{ "ok": true, "sym": "NVDA", "symbols": [ "SPY", "QQQ", "IWM", "SPX", "AAPL", "MSFT", "NVDA", "TSLA", "VIX" ], "generated_utc": "2026-11-06T06:55:32Z", "question": "Is the market set up to BLAST in a direction, or chop in jagged broken shards?", "source": { "state": "closed", "label": "market closed \u2014 last update 2026-11-05 15:59 ET (Cboe)", "style": "muted", "vendor": "cboe", "source_name": "Cboe", "last_update_ts": 1793912399, "last_update": "2026-11-05 15:59 ET", "age_s": 35733, "in_session": false, "why": null, "threshold_s": 1800, "expect_s": 900, "vendor_lag_at_fetch_s": 1381, "clock": "vendor", "source": "Cboe", "as_of_ts": 1793912399, "vendor_age_s": 1381, "levels_estimator": "iv", "grk_src": "vendor (v-block) + computed (x-block)" }, "pctl_basis": { "local_gamma": "percentile against this root's own banked daily history \u2014 ORIENTATION ONLY, because the banked series is the daily dollar aggregate and the live figure is per-strike from the 5-minute recorder", "zdte_share": "the share itself (0-100), not a percentile", "wall_room": "percentile against this root's own banked wall spans", "flip_dist": "percentile against this root's own banked distances", "paid_vs_realised": "percentile against every banked session's own realised-range-over-breakeven ratio" }, "range": { "breakeven_pct": 6.355157643255981, "breakeven_from": "front at-the-money implied vol 100.89% (expiry 2026-11-06) / sqrt(252)", "breakeven_note": "the one-day move the option market is charging for. Part B found this is the figure that carries the information; the gamma reading did not add to it.", "gamma_conditional": { "q": 2, "n": 27, "median": 2.7588, "p25": 2.1425, "p75": 3.6917, "basis": "sessions whose banked at-spot gamma fell in the same quintile as this reading" }, "wall_span_pct": 15.18749654829624, "last_session_sampled_pct": 8.908157066327938, "paid_vs_realised": 1.4017208645927406, "weekend_caveat": null }, "verdict": { "book": "forward", "book_note": "The session has closed, so the same-day contracts in the final snapshot are already dead. This verdict is built on the FORWARD book \u2014 the gamma that still exists for the next session.", "regime": "short", "decay": "fast", "pin": "away", "lean": "up", "regime_from": "net dealer gamma inside +/-1% of spot, as a share of the gross gamma in that band", "regime_net_share": -1, "decay_from": "share of the FORWARD book's gross gamma sitting at its front expiry (2026-11-06)", "decay_share": 0.5950024084940735, "cuts": { "flat_net_share_below": 0.2, "fast_decay_at": 0.5, "pin_within_pct": 0.25, "lean_needs_pct": 0.15 } }, "levels": { "spot": 181.07, "as_of": "2026-11-05T21:23:00+00:00", "phase": "post_close", "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "gamma_src_note": "Gamma source per level \u2014 call wall 207.5: the vendor's own greeks, as sent (100%); put wall 180: the vendor's own greeks, as sent (100%); net gamma at spot: the vendor's own greeks, as sent (100%). The vendor's gamma is replaced only where it is below the precision floor (0.001: one significant digit or none at 4 decimals). 0 of 218 rows recomputed because the vendor's gamma was below 0.001. Same-day expiries always use the vendor's own gamma. Regime flip: repriced from the vendor's implied volatility.", "local_gamma_at_spot": -22295340.751187593, "local_strike": 180, "local_band_1pct": -59471423.14077267, "local_band_n": 4, "local_band_pct": 3, "local_band_widened": true, "local_band_thin": true, "call_wall_book": 207.5, "put_wall_book": 185, "total_gex": -178973712.66125017, "total_gex_x": -119678651.68155959, "call_wall": 207.5, "put_wall": 180, "call_wall_contracts": 207.5, "put_wall_contracts": 170, "gamma_center": 185.13916249847412, "gamma_flip": null, "room_up_pct": 14.596564864417081, "room_down_pct": 0.5909316838791591, "centre_offset_pct": 2.2472869600011753, "zdte_gamma_share": 0, "session_book_total_gex": -178973712.66125017, "session_book_local": -22295340.751187593, "decay_of_local": 0 }, "pctl": { "local_gamma": 28.3, "zdte_share": 59.5, "wall_room": 98.6, "flip_dist": null, "paid_vs_realised": 69.8 }, "indices": [ { "key": "spx", "label": "S&P 500", "unit": "percent change from the cash close", "anchor_ts": 1793913780, "anchor_value": 7353.73, "cash_note": "SPX cash from the 5-minute chain recorder", "futures_product": "ES", "futures_ticker": "ESZ6", "handoff_ts": 1793913900, "series": [ [ 1793887680, 4.554 ], [ 1793889180, 4.554 ], [ 1793889480, 4.554 ], [ 1793889780, 4.554 ], [ 1793890080, 4.2181 ], [ 1793890380, 3.8695 ], [ 1793890680, 3.413 ], [ 1793890980, 3.1093 ], [ 1793891280, 3.0027 ], [ 1793891580, 2.8119 ], [ 1793891880, 2.6538 ], [ 1793892180, 2.6138 ], [ 1793892480, 2.2915 ], [ 1793892780, 2.4373 ], [ 1793893080, 2.0618 ], [ 1793893380, 1.6354 ], [ 1793893680, 1.9953 ], [ 1793893980, 1.8421 ], [ 1793894280, 1.6456 ], [ 1793894580, 1.2898 ], [ 1793894880, 0.7644 ], [ 1793895180, 1.143 ], [ 1793895480, 1.0445 ], [ 1793895780, 0.8435 ], [ 1793896080, 1.3777 ], [ 1793896380, 1.3851 ], [ 1793896680, 1.6027 ], [ 1793896980, 1.6567 ], [ 1793897280, 1.5411 ], [ 1793897580, 1.6192 ], [ 1793897880, 1.4829 ], [ 1793898180, 1.36 ], [ 1793898480, 1.2658 ], [ 1793898780, 1.2641 ], [ 1793899080, 1.0856 ], [ 1793899380, 0.9403 ], [ 1793899680, 0.9436 ], [ 1793899980, 1.0056 ], [ 1793900280, 0.9894 ], [ 1793900580, 0.868 ], [ 1793900880, 0.8159 ], [ 1793901180, 0.7493 ], [ 1793901480, 0.5642 ], [ 1793901780, 0.7302 ], [ 1793902080, 0.6104 ], [ 1793902380, 0.5516 ], [ 1793902680, 0.2756 ], [ 1793902980, 0.2921 ], [ 1793903280, 0.6593 ], [ 1793903580, 0.5019 ], [ 1793903880, 0.3733 ], [ 1793904180, 0.5676 ], [ 1793904480, 0.4546 ], [ 1793904780, 0.4008 ], [ 1793905080, 0.3119 ], [ 1793905380, 0.4526 ], [ 1793905680, 0.3181 ], [ 1793905980, 0.4694 ], [ 1793906280, 0.2954 ], [ 1793906580, 0.2701 ], [ 1793906880, 0.3941 ], [ 1793907180, 0.7621 ], [ 1793907480, 0.4307 ], [ 1793907780, 0.2843 ], [ 1793908080, 0.4048 ], [ 1793908380, 0.4666 ], [ 1793908680, 0.6866 ], [ 1793908980, 0.8461 ], [ 1793909280, 0.9905 ], [ 1793909580, 0.8836 ], [ 1793909880, 0.7213 ], [ 1793910180, 0.5448 ], [ 1793910480, 0.2669 ], [ 1793910780, 0.3372 ], [ 1793911080, 0.3411 ], [ 1793911380, 0.3861 ], [ 1793911680, 0.2176 ], [ 1793911980, 0.2449 ], [ 1793912280, 0.152 ], [ 1793913780, 0 ], [ 1793913900, 0.1121 ], [ 1793914200, 0.0883 ], [ 1793914500, 0.0815 ], [ 1793914800, -0.0577 ], [ 1793915100, -0.0747 ], [ 1793915400, -0.0985 ], [ 1793915700, -0.129 ] ], "now_pct": -0.129, "now_ts": 1793915700, "n_cash": 80, "n_total": 87 }, { "key": "nas100", "label": "NAS100", "unit": "percent change from the cash close", "anchor_ts": 1793913780, "anchor_value": 646.71, "cash_note": "QQQ cash from the 5-minute chain recorder, used as the NAS100 proxy \u2014 we bank QQQ per snapshot, not NDX", "futures_product": "NQ", "futures_ticker": "NQZ6", "handoff_ts": 1793913900, "series": [ [ 1793887680, 6.1001 ], [ 1793889180, 5.8063 ], [ 1793889480, 5.7043 ], [ 1793889780, 5.695 ], [ 1793890080, 5.1321 ], [ 1793890380, 4.5368 ], [ 1793890680, 4.0327 ], [ 1793890980, 3.6709 ], [ 1793891280, 3.4405 ], [ 1793891580, 2.9874 ], [ 1793891880, 2.8715 ], [ 1793892180, 2.9349 ], [ 1793892480, 2.3086 ], [ 1793892780, 2.6349 ], [ 1793893080, 2.1231 ], [ 1793893380, 1.5618 ], [ 1793893680, 2.1609 ], [ 1793893980, 1.9267 ], [ 1793894280, 1.6947 ], [ 1793894580, 1.1814 ], [ 1793894880, 0.385 ], [ 1793895180, 1.186 ], [ 1793895480, 0.9077 ], [ 1793895780, 0.6371 ], [ 1793896080, 1.5819 ], [ 1793896380, 1.636 ], [ 1793896680, 2.1076 ], [ 1793896980, 2.2297 ], [ 1793897280, 2.0457 ], [ 1793897580, 2.1756 ], [ 1793897880, 2.0999 ], [ 1793898180, 1.8882 ], [ 1793898480, 1.8277 ], [ 1793898780, 1.7581 ], [ 1793899080, 1.3909 ], [ 1793899380, 1.2633 ], [ 1793899680, 1.2386 ], [ 1793899980, 1.4081 ], [ 1793900280, 1.4581 ], [ 1793900580, 1.2509 ], [ 1793900880, 1.2077 ], [ 1793901180, 1.1582 ], [ 1793901480, 0.865 ], [ 1793901780, 0.9278 ], [ 1793902080, 0.9541 ], [ 1793902380, 0.8304 ], [ 1793902680, 0.6218 ], [ 1793902980, 0.5536 ], [ 1793903280, 1.0252 ], [ 1793903580, 0.8644 ], [ 1793903880, 0.6556 ], [ 1793904180, 0.9169 ], [ 1793904480, 0.7902 ], [ 1793904780, 0.726 ], [ 1793905080, 0.6348 ], [ 1793905380, 0.8706 ], [ 1793905680, 0.6649 ], [ 1793905980, 0.92 ], [ 1793906280, 0.6958 ], [ 1793906580, 0.7175 ], [ 1793906880, 0.8613 ], [ 1793907180, 1.3576 ], [ 1793907480, 0.9262 ], [ 1793907780, 0.7376 ], [ 1793908080, 0.8999 ], [ 1793908380, 0.968 ], [ 1793908680, 1.3143 ], [ 1793908980, 1.5834 ], [ 1793909280, 1.7185 ], [ 1793909580, 1.52 ], [ 1793909880, 1.3267 ], [ 1793910180, 1.1118 ], [ 1793910480, 0.6524 ], [ 1793910780, 0.7592 ], [ 1793911080, 0.8072 ], [ 1793911380, 0.8783 ], [ 1793911680, 0.5273 ], [ 1793911980, 0.6061 ], [ 1793912280, 0.5876 ], [ 1793913780, 0 ], [ 1793913900, 0.1211 ], [ 1793914200, 0.2215 ], [ 1793914500, 0.2112 ], [ 1793914800, 0.0169 ], [ 1793915100, 0.0131 ], [ 1793915400, -0.0469 ], [ 1793915700, -0.1014 ] ], "now_pct": -0.1014, "now_ts": 1793915700, "n_cash": 80, "n_total": 87 } ], "indices_note": "SPX and NAS100 are drawn as PERCENT CHANGE SINCE THE CASH CLOSE, not in their own points. That keeps them on a single shared axis, keeps their numbers away from this symbol's price scale, and makes the two directly comparable with each other \u2014 which is the reason to show both. They are market context and appear on every symbol; the price line's pairing to a specific future is a separate and stricter rule. Each index runs on its own cash prints up to the close and on its front future after it, with both legs divided by their own value at the anchor, so the handoff is continuous and the basis never shows up as a jump.", "futures": null, "ladder": { "spot": 181.07, "resistance": [ { "level": 200, "side": "resistance", "rank": "largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": 18.93, "dist_pct": 10.455, "net_contracts": -35029, "call_contracts": 7891, "put_contracts": 42920, "share_of_book": 0.1185, "gex": -13388287.546742547, "call_heavy": false, "does": "A put-heavy strike sitting ABOVE price \u2014 unusual, and not a classic ceiling. It marks where the book is heavy rather than where hedging would push back against a rally." }, { "level": 190, "side": "resistance", "rank": "2nd largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": 8.93, "dist_pct": 4.932, "net_contracts": -32520, "call_contracts": 2251, "put_contracts": 34771, "share_of_book": 0.11, "gex": -28427633.12859379, "call_heavy": false, "does": "A put-heavy strike sitting ABOVE price \u2014 unusual, and not a classic ceiling. It marks where the book is heavy rather than where hedging would push back against a rally." }, { "level": 185, "side": "resistance", "rank": "3rd largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": 3.93, "dist_pct": 2.17, "net_contracts": -25059, "call_contracts": 1002, "put_contracts": 26061, "share_of_book": 0.0848, "gex": -29321552.822292287, "call_heavy": false, "does": "A put-heavy strike sitting ABOVE price \u2014 unusual, and not a classic ceiling. It marks where the book is heavy rather than where hedging would push back against a rally." } ], "support": [ { "level": 180, "side": "support", "rank": "2nd largest", "is_headline_wall": false, "is_dollar_gamma_wall": true, "kind": "secondary put concentration", "dist_pts": -1.07, "dist_pct": -0.591, "net_contracts": -23145, "call_contracts": 1682, "put_contracts": 24827, "share_of_book": 0.0783, "gex": -22295340.751187593, "call_heavy": false, "does": "A further band of put hedging below price, lighter than the wall. The same mechanics apply, at smaller size." }, { "level": 175, "side": "support", "rank": "3rd largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": -6.07, "dist_pct": -3.352, "net_contracts": -17487, "call_contracts": 147, "put_contracts": 17634, "share_of_book": 0.0592, "gex": -15780205.503018579, "call_heavy": false, "does": "A further band of put hedging below price, lighter than the wall. The same mechanics apply, at smaller size." }, { "level": 170, "side": "support", "rank": "largest", "is_headline_wall": true, "is_dollar_gamma_wall": false, "kind": "put wall", "dist_pts": -11.07, "dist_pct": -6.114, "net_contracts": -27898, "call_contracts": 347, "put_contracts": 28245, "share_of_book": 0.0944, "gex": -15752743.66053034, "call_heavy": false, "does": "The heaviest put hedging below. On the usual assumption that dealers are SHORT these puts, staying hedged means buying as price falls toward it \u2014 which is what would cushion a move here." } ], "ranked_by": "netted contract count at the strike (call open interest minus put open interest), as a share of the netted contracts across the whole band", "regime_boundary": null, "magnet": { "level": 185.13916249847412, "dist_pts": 4.07, "dist_pct": 2.247, "label": "MAGNET \u2014 the opposite of a barrier", "means": "The gamma-weighted centre of the book: the level hedging flow pulls price TOWARD, rather than a level that pushes price away. Price sitting on it is the pinned configuration." }, "book": "forward", "qualifier": "These are where dealer hedging CONCENTRATES. They are not levels price is obliged to respect: a big enough directional move overwhelms even a massive wall of gamma.", "measured": { "headline": "MEASURED, THE WALLS DID NOT ACT AS SUPPORT OR RESISTANCE. When the tape actually reached the call wall it closed back below it only 39.9% of the time (n=293) \u2014 against 41.4% for a level placed the same distance away with no gamma in it at all (difference -1.5 points, p=0.64). The put wall held 39.9% of the 218 times price reached it, against a placebo of 42.9% (-3.0 points, p=0.41). Neither is distinguishable from an arbitrary level, and the call wall was BROKEN more often than it held.", "call_hold_rate": 0.3993, "call_n": 293, "put_hold_rate": 0.3991, "put_n": 218, "ranking_consequence": "So the ladder on the page CANNOT rank levels by a measured reliability, because no such reliability was found. It ranks them by raw concentration \u2014 how much of the book sits at that strike \u2014 and prints this null result beside the labels rather than implying a strength the data does not support." }, "dealer_side_caveat": "WHICH SIDE ARE DEALERS ACTUALLY ON? This is the one thing gamma exposure cannot see, and it decides whether a wall brakes or accelerates. Every number here INFERS it from a convention \u2014 that customers sell calls and buy puts, so dealers end up long calls and short puts, which is what makes a call wall behave like a ceiling. When that convention is wrong the sign flips with it: if customers are BUYING calls, dealers are SHORT them, and staying hedged means buying INTO a rally through the same strike \u2014 the level becomes an accelerant instead of a brake. On the book these levels are drawn from, 59.5% of the gross gamma sits at the front expiry \u2014 the short-dated, retail-facing end of the chain, where that assumption is least safe. Nothing on this page can confirm the direction, so read the labels as where hedging is concentrated, not as which way it will push." }, "profile": { "last": [ { "k": 155, "gex": -1128938.7712106798, "gex_x": -1236476.4152855577, "gex_c": 27796.26320622, "gex_p": -1156735.0344168998, "coi": 160, "poi": 10190, "abs_iv": 0, "abs_all": 1184531.2976231198, "net_oi": -10030, "gross_oi": 10350 }, { "k": 160, "gex": -3633641.7539427085, "gex_x": -3847578.3810093547, "gex_c": 19671.80694, "gex_p": -3653313.560882709, "coi": 80, "poi": 14101, "abs_iv": 0, "abs_all": 3672985.3678227086, "net_oi": -14021, "gross_oi": 14181 }, { "k": 162.5, "gex": 0, "gex_x": 0, "gex_c": 0, "gex_p": 0, "coi": 0, "poi": 0, "abs_iv": 0, "abs_all": 0, "net_oi": 0, "gross_oi": 0 }, { "k": 165, "gex": -5067549.26950972, "gex_x": -5398126.492997602, "gex_c": 32271.59928507, "gex_p": -5099820.86879479, "coi": 91, "poi": 14119, "abs_iv": 0, "abs_all": 5132092.468079859, "net_oi": -14028, "gross_oi": 14210 }, { "k": 167.5, "gex": 0, "gex_x": 0, "gex_c": 0, "gex_p": 0, "coi": 0, "poi": 0, "abs_iv": 0, "abs_all": 0, "net_oi": 0, "gross_oi": 0 }, { "k": 170, "gex": -15752743.66053034, "gex_x": -17362144.319563866, "gex_c": 201976.99912196002, "gex_p": -15954720.6596523, "coi": 347, "poi": 28245, "abs_iv": 0, "abs_all": 16156697.65877426, "net_oi": -27898, "gross_oi": 28592 }, { "k": 172.5, "gex": 0, "gex_x": 0, "gex_c": 0, "gex_p": 0, "coi": 0, "poi": 0, "abs_iv": 0, "abs_all": 0, "net_oi": 0, "gross_oi": 0 }, { "k": 175, "gex": -15780205.503018579, "gex_x": -17613194.774734616, "gex_c": 115145.6432888, "gex_p": -15895351.146307379, "coi": 147, "poi": 17634, "abs_iv": 0, "abs_all": 16010496.78959618, "net_oi": -17487, "gross_oi": 17781 }, { "k": 177.5, "gex": -544266.4398779599, "gex_x": -580325.9443417977, "gex_c": 0, "gex_p": -544266.4398779599, "coi": 0, "poi": 883, "abs_iv": 0, "abs_all": 544266.4398779599, "net_oi": -883, "gross_oi": 883 }, { "k": 180, "gex": -22295340.751187593, "gex_x": -25215993.217550043, "gex_c": 2035015.6415980998, "gex_p": -24330356.39278569, "coi": 1682, "poi": 24827, "abs_iv": 0, "abs_all": 26365372.034383792, "net_oi": -23145, "gross_oi": 26509 }, { "k": 182.5, "gex": -7310263.127414829, "gex_x": -8356556.97950135, "gex_c": 195819.72354973998, "gex_p": -7506082.8509645695, "coi": 148, "poi": 6013, "abs_iv": 0, "abs_all": 7701902.57451431, "net_oi": -5865, "gross_oi": 6161 }, { "k": 185, "gex": -29321552.822292287, "gex_x": -33073076.603737414, "gex_c": 1020176.6292739101, "gex_p": -30341729.451566197, "coi": 1002, "poi": 26061, "abs_iv": 0, "abs_all": 31361906.0808401, "net_oi": -25059, "gross_oi": 27063 }, { "k": 187.5, "gex": -8735085.54681005, "gex_x": -9126346.482114928, "gex_c": 414983.32466827997, "gex_p": -9150068.871478328, "coi": 443, "poi": 9814, "abs_iv": 0, "abs_all": 9565052.19614661, "net_oi": -9371, "gross_oi": 10257 }, { "k": 190, "gex": -28427633.12859379, "gex_x": -11118837.341572769, "gex_c": 1992763.8789254702, "gex_p": -30420397.007519264, "coi": 2251, "poi": 34771, "abs_iv": 0, "abs_all": 32413160.886444736, "net_oi": -32520, "gross_oi": 37022 }, { "k": 192.5, "gex": -8007792.615162329, "gex_x": -2379795.6621925444, "gex_c": 924214.2763861, "gex_p": -8932006.89154843, "coi": 1219, "poi": 12037, "abs_iv": 0, "abs_all": 9856221.167934531, "net_oi": -10818, "gross_oi": 13256 }, { "k": 195, "gex": -14347025.844308347, "gex_x": 1027852.448376662, "gex_c": 1117158.63748811, "gex_p": -15464184.481796458, "coi": 1922, "poi": 26248, "abs_iv": 0, "abs_all": 16581343.11928457, "net_oi": -24326, "gross_oi": 28170 }, { "k": 197.5, "gex": -5568934.448892971, "gex_x": -1129482.7848678387, "gex_c": 408035.89818397, "gex_p": -5976970.347076939, "coi": 863, "poi": 13127, "abs_iv": 0, "abs_all": 6385006.245260909, "net_oi": -12264, "gross_oi": 13990 }, { "k": 200, "gex": -13388287.546742547, "gex_x": 2862213.5299103786, "gex_c": 3081454.1331369095, "gex_p": -16469741.679879459, "coi": 7891, "poi": 42920, "abs_iv": 0, "abs_all": 19551195.81301637, "net_oi": -35029, "gross_oi": 50811 }, { "k": 202.5, "gex": -894434.4393134296, "gex_x": 2336384.8361566565, "gex_c": 2518125.71233409, "gex_p": -3412560.15164752, "coi": 8595, "poi": 11491, "abs_iv": 0, "abs_all": 5930685.86398161, "net_oi": -2896, "gross_oi": 20086 }, { "k": 205, "gex": -2320342.086724842, "gex_x": 4845170.335375952, "gex_c": 5085480.121535529, "gex_p": -7405822.208260371, "coi": 20467, "poi": 25758, "abs_iv": 0, "abs_all": 12491302.3297959, "net_oi": -5291, "gross_oi": 46225 }, { "k": 207.5, "gex": 3550325.0942828297, "gex_x": 5687662.5680904435, "gex_c": 5650142.946575781, "gex_p": -2099817.85229295, "coi": 36153, "poi": 11487, "abs_iv": 0, "abs_all": 7749960.798868731, "net_oi": 24666, "gross_oi": 47640 } ], "forward": [ { "k": 155, "gex": -1128938.7712106798, "gex_x": -1236476.4152855577, "gex_c": 27796.26320622, "gex_p": -1156735.0344168998, "coi": 160, "poi": 10190, "abs_all": 1184531.2976231198, "net_oi": -10030, "gross_oi": 10350 }, { "k": 160, "gex": -3633641.7539427085, "gex_x": -3847578.3810093547, "gex_c": 19671.80694, "gex_p": -3653313.560882709, "coi": 80, "poi": 14101, "abs_all": 3672985.3678227086, "net_oi": -14021, "gross_oi": 14181 }, { "k": 162.5, "gex": 0, "gex_x": 0, "gex_c": 0, "gex_p": 0, "coi": 0, "poi": 0, "abs_all": 0, "net_oi": 0, "gross_oi": 0 }, { "k": 165, "gex": -5067549.26950972, "gex_x": -5398126.492997602, "gex_c": 32271.59928507, "gex_p": -5099820.86879479, "coi": 91, "poi": 14119, "abs_all": 5132092.468079859, "net_oi": -14028, "gross_oi": 14210 }, { "k": 167.5, "gex": 0, "gex_x": 0, "gex_c": 0, "gex_p": 0, "coi": 0, "poi": 0, "abs_all": 0, "net_oi": 0, "gross_oi": 0 }, { "k": 170, "gex": -15752743.66053034, "gex_x": -17362144.319563866, "gex_c": 201976.99912196002, "gex_p": -15954720.6596523, "coi": 347, "poi": 28245, "abs_all": 16156697.65877426, "net_oi": -27898, "gross_oi": 28592 }, { "k": 172.5, "gex": 0, "gex_x": 0, "gex_c": 0, "gex_p": 0, "coi": 0, "poi": 0, "abs_all": 0, "net_oi": 0, "gross_oi": 0 }, { "k": 175, "gex": -15780205.503018579, "gex_x": -17613194.774734616, "gex_c": 115145.6432888, "gex_p": -15895351.146307379, "coi": 147, "poi": 17634, "abs_all": 16010496.78959618, "net_oi": -17487, "gross_oi": 17781 }, { "k": 177.5, "gex": -544266.4398779599, "gex_x": -580325.9443417977, "gex_c": 0, "gex_p": -544266.4398779599, "coi": 0, "poi": 883, "abs_all": 544266.4398779599, "net_oi": -883, "gross_oi": 883 }, { "k": 180, "gex": -22295340.751187593, "gex_x": -25215993.217550043, "gex_c": 2035015.6415980998, "gex_p": -24330356.39278569, "coi": 1682, "poi": 24827, "abs_all": 26365372.034383792, "net_oi": -23145, "gross_oi": 26509 }, { "k": 182.5, "gex": -7310263.127414829, "gex_x": -8356556.97950135, "gex_c": 195819.72354973998, "gex_p": -7506082.8509645695, "coi": 148, "poi": 6013, "abs_all": 7701902.57451431, "net_oi": -5865, "gross_oi": 6161 }, { "k": 185, "gex": -29321552.822292287, "gex_x": -33073076.603737414, "gex_c": 1020176.6292739101, "gex_p": -30341729.451566197, "coi": 1002, "poi": 26061, "abs_all": 31361906.0808401, "net_oi": -25059, "gross_oi": 27063 }, { "k": 187.5, "gex": -8735085.54681005, "gex_x": -9126346.482114928, "gex_c": 414983.32466827997, "gex_p": -9150068.871478328, "coi": 443, "poi": 9814, "abs_all": 9565052.19614661, "net_oi": -9371, "gross_oi": 10257 }, { "k": 190, "gex": -28427633.12859379, "gex_x": -11118837.341572769, "gex_c": 1992763.8789254702, "gex_p": -30420397.007519264, "coi": 2251, "poi": 34771, "abs_all": 32413160.886444736, "net_oi": -32520, "gross_oi": 37022 }, { "k": 192.5, "gex": -8007792.615162329, "gex_x": -2379795.6621925444, "gex_c": 924214.2763861, "gex_p": -8932006.89154843, "coi": 1219, "poi": 12037, "abs_all": 9856221.167934531, "net_oi": -10818, "gross_oi": 13256 }, { "k": 195, "gex": -14347025.844308347, "gex_x": 1027852.448376662, "gex_c": 1117158.63748811, "gex_p": -15464184.481796458, "coi": 1922, "poi": 26248, "abs_all": 16581343.11928457, "net_oi": -24326, "gross_oi": 28170 }, { "k": 197.5, "gex": -5568934.448892971, "gex_x": -1129482.7848678387, "gex_c": 408035.89818397, "gex_p": -5976970.347076939, "coi": 863, "poi": 13127, "abs_all": 6385006.245260909, "net_oi": -12264, "gross_oi": 13990 }, { "k": 200, "gex": -13388287.546742547, "gex_x": 2862213.5299103786, "gex_c": 3081454.1331369095, "gex_p": -16469741.679879459, "coi": 7891, "poi": 42920, "abs_all": 19551195.81301637, "net_oi": -35029, "gross_oi": 50811 }, { "k": 202.5, "gex": -894434.4393134296, "gex_x": 2336384.8361566565, "gex_c": 2518125.71233409, "gex_p": -3412560.15164752, "coi": 8595, "poi": 11491, "abs_all": 5930685.86398161, "net_oi": -2896, "gross_oi": 20086 }, { "k": 205, "gex": -2320342.086724842, "gex_x": 4845170.335375952, "gex_c": 5085480.121535529, "gex_p": -7405822.208260371, "coi": 20467, "poi": 25758, "abs_all": 12491302.3297959, "net_oi": -5291, "gross_oi": 46225 }, { "k": 207.5, "gex": 3550325.0942828297, "gex_x": 5687662.5680904435, "gex_c": 5650142.946575781, "gex_p": -2099817.85229295, "coi": 36153, "poi": 11487, "abs_all": 7749960.798868731, "net_oi": 24666, "gross_oi": 47640 } ], "regime_curve": { "unit": "dealer gamma, dollars per 1% move (the same unit as the per-strike chart above)", "spot": 181.07, "band_pct": 15, "grid_pts": 121, "T_floor_days": 1, "session": { "curve": [ [ 153.9095, -40324082 ], [ 154.3622, -41866080 ], [ 154.8148, -43448952 ], [ 155.2675, -45072815 ], [ 155.7202, -46737703 ], [ 156.1729, -48443555 ], [ 156.6255, -50190219 ], [ 157.0782, -51977445 ], [ 157.5309, -53804889 ], [ 157.9836, -55672111 ], [ 158.4362, -57578579 ], [ 158.8889, -59523672 ], [ 159.3416, -61506684 ], [ 159.7943, -63526834 ], [ 160.2469, -65583271 ], [ 160.6996, -67675084 ], [ 161.1523, -69801310 ], [ 161.605, -71960948 ], [ 162.0576, -74152968 ], [ 162.5103, -76376326 ], [ 162.963, -78629968 ], [ 163.4157, -80912851 ], [ 163.8683, -83223948 ], [ 164.321, -85562259 ], [ 164.7737, -87926819 ], [ 165.2264, -90316706 ], [ 165.679, -92731047 ], [ 166.1317, -95169015 ], [ 166.5844, -97629837 ], [ 167.0371, -100112785 ], [ 167.4897, -102617171 ], [ 167.9424, -105142340 ], [ 168.3951, -107687656 ], [ 168.8478, -110252488 ], [ 169.3004, -112836187 ], [ 169.7531, -115438071 ], [ 170.2058, -118057393 ], [ 170.6585, -120693318 ], [ 171.1111, -123344892 ], [ 171.5638, -126011013 ], [ 172.0165, -128690395 ], [ 172.4692, -131381535 ], [ 172.9218, -134082683 ], [ 173.3745, -136791807 ], [ 173.8272, -139506560 ], [ 174.2799, -142224254 ], [ 174.7325, -144941828 ], [ 175.1852, -147655829 ], [ 175.6379, -150362389 ], [ 176.0906, -153057210 ], [ 176.5432, -155735551 ], [ 176.9959, -158392230 ], [ 177.4486, -161021615 ], [ 177.9013, -163617639 ], [ 178.3539, -166173809 ], [ 178.8066, -168683226 ], [ 179.2593, -171138615 ], [ 179.712, -173532351 ], [ 180.1646, -175856504 ], [ 180.6173, -178102882 ], [ 181.07, -180263081 ], [ 181.5227, -182328538 ], [ 181.9753, -184290599 ], [ 182.428, -186140571 ], [ 182.8807, -187869798 ], [ 183.3334, -189469729 ], [ 183.786, -190931983 ], [ 184.2387, -192248426 ], [ 184.6914, -193411239 ], [ 185.1441, -194412988 ], [ 185.5967, -195246696 ], [ 186.0494, -195905901 ], [ 186.5021, -196384723 ], [ 186.9548, -196677922 ], [ 187.4074, -196780945 ], [ 187.8601, -196689980 ], [ 188.3128, -196401991 ], [ 188.7655, -195914756 ], [ 189.2181, -195226893 ], [ 189.6708, -194337878 ], [ 190.1235, -193248064 ], [ 190.5762, -191958679 ], [ 191.0288, -190471832 ], [ 191.4815, -188790496 ], [ 191.9342, -186918497 ], [ 192.3869, -184860489 ], [ 192.8395, -182621921 ], [ 193.2922, -180209009 ], [ 193.7449, -177628685 ], [ 194.1976, -174888557 ], [ 194.6502, -171996853 ], [ 195.1029, -168962368 ], [ 195.5556, -165794406 ], [ 196.0083, -162502713 ], [ 196.4609, -159097419 ], [ 196.9136, -155588970 ], [ 197.3663, -151988060 ], [ 197.819, -148305569 ], [ 198.2716, -144552491 ], [ 198.7243, -140739874 ], [ 199.177, -136878753 ], [ 199.6297, -132980087 ], [ 200.0823, -129054706 ], [ 200.535, -125113245 ], [ 200.9877, -121166099 ], [ 201.4404, -117223368 ], [ 201.893, -113294815 ], [ 202.3457, -109389817 ], [ 202.7984, -105517338 ], [ 203.2511, -101685886 ], [ 203.7037, -97903488 ], [ 204.1564, -94177666 ], [ 204.6091, -90515414 ], [ 205.0618, -86923188 ], [ 205.5144, -83406888 ], [ 205.9671, -79971853 ], [ 206.4198, -76622862 ], [ 206.8725, -73364127 ], [ 207.3251, -70199304 ], [ 207.7778, -67131499 ], [ 208.2305, -64163274 ] ], "at_spot": -180263081, "flip": null, "flip_dist_pct": null, "flip_side": null, "flips_all": [], "n_contracts": 186, "regime": "amplifying" }, "forward": { "curve": [ [ 153.9095, -40324082 ], [ 154.3622, -41866080 ], [ 154.8148, -43448952 ], [ 155.2675, -45072815 ], [ 155.7202, -46737703 ], [ 156.1729, -48443555 ], [ 156.6255, -50190219 ], [ 157.0782, -51977445 ], [ 157.5309, -53804889 ], [ 157.9836, -55672111 ], [ 158.4362, -57578579 ], [ 158.8889, -59523672 ], [ 159.3416, -61506684 ], [ 159.7943, -63526834 ], [ 160.2469, -65583271 ], [ 160.6996, -67675084 ], [ 161.1523, -69801310 ], [ 161.605, -71960948 ], [ 162.0576, -74152968 ], [ 162.5103, -76376326 ], [ 162.963, -78629968 ], [ 163.4157, -80912851 ], [ 163.8683, -83223948 ], [ 164.321, -85562259 ], [ 164.7737, -87926819 ], [ 165.2264, -90316706 ], [ 165.679, -92731047 ], [ 166.1317, -95169015 ], [ 166.5844, -97629837 ], [ 167.0371, -100112785 ], [ 167.4897, -102617171 ], [ 167.9424, -105142340 ], [ 168.3951, -107687656 ], [ 168.8478, -110252488 ], [ 169.3004, -112836187 ], [ 169.7531, -115438071 ], [ 170.2058, -118057393 ], [ 170.6585, -120693318 ], [ 171.1111, -123344892 ], [ 171.5638, -126011013 ], [ 172.0165, -128690395 ], [ 172.4692, -131381535 ], [ 172.9218, -134082683 ], [ 173.3745, -136791807 ], [ 173.8272, -139506560 ], [ 174.2799, -142224254 ], [ 174.7325, -144941828 ], [ 175.1852, -147655829 ], [ 175.6379, -150362389 ], [ 176.0906, -153057210 ], [ 176.5432, -155735551 ], [ 176.9959, -158392230 ], [ 177.4486, -161021615 ], [ 177.9013, -163617639 ], [ 178.3539, -166173809 ], [ 178.8066, -168683226 ], [ 179.2593, -171138615 ], [ 179.712, -173532351 ], [ 180.1646, -175856504 ], [ 180.6173, -178102882 ], [ 181.07, -180263081 ], [ 181.5227, -182328538 ], [ 181.9753, -184290599 ], [ 182.428, -186140571 ], [ 182.8807, -187869798 ], [ 183.3334, -189469729 ], [ 183.786, -190931983 ], [ 184.2387, -192248426 ], [ 184.6914, -193411239 ], [ 185.1441, -194412988 ], [ 185.5967, -195246696 ], [ 186.0494, -195905901 ], [ 186.5021, -196384723 ], [ 186.9548, -196677922 ], [ 187.4074, -196780945 ], [ 187.8601, -196689980 ], [ 188.3128, -196401991 ], [ 188.7655, -195914756 ], [ 189.2181, -195226893 ], [ 189.6708, -194337878 ], [ 190.1235, -193248064 ], [ 190.5762, -191958679 ], [ 191.0288, -190471832 ], [ 191.4815, -188790496 ], [ 191.9342, -186918497 ], [ 192.3869, -184860489 ], [ 192.8395, -182621921 ], [ 193.2922, -180209009 ], [ 193.7449, -177628685 ], [ 194.1976, -174888557 ], [ 194.6502, -171996853 ], [ 195.1029, -168962368 ], [ 195.5556, -165794406 ], [ 196.0083, -162502713 ], [ 196.4609, -159097419 ], [ 196.9136, -155588970 ], [ 197.3663, -151988060 ], [ 197.819, -148305569 ], [ 198.2716, -144552491 ], [ 198.7243, -140739874 ], [ 199.177, -136878753 ], [ 199.6297, -132980087 ], [ 200.0823, -129054706 ], [ 200.535, -125113245 ], [ 200.9877, -121166099 ], [ 201.4404, -117223368 ], [ 201.893, -113294815 ], [ 202.3457, -109389817 ], [ 202.7984, -105517338 ], [ 203.2511, -101685886 ], [ 203.7037, -97903488 ], [ 204.1564, -94177666 ], [ 204.6091, -90515414 ], [ 205.0618, -86923188 ], [ 205.5144, -83406888 ], [ 205.9671, -79971853 ], [ 206.4198, -76622862 ], [ 206.8725, -73364127 ], [ 207.3251, -70199304 ], [ 207.7778, -67131499 ], [ 208.2305, -64163274 ] ], "at_spot": -180263081, "flip": null, "flip_dist_pct": null, "flip_side": null, "flips_all": [], "n_contracts": 186, "regime": "amplifying" }, "session_0dte": null, "session_rest": { "curve": [ [ 153.9095, -40324082 ], [ 154.3622, -41866080 ], [ 154.8148, -43448952 ], [ 155.2675, -45072815 ], [ 155.7202, -46737703 ], [ 156.1729, -48443555 ], [ 156.6255, -50190219 ], [ 157.0782, -51977445 ], [ 157.5309, -53804889 ], [ 157.9836, -55672111 ], [ 158.4362, -57578579 ], [ 158.8889, -59523672 ], [ 159.3416, -61506684 ], [ 159.7943, -63526834 ], [ 160.2469, -65583271 ], [ 160.6996, -67675084 ], [ 161.1523, -69801310 ], [ 161.605, -71960948 ], [ 162.0576, -74152968 ], [ 162.5103, -76376326 ], [ 162.963, -78629968 ], [ 163.4157, -80912851 ], [ 163.8683, -83223948 ], [ 164.321, -85562259 ], [ 164.7737, -87926819 ], [ 165.2264, -90316706 ], [ 165.679, -92731047 ], [ 166.1317, -95169015 ], [ 166.5844, -97629837 ], [ 167.0371, -100112785 ], [ 167.4897, -102617171 ], [ 167.9424, -105142340 ], [ 168.3951, -107687656 ], [ 168.8478, -110252488 ], [ 169.3004, -112836187 ], [ 169.7531, -115438071 ], [ 170.2058, -118057393 ], [ 170.6585, -120693318 ], [ 171.1111, -123344892 ], [ 171.5638, -126011013 ], [ 172.0165, -128690395 ], [ 172.4692, -131381535 ], [ 172.9218, -134082683 ], [ 173.3745, -136791807 ], [ 173.8272, -139506560 ], [ 174.2799, -142224254 ], [ 174.7325, -144941828 ], [ 175.1852, -147655829 ], [ 175.6379, -150362389 ], [ 176.0906, -153057210 ], [ 176.5432, -155735551 ], [ 176.9959, -158392230 ], [ 177.4486, -161021615 ], [ 177.9013, -163617639 ], [ 178.3539, -166173809 ], [ 178.8066, -168683226 ], [ 179.2593, -171138615 ], [ 179.712, -173532351 ], [ 180.1646, -175856504 ], [ 180.6173, -178102882 ], [ 181.07, -180263081 ], [ 181.5227, -182328538 ], [ 181.9753, -184290599 ], [ 182.428, -186140571 ], [ 182.8807, -187869798 ], [ 183.3334, -189469729 ], [ 183.786, -190931983 ], [ 184.2387, -192248426 ], [ 184.6914, -193411239 ], [ 185.1441, -194412988 ], [ 185.5967, -195246696 ], [ 186.0494, -195905901 ], [ 186.5021, -196384723 ], [ 186.9548, -196677922 ], [ 187.4074, -196780945 ], [ 187.8601, -196689980 ], [ 188.3128, -196401991 ], [ 188.7655, -195914756 ], [ 189.2181, -195226893 ], [ 189.6708, -194337878 ], [ 190.1235, -193248064 ], [ 190.5762, -191958679 ], [ 191.0288, -190471832 ], [ 191.4815, -188790496 ], [ 191.9342, -186918497 ], [ 192.3869, -184860489 ], [ 192.8395, -182621921 ], [ 193.2922, -180209009 ], [ 193.7449, -177628685 ], [ 194.1976, -174888557 ], [ 194.6502, -171996853 ], [ 195.1029, -168962368 ], [ 195.5556, -165794406 ], [ 196.0083, -162502713 ], [ 196.4609, -159097419 ], [ 196.9136, -155588970 ], [ 197.3663, -151988060 ], [ 197.819, -148305569 ], [ 198.2716, -144552491 ], [ 198.7243, -140739874 ], [ 199.177, -136878753 ], [ 199.6297, -132980087 ], [ 200.0823, -129054706 ], [ 200.535, -125113245 ], [ 200.9877, -121166099 ], [ 201.4404, -117223368 ], [ 201.893, -113294815 ], [ 202.3457, -109389817 ], [ 202.7984, -105517338 ], [ 203.2511, -101685886 ], [ 203.7037, -97903488 ], [ 204.1564, -94177666 ], [ 204.6091, -90515414 ], [ 205.0618, -86923188 ], [ 205.5144, -83406888 ], [ 205.9671, -79971853 ], [ 206.4198, -76622862 ], [ 206.8725, -73364127 ], [ 207.3251, -70199304 ], [ 207.7778, -67131499 ], [ 208.2305, -64163274 ] ], "at_spot": -180263081, "flip": null, "flip_dist_pct": null, "flip_side": null, "flips_all": [], "n_contracts": 186, "regime": "amplifying" }, "census": { "oi_used": 413084, "oi_missing_iv": 103, "n_session": 186, "n_forward": 186, "n_0dte": 0, "n_rest": 186 }, "estimator": "Black-Scholes gamma from each contract's own implied vol \u2014 the same estimator family as this page's \"our own Black-Scholes solve\" figure (total_gex_x), never the vendor gamma and never fused with it.", "assumptions": "MODELLED, NOT MEASURED. Each contract is repriced with Black-Scholes gamma while its implied vol and days-to-expiry are held FIXED and spot is hypothetically moved (a sticky-strike assumption); r=0; same-day options are floored to 1 day of time so their gamma stays finite (they are removed entirely on the forward book); the contract universe is identical to the per-strike chart (+/-15% of spot, nearest 6 expiries); OI-weighted, never volume; calls +1, puts -1, netted per