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atm_data.json

@@ -1,9 +1,9 @@
 {
-  "ts": 1792933342,
-  "last_data_ts": 1792933342.5085123,
-  "datetime_utc": "2026-10-25T13:02:26Z",
+  "ts": 1792933466,
+  "last_data_ts": 1792933466.690672,
+  "datetime_utc": "2026-10-25T13:04:27Z",
   "future_price": 4007.9,
-  "price_age_sec": 1.0,
+  "price_age_sec": 0.4,
   "atm_frozen": true,
   "frozen_strike": 4010.0,
   "frozen_ts": 1792776601,
@@ -41,32 +41,32 @@
       "straddle_premium": 43.3,
       "session_iv": 15.08,
       "qs_method": "qs_sigma",
-      "sigma_pts": 34.45,
+      "sigma_pts": 34.43,
       "center": 4010.0,
-      "level_plus1": 4044.45,
-      "level_minus1": 3975.55,
-      "level_plus2": 4078.9,
-      "level_minus2": 3941.1,
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-      "level_minus3": 3906.65,
-      "dte_days": 1.185805,
+      "level_plus1": 4044.43,
+      "level_minus1": 3975.57,
+      "level_plus2": 4078.86,
+      "level_minus2": 3941.14,
+      "level_plus3": 4113.29,
+      "level_minus3": 3906.71,
+      "dte_days": 1.184407,
       "active_tab_expiry_date": "2026-10-26",
       "sigma": {
         "qs_method": {
           "iv": 0.1508,
           "iv_pct": 15.08,
-          "dte_days": 1.185805,
+          "dte_days": 1.184407,
           "future": 4007.9,
           "center": 4010.0,
-          "sigma_pts": 34.45,
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-          "level_minus1": 3975.55,
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-          "level_plus3": 4113.35,
-          "level_minus3": 3906.65,
-          "level_plus0_5": 4027.22,
-          "level_minus0_5": 3992.78
+          "sigma_pts": 34.43,
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+          "level_minus1": 3975.57,
+          "level_plus2": 4078.86,
+          "level_minus2": 3941.14,
+          "level_plus3": 4113.29,
+          "level_minus3": 3906.71,
+          "level_plus0_5": 4027.21,
+          "level_minus0_5": 3992.79
         }
       },
       "atm_greeks": {
@@ -3112,8 +3112,8 @@
       ],
       "active_tab": "1D",
       "selected_tab_info": "1D (экс. 26.10 Пн) 1DTE",
-      "data_age_sec": 13.6,
-      "data_ts": 1792933332,
+      "data_age_sec": 14.6,
+      "data_ts": 1792933452,
       "money_flow": {
         "anchor_strike": 4010.0,
         "first_value": -17314.999999999985,
@@ -5224,6 +5224,14 @@
           {
             "ts": 1792933320,
             "raw": -17794.0
+          },
+          {
+            "ts": 1792933380,
+            "raw": -17794.0
+          },
+          {
+            "ts": 1792933440,
+            "raw": -17794.0
           }
         ],
         "sensitivity_scale": 15.0
@@ -9438,6 +9446,22 @@
             "needed_contracts": 0,
             "needed_pct": 0.0,
             "target_strike": 4010.0
+          },
+          {
+            "ts": 1792933380,
+            "balance_strike": 4017.81,
+            "total_vol": 4726,
+            "needed_contracts": 0,
+            "needed_pct": 0.0,
+            "target_strike": 4010.0
+          },
+          {
+            "ts": 1792933440,
+            "balance_strike": 4017.81,
+            "total_vol": 4726,
+            "needed_contracts": 0,
+            "needed_pct": 0.0,
+            "target_strike": 4010.0
           }
         ]
       },
@@ -9451,14 +9475,14 @@
         "k_sigma": 0.0396,
         "k_sigma_rem": 0.0615,
         "sigma_full_day": 53.02,
-        "sigma_remaining": 34.17,
-        "tau_days": 1.185805,
+        "sigma_remaining": 34.15,
+        "tau_days": 1.184407,
         "tau0_days": 2.854398,
         "p_brownian_pct": 95.1,
         "p_ou_pct": 99.85,
-        "p_pin_expiry_pct": 17.57,
+        "p_pin_expiry_pct": 17.58,
         "amplification": 1.05,
-        "kappa": 3.8836,
+        "kappa": 3.8882,
         "kappa_tau": 4.6052,
         "kappa_tau_label": "КАП (κ не оценён)",
         "quality": "STRONG",
