วันนี้ระบบรันไปแล้ว 3 รอบ (am/noon/pm) ไม่มี ERROR ร้ายแรง แต่มี WARN รวม 4 ตัว ทุก section เขียวหมด ไม่ต้องอ่านต่อ.
CME Quotes (ล็อกรอบแรกของวัน, แหล่งหลัก) = 4190.10
MT5 daily_opens.csv (fallback) เขียนล่าสุด 2026-10-01 20:47 (0.1 ชม.ที่แล้ว) · วันที่ในไฟล์ 20261001 · 8 symbol · GOLD.f open=4190.28
CME กับ MT5 ตรงกัน (ต่าง 0.18 จุด)
| รอบ | ครั้ง | payload | WARN | ERROR | ล่าสุด | |
|---|---|---|---|---|---|---|
| 🟢 | am | 2 | 115/115 | 0 | 0 | 06:54 |
| 🟢 | noon | 2 | 115/115 | 2 | 0 | 15:07 |
| 🟢 | pm | 2 | 115/115 | 2 | 0 | 20:50 |
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 | 🟢 06:47 | 🟢 06:47 | 🟢 06:48 | - |
| SI | 🟢 06:48 | 🟢 06:48 | 🟢 06:48 | - |
| CL | 🟢 06:48 | 🟢 06:49 | 🟢 06:49 | - |
| NQ | 🟢 06:49 | 🟢 06:49 | 🟢 06:51 | 🟢 06:51 |
| ES | 🟢 06:51 | 🟢 06:52 | 🟢 06:54 | 🟢 06:54 |
| RTY | 🟢 06:54 | 🟢 06:54 | 🟢 06:54 | 🟢 06:54 |
| DJ | - | 🟢 06:54 | 🟢 06:54 | - |
ตัดสินจากคอลัมน์ Date ในเนื้อไฟล์ ไม่ใช่เวลาแก้ไขไฟล์
| SYM | scope | .f $ | gamma flip | ห่าง | สถานะ | T-1 |
|---|---|---|---|---|---|---|
| GC | Daily | 4,193.50 | 4,218.27 | +0.59% | ใต้ flip (ขยายแรง) | ✅ 69% |
| GC | Weekly | 4,194.60 | 4,278.66 | +2.00% | ใต้ flip (ขยายแรง) | ✅ 10% |
| GC | Monthly | 4,193.90 | 4,271.56 | +1.85% | ใต้ flip (ขยายแรง) | ✅ 11% |
| SI | Daily | 61.05 | 61.68 | +1.05% | ใต้ flip (ขยายแรง) | ✅ 67% |
| SI | Weekly | 61.04 | 61.18 | +0.23% | ใต้ flip (ขยายแรง) | ⚠ 117% |
| SI | Monthly | 61.04 | 64.14 | +5.08% | ใต้ flip (ขยายแรง) | ✅ 6% |
| CL | Daily | 92.16 | 90.57 | -1.72% | เหนือ flip (ตรึง) | ✅ 78% |
| CL | Weekly | 92.20 | 91.85 | -0.38% | เหนือ flip (ตรึง) | ⚠ 429% |
| CL | Monthly | 92.19 | 91.47 | -0.78% | เหนือ flip (ตรึง) | ⚠ 171% |
| NQ | Daily | 30,842.25 | 30,693.31 | -0.48% | เหนือ flip (ตรึง) | ✅ 5% |
| NQ | Weekly | 30,820.00 | 30,689.49 | -0.42% | เหนือ flip (ตรึง) | ✅ 30% |
| NQ | Monthly | 30,818.75 | 30,319.85 | -1.62% | เหนือ flip (ตรึง) | ✅ 13% |
| NQ | EOM | 30,816.75 | 30,255.61 | -1.82% | เหนือ flip (ตรึง) | - |
| ES | Daily | 7,712.25 | 7,752.38 | +0.52% | ใต้ flip (ขยายแรง) | ✅ 48% |
| ES | Weekly | 7,712.25 | 7,751.93 | +0.51% | ใต้ flip (ขยายแรง) | ✅ 38% |
| ES | Monthly | 7,712.25 | 7,823.11 | +1.44% | ใต้ flip (ขยายแรง) | ✅ 40% |
| ES | EOM | 7,712.25 | 7,872.32 | +2.08% | ใต้ flip (ขยายแรง) | - |
| RTY | Daily | 2,804.70 | 2,832.14 | +0.98% | ใต้ flip (ขยายแรง) | ✅ 22% |
| RTY | Weekly | 2,804.70 | 2,848.85 | +1.57% | ใต้ flip (ขยายแรง) | ✅ 13% |
| RTY | Monthly | 2,804.70 | 3,035.19 | +8.22% | ใต้ flip (ขยายแรง) | ✅ 6% |
| RTY | EOM | 2,804.70 | 2,995.84 | +6.81% | ใต้ flip (ขยายแรง) | - |
| DJ | Weekly | 51,000.00 | 52,278.24 | +2.51% | ใต้ flip (ขยายแรง) | ⚠ -86% |
| DJ | Monthly | 51,000.00 | 53,125.83 | +4.17% | ใต้ flip (ขยายแรง) | ✅ 18% |