contract." }, "position_greeks": { "spot": 181.07, "as_of": "2026-11-05T21:23:00+00:00", "band_pct": 15, "grid_pts": 121, "T_floor_minutes": 5, "T_archive_floor_days": 0.5, "src": "gamma/data/chain x-block + header texp/rate/q; OI-only; never volume", "unit_gamma": "dealer gamma, dollars per 1% move \u2014 time-aware T from texp, NOT the 1-day-floor regime curve", "unit_charm": "dealer dollar-delta per year (divide by 365.25 for per calendar day)", "unit_vanna": "dealer dollar-delta per 1.00 vol (divide by 100 for per vol-point)", "session": { "n_contracts": 132, "n_0dte": 0, "at_spot": { "gamma": -119678652, "gamma_0dte": null, "gamma_rest": -119678652, "charm": -40281987751, "charm_per_day": -110286072, "charm_0dte": null, "charm_rest": -40281987751, "vanna": 233139391, "vanna_per_volpt": 2331394, "vanna_0dte": null, "vanna_rest": 233139391, "charm_x": -40281988173, "vanna_x": 233139394 }, "hedge": { "charm": { "word": "buy", "per_day": -110286072, "say": "Time passing is forcing dealers to BUY the underlying to stay hedged (they are decaying into a shorter delta). Under the usual dealer-side convention only \u2014 if the convention is wrong, they sell instead." }, "vanna": { "word": "buy_if_iv_falls", "per_volpt": 2331394, "say": "If implied vol FALLS 1 point, dealers would have to BUY the underlying to stay hedged (and SELL if vol rises). Under the usual dealer-side convention only." } }, "charm_flip": 174.0993, "charm_flip_dist_pct": 3.85, "charm_flip_side": "above", "vanna_flip": 177.6134, "vanna_flip_dist_pct": 1.909, "vanna_flip_side": "above", "charm_curve": [ [ 153.9095, 23760848953 ], [ 154.3622, 24149394518 ], [ 154.8148, 24524170842 ], [ 155.2675, 24883157073 ], [ 155.7202, 25224153507 ], [ 156.1729, 25544793357 ], [ 156.6255, 25842558910 ], [ 157.0782, 26114801973 ], [ 157.5309, 26358768419 ], [ 157.9836, 26571626496 ], [ 158.4362, 26750498472 ], [ 158.8889, 26892495045 ], [ 159.3416, 26994751830 ], [ 159.7943, 27054467153 ], [ 160.2469, 27068940235 ], [ 160.6996, 27035608826 ], [ 161.1523, 26952085219 ], [ 161.605, 26816189605 ], [ 162.0576, 26625979639 ], [ 162.5103, 26379775166 ], [ 162.963, 26076177067 ], [ 163.4157, 25714079273 ], [ 163.8683, 25292673122 ], [ 164.321, 24811443379 ], [ 164.7737, 24270155428 ], [ 165.2264, 23668833384 ], [ 165.679, 23007729100 ], [ 166.1317, 22287282346 ], [ 166.5844, 21508072724 ], [ 167.0371, 20670764186 ], [ 167.4897, 19776043351 ], [ 167.9424, 18824553100 ], [ 168.3951, 17816823234 ], [ 168.8478, 16753200225 ], [ 169.3004, 15633778329 ], [ 169.7531, 14458334473 ], [ 170.2058, 13226269481 ], [ 170.6585, 11936558211 ], [ 171.1111, 10587711179 ], [ 171.5638, 9177750113 ], [ 172.0165, 7704199700 ], [ 172.4692, 6164097518 ], [ 172.9218, 4554023749 ], [ 173.3745, 2870151866 ], [ 173.8272, 1108320934 ], [ 174.2799, -735870409 ], [ 174.7325, -2666948865 ], [ 175.1852, -4689431555 ], [ 175.6379, -6807673205 ], [ 176.0906, -9025698135 ], [ 176.5432, -11347020374 ], [ 176.9959, -13774455913 ], [ 177.4486, -16309931639 ], [ 177.9013, -18954295986 ], [ 178.3539, -21707136665 ], [ 178.8066, -24566611076 ], [ 179.2593, -27529294992 ], [ 179.712, -30590055019 ], [ 180.1646, -33741949962 ], [ 180.6173, -36976165739 ], [ 181.07, -40281987751 ], [ 181.5227, -43646813738 ], [ 181.9753, -47056209125 ], [ 182.428, -50494005697 ], [ 182.8807, -53942443172 ], [ 183.3334, -57382351989 ], [ 183.786, -60793374304 ], [ 184.2387, -64154218974 ], [ 184.6914, -67442945159 ], [ 185.1441, -70637268204 ], [ 185.5967, -73714880648 ], [ 186.0494, -76653780674 ], [ 186.5021, -79432599957 ], [ 186.9548, -82030922875 ], [ 187.4074, -84429589225 ], [ 187.8601, -86610973133 ], [ 188.3128, -88559231539 ], [ 188.7655, -90260516636 ], [ 189.2181, -91703147751 ], [ 189.6708, -92877739438 ], [ 190.1235, -93777283893 ], [ 190.5762, -94397187167 ], [ 191.0288, -94735260014 ], [ 191.4815, -94791665478 ], [ 191.9342, -94568826449 ], [ 192.3869, -94071297438 ], [ 192.8395, -93305605587 ], [ 193.2922, -92280066552 ], [ 193.7449, -91004581209 ], [ 194.1976, -89490419352 ], [ 194.6502, -87749996406 ], [ 195.1029, -85796648984 ], [ 195.5556, -83644414644 ], [ 196.0083, -81307820635 ], [ 196.4609, -78801685752 ], [ 196.9136, -76140938636 ], [ 197.3663, -73340455082 ], [ 197.819, -70414916084 ], [ 198.2716, -67378687593 ], [ 198.7243, -64245722182 ], [ 199.177, -61029482206 ], [ 199.6297, -57742883408 ], [ 200.0823, -54398257485 ], [ 200.535, -51007331724 ], [ 200.9877, -47581223571 ], [ 201.4404, -44130447810 ], [ 201.893, -40664933967 ], [ 202.3457, -37194051577 ], [ 202.7984, -33726641039 ], [ 203.2511, -30271047924 ], [ 203.7037, -26835158841 ], [ 204.1564, -23426437171 ], [ 204.6091, -20051957252 ], [ 205.0618, -16718435879 ], [ 205.5144, -13432260247 ], [ 205.9671, -10199511720 ], [ 206.4198, -7025985067 ], [ 206.8725, -3917203021 ], [ 207.3251, -878426216 ], [ 207.7778, 2085341290 ], [ 208.2305, 4969350538 ] ], "vanna_curve": [ [ 153.9095, -334555524 ], [ 154.3622, -339854167 ], [ 154.8148, -345028857 ], [ 155.2675, -350062091 ], [ 155.7202, -354935110 ], [ 156.1729, -359627956 ], [ 156.6255, -364119565 ], [ 157.0782, -368387876 ], [ 157.5309, -372409962 ], [ 157.9836, -376162193 ], [ 158.4362, -379620401 ], [ 158.8889, -382760081 ], [ 159.3416, -385556584 ], [ 159.7943, -387985338 ], [ 160.2469, -390022060 ], [ 160.6996, -391642966 ], [ 161.1523, -392824984 ], [ 161.605, -393545943 ], [ 162.0576, -393784747 ], [ 162.5103, -393521524 ], [ 162.963, -392737740 ], [ 163.4157, -391416281 ], [ 163.8683, -389541488 ], [ 164.321, -387099149 ], [ 164.7737, -384076443 ], [ 165.2264, -380461830 ], [ 165.679, -376244893 ], [ 166.1317, -371416132 ], [ 166.5844, -365966705 ], [ 167.0371, -359888136 ], [ 167.4897, -353171988 ], [ 167.9424, -345809500 ], [ 168.3951, -337791225 ], [ 168.8478, -329106652 ], [ 169.3004, -319743844 ], [ 169.7531, -309689104 ], [ 170.2058, -298926676 ], [ 170.6585, -287438505 ], [ 171.1111, -275204076 ], [ 171.5638, -262200331 ], [ 172.0165, -248401694 ], [ 172.4692, -233780217 ], [ 172.9218, -218305842 ], [ 173.3745, -201946802 ], [ 173.8272, -184670170 ], [ 174.2799, -166442532 ], [ 174.7325, -147230814 ], [ 175.1852, -127003229 ], [ 175.6379, -105730353 ], [ 176.0906, -83386291 ], [ 176.5432, -59949938 ], [ 176.9959, -35406281 ], [ 177.4486, -9747738 ], [ 177.9013, 17024521 ], [ 178.3539, 44899294 ], [ 178.8066, 73854154 ], [ 179.2593, 103854381 ], [ 179.712, 134852052 ], [ 180.1646, 166785341 ], [ 180.6173, 199578047 ], [ 181.07, 233139391 ], [ 181.5227, 267364100 ], [ 181.9753, 302132801 ], [ 182.428, 337312727 ], [ 182.8807, 372758737 ], [ 183.3334, 408314645 ], [ 183.786, 443814834 ], [ 184.2387, 479086127 ], [ 184.6914, 513949880 ], [ 185.1441, 548224256 ], [ 185.5967, 581726613 ], [ 186.0494, 614275975 ], [ 186.5021, 645695508 ], [ 186.9548, 675814944 ], [ 187.4074, 704472904 ], [ 187.8601, 731519052 ], [ 188.3128, 756816037 ], [ 188.7655, 780241183 ], [ 189.2181, 801687870 ], [ 189.6708, 821066615 ], [ 190.1235, 838305792 ], [ 190.5762, 853352031 ], [ 191.0288, 866170257 ], [ 191.4815, 876743411 ], [ 191.9342, 885071863 ], [ 192.3869, 891172549 ], [ 192.8395, 895077864 ], [ 193.2922, 896834356 ], [ 193.7449, 896501270 ], [ 194.1976, 894148969 ], [ 194.6502, 889857300 ], [ 195.1029, 883713930 ], [ 195.5556, 875812707 ], [ 196.0083, 866252072 ], [ 196.4609, 855133555 ], [ 196.9136, 842560395 ], [ 197.3663, 828636279 ], [ 197.819, 813464247 ], [ 198.2716, 797145738 ], [ 198.7243, 779779807 ], [ 199.177, 761462495 ], [ 199.6297, 742286359 ], [ 200.0823, 722340137 ], [ 200.535, 701708545 ], [ 200.9877, 680472195 ], [ 201.4404, 658707601 ], [ 201.893, 636487280 ], [ 202.3457, 613879902 ], [ 202.7984, 590950502 ], [ 203.2511, 567760717 ], [ 203.7037, 544369041 ], [ 204.1564, 520831083 ], [ 204.6091, 497199831 ], [ 205.0618, 473525886 ], [ 205.5144, 449857684 ], [ 205.9671, 426241689 ], [ 206.4198, 402722557 ], [ 206.8725, 379343266 ], [ 207.3251, 356145215 ], [ 207.7778, 333168292 ], [ 208.2305, 310450913 ] ], "gamma_live_curve": [ [ 153.9095, -37928063 ], [ 154.3622, -39350184 ], [ 154.8148, -40807776 ], [ 155.2675, -42300680 ], [ 155.7202, -43828606 ], [ 156.1729, -45391122 ], [ 156.6255, -46987652 ], [ 157.0782, -48617463 ], [ 157.5309, -50279662 ], [ 157.9836, -51973191 ], [ 158.4362, -53696827 ], [ 158.8889, -55449181 ], [ 159.3416, -57228700 ], [ 159.7943, -59033673 ], [ 160.2469, -60862234 ], [ 160.6996, -62712375 ], [ 161.1523, -64581955 ], [ 161.605, -66468711 ], [ 162.0576, -68370273 ], [ 162.5103, -70284179 ], [ 162.963, -72207889 ], [ 163.4157, -74138806 ], [ 163.8683, -76074286 ], [ 164.321, -78011655 ], [ 164.7737, -79948224 ], [ 165.2264, -81881299 ], [ 165.679, -83808194 ], [ 166.1317, -85726231 ], [ 166.5844, -87632747 ], [ 167.0371, -89525092 ], [ 167.4897, -91400620 ], [ 167.9424, -93256682 ], [ 168.3951, -95090606 ], [ 168.8478, -96899678 ], [ 169.3004, -98681115 ], [ 169.7531, -100432035 ], [ 170.2058, -102149417 ], [ 170.6585, -103830071 ], [ 171.1111, -105470584 ], [ 171.5638, -107067288 ], [ 172.0165, -108616206 ], [ 172.4692, -110113013 ], [ 172.9218, -111552993 ], [ 173.3745, -112930999 ], [ 173.8272, -114241422 ], [ 174.2799, -115478164 ], [ 174.7325, -116634619 ], [ 175.1852, -117703667 ], [ 175.6379, -118677681 ], [ 176.0906, -119548539 ], [ 176.5432, -120307662 ], [ 176.9959, -120946059 ], [ 177.4486, -121454387 ], [ 177.9013, -121823036 ], [ 178.3539, -122042218 ], [ 178.8066, -122102083 ], [ 179.2593, -121992833 ], [ 179.712, -121704868 ], [ 180.1646, -121228923 ], [ 180.6173, -120556226 ], [ 181.07, -119678652 ], [ 181.5227, -118588886 ], [ 181.9753, -117280576 ], [ 182.428, -115748483 ], [ 182.8807, -113988626 ], [ 183.3334, -111998407 ], [ 183.786, -109776721 ], [ 184.2387, -107324052 ], [ 184.6914, -104642536 ], [ 185.1441, -101736009 ], [ 185.5967, -98610021 ], [ 186.0494, -95271828 ], [ 186.5021, -91730355 ], [ 186.9548, -87996127 ], [ 187.4074, -84081178 ], [ 187.8601, -79998937 ], [ 188.3128, -75764085 ], [ 188.7655, -71392402 ], [ 189.2181, -66900588 ], [ 189.6708, -62306083 ], [ 190.1235, -57626867 ], [ 190.5762, -52881269 ], [ 191.0288, -48087765 ], [ 191.4815, -43264784 ], [ 191.9342, -38430528 ], [ 192.3869, -33602791 ], [ 192.8395, -28798802 ], [ 193.2922, -24035078 ], [ 193.7449, -19327303 ], [ 194.1976, -14690215 ], [ 194.6502, -10137523 ], [ 195.1029, -5681843 ], [ 195.5556, -1334646 ], [ 196.0083, 2893762 ], [ 196.4609, 6994252 ], [ 196.9136, 10958863 ], [ 197.3663, 14780777 ], [ 197.819, 18454285 ], [ 198.2716, 21974739 ], [ 198.7243, 25338496 ], [ 199.177, 28542852 ], [ 199.6297, 31585980 ], [ 200.0823, 34466853 ], [ 200.535, 37185179 ], [ 200.9877, 39741322 ], [ 201.4404, 42136238 ], [ 201.893, 44371406 ], [ 202.3457, 46448761 ], [ 202.7984, 48370640 ], [ 203.2511, 50139724 ], [ 203.7037, 51758987 ], [ 204.1564, 53231657 ], [ 204.6091, 54561168 ], [ 205.0618, 55751132 ], [ 205.5144, 56805308 ], [ 205.9671, 57727570 ], [ 206.4198, 58521892 ], [ 206.8725, 59192327 ], [ 207.3251, 59742989 ], [ 207.7778, 60178043 ], [ 208.2305, 60501693 ] ], "gamma_0dte_curve": null, "gamma_rest_curve": [ [ 153.9095, -37928063 ], [ 154.3622, -39350184 ], [ 154.8148, -40807776 ], [ 155.2675, -42300680 ], [ 155.7202, -43828606 ], [ 156.1729, -45391122 ], [ 156.6255, -46987652 ], [ 157.0782, -48617463 ], [ 157.5309, -50279662 ], [ 157.9836, -51973191 ], [ 158.4362, -53696827 ], [ 158.8889, -55449181 ], [ 159.3416, -57228700 ], [ 159.7943, -59033673 ], [ 160.2469, -60862234 ], [ 160.6996, -62712375 ], [ 161.1523, -64581955 ], [ 161.605, -66468711 ], [ 162.0576, -68370273 ], [ 162.5103, -70284179 ], [ 162.963, -72207889 ], [ 163.4157, -74138806 ], [ 163.8683, -76074286 ], [ 164.321, -78011655 ], [ 164.7737, -79948224 ], [ 165.2264, -81881299 ], [ 165.679, -83808194 ], [ 166.1317, -85726231 ], [ 166.5844, -87632747 ], [ 167.0371, -89525092 ], [ 167.4897, -91400620 ], [ 167.9424, -93256682 ], [ 168.3951, -95090606 ], [ 168.8478, -96899678 ], [ 169.3004, -98681115 ], [ 169.7531, -100432035 ], [ 170.2058, -102149417 ], [ 170.6585, -103830071 ], [ 171.1111, -105470584 ], [ 171.5638, -107067288 ], [ 172.0165, -108616206 ], [ 172.4692, -110113013 ], [ 172.9218, -111552993 ], [ 173.3745, -112930999 ], [ 173.8272, -114241422 ], [ 174.2799, -115478164 ], [ 174.7325, -116634619 ], [ 175.1852, -117703667 ], [ 175.6379, -118677681 ], [ 176.0906, -119548539 ], [ 176.5432, -120307662 ], [ 176.9959, -120946059 ], [ 177.4486, -121454387 ], [ 177.9013, -121823036 ], [ 178.3539, -122042218 ], [ 178.8066, -122102083 ], [ 179.2593, -121992833 ], [ 179.712, -121704868 ], [ 180.1646, -121228923 ], [ 180.6173, -120556226 ], [ 181.07, -119678652 ], [ 181.5227, -118588886 ], [ 181.9753, -117280576 ], [ 182.428, -115748483 ], [ 182.8807, -113988626 ], [ 183.3334, -111998407 ], [ 183.786, -109776721 ], [ 184.2387, -107324052 ], [ 184.6914, -104642536 ], [ 185.1441, -101736009 ], [ 185.5967, -98610021 ], [ 186.0494, -95271828 ], [ 186.5021, -91730355 ], [ 186.9548, -87996127 ], [ 187.4074, -84081178 ], [ 187.8601, -79998937 ], [ 188.3128, -75764085 ], [ 188.7655, -71392402 ], [ 189.2181, -66900588 ], [ 189.6708, -62306083 ], [ 190.1235, -57626867 ], [ 190.5762, -52881269 ], [ 191.0288, -48087765 ], [ 191.4815, -43264784 ], [ 191.9342, -38430528 ], [ 192.3869, -33602791 ], [ 192.8395, -28798802 ], [ 193.2922, -24035078 ], [ 193.7449, -19327303 ], [ 194.1976, -14690215 ], [ 194.6502, -10137523 ], [ 195.1029, -5681843 ], [ 195.5556, -1334646 ], [ 196.0083, 2893762 ], [ 196.4609, 6994252 ], [ 196.9136, 10958863 ], [ 197.3663, 14780777 ], [ 197.819, 18454285 ], [ 198.2716, 21974739 ], [ 198.7243, 25338496 ], [ 199.177, 28542852 ], [ 199.6297, 31585980 ], [ 200.0823, 34466853 ], [ 200.535, 37185179 ], [ 200.9877, 39741322 ], [ 201.4404, 42136238 ], [ 201.893, 44371406 ], [ 202.3457, 46448761 ], [ 202.7984, 48370640 ], [ 203.2511, 50139724 ], [ 203.7037, 51758987 ], [ 204.1564, 53231657 ], [ 204.6091, 54561168 ], [ 205.0618, 55751132 ], [ 205.5144, 56805308 ], [ 205.9671, 57727570 ], [ 206.4198, 58521892 ], [ 206.8725, 59192327 ], [ 207.3251, 59742989 ], [ 207.7778, 60178043 ], [ 208.2305, 60501693 ] ], "charm_0dte_curve": null, "charm_rest_curve": [ [ 153.9095, 23760848953 ], [ 154.3622, 24149394518 ], [ 154.8148, 24524170842 ], [ 155.2675, 24883157073 ], [ 155.7202, 25224153507 ], [ 156.1729, 25544793357 ], [ 156.6255, 25842558910 ], [ 157.0782, 26114801973 ], [ 157.5309, 26358768419 ], [ 157.9836, 26571626496 ], [ 158.4362, 26750498472 ], [ 158.8889, 26892495045 ], [ 159.3416, 26994751830 ], [ 159.7943, 27054467153 ], [ 160.2469, 27068940235 ], [ 160.6996, 27035608826 ], [ 161.1523, 26952085219 ], [ 161.605, 26816189605 ], [ 162.0576, 26625979639 ], [ 162.5103, 26379775166 ], [ 162.963, 26076177067 ], [ 163.4157, 25714079273 ], [ 163.8683, 25292673122 ], [ 164.321, 24811443379 ], [ 164.7737, 24270155428 ], [ 165.2264, 23668833384 ], [ 165.679, 23007729100 ], [ 166.1317, 22287282346 ], [ 166.5844, 21508072724 ], [ 167.0371, 20670764186 ], [ 167.4897, 19776043351 ], [ 167.9424, 18824553100 ], [ 168.3951, 17816823234 ], [ 168.8478, 16753200225 ], [ 169.3004, 15633778329 ], [ 169.7531, 14458334473 ], [ 170.2058, 13226269481 ], [ 170.6585, 11936558211 ], [ 171.1111, 10587711179 ], [ 171.5638, 9177750113 ], [ 172.0165, 7704199700 ], [ 172.4692, 6164097518 ], [ 172.9218, 4554023749 ], [ 173.3745, 2870151866 ], [ 173.8272, 1108320934 ], [ 174.2799, -735870409 ], [ 174.7325, -2666948865 ], [ 175.1852, -4689431555 ], [ 175.6379, -6807673205 ], [ 176.0906, -9025698135 ], [ 176.5432, -11347020374 ], [ 176.9959, -13774455913 ], [ 177.4486, -16309931639 ], [ 177.9013, -18954295986 ], [ 178.3539, -21707136665 ], [ 178.8066, -24566611076 ], [ 179.2593, -27529294992 ], [ 179.712, -30590055019 ], [ 180.1646, -33741949962 ], [ 180.6173, -36976165739 ], [ 181.07, -40281987751 ], [ 181.5227, -43646813738 ], [ 181.9753, -47056209125 ], [ 182.428, -50494005697 ], [ 182.8807, -53942443172 ], [ 183.3334, -57382351989 ], [ 183.786, -60793374304 ], [ 184.2387, -64154218974 ], [ 184.6914, -67442945159 ], [ 185.1441, -70637268204 ], [ 185.5967, -73714880648 ], [ 186.0494, -76653780674 ], [ 186.5021, -79432599957 ], [ 186.9548, -82030922875 ], [ 187.4074, -84429589225 ], [ 187.8601, -86610973133 ], [ 188.3128, -88559231539 ], [ 188.7655, -90260516636 ], [ 189.2181, -91703147751 ], [ 189.6708, -92877739438 ], [ 190.1235, -93777283893 ], [ 190.5762, -94397187167 ], [ 191.0288, -94735260014 ], [ 191.4815, -94791665478 ], [ 191.9342, -94568826449 ], [ 192.3869, -94071297438 ], [ 192.8395, -93305605587 ], [ 193.2922, -92280066552 ], [ 193.7449, -91004581209 ], [ 194.1976, -89490419352 ], [ 194.6502, -87749996406 ], [ 195.1029, -85796648984 ], [ 195.5556, -83644414644 ], [ 196.0083, -81307820635 ], [ 196.4609, -78801685752 ], [ 196.9136, -76140938636 ], [ 197.3663, -73340455082 ], [ 197.819, -70414916084 ], [ 198.2716, -67378687593 ], [ 198.7243, -64245722182 ], [ 199.177, -61029482206 ], [ 199.6297, -57742883408 ], [ 200.0823, -54398257485 ], [ 200.535, -51007331724 ], [ 200.9877, -47581223571 ], [ 201.4404, -44130447810 ], [ 201.893, -40664933967 ], [ 202.3457, -37194051577 ], [ 202.7984, -33726641039 ], [ 203.2511, -30271047924 ], [ 203.7037, -26835158841 ], [ 204.1564, -23426437171 ], [ 204.6091, -20051957252 ], [ 205.0618, -16718435879 ], [ 205.5144, -13432260247 ], [ 205.9671, -10199511720 ], [ 206.4198, -7025985067 ], [ 206.8725, -3917203021 ], [ 207.3251, -878426216 ], [ 207.7778, 2085341290 ], [ 208.2305, 4969350538 ] ], "vanna_0dte_curve": null, "vanna_rest_curve": [ [ 153.9095, -334555524 ], [ 154.3622, -339854167 ], [ 154.8148, -345028857 ], [ 155.2675, -350062091 ], [ 155.7202, -354935110 ], [ 156.1729, -359627956 ], [ 156.6255, -364119565 ], [ 157.0782, -368387876 ], [ 157.5309, -372409962 ], [ 157.9836, -376162193 ], [ 158.4362, -379620401 ], [ 158.8889, -382760081 ], [ 159.3416, -385556584 ], [ 159.7943, -387985338 ], [ 160.2469, -390022060 ], [ 160.6996, -391642966 ], [ 161.1523, -392824984 ], [ 161.605, -393545943 ], [ 162.0576, -393784747 ], [ 162.5103, -393521524 ], [ 162.963, -392737740 ], [ 163.4157, -391416281 ], [ 163.8683, -389541488 ], [ 164.321, -387099149 ], [ 164.7737, -384076443 ], [ 165.2264, -380461830 ], [ 165.679, -376244893 ], [ 166.1317, -371416132 ], [ 166.5844, -365966705 ], [ 167.0371, -359888136 ], [ 167.4897, -353171988 ], [ 167.9424, -345809500 ], [ 168.3951, -337791225 ], [ 168.8478, -329106652 ], [ 169.3004, -319743844 ], [ 169.7531, -309689104 ], [ 170.2058, -298926676 ], [ 170.6585, -287438505 ], [ 171.1111, -275204076 ], [ 171.5638, -262200331 ], [ 172.0165, -248401694 ], [ 172.4692, -233780217 ], [ 172.9218, -218305842 ], [ 173.3745, -201946802 ], [ 173.8272, -184670170 ], [ 174.2799, -166442532 ], [ 174.7325, -147230814 ], [ 175.1852, -127003229 ], [ 175.6379, -105730353 ], [ 176.0906, -83386291 ], [ 176.5432, -59949938 ], [ 176.9959, -35406281 ], [ 177.4486, -9747738 ], [ 177.9013, 17024521 ], [ 178.3539, 44899294 ], [ 178.8066, 73854154 ], [ 179.2593, 103854381 ], [ 179.712, 134852052 ], [ 180.1646, 166785341 ], [ 180.6173, 199578047 ], [ 181.07, 233139391 ], [ 181.5227, 267364100 ], [ 181.9753, 302132801 ], [ 182.428, 337312727 ], [ 182.8807, 372758737 ], [ 183.3334, 408314645 ], [ 183.786, 443814834 ], [ 184.2387, 479086127 ], [ 184.6914, 513949880 ], [ 185.1441, 548224256 ], [ 185.5967, 581726613 ], [ 186.0494, 614275975 ], [ 186.5021, 645695508 ], [ 186.9548, 675814944 ], [ 187.4074, 704472904 ], [ 187.8601, 731519052 ], [ 188.3128, 756816037 ], [ 188.7655, 780241183 ], [ 189.2181, 801687870 ], [ 189.6708, 821066615 ], [ 190.1235, 838305792 ], [ 190.5762, 853352031 ], [ 191.0288, 866170257 ], [ 191.4815, 876743411 ], [ 191.9342, 885071863 ], [ 192.3869, 891172549 ], [ 192.8395, 895077864 ], [ 193.2922, 896834356 ], [ 193.7449, 896501270 ], [ 194.1976, 894148969 ], [ 194.6502, 889857300 ], [ 195.1029, 883713930 ], [ 195.5556, 875812707 ], [ 196.0083, 866252072 ], [ 196.4609, 855133555 ], [ 196.9136, 842560395 ], [ 197.3663, 828636279 ], [ 197.819, 813464247 ], [ 198.2716, 797145738 ], [ 198.7243, 779779807 ], [ 199.177, 761462495 ], [ 199.6297, 742286359 ], [ 200.0823, 722340137 ], [ 200.535, 701708545 ], [ 200.9877, 680472195 ], [ 201.4404, 658707601 ], [ 201.893, 636487280 ], [ 202.3457, 613879902 ], [ 202.7984, 590950502 ], [ 203.2511, 567760717 ], [ 203.7037, 544369041 ], [ 204.1564, 520831083 ], [ 204.6091, 497199831 ], [ 205.0618, 473525886 ], [ 205.5144, 449857684 ], [ 205.9671, 426241689 ], [ 206.4198, 402722557 ], [ 206.8725, 379343266 ], [ 207.3251, 356145215 ], [ 207.7778, 333168292 ], [ 208.2305, 310450913 ] ] }, "forward": { "n_contracts": 132, "n_0dte": 0, "at_spot": { "gamma": -119678652, "gamma_0dte": null, "gamma_rest": -119678652, "charm": -40281987751, "charm_per_day": -110286072, "charm_0dte": null, "charm_rest": -40281987751, "vanna": 233139391, "vanna_per_volpt": 2331394, "vanna_0dte": null, "vanna_rest": 233139391, "charm_x": -40281988173, "vanna_x": 233139394 }, "hedge": { "charm": { "word": "buy", "per_day": -110286072, "say": "Time passing is forcing dealers to BUY the underlying to stay hedged (they are decaying into a shorter delta). Under the usual dealer-side convention only \u2014 if the convention is wrong, they sell instead." }, "vanna": { "word": "buy_if_iv_falls", "per_volpt": 2331394, "say": "If implied vol FALLS 1 point, dealers would have to BUY the underlying to stay hedged (and SELL if vol rises). Under the usual dealer-side convention only." } }, "charm_flip": 174.0993, "charm_flip_dist_pct": 3.85, "charm_flip_side": "above", "vanna_flip": 177.6134, "vanna_flip_dist_pct": 1.909, "vanna_flip_side": "above", "charm_curve": [ [ 153.9095, 23760848953 ], [ 154.3622, 24149394518 ], [ 154.8148, 24524170842 ], [ 155.2675, 24883157073 ], [ 155.7202, 25224153507 ], [ 156.1729, 25544793357 ], [ 156.6255, 25842558910 ], [ 157.0782, 26114801973 ], [ 157.5309, 26358768419 ], [ 157.9836, 26571626496 ], [ 158.4362, 26750498472 ], [ 158.8889, 26892495045 ], [ 159.3416, 26994751830 ], [ 159.7943, 27054467153 ], [ 160.2469, 27068940235 ], [ 160.6996, 27035608826 ], [ 161.1523, 26952085219 ], [ 161.605, 26816189605 ], [ 162.0576, 26625979639 ], [ 162.5103, 26379775166 ], [ 162.963, 26076177067 ], [ 163.4157, 25714079273 ], [ 163.8683, 25292673122 ], [ 164.321, 24811443379 ], [ 164.7737, 24270155428 ], [ 165.2264, 23668833384 ], [ 165.679, 23007729100 ], [ 166.1317, 22287282346 ], [ 166.5844, 21508072724 ], [ 167.0371, 20670764186 ], [ 167.4897, 19776043351 ], [ 167.9424, 18824553100 ], [ 168.3951, 17816823234 ], [ 168.8478, 16753200225 ], [ 169.3004, 15633778329 ], [ 169.7531, 14458334473 ], [ 170.2058, 13226269481 ], [ 170.6585, 11936558211 ], [ 171.1111, 10587711179 ], [ 171.5638, 9177750113 ], [ 172.0165, 7704199700 ], [ 172.4692, 6164097518 ], [ 172.9218, 4554023749 ], [ 173.3745, 2870151866 ], [ 173.8272, 1108320934 ], [ 174.2799, -735870409 ], [ 174.7325, -2666948865 ], [ 175.1852, -4689431555 ], [ 175.6379, -6807673205 ], [ 176.0906, -9025698135 ], [ 176.5432, -11347020374 ], [ 176.9959, -13774455913 ], [ 177.4486, -16309931639 ], [ 177.9013, -18954295986 ], [ 178.3539, -21707136665 ], [ 178.8066, -24566611076 ], [ 179.2593, -27529294992 ], [ 179.712, -30590055019 ], [ 180.1646, -33741949962 ], [ 180.6173, -36976165739 ], [ 181.07, -40281987751 ], [ 181.5227, -43646813738 ], [ 181.9753, -47056209125 ], [ 182.428, -50494005697 ], [ 182.8807, -53942443172 ], [ 183.3334, -57382351989 ], [ 183.786, -60793374304 ], [ 184.2387, -64154218974 ], [ 184.6914, -67442945159 ], [ 185.1441, -70637268204 ], [ 185.5967, -73714880648 ], [ 186.0494, -76653780674 ], [ 186.5021, -79432599957 ], [ 186.9548, -82030922875 ], [ 187.4074, -84429589225 ], [ 187.8601, -86610973133 ], [ 188.3128, -88559231539 ], [ 188.7655, -90260516636 ], [ 189.2181, -91703147751 ], [ 189.6708, -92877739438 ], [ 190.1235, -93777283893 ], [ 190.5762, -94397187167 ], [ 191.0288, -94735260014 ], [ 191.4815, -94791665478 ], [ 191.9342, -94568826449 ], [ 192.3869, -94071297438 ], [ 192.8395, -93305605587 ], [ 193.2922, -92280066552 ], [ 193.7449, -91004581209 ], [ 194.1976, -89490419352 ], [ 194.6502, -87749996406 ], [ 195.1029, -85796648984 ], [ 195.5556, -83644414644 ], [ 196.0083, -81307820635 ], [ 196.4609, -78801685752 ], [ 196.9136, -76140938636 ], [ 197.3663, -73340455082 ], [ 197.819, -70414916084 ], [ 198.2716, -67378687593 ], [ 198.7243, -64245722182 ], [ 199.177, -61029482206 ], [ 199.6297, -57742883408 ], [ 200.0823, -54398257485 ], [ 200.535, -51007331724 ], [ 200.9877, -47581223571 ], [ 201.4404, -44130447810 ], [ 201.893, -40664933967 ], [ 202.3457, -37194051577 ], [ 202.7984, -33726641039 ], [ 203.2511, -30271047924 ], [ 203.7037, -26835158841 ], [ 204.1564, -23426437171 ], [ 204.6091, -20051957252 ], [ 205.0618, -16718435879 ], [ 205.5144, -13432260247 ], [ 205.9671, -10199511720 ], [ 206.4198, -7025985067 ], [ 206.8725, -3917203021 ], [ 207.3251, -878426216 ], [ 207.7778, 2085341290 ], [ 208.2305, 4969350538 ] ], "vanna_curve": [ [ 153.9095, -334555524 ], [ 154.3622, -339854167 ], [ 154.8148, -345028857 ], [ 155.2675, -350062091 ], [ 155.7202, -354935110 ], [ 156.1729, -359627956 ], [ 156.6255, -364119565 ], [ 157.0782, -368387876 ], [ 157.5309, -372409962 ], [ 157.9836, -376162193 ], [ 158.4362, -379620401 ], [ 158.8889, -382760081 ], [ 159.3416, -385556584 ], [ 159.7943, -387985338 ], [ 160.2469, -390022060 ], [ 160.6996, -391642966 ], [ 161.1523, -392824984 ], [ 161.605, -393545943 ], [ 162.0576, -393784747 ], [ 162.5103, -393521524 ], [ 162.963, -392737740 ], [ 163.4157, -391416281 ], [ 163.8683, -389541488 ], [ 164.321, -387099149 ], [ 164.7737, -384076443 ], [ 165.2264, -380461830 ], [ 165.679, -376244893 ], [ 166.1317, -371416132 ], [ 166.5844, -365966705 ], [ 167.0371, -359888136 ], [ 167.4897, -353171988 ], [ 167.9424, -345809500 ], [ 168.3951, -337791225 ], [ 168.8478, -329106652 ], [ 169.3004, -319743844 ], [ 169.7531, -309689104 ], [ 170.2058, -298926676 ], [ 170.6585, -287438505 ], [ 171.1111, -275204076 ], [ 171.5638, -262200331 ], [ 172.0165, -248401694 ], [ 172.4692, -233780217 ], [ 172.9218, -218305842 ], [ 173.3745, -201946802 ], [ 173.8272, -184670170 ], [ 174.2799, -166442532 ], [ 174.7325, -147230814 ], [ 175.1852, -127003229 ], [ 175.6379, -105730353 ], [ 176.0906, -83386291 ], [ 176.5432, -59949938 ], [ 176.9959, -35406281 ], [ 177.4486, -9747738 ], [ 177.9013, 17024521 ], [ 178.3539, 44899294 ], [ 178.8066, 73854154 ], [ 179.2593, 103854381 ], [ 179.712, 134852052 ], [ 180.1646, 166785341 ], [ 180.6173, 199578047 ], [ 181.07, 233139391 ], [ 181.5227, 267364100 ], [ 181.9753, 302132801 ], [ 182.428, 337312727 ], [ 182.8807, 372758737 ], [ 183.3334, 408314645 ], [ 183.786, 443814834 ], [ 184.2387, 479086127 ], [ 184.6914, 513949880 ], [ 185.1441, 548224256 ], [ 185.5967, 581726613 ], [ 186.0494, 614275975 ], [ 186.5021, 645695508 ], [ 186.9548, 675814944 ], [ 187.4074, 704472904 ], [ 187.8601, 731519052 ], [ 188.3128, 756816037 ], [ 188.7655, 780241183 ], [ 189.2181, 801687870 ], [ 189.6708, 821066615 ], [ 190.1235, 838305792 ], [ 190.5762, 853352031 ], [ 191.0288, 866170257 ], [ 191.4815, 876743411 ], [ 191.9342, 885071863 ], [ 192.3869, 891172549 ], [ 192.8395, 895077864 ], [ 193.2922, 896834356 ], [ 193.7449, 896501270 ], [ 194.1976, 894148969 ], [ 194.6502, 889857300 ], [ 195.1029, 883713930 ], [ 195.5556, 875812707 ], [ 196.0083, 866252072 ], [ 196.4609, 855133555 ], [ 196.9136, 842560395 ], [ 197.3663, 828636279 ], [ 197.819, 813464247 ], [ 198.2716, 797145738 ], [ 198.7243, 779779807 ], [ 199.177, 761462495 ], [ 199.6297, 742286359 ], [ 200.0823, 722340137 ], [ 200.535, 701708545 ], [ 200.9877, 680472195 ], [ 201.4404, 658707601 ], [ 201.893, 636487280 ], [ 202.3457, 613879902 ], [ 202.7984, 590950502 ], [ 203.2511, 567760717 ], [ 203.7037, 544369041 ], [ 204.1564, 520831083 ], [ 204.6091, 497199831 ], [ 205.0618, 473525886 ], [ 205.5144, 449857684 ], [ 205.9671, 426241689 ], [ 206.4198, 402722557 ], [ 206.8725, 379343266 ], [ 207.3251, 356145215 ], [ 207.7778, 333168292 ], [ 208.2305, 310450913 ] ], "gamma_live_curve": [ [ 153.9095, -37928063 ], [ 154.3622, -39350184 ], [ 154.8148, -40807776 ], [ 155.2675, -42300680 ], [ 155.7202, -43828606 ], [ 156.1729, -45391122 ], [ 156.6255, -46987652 ], [ 157.0782, -48617463 ], [ 157.5309, -50279662 ], [ 157.9836, -51973191 ], [ 158.4362, -53696827 ], [ 158.8889, -55449181 ], [ 159.3416, -57228700 ], [ 159.7943, -59033673 ], [ 160.2469, -60862234 ], [ 160.6996, -62712375 ], [ 161.1523, -64581955 ], [ 161.605, -66468711 ], [ 162.0576, -68370273 ], [ 162.5103, -70284179 ], [ 162.963, -72207889 ], [ 163.4157, -74138806 ], [ 163.8683, -76074286 ], [ 164.321, -78011655 ], [ 164.7737, -79948224 ], [ 165.2264, -81881299 ], [ 165.679, -83808194 ], [ 166.1317, -85726231 ], [ 166.5844, -87632747 ], [ 167.0371, -89525092 ], [ 167.4897, -91400620 ], [ 167.9424, -93256682 ], [ 168.3951, -95090606 ], [ 168.8478, -96899678 ], [ 169.3004, -98681115 ], [ 169.7531, -100432035 ], [ 170.2058, -102149417 ], [ 170.6585, -103830071 ], [ 171.1111, -105470584 ], [ 171.5638, -107067288 ], [ 172.0165, -108616206 ], [ 172.4692, -110113013 ], [ 172.9218, -111552993 ], [ 173.3745, -112930999 ], [ 173.8272, -114241422 ], [ 174.2799, -115478164 ], [ 174.7325, -116634619 ], [ 175.1852, -117703667 ], [ 175.6379, -118677681 ], [ 176.0906, -119548539 ], [ 176.5432, -120307662 ], [ 176.9959, -120946059 ], [ 177.4486, -121454387 ], [ 177.9013, -121823036 ], [ 178.3539, -122042218 ], [ 178.8066, -122102083 ], [ 179.2593, -121992833 ], [ 179.712, -121704868 ], [ 180.1646, -121228923 ], [ 180.6173, -120556226 ], [ 181.07, -119678652 ], [ 181.5227, -118588886 ], [ 181.9753, -117280576 ], [ 182.428, -115748483 ], [ 182.8807, -113988626 ], [ 183.3334, -111998407 ], [ 183.786, -109776721 ], [ 184.2387, -107324052 ], [ 184.6914, -104642536 ], [ 185.1441, -101736009 ], [ 185.5967, -98610021 ], [ 186.0494, -95271828 ], [ 186.5021, -91730355 ], [ 186.9548, -87996127 ], [ 187.4074, -84081178 ], [ 187.8601, -79998937 ], [ 188.3128, -75764085 ], [ 188.7655, -71392402 ], [ 189.2181, -66900588 ], [ 189.6708, -62306083 ], [ 190.1235, -57626867 ], [ 190.5762, -52881269 ], [ 191.0288, -48087765 ], [ 191.4815, -43264784 ], [ 191.9342, -38430528 ], [ 192.3869, -33602791 ], [ 192.8395, -28798802 ], [ 193.2922, -24035078 ], [ 193.7449, -19327303 ], [ 194.1976, -14690215 ], [ 194.6502, -10137523 ], [ 195.1029, -5681843 ], [ 195.5556, -1334646 ], [ 196.0083, 2893762 ], [ 196.4609, 6994252 ], [ 196.9136, 10958863 ], [ 197.3663, 14780777 ], [ 197.819, 18454285 ], [ 198.2716, 21974739 ], [ 198.7243, 25338496 ], [ 199.177, 28542852 ], [ 199.6297, 31585980 ], [ 200.0823, 34466853 ], [ 200.535, 37185179 ], [ 200.9877, 39741322 ], [ 201.4404, 42136238 ], [ 201.893, 44371406 ], [ 202.3457, 46448761 ], [ 202.7984, 48370640 ], [ 203.2511, 50139724 ], [ 203.7037, 51758987 ], [ 204.1564, 53231657 ], [ 204.6091, 54561168 ], [ 205.0618, 55751132 ], [ 205.5144, 56805308 ], [ 205.9671, 57727570 ], [ 206.4198, 58521892 ], [ 206.8725, 59192327 ], [ 207.3251, 59742989 ], [ 207.7778, 60178043 ], [ 208.2305, 60501693 ] ], "gamma_0dte_curve": null, "gamma_rest_curve": [ [ 153.9095, -37928063 ], [ 154.3622, -39350184 ], [ 154.8148, -40807776 ], [ 155.2675, -42300680 ], [ 155.7202, -43828606 ], [ 156.1729, -45391122 ], [ 156.6255, -46987652 ], [ 157.0782, -48617463 ], [ 157.5309, -50279662 ], [ 157.9836, -51973191 ], [ 158.4362, -53696827 ], [ 158.8889, -55449181 ], [ 159.3416, -57228700 ], [ 159.7943, -59033673 ], [ 160.2469, -60862234 ], [ 160.6996, -62712375 ], [ 161.1523, -64581955 ], [ 161.605, -66468711 ], [ 162.0576, -68370273 ], [ 162.5103, -70284179 ], [ 162.963, -72207889 ], [ 163.4157, -74138806 ], [ 163.8683, -76074286 ], [ 164.321, -78011655 ], [ 164.7737, -79948224 ], [ 165.2264, -81881299 ], [ 165.679, -83808194 ], [ 166.1317, -85726231 ], [ 166.5844, -87632747 ], [ 167.0371, -89525092 ], [ 167.4897, -91400620 ], [ 167.9424, -93256682 ], [ 168.3951, -95090606 ], [ 168.8478, -96899678 ], [ 169.3004, -98681115 ], [ 169.7531, -100432035 ], [ 170.2058, -102149417 ], [ 170.6585, -103830071 ], [ 171.1111, -105470584 ], [ 171.5638, -107067288 ], [ 172.0165, -108616206 ], [ 172.4692, -110113013 ], [ 172.9218, -111552993 ], [ 173.3745, -112930999 ], [ 173.8272, -114241422 ], [ 174.2799, -115478164 ], [ 174.7325, -116634619 ], [ 175.1852, -117703667 ], [ 175.6379, -118677681 ], [ 176.0906, -119548539 ], [ 176.5432, -120307662 ], [ 176.9959, -120946059 ], [ 177.4486, -121454387 ], [ 177.9013, -121823036 ], [ 178.3539, -122042218 ], [ 178.8066, -122102083 ], [ 179.2593, -121992833 ], [ 179.712, -121704868 ], [ 180.1646, -121228923 ], [ 180.6173, -120556226 ], [ 181.07, -119678652 ], [ 181.5227, -118588886 ], [ 181.9753, -117280576 ], [ 182.428, -115748483 ], [ 182.8807, -113988626 ], [ 183.3334, -111998407 ], [ 183.786, -109776721 ], [ 184.2387, -107324052 ], [ 184.6914, -104642536 ], [ 185.1441, -101736009 ], [ 185.5967, -98610021 ], [ 186.0494, -95271828 ], [ 186.5021, -91730355 ], [ 186.9548, -87996127 ], [ 187.4074, -84081178 ], [ 187.8601, -79998937 ], [ 188.3128, -75764085 ], [ 188.7655, -71392402 ], [ 189.2181, -66900588 ], [ 189.6708, -62306083 ], [ 190.1235, -57626867 ], [ 190.5762, -52881269 ], [ 191.0288, -48087765 ], [ 191.4815, -43264784 ], [ 191.9342, -38430528 ], [ 192.3869, -33602791 ], [ 192.8395, -28798802 ], [ 193.2922, -24035078 ], [ 193.7449, -19327303 ], [ 194.1976, -14690215 ], [ 194.6502, -10137523 ], [ 195.1029, -5681843 ], [ 195.5556, -1334646 ], [ 196.0083, 2893762 ], [ 196.4609, 6994252 ], [ 196.9136, 10958863 ], [ 197.3663, 14780777 ], [ 197.819, 18454285 ], [ 198.2716, 21974739 ], [ 198.7243, 25338496 ], [ 199.177, 28542852 ], [ 199.6297, 31585980 ], [ 200.0823, 34466853 ], [ 200.535, 37185179 ], [ 200.9877, 39741322 ], [ 201.4404, 42136238 ], [ 201.893, 44371406 ], [ 202.3457, 46448761 ], [ 202.7984, 48370640 ], [ 203.2511, 50139724 ], [ 203.7037, 51758987 ], [ 204.1564, 53231657 ], [ 204.6091, 54561168 ], [ 205.0618, 55751132 ], [ 205.5144, 56805308 ], [ 205.9671, 57727570 ], [ 206.4198, 58521892 ], [ 206.8725, 59192327 ], [ 207.3251, 59742989 ], [ 207.7778, 60178043 ], [ 208.2305, 60501693 ] ], "charm_0dte_curve": null, "charm_rest_curve": [ [ 153.9095, 23760848953 ], [ 154.3622, 24149394518 ], [ 154.8148, 24524170842 ], [ 155.2675, 24883157073 ], [ 155.7202, 25224153507 ], [ 156.1729, 25544793357 ], [ 156.6255, 25842558910 ], [ 157.0782, 26114801973 ], [ 157.5309, 26358768419 ], [ 157.9836, 26571626496 ], [ 158.4362, 26750498472 ], [ 158.8889, 26892495045 ], [ 159.3416, 26994751830 ], [ 159.7943, 27054467153 ], [ 160.2469, 27068940235 ], [ 160.6996, 27035608826 ], [ 161.1523, 26952085219 ], [ 161.605, 26816189605 ], [ 162.0576, 26625979639 ], [ 162.5103, 26379775166 ], [ 162.963, 26076177067 ], [ 163.4157, 25714079273 ], [ 163.8683, 25292673122 ], [ 164.321, 24811443379 ], [ 164.7737, 24270155428 ], [ 165.2264, 23668833384 ], [ 165.679, 23007729100 ], [ 166.1317, 22287282346 ], [ 166.5844, 21508072724 ], [ 167.0371, 20670764186 ], [ 167.4897, 19776043351 ], [ 167.9424, 18824553100 ], [ 168.3951, 17816823234 ], [ 168.8478, 16753200225 ], [ 169.3004, 15633778329 ], [ 169.7531, 14458334473 ], [ 170.2058, 13226269481 ], [ 170.6585, 11936558211 ], [ 171.1111, 10587711179 ], [ 171.5638, 9177750113 ], [ 172.0165, 7704199700 ], [ 172.4692, 6164097518 ], [ 172.9218, 4554023749 ], [ 173.3745, 2870151866 ], [ 173.8272, 1108320934 ], [ 174.2799, -735870409 ], [ 174.7325, -2666948865 ], [ 175.1852, -4689431555 ], [ 175.6379, -6807673205 ], [ 176.0906, -9025698135 ], [ 176.5432, -11347020374 ], [ 176.9959, -13774455913 ], [ 177.4486, -16309931639 ], [ 177.9013, -18954295986 ], [ 178.3539, -21707136665 ], [ 178.8066, -24566611076 ], [ 179.2593, -27529294992 ], [ 179.712, -30590055019 ], [ 180.1646, -33741949962 ], [ 180.6173, -36976165739 ], [ 181.07, -40281987751 ], [ 181.5227, -43646813738 ], [ 181.9753, -47056209125 ], [ 182.428, -50494005697 ], [ 182.8807, -53942443172 ], [ 183.3334, -57382351989 ], [ 183.786, -60793374304 ], [ 184.2387, -64154218974 ], [ 184.6914, -67442945159 ], [ 185.1441, -70637268204 ], [ 185.5967, -73714880648 ], [ 186.0494, -76653780674 ], [ 186.5021, -79432599957 ], [ 186.9548, -82030922875 ], [ 187.4074, -84429589225 ], [ 187.8601, -86610973133 ], [ 188.3128, -88559231539 ], [ 188.7655, -90260516636 ], [ 189.2181, -91703147751 ], [ 189.6708, -92877739438 ], [ 190.1235, -93777283893 ], [ 190.5762, -94397187167 ], [ 191.0288, -94735260014 ], [ 191.4815, -94791665478 ], [ 191.9342, -94568826449 ], [ 192.3869, -94071297438 ], [ 192.8395, -93305605587 ], [ 193.2922, -92280066552 ], [ 193.7449, -91004581209 ], [ 194.1976, -89490419352 ], [ 194.6502, -87749996406 ], [ 195.1029, -85796648984 ], [ 195.5556, -83644414644 ], [ 196.0083, -81307820635 ], [ 196.4609, -78801685752 ], [ 196.9136, -76140938636 ], [ 197.3663, -73340455082 ], [ 197.819, -70414916084 ], [ 198.2716, -67378687593 ], [ 198.7243, -64245722182 ], [ 199.177, -61029482206 ], [ 199.6297, -57742883408 ], [ 200.0823, -54398257485 ], [ 200.535, -51007331724 ], [ 200.9877, -47581223571 ], [ 201.4404, -44130447810 ], [ 201.893, -40664933967 ], [ 202.3457, -37194051577 ], [ 202.7984, -33726641039 ], [ 203.2511, -30271047924 ], [ 203.7037, -26835158841 ], [ 204.1564, -23426437171 ], [ 204.6091, -20051957252 ], [ 205.0618, -16718435879 ], [ 205.5144, -13432260247 ], [ 205.9671, -10199511720 ], [ 206.4198, -7025985067 ], [ 206.8725, -3917203021 ], [ 207.3251, -878426216 ], [ 207.7778, 2085341290 ], [ 208.2305, 4969350538 ] ], "vanna_0dte_curve": null, "vanna_rest_curve": [ [ 153.9095, -334555524 ], [ 154.3622, -339854167 ], [ 154.8148, -345028857 ], [ 155.2675, -350062091 ], [ 155.7202, -354935110 ], [ 156.1729, -359627956 ], [ 156.6255, -364119565 ], [ 157.0782, -368387876 ], [ 157.5309, -372409962 ], [ 157.9836, -376162193 ], [ 158.4362, -379620401 ], [ 158.8889, -382760081 ], [ 159.3416, -385556584 ], [ 159.7943, -387985338 ], [ 160.2469, -390022060 ], [ 160.6996, -391642966 ], [ 161.1523, -392824984 ], [ 161.605, -393545943 ], [ 162.0576, -393784747 ], [ 162.5103, -393521524 ], [ 162.963, -392737740 ], [ 163.4157, -391416281 ], [ 163.8683, -389541488 ], [ 164.321, -387099149 ], [ 164.7737, -384076443 ], [ 165.2264, -380461830 ], [ 165.679, -376244893 ], [ 166.1317, -371416132 ], [ 166.5844, -365966705 ], [ 167.0371, -359888136 ], [ 167.4897, -353171988 ], [ 167.9424, -345809500 ], [ 168.3951, -337791225 ], [ 168.8478, -329106652 ], [ 169.3004, -319743844 ], [ 169.7531, -309689104 ], [ 170.2058, -298926676 ], [ 170.6585, -287438505 ], [ 171.1111, -275204076 ], [ 171.5638, -262200331 ], [ 172.0165, -248401694 ], [ 172.4692, -233780217 ], [ 172.9218, -218305842 ], [ 173.3745, -201946802 ], [ 173.8272, -184670170 ], [ 174.2799, -166442532 ], [ 174.7325, -147230814 ], [ 175.1852, -127003229 ], [ 175.6379, -105730353 ], [ 176.0906, -83386291 ], [ 176.5432, -59949938 ], [ 176.9959, -35406281 ], [ 177.4486, -9747738 ], [ 177.9013, 17024521 ], [ 178.3539, 44899294 ], [ 178.8066, 73854154 ], [ 179.2593, 103854381 ], [ 179.712, 134852052 ], [ 180.1646, 166785341 ], [ 180.6173, 199578047 ], [ 181.07, 233139391 ], [ 181.5227, 267364100 ], [ 181.9753, 302132801 ], [ 182.428, 337312727 ], [ 182.8807, 372758737 ], [ 183.3334, 408314645 ], [ 183.786, 443814834 ], [ 184.2387, 479086127 ], [ 184.6914, 513949880 ], [ 185.1441, 548224256 ], [ 185.5967, 581726613 ], [ 186.0494, 614275975 ], [ 186.5021, 645695508 ], [ 186.9548, 675814944 ], [ 187.4074, 704472904 ], [ 187.8601, 731519052 ], [ 188.3128, 756816037 ], [ 188.7655, 780241183 ], [ 189.2181, 801687870 ], [ 189.6708, 821066615 ], [ 190.1235, 838305792 ], [ 190.5762, 853352031 ], [ 191.0288, 866170257 ], [ 191.4815, 876743411 ], [ 191.9342, 885071863 ], [ 192.3869, 891172549 ], [ 192.8395, 895077864 ], [ 193.2922, 896834356 ], [ 193.7449, 896501270 ], [ 194.1976, 894148969 ], [ 194.6502, 889857300 ], [ 195.1029, 883713930 ], [ 195.5556, 875812707 ], [ 196.0083, 866252072 ], [ 196.4609, 855133555 ], [ 196.9136, 842560395 ], [ 197.3663, 828636279 ], [ 197.819, 813464247 ], [ 198.2716, 797145738 ], [ 198.7243, 779779807 ], [ 199.177, 761462495 ], [ 199.6297, 742286359 ], [ 200.0823, 722340137 ], [ 200.535, 701708545 ], [ 200.9877, 680472195 ], [ 201.4404, 658707601 ], [ 201.893, 636487280 ], [ 202.3457, 613879902 ], [ 202.7984, 590950502 ], [ 203.2511, 567760717 ], [ 203.7037, 544369041 ], [ 204.1564, 520831083 ], [ 204.6091, 497199831 ], [ 205.0618, 473525886 ], [ 205.5144, 449857684 ], [ 205.9671, 426241689 ], [ 206.4198, 402722557 ], [ 206.8725, 379343266 ], [ 207.3251, 356145215 ], [ 207.7778, 333168292 ], [ 208.2305, 310450913 ] ] }, "late_clock": { "late_ts": null, "late_iso": null, "why": "this snapshot is already past 15:45 ET (or past 15 minutes before expiry) \u2014 a late-day reprice is not invented from a later clock", "rule": "15:45 America/New_York, or 15 minutes before the front expiry instant, whichever is sooner" }, "zero_dte_flow": { "is_position": false, "means": "Contracts traded TODAY in the same-day expiry. This is activity, not inventory. OCC open interest on a strike listed this morning is 0 all session; that 0 is real. Volume is never swapped in as a GEX weight.", "by_strike": [], "totals_in_band": { "call_vol": 0, "put_vol": 0, "vol": 0, "n": 0, "n_oi_zero": 0, "n_oi_zero_with_vol": 0, "n_oi_pos": 0, "vol_on_oi_zero": 0, "vol_on_oi_pos": 0, "vol_missing": 0, "oi_known": 0 }, "totals_all_0dte": { "call_vol": 0, "put_vol": 0, "vol": 0, "n": 0, "n_oi_zero_with_vol": 0, "note": "Includes same-day contracts outside the \u00b115% GEX band. In-band overlay can hide lotto prints; this total exists so they are not silent." }, "gap": { "oi_zero_with_vol": "Listed this morning, trading, no standing OI \u2014 the VolSignals 0DTE lines we cannot sign.", "oi_pos_with_vol": "Friday weeklies / leftover OI: inventory is in zero_dte_profile; this volume is still today's prints, not a second position.", "vol_missing": "day.volume not supplied (DATA_GAP). Distinct from vol=0 (NO_FLOW)." } }, "census": { "n_session": 132, "n_forward": 132, "n_0dte": 0, "xiv_used": 132, "xiv_missing": 57, "texp_missing": 0, "q_empty": 0, "rate_missing": 0, "xcharm_known": 132, "xcharm_missing": 57, "xvanna_known": 132, "xvanna_missing": 57, "why_excluded": "oi missing \u2192 not a position. oi=0 \u2192 no standing inventory (typical same-morning 0DTE). xiv empty \u2192 x-block unidentifiable, not filled from vendor iv. texp empty \u2192 tenor unknown, not replaced with the 1-day regime floor." }, "expiry_convention": "Remaining time is ACT/365.25 years from the snapshot clock to the banked texp INSTANT (AM 09:30 ET for SPX/NDX/RUT monthlies, PM 16:00 ET for ETFs, singles and weeklies). Same-day tenor is floored to 5 minutes so gamma stays finite. This is NOT the 1-day regime floor and NOT the archive's 12-hour x-block floor.", "estimator": "Black-Scholes gamma, vanna and charm from each contract's locally-solved xiv (never vendor iv), r and q from the snapshot header (same inputs as the x-block), sticky-strike, OI-weighted, calls +1 / puts -1. The xcharm/xvanna sums (at_spot.charm_x / vanna_x) use the chain's already-banked local greeks at A2C_TFLOOR and are NEVER fused with the repriced live-T curves. A disagreement between at_spot and at_spot.charm_x on 0DTE is information: the archive is pinned at ~12 hours all session.", "assumptions": "MODELLED, NOT MEASURED. Same signed book as the per-strike GEX chart (\u00b115% of spot, nearest 6 expiries, OI-only, never volume). Time remaining is the clock to the banked expiry instant, not a 1-day floor \u2014 so 0DTE gamma and charm into the close are visible here and hidden on the regime curve above (that curve keeps the 1-day floor so it stays comparable to the banked history). The late-day gamma slice is the SAME open-interest book with less time left \u2014 not a forecast of trades or of price. 0DTE contracts with oi=0 do not appear. The dealer-side sign is the usual convention (customers sell calls / buy puts) and is often wrong; VolSignals showed 20 of 36 large 0DTE lines carrying the wrong sign under it. Read the NUMBERS as concentrations; read the DIRECTION as an assumption.", "dealer_side_caveat": "WHICH SIDE ARE DEALERS ACTUALLY ON? These greeks cannot see it. Every sign here infers dealers long calls and short puts. When customers have been BUYING calls, dealers are short them and a \"long\" line is actually a short \u2014 the absorb/amplify label flips. Nothing on this page confirms the direction. VolSignals, 2026-08-31: 20 of 36 SPX 0DTE lines over 300 contracts carried the opposite sign under this convention.", "not_the_regime": "These numbers are not an input to verdict.regime / decay / pin / lean." } }, "regime": { "book": "forward", "has": true, "regime": "amplifying", "at_spot": -180263081, "flip": null, "flip_side": null, "flip_dist_pct": null, "spot": 181.07, "census": { "oi_used": 413084, "oi_missing_iv": 103, "n_session": 186, "n_forward": 186, "n_0dte": 0, "n_rest": 186 }, "assumptions": "MODELLED, NOT MEASURED. Each contract is repriced with Black-Scholes gamma while its implied vol and days-to-expiry are held FIXED and spot is hypothetically moved (a sticky-strike assumption); r=0; same-day options are floored to 1 day of time so their gamma stays finite (they are removed entirely on the forward book); the contract universe is identical to the per-strike chart (+/-15% of spot, nearest 6 expiries); OI-weighted, never volume; calls +1, puts -1, netted per contract.", "estimator": "Black-Scholes gamma from each contract's own implied vol \u2014 the same estimator family as this page's \"our own Black-Scholes solve\" figure (total_gex_x), never the vendor gamma and never fused with it." }, "position_greeks": { "book": "forward", "has": true, "spot": 181.07, "as_of": "2026-11-05T21:23:00+00:00", "src": "gamma/data/chain x-block + header texp/rate/q; OI-only; never volume", "T_floor_minutes": 5, "at_spot": { "gamma": -119678652, "gamma_0dte": null, "gamma_rest": -119678652, "charm": -40281987751, "charm_per_day": -110286072, "charm_0dte": null, "charm_rest": -40281987751, "vanna": 233139391, "vanna_per_volpt": 2331394, "vanna_0dte": null, "vanna_rest": 233139391, "charm_x": -40281988173, "vanna_x": 233139394 }, "hedge": { "charm": { "word": "buy", "per_day": -110286072, "say": "Time passing is forcing dealers to BUY the underlying to stay hedged (they are decaying into a shorter delta). Under the usual dealer-side convention only \u2014 if the convention is wrong, they sell instead." }, "vanna": { "word": "buy_if_iv_falls", "per_volpt": 2331394, "say": "If implied vol FALLS 1 point, dealers would have to BUY the underlying to stay hedged (and SELL if vol rises). Under the usual dealer-side convention only." } }, "charm_flip": 174.0993, "charm_flip_dist_pct": 3.85, "charm_flip_side": "above", "vanna_flip": 177.6134, "vanna_flip_dist_pct": 1.909, "vanna_flip_side": "above", "n_contracts": 132, "n_0dte": 0, "gamma_late": null, "gamma_late_0dte": null, "gamma_late_rest": null, "gamma_late_flip": null, "late_clock": { "late_ts": null, "late_iso": null, "why": "this snapshot is already past 15:45 ET (or past 15 minutes before expiry) \u2014 a late-day reprice is not invented from a later clock", "rule": "15:45 America/New_York, or 15 minutes before the front expiry instant, whichever is sooner" }, "zero_dte_flow": { "is_position": false, "means": "Contracts traded TODAY in the same-day expiry. This is activity, not inventory. OCC open interest on a strike listed this morning is 0 all session; that 0 is real. Volume is never swapped in as a GEX weight.", "by_strike": [], "totals_in_band": { "call_vol": 0, "put_vol": 0, "vol": 0, "n": 0, "n_oi_zero": 0, "n_oi_zero_with_vol": 0, "n_oi_pos": 0, "vol_on_oi_zero": 0, "vol_on_oi_pos": 0, "vol_missing": 0, "oi_known": 0 }, "totals_all_0dte": { "call_vol": 0, "put_vol": 0, "vol": 0, "n": 0, "n_oi_zero_with_vol": 0, "note": "Includes same-day contracts outside the \u00b115% GEX band. In-band overlay can hide lotto prints; this total exists so they are not silent." }, "gap": { "oi_zero_with_vol": "Listed this morning, trading, no standing OI \u2014 the VolSignals 0DTE lines we cannot sign.", "oi_pos_with_vol": "Friday weeklies / leftover OI: inventory is in zero_dte_profile; this volume is still today's prints, not a second position.", "vol_missing": "day.volume not supplied (DATA_GAP). Distinct from vol=0 (NO_FLOW)." } }, "census": { "n_session": 132, "n_forward": 132, "n_0dte": 0, "xiv_used": 132, "xiv_missing": 57, "texp_missing": 0, "q_empty": 0, "rate_missing": 0, "xcharm_known": 132, "xcharm_missing": 57, "xvanna_known": 132, "xvanna_missing": 57, "why_excluded": "oi missing \u2192 not a position. oi=0 \u2192 no standing inventory (typical same-morning 0DTE). xiv empty \u2192 x-block unidentifiable, not filled from vendor iv. texp empty \u2192 tenor unknown, not replaced with the 1-day regime floor." }, "assumptions": "MODELLED, NOT MEASURED. Same signed book as the per-strike GEX chart (\u00b115% of spot, nearest 6 expiries, OI-only, never volume). Time remaining is the clock to the banked expiry instant, not a 1-day floor \u2014 so 0DTE gamma and charm into the close are visible here and hidden on the regime curve above (that curve keeps the 1-day floor so it stays comparable to the banked history). The late-day gamma slice is the SAME open-interest book with less time left \u2014 not a forecast of trades or of price. 0DTE contracts with oi=0 do not appear. The dealer-side sign is the usual convention (customers sell calls / buy puts) and is often wrong; VolSignals showed 20 of 36 large 0DTE lines carrying the wrong sign under it. Read the NUMBERS as concentrations; read the DIRECTION as an assumption.", "estimator": "Black-Scholes gamma, vanna and charm from each contract's locally-solved xiv (never vendor iv), r and q from the snapshot header (same inputs as the x-block), sticky-strike, OI-weighted, calls +1 / puts -1. The xcharm/xvanna sums (at_spot.charm_x / vanna_x) use the chain's already-banked local greeks at A2C_TFLOOR and are NEVER fused with the repriced live-T curves. A disagreement between at_spot and at_spot.charm_x on 0DTE is information: the archive is pinned at ~12 hours all session.", "expiry_convention": "Remaining time is ACT/365.25 years from the snapshot clock to the banked texp INSTANT (AM 09:30 ET for SPX/NDX/RUT monthlies, PM 16:00 ET for ETFs, singles and weeklies). Same-day tenor is floored to 5 minutes so gamma stays finite. This is NOT the 1-day regime floor and NOT the archive's 12-hour x-block floor.", "dealer_side_caveat": "WHICH SIDE ARE DEALERS ACTUALLY ON? These greeks cannot see it. Every sign here infers dealers long calls and short puts. When customers have been BUYING calls, dealers are short them and a \"long\" line is actually a short \u2014 the absorb/amplify label flips. Nothing on this page confirms the direction. VolSignals, 2026-08-31: 20 of 36 SPX 0DTE lines over 300 contracts carried the opposite sign under this convention.", "not_the_regime": "These numbers are not an input to verdict.regime / decay / pin / lean.", "unit_gamma": "dealer gamma, dollars per 1% move \u2014 time-aware T from texp, NOT the 1-day-floor regime curve", "unit_charm": "dealer dollar-delta per year (divide by 365.25 for per calendar day)", "unit_vanna": "dealer dollar-delta per 1.00 vol (divide by 100 for per vol-point)" }, "charm_field": { "v": 1, "has": true, "why": null, "sym": "NVDA", "as_of": "2026-11-05T21:23:00+00:00", "ts": 1793913780, "spot": 181.07, "book": "forward", "clock": { "session": "2026-11-06", "from_iso": "2026-11-06T14:30:00Z", "to_iso": "2026-11-06T21:00:00Z", "step_min": 5, "steps": 79, "expiry_instant_iso": "2026-11-06T21:00:00Z", "early_close": false, "holiday_source": "https://www.nyse.com/trade/hours-calendars", "holiday_calendar_ok": true }, "levels": [ 177.5, 178, 178.5, 179, 179.5, 180, 180.5, 181, 181.5, 182, 182.5, 183, 183.5, 184, 184.5 ], "level_step": 0.5, "times": [ 1793975400, 1793975700, 1793976000, 1793976300, 1793976600, 1793976900, 1793977200, 1793977500, 1793977800, 1793978100, 1793978400, 1793978700, 1793979000, 1793979300, 1793979600, 1793979900, 1793980200, 1793980500, 1793980800, 1793981100, 1793981400, 1793981700, 1793982000, 1793982300, 1793982600, 1793982900, 1793983200, 1793983500, 1793983800, 1793984100, 1793984400, 1793984700, 1793985000, 1793985300, 1793985600, 1793985900, 1793986200, 1793986500, 1793986800, 1793987100, 1793987400, 1793987700, 1793988000, 1793988300, 1793988600, 1793988900, 1793989200, 1793989500, 1793989800, 1793990100, 1793990400, 1793990700, 1793991000, 1793991300, 1793991600, 1793991900, 1793992200, 1793992500, 1793992800, 1793993100, 1793993400, 1793993700, 1793994000, 1793994300, 1793994600, 1793994900, 1793995200, 1793995500, 1793995800, 1793996100, 1793996400, 1793996700, 1793997000, 1793997300, 1793997600, 1793997900, 1793998200, 1793998500, 1793998800 ], "dollar_per_5m": [ [ -109441.12, -90972.34, -72053, -54864.64, -41780.61, -35247.22, -37638.19, -51090.99, -77337, -117540, -172158.93, -240850.22, -322423.3, -414859.06, -515396.31 ], [ -111214.01, -91851.39, -71921.31, -53646.27, -39452.53, -31849.32, -33279.71, -45951.73, -71662.02, -111627.37, -166340.73, -235467.99, -317799.88, -411269.37, -513040.11 ], [ -113053.03, -92780.5, -71819.28, -52433.13, -37102.08, -28399.86, -28841.13, -40707.18, -65862.84, -105580.64, -160389.71, -229966.61, -313083.26, -407623.28, -510672.31 ], [ -114959.65, -93760.99, -71747.95, -51225.76, -34729.08, -24897.73, -24320.23, -35353.97, -59935.04, -99394.66, -154300.46, -224340.96, -308269.32, -403918.28, -508292.49 ], [ -116935.38, -94794.23, -71708.4, -50024.77, -32333.43, -21341.83, -19714.75, -29888.62, -53874.05, -93064.05, -148067.26, -218585.63, -303353.64, -400151.6, -505900.13 ], [ -118981.73, -95881.61, -71701.78, -48830.85, -29915.05, -17731.12, -15022.44, -24307.58, -47675.12, -86583.17, -141684.09, -212694.91, -298331.5, -396320.27, -503494.53 ], [ -121100.2, -97024.55, -71729.29, -47644.73, -27473.99, -14064.58, -10241.02, -18607.23, -41333.33, -79946.13, -135144.63, -206662.69, -293197.85, -392421, -501074.86 ], [ -123292.32, -98224.49, -71792.18, -46467.25, -25010.33, -10341.28, -5368.24, -12783.84, -34843.61, -73146.78, -128442.2, -200482.53, -287947.27, -388450.27, -498640.1 ], [ -125559.6, -99482.93, -71891.75, -45299.32, -22524.26, -6560.32, -401.85, -6833.64, -28200.68, -66178.7, -121569.79, -194147.58, -282573.98, -384404.19, -496189.05 ], [ -127903.57, -100801.35, -72029.37, -44141.93, -20016.09, -2720.93, 4660.38, -752.79, -21399.13, -59035.19, -114519.99, -187650.56, -277071.77, -380278.57, -493720.29 ], [ -130325.71, -102181.27, -72206.48, -42996.19, -17486.2, 1177.61, 9820.61, 5462.58, -14433.37, -51709.25, -107285.04, -180983.77, -271434, -376068.84, -491232.18 ], [ -132827.53, -103624.25, -72424.57, -41863.28, -14935.14, 5135.88, 15080.98, 11816.42, -7297.63, -44193.6, -99856.73, -174139.01, -265653.56, -371770.04, -488722.83 ], [ -135410.49, -105131.82, -72685.18, -40744.51, -12363.56, 9154.34, 20443.52, 18312.68, 13.99, -36480.63, -92226.44, -167107.62, -259722.85, -367376.79, -486190.05 ], [ -138076.04, -106705.55, -72989.93, -39641.3, -9772.27, 13233.29, 25910.18, 24955.32, 7507.59, -28562.44, -84385.1, -159880.35, -253633.69, -362883.22, -483631.36 ], [ -140825.57, -108347, -73340.47, -38555.18, -7162.26, 17372.89, 31482.81, 31748.31, 15189.39, -20430.8, -76323.18, -152447.42, -247377.35, -358283, -481043.96 ], [ -143660.46, -110057.71, -73738.52, -37487.8, -4534.66, 21573.09, 37163.1, 38695.58, 23065.75, -12077.13, -68030.62, -144798.43, -240944.48, -353569.24, -478424.68 ], [ -146582.01, -111839.24, -74185.86, -36440.94, -1890.82, 25833.64, 42952.59, 45801.02, 31143.18, -3492.56, -59496.87, -136922.35, -234325.04, -348734.45, -475769.93 ], [ -149591.48, -113693.07, -74684.28, -35416.52, 767.72, 30154.05, 48852.6, 53068.44, 39428.27, 5332.15, -50710.81, -128807.45, -227508.27, -343770.53, -473075.72 ], [ -152690.06, -115620.7, -75235.62, -34416.56, 3439.21, 34533.57, 54864.25, 60501.55, 47927.74, 14406.57, -41660.77, -120441.26, -220482.65, -338668.68, -470337.57 ], [ -155878.86, -117623.54, -75841.75, -33443.21, 6121.66, 38971.17, 60988.37, 68103.9, 56648.36, 23740.61, -32334.47, -111810.54, -213235.8, -333419.35, -467550.49 ], [ -159158.9, -119702.93, -76504.51, -32498.76, 8812.86, 43465.49, 67225.5, 75878.89, 65596.97, 33344.53, -22719.01, -102901.23, -205754.45, -328012.19, -464708.93 ], [ -162531.12, -121860.16, -77225.75, -31585.57, 11510.33, 48014.83, 73575.83, 83829.66, 74780.41, 43228.92, -12800.83, -93698.34, -198024.34, -322435.96, -461806.69 ], [ -165996.37, -124096.37, -78007.27, -30706.13, 14211.35, 52617.12, 80039.13, 91959.09, 84205.5, 53404.69, -2565.68, -84185.96, -190030.15, -316678.45, -458836.94 ], [ -169555.36, -126412.6, -78850.81, -29862.97, 16912.95, 57269.87, 86614.73, 100269.71, 93878.99, 63883.07, 8001.4, -74347.15, -181755.43, -310726.41, -455792.08 ], [ -173208.72, -128809.72, -79758, -29058.7, 19611.88, 61970.15, 93301.45, 108763.64, 103807.53, 74675.59, 18916.11, -64163.87, -173182.46, -304565.43, -452663.71 ], [ -176956.98, -131288.42, -80730.31, -28295.91, 22304.67, 66714.56, 100097.53, 117442.52, 113997.54, 85794.05, 30194.92, -53616.89, -164292.17, -298179.85, -449442.5 ], [ -180800.53, -133849.16, -81769, -27577.17, 24987.6, 71499.2, 107000.55, 126307.38, 124455.21, 97250.5, 41855.12, -42685.74, -155064.01, -291552.6, -446118.19 ], [ -184739.7, -136492.17, -82875.09, -26904.93, 27656.77, 76319.64, 114007.36, 135358.59, 135186.36, 109057.16, 53914.83, -31348.57, -145475.79, -284665.12, -442679.38 ], [ -188774.71, -139217.34, -84049.22, -26281.47, 30308.08, 81170.9, 121113.99, 144595.69, 146196.34, 121226.43, 66393, -19582.09, -135503.56, -277497.13, -439113.5 ], [ -192905.76, -142024.24, -85291.58, -25708.79, 32937.36, 86047.4, 128315.56, 154017.28, 157489.89, 133770.74, 79309.5, -7361.38, -125121.41, -270026.5, -435406.61 ], [ -197132.99, -144912.04, -86601.83, -25188.47, 35540.39, 90943, 135606.16, 163620.85, 169070.99, 146702.52, 92685.07, 5340.17, -114301.26, -262229, -431543.31 ], [ -201456.62, -147879.44, -87978.88, -24721.53, 38113.02, 95850.96, 142978.76, 173402.56, 180942.68, 160034.07, 106541.39, 18551.01, -103012.66, -254078.1, -427506.51 ], [ -205876.93, -150924.63, -89420.81, -24308.22, 40651.33, 100763.98, 150425.05, 183357.08, 193106.8, 173777.39, 120901.04, 32301.65, -91222.49, -245544.65, -423277.27 ], [ -210394.44, -154045.2, -90924.6, -23947.81, 43151.76, 105674.2, 157935.32, 193477.26, 205563.73, 187944.04, 135787.53, 46624.78, -78894.68, -236596.6, -418834.51 ], [ -215009.97, -157238.05, -92485.94, -23638.23, 45611.4, 110573.27, 165498.33, 203753.9, 218312.09, 202544.88, 151225.24, 61555.49, -65989.85, -227198.56, -414154.82 ], [ -219724.82, -160499.34, -94098.88, -23375.75, 48028.21, 115452.43, 173101.1, 214175.33, 231348.27, 217589.84, 167239.43, 77131.5, -52464.89, -217311.43, -409212.05 ], [ -224541, -163824.36, -95755.53, -23154.51, 50401.46, 120302.65, 180728.74, 224727.04, 244666.01, 233087.51, 183856.14, 93393.41, -38272.5, -206891.82, -403976.97 ], [ -229461.45, -167207.42, -97445.61, -22965.96, 52732.12, 125114.75, 188364.29, 235391.17, 258255.82, 249044.77, 201102.13, 110385, -23360.63, -195891.45, -398416.85 ], [ -234490.43, -170641.73, -99155.95, -22798.15, 55023.51, 129879.7, 195988.43, 246145.92, 272104.19, 265466.21, 219004.72, 128153.55, -7671.79, -184256.43, -392494.87 ], [ -239633.86, -174119.29, -100869.83, -22634.92, 57281.97, 134588.87, 203579.31, 256964.85, 286192.85, 282353.51, 237591.63, 146750.24, 8857.71, -171926.36, -386169.52 ], [ -244899.91, -177630.69, -102566.3, -22454.84, 59517.8, 139234.45, 211112.23, 267816.09, 300497.63, 299704.61, 256890.74, 166230.55, 26298.68, -158833.32, -379393.87 ], [ -250299.61, -181164.94, -104219.21, -22229.97, 61746.35, 143810, 218559.37, 278661.29, 314987.23, 317512.68, 276929.76, 186654.8, 44730.22, -144900.58, -372114.63 ], [ -255847.64, -184709.29, -105796.14, -21924.26, 63989.43, 148311.06, 225889.47, 289454.49, 329621.68, 335764.9, 297735.82, 208088.75, 64240.99, -130041.12, -364271.09 ], [ -261563.33, -188248.94, -107257.04, -21491.71, 66277.02, 152736.04, 233067.43, 300140.67, 344350.43, 354440.9, 319334.95, 230604.28, 84930.88, -114155.75, -355793.84 ], [ -267471.84, -191766.75, -108552.6, -20873.98, 68649.36, 157087.25, 240053.94, 310654.01, 359110.05, 373510.86, 341751.39, 254280.23, 106912.93, -97130.95, -346603.19 ], [ -273605.62, -195242.87, -109622.22, -19997.59, 71159.56, 161372.26, 246804.98, 320915.85, 373821.42, 392933.13, 365006.7, 279203.36, 130315.73, -78836.15, -336607.31 ], [ -280006.14, -198654.23, -110391.58, -18770.41, 73876.76, 165605.49, 253271.29, 330832.12, 388386.25, 412651.35, 389118.69, 305469.59, 155286.3, -59120.39, -325699.94 ], [ -286726.05, -201973.93, -110769.57, -17077.43, 76890.02, 169810.3, 259397.73, 340290.35, 402682.88, 432590.85, 414100.02, 333185.37, 181993.68, -37808.35, -313757.7 ], [ -293831.67, -205170.38, -110644.56, -14775.47, 80313.07, 174021.4, 265122.51, 349155.91, 416561.1, 452654.2, 439956.48, 362469.45, 210633.3, -14695.31, -300636.69 ], [ -301405.97, -208206.18, -109879.73, -11686.89, 84290.04, 178287.89, 270376.3, 357267.5, 429835.86, 472715.79, 466684.79, 393455.02, 241432.36, 10458.9, -286168.53 ], [ -309552.14, -211036.56, -108307.27, -7591.72, 89002.43, 182676.81, 275081.08, 364431.66, 442279.47, 492615.09, 494269.97, 426292.25, 274656.54, 37937.53, -270155.38 ], [ -318397.58, -213607.2, -105721.14, -2218.12, 94677.53, 187277.51, 279148.73, 370416.05, 453612.29, 512148.45, 522681.92, 461151.53, 310618.25, 68076.24, -252364.01 ], [ -328098.68, -215851.19, -101867.95, 4769.25, 101598.5, 192206.56, 282479.15, 374941.34, 463491.16, 531058.99, 551871.28, 498227.35, 349686.94, 101274.77, -232518.44 ], [ -338846.04, -217684.81, -96435.47, 13783.49, 110116.39, 197613.64, 284957.89, 377671.26, 471495.58, 549024.23, 581764.26, 537743.12, 392301.92, 138011.47, -210290.95 ], [ -350870.3, -219001.52, -89038.05, 25332.88, 120664.32, 203688, 286452.94, 378200.59, 477110.88, 565641.17, 612256.18, 579956.99, 438988.23, 178861.48, -185291 ], [ -364448.39, -219663.47, -79198.07, 40042.13, 133774.24, 210665.63, 286810.37, 376040.69, 479708.17, 580407.99, 643203.48, 625168.9, 490376.47, 224519.56, -157051.46 ], [ -379909.91, -219489.56, -66322.13, 58678.26, 150096.13, 218836.62, 285848.43, 370601.98, 478520.4, 592702.24, 674413.66, 673728.98, 547227.34, 275828.79, -125011.38 ], [ -397643.21, -218238.61, -49670.43, 82182.26, 170420.09, 228552.3, 283349.23, 361173.13, 472614.44, 601754.68, 705632.67, 726047.21, 610462.06, 333816.94, -88494.24 ], [ -418100.56, -215585.73, -28317.21, 111707.69, 195700.93, 240230.82, 279047.13, 346896.37, 460858.85, 606618.57, 736528.94, 782604.16, 681199.69, 399742.6, -46680.06 ], [ -441801.27, -211089.19, -1099.2, 148667.9, 227084.97, 254359.7, 272612.05, 326738.54, 441887.88, 606134.13, 766673, 843962.11, 760802.73, 475154.24, 1430.99 ], [ -469331.39, -204144.43, 33451.53, 194793.91, 265938.19, 271492.26, 263625.4, 299457.68, 414062.89, 598888.78, 795511.04, 910774.6, 850931.89, 561966.09, 57067.1 ], [ -501337.91, -193920.61, 77195.59, 252205.85, 313874.4, 292233.44, 251544.62, 263564.96, 375434.08, 583174.73, 822330.63, 983791.34, 953610.41, 662556.58, 121751.14 ], [ -538514.55, -179274, 132501.67, 323501.77, 372781.46, 317208.25, 235650.08, 217282, 323708.03, 556948, 846215.25, 1063851.63, 1071297.14, 779897.34, 197394.24 ], [ -581575.5, -158631.71, 202397.66, 411869.85, 444843.38, 347002.19, 214964.07, 158493.38, 256231.14, 517797.28, 865983.98, 1151854.48, 1206963.75, 917724.35, 286432.39 ], [ -631212.07, -129839.01, 290767.25, 521232.71, 532557.06, 382058.66, 188124.46, 84693.07, 170006.57, 462939.39, 880111.03, 1248683.17, 1364165.64, 1080768.64, 392033.08 ], [ -688024.89, -89966.23, 402601.59, 656438.42, 638746.02, 422511.52, 153183, -7080.68, 61774.76, 389274.19, 886619.26, 1355044.07, 1547082.33, 1275073.33, 518419.91 ], [ -752421.15, -35079.28, 544310.78, 823521.63, 766584.98, 467924.66, 107275.15, -120337.83, -71791.92, 293562.33, 882943.15, 1471146.03, 1760477.09, 1508440.18, 671401.94 ], [ -824457.08, 39999.32, 724082.75, 1030075.08, 919677.56, 516904.1, 46065.21, -259299.6, -233695.89, 172849.84, 865763.99, 1596083.55, 2009471.92, 1791078.5, 859268.7 ], [ -903586.08, 141858.03, 952228.33, 1285801.35, 1102297.28, 566552.32, -37212.37, -429238.27, -425882.48, 25383.47, 830843.14, 1726666.4, 2298925.63, 2136585.3, 1094358.69 ], [ -988223, 278384.04, 1241330.24, 1603372.47, 1320059.73, 611761.53, -153458.52, -637244.48, -647934.9, -147497.35, 772942.08, 1855201.18, 2631977.04, 2563499.69, 1395905.62 ], [ -1074918.74, 457865.35, 1605719.9, 1999844.46, 1581656.21, 644429.19, -320841.94, -893988.94, -894796.85, -337516.01, 686071.7, 1965257.44, 3006838.64, 3097915.13, 1795388.58 ], [ -1156678.9, 686109.13, 2059117.98, 2499143.23, 1903116.55, 652882.94, -570768.59, -1217712.87, -1152800.78, -521703.88, 564669.97, 2023507.02, 3409892.87, 3778155.33, 2346967.59 ], [ -1219438.72, 958798.19, 2607685.24, 3136763.61, 2318037.21, 622219.71, -959790.26, -1643017.83, -1392527.69, -646887.34, 407057.12, 1963924.11, 3800847.1, 4663617.84, 3148708.79 ], [ -1234927.08, 1243001.92, 3232094.08, 3969136.68, 2902022.83, 537052.68, -1594858.73, -2239493.01, -1554788.18, -599314.04, 223750.63, 1657764, 4080468.99, 5851764.78, 4388144.87 ], [ -1148492.64, 1437181.25, 3843728.33, 5091400.48, 3832557.57, 389771.38, -2691761.45, -3148951.48, -1518061.3, -148336.85, 53204.13, 861454.15, 4019559.45, 7507022.31, 6448397.26 ], [ -872183.26, 1311042.64, 4177590.63, 6654854.03, 5550383.23, 200928.15, -4729878.6, -4648272.87, -1007896.38, 1145716.28, -26923.36, -847173.32, 3107262.57, 9872454.51, 10192435.76 ], [ -367583.82, 591993.73, 3521826.7, 8709889.38, 9328798.81, 53868.59, -8978467.57, -7118572.24, 623154.46, 4057980.67, 19818.28, -4067775.03, 363852.19, 12895012.18, 17933420.42 ], [ -5888.27, -54312.79, 709195.59, 8719268.54, 20501094.01, 38640.43, -20509472.84, -8527779.2, 3372177.07, 10408070.68, 4096.49, -10402524.96, -3499254.5, 11744636.59, 38195917.22 ], [ -5869.24, -54295.34, 709211.25, 8719282.19, 20501105.43, 38649.41, -20509466.52, -8527775.73, 3372177.48, 10408067.86, 4090.27, -10402534.73, -3499267.96, 11744619.34, 38195896.09 ] ], "es_per_5m": null, "flip_by_time": [ null, null, null, null, null, null, null, null, null, 180.9305, 181.1373, 181.3091, 181.5002, 181.6041, 181.7132, 181.8282, 181.9496, 182.0476, 182.1285, 182.2117, 182.2974, 182.3858, 182.4771, 182.5486, 182.6138, 182.6801, 182.7475, 182.8162, 182.8861, 179.2192, 179.2074, 179.1967, 179.1871, 179.1784, 179.1707, 179.1637, 179.1574, 179.1517, 179.1465, 179.1416, 179.137, 179.1324, 179.1276, 179.1224, 179.1166, 179.1097, 179.1013, 179.0909, 179.0777, 179.0609, 179.0393, 179.0114, 178.9776, 178.9375, 178.8893, 178.8321, 178.7653, 178.6884, 178.6011, 178.5037, 178.4296, 178.3576, 178.2875, 178.2197, 178.1543, 181.0514, 180.7357, 180.5754, 180.4692, 180.3997, 180.3338, 180.2668, 180.1967, 180.126, 180.0632, 181.734, 181.4598, 181.3583, 181.3583 ], "pockets": [ { "from_ts": 1793994900, "to_ts": 1793998800, "lo": 180.5, "hi": 182, "n_cells": 41, "word": "buy", "peak_dollar_per_5m": -20509472.84, "peak_ts": 1793998500, "peak_level": 180.5, "lines": [ { "k": 180, "expiry": "2026-11-06", "type": "put", "oi": 10750, "contrib": -3771142.92 }, { "k": 182.5, "expiry": "2026-11-06", "type": "put", "oi": 4830, "contrib": 1731190.46 }, { "k": 180, "expiry": "2026-11-06", "type": "call", "oi": 1406, "contrib": 508044.75 } ], "centre_ts": 1793997000, "centre_level": 181.5 }, { "from_ts": 1793997900, "to_ts": 1793998800, "lo": 182.5, "hi": 183.5, "n_cells": 7, "word": "buy", "peak_dollar_per_5m": -10402534.73, "peak_ts": 1793998800, "peak_level": 183, "lines": [ { "k": 182.5, "expiry": "2026-11-06", "type": "put", "oi": 4830, "contrib": -10657541.88 }, { "k": 182.5, "expiry": "2026-11-06", "type": "call", "oi": 135, "contrib": 284113.95 }, { "k": 185, "expiry": "2026-11-06", "type": "put", "oi": 17457, "contrib": 16595.75 } ], "centre_ts": 1793998500, "centre_level": 183 }, { "from_ts": 1793994900, "to_ts": 1793998800, "lo": 177.5, "hi": 178, "n_cells": 18, "word": "buy", "peak_dollar_per_5m": -1234927.08, "peak_ts": 1793997300, "peak_level": 177.5, "lines": [ { "k": 180, "expiry": "2026-11-06", "type": "put", "oi": 10750, "contrib": 2842274.17 }, { "k": 175, "expiry": "2026-11-06", "type": "put", "oi": 13808, "contrib": -1427178.79 }, { "k": 180, "expiry": "2026-11-06", "type": "call", "oi": 1406, "contrib": -476604.36 } ], "centre_ts": 1793997000, "centre_level": 178 }, { "from_ts": 1793984100, "to_ts": 1793992800, "lo": 183, "hi": 184.5, "n_cells": 61, "word": "buy", "peak_dollar_per_5m": -435406.61, "peak_ts": 1793984100, "peak_level": 184.5, "lines": [ { "k": 185, "expiry": "2026-11-06", "type": "put", "oi": 17457, "contrib": 678664.26 }, { "k": 180, "expiry": "2026-11-06", "type": "put", "oi": 10750, "contrib": -626988.04 }, { "k": 182.5, "expiry": "2026-11-06", "type": "put", "oi": 4830, "contrib": -233132.96 } ], "centre_ts": 1793988600, "centre_level": 184 }, { "from_ts": 1793980500, "to_ts": 1793983800, "lo": 177.5, "hi": 179, "n_cells": 48, "word": "buy", "peak_dollar_per_5m": -188774.71, "peak_ts": 1793983800, "peak_level": 177.5, "lines": [ { "k": 175, "expiry": "2026-11-06", "type": "put", "oi": 13808, "contrib": -519314.56 }, { "k": 185, "expiry": "2026-11-06", "type": "put", "oi": 17457, "contrib": 333364.92 }, { "k": 170, "expiry": "2026-11-06", "type": "put", "oi": 17219, "contrib": -290257.9 } ], "centre_ts": 1793982300, "centre_level": 178.5 }, { "from_ts": 1793978100, "to_ts": 1793980200, "lo": 180, "hi": 181.5, "n_cells": 27, "word": "sell", "peak_dollar_per_5m": 45801.02, "peak_ts": 1793980200, "peak_level": 181, "lines": [ { "k": 185, "expiry": "2026-11-06", "type": "put", "oi": 17457, "contrib": 595428.19 }, { "k": 175, "expiry": "2026-11-06", "type": "put", "oi": 13808, "contrib": -402142.94 }, { "k": 180, "expiry": "2026-11-06", "type": "put", "oi": 10750, "contrib": -132484.73 } ], "centre_ts": 1793979300, "centre_level": 181 } ], "next_60m_at_spot": { "level": 181, "steps": 12, "dollar": -248998.57, "es": null, "word": "buy", "from_iso": "2026-11-06T14:30:00Z", "to_iso": "2026-11-06T15:25:00Z" }, "es_liquidity_context": null, "units": { "dollar_per_5m": "dealer dollar-delta the hedge must trade over ONE 5-minute step at that level, with the index standing still: the same charm sum as the panel above (dollar-delta per year) x 5/525960.", "es_per_5m": "dollar_per_5m divided by (that index level expressed in the paired future x the future's contract multiplier). The index-to-future conversion is the page's existing anchor ratio (futures.php) and is applied when this payload is READ, not when it is banked, so it always uses the live front month.", "sign": "negative = dealers BUY under the convention; positive = they SELL", "word": "\"buy\" / \"sell\" is the word for the sign above. next_60m_at_spot.word is \"flat\" only when the 60-minute sum is exactly zero or unavailable \u2014 no size threshold is invented for it.", "level_step": "0.5 dollars \u2014 the level axis is snapped to whole steps. The regime curve's own grid is coarser than this across +/-2%." }, "pocket_rule": "A POCKET is a run of cells whose sign DISAGREES with the sign of the band around them.