วันนี้ระบบรันไปแล้ว 3 รอบ (am/noon/pm) ไม่มี ERROR ร้ายแรง แต่มี WARN รวม 4 ตัว ทุก section เขียวหมด ไม่ต้องอ่านต่อ.
CME Quotes (ล็อกรอบแรกของวัน, แหล่งหลัก) = 4150.10
MT5 daily_opens.csv (fallback) เขียนล่าสุด 2026-09-29 21:04 (0.1 ชม.ที่แล้ว) · วันที่ในไฟล์ 20260929 · 8 symbol · GOLD.f open=4148.58
CME กับ MT5 ตรงกัน (ต่าง 1.52 จุด)
| รอบ | ครั้ง | payload | WARN | ERROR | ล่าสุด | |
|---|---|---|---|---|---|---|
| 🟢 | am | 2 | 115/115 | 0 | 0 | 06:50 |
| 🟢 | noon | 2 | 115/115 | 2 | 0 | 15:08 |
| 🟢 | pm | 2 | 115/115 | 2 | 0 | 21:09 |
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 | 🟢 06:46 | 🟢 06:46 | 🟢 06:47 | - |
| SI | 🟢 06:47 | 🟢 06:47 | 🟢 06:47 | - |
| CL | 🟢 06:48 | 🟢 06:48 | 🟢 06:48 | - |
| NQ | 🟢 06:48 | 🟢 06:48 | 🟢 06:48 | 🟢 06:49 |
| ES | 🟢 06:49 | 🟢 06:49 | 🟢 06:49 | 🟢 06:49 |
| RTY | 🟢 06:49 | 🟢 06:49 | 🟢 06:49 | 🟢 06:50 |
| DJ | - | 🟢 06:50 | 🟢 06:50 | - |
ตัดสินจากคอลัมน์ Date ในเนื้อไฟล์ ไม่ใช่เวลาแก้ไขไฟล์
| SYM | scope | .f $ | gamma flip | ห่าง | สถานะ | T-1 |
|---|---|---|---|---|---|---|
| GC | Daily | 4,175.60 | 4,163.64 | -0.29% | เหนือ flip (ตรึง) | ✅ 185% |
| GC | Weekly | 4,175.60 | 4,316.20 | +3.37% | ใต้ flip (ขยายแรง) | ✅ 3% |
| GC | Monthly | 4,175.60 | 4,266.68 | +2.18% | ใต้ flip (ขยายแรง) | ✅ 5% |
| SI | Daily | 61.24 | 64.59 | +5.46% | ใต้ flip (ขยายแรง) | ✅ 23% |
| SI | Weekly | 61.24 | 64.92 | +6.00% | ใต้ flip (ขยายแรง) | ✅ 4% |
| SI | Monthly | 61.24 | 64.11 | +4.67% | ใต้ flip (ขยายแรง) | ✅ 9% |
| CL | Daily | 93.20 | 92.83 | -0.40% | เหนือ flip (ตรึง) | ⚠ 766% |
| CL | Weekly | 93.20 | 93.78 | +0.62% | ใต้ flip (ขยายแรง) | ✅ 511% |
| CL | Monthly | 93.20 | 92.02 | -1.26% | เหนือ flip (ตรึง) | ⚠ 233% |
| NQ | Daily | 30,598.00 | 30,563.89 | -0.11% | เหนือ flip (ตรึง) | ✅ 181% |
| NQ | Weekly | 30,600.25 | 30,735.15 | +0.44% | ใต้ flip (ขยายแรง) | ✅ 49% |
| NQ | Monthly | 30,606.50 | 30,316.48 | -0.95% | เหนือ flip (ตรึง) | ✅ 41% |
| NQ | EOM | 30,601.25 | 30,300.54 | -0.98% | เหนือ flip (ตรึง) | - |
| ES | Daily | 7,751.25 | 7,770.11 | +0.24% | ใต้ flip (ขยายแรง) | ✅ 20% |
| ES | Weekly | 7,750.75 | 7,799.34 | +0.63% | ใต้ flip (ขยายแรง) | ✅ 21% |
| ES | Monthly | 7,753.50 | 7,819.83 | +0.86% | ใต้ flip (ขยายแรง) | ✅ 37% |
| ES | EOM | 7,752.25 | 7,770.54 | +0.24% | ใต้ flip (ขยายแรง) | - |
| RTY | Daily | 2,839.10 | 2,849.66 | +0.37% | ใต้ flip (ขยายแรง) | ✅ 42% |
| RTY | Weekly | 2,838.90 | 2,865.35 | +0.93% | ใต้ flip (ขยายแรง) | ✅ 16% |
| RTY | Monthly | 2,839.10 | 3,038.79 | +7.03% | ใต้ flip (ขยายแรง) | ✅ 1% |
| RTY | EOM | 2,839.10 | 2,936.87 | +3.44% | ใต้ flip (ขยายแรง) | - |
| DJ | Weekly | 51,827.00 | 52,063.63 | +0.46% | ใต้ flip (ขยายแรง) | ✅ 9% |
| DJ | Monthly | 51,828.00 | 52,011.69 | +0.35% | ใต้ flip (ขยายแรง) | ✅ 19% |
