Upload atm_data.json with huggingface_hub
Browse files- atm_data.json +297 -225
atm_data.json
CHANGED
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@@ -1,9 +1,9 @@
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{
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"ts":
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"last_data_ts":
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"datetime_utc": "2026-10-25T12:
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"future_price": 4007.9,
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"price_age_sec": 0.
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"atm_frozen": true,
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"frozen_strike": 4010.0,
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"frozen_ts": 1792776601,
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@@ -41,42 +41,42 @@
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"straddle_premium": 43.3,
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"session_iv": 15.08,
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"qs_method": "qs_sigma",
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"sigma_pts": 34.
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"center": 4010.0,
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"level_plus1": 4044.
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"level_minus1": 3975.
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"level_plus2": 4079.
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"level_minus2": 3940.
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"level_plus3": 4114.
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"level_minus3": 3905.
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"dte_days": 1.
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"active_tab_expiry_date": "2026-10-26",
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"sigma": {
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"qs_method": {
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"iv": 0.1508,
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"iv_pct": 15.08,
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"dte_days": 1.
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"future": 4007.9,
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"center": 4010.0,
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"sigma_pts": 34.
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"level_plus1": 4044.
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"level_minus1": 3975.
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"level_plus2": 4079.
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"level_minus2": 3940.
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"level_plus3": 4114.
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"level_minus3": 3905.
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"level_plus0_5": 4027.
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"level_minus0_5": 3992.
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}
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},
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"atm_greeks": {
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"call": {
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"delta": 49.38,
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"gamma": 0.74,
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"vega": 0.
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"theta": -8.
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"rho": -0.
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"iv": 23.
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"oi": 0,
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"volume": 52,
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"price": 20.6
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@@ -84,10 +84,10 @@
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"put": {
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"delta": -50.61,
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"gamma": 0.74,
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"vega": 0.
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"theta": -8.
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"rho": -0.
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"iv": 23.
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"oi": 1,
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"volume": 11,
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"price": 22.7
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@@ -106,8 +106,8 @@
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"p_g": 0.0,
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"c_d": 99.87,
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"p_d": -0.09,
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"c_iv":
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"p_iv": 164.
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},
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{
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"s": 3250.0,
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@@ -121,8 +121,8 @@
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"p_g": 0.0,
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"c_d": 99.87,
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"p_d": -0.12,
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"c_iv": 121.
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"p_iv":
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},
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{
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"s": 3300.0,
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"p_g": 0.0,
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"c_d": 99.87,
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"p_d": -0.13,
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"c_iv": 112.
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"p_iv": 113.
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},
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{
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"s": 3400.0,
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"p_g": 0.0,
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"c_d": 99.87,
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"p_d": -0.15,
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"c_iv": 95.
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"p_iv": 97.
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},
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{
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"s": 3500.0,
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"p_g": 0.0,
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"c_d": 99.86,
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"p_d": -0.18,
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"c_iv": 78.
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"p_iv": 81.
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},
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{
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"s": 3600.0,
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"p_g": 0.0,
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"c_d": 99.68,
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"p_d": -0.22,
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"c_iv": 68.
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"p_iv":
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},
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{
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"s": 3650.0,
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"p_g": 0.01,
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"c_d": 99.48,
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"p_d": -0.43,
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"c_iv":
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"p_iv": 62.
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},
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{
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"s": 3655.0,
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"p_g": 0.01,
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"c_d": 99.47,
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"p_d": -0.44,
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"c_iv":
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"p_iv": 61.
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},
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{
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"s": 3660.0,
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"p_g": 0.01,
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"c_d": 99.47,
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"p_d": -0.44,
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"c_iv": 62.
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"p_iv": 60.
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},
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{
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"s": 3665.0,
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"p_g": 0.01,
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"c_d": 99.46,
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"p_d": -0.62,
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"c_iv": 61.
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"p_iv": 62.