ปิดโดยตั้งใจ (เก็บ raw ผ่าน HTTP แล้ว ไม่ถ่ายภาพ) · ลบไฟล์ C:\QT_Data\qs_http\SHOTS_OFF ถ้าจะกลับไปเช็ค/ถ่ายภาพ
เก็บได้ 3 จุด · 06:47 -> 20:44
| เช้า | ล่าสุด | เปลี่ยน | |
|---|---|---|---|
| FuturePrice | 4189.1000 | 4205.0000 | +15.9000 (+0.38%) |
| ATMVol | 0.2476 | 0.2862 | +0.0386 (+15.60%) |
| DTE | 0.7404 | 0.1676 | -0.5728 (-77.37%) |
| Delta25P | 4154.2456 | 4185.5441 | +31.2985 (+0.75%) |
| Delta25C | 4218.2016 | 4220.1337 | +1.9321 (+0.05%) |
| แบนด์ 25D | 63.96 | 34.59 | -29.37 |
แบนด์กว้างขึ้น = vol ขึ้นแรงกว่า time decay กินลง
ตารางเต็มทุกรอบจับข้อมูลจริงวันนี้ (3 รอบ) · เขียว/แดง = ขยับขึ้น/ลงจากรอบก่อนหน้า · ไม่มีสี = ค่าเดิม (แช่แข็ง)
| เวลา | ราคา | ATMVol | DTE | Delta25P | Delta25C | แบนด์25D |
|---|---|---|---|---|---|---|
| 06:47 | 4189.1 | 0.2476 | 0.7404 | 4154.25 | 4218.20 | 63.96 |
| 14:58 | 4185.4 | 0.2476 | 0.4062 | 4154.25 | 4218.20 | 63.96 |
| 20:44 | 4205.0 | 0.2862 | 0.1676 | 4185.54 | 4220.13 | 34.59 |
| Target | รอบวันนี้ (HTTP, 5 นาที) | strike active วันนี้ | Top call vol | Top put vol |
|---|---|---|---|---|
| GC / Daily | 161 (00:00:01->20:50:03) | 230 | 254 @ 4200 | 179 @ 4180 |
| GC / Weekly | 178 (00:00:01->20:45:01) | 222 | 279 @ 4300 | 109 @ 4100 |
| GC / Monthly | 176 (00:00:01->20:45:01) | 623 | 579 @ 4250 | 1750 @ 1000 |
| SI / Daily | 45 (00:00:01->20:25:01) | 204 | 25 @ 65.4 | 46 @ 61.8 |
| NQ / Daily | 207 (00:00:01->20:50:03) | 534 | 1617 @ 31000 | 564 @ 30800 |
| ES / Daily | 206 (00:00:01->20:50:03) | 439 | 18252 @ 8200 | 14570 @ 6950 |
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 (20261001/pm) 🟢 · 30 strikes จริง (quotes เห็นแค่ 29, กู้คืน 1)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4260.0 | +46 | 0.6764705882352942 | 31.117647058823533 | Delta5C |
| CALL | 4250.0 | +66 | 0.3350253807106599 | 22.111675126903553 | Delta15C |
| CALL | 4215.0 | +49 | 0.8166666666666667 | 40.016666666666666 | Delta25C |
| CALL | 4200.0 | +78 | 0.430939226519337 | 33.61325966850829 | Delta35C |
| PUT | 4140.0 | +32 | 0.7272727272727273 | 23.272727272727273 | Delta15P |
ลด (down)
ไม่มี
GC Weekly (20261001/pm) 🟢 · 82 strikes จริง (quotes เห็นแค่ 76, กู้คืน 6)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4320.0 | +25 | 0.9615384615384616 | 24.03846153846154 | Delta5C |
| CALL | 4250.0 | +100 | 0.5405405405405406 | 54.054054054054056 | Delta25C |
| CALL | 4225.0 | +44 | 0.7213114754098361 | 31.737704918032787 | Delta35C |
| PUT | 4180.0 | +38 | 0.7450980392156863 | 28.313725490196077 | Delta45P |
| PUT | 4100.0 | +58 | 0.4264705882352941 | 24.735294117647058 | Delta15P |
ลด (down)
ไม่มี
