วันนี้ระบบรันไปแล้ว 3 รอบ (am/noon/pm) ไม่มี ERROR ร้ายแรง แต่มี WARN รวม 4 ตัว ทุก section เขียวหมด ไม่ต้องอ่านต่อ.
CME Quotes (ล็อกรอบแรกของวัน, แหล่งหลัก) = 4204.60
MT5 daily_opens.csv (fallback) เขียนล่าสุด 2026-10-02 23:30 (0.1 ชม.ที่แล้ว) · วันที่ในไฟล์ 20261002 · 8 symbol · GOLD.f open=4205.48
CME กับ MT5 ตรงกัน (ต่าง 0.88 จุด)
| รอบ | ครั้ง | payload | WARN | ERROR | ล่าสุด | |
|---|---|---|---|---|---|---|
| 🟢 | am | 2 | 115/115 | 0 | 0 | 06:54 |
| 🟢 | noon | 2 | 115/115 | 2 | 0 | 15:07 |
| 🟢 | pm | 4 | 115/115 | 2 | 0 | 23:34 |
WARN สูงสุด 2 ตัว: RTY (spec บาง field ยัง verify ไม่ครบ) + DJ (spec ยังไม่ verify กับหน้า CME จริง) = ปกติ
| SYM | Daily | Weekly | Monthly | EOM |
|---|---|---|---|---|
| GC | 🟢 06:49 | 🟢 06:50 | 🟢 06:50 | - |
| SI | 🟢 06:51 | 🟢 06:51 | 🟢 06:51 | - |
| CL | 🟢 06:51 | 🟢 06:52 | 🟢 06:52 | - |
| NQ | 🟢 06:52 | 🟢 06:52 | 🟢 06:52 | 🟢 06:52 |
| ES | 🟢 06:53 | 🟢 06:53 | 🟢 06:53 | 🟢 06:53 |
| RTY | 🟢 06:53 | 🟢 06:53 | 🟢 06:53 | 🟢 06:54 |
| DJ | - | 🟢 06:54 | 🟢 06:54 | - |
ตัดสินจากคอลัมน์ Date ในเนื้อไฟล์ ไม่ใช่เวลาแก้ไขไฟล์
| SYM | scope | .f $ | gamma flip | ห่าง | สถานะ | T-1 |
|---|---|---|---|---|---|---|
| GC | Daily | 4,213.80 | 4,216.44 | +0.06% | ใต้ flip (ขยายแรง) | ✅ 2671% |
| GC | Weekly | 4,212.90 | 4,219.01 | +0.15% | ใต้ flip (ขยายแรง) | ✅ 895% |
| GC | Monthly | 4,212.70 | 4,251.70 | +0.93% | ใต้ flip (ขยายแรง) | ✅ 137% |
| SI | Daily | 61.49 | 61.51 | +0.02% | ใต้ flip (ขยายแรง) | ✅ 13723% |
| SI | Weekly | 61.44 | 62.54 | +1.80% | ใต้ flip (ขยายแรง) | ✅ 108% |
| SI | Monthly | 61.45 | 64.28 | +4.60% | ใต้ flip (ขยายแรง) | ✅ 48% |
| CL | Daily | 90.98 | 92.66 | +1.85% | ใต้ flip (ขยายแรง) | ✅ 32% |
| CL | Weekly | 90.95 | 89.29 | -1.83% | เหนือ flip (ตรึง) | ✅ 14% |
| CL | Monthly | 90.94 | 91.72 | +0.86% | ใต้ flip (ขยายแรง) | ✅ 19% |
| NQ | Daily | 30,922.50 | 30,766.98 | -0.50% | เหนือ flip (ตรึง) | ✅ 158% |
| NQ | Weekly | 30,919.00 | 30,616.12 | -0.98% | เหนือ flip (ตรึง) | ✅ 84% |
| NQ | Monthly | 30,921.75 | 30,283.96 | -2.06% | เหนือ flip (ตรึง) | ✅ 34% |
| NQ | EOM | 30,916.75 | 30,368.95 | -1.77% | เหนือ flip (ตรึง) | - |
| ES | Daily | 7,745.50 | 7,749.96 | +0.06% | ใต้ flip (ขยายแรง) | ⚠ 745% |
| ES | Weekly | 7,746.00 | 7,790.96 | +0.58% | ใต้ flip (ขยายแรง) | ✅ 95% |
| ES | Monthly | 7,745.75 | 7,798.11 | +0.68% | ใต้ flip (ขยายแรง) | ✅ 94% |
| ES | EOM | 7,746.25 | 7,873.21 | +1.64% | ใต้ flip (ขยายแรง) | - |
| RTY | Daily | 2,838.70 | 2,845.18 | +0.23% | ใต้ flip (ขยายแรง) | ⚠ 299% |
| RTY | Weekly | 2,839.40 | 2,776.35 | -2.22% | เหนือ flip (ตรึง) | ✅ 0% |
| RTY | Monthly | 2,838.80 | 3,032.45 | +6.82% | ใต้ flip (ขยายแรง) | ✅ 4% |
| RTY | EOM | 2,838.70 | 2,975.00 | +4.80% | ใต้ flip (ขยายแรง) | - |
| DJ | Weekly | 51,387.00 | 51,882.30 | +0.96% | ใต้ flip (ขยายแรง) | ⚠ -86% |
| DJ | Monthly | 51,390.00 | 53,958.85 | +5.00% | ใต้ flip (ขยายแรง) | ✅ 1% |
ปิดโดยตั้งใจ (เก็บ raw ผ่าน HTTP แล้ว ไม่ถ่ายภาพ) · ลบไฟล์ C:\QT_Data\qs_http\SHOTS_OFF ถ้าจะกลับไปเช็ค/ถ่ายภาพ
เก็บได้ 4 จุด · 06:49 -> 23:30
| เช้า | ล่าสุด | เปลี่ยน | |
|---|---|---|---|