ปิดโดยตั้งใจ (เก็บ raw ผ่าน HTTP แล้ว ไม่ถ่ายภาพ) · ลบไฟล์ C:\QT_Data\qs_http\SHOTS_OFF ถ้าจะกลับไปเช็ค/ถ่ายภาพ
เก็บได้ 3 จุด · 06:46 -> 21:01
| เช้า | ล่าสุด | เปลี่ยน | |
|---|---|---|---|
| FuturePrice | 4160.8000 | 4188.2000 | +27.4000 (+0.66%) |
| ATMVol | 0.2774 | 0.3257 | +0.0482 (+17.39%) |
| DTE | 0.7409 | 0.1614 | -0.5795 (-78.21%) |
| Delta25P | 4133.1406 | 4172.3665 | +39.2259 (+0.95%) |
| Delta25C | 4203.2475 | 4206.0941 | +2.8466 (+0.07%) |
| แบนด์ 25D | 70.11 | 33.73 | -36.38 |
แบนด์กว้างขึ้น = vol ขึ้นแรงกว่า time decay กินลง
ตารางเต็มทุกรอบจับข้อมูลจริงวันนี้ (3 รอบ) · เขียว/แดง = ขยับขึ้น/ลงจากรอบก่อนหน้า · ไม่มีสี = ค่าเดิม (แช่แข็ง)
| เวลา | ราคา | ATMVol | DTE | Delta25P | Delta25C | แบนด์25D |
|---|---|---|---|---|---|---|
| 06:46 | 4160.8 | 0.2774 | 0.7409 | 4133.14 | 4203.25 | 70.11 |
| 14:57 | 4173.9 | 0.2774 | 0.4074 | 4133.14 | 4203.25 | 70.11 |
| 21:01 | 4188.2 | 0.3257 | 0.1614 | 4172.37 | 4206.09 | 33.73 |
| Target | รอบวันนี้ (HTTP, 5 นาที) | strike active วันนี้ | Top call vol | Top put vol |
|---|---|---|---|---|
| GC / Daily | 163 (00:00:01->21:05:02) | 243 | 352 @ 4250 | 137 @ 4160 |
| GC / Weekly | 110 (00:00:01->20:55:03) | 221 | 161 @ 4425 | 163 @ 3925 |
| GC / Monthly | 199 (00:00:01->21:05:02) | 623 | 481 @ 4375 | 1750 @ 1000 |
| SI / Daily | 35 (00:00:01->21:05:02) | 206 | 20 @ 65.4 | 34 @ 47.5 |
| NQ / Daily | 210 (00:00:01->21:05:02) | 454 | 1164 @ 30800 | 600 @ 30500 |
| ES / Daily | 210 (00:00:01->21:05:02) | 364 | 23374 @ 8250 | 36176 @ 6400 |
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 (20260929/pm) 🟢 · 30 strikes จริง (quotes เห็นแค่ 29, กู้คืน 1)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4250.0 | +307 | 0.6518046709129511 | 200.104033970276 | Delta5C |
| CALL | 4215.0 | +297 | 0.8945783132530121 | 265.6897590361446 | Delta15C |
| CALL | 4200.0 | +383 | 0.7253787878787878 | 277.82007575757575 | Delta25C |
| PUT | 4190.0 | +51 | 0.9272727272727272 | 47.29090909090909 | Delta35C |
| PUT | 4140.0 | +85 | 0.9239130434782609 | 78.53260869565217 | Delta25P |
ลด (down)
ไม่มี
GC Weekly (20260929/pm) 🟢 · 114 strikes จริง (quotes เห็นแค่ 88, กู้คืน 26)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4425.0 | +133 | 0.8260869565217391 | 109.86956521739131 | Delta5C |
| CALL | 4375.0 | +104 | 0.7536231884057971 | 78.3768115942029 | Delta5C |
| PUT | 4050.0 | +105 | 0.8015267175572519 | 84.16030534351145 | Delta15P |
| PUT | 3980.0 | +129 | 0.9485294117647058 | 122.36029411764706 | Delta5P |
| PUT | 3925.0 | +155 | 0.950920245398773 | 147.3926380368098 | Delta5P |
ลด (down)
ไม่มี