GC Monthly (20261001/pm) 🟢 · 270 strikes จริง (quotes เห็นแค่ 252, กู้คืน 18)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4750.0 | +102 | 0.6938775510204082 | 70.77551020408163 | Delta5C |
| CALL | 4525.0 | +92 | 0.8846153846153846 | 81.38461538461539 | Delta15C |
| PUT | 4000.0 | +264 | 0.36114911080711354 | 95.34336525307798 | Delta25P |
| PUT | 3850.0 | +385 | 0.6850533807829181 | 263.7455516014235 | Delta15P |
| PUT | 3835.0 | +70 | 0.9459459459459459 | 66.21621621621621 | Delta5P |
ลด (down)
ไม่มี
SI Daily (20261001/pm) 🟢 · 38 strikes จริง (quotes เห็นแค่ 31, กู้คืน 7)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 61.5 | +6 | 1.0 | 6.0 | Delta25C |
| CALL | 61.2 | +6 | 1.0 | 6.0 | Delta35C |
| PUT | 60.4 | +9 | 1.0 | 9.0 | Delta45P |
| PUT | 59.9 | +25 | 1.0 | 25.0 | Delta25P |
| PUT | 59.7 | +19 | 0.9047619047619048 | 17.19047619047619 | Delta25P |
ลด (down)
ไม่มี
SI Weekly (20261001/pm) 🟢 · 94 strikes จริง (quotes เห็นแค่ 60, กู้คืน 34)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 63.2 | +12 | 1.0 | 12.0 | Delta15C |
| CALL | 62.0 | +17 | 0.68 | 11.56 | Delta25C |
| CALL | 61.0 | +10 | 0.7142857142857143 | 7.142857142857143 | Delta45C |
| PUT | 59.4 | +7 | 1.0 | 7.0 | Delta25P |
| PUT | 58.5 | +11 | 0.8461538461538461 | 9.307692307692308 | Delta15P |
ลด (down)
ไม่มี
SI Monthly (20261001/pm) 🟢 · 131 strikes จริง (quotes เห็นแค่ 118, กู้คืน 13)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 62.25 | +45 | 0.8823529411764706 | 39.705882352941174 | Delta45C |
| CALL | 58.5 | +22 | 1.0 | 22.0 | Delta35P |
| PUT | 57.5 | +71 | 0.8452380952380952 | 60.01190476190476 | Delta25P |
| PUT | 54.0 | +274 | 0.9891696750902527 | 271.0324909747292 | Delta15P |
| PUT | 53.0 | +254 | 0.8943661971830986 | 227.16901408450704 | Delta5P |
ลด (down)
ไม่มี
CL Daily (20261001/pm) 🟢 · 36 strikes จริง (quotes เห็นแค่ 33, กู้คืน 3)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 94.0 | +158 | 0.8229166666666666 | 130.02083333333331 | Delta15C |
| CALL | 93.5 | +240 | 0.9795918367346939 | 235.10204081632654 | Delta15C |
| CALL | 93.0 | +116 | 0.6904761904761905 | 80.09523809523809 | Delta15C |
| CALL | 91.25 | +84 | 0.8316831683168316 | 69.86138613861385 | Delta35C |
| CALL | 90.0 | +160 | 0.8421052631578947 | 134.73684210526315 | Delta45P |
ลด (down)
ไม่มี
CL Weekly (20261001/pm) 🟢 · 73 strikes จริง (quotes เห็นแค่ 59, กู้คืน 14)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 100.0 | +177 | 0.6941176470588235 | 122.85882352941177 | Delta5C |
| CALL | 96.0 | +485 | 0.941747572815534 | 456.747572815534 | Delta5C |
| CALL | 94.0 | +488 | 0.9295238095238095 | 453.60761904761904 | Delta15C |
| PUT | 87.0 | +331 | 0.4832116788321168 | 159.94306569343067 | Delta15P |
| PUT | 86.5 | +222 | 0.9736842105263158 | 216.1578947368421 | Delta15P |