| FuturePrice | 4207.8000 | 4165.4000 | -42.4000 (-1.01%) |
| ATMVol | 0.3242 | 0.3621 | +0.0379 (+11.68%) |
| DTE | 0.7393 | 0.0430 | -0.6964 (-94.19%) |
| Delta25P | 4160.6703 | 4160.0994 | -0.5709 (-0.01%) |
| Delta25C | 4244.2263 | 4177.2735 | -66.9528 (-1.58%) |
| แบนด์ 25D | 83.56 | 17.17 | -66.38 |
แบนด์กว้างขึ้น = vol ขึ้นแรงกว่า time decay กินลง
ตารางเต็มทุกรอบจับข้อมูลจริงวันนี้ (4 รอบ) · เขียว/แดง = ขยับขึ้น/ลงจากรอบก่อนหน้า · ไม่มีสี = ค่าเดิม (แช่แข็ง)
| เวลา | ราคา | ATMVol | DTE | Delta25P | Delta25C | แบนด์25D |
|---|---|---|---|---|---|---|
| 06:49 | 4207.8 | 0.3242 | 0.7393 | 4160.67 | 4244.23 | 83.56 |
| 14:56 | 4215.7 | 0.3242 | 0.4077 | 4160.67 | 4244.23 | 83.56 |
| 21:03 | 4230.3 | 0.3464 | 0.1602 | 4201.81 | 4242.80 | 40.99 |
| 23:30 | 4165.4 | 0.3621 | 0.0430 | 4160.10 | 4177.27 | 17.17 |
| Target | รอบวันนี้ (HTTP, 5 นาที) | strike active วันนี้ | Top call vol | Top put vol |
|---|---|---|---|---|
| GC / Daily | 192 (00:00:04->23:30:01) | 231 | 557 @ 4250 | 917 @ 4200 |
| GC / Weekly | 150 (00:00:04->23:30:01) | 222 | 439 @ 4300 | 356 @ 4000 |
| GC / Monthly | 194 (00:00:04->23:30:01) | 623 | 1614 @ 4400 | 1750 @ 1000 |
| SI / Daily | 68 (00:00:04->23:25:02) | 202 | 235 @ 64 | 128 @ 60 |
| NQ / Daily | 236 (00:00:04->23:30:01) | 430 | 1879 @ 31300 | 2054 @ 29820 |
| ES / Daily | 236 (00:00:04->23:30:01) | 380 | 14816 @ 7800 | 29309 @ 7750 |
Volume เท่านั้น ไม่มี Open Interest -- flow วันนี้ ไม่ใช่ position สะสม · แหล่ง = HTTP shadow (tv_http_snapshot.py, ทุก 5 นาที, ไม่เปิด Chrome) หลังปิด DOM (TV_Volume_Intraday, 2026-09-28) · ยังไม่ผ่านขั้นทดสอบ edge ใดๆ (ดู STATE.md ก่อนเชื่อ)
churn ยิ่งใกล้ 1.0 ยิ่งน่าสนใจ (วอลุ่มวันนั้นกลายเป็นเปิด/ปิดสถานะจริง ไม่ใช่แค่ปั่นเข้าออก) · conviction = |ΔOI| × churn
GC Daily (20261002/pm) 🟢 · 15 strikes จริง
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4200.0 | +97 | 0.4110169491525424 | 39.86864406779661 | Delta45P |
| PUT | 4190.0 | +37 | 0.8043478260869565 | 29.76086956521739 | Delta45P |
| PUT | 4180.0 | +49 | 0.620253164556962 | 30.39240506329114 | Delta35P |
| PUT | 4175.0 | +86 | 0.6142857142857143 | 52.82857142857143 | Delta35P |
| PUT | 4165.0 | +39 | 0.639344262295082 | 24.934426229508198 | Delta25P |
ลด (down)
ไม่มี
GC Weekly (20261002/pm) 🟢 · 26 strikes จริง (quotes เห็นแค่ 24, กู้คืน 2)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4500.0 | +627 | 0.9372197309417041 | 587.6367713004485 | Delta5C |
| CALL | 4325.0 | +34 | 0.8717948717948718 | 29.641025641025642 | Delta15C |
| CALL | 4300.0 | +59 | 0.6704545454545454 | 39.55681818181818 | Delta25C |
| CALL | 4250.0 | +46 | 0.8518518518518519 | 39.18518518518518 | Delta35C |
| CALL | 4225.0 | +31 | 0.9117647058823529 | 28.264705882352942 | Delta45C |
ลด (down)
ไม่มี
GC Monthly (20261002/pm) 🟢 · 258 strikes จริง (quotes เห็นแค่ 242, กู้คืน 16)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4520.0 | +56 | 0.9180327868852459 | 51.40983606557377 | Delta15C |
| CALL | 4510.0 | +3138 | 0.7886403618999749 | 2474.753455642121 | Delta15C |
| CALL | 4330.0 | +60 | 0.7894736842105263 | 47.36842105263158 | Delta25C |
