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Upload atm_data.json with huggingface_hub

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  1. atm_data.json +297 -225
atm_data.json CHANGED
@@ -1,9 +1,9 @@
1
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3112
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@@ -5116,6 +5116,14 @@
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  {
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5119
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@@ -9114,6 +9122,22 @@
9114
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9116
  "target_strike": 4010.0
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
9117
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9119
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9127
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@@ -9223,7 +9247,7 @@
9223
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@@ -9291,21 +9315,21 @@
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@@ -9739,7 +9763,7 @@
9739
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11360
  "c_d": 73.45,
11361
  "p_d": -26.6,
11362
- "c_iv": 25.51,
11363
- "p_iv": 25.59
11364
  },
11365
  {
11366
  "s": 3965.0,
@@ -11374,8 +11398,8 @@
11374
  "p_g": 0.43,
11375
  "c_d": 71.48,
11376
  "p_d": -28.49,
11377
- "c_iv": 25.29,
11378
- "p_iv": 25.28
11379
  },
11380
  {
11381
  "s": 3970.0,
@@ -11389,8 +11413,8 @@
11389
  "p_g": 0.45,
11390
  "c_d": 69.48,
11391
  "p_d": -30.49,
11392
- "c_iv": 24.99,
11393
- "p_iv": 24.98
11394
  },
11395
  {
11396
  "s": 3975.0,
@@ -11404,8 +11428,8 @@
11404
  "p_g": 0.47,
11405
  "c_d": 67.31,
11406
  "p_d": -32.67,
11407
- "c_iv": 24.77,
11408
- "p_iv": 24.77
11409
  },
11410
  {
11411
  "s": 3980.0,
@@ -11419,8 +11443,8 @@
11419
  "p_g": 0.48,
11420
  "c_d": 65.09,
11421
  "p_d": -34.88,
11422
- "c_iv": 24.47,
11423
- "p_iv": 24.47
11424
  },
11425
  {
11426
  "s": 3985.0,
@@ -11434,8 +11458,8 @@
11434
  "p_g": 0.5,
11435
  "c_d": 62.73,
11436
  "p_d": -37.25,
11437
- "c_iv": 24.25,
11438
- "p_iv": 24.24
11439
  },
11440
  {
11441
  "s": 3990.0,
@@ -11449,8 +11473,8 @@
11449