ลด (down)
ไม่มี
CL Monthly (20261001/pm) 🟢 · 115 strikes จริง (quotes เห็นแค่ 107, กู้คืน 8)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 120.0 | +250 | 1.0 | 250.0 | Delta5C |
| CALL | 110.0 | +1059 | 0.23856724487497183 | 252.64271232259517 | Delta5C |
| CALL | 95.0 | +548 | 0.37202987101154106 | 203.8723693143245 | Delta35C |
| CALL | 94.0 | +425 | 0.6756756756756757 | 287.16216216216213 | Delta35C |
| PUT | 78.0 | +772 | 0.8117770767613038 | 626.6919032597266 | Delta15P |
ลด (down)
ไม่มี
NQ Daily (20261001/pm) 🟢 · 174 strikes จริง (quotes เห็นแค่ 132, กู้คืน 42)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 30860.0 | +108 | 0.7769784172661871 | 83.9136690647482 | Delta35C |
| PUT | 30300.0 | +221 | 0.3784246575342466 | 83.6318493150685 | Delta15P |
| PUT | 30260.0 | +106 | 0.75177304964539 | 79.68794326241135 | Delta15P |
| PUT | 30250.0 | +144 | 0.72 | 103.67999999999999 | Delta15P |
| PUT | 30200.0 | +181 | 0.6177474402730375 | 111.81228668941979 | Delta5P |
ลด (down)
ไม่มี
NQ Weekly (20261001/pm) 🟢 · 273 strikes จริง (quotes เห็นแค่ 221, กู้คืน 52)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 31600.0 | +112 | 0.8296296296296296 | 92.91851851851851 | Delta5C |
| PUT | 30570.0 | +123 | 0.924812030075188 | 113.75187969924812 | Delta45P |
| PUT | 30300.0 | +162 | 0.826530612244898 | 133.89795918367346 | Delta25P |
| PUT | 30200.0 | +217 | 0.6044568245125348 | 131.16713091922006 | Delta15P |
| PUT | 30000.0 | +165 | 0.4796511627906977 | 79.14244186046513 | Delta15P |
ลด (down)
ไม่มี
NQ Monthly (20261001/pm) 🟢 · 63 strikes จริง (quotes เห็นแค่ 55, กู้คืน 8)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 33500.0 | +200 | 0.4366812227074236 | 87.33624454148472 | Delta15C |
| CALL | 31000.0 | +48 | 0.676056338028169 | 32.45070422535211 | Delta45C |
| PUT | 28000.0 | +100 | 0.5747126436781609 | 57.47126436781609 | Delta15P |
| PUT | 27500.0 | +78 | 0.582089552238806 | 45.40298507462687 | Delta15P |
| PUT | 26500.0 | +78 | 0.7959183673469388 | 62.08163265306123 | Delta15P |
ลด (down)
ไม่มี
ES Daily (20261001/pm) 🟢 · 51 strikes จริง (quotes เห็นแค่ 48, กู้คืน 3)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 7790.0 | +669 | 0.452027027027027 | 302.4060810810811 | Delta5C |
| CALL | 7775.0 | +909 | 0.43597122302158275 | 396.29784172661874 | Delta15C |
| PUT | 7725.0 | +3125 | 0.7352941176470589 | 2297.794117647059 | Delta45C |
| PUT | 7700.0 | +3606 | 0.5284290738569754 | 1905.5152403282532 | Delta45P |
| PUT | 7650.0 | +1215 | 0.44669117647058826 | 542.7297794117648 | Delta15P |
ลด (down)
ไม่มี
ES Weekly (20261001/pm) 🟢 · 88 strikes จริง (quotes เห็นแค่ 75, กู้คืน 13)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 7880.0 | +14264 | 0.9641094964515039 | 13752.057857384252 | Delta5C |
