-4.50% (SEP),,tradable,-95.5,-154.0,,,not closed in session
2025-03,2025-03-19 15:21:00,2025-03-19 15:28:00,6,2025-03-20,PE,23000.0,0.0027413422,ITM,376.0,1.0026667,cheap,107.85,110.53715,-2.6871493,-0.02430992,-0.0049301274,-5.282041,2.6871493,0.02430992,0.0049301274,5.282041,0.12467051,0.12960064,22912.8,22937.035,-15.5,27.899218750000728,104.85078124999927,15:28,False,False,253125.0,301575.0,0.0,-137325.0,-973350.0,0.0,-0.0049301274,,,,,,116.9,-0.55,-6.25,,,low,FOMC decision (US 2025-03-19): Hold 4.25-4.50% (SEP),,tradable,-215.75,-586.25,,,not closed in session
2025-03,2025-03-11 11:22:00,2025-03-11 11:22:00,1,2025-03-13,PE,21950.0,-0.02198675,OTM,997.0,2.6586666,cheap,9.5,11.9046955,-2.404695,-0.20199552,-0.007700413,-1.87546,2.404695,0.20199552,0.007700413,1.87546,0.14261183,0.15031224,22428.25,22437.953,-9.950000000000728,57.599999999998545,113.54999999999927,11:22,False,False,204150.0,206925.0,0.0,0.0,233025.0,-3.7576075,-0.022126779,148.0,,-1.5157374,-1.85,-3.070528,9.6,-0.05,-0.3,-0.75,-1.5,none,(quiet),,tradable,-183.25,-199.5,-228.75,-277.5,model→market (spot/smile moved)
2025-03,2025-03-11 12:32:00,2025-03-11 12:32:00,1,2025-03-13,PE,21950.0,-0.0227587,OTM,927.0,2.472,cheap,7.95,9.948813,-1.9988134,-0.20090973,-0.007397053,-0.46042553,1.9988134,0.20090973,0.007397053,0.46042553,0.14608362,0.15348068,22450.15,22455.281,16.700000000000728,35.699609374998545,135.45039062499927,12:32,False,False,45825.0,94800.0,0.0,0.0,6375.0,0.20607296,-0.0065930556,83.0,,-0.62251544,-0.65,-1.6941508,7.8,0.1,0.1,0.45,1.05,none,(quiet),,tradable,-173.5,-173.5,-150.75,-111.75,model→market (spot/smile moved)
2025-03,2025-03-11 11:21:00,2025-03-11 11:24:00,3,2025-03-13,PE,21900.0,-0.024272954,OTM,995.0,2.6533334,cheap,7.4,9.397931,-1.9979314,-0.21259268,-0.0076394593,-1.806981,1.9979314,0.21582405,0.007684676,1.8904,0.14619069,0.15383014,22427.95,22438.082,-15.950000000000728,57.900781249998545,113.24921874999927,11:24,False,False,104775.0,231600.0,0.0,-25875.0,-132150.0,-5.506536,-0.038885176,146.0,,-0.98646396,-1.1,-2.2150939,7.4,0.05,-0.35,-0.45,-0.9,none,(quiet),,tradable,-176.75,-202.75,-209.25,-238.5,model→market (spot/smile moved)
2025-03,2025-03-19 15:27:00,2025-03-19 15:27:00,1,2025-03-20,CE,23050.0,0.0049833395,OTM,377.0,1.0053333,cheap,29.1,30.967752,-1.8677521,-0.060312808,-0.0039113127,-4.6431003,1.8677521,0.060312808,0.0039113127,4.6431003,0.12502234,0.12893364,22906.45,22935.42,-22.399999999997817,34.25078125000073,98.49921874999927,15:27,False,False,427950.0,709050.0,0.0,0.0,-998625.0,0.35380995,-0.0046574483,,,,,,28.6,-2.35,,,,low,FOMC decision (US 2025-03-19): Hold 4.25-4.50% (SEP),,tradable,-332.75,,,,not closed in session
2025-03,2025-03-27 11:18:00,2025-03-27 11:57:00,72,2025-03-27,CE,23700.0,0.0036818043,OTM,212.0,0.5653333,rich,6.1,4.265702,1.8342983,0.4300109,0.007679457,0.79674906,1.8342983,0.65331924,0.008209162,1.9801819,0.07334153,0.06566208,23608.6,23612.902,21.5,18.150390625,196.39960937499927,11:57,False,False,940200.0,892650.0,0.0,0.0,598575.0,-0.56308407,0.009852945,55.0,149.0,3.4670897,-3.25,-2.3126144,7.0,-0.9,-1.1,-1.15,-0.55,none,(quiet),,tradable,,,,,market→model
2025-03,2025-03-11 12:16:00,2025-03-11 12:16:00,1,2025-03-13,PE,21900.0,-0.025200915,OTM,943.0,2.5146666,cheap,6.6,8.252592,-1.6525917,-0.20025124,-0.007072471,-0.3055267,1.6525917,0.20025124,0.007072471,0.3055267,0.15116276,0.15823522,22442.05,22458.912,8.799999999999272,43.799218749998545,127.35078124999927,12:16,False,False,39900.0,34350.0,0.0,0.0,89925.0,-0.9401717,-0.011538692,99.0,,-0.6594756,-0.6,-1.5098138,6.95,-0.45,-0.35,-0.65,-0.3,none,(quiet),,tradable,-209.25,-202.75,-222.25,-199.5,model→market (spot/smile moved)
2025-03,2025-03-05 15:15:00,2025-03-05 15:15:00,2,2025-03-06,CE,22600.0,0.011879033,OTM,389.0,1.0373334,cheap,5.7,7.214798,-1.514798,-0.2099571,-0.0073081558,-1.2740973,1.514798,0.2099571,0.0073081558,1.2740973,0.12598363,0.13329178,22330.7,22333.123,-4.399999999997817,64.20078125000146,262.8992187500007,15:15,False,False,1.06755e+06,772350.0,0.0,0.0,-408075.0,-0.62595785,-0.004185973,,,,,,5.5,0.25,0.4,,,none,(quiet),,tradable,-163.75,-154.0,,,not closed in session
2025-03,2025-03-27 10:58:00,2025-03-27 10:58:00,2,2025-03-27,PE,23400.0,-0.007857826,OTM,271.0,0.7226667,rich,9.05,7.54082,1.5091796,0.20013468,0.006287749,1.0006268,1.5091796,0.21189743,0.006287749,1.0006268,0.1239865,0.117698744,23570.95,23584.598,-39.0,55.80078125,158.74921874999927,10:58,False,True,984375.0,1.105575e+06,0.0,13800.0,46950.0,0.28330997,0.007417683,10.0,176.0,4.956329,-3.85,-3.0732155,8.44,-1.99,-1.64,-3.39,-2.44,none,(quiet),,tradable,,,,,market→model
2025-03,2025-03-05 15:07:00,2025-03-05 15:07:00,1,2025-03-06,CE,22600.0,0.011702165,OTM,397.0,1.0586667,cheap,5.5,6.981297,-1.481297,-0.21218078,-0.007140766,-1.5603747,1.481297,0.21218078,0.007140766,1.5603747,0.12226194,0.12940271,22333.7,22337.072,10.549999999999272,61.200781250001455,265.8992187500007,15:07,False,False,997500.0,577500.0,0.0,6000.0,10575.0,-0.13657802,-0.0064456207,,,,,,5.45,0.1,0.2,0.3,,none,(quiet),,tradable,-173.5,-167.0,-160.5,,not closed in session
2025-03,2025-03-27 10:26:00,2025-03-27 10:27:00,2,2025-03-27,CE,23750.0,0.0056837606,OTM,302.0,0.8053333,rich,8.3,6.870742,1.4292581,0.20802094,0.005102882,0.8508632,1.4292581,0.20802094,0.005102882,0.8508632,0.09107428,0.08597139,23606.1,23615.395,44.25,14.450390624999272,193.89960937499927,10:27,False,False,892125.0,568650.0,0.0,0.0,739500.0,-0.30859092,0.006158156,12.0,238.0,4.544779,-3.46,-2.6986868,8.3,0.55,-1.35,-2.65,-4.4,none,(quiet),,tradable,,,,,market→model
2025-03,2025-03-27 13:22:00,2025-03-27 13:45:00,34,2025-03-27,CE,23700.0,0.0037730376,OTM,104.0,0.27733332,rich,3.35,1.9240898,1.4259102,0.741083,0.011577409,0.7879597,1.4259102,0.9455659,0.011961827,2.341121,0.08913092,0.07755351,23609.9,23610.748,23.150000000001455,16.849609375,197.70039062499927,13:45,False,False,1.589025e+06,1.3626e+06,0.0,0.0,332250.0,-0.05319483,0.01195961,38.0,42.0,2.372254,-1.75,-1.0123049,2.15,-0.05,0.2,0.35,0.9,none,(quiet),,tradable,,,,,market→model
2025-04,2025-04-07 09:18:00,2025-04-07 09:18:00,4,2025-04-17,PE,22500.0,0.024716634,ITM,2621.0,6.989333,cheap,655.0,680.8649,-25.86492,-0.037988327,-0.022116743,,25.86492,0.037988327,0.022116743,,0.2073528,0.22946955,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,42075.0,47175.0,0.0,-49875.0,-49875.0,5.43358,-0.017388811,2.0,2.0,1.2309905,34.5,6.4737906,665.1,24.4,-99.31,-164.9,-61.65,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,1406.0,-6635.15,-10898.5,-4187.25,market→model
2025-04,2025-04-07 09:18:00,2025-04-07 09:18:00,4,2025-04-17,CE,22500.0,0.024716634,OTM,2621.0,6.989333,cheap,112.0,132.44008,-20.440073,-0.1543345,-0.017388811,,20.440073,0.1543345,0.017388811,,0.21208075,0.22946955,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,43050.0,90675.0,0.0,23850.0,,5.43358,-0.022116743,2.0,2.0,-0.10444794,-2.0,-21.148294,112.3,-2.3,42.95,105.6,76.55,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,-329.5,2611.75,6684.0,4795.75,model→market (spot/smile moved)
2025-04,2025-04-07 09:21:00,2025-04-07 09:21:00,1,2025-04-17,PE,21500.0,-0.029777426,OTM,2618.0,6.9813333,cheap,228.75,245.19838,-16.44838,-0.06708193,-0.01303886,,16.44838,0.06708193,0.01303886,,0.33581042,0.3488493,22064.75,22149.842,,38.20000000000073,321.09999999999854,09:21,False,False,106200.0,40125.0,0.0,18075.0,36075.0,-37.959564,-0.043672185,1.0,1.0,1.2407019,21.2,4.112898,249.95,-1.5,-36.5,-54.5,-69.35,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,-277.5,-2552.5,-3722.5,-4687.75,market→model
2025-04,2025-04-09 09:27:00,2025-04-09 09:57:00,248,2025-04-09,PE,22350.0,-0.0009925424,OTM,332.0,0.88533336,cheap,59.0,72.52345,-13.523449,-0.18647002,-0.02575532,-0.6122326,13.523449,0.5766848,0.02752699,3.3534276,0.13152821,0.15728354,22387.55,22372.193,3.9500000000007276,81.14921875000073,30.55078125,09:57,True,False,2.318325e+06,1.3548e+06,0.0,-451800.0,-38550.0,0.010189398,-0.025735892,82.0,176.0,-6.509886,-46.4,-53.527622,86.1,-0.1,-22.4,-49.31,-22.15,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-186.5,-1636.0,-3385.1501,-1619.75,model→market (spot/smile moved)
2025-04,2025-04-09 09:27:00,2025-04-09 09:57:00,143,2025-04-09,CE,22350.0,-0.0009925424,ITM,332.0,0.88533336,cheap,81.2,94.713264,-13.513262,-0.1426755,-0.025735892,-0.6614655,13.513262,0.24728155,0.026681086,4.084681,0.13154764,0.15728354,22387.55,22372.193,3.9500000000007276,81.14921875000073,30.55078125,09:57,True,False,985575.0,570675.0,0.0,380175.0,-60600.0,0.010189398,-0.02575532,82.0,176.0,-4.8240395,-34.65,-41.832775,104.0,-0.7,5.45,20.1,-22.05,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-225.5,174.24998,1126.5,-1613.25,model→market (spot/smile moved)
2025-04,2025-04-09 09:33:00,2025-04-09 10:03:00,318,2025-04-09,PE,22400.0,-0.00012233827,OTM,326.0,0.8693333,cheap,64.5,77.628174,-13.128171,-0.16911606,-0.025018832,-0.7371437,13.128171,0.64853126,0.03780711,2.7522445,0.1254984,0.15051723,22418.3,22402.74,16.799999999999272,50.39921875000073,61.30078125,10:03,True,False,2.581425e+06,4.111875e+06,0.0,366825.0,-1.597725e+06,0.10002324,-0.024828248,259.0,271.0,-8.730433,-60.0,-66.87251,80.59,-3.54,5.16,-4.64,-25.04,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-410.1,155.4,-481.6,-1807.6001,model→market (spot/smile moved)
2025-04,2025-04-09 09:32:00,2025-04-09 10:05:00,319,2025-04-09,CE,22400.0,-0.00027680246,ITM,324.0,0.864,cheap,61.0,74.0989,-13.0989,-0.1767759,-0.025053758,-0.7129875,13.0989,0.57885754,0.03700884,2.8693027,0.11055901,0.13561277,22419.15,22406.201,4.600000000002183,49.54960937500073,62.150390625,10:05,True,False,3.80685e+06,8.070825e+06,0.0,0.0,3.251475e+06,0.0,-0.025053758,210.0,269.0,-7.6652465,-50.35,-56.91861,83.3,-1.71,-24.85,-8.85,-15.96,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-291.15002,-1795.25,-755.25,-1217.3999,model→market (spot/smile moved)
2025-04,2025-04-07 09:26:00,2025-04-07 09:26:00,1,2025-04-17,PE,22650.0,0.023674833,ITM,2613.0,6.968,rich,666.8,653.71515,13.084861,0.02001615,0.010825985,,13.084861,0.02001615,0.010825985,,0.22833814,0.21751215,22051.65,22120.062,,51.29960937500073,308.00039062499854,09:26,False,True,7200.0,1125.0,0.0,0.0,-8400.0,-3.4175682,0.008023292,3.0,3.0,1.2506274,-13.55,-2.7154377,644.5,3.45,-92.15,54.05,62.7,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,market→model
2025-04,2025-04-07 09:18:00,2025-04-07 09:18:00,1,2025-04-17,CE,21800.0,-0.0068887053,ITM,2621.0,6.989333,rich,532.15,519.18207,12.967916,0.024977585,0.009021043,,12.967916,0.024977585,0.009021043,,0.31219137,0.30317032,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,36975.0,26025.0,0.0,46575.0,46575.0,0.0,0.009021043,1.0,1.0,0.7861049,-7.7,2.09513,524.45,-21.05,71.84,123.59,33.45,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,market→model
2025-04,2025-04-07 09:18:00,2025-04-07 09:18:00,1,2025-04-17,PE,21800.0,-0.0068887053,OTM,2621.0,6.989333,rich,381.7,368.7321,12.967916,0.035168935,0.009021043,,12.967916,0.035168935,0.009021043,,0.31219137,0.30317032,21914.25,21950.691,,188.70000000000073,170.59999999999854,09:18,False,True,76200.0,76500.0,0.0,47925.0,47925.0,0.0,0.009021043,1.0,3.0,0.016997566,-0.15,8.674792,381.55,8.95,-74.7,-136.75,-104.66,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,model→market (spot/smile moved)
2025-04,2025-04-17 13:35:00,2025-04-17 13:46:00,30,2025-04-17,CE,23800.0,-0.00068691507,ITM,103.0,0.27466667,cheap,30.8,41.130394,-10.330394,-0.25116205,-0.033963628,-3.5984426,10.330394,0.25116205,0.034949504,3.5984426,0.06904004,0.103003666,23828.75,23816.354,36.95000000000073,0.8499999999985448,530.2000000000007,13:46,False,False,8.057025e+06,5.190225e+06,0.0,700050.0,1.74945e+06,-0.7032052,-0.031620383,14.0,33.0,5.8684278,30.8,25.551575,24.7,-2.6,4.6,10.9,37.45,none,(quiet),,tradable,-349.0,119.0,528.5,2254.25,market→model
2025-04,2025-04-17 13:35:00,2025-04-17 13:48:00,43,2025-04-17,PE,23800.0,-0.00067195453,OTM,101.0,0.26933333,cheap,13.8,23.75804,-9.958038,-0.41914397,-0.033095054,-2.4921331,9.958038,0.49345925,0.033959094,2.549002,0.06708163,0.100176685,23830.6,23815.998,42.75,0.5003906249985448,532.0496093750007,13:48,False,False,4.96485e+06,6.037725e+06,0.0,0.0,9.1203e+06,0.25311506,-0.032241225,15.0,33.0,-0.7973646,-4.0,-9.016526,23.85,2.95,-3.35,-10.8,-14.0,none,(quiet),,tradable,11.750004,-397.75,-882.0,-1090.0,model→market (spot/smile moved)
2025-04,2025-04-07 09:31:00,2025-04-07 09:31:00,1,2025-04-17,CE,21750.0,-0.022849781,ITM,2608.0,6.9546666,cheap,703.85,713.5807,-9.730684,-0.013636418,-0.007534073,,9.730684,0.013636418,0.007534073,,0.27775884,0.28529292,22159.6,22252.705,,5.500390624998545,415.94960937499854,09:31,True,True,3075.0,2925.0,0.0,0.0,8775.0,-3.405658,-0.0048959437,1.0,1.0,-0.039538033,-0.5,-13.146051,703.35,14.05,-27.85,-121.31,-130.25,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,733.25,-1990.25,-8065.15,-8646.25,model→market (spot/smile moved)
2025-04,2025-04-07 09:26:00,2025-04-07 09:26:00,1,2025-04-17,CE,22650.0,0.023674833,OTM,2613.0,6.968,rich,134.3,124.62723,9.67277,0.07761361,0.008023292,,9.67277,0.07761361,0.008023292,,0.22553544,0.21751215,22051.65,22120.062,,51.29960937500073,308.00039062499854,09:26,False,True,5550.0,7200.0,0.0,0.0,15750.0,-3.4175682,0.010825985,1.0,2.0,0.59977925,-3.36,2.242061,130.94,-0.54,19.61,1.66,6.0,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,both
2025-04,2025-04-17 11:30:00,2025-04-17 11:42:00,26,2025-04-17,CE,23450.0,-0.0049112528,ITM,227.0,0.6053333,rich,180.7,171.11026,9.589741,0.05604422,0.022836769,5.6593056,9.589741,0.05604422,0.022836769,5.6593056,0.24759543,0.22475865,23568.9,23565.453,142.25,17.099609375,270.3503906250007,11:42,False,True,1.062525e+06,589875.0,0.0,-167475.0,-1.16205e+06,2.5142815,0.016887706,9.0,39.0,-4.812209,24.85,30.013948,155.85,-10.2,19.6,33.95,18.4,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-04,2025-04-17 12:29:00,2025-04-17 12:32:00,49,2025-04-17,PE,23750.0,0.0011310598,ITM,177.0,0.472,cheap,53.65,62.859245,-9.209247,-0.14650583,-0.023173267,-1.7320815,9.209247,0.26846135,0.023173267,1.7320815,0.09458098,0.11775425,23709.4,23723.152,109.65000000000146,0.099609375,410.8503906250007,12:32,True,False,1.739025e+06,1.767525e+06,0.0,0.0,1.042275e+06,0.44461685,-0.02204666,7.0,88.0,4.554911,22.94,17.903677,77.75,-8.45,-19.2,-22.0,-44.3,none,(quiet),,tradable,-729.25,-1428.0,-1610.0,-3059.5,market→model
2025-04,2025-04-09 09:33:00,2025-04-09 10:00:00,92,2025-04-09,PE,22300.0,-0.003169595,OTM,329.0,0.87733334,cheap,42.7,51.737434,-9.037434,-0.17467882,-0.018377386,-0.34164837,9.037434,0.34961528,0.018805256,1.1286077,0.13825189,0.15662926,22386.7,22370.795,21.5,82.00078125000073,29.69921875,10:00,True,True,1.5966e+06,1.395225e+06,0.0,-61950.0,33600.0,0.07020473,-0.018233394,19.0,76.0,-6.6675353,-30.45,-35.016907,41.3,-2.85,-0.1,-5.3,-15.25,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-365.25,-186.5,-524.5,-1171.25,model→market (spot/smile moved)
2025-04,2025-04-09 09:33:00,2025-04-09 10:00:00,43,2025-04-09,CE,22300.0,-0.003169595,ITM,329.0,0.87733334,cheap,113.55,122.51724,-8.967243,-0.07319169,-0.018233394,-0.34788483,8.967243,0.07379551,0.018702846,0.38800606,0.13839588,0.15662926,22386.7,22370.795,21.5,82.00078125000073,29.69921875,10:00,True,True,502350.0,494850.0,0.0,268500.0,433950.0,0.07020473,-0.018377386,19.0,66.0,2.6683877,12.45,7.7842607,143.05,-4.3,-27.25,-31.0,-3.05,high,RBI MPC decision: Repo CUT 25bp to 6.00% ; Trump announces 90-day reciprocal-tariff pause (ex-China) late IST evening,RBI MPC policy decision,tradable,-459.5,-1951.25,-2195.0,-378.25,market→model
2025-04,2025-04-07 09:19:00,2025-04-07 09:19:00,2,2025-04-17,CE,21700.0,-0.011186136,ITM,2620.0,6.9866667,rich,600.6,591.7974,8.802601,0.014874348,0.0062194983,,8.802601,0.014874348,0.0062194983,,0.32389724,0.31767774,21888.35,21944.102,,214.60039062500073,144.69960937499854,09:19,False,True,11175.0,6225.0,0.0,0.0,15300.0,1.8432993,0.004919631,2.0,2.0,-6.0252986,108.55,126.565704,588.4,120.75,82.4,95.05,29.45,high,"Global tariff crash: Sensex -2,227 (-2.95%) to 73,138, intraday -5.2%",,tradable,,,,,model→market (spot/smile moved)
2025-04,2025-04-17 12:18:00,2025-04-17 12:32:00,57,2025-04-17,CE,23750.0,0.0011310598,OTM,177.0,0.472,cheap,27.25,36.01468,-8.764678,-0.24336405,-0.02204666,-1.60658,8.764678,0.29020047,0.02204666,1.626017,0.09570759,0.11775425,23709.4,23723.152,109.65000000000146,0.099609375,410.8503906250007,12:32,True,False,7.2732e+06,6.701175e+06,0.0,0.0,1.0668e+06,0.44461685,-0.023173267,7.0,94.0,-1.7966992,-8.25,-12.841754,14.4,-5.3,-2.55,13.05,16.7,none,(quiet),,tradable,-524.5,-345.75,668.25,905.50006,model→market (spot/smile moved)
2025-05,2025-05-15 13:14:00,2025-05-15 13:31:00,36,2025-05-15,CE,25050.0,0.0029004752,OTM,118.0,0.31466666,cheap,23.45,36.802425,-13.352426,-0.36281374,-0.04272077,-6.954382,13.352426,0.36447024,0.04272077,7.238745,0.14704795,0.18976872,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,6.029625e+06,5.658975e+06,0.0,-142800.0,-78825.0,-0.30364302,-0.04171557,17.0,17.0,6.0749536,61.45,51.334698,21.95,-8.45,-10.55,-2.15,32.9,none,(quiet),,tradable,-729.25,-865.75,-319.75,1958.5001,market→model
2025-05,2025-05-15 13:24:00,2025-05-15 13:31:00,25,2025-05-15,PE,25050.0,0.0029004752,ITM,118.0,0.31466666,cheap,96.3,109.3488,-13.048804,-0.11933193,-0.04171557,-1.7852409,13.048804,0.16588137,0.04171557,1.7852409,0.14805315,0.18976872,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,614700.0,536100.0,0.0,159525.0,185850.0,-0.30364302,-0.04272077,16.0,21.0,-6.1428447,-44.45,-51.68606,183.0,-7.0,-69.0,-108.16,-127.4,none,(quiet),,tradable,-635.0,-4665.0,-7210.4004,-8461.0,model→market (spot/smile moved)
2025-05,2025-05-15 13:14:00,2025-05-15 13:31:00,29,2025-05-15,CE,25000.0,0.0009024724,OTM,118.0,0.31466666,cheap,46.65,59.159367,-12.509367,-0.211452,-0.035874523,-6.7835627,12.509367,0.23709406,0.035874523,7.541406,0.16244076,0.1983153,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,1.204485e+07,9.383475e+06,0.0,-671175.0,65250.0,0.0,-0.035874523,11.0,16.0,3.152502,20.15,13.758251,39.29,-14.44,-16.84,-0.5,51.46,none,(quiet),,tradable,-1118.5999,-1274.6,-212.5,3164.9,market→model
2025-05,2025-05-15 13:24:00,2025-05-15 13:31:00,21,2025-05-15,PE,25000.0,0.0009024724,ITM,118.0,0.31466666,cheap,69.2,81.709366,-12.509367,-0.15309587,-0.035874523,-2.7598526,12.509367,0.15309587,0.035874523,2.8098238,0.16244076,0.1983153,24961.1,24977.45,251.34999999999854,6.700390624999272,466.6496093749993,13:31,True,True,3.18195e+06,3.276e+06,0.0,1.2774e+06,1.429575e+06,0.0,-0.035874523,12.0,15.0,-1.7888385,-12.1,-18.864166,143.55,-4.75,-62.15,-88.25,-102.8,none,(quiet),,tradable,-488.75,-4219.75,-5916.25,-6862.0,model→market (spot/smile moved)
2025-05,2025-05-15 13:12:00,2025-05-15 13:40:00,39,2025-05-15,CE,25100.0,0.0034922452,OTM,109.0,0.29066667,cheap,17.85,28.787708,-10.937708,-0.3799437,-0.039089262,-4.2941837,10.937708,0.42413744,0.040416453,4.7536,0.1468612,0.18595046,24993.8,25012.498,156.64999999999782,9.249218749999272,499.3507812499993,13:40,True,True,8.6193e+06,4.980075e+06,0.0,327000.0,1.83405e+06,-0.60341984,-0.036826525,14.0,31.0,4.8982487,34.9,27.775005,7.9,2.04,-2.1,0.54,10.7,none,(quiet),,tradable,-47.4,-316.5,-144.9,515.5,market→model
2025-05,2025-05-15 13:30:00,2025-05-15 13:49:00,22,2025-05-15,PE,25100.0,0.0016410109,ITM,100.0,0.26666668,cheap,78.8,89.71129,-10.911288,-0.121626705,-0.034754105,-0.9046921,10.911288,0.121626705,0.042647935,1.5416341,0.17153668,0.20629078,25040.75,25058.844,154.29999999999927,24.849999999998545,546.2999999999993,13:49,True,False,2.03505e+06,1.34955e+06,0.0,1.480125e+06,2.900175e+06,2.8532438,-0.025620138,3.0,9.0,-0.70640224,-5.21,-12.585402,133.8,1.85,-30.35,-57.25,-64.3,none,(quiet),,tradable,-59.75,-2152.75,-3901.25,-4359.5,model→market (spot/smile moved)
2025-05,2025-05-15 14:27:00,2025-05-15 14:30:00,11,2025-05-15,PE,25100.0,0.00026085536,ITM,59.0,0.15733333,cheap,27.0,36.871746,-9.871747,-0.26773202,-0.039632156,-1.7412344,9.871747,0.26773202,0.040466525,1.7842094,0.09426828,0.13390043,25090.75,25093.453,50.95000000000073,25.5,596.2999999999993,14:30,False,True,6.009525e+06,1.2758775e+07,0.0,0.0,6.15135e+06,0.5463987,-0.037434928,5.0,18.0,3.2573965,18.0,12.474114,28.45,-4.45,8.7,13.15,13.65,none,(quiet),,tradable,-469.25,385.5,674.75,707.25,market→model
2025-05,2025-05-15 14:24:00,2025-05-15 14:31:00,19,2025-05-15,CE,25100.0,0.0010383535,OTM,58.0,0.15466666,cheap,13.5,23.351887,-9.851888,-0.42188826,-0.04234446,-1.8999748,9.851888,0.42188826,0.04234446,1.8999748,0.09816524,0.1405097,25068.6,25073.951,6.799999999999272,47.650390625,574.1496093749993,14:31,True,False,1.6804124e+07,1.0609425e+07,0.0,1.3587e+06,4.7535e+06,-2.25186,-0.032478236,7.0,17.0,-0.546888,-2.85,-8.061305,29.45,10.05,-8.45,-18.05,-24.55,none,(quiet),,tradable,473.25,-729.25,-1353.25,-1775.75,model→market (spot/smile moved)
2025-05,2025-05-28 10:01:00,2025-05-28 10:02:00,3,2025-06-05,PE,25200.0,0.016369501,ITM,2577.0,6.872,rich,555.75,546.45135,9.298659,0.017016444,0.00652979,1.4225129,9.298659,0.017016444,0.00652979,1.4225129,0.18829992,0.18177013,24764.75,24790.846,1.2000000000007276,99.5,21.700000000000728,10:02,False,False,975.0,225.0,0.0,0.0,1425.0,-4.2498565,0.003558317,2.0,5.0,1.9358511,-9.46,-4.5732603,555.75,-4.35,-4.21,6.5,-13.4,none,(quiet),,tradable,,,,,market→model