\n\n Definition, operational, so the reader and the pa dashboard mean the same thing by the word:\n 1. In each time column the levels are split at that column's flip (the whole column if there\n is no flip inside the grid).\n 2. Each side's BAND SIGN is the sign held by most of that side's cells (ties go to the sign of\n the side's sum).\n 3. A cell is a candidate when its own sign is non-zero and differs from its side's band sign.\n 4. Candidates touching each other in time or in level (4-neighbour) form one pocket.\n 5. A pocket is kept only if it spans at least min_t time steps and min_l levels.", "method": "The charm sum of the forward book, evaluated on a grid instead of at one instant. For each cell (t, S) every contract is repriced with remaining time from t to its OWN banked expiry instant (ACT/365.25, floored to 5 minutes) and with spot held at S; its implied vol, strike, open interest, r and q are unchanged (sticky-strike, exactly as the panel above). A contract whose expiry instant has already passed at t is EXCLUDED from that column and counted (census.expired_at_last_step) \u2014 never floored into a position that no longer exists. Volume is never used. This is a picture of the SAME open interest with less time left, not a forecast of trades or of price.", "assumptions": "MODELLED, NOT MEASURED. Same signed book as the per-strike GEX chart (\u00b115% of spot, nearest 6 expiries, OI-only, never volume). Time remaining is the clock to the banked expiry instant, not a 1-day floor \u2014 so 0DTE gamma and charm into the close are visible here and hidden on the regime curve above (that curve keeps the 1-day floor so it stays comparable to the banked history). The late-day gamma slice is the SAME open-interest book with less time left \u2014 not a forecast of trades or of price. 0DTE contracts with oi=0 do not appear. The dealer-side sign is the usual convention (customers sell calls / buy puts) and is often wrong; VolSignals showed 20 of 36 large 0DTE lines carrying the wrong sign under it. Read the NUMBERS as concentrations; read the DIRECTION as an assumption.", "dealer_side_caveat": "WHICH SIDE ARE DEALERS ACTUALLY ON? These greeks cannot see it. Every sign here infers dealers long calls and short puts. When customers have been BUYING calls, dealers are short them and a \"long\" line is actually a short \u2014 the absorb/amplify label flips. Nothing on this page confirms the direction. VolSignals, 2026-08-31: 20 of 36 SPX 0DTE lines over 300 contracts carried the opposite sign under this convention.", "not_the_regime": "These numbers are not an input to verdict.regime / decay / pin / lean.", "census": { "n_contracts": 132, "n_used_max": 132, "expired_at_last_step": 0, "cells": 1185, "kernel_vs_pg_charm_rel_err": 6.10021870014824e-13 }, "n_contracts": 132, "compute_ms": 51, "book_note": "The session has closed, so this field is built on the FORWARD book \u2014 the contracts that still exist for the session it describes.", "es_why": "this root has no paired future on this page (futures.php pairs ES to SPY/SPX, NQ to QQQ, RTY to IWM and nothing to single names or VIX)" }, "conventional_levels": { "band_pct": 2, "premise": "Dealers are assumed LONG calls and SHORT puts (customers buy puts / sell calls). That is a convention, not a measurement. VolSignals, 2026-08-31, on SPX 0DTE: 20 of 36 lines with >300 contracts had the OPPOSITE sign. When the convention is wrong, every label below flips: an amplifier absorbs, an absorber amplifies.", "amplifiers": [ { "level": 180, "rank": 1, "gex": -22295340.751187593, "net_oi": -23145, "call_oi": 1682, "put_oi": 24827, "dist_pct": -0.5909316838791591, "dist_pts": -1.0699999999999932, "role": "amplifier", "does": "Under the usual assumption that dealers are short gamma here, hedging would AMPLIFY a move through this strike. We cannot see who is actually short. If customers bought these options, dealers are short and this behaves as a test; if the convention is wrong, it absorbs instead." }, { "level": 182.5, "rank": 2, "gex": -7310263.127414829, "net_oi": -5865, "call_oi": 148, "put_oi": 6013, "dist_pct": 0.7897498205114083, "dist_pts": 1.4300000000000068, "role": "amplifier", "does": "Under the usual assumption that dealers are short gamma here, hedging would AMPLIFY a move through this strike. We cannot see who is actually short. If customers bought these options, dealers are short and this behaves as a test; if the convention is wrong, it absorbs instead." }, { "level": 177.5, "rank": 3, "gex": -544266.4398779599, "net_oi": -883, "call_oi": 0, "put_oi": 883, "dist_pct": -1.9716131882697263, "dist_pts": -3.569999999999993, "role": "amplifier", "does": "Under the usual assumption that dealers are short gamma here, hedging would AMPLIFY a move through this strike. We cannot see who is actually short. If customers bought these options, dealers are short and this behaves as a test; if the convention is wrong, it absorbs instead." } ], "absorbers": [], "book": "forward", "as_of": "2026-11-05T21:23:00+00:00", "src": "per-strike OI-weighted dollar gamma, same snapshot as the walls; dealer-side sign is a convention" }, "snapshots": [ { "atm_iv_session": 0.6891499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.6891499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793887680, "iso": "2026-11-05T14:08:00+00:00", "phase": "pre_open", "spot": 197.2, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4264, "in_band": 262, "oi_known": 262, "oi_missing": 0, "oi_zero": 21, "g_vendor": 262, "g_x": 83, "used": 262, "g_iv": 0, "g_vendor_fallback": 262, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 83, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793825999, "vendor_iso": "2026-11-04T20:59:59Z", "vendor_age_s": 61681, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793887680, "n_strikes": 23, "total_gex": -110812918.358896, "total_gex_x": -23972396.37483022, "abs_gex": 322343907.356496, "call_wall": 207.5, "put_wall": 195, "call_wall_book": 207.5, "put_wall_book": 200, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 199.77674830323784, "gamma_flip": null, "local_gamma_at_spot": -20430811.714736, "local_strike": 197.5, "local_band_1pct": -129331723.86678399, "local_band_n": 5, "local_band_abs": 129331723.86678399, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -110812918.358896, "total_gex_x": -23972396.37483022, "abs_gex": 322343907.356496, "call_wall": 207.5, "put_wall": 195, "call_wall_book": 207.5, "put_wall_book": 200, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 199.77674830323784, "gamma_flip": null, "local_gamma_at_spot": -20430811.714736, "local_strike": 197.5, "local_band_1pct": -129331723.86678399, "local_band_n": 5, "local_band_abs": 129331723.86678399, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.6091136196591738 }, "pg": { "g": { "s": -23972392, "z": null, "r": -23972392 }, "ch": { "s": -136610206801, "z": null, "r": -136610206801 }, "va": { "s": 2333194538, "z": null, "r": 2333194538 }, "vol_z": 0 } }, { "atm_iv_session": 0.6856, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.6856, "atm_iv_forward_exp": "2026-11-06", "ts": 1793889180, "iso": "2026-11-05T14:33:00+00:00", "phase": "rth", "spot": 196.7, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4264, "in_band": 264, "oi_known": 264, "oi_missing": 0, "oi_zero": 23, "g_vendor": 264, "g_x": 68, "used": 264, "g_iv": 0, "g_vendor_fallback": 264, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 68, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793825999, "vendor_iso": "2026-11-04T20:59:59Z", "vendor_age_s": 63181, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793889180, "n_strikes": 24, "total_gex": -116621581.52551897, "total_gex_x": -37483352.81041225, "abs_gex": 320185798.580781, "call_wall": 207.5, "put_wall": 195, "call_wall_book": 207.5, "put_wall_book": 200, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 199.495691514268, "gamma_flip": null, "local_gamma_at_spot": -20327613.24265, "local_strike": 197.5, "local_band_1pct": -128601000.72007298, "local_band_n": 5, "local_band_abs": 128601000.72007298, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 24, "total_gex": -116621581.52551897, "total_gex_x": -37483352.81041225, "abs_gex": 320185798.580781, "call_wall": 207.5, "put_wall": 195, "call_wall_book": 207.5, "put_wall_book": 200, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 199.495691514268, "gamma_flip": null, "local_gamma_at_spot": -20327613.24265, "local_strike": 197.5, "local_band_1pct": -128601000.72007298, "local_band_n": 5, "local_band_abs": 128601000.72007298, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.6084942400691624 }, "pg": { "g": { "s": -37483355, "z": null, "r": -37483355 }, "ch": { "s": -134929048387, "z": null, "r": -134929048387 }, "va": { "s": 2109433068, "z": null, "r": 2109433068 }, "vol_z": 0 } }, { "atm_iv_session": 0.65205, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.65205, "atm_iv_forward_exp": "2026-11-06", "ts": 1793889480, "iso": "2026-11-05T14:38:00+00:00", "phase": "rth", "spot": 196.89, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4264, "in_band": 264, "oi_known": 264, "oi_missing": 0, "oi_zero": 23, "g_vendor": 264, "g_x": 73, "used": 264, "g_iv": 0, "g_vendor_fallback": 264, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 73, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793825999, "vendor_iso": "2026-11-04T20:59:59Z", "vendor_age_s": 63481, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793889480, "n_strikes": 24, "total_gex": -115324591.0450731, "total_gex_x": 7577549.743453991, "abs_gex": 322021983.9589757, "call_wall": 207.5, "put_wall": 195, "call_wall_book": 207.5, "put_wall_book": 200, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 199.59346885633462, "gamma_flip": null, "local_gamma_at_spot": -20450520.1909782, "local_strike": 197.5, "local_band_1pct": -129294816.64691713, "local_band_n": 5, "local_band_abs": 129294816.64691713, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 24, "total_gex": -115324591.0450731, "total_gex_x": 7577549.743453991, "abs_gex": 322021983.9589757, "call_wall": 207.5, "put_wall": 195, "call_wall_book": 207.5, "put_wall_book": 200, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 199.59346885633462, "gamma_flip": null, "local_gamma_at_spot": -20450520.1909782, "local_strike": 197.5, "local_band_1pct": -129294816.64691713, "local_band_n": 5, "local_band_abs": 129294816.64691713, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.6095360357552801 }, "pg": { "g": { "s": 7577551, "z": null, "r": 7577551 }, "ch": { "s": -116106597280, "z": null, "r": -116106597280 }, "va": { "s": 1976717415, "z": null, "r": 1976717415 }, "vol_z": 0 } }, { "atm_iv_session": null, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": null, "atm_iv_forward_exp": "2026-11-06", "ts": 1793889780, "iso": "2026-11-05T14:43:00+00:00", "phase": "rth", "spot": 196.7, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": null, "census": { "n": 4158, "in_band": 264, "oi_known": 264, "oi_missing": 0, "oi_zero": 23, "g_vendor": 264, "g_x": 190, "used": 264, "g_iv": 0, "g_vendor_fallback": 264, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 0, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793825999, "vendor_iso": "2026-11-04T20:59:59Z", "vendor_age_s": 63781, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793889780, "n_strikes": 24, "total_gex": 0, "total_gex_x": -45679779.27776089, "abs_gex": 0, "call_wall": 197.5, "put_wall": 167.5, "call_wall_book": 167.5, "put_wall_book": 167.5, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": null, "gamma_flip": null, "local_gamma_at_spot": 0, "local_strike": 197.5, "local_band_1pct": 0, "local_band_n": 5, "local_band_abs": 0, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": null, "put_wall_iv_share": null, "flip_iv_share": null, "spot_iv_share": null, "book_iv_share": null }, "forward": { "n_strikes": 24, "total_gex": 0, "total_gex_x": -45679779.27776089, "abs_gex": 0, "call_wall": 197.5, "put_wall": 167.5, "call_wall_book": 167.5, "put_wall_book": 167.5, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": null, "gamma_flip": null, "local_gamma_at_spot": 0, "local_strike": 197.5, "local_band_1pct": 0, "local_band_n": 5, "local_band_abs": 0, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": null, "put_wall_iv_share": null, "flip_iv_share": null, "spot_iv_share": null, "book_iv_share": null }, "front_exp": "2026-11-06", "front_gamma_share": null }, "pg": { "g": { "s": -45679779, "z": null, "r": -45679779 }, "ch": { "s": -197148164549, "z": null, "r": -197148164549 }, "va": { "s": 2691568779, "z": null, "r": 2691568779 }, "vol_z": 0 } }, { "atm_iv_session": 0.6939500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.6939500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793890080, "iso": "2026-11-05T14:48:00+00:00", "phase": "rth", "spot": 194.95, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 252, "oi_known": 252, "oi_missing": 0, "oi_zero": 23, "g_vendor": 252, "g_x": 146, "used": 252, "g_iv": 0, "g_vendor_fallback": 252, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 146, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793889124, "vendor_iso": "2026-11-05T14:32:04Z", "vendor_age_s": 956, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793890080, "n_strikes": 23, "total_gex": -147974997.86683774, "total_gex_x": -135846558.7672191, "abs_gex": 303815245.8777012, "call_wall": 207.5, "put_wall": 190, "call_wall_book": 207.5, "put_wall_book": 200, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 197.70784820528397, "gamma_flip": null, "local_gamma_at_spot": -37957136.69751849, "local_strike": 195, "local_band_1pct": -162035623.78769496, "local_band_n": 5, "local_band_abs": 162035623.78769496, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -147974997.86683774, "total_gex_x": -135846558.7672191, "abs_gex": 303815245.8777012, "call_wall": 207.5, "put_wall": 190, "call_wall_book": 207.5, "put_wall_book": 200, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 197.70784820528397, "gamma_flip": null, "local_gamma_at_spot": -37957136.69751849, "local_strike": 195, "local_band_1pct": -162035623.78769496, "local_band_n": 5, "local_band_abs": 162035623.78769496, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.605082221121287 }, "pg": { "g": { "s": -135846559, "z": null, "r": -135846559 }, "ch": { "s": -113481322226, "z": null, "r": -113481322226 }, "va": { "s": 1653805063, "z": null, "r": 1653805063 }, "vol_z": 0 } }, { "atm_iv_session": 0.73665, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.73665, "atm_iv_forward_exp": "2026-11-06", "ts": 1793890380, "iso": "2026-11-05T14:53:00+00:00", "phase": "rth", "spot": 192.553, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 252, "oi_known": 252, "oi_missing": 0, "oi_zero": 23, "g_vendor": 252, "g_x": 158, "used": 252, "g_iv": 0, "g_vendor_fallback": 252, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 158, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793889425, "vendor_iso": "2026-11-05T14:37:05Z", "vendor_age_s": 955, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793890380, "n_strikes": 23, "total_gex": -173213250.5934396, "total_gex_x": -156612622.36375692, "abs_gex": 280498356.61354077, "call_wall": 207.5, "put_wall": 190, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 195.21919980701517, "gamma_flip": null, "local_gamma_at_spot": -15390505.82585278, "local_strike": 192.5, "local_band_1pct": -120056702.1216152, "local_band_n": 5, "local_band_abs": 120056702.1216152, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -173213250.5934396, "total_gex_x": -156612622.36375692, "abs_gex": 280498356.61354077, "call_wall": 207.5, "put_wall": 190, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 195.21919980701517, "gamma_flip": null, "local_gamma_at_spot": -15390505.82585278, "local_strike": 192.5, "local_band_1pct": -120056702.1216152, "local_band_n": 5, "local_band_abs": 120056702.1216152, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5912052903869174 }, "pg": { "g": { "s": -156612622, "z": null, "r": -156612622 }, "ch": { "s": -91537659316, "z": null, "r": -91537659316 }, "va": { "s": 1220253518, "z": null, "r": 1220253518 }, "vol_z": 0 } }, { "atm_iv_session": 0.74125, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.74125, "atm_iv_forward_exp": "2026-11-06", "ts": 1793890680, "iso": "2026-11-05T14:58:00+00:00", "phase": "rth", "spot": 192.1, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 252, "oi_known": 252, "oi_missing": 0, "oi_zero": 23, "g_vendor": 252, "g_x": 182, "used": 252, "g_iv": 0, "g_vendor_fallback": 252, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 182, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793889722, "vendor_iso": "2026-11-05T14:42:02Z", "vendor_age_s": 958, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793890680, "n_strikes": 23, "total_gex": -176757362.80163598, "total_gex_x": -164353940.8146221, "abs_gex": 277464401.33525395, "call_wall": 210, "put_wall": 190, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 194.79003977645897, "gamma_flip": null, "local_gamma_at_spot": -15310348.628874999, "local_strike": 192.5, "local_band_1pct": -119263160.77548897, "local_band_n": 5, "local_band_abs": 119263160.77548897, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -176757362.80163598, "total_gex_x": -164353940.8146221, "abs_gex": 277464401.33525395, "call_wall": 210, "put_wall": 190, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 194.79003977645897, "gamma_flip": null, "local_gamma_at_spot": -15310348.628874999, "local_strike": 192.5, "local_band_1pct": -119263160.77548897, "local_band_n": 5, "local_band_abs": 119263160.77548897, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.59191368839951 }, "pg": { "g": { "s": -164353941, "z": null, "r": -164353941 }, "ch": { "s": -83399709488, "z": null, "r": -83399709488 }, "va": { "s": 1092718660, "z": null, "r": 1092718660 }, "vol_z": 0 } }, { "atm_iv_session": 0.76505, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.76505, "atm_iv_forward_exp": "2026-11-06", "ts": 1793890980, "iso": "2026-11-05T15:03:00+00:00", "phase": "rth", "spot": 191.53, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 252, "oi_known": 252, "oi_missing": 0, "oi_zero": 23, "g_vendor": 252, "g_x": 181, "used": 252, "g_iv": 0, "g_vendor_fallback": 252, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 181, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793890025, "vendor_iso": "2026-11-05T14:47:05Z", "vendor_age_s": 955, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793890980, "n_strikes": 23, "total_gex": -176980744.65579093, "total_gex_x": -165037479.96771818, "abs_gex": 269530668.14477354, "call_wall": 207.5, "put_wall": 190, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 194.3553948225328, "gamma_flip": null, "local_gamma_at_spot": -14801962.8206318, "local_strike": 192.5, "local_band_1pct": -99947794.11807019, "local_band_n": 4, "local_band_abs": 99947794.11807019, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -176980744.65579093, "total_gex_x": -165037479.96771818, "abs_gex": 269530668.14477354, "call_wall": 207.5, "put_wall": 190, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 220, "put_wall_oi": 190, "gamma_center": 194.3553948225328, "gamma_flip": null, "local_gamma_at_spot": -14801962.8206318, "local_strike": 192.5, "local_band_1pct": -99947794.11807019, "local_band_n": 4, "local_band_abs": 99947794.11807019, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5864501314309397 }, "pg": { "g": { "s": -165037480, "z": null, "r": -165037480 }, "ch": { "s": -77559742848, "z": null, "r": -77559742848 }, "va": { "s": 964144897, "z": null, "r": 964144897 }, "vol_z": 0 } }, { "atm_iv_session": 0.7731, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.7731, "atm_iv_forward_exp": "2026-11-06", "ts": 1793891280, "iso": "2026-11-05T15:08:00+00:00", "phase": "rth", "spot": 191.07, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 242, "oi_known": 242, "oi_missing": 0, "oi_zero": 25, "g_vendor": 242, "g_x": 180, "used": 242, "g_iv": 0, "g_vendor_fallback": 242, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 180, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793890326, "vendor_iso": "2026-11-05T14:52:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793891280, "n_strikes": 23, "total_gex": -190133762.89202556, "total_gex_x": -179834343.80751196, "abs_gex": 258037679.2022439, "call_wall": 207.5, "put_wall": 190, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 190, "gamma_center": 193.04267088332745, "gamma_flip": null, "local_gamma_at_spot": -42261993.42945227, "local_strike": 190, "local_band_1pct": -100562200.62014905, "local_band_n": 4, "local_band_abs": 100562200.62014905, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -190133762.89202556, "total_gex_x": -179834343.80751196, "abs_gex": 258037679.2022439, "call_wall": 207.5, "put_wall": 190, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 190, "gamma_center": 193.04267088332745, "gamma_flip": null, "local_gamma_at_spot": -42261993.42945227, "local_strike": 190, "local_band_1pct": -100562200.62014905, "local_band_n": 4, "local_band_abs": 100562200.62014905, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5893177148244579 }, "pg": { "g": { "s": -179834345, "z": null, "r": -179834345 }, "ch": { "s": -61066174255, "z": null, "r": -61066174255 }, "va": { "s": 688955757, "z": null, "r": 688955757 }, "vol_z": 0 } }, { "atm_iv_session": 0.79675, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.79675, "atm_iv_forward_exp": "2026-11-06", "ts": 1793891580, "iso": "2026-11-05T15:13:00+00:00", "phase": "rth", "spot": 189.035, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 25, "g_vendor": 230, "g_x": 171, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 171, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793890626, "vendor_iso": "2026-11-05T14:57:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793891580, "n_strikes": 22, "total_gex": -191138640.007977, "total_gex_x": -172773602.95333853, "abs_gex": 241701962.56257492, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 191.43912777840816, "gamma_flip": null, "local_gamma_at_spot": -40927948.02051205, "local_strike": 190, "local_band_1pct": -95432520.43330139, "local_band_n": 4, "local_band_abs": 95432520.43330139, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -191138640.007977, "total_gex_x": -172773602.95333853, "abs_gex": 241701962.56257492, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 191.43912777840816, "gamma_flip": null, "local_gamma_at_spot": -40927948.02051205, "local_strike": 190, "local_band_1pct": -95432520.43330139, "local_band_n": 4, "local_band_abs": 95432520.43330139, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5856585536291529 }, "pg": { "g": { "s": -172773604, "z": null, "r": -172773604 }, "ch": { "s": -47143801170, "z": null, "r": -47143801170 }, "va": { "s": 513677901, "z": null, "r": 513677901 }, "vol_z": 0 } }, { "atm_iv_session": 0.8054, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8054, "atm_iv_forward_exp": "2026-11-06", "ts": 1793891880, "iso": "2026-11-05T15:18:00+00:00", "phase": "rth", "spot": 189.67, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 242, "oi_known": 242, "oi_missing": 0, "oi_zero": 25, "g_vendor": 242, "g_x": 177, "used": 242, "g_iv": 0, "g_vendor_fallback": 242, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 177, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793890926, "vendor_iso": "2026-11-05T15:02:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793891880, "n_strikes": 23, "total_gex": -188780461.51954582, "total_gex_x": -176995942.1800944, "abs_gex": 247050014.19922155, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 192.0167014742524, "gamma_flip": null, "local_gamma_at_spot": -41141626.83035495, "local_strike": 190, "local_band_1pct": -124709102.05190617, "local_band_n": 5, "local_band_abs": 124709102.05190617, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -188780461.51954582, "total_gex_x": -176995942.1800944, "abs_gex": 247050014.19922155, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 192.0167014742524, "gamma_flip": null, "local_gamma_at_spot": -41141626.83035495, "local_strike": 190, "local_band_1pct": -124709102.05190617, "local_band_n": 5, "local_band_abs": 124709102.05190617, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5863123651533847 }, "pg": { "g": { "s": -176995942, "z": null, "r": -176995942 }, "ch": { "s": -52105494984, "z": null, "r": -52105494984 }, "va": { "s": 533930567, "z": null, "r": 533930567 }, "vol_z": 0 } }, { "atm_iv_session": 0.8106, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8106, "atm_iv_forward_exp": "2026-11-06", "ts": 1793892180, "iso": "2026-11-05T15:23:00+00:00", "phase": "rth", "spot": 189.05, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 25, "g_vendor": 230, "g_x": 167, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 167, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793891226, "vendor_iso": "2026-11-05T15:07:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793892180, "n_strikes": 22, "total_gex": -189460350.39396876, "total_gex_x": -148945168.3821832, "abs_gex": 241176182.30694228, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 191.49105127168596, "gamma_flip": null, "local_gamma_at_spot": -40462798.37773575, "local_strike": 190, "local_band_1pct": -94346487.68670051, "local_band_n": 4, "local_band_abs": 94346487.68670051, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -189460350.39396876, "total_gex_x": -148945168.3821832, "abs_gex": 241176182.30694228, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 191.49105127168596, "gamma_flip": null, "local_gamma_at_spot": -40462798.37773575, "local_strike": 190, "local_band_1pct": -94346487.68670051, "local_band_n": 4, "local_band_abs": 94346487.68670051, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5873387564999916 }, "pg": { "g": { "s": -148945169, "z": null, "r": -148945169 }, "ch": { "s": -67956124927, "z": null, "r": -67956124927 }, "va": { "s": 703345743, "z": null, "r": 703345743 }, "vol_z": 0 } }, { "atm_iv_session": 0.8828, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8828, "atm_iv_forward_exp": "2026-11-06", "ts": 1793892480, "iso": "2026-11-05T15:28:00+00:00", "phase": "rth", "spot": 186.8, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 170, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 170, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793891526, "vendor_iso": "2026-11-05T15:12:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793892480, "n_strikes": 22, "total_gex": -189959381.79236805, "total_gex_x": -170431627.65205616, "abs_gex": 220641796.29934403, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.9771237888232, "gamma_flip": null, "local_gamma_at_spot": -10077529.789904002, "local_strike": 187.5, "local_band_1pct": -83427678.82440002, "local_band_n": 4, "local_band_abs": 83427678.82440002, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -189959381.79236805, "total_gex_x": -170431627.65205616, "abs_gex": 220641796.29934403, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.9771237888232, "gamma_flip": null, "local_gamma_at_spot": -10077529.789904002, "local_strike": 187.5, "local_band_1pct": -83427678.82440002, "local_band_n": 4, "local_band_abs": 83427678.82440002, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5870688651034426 }, "pg": { "g": { "s": -170431627, "z": null, "r": -170431627 }, "ch": { "s": -31451293723, "z": null, "r": -31451293723 }, "va": { "s": 231375338, "z": null, "r": 231375338 }, "vol_z": 0 } }, { "atm_iv_session": 0.84815, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.84815, "atm_iv_forward_exp": "2026-11-06", "ts": 1793892780, "iso": "2026-11-05T15:33:00+00:00", "phase": "rth", "spot": 187.2877, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 242, "oi_known": 242, "oi_missing": 0, "oi_zero": 28, "g_vendor": 242, "g_x": 180, "used": 242, "g_iv": 0, "g_vendor_fallback": 242, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 180, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793891826, "vendor_iso": "2026-11-05T15:17:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793892780, "n_strikes": 23, "total_gex": -189366339.50464997, "total_gex_x": -176120577.5135054, "abs_gex": 231340683.3355078, "call_wall": 215, "put_wall": 185, "call_wall_book": 215, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 189.87549827270516, "gamma_flip": null, "local_gamma_at_spot": -10440942.872511467, "local_strike": 187.5, "local_band_1pct": -98658610.12521994, "local_band_n": 5, "local_band_abs": 98658610.12521994, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -189366339.50464997, "total_gex_x": -176120577.5135054, "abs_gex": 231340683.3355078, "call_wall": 215, "put_wall": 185, "call_wall_book": 215, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 189.87549827270516, "gamma_flip": null, "local_gamma_at_spot": -10440942.872511467, "local_strike": 187.5, "local_band_1pct": -98658610.12521994, "local_band_n": 5, "local_band_abs": 98658610.12521994, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5798877923107767 }, "pg": { "g": { "s": -176120578, "z": null, "r": -176120578 }, "ch": { "s": -38067758808, "z": null, "r": -38067758808 }, "va": { "s": 306289740, "z": null, "r": 306289740 }, "vol_z": 0 } }, { "atm_iv_session": 0.8992, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8992, "atm_iv_forward_exp": "2026-11-06", "ts": 1793893080, "iso": "2026-11-05T15:38:00+00:00", "phase": "rth", "spot": 185.82, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 172, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 172, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793892127, "vendor_iso": "2026-11-05T15:22:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793893080, "n_strikes": 22, "total_gex": -187718679.81258875, "total_gex_x": -166225072.43622497, "abs_gex": 216780681.309723, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.57425646571892, "gamma_flip": null, "local_gamma_at_spot": -30344794.51877388, "local_strike": 185, "local_band_1pct": -82797590.7341478, "local_band_n": 4, "local_band_abs": 82797590.7341478, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -187718679.81258875, "total_gex_x": -166225072.43622497, "abs_gex": 216780681.309723, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.57425646571892, "gamma_flip": null, "local_gamma_at_spot": -30344794.51877388, "local_strike": 185, "local_band_1pct": -82797590.7341478, "local_band_n": 4, "local_band_abs": 82797590.7341478, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.586027932444452 }, "pg": { "g": { "s": -166225073, "z": null, "r": -166225073 }, "ch": { "s": -31974500247, "z": null, "r": -31974500247 }, "va": { "s": 158407913, "z": null, "r": 158407913 }, "vol_z": 0 } }, { "atm_iv_session": 0.92285, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.92285, "atm_iv_forward_exp": "2026-11-06", "ts": 1793893380, "iso": "2026-11-05T15:43:00+00:00", "phase": "rth", "spot": 184.455, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 170, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 170, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793892427, "vendor_iso": "2026-11-05T15:27:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793893380, "n_strikes": 21, "total_gex": -186531763.0116595, "total_gex_x": -147137106.64755446, "abs_gex": 202353827.2208011, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.17113858288127, "gamma_flip": null, "local_gamma_at_spot": -29788015.98794013, "local_strike": 185, "local_band_1pct": -67331552.1969939, "local_band_n": 4, "local_band_abs": 67331552.1969939, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -186531763.0116595, "total_gex_x": -147137106.64755446, "abs_gex": 202353827.2208011, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.17113858288127, "gamma_flip": null, "local_gamma_at_spot": -29788015.98794013, "local_strike": 185, "local_band_1pct": -67331552.1969939, "local_band_n": 4, "local_band_abs": 67331552.1969939, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5781447819346581 }, "pg": { "g": { "s": -147137107, "z": null, "r": -147137107 }, "ch": { "s": -35363575616, "z": null, "r": -35363575616 }, "va": { "s": 162235173, "z": null, "r": 162235173 }, "vol_z": 0 } }, { "atm_iv_session": 0.8689, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8689, "atm_iv_forward_exp": "2026-11-06", "ts": 1793893680, "iso": "2026-11-05T15:48:00+00:00", "phase": "rth", "spot": 187.19, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 242, "oi_known": 242, "oi_missing": 0, "oi_zero": 28, "g_vendor": 242, "g_x": 184, "used": 242, "g_iv": 0, "g_vendor_fallback": 242, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 184, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793892726, "vendor_iso": "2026-11-05T15:32:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793893680, "n_strikes": 23, "total_gex": -186753000.45562223, "total_gex_x": -166724379.78400528, "abs_gex": 