  "p_g": 0.51,
11450
  "c_d": 60.28,
11451
  "p_d": -39.7,
11452
- "c_iv": 24.01,
11453
- "p_iv": 24.01
11454
  },
11455
  {
11456
  "s": 3995.0,
@@ -11464,8 +11488,8 @@
11464
  "p_g": 0.53,
11465
  "c_d": 57.72,
11466
  "p_d": -42.25,
11467
- "c_iv": 23.84,
11468
- "p_iv": 23.84
11469
  },
11470
  {
11471
  "s": 4000.0,
@@ -11479,8 +11503,8 @@
11479
  "p_g": 0.54,
11480
  "c_d": 55.11,
11481
  "p_d": -44.87,
11482
- "c_iv": 23.64,
11483
- "p_iv": 23.64
11484
  },
11485
  {
11486
  "s": 4005.0,
@@ -11494,8 +11518,8 @@
11494
  "p_g": 0.54,
11495
  "c_d": 52.43,
11496
  "p_d": -47.55,
11497
- "c_iv": 23.42,
11498
- "p_iv": 23.42
11499
  },
11500
  {
11501
  "s": 4010.0,
@@ -11509,8 +11533,8 @@
11509
  "p_g": 0.55,
11510
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11511
  "p_d": -50.29,
11512
- "c_iv": 23.25,
11513
- "p_iv": 23.26
11514
  },
11515
  {
11516
  "s": 4015.0,
@@ -11524,8 +11548,8 @@
11524
  "p_g": 0.55,
11525
  "c_d": 46.93,
11526
  "p_d": -53.05,
11527
- "c_iv": 23.14,
11528
- "p_iv": 23.14
11529
  },
11530
  {
11531
  "s": 4020.0,
@@ -11539,8 +11563,8 @@
11539
  "p_g": 0.55,
11540
  "c_d": 44.17,
11541
  "p_d": -55.83,
11542
- "c_iv": 23.07,
11543
- "p_iv": 22.99
11544
  },
11545
  {
11546
  "s": 4025.0,
@@ -11554,8 +11578,8 @@
11554
  "p_g": 0.55,
11555
  "c_d": 41.38,
11556
  "p_d": -58.59,
11557
- "c_iv": 22.89,
11558
- "p_iv": 22.89
11559
  },
11560
  {
11561
  "s": 4030.0,
@@ -11569,8 +11593,8 @@
11569
  "p_g": 0.54,
11570
  "c_d": 38.67,
11571
  "p_d": -61.31,
11572
- "c_iv": 22.84,
11573
- "p_iv": 22.85
11574
  },
11575
  {
11576
  "s": 4035.0,
@@ -11584,8 +11608,8 @@
11584
  "p_g": 0.53,
11585
  "c_d": 35.98,
11586
  "p_d": -64.0,
11587
- "c_iv": 22.77,
11588
- "p_iv": 22.77
11589
  },
11590
  {
11591
  "s": 4040.0,
@@ -13225,8 +13249,8 @@
13225
  ],
13226
  "active_tab": "2D",
13227
  "selected_tab_info": "2D (экс. 27.10 Вт) 2DTE",
13228
- "data_age_sec": 10.1,
13229
- "data_ts": 1792931767,
13230
  "money_flow": {
13231
  "anchor_strike": 4010.0,
13232
  "first_value": -129273.90000000013,
@@ -15229,6 +15253,14 @@
15229
  {
15230
  "ts": 1792931700,
15231
  "raw": -135347.1
 