@@ -9547,7 +9571,7 @@
       },
       "gex": {
         "total_gex": -38934938.6,
-        "flip_strike": 4039.87,
+        "flip_strike": 4039.86,
         "positive_gex_zone": [
           3000.0,
           3250.0,
@@ -9629,7 +9653,7 @@
         "signal": "DECAY_FAST (−36.9%) — быстрый тайм-декей"
       },
       "gex_walls": {
-        "gamma_flip": 4039.87,
+        "gamma_flip": 4039.86,
         "regime_bias": "ACCELERATING",
         "call_walls": [
           {
@@ -10063,7 +10087,7 @@
         "opt_delta_bias": -218.4
       },
       "greeks_flow": {
-        "vanna_net": 11.24,
+        "vanna_net": 11.23,
         "charm_hr": -5.76,
         "vanna_peak": 3950.0,
         "charm_peak": 3950.0
@@ -10088,30 +10112,30 @@
       "straddle_premium": 57.9,
       "session_iv": 17.465,
       "qs_method": "qs_sigma",
-      "sigma_pts": 54.17,
+      "sigma_pts": 54.15,
       "center": 4010.0,
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-      "level_minus1": 3955.83,
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-      "level_minus2": 3901.66,
-      "level_plus3": 4172.5,
-      "level_minus3": 3847.5,
-      "dte_days": 2.185805,
+      "level_plus1": 4064.15,
+      "level_minus1": 3955.85,
+      "level_plus2": 4118.3,
+      "level_minus2": 3901.7,
+      "level_plus3": 4172.45,
+      "level_minus3": 3847.55,
+      "dte_days": 2.184407,
       "active_tab_expiry_date": "2026-10-27",
       "sigma": {
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           "iv": 0.17465,
           "iv_pct": 17.465,
-          "dte_days": 2.185805,
+          "dte_days": 2.184407,
           "future": 4007.9,
           "center": 4010.0,
-          "sigma_pts": 54.17,
-          "level_plus1": 4064.17,
-          "level_minus1": 3955.83,
-          "level_plus2": 4118.34,
-          "level_minus2": 3901.66,
-          "level_plus3": 4172.5,
-          "level_minus3": 3847.5,
+          "sigma_pts": 54.15,
+          "level_plus1": 4064.15,
+          "level_minus1": 3955.85,
+          "level_plus2": 4118.3,
+          "level_minus2": 3901.7,
+          "level_plus3": 4172.45,
+          "level_minus3": 3847.55,
           "level_plus0_5": 4037.08,
           "level_minus0_5": 3982.92
         }
@@ -13549,8 +13573,8 @@
       ],
       "active_tab": "2D",
       "selected_tab_info": "2D (экс. 27.10 Вт) 2DTE",
-      "data_age_sec": 4.0,
-      "data_ts": 1792933342,
+      "data_age_sec": 0.6,
+      "data_ts": 1792933466,
       "money_flow": {
         "anchor_strike": 4010.0,
         "first_value": -129273.90000000013,
@@ -15661,6 +15685,14 @@
           {
             "ts": 1792933320,
             "raw": -135347.1
+          },
+          {
+            "ts": 1792933380,
+            "raw": -135347.1
+          },
+          {
+            "ts": 1792933440,
+            "raw": -135347.1
           }
         ],
         "sensitivity_scale": 15.0
@@ -19875,6 +19907,22 @@
             "needed_contracts": 0,
             "needed_pct": 0.0,
             "target_strike": 4010.0
+          },
+          {
+            "ts": 1792933380,
+            "balance_strike": 4017.0,
+            "total_vol": 12660,
+            "needed_contracts": 0,
+            "needed_pct": 0.0,
+            "target_strike": 4010.0
+          },
+          {
+            "ts": 1792933440,
+            "balance_strike": 4017.0,
+            "total_vol": 12660,
+            "needed_contracts": 0,
+            "needed_pct": 0.0,
+            "target_strike": 4010.0
           }
         ]
       },
@@ -19888,14 +19936,14 @@
         "k_sigma": 0.0293,
         "k_sigma_rem": 0.039,
         "sigma_full_day": 71.56,
-        "sigma_remaining": 53.89,
-        "tau_days": 2.185805,
+        "sigma_remaining": 53.88,
+        "tau_days": 2.184407,
         "tau0_days": 3.85419,
         "p_brownian_pct": 96.89,
         "p_ou_pct": 99.91,
         "p_pin_expiry_pct": 11.2,