230227212.64679614, "call_wall": 215, "put_wall": 185, "call_wall_book": 215, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 190.01172791284804, "gamma_flip": null, "local_gamma_at_spot": -10358441.080774479, "local_strike": 187.5, "local_band_1pct": -97479013.95125197, "local_band_n": 5, "local_band_abs": 97479013.95125197, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -186753000.45562223, "total_gex_x": -166724379.78400528, "abs_gex": 230227212.64679614, "call_wall": 215, "put_wall": 185, "call_wall_book": 215, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 190.01172791284804, "gamma_flip": null, "local_gamma_at_spot": -10358441.080774479, "local_strike": 187.5, "local_band_1pct": -97479013.95125197, "local_band_n": 5, "local_band_abs": 97479013.95125197, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5794375720344959 }, "pg": { "g": { "s": -166724379, "z": null, "r": -166724379 }, "ch": { "s": -44300429398, "z": null, "r": -44300429398 }, "va": { "s": 346543363, "z": null, "r": 346543363 }, "vol_z": 0 } }, { "atm_iv_session": 0.8691, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8691, "atm_iv_forward_exp": "2026-11-06", "ts": 1793893980, "iso": "2026-11-05T15:53:00+00:00", "phase": "rth", "spot": 186.755, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 175, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 175, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793893027, "vendor_iso": "2026-11-05T15:37:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793893980, "n_strikes": 22, "total_gex": -191130932.34425187, "total_gex_x": -168999641.19342196, "abs_gex": 223545088.0698482, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 189.1611505913676, "gamma_flip": null, "local_gamma_at_spot": -10342329.884061337, "local_strike": 187.5, "local_band_1pct": -85275752.3790003, "local_band_n": 4, "local_band_abs": 85275752.3790003, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -191130932.34425187, "total_gex_x": -168999641.19342196, "abs_gex": 223545088.0698482, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 189.1611505913676, "gamma_flip": null, "local_gamma_at_spot": -10342329.884061337, "local_strike": 187.5, "local_band_1pct": -85275752.3790003, "local_band_n": 4, "local_band_abs": 85275752.3790003, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5878326973762269 }, "pg": { "g": { "s": -168999643, "z": null, "r": -168999643 }, "ch": { "s": -35552196131, "z": null, "r": -35552196131 }, "va": { "s": 253262739, "z": null, "r": 253262739 }, "vol_z": 0 } }, { "atm_iv_session": 0.9241, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9241, "atm_iv_forward_exp": "2026-11-06", "ts": 1793894280, "iso": "2026-11-05T15:58:00+00:00", "phase": "rth", "spot": 186.15, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 175, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 175, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793893327, "vendor_iso": "2026-11-05T15:42:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793894280, "n_strikes": 22, "total_gex": -186505814.67048225, "total_gex_x": -167562268.49689573, "abs_gex": 217409515.85940525, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.83324765856617, "gamma_flip": null, "local_gamma_at_spot": -29762928.5404005, "local_strike": 185, "local_band_1pct": -81980359.34217975, "local_band_n": 4, "local_band_abs": 81980359.34217975, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -186505814.67048225, "total_gex_x": -167562268.49689573, "abs_gex": 217409515.85940525, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.83324765856617, "gamma_flip": null, "local_gamma_at_spot": -29762928.5404005, "local_strike": 185, "local_band_1pct": -81980359.34217975, "local_band_n": 4, "local_band_abs": 81980359.34217975, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5864364234718669 }, "pg": { "g": { "s": -167562270, "z": null, "r": -167562270 }, "ch": { "s": -35351738625, "z": null, "r": -35351738625 }, "va": { "s": 150026233, "z": null, "r": 150026233 }, "vol_z": 0 } }, { "atm_iv_session": 0.9731000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9731000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793894580, "iso": "2026-11-05T16:03:00+00:00", "phase": "rth", "spot": 184.235, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 176, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 176, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793893628, "vendor_iso": "2026-11-05T15:47:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793894580, "n_strikes": 21, "total_gex": -181340417.9365776, "total_gex_x": -167405053.36684167, "abs_gex": 198924273.63631135, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.0164134277825, "gamma_flip": null, "local_gamma_at_spot": -28551113.112621572, "local_strike": 185, "local_band_1pct": -65117457.22431692, "local_band_n": 4, "local_band_abs": 65117457.22431692, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -181340417.9365776, "total_gex_x": -167405053.36684167, "abs_gex": 198924273.63631135, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.0164134277825, "gamma_flip": null, "local_gamma_at_spot": -28551113.112621572, "local_strike": 185, "local_band_1pct": -65117457.22431692, "local_band_n": 4, "local_band_abs": 65117457.22431692, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5806850458559519 }, "pg": { "g": { "s": -167405053, "z": null, "r": -167405053 }, "ch": { "s": -13753854049, "z": null, "r": -13753854049 }, "va": { "s": -89796541, "z": null, "r": -89796541 }, "vol_z": 0 } }, { "atm_iv_session": 1.04525, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.04525, "atm_iv_forward_exp": "2026-11-06", "ts": 1793894880, "iso": "2026-11-05T16:08:00+00:00", "phase": "rth", "spot": 182.21, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 29, "g_vendor": 218, "g_x": 161, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 161, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793893928, "vendor_iso": "2026-11-05T15:52:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793894880, "n_strikes": 21, "total_gex": -176909855.22253487, "total_gex_x": -145038170.7562677, "abs_gex": 184148915.33608615, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.329348713905, "gamma_flip": null, "local_gamma_at_spot": -6432643.59510115, "local_strike": 182.5, "local_band_1pct": -62428065.4706576, "local_band_n": 5, "local_band_abs": 62428065.4706576, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -176909855.22253487, "total_gex_x": -145038170.7562677, "abs_gex": 184148915.33608615, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.329348713905, "gamma_flip": null, "local_gamma_at_spot": -6432643.59510115, "local_strike": 182.5, "local_band_1pct": -62428065.4706576, "local_band_n": 5, "local_band_abs": 62428065.4706576, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5874289567408904 }, "pg": { "g": { "s": -145038171, "z": null, "r": -145038171 }, "ch": { "s": -21043689281, "z": null, "r": -21043689281 }, "va": { "s": -68901843, "z": null, "r": -68901843 }, "vol_z": 0 } }, { "atm_iv_session": 0.97795, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.97795, "atm_iv_forward_exp": "2026-11-06", "ts": 1793895180, "iso": "2026-11-05T16:13:00+00:00", "phase": "rth", "spot": 183.79, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 157, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 157, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793894228, "vendor_iso": "2026-11-05T15:57:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793895180, "n_strikes": 21, "total_gex": -180478099.02153292, "total_gex_x": -138734742.4902239, "abs_gex": 196975802.7902878, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.9280027977054, "gamma_flip": null, "local_gamma_at_spot": -28293930.523509674, "local_strike": 185, "local_band_1pct": -64620491.684516266, "local_band_n": 4, "local_band_abs": 64620491.684516266, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -180478099.02153292, "total_gex_x": -138734742.4902239, "abs_gex": 196975802.7902878, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.9280027977054, "gamma_flip": null, "local_gamma_at_spot": -28293930.523509674, "local_strike": 185, "local_band_1pct": -64620491.684516266, "local_band_n": 4, "local_band_abs": 64620491.684516266, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5808895321980042 }, "pg": { "g": { "s": -138734742, "z": null, "r": -138734742 }, "ch": { "s": -35746100059, "z": null, "r": -35746100059 }, "va": { "s": 163656382, "z": null, "r": 163656382 }, "vol_z": 0 } }, { "atm_iv_session": 1.0467, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0467, "atm_iv_forward_exp": "2026-11-06", "ts": 1793895480, "iso": "2026-11-05T16:18:00+00:00", "phase": "rth", "spot": 182.895, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 168, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 168, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793894528, "vendor_iso": "2026-11-05T16:02:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793895480, "n_strikes": 21, "total_gex": -173894839.11309162, "total_gex_x": -138384596.92699096, "abs_gex": 189018743.27006558, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.362124077528, "gamma_flip": null, "local_gamma_at_spot": -6451968.138450615, "local_strike": 182.5, "local_band_1pct": -62940429.27844436, "local_band_n": 5, "local_band_abs": 62940429.27844436, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -173894839.11309162, "total_gex_x": -138384596.92699096, "abs_gex": 189018743.27006558, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.362124077528, "gamma_flip": null, "local_gamma_at_spot": -6451968.138450615, "local_strike": 182.5, "local_band_1pct": -62940429.27844436, "local_band_n": 5, "local_band_abs": 62940429.27844436, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5789250413650069 }, "pg": { "g": { "s": -138384597, "z": null, "r": -138384597 }, "ch": { "s": -27038633692, "z": null, "r": -27038633692 }, "va": { "s": 67981187, "z": null, "r": 67981187 }, "vol_z": 0 } }, { "atm_iv_session": 1.0523500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0523500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793895780, "iso": "2026-11-05T16:23:00+00:00", "phase": "rth", "spot": 182.388, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 206, "oi_known": 206, "oi_missing": 0, "oi_zero": 28, "g_vendor": 206, "g_x": 162, "used": 206, "g_iv": 0, "g_vendor_fallback": 206, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 162, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793894828, "vendor_iso": "2026-11-05T16:07:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793895780, "n_strikes": 20, "total_gex": -175444990.66723123, "total_gex_x": -153160068.26613712, "abs_gex": 182755431.05355972, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.75017169614898, "gamma_flip": null, "local_gamma_at_spot": -6385509.730845592, "local_strike": 182.5, "local_band_1pct": -62117646.3781828, "local_band_n": 5, "local_band_abs": 62117646.3781828, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 20, "total_gex": -175444990.66723123, "total_gex_x": -153160068.26613712, "abs_gex": 182755431.05355972, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.75017169614898, "gamma_flip": null, "local_gamma_at_spot": -6385509.730845592, "local_strike": 182.5, "local_band_1pct": -62117646.3781828, "local_band_n": 5, "local_band_abs": 62117646.3781828, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5874007177425746 }, "pg": { "g": { "s": -153160069, "z": null, "r": -153160069 }, "ch": { "s": -3889369746, "z": null, "r": -3889369746 }, "va": { "s": -180896665, "z": null, "r": -180896665 }, "vol_z": 0 } }, { "atm_iv_session": 0.9538500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9538500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793896080, "iso": "2026-11-05T16:28:00+00:00", "phase": "rth", "spot": 185.39, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 173, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 173, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793895128, "vendor_iso": "2026-11-05T16:12:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793896080, "n_strikes": 22, "total_gex": -182083909.66764215, "total_gex_x": -157982377.76975337, "abs_gex": 211137672.3236094, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.31036724914856, "gamma_flip": null, "local_gamma_at_spot": -29363383.30215534, "local_strike": 185, "local_band_1pct": -99925683.17052622, "local_band_n": 5, "local_band_abs": 99925683.17052622, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -182083909.66764215, "total_gex_x": -157982377.76975337, "abs_gex": 211137672.3236094, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.31036724914856, "gamma_flip": null, "local_gamma_at_spot": -29363383.30215534, "local_strike": 185, "local_band_1pct": -99925683.17052622, "local_band_n": 5, "local_band_abs": 99925683.17052622, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5863744404610972 }, "pg": { "g": { "s": -157982379, "z": null, "r": -157982379 }, "ch": { "s": -32646032298, "z": null, "r": -32646032298 }, "va": { "s": 180179662, "z": null, "r": 180179662 }, "vol_z": 0 } }, { "atm_iv_session": 0.9524, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9524, "atm_iv_forward_exp": "2026-11-06", "ts": 1793896380, "iso": "2026-11-05T16:33:00+00:00", "phase": "rth", "spot": 184.96, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 174, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 174, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793895428, "vendor_iso": "2026-11-05T16:17:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793896380, "n_strikes": 22, "total_gex": -181087384.8421581, "total_gex_x": -160512235.60544434, "abs_gex": 210624014.48689666, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.34026649794592, "gamma_flip": null, "local_gamma_at_spot": -29376991.159992326, "local_strike": 185, "local_band_1pct": -99878664.34187266, "local_band_n": 5, "local_band_abs": 99878664.34187266, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -181087384.8421581, "total_gex_x": -160512235.60544434, "abs_gex": 210624014.48689666, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.34026649794592, "gamma_flip": null, "local_gamma_at_spot": -29376991.159992326, "local_strike": 185, "local_band_1pct": -99878664.34187266, "local_band_n": 5, "local_band_abs": 99878664.34187266, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5869376481832353 }, "pg": { "g": { "s": -160512234, "z": null, "r": -160512234 }, "ch": { "s": -25182519577, "z": null, "r": -25182519577 }, "va": { "s": 127410200, "z": null, "r": 127410200 }, "vol_z": 0 } }, { "atm_iv_session": 0.9272, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9272, "atm_iv_forward_exp": "2026-11-06", "ts": 1793896680, "iso": "2026-11-05T16:38:00+00:00", "phase": "rth", "spot": 186.1476, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 172, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 172, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793895729, "vendor_iso": "2026-11-05T16:22:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793896680, "n_strikes": 22, "total_gex": -185589453.93301958, "total_gex_x": -149658744.128631, "abs_gex": 217993512.73055595, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.93223906946835, "gamma_flip": null, "local_gamma_at_spot": -30130507.393993706, "local_strike": 185, "local_band_1pct": -82569650.16886695, "local_band_n": 4, "local_band_abs": 82569650.16886695, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -185589453.93301958, "total_gex_x": -149658744.128631, "abs_gex": 217993512.73055595, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.93223906946835, "gamma_flip": null, "local_gamma_at_spot": -30130507.393993706, "local_strike": 185, "local_band_1pct": -82569650.16886695, "local_band_n": 4, "local_band_abs": 82569650.16886695, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5898456583437823 }, "pg": { "g": { "s": -149658743, "z": null, "r": -149658743 }, "ch": { "s": -48163647673, "z": null, "r": -48163647673 }, "va": { "s": 341724640, "z": null, "r": 341724640 }, "vol_z": 0 } }, { "atm_iv_session": 0.92235, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.92235, "atm_iv_forward_exp": "2026-11-06", "ts": 1793896980, "iso": "2026-11-05T16:43:00+00:00", "phase": "rth", "spot": 186.16, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 171, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 171, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793896029, "vendor_iso": "2026-11-05T16:27:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793896980, "n_strikes": 22, "total_gex": -185585818.297568, "total_gex_x": -162440829.4592404, "abs_gex": 218635564.5366464, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.97945574282602, "gamma_flip": null, "local_gamma_at_spot": -30156368.599152643, "local_strike": 185, "local_band_1pct": -82618023.6328512, "local_band_n": 4, "local_band_abs": 82618023.6328512, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -185585818.297568, "total_gex_x": -162440829.4592404, "abs_gex": 218635564.5366464, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.97945574282602, "gamma_flip": null, "local_gamma_at_spot": -30156368.599152643, "local_strike": 185, "local_band_1pct": -82618023.6328512, "local_band_n": 4, "local_band_abs": 82618023.6328512, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.589682785859951 }, "pg": { "g": { "s": -162440828, "z": null, "r": -162440828 }, "ch": { "s": -37645500536, "z": null, "r": -37645500536 }, "va": { "s": 231833754, "z": null, "r": 231833754 }, "vol_z": 0 } }, { "atm_iv_session": 0.90925, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.90925, "atm_iv_forward_exp": "2026-11-06", "ts": 1793897280, "iso": "2026-11-05T16:48:00+00:00", "phase": "rth", "spot": 186.21, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 176, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 176, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793896329, "vendor_iso": "2026-11-05T16:32:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793897280, "n_strikes": 22, "total_gex": -186206585.78453186, "total_gex_x": -165815329.36512628, "abs_gex": 219051063.59330308, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 189.0516964899437, "gamma_flip": null, "local_gamma_at_spot": -30459224.723250154, "local_strike": 185, "local_band_1pct": -83342591.98127696, "local_band_n": 4, "local_band_abs": 83342591.98127696, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -186206585.78453186, "total_gex_x": -165815329.36512628, "abs_gex": 219051063.59330308, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 189.0516964899437, "gamma_flip": null, "local_gamma_at_spot": -30459224.723250154, "local_strike": 185, "local_band_1pct": -83342591.98127696, "local_band_n": 4, "local_band_abs": 83342591.98127696, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5899061261576872 }, "pg": { "g": { "s": -165815328, "z": null, "r": -165815328 }, "ch": { "s": -33448931475, "z": null, "r": -33448931475 }, "va": { "s": 205515766, "z": null, "r": 205515766 }, "vol_z": 0 } }, { "atm_iv_session": 0.8937999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8937999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793897580, "iso": "2026-11-05T16:53:00+00:00", "phase": "rth", "spot": 187.13, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 242, "oi_known": 242, "oi_missing": 0, "oi_zero": 28, "g_vendor": 242, "g_x": 184, "used": 242, "g_iv": 0, "g_vendor_fallback": 242, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 184, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793896629, "vendor_iso": "2026-11-05T16:37:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793897580, "n_strikes": 23, "total_gex": -182081574.27411744, "total_gex_x": -167828380.8754426, "abs_gex": 229721458.46527004, "call_wall": 215, "put_wall": 185, "call_wall_book": 215, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 190.2468005184931, "gamma_flip": null, "local_gamma_at_spot": -10186711.11477487, "local_strike": 187.5, "local_band_1pct": -96178860.21676745, "local_band_n": 5, "local_band_abs": 96178860.21676745, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -182081574.27411744, "total_gex_x": -167828380.8754426, "abs_gex": 229721458.46527004, "call_wall": 215, "put_wall": 185, "call_wall_book": 215, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 190.2468005184931, "gamma_flip": null, "local_gamma_at_spot": -10186711.11477487, "local_strike": 187.5, "local_band_1pct": -96178860.21676745, "local_band_n": 5, "local_band_abs": 96178860.21676745, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5834082400422061 }, "pg": { "g": { "s": -167828381, "z": null, "r": -167828381 }, "ch": { "s": -42230790119, "z": null, "r": -42230790119 }, "va": { "s": 337060185, "z": null, "r": 337060185 }, "vol_z": 0 } }, { "atm_iv_session": 0.8950499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8950499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793897880, "iso": "2026-11-05T16:58:00+00:00", "phase": "rth", "spot": 187.41, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 242, "oi_known": 242, "oi_missing": 0, "oi_zero": 28, "g_vendor": 242, "g_x": 183, "used": 242, "g_iv": 0, "g_vendor_fallback": 242, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 183, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793896929, "vendor_iso": "2026-11-05T16:42:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793897880, "n_strikes": 23, "total_gex": -183423224.3413104, "total_gex_x": -170397600.72837457, "abs_gex": 229688825.80214557, "call_wall": 215, "put_wall": 185, "call_wall_book": 215, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 190.2656373640072, "gamma_flip": null, "local_gamma_at_spot": -10193131.372003652, "local_strike": 187.5, "local_band_1pct": -96458591.24065991, "local_band_n": 5, "local_band_abs": 96458591.24065991, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 23, "total_gex": -183423224.3413104, "total_gex_x": -170397600.72837457, "abs_gex": 229688825.80214557, "call_wall": 215, "put_wall": 185, "call_wall_book": 215, "put_wall_book": 190, "call_wall_oi": 215, "put_wall_oi": 170, "gamma_center": 190.2656373640072, "gamma_flip": null, "local_gamma_at_spot": -10193131.372003652, "local_strike": 187.5, "local_band_1pct": -96458591.24065991, "local_band_n": 5, "local_band_abs": 96458591.24065991, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5814826392765433 }, "pg": { "g": { "s": -170397600, "z": null, "r": -170397600 }, "ch": { "s": -40605630280, "z": null, "r": -40605630280 }, "va": { "s": 337507855, "z": null, "r": 337507855 }, "vol_z": 0 } }, { "atm_iv_session": 0.89835, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.89835, "atm_iv_forward_exp": "2026-11-06", "ts": 1793898180, "iso": "2026-11-05T17:03:00+00:00", "phase": "rth", "spot": 186.28, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 170, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 170, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793897230, "vendor_iso": "2026-11-05T16:47:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793898180, "n_strikes": 22, "total_gex": -187151335.82017088, "total_gex_x": -165698003.93698254, "abs_gex": 216784277.58647585, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.87188742458272, "gamma_flip": null, "local_gamma_at_spot": -10014533.912549922, "local_strike": 187.5, "local_band_1pct": -83335068.8844072, "local_band_n": 4, "local_band_abs": 83335068.8844072, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -187151335.82017088, "total_gex_x": -165698003.93698254, "abs_gex": 216784277.58647585, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.87188742458272, "gamma_flip": null, "local_gamma_at_spot": -10014533.912549922, "local_strike": 187.5, "local_band_1pct": -83335068.8844072, "local_band_n": 4, "local_band_abs": 83335068.8844072, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5861972861219338 }, "pg": { "g": { "s": -165698002, "z": null, "r": -165698002 }, "ch": { "s": -31642398712, "z": null, "r": -31642398712 }, "va": { "s": 204870834, "z": null, "r": 204870834 }, "vol_z": 0 } }, { "atm_iv_session": 0.9097, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9097, "atm_iv_forward_exp": "2026-11-06", "ts": 1793898480, "iso": "2026-11-05T17:08:00+00:00", "phase": "rth", "spot": 186.495, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 169, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 169, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793897530, "vendor_iso": "2026-11-05T16:52:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793898480, "n_strikes": 22, "total_gex": -186628370.59499723, "total_gex_x": -160881258.5931246, "abs_gex": 216783187.0061364, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.99345765194204, "gamma_flip": null, "local_gamma_at_spot": -9940547.063610226, "local_strike": 187.5, "local_band_1pct": -82643738.81277299, "local_band_n": 4, "local_band_abs": 82643738.81277299, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -186628370.59499723, "total_gex_x": -160881258.5931246, "abs_gex": 216783187.0061364, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.99345765194204, "gamma_flip": null, "local_gamma_at_spot": -9940547.063610226, "local_strike": 187.5, "local_band_1pct": -82643738.81277299, "local_band_n": 4, "local_band_abs": 82643738.81277299, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5865612468164625 }, "pg": { "g": { "s": -160881260, "z": null, "r": -160881260 }, "ch": { "s": -36196411319, "z": null, "r": -36196411319 }, "va": { "s": 276068344, "z": null, "r": 276068344 }, "vol_z": 0 } }, { "atm_iv_session": 0.9141, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9141, "atm_iv_forward_exp": "2026-11-06", "ts": 1793898780, "iso": "2026-11-05T17:13:00+00:00", "phase": "rth", "spot": 186.075, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 172, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 172, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793897830, "vendor_iso": "2026-11-05T16:57:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793898780, "n_strikes": 22, "total_gex": -186708915.96096206, "total_gex_x": -167307462.03238007, "abs_gex": 216163195.48490456, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.73487679199008, "gamma_flip": null, "local_gamma_at_spot": -30661705.135240868, "local_strike": 185, "local_band_1pct": -83334325.66053525, "local_band_n": 4, "local_band_abs": 83334325.66053525, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -186708915.96096206, "total_gex_x": -167307462.03238007, "abs_gex": 216163195.48490456, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.73487679199008, "gamma_flip": null, "local_gamma_at_spot": -30661705.135240868, "local_strike": 185, "local_band_1pct": -83334325.66053525, "local_band_n": 4, "local_band_abs": 83334325.66053525, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5876915693795985 }, "pg": { "g": { "s": -167307463, "z": null, "r": -167307463 }, "ch": { "s": -29408675343, "z": null, "r": -29408675343 }, "va": { "s": 171057692, "z": null, "r": 171057692 }, "vol_z": 0 } }, { "atm_iv_session": 0.9245000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9245000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793899080, "iso": "2026-11-05T17:18:00+00:00", "phase": "rth", "spot": 185.45, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 167, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 167, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793898130, "vendor_iso": "2026-11-05T17:02:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793899080, "n_strikes": 22, "total_gex": -184754904.94362473, "total_gex_x": -161461233.11639988, "abs_gex": 211449971.40936124, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.30376209005945, "gamma_flip": null, "local_gamma_at_spot": -30350354.174246497, "local_strike": 185, "local_band_1pct": -102505614.54494324, "local_band_n": 5, "local_band_abs": 102505614.54494324, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -184754904.94362473, "total_gex_x": -161461233.11639988, "abs_gex": 211449971.40936124, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.30376209005945, "gamma_flip": null, "local_gamma_at_spot": -30350354.174246497, "local_strike": 185, "local_band_1pct": -102505614.54494324, "local_band_n": 5, "local_band_abs": 102505614.54494324, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5847129405488252 }, "pg": { "g": { "s": -161461234, "z": null, "r": -161461234 }, "ch": { "s": -28760320610, "z": null, "r": -28760320610 }, "va": { "s": 179845756, "z": null, "r": 179845756 }, "vol_z": 0 } }, { "atm_iv_session": 0.92835, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.92835, "atm_iv_forward_exp": "2026-11-06", "ts": 1793899380, "iso": "2026-11-05T17:23:00+00:00", "phase": "rth", "spot": 185, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 168, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 168, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793898430, "vendor_iso": "2026-11-05T17:07:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793899380, "n_strikes": 22, "total_gex": -182911600.5825, "total_gex_x": -147367193.74365705, "abs_gex": 208522784.1325, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 187.9840696585984, "gamma_flip": null, "local_gamma_at_spot": -30202022.375000007, "local_strike": 185, "local_band_1pct": -101376246.8125, "local_band_n": 5, "local_band_abs": 101376246.8125, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -182911600.5825, "total_gex_x": -147367193.74365705, "abs_gex": 208522784.1325, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 187.9840696585984, "gamma_flip": null, "local_gamma_at_spot": -30202022.375000007, "local_strike": 185, "local_band_1pct": -101376246.8125, "local_band_n": 5, "local_band_abs": 101376246.8125, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5857093046996499 }, "pg": { "g": { "s": -147367194, "z": null, "r": -147367194 }, "ch": { "s": -37916328520, "z": null, "r": -37916328520 }, "va": { "s": 222519069, "z": null, "r": 222519069 }, "vol_z": 0 } }, { "atm_iv_session": 0.9323, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9323, "atm_iv_forward_exp": "2026-11-06", "ts": 1793899680, "iso": "2026-11-05T17:28:00+00:00", "phase": "rth", "spot": 185.015, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 176, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 176, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793898730, "vendor_iso": "2026-11-05T17:12:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793899680, "n_strikes": 22, "total_gex": -183937153.06164783, "total_gex_x": -153421979.42385903, "abs_gex": 209458109.471839, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.04477347680725, "gamma_flip": null, "local_gamma_at_spot": -30233767.219343845, "local_strike": 185, "local_band_1pct": -101838943.70751008, "local_band_n": 5, "local_band_abs": 101838943.70751008, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -183937153.06164783, "total_gex_x": -153421979.42385903, "abs_gex": 209458109.471839, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.04477347680725, "gamma_flip": null, "local_gamma_at_spot": -30233767.219343845, "local_strike": 185, "local_band_1pct": -101838943.70751008, "local_band_n": 5, "local_band_abs": 101838943.70751008, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5845436657540457 }, "pg": { "g": { "s": -153421979, "z": null, "r": -153421979 }, "ch": { "s": -34206354759, "z": null, "r": -34206354759 }, "va": { "s": 138429591, "z": null, "r": 138429591 }, "vol_z": 0 } }, { "atm_iv_session": 0.9238, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9238, "atm_iv_forward_exp": "2026-11-06", "ts": 1793899980, "iso": "2026-11-05T17:33:00+00:00", "phase": "rth", "spot": 185.297, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 174, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 174, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793899051, "vendor_iso": "2026-11-05T17:17:31Z", "vendor_age_s": 929, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793899980, "n_strikes": 22, "total_gex": -185592519.52605304, "total_gex_x": -150029720.8593825, "abs_gex": 211359100.91806245, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.13744694958513, "gamma_flip": null, "local_gamma_at_spot": -30603130.028450724, "local_strike": 185, "local_band_1pct": -102990524.2366457, "local_band_n": 5, "local_band_abs": 102990524.2366457, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -185592519.52605304, "total_gex_x": -150029720.8593825, "abs_gex": 211359100.91806245, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.13744694958513, "gamma_flip": null, "local_gamma_at_spot": -30603130.028450724, "local_strike": 185, "local_band_1pct": -102990524.2366457, "local_band_n": 5, "local_band_abs": 102990524.2366457, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5838868844154933 }, "pg": { "g": { "s": -150029720, "z": null, "r": -150029720 }, "ch": { "s": -38675604887, "z": null, "r": -38675604887 }, "va": { "s": 232079699, "z": null, "r": 232079699 }, "vol_z": 0 } }, { "atm_iv_session": 0.92435, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.92435, "atm_iv_forward_exp": "2026-11-06", "ts": 1793900280, "iso": "2026-11-05T17:38:00+00:00", "phase": "rth", "spot": 185.43, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 179, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 179, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793899331, "vendor_iso": "2026-11-05T17:22:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793900280, "n_strikes": 22, "total_gex": -185617912.69464096, "total_gex_x": -163479274.89726847, "abs_gex": 211103922.88965487, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.19046897224513, "gamma_flip": null, "local_gamma_at_spot": -30396044.81759203, "local_strike": 185, "local_band_1pct": -102552945.20449275, "local_band_n": 5, "local_band_abs": 102552945.20449275, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -185617912.69464096, "total_gex_x": -163479274.89726847, "abs_gex": 211103922.88965487, "call_wall": 210, "put_wall": 185, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 188.19046897224513, "gamma_flip": null, "local_gamma_at_spot": -30396044.81759203, "local_strike": 185, "local_band_1pct": -102552945.20449275, "local_band_n": 5, "local_band_abs": 102552945.20449275, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5845867412579471 }, "pg": { "g": { "s": -163479275, "z": null, "r": -163479275 }, "ch": { "s": -28385039730, "z": null, "r": -28385039730 }, "va": { "s": 149970176, "z": null, "r": 149970176 }, "vol_z": 0 } }, { "atm_iv_session": 0.9221999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9221999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793900580, "iso": "2026-11-05T17:43:00+00:00", "phase": "rth", "spot": 184.505, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 167, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 167, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793899631, "vendor_iso": "2026-11-05T17:27:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793900580, "n_strikes": 21, "total_gex": -187030272.5801312, "total_gex_x": -155923501.30451927, "abs_gex": 202808327.46014535, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.16601036213598, "gamma_flip": null, "local_gamma_at_spot": -30611489.282017615, "local_strike": 185, "local_band_1pct": -102192364.18565302, "local_band_n": 5, "local_band_abs": 102192364.18565302, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -187030272.5801312, "total_gex_x": -155923501.30451927, "abs_gex": 202808327.46014535, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.16601036213598, "gamma_flip": null, "local_gamma_at_spot": -30611489.282017615, "local_strike": 185, "local_band_1pct": -102192364.18565302, "local_band_n": 5, "local_band_abs": 102192364.18565302, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5822345914862308 }, "pg": { "g": { "s": -155923502, "z": null, "r": -155923502 }, "ch": { "s": -24351422483, "z": null, "r": -24351422483 }, "va": { "s": 82240803, "z": null, "r": 82240803 }, "vol_z": 0 } }, { "atm_iv_session": 0.944, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.944, "atm_iv_forward_exp": "2026-11-06", "ts": 1793900880, "iso": "2026-11-05T17:48:00+00:00", "phase": "rth", "spot": 184.27, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 168, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 168, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793899931, "vendor_iso": "2026-11-05T17:32:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793900880, "n_strikes": 21, "total_gex": -184570293.65905598, "total_gex_x": -165828521.10549945, "abs_gex": 200130900.49023423, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.0532567267059, "gamma_flip": null, "local_gamma_at_spot": -29943208.015386652, "local_strike": 185, "local_band_1pct": -67542707.41432504, "local_band_n": 4, "local_band_abs": 67542707.41432504, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -184570293.65905598, "total_gex_x": -165828521.10549945, "abs_gex": 200130900.49023423, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.0532567267059, "gamma_flip": null, "local_gamma_at_spot": -29943208.015386652, "local_strike": 185, "local_band_1pct": -67542707.41432504, "local_band_n": 4, "local_band_abs": 67542707.41432504, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5820245011127607 }, "pg": { "g": { "s": -165828521, "z": null, "r": -165828521 }, "ch": { "s": -12260143404, "z": null, "r": -12260143404 }, "va": { "s": -19765941, "z": null, "r": -19765941 }, "vol_z": 0 } }, { "atm_iv_session": 0.93655, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.93655, "atm_iv_forward_exp": "2026-11-06", "ts": 1793901180, "iso": "2026-11-05T17:53:00+00:00", "phase": "rth", "spot": 184.3226, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 169, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 169, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793900231, "vendor_iso": "2026-11-05T17:37:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793901180, "n_strikes": 21, "total_gex": -185070256.91092885, "total_gex_x": -149901832.57507387, "abs_gex": 200474800.82683265, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.05206194193474, "gamma_flip": null, "local_gamma_at_spot": -30105581.408483073, "local_strike": 185, "local_band_1pct": -67856183.80426873, "local_band_n": 4, "local_band_abs": 67856183.80426873, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -185070256.91092885, "total_gex_x": -149901832.57507387, "abs_gex": 200474800.82683265, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.05206194193474, "gamma_flip": null, "local_gamma_at_spot": -30105581.408483073, "local_strike": 185, "local_band_1pct": -67856183.80426873, "local_band_n": 4, "local_band_abs": 67856183.80426873, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5815730379362811 }, "pg": { "g": { "s": -149901833, "z": null, "r": -149901833 }, "ch": { "s": -34024379243, "z": null, "r": -34024379243 }, "va": { "s": 82024933, "z": null, "r": 82024933 }, "vol_z": 0 } }, { "atm_iv_session": 0.9903500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9903500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793901480, "iso": "2026-11-05T17:58:00+00:00", "phase": "rth", "spot": 183.29, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 166, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 166, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793900532, "vendor_iso": "2026-11-05T17:42:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793901480, "n_strikes": 21, "total_gex": -179412240.50017932, "total_gex_x": -143115130.96416485, "abs_gex": 193397784.47402328, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.47845046663588, "gamma_flip": null, "local_gamma_at_spot": -6918889.370081261, "local_strike": 182.5, "local_band_1pct": -65960775.65035734, "local_band_n": 4, "local_band_abs": 65960775.65035734, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179412240.50017932, "total_gex_x": -143115130.96416485, "abs_gex": 193397784.47402328, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.47845046663588, "gamma_flip": null, "local_gamma_at_spot": -6918889.370081261, "local_strike": 182.5, "local_band_1pct": -65960775.65035734, "local_band_n": 4, "local_band_abs": 65960775.65035734, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5801150484317996 }, "pg": { "g": { "s": -143115131, "z": null, "r": -143115131 }, "ch": { "s": -30062467221, "z": null, "r": -30062467221 }, "va": { "s": 92602112, "z": null, "r": 92602112 }, "vol_z": 0 } }, { "atm_iv_session": 0.972, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.972, "atm_iv_forward_exp": "2026-11-06", "ts": 1793901780, "iso": "2026-11-05T18:03:00+00:00", "phase": "rth", "spot": 182.89, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 168, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 168, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793900832, "vendor_iso": "2026-11-05T17:47:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793901780, "n_strikes": 21, "total_gex": -179188687.8458087, "total_gex_x": -144947200.73197, "abs_gex": 192908817.39769426, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.19238609594942, "gamma_flip": null, "local_gamma_at_spot": -7079461.8307171, "local_strike": 182.5, "local_band_1pct": -67569737.15045452, "local_band_n": 5, "local_band_abs": 67569737.15045452, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179188687.8458087, "total_gex_x": -144947200.73197, "abs_gex": 192908817.39769426, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.19238609594942, "gamma_flip": null, "local_gamma_at_spot": -7079461.8307171, "local_strike": 182.5, "local_band_1pct": -67569737.15045452, "local_band_n": 5, "local_band_abs": 67569737.15045452, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.580575348509787 }, "pg": { "g": { "s": -144947202, "z": null, "r": -144947202 }, "ch": { "s": -27787001242, "z": null, "r": -27787001242 }, "va": { "s": 57669164, "z": null, "r": 57669164 }, "vol_z": 0 } }, { "atm_iv_session": 0.9833000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9833000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793902080, "iso": "2026-11-05T18:08:00+00:00", "phase": "rth", "spot": 182.725, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 168, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 168, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793901132, "vendor_iso": "2026-11-05T17:52:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793902080, "n_strikes": 21, "total_gex": -178144302.17834166, "total_gex_x": -145068576.77277273, "abs_gex": 191264077.01944655, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.09683161487973, "gamma_flip": null, "local_gamma_at_spot": -7019666.07446406, "local_strike": 182.5, "local_band_1pct": -67100635.50749843, "local_band_n": 5, "local_band_abs": 67100635.50749843, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -178144302.17834166, "total_gex_x": -145068576.77277273, "abs_gex": 191264077.01944655, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.09683161487973, "gamma_flip": null, "local_gamma_at_spot": -7019666.07446406, "local_strike": 182.5, "local_band_1pct": -67100635.50749843, "local_band_n": 5, "local_band_abs": 67100635.50749843, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5775203663958071 }, "pg": { "g": { "s": -145068577, "z": null, "r": -145068577 }, "ch": { "s": -26127527451, "z": null, "r": -26127527451 }, "va": { "s": 39833738, "z": null, "r": 39833738 }, "vol_z": 0 } }, { "atm_iv_session": 0.9765999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9765999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793902380, "iso": "2026-11-05T18:13:00+00:00", "phase": "rth", "spot": 182.515, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 206, "oi_known": 206, "oi_missing": 0, "oi_zero": 28, "g_vendor": 206, "g_x": 162, "used": 206, "g_iv": 0, "g_vendor_fallback": 206, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 162, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793901432, "vendor_iso": "2026-11-05T17:57:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793902380, "n_strikes": 20, "total_gex": -180478676.69291127, "total_gex_x": -150807575.0254283, "abs_gex": 186737476.83619058, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.53467615674182, "gamma_flip": null, "local_gamma_at_spot": -7031682.136087142, "local_strike": 182.5, "local_band_1pct": -67014176.99985412, "local_band_n": 5, "local_band_abs": 67014176.99985412, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 20, "total_gex": -180478676.69291127, "total_gex_x": -150807575.0254283, "abs_gex": 186737476.83619058, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.53467615674182, "gamma_flip": null, "local_gamma_at_spot": -7031682.136087142, "local_strike": 182.5, "local_band_1pct": -67014176.99985412, "local_band_n": 5, "local_band_abs": 67014176.99985412, "local_band_pct": 2.75, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5865902440791364 }, "pg": { "g": { "s": -150807574, "z": null, "r": -150807574 }, "ch": { "s": -16477833545, "z": null, "r": -16477833545 }, "va": { "s": -88802870, "z": null, "r": -88802870 }, "vol_z": 0 } }, { "atm_iv_session": 1.0032, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0032, "atm_iv_forward_exp": "2026-11-06", "ts": 1793902680, "iso": "2026-11-05T18:18:00+00:00", "phase": "rth", "spot": 182.2051, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 29, "g_vendor": 218, "g_x": 170, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 170, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793901732, "vendor_iso": "2026-11-05T18:02:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793902680, "n_strikes": 21, "total_gex": -179005805.19054875, "total_gex_x": -149429668.05097395, "abs_gex": 185083816.26596618, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.1539883903453, "gamma_flip": null, "local_gamma_at_spot": -6899200.801193252, "local_strike": 182.5, "local_band_1pct": -65527600.99182007, "local_band_n": 5, "local_band_abs": 65527600.99182007, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179005805.19054875, "total_gex_x": -149429668.05097395, "abs_gex": 185083816.26596618, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.1539883903453, "gamma_flip": null, "local_gamma_at_spot": -6899200.801193252, "local_strike": 182.5, "local_band_1pct": -65527600.99182007, "local_band_n": 5, "local_band_abs": 65527600.99182007, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5872947297597155 }, "pg": { "g": { "s": -149429667, "z": null, "r": -149429667 }, "ch": { "s": -17607678553, "z": null, "r": -17607678553 }, "va": { "s": -83859622, "z": null, "r": -83859622 }, "vol_z": 0 } }, { "atm_iv_session": 0.97395, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.97395, "atm_iv_forward_exp": "2026-11-06", "ts": 1793902980, "iso": "2026-11-05T18:23:00+00:00", "phase": "rth", "spot": 182.165, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 29, "g_vendor": 218, "g_x": 175, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 175, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793902032, "vendor_iso": "2026-11-05T18:07:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793902980, "n_strikes": 21, "total_gex": -180789382.734707, "total_gex_x": -152305140.55442134, "abs_gex": 186979489.27111894, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.16251573089403, "gamma_flip": null, "local_gamma_at_spot": -7051927.147323692, "local_strike": 182.5, "local_band_1pct": -66794938.403757125, "local_band_n": 5, "local_band_abs": 66794938.403757125, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -180789382.734707, "total_gex_x": -152305140.55442134, "abs_gex": 186979489.27111894, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.16251573089403, "gamma_flip": null, "local_gamma_at_spot": -7051927.147323692, "local_strike": 182.5, "local_band_1pct": -66794938.403757125, "local_band_n": 5, "local_band_abs": 66794938.403757125, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5883583145596907 }, "pg": { "g": { "s": -152305141, "z": null, "r": -152305141 }, "ch": { "s": -17603202353, "z": null, "r": -17603202353 }, "va": { "s": -103054528, "z": null, "r": -103054528 }, "vol_z": 0 } }, { "atm_iv_session": 0.9612, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9612, "atm_iv_forward_exp": "2026-11-06", "ts": 1793903280, "iso": "2026-11-05T18:28:00+00:00", "phase": "rth", "spot": 182.75, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 172, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 172, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793902332, "vendor_iso": "2026-11-05T18:12:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793903280, "n_strikes": 21, "total_gex": -180353396.781275, "total_gex_x": -147549471.78378445, "abs_gex": 193544111.4253, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.12058184517113, "gamma_flip": null, "local_gamma_at_spot": -7227773.565512499, "local_strike": 182.5, "local_band_1pct": -68816752.9327625, "local_band_n": 5, "local_band_abs": 68816752.9327625, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -180353396.781275, "total_gex_x": -147549471.78378445, "abs_gex": 193544111.4253, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.12058184517113, "gamma_flip": null, "local_gamma_at_spot": -7227773.565512499, "local_strike": 182.5, "local_band_1pct": -68816752.9327625, "local_band_n": 5, "local_band_abs": 68816752.9327625, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5784914309930091 }, "pg": { "g": { "s": -147549472, "z": null, "r": -147549472 }, "ch": { "s": -25940346288, "z": null, "r": -25940346288 }, "va": { "s": 33444632, "z": null, "r": 33444632 }, "vol_z": 0 } }, { "atm_iv_session": 0.9722500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9722500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793903580, "iso": "2026-11-05T18:33:00+00:00", "phase": "rth", "spot": 182.69, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 172, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 172, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793902633, "vendor_iso": "2026-11-05T18:17:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793903580, "n_strikes": 21, "total_gex": -179285439.7176306, "total_gex_x": -146031780.62825415, "abs_gex": 191959543.82100794, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.06641622187735, "gamma_flip": null, "local_gamma_at_spot": -7150906.925296329, "local_strike": 182.5, "local_band_1pct": -68223047.63779253, "local_band_n": 5, "local_band_abs": 68223047.63779253, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179285439.7176306, "total_gex_x": -146031780.62825415, "abs_gex": 191959543.82100794, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.06641622187735, "gamma_flip": null, "local_gamma_at_spot": -7150906.925296329, "local_strike": 182.5, "local_band_1pct": -68223047.63779253, "local_band_n": 5, "local_band_abs": 68223047.63779253, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5770759826005576 }, "pg": { "g": { "s": -146031781, "z": null, "r": -146031781 }, "ch": { "s": -25337502673, "z": null, "r": -25337502673 }, "va": { "s": 33582756, "z": null, "r": 33582756 }, "vol_z": 0 } }, { "atm_iv_session": 0.9753499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9753499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793903880, "iso": "2026-11-05T18:38:00+00:00", "phase": "rth", "spot": 182.06, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 29, "g_vendor": 218, "g_x": 168, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 168, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793902933, "vendor_iso": "2026-11-05T18:22:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793903880, "n_strikes": 21, "total_gex": -180641748.48362342, "total_gex_x": -146822895.33316103, "abs_gex": 186517465.77441436, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.10929076118495, "gamma_flip": null, "local_gamma_at_spot": -7109478.510438879, "local_strike": 182.5, "local_band_1pct": -67332924.10168168, "local_band_n": 5, "local_band_abs": 67332924.10168168, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -180641748.48362342, "total_gex_x": -146822895.33316103, "abs_gex": 186517465.77441436, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.10929076118495, "gamma_flip": null, "local_gamma_at_spot": -7109478.510438879, "local_strike": 182.5, "local_band_1pct": -67332924.10168168, "local_band_n": 5, "local_band_abs": 67332924.10168168, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5867676889404247 }, "pg": { "g": { "s": -146822895, "z": null, "r": -146822895 }, "ch": { "s": -17394990721, "z": null, "r": -17394990721 }, "va": { "s": 357542, "z": null, "r": 357542 }, "vol_z": 0 } }, { "atm_iv_session": 0.9516, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9516, "atm_iv_forward_exp": "2026-11-06", "ts": 1793904180, "iso": "2026-11-05T18:43:00+00:00", "phase": "rth", "spot": 183, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 174, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 174, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793903233, "vendor_iso": "2026-11-05T18:27:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793904180, "n_strikes": 21, "total_gex": -181381514.328, "total_gex_x": -147753483.46444324, "abs_gex": 194962824.2286, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.2722668735754, "gamma_flip": null, "local_gamma_at_spot": -7285257.340200001, "local_strike": 182.5, "local_band_1pct": -68882144.35319999, "local_band_n": 4, "local_band_abs": 68882144.35319999, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -181381514.328, "total_gex_x": -147753483.46444324, "abs_gex": 194962824.2286, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.2722668735754, "gamma_flip": null, "local_gamma_at_spot": -7285257.340200001, "local_strike": 182.5, "local_band_1pct": -68882144.35319999, "local_band_n": 4, "local_band_abs": 68882144.35319999, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5802524094642423 }, "pg": { "g": { "s": -147753484, "z": null, "r": -147753484 }, "ch": { "s": -27123063639, "z": null, "r": -27123063639 }, "va": { "s": 51262431, "z": null, "r": 51262431 }, "vol_z": 0 } }, { "atm_iv_session": 0.96435, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.96435, "atm_iv_forward_exp": "2026-11-06", "ts": 1793904480, "iso": "2026-11-05T18:48:00+00:00", "phase": "rth", "spot": 182.825, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 173, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 173, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793903533, "vendor_iso": "2026-11-05T18:32:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793904480, "n_strikes": 21, "total_gex": -179885029.86351237, "total_gex_x": -147537948.0202441, "abs_gex": 193010291.09037223, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.1047851646856, "gamma_flip": null, "local_gamma_at_spot": -7249781.365118687, "local_strike": 182.5, "local_band_1pct": -68871066.21095382, "local_band_n": 5, "local_band_abs": 68871066.21095382, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179885029.86351237, "total_gex_x": -147537948.0202441, "abs_gex": 193010291.09037223, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.1047851646856, "gamma_flip": null, "local_gamma_at_spot": -7249781.365118687, "local_strike": 182.5, "local_band_1pct": -68871066.21095382, "local_band_n": 5, "local_band_abs": 68871066.21095382, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5794094455159458 }, "pg": { "g": { "s": -147537948, "z": null, "r": -147537948 }, "ch": { "s": -26204696713, "z": null, "r": -26204696713 }, "va": { "s": 32111104, "z": null, "r": 32111104 }, "vol_z": 0 } }, { "atm_iv_session": 0.96875, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.96875, "atm_iv_forward_exp": "2026-11-06", "ts": 1793904780, "iso": "2026-11-05T18:53:00+00:00", "phase": "rth", "spot": 182.72, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 175, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 175, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793903833, "vendor_iso": "2026-11-05T18:37:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793904780, "n_strikes": 21, "total_gex": -179145692.8416256, "total_gex_x": -148218225.26302215, "abs_gex": 192488540.05507073, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.1400337160544, "gamma_flip": null, "local_gamma_at_spot": -7187830.81747456, "local_strike": 182.5, "local_band_1pct": -68367006.23441921, "local_band_n": 5, "local_band_abs": 68367006.23441921, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179145692.8416256, "total_gex_x": -148218225.26302215, "abs_gex": 192488540.05507073, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.1400337160544, "gamma_flip": null, "local_gamma_at_spot": -7187830.81747456, "local_strike": 182.5, "local_band_1pct": -68367006.23441921, "local_band_n": 5, "local_band_abs": 68367006.23441921, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5801956724476577 }, "pg": { "g": { "s": -148218224, "z": null, "r": -148218224 }, "ch": { "s": -25370774941, "z": null, "r": -25370774941 }, "va": { "s": -8846139, "z": null, "r": -8846139 }, "vol_z": 0 } }, { "atm_iv_session": 0.9732000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9732000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793905080, "iso": "2026-11-05T18:58:00+00:00", "phase": "rth", "spot": 182.83, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 175, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 175, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793904133, "vendor_iso": "2026-11-05T18:42:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793905080, "n_strikes": 21, "total_gex": -179251703.9601275, "total_gex_x": -146723367.48153144, "abs_gex": 192763849.66322163, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.14904177296583, "gamma_flip": null, "local_gamma_at_spot": -7151682.477559451, "local_strike": 182.5, "local_band_1pct": -68233199.02887814, "local_band_n": 5, "local_band_abs": 68233199.02887814, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179251703.9601275, "total_gex_x": -146723367.48153144, "abs_gex": 192763849.66322163, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.14904177296583, "gamma_flip": null, "local_gamma_at_spot": -7151682.477559451, "local_strike": 182.5, "local_band_1pct": -68233199.02887814, "local_band_n": 5, "local_band_abs": 68233199.02887814, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5801589888984272 }, "pg": { "g": { "s": -146723366, "z": null, "r": -146723366 }, "ch": { "s": -27069678954, "z": null, "r": -27069678954 }, "va": { "s": 40333092, "z": null, "r": 40333092 }, "vol_z": 0 } }, { "atm_iv_session": 0.9523999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9523999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793905380, "iso": "2026-11-05T19:03:00+00:00", "phase": "rth", "spot": 182.93, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 178, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 178, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793904433, "vendor_iso": "2026-11-05T18:47:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793905380, "n_strikes": 21, "total_gex": -180962422.81421262, "total_gex_x": -149203117.5318999, "abs_gex": 194442451.3827717, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.18642299477617, "gamma_flip": null, "local_gamma_at_spot": -7306007.283801161, "local_strike": 182.5, "local_band_1pct": -69350643.23649265, "local_band_n": 5, "local_band_abs": 69350643.23649265, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -180962422.81421262, "total_gex_x": -149203117.5318999, "abs_gex": 194442451.3827717, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.18642299477617, "gamma_flip": null, "local_gamma_at_spot": -7306007.283801161, "local_strike": 182.5, "local_band_1pct": -69350643.23649265, "local_band_n": 5, "local_band_abs": 69350643.23649265, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5811742845034809 }, "pg": { "g": { "s": -149203116, "z": null, "r": -149203116 }, "ch": { "s": -26765752885, "z": null, "r": -26765752885 }, "va": { "s": 4869150, "z": null, "r": 4869150 }, "vol_z": 0 } }, { "atm_iv_session": 0.96175, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.96175, "atm_iv_forward_exp": "2026-11-06", "ts": 1793905680, "iso": "2026-11-05T19:08:00+00:00", "phase": "rth", "spot": 182.555, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 206, "oi_known": 206, "oi_missing": 0, "oi_zero": 28, "g_vendor": 206, "g_x": 168, "used": 206, "g_iv": 0, "g_vendor_fallback": 206, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 168, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793904734, "vendor_iso": "2026-11-05T18:52:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793905680, "n_strikes": 20, "total_gex": -182629717.2743707, "total_gex_x": -152919851.57165653, "abs_gex": 188837992.27369508, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.58361521475643, "gamma_flip": null, "local_gamma_at_spot": -7271454.848610738, "local_strike": 182.5, "local_band_1pct": -68751334.90051515, "local_band_n": 5, "local_band_abs": 68751334.90051515, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 20, "total_gex": -182629717.2743707, "total_gex_x": -152919851.57165653, "abs_gex": 188837992.27369508, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 190, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.58361521475643, "gamma_flip": null, "local_gamma_at_spot": -7271454.848610738, "local_strike": 182.5, "local_band_1pct": -68751334.90051515, "local_band_n": 5, "local_band_abs": 68751334.90051515, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5895830025324867 }, "pg": { "g": { "s": -152919851, "z": null, "r": -152919851 }, "ch": { "s": -16915259156, "z": null, "r": -16915259156 }, "va": { "s": -89952279, "z": null, "r": -89952279 }, "vol_z": 0 } }, { "atm_iv_session": 0.95425, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.95425, "atm_iv_forward_exp": "2026-11-06", "ts": 1793905980, "iso": "2026-11-05T19:13:00+00:00", "phase": "rth", "spot": 183.0699, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 178, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 178, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793905034, "vendor_iso": "2026-11-05T18:57:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793905980, "n_strikes": 21, "total_gex": -181532900.24425724, "total_gex_x": -148177563.12579298, "abs_gex": 195198299.34201872, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.26907493745233, "gamma_flip": null, "local_gamma_at_spot": -7329332.123938156, "local_strike": 182.5, "local_band_1pct": -69091366.0553053, "local_band_n": 4, "local_band_abs": 69091366.0553053, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -181532900.24425724, "total_gex_x": -148177563.12579298, "abs_gex": 195198299.34201872, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.26907493745233, "gamma_flip": null, "local_gamma_at_spot": -7329332.123938156, "local_strike": 182.5, "local_band_1pct": -69091366.0553053, "local_band_n": 4, "local_band_abs": 69091366.0553053, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5814852317515081 }, "pg": { "g": { "s": -148177564, "z": null, "r": -148177564 }, "ch": { "s": -28322353685, "z": null, "r": -28322353685 }, "va": { "s": 51448806, "z": null, "r": 51448806 }, "vol_z": 0 } }, { "atm_iv_session": 0.9601500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9601500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793906280, "iso": "2026-11-05T19:18:00+00:00", "phase": "rth", "spot": 182.82, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 173, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 173, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793905334, "vendor_iso": "2026-11-05T19:02:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793906280, "n_strikes": 21, "total_gex": -180191377.1699593, "total_gex_x": -146454793.7957974, "abs_gex": 193757701.0365097, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.18727497732795, "gamma_flip": null, "local_gamma_at_spot": -7287022.640335681, "local_strike": 182.5, "local_band_1pct": -69016687.33582258, "local_band_n": 5, "local_band_abs": 69016687.33582258, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -180191377.1699593, "total_gex_x": -146454793.7957974, "abs_gex": 193757701.0365097, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.18727497732795, "gamma_flip": null, "local_gamma_at_spot": -7287022.640335681, "local_strike": 182.5, "local_band_1pct": -69016687.33582258, "local_band_n": 5, "local_band_abs": 69016687.33582258, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5818095361303104 }, "pg": { "g": { "s": -146454795, "z": null, "r": -146454795 }, "ch": { "s": -27209528099, "z": null, "r": -27209528099 }, "va": { "s": 51657991, "z": null, "r": 51657991 }, "vol_z": 0 } }, { "atm_iv_session": 0.974, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.974, "atm_iv_forward_exp": "2026-11-06", "ts": 1793906580, "iso": "2026-11-05T19:23:00+00:00", "phase": "rth", "spot": 182.9399, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 177, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 177, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793905657, "vendor_iso": "2026-11-05T19:07:37Z", "vendor_age_s": 923, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793906580, "n_strikes": 21, "total_gex": -179132887.95923707, "total_gex_x": -148198194.62549907, "abs_gex": 193149800.87866178, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.23283921783494, "gamma_flip": null, "local_gamma_at_spot": -7188656.212267827, "local_strike": 182.5, "local_band_1pct": -68131801.55168054, "local_band_n": 5, "local_band_abs": 68131801.55168054, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179132887.95923707, "total_gex_x": -148198194.62549907, "abs_gex": 193149800.87866178, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.23283921783494, "gamma_flip": null, "local_gamma_at_spot": -7188656.212267827, "local_strike": 182.5, "local_band_1pct": -68131801.55168054, "local_band_n": 5, "local_band_abs": 68131801.55168054, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.583399791902484 }, "pg": { "g": { "s": -148198194, "z": null, "r": -148198194 }, "ch": { "s": -28207921687, "z": null, "r": -28207921687 }, "va": { "s": -137696, "z": null, "r": -137696 }, "vol_z": 0 } }, { "atm_iv_session": 0.9801500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9801500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793906880, "iso": "2026-11-05T19:28:00+00:00", "phase": "rth", "spot": 183.07, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 175, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 175, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793905934, "vendor_iso": "2026-11-05T19:12:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793906880, "n_strikes": 21, "total_gex": -179769264.0742345, "total_gex_x": -148013085.83488223, "abs_gex": 193510287.0949344, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.30115272230458, "gamma_flip": null, "local_gamma_at_spot": -7161810.57559329, "local_strike": 182.5, "local_band_1pct": -67556820.26786335, "local_band_n": 4, "local_band_abs": 67556820.26786335, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179769264.0742345, "total_gex_x": -148013085.83488223, "abs_gex": 193510287.0949344, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.30115272230458, "gamma_flip": null, "local_gamma_at_spot": -7161810.57559329, "local_strike": 182.5, "local_band_1pct": -67556820.26786335, "local_band_n": 4, "local_band_abs": 67556820.26786335, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5827099233504456 }, "pg": { "g": { "s": -148013086, "z": null, "r": -148013086 }, "ch": { "s": -29335834586, "z": null, "r": -29335834586 }, "va": { "s": 12895049, "z": null, "r": 12895049 }, "vol_z": 0 } }, { "atm_iv_session": 0.9411499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9411499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793907180, "iso": "2026-11-05T19:33:00+00:00", "phase": "rth", "spot": 184.345, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 180, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 180, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793906234, "vendor_iso": "2026-11-05T19:17:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793907180, "n_strikes": 21, "total_gex": -185850196.81213862, "total_gex_x": -162411571.28029427, "abs_gex": 201410960.34168065, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.07755080168536, "gamma_flip": null, "local_gamma_at_spot": -30539753.737715576, "local_strike": 185, "local_band_1pct": -68432018.48712212, "local_band_n": 4, "local_band_abs": 68432018.48712212, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -185850196.81213862, "total_gex_x": -162411571.28029427, "abs_gex": 201410960.34168065, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.07755080168536, "gamma_flip": null, "local_gamma_at_spot": -30539753.737715576, "local_strike": 185, "local_band_1pct": -68432018.48712212, "local_band_n": 4, "local_band_abs": 68432018.48712212, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5845323124656483 }, "pg": { "g": { "s": -162411569, "z": null, "r": -162411569 }, "ch": { "s": -24986014230, "z": null, "r": -24986014230 }, "va": { "s": -5176850, "z": null, "r": -5176850 }, "vol_z": 0 } }, { "atm_iv_session": 0.97285, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.97285, "atm_iv_forward_exp": "2026-11-06", "ts": 1793907480, "iso": "2026-11-05T19:38:00+00:00", "phase": "rth", "spot": 183.33, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 170, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 170, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793906535, "vendor_iso": "2026-11-05T19:22:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793907480, "n_strikes": 21, "total_gex": -181657160.8826764, "total_gex_x": -146441046.27223983, "abs_gex": 195643781.7088558, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.49650158295324, "gamma_flip": null, "local_gamma_at_spot": -7207045.779571471, "local_strike": 182.5, "local_band_1pct": -68115309.92875163, "local_band_n": 4, "local_band_abs": 68115309.92875163, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -181657160.8826764, "total_gex_x": -146441046.27223983, "abs_gex": 195643781.7088558, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.49650158295324, "gamma_flip": null, "local_gamma_at_spot": -7207045.779571471, "local_strike": 182.5, "local_band_1pct": -68115309.92875163, "local_band_n": 4, "local_band_abs": 68115309.92875163, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5827881165394103 }, "pg": { "g": { "s": -146441047, "z": null, "r": -146441047 }, "ch": { "s": -30802878354, "z": null, "r": -30802878354 }, "va": { "s": 83264077, "z": null, "r": 83264077 }, "vol_z": 0 } }, { "atm_iv_session": 0.9845999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9845999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793907780, "iso": "2026-11-05T19:43:00+00:00", "phase": "rth", "spot": 182.73, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 171, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 171, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793906835, "vendor_iso": "2026-11-05T19:27:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793907780, "n_strikes": 21, "total_gex": -178341017.00574428, "total_gex_x": -146923201.28597483, "abs_gex": 191152983.9264353, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.0299635678987, "gamma_flip": null, "local_gamma_at_spot": -7154860.0523867095, "local_strike": 182.5, "local_band_1pct": -67650018.03674361, "local_band_n": 5, "local_band_abs": 67650018.03674361, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -178341017.00574428, "total_gex_x": -146923201.28597483, "abs_gex": 191152983.9264353, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.0299635678987, "gamma_flip": null, "local_gamma_at_spot": -7154860.0523867095, "local_strike": 182.5, "local_band_1pct": -67650018.03674361, "local_band_n": 5, "local_band_abs": 67650018.03674361, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5812277797271177 }, "pg": { "g": { "s": -146923202, "z": null, "r": -146923202 }, "ch": { "s": -26947874781, "z": null, "r": -26947874781 }, "va": { "s": 20079811, "z": null, "r": 20079811 }, "vol_z": 0 } }, { "atm_iv_session": 0.9878, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9878, "atm_iv_forward_exp": "2026-11-06", "ts": 1793908080, "iso": "2026-11-05T19:48:00+00:00", "phase": "rth", "spot": 182.92, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 172, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 172, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793907135, "vendor_iso": "2026-11-05T19:32:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793908080, "n_strikes": 21, "total_gex": -179078861.44712815, "total_gex_x": -145890566.518853, "abs_gex": 192403575.1350171, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.18251945075664, "gamma_flip": null, "local_gamma_at_spot": -7122618.8023849595, "local_strike": 182.5, "local_band_1pct": -67548954.05457167, "local_band_n": 5, "local_band_abs": 67548954.05457167, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -179078861.44712815, "total_gex_x": -145890566.518853, "abs_gex": 192403575.1350171, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.18251945075664, "gamma_flip": null, "local_gamma_at_spot": -7122618.8023849595, "local_strike": 182.5, "local_band_1pct": -67548954.05457167, "local_band_n": 5, "local_band_abs": 67548954.05457167, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5817624740008557 }, "pg": { "g": { "s": -145890567, "z": null, "r": -145890567 }, "ch": { "s": -29345104998, "z": null, "r": -29345104998 }, "va": { "s": 47359543, "z": null, "r": 47359543 }, "vol_z": 0 } }, { "atm_iv_session": 0.99065, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.99065, "atm_iv_forward_exp": "2026-11-06", "ts": 1793908380, "iso": "2026-11-05T19:53:00+00:00", "phase": "rth", "spot": 183.1272, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 177, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 177, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793907435, "vendor_iso": "2026-11-05T19:37:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793908380, "n_strikes": 21, "total_gex": -180238410.65320504, "total_gex_x": -150218051.89970785, "abs_gex": 193572086.76268667, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.27392439326945, "gamma_flip": null, "local_gamma_at_spot": -7154478.798175064, "local_strike": 182.5, "local_band_1pct": -67466627.75296244, "local_band_n": 4, "local_band_abs": 67466627.75296244, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -180238410.65320504, "total_gex_x": -150218051.89970785, "abs_gex": 193572086.76268667, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.27392439326945, "gamma_flip": null, "local_gamma_at_spot": -7154478.798175064, "local_strike": 182.5, "local_band_1pct": -67466627.75296244, "local_band_n": 4, "local_band_abs": 67466627.75296244, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5813796841360825 }, "pg": { "g": { "s": -150218052, "z": null, "r": -150218052 }, "ch": { "s": -29145296712, "z": null, "r": -29145296712 }, "va": { "s": -12763459, "z": null, "r": -12763459 }, "vol_z": 0 } }, { "atm_iv_session": 0.9506, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9506, "atm_iv_forward_exp": "2026-11-06", "ts": 1793908680, "iso": "2026-11-05T19:58:00+00:00", "phase": "rth", "spot": 184.085, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 173, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 173, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793907735, "vendor_iso": "2026-11-05T19:42:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793908680, "n_strikes": 21, "total_gex": -185407216.38601494, "total_gex_x": -147258123.11313227, "abs_gex": 199886908.56692776, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.83917657484062, "gamma_flip": null, "local_gamma_at_spot": -30705331.951689508, "local_strike": 185, "local_band_1pct": -68783954.74219877, "local_band_n": 4, "local_band_abs": 68783954.74219877, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -185407216.38601494, "total_gex_x": -147258123.11313227, "abs_gex": 199886908.56692776, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.83917657484062, "gamma_flip": null, "local_gamma_at_spot": -30705331.951689508, "local_strike": 185, "local_band_1pct": -68783954.74219877, "local_band_n": 4, "local_band_abs": 68783954.74219877, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5832168051823494 }, "pg": { "g": { "s": -147258125, "z": null, "r": -147258125 }, "ch": { "s": -37258499516, "z": null, "r": -37258499516 }, "va": { "s": 127487269, "z": null, "r": 127487269 }, "vol_z": 0 } }, { "atm_iv_session": 0.95075, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.95075, "atm_iv_forward_exp": "2026-11-06", "ts": 1793908980, "iso": "2026-11-05T20:03:00+00:00", "phase": "rth", "spot": 184.6295, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 178, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 178, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793908036, "vendor_iso": "2026-11-05T19:47:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793908980, "n_strikes": 21, "total_gex": -187789518.7240133, "total_gex_x": -168325539.1515565, "abs_gex": 203041174.61793718, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.16305845053103, "gamma_flip": null, "local_gamma_at_spot": -30834889.681085736, "local_strike": 185, "local_band_1pct": -102477912.76012106, "local_band_n": 5, "local_band_abs": 102477912.76012106, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -187789518.7240133, "total_gex_x": -168325539.1515565, "abs_gex": 203041174.61793718, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 187.16305845053103, "gamma_flip": null, "local_gamma_at_spot": -30834889.681085736, "local_strike": 185, "local_band_1pct": -102477912.76012106, "local_band_n": 5, "local_band_abs": 102477912.76012106, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5827809786310425 }, "pg": { "g": { "s": -168325539, "z": null, "r": -168325539 }, "ch": { "s": -20712799600, "z": null, "r": -20712799600 }, "va": { "s": -8872434, "z": null, "r": -8872434 }, "vol_z": 0 } }, { "atm_iv_session": 0.9520500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9520500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793909280, "iso": "2026-11-05T20:08:00+00:00", "phase": "rth", "spot": 184.91, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 230, "oi_known": 230, "oi_missing": 0, "oi_zero": 28, "g_vendor": 230, "g_x": 178, "used": 230, "g_iv": 0, "g_vendor_fallback": 230, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 178, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793908336, "vendor_iso": "2026-11-05T19:52:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793909280, "n_strikes": 22, "total_gex": -185579332.02239883, "total_gex_x": -155281546.01277095, "abs_gex": 208627538.47542837, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 187.78842733298677, "gamma_flip": null, "local_gamma_at_spot": -30970391.028091457, "local_strike": 185, "local_band_1pct": -103016686.27591582, "local_band_n": 5, "local_band_abs": 103016686.27591582, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 22, "total_gex": -185579332.02239883, "total_gex_x": -155281546.01277095, "abs_gex": 208627538.47542837, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 212.5, "put_wall_oi": 170, "gamma_center": 187.78842733298677, "gamma_flip": null, "local_gamma_at_spot": -30970391.028091457, "local_strike": 185, "local_band_1pct": -103016686.27591582, "local_band_n": 5, "local_band_abs": 103016686.27591582, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5842339498484841 }, "pg": { "g": { "s": -155281547, "z": null, "r": -155281547 }, "ch": { "s": -37316639830, "z": null, "r": -37316639830 }, "va": { "s": 185707572, "z": null, "r": 185707572 }, "vol_z": 0 } }, { "atm_iv_session": 0.9489, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9489, "atm_iv_forward_exp": "2026-11-06", "ts": 1793909580, "iso": "2026-11-05T20:13:00+00:00", "phase": "rth", "spot": 184.0808, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 171, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 171, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793908636, "vendor_iso": "2026-11-05T19:57:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793909580, "n_strikes": 21, "total_gex": -186600971.40788466, "total_gex_x": -150725907.17705312, "abs_gex": 200898063.551941, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.84175634878412, "gamma_flip": null, "local_gamma_at_spot": -30897154.121697675, "local_strike": 185, "local_band_1pct": -69509186.70356388, "local_band_n": 4, "local_band_abs": 69509186.70356388, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -186600971.40788466, "total_gex_x": -150725907.17705312, "abs_gex": 200898063.551941, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.84175634878412, "gamma_flip": null, "local_gamma_at_spot": -30897154.121697675, "local_strike": 185, "local_band_1pct": -69509186.70356388, "local_band_n": 4, "local_band_abs": 69509186.70356388, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5812800532132739 }, "pg": { "g": { "s": -150725908, "z": null, "r": -150725908 }, "ch": { "s": -35553578883, "z": null, "r": -35553578883 }, "va": { "s": 74303503, "z": null, "r": 74303503 }, "vol_z": 0 } }, { "atm_iv_session": 0.9535, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9535, "atm_iv_forward_exp": "2026-11-06", "ts": 1793909880, "iso": "2026-11-05T20:18:00+00:00", "phase": "rth", "spot": 184.11, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 175, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 175, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793908936, "vendor_iso": "2026-11-05T20:02:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793909880, "n_strikes": 21, "total_gex": -186253041.4763071, "total_gex_x": -151512852.4191393, "abs_gex": 200247092.99171898, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.79233422707392, "gamma_flip": null, "local_gamma_at_spot": -30764181.668374, "local_strike": 185, "local_band_1pct": -69222734.84712881, "local_band_n": 4, "local_band_abs": 69222734.84712881, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -186253041.4763071, "total_gex_x": -151512852.4191393, "abs_gex": 200247092.99171898, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.79233422707392, "gamma_flip": null, "local_gamma_at_spot": -30764181.668374, "local_strike": 185, "local_band_1pct": -69222734.84712881, "local_band_n": 4, "local_band_abs": 69222734.84712881, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5800533306925638 }, "pg": { "g": { "s": -151512853, "z": null, "r": -151512853 }, "ch": { "s": -35752474442, "z": null, "r": -35752474442 }, "va": { "s": 62607692, "z": null, "r": 62607692 }, "vol_z": 0 } }, { "atm_iv_session": 0.95395, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.95395, "atm_iv_forward_exp": "2026-11-06", "ts": 1793910180, "iso": "2026-11-05T20:23:00+00:00", "phase": "rth", "spot": 183.91, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 172, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 172, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793909236, "vendor_iso": "2026-11-05T20:07:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793910180, "n_strikes": 21, "total_gex": -185310073.85769564, "total_gex_x": -151257676.82917044, "abs_gex": 199380571.18631375, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.73363391590314, "gamma_flip": null, "local_gamma_at_spot": -30789005.478029292, "local_strike": 185, "local_band_1pct": -69271770.95794179, "local_band_n": 4, "local_band_abs": 69271770.95794179, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -185310073.85769564, "total_gex_x": -151257676.82917044, "abs_gex": 199380571.18631375, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.73363391590314, "gamma_flip": null, "local_gamma_at_spot": -30789005.478029292, "local_strike": 185, "local_band_1pct": -69271770.95794179, "local_band_n": 4, "local_band_abs": 69271770.95794179, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5812076251372967 }, "pg": { "g": { "s": -151257676, "z": null, "r": -151257676 }, "ch": { "s": -34443676322, "z": null, "r": -34443676322 }, "va": { "s": 53124211, "z": null, "r": 53124211 }, "vol_z": 0 } }, { "atm_iv_session": 1.0023499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0023499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793910480, "iso": "2026-11-05T20:28:00+00:00", "phase": "rth", "spot": 182.66, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 172, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 172, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793909537, "vendor_iso": "2026-11-05T20:12:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793910480, "n_strikes": 21, "total_gex": -178369237.33725023, "total_gex_x": -148678301.1579182, "abs_gex": 190581442.62971345, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 185.92639796547397, "gamma_flip": null, "local_gamma_at_spot": -7162271.461752279, "local_strike": 182.5, "local_band_1pct": -67877272.87342069, "local_band_n": 5, "local_band_abs": 67877272.87342069, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -178369237.33725023, "total_gex_x": -148678301.1579182, "abs_gex": 190581442.62971345, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 185.92639796547397, "gamma_flip": null, "local_gamma_at_spot": -7162271.461752279, "local_strike": 182.5, "local_band_1pct": -67877272.87342069, "local_band_n": 5, "local_band_abs": 67877272.87342069, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5765046977397187 }, "pg": { "g": { "s": -148678299, "z": null, "r": -148678299 }, "ch": { "s": -24679437249, "z": null, "r": -24679437249 }, "va": { "s": -7352169, "z": null, "r": -7352169 }, "vol_z": 0 } }, { "atm_iv_session": 0.99245, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.99245, "atm_iv_forward_exp": "2026-11-06", "ts": 1793910780, "iso": "2026-11-05T20:33:00+00:00", "phase": "rth", "spot": 183.08, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 174, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 174, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793909837, "vendor_iso": "2026-11-05T20:17:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793910780, "n_strikes": 21, "total_gex": -180949749.52894053, "total_gex_x": -153403946.6720639, "abs_gex": 193457989.68551877, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.10060505761652, "gamma_flip": null, "local_gamma_at_spot": -7254191.782291359, "local_strike": 182.5, "local_band_1pct": -68335661.13697666, "local_band_n": 4, "local_band_abs": 68335661.13697666, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -180949749.52894053, "total_gex_x": -153403946.6720639, "abs_gex": 193457989.68551877, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.10060505761652, "gamma_flip": null, "local_gamma_at_spot": -7254191.782291359, "local_strike": 182.5, "local_band_1pct": -68335661.13697666, "local_band_n": 4, "local_band_abs": 68335661.13697666, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.576449218433584 }, "pg": { "g": { "s": -153403946, "z": null, "r": -153403946 }, "ch": { "s": -26022709810, "z": null, "r": -26022709810 }, "va": { "s": -44472757, "z": null, "r": -44472757 }, "vol_z": 0 } }, { "atm_iv_session": 0.983, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.983, "atm_iv_forward_exp": "2026-11-06", "ts": 1793911080, "iso": "2026-11-05T20:38:00+00:00", "phase": "rth", "spot": 183.015, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 177, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 177, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793910137, "vendor_iso": "2026-11-05T20:22:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793911080, "n_strikes": 21, "total_gex": -181525416.1910461, "total_gex_x": -150708923.49515617, "abs_gex": 194038013.19448173, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.18257138715788, "gamma_flip": null, "local_gamma_at_spot": -7295887.091525286, "local_strike": 182.5, "local_band_1pct": -68779455.22056955, "local_band_n": 4, "local_band_abs": 68779455.22056955, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -181525416.1910461, "total_gex_x": -150708923.49515617, "abs_gex": 194038013.19448173, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.18257138715788, "gamma_flip": null, "local_gamma_at_spot": -7295887.091525286, "local_strike": 182.5, "local_band_1pct": -68779455.22056955, "local_band_n": 4, "local_band_abs": 68779455.22056955, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5768371573691686 }, "pg": { "g": { "s": -150708924, "z": null, "r": -150708924 }, "ch": { "s": -26521823963, "z": null, "r": -26521823963 }, "va": { "s": 14352084, "z": null, "r": 14352084 }, "vol_z": 0 } }, { "atm_iv_session": 0.97315, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.97315, "atm_iv_forward_exp": "2026-11-06", "ts": 1793911380, "iso": "2026-11-05T20:43:00+00:00", "phase": "rth", "spot": 183.52, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 28, "g_vendor": 218, "g_x": 174, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 174, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793910437, "vendor_iso": "2026-11-05T20:27:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793911380, "n_strikes": 21, "total_gex": -184030603.3208832, "total_gex_x": -150790166.825363, "abs_gex": 196971507.68189955, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.4147401890071, "gamma_flip": null, "local_gamma_at_spot": -7395485.7065574415, "local_strike": 182.5, "local_band_1pct": -69813833.54732801, "local_band_n": 4, "local_band_abs": 69813833.54732801, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -184030603.3208832, "total_gex_x": -150790166.825363, "abs_gex": 196971507.68189955, "call_wall": 210, "put_wall": 180, "call_wall_book": 210, "put_wall_book": 190, "call_wall_oi": 210, "put_wall_oi": 170, "gamma_center": 186.4147401890071, "gamma_flip": null, "local_gamma_at_spot": -7395485.7065574415, "local_strike": 182.5, "local_band_1pct": -69813833.54732801, "local_band_n": 4, "local_band_abs": 69813833.54732801, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5783041589816186 }, "pg": { "g": { "s": -150790166, "z": null, "r": -150790166 }, "ch": { "s": -30965135270, "z": null, "r": -30965135270 }, "va": { "s": 55749511, "z": null, "r": 55749511 }, "vol_z": 0 } }, { "atm_iv_session": 0.99085, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.99085, "atm_iv_forward_exp": "2026-11-06", "ts": 1793911680, "iso": "2026-11-05T20:48:00+00:00", "phase": "rth", "spot": 182.39, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 206, "oi_known": 206, "oi_missing": 0, "oi_zero": 28, "g_vendor": 206, "g_x": 160, "used": 206, "g_iv": 0, "g_vendor_fallback": 206, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 160, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793910737, "vendor_iso": "2026-11-05T20:32:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793911680, "n_strikes": 20, "total_gex": -180731071.21457842, "total_gex_x": -152516716.18979985, "abs_gex": 186164871.06977355, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.3166981095511, "gamma_flip": null, "local_gamma_at_spot": -7280112.322690869, "local_strike": 182.5, "local_band_1pct": -68419893.09805845, "local_band_n": 5, "local_band_abs": 68419893.09805845, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 20, "total_gex": -180731071.21457842, "total_gex_x": -152516716.18979985, "abs_gex": 186164871.06977355, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.3166981095511, "gamma_flip": null, "local_gamma_at_spot": -7280112.322690869, "local_strike": 182.5, "local_band_1pct": -68419893.09805845, "local_band_n": 5, "local_band_abs": 68419893.09805845, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.586379775083904 }, "pg": { "g": { "s": -152516717, "z": null, "r": -152516717 }, "ch": { "s": -15717711316, "z": null, "r": -15717711316 }, "va": { "s": -102025062, "z": null, "r": -102025062 }, "vol_z": 0 } }, { "atm_iv_session": 0.9894000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9894000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793911980, "iso": "2026-11-05T20:53:00+00:00", "phase": "rth", "spot": 182.545, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 206, "oi_known": 206, "oi_missing": 0, "oi_zero": 28, "g_vendor": 206, "g_x": 162, "used": 206, "g_iv": 0, "g_vendor_fallback": 206, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 162, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793911037, "vendor_iso": "2026-11-05T20:37:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793911980, "n_strikes": 20, "total_gex": -181598159.78834116, "total_gex_x": -154287597.55430079, "abs_gex": 187184140.106073, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.28628376165148, "gamma_flip": null, "local_gamma_at_spot": -7348403.376513265, "local_strike": 182.5, "local_band_1pct": -69148986.74291931, "local_band_n": 5, "local_band_abs": 69148986.74291931, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 20, "total_gex": -181598159.78834116, "total_gex_x": -154287597.55430079, "abs_gex": 187184140.106073, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.28628376165148, "gamma_flip": null, "local_gamma_at_spot": -7348403.376513265, "local_strike": 182.5, "local_band_1pct": -69148986.74291931, "local_band_n": 5, "local_band_abs": 69148986.74291931, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5859473512531403 }, "pg": { "g": { "s": -154287597, "z": null, "r": -154287597 }, "ch": { "s": -16342201775, "z": null, "r": -16342201775 }, "va": { "s": -105038748, "z": null, "r": -105038748 }, "vol_z": 0 } }, { "atm_iv_session": 0.9718, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9718, "atm_iv_forward_exp": "2026-11-06", "ts": 1793912280, "iso": "2026-11-05T20:58:00+00:00", "phase": "rth", "spot": 182.08, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 29, "g_vendor": 218, "g_x": 166, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 166, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793911338, "vendor_iso": "2026-11-05T20:42:18Z", "vendor_age_s": 942, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793912280, "n_strikes": 21, "total_gex": -182217864.34537476, "total_gex_x": -144638142.93364626, "abs_gex": 187615942.5839514, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 184.95983931041417, "gamma_flip": null, "local_gamma_at_spot": -7413367.278991361, "local_strike": 182.5, "local_band_1pct": -69488183.78186753, "local_band_n": 5, "local_band_abs": 69488183.78186753, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -182217864.34537476, "total_gex_x": -144638142.93364626, "abs_gex": 187615942.5839514, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 184.95983931041417, "gamma_flip": null, "local_gamma_at_spot": -7413367.278991361, "local_strike": 182.5, "local_band_1pct": -69488183.78186753, "local_band_n": 5, "local_band_abs": 69488183.78186753, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5859795424313858 }, "pg": { "g": { "s": -144638144, "z": null, "r": -144638144 }, "ch": { "s": -24014012766, "z": null, "r": -24014012766 }, "va": { "s": 22947060, "z": null, "r": 22947060 }, "vol_z": 0 } }, { "atm_iv_session": 1.00885, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.00885, "atm_iv_forward_exp": "2026-11-06", "ts": 1793913780, "iso": "2026-11-05T21:23:00+00:00", "phase": "post_close", "spot": 181.07, "spot_tf": "DELAYED", "expiries": [ "2026-11-06", "2026-11-09", "2026-11-11", "2026-11-13", "2026-11-16", "2026-11-18" ], "zdte_gamma_share_oi": 0, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 29, "g_vendor": 218, "g_x": 149, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 149, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793912399, "vendor_iso": "2026-11-05T20:59:59Z", "vendor_age_s": 1381, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793913780, "n_strikes": 21, "total_gex": -178973712.66125017, "total_gex_x": -119678651.68155959, "abs_gex": 186074362.84981582, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.13916249847412, "gamma_flip": null, "local_gamma_at_spot": -22295340.751187593, "local_strike": 180, "local_band_1pct": -59471423.14077267, "local_band_n": 4, "local_band_abs": 59471423.14077267, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "forward": { "n_strikes": 21, "total_gex": -178973712.66125017, "total_gex_x": -119678651.68155959, "abs_gex": 186074362.84981582, "call_wall": 207.5, "put_wall": 180, "call_wall_book": 207.5, "put_wall_book": 185, "call_wall_oi": 207.5, "put_wall_oi": 170, "gamma_center": 185.13916249847412, "gamma_flip": null, "local_gamma_at_spot": -22295340.751187593, "local_strike": 180, "local_band_1pct": -59471423.14077267, "local_band_n": 4, "local_band_abs": 59471423.14077267, "local_band_pct": 3, "local_band_widened": true, "gamma_src": { "call_wall_iv_share": 0, "put_wall_iv_share": 0, "flip_iv_share": null, "spot_iv_share": 0, "book_iv_share": 0 }, "front_exp": "2026-11-06", "front_gamma_share": 0.5950024084940735 }, "pg": { "g": { "s": -119678652, "z": null, "r": -119678652 }, "ch": { "s": -40281987751, "z": null, "r": -40281987751 }, "va": { "s": 233139391, "z": null, "r": 233139391 }, "vol_z": 0 } } ], "migration": { "from_iso": "2026-11-05T14:08:00+00:00", "to_iso": "2026-11-05T21:23:00+00:00", "n_snapshots": 80, "call_wall": [ 207.5, 207.5 ], "put_wall": [ 195, 180 ], "gamma_center": [ 199.77674830323784, 185.13916249847412 ], "spot": [ 197.2, 181.07 ], "local_gamma_at_spot": [ -20430811.714736, -22295340.751187593 ], "sign_flips": 2 }, "census": { "n": 4158, "in_band": 218, "oi_known": 218, "oi_missing": 0, "oi_zero": 29, "g_vendor": 218, "g_x": 149, "used": 218, "g_iv": 0, "g_vendor_fallback": 218, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 149, "gamma_precision_floor": 0.001 }, "freshness": { "chain_day": "2026-11-05", "chain_asof": "2026-11-05T21:23:00+00:00", "chain_phase": "post_close", "chain_built": "2026-11-05T21:51:38Z", "now_utc": "2026-11-06T06:55:32Z", "tiers": [ { "key": "chain", "label": "options chain", "ts": "2026-11-05T21:23:00+00:00", "cadence": 300, "phase": "held", "means": "The full option chain, captured every 5 minutes while the market is open and held at the last reading once it closes. Outside trading hours a held clock is correct behaviour, not a failure." }, { "key": "build", "label": "profile build", "ts": "2026-11-05T21:51:38Z", "cadence": 600, "phase": "held", "means": "When the per-strike gamma profile on this page was last rebuilt from the chain archive. It rebuilds every 10 minutes while the market is open and holds at the last build once it closes \u2014 a held clock out of hours is correct, not a failure." }, { "key": "open interest", "ts": "2026-11-05", "cadence": 86400, "mode": "date", "phase": "settled", "means": "Settled overnight by the clearing house for the PREVIOUS session. It does not move intraday \u2014 market structure, not neglect." }, { "key": "daily history", "ts": "2026-09-18", "cadence": 86400, "mode": "date", "phase": "settled", "means": "The banked daily-close spine the history charts draw. One row per session." } ], "chain_cadence": "every 5 minutes in regular trading hours, plus a pre-open and a post-close bracket", "open_interest": "PREVIOUS session, settled overnight by the clearing house. It does not move intraday \u2014 a market-structure fact, not a defect.", "history_last": "2026-09-18", "history_gex_window": "from 2026-03-02 (the OCC open-interest purchase); continues past 2026-08-04 from the live chain recorder rather than ending there", "validation_built": "2026-11-05T09:20:04Z" }, "method": { "weighting": "OI-ONLY. Never volume. A contract with no reported open interest is EXCLUDED and COUNTED (see census.oi_missing), never treated as zero.", "oi_is_stale_by_design": "Open interest is the PREVIOUS session's settled figure, published overnight by the clearing house. It does not move intraday. A strike listed this morning legitimately reads 0 all session while millions of contracts trade. Market structure, not a data defect.", "formula": "gex = sign * gamma * oi * 100 * spot^2 * 0.01, sign +1 call / -1 put, NET at each strike", "band": "+/-15% of spot, nearest 6 expiries \u2014 matched to the opra-gex v2 archive the validation history is built on", "cadence": "the recorder sweeps every 5 minutes during regular trading hours, plus a pre-open and a post-close bracket", "primary": "NETTED CONTRACT COUNTS PER STRIKE (net_oi = call OI - put OI) are the PRIMARY read. Dollar gamma at a single strike explodes as spot approaches it and collapses as spot leaves, so a dollar-ranked wall is a moving target; the contract count is not. Dollar gamma (gex) is reported beside it as the SECONDARY.", "construction_gap": "THE LIVE READ AND THE BACKTEST ARE NOT THE SAME CONSTRUCTION, and a reader must not assume the one validates the other exactly. This file computes per-strike NETTED CONTRACT COUNTS from the 5-minute chain recorder, which banks per-contract open interest for all 9 roots \u2014 but only from 2026-08-05 forward. The Part B validation history (2026-02 .. 2026-08-04) has no per-strike open interest at all; only the DAILY DOLLAR-GEX AGGREGATE exists back there, which is the very construction the contract-count rule warns against. So the hit rates on this page were measured on the aggregate, while the live regime read is built on the netted counts.", "estimators": "total_gex (and the walls and cumulative flip) use gamma RECOMPUTED AT FULL PRECISION from the vendor's own implied vol wherever it is valid and the row identifiable, else the vendor gamma (levels_estimator=iv, GEX FIX 4: a 4-decimal vendor cannot move the levels; --gamma-mode=vendor restores vendor gamma as given); a snapshot from a source with no vendor greeks (Yahoo, delayed) uses our own Black-Scholes gamma instead and says levels_estimator=x. The regime curve is repriced from the vendor IV in every mode. total_gex_x is always our own Black-Scholes gamma. One estimator per snapshot, never mixed \u2014 see census.g_vendor / census.g_x.", "position_greeks": "Charm, vanna and a time-aware gamma are computed from the SAME signed OI-weighted book as the regime curve, with remaining time to the banked texp instant (5-minute floor) and locally-solved xiv \u2014 never vendor iv, never the 1-day floor. They do not replace the regime verdict. 0DTE volume is counted as today's activity and is never used as a weight. Dealer-side sign is the usual convention and is labelled as one." }, "validation": { "built_utc": "2026-11-05T09:20:04Z", "source": "/var/www/bitcoin-fund-manager.com/apps2/omniverse/data/omniverse_2026.tsv", "method": { "signal": "local_gamma_at_spot at session t \u2014 net dealer gamma at the strike nearest spot, OI-weighted, OI-ONLY. A missing open interest is MISSING, never zero and never swapped for volume.", "not_the_signal": "gamma_flip is NOT used as the regime measure. It is the cumulative gamma curve's zero-crossing \u2014 a level, not a regime boundary.", "outcome": "the NEXT session, four ways", "outcomes": { "range": "hl_range_pct \u2014 high-to-low swing as a % of price. How big the session was.", "absret": "|ret_pct| \u2014 close-to-close move, absolute. How far it actually got.", "eff": "|close-open| / (high-low). 