| CALL | 4250.0 | +305 | 0.5 | 152.5 | Delta45C |
| PUT | 3800.0 | +2561 | 0.4643699002719855 | 1189.251314596555 | Delta5P |
ลด (down)
ไม่มี
SI Daily (20261002/pm) 🟢 · 19 strikes จริง (quotes เห็นแค่ 17, กู้คืน 2)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 60.8 | +1 | 1.0 | 1.0 | Delta35P |
| PUT | 60.5 | +23 | 0.696969696969697 | 16.03030303030303 | Delta35P |
| PUT | 60.0 | +51 | 0.6219512195121951 | 31.71951219512195 | Delta25P |
| PUT | 59.8 | +11 | 0.8461538461538461 | 9.307692307692308 | Delta15P |
| PUT | 59.5 | +16 | 0.6666666666666666 | 10.666666666666666 | Delta15P |
ลด (down)
ไม่มี
SI Weekly (20261002/pm) 🟢 · 31 strikes จริง (quotes เห็นแค่ 25, กู้คืน 6)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 65.5 | +4 | 1.0 | 4.0 | Delta15C |
| CALL | 65.0 | +2 | 1.0 | 2.0 | Delta15C |
| PUT | 59.5 | +4 | 1.0 | 4.0 | Delta25P |
| PUT | 58.5 | +3 | 1.0 | 3.0 | Delta15P |
| PUT | 58.0 | +5 | 1.0 | 5.0 | Delta15P |
ลด (down)
ไม่มี
SI Monthly (20261002/pm) 🟢 · 123 strikes จริง (quotes เห็นแค่ 114, กู้คืน 9)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 67.0 | +21 | 0.7241379310344828 | 15.206896551724139 | Delta15C |
| PUT | 62.25 | +9 | 0.9 | 8.1 | Delta45C |
| CALL | 62.0 | +18 | 0.8181818181818182 | 14.727272727272728 | Delta45C |
| PUT | 54.0 | +41 | 0.47674418604651164 | 19.546511627906977 | Delta15P |
| PUT | 53.0 | +76 | 0.9156626506024096 | 69.59036144578313 | Delta5P |
ลด (down)
ไม่มี
CL Daily (20261002/pm) 🟢 · 21 strikes จริง (quotes เห็นแค่ 19, กู้คืน 2)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 93.0 | +127 | 0.43197278911564624 | 54.86054421768707 | Delta45C |
| PUT | 91.75 | +253 | 0.5205761316872428 | 131.70576131687244 | Delta35P |
| PUT | 91.0 | +149 | 0.27695167286245354 | 41.265799256505574 | Delta25P |
| PUT | 89.75 | +401 | 0.975669099756691 | 391.2433090024331 | Delta15P |
| PUT | 89.0 | +336 | 0.5946902654867257 | 199.8159292035398 | Delta5P |
ลด (down)
ไม่มี
CL Weekly (20261002/pm) 🟢 · 108 strikes จริง (quotes เห็นแค่ 76, กู้คืน 32)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 99.5 | +32 | 1.0 | 32.0 | Delta15C |
| CALL | 98.0 | +104 | 0.9719626168224299 | 101.08411214953271 | Delta25C |
| CALL | 96.0 | +31 | 0.96875 | 30.03125 | Delta35C |
| CALL | 95.5 | +30 | 1.0 | 30.0 | Delta35C |
| PUT | 90.5 | +80 | 0.8791208791208791 | 70.32967032967034 | Delta35P |
ลด (down)
ไม่มี
CL Monthly (20261002/pm) 🟢 · 102 strikes จริง (quotes เห็นแค่ 92, กู้คืน 10)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 110.0 | +417 | 0.3561058923996584 | 148.49615713065756 | Delta5C |
| CALL | 101.0 | +697 | 0.4925795053003534 | 343.3279151943463 | Delta25C |
| CALL | 92.0 | +308 | 0.30525272547076315 | 94.01783944499505 | Delta45P |
| PUT | 79.0 | +889 | 0.7764192139737991 | 690.2366812227074 | Delta5P |
| PUT | 76.0 | +571 | 0.47822445561139026 | 273.06616415410383 | Delta5P |
ลด (down)
ไม่มี
NQ Daily (20261002/pm) 🟢 · 90 strikes จริง (quotes เห็นแค่ 85, กู้คืน 5)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 31400.0 | +99 | 0.4604651162790698 | 45.586046511627906 | Delta5C |
