{ "ok": true, "sym": "TSLA", "symbols": [ "SPY", "QQQ", "IWM", "SPX", "AAPL", "MSFT", "NVDA", "TSLA", "VIX" ], "generated_utc": "2026-11-06T06:55:31Z", "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": 35732, "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": 6.097511860821359, "breakeven_from": "front at-the-money implied vol 96.80% (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": 3, "n": 28, "median": 2.8947, "p25": 2.5387, "p75": 4.1533, "basis": "sessions whose banked at-spot gamma fell in the same quintile as this reading" }, "wall_span_pct": 17.47997086671522, "last_session_sampled_pct": 11.015294974508375, "paid_vs_realised": 1.8065229270459462, "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": 0.6660710347223048, "cuts": { "flat_net_share_below": 0.2, "fast_decay_at": 0.5, "pin_within_pct": 0.25, "lean_needs_pct": 0.15 } }, "levels": { "spot": 343.25, "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 390: the vendor's own greeks, as sent (100%); put wall 330: 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 422 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": -3292472.0549500003, "local_strike": 342.5, "local_band_1pct": -29214963.40834375, "local_band_n": 5, "local_band_pct": 1.75, "local_band_widened": true, "local_band_thin": false, "call_wall_book": 390, "put_wall_book": 360, "total_gex": -160601833.19273126, "total_gex_x": -93643657.08865955, "call_wall": 390, "put_wall": 330, "call_wall_contracts": 390, "put_wall_contracts": 330, "gamma_center": 346.5184608118351, "gamma_flip": null, "room_up_pct": 13.619810633648942, "room_down_pct": 3.860160233066278, "centre_offset_pct": 0.9522099961646315, "zdte_gamma_share": 0, "session_book_total_gex": -160601833.19273126, "session_book_local": -3292472.0549500003, "decay_of_local": 0 }, "pctl": { "local_gamma": 41.3, "zdte_share": 66.6, "wall_room": 99.3, "flip_dist": null, "paid_vs_realised": 84.4 }, "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": 343.25, "resistance": [ { "level": 380, "side": "resistance", "rank": "3rd largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": 36.75, "dist_pct": 10.706, "net_contracts": -7094, "call_contracts": 5118, "put_contracts": 12212, "share_of_book": 0.0568, "gex": -3908732.5071062488, "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": 360, "side": "resistance", "rank": "largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": 16.75, "dist_pct": 4.88, "net_contracts": -10587, "call_contracts": 1303, "put_contracts": 11890, "share_of_book": 0.0848, "gex": -19155019.628068756, "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": 350, "side": "resistance", "rank": "2nd largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": 6.75, "dist_pct": 1.966, "net_contracts": -8484, "call_contracts": 1606, "put_contracts": 10090, "share_of_book": 0.0679, "gex": -17218308.785806254, "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": 340, "side": "support", "rank": "3rd largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": -3.25, "dist_pct": -0.947, "net_contracts": -7200, "call_contracts": 319, "put_contracts": 7519, "share_of_book": 0.0577, "gex": -14644930.9699625, "call_heavy": false, "does": "A further band of put hedging below price, lighter than the wall. The same mechanics apply, at smaller size." }, { "level": 330, "side": "support", "rank": "largest", "is_headline_wall": true, "is_dollar_gamma_wall": true, "kind": "put wall", "dist_pts": -13.25, "dist_pct": -3.86, "net_contracts": -10648, "call_contracts": 355, "put_contracts": 11003, "share_of_book": 0.0853, "gex": -18451159.587693743, "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." }, { "level": 300, "side": "support", "rank": "2nd largest", "is_headline_wall": false, "is_dollar_gamma_wall": false, "kind": "secondary put concentration", "dist_pts": -43.25, "dist_pct": -12.6, "net_contracts": -8000, "call_contracts": 113, "put_contracts": 8113, "share_of_book": 0.0641, "gex": -2835375.400675, "call_heavy": false, "does": "A further band of put hedging below price, lighter than the wall. The same mechanics apply, at smaller size." } ], "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": 346.5184608118351, "dist_pts": 3.27, "dist_pct": 0.952, "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, 66.6% 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": 295, "gex": -749032.4440375, "gex_x": -778650.9061006088, "gex_c": 34097.270787500005, "gex_p": -783129.7148249998, "coi": 103, "poi": 2818, "abs_iv": 0, "abs_all": 817226.9856124999, "net_oi": -2715, "gross_oi": 2921 }, { "k": 300, "gex": -2835375.400675, "gex_x": -2915004.27190511, "gex_c": 48777.712875000005, "gex_p": -2884153.1135500004, "coi": 113, "poi": 8113, "abs_iv": 0, "abs_all": 2932930.8264249996, "net_oi": -8000, "gross_oi": 8226 }, { "k": 305, "gex": -1470683.38935, "gex_x": -1525809.4892846292, "gex_c": 29349.10211875, "gex_p": -1500032.49146875, "coi": 54, "poi": 3097, "abs_iv": 0, "abs_all": 1529381.5935875, "net_oi": -3043, "gross_oi": 3151 }, { "k": 310, "gex": -1921735.84876875, "gex_x": -2033356.1211333487, "gex_c": 95870.59170625001, "gex_p": -2017606.4404750003, "coi": 157, "poi": 3219, "abs_iv": 0, "abs_all": 2113477.0321812504, "net_oi": -3062, "gross_oi": 3376 }, { "k": 312.5, "gex": -476631.3035374999, "gex_x": -487428.02736587694, "gex_c": 9637.7220125, "gex_p": -486269.02554999996, "coi": 13, "poi": 688, "abs_iv": 0, "abs_all": 495906.7475625, "net_oi": -675, "gross_oi": 701 }, { "k": 315, "gex": -4320350.42425625, "gex_x": -4490636.519125642, "gex_c": 108960.45619999999, "gex_p": -4429310.880456251, "coi": 136, "poi": 5118, "abs_iv": 0, "abs_all": 4538271.336656251, "net_oi": -4982, "gross_oi": 5254 }, { "k": 317.5, "gex": -746463.955775, "gex_x": -763615.2804016519, "gex_c": 7116.361975000001, "gex_p": -753580.31775, "coi": 8, "poi": 812, "abs_iv": 0, "abs_all": 760696.679725, "net_oi": -804, "gross_oi": 820 }, { "k": 320, "gex": -3307070.022643751, "gex_x": -3633358.566043745, "gex_c": 275052.10315625, "gex_p": -3582122.1258000005, "coi": 273, "poi": 3434, "abs_iv": 0, "abs_all": 3857174.22895625, "net_oi": -3161, "gross_oi": 3707 }, { "k": 322.5, "gex": -289225.916825, "gex_x": -314945.73470775626, "gex_c": 18898.418225, "gex_p": -308124.33505000005, "coi": 16, "poi": 258, "abs_iv": 0, "abs_all": 327022.7532750001, "net_oi": -242, "gross_oi": 274 }, { "k": 325, "gex": -4921494.49824375, "gex_x": -5144655.590711971, "gex_c": 139935.48208125, "gex_p": -5061429.980325, "coi": 117, "poi": 4105, "abs_iv": 0, "abs_all": 5201365.462406251, "net_oi": -3988, "gross_oi": 4222 }, { "k": 327.5, "gex": -950859.0676, "gex_x": -993047.432468115, "gex_c": 39964.734800000006, "gex_p": -990823.8023999999, "coi": 32, "poi": 624, "abs_iv": 0, "abs_all": 1030788.5371999999, "net_oi": -592, "gross_oi": 656 }, { "k": 330, "gex": -18451159.587693743, "gex_x": -18995607.83968846, "gex_c": 505744.76453124994, "gex_p": -18956904.352224994, "coi": 355, "poi": 11003, "abs_iv": 0, "abs_all": 19462649.116756245, "net_oi": -10648, "gross_oi": 11358 }, { "k": 332.5, "gex": -1296073.3157249999, "gex_x": -1323659.2762600454, "gex_c": 25519.9338375, "gex_p": -1321593.2495624998, "coi": 19, "poi": 755, "abs_iv": 0, "abs_all": 1347113.1833999997, "net_oi": -736, "gross_oi": 774 }, { "k": 335, "gex": -5595098.2181687495, "gex_x": -5619403.293464642, "gex_c": 498746.22311875, "gex_p": -6093844.4412875, "coi": 298, "poi": 3310, "abs_iv": 0, "abs_all": 6592590.664406249, "net_oi": -3012, "gross_oi": 3608 }, { "k": 337.5, "gex": -1817087.62515625, "gex_x": -1854667.2487954306, "gex_c": 43534.69784375, "gex_p": -1860622.323, "coi": 30, "poi": 890, "abs_iv": 0, "abs_all": 1904157.02084375, "net_oi": -860, "gross_oi": 920 }, { "k": 340, "gex": -14644930.9699625, "gex_x": -15040928.768330554, "gex_c": 639859.9108249999, "gex_p": -15284790.880787501, "coi": 319, "poi": 7519, "abs_iv": 0, "abs_all": 15924650.791612502, "net_oi": -7200, "gross_oi": 7838 }, { "k": 342.5, "gex": -3292472.0549500003, "gex_x": -3380028.0389567744, "gex_c": 108819.07152499999, "gex_p": -3401291.1264750003, "coi": 56, "poi": 1530, "abs_iv": 0, "abs_all": 3510110.1980000003, "net_oi": -1474, "gross_oi": 1586 }, { "k": 345, "gex": -5155050.1992875, "gex_x": -5276087.509105956, "gex_c": 665674.39606875, "gex_p": -5820724.595356249, "coi": 361, "poi": 2720, "abs_iv": 0, "abs_all": 6486398.991425, "net_oi": -2359, "gross_oi": 3081 }, { "k": 347.5, "gex": -4305422.5589875, "gex_x": -4083934.3930632262, "gex_c": 166150.55723749998, "gex_p": -4471573.1162250005, "coi": 73, "poi": 1891, "abs_iv": 0, "abs_all": 4637723.673462501, "net_oi": -1818, "gross_oi": 1964 }, { "k": 350, "gex": -17218308.785806254, "gex_x": -17140797.23768385, "gex_c": 3879772.212843751, "gex_p": -21098080.998650003, "coi": 1606, "poi": 10090, "abs_iv": 0, "abs_all": 24977853.211493753, "net_oi": -8484, "gross_oi": 11696 }, { "k": 352.5, "gex": -2690632.83964375, "gex_x": -1773562.546536684, "gex_c": 300371.7420375, "gex_p": -2991004.5816812506, "coi": 163, "poi": 1502, "abs_iv": 0, "abs_all": 3291376.3237187504, "net_oi": -1339, "gross_oi": 1665 }, { "k": 355, "gex": -12506063.6065625, "gex_x": -12407942.027042033, "gex_c": 1534907.37796875, "gex_p": -14040970.984531252, "coi": 973, "poi": 7076, "abs_iv": 0, "abs_all": 15575878.362500003, "net_oi": -6103, "gross_oi": 8049 }, { "k": 357.5, "gex": -3315505.9749187506, "gex_x": -2820887.2829826972, "gex_c": 614658.0925062501, "gex_p": -3930164.0674250005, "coi": 326, "poi": 2215, "abs_iv": 0, "abs_all": 4544822.15993125, "net_oi": -1889, "gross_oi": 2541 }, { "k": 360, "gex": -19155019.628068756, "gex_x": 406328.902661867, "gex_c": 2022708.0708312504, "gex_p": -21177727.698900003, "coi": 1303, "poi": 11890, "abs_iv": 0, "abs_all": 23200435.76973125, "net_oi": -10587, "gross_oi": 13193 }, { "k": 362.5, "gex": -3404436.93549375, "gex_x": 79777.99347600131, "gex_c": 81272.6240125, "gex_p": -3485709.55950625, "coi": 55, "poi": 2251, "abs_iv": 0, "abs_all": 3566982.18351875, "net_oi": -2196, "gross_oi": 2306 }, { "k": 365, "gex": -7131808.250743751, "gex_x": 950319.8455129171, "gex_c": 968096.2158937501, "gex_p": -8099904.466637501, "coi": 747, "poi": 5914, "abs_iv": 0, "abs_all": 9068000.682531249, "net_oi": -5167, "gross_oi": 6661 }, { "k": 367.5, "gex": -3204153.7613000004, "gex_x": 290537.2851466486, "gex_c": 296801.77899375, "gex_p": -3500955.5402937504, "coi": 258, "poi": 2931, "abs_iv": 0, "abs_all": 3797757.3192875003, "net_oi": -2673, "gross_oi": 3189 }, { "k": 370, "gex": -5002519.699075001, "gex_x": 2636787.6858660956, "gex_c": 2687840.4923125003, "gex_p": -7690360.191387501, "coi": 2716, "poi": 7507, "abs_iv": 0, "abs_all": 10378200.6837, "net_oi": -4791, "gross_oi": 10223 }, { "k": 372.5, "gex": -1470424.1841125, "gex_x": 1034607.189595457, "gex_c": 1059536.7544500001, "gex_p": -2529960.9385625, "coi": 1327, "poi": 2906, "abs_iv": 0, "abs_all": 3589497.6930125, "net_oi": -1579, "gross_oi": 4233 }, { "k": 375, "gex": -1783414.508393749, "gex_x": 2949165.897450272, "gex_c": 3011788.128906251, "gex_p": -4795202.6373000005, "coi": 3722, "poi": 6333, "abs_iv": 0, "abs_all": 7806990.766206251, "net_oi": -2611, "gross_oi": 10055 }, { "k": 377.5, "gex": -1563231.4411937497, "gex_x": 550463.7112758559, "gex_c": 569980.53520625, "gex_p": -2133211.9764, "coi": 855, "poi": 3129, "abs_iv": 0, "abs_all": 2703192.5116062504, "net_oi": -2274, "gross_oi": 3984 }, { "k": 380, "gex": -3908732.5071062488, "gex_x": 2978871.319394855, "gex_c": 3080536.427125001, "gex_p": -6989268.93423125, "coi": 5118, "poi": 12212, "abs_iv": 0, "abs_all": 10069805.36135625, "net_oi": -7094, "gross_oi": 17330 }, { "k": 382.5, "gex": -688119.2132249997, "gex_x": 812436.2685453991, "gex_c": 859265.3623124999, "gex_p": -1547384.5755374997, "coi": 1823, "poi": 3163, "abs_iv": 0, "abs_all": 2406649.93785, "net_oi": -1340, "gross_oi": 4986 }, { "k": 385, "gex": -668207.5381624999, "gex_x": 2472331.314373161, "gex_c": 2570432.3017812497, "gex_p": -3238639.8399437494, "coi": 5224, "poi": 8511, "abs_iv": 0, "abs_all": 5809072.141724999, "net_oi": -3287, "gross_oi": 13735 }, { "k": 387.5, "gex": -603205.9338312498, "gex_x": 802477.8112385956, "gex_c": 829774.87551875, "gex_p": -1432980.80935, "coi": 2198, "poi": 4875, "abs_iv": 0, "abs_all": 2262755.68486875, "net_oi": -2677, "gross_oi": 7073 }, { "k": 390, "gex": 348689.95471875026, "gex_x": 2419190.3910048194, "gex_c": 2564447.0172062498, "gex_p": -2215757.0624875003, "coi": 7563, "poi": 7880, "abs_iv": 0, "abs_all": 4780204.07969375, "net_oi": -317, "gross_oi": 15443 }, { "k": 392.5, "gex": -90521.53816874986, "gex_x": 771060.6969573094, "gex_c": 819253.4992875, "gex_p": -909775.0374562499, "coi": 3173, "poi": 4273, "abs_iv": 0, "abs_all": 1729028.5367437503, "net_oi": -1100, "gross_oi": 7446 } ], "forward": [ { "k": 295, "gex": -749032.4440375, "gex_x": -778650.9061006088, "gex_c": 34097.270787500005, "gex_p": -783129.7148249998, "coi": 103, "poi": 2818, "abs_all": 817226.9856124999, "net_oi": -2715, "gross_oi": 2921 }, { "k": 300, "gex": -2835375.400675, "gex_x": -2915004.27190511, "gex_c": 48777.712875000005, "gex_p": -2884153.1135500004, "coi": 113, "poi": 8113, "abs_all": 2932930.8264249996, "net_oi": -8000, "gross_oi": 8226 }, { "k": 305, "gex": -1470683.38935, "gex_x": -1525809.4892846292, "gex_c": 29349.10211875, "gex_p": -1500032.49146875, "coi": 54, "poi": 3097, "abs_all": 1529381.5935875, "net_oi": -3043, "gross_oi": 3151 }, { "k": 310, "gex": -1921735.84876875, "gex_x": -2033356.1211333487, "gex_c": 95870.59170625001, "gex_p": -2017606.4404750003, "coi": 157, "poi": 3219, "abs_all": 2113477.0321812504, "net_oi": -3062, "gross_oi": 3376 }, { "k": 312.5, "gex": -476631.3035374999, "gex_x": -487428.02736587694, "gex_c": 9637.7220125, "gex_p": -486269.02554999996, "coi": 13, "poi": 688, "abs_all": 495906.7475625, "net_oi": -675, "gross_oi": 701 }, { "k": 315, "gex": -4320350.42425625, "gex_x": -4490636.519125642, "gex_c": 108960.45619999999, "gex_p": -4429310.880456251, "coi": 136, "poi": 5118, "abs_all": 4538271.336656251, "net_oi": -4982, "gross_oi": 5254 }, { "k": 317.5, "gex": -746463.955775, "gex_x": -763615.2804016519, "gex_c": 7116.361975000001, "gex_p": -753580.31775, "coi": 8, "poi": 812, "abs_all": 760696.679725, "net_oi": -804, "gross_oi": 820 }, { "k": 320, "gex": -3307070.022643751, "gex_x": -3633358.566043745, "gex_c": 275052.10315625, "gex_p": -3582122.1258000005, "coi": 273, "poi": 3434, "abs_all": 3857174.22895625, "net_oi": -3161, "gross_oi": 3707 }, { "k": 322.5, "gex": -289225.916825, "gex_x": -314945.73470775626, "gex_c": 18898.418225, "gex_p": -308124.33505000005, "coi": 16, "poi": 258, "abs_all": 327022.7532750001, "net_oi": -242, "gross_oi": 274 }, { "k": 325, "gex": -4921494.49824375, "gex_x": -5144655.590711971, "gex_c": 139935.48208125, "gex_p": -5061429.980325, "coi": 117, "poi": 4105, "abs_all": 5201365.462406251, "net_oi": -3988, "gross_oi": 4222 }, { "k": 327.5, "gex": -950859.0676, "gex_x": -993047.432468115, "gex_c": 39964.734800000006, "gex_p": -990823.8023999999, "coi": 32, "poi": 624, "abs_all": 1030788.5371999999, "net_oi": -592, "gross_oi": 656 }, { "k": 330, "gex": -18451159.587693743, "gex_x": -18995607.83968846, "gex_c": 505744.76453124994, "gex_p": -18956904.352224994, "coi": 355, "poi": 11003, "abs_all": 19462649.116756245, "net_oi": -10648, "gross_oi": 11358 }, { "k": 332.5, "gex": -1296073.3157249999, "gex_x": -1323659.2762600454, "gex_c": 25519.9338375, "gex_p": -1321593.2495624998, "coi": 19, "poi": 755, "abs_all": 1347113.1833999997, "net_oi": -736, "gross_oi": 774 }, { "k": 335, "gex": -5595098.2181687495, "gex_x": -5619403.293464642, "gex_c": 498746.22311875, "gex_p": -6093844.4412875, "coi": 298, "poi": 3310, "abs_all": 6592590.664406249, "net_oi": -3012, "gross_oi": 3608 }, { "k": 337.5, "gex": -1817087.62515625, "gex_x": -1854667.2487954306, "gex_c": 43534.69784375, "gex_p": -1860622.323, "coi": 30, "poi": 890, "abs_all": 1904157.02084375, "net_oi": -860, "gross_oi": 920 }, { "k": 340, "gex": -14644930.9699625, "gex_x": -15040928.768330554, "gex_c": 639859.9108249999, "gex_p": -15284790.880787501, "coi": 319, "poi": 7519, "abs_all": 15924650.791612502, "net_oi": -7200, "gross_oi": 7838 }, { "k": 342.5, "gex": -3292472.0549500003, "gex_x": -3380028.0389567744, "gex_c": 108819.07152499999, "gex_p": -3401291.1264750003, "coi": 56, "poi": 1530, "abs_all": 3510110.1980000003, "net_oi": -1474, "gross_oi": 1586 }, { "k": 345, "gex": -5155050.1992875, "gex_x": -5276087.509105956, "gex_c": 665674.39606875, "gex_p": -5820724.595356249, "coi": 361, "poi": 2720, "abs_all": 6486398.991425, "net_oi": -2359, "gross_oi": 3081 }, { "k": 347.5, "gex": -4305422.5589875, "gex_x": -4083934.3930632262, "gex_c": 166150.55723749998, "gex_p": -4471573.1162250005, "coi": 73, "poi": 1891, "abs_all": 4637723.673462501, "net_oi": -1818, "gross_oi": 1964 }, { "k": 350, "gex": -17218308.785806254, "gex_x": -17140797.23768385, "gex_c": 3879772.212843751, "gex_p": -21098080.998650003, "coi": 1606, "poi": 10090, "abs_all": 24977853.211493753, "net_oi": -8484, "gross_oi": 11696 }, { "k": 352.5, "gex": -2690632.83964375, "gex_x": -1773562.546536684, "gex_c": 300371.7420375, "gex_p": -2991004.5816812506, "coi": 163, "poi": 1502, "abs_all": 3291376.3237187504, "net_oi": -1339, "gross_oi": 1665 }, { "k": 355, "gex": -12506063.6065625, "gex_x": -12407942.027042033, "gex_c": 1534907.37796875, "gex_p": -14040970.984531252, "coi": 973, "poi": 7076, "abs_all": 15575878.362500003, "net_oi": -6103, "gross_oi": 8049 }, { "k": 357.5, "gex": -3315505.9749187506, "gex_x": -2820887.2829826972, "gex_c": 614658.0925062501, "gex_p": -3930164.0674250005, "coi": 326, "poi": 2215, "abs_all": 4544822.15993125, "net_oi": -1889, "gross_oi": 2541 }, { "k": 360, "gex": -19155019.628068756, "gex_x": 406328.902661867, "gex_c": 2022708.0708312504, "gex_p": -21177727.698900003, "coi": 1303, "poi": 11890, "abs_all": 23200435.76973125, "net_oi": -10587, "gross_oi": 13193 }, { "k": 362.5, "gex": -3404436.93549375, "gex_x": 79777.99347600131, "gex_c": 81272.6240125, "gex_p": -3485709.55950625, "coi": 55, "poi": 2251, "abs_all": 3566982.18351875, "net_oi": -2196, "gross_oi": 2306 }, { "k": 365, "gex": -7131808.250743751, "gex_x": 950319.8455129171, "gex_c": 968096.2158937501, "gex_p": -8099904.466637501, "coi": 747, "poi": 5914, "abs_all": 9068000.682531249, "net_oi": -5167, "gross_oi": 6661 }, { "k": 367.5, "gex": -3204153.7613000004, "gex_x": 290537.2851466486, "gex_c": 296801.77899375, "gex_p": -3500955.5402937504, "coi": 258, "poi": 2931, "abs_all": 3797757.3192875003, "net_oi": -2673, "gross_oi": 3189 }, { "k": 370, "gex": -5002519.699075001, "gex_x": 2636787.6858660956, "gex_c": 2687840.4923125003, "gex_p": -7690360.191387501, "coi": 2716, "poi": 7507, "abs_all": 10378200.6837, "net_oi": -4791, "gross_oi": 10223 }, { "k": 372.5, "gex": -1470424.1841125, "gex_x": 1034607.189595457, "gex_c": 1059536.7544500001, "gex_p": -2529960.9385625, "coi": 1327, "poi": 2906, "abs_all": 3589497.6930125, "net_oi": -1579, "gross_oi": 4233 }, { "k": 375, "gex": -1783414.508393749, "gex_x": 2949165.897450272, "gex_c": 3011788.128906251, "gex_p": -4795202.6373000005, "coi": 3722, "poi": 6333, "abs_all": 7806990.766206251, "net_oi": -2611, "gross_oi": 10055 }, { "k": 377.5, "gex": -1563231.4411937497, "gex_x": 550463.7112758559, "gex_c": 569980.53520625, "gex_p": -2133211.9764, "coi": 855, "poi": 3129, "abs_all": 2703192.5116062504, "net_oi": -2274, "gross_oi": 3984 }, { "k": 380, "gex": -3908732.5071062488, "gex_x": 2978871.319394855, "gex_c": 3080536.427125001, "gex_p": -6989268.93423125, "coi": 5118, "poi": 12212, "abs_all": 10069805.36135625, "net_oi": -7094, "gross_oi": 17330 }, { "k": 382.5, "gex": -688119.2132249997, "gex_x": 812436.2685453991, "gex_c": 859265.3623124999, "gex_p": -1547384.5755374997, "coi": 1823, "poi": 3163, "abs_all": 2406649.93785, "net_oi": -1340, "gross_oi": 4986 }, { "k": 385, "gex": -668207.5381624999, "gex_x": 2472331.314373161, "gex_c": 2570432.3017812497, "gex_p": -3238639.8399437494, "coi": 5224, "poi": 8511, "abs_all": 5809072.141724999, "net_oi": -3287, "gross_oi": 13735 }, { "k": 387.5, "gex": -603205.9338312498, "gex_x": 802477.8112385956, "gex_c": 829774.87551875, "gex_p": -1432980.80935, "coi": 2198, "poi": 4875, "abs_all": 2262755.68486875, "net_oi": -2677, "gross_oi": 7073 }, { "k": 390, "gex": 348689.95471875026, "gex_x": 2419190.3910048194, "gex_c": 2564447.0172062498, "gex_p": -2215757.0624875003, "coi": 7563, "poi": 7880, "abs_all": 4780204.07969375, "net_oi": -317, "gross_oi": 15443 }, { "k": 392.5, "gex": -90521.53816874986, "gex_x": 771060.6969573094, "gex_c": 819253.4992875, "gex_p": -909775.0374562499, "coi": 3173, "poi": 4273, "abs_all": 1729028.5367437503, "net_oi": -1100, "gross_oi": 7446 } ], "regime_curve": { "unit": "dealer gamma, dollars per 1% move (the same unit as the per-strike chart above)", "spot": 343.25, "band_pct": 15, "grid_pts": 121, "T_floor_days": 1, "session": { "curve": [ [ 291.7625, -39852974 ], [ 292.6206, -41309083 ], [ 293.4787, -42792036 ], [ 294.3369, -44301890 ], [ 295.195, -45838719 ], [ 296.0531, -47402610 ], [ 296.9112, -48993655 ], [ 297.7694, -50611946 ], [ 298.6275, -52257566 ], [ 299.4856, -53930585 ], [ 300.3438, -55631051 ], [ 301.2019, -57358983 ], [ 302.06, -59114365 ], [ 302.9181, -60897140 ], [ 303.7763, -62707205 ], [ 304.6344, -64544405 ], [ 305.4925, -66408532 ], [ 306.3506, -68299320 ], [ 307.2088, -70216444 ], [ 308.0669, -72159522 ], [ 308.925, -74128111 ], [ 309.7831, -76121713 ], [ 310.6412, -78139774 ], [ 311.4994, -80181687 ], [ 312.3575, -82246797 ], [ 313.2156, -84334402 ], [ 314.0737, -86443759 ], [ 314.9319, -88574083 ], [ 315.79, -90724551 ], [ 316.6481, -92894306 ], [ 317.5062, -95082449 ], [ 318.3644, -97288047 ], [ 319.2225, -99510123 ], [ 320.0806, -101747652 ], [ 320.9387, -103999560 ], [ 321.7969, -106264705 ], [ 322.655, -108541879 ], [ 323.5131, -110829787 ], [ 324.3712, -113127038 ], [ 325.2294, -115432132 ], [ 326.0875, -117743446 ], [ 326.9456, -120059220 ], [ 327.8037, -122377545 ], [ 328.6619, -124696352 ], [ 329.52, -127013404 ], [ 330.3781, -129326288 ], [ 331.2362, -131632415 ], [ 332.0944, -133929020 ], [ 332.9525, -136213167 ], [ 333.8106, -138481758 ], [ 334.6687, -140731550 ], [ 335.5269, -142959165 ], [ 336.385, -145161117 ], [ 337.2431, -147333831 ], [ 338.1012, -149473666 ], [ 338.9594, -151576941 ], [ 339.8175, -153639949 ], [ 340.6756, -155658983 ], [ 341.5337, -157630342 ], [ 342.3919, -159550338 ], [ 343.25, -161415294 ], [ 344.1081, -163221533 ], [ 344.9662, -164965353 ], [ 345.8244, -166642996 ], [ 346.6825, -168250611 ], [ 347.5406, -169784197 ], [ 348.3987, -171239554 ], [ 349.2569, -172612219 ], [ 350.115, -173897407 ], [ 350.9731, -175089951 ], [ 351.8312, -176184256 ], [ 352.6894, -177174255 ], [ 353.5475, -178053388 ], [ 354.4056, -178814601 ], [ 355.2637, -179450360 ], [ 356.1219, -179952702 ], [ 356.98, -180313306 ], [ 357.8381, -180523600 ], [ 358.6962, -180574887 ], [ 359.5544, -180458509 ], [ 360.4125, -180166024 ], [ 361.2706, -179689407 ], [ 362.1287, -179021267 ], [ 362.9869, -178155063 ], [ 363.845, -177085325 ], [ 364.7031, -175807864 ], [ 365.5612, -174319970 ], [ 366.4194, -172620579 ], [ 367.2775, -170710415 ], [ 368.1356, -168592095 ], [ 368.9937, -166270193 ], [ 369.8519, -163751254 ], [ 370.71, -161043771 ], [ 371.5681, -158158109 ], [ 372.4262, -155106387 ], [ 373.2844, -151902320 ], [ 374.1425, -148561023 ], [ 375.0006, -145098781 ], [ 375.8587, -141532802 ], [ 376.7169, -137880947 ], [ 377.575, -134161455 ], [ 378.4331, -130392665 ], [ 379.2912, -126592745 ], [ 380.1494, -122779434 ], [ 381.0075, -118969804 ], [ 381.8656, -115180046 ], [ 382.7237, -111425286 ], [ 383.5819, -107719430 ], [ 384.44, -104075049 ], [ 385.2981, -100503287 ], [ 386.1562, -97013817 ], [ 387.0144, -93614815 ], [ 387.8725, -90312975 ], [ 388.7306, -87113545 ], [ 389.5887, -84020386 ], [ 390.4469, -81036059 ], [ 391.305, -78161913 ], [ 392.1631, -75398203 ], [ 393.0212, -72744198 ], [ 393.8794, -70198309 ], [ 394.7375, -67758206 ] ], "at_spot": -161415294, "flip": null, "flip_dist_pct": null, "flip_side": null, "flips_all": [], "n_contracts": 348, "regime": "amplifying" }, "forward": { "curve": [ [ 291.7625, -39852974 ], [ 292.6206, -41309083 ], [ 293.4787, -42792036 ], [ 294.3369, -44301890 ], [ 295.195, -45838719 ], [ 296.0531, -47402610 ], [ 296.9112, -48993655 ], [ 297.7694, -50611946 ], [ 298.6275, -52257566 ], [ 299.4856, -53930585 ], [ 300.3438, -55631051 ], [ 301.2019, -57358983 ], [ 302.06, -59114365 ], [ 302.9181, -60897140 ], [ 303.7763, -62707205 ], [ 304.6344, -64544405 ], [ 305.4925, -66408532 ], [ 306.3506, -68299320 ], [ 307.2088, -70216444 ], [ 308.0669, -72159522 ], [ 308.925, -74128111 ], [ 309.7831, -76121713 ], [ 310.6412, -78139774 ], [ 311.4994, -80181687 ], [ 312.3575, -82246797 ], [ 313.2156, -84334402 ], [ 314.0737, -86443759 ], [ 314.9319, -88574083 ], [ 315.79, -90724551 ], [ 316.6481, -92894306 ], [ 317.5062, -95082449 ], [ 318.3644, -97288047 ], [ 319.2225, -99510123 ], [ 320.0806, -101747652 ], [ 320.9387, -103999560 ], [ 321.7969, -106264705 ], [ 322.655, -108541879 ], [ 323.5131, -110829787 ], [ 324.3712, -113127038 ], [ 325.2294, -115432132 ], [ 326.0875, -117743446 ], [ 326.9456, -120059220 ], [ 327.8037, -122377545 ], [ 328.6619, -124696352 ], [ 329.52, -127013404 ], [ 330.3781, -129326288 ], [ 331.2362, -131632415 ], [ 332.0944, -133929020 ], [ 332.9525, -136213167 ], [ 333.8106, -138481758 ], [ 334.6687, -140731550 ], [ 335.5269, -142959165 ], [ 336.385, -145161117 ], [ 337.2431, -147333831 ], [ 338.1012, -149473666 ], [ 338.9594, -151576941 ], [ 339.8175, -153639949 ], [ 340.6756, -155658983 ], [ 341.5337, -157630342 ], [ 342.3919, -159550338 ], [ 343.25, -161415294 ], [ 344.1081, -163221533 ], [ 344.9662, -164965353 ], [ 345.8244, -166642996 ], [ 346.6825, -168250611 ], [ 347.5406, -169784197 ], [ 348.3987, -171239554 ], [ 349.2569, -172612219 ], [ 350.115, -173897407 ], [ 350.9731, -175089951 ], [ 351.8312, -176184256 ], [ 352.6894, -177174255 ], [ 353.5475, -178053388 ], [ 354.4056, -178814601 ], [ 355.2637, -179450360 ], [ 356.1219, -179952702 ], [ 356.98, -180313306 ], [ 357.8381, -180523600 ], [ 358.6962, -180574887 ], [ 359.5544, -180458509 ], [ 360.4125, -180166024 ], [ 361.2706, -179689407 ], [ 362.1287, -179021267 ], [ 362.9869, -178155063 ], [ 363.845, -177085325 ], [ 364.7031, -175807864 ], [ 365.5612, -174319970 ], [ 366.4194, -172620579 ], [ 367.2775, -170710415 ], [ 368.1356, -168592095 ], [ 368.9937, -166270193 ], [ 369.8519, -163751254 ], [ 370.71, -161043771 ], [ 371.5681, -158158109 ], [ 372.4262, -155106387 ], [ 373.2844, -151902320 ], [ 374.1425, -148561023 ], [ 375.0006, -145098781 ], [ 375.8587, -141532802 ], [ 376.7169, -137880947 ], [ 377.575, -134161455 ], [ 378.4331, -130392665 ], [ 379.2912, -126592745 ], [ 380.1494, -122779434 ], [ 381.0075, -118969804 ], [ 381.8656, -115180046 ], [ 382.7237, -111425286 ], [ 383.5819, -107719430 ], [ 384.44, -104075049 ], [ 385.2981, -100503287 ], [ 386.1562, -97013817 ], [ 387.0144, -93614815 ], [ 387.8725, -90312975 ], [ 388.7306, -87113545 ], [ 389.5887, -84020386 ], [ 390.4469, -81036059 ], [ 391.305, -78161913 ], [ 392.1631, -75398203 ], [ 393.0212, -72744198 ], [ 393.8794, -70198309 ], [ 394.7375, -67758206 ] ], "at_spot": -161415294, "flip": null, "flip_dist_pct": null, "flip_side": null, "flips_all": [], "n_contracts": 348, "regime": "amplifying" }, "session_0dte": null, "session_rest": { "curve": [ [ 291.7625, -39852974 ], [ 292.6206, -41309083 ], [ 293.4787, -42792036 ], [ 294.3369, -44301890 ], [ 295.195, -45838719 ], [ 296.0531, -47402610 ], [ 296.9112, -48993655 ], [ 297.7694, -50611946 ], [ 298.6275, -52257566 ], [ 299.4856, -53930585 ], [ 300.3438, -55631051 ], [ 301.2019, -57358983 ], [ 302.06, -59114365 ], [ 302.9181, -60897140 ], [ 303.7763, -62707205 ], [ 304.6344, -64544405 ], [ 305.4925, -66408532 ], [ 306.3506, -68299320 ], [ 307.2088, -70216444 ], [ 308.0669, -72159522 ], [ 308.925, -74128111 ], [ 309.7831, -76121713 ], [ 310.6412, -78139774 ], [ 311.4994, -80181687 ], [ 312.3575, -82246797 ], [ 313.2156, -84334402 ], [ 314.0737, -86443759 ], [ 314.9319, -88574083 ], [ 315.79, -90724551 ], [ 316.6481, -92894306 ], [ 317.5062, -95082449 ], [ 318.3644, -97288047 ], [ 319.2225, -99510123 ], [ 320.0806, -101747652 ], [ 320.9387, -103999560 ], [ 321.7969, -106264705 ], [ 322.655, -108541879 ], [ 323.5131, -110829787 ], [ 324.3712, -113127038 ], [ 325.2294, -115432132 ], [ 326.0875, -117743446 ], [ 326.9456, -120059220 ], [ 327.8037, -122377545 ], [ 328.6619, -124696352 ], [ 329.52, -127013404 ], [ 330.3781, -129326288 ], [ 331.2362, -131632415 ], [ 332.0944, -133929020 ], [ 332.9525, -136213167 ], [ 333.8106, -138481758 ], [ 334.6687, -140731550 ], [ 335.5269, -142959165 ], [ 336.385, -145161117 ], [ 337.2431, -147333831 ], [ 338.1012, -149473666 ], [ 338.9594, -151576941 ], [ 339.8175, -153639949 ], [ 340.6756, -155658983 ], [ 341.5337, -157630342 ], [ 342.3919, -159550338 ], [ 343.25, -161415294 ], [ 344.1081, -163221533 ], [ 344.9662, -164965353 ], [ 345.8244, -166642996 ], [ 346.6825, -168250611 ], [ 347.5406, -169784197 ], [ 348.3987, -171239554 ], [ 349.2569, -172612219 ], [ 350.115, -173897407 ], [ 350.9731, -175089951 ], [ 351.8312, -176184256 ], [ 352.6894, -177174255 ], [ 353.5475, -178053388 ], [ 354.4056, -178814601 ], [ 355.2637, -179450360 ], [ 356.1219, -179952702 ], [ 356.98, -180313306 ], [ 357.8381, -180523600 ], [ 358.6962, -180574887 ], [ 359.5544, -180458509 ], [ 360.4125, -180166024 ], [ 361.2706, -179689407 ], [ 362.1287, -179021267 ], [ 362.9869, -178155063 ], [ 363.845, -177085325 ], [ 364.7031, -175807864 ], [ 365.5612, -174319970 ], [ 366.4194, -172620579 ], [ 367.2775, -170710415 ], [ 368.1356, -168592095 ], [ 368.9937, -166270193 ], [ 369.8519, -163751254 ], [ 370.71, -161043771 ], [ 371.5681, -158158109 ], [ 372.4262, -155106387 ], [ 373.2844, -151902320 ], [ 374.1425, -148561023 ], [ 375.0006, -145098781 ], [ 375.8587, -141532802 ], [ 376.7169, -137880947 ], [ 377.575, -134161455 ], [ 378.4331, -130392665 ], [ 379.2912, -126592745 ], [ 380.1494, -122779434 ], [ 381.0075, -118969804 ], [ 381.8656, -115180046 ], [ 382.7237, -111425286 ], [ 383.5819, -107719430 ], [ 384.44, -104075049 ], [ 385.2981, -100503287 ], [ 386.1562, -97013817 ], [ 387.0144, -93614815 ], [ 387.8725, -90312975 ], [ 388.7306, -87113545 ], [ 389.5887, -84020386 ], [ 390.4469, -81036059 ], [ 391.305, -78161913 ], [ 392.1631, -75398203 ], [ 393.0212, -72744198 ], [ 393.8794, -70198309 ], [ 394.7375, -67758206 ] ], "at_spot": -161415294, "flip": null, "flip_dist_pct": null, "flip_side": null, "flips_all": [], "n_contracts": 348, "regime": "amplifying" }, "census": { "oi_used": 206082, "oi_missing_iv": 2163, "n_session": 348, "n_forward": 348, "n_0dte": 0, "n_rest": 348 }, "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": 343.25, "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": 215, "n_0dte": 0, "at_spot": { "gamma": -93643657, "gamma_0dte": null, "gamma_rest": -93643657, "charm": -44599870716, "charm_per_day": -122107791, "charm_0dte": null, "charm_rest": -44599870716, "vanna": 417944807, "vanna_per_volpt": 4179448, "vanna_0dte": null, "vanna_rest": 417944807, "charm_x": -44599871161, "vanna_x": 417944814 }, "hedge": { "charm": { "word": "buy", "per_day": -122107791, "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": 4179448, "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": 328.4279, "charm_flip_dist_pct": 4.318, "charm_flip_side": "above", "vanna_flip": 328.8277, "vanna_flip_dist_pct": 4.202, "vanna_flip_side": "above", "charm_curve": [ [ 291.7625, 29120281830 ], [ 292.6206, 29225984204 ], [ 293.4787, 29303321355 ], [ 294.3369, 29352881576 ], [ 295.195, 29375210689 ], [ 296.0531, 29370784981 ], [ 296.9112, 29339985452 ], [ 297.7694, 29283073896 ], [ 298.6275, 29200171323 ], [ 299.4856, 29091239134 ], [ 300.3438, 28956063425 ], [ 301.2019, 28794242711 ], [ 302.06, 28605179251 ], [ 302.9181, 28388074097 ], [ 303.7763, 28141925866 ], [ 304.6344, 27865533147 ], [ 305.4925, 27557500376 ], [ 306.3506, 27216246898 ], [ 307.2088, 26840018897 ], [ 308.0669, 26426903778 ], [ 308.925, 25974846570 ], [ 309.7831, 25481667878 ], [ 310.6412, 24945082896 ], [ 311.4994, 24362721022 ], [ 312.3575, 23732145644 ], [ 313.2156, 23050873706 ], [ 314.0737, 22316394746 ], [ 314.9319, 21526189167 ], [ 315.79, 20677745622 ], [ 316.6481, 19768577452 ], [ 317.5062, 18796238282 ], [ 318.3644, 17758336929 ], [ 319.2225, 16652551901 ], [ 320.0806, 15476645866 ], [ 320.9387, 14228480506 ], [ 321.7969, 12906032262 ], [ 322.655, 11507409467 ], [ 323.5131, 10030871409 ], [ 324.3712, 8474849797 ], [ 325.2294, 6837973080 ], [ 326.0875, 5119093983 ], [ 326.9456, 3317320493 ], [ 327.8037, 1432050420 ], [ 328.6619, -536990501 ], [ 329.52, -2589707180 ], [ 330.3781, -4725590810 ], [ 331.2362, -6943672117 ], [ 332.0944, -9242472999 ], [ 332.9525, -11619957462 ], [ 333.8106, -14073482926 ], [ 334.6687, -16599753118 ], [ 335.5269, -19194773850 ], [ 336.385, -21853813076 ], [ 337.2431, -24571366619 ], [ 338.1012, -27341130990 ], [ 338.9594, -30155984635 ], [ 339.8175, -33007978866 ], [ 340.6756, -35888339610 ], [ 341.5337, -38787480899 ], [ 342.3919, -41695030864 ], [ 343.25, -44599870716 ], [ 344.1081, -47490186955 ], [ 344.9662, -50353536778 ], [ 345.8244, -53176926333 ], [ 346.6825, -55946901242 ], [ 347.5406, -58649648455 ], [ 348.3987, -61271108298 ], [ 349.2569, -63797095304 ], [ 350.115, -66213426181 ], [ 350.9731, -68506053140 ], [ 351.8312, -70661200607 ], [ 352.6894, -72665503284 ], [ 353.5475, -74506143442 ], [ 354.4056, -76170985338 ], [ 355.2637, -77648704678 ], [ 356.1219, -78928911112 ], [ 356.98, -80002261902 ], [ 357.8381, -80860565040 ], [ 358.6962, -81496870278 ], [ 359.5544, -81905546783 ], [ 360.4125, -82082346343 ], [ 361.2706, -82024451319 ], [ 362.1287, -81730506812 ], [ 362.9869, -81200636765 ], [ 363.845, -80436444006 ], [ 364.7031, -79440994480 ], [ 365.5612, -78218786172 ], [ 366.4194, -76775703444 ], [ 367.2775, -75118957700 ], [ 368.1356, -73257015494 ], [ 368.9937, -71199515309 ], [ 369.8519, -68957174389 ], [ 370.71, -66541687075 ], [ 371.5681, -63965616146 ], [ 372.4262, -61242278721 ], [ 373.2844, -58385628263 ], [ 374.1425, -55410134197 ], [ 375.0006, -52330660626 ], [ 375.8587, -49162345537 ], [ 376.7169, -45920481826 ], [ 377.575, -42620401355 ], [ 378.4331, -39277363142 ], [ 379.2912, -35906446675 ], [ 380.1494, -32522451209 ], [ 381.0075, -29139801763 ], [ 381.8656, -25772462434 ], [ 382.7237, -22433857477 ], [ 383.5819, -19136800521 ], [ 384.44, -15893432133 ], [ 385.2981, -12715165854 ], [ 386.1562, -9612642728 ], [ 387.0144, -6595694228 ], [ 387.8725, -3673313436 ], [ 388.7306, -853634221 ], [ 389.5887, 1856081885 ], [ 390.4469, 4449451469 ], [ 391.305, 6920968087 ], [ 392.1631, 9265994635 ], [ 393.0212, 11480749701 ], [ 393.8794, 13562288404 ], [ 394.7375, 15508478221 ] ], "vanna_curve": [ [ 291.7625, -292146294 ], [ 292.6206, -294650178 ], [ 293.4787, -296894642 ], [ 294.3369, -298871893 ], [ 295.195, -300573731 ], [ 296.0531, -301991449 ], [ 296.9112, -303115740 ], [ 297.7694, -303936623 ], [ 298.6275, -304443371 ], [ 299.4856, -304624461 ], [ 300.3438, -304467539 ], [ 301.2019, -303959401 ], [ 302.06, -303085990 ], [ 302.9181, -301832420 ], [ 303.7763, -300183007 ], [ 304.6344, -298121325 ], [ 305.4925, -295630279 ], [ 306.3506, -292692183 ], [ 307.2088, -289288865 ], [ 308.0669, -285401772 ], [ 308.925, -281012087 ], [ 309.7831, -276100854 ], [ 310.6412, -270649105 ], [ 311.4994, -264637986 ], [ 312.3575, -258048886 ], [ 313.2156, -250863567 ], [ 314.0737, -243064277 ], [ 314.9319, -234633877 ], [ 315.79, -225555949 ], [ 316.6481, -215814905 ], [ 317.5062, -205396094 ], [ 318.3644, -194285901 ], [ 319.2225, -182471857 ], [ 320.0806, -169942733 ], [ 320.9387, -156688656 ], [ 321.7969, -142701224 ], [ 322.655, -127973627 ], [ 323.5131, -112500792 ], [ 324.3712, -96279532 ], [ 325.2294, -79308719 ], [ 326.0875, -61589471 ], [ 326.9456, -43125366 ], [ 327.8037, -23922665 ], [ 328.6619, -3990562 ], [ 329.52, 16658554 ], [ 330.3781, 38008825 ], [ 331.2362, 60040635 ], [ 332.0944, 82730324 ], [ 332.9525, 106049903 ], [ 333.8106, 129966776 ], [ 334.6687, 154443482 ], [ 335.5269, 179437461 ], [ 336.385, 204900854 ], [ 337.2431, 230780349 ], [ 338.1012, 257017072 ], [ 338.9594, 283546547 ], [ 339.8175, 310298707 ], [ 340.6756, 337197995 ], [ 341.5337, 364163530 ], [ 342.3919, 391109363 ], [ 343.25, 417944807 ], [ 344.1081, 444574866 ], [ 344.9662, 470900729 ], [ 345.8244, 496820363 ], [ 346.6825, 522229166 ], [ 347.5406, 547020698 ], [ 348.3987, 571087471 ], [ 349.2569, 594321789 ], [ 350.115, 616616628 ], [ 350.9731, 637866547 ], [ 351.8312, 657968612 ], [ 352.6894, 676823327 ], [ 353.5475, 694335548 ], [ 354.4056, 710415379 ], [ 355.2637, 724979024 ], [ 356.1219, 737949594 ], [ 356.98, 749257849 ], [ 357.8381, 758842869 ], [ 358.6962, 766652643 ], [ 359.5544, 772644566 ], [ 360.4125, 776785842 ], [ 361.2706, 779053788 ], [ 362.1287, 779436023 ], [ 362.9869, 777930569 ], [ 363.845, 774545829 ], [ 364.7031, 769300477 ], [ 365.5612, 762223237 ], [ 366.4194, 753352573 ], [ 367.2775, 742736290 ], [ 368.1356, 730431053 ], [ 368.9937, 716501832 ], [ 369.8519, 701021285 ], [ 370.71, 684069084 ], [ 371.5681, 665731197 ], [ 372.4262, 646099135 ], [ 373.2844, 625269174 ], [ 374.1425, 603341561 ], [ 375.0006, 580419711 ], [ 375.8587, 556609417 ], [ 376.7169, 532018056 ], [ 377.575, 506753828 ], [ 378.4331, 480925011 ], [ 379.2912, 454639257 ], [ 380.1494, 428002916 ], [ 381.0075, 401120409 ], [ 381.8656, 374093646 ], [ 382.7237, 347021490 ], [ 383.5819, 319999276 ], [ 384.44, 293118378 ], [ 385.2981, 266465833 ], [ 386.1562, 240124016 ], [ 387.0144, 214170368 ], [ 387.8725, 188677179 ], [ 388.7306, 163711413 ], [ 389.5887, 139334590 ], [ 390.4469, 115602713 ], [ 391.305, 92566229 ], [ 392.1631, 70270045 ], [ 393.0212, 48753571 ], [ 393.8794, 28050800 ], [ 394.7375, 8190426 ] ], "gamma_live_curve": [ [ 291.7625, -40114000 ], [ 292.6206, -41532585 ], [ 293.4787, -42972440 ], [ 294.3369, -44433114 ], [ 295.195, -45914131 ], [ 296.0531, -47414987 ], [ 296.9112, -48935136 ], [ 297.7694, -50473986 ], [ 298.6275, -52030884 ], [ 299.4856, -53605104 ], [ 300.3438, -55195841 ], [ 301.2019, -56802193 ], [ 302.06, -58423153 ], [ 302.9181, -60057596 ], [ 303.7763, -61704270 ], [ 304.6344, -63361783 ], [ 305.4925, -65028594 ], [ 306.3506, -66703002 ], [ 307.2088, -68383142 ], [ 308.0669, -70066974 ], [ 308.925, -71752275 ], [ 309.7831, -73436638 ], [ 310.6412, -75117466 ], [ 311.4994, -76791965 ], [ 312.3575, -78457147 ], [ 313.2156, -80109826 ], [ 314.0737, -81746616 ], [ 314.9319, -83363934 ], [ 315.79, -84957999 ], [ 316.6481, -86524835 ], [ 317.5062, -88060274 ], [ 318.3644, -89559959 ], [ 319.2225, -91019345 ], [ 320.0806, -92433712 ], [ 320.9387, -93798160 ], [ 321.7969, -95107626 ], [ 322.655, -96356885 ], [ 323.5131, -97540564 ], [ 324.3712, -98653150 ], [ 325.2294, -99689003 ], [ 326.0875, -100642373 ], [ 326.9456, -101507414 ], [ 327.8037, -102278204 ], [ 328.6619, -102948770 ], [ 329.52, -103513109 ], [ 330.3781, -103965218 ], [ 331.2362, -104299128 ], [ 332.0944, -104508932 ], [ 332.9525, -104588829 ], [ 333.8106, -104533162 ], [ 334.6687, -104336462 ], [ 335.5269, -103993498 ], [ 336.385, -103499320 ], [ 337.2431, -102849316 ], [ 338.1012, -102039261 ], [ 338.9594, -101065374 ], [ 339.8175, -99924366 ], [ 340.6756, -98613499 ], [ 341.5337, -97130634 ], [ 342.3919, -95474284 ], [ 343.25, -93643657 ], [ 344.1081, -91638702 ], [ 344.9662, -89460145 ], [ 345.8244, -87109523 ], [ 346.6825, -84589213 ], [ 347.5406, -81902448 ], [ 348.3987, -79053333 ], [ 349.2569, -76046847 ], [ 350.115, -72888843 ], [ 350.9731, -69586034 ], [ 351.8312, -66145974 ], [ 352.6894, -62577027 ], [ 353.5475, -58888331 ], [ 354.4056, -55089757 ], [ 355.2637, -51191846 ], [ 356.1219, -47205760 ], [ 356.98, -43143209 ], [ 357.8381, -39016377 ], [ 358.6962, -34837852 ], [ 359.5544, -30620537 ], [ 360.4125, -26377568 ], [ 361.2706, -22122231 ], [ 362.1287, -17867868 ], [ 362.9869, -13627792 ], [ 363.845, -9415202 ], [ 364.7031, -5243092 ], [ 365.5612, -1124174 ], [ 366.4194, 2929205 ], [ 367.2775, 6905136 ], [ 368.1356, 10792218 ], [ 368.9937, 14579625 ], [ 369.8519, 18257158 ], [ 370.71, 21815305 ], [ 371.5681, 25245277 ], [ 372.4262, 28539052 ], [ 373.2844, 31689404 ], [ 374.1425, 34689922 ], [ 375.0006, 37535033 ], [ 375.8587, 40220005 ], [ 376.7169, 42740953 ], [ 377.575, 45094831 ], [ 378.4331, 47279425 ], [ 379.2912, 49293334 ], [ 380.1494, 51135949 ], [ 381.0075, 52807427 ], [ 381.8656, 54308659 ], [ 382.7237, 55641233 ], [ 383.5819, 56807402 ], [ 384.44, 57810035 ], [ 385.2981, 58652579 ], [ 386.1562, 59339011 ], [ 387.0144, 59873792 ], [ 387.8725, 60261820 ], [ 388.7306, 60508381 ], [ 389.5887, 60619102 ], [ 390.4469, 60599904 ], [ 391.305, 60456953 ], [ 392.1631, 60196616 ], [ 393.0212, 59825417 ], [ 393.8794, 59349993 ], [ 394.7375, 58777055 ] ], "gamma_0dte_curve": null, "gamma_rest_curve": [ [ 291.7625, -40114000 ], [ 292.6206, -41532585 ], [ 293.4787, -42972440 ], [ 294.3369, -44433114 ], [ 295.195, -45914131 ], [ 296.0531, -47414987 ], [ 296.9112, -48935136 ], [ 297.7694, -50473986 ], [ 298.6275, -52030884 ], [ 299.4856, -53605104 ], [ 300.3438, -55195841 ], [ 301.2019, -56802193 ], [ 302.06, -58423153 ], [ 302.9181, -60057596 ], [ 303.7763, -61704270 ], [ 304.6344, -63361783 ], [ 305.4925, -65028594 ], [ 306.3506, -66703002 ], [ 307.2088, -68383142 ], [ 308.0669, -70066974 ], [ 308.925, -71752275 ], [ 309.7831, -73436638 ], [ 310.6412, -75117466 ], [ 311.4994, -76791965 ], [ 312.3575, -78457147 ], [ 313.2156, -80109826 ], [ 314.0737, -81746616 ], [ 314.9319, -83363934 ], [ 315.79, -84957999 ], [ 316.6481, -86524835 ], [ 317.5062, -88060274 ], [ 318.3644, -89559959 ], [ 319.2225, -91019345 ], [ 320.0806, -92433712 ], [ 320.9387, -93798160 ], [ 321.7969, -95107626 ], [ 322.655, -96356885 ], [ 323.5131, -97540564 ], [ 324.3712, -98653150 ], [ 325.2294, -99689003 ], [ 326.0875, -100642373 ], [ 326.9456, -101507414 ], [ 327.8037, -102278204 ], [ 328.6619, -102948770 ], [ 329.52, -103513109 ], [ 330.3781, -103965218 ], [ 331.2362, -104299128 ], [ 332.0944, -104508932 ], [ 332.9525, -104588829 ], [ 333.8106, -104533162 ], [ 334.6687, -104336462 ], [ 335.5269, -103993498 ], [ 336.385, -103499320 ], [ 337.2431, -102849316 ], [ 338.1012, -102039261 ], [ 338.9594, -101065374 ], [ 339.8175, -99924366 ], [ 340.6756, -98613499 ], [ 341.5337, -97130634 ], [ 342.3919, -95474284 ], [ 343.25, -93643657 ], [ 344.1081, -91638702 ], [ 344.9662, -89460145 ], [ 345.8244, -87109523 ], [ 346.6825, -84589213 ], [ 347.5406, -81902448 ], [ 348.3987, -79053333 ], [ 349.2569, -76046847 ], [ 350.115, -72888843 ], [ 350.9731, -69586034 ], [ 351.8312, -66145974 ], [ 352.6894, -62577027 ], [ 353.5475, -58888331 ], [ 354.4056, -55089757 ], [ 355.2637, -51191846 ], [ 356.1219, -47205760 ], [ 356.98, -43143209 ], [ 357.8381, -39016377 ], [ 358.6962, -34837852 ], [ 359.5544, -30620537 ], [ 360.4125, -26377568 ], [ 361.2706, -22122231 ], [ 362.1287, -17867868 ], [ 362.9869, -13627792 ], [ 363.845, -9415202 ], [ 364.7031, -5243092 ], [ 365.5612, -1124174 ], [ 366.4194, 2929205 ], [ 367.2775, 6905136 ], [ 368.1356, 10792218 ], [ 368.9937, 14579625 ], [ 369.8519, 18257158 ], [ 370.71, 21815305 ], [ 371.5681, 25245277 ], [ 372.4262, 28539052 ], [ 373.2844, 31689404 ], [ 374.1425, 34689922 ], [ 375.0006, 37535033 ], [ 375.8587, 40220005 ], [ 376.7169, 42740953 ], [ 377.575, 45094831 ], [ 378.4331, 47279425 ], [ 379.2912, 49293334 ], [ 380.1494, 51135949 ], [ 381.0075, 52807427 ], [ 381.8656, 54308659 ], [ 382.7237, 55641233 ], [ 383.5819, 56807402 ], [ 384.44, 57810035 ], [ 385.2981, 58652579 ], [ 386.1562, 59339011 ], [ 387.0144, 59873792 ], [ 387.8725, 60261820 ], [ 388.7306, 60508381 ], [ 389.5887, 60619102 ], [ 390.4469, 60599904 ], [ 391.305, 60456953 ], [ 392.1631, 60196616 ], [ 393.0212, 59825417 ], [ 393.8794, 59349993 ], [ 394.7375, 58777055 ] ], "charm_0dte_curve": null, "charm_rest_curve": [ [ 291.7625, 29120281830 ], [ 292.6206, 29225984204 ], [ 293.4787, 29303321355 ], [ 294.3369, 29352881576 ], [ 295.195, 29375210689 ], [ 296.0531, 29370784981 ], [ 296.9112, 29339985452 ], [ 297.7694, 29283073896 ], [ 298.6275, 29200171323 ], [ 299.4856, 29091239134 ], [ 300.3438, 28956063425 ], [ 301.2019, 28794242711 ], [ 302.06, 28605179251 ], [ 302.9181, 28388074097 ], [ 303.7763, 28141925866 ], [ 304.6344, 27865533147 ], [ 305.4925, 27557500376 ], [ 306.3506, 27216246898 ], [ 307.2088, 26840018897 ], [ 308.0669, 26426903778 ], [ 308.925, 25974846570 ], [ 309.7831, 25481667878 ], [ 310.6412, 24945082896 ], [ 311.4994, 24362721022 ], [ 312.3575, 23732145644 ], [ 313.2156, 23050873706 ], [ 314.0737, 22316394746 ], [ 314.9319, 21526189167 ], [ 315.79, 20677745622 ], [ 316.6481, 19768577452 ], [ 317.5062, 18796238282 ], [ 318.3644, 17758336929 ], [ 319.2225, 16652551901 ], [ 320.0806, 15476645866 ], [ 320.9387, 14228480506 ], [ 321.7969, 12906032262 ], [ 322.655, 11507409467 ], [ 323.5131, 10030871409 ], [ 324.3712, 8474849797 ], [ 325.2294, 6837973080 ], [ 326.0875, 5119093983 ], [ 326.9456, 3317320493 ], [ 327.8037, 1432050420 ], [ 328.6619, -536990501 ], [ 329.52, -2589707180 ], [ 330.3781, -4725590810 ], [ 331.2362, -6943672117 ], [ 332.0944, -9242472999 ], [ 332.9525, -11619957462 ], [ 333.8106, -14073482926 ], [ 334.6687, -16599753118 ], [ 335.5269, -19194773850 ], [ 336.385, -21853813076 ], [ 337.2431, -24571366619 ], [ 338.1012, -27341130990 ], [ 338.9594, -30155984635 ], [ 339.8175, -33007978866 ], [ 340.6756, -35888339610 ], [ 341.5337, -38787480899 ], [ 342.3919, -41695030864 ], [ 343.25, -44599870716 ], [ 344.1081, -47490186955 ], [ 344.9662, -50353536778 ], [ 345.8244, -53176926333 ], [ 346.6825, -55946901242 ], [ 347.5406, -58649648455 ], [ 348.3987, -61271108298 ], [ 349.2569, -63797095304 ], [ 350.115, -66213426181 ], [ 350.9731, -68506053140 ], [ 351.8312, -70661200607 ], [ 352.6894, -72665503284 ], [ 353.5475, -74506143442 ], [ 354.4056, -76170985338 ], [ 355.2637, -77648704678 ], [ 356.1219, -78928911112 ], [ 356.98, -80002261902 ], [ 357.8381, -80860565040 ], [ 358.6962, -81496870278 ], [ 359.5544, -81905546783 ], [ 360.4125, -82082346343 ], [ 361.2706, -82024451319 ], [ 362.1287, -81730506812 ], [ 362.9869, -81200636765 ], [ 363.845, -80436444006 ], [ 364.7031, -79440994480 ], [ 365.5612, -78218786172 ], [ 366.4194, -76775703444 ], [ 367.2775, -75118957700 ], [ 368.1356, -73257015494 ], [ 368.9937, -71199515309 ], [ 369.8519, -68957174389 ], [ 370.71, -66541687075 ], [ 371.5681, -63965616146 ], [ 372.4262, -61242278721 ], [ 373.2844, -58385628263 ], [ 374.1425, -55410134197 ], [ 375.0006, -52330660626 ], [ 375.8587, -49162345537 ], [ 376.7169, -45920481826 ], [ 377.575, -42620401355 ], [ 378.4331, -39277363142 ], [ 379.2912, -35906446675 ], [ 380.1494, -32522451209 ], [ 381.0075, -29139801763 ], [ 381.8656, -25772462434 ], [ 382.7237, -22433857477 ], [ 383.5819, -19136800521 ], [ 384.44, -15893432133 ], [ 385.2981, -12715165854 ], [ 386.1562, -9612642728 ], [ 387.0144, -6595694228 ], [ 387.8725, -3673313436 ], [ 388.7306, -853634221 ], [ 389.5887, 1856081885 ], [ 390.4469, 4449451469 ], [ 391.305, 6920968087 ], [ 392.1631, 9265994635 ], [ 393.0212, 11480749701 ], [ 393.8794, 13562288404 ], [ 394.7375, 15508478221 ] ], "vanna_0dte_curve": null, "vanna_rest_curve": [ [ 291.7625, -292146294 ], [ 292.6206, -294650178 ], [ 293.4787, -296894642 ], [ 294.3369, -298871893 ], [ 295.195, -300573731 ], [ 296.0531, -301991449 ], [ 296.9112, -303115740 ], [ 297.7694, -303936623 ], [ 298.6275, -304443371 ], [ 299.4856, -304624461 ], [ 300.3438, -304467539 ], [ 301.2019, -303959401 ], [ 302.06, -303085990 ], [ 302.9181, -301832420 ], [ 303.7763, -300183007 ], [ 304.6344, -298121325 ], [ 305.4925, -295630279 ], [ 306.3506, -292692183 ], [ 307.2088, -289288865 ], [ 308.0669, -285401772 ], [ 308.925, -281012087 ], [ 309.7831, -276100854 ], [ 310.6412, -270649105 ], [ 311.4994, -264637986 ], [ 312.3575, -258048886 ], [ 313.2156, -250863567 ], [ 314.0737, -243064277 ], [ 314.9319, -234633877 ], [ 315.79, -225555949 ], [ 316.6481, -215814905 ], [ 317.5062, -205396094 ], [ 318.3644, -194285901 ], [ 319.2225, -182471857 ], [ 320.0806, -169942733 ], [ 320.9387, -156688656 ], [ 321.7969, -142701224 ], [ 322.655, -127973627 ], [ 323.5131, -112500792 ], [ 324.3712, -96279532 ], [ 325.2294, -79308719 ], [ 326.0875, -61589471 ], [ 326.9456, -43125366 ], [ 327.8037, -23922665 ], [ 328.6619, -3990562 ], [ 329.52, 16658554 ], [ 330.3781, 38008825 ], [ 331.2362, 60040635 ], [ 332.0944, 82730324 ], [ 332.9525, 106049903 ], [ 333.8106, 129966776 ], [ 334.6687, 154443482 ], [ 335.5269, 179437461 ], [ 336.385, 204900854 ], [ 337.2431, 230780349 ], [ 338.1012, 257017072 ], [ 338.9594, 283546547 ], [ 339.8175, 310298707 ], [ 340.6756, 337197995 ], [ 341.5337, 364163530 ], [ 342.3919, 391109363 ], [ 343.25, 417944807 ], [ 344.1081, 444574866 ], [ 344.9662, 470900729 ], [ 345.8244, 496820363 ], [ 346.6825, 522229166 ], [ 347.5406, 547020698 ], [ 348.3987, 571087471 ], [ 349.2569, 594321789 ], [ 350.115, 616616628 ], [ 350.9731, 637866547 ], [ 351.8312, 657968612 ], [ 352.6894, 676823327 ], [ 353.5475, 694335548 ], [ 354.4056, 710415379 ], [ 355.2637, 724979024 ], [ 356.1219, 737949594 ], [ 356.98, 749257849 ], [ 357.8381, 758842869 ], [ 358.6962, 766652643 ], [ 359.5544, 772644566 ], [ 360.4125, 776785842 ], [ 361.2706, 779053788 ], [ 362.1287, 779436023 ], [ 362.9869, 777930569 ], [ 363.845, 774545829 ], [ 364.7031, 769300477 ], [ 365.5612, 762223237 ], [ 366.4194, 753352573 ], [ 367.2775, 742736290 ], [ 368.1356, 730431053 ], [ 368.9937, 716501832 ], [ 369.8519, 701021285 ], [ 370.71, 684069084 ], [ 371.5681, 665731197 ], [ 372.4262, 646099135 ], [ 373.2844, 625269174 ], [ 374.1425, 603341561 ], [ 375.0006, 580419711 ], [ 375.8587, 556609417 ], [ 376.7169, 532018056 ], [ 377.575, 506753828 ], [ 378.4331, 480925011 ], [ 379.2912, 454639257 ], [ 380.1494, 428002916 ], [ 381.0075, 401120409 ], [ 381.8656, 374093646 ], [ 382.7237, 347021490 ], [ 383.5819, 319999276 ], [ 384.44, 293118378 ], [ 385.2981, 266465833 ], [ 386.1562, 240124016 ], [ 387.0144, 214170368 ], [ 387.8725, 188677179 ], [ 388.7306, 163711413 ], [ 389.5887, 139334590 ], [ 390.4469, 115602713 ], [ 391.305, 92566229 ], [ 392.1631, 70270045 ], [ 393.0212, 48753571 ], [ 393.8794, 28050800 ], [ 394.7375, 8190426 ] ] }, "forward": { "n_contracts": 215, "n_0dte": 0, "at_spot": { "gamma": -93643657, "gamma_0dte": null, "gamma_rest": -93643657, "charm": -44599870716, "charm_per_day": -122107791, "charm_0dte": null, "charm_rest": -44599870716, "vanna": 417944807, "vanna_per_volpt": 4179448, "vanna_0dte": null, "vanna_rest": 417944807, "charm_x": -44599871161, "vanna_x": 417944814 }, "hedge": { "charm": { "word": "buy", "per_day": -122107791, "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": 4179448, "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": 328.4279, "charm_flip_dist_pct": 4.318, "charm_flip_side": "above", "vanna_flip": 328.8277, "vanna_flip_dist_pct": 4.202, "vanna_flip_side": "above", "charm_curve": [ [ 291.7625, 29120281830 ], [ 292.6206, 29225984204 ], [ 293.4787, 29303321355 ], [ 294.3369, 29352881576 ], [ 295.195, 29375210689 ], [ 296.0531, 29370784981 ], [ 296.9112, 29339985452 ], [ 297.7694, 29283073896 ], [ 298.6275, 29200171323 ], [ 299.4856, 29091239134 ], [ 300.3438, 28956063425 ], [ 301.2019, 28794242711 ], [ 302.06, 28605179251 ], [ 302.9181, 28388074097 ], [ 303.7763, 28141925866 ], [ 304.6344, 27865533147 ], [ 305.4925, 27557500376 ], [ 306.3506, 27216246898 ], [ 307.2088, 26840018897 ], [ 308.0669, 26426903778 ], [ 308.925, 25974846570 ], [ 309.7831, 25481667878 ], [ 310.6412, 24945082896 ], [ 311.4994, 24362721022 ], [ 312.3575, 23732145644 ], [ 313.2156, 23050873706 ], [ 314.0737, 22316394746 ], [ 314.9319, 21526189167 ], [ 315.79, 20677745622 ], [ 316.6481, 19768577452 ], [ 317.5062, 18796238282 ], [ 318.3644, 17758336929 ], [ 319.2225, 16652551901 ], [ 320.0806, 15476645866 ], [ 320.9387, 14228480506 ], [ 321.7969, 12906032262 ], [ 322.655, 11507409467 ], [ 323.5131, 10030871409 ], [ 324.3712, 8474849797 ], [ 325.2294, 6837973080 ], [ 326.0875, 5119093983 ], [ 326.9456, 3317320493 ], [ 327.8037, 1432050420 ], [ 328.6619, -536990501 ], [ 329.52, -2589707180 ], [ 330.3781, -4725590810 ], [ 331.2362, -6943672117 ], [ 332.0944, -9242472999 ], [ 332.9525, -11619957462 ], [ 333.8106, -14073482926 ], [ 334.6687, -16599753118 ], [ 335.5269, -19194773850 ], [ 336.385, -21853813076 ], [ 337.2431, -24571366619 ], [ 338.1012, -27341130990 ], [ 338.9594, -30155984635 ], [ 339.8175, -33007978866 ], [ 340.6756, -35888339610 ], [ 341.5337, -38787480899 ], [ 342.3919, -41695030864 ], [ 343.25, -44599870716 ], [ 344.1081, -47490186955 ], [ 344.9662, -50353536778 ], [ 345.8244, -53176926333 ], [ 346.6825, -55946901242 ], [ 347.5406, -58649648455 ], [ 348.3987, -61271108298 ], [ 349.2569, -63797095304 ], [ 350.115, -66213426181 ], [ 350.9731, -68506053140 ], [ 351.8312, -70661200607 ], [ 352.6894, -72665503284 ], [ 353.5475, -74506143442 ], [ 354.4056, -76170985338 ], [ 355.2637, -77648704678 ], [ 356.1219, -78928911112 ], [ 356.98, -80002261902 ], [ 357.8381, -80860565040 ], [ 358.6962, -81496870278 ], [ 359.5544, -81905546783 ], [ 360.4125, -82082346343 ], [ 361.2706, -82024451319 ], [ 362.1287, -81730506812 ], [ 362.9869, -81200636765 ], [ 363.845, -80436444006 ], [ 364.7031, -79440994480 ], [ 365.5612, -78218786172 ], [ 366.4194, -76775703444 ], [ 367.2775, -75118957700 ], [ 368.1356, -73257015494 ], [ 368.9937, -71199515309 ], [ 369.8519, -68957174389 ], [ 370.71, -66541687075 ], [ 371.5681, -63965616146 ], [ 372.4262, -61242278721 ], [ 373.2844, -58385628263 ], [ 374.1425, -55410134197 ], [ 375.0006, -52330660626 ], [ 375.8587, -49162345537 ], [ 376.7169, -45920481826 ], [ 377.575, -42620401355 ], [ 378.4331, -39277363142 ], [ 379.2912, -35906446675 ], [ 380.1494, -32522451209 ], [ 381.0075, -29139801763 ], [ 381.8656, -25772462434 ], [ 382.7237, -22433857477 ], [ 383.5819, -19136800521 ], [ 384.44, -15893432133 ], [ 385.2981, -12715165854 ], [ 386.1562, -9612642728 ], [ 387.0144, -6595694228 ], [ 387.8725, -3673313436 ], [ 388.7306, -853634221 ], [ 389.5887, 1856081885 ], [ 390.4469, 4449451469 ], [ 391.305, 6920968087 ], [ 392.1631, 9265994635 ], [ 393.0212, 11480749701 ], [ 393.8794, 13562288404 ], [ 394.7375, 15508478221 ] ], "vanna_curve": [ [ 291.7625, -292146294 ], [ 292.6206, -294650178 ], [ 293.4787, -296894642 ], [ 294.3369, -298871893 ], [ 295.195, -300573731 ], [ 296.0531, -301991449 ], [ 296.9112, -303115740 ], [ 297.7694, -303936623 ], [ 298.6275, -304443371 ], [ 299.4856, -304624461 ], [ 300.3438, -304467539 ], [ 301.2019, -303959401 ], [ 302.06, -303085990 ], [ 302.9181, -301832420 ], [ 303.7763, -300183007 ], [ 304.6344, -298121325 ], [ 305.4925, -295630279 ], [ 306.3506, -292692183 ], [ 307.2088, -289288865 ], [ 308.0669, -285401772 ], [ 308.925, -281012087 ], [ 309.7831, -276100854 ], [ 310.6412, -270649105 ], [ 311.4994, -264637986 ], [ 312.3575, -258048886 ], [ 313.2156, -250863567 ], [ 314.0737, -243064277 ], [ 314.9319, -234633877 ], [ 315.79, -225555949 ], [ 316.6481, -215814905 ], [ 317.5062, -205396094 ], [ 318.3644, -194285901 ], [ 319.2225, -182471857 ], [ 320.0806, -169942733 ], [ 320.9387, -156688656 ], [ 321.7969, -142701224 ], [ 322.655, -127973627 ], [ 323.5131, -112500792 ], [ 324.3712, -96279532 ], [ 325.2294, -79308719 ], [ 326.0875, -61589471 ], [ 326.9456, -43125366 ], [ 327.8037, -23922665 ], [ 328.6619, -3990562 ], [ 329.52, 16658554 ], [ 330.3781, 38008825 ], [ 331.2362, 60040635 ], [ 332.0944, 82730324 ], [ 332.9525, 106049903 ], [ 333.8106, 129966776 ], [ 334.6687, 154443482 ], [ 335.5269, 179437461 ], [ 336.385, 204900854 ], [ 337.2431, 230780349 ], [ 338.1012, 257017072 ], [ 338.9594, 283546547 ], [ 339.8175, 310298707 ], [ 340.6756, 337197995 ], [ 341.5337, 364163530 ], [ 342.3919, 391109363 ], [ 343.25, 417944807 ], [ 344.1081, 444574866 ], [ 344.9662, 470900729 ], [ 345.8244, 496820363 ], [ 346.6825, 522229166 ], [ 347.5406, 547020698 ], [ 348.3987, 571087471 ], [ 349.2569, 594321789 ], [ 350.115, 616616628 ], [ 350.9731, 637866547 ], [ 351.8312, 657968612 ], [ 352.6894, 676823327 ], [ 353.5475, 694335548 ], [ 354.4056, 710415379 ], [ 355.2637, 724979024 ], [ 356.1219, 737949594 ], [ 356.98, 749257849 ], [ 357.8381, 758842869 ], [ 358.6962, 766652643 ], [ 359.5544, 772644566 ], [ 360.4125, 776785842 ], [ 361.2706, 779053788 ], [ 362.1287, 779436023 ], [ 362.9869, 777930569 ], [ 363.845, 774545829 ], [ 364.7031, 769300477 ], [ 365.5612, 762223237 ], [ 366.4194, 753352573 ], [ 367.2775, 742736290 ], [ 368.1356, 730431053 ], [ 368.9937, 716501832 ], [ 369.8519, 701021285 ], [ 370.71, 684069084 ], [ 371.5681, 665731197 ], [ 372.4262, 646099135 ], [ 373.2844, 625269174 ], [ 374.1425, 603341561 ], [ 375.0006, 580419711 ], [ 375.8587, 556609417 ], [ 376.7169, 532018056 ], [ 377.575, 506753828 ], [ 378.4331, 480925011 ], [ 379.2912, 454639257 ], [ 380.1494, 428002916 ], [ 381.0075, 401120409 ], [ 381.8656, 374093646 ], [ 382.7237, 347021490 ], [ 383.5819, 319999276 ], [ 384.44, 293118378 ], [ 385.2981, 266465833 ], [ 386.1562, 240124016 ], [ 387.0144, 214170368 ], [ 387.8725, 188677179 ], [ 388.7306, 163711413 ], [ 389.5887, 139334590 ], [ 390.4469, 115602713 ], [ 391.305, 92566229 ], [ 392.1631, 70270045 ], [ 393.0212, 48753571 ], [ 393.8794, 28050800 ], [ 394.7375, 8190426 ] ], "gamma_live_curve": [ [ 291.7625, -40114000 ], [ 292.6206, -41532585 ], [ 293.4787, -42972440 ], [ 294.3369, -44433114 ], [ 295.195, -45914131 ], [ 296.0531, -47414987 ], [ 296.9112, -48935136 ], [ 297.7694, -50473986 ], [ 298.6275, -52030884 ], [ 299.4856, -53605104 ], [ 300.3438, -55195841 ], [ 301.2019, -56802193 ], [ 302.06, -58423153 ], [ 302.9181, -60057596 ], [ 303.7763, -61704270 ], [ 304.6344, -63361783 ], [ 305.4925, -65028594 ], [ 306.3506, -66703002 ], [ 307.2088, -68383142 ], [ 308.0669, -70066974 ], [ 308.925, -71752275 ], [ 309.7831, -73436638 ], [ 310.6412, -75117466 ], [ 311.4994, -76791965 ], [ 312.3575, -78457147 ], [ 313.2156, -80109826 ], [ 314.0737, -81746616 ], [ 314.9319, -83363934 ], [ 315.79, -84957999 ], [ 316.6481, -86524835 ], [ 317.5062, -88060274 ], [ 318.3644, -89559959 ], [ 319.2225, -91019345 ], [ 320.0806, -92433712 ], [ 320.9387, -93798160 ], [ 321.7969, -95107626 ], [ 322.655, -96356885 ], [ 323.5131, -97540564 ], [ 324.3712, -98653150 ], [ 325.2294, -99689003 ], [ 326.0875, -100642373 ], [ 326.9456, -101507414 ], [ 327.8037, -102278204 ], [ 328.6619, -102948770 ], [ 329.52, -103513109 ], [ 330.3781, -103965218 ], [ 331.2362, -104299128 ], [ 332.0944, -104508932 ], [ 332.9525, -104588829 ], [ 333.8106, -104533162 ], [ 334.6687, -104336462 ], [ 335.5269, -103993498 ], [ 336.385, -103499320 ], [ 337.2431, -102849316 ], [ 338.1012, -102039261 ], [ 338.9594, -101065374 ], [ 339.8175, -99924366 ], [ 340.6756, -98613499 ], [ 341.5337, -97130634 ], [ 342.3919, -95474284 ], [ 343.25, -93643657 ], [ 344.1081, -91638702 ], [ 344.9662, -89460145 ], [ 345.8244, -87109523 ], [ 346.6825, -84589213 ], [ 347.5406, -81902448 ], [ 348.3987, -79053333 ], [ 349.2569, -76046847 ], [ 350.115, -72888843 ], [ 350.9731, -69586034 ], [ 351.8312, -66145974 ], [ 352.6894, -62577027 ], [ 353.5475, -58888331 ], [ 354.4056, -55089757 ], [ 355.2637, -51191846 ], [ 356.1219, -47205760 ], [ 356.98, -43143209 ], [ 357.8381, -39016377 ], [ 358.6962, -34837852 ], [ 359.5544, -30620537 ], [ 360.4125, -26377568 ], [ 361.2706, -22122231 ], [ 362.1287, -17867868 ], [ 362.9869, -13627792 ], [ 363.845, -9415202 ], [ 364.7031, -5243092 ], [ 365.5612, -1124174 ], [ 366.4194, 2929205 ], [ 367.2775, 6905136 ], [ 368.1356, 10792218 ], [ 368.9937, 14579625 ], [ 369.8519, 18257158 ], [ 370.71, 21815305 ], [ 371.5681, 25245277 ], [ 372.4262, 28539052 ], [ 373.2844, 31689404 ], [ 374.1425, 34689922 ], [ 375.0006, 37535033 ], [ 375.8587, 40220005 ], [ 376.7169, 42740953 ], [ 377.575, 45094831 ], [ 378.4331, 47279425 ], [ 379.2912, 49293334 ], [ 380.1494, 51135949 ], [ 381.0075, 52807427 ], [ 381.8656, 54308659 ], [ 382.7237, 55641233 ], [ 383.5819, 56807402 ], [ 384.44, 57810035 ], [ 385.2981, 58652579 ], [ 386.1562, 59339011 ], [ 387.0144, 59873792 ], [ 387.8725, 60261820 ], [ 388.7306, 60508381 ], [ 389.5887, 60619102 ], [ 390.4469, 60599904 ], [ 391.305, 60456953 ], [ 392.1631, 60196616 ], [ 393.0212, 59825417 ], [ 393.8794, 59349993 ], [ 394.7375, 58777055 ] ], "gamma_0dte_curve": null, "gamma_rest_curve": [ [ 291.7625, -40114000 ], [ 292.6206, -41532585 ], [ 293.4787, -42972440 ], [ 294.3369, -44433114 ], [ 295.195, -45914131 ], [ 296.0531, -47414987 ], [ 296.9112, -48935136 ], [ 297.7694, -50473986 ], [ 298.6275, -52030884 ], [ 299.4856, -53605104 ], [ 300.3438, -55195841 ], [ 301.2019, -56802193 ], [ 302.06, -58423153 ], [ 302.9181, -60057596 ], [ 303.7763, -61704270 ], [ 304.6344, -63361783 ], [ 305.4925, -65028594 ], [ 306.3506, -66703002 ], [ 307.2088, -68383142 ], [ 308.0669, -70066974 ], [ 308.925, -71752275 ], [ 309.7831, -73436638 ], [ 310.6412, -75117466 ], [ 311.4994, -76791965 ], [ 312.3575, -78457147 ], [ 313.2156, -80109826 ], [ 314.0737, -81746616 ], [ 314.9319, -83363934 ], [ 315.79, -84957999 ], [ 316.6481, -86524835 ], [ 317.5062, -88060274 ], [ 318.3644, -89559959 ], [ 319.2225, -91019345 ], [ 320.0806, -92433712 ], [ 320.9387, -93798160 ], [ 321.7969, -95107626 ], [ 322.655, -96356885 ], [ 323.5131, -97540564 ], [ 324.3712, -98653150 ], [ 325.2294, -99689003 ], [ 326.0875, -100642373 ], [ 326.9456, -101507414 ], [ 327.8037, -102278204 ], [ 328.6619, -102948770 ], [ 329.52, -103513109 ], [ 330.3781, -103965218 ], [ 331.2362, -104299128 ], [ 332.0944, -104508932 ], [ 332.9525, -104588829 ], [ 333.8106, -104533162 ], [ 334.6687, -104336462 ], [ 335.5269, -103993498 ], [ 336.385, -103499320 ], [ 337.2431, -102849316 ], [ 338.1012, -102039261 ], [ 338.9594, -101065374 ], [ 339.8175, -99924366 ], [ 340.6756, -98613499 ], [ 341.5337, -97130634 ], [ 342.3919, -95474284 ], [ 343.25, -93643657 ], [ 344.1081, -91638702 ], [ 344.9662, -89460145 ], [ 345.8244, -87109523 ], [ 346.6825, -84589213 ], [ 347.5406, -81902448 ], [ 348.3987, -79053333 ], [ 349.2569, -76046847 ], [ 350.115, -72888843 ], [ 350.9731, -69586034 ], [ 351.8312, -66145974 ], [ 352.6894, -62577027 ], [ 353.5475, -58888331 ], [ 354.4056, -55089757 ], [ 355.2637, -51191846 ], [ 356.1219, -47205760 ], [ 356.98, -43143209 ], [ 357.8381, -39016377 ], [ 358.6962, -34837852 ], [ 359.5544, -30620537 ], [ 360.4125, -26377568 ], [ 361.2706, -22122231 ], [ 362.1287, -17867868 ], [ 362.9869, -13627792 ], [ 363.845, -9415202 ], [ 364.7031, -5243092 ], [ 365.5612, -1124174 ], [ 366.4194, 2929205 ], [ 367.2775, 6905136 ], [ 368.1356, 10792218 ], [ 368.9937, 14579625 ], [ 369.8519, 18257158 ], [ 370.71, 21815305 ], [ 371.5681, 25245277 ], [ 372.4262, 28539052 ], [ 373.2844, 31689404 ], [ 374.1425, 34689922 ], [ 375.0006, 37535033 ], [ 375.8587, 40220005 ], [ 376.7169, 42740953 ], [ 377.575, 45094831 ], [ 378.4331, 47279425 ], [ 379.2912, 49293334 ], [ 380.1494, 51135949 ], [ 381.0075, 52807427 ], [ 381.8656, 54308659 ], [ 382.7237, 55641233 ], [ 383.5819, 56807402 ], [ 384.44, 57810035 ], [ 385.2981, 58652579 ], [ 386.1562, 59339011 ], [ 387.0144, 59873792 ], [ 387.8725, 60261820 ], [ 388.7306, 60508381 ], [ 389.5887, 60619102 ], [ 390.4469, 60599904 ], [ 391.305, 60456953 ], [ 392.1631, 60196616 ], [ 393.0212, 59825417 ], [ 393.8794, 59349993 ], [ 394.7375, 58777055 ] ], "charm_0dte_curve": null, "charm_rest_curve": [ [ 291.7625, 29120281830 ], [ 292.6206, 29225984204 ], [ 293.4787, 29303321355 ], [ 294.3369, 29352881576 ], [ 295.195, 29375210689 ], [ 296.0531, 29370784981 ], [ 296.9112, 29339985452 ], [ 297.7694, 29283073896 ], [ 298.6275, 29200171323 ], [ 299.4856, 29091239134 ], [ 300.3438, 28956063425 ], [ 301.2019, 28794242711 ], [ 302.06, 28605179251 ], [ 302.9181, 28388074097 ], [ 303.7763, 28141925866 ], [ 304.6344, 27865533147 ], [ 305.4925, 27557500376 ], [ 306.3506, 27216246898 ], [ 307.2088, 26840018897 ], [ 308.0669, 26426903778 ], [ 308.925, 25974846570 ], [ 309.7831, 25481667878 ], [ 310.6412, 24945082896 ], [ 311.4994, 24362721022 ], [ 312.3575, 23732145644 ], [ 313.2156, 23050873706 ], [ 314.0737, 22316394746 ], [ 314.9319, 21526189167 ], [ 315.79, 20677745622 ], [ 316.6481, 19768577452 ], [ 317.5062, 18796238282 ], [ 318.3644, 17758336929 ], [ 319.2225, 16652551901 ], [ 320.0806, 15476645866 ], [ 320.9387, 14228480506 ], [ 321.7969, 12906032262 ], [ 322.655, 11507409467 ], [ 323.5131, 10030871409 ], [ 324.3712, 8474849797 ], [ 325.2294, 6837973080 ], [ 326.0875, 5119093983 ], [ 326.9456, 3317320493 ], [ 327.8037, 1432050420 ], [ 328.6619, -536990501 ], [ 329.52, -2589707180 ], [ 330.3781, -4725590810 ], [ 331.2362, -6943672117 ], [ 332.0944, -9242472999 ], [ 332.9525, -11619957462 ], [ 333.8106, -14073482926 ], [ 334.6687, -16599753118 ], [ 335.5269, -19194773850 ], [ 336.385, -21853813076 ], [ 337.2431, -24571366619 ], [ 338.1012, -27341130990 ], [ 338.9594, -30155984635 ], [ 339.8175, -33007978866 ], [ 340.6756, -35888339610 ], [ 341.5337, -38787480899 ], [ 342.3919, -41695030864 ], [ 343.25, -44599870716 ], [ 344.1081, -47490186955 ], [ 344.9662, -50353536778 ], [ 345.8244, -53176926333 ], [ 346.6825, -55946901242 ], [ 347.5406, -58649648455 ], [ 348.3987, -61271108298 ], [ 349.2569, -63797095304 ], [ 350.115, -66213426181 ], [ 350.9731, -68506053140 ], [ 351.8312, -70661200607 ], [ 352.6894, -72665503284 ], [ 353.5475, -74506143442 ], [ 354.4056, -76170985338 ], [ 355.2637, -77648704678 ], [ 356.1219, -78928911112 ], [ 356.98, -80002261902 ], [ 357.8381, -80860565040 ], [ 358.6962, -81496870278 ], [ 359.5544, -81905546783 ], [ 360.4125, -82082346343 ], [ 361.2706, -82024451319 ], [ 362.1287, -81730506812 ], [ 362.9869, -81200636765 ], [ 363.845, -80436444006 ], [ 364.7031, -79440994480 ], [ 365.5612, -78218786172 ], [ 366.4194, -76775703444 ], [ 367.2775, -75118957700 ], [ 368.1356, -73257015494 ], [ 368.9937, -71199515309 ], [ 369.8519, -68957174389 ], [ 370.71, -66541687075 ], [ 371.5681, -63965616146 ], [ 372.4262, -61242278721 ], [ 373.2844, -58385628263 ], [ 374.1425, -55410134197 ], [ 375.0006, -52330660626 ], [ 375.8587, -49162345537 ], [ 376.7169, -45920481826 ], [ 377.575, -42620401355 ], [ 378.4331, -39277363142 ], [ 379.2912, -35906446675 ], [ 380.1494, -32522451209 ], [ 381.0075, -29139801763 ], [ 381.8656, -25772462434 ], [ 382.7237, -22433857477 ], [ 383.5819, -19136800521 ], [ 384.44, -15893432133 ], [ 385.2981, -12715165854 ], [ 386.1562, -9612642728 ], [ 387.0144, -6595694228 ], [ 387.8725, -3673313436 ], [ 388.7306, -853634221 ], [ 389.5887, 1856081885 ], [ 390.4469, 4449451469 ], [ 391.305, 6920968087 ], [ 392.1631, 9265994635 ], [ 393.0212, 11480749701 ], [ 393.8794, 13562288404 ], [ 394.7375, 15508478221 ] ], "vanna_0dte_curve": null, "vanna_rest_curve": [ [ 291.7625, -292146294 ], [ 292.6206, -294650178 ], [ 293.4787, -296894642 ], [ 294.3369, -298871893 ], [ 295.195, -300573731 ], [ 296.0531, -301991449 ], [ 296.9112, -303115740 ], [ 297.7694, -303936623 ], [ 298.6275, -304443371 ], [ 299.4856, -304624461 ], [ 300.3438, -304467539 ], [ 301.2019, -303959401 ], [ 302.06, -303085990 ], [ 302.9181, -301832420 ], [ 303.7763, -300183007 ], [ 304.6344, -298121325 ], [ 305.4925, -295630279 ], [ 306.3506, -292692183 ], [ 307.2088, -289288865 ], [ 308.0669, -285401772 ], [ 308.925, -281012087 ], [ 309.7831, -276100854 ], [ 310.6412, -270649105 ], [ 311.4994, -264637986 ], [ 312.3575, -258048886 ], [ 313.2156, -250863567 ], [ 314.0737, -243064277 ], [ 314.9319, -234633877 ], [ 315.79, -225555949 ], [ 316.6481, -215814905 ], [ 317.5062, -205396094 ], [ 318.3644, -194285901 ], [ 319.2225, -182471857 ], [ 320.0806, -169942733 ], [ 320.9387, -156688656 ], [ 321.7969, -142701224 ], [ 322.655, -127973627 ], [ 323.5131, -112500792 ], [ 324.3712, -96279532 ], [ 325.2294, -79308719 ], [ 326.0875, -61589471 ], [ 326.9456, -43125366 ], [ 327.8037, -23922665 ], [ 328.6619, -3990562 ], [ 329.52, 16658554 ], [ 330.3781, 38008825 ], [ 331.2362, 60040635 ], [ 332.0944, 82730324 ], [ 332.9525, 106049903 ], [ 333.8106, 129966776 ], [ 334.6687, 154443482 ], [ 335.5269, 179437461 ], [ 336.385, 204900854 ], [ 337.2431, 230780349 ], [ 338.1012, 257017072 ], [ 338.9594, 283546547 ], [ 339.8175, 310298707 ], [ 340.6756, 337197995 ], [ 341.5337, 364163530 ], [ 342.3919, 391109363 ], [ 343.25, 417944807 ], [ 344.1081, 444574866 ], [ 344.9662, 470900729 ], [ 345.8244, 496820363 ], [ 346.6825, 522229166 ], [ 347.5406, 547020698 ], [ 348.3987, 571087471 ], [ 349.2569, 594321789 ], [ 350.115, 616616628 ], [ 350.9731, 637866547 ], [ 351.8312, 657968612 ], [ 352.6894, 676823327 ], [ 353.5475, 694335548 ], [ 354.4056, 710415379 ], [ 355.2637, 724979024 ], [ 356.1219, 737949594 ], [ 356.98, 749257849 ], [ 357.8381, 758842869 ], [ 358.6962, 766652643 ], [ 359.5544, 772644566 ], [ 360.4125, 776785842 ], [ 361.2706, 779053788 ], [ 362.1287, 779436023 ], [ 362.9869, 777930569 ], [ 363.845, 774545829 ], [ 364.7031, 769300477 ], [ 365.5612, 762223237 ], [ 366.4194, 753352573 ], [ 367.2775, 742736290 ], [ 368.1356, 730431053 ], [ 368.9937, 716501832 ], [ 369.8519, 701021285 ], [ 370.71, 684069084 ], [ 371.5681, 665731197 ], [ 372.4262, 646099135 ], [ 373.2844, 625269174 ], [ 374.1425, 603341561 ], [ 375.0006, 580419711 ], [ 375.8587, 556609417 ], [ 376.7169, 532018056 ], [ 377.575, 506753828 ], [ 378.4331, 480925011 ], [ 379.2912, 454639257 ], [ 380.1494, 428002916 ], [ 381.0075, 401120409 ], [ 381.8656, 374093646 ], [ 382.7237, 347021490 ], [ 383.5819, 319999276 ], [ 384.44, 293118378 ], [ 385.2981, 266465833 ], [ 386.1562, 240124016 ], [ 387.0144, 214170368 ], [ 387.8725, 188677179 ], [ 388.7306, 163711413 ], [ 389.5887, 139334590 ], [ 390.4469, 115602713 ], [ 391.305, 92566229 ], [ 392.1631, 70270045 ], [ 393.0212, 48753571 ], [ 393.8794, 28050800 ], [ 394.7375, 8190426 ] ] }, "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": 215, "n_forward": 215, "n_0dte": 0, "xiv_used": 215, "xiv_missing": 136, "texp_missing": 0, "q_empty": 0, "rate_missing": 0, "xcharm_known": 215, "xcharm_missing": 136, "xvanna_known": 215, "xvanna_missing": 136, "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": -161415294, "flip": null, "flip_side": null, "flip_dist_pct": null, "spot": 343.25, "census": { "oi_used": 206082, "oi_missing_iv": 2163, "n_session": 348, "n_forward": 348, "n_0dte": 0, "n_rest": 348 }, "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": 343.25, "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": -93643657, "gamma_0dte": null, "gamma_rest": -93643657, "charm": -44599870716, "charm_per_day": -122107791, "charm_0dte": null, "charm_rest": -44599870716, "vanna": 417944807, "vanna_per_volpt": 4179448, "vanna_0dte": null, "vanna_rest": 417944807, "charm_x": -44599871161, "vanna_x": 417944814 }, "hedge": { "charm": { "word": "buy", "per_day": -122107791, "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": 4179448, "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": 328.4279, "charm_flip_dist_pct": 4.318, "charm_flip_side": "above", "vanna_flip": 328.8277, "vanna_flip_dist_pct": 4.202, "vanna_flip_side": "above", "n_contracts": 215, "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": 215, "n_forward": 215, "n_0dte": 0, "xiv_used": 215, "xiv_missing": 136, "texp_missing": 0, "q_empty": 0, "rate_missing": 0, "xcharm_known": 215, "xcharm_missing": 136, "xvanna_known": 215, "xvanna_missing": 136, "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": "TSLA", "as_of": "2026-11-05T21:23:00+00:00", "ts": 1793913780, "spot": 343.25, "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": [ 336.5, 337, 337.5, 338, 338.5, 339, 339.5, 340, 340.5, 341, 341.5, 342, 342.5, 343, 343.5, 344, 344.5, 345, 345.5, 346, 346.5, 347, 347.5, 348, 348.5, 349, 349.5, 350 ], "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": [ [ -223533.81, -235467.28, -246359.82, -256306.59, -265427.23, -273863.76, -281777.99, -289348.64, -296768.06, -304238.7, -311969.39, -320171.37, -329054.37, -338822.54, -349670.56, -361779.8, -375314.73, -390419.58, -407215.35, -425797.21, -446232.38, -468558.46, -492782.33, -518879.55, -546794.38, -576440.33, -607701.29, -640433.15 ], [ -226305.23, -238163.69, -248921, -258675.16, -267549.69, -275691.41, -283267.85, -290464.17, -297479.87, -304525.04, -311816.57, -319574.01, -328015.48, -337353.5, -347790.91, -359516.87, -372703.16, -387500.68, -404036.31, -422410.29, -442693.89, -464927.72, -489120.59, -515248.83, -543256.35, -573055.18, -604526.61, -637522.9 ], [ -229217.95, -240998.79, -251615.78, -261169.91, -269788.7, -277624, -284849.26, -291656.38, -298252.24, -304854.91, -311689.62, -318984.56, -326966.59, -335856.92, -345866.85, -357193.67, -370016.72, -384493.85, -400758.09, -418914.89, -439039.76, -461176.45, -485335.74, -511494.79, -539597.12, -569553.19, -601241.59, -634510.79 ], [ -232278.11, -243978.49, -254449.76, -263795.99, -272148.93, -279665.65, -286525.74, -292928.09, -299087.3, -305229.68, -311589.18, -318402.94, -325906.9, -334331.29, -343896.21, -354807.39, -367252.06, -381395.26, -397376.43, -415306.43, -435265.19, -457299.7, -481422.82, -507612.54, -535811.97, -565929.92, -597842.15, -631393.18 ], [ -235492.13, -247108.93, -257428.72, -266558.78, -274635.23, -281820.59, -288300.86, -294282.2, -299987.19, -305650.76, -311515.88, -317829, -324835.49, -332774.96, -341876.67, -352355.08, -364405.64, -378200.88, -393886.87, -411580.14, -431365.16, -453292.33, -477376.66, -503596.98, -531895.97, -562180.72, -594324.03, -628166.29 ], [ -238866.66, -250396.52, -260558.67, -269463.79, -277252.57, -284093.17, -290178.28, -295721.62, -300954.08, -306119.52, -311470.28, -317262.51, -323751.37, -331186.19, -339805.75, -349833.62, -361473.75, -374906.47, -390284.74, -407730.99, -427334.41, -449148.96, -473191.83, -499442.77, -527843.99, -558300.77, -590682.81, -624826.18 ], [ -242408.66, -253847.88, -263845.84, -272516.76, -280006.07, -286487.86, -292161.76, -297249.34, -301990.15, -306637.31, -311452.93, -316703.19, -322653.43, -329563.11, -337680.86, -347239.71, -358452.49, -371507.6, -386565.17, -403753.75, -423167.47, -444863.94, -468862.68, -495144.35, -523650.67, -554285.02, -586913.87, -621368.74 ], [ -246125.34, -257469.9, -267296.68, -275723.58, -282901.02, -289009.25, -294255.12, -298868.38, -303097.58, -307205.47, -311464.29, -316150.65, -321540.46, -327903.68, -335499.21, -344569.9, -355337.75, -367999.6, -382723.03, -399642.93, -418858.6, -440431.42, -464383.33, -490695.94, -519310.43, -550128.23, -583012.4, -617789.72 ], [ -250024.22, -261269.74, -270917.85, -279090.34, -285942.85, -291662.02, -296462.25, -300581.81, -304278.56, -307825.3, -311504.76, -315604.41, -320411.12, -326205.76, -333257.87, -341820.49, -352125.22, -364377.59, -378752.96, -395392.82, -414401.8, -435845.26, -459747.61, -486091.47, -514817.46, -545824.93, -578973.38, -614084.68 ], [ -254113.12, -265254.8, -274716.24, -282623.32, -289137.11, -294450.97, -298787.12, -302392.7, -305535.28, -308498.06, -311574.69, -315063.9, -319263.94, -324467.01, -330953.7, -338987.65, -348810.36, -360636.46, -374649.36, -390997.43, -409790.84, -431099.06, -454949.12, -481324.64, -510165.67, -541369.4, -574791.61, -610248.99 ], [ -258400.18, -269432.78, -278698.98, -286328.99, -292489.53, -297380.98, -301233.74, -304304.15, -306869.88, -309224.94, -311674.32, -314528.43, -318097.33, -322684.96, -328583.41, -336067.28, -345388.41, -356770.86, -370406.38, -386450.51, -405019.18, -426186.16, -449981.17, -476388.89, -505348.77, -536755.72, -570461.66, -606277.86 ], [ -262893.85, -273811.63, -282873.44, -290213.97, -296005.95, -300457.04, -303806.18, -306319.27, -308284.5, -310007.1, -311803.82, -313997.18, -316909.52, -320856.95, -326143.48, -333055.12, -341854.4, -352775.18, -366017.91, -381745.54, -400080.03, -421099.6, -444836.78, -471277.36, -500360.15, -531977.7, -565977.86, -602166.27 ], [ -267602.92, -278399.6, -287247.18, -294285.1, -299692.35, -303684.22, -306508.53, -308441.17, -309781.23, -310845.58, -311963.21, -313469.2, -315698.59, -318980.16, -323630.22, -329946.66, -338203.1, -348643.56, -361477.55, -376875.73, -394966.31, -415832.15, -439508.71, -465982.93, -495192.97, -527028.89, -561334.34, -597909.03 ], [ -272536.51, -283205.24, -291828.03, -298549.38, -303554.82, -307067.65, -309344.92, -310672.93, -311362.09, -311741.38, -312152.44, -312943.4, -314462.47, -317051.53, -321039.72, -326737.17, -334429.04, -344369.91, -356778.67, -371834.01, -389670.65, -410376.27, -433989.4, -460498.18, -489840.08, -521902.6, -556524.96, -593500.7 ], [ -277704.11, -288237.35, -296624.04, -303013.97, -307599.58, -310612.51, -312319.49, -313017.6, -313029.04, -312695.34, -312371.29, -312418.51, -313198.89, -315067.86, -318367.84, -323421.68, -330526.5, -339947.83, -351914.32, -366613.01, -384185.37, -404724.12, -428271, -454815.39, -484294.06, -516591.84, -551543.33, -588935.66 ], [ -283115.54, -293505.05, -301643.46, -307686.19, -311832.93, -314324.04, -315436.34, -315478.16, -314783.93, -313708.2, -312619.39, -311893.11, -311905.37, -313025.69, -315610.21, -319994.98, -326489.51, -335370.69, -346877.31, -361205.07, -378502.5, -398867.57, -422345.33, -448926.52, -478547.18, -511089.33, -546382.82, -584208.03 ], [ -288781.02, -299017.76, -306894.8, -312573.52, -316261.24, -318207.49, -318699.57, -318057.54, -316628.51, -314780.56, -312896.22, -311365.57, -310579.26, -310921.37, -312762.25, -316451.62, -322311.83, -330631.57, -341660.13, -355602.25, -372613.76, -392798.14, -416203.92, -442823.24, -472591.39, -505387.53, -541036.49, -579311.67 ], [ -294711.12, -304785.17, -312386.74, -317683.56, -320890.97, -322268.09, -322113.2, -320758.52, -318564.38, -315912.84, -313201.04, -310834.05, -309217.66, -308750.99, -309819.13, -312785.9, -317986.98, -325723.29, -336255.01, -349796.28, -366510.58, -386507.07, -409837.95, -436496.86, -466418.33, -499478.54, -535497.14, -574240.23 ], [ -300916.81, -310817.26, -318128.19, -323024.03, -325728.6, -326511.06, -325681.17, -323583.8, -320592.97, -317105.26, -313532.92, -310296.5, -307817.46, -306510.44, -306775.76, -308991.87, -313508.21, -320638.37, -330653.89, -343778.64, -360184.04, -379985.24, -403238.29, -429938.37, -460019.31, -493354.19, -529757.26, -568987.03 ], [ -307409.44, -317124.32, -324128.21, -328602.72, -330780.6, -330941.56, -329407.3, -326535.88, -322715.52, -318357.84, -313890.68, -309750.63, -306375.27, -304195.33, -303626.82, -305063.32, -308868.5, -315369.11, -324848.43, -337540.47, -353624.94, -373223.25, -396395.45, -423138.44, -453385.29, -487005.93, -523809.02, -563545.15 ], [ -314200.74, -323716.89, -330396.07, -334427.52, -336053.45, -335564.62, -333295.24, -329617.06, -324933.03, -319670.31, -314272.89, -309193.87, -304887.49, -301801.03, -300366.74, -300993.78, -304060.6, -309907.52, -318830.02, -331072.65, -346823.78, -366211.34, -389299.62, -416087.34, -446506.88, -480424.89, -517644.26, -557907.34 ], [ -321302.84, -330605.78, -336941.13, -340506.31, -341553.53, -340385.16, -337348.44, -332829.39, -327246.21, -321042.14, -314677.82, -308623.37, -303350.2, -299322.65, -296989.68, -296776.57, -299076.99, -304245.35, -312589.78, -324365.79, -339770.75, -358939.44, -381940.65, -408775.04, -439374.32, -473601.82, -511254.45, -552066.02 ], [ -328728.29, -337802.06, -343772.91, -346847, -347287.12, -345407.87, -341570.09, -336174.62, -329655.47, -322472.47, -315103.43, -308035.99, -301759.21, -296755.02, -293489.57, -292404.75, -293909.95, -298374.15, -306118.59, -317410.19, -332455.73, -351397.17, -374308.03, -401191.09, -431977.47, -466527.1, -504630.72, -546013.28 ], [ -336489.99, -345317.02, -350900.97, -353457.41, -353260.35, -350637.21, -345963.06, -339654.14, -332160.83, -323960.06, -315547.31, -307428.24, -300110.06, -294092.72, -289860.09, -287871.16, -288551.52, -292285.22, -299407.1, -310195.94, -324868.35, -343573.83, -366390.92, -393324.72, -424305.81, -459190.7, -497763.78, -539740.81 ], [ -344601.26, -353162.14, -358334.94, -360345.28, -359479.08, -356077.29, -350529.83, -343268.93, -334761.88, -325503.24, -316006.67, -306796.29, -298397.94, -291330.07, -286094.7, -283168.43, -282993.55, -285969.68, -292445.76, -302712.88, -316997.96, -335458.41, -358178.12, -385164.73, -416348.39, -451582.16, -490643.91, -533239.92 ], [ -353075.77, -361349.11, -366084.4, -367518.12, -365948.88, -361731.83, -355272.4, -347019.45, -337457.71, -327099.9, -316478.28, -306135.95, -296617.75, -288461.09, -282186.64, -278289.02, -277227.75, -279418.49, -285224.81, -294950.66, -308833.67, -327039.63, -349658.12, -376699.56, -408093.86, -443690.59, -483260.96, -526501.45 ], [ -361927.58, -369889.71, -374158.87, -374983.24, -372674.91, -367604.02, -360192.22, -350905.57, -340246.84, -328747.35, -316958.46, -305442.59, -294764.05, -285479.6, -278128.95, -273225.23, -271245.67, -272622.49, -277734.41, -286898.73, -300364.36, -318305.91, -340819.03, -367917.27, -399530.4, -435504.6, -475604.27, -519515.78 ], [ -371171.06, -378795.82, -382567.7, -382747.54, -379661.82, -373696.45, -365290.05, -354926.5, -343127.12, -330442.34, -317442.98, -304711.19, -292831.08, -282379.13, -273914.51, -267969.28, -265038.82, -265572.46, -269964.59, -278546.44, -291578.74, -309245.41, -331648.67, -358805.49, -390645.76, -427012.31, -467662.66, -512272.76 ], [ -380820.93, -388079.32, -391320, -390817.49, -386913.62, -380010.98, -370565.85, -359080.61, -346095.65, -332180.91, -317927.06, -303936.27, -290812.75, -279153.04, -269536.08, -262513.29, -258598.67, -258259.15, -261905.36, -269883.06, -282465.35, -299846.1, -322134.52, -349351.45, -381427.18, -418201.3, -459424.37, -504761.66 ], [ -390892.15, -397752.06, -400424.52, -399198.94, -394433.55, -386548.53, -376018.65, -363365.38, -349148.67, -333958.38, -318405.29, -303111.86, -288702.65, -275794.46, -264986.35, -256849.43, -251916.76, -250673.39, -253546.78, -260897.81, -273012.66, -290095.69, -312263.75, -339541.96, -371861.4, -409058.56, -450877, -496971.09 ], [ -401399.95, -407825.71, -409889.53, -407896.98, -402223.88, -393309, -381646.36, -367777.18, -352281.44, -335769.2, -318871.6, -302231.53, -286494.04, -272296.41, -260258, -250969.94, -244984.77, -242806.16, -244879.01, -251580.01, -263209.06, -279981.76, -302023.21, -329363.42, -361934.61, -399570.42, -442007.47, -488888.98 ], [ -412359.69, -418311.68, -419722.64, -416915.78, -410285.75, -400290.97, -387445.58, -372311.14, -355488.07, -337606.87, -319319.16, -301288.32, -284179.93, -268651.8, -255343.77, -244867.25, -237794.63, -234648.71, -235892.45, -241919.06, -253042.96, -269491.74, -291399.5, -318801.77, -351632.41, -389722.56, -432801.93, -480502.41 ], [ -423786.86, -429220.98, -429930.65, -426258.31, -418618.87, -407491.53, -393411.4, -376960.97, -358761.41, -339463.85, -319740.36, -300274.75, -281753.04, -264853.53, -250236.6, -238534.1, -230338.64, -226192.68, -226577.84, -231904.64, -242502.87, -258612.98, -280378.92, -307842.49, -340939.8, -379499.87, -423245.66, -471797.6 ], [ -435696.92, -440564.05, -440519.3, -435926.15, -427221.31, -414905.98, -399537.12, -381718.67, -362092.85, -341331.4, -320126.73, -299182.83, -279205.9, -260894.58, -244929.7, -231963.7, -222609.68, -217430.23, -216926.38, -221526.76, -231577.45, -247332.8, -268947.52, -296470.59, -329841.09, -368886.41, -413322.99, -462759.74 ], [ -448105.21, -452350.54, -451492.98, -445919.11, -436089.11, -422527.5, -405813.94, -386574.35, -365472.13, -343199.5, -320468.88, -298004.02, -276530.89, -256768.1, -239416.75, -225149.87, -214601.31, -208354.29, -206929.93, -210775.91, -220255.66, -235638.51, -257091.1, -284670.57, -318319.84, -357865.3, -403017.19, -453372.87 ], [ -461026.81, -464589.1, -462854.48, -456234.92, -445215.95, -430346.76, -412230.64, -391515.9, -368887.11, -345056.67, -320756.44, -296729.31, -273720.36, -252467.6, -233692.08, -218087.31, -206308.06, -198958.68, -196581.16, -199643.22, -208526.82, -223517.55, -244795.24, -272426.4, -306358.81, -346418.61, -392310.3, -443619.73 ], [ -474476.32, -477287.04, -474604.55, -466868.77, -454592.64, -438351.51, -418773.18, -396528.66, -372323.53, -346889.81, -320978.02, -295349.22, -270766.7, -247987.12, -227750.91, -210771.81, -197725.67, -189238.43, -185873.8, -188120.63, -196380.76, -210957.47, -232045.28, -259721.45, -293939.83, -334527.24, -381183, -433481.6 ], [ -488467.65, -490450, -486741.44, -477812.77, -464206.61, -446526.03, -425424.21, -401595.04, -375764.73, -348684.08, -321121.14, -293853.88, -267662.58, -243321.46, -221589.6, -203200.6, -188851.4, -179190.07, -174802.87, -176201.09, -183807.94, -197946.06, -218826.35, -246538.47, -281043.73, -322170.76, -369614.39, -422938.03 ], [ -503013.71, -504081.47, -499260.38, -489055.37, -474041.27, -454850.54, -432162.54, -406694.08, -379191.33, -350422.69, -321172.2, -292233.12, -264401.06, -238466.49, -215206.05, -195372.69, -179684.43, -168811.91, -163365, -163878.8, -170799.6, -184471.37, -205123.35, -232859.46, -267650.16, -309327.19, -357581.81, -411966.68 ], [ -518126.08, -518182.3, -512152.87, -500580.59, -484075.23, -463300.46, -438962.53, -411800.97, -382580.91, -352086.73, -321116.51, -290476.6, -260975.96, -233419.48, -208600.11, -187289.37, -170226.25, -158104.51, -151558.71, -151149.4, -157347.94, -170521.83, -190920.92, -218665.6, -253737.43, -295972.84, -345060.54, -400542.98 ], [ -533814.53, -532750.02, -525405.93, -512367.12, -494281.45, -471845.59, -445793.33, -416886.44, -385907.59, -353655.02, -320938.25, -288574.06, -257382.13, -228179.6, -201774.07, -178954.7, -160481.23, -147071.1, -139384.85, -138010.31, -143446.26, -156086.23, -176203.39, -203937.12, -239282.33, -282081.98, -332023.55, -388639.87 ], [ -550086.49, -547778.03, -539001.07, -524387.33, -504626.13, -480449.09, -452618.05, -421916.16, -389141.67, -355103.9, -320620.58, -286515.52, -253615.94, -222748.49, -194733.37, -170376.18, -150457.17, -135718.11, -126846.97, -124461.02, -129089.1, -141153.83, -160954.71, -188653.09, -224259.85, -267626.6, -318441.11, -376227.39 ], [ -566946.35, -563254.63, -552913.15, -536605.9, -515067.44, -489066.35, -459392.79, -426849.96, -392249.1, -356407.08, -320145.75, -284291.73, -249675.84, -217130.9, -187487.26, -161565.52, -140166.09, -124055.81, -113951.8, -110503.34, -114272.47, -125714.33, -145158.34, -172791.21, -208642.84, -252575.98, -304280.44, -363272.34 ], [ -584394.59, -579161.87, -567108.97, -548978.37, -525554.04, -497643.59, -466065.45, -431641, -395191.05, -357535.53, -319495.29, -281894.6, -245563.07, -211335.64, -180049.85, -152539.55, -129624.98, -112098.94, -100709.8, -96141.82, -98993.91, -109757.82, -128797.02, -156327.51, -192401.7, -236896.31, -289505.22, -349737.78 ], [ -602426.77, -595473.99, -581545.48, -561449.22, -536023.24, -506116.21, -472574.42, -436234.83, -397923.37, -358457.36, -318650.36, -279317.94, -241282.63, -205376.64, -172441.16, -143321.36, -118856.85, -99867.59, -87135.68, -81383.99, -83252.63, -93274.7, -111852.53, -139235.94, -175503.84, -220550.15, -274075.1, -335582.56 ], [ -621032.11, -612155.72, -596167.73, -573949.7, -546398.82, -514406.86, -478847.04, -440568.28, -400396.01, -359137.83, -317592.21, -276558.26, -236844.39, -199274.28, -164688.59, -133941.54, -107891.81, -87388.01, -73249.05, -66240.72, -67049.54, -76255.48, -94305.31, -121487.89, -157913.16, -203495.85, -257945.12, -320760.77 ], [ -640191.91, -629159.98, -610906.27, -586395.1, -556588.47, -522423.19, -484797.74, -444568.28, -402552.49, -359539.41, -316302.86, -273616.01, -232264.66, -193057.06, -156828.53, -124439.78, -96768.41, -74693.62, -59075, -50726.5, -50387.16, -58690.42, -76133.93, -103051.54, -139589.33, -185686.88, -241065.1, -305221.2 ], [ -659877.43, -646425.18, -625673.97, -598681.45, -566480.63, -530055.07, -490325.98, -448150.46, -404329.34, -359622.07, -314766.04, -270497.03, -227568.04, -186763.72, -148908.47, -114866.77, -85535.16, -61826.13, -44644.76, -34859.55, -33269.43, -40569.04, -57314.35, -83891.01, -120486.94, -167071.02, -223378.89, -288906.73 ], [ -680047.31, -663871.81, -640362.2, -610681.57, -575940.74, -537171.41, -495313.75, -451217.68, -405655.57, -359343.68, -312968.51, -267214.57, -222789.83, -180445.78, -140989.5, -105286.31, -74252.27, -48836.72, -29996.29, -18661.93, -15701.31, -21879.32, -37818.96, -63965.31, -100554.51, -147589.47, -204823.67, -271753.75 ], [ -700644.27, -681398.21, -654836.05, -622240.16, -584806.67, -543616.26, -499622.75, -453658.27, -406452.27, -358660.82, -310901.87, -263791.84, -217979.12, -174170.76, -133149.32, -95778.05, -62993.68, -35787.29, -15174.83, -2159.34, 2312.03, -2606.58, -17615.19, -43226.98, -79733.2, -127175.79, -185329.16, -253691.66 ], [ -721591.02, -698875.36, -668928.45, -633167.93, -592883.28, -549204.27, -503091.04, -455344.3, -406632.28, -357529.91, -308564.96, -260265.38, -213202.63, -168026.19, -125486.04, -86440.54, -51849.33, -22751.84, -233.2, 14619.35, 20766.31, 17268.12, 3336.21, -21620.36, -57955.35, -105754.82, -164816.9, -234642.46 ], [ -742785.02, -716140.31, -682432.98, -643234.26, -599935.72, -553715.21, -505529.21, -456129.5, -406100.16, -355908.99, -305967.11, -256689.39, -208549.64, -162124.59, -118122.65, -77394.93, -40927.76, -9817.76, 14768, 31643.11, 39659.95, 37770.22, 25083.58, 920.63, -35142.68, -83241.38, -143199.54, -214520.6 ], [ -764091.93, -732988.01, -695094.84, -652158.32, -605681.41, -556887.49, -506715.94, -455847.25, -404752.51, -353760.26, -303132.5, -253141.31, -204138.25, -156609.61, -111212.58, -68789.43, -30358.99, 2912.87, 29760.76, 48880.31, 58996.62, 58934.78, 47687.51, 24475.28, -11204.13, -59538.94, -120380.35, -193233.13 ], [ -785337.18, -749161.06, -706599.77, -659598.14, -609780.28, -558410.41, -506392.92, -454308.37, -402478.79, -351053.6, -300105.94, -249729.13, -200123.25, -151663.82, -104946.5, -60804.41, -20297.78, 15322.16, 44670.49, 66301.32, 78788.96, 80810.71, 71225.01, 49139.67, 13966.72, -34538.29, -96253.03, -170680.5 ], [ -806295.38, -764336.81, -716560.22, -665137.16, -611822.94, -557914.94, -504258.95, -451299.07, -399162.98, -347771.56, -296960.45, -246600.68, -196706.15, -147518.31, -99560.52, -53658.61, -10927.11, 27275.64, 59417.84, 83882.33, 99063.81, 103466.57, 95795.03, 75031.18, 40494.66, -8116.14, -70701.99, -146758.19 ], [ -826676.59, -778111.13, -724498.08, -668267.66, -611316.3, -554962.85, -499963.39, -446579.04, -394686.27, -343916.19, -293807.3, -243955.66, -194147.86, -144464.6, -95346.3, -47616.31, -2462.05, 38622.01, 73921.69, 101611.01, 119869.5, 126998.35, 121525.71, 102294.29, 68526.5, 19866.02, -43603.52, -121359.61 ], [ -846108.87, -789977.86, -729823.24, -668370.4, -607666.24, -549033.83, -493098.8, -439879.97, -388931.34, -339518.35, -290809.12, -242061.07, -192784.66, -142869.65, -92663.31, -42995.9, 4846.2, 49193.64, 88103.9, 119494.49, 141285.83, 151540.05, 148583.95, 131107.86, 98235.3, 49562.75, -14828.14, -94381.02 ], [ -864115.76, -799302.81, -731806.77, -664689.61, -600156.59, -539510.36, -483192.76, -430904.89, -381788.86, -334650.25, -288197.05, -241270.9, -193048.41, -143194.25, -91953.82, -40179.79, 10706.15, 58808.42, 101896.42, 137570.63, 163437.78, 177277.76, 177187.99, 161694.58, 129825.42, 81144.96, 15755.27, -65728.97 ], [ -880087.06, -805290.79, -729547.39, -656302.19, -587923.99, -525660.19, -469699.38, -419328.9, -373166.9, -329442.32, -286292.88, -242051.26, -195491.83, -146016.01, -93761.06, -39626.21, 14781.81, 67273.08, 115251.6, 155923.62, 186514.01, 204468.59, 207624.05, 194333.02, 163538.54, 114799.23, 48272.59, -35331.89 ], [ -893241.12, -806943.61, -721929.7, -642080.1, -569927.71, -506616.23, -451990.46, -404801.96, -363004.48, -324105.57, -285537.78, -245012.13, -200820.18, -152057.59, -98751.31, -41882.84, 16688.57, 74388.97, 128156.65, 174705.05, 210791.86, 233465.85, 240268.28, 229373.27, 199660.81, 150725.75, 82833.92, -3157.06 ], [ -902575.65, -803006.83, -707572.11, -620644.52, -544914.11, -481353.96, -429347.34, -386955.1, -351290.67, -318961.2, -286528.98, -250947.51, -209930.54, -162221.38, -107740.47, -47602.78, 15989.44, 79960.63, 140653.5, 194162.52, 236670.62, 264752.71, 275615.97, 267257.48, 238531.83, 189134.44, 119517.69, 30764.49 ], [ -906803.65, -791901.93, -684762.23, -590310.38, -511375.03, -448666.76, -400954.42, -365411.49, -338091.32, -314479.5, -290066.66, -260885.33, -223960.21, -177631.67, -121726.05, -57563.17, 12191.72, 83808.09, 152865.34, 214677.25, 264715.73, 298986.91, 314320.49, 308547.27, 280556.03, 230238.59, 158347.48, 66301.87 ], [ -904270.01, -771640.62, -651377.32, -549020.18, -467500.21, -407140.13, -365896.01, -339804.86, -323585.8, -311330.55, -297213.11, -276149.46, -244345.66, -199685.27, -141924.95, -72686.6, 4744.17, 85783.36, 165031.17, 236813.27, 295716.82, 337060.26, 357245.76, 353960.93, 326218.43, 274245.65, 199259, 103172.77 ], [ -892843.23, -739717.24, -604787.45, -494266.03, -411124.07, -355126.26, -323159.19, -309808.33, -308117.39, -310450.01, -309367.1, -298435.55, -272893.18, -230111.28, -169817.46, -94065.55, -6965.28, 85791.42, 177549.23, 261379.86, 330762.85, 380177.31, 405537.3, 404425.37, 376107.55, 321345.71, 242054.04, 140869.69 ], [ -869776.79, -692976.2, -541740.25, -423000.28, -339668.1, -290721.21, -271645.51, -275177.38, -292261.49, -313124.39, -328357.06, -329903.12, -311862.33, -271039.73, -207196.62, -122989.29, -23611.32, 83815.21, 191029, 289508.34, 371337.64, 429959.03, 460719.65, 461150.68, 430951.92, 371699.49, 286338.17, 178555.49 ], [ -831535.8, -627454.15, -458228.75, -331536.61, -250080.52, -211746.27, -210194.3, -235811.36, -276917.35, -321101.98, -356558.37, -373287.23, -364062.46, -325077, -256219.83, -160970.41, -45931.9, 79942.89, 206348.89, 322741.11, 419436.83, 488577.55, 524830.77, 525740.6, 491681.9, 425432.33, 331439.5, 214915.63 ], [ -773592.16, -538205.57, -349351.18, -215446.61, -138773.75, -115731.7, -137616.37, -191835.94, -263430.84, -336739.99, -397045.28, -432036.18, -432962.57, -395382.34, -319453.54, -209763.3, -74724.63, 74393.99, 224711.06, 363123.64, 477702.01, 558926.69, 600609.02, 600361.97, 559540.63, 482650.08, 376309.7, 247950.57 ], [ -690212.08, -419142.5, -209186.36, -69460.43, -1553.18, 112.3, -52724.75, -143703.45, -253758.35, -363208.99, -453800.93, -510491.7, -522817.11, -485732.76, -399888.95, -271352.18, -110827.13, 67539.92, 247673.69, 413273.26, 549551.63, 644826.04, 691753.43, 688013.41, 636291.59, 543514.27, 419418.7, 274685.7 ], [ -574314.93, -262971.85, -30740.22, 112617.67, 166494.01, 138990.35, 45685.56, -92290.9, -250689.51, -404802.28, -532043.3, -614154.93, -638818.05, -600549.32, -500875.05, -347851.93, -155045.91, 59916.04, 277119.15, 476360.38, 639250.01, 751233.4, 803282.97, 792966.62, 724620.27, 608462.4, 458682.11, 290770.82 ], [ -417618.35, -61433.61, 193918.48, 337979.64, 371253.58, 304835.42, 159042.4, -38937.08, -258166.35, -467465.78, -638810.74, -750150.16, -787307.12, -744826.82, -625843.39, -441179.88, -207936.13, 52235.59, 315072.44, 555853.32, 751763.3, 884379.41, 942018.18, 921515.77, 828933.2, 678767.82, 491528.19, 289938.16 ], [ -211614.32, 193689.05, 473100.32, 614934.81, 620288.51, 503245.02, 289719.93, 14717.97, -281801.86, -559837.54, -784159.12, -928159.16, -976135.88, -923837.13, -777530.9, -552159.55, -269184.81, 45456.89, 363196.92, 654690.46, 892036.15, 1051582.49, 1117181.6, 1083292.25, 956987.35, 757883.27, 515377.52, 263298.48 ], [ 49296.52, 507738.62, 814099.14, 953389.13, 924837.45, 744051.55, 443057.89, 67354.81, -329910.25, -695525.29, -983811.15, -1162452.47, -1215357.44, -1142294.35, -956023.08, -678274.3, -336011.72, 41062.03, 421620.01, 773142.01, 1062837.26, 1260122.9, 1341005.45, 1293633.28, 1123283.16, 854587.53, 529219, 198514.42 ], [ 359366.28, 876280.34, 1220340.74, 1366780.77, 1305359.31, 1047982.49, 632385.47, 119433.97, -416031.18, -898471.88, -1265206.57, -1476338.14, -1518514.15, -1402170.79, -1154079.31, -808370.36, -399319.51, 41930.83, 486416.24, 903815.41, 1259279.67, 1513658.54, 1628873.8, 1577891.4, 1356230.94, 990306.03, 538009.65, 79130.6 ], [ 680609.01, 1269541.89, 1686506.42, 1878866.49, 1806459.57, 1463286.81, 890668.76, 175607.28, -566063.85, -1216196.37, -1681368.75, -1911458.44, -1904365.37, -1696855.94, -1346339.17, -910980.13, -435269.75, 54526.85, 544589.78, 1020918.72, 1456120.08, 1802594.51, 1997295.7, 1978985.66, 1713316.44, 1216215.73, 564427.24, -114729.21 ], [ 894830.02, 1599458.49, 2191579.42, 2544243.54, 2535870.92, 2106837.65, 1296856.74, 246347.23, -840146.53, -1754101.92, -2342628.87, -2545054.44, -2395396.7, -1994334.99, -1465146, -911337.24, -389970.56, 92816.61, 565352.94, 1060251.12, 1581345.82, 2080146.36, 2453343.77, 2568175.71, 2312593.56, 1654054.38, 680772.8, -399576.63 ], [ 708410.39, 1652939.98, 2683718.58, 3496677.38, 3763286.78, 3272598.46, 2042429.35, 340333.97, -1406638.04, -2773589.91, -3489897.24, -3510883.13, -2989908.88, -2184377.95, -1349058.11, -657063.1, -165083.59, 177963.9, 489612.75, 896203.32, 1475015.38, 2206797.75, 2948176.24, 3442661.07, 3394023, 2601559.68, 1103999.87, -759076.4 ], [ -445698.85, 969273.39, 2959745.78, 4954041.56, 6151914.53, 5810963.95, 3704739.74, 416272.31, -2876921.74, -5054871.37, -5645241.67, -4910359.97, -3479411.07, -1939330.96, -676411.19, 101618.9, 363281.35, 287156.38, 195557.96, 371468.09, 933767.28, 1881879.21, 3158959.69, 4529747.58, 5389294.02, 4898625.37, 2587555, -1045543.88 ], [ -2524809.7, -364704.09, 1804807.29, 5301655.61, 10400714.64, 13617469.39, 10169010.84, 226863.27, -9482066.82, -12427325.43, -8976722.05, -4483278.08, -2413137.63, -1651370.14, 39042.8, 2183993.54, 2386658.95, 147180.87, -1876799.31, -1194955.27, 1178259.99, 2253683.11, 1636098.64, 2674183.92, 7596833.66, 12465479.75, 10084451.23, -711664.06 ], [ -2524812.01, -364707.52, 1804802.73, 5301649.88, 10400707.7, 13617461.23, 10169001.43, 226852.58, -9482078.81, -12427338.76, -8976736.73, -4483294.14, -2413155.08, -1651389.01, 39022.51, 2183971.8, 2386635.74, 147156.19, -1876825.47, -1194982.92, 1178230.83, 2253652.46, 1636066.49, 2674150.26, 7596798.5, 12465443.11, 10084413.11, -711703.65 ] ], "es_per_5m": null, "flip_by_time": [ null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, 346.2415, 345.5079, 345.1997, 344.9562, 344.7849, 344.643, 344.53, 344.4494, 344.3948, 344.3642, 344.3575, 344.3743, 344.4126, 344.4694, 344.5375, 344.6099, 344.6825, 344.7506, 344.8107, 344.8606, 344.8996, 344.9278, 344.9456, 344.9525, 344.9443, 344.9039, 344.7406, 343.9347, 343.4885, 343.4885 ], "pockets": [ { "from_ts": 1793995500, "to_ts": 1793998800, "lo": 336.5, "hi": 340, "n_cells": 76, "word": "sell", "peak_dollar_per_5m": 13617469.39, "peak_ts": 1793998500, "peak_level": 339, "lines": [ { "k": 340, "expiry": "2026-11-06", "type": "put", "oi": 4006, "contrib": 2871648.97 }, { "k": 335, "expiry": "2026-11-06", "type": "put", "oi": 1670, "contrib": -1105379.27 }, { "k": 342.5, "expiry": "2026-11-06", "type": "put", "oi": 1040, "contrib": 523679.24 } ], "centre_ts": 1793997300, "centre_level": 338.5 }, { "from_ts": 1793990700, "to_ts": 1793993100, "lo": 348.5, "hi": 350, "n_cells": 21, "word": "buy", "peak_dollar_per_5m": -214520.6, "peak_ts": 1793990700, "peak_level": 350, "lines": [ { "k": 355, "expiry": "2026-11-06", "type": "put", "oi": 4127, "contrib": 751323.93 }, { "k": 340, "expiry": "2026-11-06", "type": "put", "oi": 4006, "contrib": -376782.51 }, { "k": 345, "expiry": "2026-11-06", "type": "put", "oi": 1464, "contrib": -263478.28 } ], "centre_ts": 1793991900, "centre_level": 349.5 } ], "next_60m_at_spot": { "level": 343, "steps": 12, "dollar": -3962006.87, "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": 215, "n_used_max": 215, "expired_at_last_step": 0, "cells": 2212, "kernel_vs_pg_charm_rel_err": 6.10021870014824e-13 }, "n_contracts": 215, "compute_ms": 181, "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": 350, "rank": 1, "gex": -17218308.785806254, "net_oi": -8484, "call_oi": 1606, "put_oi": 10090, "dist_pct": 1.9664967225054626, "dist_pts": 6.75, "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": 340, "rank": 2, "gex": -14644930.9699625, "net_oi": -7200, "call_oi": 319, "put_oi": 7519, "dist_pct": -0.9468317552804079, "dist_pts": -3.25, "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": 345, "rank": 3, "gex": -5155050.1992875, "net_oi": -2359, "call_oi": 361, "put_oi": 2720, "dist_pct": 0.5098324836125273, "dist_pts": 1.75, "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": 0.68695, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.68695, "atm_iv_forward_exp": "2026-11-06", "ts": 1793887680, "iso": "2026-11-05T14:08:00+00:00", "phase": "pre_open", "spot": 376.31, "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": 5322, "in_band": 540, "oi_known": 540, "oi_missing": 0, "oi_zero": 70, "g_vendor": 540, "g_x": 123, "used": 540, "g_iv": 0, "g_vendor_fallback": 540, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 123, "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": 46, "total_gex": -105096582.5334031, "total_gex_x": 16784911.39859745, "abs_gex": 238419138.84750652, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 380, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": 379.2861435635878, "gamma_flip": null, "local_gamma_at_spot": -7091024.85252106, "local_strike": 377.5, "local_band_1pct": -62359685.804190055, "local_band_n": 6, "local_band_abs": 62359685.804190055, "local_band_pct": 1.75, "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": 46, "total_gex": -105096582.5334031, "total_gex_x": 16784911.39859745, "abs_gex": 238419138.84750652, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 380, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": 379.2861435635878, "gamma_flip": null, "local_gamma_at_spot": -7091024.85252106, "local_strike": 377.5, "local_band_1pct": -62359685.804190055, "local_band_n": 6, "local_band_abs": 62359685.804190055, "local_band_pct": 1.75, "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": 0.6762587057719592 }, "pg": { "g": { "s": 16784912, "z": null, "r": 16784912 }, "ch": { "s": -77186295707, "z": null, "r": -77186295707 }, "va": { "s": 1641553036, "z": null, "r": 1641553036 }, "vol_z": 0 } }, { "atm_iv_session": 0.6845, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.6845, "atm_iv_forward_exp": "2026-11-06", "ts": 1793889180, "iso": "2026-11-05T14:33:00+00:00", "phase": "rth", "spot": 374.46, "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": 5322, "in_band": 528, "oi_known": 528, "oi_missing": 0, "oi_zero": 65, "g_vendor": 528, "g_x": 143, "used": 528, "g_iv": 0, "g_vendor_fallback": 528, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 143, "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": 45, "total_gex": -118645324.47702432, "total_gex_x": -11108866.557061998, "abs_gex": 235170377.92476502, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": 377.29091039832224, "gamma_flip": null, "local_gamma_at_spot": -9350477.969112717, "local_strike": 375, "local_band_1pct": -58432515.78337704, "local_band_n": 5, "local_band_abs": 58432515.78337704, "local_band_pct": 1.5, "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": 45, "total_gex": -118645324.47702432, "total_gex_x": -11108866.557061998, "abs_gex": 235170377.92476502, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": 377.29091039832224, "gamma_flip": null, "local_gamma_at_spot": -9350477.969112717, "local_strike": 375, "local_band_1pct": -58432515.78337704, "local_band_n": 5, "local_band_abs": 58432515.78337704, "local_band_pct": 1.5, "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": 0.6734848713356635 }, "pg": { "g": { "s": -11108866, "z": null, "r": -11108866 }, "ch": { "s": -104176215635, "z": null, "r": -104176215635 }, "va": { "s": 1852633154, "z": null, "r": 1852633154 }, "vol_z": 0 } }, { "atm_iv_session": 0.69955, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.69955, "atm_iv_forward_exp": "2026-11-06", "ts": 1793889480, "iso": "2026-11-05T14:38:00+00:00", "phase": "rth", "spot": 373.71, "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": 5322, "in_band": 516, "oi_known": 516, "oi_missing": 0, "oi_zero": 63, "g_vendor": 516, "g_x": 95, "used": 516, "g_iv": 0, "g_vendor_fallback": 516, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 95, "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": 44, "total_gex": -124586169.49617928, "total_gex_x": -19161807.53411641, "abs_gex": 231893008.91408607, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": 376.1908555119454, "gamma_flip": null, "local_gamma_at_spot": -4912525.0631339075, "local_strike": 372.5, "local_band_1pct": -65956861.36133981, "local_band_n": 6, "local_band_abs": 65956861.36133981, "local_band_pct": 1.75, "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": 44, "total_gex": -124586169.49617928, "total_gex_x": -19161807.53411641, "abs_gex": 231893008.91408607, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": 376.1908555119454, "gamma_flip": null, "local_gamma_at_spot": -4912525.0631339075, "local_strike": 372.5, "local_band_1pct": -65956861.36133981, "local_band_n": 6, "local_band_abs": 65956861.36133981, "local_band_pct": 1.75, "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": 0.6737644403253222 }, "pg": { "g": { "s": -19161806, "z": null, "r": -19161806 }, "ch": { "s": -96492299534, "z": null, "r": -96492299534 }, "va": { "s": 1645694995, "z": null, "r": 1645694995 }, "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": 373.7, "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": 5158, "in_band": 516, "oi_known": 516, "oi_missing": 0, "oi_zero": 63, "g_vendor": 516, "g_x": 357, "used": 516, "g_iv": 0, "g_vendor_fallback": 516, "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": 44, "total_gex": 0, "total_gex_x": -75553705.2180941, "abs_gex": 0, "call_wall": 375, "put_wall": 320, "call_wall_book": 320, "put_wall_book": 320, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": null, "gamma_flip": null, "local_gamma_at_spot": 0, "local_strike": 372.5, "local_band_1pct": 0, "local_band_n": 6, "local_band_abs": 0, "local_band_pct": 1.75, "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": 44, "total_gex": 0, "total_gex_x": -75553705.2180941, "abs_gex": 0, "call_wall": 375, "put_wall": 320, "call_wall_book": 320, "put_wall_book": 320, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": null, "gamma_flip": null, "local_gamma_at_spot": 0, "local_strike": 372.5, "local_band_1pct": 0, "local_band_n": 6, "local_band_abs": 0, "local_band_pct": 1.75, "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": -75553702, "z": null, "r": -75553702 }, "ch": { "s": -163136072316, "z": null, "r": -163136072316 }, "va": { "s": 2153297676, "z": null, "r": 2153297676 }, "vol_z": 0 } }, { "atm_iv_session": 0.70875, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.70875, "atm_iv_forward_exp": "2026-11-06", "ts": 1793890080, "iso": "2026-11-05T14:48:00+00:00", "phase": "rth", "spot": 369.4814, "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": 5158, "in_band": 512, "oi_known": 512, "oi_missing": 0, "oi_zero": 65, "g_vendor": 512, "g_x": 310, "used": 512, "g_iv": 0, "g_vendor_fallback": 512, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 310, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793889126, "vendor_iso": "2026-11-05T14:32:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793890080, "n_strikes": 44, "total_gex": -151745194.10569173, "total_gex_x": -91911906.88617443, "abs_gex": 225121313.83259082, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": 370.469635382019, "gamma_flip": null, "local_gamma_at_spot": -14916039.06010449, "local_strike": 370, "local_band_1pct": -51871903.35130653, "local_band_n": 5, "local_band_abs": 51871903.35130653, "local_band_pct": 1.5, "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": 44, "total_gex": -151745194.10569173, "total_gex_x": -91911906.88617443, "abs_gex": 225121313.83259082, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 420, "put_wall_oi": 330, "gamma_center": 370.469635382019, "gamma_flip": null, "local_gamma_at_spot": -14916039.06010449, "local_strike": 370, "local_band_1pct": -51871903.35130653, "local_band_n": 5, "local_band_abs": 51871903.35130653, "local_band_pct": 1.5, "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": 0.6673498145342887 }, "pg": { "g": { "s": -91911907, "z": null, "r": -91911907 }, "ch": { "s": -103517548039, "z": null, "r": -103517548039 }, "va": { "s": 1681603446, "z": null, "r": 1681603446 }, "vol_z": 0 } }, { "atm_iv_session": 0.7268, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.7268, "atm_iv_forward_exp": "2026-11-06", "ts": 1793890380, "iso": "2026-11-05T14:53:00+00:00", "phase": "rth", "spot": 362.315, "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": 5158, "in_band": 494, "oi_known": 494, "oi_missing": 0, "oi_zero": 67, "g_vendor": 494, "g_x": 305, "used": 494, "g_iv": 0, "g_vendor_fallback": 494, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 305, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793889426, "vendor_iso": "2026-11-05T14:37:06Z", "vendor_age_s": 954, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793890380, "n_strikes": 43, "total_gex": -172703004.77965003, "total_gex_x": -119551392.13187133, "abs_gex": 212383716.78029642, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 410, "put_wall_oi": 330, "gamma_center": 363.78421674299557, "gamma_flip": null, "local_gamma_at_spot": -6579872.581777978, "local_strike": 362.5, "local_band_1pct": -67405273.8840231, "local_band_n": 5, "local_band_abs": 67405273.8840231, "local_band_pct": 1.5, "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": 43, "total_gex": -172703004.77965003, "total_gex_x": -119551392.13187133, "abs_gex": 212383716.78029642, "call_wall": 400, "put_wall": 360, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 410, "put_wall_oi": 330, "gamma_center": 363.78421674299557, "gamma_flip": null, "local_gamma_at_spot": -6579872.581777978, "local_strike": 362.5, "local_band_1pct": -67405273.8840231, "local_band_n": 5, "local_band_abs": 67405273.8840231, "local_band_pct": 1.5, "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": 0.6600639598127158 }, "pg": { "g": { "s": -119551391, "z": null, "r": -119551391 }, "ch": { "s": -72728870654, "z": null, "r": -72728870654 }, "va": { "s": 1169993323, "z": null, "r": 1169993323 }, "vol_z": 0 } }, { "atm_iv_session": 0.7924, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.7924, "atm_iv_forward_exp": "2026-11-06", "ts": 1793890680, "iso": "2026-11-05T14:58:00+00:00", "phase": "rth", "spot": 356.19, "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": 5158, "in_band": 470, "oi_known": 470, "oi_missing": 0, "oi_zero": 69, "g_vendor": 470, "g_x": 305, "used": 470, "g_iv": 0, "g_vendor_fallback": 470, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 305, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793889723, "vendor_iso": "2026-11-05T14:42:03Z", "vendor_age_s": 957, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793890680, "n_strikes": 41, "total_gex": -178420616.22582838, "total_gex_x": -131148733.3154758, "abs_gex": 195685696.2831911, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 357.19979190156914, "gamma_flip": null, "local_gamma_at_spot": -16385519.28423627, "local_strike": 355, "local_band_1pct": -74344700.85199012, "local_band_n": 5, "local_band_abs": 74344700.85199012, "local_band_pct": 1.75, "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": 41, "total_gex": -178420616.22582838, "total_gex_x": -131148733.3154758, "abs_gex": 195685696.2831911, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 357.19979190156914, "gamma_flip": null, "local_gamma_at_spot": -16385519.28423627, "local_strike": 355, "local_band_1pct": -74344700.85199012, "local_band_n": 5, "local_band_abs": 74344700.85199012, "local_band_pct": 1.75, "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": 0.6538347821160174 }, "pg": { "g": { "s": -131148733, "z": null, "r": -131148733 }, "ch": { "s": -46711121666, "z": null, "r": -46711121666 }, "va": { "s": 760930580, "z": null, "r": 760930580 }, "vol_z": 0 } }, { "atm_iv_session": 0.88515, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.88515, "atm_iv_forward_exp": "2026-11-06", "ts": 1793890980, "iso": "2026-11-05T15:03:00+00:00", "phase": "rth", "spot": 350.68, "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": 5158, "in_band": 458, "oi_known": 458, "oi_missing": 0, "oi_zero": 71, "g_vendor": 458, "g_x": 292, "used": 458, "g_iv": 0, "g_vendor_fallback": 458, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 292, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793890027, "vendor_iso": "2026-11-05T14:47:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793890980, "n_strikes": 40, "total_gex": -172724770.2122765, "total_gex_x": -117778938.80503975, "abs_gex": 181171605.29456034, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.87563644523857, "gamma_flip": null, "local_gamma_at_spot": -18671467.09560704, "local_strike": 350, "local_band_1pct": -45971417.80610896, "local_band_n": 5, "local_band_abs": 45971417.80610896, "local_band_pct": 1.75, "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": 40, "total_gex": -172724770.2122765, "total_gex_x": -117778938.80503975, "abs_gex": 181171605.29456034, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.87563644523857, "gamma_flip": null, "local_gamma_at_spot": -18671467.09560704, "local_strike": 350, "local_band_1pct": -45971417.80610896, "local_band_n": 5, "local_band_abs": 45971417.80610896, "local_band_pct": 1.75, "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": 0.650982070945132 }, "pg": { "g": { "s": -117778939, "z": null, "r": -117778939 }, "ch": { "s": -42817969467, "z": null, "r": -42817969467 }, "va": { "s": 620873777, "z": null, "r": 620873777 }, "vol_z": 0 } }, { "atm_iv_session": 0.91585, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.91585, "atm_iv_forward_exp": "2026-11-06", "ts": 1793891280, "iso": "2026-11-05T15:08:00+00:00", "phase": "rth", "spot": 348.7734, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 288, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 288, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793890327, "vendor_iso": "2026-11-05T14:52:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793891280, "n_strikes": 39, "total_gex": -167811322.26304856, "total_gex_x": -119483560.93518536, "abs_gex": 174203777.48890737, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.4988208507304, "gamma_flip": null, "local_gamma_at_spot": -17998232.540503155, "local_strike": 350, "local_band_1pct": -46980537.77701652, "local_band_n": 6, "local_band_abs": 46980537.77701652, "local_band_pct": 2, "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": 39, "total_gex": -167811322.26304856, "total_gex_x": -119483560.93518536, "abs_gex": 174203777.48890737, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.4988208507304, "gamma_flip": null, "local_gamma_at_spot": -17998232.540503155, "local_strike": 350, "local_band_1pct": -46980537.77701652, "local_band_n": 