GC Monthly (20260929/pm) 🟢 · 288 strikes จริง (quotes เห็นแค่ 279, กู้คืน 9)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4400.0 | +698 | 0.6006884681583476 | 419.28055077452666 | Delta15C |
| CALL | 4375.0 | +363 | 0.7546777546777547 | 273.94802494802497 | Delta25C |
| CALL | 4200.0 | +371 | 0.53 | 196.63000000000002 | Delta45C |
| CALL | 4000.0 | +370 | 0.9536082474226805 | 352.83505154639175 | Delta25P |
| PUT | 3975.0 | +370 | 0.7429718875502008 | 274.8995983935743 | Delta25P |
ลด (down)
ไม่มี
SI Daily (20260929/pm) 🟢 · 41 strikes จริง (quotes เห็นแค่ 30, กู้คืน 11)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 62.0 | +28 | 0.9655172413793104 | 27.03448275862069 | Delta45C |
| PUT | 61.6 | +34 | 0.9714285714285714 | 33.028571428571425 | Delta45P |
| PUT | 61.5 | +31 | 0.8378378378378378 | 25.972972972972972 | Delta45P |
| PUT | 60.6 | +20 | 1.0 | 20.0 | Delta25P |
| PUT | 60.0 | +20 | 1.0 | 20.0 | Delta15P |
ลด (down)
ไม่มี
SI Weekly (20260929/pm) 🟢 · 135 strikes จริง (quotes เห็นแค่ 35, กู้คืน 100)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 65.5 | +8 | 0.7272727272727273 | 5.818181818181818 | Delta15C |
| CALL | 64.0 | +10 | 0.7142857142857143 | 7.142857142857143 | Delta25C |
| CALL | 61.5 | +8 | 1.0 | 8.0 | Delta45P |
| PUT | 61.5 | +9 | 0.75 | 6.75 | Delta45P |
| PUT | 59.0 | +8 | 0.7272727272727273 | 5.818181818181818 | Delta15P |
ลด (down)
ไม่มี
SI Monthly (20260929/pm) 🟢 · 143 strikes จริง (quotes เห็นแค่ 128, กู้คืน 15)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 75.0 | +34 | 0.8292682926829268 | 28.195121951219512 | Delta5C |
| PUT | 61.0 | +105 | 0.45652173913043476 | 47.93478260869565 | Delta45P |
| CALL | 60.0 | +23 | 0.9583333333333334 | 22.041666666666668 | Delta35P |
| PUT | 57.5 | +93 | 0.7265625 | 67.5703125 | Delta25P |
| PUT | 53.0 | +61 | 0.4959349593495935 | 30.2520325203252 | Delta5P |
ลด (down)
ไม่มี
CL Daily (20260929/pm) 🟢 · 44 strikes จริง (quotes เห็นแค่ 39, กู้คืน 5)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 95.0 | +337 | 0.7910798122065728 | 266.59389671361504 | Delta25C |
| PUT | 92.75 | +92 | 0.7863247863247863 | 72.34188034188034 | Delta45C |
| PUT | 92.0 | +220 | 0.8239700374531835 | 181.2734082397004 | Delta45P |
| PUT | 87.75 | +512 | 0.9922480620155039 | 508.031007751938 | Delta15P |
| PUT | 87.5 | +72 | 0.9230769230769231 | 66.46153846153847 | Delta5P |
ลด (down)
ไม่มี
CL Weekly (20260929/pm) 🟢 · 108 strikes จริง (quotes เห็นแค่ 92, กู้คืน 16)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 98.0 | +150 | 0.9090909090909091 | 136.36363636363635 | Delta25C |
| PUT | 88.0 | +124 | 0.9465648854961832 | 117.37404580152672 | Delta25P |
| PUT | 85.0 | +604 | 0.945226917057903 | 570.9170579029734 | Delta15P |
| PUT | 83.0 | +194 | 0.8818181818181818 | 171.07272727272726 | Delta5P |