2025-05,2025-05-15 13:23:00,2025-05-15 13:29:00,5,2025-05-15,CE,24700.0,-0.008467827,ITM,120.0,0.32,rich,243.4,234.16745,9.232551,0.03942713,0.03706122,5.0633984,9.232551,0.03942713,0.03706122,5.0633984,0.30406672,0.2670055,24903.6,24910.043,219.64999999999782,14.200390624999272,409.1496093749993,13:29,False,True,444075.0,875625.0,0.0,0.0,-1.1532e+06,3.522354,0.023307944,1.0,23.0,-6.957025,33.65,38.48684,220.95,-8.4,22.45,98.94,166.0,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05,2025-05-28 10:17:00,2025-05-28 10:17:00,3,2025-06-05,PE,25200.0,0.016894137,ITM,2562.0,6.832,rich,562.25,553.1816,9.068404,0.01639318,0.006467523,1.2228916,9.068404,0.01639318,0.006467523,1.2228916,0.18703008,0.18056256,24750.6,24777.844,-33.20000000000073,113.650390625,13.549609375000728,10:17,False,False,825.0,1275.0,0.0,0.0,450.0,-4.3639007,0.0033689498,1.0,10.0,2.0204914,-11.25,-5.682048,551.0,2.75,-9.1,-7.55,-24.71,none,(quiet),,tradable,,,,,market→model
2025-05,2025-05-15 12:51:00,2025-05-15 13:00:00,22,2025-05-15,CE,24750.0,0.0007638131,OTM,149.0,0.39733332,rich,90.2,81.302765,8.897236,0.109433375,0.022775942,1.8880244,8.897236,0.14438844,0.024195464,3.1479528,0.2535507,0.23077476,24734.7,24731.104,92.10000000000218,73.05078125,240.24921874999927,13:00,True,False,3.67695e+06,4.27755e+06,0.0,0.0,404250.0,1.3455508,0.019332634,12.0,60.0,-13.663495,61.2,65.679085,49.1,9.4,13.55,76.15,110.65,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05,2025-05-15 12:01:00,2025-05-15 12:08:00,16,2025-05-15,CE,24750.0,0.0026485242,OTM,201.0,0.536,rich,81.8,73.0285,8.771495,0.12011057,0.019874929,1.9817374,8.771495,0.12459762,0.019874929,1.9817374,0.24517423,0.22529931,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,2.913e+06,1.975425e+06,0.0,0.0,240150.0,0.3562118,0.019069782,11.0,112.0,2.8606834,-14.5,-9.431281,44.95,4.75,25.35,36.6,-2.05,none,(quiet),,tradable,,,,,market→model
2025-05,2025-05-15 12:01:00,2025-05-15 12:08:00,13,2025-05-15,PE,24700.0,0.0006262788,ITM,201.0,0.536,rich,118.0,109.341446,8.658554,0.07918821,0.019093784,1.6027198,8.658554,0.07918821,0.019093784,1.6027198,0.24236757,0.22327377,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,1.334625e+06,1.3941e+06,0.0,0.0,-43725.0,-0.6877491,0.017577538,8.0,12.0,5.017615,-26.45,-21.178572,156.1,-10.05,-31.65,-64.75,-30.0,none,(quiet),,tradable,,,,,market→model
2025-05,2025-05-15 13:23:00,2025-05-15 13:29:00,10,2025-05-15,CE,24750.0,-0.0064455816,ITM,120.0,0.32,rich,200.85,192.38853,8.46147,0.043981154,0.029910801,3.60356,8.46147,0.043981154,0.036066726,3.787243,0.28719503,0.25728425,24903.6,24910.043,219.64999999999782,14.200390624999272,409.1496093749993,13:29,False,True,349500.0,553275.0,0.0,0.0,-918450.0,2.41859,0.021505827,9.0,31.0,-13.938449,70.7,75.7723,180.4,-7.15,20.45,90.2,160.4,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05,2025-05-15 12:00:00,2025-05-15 12:08:00,16,2025-05-15,PE,24750.0,0.0026485242,ITM,201.0,0.536,rich,146.9,138.48468,8.415327,0.06076721,0.019069782,1.7950655,8.415327,0.061295725,0.019069782,1.7950655,0.24436909,0.22529931,24696.1,24684.535,77.59999999999854,111.650390625,201.64960937499927,12:08,True,True,428700.0,322050.0,0.0,0.0,-96075.0,0.3562118,0.019874929,12.0,21.0,-2.0110545,9.9,14.82279,191.05,2.95,-16.65,-70.8,-18.6,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-05,2025-05-15 13:15:00,2025-05-15 13:15:00,4,2025-05-15,PE,25000.0,0.0028300688,ITM,134.0,0.35733333,cheap,110.35,118.626915,-8.2769165,-0.06977267,-0.023745764,-2.1899385,8.2769165,0.06977267,0.024010211,2.1899385,0.18501179,0.20875755,24911.35,24929.348,264.25,6.450390624999272,416.8996093749993,13:15,True,True,1.6023e+06,1.503225e+06,0.0,0.0,655650.0,-0.41414607,-0.02494568,3.0,33.0,7.0396295,35.15,30.15684,144.6,-19.4,13.5,-75.4,-106.75,none,(quiet),,tradable,-1441.0,697.5,-5081.0,-7118.75,market→model
2025-05,2025-05-15 13:15:00,2025-05-15 13:30:00,16,2025-05-15,PE,24950.0,-0.00029256375,OTM,119.0,0.31733334,cheap,61.2,69.44049,-8.240494,-0.11866987,-0.023349367,-1.2050391,8.240494,0.12477386,0.023349367,1.3715342,0.18340123,0.20675059,24942.05,24957.3,207.34999999999854,2.3992187500007276,447.6007812499993,13:30,True,False,2.113275e+06,3.288825e+06,0.0,0.0,753225.0,0.0,-0.023349367,8.0,15.0,-4.3283887,-18.0,-22.15859,113.25,-16.9,9.5,-60.5,-85.6,none,(quiet),,tradable,-1278.5,437.5,-4112.5,-5744.0,model→market (spot/smile moved)
2025-05,2025-05-15 13:15:00,2025-05-15 13:30:00,20,2025-05-15,CE,24950.0,-0.00029256375,ITM,119.0,0.31733334,cheap,68.5,76.74049,-8.240494,-0.1073813,-0.023349367,-5.697659,8.240494,0.14072445,0.023349367,6.6126533,0.18340123,0.20675059,24942.05,24957.3,207.34999999999854,2.3992187500007276,447.6007812499993,13:30,True,False,6.799425e+06,5.927925e+06,0.0,0.0,680625.0,0.0,-0.023349367,6.0,8.0,6.4458127,33.8,28.556286,43.7,2.5,-10.85,36.39,90.55,none,(quiet),,tradable,-17.5,-885.25,2185.3499,5705.75,market→model
2025-05,2025-05-15 12:51:00,2025-05-15 13:01:00,19,2025-05-15,PE,24750.0,0.0019471587,ITM,148.0,0.39466667,rich,121.5,113.3689,8.131105,0.071722545,0.021297779,1.4035789,8.131105,0.10160182,0.021297779,1.4035789,0.24467504,0.22337726,24709.75,24701.855,74.84999999999854,98.0,215.29999999999927,13:01,False,True,1.444725e+06,595425.0,0.0,375300.0,399825.0,-0.10909309,0.0210126,11.0,56.0,15.962343,-67.45,-63.22443,150.25,-12.2,-16.85,-70.45,-110.4,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 09:34:00,2025-06-03 09:40:00,15,2025-06-05,PE,24950.0,0.009782317,ITM,1099.0,2.9306667,rich,372.0,363.92004,8.079957,0.022202563,0.008296629,,8.079957,0.022202563,0.008296629,0.5330625,0.21604013,0.20774351,24671.9,24707.121,,173.19960937499854,70.60039062500073,09:40,True,True,6975.0,1650.0,0.0,0.0,-13275.0,-2.5866024,0.005648879,6.0,18.0,-3.9509678,18.0,22.555845,403.25,-12.1,-31.25,-31.7,-12.45,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-06,2025-06-03 12:51:00,2025-06-03 12:51:00,1,2025-06-05,PE,24750.0,0.008184727,ITM,908.0,2.4213333,rich,336.1,328.52304,7.576971,0.023063743,0.00842656,2.8146899,7.576971,0.023063743,0.00842656,2.8146899,0.22918963,0.22076307,24527.3,24548.254,-65.15000000000146,317.79921874999854,3.650781249998545,12:51,True,False,305400.0,185700.0,0.0,-56550.0,-75000.0,-1.6180422,0.006631698,10.0,30.0,3.2504978,-13.15,-9.1044655,335.0,-12.5,-7.15,0.2,-52.0,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 12:55:00,2025-06-03 12:56:00,4,2025-06-05,PE,24750.0,0.007826348,ITM,903.0,2.408,rich,327.2,319.7952,7.404816,0.023154872,0.00822449,2.513097,7.404816,0.023154872,0.00822449,2.513097,0.22615178,0.21792729,24536.25,24557.055,-62.349999999998545,308.84999999999854,34.099999999998545,12:56,False,False,51450.0,49500.0,0.0,0.0,-133575.0,-2.4121501,0.0055511277,5.0,25.0,1.097233,-4.25,-0.37662056,327.2,0.65,-4.25,-0.05,-45.3,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 09:31:00,2025-06-03 09:43:00,13,2025-06-05,PE,24850.0,0.007131374,ITM,1096.0,2.9226665,rich,327.55,320.15915,7.390857,0.023084948,0.0073023424,,7.390857,0.023684006,0.0073023424,,0.21499293,0.20769058,24646.7,24673.416,,198.40078124999854,45.39921875000073,09:43,True,False,25725.0,16875.0,0.0,0.0,-6825.0,-1.2353209,0.0060843374,15.0,69.0,0.9792916,-3.85,0.081413254,346.0,-3.75,-31.8,-22.95,-16.55,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 10:18:00,2025-06-03 10:18:00,1,2025-06-05,PE,24950.0,0.009495471,ITM,1061.0,2.8293333,rich,358.45,351.06577,7.3842382,0.021033775,0.0077333096,1.1896636,7.3842382,0.021033775,0.0077333096,1.1896636,0.21061058,0.20287728,24685.25,24714.209,32.45000000000073,159.84999999999854,83.95000000000073,10:18,False,True,1800.0,6975.0,0.0,600.0,225.0,-3.0647411,0.0045323507,3.0,18.0,10.08792,-45.5,-40.989655,338.65,-15.4,-31.0,-23.25,25.65,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 10:03:00,2025-06-03 10:03:00,1,2025-06-12,CE,24200.0,-0.01977797,ITM,2951.0,7.8693333,cheap,610.0,617.01917,-7.0191936,-0.011375973,-0.00491838,-0.41813675,7.0191936,0.011375973,0.00491838,0.41813675,0.18082924,0.18574762,24631.05,24683.39,-1.6000000000021828,214.04921874999854,29.750781250000728,10:03,False,False,75.0,75.0,0.0,150.0,-150.0,-3.422849,-0.0025181684,6.0,11.0,5.884452,20.8,17.26526,614.25,0.0,16.55,45.75,84.45,none,(quiet),,tradable,-180.0,895.74994,2793.75,5309.25,market→model
2025-06,2025-06-03 10:00:00,2025-06-03 10:01:00,2,2025-06-05,PE,24900.0,0.00995086,ITM,1078.0,2.8746667,rich,368.4,361.43787,6.9621477,0.019262364,0.0072915573,0.9497076,6.9621477,0.019262364,0.0072915573,0.9497076,0.21230519,0.20501363,24627.35,24653.453,-7.650000000001455,217.75039062499854,26.049609375000728,10:01,False,False,70200.0,13500.0,0.0,0.0,-26925.0,-2.5170174,0.0046630194,20.0,53.0,20.581871,-86.0,-81.82156,368.4,-6.0,-13.6,-35.4,-88.15,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 09:30:00,2025-06-03 09:38:00,15,2025-06-05,PE,24900.0,0.007783033,ITM,1101.0,2.936,rich,335.65,328.81818,6.8318295,0.020776922,0.006795533,,6.8318295,0.020776922,0.0068231374,,0.21195693,0.2051614,24677.15,24706.955,,167.94960937499854,75.85039062500073,09:38,True,True,78300.0,48000.0,0.0,0.0,-69225.0,-0.68556666,0.0061152456,12.0,76.0,-0.0846601,0.35,4.484179,365.95,13.25,-8.6,-8.45,2.45,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-06,2025-06-03 10:01:00,2025-06-03 10:03:00,2,2025-06-05,PE,24850.0,0.007852858,ITM,1076.0,2.8693333,rich,333.75,326.92557,6.824445,0.020874614,0.0068974355,1.6051307,6.824445,0.020874614,0.0068974355,1.6051307,0.21207258,0.20517515,24631.05,24655.621,-1.6000000000021828,214.04921874999854,29.750781250000728,10:03,False,False,10725.0,3300.0,0.0,-3750.0,-6450.0,-2.1004143,0.0047789565,13.0,49.0,9.443438,-34.7,-31.02549,329.45,4.3,-12.1,-31.85,-80.95,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 09:34:00,2025-06-03 09:42:00,10,2025-06-05,PE,24750.0,0.002922002,ITM,1097.0,2.9253333,rich,265.85,259.08954,6.760467,0.026093168,0.0064213965,,6.760467,0.026093168,0.0064213965,,0.21473683,0.20831543,24651.7,24677.785,,193.40078124999854,50.39921875000073,09:42,False,False,136275.0,116175.0,0.0,27750.0,-184425.0,-1.1854107,0.0052964254,7.0,224.0,5.392304,-20.25,-16.494648,272.95,-8.5,-24.4,-27.4,-12.25,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 12:11:00,2025-06-03 12:11:00,1,2025-06-05,PE,24850.0,0.008265229,ITM,948.0,2.528,rich,330.05,323.29575,6.7542577,0.020891886,0.0073770843,2.162095,6.7542577,0.020891886,0.0073770843,2.162095,0.21489097,0.20751388,24618.85,24645.455,17.799999999999272,226.25039062499854,47.249609375001455,12:11,False,True,21675.0,1725.0,0.0,0.0,7350.0,-1.9256217,0.005279092,1.0,1.0,0.54667467,-2.85,2.3633385,327.2,4.35,20.2,5.15,-11.3,none,(quiet),,tradable,,,,,both
2025-06,2025-06-03 09:31:00,2025-06-03 09:41:00,15,2025-06-05,PE,24800.0,0.0045185788,ITM,1098.0,2.928,rich,288.0,281.3113,6.6886787,0.023776785,0.0064160386,,6.6886787,0.024602616,0.0064160386,,0.21422172,0.20780568,24660.5,24688.191,,184.59999999999854,59.20000000000073,09:41,False,False,148200.0,186600.0,0.0,0.0,-105075.0,-0.1674806,0.0062555852,39.0,214.0,14.432045,-53.75,-50.02565,314.25,-3.15,-30.3,-21.3,-16.35,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 09:57:00,2025-06-03 09:57:00,2,2025-06-12,CE,24200.0,-0.019818956,ITM,2957.0,7.8853335,cheap,610.05,616.71814,-6.668122,-0.010812269,-0.004676979,-0.3804634,6.668122,0.010812269,0.004676979,0.3804634,0.18015787,0.18483485,24631.65,24684.402,-38.29999999999927,213.44960937499854,30.350390625000728,09:57,True,False,150.0,600.0,0.0,-75.0,-75.0,-2.4792025,-0.0029359444,2.0,2.0,0.5857452,4.3,-3.0410757,618.0,-3.65,-8.0,15.0,88.0,none,(quiet),,tradable,-417.25,-700.0,795.0,5540.0,both
2025-06,2025-06-03 09:32:00,2025-06-03 09:42:00,14,2025-06-05,CE,24800.0,0.004940166,OTM,1097.0,2.9253333,rich,172.45,165.84087,6.609128,0.039852228,0.0063676205,,6.609128,0.039852228,0.0063676205,,0.21488284,0.20851521,24651.7,24677.785,,193.40078124999854,50.39921875000073,09:42,False,False,530700.0,429750.0,0.0,178500.0,296025.0,1.1825298,0.0052297204,40.0,223.0,-10.343624,34.25,37.56122,158.85,-1.15,22.75,4.9,-3.05,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-06,2025-06-03 12:40:00,2025-06-03 12:40:00,1,2025-06-05,PE,24850.0,0.007244146,ITM,919.0,2.4506667,rich,311.3,304.69226,6.6077495,0.021686634,0.0072090225,1.7219058,6.6077495,0.021686634,0.0072090225,1.7219058,0.21527903,0.20807,24637.45,24670.633,8.600000000002183,207.65078124999854,65.84921875000146,12:40,False,False,2850.0,3450.0,0.0,0.0,6075.0,-2.5860407,0.0043927603,1.0,11.0,0.09036958,-0.3,3.0197012,311.0,4.9,9.4,83.3,84.65,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-06,2025-06-03 12:10:00,2025-06-03 12:13:00,3,2025-06-05,PE,24950.0,0.012536584,ITM,946.0,2.5226667,rich,404.5,397.9073,6.5927196,0.016568482,0.007929195,1.4686173,6.5927196,0.016568482,0.007929195,1.4686173,0.21666962,0.20874043,24617.95,24639.164,31.25,227.15078124999854,46.349218750001455,12:13,False,False,1575.0,75.0,0.0,-2400.0,-825.0,-3.1469378,0.0041592866,1.0,1.0,0.41086227,-2.55,3.6564596,396.75,-1.25,30.75,14.75,-19.25,none,(quiet),,tradable,,,,,both
2025-06,2025-06-03 09:32:00,2025-06-03 09:40:00,13,2025-06-05,CE,24850.0,0.0057662474,OTM,1099.0,2.9306667,rich,163.65,157.11465,6.535339,0.041595984,0.006335677,,6.535339,0.044099107,0.0063700704,,0.21399122,0.20765555,24671.9,24707.121,,173.19960937499854,70.60039062500073,09:40,True,True,224025.0,142125.0,0.0,0.0,96600.0,-0.56781197,0.006885204,40.0,223.0,-1.6964048,6.1,9.69584,140.0,-0.45,20.5,4.3,-2.6,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-06,2025-06-03 09:43:00,2025-06-03 09:43:00,1,2025-06-12,PE,24950.0,0.010109111,ITM,2971.0,7.9226665,rich,468.1,461.664,6.4359894,0.013940851,0.0038508538,,6.4359894,0.013940851,0.0038508538,,0.18698658,0.18313572,24646.7,24699.049,,198.40078124999854,45.39921875000073,09:43,True,False,225.0,300.0,0.0,0.0,2025.0,-2.6102076,0.002292842,1.0,8.0,1.6157415,-6.35,-2.4199157,461.75,0.0,-3.75,3.25,-19.25,none,(quiet),,tradable,,,,,market→model
2025-06,2025-06-03 12:51:00,2025-06-03 12:51:00,1,2025-06-05,PE,24800.0,0.010202891,ITM,908.0,2.4213333,rich,369.0,362.60358,6.396421,0.01764026,0.007381013,2.5813954,6.396421,0.01764026,0.007381013,2.5813954,0.22893018,0.22154917,24527.3,24548.254,-65.15000000000146,317.79921874999854,3.650781249998545,12:51,True,False,415875.0,301125.0,0.0,0.0,10200.0,-0.44524556,0.0068691624,1.0,24.0,0.39328066,-1.35,2.082663,367.65,-11.1,-6.4,1.7,-51.3,none,(quiet),,tradable,,,,,both
2025-06,2025-06-03 12:16:00,2025-06-03 12:16:00,1,2025-06-05,PE,24900.0,0.011655753,ITM,943.0,2.5146666,rich,391.25,384.87024,6.379752,0.016576372,0.0074810567,2.7946615,6.379752,0.016576372,0.0074810567,2.7946615,0.22039284,0.21291177,24589.0,24611.457,-6.150000000001455,256.09999999999854,17.400000000001455,12:16,True,False,26850.0,36600.0,0.0,0.0,10650.0,-2.3749557,0.004706441,1.0,1.0,1.9779779,-9.8,-4.845445,381.45,-8.0,-5.2,-36.35,-10.7,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-17 14:10:00,2025-07-17 14:10:00,1,2025-07-17,CE,25200.0,0.0008216134,OTM,79.0,0.21066667,cheap,7.05,8.845754,-1.795754,-0.20300744,-0.0070374664,-0.9151443,1.795754,0.20300744,0.0070374664,0.9151443,0.05235142,0.059388883,25165.45,25179.305,-4.099999999998545,72.90078124999854,21.44921875,14:10,False,False,4.6809e+06,1.816065e+07,0.0,0.0,4.2393e+06,0.09515605,-0.0074173524,1.0,2.0,-0.94573754,-1.1,-2.2631133,5.95,-0.2,-1.05,-2.1,-3.75,none,(quiet),,tradable,-193.0,-248.25,-316.5,-423.75,model→market (spot/smile moved)
2025-07,2025-07-24 11:36:00,2025-07-24 11:38:00,2,2025-07-24,CE,25100.0,-0.0002034778,ITM,231.0,0.616,cheap,33.2,34.984653,-1.7846547,-0.0510125,-0.0036125097,-4.176943,1.7846547,0.051971577,0.0036125097,4.176943,0.061767686,0.0653802,25095.35,25105.107,-66.20000000000073,150.900390625,5.699609374998545,11:38,False,False,3.3576e+06,3.2889e+06,0.0,0.0,8.24085e+06,-0.4571532,-0.0026871853,26.0,106.0,-16.559572,-14.8,-15.693743,32.1,1.1,3.25,1.15,-13.0,none,(quiet),,tradable,-108.5,31.25,-105.25,-1025.0,model→market (spot/smile moved)
2025-07,2025-07-16 15:26:00,2025-07-16 15:28:00,2,2025-07-17,PE,25000.0,-0.008589152,OTM,376.0,1.0026667,rich,8.95,7.379809,1.5701914,0.21276857,0.0055955304,1.4692607,1.5701914,0.21276857,0.0055955304,1.4692607,0.10970634,0.104110815,25199.55,25215.654,-26.75,55.74921874999927,78.50078125000073,15:28,False,False,720225.0,1.017e+06,0.0,-421875.0,-1.20615e+06,-0.5539787,0.0036751872,,,,,,8.5,0.45,,,,low,India open after overnight US data: US CPI,,tradable,,,,,not closed in session
2025-07,2025-07-16 14:57:00,2025-07-16 14:57:00,1,2025-07-17,CE,25450.0,0.008754535,OTM,407.0,1.0853333,rich,8.7,7.2444687,1.4555311,0.2009162,0.005054961,0.90043,1.4555311,0.2009162,0.005054961,0.90043,0.10580705,0.100752085,25225.3,25228.17,-7.150000000001455,29.999218749999272,104.25078125000073,14:57,False,False,327000.0,196800.0,0.0,0.0,-184800.0,0.12510093,0.004636146,32.0,,3.8699744,-2.9,-2.150641,8.8,0.25,-1.05,-1.4,-2.2,low,India open after overnight US data: US CPI,,tradable,,,,,market→model
2025-07,2025-07-17 11:16:00,2025-07-17 11:18:00,2,2025-07-17,CE,25300.0,0.0043275887,OTM,251.0,0.66933334,rich,8.05,6.6702375,1.3797625,0.2068536,0.004733894,1.3181864,1.3797625,0.2098573,0.004733894,1.387223,0.080560386,0.075826496,25178.45,25190.748,20.900000000001455,59.900781249998545,34.44921875,11:18,False,False,1.784025e+06,2.175225e+06,0.0,588825.0,-105225.0,0.08460893,0.0044527366,56.0,149.0,5.2819324,-3.65,-2.958965,7.3,0.75,1.15,1.7,-0.35,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-24 11:25:00,2025-07-24 11:25:00,1,2025-07-24,PE,25100.0,-0.00068373216,OTM,244.0,0.65066665,cheap,24.65,25.854683,-1.2046834,-0.046594396,-0.0024182878,-4.0710135,1.2046834,0.046594396,0.0024182878,4.0710135,0.063888796,0.06630708,25106.1,25117.168,-59.30000000000291,140.150390625,0.5496093750007276,11:25,True,False,1.09419e+07,9.551625e+06,0.0,-4.043025e+06,-5.24385e+06,-0.014976783,-0.0024483725,35.0,45.0,41.95896,27.45,26.79579,26.0,-1.1,-5.85,0.65,13.0,none,(quiet),,tradable,-251.5,-560.25,-137.75,665.0,market→model
2025-07,2025-07-17 11:36:00,2025-07-17 11:38:00,8,2025-07-17,CE,25350.0,0.005327972,OTM,231.0,0.616,rich,5.85,4.6502066,1.1997933,0.2580086,0.005350878,0.9917523,1.1997933,0.28493506,0.005350878,0.9917523,0.08793358,0.0825827,25202.85,25215.295,41.54999999999927,35.500390624998545,58.849609375,11:38,False,False,2.427525e+06,1.68825e+06,0.0,0.0,90750.0,-0.16420005,0.0060445056,19.0,91.0,3.9665573,-2.5,-1.8697305,5.5,0.35,-0.55,-1.6,-2.5,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-24 10:24:00,2025-07-24 10:34:00,9,2025-07-24,CE,25300.0,0.004426505,OTM,295.0,0.7866667,rich,6.05,4.8931236,1.1568763,0.23642899,0.0041497815,1.049329,1.1568763,0.23642899,0.0041497815,1.049329,0.068949126,0.06479934,25180.2,25188.258,13.650000000001455,66.05078125,25.799218749998545,10:34,False,False,1.1637e+06,1.12125e+06,0.0,0.0,1.844475e+06,-0.22719741,0.004925398,52.0,85.0,4.1743107,-2.45,-1.8630767,5.9,0.55,-0.1,-0.6,-1.15,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-24 11:24:00,2025-07-24 11:24:00,1,2025-07-24,PE,25000.0,-0.0047829635,OTM,245.0,0.6533333,rich,6.9,5.7441077,1.1558921,0.20123093,0.0044451905,1.1871932,1.1558921,0.20123093,0.0044451905,1.1871932,0.08329197,0.07884678,25114.1,25119.861,-59.25,132.150390625,8.549609375000728,11:24,True,False,7.07355e+06,5.611125e+06,0.0,0.0,485775.0,0.007519084,0.004473084,34.0,37.0,-6.619283,4.95,5.697815,6.95,0.05,-1.2,-1.0,2.15,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-07,2025-07-17 09:53:00,2025-07-17 09:58:00,5,2025-07-17,CE,25350.0,0.005815671,OTM,331.0,0.88266665,rich,6.8,5.6470985,1.1529015,0.2041582,0.0041431985,0.9236684,1.1529015,0.21357305,0.0041431985,1.0246019,0.081642695,0.077499494,25194.15,25203.0,-12.69999999999709,44.199609374998545,16.650390625,09:58,False,False,644700.0,751950.0,0.0,0.0,296100.0,-0.38054723,0.005444021,18.0,191.0,3.2347186,-1.9,-1.3126228,6.45,0.05,-0.45,-1.55,-0.9,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-17 11:27:00,2025-07-17 11:30:00,6,2025-07-17,CE,25350.0,0.006033961,OTM,239.0,0.63733333,rich,5.45,4.3141465,1.1358535,0.26328582,0.005441825,2.1130316,1.1358535,0.26328582,0.005441825,2.1130316,0.09279739,0.08735557,25183.75,25197.5,21.0,54.599999999998545,39.75,11:30,False,False,498600.0,1.0692e+06,0.0,0.0,737250.0,-0.42206347,0.0073301275,44.0,99.0,4.794493,-2.9,-2.2951393,5.2,-0.1,-0.35,-0.8,-1.55,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-16 15:27:00,2025-07-16 15:27:00,2,2025-07-17,PE,24950.0,-0.0106431795,OTM,377.0,1.0053333,rich,6.1,4.966042,1.1339582,0.22834246,0.0053722765,0.92196184,1.1339582,0.22834246,0.0053722765,0.92196184,0.1164828,0.11111053,25200.15,25216.965,-25.149999999997817,55.14960937499927,79.10039062500073,15:27,False,False,751425.0,498975.0,0.0,0.0,-691725.0,-0.25378683,0.0042169723,,,,,,6.3,-0.5,,,,low,India open after overnight US data: US CPI,,tradable,,,,,not closed in session