6, "local_band_abs": 46980537.77701652, "local_band_pct": 2, "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": 0.6508903662752443 }, "pg": { "g": { "s": -119483562, "z": null, "r": -119483562 }, "ch": { "s": -37182666550, "z": null, "r": -37182666550 }, "va": { "s": 487653139, "z": null, "r": 487653139 }, "vol_z": 0 } }, { "atm_iv_session": 0.88845, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.88845, "atm_iv_forward_exp": "2026-11-06", "ts": 1793891580, "iso": "2026-11-05T15:13:00+00:00", "phase": "rth", "spot": 347.52, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 70, "g_vendor": 434, "g_x": 282, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 282, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793890627, "vendor_iso": "2026-11-05T14:57:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793891580, "n_strikes": 38, "total_gex": -169368614.46365184, "total_gex_x": -124801828.03932035, "abs_gex": 170820827.21415168, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.87266962531595, "gamma_flip": null, "local_gamma_at_spot": -4349899.2771072, "local_strike": 347.5, "local_band_1pct": -34095128.39405567, "local_band_n": 5, "local_band_abs": 34095128.39405567, "local_band_pct": 1.5, "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": 38, "total_gex": -169368614.46365184, "total_gex_x": -124801828.03932035, "abs_gex": 170820827.21415168, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.87266962531595, "gamma_flip": null, "local_gamma_at_spot": -4349899.2771072, "local_strike": 347.5, "local_band_1pct": -34095128.39405567, "local_band_n": 5, "local_band_abs": 34095128.39405567, "local_band_pct": 1.5, "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": 0.6532672720816738 }, "pg": { "g": { "s": -124801828, "z": null, "r": -124801828 }, "ch": { "s": -29034177556, "z": null, "r": -29034177556 }, "va": { "s": 386884172, "z": null, "r": 386884172 }, "vol_z": 0 } }, { "atm_iv_session": 0.87795, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.87795, "atm_iv_forward_exp": "2026-11-06", "ts": 1793891880, "iso": "2026-11-05T15:18:00+00:00", "phase": "rth", "spot": 347.405, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 70, "g_vendor": 434, "g_x": 269, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 269, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793890927, "vendor_iso": "2026-11-05T15:02:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793891880, "n_strikes": 38, "total_gex": -172258033.07779783, "total_gex_x": -113881937.56020644, "abs_gex": 173392448.8634924, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 349.1717583481396, "gamma_flip": null, "local_gamma_at_spot": -4443029.930279337, "local_strike": 347.5, "local_band_1pct": -34565731.3008536, "local_band_n": 5, "local_band_abs": 34565731.3008536, "local_band_pct": 1.5, "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": 38, "total_gex": -172258033.07779783, "total_gex_x": -113881937.56020644, "abs_gex": 173392448.8634924, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 349.1717583481396, "gamma_flip": null, "local_gamma_at_spot": -4443029.930279337, "local_strike": 347.5, "local_band_1pct": -34565731.3008536, "local_band_n": 5, "local_band_abs": 34565731.3008536, "local_band_pct": 1.5, "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": 0.6608676561895634 }, "pg": { "g": { "s": -113881937, "z": null, "r": -113881937 }, "ch": { "s": -33872833708, "z": null, "r": -33872833708 }, "va": { "s": 471631644, "z": null, "r": 471631644 }, "vol_z": 0 } }, { "atm_iv_session": 0.8844000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8844000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793892180, "iso": "2026-11-05T15:23:00+00:00", "phase": "rth", "spot": 350.1, "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": 5158, "in_band": 458, "oi_known": 458, "oi_missing": 0, "oi_zero": 71, "g_vendor": 458, "g_x": 290, "used": 458, "g_iv": 0, "g_vendor_fallback": 458, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 290, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793891260, "vendor_iso": "2026-11-05T15:07:40Z", "vendor_age_s": 920, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793892180, "n_strikes": 40, "total_gex": -171100392.01640102, "total_gex_x": -113165271.86057593, "abs_gex": 181205872.602867, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 352.26698298895684, "gamma_flip": null, "local_gamma_at_spot": -18507005.150913, "local_strike": 350, "local_band_1pct": -45490155.488361, "local_band_n": 5, "local_band_abs": 45490155.488361, "local_band_pct": 1.5, "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": 40, "total_gex": -171100392.01640102, "total_gex_x": -113165271.86057593, "abs_gex": 181205872.602867, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 352.26698298895684, "gamma_flip": null, "local_gamma_at_spot": -18507005.150913, "local_strike": 350, "local_band_1pct": -45490155.488361, "local_band_n": 5, "local_band_abs": 45490155.488361, "local_band_pct": 1.5, "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": 0.65631555255886 }, "pg": { "g": { "s": -113165273, "z": null, "r": -113165273 }, "ch": { "s": -46732201353, "z": null, "r": -46732201353 }, "va": { "s": 617823291, "z": null, "r": 617823291 }, "vol_z": 0 } }, { "atm_iv_session": 0.8996, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8996, "atm_iv_forward_exp": "2026-11-06", "ts": 1793892480, "iso": "2026-11-05T15:28:00+00:00", "phase": "rth", "spot": 348.905, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 292, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 292, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793891527, "vendor_iso": "2026-11-05T15:12:07Z", "vendor_age_s": 953, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793892480, "n_strikes": 39, "total_gex": -167950887.95880437, "total_gex_x": -116769730.73842196, "abs_gex": 175126661.527532, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.97601941285956, "gamma_flip": null, "local_gamma_at_spot": -18128013.144078758, "local_strike": 350, "local_band_1pct": -44449234.1243963, "local_band_n": 5, "local_band_abs": 44449234.1243963, "local_band_pct": 1.75, "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": 39, "total_gex": -167950887.95880437, "total_gex_x": -116769730.73842196, "abs_gex": 175126661.527532, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.97601941285956, "gamma_flip": null, "local_gamma_at_spot": -18128013.144078758, "local_strike": 350, "local_band_1pct": -44449234.1243963, "local_band_n": 5, "local_band_abs": 44449234.1243963, "local_band_pct": 1.75, "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": 0.6537247352048452 }, "pg": { "g": { "s": -116769729, "z": null, "r": -116769729 }, "ch": { "s": -38242982616, "z": null, "r": -38242982616 }, "va": { "s": 520179714, "z": null, "r": 520179714 }, "vol_z": 0 } }, { "atm_iv_session": 0.8775999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8775999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793892780, "iso": "2026-11-05T15:33:00+00:00", "phase": "rth", "spot": 351.54, "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": 5158, "in_band": 458, "oi_known": 458, "oi_missing": 0, "oi_zero": 71, "g_vendor": 458, "g_x": 297, "used": 458, "g_iv": 0, "g_vendor_fallback": 458, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 297, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793891828, "vendor_iso": "2026-11-05T15:17:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793892780, "n_strikes": 40, "total_gex": -172118712.84436586, "total_gex_x": -109535306.46438497, "abs_gex": 182191526.48881298, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 352.81015316946167, "gamma_flip": null, "local_gamma_at_spot": -3053843.9947562404, "local_strike": 352.5, "local_band_1pct": -44880905.998640895, "local_band_n": 5, "local_band_abs": 44880905.998640895, "local_band_pct": 1.75, "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": 40, "total_gex": -172118712.84436586, "total_gex_x": -109535306.46438497, "abs_gex": 182191526.48881298, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 352.81015316946167, "gamma_flip": null, "local_gamma_at_spot": -3053843.9947562404, "local_strike": 352.5, "local_band_1pct": -44880905.998640895, "local_band_n": 5, "local_band_abs": 44880905.998640895, "local_band_pct": 1.75, "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": 0.6577289576078561 }, "pg": { "g": { "s": -109535306, "z": null, "r": -109535306 }, "ch": { "s": -50275226242, "z": null, "r": -50275226242 }, "va": { "s": 682257789, "z": null, "r": 682257789 }, "vol_z": 0 } }, { "atm_iv_session": 0.8948499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.8948499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793893080, "iso": "2026-11-05T15:38:00+00:00", "phase": "rth", "spot": 349.1704, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 288, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 288, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793892128, "vendor_iso": "2026-11-05T15:22:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793893080, "n_strikes": 39, "total_gex": -168657927.09950778, "total_gex_x": -115817394.6986067, "abs_gex": 175516973.82451862, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.9717823552118, "gamma_flip": null, "local_gamma_at_spot": -18212051.287209693, "local_strike": 350, "local_band_1pct": -44760051.21865259, "local_band_n": 5, "local_band_abs": 44760051.21865259, "local_band_pct": 1.75, "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": 39, "total_gex": -168657927.09950778, "total_gex_x": -115817394.6986067, "abs_gex": 175516973.82451862, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.9717823552118, "gamma_flip": null, "local_gamma_at_spot": -18212051.287209693, "local_strike": 350, "local_band_1pct": -44760051.21865259, "local_band_n": 5, "local_band_abs": 44760051.21865259, "local_band_pct": 1.75, "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": 0.6546176249781114 }, "pg": { "g": { "s": -115817395, "z": null, "r": -115817395 }, "ch": { "s": -39737460198, "z": null, "r": -39737460198 }, "va": { "s": 520549166, "z": null, "r": 520549166 }, "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": 1793893380, "iso": "2026-11-05T15:43:00+00:00", "phase": "rth", "spot": 346.315, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 73, "g_vendor": 446, "g_x": 287, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 287, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793892428, "vendor_iso": "2026-11-05T15:27:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793893380, "n_strikes": 39, "total_gex": -165505011.538846, "total_gex_x": -120263712.24032262, "abs_gex": 166748440.0986191, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.0245593487206, "gamma_flip": null, "local_gamma_at_spot": -4188205.987208302, "local_strike": 347.5, "local_band_1pct": -46305216.72049311, "local_band_n": 6, "local_band_abs": 46305216.72049311, "local_band_pct": 2, "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": 39, "total_gex": -165505011.538846, "total_gex_x": -120263712.24032262, "abs_gex": 166748440.0986191, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.0245593487206, "gamma_flip": null, "local_gamma_at_spot": -4188205.987208302, "local_strike": 347.5, "local_band_1pct": -46305216.72049311, "local_band_n": 6, "local_band_abs": 46305216.72049311, "local_band_pct": 2, "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": 0.656555211185043 }, "pg": { "g": { "s": -120263712, "z": null, "r": -120263712 }, "ch": { "s": -29014092931, "z": null, "r": -29014092931 }, "va": { "s": 370503805, "z": null, "r": 370503805 }, "vol_z": 0 } }, { "atm_iv_session": 0.9004, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9004, "atm_iv_forward_exp": "2026-11-06", "ts": 1793893680, "iso": "2026-11-05T15:48:00+00:00", "phase": "rth", "spot": 348.88, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 286, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 286, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793892728, "vendor_iso": "2026-11-05T15:32:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793893680, "n_strikes": 39, "total_gex": -168759220.49713665, "total_gex_x": -115887862.64132841, "abs_gex": 174928289.1322445, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.8877799496399, "gamma_flip": null, "local_gamma_at_spot": -18073843.79275776, "local_strike": 350, "local_band_1pct": -47360901.81884096, "local_band_n": 6, "local_band_abs": 47360901.81884096, "local_band_pct": 2, "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": 39, "total_gex": -168759220.49713665, "total_gex_x": -115887862.64132841, "abs_gex": 174928289.1322445, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.8877799496399, "gamma_flip": null, "local_gamma_at_spot": -18073843.79275776, "local_strike": 350, "local_band_1pct": -47360901.81884096, "local_band_n": 6, "local_band_abs": 47360901.81884096, "local_band_pct": 2, "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": 0.6586848342752158 }, "pg": { "g": { "s": -115887863, "z": null, "r": -115887863 }, "ch": { "s": -37664385938, "z": null, "r": -37664385938 }, "va": { "s": 523209200, "z": null, "r": 523209200 }, "vol_z": 0 } }, { "atm_iv_session": 0.9077500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9077500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793893980, "iso": "2026-11-05T15:53:00+00:00", "phase": "rth", "spot": 349.34, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 288, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 288, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793893028, "vendor_iso": "2026-11-05T15:37:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793893980, "n_strikes": 39, "total_gex": -168976333.9351989, "total_gex_x": -116180104.10266154, "abs_gex": 175385743.75753665, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.1724409316228, "gamma_flip": null, "local_gamma_at_spot": -17957760.53704304, "local_strike": 350, "local_band_1pct": -44220859.01268763, "local_band_n": 5, "local_band_abs": 44220859.01268763, "local_band_pct": 1.75, "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": 39, "total_gex": -168976333.9351989, "total_gex_x": -116180104.10266154, "abs_gex": 175385743.75753665, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.1724409316228, "gamma_flip": null, "local_gamma_at_spot": -17957760.53704304, "local_strike": 350, "local_band_1pct": -44220859.01268763, "local_band_n": 5, "local_band_abs": 44220859.01268763, "local_band_pct": 1.75, "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": 0.6585185771740122 }, "pg": { "g": { "s": -116180104, "z": null, "r": -116180104 }, "ch": { "s": -40105372599, "z": null, "r": -40105372599 }, "va": { "s": 533680083, "z": null, "r": 533680083 }, "vol_z": 0 } }, { "atm_iv_session": 0.9229499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9229499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793894280, "iso": "2026-11-05T15:58:00+00:00", "phase": "rth", "spot": 349.01, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 294, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 294, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793893328, "vendor_iso": "2026-11-05T15:42:08Z", "vendor_age_s": 952, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793894280, "n_strikes": 39, "total_gex": -167127369.9440856, "total_gex_x": -113879599.10527629, "abs_gex": 173784346.58772272, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.0314343361505, "gamma_flip": null, "local_gamma_at_spot": -17669124.53096172, "local_strike": 350, "local_band_1pct": -43441646.74605604, "local_band_n": 5, "local_band_abs": 43441646.74605604, "local_band_pct": 1.75, "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": 39, "total_gex": -167127369.9440856, "total_gex_x": -113879599.10527629, "abs_gex": 173784346.58772272, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.0314343361505, "gamma_flip": null, "local_gamma_at_spot": -17669124.53096172, "local_strike": 350, "local_band_1pct": -43441646.74605604, "local_band_n": 5, "local_band_abs": 43441646.74605604, "local_band_pct": 1.75, "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": 0.65885851916875 }, "pg": { "g": { "s": -113879599, "z": null, "r": -113879599 }, "ch": { "s": -41604571750, "z": null, "r": -41604571750 }, "va": { "s": 516000669, "z": null, "r": 516000669 }, "vol_z": 0 } }, { "atm_iv_session": 0.95415, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.95415, "atm_iv_forward_exp": "2026-11-06", "ts": 1793894580, "iso": "2026-11-05T16:03:00+00:00", "phase": "rth", "spot": 346.78, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 73, "g_vendor": 446, "g_x": 289, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 289, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793893629, "vendor_iso": "2026-11-05T15:47:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793894580, "n_strikes": 39, "total_gex": -165158148.2073919, "total_gex_x": -116336838.82421142, "abs_gex": 166266454.94983998, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.5148698105019, "gamma_flip": null, "local_gamma_at_spot": -4072830.6593343597, "local_strike": 347.5, "local_band_1pct": -31750615.512988955, "local_band_n": 5, "local_band_abs": 31750615.512988955, "local_band_pct": 1.75, "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": 39, "total_gex": -165158148.2073919, "total_gex_x": -116336838.82421142, "abs_gex": 166266454.94983998, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.5148698105019, "gamma_flip": null, "local_gamma_at_spot": -4072830.6593343597, "local_strike": 347.5, "local_band_1pct": -31750615.512988955, "local_band_n": 5, "local_band_abs": 31750615.512988955, "local_band_pct": 1.75, "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": 0.6606485783495168 }, "pg": { "g": { "s": -116336838, "z": null, "r": -116336838 }, "ch": { "s": -32528878415, "z": null, "r": -32528878415 }, "va": { "s": 392062596, "z": null, "r": 392062596 }, "vol_z": 0 } }, { "atm_iv_session": 1.0114, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0114, "atm_iv_forward_exp": "2026-11-06", "ts": 1793894880, "iso": "2026-11-05T16:08:00+00:00", "phase": "rth", "spot": 342.72, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 275, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 275, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793893929, "vendor_iso": "2026-11-05T15:52:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793894880, "n_strikes": 37, "total_gex": -155730549.25983745, "total_gex_x": -107970579.03421903, "abs_gex": 156355631.91392258, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.10674124047256, "gamma_flip": null, "local_gamma_at_spot": -2966787.5940864002, "local_strike": 342.5, "local_band_1pct": -26579391.15073537, "local_band_n": 5, "local_band_abs": 26579391.15073537, "local_band_pct": 1.75, "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": 37, "total_gex": -155730549.25983745, "total_gex_x": -107970579.03421903, "abs_gex": 156355631.91392258, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.10674124047256, "gamma_flip": null, "local_gamma_at_spot": -2966787.5940864002, "local_strike": 342.5, "local_band_1pct": -26579391.15073537, "local_band_n": 5, "local_band_abs": 26579391.15073537, "local_band_pct": 1.75, "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": 0.6600781892259412 }, "pg": { "g": { "s": -107970579, "z": null, "r": -107970579 }, "ch": { "s": -24444742421, "z": null, "r": -24444742421 }, "va": { "s": 296582616, "z": null, "r": 296582616 }, "vol_z": 0 } }, { "atm_iv_session": 0.9934, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9934, "atm_iv_forward_exp": "2026-11-06", "ts": 1793895180, "iso": "2026-11-05T16:13:00+00:00", "phase": "rth", "spot": 344.8, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 278, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 278, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793894229, "vendor_iso": "2026-11-05T15:57:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793895180, "n_strikes": 38, "total_gex": -159124786.681344, "total_gex_x": -107144331.07476228, "abs_gex": 160310233.13459203, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.05626020079126, "gamma_flip": null, "local_gamma_at_spot": -4736673.670272, "local_strike": 345, "local_band_1pct": -41460880.326272, "local_band_n": 5, "local_band_abs": 41460880.326272, "local_band_pct": 1.75, "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": 38, "total_gex": -159124786.681344, "total_gex_x": -107144331.07476228, "abs_gex": 160310233.13459203, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.05626020079126, "gamma_flip": null, "local_gamma_at_spot": -4736673.670272, "local_strike": 345, "local_band_1pct": -41460880.326272, "local_band_n": 5, "local_band_abs": 41460880.326272, "local_band_pct": 1.75, "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": 0.6575230561442837 }, "pg": { "g": { "s": -107144331, "z": null, "r": -107144331 }, "ch": { "s": -31151666684, "z": null, "r": -31151666684 }, "va": { "s": 386464916, "z": null, "r": 386464916 }, "vol_z": 0 } }, { "atm_iv_session": 1.0213, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0213, "atm_iv_forward_exp": "2026-11-06", "ts": 1793895480, "iso": "2026-11-05T16:18:00+00:00", "phase": "rth", "spot": 342.86, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 270, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 270, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793894529, "vendor_iso": "2026-11-05T16:02:09Z", "vendor_age_s": 951, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793895480, "n_strikes": 37, "total_gex": -155889886.2955602, "total_gex_x": -91417903.42901433, "abs_gex": 156498317.0073739, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.01444655274247, "gamma_flip": null, "local_gamma_at_spot": -2962723.0107526807, "local_strike": 342.5, "local_band_1pct": -26625514.773440804, "local_band_n": 5, "local_band_abs": 26625514.773440804, "local_band_pct": 1.75, "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": 37, "total_gex": -155889886.2955602, "total_gex_x": -91417903.42901433, "abs_gex": 156498317.0073739, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.01444655274247, "gamma_flip": null, "local_gamma_at_spot": -2962723.0107526807, "local_strike": 342.5, "local_band_1pct": -26625514.773440804, "local_band_n": 5, "local_band_abs": 26625514.773440804, "local_band_pct": 1.75, "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": 0.6600736011496403 }, "pg": { "g": { "s": -91417903, "z": null, "r": -91417903 }, "ch": { "s": -38522967660, "z": null, "r": -38522967660 }, "va": { "s": 397683420, "z": null, "r": 397683420 }, "vol_z": 0 } }, { "atm_iv_session": 1.0270000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0270000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793895780, "iso": "2026-11-05T16:23:00+00:00", "phase": "rth", "spot": 342.13, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 261, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 261, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793894830, "vendor_iso": "2026-11-05T16:07:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793895780, "n_strikes": 37, "total_gex": -153558704.5427506, "total_gex_x": -101134991.1767061, "abs_gex": 154182339.17996642, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.6325790399011, "gamma_flip": null, "local_gamma_at_spot": -2927470.54128162, "local_strike": 342.5, "local_band_1pct": -26325825.889375575, "local_band_n": 5, "local_band_abs": 26325825.889375575, "local_band_pct": 1.75, "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": 37, "total_gex": -153558704.5427506, "total_gex_x": -101134991.1767061, "abs_gex": 154182339.17996642, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.6325790399011, "gamma_flip": null, "local_gamma_at_spot": -2927470.54128162, "local_strike": 342.5, "local_band_1pct": -26325825.889375575, "local_band_n": 5, "local_band_abs": 26325825.889375575, "local_band_pct": 1.75, "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": 0.6600758219956203 }, "pg": { "g": { "s": -101134992, "z": null, "r": -101134992 }, "ch": { "s": -25965633880, "z": null, "r": -25965633880 }, "va": { "s": 331523956, "z": null, "r": 331523956 }, "vol_z": 0 } }, { "atm_iv_session": 0.9639, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9639, "atm_iv_forward_exp": "2026-11-06", "ts": 1793896080, "iso": "2026-11-05T16:28:00+00:00", "phase": "rth", "spot": 346.545, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 73, "g_vendor": 446, "g_x": 286, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 286, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793895130, "vendor_iso": "2026-11-05T16:12:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793896080, "n_strikes": 39, "total_gex": -164114599.07663515, "total_gex_x": -108982674.70639071, "abs_gex": 165225319.25699198, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.3790366507962, "gamma_flip": null, "local_gamma_at_spot": -4045479.528967853, "local_strike": 347.5, "local_band_1pct": -31570390.90266235, "local_band_n": 5, "local_band_abs": 31570390.90266235, "local_band_pct": 1.75, "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": 39, "total_gex": -164114599.07663515, "total_gex_x": -108982674.70639071, "abs_gex": 165225319.25699198, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.3790366507962, "gamma_flip": null, "local_gamma_at_spot": -4045479.528967853, "local_strike": 347.5, "local_band_1pct": -31570390.90266235, "local_band_n": 5, "local_band_abs": 31570390.90266235, "local_band_pct": 1.75, "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": 0.6601194383928433 }, "pg": { "g": { "s": -108982674, "z": null, "r": -108982674 }, "ch": { "s": -37078041813, "z": null, "r": -37078041813 }, "va": { "s": 425507404, "z": null, "r": 425507404 }, "vol_z": 0 } }, { "atm_iv_session": 0.9463999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9463999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793896380, "iso": "2026-11-05T16:33:00+00:00", "phase": "rth", "spot": 346.54, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 73, "g_vendor": 446, "g_x": 288, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 288, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793895430, "vendor_iso": "2026-11-05T16:17:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793896380, "n_strikes": 39, "total_gex": -165200616.56781268, "total_gex_x": -116017403.83292638, "abs_gex": 166317333.21372107, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.3695456277726, "gamma_flip": null, "local_gamma_at_spot": -4121643.9422750804, "local_strike": 347.5, "local_band_1pct": -32076247.576308884, "local_band_n": 5, "local_band_abs": 32076247.576308884, "local_band_pct": 1.75, "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": 39, "total_gex": -165200616.56781268, "total_gex_x": -116017403.83292638, "abs_gex": 166317333.21372107, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.3695456277726, "gamma_flip": null, "local_gamma_at_spot": -4121643.9422750804, "local_strike": 347.5, "local_band_1pct": -32076247.576308884, "local_band_n": 5, "local_band_abs": 32076247.576308884, "local_band_pct": 1.75, "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": 0.6592724109487091 }, "pg": { "g": { "s": -116017404, "z": null, "r": -116017404 }, "ch": { "s": -31484958795, "z": null, "r": -31484958795 }, "va": { "s": 408754315, "z": null, "r": 408754315 }, "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": 348.8801, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 284, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 284, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793895730, "vendor_iso": "2026-11-05T16:22:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793896680, "n_strikes": 39, "total_gex": -167184842.79369098, "total_gex_x": -109545419.76911566, "abs_gex": 174172999.52660823, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.36841753641306, "gamma_flip": null, "local_gamma_at_spot": -17749319.252374902, "local_strike": 350, "local_band_1pct": -46622542.99371679, "local_band_n": 6, "local_band_abs": 46622542.99371679, "local_band_pct": 2, "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": 39, "total_gex": -167184842.79369098, "total_gex_x": -109545419.76911566, "abs_gex": 174172999.52660823, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.36841753641306, "gamma_flip": null, "local_gamma_at_spot": -17749319.252374902, "local_strike": 350, "local_band_1pct": -46622542.99371679, "local_band_n": 6, "local_band_abs": 46622542.99371679, "local_band_pct": 