| CALL | 7870.0 | +13615 | 0.9182572334255075 | 12502.072233088284 | Delta5C |
| CALL | 7750.0 | +1839 | 0.6160804020100502 | 1132.9718592964823 | Delta35C |
| PUT | 7610.0 | +683 | 0.8452970297029703 | 577.3378712871287 | Delta15P |
| PUT | 7545.0 | +959 | 0.8822447102115916 | 846.0726770929164 | Delta5P |
ลด (down)
ไม่มี
ES Monthly (20261001/pm) 🟢 · 106 strikes จริง (quotes เห็นแค่ 99, กู้คืน 7)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 8425.0 | +376 | 0.5150684931506849 | 193.66575342465754 | Delta5C |
| CALL | 8400.0 | +778 | 0.6794759825327511 | 528.6323144104804 | Delta5C |
| CALL | 7825.0 | +293 | 0.7710526315789473 | 225.91842105263157 | Delta45C |
| PUT | 7700.0 | +1016 | 0.6191346739792809 | 629.0408287629494 | Delta45P |
| PUT | 6850.0 | +222 | 0.6491228070175439 | 144.10526315789474 | Delta15P |
ลด (down)
ไม่มี
RTY Daily (20261001/pm) 🟢 · 16 strikes จริง (quotes เห็นแค่ 13, กู้คืน 3)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 2840.0 | +31 | 0.6326530612244898 | 19.612244897959187 | Delta25C |
| PUT | 2830.0 | +28 | 0.7777777777777778 | 21.77777777777778 | Delta35C |
| CALL | 2830.0 | +13 | 1.0 | 13.0 | Delta35C |
| CALL | 2825.0 | +13 | 0.9285714285714286 | 12.071428571428571 | Delta45C |
| PUT | 2820.0 | +20 | 0.7692307692307693 | 15.384615384615385 | Delta45C |
ลด (down)
ไม่มี
RTY Weekly (20261001/pm) 🟢 · 31 strikes จริง (quotes เห็นแค่ 23, กู้คืน 8)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 2910.0 | +715 | 0.9623149394347241 | 688.0551816958277 | Delta5C |
| CALL | 2900.0 | +427 | 0.8422090729783037 | 359.6232741617357 | Delta5C |
| CALL | 2880.0 | +486 | 0.9050279329608939 | 439.8435754189944 | Delta15C |
| PUT | 2880.0 | +195 | 1.0 | 195.0 | Delta15C |
| PUT | 2800.0 | +255 | 0.6818181818181818 | 173.86363636363635 | Delta35P |
ลด (down)
ไม่มี
RTY Monthly (20261001/pm) 🟢 · 26 strikes จริง (quotes เห็นแค่ 23, กู้คืน 3)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 3050.0 | +9 | 0.2571428571428571 | 2.314285714285714 | Delta15C |
| PUT | 2800.0 | +5 | 0.35714285714285715 | 1.7857142857142858 | Delta45P |
| PUT | 2450.0 | +12 | 0.8571428571428571 | 10.285714285714285 | Delta15P |
| PUT | 2400.0 | +47 | 0.94 | 44.18 | Delta15P |
| PUT | 2300.0 | +1781 | 0.8900549725137431 | 1585.1879060469764 | Delta5P |
ลด (down)
ไม่มี
DJ Weekly (20261001/pm) 🟢 · 63 strikes จริง (quotes เห็นแค่ 13, กู้คืน 50)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 51450.0 | +1 | 1.0 | 1.0 | Delta35C |
| PUT | 51250.0 | +1 | 1.0 | 1.0 | Delta45P |
| PUT | 50800.0 | +1 | 1.0 | 1.0 | Delta25P |
| PUT | 50000.0 | +1 | 0.5 | 0.5 | Delta5P |