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},
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{
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"s": 3670.0,
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"p_g": 0.01,
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"c_d": 99.46,
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"p_d": -0.63,
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"c_iv": 60.
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"p_iv":
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},
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{
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"s": 3675.0,
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"p_g": 0.01,
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"c_d": 99.45,
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"p_d": -0.64,
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"c_iv": 59.
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"p_iv": 61.
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},
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{
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"s": 3680.0,
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"p_pr": 0.3,
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"c_g": 0.01,
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"p_g": 0.01,
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"c_d": 99.
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"p_d": -0.65,
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"c_iv": 58.
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"p_iv": 60.
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},
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{
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"s": 3685.0,
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"p_g": 0.01,
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"c_d": 99.26,
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"p_d": -0.65,
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"c_iv": 60.
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"p_iv": 59.
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},
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{
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"s": 3690.0,
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"p_g": 0.01,
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"c_d": 99.25,
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"p_d": -0.66,
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"c_iv": 59.
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"p_iv": 58.
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"s": 3695.0,
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"p_pr": 0.4,
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"c_g": 0.02,
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"p_g": 0.02,
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"c_d": 99.
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"p_d": -0.85,
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"c_iv": 58.
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"p_iv": 59.
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"s": 3700.0,
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"p_g": 0.02,
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"c_d": 99.24,
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"p_d": -0.86,
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"c_iv": 57.
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"p_iv": 58.
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"s": 3705.0,
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"c_d": 99.05,
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"p_d": -0.87,
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"c_iv": 58.7,
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"p_iv":
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"s": 3710.0,
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"p_g": 0.35,
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"c_d": 85.31,
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"p_d": -14.82,
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"c_iv": 28.
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"p_iv": 29.07
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"p_g": 0.37,
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"c_d": 83.94,
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"p_d": -16.18,
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"c_iv": 28.
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"s": 3950.0,
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"p_g": 0.4,
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"c_d": 82.38,
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"p_d": -17.74,
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"c_iv": 27.
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"s": 3955.0,
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"p_g": 0.43,
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"c_d": 80.62,
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"p_d": -19.36,
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"c_iv": 27.
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"p_iv": 27.
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"s": 3960.0,
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"p_g": 0.47,
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"c_d": 78.79,
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"p_d": -21.31,
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"c_iv": 26.
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"p_iv": 27.
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"s": 3965.0,
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"p_g": 0.5,
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"c_d": 76.66,
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"p_d": -23.33,
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"c_iv": 26.
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"p_iv": 26.
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{
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"s": 3970.0,
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"p_g": 0.53,
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"c_d": 74.45,
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"p_d": -25.64,
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"p_iv": 26.
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"s": 3975.0,
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"p_g": 0.57,
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"c_d": 71.95,
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"p_d": -28.04,
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"c_iv": 25.
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"s": 3980.0,
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"p_g": 0.6,
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"c_d": 69.28,
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"p_d": -30.7,
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"s": 3985.0,
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"p_g": 0.63,
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"c_d": 66.36,
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"p_d": -33.62,
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"c_iv": 24.