2, "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": 0.6589196074493384 }, "pg": { "g": { "s": -109545419, "z": null, "r": -109545419 }, "ch": { "s": -43765891571, "z": null, "r": -43765891571 }, "va": { "s": 564733680, "z": null, "r": 564733680 }, "vol_z": 0 } }, { "atm_iv_session": 0.9082, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9082, "atm_iv_forward_exp": "2026-11-06", "ts": 1793896980, "iso": "2026-11-05T16:43:00+00:00", "phase": "rth", "spot": 349.95, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 284, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 284, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793896030, "vendor_iso": "2026-11-05T16:27:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793896980, "n_strikes": 39, "total_gex": -169455766.93976924, "total_gex_x": -112601909.31563298, "abs_gex": 176743389.81553873, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.7270121821724, "gamma_flip": null, "local_gamma_at_spot": -18070017.28138125, "local_strike": 350, "local_band_1pct": -44512183.007671505, "local_band_n": 5, "local_band_abs": 44512183.007671505, "local_band_pct": 1.5, "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": 39, "total_gex": -169455766.93976924, "total_gex_x": -112601909.31563298, "abs_gex": 176743389.81553873, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.7270121821724, "gamma_flip": null, "local_gamma_at_spot": -18070017.28138125, "local_strike": 350, "local_band_1pct": -44512183.007671505, "local_band_n": 5, "local_band_abs": 44512183.007671505, "local_band_pct": 1.5, "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": 0.6603392613652825 }, "pg": { "g": { "s": -112601909, "z": null, "r": -112601909 }, "ch": { "s": -44342564232, "z": null, "r": -44342564232 }, "va": { "s": 580913086, "z": null, "r": 580913086 }, "vol_z": 0 } }, { "atm_iv_session": 0.9112, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9112, "atm_iv_forward_exp": "2026-11-06", "ts": 1793897280, "iso": "2026-11-05T16:48:00+00:00", "phase": "rth", "spot": 349.27, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 280, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 280, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793896330, "vendor_iso": "2026-11-05T16:32:10Z", "vendor_age_s": 950, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793897280, "n_strikes": 39, "total_gex": -168001959.68363386, "total_gex_x": -110076453.64122503, "abs_gex": 175075620.34046668, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.46762782395274, "gamma_flip": null, "local_gamma_at_spot": -17999348.19718907, "local_strike": 350, "local_band_1pct": -44285286.77788237, "local_band_n": 5, "local_band_abs": 44285286.77788237, "local_band_pct": 1.75, "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": 39, "total_gex": -168001959.68363386, "total_gex_x": -110076453.64122503, "abs_gex": 175075620.34046668, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.46762782395274, "gamma_flip": null, "local_gamma_at_spot": -17999348.19718907, "local_strike": 350, "local_band_1pct": -44285286.77788237, "local_band_n": 5, "local_band_abs": 44285286.77788237, "local_band_pct": 1.75, "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": 0.6584991846573776 }, "pg": { "g": { "s": -110076453, "z": null, "r": -110076453 }, "ch": { "s": -43732984395, "z": null, "r": -43732984395 }, "va": { "s": 577885966, "z": null, "r": 577885966 }, "vol_z": 0 } }, { "atm_iv_session": 0.9247000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9247000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793897580, "iso": "2026-11-05T16:53:00+00:00", "phase": "rth", "spot": 350.27, "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": 5158, "in_band": 458, "oi_known": 458, "oi_missing": 0, "oi_zero": 71, "g_vendor": 458, "g_x": 297, "used": 458, "g_iv": 0, "g_vendor_fallback": 458, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 297, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793896631, "vendor_iso": "2026-11-05T16:37:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793897580, "n_strikes": 40, "total_gex": -167358912.91434643, "total_gex_x": -111340675.90094927, "abs_gex": 177436249.8329483, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 352.3113824800671, "gamma_flip": null, "local_gamma_at_spot": -17789510.69655943, "local_strike": 350, "local_band_1pct": -43795201.882549606, "local_band_n": 5, "local_band_abs": 43795201.882549606, "local_band_pct": 1.75, "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": 40, "total_gex": -167358912.91434643, "total_gex_x": -111340675.90094927, "abs_gex": 177436249.8329483, "call_wall": 400, "put_wall": 350, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 352.3113824800671, "gamma_flip": null, "local_gamma_at_spot": -17789510.69655943, "local_strike": 350, "local_band_1pct": -43795201.882549606, "local_band_n": 5, "local_band_abs": 43795201.882549606, "local_band_pct": 1.75, "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": 0.6623612680035162 }, "pg": { "g": { "s": -111340675, "z": null, "r": -111340675 }, "ch": { "s": -49430378144, "z": null, "r": -49430378144 }, "va": { "s": 604111805, "z": null, "r": 604111805 }, "vol_z": 0 } }, { "atm_iv_session": 0.9372, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9372, "atm_iv_forward_exp": "2026-11-06", "ts": 1793897880, "iso": "2026-11-05T16:58:00+00:00", "phase": "rth", "spot": 349.704, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 293, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 293, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793896931, "vendor_iso": "2026-11-05T16:42:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793897880, "n_strikes": 39, "total_gex": -167254124.5630864, "total_gex_x": -110443268.61162296, "abs_gex": 174679870.99201754, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.82154858559016, "gamma_flip": null, "local_gamma_at_spot": -17581008.963007584, "local_strike": 350, "local_band_1pct": -43299973.67384437, "local_band_n": 5, "local_band_abs": 43299973.67384437, "local_band_pct": 1.75, "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": 39, "total_gex": -167254124.5630864, "total_gex_x": -110443268.61162296, "abs_gex": 174679870.99201754, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 351.82154858559016, "gamma_flip": null, "local_gamma_at_spot": -17581008.963007584, "local_strike": 350, "local_band_1pct": -43299973.67384437, "local_band_n": 5, "local_band_abs": 43299973.67384437, "local_band_pct": 1.75, "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": 0.6625270815598263 }, "pg": { "g": { "s": -110443269, "z": null, "r": -110443269 }, "ch": { "s": -44700861369, "z": null, "r": -44700861369 }, "va": { "s": 569075254, "z": null, "r": 569075254 }, "vol_z": 0 } }, { "atm_iv_session": 0.9560500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9560500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793898180, "iso": "2026-11-05T17:03:00+00:00", "phase": "rth", "spot": 348.205, "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": 5158, "in_band": 446, "oi_known": 446, "oi_missing": 0, "oi_zero": 70, "g_vendor": 446, "g_x": 288, "used": 446, "g_iv": 0, "g_vendor_fallback": 446, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 288, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793897254, "vendor_iso": "2026-11-05T16:47:34Z", "vendor_age_s": 926, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793898180, "n_strikes": 39, "total_gex": -164127553.09202144, "total_gex_x": -111290853.57781291, "abs_gex": 171002169.48280573, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.77456156217113, "gamma_flip": null, "local_gamma_at_spot": -4102928.449964987, "local_strike": 347.5, "local_band_1pct": -31981878.351488773, "local_band_n": 5, "local_band_abs": 31981878.351488773, "local_band_pct": 1.75, "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": 39, "total_gex": -164127553.09202144, "total_gex_x": -111290853.57781291, "abs_gex": 171002169.48280573, "call_wall": 400, "put_wall": 330, "call_wall_book": 400, "put_wall_book": 360, "call_wall_oi": 400, "put_wall_oi": 330, "gamma_center": 350.77456156217113, "gamma_flip": null, "local_gamma_at_spot": -4102928.449964987, "local_strike": 347.5, "local_band_1pct": -31981878.351488773, "local_band_n": 5, "local_band_abs": 31981878.351488773, "local_band_pct": 1.75, "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": 0.6601137788251836 }, "pg": { "g": { "s": -111290853, "z": null, "r": -111290853 }, "ch": { "s": -39075792700, "z": null, "r": -39075792700 }, "va": { "s": 510500993, "z": null, "r": 510500993 }, "vol_z": 0 } }, { "atm_iv_session": 0.98005, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.98005, "atm_iv_forward_exp": "2026-11-06", "ts": 1793898480, "iso": "2026-11-05T17:08:00+00:00", "phase": "rth", "spot": 345.36, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 284, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 284, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793897531, "vendor_iso": "2026-11-05T16:52:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793898480, "n_strikes": 38, "total_gex": -162144324.45530498, "total_gex_x": -116681351.70288317, "abs_gex": 163079691.32913408, "call_wall": 395, "put_wall": 330, "call_wall_book": 395, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.0837193444946, "gamma_flip": null, "local_gamma_at_spot": -4819473.583194239, "local_strike": 345, "local_band_1pct": -42159972.328300804, "local_band_n": 5, "local_band_abs": 42159972.328300804, "local_band_pct": 1.75, "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": 38, "total_gex": -162144324.45530498, "total_gex_x": -116681351.70288317, "abs_gex": 163079691.32913408, "call_wall": 395, "put_wall": 330, "call_wall_book": 395, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 348.0837193444946, "gamma_flip": null, "local_gamma_at_spot": -4819473.583194239, "local_strike": 345, "local_band_1pct": -42159972.328300804, "local_band_n": 5, "local_band_abs": 42159972.328300804, "local_band_pct": 1.75, "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": 0.6634335786810381 }, "pg": { "g": { "s": -116681352, "z": null, "r": -116681352 }, "ch": { "s": -27945387446, "z": null, "r": -27945387446 }, "va": { "s": 338900896, "z": null, "r": 338900896 }, "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": 1793898780, "iso": "2026-11-05T17:13:00+00:00", "phase": "rth", "spot": 345.275, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 280, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 280, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793897831, "vendor_iso": "2026-11-05T16:57:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793898780, "n_strikes": 38, "total_gex": -161562447.11982068, "total_gex_x": -114969912.15802513, "abs_gex": 162480925.8223659, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.7462223723894, "gamma_flip": null, "local_gamma_at_spot": -4800506.833819812, "local_strike": 345, "local_band_1pct": -41977042.20936537, "local_band_n": 5, "local_band_abs": 41977042.20936537, "local_band_pct": 1.75, "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": 38, "total_gex": -161562447.11982068, "total_gex_x": -114969912.15802513, "abs_gex": 162480925.8223659, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.7462223723894, "gamma_flip": null, "local_gamma_at_spot": -4800506.833819812, "local_strike": 345, "local_band_1pct": -41977042.20936537, "local_band_n": 5, "local_band_abs": 41977042.20936537, "local_band_pct": 1.75, "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": 0.6630532829427586 }, "pg": { "g": { "s": -114969911, "z": null, "r": -114969911 }, "ch": { "s": -28654173150, "z": null, "r": -28654173150 }, "va": { "s": 349384770, "z": null, "r": 349384770 }, "vol_z": 0 } }, { "atm_iv_session": 1.0059, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0059, "atm_iv_forward_exp": "2026-11-06", "ts": 1793899080, "iso": "2026-11-05T17:18:00+00:00", "phase": "rth", "spot": 344.22, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 274, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 274, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793898131, "vendor_iso": "2026-11-05T17:02:11Z", "vendor_age_s": 949, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793899080, "n_strikes": 38, "total_gex": -158803234.90647447, "total_gex_x": -103126551.03201173, "abs_gex": 159655017.18798038, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.1730802099295, "gamma_flip": null, "local_gamma_at_spot": -4729732.973547841, "local_strike": 345, "local_band_1pct": -41252955.26825089, "local_band_n": 5, "local_band_abs": 41252955.26825089, "local_band_pct": 1.75, "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": 38, "total_gex": -158803234.90647447, "total_gex_x": -103126551.03201173, "abs_gex": 159655017.18798038, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.1730802099295, "gamma_flip": null, "local_gamma_at_spot": -4729732.973547841, "local_strike": 345, "local_band_1pct": -41252955.26825089, "local_band_n": 5, "local_band_abs": 41252955.26825089, "local_band_pct": 1.75, "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": 0.6622209466319907 }, "pg": { "g": { "s": -103126551, "z": null, "r": -103126551 }, "ch": { "s": -32720009128, "z": null, "r": -32720009128 }, "va": { "s": 400937324, "z": null, "r": 400937324 }, "vol_z": 0 } }, { "atm_iv_session": 1.0119500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0119500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793899380, "iso": "2026-11-05T17:23:00+00:00", "phase": "rth", "spot": 343.865, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 284, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 284, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793898450, "vendor_iso": "2026-11-05T17:07:30Z", "vendor_age_s": 930, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793899380, "n_strikes": 38, "total_gex": -157967074.22776845, "total_gex_x": -109558312.67125738, "abs_gex": 159033390.84828147, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 346.9325151139138, "gamma_flip": null, "local_gamma_at_spot": -4697776.2330516055, "local_strike": 345, "local_band_1pct": -42711408.01159218, "local_band_n": 6, "local_band_abs": 42711408.01159218, "local_band_pct": 2, "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": 38, "total_gex": -157967074.22776845, "total_gex_x": -109558312.67125738, "abs_gex": 159033390.84828147, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 346.9325151139138, "gamma_flip": null, "local_gamma_at_spot": -4697776.2330516055, "local_strike": 345, "local_band_1pct": -42711408.01159218, "local_band_n": 6, "local_band_abs": 42711408.01159218, "local_band_pct": 2, "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": 0.6618979779103857 }, "pg": { "g": { "s": -109558313, "z": null, "r": -109558313 }, "ch": { "s": -30536342031, "z": null, "r": -30536342031 }, "va": { "s": 324987778, "z": null, "r": 324987778 }, "vol_z": 0 } }, { "atm_iv_session": 1.0091, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0091, "atm_iv_forward_exp": "2026-11-06", "ts": 1793899680, "iso": "2026-11-05T17:28:00+00:00", "phase": "rth", "spot": 343.45, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 279, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 279, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793898732, "vendor_iso": "2026-11-05T17:12:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793899680, "n_strikes": 37, "total_gex": -158311926.12213323, "total_gex_x": -109820383.0753171, "abs_gex": 158883502.93448722, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.64269796322947, "gamma_flip": null, "local_gamma_at_spot": -3026894.144472, "local_strike": 342.5, "local_band_1pct": -27071326.82795975, "local_band_n": 5, "local_band_abs": 27071326.82795975, "local_band_pct": 1.75, "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": 37, "total_gex": -158311926.12213323, "total_gex_x": -109820383.0753171, "abs_gex": 158883502.93448722, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.64269796322947, "gamma_flip": null, "local_gamma_at_spot": -3026894.144472, "local_strike": 342.5, "local_band_1pct": -27071326.82795975, "local_band_n": 5, "local_band_abs": 27071326.82795975, "local_band_pct": 1.75, "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": 0.665237322158509 }, "pg": { "g": { "s": -109820384, "z": null, "r": -109820384 }, "ch": { "s": -29643934133, "z": null, "r": -29643934133 }, "va": { "s": 309341809, "z": null, "r": 309341809 }, "vol_z": 0 } }, { "atm_iv_session": 1.0337999999999998, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0337999999999998, "atm_iv_forward_exp": "2026-11-06", "ts": 1793899980, "iso": "2026-11-05T17:33:00+00:00", "phase": "rth", "spot": 342.385, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 274, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 274, "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": 37, "total_gex": -155252943.70850557, "total_gex_x": -107518431.78674065, "abs_gex": 155665865.8130293, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.91932396643233, "gamma_flip": null, "local_gamma_at_spot": -2948142.3786217025, "local_strike": 342.5, "local_band_1pct": -26519577.514221817, "local_band_n": 5, "local_band_abs": 26519577.514221817, "local_band_pct": 1.5, "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": 37, "total_gex": -155252943.70850557, "total_gex_x": -107518431.78674065, "abs_gex": 155665865.8130293, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.91932396643233, "gamma_flip": null, "local_gamma_at_spot": -2948142.3786217025, "local_strike": 342.5, "local_band_1pct": -26519577.514221817, "local_band_n": 5, "local_band_abs": 26519577.514221817, "local_band_pct": 1.5, "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": 0.6639354074389855 }, "pg": { "g": { "s": -107518433, "z": null, "r": -107518433 }, "ch": { "s": -25524069210, "z": null, "r": -25524069210 }, "va": { "s": 296527678, "z": null, "r": 296527678 }, "vol_z": 0 } }, { "atm_iv_session": 1.0481, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0481, "atm_iv_forward_exp": "2026-11-06", "ts": 1793900280, "iso": "2026-11-05T17:38:00+00:00", "phase": "rth", "spot": 342.19, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 282, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 282, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793899332, "vendor_iso": "2026-11-05T17:22:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793900280, "n_strikes": 37, "total_gex": -154552786.99077597, "total_gex_x": -111561380.23016147, "abs_gex": 154969173.24090755, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.88940115739086, "gamma_flip": null, "local_gamma_at_spot": -2932584.00412567, "local_strike": 342.5, "local_band_1pct": -26377588.86045285, "local_band_n": 5, "local_band_abs": 26377588.86045285, "local_band_pct": 1.75, "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": 37, "total_gex": -154552786.99077597, "total_gex_x": -111561380.23016147, "abs_gex": 154969173.24090755, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.88940115739086, "gamma_flip": null, "local_gamma_at_spot": -2932584.00412567, "local_strike": 342.5, "local_band_1pct": -26377588.86045285, "local_band_n": 5, "local_band_abs": 26377588.86045285, "local_band_pct": 1.75, "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": 0.6630351946549347 }, "pg": { "g": { "s": -111561381, "z": null, "r": -111561381 }, "ch": { "s": -24682541210, "z": null, "r": -24682541210 }, "va": { "s": 252673447, "z": null, "r": 252673447 }, "vol_z": 0 } }, { "atm_iv_session": 1.0413999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0413999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793900580, "iso": "2026-11-05T17:43:00+00:00", "phase": "rth", "spot": 341.335, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 274, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 274, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793899632, "vendor_iso": "2026-11-05T17:27:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793900580, "n_strikes": 37, "total_gex": -153145705.77977923, "total_gex_x": -107745017.97967766, "abs_gex": 153660025.67955327, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.23535561006884, "gamma_flip": null, "local_gamma_at_spot": -2942204.8289697026, "local_strike": 342.5, "local_band_1pct": -31814817.23081007, "local_band_n": 6, "local_band_abs": 31814817.23081007, "local_band_pct": 2, "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": 37, "total_gex": -153145705.77977923, "total_gex_x": -107745017.97967766, "abs_gex": 153660025.67955327, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.23535561006884, "gamma_flip": null, "local_gamma_at_spot": -2942204.8289697026, "local_strike": 342.5, "local_band_1pct": -31814817.23081007, "local_band_n": 6, "local_band_abs": 31814817.23081007, "local_band_pct": 2, "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": 0.6621201361001701 }, "pg": { "g": { "s": -107745019, "z": null, "r": -107745019 }, "ch": { "s": -24829437776, "z": null, "r": -24829437776 }, "va": { "s": 264693555, "z": null, "r": 264693555 }, "vol_z": 0 } }, { "atm_iv_session": 1.0465499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0465499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793900880, "iso": "2026-11-05T17:48:00+00:00", "phase": "rth", "spot": 341.8728, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 282, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 282, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793899933, "vendor_iso": "2026-11-05T17:32:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793900880, "n_strikes": 37, "total_gex": -154241797.15429747, "total_gex_x": -110320712.15192115, "abs_gex": 154770735.75699806, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.7144723742028, "gamma_flip": null, "local_gamma_at_spot": -2939643.839421184, "local_strike": 342.5, "local_band_1pct": -26456350.422147408, "local_band_n": 5, "local_band_abs": 26456350.422147408, "local_band_pct": 1.75, "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": 37, "total_gex": -154241797.15429747, "total_gex_x": -110320712.15192115, "abs_gex": 154770735.75699806, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.7144723742028, "gamma_flip": null, "local_gamma_at_spot": -2939643.839421184, "local_strike": 342.5, "local_band_1pct": -26456350.422147408, "local_band_n": 5, "local_band_abs": 26456350.422147408, "local_band_pct": 1.75, "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": 0.6625533520559924 }, "pg": { "g": { "s": -110320713, "z": null, "r": -110320713 }, "ch": { "s": -24040333179, "z": null, "r": -24040333179 }, "va": { "s": 255834923, "z": null, "r": 255834923 }, "vol_z": 0 } }, { "atm_iv_session": 1.04085, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.04085, "atm_iv_forward_exp": "2026-11-06", "ts": 1793901180, "iso": "2026-11-05T17:53:00+00:00", "phase": "rth", "spot": 342.54, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 280, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 280, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793900232, "vendor_iso": "2026-11-05T17:37:12Z", "vendor_age_s": 948, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793901180, "n_strikes": 37, "total_gex": -155729552.01526406, "total_gex_x": -109822824.35455877, "abs_gex": 156283108.71678257, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.0554739586864, "gamma_flip": null, "local_gamma_at_spot": -2962357.902040681, "local_strike": 342.5, "local_band_1pct": -26582736.638810888, "local_band_n": 5, "local_band_abs": 26582736.638810888, "local_band_pct": 1.5, "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": 37, "total_gex": -155729552.01526406, "total_gex_x": -109822824.35455877, "abs_gex": 156283108.71678257, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.0554739586864, "gamma_flip": null, "local_gamma_at_spot": -2962357.902040681, "local_strike": 342.5, "local_band_1pct": -26582736.638810888, "local_band_n": 5, "local_band_abs": 26582736.638810888, "local_band_pct": 1.5, "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": 0.663959788988983 }, "pg": { "g": { "s": -109822825, "z": null, "r": -109822825 }, "ch": { "s": -25924619931, "z": null, "r": -25924619931 }, "va": { "s": 277209699, "z": null, "r": 277209699 }, "vol_z": 0 } }, { "atm_iv_session": 1.0462, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0462, "atm_iv_forward_exp": "2026-11-06", "ts": 1793901480, "iso": "2026-11-05T17:58:00+00:00", "phase": "rth", "spot": 341.28, "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": 5158, "in_band": 410, "oi_known": 410, "oi_missing": 0, "oi_zero": 71, "g_vendor": 410, "g_x": 270, "used": 410, "g_iv": 0, "g_vendor_fallback": 410, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 270, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793900533, "vendor_iso": "2026-11-05T17:42:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793901480, "n_strikes": 36, "total_gex": -152489641.90514684, "total_gex_x": -108016697.62400614, "abs_gex": 153030887.46759164, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.17594383436244, "gamma_flip": null, "local_gamma_at_spot": -2940942.26400768, "local_strike": 342.5, "local_band_1pct": -31691948.471009273, "local_band_n": 6, "local_band_abs": 31691948.471009273, "local_band_pct": 2, "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": 36, "total_gex": -152489641.90514684, "total_gex_x": -108016697.62400614, "abs_gex": 153030887.46759164, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.17594383436244, "gamma_flip": null, "local_gamma_at_spot": -2940942.26400768, "local_strike": 342.5, "local_band_1pct": -31691948.471009273, "local_band_n": 6, "local_band_abs": 31691948.471009273, "local_band_pct": 2, "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": 0.6633695913412365 }, "pg": { "g": { "s": -108016698, "z": null, "r": -108016698 }, "ch": { "s": -23586639298, "z": null, "r": -23586639298 }, "va": { "s": 250431895, "z": null, "r": 250431895 }, "vol_z": 0 } }, { "atm_iv_session": 1.0057, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0057, "atm_iv_forward_exp": "2026-11-06", "ts": 1793901780, "iso": "2026-11-05T18:03:00+00:00", "phase": "rth", "spot": 341.82, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 279, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 279, "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": 37, "total_gex": -155781803.57785812, "total_gex_x": -109648215.34395975, "abs_gex": 156158451.94307077, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.4122287542679, "gamma_flip": null, "local_gamma_at_spot": -3061757.6889858004, "local_strike": 342.5, "local_band_1pct": -27424770.433524363, "local_band_n": 5, "local_band_abs": 27424770.433524363, "local_band_pct": 1.75, "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": 37, "total_gex": -155781803.57785812, "total_gex_x": -109648215.34395975, "abs_gex": 156158451.94307077, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.4122287542679, "gamma_flip": null, "local_gamma_at_spot": -3061757.6889858004, "local_strike": 342.5, "local_band_1pct": -27424770.433524363, "local_band_n": 5, "local_band_abs": 27424770.433524363, "local_band_pct": 1.75, "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": 0.6619219086458118 }, "pg": { "g": { "s": -109648216, "z": null, "r": -109648216 }, "ch": { "s": -25277005648, "z": null, "r": -25277005648 }, "va": { "s": 275870777, "z": null, "r": 275870777 }, "vol_z": 0 } }, { "atm_iv_session": 1.00555, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.00555, "atm_iv_forward_exp": "2026-11-06", "ts": 1793902080, "iso": "2026-11-05T18:08:00+00:00", "phase": "rth", "spot": 341.89, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 278, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 278, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793901133, "vendor_iso": "2026-11-05T17:52:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793902080, "n_strikes": 37, "total_gex": -156331169.98019513, "total_gex_x": -109398590.93567619, "abs_gex": 156861494.33921283, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.6119306635465, "gamma_flip": null, "local_gamma_at_spot": -3063011.82849445, "local_strike": 342.5, "local_band_1pct": -27477522.901512608, "local_band_n": 5, "local_band_abs": 27477522.901512608, "local_band_pct": 1.75, "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": 37, "total_gex": -156331169.98019513, "total_gex_x": -109398590.93567619, "abs_gex": 