1.0 = one-way BLAST. Near 0 = travelled a long way and ended where it started \u2014 JAGGED BROKEN SHARDS.", "fade_rate": "of the sessions that traded beyond the PRIOR session's high or low, the share that closed back INSIDE it \u2014 the FAILED-BREAKOUT rate the pinning story predicts should be higher when dealers are long gamma." }, "control": "range expressed in units of what the option market already charged: ratio = hl_range_pct(t+1) / (atm_iv_front(t)/sqrt(252)). Vol-neutral by construction. Second, independent form: partial Spearman against atm_iv_front(t).", "breakeven_formula": "atm_iv_front / sqrt(252) (Lakha corrected). The absolute 0.5-0.6% / 2-3% buckets were FALSIFIED and are used nowhere.", "quintiles": "cut WITHIN each root \u2014 dealer gamma is denominated in that root's own dollars, so pooled cuts across roots would be a scale artefact." }, "caveats": [ "POOLED SIGNIFICANCE IS OVERSTATED. The roots share the same market days and SPY/SPX/QQQ are close to the same trade, so a pooled n is not that many independent observations \u2014 the effective n is nearer the per-root session count.", "SPXW is excluded from every pooled set: same underlying as SPX, so its outcome rows are duplicates.", "THE WEEKEND ARTEFACT. breakeven divides by sqrt(252) TRADING days, so a Friday reading is compared against a Monday session carrying three calendar days of risk. Measured below as friday_artefact. Friday rows carry weekend_span=true.", "2026 only. The OI-weighted gamma archive starts 2026-03-02 (the OCC open-interest purchase window), so there is no multi-year sample and no other market regime in it.", "This measures ASSOCIATION on banked sessions. It is not a trading result and carries no costs, slippage or capacity.", "DIFFERENT CONSTRUCTION FROM THE LIVE READ. These hit rates are measured on the DAILY DOLLAR-GEX AGGREGATE, because that is the only per-session gamma that exists back through 2026-02. The live panel on this page is built on per-strike NETTED CONTRACT COUNTS from the 5-minute chain recorder, which only starts 2026-08-05. Dollar gamma at a strike explodes as spot approaches it and collapses as it leaves, so the aggregate is exactly the weaker construction \u2014 this table does not validate the live measure exactly, and it is not claimed to." ], "per_root": { "SPY": { "n": 137, "span": [ "2026-03-02", "2026-09-16" ], "quintiles": [ { "q": 1, "n": 28, "sig_lo": -5521010726, "sig_hi": -1188314961, "sig_med": -2027263894, "range_med": 0.8068, "range_p25": 0.5673, "range_p75": 1.2782, "absret_med": 0.6448, "eff_med": 0.4662, "rv_med": 8.0518, "gap_med": 0.3726, "be_med": 0.8955, "ratio_med": 0.8821, "ratio_p25": 0.6569, "ratio_p75": 1.2592, "n_breakout_attempt": 26, "fade_rate": 0.3077 }, { "q": 2, "n": 27, "sig_lo": -1175706596, "sig_hi": -431658148, "sig_med": -734102536, "range_med": 0.8425, "range_p25": 0.6143, "range_p75": 1.2263, "absret_med": 0.6406, "eff_med": 0.3502, "rv_med": 9.9011, "gap_med": 0.4834, "be_med": 0.9742, "ratio_med": 0.9555, "ratio_p25": 0.6082, "ratio_p75": 1.232, "n_breakout_attempt": 24, "fade_rate": 0.2917 }, { "q": 3, "n": 28, "sig_lo": -391116333, "sig_hi": 701332868, "sig_med": 82577737, "range_med": 0.9978, "range_p25": 0.8909, "range_p75": 1.3008, "absret_med": 0.4944, "eff_med": 0.307, "rv_med": 10.996, "gap_med": 0.5864, "be_med": 1.1324, "ratio_med": 1.0137, "ratio_p25": 0.7021, "ratio_p75": 1.196, "n_breakout_attempt": 25, "fade_rate": 0.48 }, { "q": 4, "n": 27, "sig_lo": 738005385, "sig_hi": 1825172694, "sig_med": 1247080572, "range_med": 0.8688, "range_p25": 0.6519, "range_p75": 1.137, "absret_med": 0.5513, "eff_med": 0.5711, "rv_med": 7.8251, "gap_med": 0.1902, "be_med": 0.81, "ratio_med": 1.0174, "ratio_p25": 0.7378, "ratio_p75": 1.1679, "n_breakout_attempt": 25, "fade_rate": 0.2 }, { "q": 5, "n": 27, "sig_lo": 1964986631, "sig_hi": 17582856549, "sig_med": 3517139762, "range_med": 0.7128, "range_p25": 0.501, "range_p75": 0.9697, "absret_med": 0.3817, "eff_med": 0.5615, "rv_med": 7.0793, "gap_med": 0.2133, "be_med": 0.7325, "ratio_med": 1.1773, "ratio_p25": 0.7221, "ratio_p75": 1.4948, "n_breakout_attempt": 26, "fade_rate": 0.3846 } ], "raw": { "range": { "rho": -0.0975, "n": 137, "p": 0.2576 }, "absret": { "rho": -0.1388, "n": 137, "p": 0.106 }, "eff": { "rho": 0.0461, "n": 137, "p": 0.5931 } }, "controlled": { "ratio": { "rho": 0.1082, "n": 137, "p": 0.2085 }, "range_given_iv": { "rho": 0.0668, "n": 137, "p": 0.4406, "controls": 1 } } }, "QQQ": { "n": 137, "span": [ "2026-03-02", "2026-09-16" ], "quintiles": [ { "q": 1, "n": 28, "sig_lo": -5128417627, "sig_hi": -430354485, "sig_med": -769407446, "range_med": 1.3746, "range_p25": 1.0396, "range_p75": 1.68, "absret_med": 0.9971, "eff_med": 0.4956, "rv_med": 14.7587, "gap_med": 0.8151, "be_med": 1.3166, "ratio_med": 1.0719, "ratio_p25": 0.8621, "ratio_p75": 1.3025, "n_breakout_attempt": 26, "fade_rate": 0.3462 }, { "q": 2, "n": 27, "sig_lo": -378825129, "sig_hi": -120241182, "sig_med": -263578104, "range_med": 1.4834, "range_p25": 0.9848, "range_p75": 2.1785, "absret_med": 1.1787, "eff_med": 0.5518, "rv_med": 15.8045, "gap_med": 0.8178, "be_med": 1.6238, "ratio_med": 0.8728, "ratio_p25": 0.779, "ratio_p75": 1.1657, "n_breakout_attempt": 24, "fade_rate": 0.0833 }, { "q": 3, "n": 28, "sig_lo": -106058560, "sig_hi": 129934014, "sig_med": 26417195.5, "range_med": 1.4589, "range_p25": 0.9921, "range_p75": 1.7649, "absret_med": 0.8596, "eff_med": 0.4413, "rv_med": 13.7701, "gap_med": 0.7929, "be_med": 1.4102, "ratio_med": 0.8899, "ratio_p25": 0.7604, "ratio_p75": 1.2258, "n_breakout_attempt": 28, "fade_rate": 0.2857 }, { "q": 4, "n": 27, "sig_lo": 148245327, "sig_hi": 808170797, "sig_med": 468270132, "range_med": 1.2942, "range_p25": 1.0059, "range_p75": 1.8057, "absret_med": 1.0101, "eff_med": 0.5154, "rv_med": 11.9145, "gap_med": 0.252, "be_med": 1.1797, "ratio_med": 1.0789, "ratio_p25": 0.8562, "ratio_p75": 1.2903, "n_breakout_attempt": 24, "fade_rate": 0.2917 }, { "q": 5, "n": 27, "sig_lo": 828319368, "sig_hi": 6288079556, "sig_med": 1691296434, "range_med": 1.1637, "range_p25": 0.9141, "range_p75": 1.4459, "absret_med": 0.5147, "eff_med": 0.3798, "rv_med": 11.8649, "gap_med": 0.3191, "be_med": 1.1809, "ratio_med": 0.9718, "ratio_p25": 0.7727, "ratio_p75": 1.4443, "n_breakout_attempt": 26, "fade_rate": 0.3846 } ], "raw": { "range": { "rho": -0.1043, "n": 137, "p": 0.2254 }, "absret": { "rho": -0.1885, "n": 137, "p": 0.0272 }, "eff": { "rho": -0.1525, "n": 137, "p": 0.0753 } }, "controlled": { "ratio": { "rho": 0.013, "n": 137, "p": 0.8804 }, "range_given_iv": { "rho": 0.0129, "n": 137, "p": 0.8817, "controls": 1 } } }, "IWM": { "n": 137, "span": [ "2026-03-02", "2026-09-16" ], "quintiles": [ { "q": 1, "n": 28, "sig_lo": -1124716581, "sig_hi": -225075252, "sig_med": -388285384, "range_med": 1.368, "range_p25": 0.9995, "range_p75": 2.0583, "absret_med": 0.7987, "eff_med": 0.4902, "rv_med": 14.2341, "gap_med": 0.6742, "be_med": 1.5684, "ratio_med": 0.9947, "ratio_p25": 0.7307, "ratio_p75": 1.435, "n_breakout_attempt": 24, "fade_rate": 0.3333 }, { "q": 2, "n": 27, "sig_lo": -217901136, "sig_hi": -58364862, "sig_med": -104029536, "range_med": 1.1881, "range_p25": 0.921, "range_p75": 1.5267, "absret_med": 0.7195, "eff_med": 0.4257, "rv_med": 13.9089, "gap_med": 0.6134, "be_med": 1.3339, "ratio_med": 0.8788, "ratio_p25": 0.6913, "ratio_p75": 1.1973, "n_breakout_attempt": 23, "fade_rate": 0.3478 }, { "q": 3, "n": 28, "sig_lo": -57092045, "sig_hi": 65224754, "sig_med": 567312, "range_med": 1.492, "range_p25": 1.1572, "range_p75": 2.1017, "absret_med": 0.7698, "eff_med": 0.3676, "rv_med": 16.3405, "gap_med": 0.3659, "be_med": 1.4527, "ratio_med": 0.9756, "ratio_p25": 0.6202, "ratio_p75": 1.4915, "n_breakout_attempt": 25, "fade_rate": 0.44 }, { "q": 4, "n": 27, "sig_lo": 72968406, "sig_hi": 237960079, "sig_med": 135739525, "range_med": 1.4804, "range_p25": 1.0078, "range_p75": 1.8117, "absret_med": 0.6853, "eff_med": 0.5, "rv_med": 13.1265, "gap_med": 0.4217, "be_med": 1.2813, "ratio_med": 1.0949, "ratio_p25": 0.8906, "ratio_p75": 1.2812, "n_breakout_attempt": 26, "fade_rate": 0.2692 }, { "q": 5, "n": 27, "sig_lo": 251043324, "sig_hi": 2821446724, "sig_med": 443693971, "range_med": 1.1303, "range_p25": 0.9673, "range_p75": 1.6374, "absret_med": 0.6297, "eff_med": 0.3183, "rv_med": 13.5057, "gap_med": 0.4104, "be_med": 1.1889, "ratio_med": 1.033, "ratio_p25": 0.8577, "ratio_p75": 1.3524, "n_breakout_attempt": 25, "fade_rate": 0.44 } ], "raw": { "range": { "rho": -0.0993, "n": 137, "p": 0.2487 }, "absret": { "rho": -0.0906, "n": 137, "p": 0.2928 }, "eff": { "rho": -0.0282, "n": 137, "p": 0.7443 } }, "controlled": { "ratio": { "rho": 0.0744, "n": 137, "p": 0.3882 }, "range_given_iv": { "rho": 0.0375, "n": 137, "p": 0.6656, "controls": 1 } } }, "SPX": { "n": 137, "span": [ "2026-03-02", "2026-09-16" ], "quintiles": [ { "q": 1, "n": 28, "sig_lo": -28913605733, "sig_hi": -224457513, "sig_med": -3810941538.5, "range_med": 0.6009, "range_p25": 0.4614, "range_p75": 0.888, "absret_med": 0.4944, "eff_med": 0.4697, "rv_med": 7.1644, "gap_med": 0.4254, "be_med": 0.8294, "ratio_med": 0.7293, "ratio_p25": 0.4825, "ratio_p75": 0.9135, "n_breakout_attempt": 25, "fade_rate": 0.12 }, { "q": 2, "n": 27, "sig_lo": -200220497, "sig_hi": -33994548, "sig_med": -64606819, "range_med": 1.1871, "range_p25": 0.8398, "range_p75": 1.7332, "absret_med": 0.748, "eff_med": 0.6367, "rv_med": 11.8179, "gap_med": 0.5302, "be_med": 1.0883, "ratio_med": 1.0959, "ratio_p25": 0.8333, "ratio_p75": 1.3058, "n_breakout_attempt": 23, "fade_rate": 0.5217 }, { "q": 3, "n": 28, "sig_lo": -32968992, "sig_hi": 37183703, "sig_med": -6063917.5, "range_med": 0.9618, "range_p25": 0.8949, "range_p75": 1.2709, "absret_med": 0.6433, "eff_med": 0.3572, "rv_med": 9.8581, "gap_med": 0.405, "be_med": 0.9228, "ratio_med": 1.0352, "ratio_p25": 0.8345, "ratio_p75": 1.3312, "n_breakout_attempt": 28, "fade_rate": 0.3214 }, { "q": 4, "n": 27, "sig_lo": 40873876, "sig_hi": 280654342, "sig_med": 97930435, "range_med": 0.7067, "range_p25": 0.5745, "range_p75": 0.9133, "absret_med": 0.501, "eff_med": 0.5977, "rv_med": 7.0718, "gap_med": 0.1702, "be_med": 0.8214, "ratio_med": 0.9283, "ratio_p25": 0.7011, "ratio_p75": 1.0207, "n_breakout_attempt": 26, "fade_rate": 0.2692 }, { "q": 5, "n": 27, "sig_lo": 350655370, "sig_hi": 75471062820, "sig_med": 2112006418, "range_med": 0.559, "range_p25": 0.476, "range_p75": 0.8231, "absret_med": 0.3887, "eff_med": 0.4237, "rv_med": 7.0735, "gap_med": 0.2301, "be_med": 0.7813, "ratio_med": 0.7222, "ratio_p25": 0.559, "ratio_p75": 1.0751, "n_breakout_attempt": 23, "fade_rate": 0.3043 } ], "raw": { "range": { "rho": -0.1306, "n": 137, "p": 0.1285 }, "absret": { "rho": -0.1049, "n": 137, "p": 0.2228 }, "eff": { "rho": 0.0427, "n": 137, "p": 0.621 } }, "controlled": { "ratio": { "rho": 0.0579, "n": 130, "p": 0.5135 }, "range_given_iv": { "rho": 0.0122, "n": 130, "p": 0.891, "controls": 1 } } }, "SPXW": { "n": 108, "span": [ "2026-03-02", "2026-08-05" ], "quintiles": [ { "q": 1, "n": 22, "sig_lo": -40390091411, "sig_hi": -8374056703, "sig_med": -11894178382, "range_med": 1.0429, "range_p25": 0.8231, "range_p75": 1.4241, "absret_med": 0.7256, "eff_med": 0.6558, "rv_med": 11.126, "gap_med": 0.5804, "be_med": 0.9363, "ratio_med": 0.9857, "ratio_p25": 0.8274, "ratio_p75": 1.4692, "n_breakout_attempt": 20, "fade_rate": 0.2 }, { "q": 2, "n": 22, "sig_lo": -8354168550, "sig_hi": -2418530360, "sig_med": -4176296966.5, "range_med": 0.9748, "range_p25": 0.7107, "range_p75": 1.2734, "absret_med": 0.9299, "eff_med": 0.462, "rv_med": 10.8575, "gap_med": 0.523, "be_med": 1.0862, "ratio_med": 0.8358, "ratio_p25": 0.5588, "ratio_p75": 1.0132, "n_breakout_attempt": 18, "fade_rate": 0.5 }, { "q": 3, "n": 21, "sig_lo": -2134932607, "sig_hi": 6128727007, "sig_med": 2205513523, "range_med": 1.2137, "range_p25": 0.9022, "range_p75": 1.421, "absret_med": 0.6845, "eff_med": 0.3803, "rv_med": 10.6582, "gap_med": 0.3808, "be_med": 0.9303, "ratio_med": 0.9904, "ratio_p25": 0.9505, "ratio_p75": 1.4561, "n_breakout_attempt": 20, "fade_rate": 0.4 }, { "q": 4, "n": 22, "sig_lo": 6233375942, "sig_hi": 14493966623, "sig_med": 9574878911.5, "range_med": 0.78, "range_p25": 0.5543, "range_p75": 1.0502, "absret_med": 0.4728, "eff_med": 0.4029, "rv_med": 7.2948, "gap_med": 0.2532, "be_med": 0.7947, "ratio_med": 0.9864, "ratio_p25": 0.7397, "ratio_p75": 1.0928, "n_breakout_attempt": 22, "fade_rate": 0.3636 }, { "q": 5, "n": 21, "sig_lo": 15385450229, "sig_hi": 82632414986, "sig_med": 24577687365, "range_med": 0.7064, "range_p25": 0.5208, "range_p75": 0.867, "absret_med": 0.3862, "eff_med": 0.6305, "rv_med": 6.9817, "gap_med": 0.2268, "be_med": 0.7293, "ratio_med": 0.9617, "ratio_p25": 0.8374, "ratio_p75": 1.3755, "n_breakout_attempt": 20, "fade_rate": 0.25 } ], "raw": { "range": { "rho": -0.3514, "n": 108, "p": 0.0002 }, "absret": { "rho": -0.192, "n": 108, "p": 0.0463 }, "eff": { "rho": -0.0538, "n": 108, "p": 0.5812 } }, "controlled": { "ratio": { "rho": 0.111, "n": 68, "p": 0.369 }, "range_given_iv": { "rho": -0.1531, "n": 68, "p": 0.217, "controls": 1 } } }, "AAPL": { "n": 137, "span": [ "2026-03-02", "2026-09-16" ], "quintiles": [ { "q": 1, "n": 28, "sig_lo": -947161926, "sig_hi": -15518609, "sig_med": -98862260.5, "range_med": 2.2134, "range_p25": 1.7181, "range_p75": 2.8741, "absret_med": 1.0833, "eff_med": 0.4492, "rv_med": 21.7167, "gap_med": 0.4973, "be_med": 1.8254, "ratio_med": 1.2818, "ratio_p25": 1.0646, "ratio_p75": 1.6149, "n_breakout_attempt": 25, "fade_rate": 0.32 }, { "q": 2, "n": 27, "sig_lo": -14500792, "sig_hi": 33672552, "sig_med": 11474125, "range_med": 1.6842, "range_p25": 1.4376, "range_p75": 2.5147, "absret_med": 0.6793, "eff_med": 0.3534, "rv_med": 18.4874, "gap_med": 0.4233, "be_med": 1.8518, "ratio_med": 0.8612, "ratio_p25": 0.6455, "ratio_p75": 1.1565, "n_breakout_attempt": 23, "fade_rate": 0.3913 }, { "q": 3, "n": 28, "sig_lo": 38826554, "sig_hi": 100188195, "sig_med": 69876266.5, "range_med": 2.2632, "range_p25": 1.8651, "range_p75": 2.9858, "absret_med": 1.2397, "eff_med": 0.4808, "rv_med": 20.7042, "gap_med": 0.2704, "be_med": 1.7278, "ratio_med": 1.3607, "ratio_p25": 1.0859, "ratio_p75": 1.64, "n_breakout_attempt": 27, "fade_rate": 0.4074 }, { "q": 4, "n": 27, "sig_lo": 100419627, "sig_hi": 206444337, "sig_med": 137630995, "range_med": 2.1415, "range_p25": 1.6234, "range_p75": 2.5836, "absret_med": 1.0987, "eff_med": 0.5193, "rv_med": 19.0425, "gap_med": 0.4586, "be_med": 1.6784, "ratio_med": 1.1866, "ratio_p25": 1.0687, "ratio_p75": 1.5373, "n_breakout_attempt": 26, "fade_rate": 0.3462 }, { "q": 5, "n": 27, "sig_lo": 219128648, "sig_hi": 3008492414, "sig_med": 581740398, "range_med": 1.7355, "range_p25": 1.358, "range_p75": 2.4164, "absret_med": 0.7876, "eff_med": 0.4679, "rv_med": 19.554, "gap_med": 0.3145, "be_med": 1.5379, "ratio_med": 1.2985, "ratio_p25": 1.0902, "ratio_p75": 1.7343, "n_breakout_attempt": 23, "fade_rate": 0.4348 } ], "raw": { "range": { "rho": -0.1262, "n": 137, "p": 0.1418 }, "absret": { "rho": -0.1632, "n": 137, "p": 0.0566 }, "eff": { "rho": 0.0724, "n": 137, "p": 0.401 } }, "controlled": { "ratio": { "rho": 0.1348, "n": 137, "p": 0.1164 }, "range_given_iv": { "rho": -0.0133, "n": 137, "p": 0.8784, "controls": 1 } } }, "MSFT": { "n": 137, "span": [ "2026-03-02", "2026-09-16" ], "quintiles": [ { "q": 1, "n": 28, "sig_lo": -543358518, "sig_hi": -23255117, "sig_med": -65993713.5, "range_med": 2.2046, "range_p25": 1.73, "range_p75": 2.8491, "absret_med": 1.1433, "eff_med": 0.4655, "rv_med": 21.3784, "gap_med": 0.6156, "be_med": 1.9451, "ratio_med": 1.1246, "ratio_p25": 0.8831, "ratio_p75": 1.5074, "n_breakout_attempt": 24, "fade_rate": 0.25 }, { "q": 2, "n": 27, "sig_lo": -20333160, "sig_hi": 2646409, "sig_med": -6446735, "range_med": 2.1548, "range_p25": 1.6766, "range_p75": 3.1747, "absret_med": 1.1805, "eff_med": 0.434, "rv_med": 21.4944, "gap_med": 0.6416, "be_med": 1.9624, "ratio_med": 1.1171, "ratio_p25": 0.8808, "ratio_p75": 1.4343, "n_breakout_attempt": 23, "fade_rate": 0.3043 }, { "q": 3, "n": 28, "sig_lo": 4823881, "sig_hi": 38671735, "sig_med": 15665256.5, "range_med": 2.6794, "range_p25": 1.9403, "range_p75": 3.6281, "absret_med": 1.4223, "eff_med": 0.5689, "rv_med": 21.864, "gap_med": 0.9236, "be_med": 2.3715, "ratio_med": 1.0732, "ratio_p25": 0.825, "ratio_p75": 1.4191, "n_breakout_attempt": 26, "fade_rate": 0.3077 }, { "q": 4, "n": 27, "sig_lo": 38830004, "sig_hi": 137660405, "sig_med": 81615232, "range_med": 2.1901, "range_p25": 1.6221, "range_p75": 2.891, "absret_med": 1.3848, "eff_med": 0.5052, "rv_med": 22.7667, "gap_med": 0.6405, "be_med": 1.9668, "ratio_med": 1.1154, "ratio_p25": 0.8319, "ratio_p75": 1.5646, "n_breakout_attempt": 25, "fade_rate": 0.4 }, { "q": 5, "n": 27, "sig_lo": 138298733, "sig_hi": 962180178, "sig_med": 245327986, "range_med": 1.8679, "range_p25": 1.6658, "range_p75": 2.4295, "absret_med": 1.0813, "eff_med": 0.3447, "rv_med": 22.0933, "gap_med": 0.6774, "be_med": 1.8289, "ratio_med": 1.0142, "ratio_p25": 0.8125, "ratio_p75": 1.3661, "n_breakout_attempt": 24, "fade_rate": 0.4583 } ], "raw": { "range": { "rho": -0.1111, "n": 137, "p": 0.1966 }, "absret": { "rho": -0.0507, "n": 137, "p": 0.5568 }, "eff": { "rho": -0.1047, "n": 137, "p": 0.2238 } }, "controlled": { "ratio": { "rho": -0.0623, "n": 137, "p": 0.4702 }, "range_given_iv": { "rho": -0.0973, "n": 137, "p": 0.2605, "controls": 1 } } }, "NVDA": { "n": 137, "span": [ "2026-03-02", "2026-09-16" ], "quintiles": [ { "q": 1, "n": 28, "sig_lo": -11892454301, "sig_hi": -64617856, "sig_med": -202599200.5, "range_med": 2.6054, "range_p25": 2.0569, "range_p75": 3.1383, "absret_med": 1.4931, "eff_med": 0.3399, "rv_med": 29.7913, "gap_med": 0.9046, "be_med": 2.3296, "ratio_med": 1.1069, "ratio_p25": 0.9119, "ratio_p75": 1.5055, "n_breakout_attempt": 26, "fade_rate": 0.6538 }, { "q": 2, "n": 27, "sig_lo": -62679976, "sig_hi": 12009324, "sig_med": -14985744, "range_med": 2.7588, "range_p25": 2.1425, "range_p75": 3.6917, "absret_med": 1.7611, "eff_med": 0.5607, "rv_med": 26.5774, "gap_med": 1.0437, "be_med": 2.9023, "ratio_med": 0.9122, "ratio_p25": 0.7131, "ratio_p75": 1.1981, "n_breakout_attempt": 23, "fade_rate": 0.2174 }, { "q": 3, "n": 28, "sig_lo": 13538972, "sig_hi": 99636209, "sig_med": 54316438, "range_med": 2.5885, "range_p25": 1.8928, "range_p75": 3.7165, "absret_med": 1.8194, "eff_med": 0.536, "rv_med": 27.5325, "gap_med": 0.9376, "be_med": 2.5446, "ratio_med": 0.9416, "ratio_p25": 0.6974, "ratio_p75": 1.4421, "n_breakout_attempt": 26, "fade_rate": 0.2692 }, { "q": 4, "n": 27, "sig_lo": 100319347, "sig_hi": 347975326, "sig_med": 177508144, "range_med": 3.1363, "range_p25": 2.4409, "range_p75": 3.8669, "absret_med": 1.7351, "eff_med": 0.5327, "rv_med": 27.2994, "gap_med": 0.5989, "be_med": 2.5314, "ratio_med": 1.3182, "ratio_p25": 0.9212, "ratio_p75": 1.6623, "n_breakout_attempt": 24, "fade_rate": 0.3333 }, { "q": 5, "n": 27, "sig_lo": 349469372, "sig_hi": 3957668215, "sig_med": 526543878, "range_med": 2.9162, "range_p25": 2.0573, "range_p75": 3.9242, "absret_med": 1.5845, "eff_med": 0.5502, "rv_med": 26.0563, "gap_med": 0.838, "be_med": 2.1802, "ratio_med": 1.2239, "ratio_p25": 0.9137, "ratio_p75": 2.2916, "n_breakout_attempt": 23, "fade_rate": 0.2609 } ], "raw": { "range": { "rho": 0.0995, "n": 137, "p": 0.2477 }, "absret": { "rho": 0.0534, "n": 137, "p": 0.5362 }, "eff": { "rho": 0.1544, "n": 137, "p": 0.0717 } }, "controlled": { "ratio": { "rho": 0.1763, "n": 137, "p": 0.0392 }, "range_given_iv": { "rho": 0.1319, "n": 137, "p": 0.126, "controls": 1 } } }, "TSLA": { "n": 137, "span": [ "2026-03-02", "2026-09-16" ], "quintiles": [ { "q": 1, "n": 28, "sig_lo": -1321805365, "sig_hi": -66987675, "sig_med": -140061879.5, "range_med": 3.3675, "range_p25": 2.978, "range_p75": 4.4257, "absret_med": 1.9731, "eff_med": 0.522, "rv_med": 31.9288, "gap_med": 1.1077, "be_med": 2.8849, "ratio_med": 1.1318, "ratio_p25": 0.9984, "ratio_p75": 1.9237, "n_breakout_attempt": 27, "fade_rate": 0.2963 }, { "q": 2, "n": 27, "sig_lo": -49769178, "sig_hi": -5222619, "sig_med": -26538041, "range_med": 3.3862, "range_p25": 2.5417, "range_p75": 4.5341, "absret_med": 1.9218, "eff_med": 0.5007, "rv_med": 34.4084, "gap_med": 0.7962, "be_med": 3.0302, "ratio_med": 1.0947, "ratio_p25": 0.817, "ratio_p75": 1.5685, "n_breakout_attempt": 23, "fade_rate": 0.3478 }, { "q": 3, "n": 28, "sig_lo": -4922477, "sig_hi": 20886315, "sig_med": 4949296, "range_med": 2.8947, "range_p25": 2.5387, "range_p75": 4.1533, "absret_med": 2.0517, "eff_med": 0.3339, "rv_med": 32.9327, "gap_med": 1.0147, "be_med": 3.0564, "ratio_med": 0.9217, "ratio_p25": 0.8218, "ratio_p75": 1.2487, "n_breakout_attempt": 24, "fade_rate": 0.375 }, { "q": 4, "n": 27, "sig_lo": 20973056, "sig_hi": 119219994, "sig_med": 56968176, "range_med": 3.4577, "range_p25": 2.6819, "range_p75": 4.4111, "absret_med": 1.6076, "eff_med": 0.4095, "rv_med": 34.0035, "gap_med": 0.6735, "be_med": 2.8224, "ratio_med": 1.1054, "ratio_p25": 0.8775, "ratio_p75": 1.7318, "n_breakout_attempt": 23, "fade_rate": 0.2174 }, { "q": 5, "n": 27, "sig_lo": 119742227, "sig_hi": 2273563748, "sig_med": 192918885, "range_med": 3, "range_p25": 2.349, "range_p75": 3.619, "absret_med": 1.78, "eff_med": 0.4164, "rv_med": 33.4653, "gap_med": 0.9248, "be_med": 2.8548, "ratio_med": 1.1962, "ratio_p25": 0.8297, "ratio_p75": 1.65, "n_breakout_attempt": 19, "fade_rate": 0.1579 } ], "raw": { "range": { "rho": -0.098, "n": 137, "p": 0.255 }, "absret": { "rho": 0.0083, "n": 137, "p": 0.9234 }, "eff": { "rho": -0.0457, "n": 137, "p": 0.5966 } }, "controlled": { "ratio": { "rho": -0.0152, "n": 137, "p": 0.8601 }, "range_given_iv": { "rho": -0.0997, "n": 137, "p": 0.2484, "controls": 1 } } } }, "pooled": { "roots": [ "SPY", "QQQ", "IWM", "SPX", "AAPL", "MSFT", "NVDA", "TSLA" ], "n": 1096, "quintiles": [ { "q": 1, "n": 224, "sig_lo": -28913605733, "sig_hi": -15518609, "sig_med": -304799954.5, "range_med": 1.7414, "range_p25": 1.0396, "range_p75": 2.8491, "absret_med": 0.9659, "eff_med": 0.4587, "rv_med": 19.0241, "gap_med": 0.5662, "be_med": 1.656, "ratio_med": 1.0618, "ratio_p25": 0.7619, "ratio_p75": 1.4371, "n_breakout_attempt": 203, "fade_rate": 0.33 }, { "q": 2, "n": 216, "sig_lo": -1175706596, "sig_hi": 33672552, "sig_med": -48439488.5, "range_med": 1.7343, "range_p25": 1.1436, "range_p75": 2.5649, "absret_med": 0.939, "eff_med": 0.4627, "rv_med": 18.1449, "gap_med": 0.6213, "be_med": 1.7725, "ratio_med": 0.955, "ratio_p25": 0.7303, "ratio_p75": 1.2507, "n_breakout_attempt": 186, "fade_rate": 0.3118 }, { "q": 3, "n": 224, "sig_lo": -391116333, "sig_hi": 701332868, "sig_med": 18930782, "range_med": 1.8633, "range_p25": 1.2049, "range_p75": 2.735, "absret_med": 1.0122, "eff_med": 0.4349, "rv_med": 19.0977, "gap_med": 0.6003, "be_med": 1.7576, "ratio_med": 1.0355, "ratio_p25": 0.7604, "ratio_p75": 1.3699, "n_breakout_attempt": 209, "fade_rate": 0.3589 }, { "q": 4, "n": 216, "sig_lo": 20973056, "sig_hi": 1825172694, "sig_med": 137645700, "range_med": 1.7143, "range_p25": 1.0059, "range_p75": 2.6476, "absret_med": 0.9406, "eff_med": 0.5254, "rv_med": 17.4762, "gap_med": 0.4241, "be_med": 1.5095, "ratio_med": 1.0934, "ratio_p25": 0.8775, "ratio_p75": 1.3699, "n_breakout_attempt": 199, "fade_rate": 0.2915 }, { "q": 5, "n": 216, "sig_lo": 119742227, "sig_hi": 75471062820, "sig_med": 687253941.5, "range_med": 1.4986, "range_p25": 0.9141, "range_p75": 2.362, "absret_med": 0.6916, "eff_med": 0.4257, "rv_med": 16.8136, "gap_med": 0.4438, "be_med": 1.3537, "ratio_med": 1.1021, "ratio_p25": 0.8285, "ratio_p75": 1.4209, "n_breakout_attempt": 189, "fade_rate": 0.3598 } ], "raw": { "range": { "rho": -0.0652, "n": 1089, "p": 0.0314 }, "eff": { "rho": -0.0023, "n": 1096, "p": 0.9399 } }, "controlled": { "ratio": { "rho": 0.0549, "n": 1089, "p": 0.0703 }, "range_given_iv": { "rho": 0.0517, "n": 1089, "p": 0.0885, "controls": 1 } } }, "sign_split": { "short_gamma_negative": { "n": 471, "sig_lo": -28913605733, "sig_hi": -147134, "sig_med": -131573301, "range_med": 1.6851, "range_p25": 1.0025, "range_p75": 2.6077, "absret_med": 0.9552, "eff_med": 0.4614, "rv_med": 17.8957, "gap_med": 0.5963, "be_med": 1.6415, "ratio_med": 1.0205, "ratio_p25": 0.7584, "ratio_p75": 1.3543, "n_breakout_attempt": 417, "fade_rate": 0.3357 }, "long_gamma_positive": { "n": 625, "sig_lo": 196829, "sig_hi": 75471062820, "sig_med": 156692870, "range_med": 1.7355, "range_p25": 1.0555, "range_p75": 2.6058, "absret_med": 0.8704, "eff_med": 0.4571, "rv_med": 18.3526, "gap_med": 0.4698, "be_med": 1.6296, "ratio_med": 1.077, "ratio_p25": 0.815, "ratio_p75": 1.4027, "n_breakout_attempt": 569, "fade_rate": 0.3269 } }, "direction": { "base_rate_up": 0.5182, "base_n": 1096, "base_note": "the share of next sessions that closed UP. ANY directional hit-rate has to beat THIS number, not 50%.", "signals": { "wall_asym": { "plain": "room to the call wall minus room to the put wall", "n": 1096, "spearman": { "rho": 0.0002, "n": 1096, "p": 0.994 }, "hit_rate": 0.4909, "hit_p_vs_50": 0.566, "beats_base_rate": false }, "center_pull": { "plain": "where the gamma centre of mass sits versus spot", "n": 1096, "spearman": { "rho": -0.002, "n": 1096, "p": 0.9463 }, "hit_rate": 0.4872, "hit_p_vs_50": 0.4147, "beats_base_rate": false }, "vex": { "plain": "net vanna exposure \u2014 the mechanical bid if volatility falls", "n": 1096, "spearman": { "rho": -0.0642, "n": 1096, "p": 0.0335 }, "hit_rate": 0.4836, "hit_p_vs_50": 0.2904, "beats_base_rate": false }, "cex": { "plain": "net charm exposure \u2014 hedge drift from time passing", "n": 1096, "spearman": { "rho": 0.0966, "n": 1096, "p": 0.0014 }, "hit_rate": 0.5383, "hit_p_vs_50": 0.0122, "beats_base_rate": true } } }, "zdte": { "what": "0DTE share of the gamma that traded \u2014 how much of today's gamma dies today. High means today's dealer positioning is gone tomorrow unless it is rolled.", "raw": { "rho": 0.1529, "n": 952, "p": 0 }, "controlled": { "rho": 0.0483, "n": 952, "p": 0.1374, "controls": 3 }, "within_dow": { "rho": 0.0701, "n": 959, "p": 0.0299 }, "within_dow_cells": 35, "within_dow_what": "ranked inside each (root x weekday) cell, which removes the calendar effect completely rather than only its linear part", "per_root": { "SPY": { "raw": { "rho": 0.1087, "n": 137, "p": 0.2065 }, "within_dow": { "rho": 0.0625, "n": 137, "p": 0.4686 } }, "QQQ": { "raw": { "rho": 0.1585, "n": 137, "p": 0.0643 }, "within_dow": { "rho": 0.0579, "n": 137, "p": 0.5021 } }, "IWM": { "raw": { "rho": 0.1844, "n": 137, "p": 0.0308 }, "within_dow": { "rho": 0.1709, "n": 137, "p": 0.0458 } }, "AAPL": { "raw": { "rho": 0.1629, "n": 137, "p": 0.0571 }, "within_dow": { "rho": 0.0325, "n": 137, "p": 0.7066 } }, "MSFT": { "raw": { "rho": 0.1529, "n": 137, "p": 0.0745 }, "within_dow": { "rho": 0.0659, "n": 137, "p": 0.4447 } }, "NVDA": { "raw": { "rho": 0.1762, "n": 137, "p": 0.0393 }, "within_dow": { "rho": 0.0663, "n": 137, "p": 0.4424 } }, "TSLA": { "raw": { "rho": 0.0929, "n": 137, "p": 0.2809 }, "within_dow": { "rho": 0.0092, "n": 137, "p": 0.9154 } } }, "controls": "implied vol at t, the previous session's own range-vs-breakeven ratio, and day of week \u2014 every vector ranked WITHIN its own root before pooling", "terciles": [ { "t": 1, "n": 356, "zdte_med": 0, "ratio_med": 0.9675, "range_med": 2.018, "be_med": 2.0155 }, { "t": 2, "n": 288, "zdte_med": 0.8167, "ratio_med": 1.0762, "range_med": 1.7605, "be_med": 1.6185 }, { "t": 3, "n": 315, "zdte_med": 0.8774, "ratio_med": 1.152, "range_med": 1.8536, "be_med": 1.5868 } ], "by_dow": { "Mon": { "n": 189, "zdte_med": 0.8567 }, "Tue": { "n": 203, "zdte_med": 0 }, "Wed": { "n": 196, "zdte_med": 0.8364 }, "Thu": { "n": 196, "zdte_med": 0 }, "Fri": { "n": 175, "zdte_med": 0.8574 } }, "note": "0DTE share is close to a DAY-OF-WEEK INDICATOR on these roots \u2014 see by_dow: it is near zero on weekdays with no same-day expiry and high on the ones that have one. So the raw association is substantially a calendar effect, and it is reported here with that stated rather than as a finding." }, "verdict": { "held": false, "headline": "NOT ESTABLISHED. Dealer gamma tracks the volatility regime, but it did not beat what the option market had already priced.", "detail": [ "RAW, the thesis looks right: the most negative-gamma quintile was followed by a 1.74% median range and the most positive by 1.50% (pooled rho -0.065, p=0.0314).", "CONTROLLED, it disappears. Measure the same range in units of what options charged for it (range / IV breakeven) and the relationship is rho 0.055, p=0.07 \u2014 nothing. Negative-gamma sessions ARE high-implied-vol sessions: median breakeven fell from 1.66% in the short-gamma quintile to 1.35% in the long-gamma quintile. Gamma was reading the thermometer, not adding to it.", "The BLAST-vs-SHARDS part specifically shows nothing: path efficiency (how much of the day's travel became net progress) against gamma is rho -0.002, p=0.94.", "The FAILED-BREAKOUT prediction runs the wrong way. Long dealer gamma is supposed to produce MORE failed breakouts; measured, long gamma faded 32.7% of breakout attempts and short gamma faded 33.6%.", "No directional signal beat the base rate: 51.8% of next sessions closed up, and not one of the four asymmetries did better." ], "what_survives": "The dealer-positioning MECHANICS are still a fact about the book \u2014 where gamma sits, which strikes force hedging, how fast it decays. Those are structural readings, not forecasts. What this test refuses to support is treating them as an independent edge over implied volatility.", "one_suggestive_result": "ONE reading did keep a signal after the calendar was removed, and it is the DECAY RATE rather than the level: the 0DTE share of gamma. Ranked inside each (root x weekday) cell \u2014 which removes the weekday effect completely, not just its linear part \u2014 a higher 0DTE share went with the next session realising MORE range than options had charged for: pooled rho 0.070 (n=959 across 35 cells), and POSITIVE on all 7 roots tested. It is called SUGGESTIVE and not established, for three reasons: only 1 of 7 roots reach significance on their own, the pooled p-value is overstated because the roots share market days, and the sample is five months of one year." }, "friday_artefact": { "by_signal_dow": { "Mon": { "n": 215, "ratio_med": 1.0084 }, "Tue": { "n": 231, "ratio_med": 0.9607 }, "Wed": { "n": 223, "ratio_med": 1.0207 }, "Thu": { "n": 222, "ratio_med": 0.9329 }, "Fri": { "n": 198, "ratio_med": 1.4702 } }, "note": "signal day -> next session. A Friday signal is scored against MONDAY, which carries three calendar days of risk while breakeven divides by sqrt(252) trading days. The page labels a Friday reading rather than silently comparing it." }, "walls": { "kinds": { "call": { "label": "call wall tested as RESISTANCE", "sessions_with_level": 873, "reached": 293, "reach_rate": 0.3356, "held": 117, "hold_rate": 0.3993, "placebo_hold_rate": 0.4143, "placebo_n": 490, "edge_pp": -1.5, "p_vs_placebo": 0.6446 }, "put": { "label": "put wall tested as SUPPORT", "sessions_with_level": 932, "reached": 218, "reach_rate": 0.2339, "held": 87, "hold_rate": 0.3991, "placebo_hold_rate": 0.429, "placebo_n": 359, "edge_pp": -2.99, "p_vs_placebo": 0.4099 } }, "by_distance": { "<0.5%": { "call": { "reached": 169, "hold_rate": 0.3787 }, "put": { "reached": 135, "hold_rate": 0.3333 } }, "0.5-1%": { "call": { "reached": 43, "hold_rate": 0.3488 }, "put": { "reached": 38, "hold_rate": 0.4474 } }, "1-2%": { "call": { "reached": 50, "hold_rate": 0.46 }, "put": { "reached": 30, "hold_rate": 0.5667 } }, ">2%": { "call": { "reached": 31, "hold_rate": 0.4839 }, "put": { "reached": 15, "hold_rate": 0.5333 } } }, "per_root": { "SPY": { "call": { "reached": 35, "hold_rate": 0.2857 }, "put": { "reached": 37, "hold_rate": 0.3514 } }, "QQQ": { "call": { "reached": 38, "hold_rate": 0.3421 }, "put": { "reached": 27, "hold_rate": 0.2963 } }, "IWM": { "call": { "reached": 36, "hold_rate": 0.4722 }, "put": { "reached": 29, "hold_rate": 0.4138 } }, "SPX": { "call": { "reached": 16, "hold_rate": 0.4375 }, "put": { "reached": 16, "hold_rate": 0.125 } }, "AAPL": { "call": { "reached": 51, "hold_rate": 0.451 }, "put": { "reached": 17, "hold_rate": 0.5294 } }, "MSFT": { "call": { "reached": 34, "hold_rate": 0.3529 }, "put": { "reached": 30, "hold_rate": 0.5333 } }, "NVDA": { "call": { "reached": 41, "hold_rate": 0.3902 }, "put": { "reached": 30, "hold_rate": 0.4 } }, "TSLA": { "call": { "reached": 42, "hold_rate": 0.4524 }, "put": { "reached": 32, "hold_rate": 0.4688 } } }, "method": { "reached": "the next session actually traded to the level. Every hold rate is CONDITIONAL on this \u2014 a wall price never approached is not evidence the wall worked.", "held": "reached the level and closed back on the original side of it.", "placebo": "the same test at a level placed the SAME DISTANCE from spot, with that distance drawn from a randomly chosen other session, so it carries no gamma meaning. This is the number a wall has to beat." }, "verdict": { "walls_beat_an_arbitrary_level": false, "headline": "MEASURED, THE WALLS DID NOT ACT AS SUPPORT OR RESISTANCE. When the tape actually reached the call wall it closed back below it only 39.9% of the time (n=293) \u2014 against 41.4% for a level placed the same distance away with no gamma in it at all (difference -1.5 points, p=0.64). The put wall held 39.9% of the 218 times price reached it, against a placebo of 42.9% (-3.0 points, p=0.41). Neither is distinguishable from an arbitrary level, and the call wall was BROKEN more often than it held.", "ranking_consequence": "So the ladder on the page CANNOT rank levels by a measured reliability, because no such reliability was found. It ranks them by raw concentration \u2014 how much of the book sits at that strike \u2014 and prints this null result beside the labels rather than implying a strength the data does not support.", "distance_note": "Nor did nearer walls hold better, which is the intuition worth killing explicitly: the closest bucket (<0.5%) held 37.9% for calls and 33.3% for puts, the >2% bucket 48.4% and 53.3%. If anything the relationship runs the other way, and that is most likely just mean reversion after a big move rather than anything the wall did." } }, "charm_field": { "status": "SKELETON \u2014 banking only. No verdict is produced and none may be quoted.", "question": "Over the next 60 minutes, does the field's word at spot (\"dealers BUY\" / \"dealers SELL\") predict the SIGN of the paired future's move better than the base rate of the same 60-minute windows?", "bar": "at least 60 distinct sessions banked, then a hit rate at least 2 standard errors above the measured base rate, printed with the number of cells tested and the chance rate. Never a verdict without that bar.", "sessions_banked": 40, "opens_at": 60, "records": 12173, "roots": [ "AAPL", "IWM", "MSFT", "NVDA", "QQQ", "SPX", "SPY", "TSLA" ], "first_session": "2026-09-08", "last_session": "2026-11-05", "word_counts": { "buy": 11589, "sell": 584 }, "outcome_not_yet_joined": "The 60-minute forward return of the paired future is NOT joined yet. It will come from the same futures bars futures.php already reads, so no new source is introduced.", "open": false } } }