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"s": 3990.0,
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"p_g": 0.67,
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"c_d": 63.29,
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"p_d": -36.69,
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"s": 3995.0,
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"p_g": 0.69,
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"c_d": 60.03,
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"p_d": -39.96,
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"s": 4000.0,
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"p_g": 0.71,
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"c_d": 56.59,
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"p_d": -43.39,
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"s": 4005.0,
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"p_g": 0.73,
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"c_d": 53.03,
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"p_d": -46.95,
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"p_g": 0.74,
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"c_d": 49.38,
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"p_d": -50.61,
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"p_g": 0.74,
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"c_d": 45.67,
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"p_d": -54.31,
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"p_g": 0.73,
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"c_d": 41.95,
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"p_d": -58.04,
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"p_g": 0.72,
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"c_d": 38.31,
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"p_d": -61.68,
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"p_g": 0.7,
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"c_d": 34.7,
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"p_d": -65.29,
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"p_g": 0.67,
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"c_d": 31.29,
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"p_d": -68.7,
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"s": 4040.0,
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],
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"active_tab": "1D",
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"selected_tab_info": "1D (экс. 26.10 Пн) 1DTE",
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"data_age_sec":
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"data_ts":
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"money_flow": {
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"anchor_strike": 4010.0,
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"first_value": -17314.999999999985,
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{
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"ts": 1792931700,
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"raw": -17794.0
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],
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"sensitivity_scale": 15.0
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"needed_contracts": 0,
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"needed_pct": 0.0,
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"target_strike": 4010.0
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@@ -9127,14 +9151,14 @@
|
|
| 9127 |
"k_sigma": 0.0396,
|
| 9128 |
"k_sigma_rem": 0.061,
|
| 9129 |
"sigma_full_day": 53.02,
|
| 9130 |
-
"sigma_remaining": 34.
|
| 9131 |
-
"tau_days": 1.
|
| 9132 |
"tau0_days": 2.854398,
|
| 9133 |
-
"p_brownian_pct": 95.
|
| 9134 |
"p_ou_pct": 99.85,
|
| 9135 |
-
"p_pin_expiry_pct": 17.
|
| 9136 |
"amplification": 1.05,
|
| 9137 |
-
"kappa": 3.
|
| 9138 |
"kappa_tau": 4.6052,
|
| 9139 |
"kappa_tau_label": "КАП (κ не оценён)",
|
| 9140 |
"quality": "STRONG",
|
|
@@ -9223,7 +9247,7 @@
|
|
| 9223 |
},
|
| 9224 |
"gex": {
|
| 9225 |
"total_gex": -38914056.4,
|
| 9226 |
-
"flip_strike": 4039.
|
| 9227 |
"positive_gex_zone": [
|
| 9228 |
3000.0,
|
| 9229 |
3250.0,
|
|
@@ -9291,21 +9315,21 @@
|
|
| 9291 |
]
|
| 9292 |
},
|
| 9293 |
"iv_skew": {
|
| 9294 |
-
"risk_reversal": 3.
|
| 9295 |
"call_25d_iv": 22.93,
|
| 9296 |
-
"put_25d_iv": 26.
|
| 9297 |
-
"atm_iv": 23.
|
| 9298 |
"skew_bias": "PUT_SKEW (BEARISH)"
|
| 9299 |
},
|
| 9300 |
"straddle_theory": {
|
| 9301 |
-
"str_theory": 66.
|
| 9302 |
"str_real": 42.3,
|
| 9303 |
-
"premium_ratio": 0.
|
| 9304 |
-
"premium_excess": -24.
|
| 9305 |
-
"signal": "DECAY_FAST (−36.
|
| 9306 |
},
|
| 9307 |
"gex_walls": {
|
| 9308 |
-
"gamma_flip": 4039.
|
| 9309 |
"regime_bias": "ACCELERATING",
|
| 9310 |
"call_walls": [
|
| 9311 |
{
|
|
@@ -9739,7 +9763,7 @@
|
|
| 9739 |
"opt_delta_bias": -218.4
|
| 9740 |
},
|
| 9741 |
"greeks_flow": {
|
| 9742 |
-
"vanna_net": 11.
|
| 9743 |
"charm_hr": -5.68,
|
| 9744 |
"vanna_peak": 3950.0,
|
| 9745 |
"charm_peak": 3950.0
|
|
@@ -9764,42 +9788,42 @@
|
|
| 9764 |
"straddle_premium": 57.9,
|
| 9765 |
"session_iv": 17.465,
|
| 9766 |
"qs_method": "qs_sigma",
|
| 9767 |
-
"sigma_pts": 54.
|
| 9768 |
"center": 4010.0,
|
| 9769 |
-
"level_plus1": 4064.
|
| 9770 |
-
"level_minus1": 3955.