156861494.33921283, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.6119306635465, "gamma_flip": null, "local_gamma_at_spot": -3063011.82849445, "local_strike": 342.5, "local_band_1pct": -27477522.901512608, "local_band_n": 5, "local_band_abs": 27477522.901512608, "local_band_pct": 1.75, "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": 0.6625839647060052 }, "pg": { "g": { "s": -109398590, "z": null, "r": -109398590 }, "ch": { "s": -25794631151, "z": null, "r": -25794631151 }, "va": { "s": 280323711, "z": null, "r": 280323711 }, "vol_z": 0 } }, { "atm_iv_session": 1.0406499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0406499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793902380, "iso": "2026-11-05T18:13:00+00:00", "phase": "rth", "spot": 340.45, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 279, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 279, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793901433, "vendor_iso": "2026-11-05T17:57:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793902380, "n_strikes": 37, "total_gex": -153602817.1826445, "total_gex_x": -110913704.29296304, "abs_gex": 154009462.50349548, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.22674014568065, "gamma_flip": null, "local_gamma_at_spot": -13746452.435259499, "local_strike": 340, "local_band_1pct": -28590780.011219244, "local_band_n": 5, "local_band_abs": 28590780.011219244, "local_band_pct": 1.75, "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": 37, "total_gex": -153602817.1826445, "total_gex_x": -110913704.29296304, "abs_gex": 154009462.50349548, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.22674014568065, "gamma_flip": null, "local_gamma_at_spot": -13746452.435259499, "local_strike": 340, "local_band_1pct": -28590780.011219244, "local_band_n": 5, "local_band_abs": 28590780.011219244, "local_band_pct": 1.75, "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": 0.6618773235309521 }, "pg": { "g": { "s": -110913705, "z": null, "r": -110913705 }, "ch": { "s": -23513245806, "z": null, "r": -23513245806 }, "va": { "s": 244402764, "z": null, "r": 244402764 }, "vol_z": 0 } }, { "atm_iv_session": 1.0441, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0441, "atm_iv_forward_exp": "2026-11-06", "ts": 1793902680, "iso": "2026-11-05T18:18:00+00:00", "phase": "rth", "spot": 339.27, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 281, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 281, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793901733, "vendor_iso": "2026-11-05T18:02:13Z", "vendor_age_s": 947, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793902680, "n_strikes": 37, "total_gex": -150038007.02688417, "total_gex_x": -95632989.69942424, "abs_gex": 150511038.97145003, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.25138405436, "gamma_flip": null, "local_gamma_at_spot": -13611869.444355298, "local_strike": 340, "local_band_1pct": -28339305.123950817, "local_band_n": 5, "local_band_abs": 28339305.123950817, "local_band_pct": 1.75, "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": 37, "total_gex": -150038007.02688417, "total_gex_x": -95632989.69942424, "abs_gex": 150511038.97145003, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.25138405436, "gamma_flip": null, "local_gamma_at_spot": -13611869.444355298, "local_strike": 340, "local_band_1pct": -28339305.123950817, "local_band_n": 5, "local_band_abs": 28339305.123950817, "local_band_pct": 1.75, "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": 0.6594914465687849 }, "pg": { "g": { "s": -95632989, "z": null, "r": -95632989 }, "ch": { "s": -34148076043, "z": null, "r": -34148076043 }, "va": { "s": 310885366, "z": null, "r": 310885366 }, "vol_z": 0 } }, { "atm_iv_session": 1.0282, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 1.0282, "atm_iv_forward_exp": "2026-11-06", "ts": 1793902980, "iso": "2026-11-05T18:23:00+00:00", "phase": "rth", "spot": 338.5, "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": 5158, "in_band": 410, "oi_known": 410, "oi_missing": 0, "oi_zero": 74, "g_vendor": 410, "g_x": 273, "used": 410, "g_iv": 0, "g_vendor_fallback": 410, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 273, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793902034, "vendor_iso": "2026-11-05T18:07:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793902980, "n_strikes": 36, "total_gex": -150237163.937475, "total_gex_x": -100136989.96389012, "abs_gex": 150237163.937475, "call_wall": 382.5, "put_wall": 330, "call_wall_book": 322.5, "put_wall_book": 330, "call_wall_oi": 352.5, "put_wall_oi": 330, "gamma_center": 342.722799911011, "gamma_flip": null, "local_gamma_at_spot": -1775853.0016250003, "local_strike": 337.5, "local_band_1pct": -30394568.88045, "local_band_n": 6, "local_band_abs": 30394568.88045, "local_band_pct": 2, "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": 36, "total_gex": -150237163.937475, "total_gex_x": -100136989.96389012, "abs_gex": 150237163.937475, "call_wall": 382.5, "put_wall": 330, "call_wall_book": 322.5, "put_wall_book": 330, "call_wall_oi": 352.5, "put_wall_oi": 330, "gamma_center": 342.722799911011, "gamma_flip": null, "local_gamma_at_spot": -1775853.0016250003, "local_strike": 337.5, "local_band_1pct": -30394568.88045, "local_band_n": 6, "local_band_abs": 30394568.88045, "local_band_pct": 2, "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": 0.6631717504583932 }, "pg": { "g": { "s": -100136990, "z": null, "r": -100136990 }, "ch": { "s": -29416796626, "z": null, "r": -29416796626 }, "va": { "s": 251880949, "z": null, "r": 251880949 }, "vol_z": 0 } }, { "atm_iv_session": 0.97765, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.97765, "atm_iv_forward_exp": "2026-11-06", "ts": 1793903280, "iso": "2026-11-05T18:28:00+00:00", "phase": "rth", "spot": 340.7729, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 274, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 274, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793902334, "vendor_iso": "2026-11-05T18:12:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793903280, "n_strikes": 37, "total_gex": -156715040.98621434, "total_gex_x": -112846201.44939429, "abs_gex": 157251241.96068373, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.3576971989555, "gamma_flip": null, "local_gamma_at_spot": -14542340.839354113, "local_strike": 340, "local_band_1pct": -30225400.653089996, "local_band_n": 5, "local_band_abs": 30225400.653089996, "local_band_pct": 1.75, "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": 37, "total_gex": -156715040.98621434, "total_gex_x": -112846201.44939429, "abs_gex": 157251241.96068373, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.3576971989555, "gamma_flip": null, "local_gamma_at_spot": -14542340.839354113, "local_strike": 340, "local_band_1pct": -30225400.653089996, "local_band_n": 5, "local_band_abs": 30225400.653089996, "local_band_pct": 1.75, "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": 0.660537431725856 }, "pg": { "g": { "s": -112846201, "z": null, "r": -112846201 }, "ch": { "s": -22935976563, "z": null, "r": -22935976563 }, "va": { "s": 269178031, "z": null, "r": 269178031 }, "vol_z": 0 } }, { "atm_iv_session": 0.9721, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9721, "atm_iv_forward_exp": "2026-11-06", "ts": 1793903580, "iso": "2026-11-05T18:33:00+00:00", "phase": "rth", "spot": 341.485, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 279, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 279, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793902634, "vendor_iso": "2026-11-05T18:17:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793903580, "n_strikes": 37, "total_gex": -156466560.21795142, "total_gex_x": -109633979.27396081, "abs_gex": 157025924.6846147, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.25748989616113, "gamma_flip": null, "local_gamma_at_spot": -3156943.527852245, "local_strike": 342.5, "local_band_1pct": -33991979.7198687, "local_band_n": 6, "local_band_abs": 33991979.7198687, "local_band_pct": 2, "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": 37, "total_gex": -156466560.21795142, "total_gex_x": -109633979.27396081, "abs_gex": 157025924.6846147, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.25748989616113, "gamma_flip": null, "local_gamma_at_spot": -3156943.527852245, "local_strike": 342.5, "local_band_1pct": -33991979.7198687, "local_band_n": 6, "local_band_abs": 33991979.7198687, "local_band_pct": 2, "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": 0.6607593124417559 }, "pg": { "g": { "s": -109633979, "z": null, "r": -109633979 }, "ch": { "s": -25381058939, "z": null, "r": -25381058939 }, "va": { "s": 287395882, "z": null, "r": 287395882 }, "vol_z": 0 } }, { "atm_iv_session": 0.9993000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9993000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793903880, "iso": "2026-11-05T18:38:00+00:00", "phase": "rth", "spot": 340.39, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 283, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 283, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793902934, "vendor_iso": "2026-11-05T18:22:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793903880, "n_strikes": 37, "total_gex": -154703290.67203268, "total_gex_x": -100084264.04386935, "abs_gex": 155232888.02341136, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.03965715152384, "gamma_flip": null, "local_gamma_at_spot": -14313171.367898878, "local_strike": 340, "local_band_1pct": -29764800.925926726, "local_band_n": 5, "local_band_abs": 29764800.925926726, "local_band_pct": 1.75, "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": 37, "total_gex": -154703290.67203268, "total_gex_x": -100084264.04386935, "abs_gex": 155232888.02341136, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.03965715152384, "gamma_flip": null, "local_gamma_at_spot": -14313171.367898878, "local_strike": 340, "local_band_1pct": -29764800.925926726, "local_band_n": 5, "local_band_abs": 29764800.925926726, "local_band_pct": 1.75, "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": 0.6605300914207118 }, "pg": { "g": { "s": -100084265, "z": null, "r": -100084265 }, "ch": { "s": -35850532836, "z": null, "r": -35850532836 }, "va": { "s": 319596012, "z": null, "r": 319596012 }, "vol_z": 0 } }, { "atm_iv_session": 0.975, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.975, "atm_iv_forward_exp": "2026-11-06", "ts": 1793904180, "iso": "2026-11-05T18:43:00+00:00", "phase": "rth", "spot": 341.56, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 275, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 275, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793903234, "vendor_iso": "2026-11-05T18:27:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793904180, "n_strikes": 37, "total_gex": -156624194.32941538, "total_gex_x": -110950002.67194793, "abs_gex": 157066814.63769376, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.24514668283314, "gamma_flip": null, "local_gamma_at_spot": -3164431.8797832, "local_strike": 342.5, "local_band_1pct": -28364296.986197922, "local_band_n": 5, "local_band_abs": 28364296.986197922, "local_band_pct": 1.75, "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": 37, "total_gex": -156624194.32941538, "total_gex_x": -110950002.67194793, "abs_gex": 157066814.63769376, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.24514668283314, "gamma_flip": null, "local_gamma_at_spot": -3164431.8797832, "local_strike": 342.5, "local_band_1pct": -28364296.986197922, "local_band_n": 5, "local_band_abs": 28364296.986197922, "local_band_pct": 1.75, "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": 0.6609817688021384 }, "pg": { "g": { "s": -110950002, "z": null, "r": -110950002 }, "ch": { "s": -23787493688, "z": null, "r": -23787493688 }, "va": { "s": 280287124, "z": null, "r": 280287124 }, "vol_z": 0 } }, { "atm_iv_session": 0.9825999999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9825999999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793904480, "iso": "2026-11-05T18:48:00+00:00", "phase": "rth", "spot": 340.38, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 277, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 277, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793903534, "vendor_iso": "2026-11-05T18:32:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793904480, "n_strikes": 37, "total_gex": -155386455.84127116, "total_gex_x": -98020920.19936533, "abs_gex": 155916022.0760147, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.9919544175057, "gamma_flip": null, "local_gamma_at_spot": -14529113.316083163, "local_strike": 340, "local_band_1pct": -30200244.304317124, "local_band_n": 5, "local_band_abs": 30200244.304317124, "local_band_pct": 1.75, "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": 37, "total_gex": -155386455.84127116, "total_gex_x": -98020920.19936533, "abs_gex": 155916022.0760147, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.9919544175057, "gamma_flip": null, "local_gamma_at_spot": -14529113.316083163, "local_strike": 340, "local_band_1pct": -30200244.304317124, "local_band_n": 5, "local_band_abs": 30200244.304317124, "local_band_pct": 1.75, "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": 0.6604666903284163 }, "pg": { "g": { "s": -98020920, "z": null, "r": -98020920 }, "ch": { "s": -36461615656, "z": null, "r": -36461615656 }, "va": { "s": 349457837, "z": null, "r": 349457837 }, "vol_z": 0 } }, { "atm_iv_session": 0.9934499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9934499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793904780, "iso": "2026-11-05T18:53:00+00:00", "phase": "rth", "spot": 339.8799, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 278, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 278, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793903834, "vendor_iso": "2026-11-05T18:37:14Z", "vendor_age_s": 946, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793904780, "n_strikes": 37, "total_gex": -154044107.7187952, "total_gex_x": -98655226.0218808, "abs_gex": 154578726.62604553, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.6825623029248, "gamma_flip": null, "local_gamma_at_spot": -14384240.530205943, "local_strike": 340, "local_band_1pct": -29907815.407522615, "local_band_n": 5, "local_band_abs": 29907815.407522615, "local_band_pct": 1.75, "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": 37, "total_gex": -154044107.7187952, "total_gex_x": -98655226.0218808, "abs_gex": 154578726.62604553, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.6825623029248, "gamma_flip": null, "local_gamma_at_spot": -14384240.530205943, "local_strike": 340, "local_band_1pct": -29907815.407522615, "local_band_n": 5, "local_band_abs": 29907815.407522615, "local_band_pct": 1.75, "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": 0.6600623821915051 }, "pg": { "g": { "s": -98655226, "z": null, "r": -98655226 }, "ch": { "s": -34999948851, "z": null, "r": -34999948851 }, "va": { "s": 320048289, "z": null, "r": 320048289 }, "vol_z": 0 } }, { "atm_iv_session": 0.97455, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.97455, "atm_iv_forward_exp": "2026-11-06", "ts": 1793905080, "iso": "2026-11-05T18:58:00+00:00", "phase": "rth", "spot": 339.95, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 276, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 276, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793904135, "vendor_iso": "2026-11-05T18:42:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793905080, "n_strikes": 37, "total_gex": -154798753.50970873, "total_gex_x": -101639108.19012421, "abs_gex": 155359687.77264324, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.8438472621417, "gamma_flip": null, "local_gamma_at_spot": -14556832.354102999, "local_strike": 340, "local_band_1pct": -30247945.022743497, "local_band_n": 5, "local_band_abs": 30247945.022743497, "local_band_pct": 1.5, "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": 37, "total_gex": -154798753.50970873, "total_gex_x": -101639108.19012421, "abs_gex": 155359687.77264324, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.8438472621417, "gamma_flip": null, "local_gamma_at_spot": -14556832.354102999, "local_strike": 340, "local_band_1pct": -30247945.022743497, "local_band_n": 5, "local_band_abs": 30247945.022743497, "local_band_pct": 1.5, "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": 0.6607957209146602 }, "pg": { "g": { "s": -101639107, "z": null, "r": -101639107 }, "ch": { "s": -34684039549, "z": null, "r": -34684039549 }, "va": { "s": 317926354, "z": null, "r": 317926354 }, "vol_z": 0 } }, { "atm_iv_session": 0.9694499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9694499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793905380, "iso": "2026-11-05T19:03:00+00:00", "phase": "rth", "spot": 341.24, "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": 5158, "in_band": 410, "oi_known": 410, "oi_missing": 0, "oi_zero": 71, "g_vendor": 410, "g_x": 268, "used": 410, "g_iv": 0, "g_vendor_fallback": 410, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 268, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793904435, "vendor_iso": "2026-11-05T18:47:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793905380, "n_strikes": 36, "total_gex": -156498105.90306064, "total_gex_x": -96779201.14197864, "abs_gex": 157062909.4583157, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.9177300843782, "gamma_flip": null, "local_gamma_at_spot": -14692996.990368, "local_strike": 340, "local_band_1pct": -34581106.08191744, "local_band_n": 6, "local_band_abs": 34581106.08191744, "local_band_pct": 2, "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": 36, "total_gex": -156498105.90306064, "total_gex_x": -96779201.14197864, "abs_gex": 157062909.4583157, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.9177300843782, "gamma_flip": null, "local_gamma_at_spot": -14692996.990368, "local_strike": 340, "local_band_1pct": -34581106.08191744, "local_band_n": 6, "local_band_abs": 34581106.08191744, "local_band_pct": 2, "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": 0.6616220592823592 }, "pg": { "g": { "s": -96779202, "z": null, "r": -96779202 }, "ch": { "s": -38142428588, "z": null, "r": -38142428588 }, "va": { "s": 353759606, "z": null, "r": 353759606 }, "vol_z": 0 } }, { "atm_iv_session": 0.9839, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9839, "atm_iv_forward_exp": "2026-11-06", "ts": 1793905680, "iso": "2026-11-05T19:08:00+00:00", "phase": "rth", "spot": 340.125, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 273, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 273, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793904735, "vendor_iso": "2026-11-05T18:52:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793905680, "n_strikes": 37, "total_gex": -155096031.46005, "total_gex_x": -96528297.48110111, "abs_gex": 155647733.2995656, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.03786348032867, "gamma_flip": null, "local_gamma_at_spot": -14536979.063437495, "local_strike": 340, "local_band_1pct": -30189312.068020307, "local_band_n": 5, "local_band_abs": 30189312.068020307, "local_band_pct": 1.75, "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": 37, "total_gex": -155096031.46005, "total_gex_x": -96528297.48110111, "abs_gex": 155647733.2995656, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.03786348032867, "gamma_flip": null, "local_gamma_at_spot": -14536979.063437495, "local_strike": 340, "local_band_1pct": -30189312.068020307, "local_band_n": 5, "local_band_abs": 30189312.068020307, "local_band_pct": 1.75, "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": 0.6606798272288543 }, "pg": { "g": { "s": -96528298, "z": null, "r": -96528298 }, "ch": { "s": -37774666455, "z": null, "r": -37774666455 }, "va": { "s": 351231712, "z": null, "r": 351231712 }, "vol_z": 0 } }, { "atm_iv_session": 0.9774499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9774499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793905980, "iso": "2026-11-05T19:13:00+00:00", "phase": "rth", "spot": 340.88, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 277, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 277, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793905035, "vendor_iso": "2026-11-05T18:57:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793905980, "n_strikes": 37, "total_gex": -156581664.32071808, "total_gex_x": -112832285.98135722, "abs_gex": 157101864.784672, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.3570253068591, "gamma_flip": null, "local_gamma_at_spot": -14619773.425897602, "local_strike": 340, "local_band_1pct": -30374905.745022725, "local_band_n": 5, "local_band_abs": 30374905.745022725, "local_band_pct": 1.75, "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": 37, "total_gex": -156581664.32071808, "total_gex_x": -112832285.98135722, "abs_gex": 157101864.784672, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.3570253068591, "gamma_flip": null, "local_gamma_at_spot": -14619773.425897602, "local_strike": 340, "local_band_1pct": -30374905.745022725, "local_band_n": 5, "local_band_abs": 30374905.745022725, "local_band_pct": 1.75, "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": 0.6623689904927748 }, "pg": { "g": { "s": -112832285, "z": null, "r": -112832285 }, "ch": { "s": -25136473315, "z": null, "r": -25136473315 }, "va": { "s": 261828333, "z": null, "r": 261828333 }, "vol_z": 0 } }, { "atm_iv_session": 0.98085, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.98085, "atm_iv_forward_exp": "2026-11-06", "ts": 1793906280, "iso": "2026-11-05T19:18:00+00:00", "phase": "rth", "spot": 340, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 274, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 274, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793905335, "vendor_iso": "2026-11-05T19:02:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793906280, "n_strikes": 37, "total_gex": -155461296.04, "total_gex_x": -96611588.41053751, "abs_gex": 156006511.88, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.9469148055411, "gamma_flip": null, "local_gamma_at_spot": -14610741.8, "local_strike": 340, "local_band_1pct": -30385910.84, "local_band_n": 5, "local_band_abs": 30385910.84, "local_band_pct": 1.5, "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": 37, "total_gex": -155461296.04, "total_gex_x": -96611588.41053751, "abs_gex": 156006511.88, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 343.9469148055411, "gamma_flip": null, "local_gamma_at_spot": -14610741.8, "local_strike": 340, "local_band_1pct": -30385910.84, "local_band_n": 5, "local_band_abs": 30385910.84, "local_band_pct": 1.5, "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": 0.6606846670876565 }, "pg": { "g": { "s": -96611589, "z": null, "r": -96611589 }, "ch": { "s": -37923365704, "z": null, "r": -37923365704 }, "va": { "s": 350095431, "z": null, "r": 350095431 }, "vol_z": 0 } }, { "atm_iv_session": 0.988, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.988, "atm_iv_forward_exp": "2026-11-06", "ts": 1793906580, "iso": "2026-11-05T19:23:00+00:00", "phase": "rth", "spot": 340.59, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 74, "g_vendor": 422, "g_x": 281, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 281, "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": 37, "total_gex": -155737333.1943789, "total_gex_x": -97554084.69179401, "abs_gex": 156288526.15033087, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.27330846675295, "gamma_flip": null, "local_gamma_at_spot": -14479278.433377568, "local_strike": 340, "local_band_1pct": -30131042.514175884, "local_band_n": 5, "local_band_abs": 30131042.514175884, "local_band_pct": 1.75, "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": 37, "total_gex": -155737333.1943789, "total_gex_x": -97554084.69179401, "abs_gex": 156288526.15033087, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 344.27330846675295, "gamma_flip": null, "local_gamma_at_spot": -14479278.433377568, "local_strike": 340, "local_band_1pct": -30131042.514175884, "local_band_n": 5, "local_band_abs": 30131042.514175884, "local_band_pct": 1.75, "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": 0.6620491829001249 }, "pg": { "g": { "s": -97554084, "z": null, "r": -97554084 }, "ch": { "s": -39152467233, "z": null, "r": -39152467233 }, "va": { "s": 348994545, "z": null, "r": 348994545 }, "vol_z": 0 } }, { "atm_iv_session": 0.9701500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9701500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793906880, "iso": "2026-11-05T19:28:00+00:00", "phase": "rth", "spot": 341.5101, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 285, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 285, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793905935, "vendor_iso": "2026-11-05T19:12:15Z", "vendor_age_s": 945, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793906880, "n_strikes": 37, "total_gex": -157024155.45638433, "total_gex_x": -115761959.01493397, "abs_gex": 157564824.86254635, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.24399012990546, "gamma_flip": null, "local_gamma_at_spot": -3215803.8459737827, "local_strike": 342.5, "local_band_1pct": -34481232.78133166, "local_band_n": 6, "local_band_abs": 34481232.78133166, "local_band_pct": 2, "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": 37, "total_gex": -157024155.45638433, "total_gex_x": -115761959.01493397, "abs_gex": 157564824.86254635, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.24399012990546, "gamma_flip": null, "local_gamma_at_spot": -3215803.8459737827, "local_strike": 342.5, "local_band_1pct": -34481232.78133166, "local_band_n": 6, "local_band_abs": 34481232.78133166, "local_band_pct": 2, "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": 0.6617280080076864 }, "pg": { "g": { "s": -115761959, "z": null, "r": -115761959 }, "ch": { "s": -23504884829, "z": null, "r": -23504884829 }, "va": { "s": 241143321, "z": null, "r": 241143321 }, "vol_z": 0 } }, { "atm_iv_session": 0.9533, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9533, "atm_iv_forward_exp": "2026-11-06", "ts": 1793907180, "iso": "2026-11-05T19:33:00+00:00", "phase": "rth", "spot": 344.12, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 290, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 290, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793906236, "vendor_iso": "2026-11-05T19:17:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793907180, "n_strikes": 38, "total_gex": -163384357.0525936, "total_gex_x": -112368835.20131448, "abs_gex": 164373033.7302592, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.2171889273436, "gamma_flip": null, "local_gamma_at_spot": -5119602.068892639, "local_strike": 345, "local_band_1pct": -44402560.229032315, "local_band_n": 5, "local_band_abs": 44402560.229032315, "local_band_pct": 1.75, "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": 38, "total_gex": -163384357.0525936, "total_gex_x": -112368835.20131448, "abs_gex": 164373033.7302592, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.2171889273436, "gamma_flip": null, "local_gamma_at_spot": -5119602.068892639, "local_strike": 345, "local_band_1pct": -44402560.229032315, "local_band_n": 5, "local_band_abs": 44402560.229032315, "local_band_pct": 1.75, "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": 0.6637128349978407 }, "pg": { "g": { "s": -112368835, "z": null, "r": -112368835 }, "ch": { "s": -32201994263, "z": null, "r": -32201994263 }, "va": { "s": 366142394, "z": null, "r": 366142394 }, "vol_z": 0 } }, { "atm_iv_session": 0.9751, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9751, "atm_iv_forward_exp": "2026-11-06", "ts": 1793907480, "iso": "2026-11-05T19:38:00+00:00", "phase": "rth", "spot": 342.2601, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 278, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 278, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793906536, "vendor_iso": "2026-11-05T19:22:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793907480, "n_strikes": 37, "total_gex": -159506699.68875238, "total_gex_x": -111515437.71402313, "abs_gex": 160003287.95363206, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.96939930096966, "gamma_flip": null, "local_gamma_at_spot": -3223477.7544063963, "local_strike": 342.5, "local_band_1pct": -28829729.726776946, "local_band_n": 5, "local_band_abs": 28829729.726776946, "local_band_pct": 1.75, "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": 37, "total_gex": -159506699.68875238, "total_gex_x": -111515437.71402313, "abs_gex": 