2025-07,2025-07-17 10:22:00,2025-07-17 10:22:00,2,2025-07-17,PE,25000.0,-0.0064409226,OTM,307.0,0.81866664,rich,6.5,5.3661704,1.1338294,0.21129209,0.004536793,0.6141857,1.1338294,0.21129209,0.004536793,0.6141857,0.0902642,0.08572741,25157.35,25161.543,-33.30000000000291,81.00039062499854,7.299609375000728,10:22,False,False,2.02035e+06,1.99665e+06,0.0,0.0,-984225.0,0.58779186,0.0067513557,75.0,116.0,7.3152266,-4.25,-3.66902,6.2,-0.1,-0.3,-0.6,-2.05,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-17 12:42:00,2025-07-17 12:42:00,3,2025-07-17,CE,25300.0,0.0038728912,OTM,167.0,0.44533333,rich,4.65,3.516637,1.1333629,0.322286,0.0057813693,1.9557981,1.1333629,0.322286,0.0057813693,1.9557981,0.07715249,0.071371116,25189.6,25202.205,2.4499999999970896,48.750390624998545,45.599609375,12:42,False,False,2.427975e+06,5.7174e+06,0.0,0.0,-426375.0,0.18464512,0.004884413,42.0,67.0,3.7237003,-2.4,-1.7554798,5.65,-1.25,-2.3,-2.35,-3.1,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-24 10:44:00,2025-07-24 10:45:00,3,2025-07-24,CE,25300.0,0.004630686,OTM,284.0,0.75733334,rich,5.45,4.3209753,1.1290246,0.2612893,0.00441304,1.1816326,1.1290246,0.26253447,0.00441304,1.1816326,0.07034068,0.06592764,25173.7,25183.115,14.75,72.55078125,19.299218749998545,10:45,False,False,987450.0,978000.0,0.0,343800.0,688275.0,0.06515302,0.0041697086,42.0,74.0,3.3569782,-1.9,-1.3340148,5.45,-0.55,-0.6,-0.75,-2.0,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-24 09:51:00,2025-07-24 09:51:00,1,2025-07-24,CE,25300.0,0.004806584,OTM,338.0,0.90133333,rich,6.5,5.3773646,1.1226351,0.2087705,0.0037622848,,1.1226351,0.2087705,0.0037622848,,0.069725856,0.065963574,25171.65,25178.686,-35.14999999999782,74.599609375,3.1003906250007276,09:51,False,False,1.8639e+06,1.403925e+06,0.0,-84225.0,1.57335e+06,-0.11039431,0.0041173124,99.0,128.0,4.73738,-2.75,-2.1695104,6.4,0.05,-0.15,-1.2,-1.2,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-10 12:42:00,2025-07-10 12:42:00,1,2025-07-10,CE,25550.0,0.0057879454,OTM,167.0,0.44533333,rich,6.2,5.140132,1.059868,0.20619471,0.0055465954,0.7411929,1.059868,0.20619471,0.0055465954,0.7411929,0.11132931,0.10578271,25398.4,25402.545,36.05000000000291,125.64960937499927,41.20039062499927,12:42,False,False,2.5512e+06,2.112675e+06,0.0,-80175.0,110175.0,0.039754864,0.0053464123,32.0,85.0,6.207635,-3.3,-2.7683966,5.0,-0.2,-0.4,-0.25,-2.05,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-17 10:33:00,2025-07-17 10:35:00,6,2025-07-17,PE,25000.0,-0.0063332445,OTM,294.0,0.784,rich,6.1,5.0473175,1.0526826,0.2085628,0.0043928097,0.33078372,1.0526826,0.24192804,0.004727446,0.82271945,0.0895426,0.08514979,25150.75,25158.834,-33.29999999999927,87.59999999999854,6.75,10:35,False,False,838800.0,844425.0,0.0,0.0,425100.0,-0.104911886,0.003971152,67.0,103.0,7.3587613,-4.05,-3.4996357,6.05,0.05,-0.35,-1.35,-1.85,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-17 12:18:00,2025-07-17 12:18:00,1,2025-07-17,PE,25100.0,-0.0037216528,OTM,191.0,0.5093333,rich,5.75,4.7153726,1.0346276,0.21941586,0.004388252,0.3327504,1.0346276,0.21941586,0.004388252,0.3327504,0.07490018,0.07051193,25179.5,25193.588,-12.849999999998545,58.849999999998545,35.5,12:18,False,False,1.445475e+06,2.10675e+06,0.0,0.0,247125.0,0.17346446,0.0050926153,80.0,92.0,4.5695443,-2.6,-2.0310154,5.45,0.15,-0.2,-0.8,-1.2,none,(quiet),,tradable,,,,,market→model
2025-07,2025-07-17 10:07:00,2025-07-17 10:07:00,1,2025-07-17,PE,25050.0,-0.005656956,OTM,322.0,0.85866666,rich,6.0,4.9680414,1.0319588,0.20771945,0.0039383536,0.83208084,1.0319588,0.20771945,0.0039383536,0.83208084,0.078453794,0.07451544,25179.95,25192.107,-9.899999999997817,58.400781249998545,3.2492187499992724,10:07,False,False,1.1931e+06,2.4087e+06,0.0,0.0,18825.0,-0.18027462,0.0032731676,45.0,197.0,-2.3764513,1.3,1.8470341,8.25,-0.55,0.3,1.8,1.05,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2025-08,2025-08-14 14:05:00,2025-08-14 14:05:00,1,2025-08-14,CE,24650.0,0.0008135511,OTM,84.0,0.224,cheap,10.9,13.774044,-2.8740442,-0.20865652,-0.010560815,-0.91422087,2.8740442,0.20865652,0.010560815,0.91422087,0.06581683,0.076377645,24633.4,24629.955,-1.4499999999970896,40.249609375001455,29.700390624999272,14:05,False,False,1.2028725e+07,6.915e+06,0.0,0.0,2.00355e+06,0.04484689,-0.010727609,12.0,12.0,-1.224754,-2.65,-4.8136997,11.05,1.95,2.75,-1.15,-0.65,medium,S&P upgrades India to BBB (first upgrade since 2007),,tradable,-53.249996,-1.25,-254.75,-222.25,model→market (spot/smile moved)
2025-08,2025-08-21 12:46:00,2025-08-21 12:46:00,2,2025-08-21,CE,25200.0,0.0030559618,OTM,163.0,0.43466666,rich,5.95,4.929506,1.0204941,0.20701753,0.004281217,0.46264538,1.0204941,0.22958656,0.004477452,0.59537834,0.071756326,0.06747511,25124.55,25123.107,18.549999999999272,21.149218750000728,69.65078124999854,12:46,False,False,2.907825e+06,3.255975e+06,0.0,427800.0,2.991975e+06,-0.36504212,0.0057470202,45.0,48.0,5.160041,-3.15,-2.5395398,5.45,1.0,-0.6,-1.65,-0.85,none,(quiet),,tradable,,,,,market→model
2025-09,2025-09-22 14:45:00,2025-09-22 14:46:00,2,2025-09-23,CE,25250.0,0.0015312413,OTM,418.0,1.1146667,cheap,39.6,42.298817,-2.6988168,-0.0638036,-0.0041762614,-4.107948,2.6988168,0.0638036,0.0041762614,4.1224804,0.08492297,0.08909923,25157.4,25211.365,-116.34999999999854,174.29960937500073,3.1003906250007276,14:46,True,True,4.7775e+06,2.573025e+06,0.0,726450.0,5.96625e+06,-0.6758251,-0.0031293954,40.0,,3.2792811,4.45,3.0929954,39.6,-0.95,6.4,9.5,1.1,medium,"IT slump on H-1B fee: Nifty IT -2.95%, Sensex -466; GST 2.0 rates take effect",,tradable,-241.75,236.0,437.5,-108.5,market→model
2025-09,2025-09-30 14:15:00,2025-09-30 14:15:00,1,2025-09-30,PE,24700.0,0.003745767,ITM,74.0,0.19733334,cheap,95.6,96.987854,-1.3878545,-0.014309569,-0.01079515,-4.285876,1.3878545,0.014309569,0.01079515,4.285876,0.10315957,0.11395472,24609.0,24607.652,-27.400000000001455,122.79999999999927,15.049999999999272,14:15,False,False,3.66825e+06,2.556e+06,0.0,-377400.0,-2.5122e+06,0.34320304,-0.007965896,5.0,20.0,26.01818,20.1,19.327463,95.2,-2.1,21.95,-5.8,-45.55,none,(quiet),,tradable,-316.5,1246.75,-557.0,-3140.75,market→model
2025-09,2025-09-15 12:30:00,2025-09-15 12:33:00,3,2025-09-23,CE,25800.0,0.025323533,OTM,2426.0,6.469333,cheap,4.8,6.1172113,-1.3172114,-0.21532874,-0.0039480403,-0.37603077,1.3172114,0.21532874,0.0039480403,0.37603077,0.0868286,0.09077664,25109.9,25154.855,0.25,28.549609375000728,45.250390624998545,12:33,False,False,2925.0,825.0,1.0,0.0,11625.0,0.9855672,-0.00733893,176.0,,-0.0684189,-0.05,-0.78079224,4.9,-0.1,-0.05,-0.05,0.0,none,(quiet),,tradable,-186.5,-183.25,-183.25,-180.0,model→market (spot/smile moved)
2025-09,2025-09-15 12:22:00,2025-09-15 12:22:00,1,2025-09-23,CE,25800.0,0.025292616,OTM,2437.0,6.498667,cheap,4.85,6.1219425,-1.2719424,-0.20776777,-0.0037892936,-0.4091002,1.2719424,0.20776777,0.0037892936,0.4091002,0.08670558,0.09049487,25104.2,25155.633,-0.8999999999978172,34.25078125000073,39.549218749998545,12:22,False,False,13725.0,9525.0,0.0,975.0,2775.0,1.2551118,-0.00815289,187.0,,-0.145874,-0.1,-0.7855232,4.9,0.0,-0.05,-0.05,0.0,none,(quiet),,tradable,-180.0,-183.25,-183.25,-180.0,model→market (spot/smile moved)
2025-09,2025-09-15 14:19:00,2025-09-15 14:19:00,1,2025-09-23,CE,25800.0,0.026336342,OTM,2320.0,6.1866665,cheap,4.5,5.629312,-1.1293123,-0.20061283,-0.0036998298,-0.21595371,1.1293123,0.20061283,0.0036998298,0.21595371,0.09067622,0.09437605,25073.75,25129.393,-3.5,64.70000000000073,25.0,14:19,False,False,21750.0,3000.0,1.0,-75.0,7800.0,2.9581778,-0.017565092,,,,,,4.6,0.0,0.2,0.0,0.05,none,(quiet),,tradable,-180.0,-167.0,-180.0,-176.75,not closed in session
2025-09,2025-09-29 11:37:00,2025-09-29 11:37:00,1,2025-09-30,PE,24250.0,-0.019777618,OTM,607.0,1.6186666,cheap,4.05,5.1378884,-1.0878882,-0.2117384,-0.0063450937,-0.875726,1.0878882,0.2117384,0.0063450937,0.875726,0.13842985,0.14477494,24670.4,24734.38,-88.54999999999927,120.89960937499927,2.250390624998545,11:37,True,False,277275.0,407475.0,0.0,-83475.0,-131025.0,-1.7516601,-0.01917118,87.0,147.0,-1.4166641,-0.8,-1.3647069,3.75,-0.05,0.05,-0.2,-0.1,none,(quiet),,tradable,-183.25,-176.75,-193.0,-186.5,model→market (spot/smile moved)
2025-09,2025-09-29 15:05:00,2025-09-29 15:05:00,1,2025-09-30,PE,24300.0,-0.015607836,OTM,399.0,1.064,cheap,3.9,4.9640007,-1.0640005,-0.21434335,-0.006834,-2.434175,1.0640005,0.21434335,0.006834,2.434175,0.13986315,0.14669715,24627.7,24682.246,-103.29999999999927,163.60078124999927,21.499218749999272,15:05,False,False,530325.0,328350.0,0.0,0.0,-329250.0,-3.052804,-0.037532277,17.0,,0.32910433,0.2,-0.40771,3.9,0.2,-0.3,0.65,,none,(quiet),,tradable,-167.0,-199.5,-137.75,,model→market (spot/smile moved)
2025-09,2025-09-29 11:49:00,2025-09-29 11:49:00,1,2025-09-30,PE,24250.0,-0.018502045,OTM,595.0,1.5866667,cheap,3.9,4.9530134,-1.0530134,-0.21260056,-0.0061012856,-0.5987708,1.0530134,0.21260056,0.0061012856,0.5987708,0.13151334,0.13761464,24644.6,24702.852,-92.90000000000146,146.70039062499927,1.099609375,11:49,True,False,256725.0,192525.0,0.0,27825.0,-105225.0,-1.5862758,-0.01749913,75.0,135.0,-1.2268038,-0.65,-1.1798321,3.7,-0.15,-0.15,-0.3,-0.25,none,(quiet),,tradable,-189.75,-189.75,-199.5,-196.25,model→market (spot/smile moved)
2025-09,2025-09-30 14:15:00,2025-09-30 14:15:00,1,2025-09-30,CE,24700.0,0.003745767,OTM,74.0,0.19733334,cheap,3.6,4.644667,-1.044667,-0.22491753,-0.007965896,-3.257168,1.044667,0.22491753,0.007965896,3.257168,0.10598882,0.11395472,24609.0,24607.652,-27.400000000001455,122.79999999999927,15.049999999999272,14:15,False,False,1.004895e+07,6.47325e+06,0.0,-324975.0,-2.544825e+06,0.34320304,-0.01079515,6.0,19.0,-1.9025879,-1.0,-1.5255998,3.8,0.1,-1.2,-1.15,1.25,none,(quiet),,tradable,-173.5,-258.0,-254.75,-98.75,model→market (spot/smile moved)
2025-10,2025-10-21 14:35:00,2025-10-21 14:35:00,3,2025-10-28,CE,26400.0,0.018551162,OTM,1554.0,4.144,cheap,8.5,10.674825,-2.1748252,-0.20373403,-0.0049893716,-1.3927287,2.1748252,0.21383521,0.00516355,1.4577429,0.094143145,0.099132515,25847.95,25914.764,-48.599999999998545,86.40078124999854,2.94921875,14:35,False,False,762150.0,197475.0,0.0,0.0,891825.0,0.37369472,-0.005909447,14.0,14.0,,-1.8,,8.8,-0.25,-1.0,-2.1,-2.1,low,"Diwali Muhurat session (13:45-14:45): Sensex +63 to 84,426","Diwali Muhurat trading (Samvat 2082), 13:45-14:45 IST",tradable,-196.25,-245.0,-316.5,-316.5,both
2025-10,2025-10-14 11:03:00,2025-10-14 11:03:00,1,2025-10-14,PE,25350.0,0.0058854492,ITM,266.0,0.70933336,cheap,154.35,156.09354,-1.7435312,-0.011169786,-0.006909528,-4.0092216,1.7435312,0.011169786,0.006909528,4.0092216,0.08707545,0.09398498,25187.8,25201.242,-28.900000000001455,122.54921874999854,23.05078125,11:03,False,False,231525.0,200475.0,0.0,-17850.0,-147150.0,0.78380334,-0.0037052056,1.0,2.0,-0.045171667,-0.05,-1.1568885,154.3,1.7,28.2,56.75,62.5,none,(quiet),,tradable,-69.5,1653.0,3508.75,3882.5,model→market (spot/smile moved)
2025-10,2025-10-31 10:16:00,2025-10-31 10:16:00,1,2025-11-04,PE,25400.0,-0.019513112,OTM,1063.0,2.8346667,cheap,6.5,8.161872,-1.6618714,-0.20361403,-0.0054956186,-1.2317806,1.6618714,0.20361403,0.0054956186,1.2317806,0.112374134,0.11786976,25852.35,25900.5,-66.25,101.400390625,30.249609375001455,10:16,False,False,349425.0,195225.0,0.0,0.0,-150675.0,-0.6743346,-0.007940736,163.0,257.0,2.0554557,1.9,0.9756308,6.45,-0.1,0.3,2.05,1.45,none,(quiet),,tradable,-186.5,-160.5,-46.750004,-85.75,market→model
2025-10,2025-10-28 10:03:00,2025-10-28 10:03:00,1,2025-10-28,PE,25700.0,-0.010053648,OTM,326.0,0.8693333,cheap,5.1,6.5069513,-1.4069514,-0.21622282,-0.0067073125,-0.76280266,1.4069514,0.21622282,0.0067073125,0.76280266,0.11425357,0.120960884,25943.8,25959.682,-80.0,97.89921875000073,14.150781249998545,10:03,True,True,1.956825e+06,2.03535e+06,0.0,0.0,868275.0,0.37009665,-0.0048622144,16.0,36.0,4.963304,3.75,2.9944549,5.85,2.6,1.95,3.0,4.5,none,(quiet),,tradable,-11.000008,-53.249996,15.0,112.5,market→model
2025-10,2025-10-28 09:59:00,2025-10-28 10:02:00,5,2025-10-28,PE,25650.0,-0.011877765,OTM,327.0,0.872,cheap,3.7,5.0289764,-1.3289766,-0.26426384,-0.0080076605,-0.882062,1.3289766,0.26426384,0.0080076605,0.882062,0.1215134,0.12952106,25939.85,25956.48,-72.90000000000146,101.85039062500073,10.199609374998545,10:02,True,True,1.10295e+06,805050.0,0.0,0.0,512700.0,-0.16976276,-0.009137252,40.0,117.0,2.766698,1.9,1.2132608,3.15,0.5,2.0,2.5,1.45,none,(quiet),,tradable,-147.5,-50.0,-17.5,-85.75,market→model
2025-10,2025-10-28 09:48:00,2025-10-28 09:52:00,5,2025-10-28,PE,25700.0,-0.011854041,OTM,337.0,0.8986667,cheap,4.3,5.574073,-1.2740726,-0.22857124,-0.007060056,,1.2740726,0.23372874,0.007158035,,0.123175725,0.13023578,25990.75,26006.46,11.299999999999272,50.95000000000073,61.099999999998545,09:52,False,False,730950.0,2.263275e+06,0.0,59550.0,91275.0,-0.59842014,-0.010765236,28.0,62.0,6.790208,4.85,4.135736,3.75,0.05,1.05,2.1,5.1,none,(quiet),,tradable,-176.75,-111.75,-43.500008,151.5,market→model
2025-10,2025-10-28 09:51:00,2025-10-28 09:51:00,2,2025-10-28,CE,26300.0,0.010082296,OTM,338.0,0.90133333,cheap,4.4,5.640303,-1.240303,-0.21990007,-0.006216753,,1.240303,0.22556794,0.0062177344,,0.10851959,0.11473634,26008.1,26036.168,45.19999999999709,33.60039062500073,78.44960937499854,09:51,False,True,825375.0,1.20525e+06,0.0,0.0,752850.0,-0.22264606,-0.005040191,28.0,62.0,-2.0906,-1.3,-1.9218311,3.65,-0.4,0.05,-0.6,-0.55,none,(quiet),,tradable,-206.0,-176.75,-219.0,-215.75,model→market (spot/smile moved)
2025-10,2025-10-28 09:18:00,2025-10-28 09:21:00,3,2025-10-28,CE,26300.0,0.012066943,OTM,368.0,0.9813333,cheap,4.1,5.3297563,-1.2297561,-0.23073404,-0.006711327,,1.2297561,0.23073404,0.006711327,,0.11811625,0.12482758,25962.9,25984.547,,42.949609374998545,33.250390624998545,09:21,True,False,1.98315e+06,1.143e+06,1.0,1.25115e+06,2.40435e+06,-0.16778897,-0.0057373876,59.0,92.0,-1.8324273,-1.2,-1.8548691,4.3,-0.2,-0.4,1.45,0.45,none,(quiet),,tradable,-193.0,-206.0,-85.75,-150.75,model→market (spot/smile moved)
2025-10,2025-10-28 09:47:00,2025-10-28 09:47:00,1,2025-10-28,CE,26300.0,0.009863743,OTM,342.0,0.912,cheap,4.75,5.957316,-1.207316,-0.20266107,-0.0057556857,,1.207316,0.20266107,0.0057556857,,0.107852034,0.11360772,26015.45,26041.86,27.650000000001455,26.250781250000728,85.79921874999854,09:47,False,False,944025.0,1.06725e+06,0.0,0.0,758550.0,0.4871374,-0.008287937,33.0,66.0,-2.9252295,-1.85,-2.482429,5.0,-0.25,-1.75,-1.75,-1.8,none,(quiet),,tradable,-196.25,-293.75,-293.75,-297.0,model→market (spot/smile moved)
2025-10,2025-10-28 09:58:00,2025-10-28 09:58:00,2,2025-10-28,PE,25700.0,-0.011133043,OTM,331.0,0.88266665,cheap,4.5,5.7026134,-1.2026131,-0.21088809,-0.006395023,-0.7799326,1.2026131,0.21088809,0.006395023,0.7799326,0.11942738,0.12582241,25970.15,25987.719,-8.349999999998545,71.54960937500073,40.500390624998545,09:58,False,True,886725.0,699600.0,0.0,336450.0,446775.0,-0.15940581,-0.0073068766,22.0,57.0,7.233928,4.65,4.0071955,4.5,0.15,1.35,3.95,3.5,none,(quiet),,tradable,-170.25,-92.25,76.75,47.5,market→model
2025-10,2025-10-28 09:28:00,2025-10-28 09:31:00,3,2025-10-28,CE,26300.0,0.011107425,OTM,358.0,0.9546667,cheap,4.3,5.501433,-1.201433,-0.21838546,-0.0062306393,,1.201433,0.21838546,0.0062306393,,0.113240525,0.11947116,25988.6,26009.49,,17.250390624998545,58.949609374998545,09:31,False,True,1.509375e+06,1.4544e+06,0.0,425700.0,3.730125e+06,0.49518362,-0.009066272,49.0,82.0,-2.2344732,-1.4,-2.026546,4.2,-0.05,1.55,1.1,-0.75,none,(quiet),,tradable,-183.25,-79.25,-108.5,-228.75,model→market (spot/smile moved)
2025-10,2025-10-28 09:47:00,2025-10-28 09:51:00,3,2025-10-28,CE,26350.0,0.011981632,OTM,338.0,0.90133333,cheap,2.75,3.8581333,-1.1081334,-0.2872201,-0.007649052,,1.1081334,0.2872201,0.007649052,,0.11335553,0.12100458,26008.1,26036.168,45.19999999999709,33.60039062500073,78.44960937499854,09:51,False,True,371400.0,660900.0,0.0,0.0,492450.0,1.5173434,-0.022033483,15.0,29.0,-0.35098585,-0.2,-0.76982355,3.1,-0.1,-0.75,-0.7,-0.4,none,(quiet),,tradable,-186.5,-228.75,-225.5,-206.0,model→market (spot/smile moved)
2025-10,2025-10-16 15:28:00,2025-10-16 15:28:00,1,2025-10-20,CE,25950.0,0.013606614,OTM,751.0,2.0026667,cheap,6.1,7.204953,-1.1049533,-0.15336023,-0.0037740897,-4.1208835,1.1049533,0.15336023,0.0037740897,4.1208835,0.099163055,0.10293715,25574.9,25599.299,-42.29999999999927,50.499609375001455,198.05039062500146,15:28,False,False,292875.0,341850.0,0.0,0.0,711300.0,1.3393284,-0.008863498,,,,,,5.85,,,,,none,(quiet),,tradable,,,,,not closed in session
2025-10,2025-10-23 09:17:00,2025-10-23 09:17:00,1,2025-10-28,CE,26700.0,0.023263525,OTM,1497.0,3.992,cheap,3.9,4.9814734,-1.0814735,-0.2170991,-0.004366629,,1.0814735,0.2170991,0.004366629,,0.098761454,0.10312808,26013.4,26086.033,,53.499609375001455,20.350390625000728,09:17,False,False,898875.0,593100.0,0.0,0.0,0.0,-0.14707667,-0.0037342005,16.0,25.0,4.9872766,2.75,2.198597,3.95,0.2,0.55,2.7,3.15,none,(quiet),,tradable,-167.0,-144.25,-4.499996,24.750008,market→model
2025-10,2025-10-28 09:17:00,2025-10-28 09:20:00,3,2025-10-28,CE,26350.0,0.014211358,OTM,369.0,0.984,cheap,2.9,3.980866,-1.080866,-0.27151528,-0.0076896637,,1.080866,0.27151528,0.0076896637,,0.12597226,0.13366193,25957.8,25978.18,,48.049218749998545,28.150781249998545,09:20,True,False,1.115025e+06,980925.0,0.0,0.0,415425.0,0.13680571,-0.008775074,46.0,60.0,-0.64509463,-0.35,-0.8925561,3.15,-0.15,-0.05,0.75,-0.05,none,(quiet),,tradable,-189.75,-183.25,-131.25,-183.25,model→market (spot/smile moved)
2025-10,2025-10-28 10:28:00,2025-10-28 10:31:00,4,2025-10-28,PE,25600.0,-0.011212571,OTM,298.0,0.79466665,cheap,3.7,4.776563,-1.0765634,-0.2253845,-0.0066922647,-0.06942357,1.0765634,0.27251315,0.007857257,0.7140618,0.12161947,0.12831174,25883.75,25888.656,-59.349999999998545,157.95000000000073,1.2999999999992724,10:31,False,False,771075.0,1.360725e+06,0.0,108225.0,525000.0,-0.35434413,-0.009122353,54.0,77.0,-2.815858,-1.65,-2.2359672,2.95,-0.1,0.7,0.1,-0.25,none,(quiet),,tradable,-186.5,-134.5,-173.5,-196.25,model→market (spot/smile moved)
2025-10,2025-10-28 10:05:00,2025-10-28 10:05:00,1,2025-10-28,PE,25600.0,-0.012409551,OTM,324.0,0.864,cheap,3.4,4.4493527,-1.0493529,-0.23584394,-0.006892824,-0.5077779,1.0493529,0.23584394,0.006892824,0.5077779,0.12439747,0.13129029,25907.05,25919.664,-126.90000000000146,134.64921875000073,1.5007812500007276,10:05,True,False,1.1253e+06,1.047975e+06,0.0,0.0,-167850.0,0.04971923,-0.006541567,80.0,103.0,-2.4160788,-1.35,-1.9087566,3.1,0.6,0.15,0.2,0.45,none,(quiet),,tradable,-141.0,-170.25,-167.0,-150.75,model→market (spot/smile moved)
2025-10,2025-10-28 10:02:00,2025-10-28 10:02:00,1,2025-10-28,CE,26300.0,0.013147602,OTM,327.0,0.872,cheap,3.2,4.236237,-1.0362369,-0.24461259,-0.0071671773,-1.0746498,1.0362369,0.24461259,0.0071671773,1.0746498,0.12791184,0.13507901,25939.85,25956.48,-72.90000000000146,101.85039062500073,10.199609374998545,10:02,True,True,1.150725e+06,711675.0,0.0,0.0,-1.438275e+06,0.2998906,-0.009482192,30.0,51.0,-0.6242116,-0.35,-0.9107073,3.25,-0.15,0.05,-0.05,-0.35,none,(quiet),,tradable,-189.75,-176.75,-183.25,-202.75,model→market (spot/smile moved)
2025-10,2025-10-28 10:15:00,2025-10-28 10:15:00,1,2025-10-28,PE,25600.0,-0.012000416,OTM,314.0,0.8373333,cheap,3.55,4.5807157,-1.0307156,-0.22501191,-0.0066216043,-0.3566661,1.0307156,0.22501191,0.0066216043,0.3566661,0.12404999,0.13067159,25895.75,25909.06,-125.0,145.95000000000073,9.200000000000728,10:15,False,False,494925.0,426750.0,0.0,0.0,154200.0,-0.4019022,-0.009489703,70.0,93.0,-2.7771642,-1.5,-2.0401192,3.3,0.0,0.0,0.4,-0.6,none,(quiet),,tradable,-180.0,-180.0,-154.0,-219.0,model→market (spot/smile moved)
2025-10,2025-10-06 12:55:00,2025-10-06 12:55:00,1,2025-10-14,CE,25700.0,0.024701012,OTM,2404.0,6.4106665,cheap,3.05,4.0768595,-1.0268596,-0.25187516,-0.0039376556,-0.44278213,1.0268596,0.25187516,0.0039376556,0.44278213,0.0791535,0.08309116,25028.3,25072.96,21.549999999999272,2.19921875,146.65078124999854,12:55,False,False,4725.0,5775.0,0.0,0.0,0.0,0.16561443,-0.0046449774,145.0,,4.345388,2.5,1.9246774,3.05,0.05,0.15,0.8,1.4,none,(quiet),,tradable,-176.75,-170.25,-128.0,-89.0,market→model
2025-11,2025-11-24 09:41:00,2025-11-24 09:46:00,8,2025-11-25,CE,26350.0,0.0099911215,OTM,718.0,1.9146667,cheap,8.1,10.7935,-2.6934996,-0.24954832,-0.0068071694,,2.6934996,0.24954832,0.0068071694,,0.08536088,0.09216805,26066.5,26088.045,-31.099999999998545,71.04999999999927,0.5999999999985448,09:46,False,True,1.533975e+06,597675.0,0.0,0.0,499200.0,-0.5103699,-0.0054475893,51.0,338.0,4.525684,6.2,4.8300414,9.55,-0.1,-0.5,-0.7,1.85,none,(quiet),,tradable,-186.5,-212.5,-225.5,-59.75,market→model
2025-11,2025-11-24 09:53:00,2025-11-24 09:58:00,7,2025-11-25,CE,26350.0,0.009275092,OTM,706.0,1.8826667,cheap,8.75,11.426111,-2.6761115,-0.23421016,-0.006410752,-0.53521013,2.6761115,0.23421016,0.006410752,0.53521013,0.083143786,0.08955454,26086.3,26106.73,-26.450000000000728,51.24921874999927,21.600781249999272,09:58,False,False,247875.0,221175.0,0.0,66750.0,1.241175e+06,-0.5868979,-0.00493977,39.0,327.0,4.103298,5.55,4.1974297,8.95,0.4,-0.05,2.15,2.55,none,(quiet),,tradable,-154.0,-183.25,-40.249992,-14.250004,market→model