|
| 9771 |
-
"level_plus2": 4118.
|
| 9772 |
-
"level_minus2": 3901.
|
| 9773 |
-
"level_plus3": 4173.
|
| 9774 |
-
"level_minus3": 3846.
|
| 9775 |
-
"dte_days": 2.
|
| 9776 |
"active_tab_expiry_date": "2026-10-27",
|
| 9777 |
"sigma": {
|
| 9778 |
"qs_method": {
|
| 9779 |
"iv": 0.17465,
|
| 9780 |
"iv_pct": 17.465,
|
| 9781 |
-
"dte_days": 2.
|
| 9782 |
"future": 4007.9,
|
| 9783 |
"center": 4010.0,
|
| 9784 |
-
"sigma_pts": 54.
|
| 9785 |
-
"level_plus1": 4064.
|
| 9786 |
-
"level_minus1": 3955.
|
| 9787 |
-
"level_plus2": 4118.
|
| 9788 |
-
"level_minus2": 3901.
|
| 9789 |
-
"level_plus3": 4173.
|
| 9790 |
-
"level_minus3": 3846.
|
| 9791 |
-
"level_plus0_5": 4037.
|
| 9792 |
-
"level_minus0_5": 3982.
|
| 9793 |
}
|
| 9794 |
},
|
| 9795 |
"atm_greeks": {
|
| 9796 |
"call": {
|
| 9797 |
"delta": 49.69,
|
| 9798 |
"gamma": 0.55,
|
| 9799 |
-
"vega": 1.
|
| 9800 |
-
"theta": -6.
|
| 9801 |
-
"rho": -0.
|
| 9802 |
-
"iv": 23.
|
| 9803 |
"oi": 10,
|
| 9804 |
"volume": 41,
|
| 9805 |
"price": 27.9
|
|
@@ -9807,10 +9831,10 @@
|
|
| 9807 |
"put": {
|
| 9808 |
"delta": -50.29,
|
| 9809 |
"gamma": 0.55,
|
| 9810 |
-
"vega": 1.
|
| 9811 |
-
"theta": -6.
|
| 9812 |
-
"rho": -0.
|
| 9813 |
-
"iv": 23.
|
| 9814 |
"oi": 70,
|
| 9815 |
"volume": 33,
|
| 9816 |
"price": 30.0
|
|
@@ -11299,7 +11323,7 @@
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|
| 11299 |
"p_g": 0.34,
|
| 11300 |
"c_d": 79.96,
|
| 11301 |
"p_d": -20.0,
|
| 11302 |
-
"c_iv": 26.
|
| 11303 |
"p_iv": 26.79
|
| 11304 |
},
|
| 11305 |
{
|
|
@@ -11314,8 +11338,8 @@
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|
| 11314 |
"p_g": 0.35,
|
| 11315 |
"c_d": 78.48,
|
| 11316 |
"p_d": -21.49,
|
| 11317 |
-
"c_iv": 26.
|
| 11318 |
-
"p_iv": 26.
|
| 11319 |
},
|
| 11320 |
{
|
| 11321 |
"s": 3950.0,
|
|
@@ -11329,8 +11353,8 @@
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|
| 11329 |
"p_g": 0.37,
|
| 11330 |
"c_d": 76.96,
|
| 11331 |
"p_d": -23.1,
|
| 11332 |
-
"c_iv": 26.
|
| 11333 |
-
"p_iv": 26.
|
| 11334 |
},
|
| 11335 |
{
|
| 11336 |
"s": 3955.0,
|
|
@@ -11344,8 +11368,8 @@
|
|
| 11344 |
"p_g": 0.39,
|
| 11345 |
"c_d": 75.22,
|
| 11346 |
"p_d": -24.74,
|
| 11347 |
-
"c_iv": 25.
|
| 11348 |
-
"p_iv": 25.