| CALL | 31250.0 | +164 | 0.5836298932384342 | 95.7153024911032 | Delta5C |
| CALL | 31225.0 | +96 | 0.32989690721649484 | 31.670103092783506 | Delta5C |
| CALL | 31200.0 | +174 | 0.27230046948356806 | 47.38028169014084 | Delta5C |
| CALL | 31110.0 | +63 | 0.6631578947368421 | 41.77894736842105 | Delta15C |
ลด (down)
ไม่มี
NQ Weekly (20261002/pm) 🟢 · 123 strikes จริง (quotes เห็นแค่ 115, กู้คืน 8)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 32000.0 | +460 | 0.8112874779541446 | 373.19223985890653 | Delta5C |
| CALL | 31600.0 | +68 | 0.5573770491803278 | 37.90163934426229 | Delta15C |
| CALL | 31500.0 | +98 | 0.5212765957446809 | 51.08510638297873 | Delta15C |
| PUT | 30200.0 | +43 | 0.8269230769230769 | 35.55769230769231 | Delta25P |
| PUT | 29800.0 | +70 | 0.5932203389830508 | 41.52542372881356 | Delta15P |
ลด (down)
ไม่มี
NQ Monthly (20261002/pm) 🟢 · 63 strikes จริง (quotes เห็นแค่ 54, กู้คืน 9)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 35000.0 | +42 | 0.6086956521739131 | 25.56521739130435 | Delta5C |
| CALL | 32500.0 | +43 | 0.524390243902439 | 22.54878048780488 | Delta25C |
| CALL | 30750.0 | +29 | 0.9354838709677419 | 27.129032258064516 | Delta45P |
| PUT | 26500.0 | +36 | 0.6206896551724138 | 22.344827586206897 | Delta15P |
| PUT | 26000.0 | +43 | 0.4479166666666667 | 19.260416666666668 | Delta15P |
ลด (down)
ไม่มี
ES Daily (20261002/pm) 🟢 · 31 strikes จริง
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 7780.0 | +870 | 0.29591836734693877 | 257.44897959183675 | Delta15C |
| CALL | 7755.0 | +1911 | 0.5662222222222222 | 1082.0506666666665 | Delta35C |
| PUT | 7755.0 | +647 | 0.8603723404255319 | 556.6609042553191 | Delta35C |
| PUT | 7745.0 | +716 | 0.42492581602373886 | 304.246884272997 | Delta35C |
| CALL | 7730.0 | +710 | 0.3892543859649123 | 276.3706140350877 | Delta45C |
ลด (down)
ไม่มี
ES Weekly (20261002/pm) 🟢 · 140 strikes จริง (quotes เห็นแค่ 120, กู้คืน 20)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 7910.0 | +488 | 0.7947882736156352 | 387.85667752443 | Delta5C |
| CALL | 7840.0 | +1057 | 0.834913112164297 | 882.5031595576619 | Delta15C |
| CALL | 7700.0 | +518 | 0.7057220708446866 | 365.5640326975477 | Delta45P |
| PUT | 7680.0 | +944 | 0.7606768734891217 | 718.0789685737309 | Delta35P |
| PUT | 7650.0 | +2186 | 0.42989183874139625 | 939.7435594886922 | Delta35P |
ลด (down)
ไม่มี
ES Monthly (20261002/pm) 🟢 · 103 strikes จริง (quotes เห็นแค่ 97, กู้คืน 6)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 9000.0 | +1795 | 0.87646484375 | 1573.25439453125 | Delta5C |
| CALL | 8750.0 | +420 | 0.8366533864541833 | 351.39442231075697 | Delta5C |
| CALL | 8050.0 | +1363 | 0.8450092994420335 | 1151.7476751394918 | Delta25C |
| CALL | 7975.0 | +653 | 0.773696682464455 | 505.2239336492891 | Delta25C |
| PUT | 7600.0 | +896 | 0.3822525597269625 | 342.4982935153584 | Delta35P |
ลด (down)
ไม่มี
RTY Daily (20261002/pm) 🟢 · 9 strikes จริง
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 2860.0 | +37 | 0.2642857142857143 | 9.778571428571428 | Delta15C |