ลด (down)
ไม่มี
DJ Monthly (20261001/pm) 🟢 · 167 strikes จริง (quotes เห็นแค่ 13, กู้คืน 154)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 51200.0 | +6 | 1.0 | 6.0 | Delta45P |
| PUT | 49900.0 | +16 | 1.0 | 16.0 | 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 3 ครั้งวันนี้ (06:47 → 20:44) แต่ OI เปลี่ยนค่าจริงแค่ 3 ครั้ง (ต้นทางอัปเดตแค่ 3 รอบ/วัน am/noon/pm)
| strike | 06:47 | 14:59 | 20:44 |
|---|---|---|---|
| 4285.0 | +51 | · | · |
| 4260.0 | · | +46 | +46 |
| 4255.0 | +46 | · | · |
| 4250.0 | +37 | · | +66 |
| 4230.0 | +93 | · | · |
| 4215.0 | · | +49 | +49 |
| 4210.0 | +24 | · | · |
| 4200.0 | · | +78 | +78 |
| 4140.0 | · | · | +32 |
| 4110.0 | · | +105 | · |
| 4095.0 | · | +133 | · |
| รวม (net) | +251 | +411 | +271 |
ค่าจาก Vol2Vol tab "OI Change"/"Churn" ตรงๆ ไม่ผ่านการกรอง top-N · churn ใกล้ 1.0 = วอลุ่มวันนั้นเปิด/ปิดสถานะจริง ไม่ใช่ปั่นเข้าออก · แสดงเฉพาะ strike ที่มี ΔOI ≠ 0 ฝั่งใดฝั่งหนึ่ง
06:47 (am)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4320 | +5 | +1 | +0 | +0 |
| 4315 | +3 | +1 | +0 | +0 |
| 4305 | +2 | +1 | +0 | +0 |
| 4300 | +21 | +1 | -1 | -1 |
| 4295 | +1 | +1 | +0 | +0 |
| 4290 | +1 | +0 | +0 | +0 |
| 4285 | +51 | +1 | +0 | +0 |
| 4280 | +10 | +1 | +0 | +0 |
| 4275 | +16 | +1 | +1 | +0 |
| 4270 | +9 | +1 | +0 | +0 |
| 4255 | +46 | +1 | +0 | +0 |
| 4250 | +37 | +1 | -1 | -1 |
| 4245 | +0 | +0 | +1 | +1 |
| 4235 | -2 | -1 | +0 | +0 |
| 4230 | +93 | +1 | +0 | +0 |
| 4225 | +30 | +0 | -1 | -0 |
| 4220 | +4 | +1 | +0 | +0 |
| 4210 | +24 | +1 | +1 | +1 |
| 4205 | +10 | +1 | +10 | +1 |
| 4200 | +50 | +0 | -8 | -0 |
| 4195 | +2 | +1 | +0 | +0 |
| 4190 | +10 | +1 | +1 | +1 |
| 4185 | +1 | +1 | +2 | +1 |
| 4180 | -1 | -0 | +0 | +0 |
| 4175 | +0 | +0 | +10 | +0 |
| 4170 | -1 | -1 | +2 | +0 |
| 4165 | +1 | +1 | +19 | +0 |
| 4160 | +0 | +0 | +1 | +0 |
| 4155 | +2 | +1 | +21 | +1 |
| 4150 | +0 | +0 | +13 | +0 |
| 4145 | +0 | +0 | +12 | +1 |
| 4140 | -1 | -1 | +4 | +0 |
| 4135 | +0 | +0 | +1 | +0 |
| 4130 | +0 | +0 | +3 | +0 |
| 4125 | +0 | +0 | +10 | +0 |
| 4120 | +1 | +1 | +0 | +0 |
| 4115 | +0 | +0 | +1 | +1 |
| 4110 | +0 | +0 | +17 | +1 |
| 4100 | +0 | +0 | +30 | +0 |
| 4095 | +0 | +0 | +7 | +1 |
| 4085 | +0 | +0 | +1 | +1 |
| 4075 | +0 | +0 | +12 | +1 |
| 4070 | +0 | +0 | -2 | -0 |
| 4060 | +0 | +0 | +4 | +1 |
14:58 (noon)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4290 | +13 | +1 | +1 | +1 |
| 4285 | +7 | +1 | +0 | +0 |
| 4280 | +27 | +0 | +0 | +0 |
| 4275 | +2 | +0 | -1 | -0 |
| 4270 | +30 | +0 | +0 | +0 |
| 4265 | +2 | +0 | +0 | +0 |
| 4260 | +46 | +1 | +0 | +0 |
| 4255 | +3 | +0 | +0 | +0 |
| 4250 | +66 | +0 | +0 | +0 |
| 4245 | +11 | +1 | -1 | -1 |
| 4240 | +22 | +1 | +0 | +0 |
| 4235 | +25 | +1 | +1 | +1 |