|
| 11349 |
},
|
| 11350 |
{
|
| 11351 |
"s": 3960.0,
|
|
@@ -11359,8 +11383,8 @@
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|
| 11359 |
"p_g": 0.41,
|
| 11360 |
"c_d": 73.45,
|
| 11361 |
"p_d": -26.6,
|
| 11362 |
-
"c_iv": 25.
|
| 11363 |
-
"p_iv": 25.
|
| 11364 |
},
|
| 11365 |
{
|
| 11366 |
"s": 3965.0,
|
|
@@ -11374,8 +11398,8 @@
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|
| 11374 |
"p_g": 0.43,
|
| 11375 |
"c_d": 71.48,
|
| 11376 |
"p_d": -28.49,
|
| 11377 |
-
"c_iv": 25.
|
| 11378 |
-
"p_iv": 25.
|
| 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":
|
| 11393 |
-
"p_iv":
|
| 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.
|
| 11408 |
-
"p_iv": 24.
|
| 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.
|
| 11423 |
-
"p_iv": 24.
|
| 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.
|
| 11438 |
-
"p_iv": 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.
|
| 11453 |
-
"p_iv": 24.
|
| 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.
|
| 11468 |
-
"p_iv": 23.
|
| 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.
|
| 11483 |
-
"p_iv": 23.
|
| 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.
|
| 11498 |
-
"p_iv": 23.
|
| 11499 |
},
|
| 11500 |
{
|
| 11501 |
"s": 4010.0,
|
|
@@ -11509,8 +11533,8 @@
|
|
| 11509 |
"p_g": 0.55,
|
| 11510 |
"c_d": 49.69,
|
| 11511 |
"p_d": -50.29,
|
| 11512 |
-
"c_iv": 23.
|
| 11513 |
-
"p_iv": 23.
|
| 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.
|
| 11528 |
-
"p_iv": 23.
|
| 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.
|
| 11543 |
-
"p_iv":
|
| 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.
|
| 11558 |
-
"p_iv": 22.
|
| 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.
|
| 11573 |
-
"p_iv": 22.
|
| 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.
|
| 11588 |
-
"p_iv": 22.
|
| 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":
|
| 13229 |
-
"data_ts":
|
| 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
|
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| 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
|
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| 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.
|
| 19244 |
-
"tau_days": 2.
|
| 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.
|
| 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.
|
| 19408 |
"call_25d_iv": 22.67,
|
| 19409 |
-
"put_25d_iv": 25.
|
| 19410 |
-
"atm_iv": 23.
|
| 19411 |
"skew_bias": "PUT_SKEW (BEARISH)"
|
| 19412 |
},
|
| 19413 |
"straddle_theory": {
|
| 19414 |
-
"str_theory": 76.
|
| 19415 |
"str_real": 57.1,
|
| 19416 |
-
"premium_ratio": 0.
|
| 19417 |
-
"premium_excess": -19.
|
| 19418 |
-
"signal": "DECAY_FAST (−25.
|
| 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.
|
| 19856 |
-
"charm_hr": -29.
|
| 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.
|
| 19881 |
"center": 4010.0,
|
| 19882 |
-
"level_plus1": 4118.
|
| 19883 |
-
"level_minus1": 3901.
|
| 19884 |
-
"level_plus2": 4226.
|
| 19885 |
-
"level_minus2": 3793.
|
| 19886 |
-
"level_plus3": 4334.
|
| 19887 |
-
"level_minus3": 3685.
|
| 19888 |
-
"dte_days": 5.
|
| 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.
|
| 19895 |
"future": 4007.9,
|
| 19896 |
"center": 4010.0,
|
| 19897 |
-
"sigma_pts": 108.
|
| 19898 |
-
"level_plus1": 4118.
|
| 19899 |
-
"level_minus1": 3901.
|
| 19900 |
-
"level_plus2": 4226.
|
| 19901 |
-
"level_minus2": 3793.
|
| 19902 |
-
"level_plus3": 4334.
|
| 19903 |
-
"level_minus3": 3685.