 
 
 
 
 
 
 
15232
  }
15233
  ],
15234
  "sensitivity_scale": 15.0
@@ -19227,6 +19259,22 @@
19227
  "needed_contracts": 0,
19228
  "needed_pct": 0.0,
19229
  "target_strike": 4010.0
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
19230
  }
19231
  ]
19232
  },
@@ -19240,14 +19288,14 @@
19240
  "k_sigma": 0.0293,
19241
  "k_sigma_rem": 0.0388,
19242
  "sigma_full_day": 71.56,
19243
- "sigma_remaining": 54.12,
19244
- "tau_days": 2.203959,
19245
  "tau0_days": 3.85419,
19246
  "p_brownian_pct": 96.9,
19247
  "p_ou_pct": 99.91,
19248
  "p_pin_expiry_pct": 11.15,
19249
  "amplification": 1.03,
19250
- "kappa": 2.0895,
19251
  "kappa_tau": 4.6052,
19252
  "kappa_tau_label": "КАП (κ не оценён)",
19253
  "quality": "STRONG",
@@ -19404,18 +19452,18 @@
19404
  ]
19405
  },
19406
  "iv_skew": {
19407
- "risk_reversal": 3.15,
19408
  "call_25d_iv": 22.67,
19409
- "put_25d_iv": 25.82,
19410
- "atm_iv": 23.26,
19411
  "skew_bias": "PUT_SKEW (BEARISH)"
19412
  },
19413
  "straddle_theory": {
19414
- "str_theory": 76.42,
19415
  "str_real": 57.1,
19416
- "premium_ratio": 0.7472,
19417
- "premium_excess": -19.32,
19418
- "signal": "DECAY_FAST (−25.3%) — быстрый тайм-декей"
19419
  },
19420
  "gex_walls": {
19421
  "gamma_flip": 4058.22,
@@ -19852,8 +19900,8 @@
19852
  "opt_delta_bias": -1689.8
19853
  },
19854
  "greeks_flow": {
19855
- "vanna_net": 76.99,
19856
- "charm_hr": -29.65,
19857
  "vanna_peak": 3800.0,
19858
  "charm_peak": 3800.0
19859
  }
@@ -19877,32 +19925,32 @@
19877
  "straddle_premium": 101.3,
19878
  "session_iv": 22.61,
19879
  "qs_method": "qs_sigma",
19880
- "sigma_pts": 108.2,
19881
  "center": 4010.0,
19882
- "level_plus1": 4118.2,
19883
- "level_minus1": 3901.8,
19884
- "level_plus2": 4226.41,
19885
- "level_minus2": 3793.59,
19886
- "level_plus3": 4334.61,
19887
- "level_minus3": 3685.39,
19888
- "dte_days": 5.203959,
19889
  "active_tab_expiry_date": "2026-10-30",
19890
  "sigma": {
19891
  "qs_method": {
19892
  "iv": 0.2261,
19893
  "iv_pct": 22.61,
19894
- "dte_days": 5.203959,
19895
  "future": 4007.9,
19896
  "center": 4010.0,
19897
- "sigma_pts": 108.2,
19898
- "level_plus1": 4118.2,
19899
- "level_minus1": 3901.8,
19900
- "level_plus2": 4226.41,
19901
- "level_minus2": 3793.59,
19902
- "level_plus3": 4334.61,
19903
- "level_minus3": 3685.39,
19904
- "level_plus0_5": 4064.1,
19905
- "level_minus0_5": 3955.9
19906
  }
19907
  },
19908
  "atm_greeks": {
@@ -20743,8 +20791,8 @@
20743
  ],
20744
  "active_tab": "5D",
20745
  "selected_tab_info": "5D (экс. 30.10 Пт) 5DTE [КОНЕЦ НЕДЕЛИ — ПТ]",
20746
- "data_age_sec": 1.3,
20747
- "data_ts": 1792931776,
20748
  "money_flow": {
20749
  "anchor_strike": 4010.0,
20750
  "first_value": -1040652.7000000002,
@@ -22747,6 +22795,14 @@
22747
  {
22748
  "ts": 1792931760,
22749
  "raw": -1041307.5
 
 
 
 
 
 
 
 
22750
  }
22751
  ],
22752
  "sensitivity_scale": 15.0
@@ -26745,6 +26801,22 @@
26745
  "needed_contracts": 1290,
26746
  "needed_pct": 41.7,
26747
  "target_strike": 4000.0
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
26748
  }
26749
  ]
26750
  },
@@ -26758,14 +26830,14 @@
26758
  "k_sigma": 0.0163,
26759
  "k_sigma_rem": 0.0187,
26760
  "sigma_full_day": 128.84,
26761
- "sigma_remaining": 112.26,
26762
- "tau_days": 5.203959,
26763
  "tau0_days": 6.854421,
26764
  "p_brownian_pct": 98.51,
26765
  "p_ou_pct": 99.95,
26766
  "p_pin_expiry_pct": 5.39,
26767
  "amplification": 1.01,
26768
- "kappa": 0.8849,
26769
  "kappa_tau": 4.6052,
26770
  "kappa_tau_label": "КАП (κ не оценён)",
26771
  "quality": "STRONG",
 
1
  {
2
+ "ts": 1792931896,
3
+ "last_data_ts": 1792931896.400078,
4
+ "datetime_utc": "2026-10-25T12:38:18Z",
5
  "future_price": 4007.9,
6
+ "price_age_sec": 0.5,
7
  "atm_frozen": true,
8
  "frozen_strike": 4010.0,
9
  "frozen_ts": 1792776601,
 