2025-11,2025-11-24 14:05:00,2025-11-24 14:06:00,36,2025-11-25,CE,26300.0,0.008658265,OTM,458.0,1.2213334,cheap,7.75,10.403531,-2.6535308,-0.2550606,-0.008029203,-4.014055,2.6535308,0.2550606,0.008029203,4.014055,0.0950633,0.10309251,26047.05,26073.271,-41.400000000001455,95.74921874999927,6.30078125,14:06,False,False,2.0622e+06,780075.0,0.0,0.0,38925.0,-0.48445448,-0.0064830217,75.0,82.0,-2.199763,-3.0,-4.3637834,7.75,0.0,-0.25,-1.0,-1.05,none,(quiet),,tradable,-180.0,-196.25,-245.0,-248.25,model→market (spot/smile moved)
2025-11,2025-11-24 09:28:00,2025-11-24 09:53:00,154,2025-11-25,CE,26400.0,0.010625985,OTM,711.0,1.896,cheap,5.8,8.28409,-2.48409,-0.29986277,-0.0074489308,,2.48409,0.31920487,0.00794418,1.3880206,0.082839385,0.09028832,26095.85,26120.959,-16.450000000000728,41.70039062499927,31.149609374999272,09:53,False,False,323925.0,612000.0,0.0,0.0,890850.0,0.31925356,-0.008512464,249.0,320.0,-1.6889446,-2.1,-3.34338,8.05,-0.45,-1.5,-2.45,-2.7,none,(quiet),,tradable,-209.25,-277.5,-339.25,-355.5,model→market (spot/smile moved)
2025-11,2025-11-21 12:39:00,2025-11-21 12:39:00,1,2025-11-25,PE,25700.0,-0.017729029,OTM,920.0,2.4533334,cheap,8.65,10.814561,-2.1645606,-0.20015243,-0.0062857126,-2.1723168,2.1645606,0.20015243,0.0062857126,2.1723168,0.11879422,0.12507993,26143.3,26159.7,35.75,30.69921875,87.35078124999927,12:39,False,False,73575.0,59325.0,0.0,0.0,914925.0,-0.089577384,-0.0065619536,169.0,,4.6193695,5.15,4.035129,8.75,0.0,0.0,-0.5,0.1,none,(quiet),,tradable,-180.0,-180.0,-212.5,-173.5,market→model
2025-11,2025-11-24 09:16:00,2025-11-24 09:17:00,2,2025-11-25,CE,26400.0,0.010655572,OTM,747.0,1.992,cheap,8.05,10.141273,-2.0912724,-0.20621401,-0.005417092,,2.0912724,0.20719635,0.005417092,,0.08763339,0.09305048,26083.85,26120.186,,53.70039062499927,1.5496093750007276,09:17,False,True,1.217925e+06,1.27485e+06,0.0,0.0,0.0,0.48562983,-0.006764926,340.0,363.0,-4.143516,-4.4,-5.4619,8.05,0.8,0.15,-1.4,-2.6,none,(quiet),,tradable,-128.0,-170.25,-271.0,-349.0,model→market (spot/smile moved)
2025-11,2025-11-24 15:18:00,2025-11-24 15:18:00,6,2025-11-25,CE,26250.0,0.009874884,OTM,386.0,1.0293334,cheap,7.75,9.779139,-2.029138,-0.20749663,-0.007203392,-1.1188054,2.029138,0.22086953,0.0072155376,1.1188054,0.11421829,0.12142168,25949.85,25992.06,-86.55000000000291,192.95039062499927,0.7996093750007276,15:18,False,False,872250.0,841950.0,0.0,0.0,577275.0,0.028942259,-0.0073119868,,,,,,7.6,-0.5,-1.0,,,none,(quiet),,tradable,-212.5,-245.0,,,not closed in session
2025-11,2025-11-24 12:06:00,2025-11-24 12:09:00,10,2025-11-25,CE,26350.0,0.009845381,OTM,575.0,1.5333333,cheap,7.2,9.222555,-2.0225556,-0.21930534,-0.0060414574,-0.85107505,2.0225556,0.21930534,0.0060414574,0.85107505,0.09157318,0.09761463,26072.9,26091.848,-45.349999999998545,69.89960937499927,9.700390624999272,12:09,False,False,370350.0,426975.0,0.0,0.0,260250.0,-0.7384725,-0.0037553196,191.0,199.0,-2.9987671,-3.45,-4.600473,7.4,0.1,-0.2,0.05,0.05,none,(quiet),,tradable,-173.5,-193.0,-176.75,-176.75,model→market (spot/smile moved)
2025-11,2025-11-24 13:37:00,2025-11-24 14:14:00,67,2025-11-25,CE,26350.0,0.010694875,OTM,450.0,1.2,cheap,4.85,6.860501,-2.010501,-0.29305455,-0.008333785,-1.8544774,2.010501,0.30359358,0.008619428,2.0417259,0.10057019,0.108903974,26057.15,26069.691,-29.399999999997817,85.64960937499927,22.600390625000728,14:14,False,False,217650.0,538425.0,2.0,45450.0,-261525.0,1.3813434,-0.015169063,66.0,74.0,-0.9662531,-1.1,-2.238418,6.25,-0.05,0.05,-0.25,-1.6,none,(quiet),,tradable,-183.25,-176.75,-196.25,-284.0,model→market (spot/smile moved)
2025-11,2025-11-28 09:19:00,2025-11-28 09:19:00,2,2025-12-02,PE,25750.0,-0.02000993,OTM,1120.0,2.9866667,cheap,6.8,8.789184,-1.9891833,-0.22632174,-0.0062483638,,1.9891833,0.22632174,0.0062483638,,0.1124039,0.11865227,26242.15,26270.445,,9.599609375,69.75039062499854,09:19,False,True,272250.0,211725.0,1.0,0.0,103800.0,-1.8889953,-0.013191721,361.0,,-1.3044245,-1.4,-2.4732702,6.95,0.15,0.5,-0.2,-0.3,medium,India Q2 FY26 GDP 8.2% (6-quarter high) - released after close,,tradable,-170.25,-147.5,-193.0,-199.5,model→market (spot/smile moved)
2025-11,2025-11-24 14:52:00,2025-11-24 14:54:00,7,2025-11-25,CE,26300.0,0.0096735675,OTM,410.0,1.0933334,cheap,7.05,9.027967,-1.9779675,-0.21909334,-0.007014897,-0.057647094,1.9779675,0.21909334,0.007014897,0.08036277,0.10650661,0.11352151,26019.75,26046.812,-6.799999999999272,123.04999999999927,4.150000000001455,14:54,False,False,530775.0,444450.0,0.0,0.0,104025.0,-0.17552672,-0.006358372,33.0,,-1.9179276,-2.15,-3.2710016,7.3,-0.25,0.2,-2.05,-2.7,none,(quiet),,tradable,-196.25,-167.0,-313.25,-355.5,model→market (spot/smile moved)
2025-11,2025-11-24 15:03:00,2025-11-24 15:09:00,23,2025-11-25,CE,26300.0,0.011389226,OTM,395.0,1.0533333,cheap,5.25,7.223562,-1.9735618,-0.27321172,-0.008734635,-0.80995625,1.9735618,0.27321172,0.008734635,0.80995625,0.11478007,0.123514704,25964.55,26002.162,-59.04999999999927,178.24921874999927,9.350781249999272,15:09,False,False,1.410225e+06,1.306725e+06,1.0,0.0,-713550.0,-0.18488638,-0.007852522,18.0,,-0.31345272,-0.35,-1.4665959,5.55,-0.15,-0.3,-0.45,,none,(quiet),,tradable,-189.75,-199.5,-209.25,,model→market (spot/smile moved)
2025-11,2025-11-24 12:23:00,2025-11-24 12:30:00,7,2025-11-25,CE,26350.0,0.0100965295,OTM,554.0,1.4773333,cheap,7.0,8.946355,-1.9463547,-0.21755841,-0.0060747913,-0.5691181,1.9463547,0.21755841,0.0060747913,0.5691181,0.09442046,0.10049526,26063.8,26085.295,-18.049999999999272,78.99921874999927,4.500781250000728,12:30,False,False,153750.0,1.15155e+06,0.0,0.0,-109425.0,0.86530334,-0.009031336,170.0,178.0,-3.0253048,-3.25,-4.324272,7.2,-0.05,-0.1,0.1,-0.3,none,(quiet),,tradable,-183.25,-186.5,-173.5,-199.5,model→market (spot/smile moved)
2025-11,2025-11-24 09:24:00,2025-11-24 09:24:00,1,2025-11-25,CE,26400.0,0.010358946,OTM,740.0,1.9733334,cheap,7.55,9.489365,-1.9393644,-0.20437244,-0.005133684,,1.9393644,0.20437244,0.005133684,,0.08482765,0.089961335,26098.9,26127.936,,38.64960937499927,16.600390625000728,09:24,False,False,888150.0,705450.0,0.0,0.0,1.309425e+06,-0.10897636,-0.0048301346,337.0,356.0,-3.8496954,-4.15,-5.2280073,7.75,0.4,-0.15,-1.6,-2.2,none,(quiet),,tradable,-154.0,-189.75,-284.0,-323.0,model→market (spot/smile moved)
2025-11,2025-11-28 09:40:00,2025-11-28 09:40:00,1,2025-12-02,PE,25750.0,-0.01905222,OTM,1099.0,2.9306667,cheap,7.2,9.131967,-1.9319669,-0.21156088,-0.0058230935,,1.9319669,0.21156088,0.0058230935,,0.11045166,0.11627475,26219.45,26245.299,,36.700781250001455,47.049218749998545,09:40,False,False,122175.0,99525.0,0.0,67950.0,139200.0,-4.2168417,-0.022718487,340.0,,-1.7715597,-1.8,-2.8160539,6.75,-0.05,0.35,-0.15,-0.2,medium,India Q2 FY26 GDP 8.2% (6-quarter high) - released after close,,tradable,-183.25,-157.25,-189.75,-193.0,model→market (spot/smile moved)
2025-11,2025-11-24 10:21:00,2025-11-24 10:24:00,86,2025-11-25,CE,26450.0,0.011447138,OTM,680.0,1.8133334,cheap,4.0,5.921859,-1.921859,-0.32453644,-0.0073064896,-0.3698429,1.921859,0.32453644,0.0073064896,1.1963713,0.08280403,0.090110525,26125.15,26148.95,37.900000000001455,12.399609374999272,60.45039062499927,10:24,False,False,244650.0,168975.0,0.0,0.0,34275.0,0.9252058,-0.011514418,130.0,280.0,-0.50189775,-0.5,-1.4962188,4.05,0.1,0.1,0.95,0.3,none,(quiet),,tradable,-173.5,-173.5,-118.25,-160.5,model→market (spot/smile moved)
2025-11,2025-11-24 11:56:00,2025-11-24 11:56:00,3,2025-11-25,CE,26350.0,0.0095098065,OTM,588.0,1.568,cheap,7.6,9.520506,-1.9205064,-0.20172313,-0.005476666,-0.7256006,1.9205064,0.21161446,0.0057457914,0.8875837,0.089445755,0.09492242,26074.15,26100.604,-35.44999999999709,68.64960937499927,9.450390624999272,11:56,False,False,371400.0,835500.0,0.0,0.0,-46125.0,-0.3444538,-0.0044520833,204.0,212.0,-3.6721804,-3.85,-4.8984237,7.15,0.3,0.8,0.05,-0.2,none,(quiet),,tradable,-160.5,-128.0,-176.75,-193.0,model→market (spot/smile moved)
2025-11,2025-11-24 09:18:00,2025-11-24 09:53:00,43,2025-11-25,CE,26450.0,0.012518134,OTM,711.0,1.896,cheap,3.8,5.7168446,-1.9168446,-0.33529764,-0.007647268,,1.9168446,0.34139824,0.007806973,0.51458734,0.08609061,0.09373788,26095.85,26120.959,-16.450000000000728,41.70039062499927,31.149609374999272,09:53,False,False,299175.0,521175.0,1.0,0.0,175575.0,0.34745157,-0.009245986,161.0,311.0,-0.3026621,-0.3,-1.2912045,5.35,0.0,-0.35,-1.05,-1.45,none,(quiet),,tradable,-180.0,-202.75,-248.25,-274.25,model→market (spot/smile moved)
2025-11,2025-11-28 09:27:00,2025-11-28 09:29:00,4,2025-12-02,PE,25750.0,-0.01958392,OTM,1110.0,2.96,cheap,6.85,8.758948,-1.9089482,-0.21794263,-0.0059499317,,1.9089482,0.21794263,0.0059499317,,0.11116471,0.11711464,26229.65,26259.256,,22.099609375,57.250390624998545,09:29,False,False,119550.0,118650.0,1.0,0.0,231675.0,-2.4611573,-0.015171277,351.0,,-1.46017,-1.45,-2.4430351,6.85,0.0,-0.1,0.0,-0.35,medium,India Q2 FY26 GDP 8.2% (6-quarter high) - released after close,,tradable,-180.0,-186.5,-180.0,-202.75,model→market (spot/smile moved)
2025-11,2025-11-27 14:57:00,2025-11-27 15:00:00,12,2025-12-02,PE,25650.0,-0.021625,OTM,1154.0,3.0773335,cheap,6.7,8.591513,-1.8915128,-0.22016062,-0.006174672,-0.75088435,1.8915128,0.25389,0.006702791,1.0280629,0.11753559,0.12371026,26189.2,26210.723,0.3500000000021828,121.25078125000073,47.299218749998545,15:00,False,False,138375.0,110175.0,0.0,0.0,-62325.0,0.87543446,-0.0032151127,,,,,,6.75,0.1,-0.65,-1.35,-1.75,medium,"Nifty hits record 26,310 (first new high in 14 months), closes 26,216",,tradable,-173.5,-222.25,-267.75,-293.75,not closed in session
2025-12,2025-12-18 13:18:00,2025-12-18 13:18:00,1,2025-12-30,CE,25950.0,-3.800201e-05,ITM,2756.0,7.3493333,rich,164.05,158.23892,5.811076,0.03672343,0.0032925033,2.5568047,5.811076,0.03672343,0.0032925033,2.5568047,0.09266797,0.089375466,25866.5,25950.986,-25.549999999999272,35.849999999998545,140.20000000000073,13:18,False,False,825.0,300.0,0.0,0.0,1275.0,2.569839,0.0018389157,2.0,,0.378,-1.11,1.826508,162.1,0.84,1.45,-12.85,-12.1,low,US CPI release (Nov 2025) - delayed from Dec 10; Oct 2025 CPI cancelled,,tradable,,,,,both
2025-12,2025-12-08 10:30:00,2025-12-08 10:30:00,1,2025-12-16,PE,26250.0,0.0030680562,ITM,2549.0,6.7973332,rich,193.0,187.54623,5.45376,0.029079549,0.0032576697,1.9706376,5.45376,0.029079549,0.0032576697,1.9706376,0.0871562,0.08389853,26094.45,26169.588,9.799999999999272,84.25078125000073,25.94921875,10:30,False,False,7950.0,450.0,0.0,0.0,4650.0,-2.3663476,0.0018471241,1.0,1.0,0.7518468,-4.85,1.6007823,188.15,1.85,6.45,2.15,21.45,none,(quiet),,tradable,,,,,market→model
2025-12,2025-12-12 13:43:00,2025-12-12 13:43:00,1,2025-12-23,PE,26150.0,0.0021940782,ITM,2731.0,7.2826667,rich,183.2,177.89998,5.300027,0.029792175,0.003031677,1.6082077,5.300027,0.029792175,0.003031677,1.6082077,0.08644975,0.08341808,26026.25,26092.688,-6.049999999999272,12.150000000001455,87.79999999999927,13:43,False,False,150.0,225.0,0.0,0.0,0.0,-2.5880728,0.0015540601,1.0,22.0,0.6485026,-2.0,1.0840276,181.2,4.6,-3.3,2.95,-9.35,none,(quiet),,tradable,,,,,both
2025-12,2025-12-15 12:58:00,2025-12-15 12:58:00,1,2025-12-23,PE,26150.0,0.003396188,ITM,2401.0,6.4026666,rich,192.75,187.48706,5.262944,0.028070975,0.0032756196,1.4892803,5.262944,0.028070975,0.0032756196,1.4892803,0.08698165,0.08370603,26012.0,26061.34,-3.5499999999992724,17.950000000000728,107.25,12:58,False,False,150.0,375.0,0.0,0.0,-7275.0,-1.9737881,0.0020498694,2.0,23.0,2.1495953,-5.75,-3.0750778,189.7,-2.7,-4.4,-12.35,-3.35,none,(quiet),,tradable,,,,,market→model
2025-12,2025-12-12 13:39:00,2025-12-12 13:39:00,1,2025-12-23,PE,26150.0,0.002407721,ITM,2735.0,7.2933335,rich,186.3,181.09023,5.209776,0.028768953,0.0029852153,1.4525526,5.209776,0.028768953,0.0029852153,1.4525526,0.08637972,0.083394505,26020.05,26087.113,-0.4000000000014552,18.349218750001455,81.60078124999927,13:39,False,False,75.0,1200.0,0.0,0.0,-1050.0,-2.5235367,0.0015420112,1.0,26.0,1.7287502,-5.2,-2.1920466,181.1,-1.15,4.7,1.45,-11.85,none,(quiet),,tradable,,,,,market→model
2025-12,2025-12-26 10:21:00,2025-12-26 10:21:00,1,2026-01-06,CE,26050.0,-0.0035363932,ITM,2933.0,7.8213334,rich,190.35,185.21835,5.1316395,0.02770589,0.0029059956,1.3962301,5.1316395,0.02770589,0.0029059956,1.3962301,0.07618308,0.073277086,26087.7,26142.285,4.900000000001455,56.50078125000073,16.149218750000728,10:21,False,False,1300.0,1625.0,0.0,0.0,7930.0,1.93333,0.0018140909,208.0,,8.620295,-23.4,-20.685476,186.4,0.5,1.6,2.45,2.25,none,(quiet),,tradable,,,,,market→model
2025-12,2025-12-24 13:57:00,2025-12-24 13:57:00,1,2026-01-06,CE,25800.0,-0.016686158,ITM,3092.0,8.245334,cheap,460.9,466.02338,-5.1233697,-0.010993804,-0.004808851,-0.750278,5.1233697,0.010993804,0.004808851,0.750278,0.08442538,0.08923423,26150.5,26234.115,-22.0,85.90000000000146,9.099999999998545,13:57,False,False,130.0,65.0,0.0,0.0,195.0,-2.3460736,-0.0025735262,2.0,6.0,0.3723704,1.15,-1.9383229,462.05,0.0,-1.75,-2.0,-12.1,none,(quiet),,tradable,-180.0,-293.75,-310.0,-966.5,both
2025-12,2025-12-31 10:29:00,2025-12-31 10:29:00,1,2026-01-13,PE,26150.0,0.0016988323,ITM,3675.0,9.8,rich,178.0,172.8967,5.1033006,0.029516473,0.0025051893,1.2717243,5.1033006,0.029516473,0.0025051893,1.2717243,0.07550375,0.07299856,26018.1,26105.613,33.0,9.900390625,49.099609375,10:29,False,False,260.0,260.0,0.0,0.0,1495.0,-2.1180253,0.001467939,3.0,42.0,4.4241586,-12.15,-9.403715,174.2,-6.75,-7.3,-15.8,-17.05,none,(quiet),,tradable,,,,,market→model
2025-12,2025-12-01 11:03:00,2025-12-01 11:03:00,1,2025-12-09,CE,25800.0,-0.019460984,ITM,2516.0,6.7093334,cheap,528.9,533.97565,-5.075677,-0.009505446,-0.006007286,-0.495282,5.075677,0.009505446,0.006007286,0.495282,0.09817247,0.10417976,26229.95,26307.012,-54.70000000000073,95.85078124999927,5.799218749998545,11:03,False,False,1275.0,825.0,0.0,0.0,-17100.0,-2.2820113,-0.0032489467,1.0,13.0,0.06730143,0.2,-2.7717052,529.1,0.0,-5.05,12.65,16.5,none,(quiet),,tradable,-180.0,-508.25,642.25,892.5,model→market (spot/smile moved)
2025-12,2025-12-03 12:17:00,2025-12-03 12:17:00,1,2025-12-16,PE,26200.0,0.0060845865,ITM,3567.0,9.512,rich,281.0,275.93643,5.0635815,0.018350536,0.0026516921,1.3360947,5.0635815,0.018350536,0.0026516921,1.3360947,0.09472016,0.09206847,25954.45,26041.068,22.100000000002183,112.00078125000073,63.44921875,12:17,False,False,75.0,450.0,0.0,-4350.0,-975.0,-2.4207,0.0013878489,1.0,1.0,1.3894773,-5.35,-1.499631,275.65,-1.4,-0.25,10.5,24.35,medium,Rupee breaches 90/$ for first time (low 90.29); Sensex 4th straight loss,,tradable,,,,,market→model
2025-12,2025-12-31 10:08:00,2025-12-31 10:08:00,1,2026-01-13,PE,26150.0,0.0024453634,ITM,3696.0,9.856,rich,189.75,184.70638,5.0436254,0.027306179,0.0024872245,1.1772993,5.0436254,0.027306179,0.0024872245,1.1772993,0.07578948,0.073302254,25990.55,26086.133,-12.049999999999272,37.44921875,21.55078125,10:08,False,False,520.0,195.0,0.0,0.0,1170.0,-2.0813034,0.0014634469,4.0,114.0,1.0306243,-3.05,-0.090628706,187.0,-0.3,-2.4,-7.65,-19.3,none,(quiet),,tradable,,,,,market→model
2025-12,2025-12-31 13:02:00,2025-12-31 13:02:00,1,2026-01-13,CE,25600.0,-0.024229554,ITM,3522.0,9.392,cheap,642.25,647.29065,-5.0406604,-0.0077873217,-0.0064250235,-0.21769951,5.0406604,0.0077873217,0.0064250235,0.21769951,0.088763244,0.09518827,26147.4,26227.852,47.30000000000291,8.649609374999272,178.400390625,13:02,False,False,65.0,65.0,0.0,0.0,-2275.0,-2.301414,-0.0033936475,4.0,4.0,0.14584704,1.1,-6.442148,643.35,0.0,-3.06,6.35,6.35,none,(quiet),,tradable,-180.0,-378.9,232.75,232.75,model→market (spot/smile moved)
2025-12,2025-12-08 09:52:00,2025-12-08 09:59:00,28,2025-12-09,CE,26350.0,0.009035871,OTM,705.0,1.88,cheap,7.2,9.546066,-2.3460665,-0.24576263,-0.006035586,-1.1157683,2.3460665,0.24576263,0.006035586,1.1488079,0.07755453,0.08359012,26085.8,26112.977,-54.79999999999927,92.89921875000073,8.200781250001455,09:59,False,False,622425.0,1.196325e+06,1.0,0.0,1.6287e+06,2.6713743,-0.014186926,201.0,209.0,-2.0486577,-2.95,-4.3899674,7.3,-0.05,-0.1,0.1,0.6,none,(quiet),,tradable,-183.25,-186.5,-173.5,-141.0,model→market (spot/smile moved)
2025-12,2025-12-24 15:07:00,2025-12-24 15:07:00,1,2026-01-06,CE,26800.0,0.021542367,OTM,3022.0,8.058666,cheap,8.55,10.750835,-2.2008357,-0.20471299,-0.0038739222,-0.48761055,2.2008357,0.20471299,0.0038739222,0.48761055,0.07579864,0.07967257,26141.75,26228.838,13.200000000000728,94.65000000000146,18.75,15:07,False,False,24830.0,10855.0,0.0,0.0,-4875.0,1.7060239,-0.0072546597,,,,,,8.55,0.14,0.1,0.35,,none,(quiet),,tradable,-170.9,-173.5,-157.25,,not closed in session
2025-12,2025-12-08 10:25:00,2025-12-08 10:38:00,157,2025-12-09,CE,26350.0,0.009115603,OTM,666.0,1.776,cheap,6.55,8.62498,-2.0749795,-0.24057792,-0.0057660616,-0.23541524,2.0749795,0.2711002,0.006541168,1.0615056,0.07843037,0.084196426,26087.9,26110.895,2.3000000000029104,90.79960937500073,19.400390625,10:38,False,False,332850.0,240600.0,0.0,0.0,359475.0,-0.2431368,-0.005050636,162.0,173.0,-1.9676946,-2.3,-3.4688804,7.3,0.15,-0.3,-0.6,-0.3,none,(quiet),,tradable,-170.25,-199.5,-219.0,-199.5,model→market (spot/smile moved)
2025-12,2025-12-08 09:16:00,2025-12-08 09:16:00,2,2025-12-09,CE,26400.0,0.008318046,OTM,748.0,1.9946667,cheap,8.1,10.170904,-2.070904,-0.20361061,-0.004790342,,2.070904,0.20973383,0.0048835133,,0.073015235,0.07780558,26152.85,26181.314,,19.000390624998545,25.599609375,09:16,False,False,3.285e+06,2.20455e+06,0.0,0.0,0.0,-0.26486772,-0.004150558,191.0,245.0,-4.397572,-4.6,-5.646032,8.75,-1.0,0.35,-2.0,-3.45,none,(quiet),,tradable,-245.0,-157.25,-310.0,-404.25,model→market (spot/smile moved)
2025-12,2025-12-08 09:16:00,2025-12-08 09:17:00,20,2025-12-09,CE,26450.0,0.009999013,OTM,747.0,1.992,cheap,4.95,7.0155854,-2.0655854,-0.29442808,-0.0063448995,,2.0655854,0.29819337,0.0063448995,,0.0743456,0.0806905,26164.05,26186.844,,7.799218749998545,36.80078125,09:17,False,False,1.902e+06,1.194825e+06,0.0,0.0,313125.0,0.9858591,-0.009852149,108.0,193.0,-2.0226793,-2.15,-3.2129464,4.95,-0.35,0.4,-0.8,-1.5,none,(quiet),,tradable,-202.75,-154.0,-232.0,-277.5,model→market (spot/smile moved)
2025-12,2025-12-08 09:34:00,2025-12-08 09:59:00,156,2025-12-09,CE,26400.0,0.010931607,OTM,705.0,1.88,cheap,4.35,6.395971,-2.045971,-0.31988436,-0.0071593295,-1.8492738,2.045971,0.32315695,0.007191284,1.8492738,0.07981906,0.08697839,26085.8,26112.977,-54.79999999999927,92.89921875000073,8.200781250001455,09:59,False,False,606750.0,1.042275e+06,2.0,0.0,77250.0,0.8489556,-0.010651074,150.0,202.0,-0.8818493,-0.95,-2.0272815,5.85,0.3,0.05,-1.0,-1.7,none,(quiet),,tradable,-160.5,-176.75,-245.0,-290.5,model→market (spot/smile moved)
2025-12,2025-12-05 15:02:00,2025-12-05 15:02:00,1,2025-12-09,CE,26450.0,0.009593217,OTM,777.0,2.072,cheap,8.05,10.07839,-2.0283897,-0.20126128,-0.0049136584,-0.95497227,2.0283897,0.20126128,0.0049136584,0.95497227,0.07940952,0.084323175,26174.45,26197.473,20.700000000000728,28.150781249998545,189.09921875000146,15:02,False,False,1.720575e+06,690300.0,0.0,1.194375e+06,1.232625e+06,-0.29317233,-0.0041719386,,,,,,9.0,0.05,0.1,-0.05,,high,RBI MPC decision: Repo CUT 25bp to 5.25%,,tradable,-176.75,-173.5,-183.25,,not closed in session
2025-12,2025-12-08 09:27:00,2025-12-08 09:28:00,4,2025-12-09,CE,26400.0,0.008876111,OTM,736.0,1.9626666,cheap,7.45,9.419994,-1.9699947,-0.20912907,-0.0048955358,,1.9699947,0.2183048,0.0050322614,,0.07552635,0.08042188,26143.9,26166.707,,34.79960937500073,16.650390625,09:28,True,False,1.20945e+06,1.101525e+06,0.0,652050.0,3.575775e+06,0.23720141,-0.005522314,181.0,233.0,-4.044721,-4.05,-5.0513053,7.45,-0.3,-0.5,-1.15,-3.1,none,(quiet),,tradable,-199.5,-212.5,-254.75,-381.5,model→market (spot/smile moved)
2026-01,2026-01-08 13:27:00,2026-01-08 13:27:00,1,2026-01-20,PE,26050.0,0.0025420296,ITM,2747.0,7.325333,rich,207.15,201.43527,5.7147226,0.02837002,0.0032740668,1.7684275,5.7147226,0.02837002,0.0032740668,1.7684275,0.09742249,0.09414842,25904.75,25983.863,-10.049999999999272,228.45000000000073,20.599999999998545,13:27,False,False,4290.0,2860.0,0.0,0.0,-4810.0,-2.8243873,0.0016588479,2.0,15.0,-1.207349,4.4,8.044349,208.85,2.7,-2.45,-4.6,-21.1,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-01,2026-01-08 13:45:00,2026-01-08 13:45:00,1,2026-01-20,PE,26050.0,0.002151722,ITM,2729.0,7.2773333,rich,199.3,193.73535,5.5646467,0.028722929,0.003187683,1.5021058,5.5646467,0.028722929,0.003187683,1.5021058,0.09645334,0.09326566,25914.15,25994.008,-7.649999999997817,219.04960937500073,30.000390624998545,13:45,False,False,325.0,5395.0,0.0,0.0,455.0,-2.7511277,0.0016144505,2.0,26.0,3.8282707,-11.25,-8.3113365,191.45,-3.4,0.55,-7.7,-6.2,none,(quiet),,tradable,,,,,market→model
2026-01,2026-01-08 14:42:00,2026-01-08 14:42:00,1,2026-01-20,PE,26100.0,0.0034630555,ITM,2672.0,7.1253333,rich,210.75,205.31836,5.4316454,0.026454749,0.0031931903,1.9272969,5.4316454,0.026454749,0.0031931903,1.9272969,0.09267543,0.08948225,25927.95,26009.771,1.0,205.25078125000073,43.799218749998545,14:42,False,False,2145.0,1365.0,0.0,0.0,-20020.0,-2.6649258,0.0016296655,3.0,21.0,-0.059597697,0.2,3.5558343,210.1,0.25,-0.4,7.1,30.55,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-01,2026-01-08 09:53:00,2026-01-08 09:53:00,1,2026-01-20,PE,26150.0,0.00017952568,ITM,2961.0,7.896,rich,156.15,150.76027,5.3897295,0.035750333,0.0029242467,,5.3897295,0.035750333,0.0029242467,,0.08343537,0.08051112,26081.2,26145.307,-15.599999999998545,52.00078125000073,31.349218750001455,09:53,False,False,2015.0,9880.0,0.0,0.0,7800.0,-2.6685023,0.0014789209,1.0,10.0,2.8114195,-9.25,-5.9598475,146.9,5.2,5.25,19.1,27.3,none,(quiet),,tradable,,,,,market→model