|
| 19904 |
-
"level_plus0_5": 4064.
|
| 19905 |
-
"level_minus0_5": 3955.
|
| 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":
|
| 20747 |
-
"data_ts":
|
| 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
|
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|
| 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
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| 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.
|
| 26762 |
-
"tau_days": 5.
|
| 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.
|
| 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 |
+
"sigma_pts": 34.69,
|
| 62 |
+
"level_plus1": 4044.69,
|
| 63 |
+
"level_minus1": 3975.31,
|
| 64 |
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"level_plus2": 4079.38,
|
| 65 |
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"level_minus2": 3940.62,
|
| 66 |
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"level_plus3": 4114.08,
|
| 67 |
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"level_minus3": 3905.92,
|
| 68 |
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"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 |
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"theta": -8.98439,
|
| 78 |
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"rho": -0.00069,
|
| 79 |
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"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 |
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"theta": -8.98437,
|
| 89 |
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"rho": -0.00073,
|
| 90 |
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"iv": 23.56,
|
| 91 |
"oi": 1,
|
| 92 |
"volume": 11,
|
| 93 |
"price": 22.7
|
|
|
|
| 106 |
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|
| 107 |
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|
| 108 |
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|
| 109 |
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|
| 110 |
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|
| 111 |
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|
| 112 |
{
|
| 113 |
"s": 3250.0,
|
|
|
|
| 121 |
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|
| 122 |
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|
| 123 |
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|
| 124 |
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|
| 125 |
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|
| 126 |
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|
| 127 |
{
|
| 128 |
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|
|
|
|
| 136 |
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|
| 137 |
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|
| 138 |
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|
| 139 |
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|
| 140 |
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|
| 141 |
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|
| 142 |
{
|
| 143 |
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|
|
|
|
| 151 |
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|
| 152 |
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| 153 |
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|
| 154 |
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|
| 155 |
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|
| 156 |
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|
| 157 |
{
|
| 158 |
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|
|
|
| 166 |
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|
| 167 |
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| 168 |
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|
| 169 |
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|
| 170 |
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|
| 171 |
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|
| 172 |
{
|
| 173 |
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|
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|
| 181 |
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| 182 |
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| 183 |
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|
| 184 |
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|
| 185 |
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|
| 186 |
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|
| 187 |
{
|
| 188 |
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|
|
|
| 196 |
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|
| 197 |
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| 198 |
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|
| 199 |
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|
| 200 |
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|
| 201 |
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|
| 202 |
{
|
| 203 |
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|
|
|
| 211 |
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|
| 212 |
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| 213 |
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|
| 214 |
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|
| 215 |
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|
| 216 |
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|
| 217 |
{
|
| 218 |
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|
|
|
| 226 |
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|
| 227 |
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| 228 |
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|
| 229 |
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|
| 230 |
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|
| 231 |
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|
| 232 |
{
|
| 233 |
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|
|
|
| 241 |
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|
| 242 |
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| 243 |
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|
| 244 |
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| 245 |
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|
| 246 |
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|
| 247 |
{
|
| 248 |
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|
|
|
| 256 |
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| 257 |
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| 258 |
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|
| 259 |
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| 260 |
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|
| 261 |
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| 262 |
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|
| 263 |
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|
|
|
| 271 |
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| 272 |
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| 273 |
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| 274 |
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| 275 |
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|
| 276 |
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| 277 |
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| 278 |
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| 284 |
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|
| 291 |
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| 292 |
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| 293 |
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|
|
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| 301 |