         "amplification": 1.03,
-        "kappa": 2.1069,
+        "kappa": 2.1082,
         "kappa_tau": 4.6052,
         "kappa_tau_label": "КАП (κ не оценён)",
         "quality": "STRONG",
@@ -20500,7 +20548,7 @@
         "opt_delta_bias": -1689.8
       },
       "greeks_flow": {
-        "vanna_net": 76.62,
+        "vanna_net": 76.58,
         "charm_hr": -29.88,
         "vanna_peak": 3800.0,
         "charm_peak": 3800.0
@@ -20525,32 +20573,32 @@
       "straddle_premium": 101.3,
       "session_iv": 22.61,
       "qs_method": "qs_sigma",
-      "sigma_pts": 108.01,
+      "sigma_pts": 108.0,
       "center": 4010.0,
-      "level_plus1": 4118.01,
-      "level_minus1": 3901.99,
-      "level_plus2": 4226.03,
-      "level_minus2": 3793.97,
-      "level_plus3": 4334.04,
-      "level_minus3": 3685.96,
-      "dte_days": 5.185805,
+      "level_plus1": 4118.0,
+      "level_minus1": 3902.0,
+      "level_plus2": 4226.0,
+      "level_minus2": 3794.0,
+      "level_plus3": 4334.0,
+      "level_minus3": 3686.0,
+      "dte_days": 5.184407,
       "active_tab_expiry_date": "2026-10-30",
       "sigma": {
         "qs_method": {
           "iv": 0.2261,
           "iv_pct": 22.61,
-          "dte_days": 5.185805,
+          "dte_days": 5.184407,
           "future": 4007.9,
           "center": 4010.0,
-          "sigma_pts": 108.01,
-          "level_plus1": 4118.01,
-          "level_minus1": 3901.99,
-          "level_plus2": 4226.03,
-          "level_minus2": 3793.97,
-          "level_plus3": 4334.04,
-          "level_minus3": 3685.96,
-          "level_plus0_5": 4064.01,
-          "level_minus0_5": 3955.99
+          "sigma_pts": 108.0,
+          "level_plus1": 4118.0,
+          "level_minus1": 3902.0,
+          "level_plus2": 4226.0,
+          "level_minus2": 3794.0,
+          "level_plus3": 4334.0,
+          "level_minus3": 3686.0,
+          "level_plus0_5": 4064.0,
+          "level_minus0_5": 3956.0
         }
       },
       "atm_greeks": {
@@ -21391,8 +21439,8 @@
       ],
       "active_tab": "5D",
       "selected_tab_info": "5D (экс. 30.10 Пт) 5DTE [КОНЕЦ НЕДЕЛИ — ПТ]",
-      "data_age_sec": 15.7,
-      "data_ts": 1792933330,
+      "data_age_sec": 16.7,
+      "data_ts": 1792933450,
       "money_flow": {
         "anchor_strike": 4010.0,
         "first_value": -1040652.7000000002,
@@ -23499,6 +23547,14 @@
           {
             "ts": 1792933320,
             "raw": -1041307.5
+          },
+          {
+            "ts": 1792933380,
+            "raw": -1041307.5
+          },
+          {
+            "ts": 1792933440,
+            "raw": -1041307.5
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         ],
         "sensitivity_scale": 15.0
@@ -27705,6 +27761,22 @@
             "needed_contracts": 1290,
             "needed_pct": 41.7,
             "target_strike": 4000.0
+          },
+          {
+            "ts": 1792933380,
+            "balance_strike": 4044.94,
+            "total_vol": 3096,
+            "needed_contracts": 1290,
+            "needed_pct": 41.7,
+            "target_strike": 4000.0
+          },
+          {
+            "ts": 1792933440,
+            "balance_strike": 4044.94,
+            "total_vol": 3096,
+            "needed_contracts": 1290,
+            "needed_pct": 41.7,
+            "target_strike": 4000.0
           }
         ]
       },
@@ -27718,14 +27790,14 @@
         "k_sigma": 0.0163,
         "k_sigma_rem": 0.0187,
         "sigma_full_day": 128.84,
-        "sigma_remaining": 112.07,
-        "tau_days": 5.185805,
+        "sigma_remaining": 112.05,
+        "tau_days": 5.184407,
         "tau0_days": 6.854421,
         "p_brownian_pct": 98.5,
         "p_ou_pct": 99.95,
         "p_pin_expiry_pct": 5.4,
         "amplification": 1.01,
-        "kappa": 0.888,
+        "kappa": 0.8883,
         "kappa_tau": 4.6052,
         "kappa_tau_label": "КАП (κ не оценён)",
         "quality": "STRONG",