2026-01,2026-01-27 09:18:00,2026-01-27 09:24:00,6,2026-01-27,PE,24600.0,-0.014832266,OTM,365.0,0.97333336,cheap,6.6,9.994435,-3.3944354,-0.33963254,-0.015922535,,3.3944354,0.33963254,0.015922535,,0.15613317,0.1720557,24946.4,24967.594,,179.89960937499927,8.850390625000728,09:24,True,False,1.475305e+06,1.31755e+06,0.0,0.0,2.24432e+06,-0.86521924,-0.020617455,14.0,23.0,-2.1151915,-3.85,-5.6701665,6.25,1.3,0.35,-2.15,-3.65,none,(quiet),,tradable,-95.5,-157.25,-319.75,-417.25,model→market (spot/smile moved)
2026-01,2026-01-27 09:26:00,2026-01-27 09:26:00,8,2026-01-27,PE,24650.0,-0.012827849,OTM,363.0,0.968,cheap,9.4,12.533291,-3.1332905,-0.24999745,-0.012010999,,3.1332905,0.3716234,0.01572567,,0.15233992,0.16435093,24950.05,24968.244,,176.24921874999927,17.500781250000728,09:26,False,False,1.43221e+06,1.21329e+06,0.0,0.0,3.32501e+06,-0.8762485,-0.015688809,13.0,52.0,-3.419084,-5.4,-6.9793706,8.15,0.75,-0.4,-4.35,-4.9,none,(quiet),,tradable,-131.25,-206.0,-462.75,-498.5,model→market (spot/smile moved)
2026-01,2026-01-27 09:33:00,2026-01-27 09:36:00,8,2026-01-27,PE,24700.0,-0.013397975,OTM,353.0,0.94133335,cheap,7.45,10.374169,-2.9241698,-0.28187025,-0.01276957,,2.9241698,0.30297574,0.013453199,,0.15076722,0.16353679,25015.55,25033.156,,110.74921874999927,83.00078125000073,09:36,True,True,2.702245e+06,2.19076e+06,0.0,0.0,2.6845e+06,1.1118569,-0.007672317,7.0,123.0,-2.163629,-3.2,-4.6789966,9.45,-1.95,-3.85,-5.15,-5.65,none,(quiet),,tradable,-306.75,-430.25,-514.75,-547.25,model→market (spot/smile moved)
2026-01,2026-01-27 09:30:00,2026-01-27 09:30:00,6,2026-01-27,PE,24600.0,-0.014617506,OTM,359.0,0.9573333,cheap,5.9,8.60207,-2.7020695,-0.31411853,-0.013561723,,2.7020695,0.4191131,0.017167669,,0.15188453,0.16544625,24944.4,24962.232,,181.89960937499927,11.850390625000728,09:30,False,True,1.68285e+06,1.287195e+06,2.0,0.0,3.30876e+06,0.49411723,-0.010875242,9.0,47.0,-2.1073205,-2.9,-4.276155,5.05,0.1,-1.8,-2.25,-2.95,none,(quiet),,tradable,-173.5,-297.0,-326.25,-371.75,model→market (spot/smile moved)
2026-01,2026-01-27 09:18:00,2026-01-27 09:18:00,1,2026-01-27,PE,24650.0,-0.016593486,OTM,371.0,0.98933333,cheap,7.6,10.074291,-2.4742908,-0.24560447,-0.011742753,,2.4742908,0.24560447,0.011742753,,0.1742566,0.18599935,25036.2,25062.441,,90.10078124999927,29.899218750000728,09:18,False,True,1.48642e+06,1.11358e+06,0.0,0.0,187980.0,0.64729595,-0.008505526,26.0,132.0,-2.73144,-3.95,-5.396124,9.05,1.65,1.2,-3.15,-5.7,none,(quiet),,tradable,-72.75,-102.0,-384.75,-550.5,model→market (spot/smile moved)
2026-01,2026-01-27 09:22:00,2026-01-27 09:23:00,16,2026-01-27,CE,25450.0,0.018820608,OTM,366.0,0.976,cheap,4.7,6.960633,-2.260633,-0.32477406,-0.014313934,,2.260633,0.32477406,0.014313934,,0.17509638,0.18941031,24954.7,24975.494,,171.60078124999927,17.149218750000728,09:23,True,False,1.431755e+06,1.72471e+06,0.0,0.0,2.411565e+06,1.7045162,-0.02800836,54.0,89.0,1.5634787,1.8,0.6487211,4.7,-0.2,0.0,1.95,1.6,none,(quiet),,tradable,-193.0,-180.0,-53.249996,-76.0,market→model
2026-01,2026-01-01 15:28:00,2026-01-01 15:28:00,1,2026-01-06,CE,26400.0,0.008832005,OTM,1126.0,3.0026667,cheap,8.6,10.799551,-2.1995516,-0.20367064,-0.004147993,-0.94827694,2.1995516,0.20367064,0.004147993,0.94827694,0.06319456,0.06734255,26138.5,26167.861,-26.049999999999272,59.04999999999927,25.099999999998545,15:28,False,False,754130.0,1.30793e+06,0.0,0.0,749385.0,0.3364381,-0.004821046,,,,,,8.15,,,,,none,(quiet),,tradable,,,,,not closed in session
2026-01,2026-01-27 09:21:00,2026-01-27 09:23:00,12,2026-01-27,CE,25400.0,0.016854038,OTM,366.0,0.976,cheap,6.8,8.964627,-2.164627,-0.24146314,-0.010975168,,2.164627,0.24146314,0.010975168,,0.17281958,0.18379475,24954.7,24975.494,,171.60078124999927,17.149218750000728,09:23,True,False,2.089815e+06,2.14721e+06,0.0,0.0,2.564055e+06,2.415317,-0.025727,24.0,90.0,6.5892043,7.55,6.4041862,7.45,-0.65,-1.1,0.45,4.85,none,(quiet),,tradable,-222.25,-251.5,-150.75,135.25,market→model
2026-01,2026-01-27 14:04:00,2026-01-27 14:04:00,3,2026-01-27,PE,25150.0,0.0049884175,ITM,85.0,0.22666667,cheap,130.85,133.01459,-2.1645904,-0.01627333,-0.013983054,-4.4790697,2.1645904,0.01627333,0.0146646295,4.6926785,0.13764033,0.15162338,25016.55,25024.854,-90.35000000000218,168.39921875000073,84.00078125000073,14:04,True,False,1.200615e+06,1.225445e+06,0.0,-277810.0,-402285.0,0.64013773,-0.009654756,8.0,8.0,-17.235743,-28.05,-29.677433,139.85,0.15,-32.75,-26.15,-37.7,none,(quiet),,tradable,-170.25,-2308.75,-1879.75,-2630.5,model→market (spot/smile moved)
2026-01,2026-01-27 10:57:00,2026-01-27 11:05:00,19,2026-01-27,PE,24700.0,-0.012435957,OTM,264.0,0.704,cheap,4.65,6.732756,-2.0827563,-0.30934677,-0.0126819275,-1.1607679,2.0827563,0.34849763,0.013474677,1.4279808,0.14814667,0.1608286,25008.55,25009.086,-113.79999999999927,176.39921875000073,76.00078125000073,11:05,False,False,808015.0,649740.0,0.0,0.0,975195.0,0.7615726,-0.007758074,23.0,66.0,-2.0237627,-2.2,-3.2870839,5.65,0.65,-0.25,-1.95,-3.2,none,(quiet),,tradable,-137.75,-196.25,-306.75,-388.0,model→market (spot/smile moved)
2026-01,2026-01-27 10:43:00,2026-01-27 11:00:00,14,2026-01-27,PE,24650.0,-0.013524043,OTM,269.0,0.7173333,cheap,3.6,5.6365747,-2.0365746,-0.36131424,-0.014387897,-0.6692643,2.0365746,0.40647224,0.016243977,1.0049986,0.14902675,0.16341466,24984.95,24985.633,-138.89999999999782,200.00078125000073,52.39921875000073,11:00,False,False,634335.0,470340.0,0.0,0.0,342875.0,-0.22958907,-0.016268797,21.0,45.0,-1.6497468,-1.7,-2.7304611,3.35,-0.1,-0.45,0.4,-1.15,none,(quiet),,tradable,-186.5,-209.25,-154.0,-254.75,model→market (spot/smile moved)
2026-01,2026-01-01 14:47:00,2026-01-01 15:18:00,38,2026-01-06,CE,26450.0,0.010647672,OTM,1136.0,3.0293334,cheap,5.75,7.7390723,-1.9890723,-0.2570169,-0.0048132846,-0.98727596,1.9890723,0.26819134,0.0048422525,1.3360388,0.06548408,0.07029736,26133.15,26169.863,-23.849999999998545,64.39960937499927,19.750390624998545,15:18,False,False,266760.0,191425.0,0.0,0.0,134810.0,0.6021143,-0.0064287074,,,,,,6.05,-0.15,0.15,-0.2,-0.3,none,(quiet),,tradable,-189.75,-170.25,-193.0,-199.5,not closed in session
2026-01,2026-01-27 09:17:00,2026-01-27 09:20:00,3,2026-01-27,PE,24550.0,-0.018696373,OTM,369.0,0.984,cheap,5.45,7.42426,-1.9742601,-0.2659201,-0.011817287,,1.9742601,0.295441,0.012681051,,0.17912717,0.19094446,24981.3,25013.314,,144.99921874999927,18.55078125,09:20,True,True,1.16025e+06,849355.0,0.0,0.0,652795.0,-0.014107492,-0.011909498,23.0,57.0,-2.5319188,-3.2,-4.463864,4.2,0.5,1.15,-1.2,-1.85,none,(quiet),,tradable,-147.5,-105.25,-258.0,-300.25,model→market (spot/smile moved)
2026-01,2026-01-27 10:41:00,2026-01-27 10:51:00,6,2026-01-27,PE,24700.0,-0.012506558,OTM,278.0,0.7413333,cheap,5.9,7.8672996,-1.9672998,-0.25006035,-0.010610961,-0.57507485,1.9672998,0.26571327,0.010610961,0.57507485,0.15272908,0.16334003,25007.2,25010.852,-160.84999999999854,177.75078125000073,74.64921875000073,10:51,False,False,1.356745e+06,1.772745e+06,0.0,0.0,415415.0,0.798665,-0.0061184904,39.0,80.0,-3.15668,-3.45,-4.54292,5.1,-0.15,0.4,0.0,-1.4,none,(quiet),,tradable,-189.75,-154.0,-180.0,-271.0,model→market (spot/smile moved)
2026-01,2026-01-27 09:28:00,2026-01-27 09:28:00,5,2026-01-27,PE,24500.0,-0.019224023,OTM,361.0,0.9626667,cheap,2.9,4.8505955,-1.9505953,-0.40213522,-0.016080214,,1.9505953,0.40213522,0.016080214,,0.16501747,0.18109767,24961.0,24975.545,,165.29999999999927,28.450000000000728,09:28,False,True,1.320605e+06,1.281865e+06,0.0,455910.0,4.16013e+06,-2.2954404,-0.04964618,10.0,15.0,-0.7746185,-0.9,-2.0618622,2.9,0.0,-0.65,-0.75,-1.2,none,(quiet),,tradable,-180.0,-222.25,-228.75,-258.0,model→market (spot/smile moved)
2026-01,2026-01-02 09:16:00,2026-01-02 09:16:00,5,2026-01-06,CE,26450.0,0.009478313,OTM,1123.0,2.9946666,cheap,5.55,7.4659014,-1.9159014,-0.25662023,-0.004482702,,1.9159014,0.25662023,0.004482702,,0.05973082,0.06421352,26170.05,26200.482,,10.649218750000728,51.650781249998545,09:16,False,False,1.15908e+06,980265.0,0.0,0.0,0.0,-0.096078075,-0.004241631,26.0,32.0,6.533572,6.85,5.801569,5.6,0.15,0.6,5.25,10.7,none,(quiet),,tradable,-170.25,-141.0,161.25,515.5,market→model
2026-02,2026-02-03 09:17:00,2026-02-03 09:18:00,2,2026-02-10,CE,25500.0,-0.011776507,ITM,2246.0,5.989333,cheap,420.65,432.14642,-11.496436,-0.026603103,-0.008219658,,11.496436,0.026603103,0.008219658,,0.15251084,0.1607305,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,261105.0,242385.0,0.0,0.0,-329290.0,-1.1830575,-0.007370059,5.0,11.0,10.114449,62.1,55.96027,420.65,12.05,62.1,12.45,-16.5,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,603.25,3856.5,629.25,-1252.5,market→model
2026-02,2026-02-03 09:19:00,2026-02-03 09:19:00,2,2026-02-10,CE,25600.0,-0.008716601,ITM,2245.0,5.9866667,cheap,372.7,384.06674,-11.366749,-0.029595764,-0.0076711006,,11.366749,0.029595764,0.0076711006,,0.15496106,0.16263215,25809.75,25824.121,,531.4500000000007,43.099999999998545,09:19,False,False,112125.0,99125.0,0.0,-72085.0,-214825.0,-5.4848576,-0.003968488,2.0,2.0,4.8071184,47.3,37.460426,408.2,11.8,-26.35,-51.05,-59.5,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,587.0,-1892.75,-3498.25,-4047.5,market→model
2026-02,2026-02-03 09:17:00,2026-02-03 09:18:00,3,2026-02-10,PE,25500.0,-0.011776507,OTM,2246.0,5.989333,cheap,120.15,130.46492,-10.314923,-0.07906281,-0.007370059,,10.314923,0.07906281,0.007370059,,0.15336044,0.1607305,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,336245.0,219570.0,0.0,0.0,68445.0,-1.1830575,-0.008219658,2.0,3.0,-1.6624562,-12.0,-19.218235,120.15,-3.95,5.6,22.0,12.8,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,-436.75,184.0,1250.0,652.0,model→market (spot/smile moved)
2026-02,2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,PE,26150.0,0.014851493,ITM,372.0,0.992,rich,469.2,460.69968,8.500335,0.018450923,0.01668242,,8.500335,0.018450923,0.01668242,,0.34815943,0.33147702,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,44135.0,24115.0,0.0,0.0,44915.0,-3.4873488,0.009887566,1.0,3.0,7.400458,-36.15,-31.265167,433.05,-17.95,-76.0,-33.15,-12.55,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2026-02,2026-02-03 09:17:00,2026-02-03 09:17:00,2,2026-02-03,PE,26300.0,0.020571241,ITM,372.0,0.992,rich,598.45,590.2537,8.196279,0.013886026,0.018948998,,8.196279,0.013886026,0.018948998,,0.37190264,0.35295364,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,249210.0,172315.0,0.0,0.0,351000.0,-3.369796,0.011257491,2.0,3.0,12.586734,-53.4,-49.157436,565.95,-20.9,-79.05,-27.65,-0.15,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2026-02,2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,PE,26250.0,0.018668292,ITM,372.0,0.992,rich,554.4,546.3343,8.065708,0.01476332,0.017621737,,8.065708,0.01476332,0.017621737,,0.3635666,0.34594485,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,48165.0,15730.0,0.0,0.0,43745.0,-2.5087852,0.012206876,2.0,2.0,9.091046,-55.6,-49.484093,526.95,-28.15,-86.55,-41.2,-13.35,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2026-02,2026-02-03 09:18:00,2026-02-03 09:18:00,1,2026-02-10,CE,25450.0,-0.013739216,ITM,2246.0,5.989333,cheap,456.5,464.3804,-7.8804045,-0.016969718,-0.005894164,,7.8804045,0.016969718,0.005894164,,0.1531034,0.15899757,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,44460.0,40105.0,0.0,0.0,-25805.0,-1.0175241,-0.005129951,3.0,7.0,15.359306,63.3,59.17872,461.45,44.3,27.2,-11.0,-6.25,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,2699.5,1588.0,-895.0,-586.25,market→model
2026-02,2026-02-03 09:18:00,2026-02-03 09:18:00,1,2026-02-10,PE,26100.0,0.011480356,ITM,2246.0,5.989333,rich,468.1,460.87234,7.22766,0.015682565,0.004925734,,7.22766,0.015682565,0.004925734,,0.18560147,0.18067575,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,48295.0,30745.0,0.0,0.0,67925.0,-0.86644894,0.00433715,2.0,3.0,10.986721,-58.45,-53.12994,450.0,-40.35,-19.25,-0.8,-27.0,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2026-02,2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,CE,25600.0,-0.0064053456,ITM,372.0,0.992,cheap,243.0,250.15094,-7.150937,-0.028586488,-0.012241096,,7.150937,0.028586488,0.012241096,,0.2276291,0.23987019,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,3.7362e+06,1.43624e+06,0.0,0.0,0.0,-2.3180292,-0.008260376,2.0,5.0,3.3558779,13.6,9.547409,243.2,13.4,52.05,-10.8,-44.7,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,691.0,3203.25,-882.0,-3085.5,market→model
2026-02,2026-02-03 09:19:00,2026-02-03 09:19:00,1,2026-02-10,PE,26200.0,0.014450459,ITM,2245.0,5.9866667,rich,519.45,512.57263,6.8773675,0.013417352,0.0049177078,,6.8773675,0.013417352,0.0049177078,,0.18435751,0.1794398,25809.75,25824.121,,531.4500000000007,43.099999999998545,09:19,False,False,76440.0,33605.0,0.0,215475.0,362635.0,-1.9136509,0.0035546424,1.0,2.0,10.573793,-39.45,-35.719078,480.0,-0.65,31.3,40.55,17.5,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2026-02,2026-02-03 09:16:00,2026-02-03 09:16:00,1,2026-02-10,PE,26100.0,0.011115644,ITM,2248.0,5.9946666,cheap,435.3,442.16837,-6.868354,-0.015533346,-0.004713302,,6.868354,0.015533346,0.004713302,,0.16731207,0.17202537,25780.1,25811.488,,561.1003906250007,13.449609374998545,09:16,False,True,110955.0,122135.0,0.0,67925.0,67925.0,2.838336,-0.0027652157,1.0,1.0,2.7919066,28.35,18.195648,463.65,4.45,-52.0,-28.7,7.95,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,109.249985,-3560.0,-2045.5,336.75,market→model
2026-02,2026-02-03 09:18:00,2026-02-03 09:18:00,1,2026-02-10,PE,25450.0,-0.013739216,OTM,2246.0,5.989333,cheap,105.9,112.764206,-6.8642097,-0.060872234,-0.005129951,,6.8642097,0.060872234,0.005129951,,0.15386762,0.15899757,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,32565.0,35295.0,0.0,0.0,8320.0,-1.0175241,-0.005894164,2.0,2.0,-1.9190727,-10.6,-16.1235,101.8,-6.5,14.55,28.75,9.8,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,-602.5,765.75,1688.75,457.0,model→market (spot/smile moved)
2026-02,2026-02-03 09:18:00,2026-02-03 09:18:00,1,2026-02-10,CE,26100.0,0.011480356,OTM,2246.0,5.989333,rich,169.7,163.33766,6.362343,0.03895209,0.00433715,,6.362343,0.03895209,0.00433715,,0.18501289,0.18067575,25795.3,25802.076,,545.8992187500007,28.650781249998545,09:18,False,True,147745.0,119470.0,0.0,0.0,-19305.0,-0.86644894,0.004925734,2.0,3.0,-2.0764391,9.25,13.7047415,169.2,9.75,-6.35,-43.2,-48.25,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,model→market (spot/smile moved)
2026-02,2026-02-03 09:19:00,2026-02-03 09:19:00,1,2026-02-10,PE,25600.0,-0.008716601,OTM,2245.0,5.9866667,cheap,154.35,160.23906,-5.889053,-0.036751673,-0.003968488,,5.889053,0.036751673,0.003968488,,0.15866368,0.16263215,25809.75,25824.121,,531.4500000000007,43.099999999998545,09:19,False,False,33020.0,240500.0,0.0,,,-5.4848576,-0.0076711006,2.0,6.0,-0.89458156,-3.9,-8.259581,140.8,9.65,33.7,42.2,15.8,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,447.24997,2010.5,2563.0,847.0,model→market (spot/smile moved)
2026-02,2026-02-01 13:10:00,2026-02-01 13:10:00,1,2026-02-10,PE,24950.0,-0.0070752874,OTM,2764.0,7.3706665,cheap,178.85,184.72115,-5.8711424,-0.031783815,-0.0035710284,-2.2157168,5.8711424,0.031783815,0.0035710284,2.2157168,0.15108703,0.15465806,25116.4,25127.154,123.85000000000218,324.49960937500146,544.650390625,13:10,False,False,195.0,845.0,0.0,0.0,-32760.0,1.5829135,-0.0026091912,1.0,2.0,7.59384,25.75,22.359095,204.6,0.9,-11.6,-22.7,-0.45,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,tradable,-121.5,-934.0,-1655.5,-209.25,market→model
2026-02,2026-02-01 12:34:00,2026-02-01 12:34:00,1,2026-02-10,CE,24400.0,-0.018802503,ITM,2800.0,7.4666667,rich,613.7,607.93866,5.7613583,0.009476875,0.003992018,-0.5272445,5.7613583,0.009476875,0.003992018,0.5272445,0.19699591,0.1930039,24834.45,24863.121,-417.3999999999978,606.4507812500015,262.69921875,12:34,True,True,1755.0,1820.0,0.0,0.0,1105.0,2.8874378,0.0019977866,1.0,1.0,-0.32836166,5.55,22.452095,619.25,47.7,94.0,87.75,161.25,high,"Budget FY27 STT shock on F&O: Sensex -1,547 (-1.88%) to 80,723, ~Rs9.4 trn erased",,tradable,,,,,model→market (spot/smile moved)
2026-02,2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,PE,26200.0,0.016761713,ITM,372.0,0.992,rich,508.85,503.12073,5.729272,0.011387469,0.011899531,,5.729272,0.011387469,0.011899531,,0.35068798,0.33878845,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,177190.0,97240.0,0.0,0.0,276835.0,-0.54753655,0.010773013,2.0,3.0,16.615553,-52.85,-49.669247,476.5,-20.5,-76.65,-33.0,-9.85,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2026-02,2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,PE,26100.0,0.0129376175,ITM,372.0,0.992,rich,424.85,419.1689,5.6810856,0.013553213,0.010651314,,5.6810856,0.013553213,0.010651314,,0.3346542,0.3240029,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,172705.0,152100.0,0.0,0.0,228215.0,-1.0760025,0.008644617,2.0,3.0,15.820238,-52.8,-49.4625,391.95,-19.9,-74.05,-35.8,-14.9,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2026-02,2026-02-03 09:17:00,2026-02-03 09:17:00,1,2026-02-03,CE,26250.0,0.018668292,OTM,372.0,0.992,rich,66.5,60.942535,5.5574656,0.0911919,0.012206876,,5.5574656,0.0911919,0.012206876,,0.35815173,0.34594485,25781.45,25764.504,,559.7507812500007,14.799218749998545,09:17,False,True,927030.0,781105.0,0.0,0.0,179725.0,-2.5087852,0.017621737,2.0,4.0,5.4859114,-19.5,-15.94544,52.25,-5.25,-18.95,-37.75,-41.65,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,,,,,market→model
2026-02,2026-02-03 09:16:00,2026-02-03 09:16:00,1,2026-02-10,PE,26050.0,0.009198098,ITM,2248.0,5.9946666,cheap,400.45,405.9609,-5.5109,-0.013574953,-0.0036842723,,5.5109,0.013574953,0.0036842723,,0.16597119,0.16965546,25780.1,25811.488,,561.1003906250007,13.449609374998545,09:16,False,True,33995.0,4225.0,0.0,7345.0,7345.0,0.0,-0.0036842723,2.0,2.0,2.8625484,30.7,19.97529,415.4,15.75,-34.9,-10.4,20.6,high,"Sensex +2,073 (+2.54%) to 83,739 on India-US trade deal",,tradable,843.75,-2448.5,-856.0,1159.0,market→model
2026-03,2026-03-13 15:21:00,2026-03-13 15:21:00,1,2026-03-24,CE,22700.0,-0.02138249,ITM,2633.0,7.021333,cheap,694.2,717.92896,-23.728943,-0.033051938,-0.017374866,-1.0538148,23.728943,0.033051938,0.017374866,1.0538148,0.2640342,0.28140908,23149.65,23190.61,-55.79999999999927,342.74960937500146,37.650390625,15:21,False,False,130.0,65.0,0.0,65.0,130.0,96.139404,-0.09145964,1.0,1.0,0.9717407,30.8,-0.89569706,725.0,0.0,0.0,,,none,(quiet),,tradable,-180.0,-180.0,,,market→model
2026-03,2026-03-16 10:06:00,2026-03-16 10:06:00,1,2026-03-24,CE,22500.0,-0.03241069,ITM,2573.0,6.8613334,cheap,857.25,874.866,-17.616016,-0.020135673,-0.015638832,-1.3248942,17.616016,0.020135673,0.015638832,1.3248942,0.25097284,0.26661167,23205.45,23241.188,-39.0,79.20078125000146,107.44921875,10:06,True,True,65.0,65.0,0.0,0.0,-1300.0,4.228622,-0.019473463,1.0,2.0,1.055279,11.05,0.5788356,868.3,1.7,-28.3,-97.6,-90.6,none,(quiet),,tradable,-69.5,-2019.5,-6524.0,-6069.0,market→model
2026-03,2026-03-16 09:20:00,2026-03-16 09:20:00,1,2026-03-24,CE,22500.0,-0.031695183,ITM,2619.0,6.984,cheap,842.7,859.44525,-16.74524,-0.019483777,-0.014610994,,16.74524,0.019483777,0.014610994,,0.24745607,0.26206708,23165.45,23224.564,,82.60078124999927,67.44921875,09:20,False,True,650.0,780.0,0.0,0.0,715.0,6.299626,-0.020229246,1.0,1.0,0.17909524,2.3,-10.542329,845.0,-18.05,-34.75,64.85,77.3,none,(quiet),,tradable,-1353.25,-2438.75,4035.25,4844.5,model→market (spot/smile moved)
2026-03,2026-03-16 09:26:00,2026-03-16 09:27:00,2,2026-03-24,CE,22500.0,-0.030305633,ITM,2612.0,6.9653335,cheap,821.4,837.7156,-16.31559,-0.019476287,-0.013847535,,16.31559,0.019476287,0.013847535,,0.25108728,0.2649348,23139.6,23192.314,,108.45039062499927,41.599609375,09:27,True,True,650.0,65.0,0.0,0.0,1300.0,17.213535,-0.028887052,3.0,3.0,3.0102026,54.6,36.461685,821.4,0.45,83.4,128.6,82.1,none,(quiet),,tradable,-150.75,5241.0,8179.0,5156.5,market→model
2026-03,2026-03-13 15:24:00,2026-03-13 15:27:00,2,2026-03-24,PE,22400.0,-0.035036337,OTM,2627.0,7.0053334,rich,168.0,152.53975,15.460252,0.10135228,0.013097993,2.8287663,15.460252,0.10135228,0.013097993,2.8287663,0.30461812,0.29152015,23160.0,23198.725,1.25,332.40000000000146,48.0,15:27,False,False,5915.0,9815.0,0.0,0.0,7865.0,2.4495726,0.015144896,,,,,,167.9,-0.05,,,,none,(quiet),,tradable,,,,,not closed in session
2026-03,2026-03-13 15:25:00,2026-03-13 15:28:00,4,2026-03-24,PE,22800.0,-0.017467286,OTM,2626.0,7.0026665,rich,264.5,253.29697,11.203041,0.04422888,0.007863632,4.0056443,11.203041,0.04422888,0.007863632,4.0056443,0.28552467,0.27766103,23162.15,23201.752,-3.5,330.24960937500146,50.150390625,15:28,False,False,14235.0,41015.0,0.0,0.0,46280.0,-0.6401006,0.007415823,,,,,,265.0,0.05,,,,none,(quiet),,tradable,,,,,not closed in session
2026-03,2026-03-16 09:18:00,2026-03-16 09:18:00,1,2026-03-24,PE,22600.0,-0.027315624,OTM,2621.0,6.989333,cheap,154.9,165.94066,-11.040651,-0.06653374,-0.008849102,,11.040651,0.06653374,0.008849102,,0.256834,0.2656831,23169.45,23225.842,,78.60078124999927,71.44921875,09:18,False,False,260.0,90740.0,1.0,0.0,,1.9651388,-0.0072676963,1.0,1.0,0.14171122,2.1,-12.718869,157.0,3.95,12.0,-6.25,-2.65,none,(quiet),,tradable,76.75,600.0,-586.25,-352.25,model→market (spot/smile moved)