160003287.95363206, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.96939930096966, "gamma_flip": null, "local_gamma_at_spot": -3223477.7544063963, "local_strike": 342.5, "local_band_1pct": -28829729.726776946, "local_band_n": 5, "local_band_abs": 28829729.726776946, "local_band_pct": 1.75, "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": 0.6630997019243035 }, "pg": { "g": { "s": -111515439, "z": null, "r": -111515439 }, "ch": { "s": -26901879477, "z": null, "r": -26901879477 }, "va": { "s": 307309215, "z": null, "r": 307309215 }, "vol_z": 0 } }, { "atm_iv_session": 0.9817, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9817, "atm_iv_forward_exp": "2026-11-06", "ts": 1793907780, "iso": "2026-11-05T19:43:00+00:00", "phase": "rth", "spot": 341.475, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 273, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 273, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793906836, "vendor_iso": "2026-11-05T19:27:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793907780, "n_strikes": 37, "total_gex": -157192277.2598031, "total_gex_x": -113059976.3303406, "abs_gex": 157693306.37842858, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.42239134017865, "gamma_flip": null, "local_gamma_at_spot": -3174016.2015476255, "local_strike": 342.5, "local_band_1pct": -34167753.50629556, "local_band_n": 6, "local_band_abs": 34167753.50629556, "local_band_pct": 2, "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": 37, "total_gex": -157192277.2598031, "total_gex_x": -113059976.3303406, "abs_gex": 157693306.37842858, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.42239134017865, "gamma_flip": null, "local_gamma_at_spot": -3174016.2015476255, "local_strike": 342.5, "local_band_1pct": -34167753.50629556, "local_band_n": 6, "local_band_abs": 34167753.50629556, "local_band_pct": 2, "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": 0.6635347166169322 }, "pg": { "g": { "s": -113059978, "z": null, "r": -113059978 }, "ch": { "s": -24605921843, "z": null, "r": -24605921843 }, "va": { "s": 254476460, "z": null, "r": 254476460 }, "vol_z": 0 } }, { "atm_iv_session": 0.96165, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.96165, "atm_iv_forward_exp": "2026-11-06", "ts": 1793908080, "iso": "2026-11-05T19:48:00+00:00", "phase": "rth", "spot": 341.795, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 273, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 273, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793907136, "vendor_iso": "2026-11-05T19:32:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793908080, "n_strikes": 37, "total_gex": -158680921.27789232, "total_gex_x": -112258273.37384756, "abs_gex": 159210296.74501643, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.47634804467395, "gamma_flip": null, "local_gamma_at_spot": -3256358.8975070524, "local_strike": 342.5, "local_band_1pct": -29087811.57503612, "local_band_n": 5, "local_band_abs": 29087811.57503612, "local_band_pct": 1.75, "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": 37, "total_gex": -158680921.27789232, "total_gex_x": -112258273.37384756, "abs_gex": 159210296.74501643, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.47634804467395, "gamma_flip": null, "local_gamma_at_spot": -3256358.8975070524, "local_strike": 342.5, "local_band_1pct": -29087811.57503612, "local_band_n": 5, "local_band_abs": 29087811.57503612, "local_band_pct": 1.75, "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": 0.6639539992669552 }, "pg": { "g": { "s": -112258273, "z": null, "r": -112258273 }, "ch": { "s": -25557393699, "z": null, "r": -25557393699 }, "va": { "s": 281784116, "z": null, "r": 281784116 }, "vol_z": 0 } }, { "atm_iv_session": 0.97, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.97, "atm_iv_forward_exp": "2026-11-06", "ts": 1793908380, "iso": "2026-11-05T19:53:00+00:00", "phase": "rth", "spot": 341.87, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 274, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 274, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793907436, "vendor_iso": "2026-11-05T19:37:16Z", "vendor_age_s": 944, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793908380, "n_strikes": 37, "total_gex": -158656249.35284495, "total_gex_x": -94534349.62479989, "abs_gex": 159222462.4472867, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.664791154508, "gamma_flip": null, "local_gamma_at_spot": -3234448.1816493603, "local_strike": 342.5, "local_band_1pct": -28892575.829552103, "local_band_n": 5, "local_band_abs": 28892575.829552103, "local_band_pct": 1.75, "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": 37, "total_gex": -158656249.35284495, "total_gex_x": -94534349.62479989, "abs_gex": 159222462.4472867, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.664791154508, "gamma_flip": null, "local_gamma_at_spot": -3234448.1816493603, "local_strike": 342.5, "local_band_1pct": -28892575.829552103, "local_band_n": 5, "local_band_abs": 28892575.829552103, "local_band_pct": 1.75, "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": 0.6640916065012905 }, "pg": { "g": { "s": -94534350, "z": null, "r": -94534350 }, "ch": { "s": -41064602056, "z": null, "r": -41064602056 }, "va": { "s": 389846775, "z": null, "r": 389846775 }, "vol_z": 0 } }, { "atm_iv_session": 0.97765, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.97765, "atm_iv_forward_exp": "2026-11-06", "ts": 1793908680, "iso": "2026-11-05T19:58:00+00:00", "phase": "rth", "spot": 343.75, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 276, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 276, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793907737, "vendor_iso": "2026-11-05T19:42:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793908680, "n_strikes": 38, "total_gex": -162232108.88671875, "total_gex_x": -87947706.73649836, "abs_gex": 163200179.78515625, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.02470911363224, "gamma_flip": null, "local_gamma_at_spot": -3210269.43359375, "local_strike": 342.5, "local_band_1pct": -45781649.8046875, "local_band_n": 6, "local_band_abs": 45781649.8046875, "local_band_pct": 2, "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": 38, "total_gex": -162232108.88671875, "total_gex_x": -87947706.73649836, "abs_gex": 163200179.78515625, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.02470911363224, "gamma_flip": null, "local_gamma_at_spot": -3210269.43359375, "local_strike": 342.5, "local_band_1pct": -45781649.8046875, "local_band_n": 6, "local_band_abs": 45781649.8046875, "local_band_pct": 2, "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": 0.6628493947422414 }, "pg": { "g": { "s": -87947706, "z": null, "r": -87947706 }, "ch": { "s": -49606661806, "z": null, "r": -49606661806 }, "va": { "s": 488032889, "z": null, "r": 488032889 }, "vol_z": 0 } }, { "atm_iv_session": 0.9609, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9609, "atm_iv_forward_exp": "2026-11-06", "ts": 1793908980, "iso": "2026-11-05T20:03:00+00:00", "phase": "rth", "spot": 344.73, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 285, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 285, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793908037, "vendor_iso": "2026-11-05T19:47:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793908980, "n_strikes": 38, "total_gex": -164375223.75778538, "total_gex_x": -110613264.42417191, "abs_gex": 165343379.4728471, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.5266519286792, "gamma_flip": null, "local_gamma_at_spot": -5126538.288623941, "local_strike": 345, "local_band_1pct": -44591635.077721216, "local_band_n": 5, "local_band_abs": 44591635.077721216, "local_band_pct": 1.75, "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": 38, "total_gex": -164375223.75778538, "total_gex_x": -110613264.42417191, "abs_gex": 165343379.4728471, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.5266519286792, "gamma_flip": null, "local_gamma_at_spot": -5126538.288623941, "local_strike": 345, "local_band_1pct": -44591635.077721216, "local_band_n": 5, "local_band_abs": 44591635.077721216, "local_band_pct": 1.75, "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": 0.6628819403282277 }, "pg": { "g": { "s": -110613264, "z": null, "r": -110613264 }, "ch": { "s": -33848201627, "z": null, "r": -33848201627 }, "va": { "s": 389167704, "z": null, "r": 389167704 }, "vol_z": 0 } }, { "atm_iv_session": 0.95655, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.95655, "atm_iv_forward_exp": "2026-11-06", "ts": 1793909280, "iso": "2026-11-05T20:08:00+00:00", "phase": "rth", "spot": 345.05, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 286, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 286, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793908337, "vendor_iso": "2026-11-05T19:52:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793909280, "n_strikes": 38, "total_gex": -165897070.26334077, "total_gex_x": -115030714.59609766, "abs_gex": 166767038.04810828, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.91339036611106, "gamma_flip": null, "local_gamma_at_spot": -5188613.11895, "local_strike": 345, "local_band_1pct": -45026756.071967505, "local_band_n": 5, "local_band_abs": 45026756.071967505, "local_band_pct": 1.5, "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": 38, "total_gex": -165897070.26334077, "total_gex_x": -115030714.59609766, "abs_gex": 166767038.04810828, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.91339036611106, "gamma_flip": null, "local_gamma_at_spot": -5188613.11895, "local_strike": 345, "local_band_1pct": -45026756.071967505, "local_band_n": 5, "local_band_abs": 45026756.071967505, "local_band_pct": 1.5, "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": 0.6640341250187834 }, "pg": { "g": { "s": -115030714, "z": null, "r": -115030714 }, "ch": { "s": -33940670067, "z": null, "r": -33940670067 }, "va": { "s": 372726853, "z": null, "r": 372726853 }, "vol_z": 0 } }, { "atm_iv_session": 0.9591000000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9591000000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793909580, "iso": "2026-11-05T20:13:00+00:00", "phase": "rth", "spot": 344.36, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 289, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 289, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793908637, "vendor_iso": "2026-11-05T19:57:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793909580, "n_strikes": 38, "total_gex": -163892691.04015875, "total_gex_x": -114057339.92844355, "abs_gex": 164899657.3177581, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.32853996778886, "gamma_flip": null, "local_gamma_at_spot": -5142991.68073296, "local_strike": 345, "local_band_1pct": -44705467.72500912, "local_band_n": 5, "local_band_abs": 44705467.72500912, "local_band_pct": 1.75, "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": 38, "total_gex": -163892691.04015875, "total_gex_x": -114057339.92844355, "abs_gex": 164899657.3177581, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 347.32853996778886, "gamma_flip": null, "local_gamma_at_spot": -5142991.68073296, "local_strike": 345, "local_band_1pct": -44705467.72500912, "local_band_n": 5, "local_band_abs": 44705467.72500912, "local_band_pct": 1.75, "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": 0.6625937890866864 }, "pg": { "g": { "s": -114057341, "z": null, "r": -114057341 }, "ch": { "s": -32161354865, "z": null, "r": -32161354865 }, "va": { "s": 359943139, "z": null, "r": 359943139 }, "vol_z": 0 } }, { "atm_iv_session": 0.9634, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9634, "atm_iv_forward_exp": "2026-11-06", "ts": 1793909880, "iso": "2026-11-05T20:18:00+00:00", "phase": "rth", "spot": 343.785, "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": 5158, "in_band": 434, "oi_known": 434, "oi_missing": 0, "oi_zero": 71, "g_vendor": 434, "g_x": 280, "used": 434, "g_iv": 0, "g_vendor_fallback": 434, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 280, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793908937, "vendor_iso": "2026-11-05T20:02:17Z", "vendor_age_s": 943, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793909880, "n_strikes": 38, "total_gex": -162835641.0105765, "total_gex_x": -106838134.18496372, "abs_gex": 163697681.5656364, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 346.90671066812035, "gamma_flip": null, "local_gamma_at_spot": -5130995.674306906, "local_strike": 345, "local_band_1pct": -46345582.68911416, "local_band_n": 6, "local_band_abs": 46345582.68911416, "local_band_pct": 2, "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": 38, "total_gex": -162835641.0105765, "total_gex_x": -106838134.18496372, "abs_gex": 163697681.5656364, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 395, "put_wall_oi": 330, "gamma_center": 346.90671066812035, "gamma_flip": null, "local_gamma_at_spot": -5130995.674306906, "local_strike": 345, "local_band_1pct": -46345582.68911416, "local_band_n": 6, "local_band_abs": 46345582.68911416, "local_band_pct": 2, "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": 0.6622351059525229 }, "pg": { "g": { "s": -106838132, "z": null, "r": -106838132 }, "ch": { "s": -31998414940, "z": null, "r": -31998414940 }, "va": { "s": 400569252, "z": null, "r": 400569252 }, "vol_z": 0 } }, { "atm_iv_session": 0.9773499999999999, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9773499999999999, "atm_iv_forward_exp": "2026-11-06", "ts": 1793910180, "iso": "2026-11-05T20:23:00+00:00", "phase": "rth", "spot": 342.445, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 266, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 266, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793909238, "vendor_iso": "2026-11-05T20:07:18Z", "vendor_age_s": 942, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793910180, "n_strikes": 37, "total_gex": -159496265.90661874, "total_gex_x": -107357771.23615842, "abs_gex": 160043159.64709613, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.87398243819746, "gamma_flip": null, "local_gamma_at_spot": -3244024.12762118, "local_strike": 342.5, "local_band_1pct": -28888492.67299522, "local_band_n": 5, "local_band_abs": 28888492.67299522, "local_band_pct": 1.5, "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": 37, "total_gex": -159496265.90661874, "total_gex_x": -107357771.23615842, "abs_gex": 160043159.64709613, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.87398243819746, "gamma_flip": null, "local_gamma_at_spot": -3244024.12762118, "local_strike": 342.5, "local_band_1pct": -28888492.67299522, "local_band_n": 5, "local_band_abs": 28888492.67299522, "local_band_pct": 1.5, "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": 0.6636387294169503 }, "pg": { "g": { "s": -107357772, "z": null, "r": -107357772 }, "ch": { "s": -28185339974, "z": null, "r": -28185339974 }, "va": { "s": 332734700, "z": null, "r": 332734700 }, "vol_z": 0 } }, { "atm_iv_session": 0.9787, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9787, "atm_iv_forward_exp": "2026-11-06", "ts": 1793910480, "iso": "2026-11-05T20:28:00+00:00", "phase": "rth", "spot": 341.33, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 271, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 271, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793909538, "vendor_iso": "2026-11-05T20:12:18Z", "vendor_age_s": 942, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793910480, "n_strikes": 37, "total_gex": -156894430.42321178, "total_gex_x": -108525819.04613486, "abs_gex": 157453333.81665888, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.15229908531455, "gamma_flip": null, "local_gamma_at_spot": -3218214.95167403, "local_strike": 342.5, "local_band_1pct": -34470202.51715051, "local_band_n": 6, "local_band_abs": 34470202.51715051, "local_band_pct": 2, "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": 37, "total_gex": -156894430.42321178, "total_gex_x": -108525819.04613486, "abs_gex": 157453333.81665888, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.15229908531455, "gamma_flip": null, "local_gamma_at_spot": -3218214.95167403, "local_strike": 342.5, "local_band_1pct": -34470202.51715051, "local_band_n": 6, "local_band_abs": 34470202.51715051, "local_band_pct": 2, "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": 0.6634664285301417 }, "pg": { "g": { "s": -108525818, "z": null, "r": -108525818 }, "ch": { "s": -25463310647, "z": null, "r": -25463310647 }, "va": { "s": 300086793, "z": null, "r": 300086793 }, "vol_z": 0 } }, { "atm_iv_session": 0.9757, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9757, "atm_iv_forward_exp": "2026-11-06", "ts": 1793910780, "iso": "2026-11-05T20:33:00+00:00", "phase": "rth", "spot": 341.78, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 262, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 262, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793909838, "vendor_iso": "2026-11-05T20:17:18Z", "vendor_age_s": 942, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793910780, "n_strikes": 37, "total_gex": -157598126.3423833, "total_gex_x": -104016001.73061828, "abs_gex": 158164088.0812813, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.26047733239443, "gamma_flip": null, "local_gamma_at_spot": -3245302.875931959, "local_strike": 342.5, "local_band_1pct": -28973070.787185714, "local_band_n": 5, "local_band_abs": 28973070.787185714, "local_band_pct": 1.75, "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": 37, "total_gex": -157598126.3423833, "total_gex_x": -104016001.73061828, "abs_gex": 158164088.0812813, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.26047733239443, "gamma_flip": null, "local_gamma_at_spot": -3245302.875931959, "local_strike": 342.5, "local_band_1pct": -28973070.787185714, "local_band_n": 5, "local_band_abs": 28973070.787185714, "local_band_pct": 1.75, "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": 0.6640467407207399 }, "pg": { "g": { "s": -104016001, "z": null, "r": -104016001 }, "ch": { "s": -26809478508, "z": null, "r": -26809478508 }, "va": { "s": 341238438, "z": null, "r": 341238438 }, "vol_z": 0 } }, { "atm_iv_session": 0.9719, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9719, "atm_iv_forward_exp": "2026-11-06", "ts": 1793911080, "iso": "2026-11-05T20:38:00+00:00", "phase": "rth", "spot": 342.4, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 274, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 274, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793910138, "vendor_iso": "2026-11-05T20:22:18Z", "vendor_age_s": 942, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793911080, "n_strikes": 37, "total_gex": -159669341.106176, "total_gex_x": -110619245.93828371, "abs_gex": 160248190.82239997, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.87202741309494, "gamma_flip": null, "local_gamma_at_spot": -3274368.5703679994, "local_strike": 342.5, "local_band_1pct": -29174757.261311997, "local_band_n": 5, "local_band_abs": 29174757.261311997, "local_band_pct": 1.5, "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": 37, "total_gex": -159669341.106176, "total_gex_x": -110619245.93828371, "abs_gex": 160248190.82239997, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.87202741309494, "gamma_flip": null, "local_gamma_at_spot": -3274368.5703679994, "local_strike": 342.5, "local_band_1pct": -29174757.261311997, "local_band_n": 5, "local_band_abs": 29174757.261311997, "local_band_pct": 1.5, "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": 0.6644166338925951 }, "pg": { "g": { "s": -110619247, "z": null, "r": -110619247 }, "ch": { "s": -27597097532, "z": null, "r": -27597097532 }, "va": { "s": 311580419, "z": null, "r": 311580419 }, "vol_z": 0 } }, { "atm_iv_session": 0.9799, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9799, "atm_iv_forward_exp": "2026-11-06", "ts": 1793911380, "iso": "2026-11-05T20:43:00+00:00", "phase": "rth", "spot": 343.42, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 279, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 279, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793910438, "vendor_iso": "2026-11-05T20:27:18Z", "vendor_age_s": 942, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793911380, "n_strikes": 37, "total_gex": -160621563.69989577, "total_gex_x": -114016100.76638494, "abs_gex": 161258071.2885666, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.384533756682, "gamma_flip": null, "local_gamma_at_spot": -3247191.1692404803, "local_strike": 342.5, "local_band_1pct": -28919663.912296087, "local_band_n": 5, "local_band_abs": 28919663.912296087, "local_band_pct": 1.75, "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": 37, "total_gex": -160621563.69989577, "total_gex_x": -114016100.76638494, "abs_gex": 161258071.2885666, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.384533756682, "gamma_flip": null, "local_gamma_at_spot": -3247191.1692404803, "local_strike": 342.5, "local_band_1pct": -28919663.912296087, "local_band_n": 5, "local_band_abs": 28919663.912296087, "local_band_pct": 1.75, "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": 0.665706095782584 }, "pg": { "g": { "s": -114016101, "z": null, "r": -114016101 }, "ch": { "s": -29568319227, "z": null, "r": -29568319227 }, "va": { "s": 288356170, "z": null, "r": 288356170 }, "vol_z": 0 } }, { "atm_iv_session": 0.98585, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.98585, "atm_iv_forward_exp": "2026-11-06", "ts": 1793911680, "iso": "2026-11-05T20:48:00+00:00", "phase": "rth", "spot": 342.31, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 273, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 273, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793910738, "vendor_iso": "2026-11-05T20:32:18Z", "vendor_age_s": 942, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793911680, "n_strikes": 37, "total_gex": -157552138.34949833, "total_gex_x": -92899160.09088801, "abs_gex": 158155197.0515506, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.6113307489491, "gamma_flip": null, "local_gamma_at_spot": -3213707.8615194303, "local_strike": 342.5, "local_band_1pct": -28653619.570759058, "local_band_n": 5, "local_band_abs": 28653619.570759058, "local_band_pct": 1.75, "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": 37, "total_gex": -157552138.34949833, "total_gex_x": -92899160.09088801, "abs_gex": 158155197.0515506, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.6113307489491, "gamma_flip": null, "local_gamma_at_spot": -3213707.8615194303, "local_strike": 342.5, "local_band_1pct": -28653619.570759058, "local_band_n": 5, "local_band_abs": 28653619.570759058, "local_band_pct": 1.75, "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": 0.6639546371933663 }, "pg": { "g": { "s": -92899161, "z": null, "r": -92899161 }, "ch": { "s": -43881090376, "z": null, "r": -43881090376 }, "va": { "s": 389836192, "z": null, "r": 389836192 }, "vol_z": 0 } }, { "atm_iv_session": 0.9904, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9904, "atm_iv_forward_exp": "2026-11-06", "ts": 1793911980, "iso": "2026-11-05T20:53:00+00:00", "phase": "rth", "spot": 342.575, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 270, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 270, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793911039, "vendor_iso": "2026-11-05T20:37:19Z", "vendor_age_s": 941, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793911980, "n_strikes": 37, "total_gex": -157855413.53683805, "total_gex_x": -93266249.18681568, "abs_gex": 158481845.09758818, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.90047810385215, "gamma_flip": null, "local_gamma_at_spot": -3213275.3980386243, "local_strike": 342.5, "local_band_1pct": -28628736.78823725, "local_band_n": 5, "local_band_abs": 28628736.78823725, "local_band_pct": 1.5, "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": 37, "total_gex": -157855413.53683805, "total_gex_x": -93266249.18681568, "abs_gex": 158481845.09758818, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 330, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 345.90047810385215, "gamma_flip": null, "local_gamma_at_spot": -3213275.3980386243, "local_strike": 342.5, "local_band_1pct": -28628736.78823725, "local_band_n": 5, "local_band_abs": 28628736.78823725, "local_band_pct": 1.5, "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": 0.664508646071787 }, "pg": { "g": { "s": -93266248, "z": null, "r": -93266248 }, "ch": { "s": -43129535171, "z": null, "r": -43129535171 }, "va": { "s": 400115783, "z": null, "r": 400115783 }, "vol_z": 0 } }, { "atm_iv_session": 0.9828, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9828, "atm_iv_forward_exp": "2026-11-06", "ts": 1793912280, "iso": "2026-11-05T20:58:00+00:00", "phase": "rth", "spot": 343.33, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 275, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 275, "gamma_precision_floor": 0.001 }, "levels_estimator": "iv", "gamma_mode": "auto", "vendor": "cboe", "vendor_ts": 1793911339, "vendor_iso": "2026-11-05T20:42:19Z", "vendor_age_s": 941, "grk_src": "vendor (v-block) + computed (x-block)", "unchanged_since": 1793912280, "n_strikes": 37, "total_gex": -160006605.0803824, "total_gex_x": -112710919.63632956, "abs_gex": 160658456.5339994, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.3475058338509, "gamma_flip": null, "local_gamma_at_spot": -3240055.350943189, "local_strike": 342.5, "local_band_1pct": -28912617.792880896, "local_band_n": 5, "local_band_abs": 28912617.792880896, "local_band_pct": 1.75, "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": 37, "total_gex": -160006605.0803824, "total_gex_x": -112710919.63632956, "abs_gex": 160658456.5339994, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.3475058338509, "gamma_flip": null, "local_gamma_at_spot": -3240055.350943189, "local_strike": 342.5, "local_band_1pct": -28912617.792880896, "local_band_n": 5, "local_band_abs": 28912617.792880896, "local_band_pct": 1.75, "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": 0.6646262182453495 }, "pg": { "g": { "s": -112710919, "z": null, "r": -112710919 }, "ch": { "s": -28961659937, "z": null, "r": -28961659937 }, "va": { "s": 315581766, "z": null, "r": 315581766 }, "vol_z": 0 } }, { "atm_iv_session": 0.9679500000000001, "atm_iv_session_exp": "2026-11-06", "atm_iv_forward": 0.9679500000000001, "atm_iv_forward_exp": "2026-11-06", "ts": 1793913780, "iso": "2026-11-05T21:23:00+00:00", "phase": "post_close", "spot": 343.25, "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": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 252, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 252, "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": 37, "total_gex": -160601833.19273126, "total_gex_x": -93643657.08865955, "abs_gex": 161299213.10216877, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.5184608118351, "gamma_flip": null, "local_gamma_at_spot": -3292472.0549500003, "local_strike": 342.5, "local_band_1pct": -29214963.40834375, "local_band_n": 5, "local_band_abs": 29214963.40834375, "local_band_pct": 1.75, "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": 37, "total_gex": -160601833.19273126, "total_gex_x": -93643657.08865955, "abs_gex": 161299213.10216877, "call_wall": 390, "put_wall": 330, "call_wall_book": 390, "put_wall_book": 360, "call_wall_oi": 390, "put_wall_oi": 330, "gamma_center": 346.5184608118351, "gamma_flip": null, "local_gamma_at_spot": -3292472.0549500003, "local_strike": 342.5, "local_band_1pct": -29214963.40834375, "local_band_n": 5, "local_band_abs": 29214963.40834375, "local_band_pct": 1.75, "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": 0.6660710347223048 }, "pg": { "g": { "s": -93643657, "z": null, "r": -93643657 }, "ch": { "s": -44599870716, "z": null, "r": -44599870716 }, "va": { "s": 417944807, "z": null, "r": 417944807 }, "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": [ 400, 390 ], "put_wall": [ 360, 330 ], "gamma_center": [ 379.2861435635878, 346.5184608118351 ], "spot": [ 376.31, 343.25 ], "local_gamma_at_spot": [ -7091024.85252106, -3292472.0549500003 ], "sign_flips": 2 }, "census": { "n": 5158, "in_band": 422, "oi_known": 422, "oi_missing": 0, "oi_zero": 71, "g_vendor": 422, "g_x": 252, "used": 422, "g_iv": 0, "g_vendor_fallback": 422, "g_vendor_same_day": 0, "g_iv_below_floor": 0, "g_iv_no_vendor": 0, "g_vendor_precise": 252, "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": "2026-11-05T21:51:42Z", "now_utc": "2026-11-06T06:55:31Z", "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": "2026-11-05T21:51:42Z", "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 } } }