| PUT | 80.0 | +187 | 0.8130434782608695 | 152.0391304347826 | Delta5P |
ลด (down)
ไม่มี
CL Monthly (20260929/pm) 🟢 · 136 strikes จริง (quotes เห็นแค่ 119, กู้คืน 17)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 123.0 | +880 | 0.8095676172953082 | 712.4195032198712 | Delta5C |
| CALL | 122.0 | +332 | 0.8997289972899729 | 298.710027100271 | Delta5C |
| CALL | 120.0 | +503 | 0.5702947845804989 | 286.8582766439909 | Delta5C |
| PUT | 87.5 | +533 | 0.5799782372143635 | 309.12840043525574 | Delta35P |
| PUT | 70.0 | +2027 | 0.4853927203065134 | 983.8910440613028 | Delta5P |
ลด (down)
ไม่มี
NQ Daily (20260929/pm) 🟢 · 154 strikes จริง (quotes เห็นแค่ 129, กู้คืน 25)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 31300.0 | +137 | 0.7653631284916201 | 104.85474860335196 | Delta5C |
| CALL | 31160.0 | +145 | 0.8787878787878788 | 127.42424242424242 | Delta5C |
| CALL | 30675.0 | +317 | 0.8567567567567568 | 271.5918918918919 | Delta35C |
| PUT | 30230.0 | +148 | 0.9673202614379085 | 143.16339869281046 | Delta15P |
| PUT | 30200.0 | +304 | 0.7325301204819277 | 222.68915662650602 | Delta15P |
ลด (down)
ไม่มี
NQ Weekly (20260929/pm) 🟢 · 326 strikes จริง (quotes เห็นแค่ 262, กู้คืน 64)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 31500.0 | +59 | 0.3933333333333333 | 23.206666666666667 | Delta5C |
| CALL | 30800.0 | +69 | 0.36507936507936506 | 25.19047619047619 | Delta35C |
| CALL | 30700.0 | +68 | 0.3756906077348066 | 25.54696132596685 | Delta45C |
| PUT | 29200.0 | +57 | 0.7125 | 40.612500000000004 | Delta5P |
| PUT | 29000.0 | +143 | 0.6589861751152074 | 94.23502304147466 | Delta5P |
ลด (down)
ไม่มี
NQ Monthly (20260929/pm) 🟢 · 62 strikes จริง (quotes เห็นแค่ 54, กู้คืน 8)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 35250.0 | +76 | 0.8735632183908046 | 66.39080459770115 | Delta5C |
| CALL | 32500.0 | +170 | 0.723404255319149 | 122.97872340425533 | Delta25C |
| PUT | 28250.0 | +68 | 0.8947368421052632 | 60.8421052631579 | Delta25P |
| PUT | 28000.0 | +106 | 0.762589928057554 | 80.83453237410072 | Delta25P |
| PUT | 27000.0 | +92 | 0.5974025974025974 | 54.96103896103896 | Delta15P |
ลด (down)
ไม่มี
ES Daily (20260929/pm) 🟢 · 44 strikes จริง (quotes เห็นแค่ 42, กู้คืน 2)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 7850.0 | +813 | 0.45016611295681064 | 365.98504983388705 | Delta5C |
| CALL | 7830.0 | +4622 | 0.7444032855532292 | 3440.6319858270253 | Delta5C |
| CALL | 7800.0 | +929 | 0.3821472645002057 | 355.01480872069106 | Delta15C |
| PUT | 7725.0 | +952 | 0.3454281567489115 | 328.84760522496373 | Delta35P |
| PUT | 7650.0 | +1096 | 0.5747246984792869 | 629.8982695332984 | Delta5P |
ลด (down)
ไม่มี