41
  "straddle_premium": 43.3,
42
  "session_iv": 15.08,
43
  "qs_method": "qs_sigma",
44
+ "sigma_pts": 34.69,
45
  "center": 4010.0,
46
+ "level_plus1": 4044.69,
47
+ "level_minus1": 3975.31,
48
+ "level_plus2": 4079.38,
49
+ "level_minus2": 3940.62,
50
+ "level_plus3": 4114.08,
51
+ "level_minus3": 3905.92,
52
+ "dte_days": 1.20256,
53
  "active_tab_expiry_date": "2026-10-26",
54
  "sigma": {
55
  "qs_method": {
56
  "iv": 0.1508,
57
  "iv_pct": 15.08,
58
+ "dte_days": 1.20256,
59
  "future": 4007.9,
60
  "center": 4010.0,
61
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62
+ "level_plus1": 4044.69,
63
+ "level_minus1": 3975.31,
64
+ "level_plus2": 4079.38,
65
+ "level_minus2": 3940.62,
66
+ "level_plus3": 4114.08,
67
+ "level_minus3": 3905.92,
68
+ "level_plus0_5": 4027.35,
69
+ "level_minus0_5": 3992.65
70
  }
71
  },
72
  "atm_greeks": {
73
  "call": {
74
  "delta": 49.38,
75
  "gamma": 0.74,
76
+ "vega": 0.91809,
77
+ "theta": -8.98439,
78
+ "rho": -0.00069,
79
+ "iv": 23.56,
80
  "oi": 0,
81
  "volume": 52,
82
  "price": 20.6
 
84
  "put": {
85
  "delta": -50.61,
86
  "gamma": 0.74,
87
+ "vega": 0.91809,
88
+ "theta": -8.98437,
89
+ "rho": -0.00073,
90
+ "iv": 23.56,
91
  "oi": 1,
92
  "volume": 11,
93
  "price": 22.7
 
106
  "p_g": 0.0,
107
  "c_d": 99.87,
108
  "p_d": -0.09,
109
+ "c_iv": 168.09,
110
+ "p_iv": 164.69
111
  },
112
  {
113
  "s": 3250.0,
 
121
  "p_g": 0.0,
122
  "c_d": 99.87,
123
  "p_d": -0.12,
124
+ "c_iv": 121.62,
125
+ "p_iv": 122.08
126
  },
127
  {
128
  "s": 3300.0,
 
136
  "p_g": 0.0,
137
  "c_d": 99.87,
138
  "p_d": -0.13,
139
+ "c_iv": 112.75,
140
+ "p_iv": 113.87
141
  },
142
  {
143
  "s": 3400.0,
 
151
  "p_g": 0.0,
152
  "c_d": 99.87,
153
  "p_d": -0.15,
154
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155
+ "p_iv": 97.67
156
  },
157
  {
158
  "s": 3500.0,
 
166
  "p_g": 0.0,
167
  "c_d": 99.86,
168
  "p_d": -0.18,
169
+ "c_iv": 78.61,
170
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171
  },
172
  {
173
  "s": 3600.0,
 
181
  "p_g": 0.0,
182
  "c_d": 99.68,
183
  "p_d": -0.22,
184
+ "c_iv": 68.85,
185
+ "p_iv": 66.11
186
  },
187
  {
188
  "s": 3650.0,
 
196
  "p_g": 0.01,
197
  "c_d": 99.48,
198
  "p_d": -0.43,
199
+ "c_iv": 64.02,
200
+ "p_iv": 62.61
201
  },
202
  {
203
  "s": 3655.0,
 
211
  "p_g": 0.01,
212
  "c_d": 99.47,
213
  "p_d": -0.44,
214
+ "c_iv": 63.16,
215
+ "p_iv": 61.79
216
  },
217
  {
218
  "s": 3660.0,
 
226
  "p_g": 0.01,
227
  "c_d": 99.47,
228
  "p_d": -0.44,
229
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230
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231
  },
232
  {
233
  "s": 3665.0,
 
241
  "p_g": 0.01,
242
  "c_d": 99.46,
243
  "p_d": -0.62,
244
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245
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246
  },
247
  {
248
  "s": 3670.0,
 
256
  "p_g": 0.01,
257
  "c_d": 99.46,
258
  "p_d": -0.63,
259
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260
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261
  },
262
  {
263
  "s": 3675.0,
 