2026-03,2026-03-13 15:17:00,2026-03-13 15:17:00,1,2026-03-24,CE,22500.0,-0.029780837,ITM,2637.0,7.032,cheap,853.8,864.46313,-10.663155,-0.0123350015,-0.008495713,-0.47831547,10.663155,0.0123350015,0.008495713,0.47831547,0.28427902,0.29277474,23152.0,23180.146,-42.95000000000073,340.40000000000146,40.0,15:17,False,False,520.0,65.0,0.0,0.0,4940.0,116.375305,-0.112418585,1.0,1.0,0.830832,7.2,-1.466012,861.0,-0.7,-2.0,,,none,(quiet),,tradable,-225.5,-310.0,,,market→model
2026-03,2026-03-13 15:25:00,2026-03-13 15:28:00,4,2026-03-24,CE,22800.0,-0.017467286,ITM,2626.0,7.0026665,rich,665.0,654.4361,10.563918,0.016142016,0.007415823,1.2802932,10.563918,0.016142016,0.007415823,1.2802932,0.28507686,0.27766103,23162.15,23201.752,-3.5,330.24960937500146,50.150390625,15:28,False,False,390.0,1235.0,0.0,0.0,1690.0,-0.6401006,0.007863632,1.0,1.0,0.92839515,-8.75,0.67486584,661.0,-1.2,,,,none,(quiet),,tradable,,,,,market→model
2026-03,2026-03-16 09:18:00,2026-03-16 09:18:00,1,2026-03-24,CE,22600.0,-0.027315624,ITM,2621.0,6.989333,cheap,781.75,790.8285,-9.078507,-0.011479743,-0.0072676963,,9.078507,0.011479743,0.0072676963,,0.2584154,0.2656831,23169.45,23225.842,,78.60078124999927,71.44921875,09:18,False,False,130.0,650.0,0.0,0.0,,1.9651388,-0.008849102,1.0,1.0,0.5246572,5.35,-4.8471346,787.1,3.85,-3.85,29.75,49.3,none,(quiet),,tradable,70.24999,-430.25,1753.75,3024.5,both
2026-03,2026-03-13 14:00:00,2026-03-13 14:00:00,1,2026-03-24,PE,22400.0,-0.03321102,OTM,2714.0,7.2373333,rich,178.95,169.99867,8.951326,0.052655272,0.0072449786,0.9940322,8.951326,0.052655272,0.0072449786,0.9940322,0.300261,0.293016,23131.45,23156.418,-61.849999999998545,360.95078125000146,19.44921875,14:00,False,False,2080.0,3380.0,0.0,0.0,-2600.0,-0.5249141,0.0068228934,2.0,3.0,1.5369595,-7.25,-2.5328948,178.0,-6.3,-9.3,-16.3,-26.9,none,(quiet),,tradable,,,,,market→model
2026-03,2026-03-16 09:55:00,2026-03-16 09:55:00,1,2026-03-24,CE,22500.0,-0.033914544,ITM,2584.0,6.8906665,cheap,899.1,908.02026,-8.9202585,-0.009823854,-0.007945445,-0.4874322,8.9202585,0.009823854,0.007945445,0.4874322,0.26332095,0.2712664,23230.05,23276.164,108.14999999999782,54.599218750001455,132.05078125,09:55,False,True,65.0,1885.0,0.0,65.0,-1235.0,11.168734,-0.018089596,1.0,1.0,-0.4329669,-2.95,-9.763454,896.15,7.35,-33.05,-36.15,-125.15,none,(quiet),,tradable,297.75,-2328.25,-2529.75,-8314.75,model→market (spot/smile moved)
2026-03,2026-03-13 14:14:00,2026-03-13 14:14:00,1,2026-03-24,CE,22500.0,-0.03226628,ITM,2700.0,7.2,cheap,898.0,906.60095,-8.600972,-0.009487053,-0.0069911713,-0.486482,8.600972,0.009487053,0.0069911713,0.486482,0.28175288,0.28874406,23201.85,23237.83,44.69999999999709,290.55039062500146,89.849609375,14:14,True,False,195.0,65.0,0.0,390.0,1365.0,102.98936,-0.10095192,1.0,1.0,0.0,0.0,-10.101538,898.0,-8.0,26.55,22.9,17.0,none,(quiet),,tradable,-700.0,1545.75,1308.5,925.0,model→market (spot/smile moved)
2026-03,2026-03-13 14:53:00,2026-03-13 14:56:00,3,2026-03-24,PE,22400.0,-0.034312777,OTM,2658.0,7.088,rich,175.35,167.00188,8.348116,0.049988154,0.0068993745,1.5119618,8.348116,0.049988154,0.0068993745,1.5342723,0.30558956,0.2986902,23150.25,23181.945,-53.599999999998545,342.15000000000146,38.25,14:56,True,False,13260.0,15535.0,0.0,-455.0,-2275.0,1.2658768,0.007937783,8.0,12.0,-0.07148242,0.4,5.9957814,170.65,1.8,-3.55,5.55,-0.25,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-03,2026-03-16 09:28:00,2026-03-16 09:28:00,1,2026-03-24,CE,22600.0,-0.026473261,ITM,2611.0,6.9626665,rich,777.7,769.8246,7.8754277,0.010230158,0.006231533,,7.8754277,0.010230158,0.006231533,,0.26716223,0.26093072,23156.75,23206.285,,91.29999999999927,58.75,09:28,False,True,65.0,260.0,0.0,0.0,,3.6907659,0.0033222476,1.0,4.0,1.0570328,-5.0,-0.2697779,772.7,25.9,44.15,63.8,61.05,none,(quiet),,tradable,,,,,market→model
2026-03,2026-03-13 15:25:00,2026-03-13 15:28:00,4,2026-03-24,PE,22900.0,-0.013090911,OTM,2626.0,7.0026665,rich,293.9,286.5994,7.3005943,0.025473166,0.0049667214,2.9139423,7.3005943,0.025473166,0.0049667214,2.9139423,0.27950504,0.2745383,23162.15,23201.752,-3.5,330.24960937500146,50.150390625,15:28,False,False,8580.0,14495.0,0.0,0.0,-715.0,-0.091982745,0.004904283,,,,,,295.25,0.05,,,,none,(quiet),,tradable,,,,,not closed in session
2026-03,2026-03-13 15:26:00,2026-03-13 15:28:00,3,2026-03-24,CE,22900.0,-0.013090911,ITM,2626.0,7.0026665,rich,595.1,587.89124,7.208752,0.01226205,0.004904283,0.8854429,7.208752,0.01226205,0.004904283,0.8854429,0.27944258,0.2745383,23162.15,23201.752,-3.5,330.24960937500146,50.150390625,15:28,False,False,65.0,715.0,0.0,0.0,-130.0,-0.091982745,0.0049667214,,,,,,592.0,3.1,,,,none,(quiet),,tradable,,,,,not closed in session
2026-03,2026-03-13 15:03:00,2026-03-13 15:03:00,1,2026-03-24,PE,22400.0,-0.034863662,OTM,2651.0,7.0693336,rich,168.3,161.27914,7.0208564,0.043532327,0.005877555,1.0904268,7.0208564,0.043532327,0.005877555,1.0904268,0.30269596,0.2968184,23161.75,23194.719,-90.15000000000146,330.65000000000146,49.75,15:03,False,True,7150.0,12155.0,0.0,0.0,5070.0,-1.7964793,0.0043811845,1.0,5.0,-1.7453347,7.45,11.718522,175.75,-1.7,0.45,-7.95,,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-03,2026-03-25 13:52:00,2026-03-25 13:52:00,1,2026-04-07,CE,23000.0,-0.019707946,ITM,2347.0,6.2586665,rich,735.0,728.12195,6.878036,0.009446269,0.005090108,2.3422196,6.878036,0.009446269,0.005090108,2.3422196,0.32340017,0.31831005,23431.75,23457.78,47.95000000000073,33.599999999998545,368.5499999999993,13:52,False,False,1235.0,715.0,0.0,0.0,-1560.0,2.8499088,0.002985384,1.0,1.0,1.0616797,-8.25,-0.47929522,726.75,3.85,9.1,-3.05,-62.25,none,(quiet),,tradable,,,,,market→model
2026-03,2026-03-16 09:36:00,2026-03-16 09:36:00,1,2026-03-24,CE,22500.0,-0.034621026,ITM,2603.0,6.9413333,cheap,909.85,916.5444,-6.694399,-0.007303955,-0.0060546678,,6.694399,0.007303955,0.0060546678,,0.26033428,0.26638895,23244.45,23292.615,,3.6007812499992724,146.44921875,09:36,True,True,65.0,195.0,0.0,-1170.0,325.0,5.493686,-0.0110838385,1.0,1.0,3.086825,26.15,17.678513,936.0,-4.15,14.0,-13.7,-67.7,none,(quiet),,tradable,-449.75,730.0,-1070.5,-4580.5,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
2026-04,2026-04-02 13:50:00,2026-04-02 13:50:00,1,2026-04-13,CE,21700.0,-0.039720856,ITM,2349.0,6.264,cheap,1040.15,1058.6277,-18.477688,-0.017454378,-0.0171639,-0.41126883,18.477688,0.017454378,0.0171639,0.41126883,0.3439978,0.3611617,22539.55,22579.29,151.25,21.999218749999272,357.0007812500007,13:50,False,False,65.0,1430.0,0.0,-130.0,-130.0,12.077778,-0.028616384,1.0,1.0,0.30260718,6.05,-13.942916,1046.2,0.0,0.0,25.7,72.65,none,(quiet),,tradable,-180.0,-180.0,1490.5,4542.25,model→market (spot/smile moved)
2026-04,2026-04-02 14:34:00,2026-04-02 14:34:00,1,2026-04-13,PE,22750.0,0.0014887683,ITM,2305.0,6.1466665,cheap,447.4,456.57504,-9.175039,-0.020095358,-0.006491375,-2.0725753,9.175039,0.020095358,0.006491375,2.0725753,0.30422592,0.3107173,22690.35,22716.156,130.34999999999854,16.300390625001455,507.7996093750007,14:34,False,True,260.0,130.0,0.0,0.0,-1040.0,4.454877,-0.0033437517,1.0,1.0,1.3200277,10.85,2.630476,458.25,9.8,27.2,37.0,1.65,none,(quiet),,tradable,457.0,1588.0,2225.0,-72.75,market→model
2026-04,2026-04-09 09:20:00,2026-04-09 09:20:00,1,2026-04-21,CE,23550.0,-0.017541302,ITM,2994.0,7.984,rich,610.1,601.96387,8.136128,0.013515974,0.0053723664,,8.136128,0.013515974,0.0053723664,,0.21674325,0.21137089,23946.65,23966.742,,11.199609374998545,131.50039062499854,09:20,True,False,325.0,130.0,0.0,0.0,455.0,-16.946043,0.016457453,1.0,1.0,0.6421035,-12.95,7.218088,597.15,0.0,31.05,-9.15,-58.15,none,(quiet),,tradable,,,,,both
2026-04,2026-04-08 09:17:00,2026-04-08 09:17:00,1,2026-04-21,CE,23400.0,-0.021446086,ITM,3372.0,8.992,cheap,689.85,697.9463,-8.096307,-0.011600186,-0.00520708,,8.096307,0.011600186,0.00520708,,0.21638429,0.22159137,23899.9,23907.258,,38.949609374998545,71.400390625,09:17,False,False,4095.0,910.0,0.0,0.0,-585.0,-3.5206873,-0.0029431265,11.0,14.0,-2.86422,-13.75,-18.55061,691.85,-5.85,-17.7,2.25,43.3,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,tradable,-560.25,-1330.5,-33.75,2634.5,model→market (spot/smile moved)
2026-04,2026-04-08 09:26:00,2026-04-08 09:26:00,1,2026-04-21,CE,23500.0,-0.016854793,ITM,3363.0,8.968,cheap,610.0,617.93713,-7.9371214,-0.012844545,-0.004863603,,7.9371214,0.012844545,0.004863603,,0.21217613,0.21703973,23885.6,23899.445,,53.250390624998545,57.099609375,09:26,True,False,2795.0,1625.0,0.0,0.0,-6760.0,-3.670561,-0.002616433,3.0,9.0,-0.038087837,-0.2,-5.45102,611.35,-11.35,6.95,15.3,27.5,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,tradable,-917.75,271.75,814.5,1607.5,model→market (spot/smile moved)
2026-04,2026-04-02 12:35:00,2026-04-02 12:35:00,1,2026-04-13,CE,21900.0,-0.02049965,ITM,2424.0,6.464,cheap,727.2,734.8676,-7.6675897,-0.010433975,-0.0058495738,-0.38791254,7.6675897,0.010433975,0.0058495738,0.38791254,0.33023077,0.33608034,22326.2,22353.576,68.40000000000146,68.45078125000146,143.64921875000073,12:35,True,True,195.0,910.0,0.0,65.0,325.0,-2.038955,-0.004294778,1.0,5.0,4.0721483,22.8,17.200989,750.0,0.0,10.1,10.1,50.0,none,(quiet),,tradable,-180.0,476.5,476.5,3070.0,market→model
2026-04,2026-04-01 14:43:00,2026-04-01 14:43:00,1,2026-04-13,CE,22850.0,0.0042010862,OTM,2671.0,7.122667,cheap,383.1,390.2327,-7.132699,-0.018278066,-0.0046906695,-2.000167,7.132699,0.018278066,0.0046906695,2.000167,0.28112385,0.2858145,22677.45,22754.207,-60.099999999998545,263.8507812499993,36.14921875000073,14:43,False,True,650.0,325.0,0.0,0.0,5005.0,-3.4607098,-0.0024182717,1.0,1.0,0.155105,0.85,-4.6301584,383.95,0.0,-11.65,-2.6,8.45,none,(quiet),,tradable,-180.0,-937.25,-349.0,369.25,model→market (spot/smile moved)
2026-04,2026-04-02 14:57:00,2026-04-02 14:57:00,1,2026-04-13,CE,22850.0,0.007663854,OTM,2282.0,6.0853333,cheap,342.5,349.37262,-6.872619,-0.019671315,-0.0049429615,-2.5288734,6.872619,0.019671315,0.0049429615,2.5288734,0.30083582,0.3057788,22662.9,22675.55,-8.899999999997817,43.749609375001455,480.3503906250007,14:57,False,False,65.0,1755.0,0.0,0.0,-715.0,-1.3836532,-0.0039489553,1.0,1.0,0.60087913,4.65,-3.088661,347.15,0.9,3.35,22.85,1.45,none,(quiet),,tradable,-121.5,37.749992,1305.25,-85.75,both
2026-04,2026-04-08 11:50:00,2026-04-08 11:50:00,1,2026-04-21,CE,23600.0,-0.017144926,ITM,3219.0,8.584,cheap,590.05,596.77026,-6.720286,-0.011261093,-0.004271832,-0.53531957,6.720286,0.011261093,0.004271832,0.53531957,0.19964692,0.20391874,23961.9,24008.11,-46.94999999999709,52.099609375,133.400390625,11:50,True,True,130.0,2340.0,0.0,-65.0,130.0,-2.8001328,-0.0024928956,3.0,13.0,-2.7864192,-10.65,-14.47211,575.0,0.3,-3.8,12.2,14.35,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",,tradable,-160.5,-427.0,613.0,752.75,model→market (spot/smile moved)
2026-04,2026-04-08 09:17:00,2026-04-08 09:17:00,1,2026-04-21,CE,23600.0,-0.012935396,ITM,3372.0,8.992,cheap,551.05,557.70667,-6.6566396,-0.011935737,-0.003923317,,6.6566396,0.011935737,0.003923317,,0.21165444,0.21557775,23899.9,23907.258,,38.949609374998545,71.400390625,09:17,False,False,2080.0,3640.0,0.0,0.0,0.0,-2.4607322,-0.0024749835,2.0,2.0,0.30305085,2.0,-4.5995526,549.55,3.5,-12.25,-5.6,38.45,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,tradable,47.5,-976.25,-544.0,2319.25,model→market (spot/smile moved)
2026-04,2026-04-01 11:53:00,2026-04-01 11:53:00,1,2026-04-13,CE,22500.0,-0.014213463,ITM,2841.0,7.576,rich,645.85,639.32697,6.5230436,0.010202985,0.0043320567,2.648279,6.5230436,0.010202985,0.0043320567,2.648279,0.29883072,0.29449868,22746.85,22822.086,-26.0,194.45039062499927,8.599609375,11:53,False,False,65.0,780.0,0.0,0.0,-2405.0,1.0974509,0.003604759,1.0,1.0,1.1565019,-7.85,-1.0622898,638.0,2.2,16.75,60.45,52.7,none,(quiet),,tradable,,,,,market→model
2026-04,2026-04-01 10:07:00,2026-04-01 10:07:00,1,2026-04-13,CE,22500.0,-0.020505734,ITM,2947.0,7.858667,rich,742.95,736.5255,6.424464,0.008722663,0.00434457,1.5626721,6.424464,0.008722663,0.00434457,1.5626721,0.29677212,0.29242757,22909.15,22966.143,82.5,32.14960937499927,100.150390625,10:07,False,True,715.0,260.0,0.0,-2080.0,-3380.0,3.1622767,0.0022109707,1.0,2.0,0.5438654,-2.2,1.8451188,740.75,-5.7,-30.6,-50.45,-65.1,none,(quiet),,tradable,,,,,both
2026-04,2026-04-08 11:55:00,2026-04-08 11:55:00,1,2026-04-21,CE,23550.0,-0.017972866,ITM,3214.0,8.570666,rich,619.9,613.4783,6.421702,0.010467692,0.0041037444,0.978124,6.421702,0.010467692,0.0041037444,0.978124,0.21098895,0.20688522,23935.15,23977.088,-55.04999999999927,78.849609375,106.650390625,11:55,True,False,65.0,130.0,0.0,0.0,585.0,-188.24113,0.11948204,1.0,1.0,0.89834017,-7.0,0.79214865,612.9,5.7,-0.05,16.45,15.1,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",,tradable,,,,,market→model
2026-04,2026-04-08 09:17:00,2026-04-08 09:21:00,4,2026-04-21,CE,23500.0,-0.017877404,ITM,3368.0,8.981334,cheap,625.0,631.40796,-6.407978,-0.010148712,-0.0039693345,,6.407978,0.010148712,0.0039693345,,0.21110535,0.21507469,23920.55,23923.896,,18.299218749998545,92.05078125,09:21,True,True,13390.0,5070.0,0.0,-3965.0,-4810.0,-2.9725044,-0.00212985,3.0,14.0,-8.048354,-30.1,-33.839893,620.15,-7.6,-18.15,-4.65,41.85,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,tradable,-674.0,-1359.75,-482.25,2540.25,model→market (spot/smile moved)
2026-04,2026-04-08 09:16:00,2026-04-08 09:17:00,2,2026-04-21,PE,23500.0,-0.017181687,OTM,3372.0,8.992,cheap,213.4,219.68228,-6.282281,-0.028597122,-0.003849449,,6.282281,0.028597122,0.003849449,,0.21473348,0.21858293,23899.9,23907.258,,38.949609374998545,71.400390625,09:17,False,False,43290.0,34515.0,0.0,0.0,0.0,0.04023267,-0.0038248063,5.0,6.0,-0.9337841,-3.65,-7.5588264,213.4,2.05,-3.65,-5.5,-25.55,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,tradable,-46.750004,-417.25,-537.5,-1840.75,model→market (spot/smile moved)
2026-04,2026-04-08 09:23:00,2026-04-08 09:23:00,1,2026-04-21,CE,23550.0,-0.01428299,ITM,3366.0,8.976,rich,579.45,573.21124,6.238751,0.01088386,0.0037240332,,6.238751,0.01088386,0.0037240332,,0.21721408,0.21349004,23874.8,23888.777,,64.04921874999854,46.30078125,09:23,True,False,195.0,455.0,0.0,0.0,-5135.0,-140.43987,0.08592654,2.0,2.0,1.6605918,-20.95,-8.334016,566.3,-7.8,5.65,28.7,37.1,high,"US-Iran two-week ceasefire: Sensex +2,946 (+3.95%) to 77,563 - biggest gain in ~6 yrs; VIX -20%; RBI holds ; RBI MPC decision: Repo held 5.25%, neutral",RBI MPC policy decision,tradable,,,,,market→model
2026-04,2026-04-02 14:17:00,2026-04-02 14:17:00,1,2026-04-13,CE,22950.0,0.012587166,OTM,2322.0,6.192,cheap,299.4,305.59,-6.1899834,-0.020255845,-0.0045032934,-2.8930037,6.1899834,0.020255845,0.0045032934,2.8930037,0.3002052,0.3047085,22631.25,22662.936,84.70000000000073,41.900000000001455,448.7000000000007,14:17,False,False,520.0,65.0,0.0,585.0,-65.0,-2.8765655,-0.0024127977,1.0,1.0,0.37748864,2.65,-4.3700786,302.05,9.1,4.2,19.6,-6.7,none,(quiet),,tradable,411.50003,92.999985,1094.0,-615.5,both
2026-04,2026-04-01 09:25:00,2026-04-01 09:25:00,1,2026-04-13,PE,22650.0,-0.012826766,OTM,2989.0,7.970667,cheap,318.5,324.64682,-6.1468143,-0.018933851,-0.003936412,,6.1468143,0.018933851,0.003936412,,0.27839482,0.28233123,22905.05,22942.398,,7.44921875,96.05078125,09:25,False,False,2275.0,455.0,0.0,260.0,,-3.3450966,-0.0060764267,1.0,1.0,1.813266,15.8,7.086441,334.3,-2.95,-10.95,3.5,-5.5,none,(quiet),,tradable,-371.75,-891.75,47.5,-537.5,market→model
2026-04,2026-04-01 14:14:00,2026-04-01 14:14:00,1,2026-04-13,PE,22850.0,0.0014744928,ITM,2700.0,7.2,cheap,443.65,449.60504,-5.955047,-0.013245063,-0.0038766654,-1.6987522,5.955047,0.013245063,0.0038766654,1.6987522,0.27754515,0.2814218,22753.0,22816.332,77.84999999999854,188.29999999999927,104.65000000000146,14:14,False,False,325.0,520.0,0.0,0.0,65.0,0.915909,-0.0032813542,3.0,5.0,4.9474535,15.35,12.247394,449.85,4.7,3.25,8.75,49.15,none,(quiet),,tradable,125.499985,31.25,388.75,3014.75,market→model
2026-05,2026-05-15 09:22:00,2026-05-15 09:22:00,1,2026-05-26,PE,23850.0,0.003959189,ITM,2992.0,7.978667,rich,350.0,344.73608,5.2639017,0.015269367,0.0031460025,,5.2639017,0.015269367,0.0031460025,,0.17823449,0.17508848,23741.95,23755.76,,33.00078125000073,78.59921875000146,09:22,False,True,845.0,390.0,0.0,-715.0,2210.0,-1.9273393,0.001996222,1.0,1.0,1.8078893,-11.25,-5.027274,338.75,-8.75,-17.85,-5.75,-26.45,none,(quiet),,tradable,,,,,market→model
2026-05,2026-05-04 15:10:00,2026-05-04 15:11:00,3,2026-05-05,CE,24350.0,0.007722257,OTM,393.0,1.048,rich,46.1,42.55264,3.547361,0.08336406,0.0070381295,4.7214856,3.547361,0.08336406,0.0070381295,4.7214856,0.18686421,0.17982608,24119.05,24162.688,41.04999999999927,171.14921875000073,114.30078125,15:11,False,False,833430.0,857870.0,0.0,0.0,-494000.0,0.92016405,0.005223839,16.0,,2.40248,-5.0,-2.918817,46.1,1.6,2.05,-2.95,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,,,,,market→model
2026-05,2026-05-04 15:12:00,2026-05-04 15:12:00,1,2026-05-05,CE,24000.0,-0.0072360123,ITM,392.0,1.0453334,cheap,213.25,216.69719,-3.4471905,-0.015907869,-0.0069144885,-4.0162992,3.4471905,0.015907869,0.0069144885,4.0162992,0.16750632,0.1744208,24133.05,24174.295,37.599999999998545,157.14921875000073,128.30078125,15:12,False,False,983060.0,392990.0,0.0,0.0,-706225.0,-1.3046732,-0.0042838324,1.0,12.0,-0.5924057,-1.25,-3.3600404,212.0,1.0,-1.05,-15.0,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,-115.0,-248.25,-1155.0,,model→market (spot/smile moved)
2026-05,2026-05-04 15:10:00,2026-05-04 15:11:00,3,2026-05-05,PE,23900.0,-0.010931133,OTM,393.0,1.048,cheap,22.4,25.200201,-2.800201,-0.1111182,-0.0072619068,-5.051426,2.800201,0.1111182,0.0072619068,5.051426,0.1708858,0.17814772,24119.05,24162.688,41.04999999999927,171.14921875000073,114.30078125,15:11,False,False,1.291745e+06,1.50124e+06,0.0,-123305.0,-783705.0,-0.22718155,-0.007863949,14.0,,0.15159547,0.25,-1.3991257,22.4,-1.45,-2.05,-0.7,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,-274.25,-313.25,-225.5,,model→market (spot/smile moved)
2026-05,2026-05-04 15:09:00,2026-05-04 15:12:00,4,2026-05-05,CE,24400.0,0.00929329,OTM,392.0,1.0453334,rich,36.55,33.82572,2.7242792,0.08053868,0.0059557282,5.032011,2.7242792,0.08068218,0.0059557282,5.1208987,0.18614317,0.18018743,24133.05,24174.295,37.599999999998545,157.14921875000073,128.30078125,15:12,False,False,1.31469e+06,953485.0,0.0,0.0,-779480.0,0.0043765735,0.0059462567,14.0,16.0,2.4864187,-3.75,-2.2418067,34.6,0.65,2.75,-1.1,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,,,,,market→model
2026-05,2026-05-04 15:11:00,2026-05-04 15:11:00,2,2026-05-05,PE,23950.0,-0.008841269,OTM,393.0,1.048,cheap,31.5,34.12369,-2.6236897,-0.07688763,-0.005799407,-4.298924,2.6236897,0.0781829,0.005799407,4.298924,0.17036921,0.17616862,24119.05,24162.688,41.04999999999927,171.14921875000073,114.30078125,15:11,False,False,876460.0,948090.0,0.0,0.0,-580515.0,0.41152933,-0.004881802,8.0,,-0.3350418,-0.45,-1.793116,29.15,3.65,1.55,2.15,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,57.250008,-79.25,-40.249992,,model→market (spot/smile moved)
2026-05,2026-05-04 15:08:00,2026-05-04 15:11:00,3,2026-05-05,PE,23850.0,-0.013025375,OTM,393.0,1.048,cheap,16.05,18.50416,-2.4541597,-0.13262747,-0.0076336535,-4.6300616,2.4541597,0.13262747,0.0076336535,4.6300616,0.17299892,0.18063258,24119.05,24162.688,41.04999999999927,171.14921875000073,114.30078125,15:11,False,False,824395.0,1.131585e+06,0.0,0.0,-243685.0,0.93451935,-0.0046763173,,,,,,18.1,-0.55,-0.75,-2.35,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,-215.75,-228.75,-332.75,,not closed in session
2026-05,2026-05-11 15:04:00,2026-05-11 15:04:00,1,2026-05-12,PE,24100.0,0.009953342,ITM,400.0,1.0666667,cheap,262.25,264.405,-2.1550095,-0.008150412,-0.005316208,-4.110371,2.1550095,0.008150412,0.005316208,4.110371,0.16260257,0.16791877,23830.7,23861.314,-122.29999999999927,166.75078125000073,9.799218749998545,15:04,True,False,333775.0,198835.0,0.0,-49400.0,-500435.0,0.58030194,-0.003870403,,,,,,268.0,5.9,3.95,-1.9,,none,(quiet),,tradable,203.5,76.75,-303.5,,not closed in session
2026-05,2026-05-04 15:10:00,2026-05-04 15:10:00,2,2026-05-05,PE,23800.0,-0.014751386,OTM,394.0,1.0506667,cheap,12.55,14.444225,-1.8942249,-0.13114063,-0.00687779,-4.372727,1.8942249,0.1370871,0.0070374752,4.4916,0.17636044,0.18323824,24109.7,24153.686,9.200000000000728,180.50078125000073,104.94921875,15:10,False,False,838370.0,1.46328e+06,0.0,0.0,-678925.0,-0.15417817,-0.0074570677,6.0,,-1.5419066,-1.5,-2.4728215,11.7,-0.4,-0.65,-1.0,,medium,"State election results: BJP sweeps West Bengal & Assam; Sensex +356 to 77,269",,tradable,-206.0,-222.25,-245.0,,model→market (spot/smile moved)
2026-05,2026-05-11 15:02:00,2026-05-11 15:06:00,3,2026-05-12,PE,23400.0,-0.019020936,OTM,398.0,1.0613333,cheap,5.3,6.9254107,-1.6254106,-0.23470241,-0.009930873,-1.3366755,1.6254106,0.24416673,0.010015974,1.4119699,0.17556654,0.1854974,23814.4,23849.35,-119.84999999999854,183.04960937500073,2.900390625,15:06,True,False,1.322425e+06,687830.0,0.0,-29965.0,-160810.0,-0.44587725,-0.012939915,13.0,,0.33996913,0.3,-0.58243304,4.65,0.1,1.25,0.15,,none,(quiet),,tradable,-173.5,-98.75,-170.25,,both