| 4230 | +43 | +0 | +1 | +1 |
| 4225 | +4 | +0 | -29 | -1 |
| 4220 | +26 | +0 | +7 | +1 |
| 4215 | +49 | +1 | +8 | +1 |
| 4210 | +20 | +0 | +19 | +1 |
| 4205 | +3 | +1 | +0 | +0 |
| 4200 | +78 | +0 | +15 | +0 |
| 4195 | +3 | +1 | +6 | +0 |
| 4190 | +13 | +0 | +16 | +1 |
| 4185 | +17 | +1 | +11 | +1 |
| 4180 | +8 | +0 | +23 | +0 |
| 4175 | +2 | +1 | +13 | +0 |
| 4170 | +0 | +0 | +5 | +0 |
| 4165 | +1 | +1 | +0 | +0 |
| 4160 | +3 | +1 | +2 | +0 |
| 4155 | +0 | +0 | +11 | +0 |
| 4150 | +1 | +0 | +9 | +0 |
| 4145 | +1 | +0 | +4 | +0 |
| 4140 | +1 | +1 | +32 | +1 |
| 4135 | +0 | +0 | +14 | +0 |
| 4130 | -1 | -1 | +17 | +0 |
| 4125 | +0 | +0 | +5 | +0 |
| 4120 | -1 | -0 | +3 | +0 |
| 4115 | +0 | +0 | +4 | +1 |
| 4110 | +0 | +0 | +105 | +1 |
| 4105 | +0 | +0 | +7 | +1 |
| 4100 | +0 | +0 | +31 | +1 |
| 4095 | +0 | +0 | +133 | +1 |
| 4090 | +0 | +0 | +4 | +0 |
| 4085 | +0 | +0 | +1 | +0 |
20:44 (pm)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4280 | +27 | +0 | +0 | +0 |
| 4275 | +2 | +0 | -1 | -0 |
| 4270 | +30 | +0 | +0 | +0 |
| 4265 | +2 | +0 | +0 | +0 |
| 4260 | +46 | +1 | +0 | +0 |
| 4255 | +3 | +0 | +0 | +0 |
| 4250 | +66 | +0 | +0 | +0 |
| 4245 | +11 | +1 | -1 | -1 |
| 4240 | +22 | +1 | +0 | +0 |
| 4235 | +25 | +1 | +1 | +1 |
| 4230 | +43 | +0 | +1 | +1 |
| 4225 | +4 | +0 | -29 | -1 |
| 4220 | +26 | +0 | +7 | +1 |
| 4215 | +49 | +1 | +8 | +1 |
| 4210 | +20 | +0 | +19 | +1 |
| 4205 | +3 | +1 | +0 | +0 |
| 4200 | +78 | +0 | +15 | +0 |
| 4195 | +3 | +1 | +6 | +0 |
| 4190 | +13 | +0 | +16 | +1 |
| 4185 | +17 | +1 | +11 | +1 |
| 4180 | +8 | +0 | +23 | +0 |
| 4175 | +2 | +1 | +13 | +0 |
| 4170 | +0 | +0 | +5 | +0 |
| 4165 | +1 | +1 | +0 | +0 |
| 4160 | +3 | +1 | +2 | +0 |
| 4155 | +0 | +0 | +11 | +0 |
| 4150 | +1 | +0 | +9 | +0 |
| 4145 | +1 | +0 | +4 | +0 |
| 4140 | +1 | +1 | +32 | +1 |
| 4135 | +0 | +0 | +14 | +0 |
Call/Put = volume เทรดจริงต่อ strike (คนละอันกับ Delta ladder ที่เป็นราคา implied) · ยอดรวมไม่ใช่ตัวนับสะสมทั้งวัน พบรีเซ็ตกลางวัน ได้เอง (ธรรมชาติของ feed CME ไม่ใช่บั๊ก) · ExpirationId=69773 (3 รอบ)
| เวลา | รวม Call | รวม Put | strike ที่เห็น |
|---|---|---|---|
| 06:46 | 921 | 2057 | 56 |
| 14:58 | 1288 | 2367 | 42 |
| 20:44 | 1213 | 1465 | 30 |
ราย strike รอบล่าสุด (20:44) เรียงตาม volume รวม
| strike | call vol | put vol | รวม |
|---|---|---|---|
| 4200 | 208 | 247 | 455 |
| 4225 | 111 | 295 | 406 |
| 4250 | 116 | 202 | 318 |
| 4230 | 136 | 1 | 137 |
| 4175 | 17 | 108 | 125 |
| 4275 | 26 | 98 | 124 |
| 4150 | 4 | 112 | 116 |
| 4210 | 77 | 23 | 100 |
| 4220 | 53 | 45 | 98 |
| 4180 | 47 | 45 | 92 |
| 4215 | 53 | 8 | 61 |
| 4255 | 54 | 0 | 54 |
| 4260 | 52 | 0 | 52 |
| 4235 | 29 | 21 | 50 |
| 4165 | 2 | 46 | 48 |
| 4240 | 45 | 0 | 45 |