271
  "p_g": 0.01,
272
  "c_d": 99.45,
273
  "p_d": -0.64,
274
+ "c_iv": 59.74,
275
+ "p_iv": 61.23
276
  },
277
  {
278
  "s": 3680.0,
 
284
  "p_pr": 0.3,
285
  "c_g": 0.01,
286
  "p_g": 0.01,
287
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288
  "p_d": -0.65,
289
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290
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291
  },
292
  {
293
  "s": 3685.0,
 
301
  "p_g": 0.01,
302
  "c_d": 99.26,
303
  "p_d": -0.65,
304
+ "c_iv": 60.43,
305
+ "p_iv": 59.52
306
  },
307
  {
308
  "s": 3690.0,
 
316
  "p_g": 0.01,
317
  "c_d": 99.25,
318
  "p_d": -0.66,
319
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320
+ "p_iv": 58.67
321
  },
322
  {
323
  "s": 3695.0,
 
329
  "p_pr": 0.4,
330
  "c_g": 0.02,
331
  "p_g": 0.02,
332
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333
  "p_d": -0.85,
334
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335
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336
  },
337
  {
338
  "s": 3700.0,
 
346
  "p_g": 0.02,
347
  "c_d": 99.24,
348
  "p_d": -0.86,
349
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350
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351
  },
352
  {
353
  "s": 3705.0,
 
362
  "c_d": 99.05,
363
  "p_d": -0.87,
364
  "c_iv": 58.7,
365
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366
  },
367
  {
368
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1066
  "p_g": 0.35,
1067
  "c_d": 85.31,
1068
  "p_d": -14.82,
1069
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1070
  "p_iv": 29.07
1071
  },
1072
  {
 
1081
  "p_g": 0.37,
1082
  "c_d": 83.94,
1083
  "p_d": -16.18,
1084
+ "c_iv": 28.38,
1085
+ "p_iv": 28.55
1086
  },
1087
  {
1088
  "s": 3950.0,
 
1096
  "p_g": 0.4,
1097
  "c_d": 82.38,
1098
  "p_d": -17.74,
1099
+ "c_iv": 27.91,
1100
+ "p_iv": 28.06
1101
  },
1102
  {
1103
  "s": 3955.0,
 
1111
  "p_g": 0.43,
1112
  "c_d": 80.62,
1113
  "p_d": -19.36,
1114
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1115
+ "p_iv": 27.47
1116
  },
1117
  {
1118
  "s": 3960.0,
 
1126
  "p_g": 0.47,
1127
  "c_d": 78.79,
1128
  "p_d": -21.31,
1129
+ "c_iv": 26.94,
1130
+ "p_iv": 27.08
1131
  },
1132
  {
1133
  "s": 3965.0,
 
1141
  "p_g": 0.5,
1142
  "c_d": 76.66,
1143
  "p_d": -23.33,
1144
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1145
+ "p_iv": 26.56
1146
  },
1147
  {
1148
  "s": 3970.0,
 
1156
  "p_g": 0.53,
1157
  "c_d": 74.45,
1158
  "p_d": -25.64,
1159
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1160
+ "p_iv": 26.18
1161
  },
1162
  {
1163
  "s": 3975.0,
 
1171
  "p_g": 0.57,
1172
  "c_d": 71.95,
1173
  "p_d": -28.04,
1174
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1175
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1176
  },
1177
  {
1178
  "s": 3980.0,
 
1186
  "p_g": 0.6,
1187
  "c_d": 69.28,
1188
  "p_d": -30.7,
1189
+ "c_iv": 25.28,
1190
+ "p_iv": 25.27
1191
  },
1192
  {
1193
  "s": 3985.0,
 
1201
  "p_g": 0.63,
1202
  "c_d": 66.36,
1203
  "p_d": -33.62,
1204
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1205
+ "p_iv": 24.96
1206
  },
1207
  {
1208
  "s": 3990.0,
 