| CALL | 2850.0 | +215 | 0.7263513513513513 | 156.16554054054052 | Delta25C |
| CALL | 2840.0 | +67 | 0.5275590551181102 | 35.346456692913385 | Delta35C |
| CALL | 2820.0 | +65 | 0.7222222222222222 | 46.94444444444444 | Delta45P |
| PUT | 2820.0 | +36 | 0.5901639344262295 | 21.24590163934426 | Delta45P |
ลด (down)
ไม่มี
RTY Weekly (20261002/pm) 🟢 · 15 strikes จริง (quotes เห็นแค่ 13, กู้คืน 2)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 2950.0 | +399 | 0.6519607843137255 | 260.13235294117646 | Delta5C |
| CALL | 2925.0 | +398 | 0.6503267973856209 | 258.83006535947715 | Delta15C |
| CALL | 2900.0 | +452 | 0.9762419006479481 | 441.26133909287256 | Delta15C |
| CALL | 2850.0 | +56 | 0.08575803981623277 | 4.802450229709035 | Delta35C |
| CALL | 2825.0 | +8 | 0.5333333333333333 | 4.266666666666667 | Delta45P |
ลด (down)
ไม่มี
RTY Monthly (20261002/pm) 🟢 · 27 strikes จริง (quotes เห็นแค่ 22, กู้คืน 5)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 3000.0 | +100 | 0.6802721088435374 | 68.02721088435374 | Delta25C |
| CALL | 2950.0 | +67 | 0.8481012658227848 | 56.82278481012658 | Delta35C |
| PUT | 2600.0 | +496 | 0.8131147540983606 | 403.3049180327869 | Delta25P |
| PUT | 2500.0 | +36 | 0.8181818181818182 | 29.454545454545457 | Delta15P |
| PUT | 2450.0 | +21 | 0.7 | 14.7 | Delta15P |
ลด (down)
ไม่มี
DJ Weekly (20261002/pm) 🟢 · 23 strikes จริง (quotes เห็นแค่ 7, กู้คืน 16)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 51500.0 | +1 | 1.0 | 1.0 | Delta25C |
| CALL | 51400.0 | +1 | 0.3333333333333333 | 0.3333333333333333 | Delta35C |
| PUT | 51200.0 | +1 | 1.0 | 1.0 | Delta45P |
| CALL | 51000.0 | +1 | 1.0 | 1.0 | Delta25P |
ลด (down)
ไม่มี
DJ Monthly (20261002/pm) 🟢 · 166 strikes จริง (quotes เห็นแค่ 14, กู้คืน 152)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 51200.0 | +2 | 1.0 | 2.0 | Delta45P |
| PUT | 50000.0 | +7 | 1.0 | 7.0 | Delta35P |
ลด (down)
ไม่มี
เขียว = OI เพิ่ม (เปิดสัญญาใหม่) · แดง = OI ลด (ปิดสัญญา) · ที่ว่าง = strike นั้นไม่ติด top conviction ของช่วงนั้น · คอลัมน์ = ช่วงที่ค่าไม่เปลี่ยน (ไม่ใช่ script รันซ้ำแค่ไหน) · script รันซ้ำ 4 ครั้งวันนี้ (06:49 → 23:30) แต่ OI เปลี่ยนค่าจริงแค่ 4 ครั้ง (ต้นทางอัปเดตแค่ 3 รอบ/วัน am/noon/pm)
| strike | 06:49 | 14:57 | 21:03 | 23:30 |
|---|---|---|---|---|
| 4350.0 | · | +110 | · | · |
| 4320.0 | +25 | · | · | · |
| 4300.0 | · | +307 | +307 | · |
| 4285.0 | · | · | +69 | · |
| 4280.0 | · | +67 | +67 | · |
| 4250.0 | +100 | +280 | +280 | · |
| 4225.0 | +44 | · | · | · |
| 4200.0 | · | · | · | +97 |
| 4190.0 | · | · | · | +37 |
| 4180.0 | +38 | · | · | +49 |
| 4175.0 | · | · | +86 | +86 |
| 4165.0 | · | · | · | +39 |
| 4100.0 | +58 | +135 | · | · |
| รวม (net) | +265 | +899 | +809 | +308 |
ค่าจาก Vol2Vol tab "OI Change"/"Churn" ตรงๆ ไม่ผ่านการกรอง top-N · churn ใกล้ 1.0 = วอลุ่มวันนั้นเปิด/ปิดสถานะจริง ไม่ใช่ปั่นเข้าออก · แสดงเฉพาะ strike ที่มี ΔOI ≠ 0 ฝั่งใดฝั่งหนึ่ง
06:49 (am)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4385 | +1 | +1 | +0 | +0 |
| 4380 | +2 | +0 | +0 | +0 |
| 4375 | +3 | +0 | +0 | +0 |
| 4365 | +1 | +1 | +0 | +0 |