| 4160 | 3 | 42 | 45 |
| 4140 | 1 | 42 | 43 |
| 4270 | 41 | 0 | 41 |
| 4190 | 24 | 17 | 41 |
เสริม section 10 -- เรียงตาม strike (ราคา) สูง→ต่ำ · Δ = รอบแรก (06:46) → รอบล่าสุด (20:44) · รวมเพิ่ม/รวมลดสะสม = ผลรวม Δ รอบต่อรอบทั้งวัน เก็บแยกทิศทาง (ไม่หักลบกันเอง) · ยอดรวมไม่ใช่ตัวนับสะสม พบรีเซ็ตกลางวันได้เอง (ธรรมชาติ feed CME ไม่ใช่บั๊ก -- ดูคำเตือนเดียวกันใน section 10) · ExpirationId=69773 (3 รอบ)
| strike | call vol | put vol | รวม | Δ จากรอบแรก | รวมเพิ่มสะสม | รวมลดสะสม |
|---|---|---|---|---|---|---|
| 4330 | 0 | 0 | 0 | -15 | +0 | -15 |
| 4325 | 0 | 0 | 0 | -59 | +0 | -59 |
| 4320 | 0 | 0 | 0 | -5 | +0 | -5 |
| 4315 | 0 | 0 | 0 | -5 | +0 | -5 |
| 4310 | 0 | 0 | 0 | -6 | +0 | -6 |
| 4305 | 0 | 0 | 0 | -5 | +0 | -5 |
| 4300 | 0 | 0 | 0 | -157 | +0 | -157 |
| 4295 | 0 | 0 | 0 | -36 | +0 | -36 |
| 4290 | 0 | 0 | 0 | -4 | +14 | -18 |
| 4285 | 0 | 0 | 0 | -52 | +7 | -59 |
| 4280 | 38 | 0 | 38 | +27 | +27 | 0 |
| 4275 | 26 | 98 | 124 | +1 | +2 | -1 |
| 4270 | 41 | 0 | 41 | +30 | +30 | 0 |
| 4265 | 2 | 0 | 2 | +2 | +2 | 0 |
| 4260 | 52 | 0 | 52 | +46 | +46 | 0 |
| 4255 | 54 | 0 | 54 | +3 | +3 | 0 |
| 4250 | 116 | 202 | 318 | +66 | +66 | 0 |
| 4245 | 20 | 0 | 20 | +10 | +11 | -1 |
| 4240 | 45 | 0 | 45 | +22 | +22 | 0 |
| 4235 | 29 | 21 | 50 | +26 | +26 | 0 |
| 4230 | 136 | 1 | 137 | +44 | +44 | 0 |
| 4225 | 111 | 295 | 406 | -25 | +4 | -29 |
| 4220 | 53 | 45 | 98 | +33 | +33 | 0 |
| 4215 | 53 | 8 | 61 | +57 | +57 | 0 |
| 4210 | 77 | 23 | 100 | +39 | +39 | 0 |
| 4205 | 13 | 12 | 25 | +3 | +3 | 0 |
| 4200 | 208 | 247 | 455 | +93 | +93 | 0 |
| 4195 | 5 | 6 | 11 | +9 | +9 | 0 |
| 4190 | 24 | 17 | 41 | +29 | +29 | 0 |
| 4185 | 25 | 13 | 38 | +28 | +28 | 0 |
| 4180 | 47 | 45 | 92 | +31 | +31 | 0 |
| 4175 | 17 | 108 | 125 | +15 | +15 | 0 |
| 4170 | 2 | 9 | 11 | +5 | +5 | 0 |
| 4165 | 2 | 46 | 48 | +1 | +1 | 0 |
| 4160 | 3 | 42 | 45 | +5 | +5 | 0 |
| 4155 | 2 | 37 | 39 | +11 | +11 | 0 |
| 4150 | 4 | 112 | 116 | +10 | +10 | 0 |
| 4145 | 2 | 21 | 23 | +5 | +5 | 0 |
| 4140 | 1 | 42 | 43 | +33 | +33 | 0 |
| 4135 | 5 | 15 | 20 | +14 | +14 | 0 |
| 4130 | 0 | 0 | 0 | -57 | +17 | -74 |
| 4125 | 0 | 0 | 0 | -62 | +5 | -67 |
| 4120 | 0 | 0 | 0 | -81 | +3 | -84 |
| 4115 | 0 | 0 | 0 | -2 | +4 | -6 |
| 4110 | 0 | 0 | 0 | -27 | +105 | -132 |
| 4105 | 0 | 0 | 0 | +0 | +7 | -7 |
| 4100 | 0 | 0 | 0 | -51 | +31 | -82 |
| 4095 | 0 | 0 | 0 | -10 | +133 | -143 |
| 4090 | 0 | 0 | 0 | -301 | +4 | -305 |
| 4085 | 0 | 0 | 0 | -1 | +1 | -2 |
| 4080 | 0 | 0 | 0 | -4 | +0 | -4 |
| 4075 | 0 | 0 | 0 | -20 | +0 | -20 |
| 4070 | 0 | 0 | 0 | -2 | +0 | -2 |
| 4065 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4060 | 0 | 0 | 0 | -8 | +0 | -8 |
| 4055 | 0 | 0 | 0 | -3 | +0 | -3 |