1216
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1217
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1218
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1219
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1220
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1221
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1222
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1223
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1231
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1232
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1233
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1234
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1235
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1236
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1237
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1238
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1246
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1247
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1248
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1249
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1250
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1251
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1252
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1253
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1261
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1262
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1263
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1264
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1265
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1266
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1267
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1268
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1276
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1277
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1278
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1279
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1280
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1281
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1282
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1283
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1291
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1292
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1293
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1294
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1295
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1296
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1297
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1298
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1306
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1307
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1308
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1309
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1310
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1311
  },
1312
  {
1313
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1321
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1322
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1323
  "p_d": -61.68,
1324
+ "c_iv": 23.11,
1325
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1326
  },
1327
  {
1328
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1336
  "p_g": 0.7,
1337
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1338
  "p_d": -65.29,
1339
+ "c_iv": 22.96,
1340
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1341
  },
1342
  {
1343
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1351
  "p_g": 0.67,
1352
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1353
  "p_d": -68.7,
1354
+ "c_iv": 22.96,
1355
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1356
  },
1357
  {
1358
  "s": 4040.0,
 
3112
  ],
3113
  "active_tab": "1D",
3114
  "selected_tab_info": "1D (экс. 26.10 Пн) 1DTE",
3115
+ "data_age_sec": 21.1,
3116
+ "data_ts": 1792931877,
3117
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3118
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3119
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5116
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5117
  "ts": 1792931700,
5118
  "raw": -17794.0
5119
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5120
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5121
+ "ts": 1792931760,
5122
+ "raw": -17794.0
5123
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5124
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5125
+ "ts": 1792931820,
5126
+ "raw": -17794.0
5127
  }
5128
  ],
5129
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9122
  "needed_contracts": 0,
9123
  "needed_pct": 0.0,
9124
  "target_strike": 4010.0
9125
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9126
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9127
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9128
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9129
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9130
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9131
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9132
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9133
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9134
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9135
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9136
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9137
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9138
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9139
+ "needed_pct": 0.0,
9140
+ "target_strike": 4010.0
9141
  }
9142
  ]
9143
  },
 
9151
  "k_sigma": 0.0396,
9152
  "k_sigma_rem": 0.061,
9153
  "sigma_full_day": 53.02,
9154
+ "sigma_remaining": 34.41,
9155
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9156
  "tau0_days": 2.854398,
9157
+ "p_brownian_pct": 95.13,
9158
  "p_ou_pct": 99.85,
9159
+ "p_pin_expiry_pct": 17.45,
9160
  "amplification": 1.05,
9161
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9162
  "kappa_tau": 4.6052,
9163
  "kappa_tau_label": "КАП (κ не оценён)",
9164
  "quality": "STRONG",
 
9247
  },
9248
  "gex": {
9249
  "total_gex": -38914056.4,
9250
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9251
  "positive_gex_zone": [
9252
  3000.0,
9253
  3250.0,
 
9315
  ]
9316
  },
9317
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9318
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9319
  "call_25d_iv": 22.93,
9320
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9321
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9322
  "skew_bias": "PUT_SKEW (BEARISH)"
9323
  },
9324
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9325
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9326
  "str_real": 42.3,
9327
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9328
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9329
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9330
  },
9331
  "gex_walls": {
9332
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9333
  "regime_bias": "ACCELERATING",
9334
  "call_walls": [
9335
  {
 
9763
  "opt_delta_bias": -218.4
9764
  },
9765
  "greeks_flow": {
9766
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9767
  "charm_hr": -5.68,
9768
  "vanna_peak": 3950.0,
9769
  "charm_peak": 3950.0
 