| 4350 | +21 | +0 | +0 | +0 |
| 4345 | +1 | +1 | +0 | +0 |
| 4335 | +1 | +1 | +0 | +0 |
| 4330 | +13 | +0 | +0 | +0 |
| 4325 | -1 | -0 | +0 | +0 |
| 4320 | +25 | +1 | +0 | +0 |
| 4315 | +5 | +1 | +0 | +0 |
| 4310 | +8 | +1 | +0 | +0 |
| 4305 | +18 | +1 | +0 | +0 |
| 4300 | +12 | +0 | -1 | -0 |
| 4295 | +6 | +0 | +0 | +0 |
| 4290 | +9 | +0 | +0 | +0 |
| 4280 | +3 | +1 | +0 | +0 |
| 4275 | +7 | +1 | +1 | +0 |
| 4270 | +7 | +1 | +1 | +1 |
| 4265 | +6 | +0 | +0 | +0 |
| 4260 | +23 | +1 | +0 | +0 |
| 4255 | -2 | -0 | +0 | +0 |
| 4250 | +100 | +1 | +6 | +0 |
| 4245 | +10 | +1 | +11 | +1 |
| 4240 | +11 | +1 | +7 | +0 |
| 4235 | +5 | +1 | +10 | +0 |
| 4230 | +4 | +0 | +0 | +0 |
| 4225 | +44 | +1 | +0 | +0 |
| 4220 | +16 | +1 | +2 | +0 |
| 4215 | +3 | +0 | +0 | +0 |
| 4210 | +16 | +1 | +23 | +1 |
| 4205 | +6 | +0 | +0 | +0 |
| 4200 | +29 | +0 | +5 | +0 |
| 4195 | +1 | +1 | +0 | +0 |
| 4190 | +0 | +0 | +6 | +1 |
| 4185 | +1 | +0 | +10 | +1 |
| 4180 | +2 | +1 | +38 | +1 |
| 4175 | -1 | -0 | +4 | +0 |
| 4170 | +0 | +0 | +6 | +0 |
| 4165 | -1 | -1 | +0 | +0 |
| 4160 | +0 | +0 | +3 | +1 |
| 4155 | +0 | +0 | +3 | +1 |
| 4150 | -4 | -1 | +46 | +0 |
| 4145 | +0 | +0 | +19 | +1 |
| 4140 | +0 | +0 | +7 | +0 |
| 4135 | +0 | +0 | +4 | +0 |
| 4130 | +0 | +0 | +1 | +0 |
| 4125 | +0 | +0 | +2 | +0 |
| 4115 | +0 | +0 | +5 | +1 |
| 4110 | +0 | +0 | +6 | +0 |
| 4105 | +0 | +0 | -25 | -0 |
| 4100 | +0 | +0 | +58 | +0 |
| 4095 | +0 | +0 | +4 | +0 |
| 4090 | +0 | +0 | +8 | +0 |
| 4085 | +0 | +0 | +1 | +1 |
| 4080 | +0 | +0 | +5 | +1 |
| 4075 | +0 | +0 | -40 | -0 |
| 4070 | +0 | +0 | +4 | +1 |
| 4065 | +0 | +0 | +6 | +1 |
| 4060 | +0 | +0 | +7 | +0 |
| 4055 | +0 | +0 | +3 | +1 |
| 4050 | +0 | +0 | +23 | +0 |
| 4040 | +0 | +0 | +7 | +0 |
| 4035 | +0 | +0 | +2 | +1 |
| 4030 | +0 | +0 | +4 | +0 |
14:56 (noon)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4355 | +1 | - | +0 | - |
| 4350 | +110 | +1 | +0 | +0 |
| 4340 | +6 | +1 | +0 | +0 |
| 4335 | +12 | +1 | +0 | +0 |
| 4330 | +3 | +0 | +0 | +0 |
| 4325 | +0 | +0 | +1 | +0 |
| 4320 | +1 | +0 | +0 | +0 |
| 4315 | -1 | -1 | +0 | +0 |
| 4310 | +2 | +0 | +0 | +0 |
| 4305 | +2 | +0 | +0 | +0 |
| 4300 | +307 | +1 | +0 | +0 |
| 4295 | +14 | +1 | +0 | +0 |
| 4290 | +5 | +0 | +0 | +0 |
| 4285 | +69 | +1 | +1 | +1 |
| 4280 | +67 | +1 | +0 | +0 |
| 4275 | +89 | +0 | +0 | +0 |
| 4270 | +10 | +0 | +0 | +0 |
| 4265 | +14 | +1 | +0 | +0 |
| 4260 | +22 | +0 | +1 | +0 |
| 4255 | +8 | +0 | +0 | +0 |
| 4250 | +280 | +1 | +0 | +0 |
| 4245 | +67 | +1 | +0 | +0 |
| 4240 | +46 | +1 | +0 | +0 |
| 4235 | +50 | +1 | +4 | +1 |
| 4230 | +46 | +0 | -1 | -1 |
| 4225 | +91 | +0 | -1 | -0 |
| 4220 | +11 | +0 | +3 | +1 |
| 4215 | +80 | +0 | +0 | +0 |
| 4210 | +5 | +0 | +3 | +0 |
| 4205 | +10 | +0 | +21 | +1 |
| 4200 | +97 | +0 | -58 | -0 |
| 4195 | +28 | +0 | +12 | +1 |
| 4190 | +8 | +1 | +37 | +1 |
| 4185 | +15 | +0 | +4 | +0 |
| 4180 | +18 | +1 | +49 | +1 |
| 4175 | +2 | +1 | +86 | +1 |
| 4170 | +0 | +0 | +14 | +0 |
| 4165 | +0 | +0 | +39 | +1 |
| 4160 | +2 | +1 | +4 | +0 |
| 4155 | +0 | +0 | +10 | +0 |
| 4150 | +3 | +1 | +60 | +0 |