2026-05,2026-05-11 15:03:00,2026-05-11 15:05:00,2,2026-05-12,PE,23350.0,-0.02140997,OTM,399.0,1.064,cheap,3.55,4.9395285,-1.3895285,-0.2813079,-0.011148792,-1.9627856,1.3895285,0.2813079,0.011148792,1.9627856,0.1791452,0.190294,23820.9,23855.312,-126.64999999999782,176.54960937500073,0.900390625,15:05,True,False,702520.0,1.320345e+06,0.0,-18395.0,-20865.0,0.10451213,-0.010229665,6.0,,1.1346235,0.8,0.09492031,3.45,0.1,0.85,0.65,,none,(quiet),,tradable,-173.5,-124.75,-137.75,,market→model
2026-05,2026-05-12 13:27:00,2026-05-12 13:27:00,1,2026-05-12,CE,23400.0,-0.0060268,ITM,122.0,0.32533333,cheap,144.25,145.52727,-1.2772715,-0.008776853,-0.010527548,-5.056941,1.2772715,0.008776853,0.010527548,5.056941,0.11222086,0.12274841,23528.35,23541.453,8.099999999998545,229.20039062499927,22.349609375,13:27,False,False,212615.0,205985.0,0.0,0.0,-965965.0,-0.5929418,-0.0054003824,1.0,1.0,-1.379882,-1.8,-3.1044595,142.45,1.3,10.9,-23.4,-29.45,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,tradable,-95.5,528.5,-1701.0,-2094.25,model→market (spot/smile moved)
2026-05,2026-05-12 09:17:00,2026-05-12 09:19:00,4,2026-05-12,PE,23450.0,-0.011992821,OTM,370.0,0.9866667,cheap,3.5,4.64544,-1.1454401,-0.246573,-0.0070518856,,1.1454401,0.24674295,0.0070518856,,0.11590758,0.122959465,23736.9,23732.924,,20.649609374999272,47.800390625001455,09:19,False,True,1.84782e+06,2.713295e+06,0.0,178750.0,2.631525e+06,0.18616837,-0.005828953,11.0,113.0,9.341267,6.5,5.804163,4.45,-0.95,-0.55,5.6,3.85,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,tradable,-241.75,-215.75,184.0,70.24999,market→model
2026-05,2026-05-12 10:18:00,2026-05-12 10:18:00,1,2026-05-12,PE,23450.0,-0.009574682,OTM,311.0,0.8293333,cheap,4.1,5.2337346,-1.1337343,-0.21662055,-0.0063051553,-2.3451211,1.1337343,0.21662055,0.0063051553,2.3451211,0.109481335,0.11578649,23663.25,23675.605,28.599999999998545,94.29999999999927,49.70000000000073,10:18,False,True,1.48564e+06,859040.0,0.0,-330850.0,430885.0,-0.3638681,-0.00851394,7.0,54.0,3.9056637,2.55,1.897102,4.0,-0.25,1.75,3.15,2.55,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,tradable,-196.25,-66.25,24.750008,-14.250004,market→model
2026-05,2026-05-11 14:55:00,2026-05-11 14:58:00,3,2026-05-12,PE,23400.0,-0.021201521,OTM,406.0,1.0826666,cheap,3.7,4.805158,-1.1051582,-0.22999413,-0.008709155,-1.152746,1.1051582,0.22999413,0.008709155,1.152746,0.17739978,0.18610893,23881.35,23901.412,-52.80000000000291,116.10039062500073,36.04960937500073,14:58,False,True,610740.0,324545.0,0.0,21645.0,-99515.0,-0.34376046,-0.0117244255,,,,,,3.5,0.25,0.4,2.2,1.2,none,(quiet),,tradable,-163.75,-154.0,-36.999996,-102.0,not closed in session
2026-05,2026-05-12 09:55:00,2026-05-12 09:55:00,1,2026-05-12,PE,23350.0,-0.012956014,OTM,334.0,0.89066666,cheap,2.1,3.169929,-1.0699291,-0.33752462,-0.009283799,-1.4048655,1.0699291,0.33752462,0.009283799,1.4048655,0.11810318,0.12738697,23649.2,23654.49,-7.149999999997817,108.35078124999927,31.499218749999272,09:55,False,True,935025.0,858000.0,0.0,34255.0,344955.0,-0.68210214,-0.016805317,33.0,236.0,0.37091392,0.2,-0.33920866,2.5,0.05,0.15,-0.7,-0.55,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,tradable,-176.75,-170.25,-225.5,-215.75,both
2026-05,2026-05-12 09:55:00,2026-05-12 09:55:00,1,2026-05-12,PE,23400.0,-0.0108169755,OTM,334.0,0.89066666,cheap,3.8,4.8579926,-1.0579928,-0.21778393,-0.006287265,-0.68214643,1.0579928,0.21778393,0.006287265,0.68214643,0.114383034,0.120670296,23649.2,23654.49,-7.149999999997817,108.35078124999927,31.499218749999272,09:55,False,True,1.43052e+06,1.16493e+06,0.0,273455.0,985725.0,0.25836203,-0.00467517,77.0,155.0,0.09411354,0.05,-0.48127317,4.35,0.2,0.35,-1.35,-1.05,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,tradable,-167.0,-157.25,-267.75,-248.25,model→market (spot/smile moved)
2026-05,2026-05-12 10:18:00,2026-05-12 10:21:00,3,2026-05-12,PE,23400.0,-0.011404942,OTM,308.0,0.82133335,cheap,2.1,3.1529205,-1.0529205,-0.33395085,-0.008850636,-2.2629883,1.0529205,0.33395085,0.008850636,2.2629883,0.11071655,0.11956719,23660.9,23668.402,20.650000000001455,96.64960937499927,47.35039062500073,10:21,False,True,2.14266e+06,2.63029e+06,0.0,0.0,60970.0,0.14483675,-0.0075012334,106.0,129.0,3.6077528,2.2,1.5902021,2.25,-0.2,0.75,1.5,1.05,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,tradable,-193.0,-131.25,-82.5,-111.75,market→model
2026-05,2026-05-12 10:13:00,2026-05-12 10:13:00,1,2026-05-12,PE,23400.0,-0.010774711,OTM,316.0,0.8426667,cheap,2.95,3.9828813,-1.0328814,-0.25933018,-0.0070962384,-1.360622,1.0328814,0.25933018,0.0070962384,1.360622,0.11131397,0.11841021,23644.05,23653.492,-4.75,113.49921874999927,30.500781250000728,10:13,False,False,703430.0,1.03168e+06,0.0,88335.0,232830.0,0.055179678,-0.006685674,114.0,137.0,2.2890713,1.35,0.7602412,2.9,-0.05,-0.65,0.55,-0.2,high,"Sensex -1,456 to 74,559: Trump calls Iran peace reply 'garbage', Brent >$107, rupee record 95.63 ; US CPI release (Apr 2026) - hot (+0.6% m/m SA)",,tradable,-183.25,-222.25,-144.25,-193.0,market→model
2026-05,2026-05-11 14:49:00,2026-05-11 14:49:00,1,2026-05-12,PE,23400.0,-0.021514842,OTM,415.0,1.1066667,cheap,3.6,4.620583,-1.0205833,-0.22087759,-0.008181533,-1.1790884,1.0205833,0.22087759,0.008181533,1.1790884,0.17673329,0.18491483,23889.9,23908.902,-49.849999999998545,107.54960937500073,44.60039062500073,14:49,True,False,790335.0,776100.0,0.0,-7995.0,-70915.0,-1.6296409,-0.024884606,,,,,,3.5,0.15,-0.05,1.45,2.1,none,(quiet),,tradable,-170.25,-183.25,-85.75,-43.500008,not closed in session
2026-06,2026-06-29 15:02:00,2026-06-29 15:02:00,1,2026-07-07,PE,24150.0,0.006574871,ITM,2277.0,6.072,rich,276.65,271.5077,5.1422963,0.01893978,0.0036625997,1.6111935,5.1422963,0.01893978,0.0036625997,1.6111935,0.12568578,0.12202318,23956.55,23991.738,-6.549999999999272,163.44921875,32.00078125000073,15:02,False,False,1430.0,1170.0,0.0,-2210.0,-8515.0,-2.2502882,0.002063509,1.0,4.0,-2.2041605,6.2,9.012862,282.85,2.3,-8.85,-1.85,,none,(quiet),,tradable,,,,,model→market (spot/smile moved)
2026-06,2026-06-30 13:22:00,2026-06-30 13:22:00,1,2026-07-07,CE,24050.0,0.0037654508,OTM,2002.0,5.3386664,rich,130.05,124.91241,5.137592,0.041129556,0.003775273,2.2200248,5.137592,0.041129556,0.003775273,2.2200248,0.12312715,0.11935187,23919.3,23959.611,-17.400000000001455,116.24921874999927,67.35078124999927,13:22,False,False,6435.0,18720.0,0.0,520.0,975.0,2.3362699,0.002061165,108.0,,4.327312,-12.3,-9.457589,130.1,-0.85,4.35,5.1,7.85,none,(quiet),,tradable,,,,,market→model
2026-06,2026-06-30 09:37:00,2026-06-30 09:37:00,1,2026-06-30,PE,23600.0,-0.012389419,OTM,352.0,0.93866664,cheap,3.75,4.9882646,-1.2382646,-0.24823554,-0.0076363273,,1.2382646,0.24823554,0.0076363273,,0.12350707,0.13114339,23886.4,23894.209,,149.14960937499927,19.650390625,09:37,False,False,763815.0,879450.0,0.0,130585.0,2.145325e+06,-0.1488188,-0.008640993,39.0,93.0,-2.130197,-1.45,-2.1306882,3.9,0.45,0.8,0.2,-1.1,none,(quiet),,tradable,-150.75,-128.0,-167.0,-251.5,model→market (spot/smile moved)
2026-06,2026-06-30 09:32:00,2026-06-30 09:32:00,1,2026-06-30,PE,23600.0,-0.0119833015,OTM,357.0,0.952,cheap,4.4,5.6078315,-1.2078317,-0.21538301,-0.0067608133,,1.2078317,0.21538301,0.0067608133,,0.1234824,0.13024321,23874.25,23884.508,,161.29999999999927,1.5499999999992724,09:32,True,False,1.83898e+06,1.85588e+06,0.0,219245.0,3.2734e+06,0.3020018,-0.004988194,44.0,98.0,-3.2295005,-2.1,-2.7502553,4.9,0.05,-1.0,0.0,-2.5,none,(quiet),,tradable,-176.75,-245.0,-180.0,-342.5,model→market (spot/smile moved)
2026-06,2026-06-30 10:00:00,2026-06-30 10:00:00,1,2026-06-30,PE,23650.0,-0.010364676,OTM,329.0,0.87733334,cheap,4.5,5.682039,-1.1820388,-0.20803076,-0.006337518,-1.5110495,1.1820388,0.20803076,0.006337518,1.5110495,0.11535319,0.121690705,23885.65,23896.398,-3.5,149.89960937499927,33.70039062499927,10:00,False,False,1.08459e+06,985140.0,0.0,20930.0,768170.0,0.29792282,-0.0046680463,60.0,73.0,-2.180585,-1.35,-1.9691,4.55,-0.55,-1.05,-1.05,-0.9,none,(quiet),,tradable,-215.75,-248.25,-248.25,-238.5,model→market (spot/smile moved)
2026-06,2026-06-30 09:52:00,2026-06-30 09:56:00,4,2026-06-30,CE,24250.0,0.014626046,OTM,333.0,0.888,cheap,4.05,5.201786,-1.1517861,-0.22142127,-0.007691248,-0.7668092,1.1517861,0.22142127,0.007691248,0.7668092,0.14685547,0.15454672,23886.25,23897.9,-19.349999999998545,149.29999999999927,34.29999999999927,09:56,False,False,643825.0,208910.0,0.0,88270.0,338910.0,-0.41790774,-0.0047776247,13.0,68.0,-2.063445,-1.2,-1.7815517,4.1,-0.2,0.0,-1.1,-1.4,none,(quiet),,tradable,-193.0,-180.0,-251.5,-271.0,model→market (spot/smile moved)
2026-06,2026-06-08 15:04:00,2026-06-08 15:04:00,1,2026-06-09,PE,23250.0,0.005385768,ITM,400.0,1.0666667,cheap,170.1,171.1978,-1.0977944,-0.006412433,-0.0020902369,-4.6642933,1.0977944,0.006412433,0.0020902369,4.6642933,0.15770975,0.15979998,23116.75,23125.117,-42.29999999999927,150.54999999999927,46.599999999998545,15:04,True,False,1.17039e+06,894140.0,0.0,-357045.0,-1.186185e+06,0.30351523,-0.0015117173,3.0,4.0,-4.553318,-2.95,-3.5978792,181.25,-19.2,-18.85,-16.05,,none,(quiet),,tradable,-1428.0,-1405.25,-1223.25,,model→market (spot/smile moved)
2026-06,2026-06-30 09:51:00,2026-06-30 09:58:00,5,2026-06-30,CE,24300.0,0.016785827,OTM,331.0,0.88266665,cheap,3.0,4.0805016,-1.0805014,-0.26479626,-0.009097397,-0.78885114,1.0805014,0.26479626,0.009097397,0.78885114,0.15569186,0.16478926,23885.3,23895.508,-17.0,150.24921874999927,33.35078124999927,09:58,False,False,1.219335e+06,375375.0,0.0,250315.0,935025.0,0.31337824,-0.012087356,11.0,48.0,-1.453996,-0.8,-1.3502079,3.05,0.05,0.0,-0.85,-0.8,none,(quiet),,tradable,-176.75,-180.0,-235.25,-232.0,model→market (spot/smile moved)
2026-06,2026-06-30 09:25:00,2026-06-30 09:25:00,1,2026-06-30,PE,23600.0,-0.013391477,OTM,364.0,0.97066665,cheap,3.4,4.4775205,-1.0775205,-0.24065115,-0.007208013,,1.0775205,0.24065115,0.007208013,,0.12676612,0.13397413,23905.2,23918.164,,130.35078124999927,14.399218750000728,09:25,False,False,1.802905e+06,931320.0,0.0,0.0,3.06527e+06,0.5030639,-0.003707187,52.0,105.0,-1.7488521,-1.05,-1.6503938,3.5,0.2,-0.05,0.95,-0.5,none,(quiet),,tradable,-167.0,-183.25,-118.25,-212.5,model→market (spot/smile moved)
2026-06,2026-06-30 15:00:00,2026-06-30 15:00:00,1,2026-07-07,PE,23000.0,-0.03951434,OTM,1904.0,5.0773335,rich,5.35,4.3034625,1.0465375,0.243185,0.0051394384,-0.57412475,1.0465375,0.243185,0.0051394384,0.57412475,0.14634581,0.14120637,23854.85,23927.025,-89.95000000000073,180.70039062499927,2.8996093749992724,15:00,True,False,41730.0,110110.0,0.0,0.0,192205.0,-0.348228,0.0035059738,10.0,14.0,0.5151851,-0.35,0.3293675,6.0,-0.75,-0.85,-0.8,,none,(quiet),,tradable,,,,,both
2026-06,2026-06-30 09:29:00,2026-06-30 09:30:00,2,2026-06-30,CE,24250.0,0.014508427,OTM,359.0,0.9573333,cheap,4.0,5.04596,-1.0459601,-0.20728663,-0.006777705,,1.0459601,0.20728663,0.006777705,,0.14017856,0.14695626,23889.15,23900.71,,146.39960937499927,1.0503906250014552,09:30,False,False,631280.0,614120.0,0.0,21710.0,1.057095e+06,-0.38364813,-0.004190686,46.0,94.0,-1.619955,-0.85,-1.3747059,4.0,0.0,-0.05,0.1,0.0,none,(quiet),,tradable,-180.0,-183.25,-173.5,-180.0,model→market (spot/smile moved)
2026-06,2026-06-16 13:24:00,2026-06-16 13:24:00,1,2026-06-16,CE,23950.0,-0.00024455052,ITM,125.0,0.33333334,cheap,29.3,30.34155,-1.0415503,-0.034327522,-0.0030085489,-4.014755,1.0415503,0.034327522,0.0030085489,4.014755,0.075586215,0.07859477,23956.35,23955.857,31.399999999997817,21.450390624999272,68.14960937499927,13:24,False,False,5.55542e+06,8.226075e+06,0.0,-49660.0,-1.85835e+06,0.19273916,-0.003565342,6.0,7.0,1.7992649,1.25,0.5552718,30.05,2.7,0.5,2.75,-0.1,none,(quiet),,tradable,-4.499996,-147.5,-1.25,-186.5,market→model
2026-06,2026-06-30 09:57:00,2026-06-30 09:57:00,3,2026-06-30,PE,23600.0,-0.012427069,OTM,332.0,0.88533336,cheap,2.85,3.870238,-1.020238,-0.26361117,-0.0074941427,-0.655129,1.020238,0.27592802,0.007741516,0.655129,0.12080689,0.12830102,23885.5,23895.11,-15.450000000000728,150.04999999999927,33.54999999999927,09:57,False,False,1.5834e+06,1.89475e+06,0.0,-16965.0,288405.0,0.3483695,-0.004788311,20.0,73.0,-0.92062145,-0.5,-1.0431114,2.65,0.1,-0.25,-0.45,-0.45,none,(quiet),,tradable,-173.5,-196.25,-209.25,-209.25,model→market (spot/smile moved)
2026-07,2026-07-02 10:26:00,2026-07-02 10:54:00,31,2026-07-07,CE,24600.0,0.019839257,OTM,1400.0,3.7333333,cheap,6.75,8.841032,-2.0910323,-0.2365145,-0.006032616,-0.70745564,2.0910323,0.2365145,0.006032616,0.8706558,0.10106183,0.107094444,24106.65,24116.764,7.200000000000728,52.79960937500073,47.85039062500073,10:54,False,False,35230.0,61425.0,0.0,10855.0,54990.0,2.0944645,-0.013200696,,,,,,7.1,0.35,-0.2,0.1,-0.4,none,(quiet),,tradable,-157.25,-193.0,-173.5,-206.0,not closed in session
2026-07,2026-07-30 09:16:00,2026-07-30 09:32:00,11,2026-08-04,CE,24700.0,0.017788636,OTM,1482.0,3.952,cheap,7.3,9.292248,-1.992248,-0.21439892,-0.005095353,,1.992248,0.21447192,0.005095353,,0.091552526,0.09664788,24282.8,24264.506,,4.44921875,95.70078125000146,09:32,False,False,189020.0,295360.0,1.0,-13325.0,113165.0,2.0707014,-0.011239037,,,,,,6.3,0.95,0.85,1.0,-0.05,low,India open after overnight US data: FOMC,,tradable,-118.25,-124.75,-115.0,-183.25,not closed in session
2026-07,2026-07-02 10:12:00,2026-07-02 10:12:00,3,2026-07-07,CE,24600.0,0.019515261,OTM,1442.0,3.8453333,cheap,7.35,9.271065,-1.9210651,-0.20721082,-0.005231707,-0.8020052,1.9210651,0.20761795,0.005231707,0.8020052,0.100065045,0.10529675,24111.15,24124.578,-43.349999999998545,48.29960937500073,52.35039062500073,10:12,False,True,134095.0,176280.0,2.0,14495.0,146185.0,-0.3277832,-0.0042931936,,,,,,6.9,-0.35,-0.05,0.55,0.3,none,(quiet),,tradable,-202.75,-183.25,-144.25,-160.5,not closed in session
2026-07,2026-07-30 09:59:00,2026-07-30 10:06:00,7,2026-08-04,CE,24700.0,0.018186802,OTM,1448.0,3.8613334,cheap,6.1,8.015098,-1.9150981,-0.23893632,-0.005456469,-0.5263957,1.9150981,0.23893632,0.005456469,0.5309747,0.09073538,0.09619185,24273.3,24254.846,12.549999999999272,13.94921875,86.20078125000146,10:06,False,False,57135.0,201045.0,1.0,11310.0,152360.0,-0.32146895,-0.00448347,,,,,,6.05,-0.15,0.05,-0.75,-1.2,low,India open after overnight US data: FOMC,,tradable,-189.75,-176.75,-228.75,-258.0,not closed in session
2026-07,2026-07-30 09:51:00,2026-07-30 09:51:00,4,2026-08-04,CE,24700.0,0.018175546,OTM,1463.0,3.9013333,cheap,6.35,8.250433,-1.900433,-0.23034342,-0.0052887644,,1.900433,0.24024443,0.005438125,,0.09098022,0.09626898,24276.75,24255.12,7.400000000001455,10.5,89.65000000000146,09:51,False,False,124150.0,127140.0,0.0,10855.0,653380.0,2.6043248,-0.0142048355,,,,,,6.1,-0.2,0.1,-0.05,-1.0,low,India open after overnight US data: FOMC,,tradable,-193.0,-173.5,-183.25,-245.0,not closed in session
2026-07,2026-07-02 10:20:00,2026-07-02 10:22:00,2,2026-07-07,CE,24600.0,0.020206235,OTM,1432.0,3.8186667,cheap,6.9,8.795571,-1.8955711,-0.21551427,-0.0054383255,-0.8192093,1.8955711,0.21551427,0.0054383255,0.8192093,0.101856105,0.10729443,24098.15,24107.914,-42.89999999999782,61.29960937500073,39.35039062500073,10:22,False,False,153595.0,114790.0,1.0,34645.0,433680.0,-0.22507888,-0.0047547063,,,,,,6.9,0.0,0.1,0.5,0.05,none,(quiet),,tradable,-180.0,-173.5,-147.5,-176.75,not closed in session
2026-07,2026-07-30 11:11:00,2026-07-30 11:11:00,1,2026-08-04,CE,24650.0,0.0166393,OTM,1383.0,3.688,cheap,7.3,9.19278,-1.8927797,-0.20589851,-0.0048610475,-0.16985862,1.8927797,0.20589851,0.0048610475,0.16985862,0.08998534,0.09484638,24268.35,24243.234,28.399999999997817,18.900390625,81.24960937500146,11:11,False,False,75465.0,52845.0,0.0,-3185.0,36335.0,-0.26227957,-0.0041525755,,,,,,7.35,0.0,0.75,0.75,0.5,low,India open after overnight US data: FOMC,,tradable,-180.0,-131.25,-131.25,-147.5,not closed in session
2026-07,2026-07-30 12:02:00,2026-07-30 12:05:00,5,2026-08-04,CE,24650.0,0.01669349,OTM,1329.0,3.544,cheap,7.15,9.0378275,-1.8878279,-0.20888071,-0.0050013987,-0.5652124,1.8878279,0.20888071,0.0050013987,0.5652124,0.09160752,0.096608914,24259.05,24241.922,-17.200000000000728,28.19921875,71.95078125000146,12:05,False,False,20280.0,21710.0,0.0,-455.0,-14105.0,0.9141103,-0.007667444,,,,,,7.25,0.05,-0.05,-0.05,9.8,low,India open after overnight US data: FOMC,,tradable,-176.75,-183.25,-183.25,457.0,not closed in session
2026-07,2026-07-30 09:37:00,2026-07-30 09:47:00,7,2026-08-04,CE,24700.0,0.018235993,OTM,1467.0,3.912,cheap,6.25,8.136845,-1.8868446,-0.23188898,-0.00529418,,1.8868446,0.23188898,0.00529418,,0.09079542,0.0960896,24276.2,24253.652,31.0,11.05078125,89.09921875000146,09:47,False,False,297960.0,181740.0,0.0,2860.0,799890.0,0.41630498,-0.0065723057,,,,,,6.0,-0.2,-0.25,-0.1,-0.35,low,India open after overnight US data: FOMC,,tradable,-193.0,-196.25,-186.5,-202.75,not closed in session
2026-07,2026-07-02 12:02:00,2026-07-02 12:05:00,16,2026-07-07,CE,24600.0,0.019690378,OTM,1329.0,3.544,cheap,6.8,8.66539,-1.8653901,-0.21526903,-0.0055219713,-0.36537966,1.8653901,0.21898451,0.005560828,0.4020675,0.10326505,0.108787015,24105.1,24120.354,25.799999999999272,54.35039062500073,46.29960937500073,12:05,False,False,59345.0,81120.0,0.0,-1170.0,29770.0,2.9770458,-0.016437296,,,,,,7.15,-0.2,-0.5,-0.15,-0.45,none,(quiet),,tradable,-193.0,-212.5,-189.75,-209.25,not closed in session
2026-07,2026-07-30 14:37:00,2026-07-30 15:05:00,36,2026-08-04,CE,24700.0,0.016215032,OTM,1149.0,3.064,cheap,6.2,8.05608,-1.8560797,-0.2303949,-0.005557312,-0.21806987,1.8560797,0.25462303,0.005858063,1.5395885,0.093325995,0.09888331,24313.45,24302.719,65.40000000000146,17.950781250001455,126.34921875000146,15:05,True,False,638430.0,386295.0,0.0,3120.0,184275.0,0.31623408,-0.006586791,,,,,,5.1,-0.1,-0.35,0.15,0.9,low,India open after overnight US data: FOMC,,tradable,-186.5,-202.75,-170.25,-121.5,not closed in session
2026-07,2026-07-02 15:07:00,2026-07-02 15:07:00,5,2026-07-07,CE,24600.0,0.016481336,OTM,1147.0,3.0586667,cheap,6.8,8.653101,-1.8531009,-0.21415454,-0.005381382,-1.3450383,1.8531009,0.21415454,0.005381382,1.3450383,0.09659934,0.10198072,24174.4,24197.883,12.75,20.149609374999272,115.60039062500073,15:07,False,False,214695.0,301145.0,0.0,82420.0,124475.0,0.19982883,-0.006004391,,,,,,7.4,-0.5,-0.6,-1.15,,none,(quiet),,tradable,-212.5,-219.0,-254.75,,not closed in session
2026-07,2026-07-02 11:18:00,2026-07-02 11:18:00,2,2026-07-07,CE,24600.0,0.020062134,OTM,1376.0,3.6693332,cheap,6.5,8.349739,-1.8497388,-0.22153254,-0.005554603,-0.027764855,1.8497388,0.22153254,0.005554603,0.16866346,0.10205198,0.10760658,24101.0,24111.389,-5.099999999998545,58.45000000000073,42.20000000000073,11:18,False,False,20800.0,42770.0,0.0,4485.0,-55445.0,0.5201008,-0.007265175,,,,,,6.35,0.1,-0.05,-0.15,0.05,none,(quiet),,tradable,-173.5,-183.25,-189.75,-176.75,not closed in session
2026-07,2026-07-30 10:54:00,2026-07-30 11:05:00,8,2026-08-04,CE,24650.0,0.017123682,OTM,1389.0,3.704,cheap,6.85,8.677313,-1.8273128,-0.2105851,-0.0049013915,-0.23489004,1.8273128,0.21209997,0.0049013915,0.25024286,0.09056261,0.095464006,24257.4,24231.494,11.850000000002183,29.849609375,70.30039062500146,11:05,False,False,64220.0,23725.0,0.0,65.0,131820.0,5.971996,-0.031709366,,,,,,6.95,0.0,-0.25,0.15,0.55,low,India open after overnight US data: FOMC,,tradable,-180.0,-196.25,-170.25,-144.25,not closed in session
2026-07,2026-07-30 10:45:00,2026-07-30 10:45:00,2,2026-08-04,CE,24650.0,0.017155064,OTM,1409.0,3.7573333,cheap,6.95,8.762943,-1.8129435,-0.2068875,-0.0048030186,-0.26906848,1.8129435,0.2068875,0.0048030186,0.26906848,0.09033012,0.09513314,24256.85,24230.734,9.799999999999272,30.400390625,69.74960937500146,10:45,False,False,90220.0,54015.0,0.0,5460.0,62400.0,0.8728288,-0.007347581,,,,,,7.05,0.05,0.55,-0.15,0.9,low,India open after overnight US data: FOMC,,tradable,-176.75,-144.25,-189.75,-121.5,not closed in session
2026-07,2026-07-02 10:07:00,2026-07-02 10:07:00,2,2026-07-07,CE,24600.0,0.020060958,OTM,1447.0,3.8586667,cheap,6.95,8.762176,-1.8121753,-0.20681797,-0.0051483507,-0.77794284,1.8121753,0.20681797,0.0051483507,0.77794284,0.10089959,0.10604794,24092.3,24111.418,-45.0,67.14921875000073,33.50078125000073,10:07,True,False,385190.0,388180.0,0.0,40625.0,134420.0,5.475793,-0.029036677,,,,,,6.65,0.55,0.25,0.4,0.75,none,(quiet),,tradable,-144.25,-163.75,-154.0,-131.25,not closed in session
2026-07,2026-07-30 10:36:00,2026-07-30 10:36:00,1,2026-08-04,CE,24650.0,0.017618503,OTM,1418.0,3.7813334,cheap,6.75,8.559653,-1.8096536,-0.21141669,-0.0049117063,-0.5601148,1.8096536,0.21141669,0.0049117063,0.5601148,0.09137499,0.0962867,24245.6,24219.508,-27.700000000000728,41.650390625,58.499609375001455,10:36,False,False,72020.0,66170.0,1.0,10270.0,63050.0,2.6897435,-0.013762917,,,,,,6.55,0.1,0.25,0.9,0.3,low,India open after overnight US data: FOMC,,tradable,-173.5,-163.75,-121.5,-160.5,not closed in session