9788
  "straddle_premium": 57.9,
9789
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9790
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9791
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9792
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9793
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9794
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9795
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9796
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9797
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9798
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9799
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9800
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9801
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9802
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9803
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9804
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9805
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9806
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9807
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9808
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9809
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9810
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9811
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9812
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9813
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9814
+ "level_minus3": 3846.87,
9815
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9816
+ "level_minus0_5": 3982.81
9817
  }
9818
  },
9819
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9820
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9821
  "delta": 49.69,
9822
  "gamma": 0.55,
9823
+ "vega": 1.24242,
9824
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9825
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9826
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9827
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9828
  "volume": 41,
9829
  "price": 27.9
 
9831
  "put": {
9832
  "delta": -50.29,
9833
  "gamma": 0.55,
9834
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9835
+ "theta": -6.563,
9836
+ "rho": -0.00178,
9837
+ "iv": 23.29,
9838
  "oi": 70,
9839
  "volume": 33,
9840
  "price": 30.0
 
11323
  "p_g": 0.34,
11324
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11325
  "p_d": -20.0,
11326
+ "c_iv": 26.83,
11327
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11328
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11329
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11338
  "p_g": 0.35,
11339
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11340
  "p_d": -21.49,
11341
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11342
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11343
  },
11344
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11345
  "s": 3950.0,
 
11353
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11354
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11355
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11356
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11357
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11358
  },
11359
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11360
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11368
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11369
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11370
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11371
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11372
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11373
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11374
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11375
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11383
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11384
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11385
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11386
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11387
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11388
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11389
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11390
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11398
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11399
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11400
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11401
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11402
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11403
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11404
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11405
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11413
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11414
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11415
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11416
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11417
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11418
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11419
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11420
  "s": 3975.0,
 
11428
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11429
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11430
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11431
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11432
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11433
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11434
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11435
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11443
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11444
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11445
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11446
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11447
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11448
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11449
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11450
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11458
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11459
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11460
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11461
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11462
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11463
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11464
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11465
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11473
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11474
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11475
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11476
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11477
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11478
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11479
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11480
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11488
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11489
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11490
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11491
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11492
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11493
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11494
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11495
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11503
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11504
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11505
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11506
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11507
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11508
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11509
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11510
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11518
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11519
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11520
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11521
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11522
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11523
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11524
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11525
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11533
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11534
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11535
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11536
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11537
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11538
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11539
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11540
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11548
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11549
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11550
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11551
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11552
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11553
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11554
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11555
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11563
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11564
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11565
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11566
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11567
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11568
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11569
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11570
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11578
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11579
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11580
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11581
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11582
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11583
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11584
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11585
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11593
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11594
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11595
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11596
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11597
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11598
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11599
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11600
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11608
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11609
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11610
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11611
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11612
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11613
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11614
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11615
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13249
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13250
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13251
  "selected_tab_info": "2D (экс. 27.10 Вт) 2DTE",
13252
+ "data_age_sec": 11.2,
13253
+ "data_ts": 1792931887,
13254
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13255
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13256
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15253
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15254
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15255
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15256
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15257
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15258
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15259
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15260
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15261
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15262
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15263
+ "raw": -135347.1
15264
  }
15265
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15266
  "sensitivity_scale": 15.0
 
19259
  "needed_contracts": 0,
19260
  "needed_pct": 0.0,
19261
  "target_strike": 4010.0
19262
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19263
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19264
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19265
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19266
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19267
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19268
+ "needed_pct": 0.0,
19269
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19270
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19271
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19272
+ "ts": 1792931820,
19273
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19274
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19275
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19276
+ "needed_pct": 0.0,
19277
+ "target_strike": 4010.0
19278
  }
19279
  ]
19280
  },
 
19288
  "k_sigma": 0.0293,
19289
  "k_sigma_rem": 0.0388,
19290
  "sigma_full_day": 71.56,
19291
+ "sigma_remaining": 54.1,
19292
+ "tau_days": 2.20256,
19293
  "tau0_days": 3.85419,
19294
  "p_brownian_pct": 96.9,
19295
  "p_ou_pct": 99.91,
19296
  "p_pin_expiry_pct": 11.15,
19297
  "amplification": 1.03,
19298
+ "kappa": 2.0908,
19299
  "kappa_tau": 4.6052,
19300
  "kappa_tau_label": "КАП (κ не оценён)",
19301
  "quality": "STRONG",
 