| 4145 | +0 | +0 | +1 | +0 |
| 4140 | +0 | +0 | +9 | +0 |
| 4135 | +0 | +0 | +14 | +0 |
| 4130 | +0 | +0 | +12 | +0 |
| 4125 | +0 | +0 | +20 | +0 |
| 4120 | +0 | +0 | +8 | +0 |
| 4115 | +0 | +0 | +7 | +0 |
| 4110 | +0 | +0 | +7 | +0 |
| 4105 | +0 | +0 | +2 | +0 |
| 4100 | +0 | +0 | +135 | +0 |
| 4095 | +0 | +0 | +5 | +0 |
| 4090 | +0 | +0 | +4 | +0 |
| 4085 | +0 | +0 | +6 | +1 |
21:03 (pm)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4310 | +2 | +0 | +0 | +0 |
| 4305 | +2 | +0 | +0 | +0 |
| 4300 | +307 | +1 | +0 | +0 |
| 4295 | +14 | +1 | +0 | +0 |
| 4290 | +5 | +0 | +0 | +0 |
| 4285 | +69 | +1 | +1 | +1 |
| 4280 | +67 | +1 | +0 | +0 |
| 4275 | +89 | +0 | +0 | +0 |
| 4270 | +10 | +0 | +0 | +0 |
| 4265 | +14 | +1 | +0 | +0 |
| 4260 | +22 | +0 | +1 | +0 |
| 4255 | +8 | +0 | +0 | +0 |
| 4250 | +280 | +1 | +0 | +0 |
| 4245 | +67 | +1 | +0 | +0 |
| 4240 | +46 | +1 | +0 | +0 |
| 4235 | +50 | +1 | +4 | +1 |
| 4230 | +46 | +0 | -1 | -1 |
| 4225 | +91 | +0 | -1 | -0 |
| 4220 | +11 | +0 | +3 | +1 |
| 4215 | +80 | +0 | +0 | +0 |
| 4210 | +5 | +0 | +3 | +0 |
| 4205 | +10 | +0 | +21 | +1 |
| 4200 | +97 | +0 | -58 | -0 |
| 4195 | +28 | +0 | +12 | +1 |
| 4190 | +8 | +1 | +37 | +1 |
| 4185 | +15 | +0 | +4 | +0 |
| 4180 | +18 | +1 | +49 | +1 |
| 4175 | +2 | +1 | +86 | +1 |
| 4170 | +0 | +0 | +14 | +0 |
| 4165 | +0 | +0 | +39 | +1 |
| 4160 | +2 | +1 | +4 | +0 |
| 4155 | +0 | +0 | +10 | +0 |
| 4150 | +3 | +1 | +60 | +0 |
| 4145 | +0 | +0 | +1 | +0 |
| 4140 | +0 | +0 | +9 | +0 |
23:30 (pm)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4200 | +97 | +0 | -58 | -0 |
| 4195 | +28 | +0 | +12 | +1 |
| 4190 | +8 | +1 | +37 | +1 |
| 4185 | +15 | +0 | +4 | +0 |
| 4180 | +18 | +1 | +49 | +1 |
| 4175 | +2 | +1 | +86 | +1 |
| 4170 | +0 | +0 | +14 | +0 |
| 4165 | +0 | +0 | +39 | +1 |
| 4160 | +2 | +1 | +4 | +0 |
| 4155 | +0 | +0 | +10 | +0 |
| 4150 | +3 | +1 | +60 | +0 |
| 4145 | +0 | +0 | +1 | +0 |
| 4140 | +0 | +0 | +9 | +0 |
| 4135 | +0 | +0 | +14 | +0 |
| 4130 | +0 | +0 | +12 | +0 |
Call/Put = volume เทรดจริงต่อ strike (คนละอันกับ Delta ladder ที่เป็นราคา implied) · ยอดรวมไม่ใช่ตัวนับสะสมทั้งวัน พบรีเซ็ตกลางวัน ได้เอง (ธรรมชาติของ feed CME ไม่ใช่บั๊ก) · ExpirationId=70024 (4 รอบ)
| เวลา | รวม Call | รวม Put | strike ที่เห็น |
|---|---|---|---|
| 06:48 | 2266 | 4669 | 74 |
| 14:56 | 3388 | 4212 | 54 |
| 21:03 | 2741 | 2645 | 36 |
| 23:29 | 385 | 1695 | 15 |
ราย strike รอบล่าสุด (23:29) เรียงตาม volume รวม
| strike | call vol | put vol | รวม |
|---|---|---|---|
| 4200 | 212 | 393 | 605 |
| 4150 | 7 | 445 | 452 |
| 4175 | 12 | 191 | 203 |
| 4180 | 36 | 105 | 141 |
| 4130 | 1 | 114 | 115 |
| 4170 | 8 | 70 | 78 |
| 4165 | 6 | 71 | 77 |
| 4190 | 8 | 56 | 64 |
| 4140 | 8 | 56 | 64 |
| 4195 | 33 | 25 | 58 |
| 4160 | 27 | 23 | 50 |
| 4145 | 0 | 48 | 48 |
| 4135 | 0 | 47 | 47 |
| 4185 | 23 | 23 | 46 |
| 4155 | 4 | 28 | 32 |
เสริม section 10 -- เรียงตาม strike (ราคา) สูง→ต่ำ · Δ = รอบแรก (06:48) → รอบล่าสุด (23:29) · รวมเพิ่ม/รวมลดสะสม = ผลรวม Δ รอบต่อรอบทั้งวัน เก็บแยกทิศทาง (ไม่หักลบกันเอง) · ยอดรวมไม่ใช่ตัวนับสะสม พบรีเซ็ตกลางวันได้เอง (ธรรมชาติ feed CME ไม่ใช่บั๊ก -- ดูคำเตือนเดียวกันใน section 10) · ExpirationId=70024 (4 รอบ)