ES Weekly (20260929/pm) 🟢 · 124 strikes จริง (quotes เห็นแค่ 122, กู้คืน 2)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 7945.0 | +250 | 0.8064516129032258 | 201.61290322580643 | Delta5C |
| CALL | 7800.0 | +454 | 0.41651376146788993 | 189.09724770642202 | Delta35C |
| CALL | 7780.0 | +504 | 0.5442764578833693 | 274.3153347732181 | Delta35C |
| CALL | 7765.0 | +456 | 0.8444444444444444 | 385.06666666666666 | Delta45C |
| PUT | 7700.0 | +905 | 0.1917372881355932 | 173.52224576271186 | Delta35P |
ลด (down)
ไม่มี
ES Monthly (20260929/pm) 🟢 · 103 strikes จริง (quotes เห็นแค่ 96, กู้คืน 7)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 8800.0 | +300 | 0.9966777408637874 | 299.0033222591362 | Delta5C |
| CALL | 8250.0 | +182 | 0.8272727272727273 | 150.56363636363636 | Delta15C |
| CALL | 8100.0 | +377 | 0.31260364842454397 | 117.85157545605307 | Delta25C |
| PUT | 7300.0 | +571 | 0.4590032154340836 | 262.09083601286176 | Delta25P |
| PUT | 7200.0 | +201 | 0.5894428152492669 | 118.47800586510265 | Delta15P |
ลด (down)
ไม่มี
RTY Daily (20260929/pm) 🟢 · 17 strikes จริง (quotes เห็นแค่ 14, กู้คืน 3)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 2875.0 | +66 | 0.8918918918918919 | 58.86486486486486 | Delta15C |
| CALL | 2870.0 | +52 | 0.7761194029850746 | 40.35820895522388 | Delta15C |
| CALL | 2850.0 | +64 | 0.9411764705882353 | 60.23529411764706 | Delta35C |
| PUT | 2840.0 | +287 | 0.3651399491094148 | 104.79516539440203 | Delta45P |
| PUT | 2780.0 | +136 | 0.9855072463768116 | 134.02898550724638 | Delta5P |
ลด (down)
ไม่มี
RTY Weekly (20260929/pm) 🟢 · 42 strikes จริง (quotes เห็นแค่ 29, กู้คืน 13)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 2960.0 | +49 | 1.0 | 49.0 | Delta5C |
| PUT | 2810.0 | +335 | 0.600358422939068 | 201.1200716845878 | Delta35P |
| PUT | 2800.0 | +74 | 0.7789473684210526 | 57.642105263157895 | Delta25P |
| PUT | 2690.0 | +103 | 1.0 | 103.0 | Delta5P |
| PUT | 2670.0 | +70 | 1.0 | 70.0 | Delta5P |
ลด (down)
ไม่มี
RTY Monthly (20260929/pm) 🟢 · 27 strikes จริง (quotes เห็นแค่ 22, กู้คืน 5)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 3350.0 | +23 | 1.0 | 23.0 | Delta5C |
| CALL | 2950.0 | +209 | 0.6720257234726688 | 140.45337620578778 | Delta35C |
| PUT | 2800.0 | +23 | 0.92 | 21.16 | Delta45P |
| PUT | 2700.0 | +57 | 0.6627906976744186 | 37.77906976744186 | Delta25P |
| PUT | 2400.0 | +46 | 0.9019607843137255 | 41.490196078431374 | Delta5P |
ลด (down)
ไม่มี
DJ Weekly (20260929/pm) 🟢 · 89 strikes จริง (quotes เห็นแค่ 14, กู้คืน 75)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 52800.0 | +2 | 1.0 | 2.0 | Delta15C |
| CALL | 52700.0 | +2 | 1.0 | 2.0 | Delta15C |
| PUT | 52000.0 | +10 | 1.0 | 10.0 | Delta45C |