19452
  ]
19453
  },
19454
  "iv_skew": {
19455
+ "risk_reversal": 3.2,
19456
  "call_25d_iv": 22.67,
19457
+ "put_25d_iv": 25.87,
19458
+ "atm_iv": 23.29,
19459
  "skew_bias": "PUT_SKEW (BEARISH)"
19460
  },
19461
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19462
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19463
  "str_real": 57.1,
19464
+ "premium_ratio": 0.7461,
19465
+ "premium_excess": -19.43,
19466
+ "signal": "DECAY_FAST (−25.4%) — быстрый тайм-декей"
19467
  },
19468
  "gex_walls": {
19469
  "gamma_flip": 4058.22,
 
19900
  "opt_delta_bias": -1689.8
19901
  },
19902
  "greeks_flow": {
19903
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19904
+ "charm_hr": -29.64,
19905
  "vanna_peak": 3800.0,
19906
  "charm_peak": 3800.0
19907
  }
 
19925
  "straddle_premium": 101.3,
19926
  "session_iv": 22.61,
19927
  "qs_method": "qs_sigma",
19928
+ "sigma_pts": 108.19,
19929
  "center": 4010.0,
19930
+ "level_plus1": 4118.19,
19931
+ "level_minus1": 3901.81,
19932
+ "level_plus2": 4226.38,
19933
+ "level_minus2": 3793.62,
19934
+ "level_plus3": 4334.56,
19935
+ "level_minus3": 3685.44,
19936
+ "dte_days": 5.20256,
19937
  "active_tab_expiry_date": "2026-10-30",
19938
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19939
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19940
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19941
  "iv_pct": 22.61,
19942
+ "dte_days": 5.20256,
19943
  "future": 4007.9,
19944
  "center": 4010.0,
19945
+ "sigma_pts": 108.19,
19946
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19947
+ "level_minus1": 3901.81,
19948
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19949
+ "level_minus2": 3793.62,
19950
+ "level_plus3": 4334.56,
19951
+ "level_minus3": 3685.44,
19952
+ "level_plus0_5": 4064.09,
19953
+ "level_minus0_5": 3955.91
19954
  }
19955
  },
19956
  "atm_greeks": {
 
20791
  ],
20792
  "active_tab": "5D",
20793
  "selected_tab_info": "5D (экс. 30.10 Пт) 5DTE [КОНЕЦ НЕДЕЛИ — ПТ]",
20794
+ "data_age_sec": 2.5,
20795
+ "data_ts": 1792931896,
20796
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20797
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20798
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22795
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22796
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22797
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22798
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22799
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22800
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22801
+ "raw": -1041307.5
22802
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22803
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22804
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22805
+ "raw": -1041307.5
22806
  }
22807
  ],
22808
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26801
  "needed_contracts": 1290,
26802
  "needed_pct": 41.7,
26803
  "target_strike": 4000.0
26804
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26805
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26806
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26807
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26808
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26809
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26810
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26811
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26812
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26813
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26814
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26815
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26816
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26817
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26818
+ "needed_pct": 41.7,
26819
+ "target_strike": 4000.0
26820
  }
26821
  ]
26822
  },
 
26830
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26831
  "k_sigma_rem": 0.0187,
26832
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26833
+ "sigma_remaining": 112.25,
26834
+ "tau_days": 5.20256,
26835
  "tau0_days": 6.854421,
26836
  "p_brownian_pct": 98.51,
26837
  "p_ou_pct": 99.95,
26838
  "p_pin_expiry_pct": 5.39,
26839
  "amplification": 1.01,
26840
+ "kappa": 0.8852,
26841
  "kappa_tau": 4.6052,
26842
  "kappa_tau_label": "КАП (κ не оценён)",
26843
  "quality": "STRONG",