| strike | call vol | put vol | รวม | Δ จากรอบแรก | รวมเพิ่มสะสม | รวมลดสะสม |
|---|---|---|---|---|---|---|
| 4395 | 0 | 0 | 0 | -3 | +0 | -3 |
| 4390 | 0 | 0 | 0 | -1 | +0 | -1 |
| 4385 | 0 | 0 | 0 | -1 | +0 | -1 |
| 4380 | 0 | 0 | 0 | -5 | +0 | -5 |
| 4375 | 0 | 0 | 0 | -603 | +0 | -603 |
| 4370 | 0 | 0 | 0 | -1 | +0 | -1 |
| 4365 | 0 | 0 | 0 | -2 | +0 | -2 |
| 4360 | 0 | 0 | 0 | -5 | +0 | -5 |
| 4355 | 0 | 0 | 0 | -5 | +0 | -5 |
| 4350 | 0 | 0 | 0 | -382 | +110 | -492 |
| 4345 | 0 | 0 | 0 | -8 | +0 | -8 |
| 4340 | 0 | 0 | 0 | -18 | +6 | -24 |
| 4335 | 0 | 0 | 0 | -1 | +12 | -13 |
| 4330 | 0 | 0 | 0 | -45 | +3 | -48 |
| 4325 | 0 | 0 | 0 | -391 | +1 | -392 |
| 4320 | 0 | 0 | 0 | -27 | +1 | -28 |
| 4315 | 0 | 0 | 0 | -10 | +0 | -10 |
| 4310 | 0 | 0 | 0 | -10 | +2 | -12 |
| 4305 | 0 | 0 | 0 | -30 | +2 | -32 |
| 4300 | 0 | 0 | 0 | -738 | +307 | -1045 |
| 4295 | 0 | 0 | 0 | -18 | +14 | -32 |
| 4290 | 0 | 0 | 0 | -15 | +5 | -20 |
| 4285 | 0 | 0 | 0 | -30 | +70 | -100 |
| 4280 | 0 | 0 | 0 | -18 | +67 | -85 |
| 4275 | 0 | 0 | 0 | -194 | +89 | -283 |
| 4270 | 0 | 0 | 0 | -58 | +10 | -68 |
| 4265 | 0 | 0 | 0 | -10 | +14 | -24 |
| 4260 | 0 | 0 | 0 | -79 | +23 | -102 |
| 4255 | 0 | 0 | 0 | -14 | +8 | -22 |
| 4250 | 0 | 0 | 0 | -594 | +280 | -874 |
| 4245 | 0 | 0 | 0 | -26 | +67 | -93 |
| 4240 | 0 | 0 | 0 | -27 | +46 | -73 |
| 4235 | 0 | 0 | 0 | -17 | +54 | -71 |
| 4230 | 0 | 0 | 0 | -27 | +46 | -73 |
| 4225 | 0 | 0 | 0 | -133 | +91 | -224 |
| 4220 | 0 | 0 | 0 | -45 | +14 | -59 |
| 4215 | 0 | 0 | 0 | -10 | +80 | -90 |
| 4210 | 0 | 0 | 0 | -51 | +8 | -59 |
| 4205 | 0 | 0 | 0 | -25 | +31 | -56 |
| 4200 | 212 | 393 | 605 | +39 | +97 | -58 |
| 4195 | 33 | 25 | 58 | +40 | +40 | 0 |
| 4190 | 8 | 56 | 64 | +45 | +45 | 0 |
| 4185 | 23 | 23 | 46 | +19 | +19 | 0 |
| 4180 | 36 | 105 | 141 | +67 | +67 | 0 |
| 4175 | 12 | 191 | 203 | +88 | +88 | 0 |
| 4170 | 8 | 70 | 78 | +14 | +14 | 0 |
| 4165 | 6 | 71 | 77 | +39 | +39 | 0 |
| 4160 | 27 | 23 | 50 | +6 | +6 | 0 |
| 4155 | 4 | 28 | 32 | +10 | +10 | 0 |
| 4150 | 7 | 445 | 452 | +63 | +63 | 0 |
| 4145 | 0 | 48 | 48 | +1 | +1 | 0 |
| 4140 | 8 | 56 | 64 | +9 | +73 | -64 |
| 4135 | 0 | 47 | 47 | +14 | +61 | -47 |
| 4130 | 1 | 114 | 115 | +12 | +127 | -115 |
| 4125 | 0 | 0 | 0 | -134 | +20 | -154 |
| 4120 | 0 | 0 | 0 | -5 | +8 | -13 |
| 4115 | 0 | 0 | 0 | -14 | +7 | -21 |
| 4110 | 0 | 0 | 0 | -26 | +7 | -33 |
| 4105 | 0 | 0 | 0 | -37 | +2 | -39 |
| 4100 | 0 | 0 | 0 | -543 | +135 | -678 |
| 4095 | 0 | 0 | 0 | -12 | +5 | -17 |
| 4090 | 0 | 0 | 0 | -38 | +4 | -42 |
| 4085 | 0 | 0 | 0 | -8 | +6 | -14 |
| 4080 | 0 | 0 | 0 | -45 | +0 | -45 |
| 4075 | 0 | 0 | 0 | -281 | +0 | -281 |
| 4070 | 0 | 0 | 0 | -159 | +0 | -159 |
| 4065 | 0 | 0 | 0 | -12 | +0 | -12 |
| 4060 | 0 | 0 | 0 | -24 | +0 | -24 |
| 4055 | 0 | 0 | 0 | -27 | +0 | -27 |
| 4050 | 0 | 0 | 0 | -149 | +0 | -149 |
| 4045 | 0 | 0 | 0 | -13 | +0 | -13 |
| 4040 | 0 | 0 | 0 | -88 | +0 | -88 |
| 4035 | 0 | 0 | 0 | -9 | +0 | -9 |
| 4030 | 0 | 0 | 0 | -20 | +0 | -20 |