| PUT | 51500.0 | +10 | 0.9090909090909091 | 9.09090909090909 | Delta35P |
| PUT | 51400.0 | +3 | 1.0 | 3.0 | Delta35P |
ลด (down)
ไม่มี
DJ Monthly (20260929/noon) 🟢 · 166 strikes จริง (quotes เห็นแค่ 11, กู้คืน 155)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 52100.0 | +1 | 1.0 | 1.0 | Delta45C |
| CALL | 52000.0 | +1 | 1.0 | 1.0 | Delta45C |
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 (06:46 → 21:01) แต่ OI เปลี่ยนค่าจริงแค่ 3 ครั้ง (ต้นทางอัปเดตแค่ 3 รอบ/วัน am/noon/pm)
| strike | 06:46 | 14:58 | 21:01 |
|---|---|---|---|
| 4280.0 | +9 | · | · |
| 4250.0 | · | +307 | +307 |
| 4240.0 | +21 | · | · |
| 4215.0 | · | +297 | +297 |
| 4205.0 | +15 | · | · |
| 4200.0 | +22 | +383 | +383 |
| 4190.0 | · | · | +51 |
| 4140.0 | · | +85 | +85 |
| 4135.0 | +12 | · | · |
| 4100.0 | · | +282 | · |
| รวม (net) | +79 | +1354 | +1123 |
ค่าจาก Vol2Vol tab "OI Change"/"Churn" ตรงๆ ไม่ผ่านการกรอง top-N · churn ใกล้ 1.0 = วอลุ่มวันนั้นเปิด/ปิดสถานะจริง ไม่ใช่ปั่นเข้าออก · แสดงเฉพาะ strike ที่มี ΔOI ≠ 0 ฝั่งใดฝั่งหนึ่ง
06:46 (am)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4310 | +0 | +0 | +1 | +0 |
| 4300 | +0 | +0 | +6 | +0 |
| 4295 | +1 | +1 | +1 | +1 |
| 4290 | +0 | +0 | +2 | +1 |
| 4285 | +0 | +0 | +3 | +1 |
| 4280 | +0 | +0 | +9 | +1 |
| 4275 | +1 | +1 | +6 | +0 |
| 4270 | +0 | +0 | +8 | +1 |
| 4265 | +0 | +0 | +3 | +1 |
| 4260 | +0 | +0 | +9 | +1 |
| 4255 | +0 | +0 | +5 | +0 |
| 4250 | +0 | +0 | +1 | +0 |
| 4245 | +0 | +0 | +3 | +1 |
| 4240 | +0 | +0 | +21 | +1 |
| 4235 | +0 | +0 | +6 | +1 |
| 4230 | +0 | +0 | +1 | +1 |
| 4225 | +0 | +0 | +2 | +0 |
| 4210 | +0 | +0 | +6 | +1 |
| 4205 | +0 | +0 | +15 | +1 |
| 4200 | +0 | +0 | +22 | +0 |
| 4185 | +0 | +0 | +2 | +1 |
| 4180 | +0 | +0 | +3 | +1 |
| 4175 | +0 | +0 | +8 | +1 |
| 4170 | +0 | +0 | +5 | +1 |
| 4165 | +0 | +0 | +2 | +1 |
| 4155 | +0 | +0 | +2 | +1 |
| 4135 | +0 | +0 | +12 | +1 |
14:57 (noon)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4285 | +1 | +0 | +0 | +0 |
| 4280 | +10 | +1 | +1 | +0 |
| 4275 | +4 | +0 | -3 | -1 |
| 4270 | +40 | +1 | -12 | -1 |
| 4265 | +45 | +1 | +0 | +0 |
| 4260 | +16 | +1 | +0 | +0 |
| 4255 | +40 | +1 | -1 | -0 |
| 4250 | +307 | +1 | +2 | +0 |
| 4245 | +29 | +0 | +4 | +1 |
| 4240 | +13 | +0 | +8 | +1 |
| 4235 | +45 | +1 | +2 | +1 |
| 4230 | +42 | +1 | +1 | +0 |
| 4225 | +33 | +1 | +0 | +0 |
| 4220 | +29 | +1 | +37 | +1 |
| 4215 | +297 | +1 | +30 | +1 |
| 4210 | +34 | +0 | +12 | +1 |
| 4205 | +29 | +1 | +1 | +1 |
| 4200 | +383 | +1 | +19 | +0 |
| 4195 | +32 | +1 | +2 | +0 |
| 4190 | +58 | +1 | +51 | +1 |
| 4185 | +31 | +0 | +12 | +1 |
| 4180 | +68 | +1 | +15 | +0 |
| 4175 | +32 | +1 | +22 | +1 |
| 4170 | +55 | +0 | +30 | +1 |
| 4165 | +11 | +0 | +15 | +0 |