2026-07,2026-07-30 11:45:00,2026-07-30 11:45:00,1,2026-08-04,CE,24650.0,0.016946482,OTM,1349.0,3.5973334,cheap,7.0,8.773566,-1.7735659,-0.20214881,-0.0047618304,-0.22079535,1.7735659,0.20214881,0.0047618304,0.22079535,0.091577224,0.096339054,24254.6,24235.79,-10.30000000000291,32.650390625,67.49960937500146,11:45,False,False,119470.0,126035.0,0.0,-28730.0,-57915.0,-0.16405842,-0.0042973775,,,,,,7.2,-0.05,0.1,0.15,0.05,low,India open after overnight US data: FOMC,,tradable,-183.25,-173.5,-170.25,-176.75,not closed in session
2026-07,2026-07-30 10:28:00,2026-07-30 10:28:00,4,2026-08-04,CE,24650.0,0.017820995,OTM,1426.0,3.8026667,cheap,6.85,8.623304,-1.7733045,-0.20564094,-0.004801156,-0.55451,1.7733045,0.20778365,0.0048313113,0.5794181,0.09223227,0.09703343,24234.35,24214.604,-40.25,52.900390625,47.249609375001455,10:28,False,False,80405.0,45825.0,0.0,5850.0,373035.0,0.43555996,-0.006076418,,,,,,6.65,0.05,0.05,0.45,0.1,low,India open after overnight US data: FOMC,,tradable,-176.75,-176.75,-150.75,-173.5,not closed in session
2026-07,2026-07-30 10:40:00,2026-07-30 10:40:00,1,2026-08-04,CE,24650.0,0.017718658,OTM,1414.0,3.7706666,cheap,6.7,8.471587,-1.7715876,-0.20912108,-0.0048520016,-0.42821744,1.7715876,0.20912108,0.0048520016,0.42821744,0.09176833,0.09662033,24242.3,24217.082,-19.850000000002183,44.94921875,55.200781250001455,10:40,False,False,72150.0,40170.0,0.0,9815.0,33280.0,-0.7385261,-0.0027584578,,,,,,6.65,0.15,0.4,0.3,0.65,low,India open after overnight US data: FOMC,,tradable,-170.25,-154.0,-160.5,-137.75,not closed in session
2026-08,2026-08-10 09:17:00,2026-08-10 09:17:00,1,2026-08-18,PE,24850.0,0.009069512,ITM,2622.0,6.992,rich,318.4,312.15814,6.2418566,0.019995816,0.004292047,,6.2418566,0.019995816,0.004292047,,0.112860166,0.10856812,24589.6,24625.64,,2.6003906250007276,31.649609374999272,09:17,False,False,1040.0,65.0,0.0,-65.0,-65.0,-2.8380313,0.002348503,1.0,4.0,2.3951075,-8.85,-5.154968,309.55,-2.8,-5.3,20.45,29.15,none,(quiet),,tradable,,,,,market→model
2026-08,2026-08-21 10:23:00,2026-08-21 10:23:00,1,2026-09-01,PE,24350.0,0.0016596079,ITM,2931.0,7.816,rich,174.8,169.03654,5.76345,0.034095883,0.003396742,2.2416248,5.76345,0.034095883,0.003396742,2.2416248,0.090131514,0.08673477,24244.65,24309.621,-6.599999999998545,39.39960937499927,37.85039062500073,10:23,False,False,4420.0,3445.0,0.0,1430.0,2275.0,-2.294795,0.0020467646,7.0,,1.4948187,-5.1,-1.688215,173.15,1.2,-4.75,-0.05,-7.95,none,(quiet),,tradable,,,,,market→model
2026-08,2026-08-21 12:05:00,2026-08-21 12:05:00,1,2026-09-01,PE,24450.0,0.005667587,ITM,2829.0,7.544,rich,229.5,224.2959,5.2041,0.02320194,0.0033199983,1.511107,5.2041,0.02320194,0.0033199983,1.511107,0.08962236,0.08630236,24240.65,24311.82,-17.299999999999272,43.39960937499927,33.85039062500073,12:05,False,False,65.0,910.0,0.0,0.0,-130.0,-2.601052,0.0016655375,1.0,1.0,0.49746242,-2.6,2.6265254,226.9,0.0,3.1,1.95,-0.6,none,(quiet),,tradable,,,,,both
2026-08,2026-08-21 11:12:00,2026-08-21 11:12:00,1,2026-09-01,PE,24350.0,0.0011730265,ITM,2882.0,7.6853333,rich,167.55,162.50319,5.046806,0.031056656,0.0029903,1.5695517,5.046806,0.031056656,0.0029903,1.5695517,0.09032187,0.08733157,24262.4,24321.453,10.100000000002183,21.649609374999272,55.60039062500073,11:12,False,False,585.0,1820.0,0.0,0.0,10920.0,-1.6040807,0.002041515,4.0,,0.58512294,-1.55,1.099016,165.75,-0.35,2.8,-0.45,2.85,none,(quiet),,tradable,,,,,both
2026-08,2026-08-04 15:12:00,2026-08-04 15:14:00,3,2026-08-04,PE,24500.0,0.00036539388,ITM,15.0,0.04,cheap,56.55,59.97438,-3.4243808,-0.05709739,-0.027875531,-13.150473,3.4243808,0.05709739,0.027875531,13.150473,0.4219695,0.44984502,24462.95,24491.049,6.299999999999272,240.95078125000146,34.99921874999927,15:14,False,False,2.5545e+06,6.102785e+06,0.0,-165425.0,-3.302845e+06,0.15043782,-0.02665076,1.0,1.0,,-2.8,,57.35,-0.8,-5.65,-56.35,,none,(quiet),,tradable,-232.0,-547.25,-3842.75,,both
2026-08,2026-08-04 15:12:00,2026-08-04 15:12:00,3,2026-08-04,CE,24500.0,0.00096169626,OTM,17.0,0.045333333,cheap,32.85,36.155106,-3.305104,-0.09141459,-0.025773032,-14.537396,3.305104,0.09141459,0.02665076,14.537396,0.33287793,0.35865095,24449.55,24476.45,-13.150000000001455,254.34921875000146,21.600781249999272,15:12,False,False,9.502675e+06,7.12569e+06,0.0,-740025.0,-6.61024e+06,0.0,-0.025773032,3.0,3.0,,21.35,,40.7,7.05,0.75,75.6,,none,(quiet),,tradable,278.25,-131.25,4734.0,,both
2026-08,2026-08-04 11:56:00,2026-08-04 11:56:00,1,2026-08-11,CE,25100.0,0.022457829,OTM,2088.0,5.568,cheap,9.8,12.35969,-2.55969,-0.20709985,-0.005323633,-0.7866161,2.55969,0.20709985,0.005323633,0.7866161,0.09840584,0.10372947,24531.5,24542.592,-56.29999999999927,172.40000000000146,1.9000000000014552,11:56,False,False,125515.0,73580.0,0.0,61555.0,488995.0,2.5351038,-0.01136341,,,,,,9.94,0.0,0.41,0.06,0.51,none,(quiet),,tradable,-180.0,-153.35,-176.1,-146.85,not closed in session
2026-08,2026-08-25 14:28:00,2026-08-25 14:35:00,39,2026-09-01,CE,24800.0,0.01991166,OTM,1929.0,5.144,cheap,5.25,7.5897765,-2.3397765,-0.30828002,-0.0063869813,-2.0266407,2.3397765,0.30828002,0.0063869813,2.0266407,0.081969246,0.08835623,24204.85,24311.074,49.54999999999927,8.150390625,89.39960937499927,14:35,True,False,79300.0,45500.0,1.0,0.0,68705.0,0.87774384,-0.009186678,,,,,,5.3,0.05,-0.05,0.25,1.25,none,(quiet),,tradable,-176.75,-183.25,-163.75,-98.75,not closed in session
2026-08,2026-08-25 14:33:00,2026-08-25 14:35:00,6,2026-09-01,CE,24750.0,0.017893497,OTM,1929.0,5.144,cheap,7.7,10.025244,-2.325244,-0.23193888,-0.0050531803,-1.5003421,2.325244,0.23193888,0.0050531803,1.5003421,0.08153191,0.08658509,24204.85,24311.074,49.54999999999927,8.150390625,89.39960937499927,14:35,True,False,22490.0,24895.0,0.0,2535.0,-11375.0,4.8883476,-0.01954417,,,,,,7.55,0.15,0.3,1.45,2.75,none,(quiet),,tradable,-170.25,-160.5,-85.75,-1.25,not closed in session
2026-08,2026-08-24 11:04:00,2026-08-24 11:04:00,1,2026-08-25,PE,24500.0,0.010097165,ITM,640.0,1.7066667,cheap,250.6,252.78723,-2.1872303,-0.008652456,-0.007807958,-4.288821,2.1872303,0.008652456,0.007807958,4.288821,0.08081565,0.088623606,24230.95,24253.863,-49.349999999998545,82.05078125,3.69921875,11:04,False,False,198185.0,269750.0,0.0,-88855.0,-546650.0,0.9945078,-0.0040706233,1.0,13.0,10.311249,12.7,11.468335,263.3,-6.85,-1.4,10.05,45.7,none,(quiet),,tradable,-625.25,-271.0,473.25,2790.5,market→model
2026-08,2026-08-25 09:16:00,2026-08-25 09:20:00,10,2026-09-01,CE,24800.0,0.022570305,OTM,2244.0,5.984,cheap,6.9,9.032222,-2.1322215,-0.23606832,-0.005129564,,2.1322215,0.24985321,0.0052937656,,0.08873422,0.093863785,24188.0,24246.525,,5.549999999999272,59.150000000001455,09:20,True,False,78130.0,110955.0,0.0,108940.0,245765.0,0.80268115,-0.0072800885,,,,,,6.0,0.35,0.7,0.55,0.0,none,(quiet),,tradable,-157.25,-134.5,-144.25,-180.0,not closed in session
2026-08,2026-08-25 14:46:00,2026-08-25 14:47:00,2,2026-09-01,CE,24750.0,0.017315125,OTM,1917.0,5.112,cheap,7.95,10.031616,-2.0816166,-0.2075056,-0.0044280672,-0.4313063,2.0816166,0.2075056,0.0044280672,0.4313063,0.080284186,0.08471225,24210.35,24325.139,55.849999999998545,6.350390625000728,94.89960937499927,14:47,False,True,14560.0,42900.0,1.0,-1755.0,1755.0,0.23696357,-0.004967137,,,,,,7.95,0.45,1.55,1.95,3.3,none,(quiet),,tradable,-150.75,-79.25,-53.249996,34.5,not closed in session
2026-08,2026-08-04 15:12:00,2026-08-04 15:14:00,3,2026-08-04,PE,24450.0,-0.0016775078,OTM,15.0,0.04,cheap,34.0,36.054092,-2.054092,-0.056972507,-0.01751656,-8.113035,2.054092,0.056972507,0.01751656,8.113035,0.42250803,0.4400246,24462.95,24491.049,6.299999999999272,240.95078125000146,34.99921874999927,15:14,False,False,4.17014e+06,9.46153e+06,0.0,-553215.0,-3.45215e+06,0.45087695,-0.013665795,1.0,1.0,,-3.3,,34.6,-0.6,-5.7,-34.0,,none,(quiet),,tradable,-219.0,-550.5,-2390.0,,both
2026-08,2026-08-25 15:16:00,2026-08-25 15:19:00,2,2026-09-01,CE,24800.0,0.017637383,OTM,1885.0,5.0266666,cheap,7.95,9.966995,-2.0169952,-0.20236742,-0.0043705544,0.51497865,2.0169952,0.20557745,0.0043705544,0.55908775,0.082096525,0.08646708,24260.05,24366.428,35.75,6.999218749999272,144.60078124999927,15:19,False,False,78390.0,97175.0,0.0,26390.0,222755.0,1.6487392,-0.008385749,,,,,,7.7,0.15,0.5,,,none,(quiet),,tradable,-170.25,-147.5,,,not closed in session
2026-08,2026-08-11 10:02:00,2026-08-11 10:02:00,1,2026-08-18,CE,25150.0,0.025453497,OTM,2202.0,5.872,cheap,7.0,8.87875,-1.8787495,-0.21160069,-0.0048487117,-1.4248768,1.8787495,0.21160069,0.0048487117,1.4248768,0.098669,0.10351771,24481.5,24517.924,-8.549999999999272,95.34999999999854,20.599999999998545,10:02,False,False,25155.0,15990.0,0.0,-14170.0,61750.0,6.2755394,-0.033841766,210.0,,-0.7978648,-0.75,-1.6900089,7.2,0.1,0.35,0.45,0.0,none,(quiet),,tradable,-173.5,-157.25,-150.75,-180.0,model→market (spot/smile moved)
2026-08,2026-08-04 10:57:00,2026-08-04 10:58:00,2,2026-08-11,CE,25200.0,0.024410496,OTM,2146.0,5.7226667,cheap,6.65,8.509481,-1.8594815,-0.21851878,-0.004868501,-0.5399013,1.8594815,0.21851878,0.004868501,0.5399013,0.095627904,0.100496404,24573.75,24592.303,-21.400000000001455,130.15000000000146,4.75,10:58,False,False,24115.0,13910.0,1.0,1950.0,76635.0,0.58939594,-0.006565138,142.0,,-0.451605,-0.45,-1.4464461,6.65,0.05,0.25,0.3,0.0,none,(quiet),,tradable,-176.75,-163.75,-160.5,-180.0,model→market (spot/smile moved)
2026-08,2026-08-25 09:34:00,2026-08-25 09:34:00,6,2026-09-01,CE,24800.0,0.02210647,OTM,2230.0,5.9466667,cheap,6.45,8.295653,-1.8456535,-0.22248441,-0.004590288,,1.8456535,0.22248441,0.004590288,,0.086366646,0.090956934,24190.9,24257.775,,7.349609375,62.050390625001455,09:34,False,False,43485.0,20865.0,0.0,-4615.0,593970.0,4.928167,-0.023297766,,,,,,6.55,-0.15,-0.6,-0.75,-0.75,none,(quiet),,tradable,-189.75,-219.0,-228.75,-228.75,not closed in session
2026-08,2026-08-25 11:15:00,2026-08-25 11:15:00,1,2026-09-01,CE,24750.0,0.021676239,OTM,2129.0,5.6773334,cheap,7.35,9.194534,-1.8445345,-0.20061207,-0.004368971,-0.44712716,1.8445345,0.20061207,0.004368971,0.44712716,0.08939021,0.09375918,24146.55,24219.285,8.450000000000728,51.69921875,31.100781249999272,11:15,False,False,4875.0,2015.0,1.0,-130.0,-2795.0,1.4087446,-0.008118877,,,,,,7.35,-0.1,0.05,0.1,0.0,none,(quiet),,tradable,-186.5,-176.75,-173.5,-180.0,not closed in session
2026-08,2026-08-10 14:08:00,2026-08-10 14:13:00,64,2026-08-11,CE,24900.0,0.011483719,OTM,451.0,1.2026666,cheap,5.95,7.753241,-1.8032411,-0.23257901,-0.007350036,-0.9550087,1.8032411,0.2669363,0.008461731,0.9550087,0.112580314,0.11993035,24594.75,24615.691,-11.25,26.200000000000728,83.65000000000146,14:13,False,False,320190.0,565175.0,0.0,-70330.0,-88790.0,0.43450096,-0.009280503,,,,,,6.4,-0.1,-0.7,-1.25,-1.6,none,(quiet),,tradable,-186.5,-225.5,-261.25,-284.0,not closed in session
2026-08,2026-08-13 15:12:00,2026-08-13 15:12:00,2,2026-08-18,CE,24850.0,0.016644405,OTM,1142.0,3.0453334,cheap,6.5,8.298692,-1.798692,-0.21674404,-0.005353849,-1.0140126,1.798692,0.21674404,0.005353849,1.0140126,0.09640482,0.101758674,24351.9,24439.81,-14.19999999999709,79.69960937499854,40.500390624998545,15:12,False,False,91130.0,102700.0,0.0,9035.0,71630.0,-0.5826047,-0.003545163,,,,,,6.6,0.1,0.05,-0.2,,low,India open after overnight US data: US CPI,,tradable,-173.5,-176.75,-193.0,,not closed in session
2026-09,2026-09-01 11:16:00,2026-09-01 11:20:00,7,2026-09-08,CE,24700.0,0.021564176,OTM,2124.0,5.664,cheap,6.7,8.681698,-1.981698,-0.22826158,-0.004879719,-0.82470024,1.981698,0.22826158,0.004879719,0.82470024,0.08748762,0.09236734,24124.35,24173.066,49.25,3.1003906250007276,114.849609375,11:20,False,False,157625.0,136565.0,0.0,19500.0,12350.0,6.3401194,-0.035719104,100.0,149.0,-1.0087453,-1.0,-1.9913305,6.45,0.1,0.25,0.45,0.05,none,(quiet),,tradable,-173.5,-163.75,-150.75,-176.75,model→market (spot/smile moved)
2026-09,2026-09-01 11:33:00,2026-09-01 11:33:00,5,2026-09-08,CE,24700.0,0.020631254,OTM,2111.0,5.6293335,cheap,7.1,8.876501,-1.7765015,-0.20013532,-0.0041963547,-0.22685397,1.7765015,0.21398638,0.004329403,0.30913305,0.08573213,0.089928485,24131.55,24195.629,55.39999999999782,11.599218750001455,122.05078125,11:33,False,False,16055.0,19695.0,0.0,-130.0,67340.0,2.5049603,-0.011233134,101.0,138.0,-1.9976643,-1.9,-2.8511107,6.85,-0.25,-0.75,-0.55,-0.25,none,(quiet),,tradable,-196.25,-228.75,-215.75,-196.25,model→market (spot/smile moved)
2026-09,2026-09-04 15:20:00,2026-09-04 15:20:00,1,2026-09-08,CE,24300.0,0.0141841015,OTM,759.0,2.024,cheap,6.65,8.318717,-1.6687173,-0.2005979,-0.005640682,-1.8750378,1.6687173,0.2005979,0.005640682,1.8750378,0.10539276,0.11103345,23937.9,23957.76,-0.8999999999978172,67.849609375,42.050390625001455,15:20,False,False,2.186665e+06,1.118715e+06,0.0,-132145.0,-606190.0,2.2905996,-0.01474416,,,,,,6.35,-0.1,0.35,,,none,(quiet),,tradable,-186.5,-157.25,,,not closed in session
2026-09,2026-09-01 12:27:00,2026-09-01 12:27:00,1,2026-09-08,CE,24700.0,0.021891387,OTM,2057.0,5.4853334,cheap,6.1,7.671076,-1.571076,-0.20480517,-0.0042059645,-0.25078437,1.571076,0.20480517,0.0042059645,0.25078437,0.088308334,0.0925143,24107.15,24165.158,-12.799999999999272,35.999609375001455,97.650390625,12:27,False,False,5525.0,10725.0,1.0,17420.0,58630.0,3.6060748,-0.017175147,48.0,146.0,-0.8557571,-0.7,-1.5179892,6.25,-0.05,-0.2,0.15,-0.4,none,(quiet),,tradable,-183.25,-193.0,-170.25,-206.0,model→market (spot/smile moved)
2026-09,2026-09-01 12:46:00,2026-09-01 12:46:00,1,2026-09-08,CE,24700.0,0.021900961,OTM,2038.0,5.4346666,cheap,6.15,7.7165637,-1.5665636,-0.20301312,-0.0041983225,-0.44067052,1.5665636,0.20301312,0.0041983225,0.44067052,0.08889325,0.09309157,24110.15,24164.928,0.1500000000014552,32.999609375001455,100.650390625,12:46,False,False,3705.0,2860.0,0.0,-325.0,6305.0,4.7944226,-0.023995483,29.0,127.0,-0.9219685,-0.75,-1.5634768,6.15,0.05,-0.1,-0.6,-0.75,none,(quiet),,tradable,-176.75,-186.5,-219.0,-228.75,model→market (spot/smile moved)
2026-09,2026-09-01 12:21:00,2026-09-01 12:22:00,2,2026-09-08,CE,24700.0,0.021752605,OTM,2062.0,5.498667,cheap,6.25,7.8127184,-1.5627185,-0.20002237,-0.004116103,-0.09268225,1.5627185,0.20040607,0.004116103,0.09268225,0.08817457,0.09229067,24108.0,24168.512,-8.0,35.150000000001455,98.5,12:22,False,False,14300.0,3835.0,0.0,2860.0,5980.0,2.3030694,-0.011411645,53.0,151.0,-1.0498602,-0.85,-1.6596316,6.25,-0.05,-0.15,0.05,-0.2,none,(quiet),,tradable,-183.25,-189.75,-176.75,-193.0,model→market (spot/smile moved)
2026-09,2026-09-04 15:26:00,2026-09-04 15:26:00,1,2026-09-08,PE,23550.0,-0.017556291,OTM,753.0,2.008,cheap,5.25,6.6491404,-1.3991404,-0.21042424,-0.0060203625,-1.5977762,1.3991404,0.21042424,0.0060203625,1.5977762,0.119361475,0.12538184,23937.9,23967.102,-0.4499999999970896,67.849609375,42.050390625001455,15:26,False,False,387790.0,206505.0,0.0,0.0,-79495.0,-0.36871418,-0.0077481554,,,,,,5.5,1.05,,,,none,(quiet),,tradable,-111.75,,,,not closed in session
2026-09,2026-09-01 11:24:00,2026-09-01 11:30:00,6,2026-09-08,CE,24800.0,0.02439078,OTM,2114.0,5.6373334,cheap,4.2,5.591595,-1.3915954,-0.2488727,-0.004738214,-1.8968894,1.3915954,0.26989183,0.0050989785,2.3871803,0.08868682,0.09342503,24140.65,24202.426,57.70000000000073,2.499609375001455,131.150390625,11:30,False,False,106535.0,74035.0,0.0,-6630.0,-121030.0,1.0405499,-0.00893064,86.0,127.0,-0.8052996,-0.6,-1.3450643,3.75,0.05,0.45,-0.2,0.1,none,(quiet),,tradable,-176.75,-150.75,-193.0,-173.5,model→market (spot/smile moved)
2026-09,2026-09-04 15:18:00,2026-09-04 15:22:00,8,2026-09-08,PE,23500.0,-0.019184174,OTM,757.0,2.0186667,cheap,4.75,6.141365,-1.391365,-0.22655632,-0.006584047,-1.9870517,1.391365,0.24299343,0.006761889,2.0276299,0.12535559,0.13193963,23937.9,23955.18,-1.5999999999985448,67.849609375,42.050390625001455,15:22,False,False,573560.0,423345.0,0.0,48555.0,-39780.0,-1.2302995,-0.01338895,,,,,,4.6,0.45,0.15,,,none,(quiet),,tradable,-150.75,-170.25,,,not closed in session
2026-09,2026-09-04 15:10:00,2026-09-04 15:10:00,3,2026-09-08,PE,23500.0,-0.019975977,OTM,769.0,2.0506666,cheap,5.1,6.476258,-1.3762579,-0.2125082,-0.0063852817,-1.9475075,1.3762579,0.2125082,0.0063852817,1.9475075,0.13026865,0.13665393,23935.55,23974.156,-8.299999999999272,70.19921875,39.700781250001455,15:10,False,False,433940.0,224900.0,1.0,-11765.0,-40170.0,-0.59365255,-0.009436052,,,,,,5.15,-0.15,-0.2,-1.15,,none,(quiet),,tradable,-189.75,-193.0,-254.75,,not closed in session
2026-09,2026-09-01 11:59:00,2026-09-01 11:59:00,1,2026-09-08,CE,24750.0,0.023501491,OTM,2085.0,5.56,cheap,4.85,6.1648207,-1.3148208,-0.21327801,-0.004120674,0.16825853,1.3148208,0.21327801,0.004120674,0.16825853,0.088914916,0.093035586,24116.7,24175.12,-9.599999999998545,26.450781250001455,107.19921875,11:59,False,False,1690.0,3575.0,0.0,0.0,6825.0,4.037881,-0.02522543,77.0,110.0,-0.6150113,-0.45,-1.1816939,4.8,-0.05,0.1,-0.05,0.0,none,(quiet),,tradable,-183.25,-173.5,-183.25,-180.0,model→market (spot/smile moved)
2026-09,2026-09-01 10:43:00,2026-09-01 10:43:00,1,2026-09-08,CE,24700.0,0.024611643,OTM,2161.0,5.7626667,cheap,4.9,6.191857,-1.2918568,-0.20863803,-0.0040712734,-1.266494,1.2918568,0.20863803,0.0040712734,1.266494,0.09090834,0.094979614,24066.95,24099.512,31.549999999999272,15.650781249998545,57.44921875,10:43,False,False,30290.0,45760.0,0.0,23920.0,437580.0,1.6350479,-0.010257373,153.0,,0.9262334,0.6,-0.0477849,4.9,0.05,0.15,0.8,1.35,none,(quiet),,tradable,-176.75,-170.25,-128.0,-92.25,market→model
2026-09,2026-09-01 11:20:00,2026-09-01 11:20:00,1,2026-09-08,CE,24800.0,0.025604585,OTM,2124.0,5.664,cheap,4.15,5.3978553,-1.2478555,-0.23117615,-0.004424994,-2.0850823,1.2478555,0.23117615,0.004424994,2.0850823,0.091913626,0.09633862,24124.35,24173.066,49.25,3.1003906250007276,114.849609375,11:20,False,False,100165.0,134550.0,0.0,-8450.0,75530.0,0.35918772,-0.00584105,99.0,137.0,-0.79846555,-0.5,-1.126201,3.95,-0.05,-0.15,-0.2,-0.2,none,(quiet),,tradable,-183.25,-189.75,-193.0,-193.0,model→market (spot/smile moved)
2026-09,2026-09-01 11:36:00,2026-09-01 11:36:00,1,2026-09-08,CE,24800.0,0.025358828,OTM,2108.0,5.621333,cheap,3.75,4.9157953,-1.1657954,-0.23715296,-0.004370422,-1.4512597,1.1657954,0.23715296,0.004370422,1.4512597,0.089946605,0.09431703,24117.25,24179.008,40.54999999999927,25.900000000001455,107.75,11:36,False,False,21515.0,25675.0,0.0,1300.0,-193375.0,0.030442826,-0.0044946577,86.0,121.0,-0.23461048,-0.15,-0.7893576,3.8,-0.2,-0.1,0.05,0.1,none,(quiet),,tradable,-193.0,-186.5,-176.75,-173.5,model→market (spot/smile moved)
2026-09,2026-09-04 15:20:00,2026-09-04 15:22:00,2,2026-09-08,PE,23450.0,-0.0213141,OTM,757.0,2.0186667,cheap,3.85,4.991566,-1.1415664,-0.22869903,-0.0064558536,-1.8516535,1.1415664,0.22869903,0.0064558536,1.8516535,0.1313664,0.13782226,23937.9,23955.18,-1.5999999999985448,67.849609375,42.050390625001455,15:22,False,False,214500.0,165685.0,0.0,2470.0,-192660.0,-0.85811126,-0.012095304,,,,,,4.05,-0.2,-0.7,,,none,(quiet),,tradable,-193.0,-225.5,,,not closed in session
2026-09,2026-09-29 15:14:00,2026-09-29 15:14:00,1,2026-09-29,PE,22800.0,0.004675408,ITM,15.0,0.04,cheap,109.45,110.58438,-1.1343845,-0.01025809,-0.023330677,-5.422115,1.1343845,0.01025809,0.023330677,5.422115,0.2722241,0.2955548,22683.75,22693.65,10.599999999998545,69.5,114.09999999999854,15:14,False,False,486460.0,1.227265e+06,0.0,1885.0,-168675.0,0.49956787,-0.012648787,1.0,1.0,,9.65,,119.1,-13.75,33.25,,,none,(quiet),,tradable,-1073.75,1981.25,,,both
2026-09,2026-09-01 12:04:00,2026-09-01 12:04:00,2,2026-09-08,CE,24800.0,0.025403697,OTM,2080.0,5.5466666,cheap,3.85,4.9571276,-1.1071274,-0.22334053,-0.004141018,-0.0009488255,1.1071274,0.22334053,0.004141018,0.023041667,0.09109057,0.095231585,24121.3,24177.924,-3.25,21.849218750001455,111.80078125,12:04,False,False,13520.0,23465.0,0.0,0.0,1690.0,0.17430115,-0.0048546954,58.0,93.0,-0.43052265,-0.25,-0.83068955,3.85,0.05,0.1,-0.1,-0.05,none,(quiet),,tradable,-176.75,-173.5,-186.5,-183.25,model→market (spot/smile moved)
2026-09,2026-09-01 11:30:00,2026-09-01 11:30:00,1,2026-09-08,CE,24850.0,0.026404878,OTM,2114.0,5.6373334,cheap,3.3,4.3838367,-1.0838368,-0.24723476,-0.004467865,-2.9087508,1.0838368,0.24723476,0.004467865,2.9087508,0.090913765,0.095381625,24140.65,24202.426,57.70000000000073,2.499609375001455,131.150390625,11:30,False,False,68315.0,79885.0,0.0,-18720.0,-865995.0,2.3306556,-0.01918846,54.0,87.0,-0.25050062,-0.15,-0.7488009,3.25,0.0,-0.1,-0.05,-0.05,none,(quiet),,tradable,-180.0,-186.5,-183.25,-183.25,model→market (spot/smile moved)
2026-09,2026-09-01 12:19:00,2026-09-01 12:22:00,2,2026-09-08,CE,24800.0,0.025793014,OTM,2062.0,5.498667,cheap,3.75,4.812845,-1.0628453,-0.22083513,-0.004097217,0.041450527,1.0628453,0.22083513,0.004097217,0.06113968,0.0922385,0.09633572,24108.0,24168.512,-8.0,35.150000000001455,98.5,12:22,False,False,2665.0,15080.0,0.0,-24960.0,9685.0,3.1841874,-0.02552237,40.0,75.0,-0.27963814,-0.15,-0.6864075,3.75,0.05,0.05,0.05,0.0,none,(quiet),,tradable,-176.75,-176.75,-176.75,-180.0,model→market (spot/smile moved)
2026-09,2026-09-01 11:40:00,2026-09-01 11:40:00,1,2026-09-08,CE,24800.0,0.025707662,OTM,2104.0,5.6106668,cheap,3.55,4.587242,-1.0372419,-0.22611451,-0.0040736953,-1.1474575,1.0372419,0.22611451,0.0040736953,1.1474575,0.090225354,0.09429905,24104.85,24170.574,8.599999999998545,38.300390625001455,95.349609375,11:40,False,False,45630.0,32045.0,0.0,3510.0,-67795.0,2.2072306,-0.016384698,95.0,117.0,0.09113327,0.05,-0.4986471,3.65,0.05,0.15,0.3,0.25,none,(quiet),,tradable,-176.75,-170.25,-160.5,-163.75,model→market (spot/smile moved)