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| 305 |
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|
| 306 |
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| 307 |
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| 308 |
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|
|
| 316 |
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| 320 |
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|
| 321 |
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| 322 |
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| 323 |
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| 329 |
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| 337 |
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| 338 |
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|
| 351 |
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| 352 |
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| 353 |
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| 362 |
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| 368 |
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| 1066 |
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| 1071 |
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| 1072 |
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| 1081 |
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| 1101 |
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| 1102 |
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|
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| 1111 |
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| 1115 |
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|
| 1116 |
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| 1117 |
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| 1126 |
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| 1130 |
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|
| 1131 |
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| 1141 |
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|
| 1146 |
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| 1147 |
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| 1156 |
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|
| 1161 |
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| 1162 |
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| 1171 |
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| 1176 |
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| 1177 |
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| 1191 |
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| 1192 |
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| 1201 |
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| 1207 |
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| 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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|
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| 1231 |
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| 1232 |
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| 1233 |
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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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| 1266 |
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| 1267 |
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| 1276 |
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| 1277 |
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| 1279 |
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| 1281 |
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| 1282 |
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| 1291 |
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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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|
| 1311 |
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| 1312 |
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| 1325 |
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|
| 1326 |
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| 1327 |
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| 1328 |
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| 1336 |
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| 1339 |
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| 1340 |
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|
| 1341 |
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| 1342 |
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| 1343 |
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| 1351 |
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| 1355 |
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|
| 1356 |
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|
| 1357 |
{
|
| 1358 |
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|
|
|
|
| 3112 |
],
|
| 3113 |
"active_tab": "1D",
|
| 3114 |
"selected_tab_info": "1D (экс. 26.10 Пн) 1DTE",
|
| 3115 |
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"data_age_sec": 21.1,
|
| 3116 |
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|
| 3117 |
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|
| 3118 |
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|
| 3119 |
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|
|
|
|
| 5116 |
{
|
| 5117 |
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|
| 5118 |
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|
| 5119 |
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|
| 5120 |
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{
|
| 5121 |
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|
| 5122 |
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|
| 5123 |
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|
| 5124 |
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{
|
| 5125 |
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|
| 5126 |
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|
| 5127 |
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|
| 5128 |
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|
| 5129 |
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|
|
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"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 |
"money_flow": {
|
| 20797 |
"anchor_strike": 4010.0,
|
| 20798 |
"first_value": -1040652.7000000002,
|
|
|
|
| 22795 |
{
|
| 22796 |
"ts": 1792931760,
|
| 22797 |
"raw": -1041307.5
|
| 22798 |
+
},
|
| 22799 |
+
{
|
| 22800 |
+
"ts": 1792931820,
|
| 22801 |
+
"raw": -1041307.5
|
| 22802 |
+
},
|
| 22803 |
+
{
|
| 22804 |
+
"ts": 1792931880,
|
| 22805 |
+
"raw": -1041307.5
|
| 22806 |
}
|
| 22807 |
],
|
| 22808 |
"sensitivity_scale": 15.0
|
|
|
|
| 26801 |
"needed_contracts": 1290,
|
| 26802 |
"needed_pct": 41.7,
|
| 26803 |
"target_strike": 4000.0
|
| 26804 |
+
},
|
| 26805 |
+
{
|
| 26806 |
+
"ts": 1792931820,
|
| 26807 |
+
"balance_strike": 4044.94,
|
| 26808 |
+
"total_vol": 3096,
|
| 26809 |
+
"needed_contracts": 1290,
|
| 26810 |
+
"needed_pct": 41.7,
|
| 26811 |
+
"target_strike": 4000.0
|
| 26812 |
+
},
|
| 26813 |
+
{
|
| 26814 |
+
"ts": 1792931880,
|
| 26815 |
+
"balance_strike": 4044.94,
|
| 26816 |
+
"total_vol": 3096,
|
| 26817 |
+
"needed_contracts": 1290,
|
| 26818 |
+
"needed_pct": 41.7,
|
| 26819 |
+
"target_strike": 4000.0
|
| 26820 |
}
|
| 26821 |
]
|
| 26822 |
},
|
|
|
|
| 26830 |
"k_sigma": 0.0163,
|
| 26831 |
"k_sigma_rem": 0.0187,
|
| 26832 |
"sigma_full_day": 128.84,
|
| 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",
|