| 4160 | +33 | +1 | +46 | +1 |
| 4155 | +5 | +1 | +47 | +1 |
| 4150 | +21 | +1 | +88 | +0 |
| 4145 | +7 | +0 | +44 | +1 |
| 4140 | +1 | +0 | +85 | +1 |
| 4135 | +1 | +1 | +4 | +0 |
| 4130 | +1 | +0 | +21 | +1 |
| 4125 | +1 | +1 | +31 | +1 |
| 4120 | +0 | +0 | +26 | +0 |
| 4115 | +0 | +0 | +32 | +0 |
| 4110 | +0 | +0 | +13 | +1 |
| 4105 | +0 | +0 | +14 | +0 |
| 4100 | +8 | +1 | +282 | +1 |
| 4095 | +0 | +0 | +20 | +0 |
| 4090 | +1 | +1 | +12 | +1 |
| 4085 | +0 | +0 | +20 | +1 |
| 4080 | +0 | +0 | +26 | +1 |
| 4075 | +0 | +0 | +17 | +1 |
| 4070 | +0 | +0 | +19 | +0 |
| 4065 | +0 | +0 | +5 | +0 |
21:01 (pm)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4260 | +16 | +1 | +0 | +0 |
| 4255 | +40 | +1 | -1 | -0 |
| 4250 | +307 | +1 | +2 | +0 |
| 4245 | +29 | +0 | +4 | +1 |
| 4240 | +13 | +0 | +8 | +1 |
| 4235 | +45 | +1 | +2 | +1 |
| 4230 | +42 | +1 | +1 | +0 |
| 4225 | +33 | +1 | +0 | +0 |
| 4220 | +29 | +1 | +37 | +1 |
| 4215 | +297 | +1 | +30 | +1 |
| 4210 | +34 | +0 | +12 | +1 |
| 4205 | +29 | +1 | +1 | +1 |
| 4200 | +383 | +1 | +19 | +0 |
| 4195 | +32 | +1 | +2 | +0 |
| 4190 | +58 | +1 | +51 | +1 |
| 4185 | +31 | +0 | +12 | +1 |
| 4180 | +68 | +1 | +15 | +0 |
| 4175 | +32 | +1 | +22 | +1 |
| 4170 | +55 | +0 | +30 | +1 |
| 4165 | +11 | +0 | +15 | +0 |
| 4160 | +33 | +1 | +46 | +1 |
| 4155 | +5 | +1 | +47 | +1 |
| 4150 | +21 | +1 | +88 | +0 |
| 4145 | +7 | +0 | +44 | +1 |
| 4140 | +1 | +0 | +85 | +1 |
| 4135 | +1 | +1 | +4 | +0 |
| 4130 | +1 | +0 | +21 | +1 |
| 4125 | +1 | +1 | +31 | +1 |
| 4120 | +0 | +0 | +26 | +0 |
Call/Put = volume เทรดจริงต่อ strike (คนละอันกับ Delta ladder ที่เป็นราคา implied) · ยอดรวมไม่ใช่ตัวนับสะสมทั้งวัน พบรีเซ็ตกลางวัน ได้เอง (ธรรมชาติของ feed CME ไม่ใช่บั๊ก) · ExpirationId=69917 (3 รอบ)
| เวลา | รวม Call | รวม Put | strike ที่เห็น |
|---|---|---|---|
| 06:46 | 63 | 554 | 61 |
| 14:57 | 1766 | 1534 | 45 |
| 21:00 | 1656 | 999 | 29 |
ราย strike รอบล่าสุด (21:00) เรียงตาม volume รวม
| strike | call vol | put vol | รวม |
|---|---|---|---|
| 4200 | 383 | 82 | 465 |
| 4250 | 309 | 59 | 368 |
| 4215 | 297 | 43 | 340 |
| 4150 | 21 | 115 | 136 |
| 4190 | 58 | 53 | 111 |
| 4170 | 55 | 35 | 90 |
| 4180 | 68 | 19 | 87 |
| 4140 | 1 | 85 | 86 |
| 4160 | 33 | 46 | 79 |
| 4175 | 32 | 41 | 73 |
| 4220 | 29 | 42 | 71 |
| 4225 | 33 | 29 | 62 |
| 4155 | 5 | 49 | 54 |
| 4210 | 34 | 20 | 54 |
| 4235 | 45 | 8 | 53 |
| 4145 | 7 | 44 | 51 |
| 4230 | 42 | 5 | 47 |
| 4205 | 29 | 18 | 47 |
| 4255 | 40 | 6 | 46 |
| 4185 | 31 | 14 | 45 |
เสริม section 10 -- เรียงตาม strike (ราคา) สูง→ต่ำ · Δ = รอบแรก (06:46) → รอบล่าสุด (21:00) · รวมเพิ่ม/รวมลดสะสม = ผลรวม Δ รอบต่อรอบทั้งวัน เก็บแยกทิศทาง (ไม่หักลบกันเอง) · ยอดรวมไม่ใช่ตัวนับสะสม พบรีเซ็ตกลางวันได้เอง (ธรรมชาติ feed CME ไม่ใช่บั๊ก -- ดูคำเตือนเดียวกันใน section 10) · ExpirationId=69917 (3 รอบ)
| strike | call vol | put vol | รวม | Δ จากรอบแรก | รวมเพิ่มสะสม | รวมลดสะสม |
|---|---|---|---|---|---|---|
| 4315 | 0 | 0 | 0 | -9 | +0 | -9 |
| 4310 | 0 | 0 | 0 | -12 | +0 | -12 |
| 4305 | 0 | 0 | 0 | -46 | +0 | -46 |
| 4300 | 0 | 0 | 0 | -102 | +0 | -102 |
| 4295 | 0 | 0 | 0 | -8 | +0 | -8 |
| 4290 | 0 | 0 | 0 | -2 | +0 | -2 |
| 4285 | 0 | 0 | 0 | -5 | +1 | -6 |
| 4280 | 0 | 0 | 0 | -9 | +11 | -20 |
| 4275 | 0 | 0 | 0 | -24 | +4 | -28 |
| 4270 | 0 | 0 | 0 | -21 | +40 | -61 |
| 4265 | 0 | 0 | 0 | -11 | +45 | -56 |
| 4260 | 16 | 26 | 42 | +16 | +16 | 0 |
| 4255 | 40 | 6 | 46 | +39 | +40 | -1 |
| 4250 | 309 | 59 | 368 | +309 | +309 | 0 |
| 4245 | 29 | 7 | 36 | +33 | +33 | 0 |
| 4240 | 13 | 31 | 44 | +21 | +21 | 0 |
| 4235 | 45 | 8 | 53 | +47 | +47 | 0 |
| 4230 | 42 | 5 | 47 | +43 | +43 | 0 |
| 4225 | 33 | 29 | 62 | +33 | +33 | 0 |
| 4220 | 29 | 42 | 71 | +66 | +66 | 0 |
| 4215 | 297 | 43 | 340 | +327 | +327 | 0 |
| 4210 | 34 | 20 | 54 | +46 | +46 | 0 |
| 4205 | 29 | 18 | 47 | +30 | +30 | 0 |
| 4200 | 383 | 82 | 465 | +402 | +402 | 0 |
| 4195 | 32 | 2 | 34 | +34 | +34 | 0 |
| 4190 | 58 | 53 | 111 | +109 | +109 | 0 |
| 4185 | 31 | 14 | 45 | +43 | +43 | 0 |
| 4180 | 68 | 19 | 87 | +83 | +83 | 0 |
| 4175 | 32 | 41 | 73 | +54 | +54 | 0 |
| 4170 | 55 | 35 | 90 | +85 | +85 | 0 |
| 4165 | 11 | 17 | 28 | +26 | +26 | 0 |
| 4160 | 33 | 46 | 79 | +79 | +79 | 0 |
| 4155 | 5 | 49 | 54 | +52 | +52 | 0 |
| 4150 | 21 | 115 | 136 | +109 | +109 | 0 |
| 4145 | 7 | 44 | 51 | +51 | +51 | 0 |
| 4140 | 1 | 85 | 86 | +86 | +86 | 0 |
| 4135 | 1 | 16 | 17 | +5 | +5 | 0 |
| 4130 | 1 | 23 | 24 | +22 | +22 | 0 |
| 4125 | 1 | 37 | 38 | +32 | +32 | 0 |
| 4120 | 0 | 27 | 27 | +26 | +26 | 0 |
| 4115 | 0 | 0 | 0 | +0 | +32 | -32 |
| 4110 | 0 | 0 | 0 | +0 | +13 | -13 |
| 4105 | 0 | 0 | 0 | -2 | +14 | -16 |
| 4100 | 0 | 0 | 0 | -15 | +290 | -305 |
| 4095 | 0 | 0 | 0 | +0 | +20 | -20 |
| 4090 | 0 | 0 | 0 | +0 | +13 | -13 |
| 4085 | 0 | 0 | 0 | +0 | +20 | -20 |
| 4080 | 0 | 0 | 0 | +0 | +26 | -26 |
| 4075 | 0 | 0 | 0 | -2 | +17 | -19 |
| 4070 | 0 | 0 | 0 | -1 | +19 | -20 |
| 4065 | 0 | 0 | 0 | +0 | +5 | -5 |
| 4060 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4055 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4050 | 0 | 0 | 0 | -1 | +0 | -1 |
| 4045 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4040 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4035 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4030 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4025 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4020 | 0 | 0 | 0 | +0 | +0 | 0 |
| 4015 | 0 | 0 | 0 | +0 | +0 | 0 |