วันนี้ระบบรันไปแล้ว 3 รอบ (am/noon/pm) ไม่มี ERROR ร้ายแรง แต่มี WARN รวม 2 ตัว ทุก section เขียวหมด ไม่ต้องอ่านต่อ.
เขียนล่าสุด 2026-09-25 20:37 (2.9 ชม.ที่แล้ว) · วันที่ในไฟล์ 20260925 · 8 symbol
สด ใช้ได้
| รอบ | ครั้ง | payload | WARN | ERROR | ล่าสุด | |
|---|---|---|---|---|---|---|
| 🟢 | am | 2 | 115/115 | 0 | 0 | 07:53 |
| 🟢 | noon | 2 | 115/115 | 2 | 0 | 15:28 |
| 🟢 | pm | 3 | 115/115 | 0 | 0 | 23:31 |
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 | 🟢 07:49 | 🟢 07:49 | 🟢 07:49 | - |
| SI | 🟢 07:49 | 🟢 07:50 | 🟢 07:50 | - |
| CL | 🟢 07:50 | 🟢 07:50 | 🟢 07:51 | - |
| NQ | 🟢 07:51 | 🟢 07:51 | 🟢 07:51 | 🟢 07:51 |
| ES | 🟢 07:52 | 🟢 07:52 | 🟢 07:52 | 🟢 07:52 |
| RTY | 🟢 07:52 | 🟢 07:53 | 🟢 07:53 | 🟢 07:53 |
| DJ | - | 🟢 07:53 | 🟢 07:53 | - |
ตัดสินจากคอลัมน์ Date ในเนื้อไฟล์ ไม่ใช่เวลาแก้ไขไฟล์
| SYM | scope | .f $ | gamma flip | ห่าง | สถานะ | T-1 |
|---|---|---|---|---|---|---|
| GC | Daily | 4,313.40 | 4,321.96 | +0.20% | ใต้ flip (ขยายแรง) | ⚠ 422% |
| GC | Weekly | 4,312.90 | 4,371.43 | +1.36% | ใต้ flip (ขยายแรง) | ✅ 15% |
| GC | Monthly | 4,313.50 | 4,320.18 | +0.15% | ใต้ flip (ขยายแรง) | ✅ 18% |
| SI | Daily | 64.18 | 64.52 | +0.54% | ใต้ flip (ขยายแรง) | ⚠ 733% |
| SI | Weekly | 64.17 | 64.56 | +0.61% | ใต้ flip (ขยายแรง) | ⚠ 247% |
| SI | Monthly | 64.22 | 64.14 | -0.13% | เหนือ flip (ตรึง) | ✅ 637% |
| CL | Daily | 93.62 | 94.89 | +1.36% | ใต้ flip (ขยายแรง) | ⚠ 100% |
| CL | Weekly | 93.60 | 88.86 | -5.07% | เหนือ flip (ตรึง) | ✅ 37% |
| CL | Monthly | 93.58 | 91.45 | -2.28% | เหนือ flip (ตรึง) | ✅ 57% |
| NQ | Daily | 30,864.25 | 30,631.37 | -0.75% | เหนือ flip (ตรึง) | ✅ 44% |
| NQ | Weekly | 30,873.50 | 31,061.11 | +0.61% | ใต้ flip (ขยายแรง) | ✅ 48% |
| NQ | Monthly | 30,870.75 | 30,249.31 | -2.01% | เหนือ flip (ตรึง) | ✅ 15% |
| NQ | EOM | 30,873.50 | 30,120.55 | -2.44% | เหนือ flip (ตรึง) | - |
| ES | Daily | 7,776.50 | 7,763.07 | -0.17% | เหนือ flip (ตรึง) | ✅ 222% |
| ES | Weekly | 7,775.50 | 7,817.32 | +0.54% | ใต้ flip (ขยายแรง) | ✅ 85% |
| ES | Monthly | 7,775.50 | 7,828.87 | +0.69% | ใต้ flip (ขยายแรง) | ✅ 93% |
| ES | EOM | 7,775.50 | 7,770.27 | -0.07% | เหนือ flip (ตรึง) | - |
| RTY | Daily | 2,861.20 | 2,875.18 | +0.49% | ใต้ flip (ขยายแรง) | ✅ 22% |
| RTY | Weekly | 2,860.90 | 2,859.91 | -0.03% | เหนือ flip (ตรึง) | ✅ 1067% |
| RTY | Monthly | 2,860.90 | 3,080.05 | +7.66% | ใต้ flip (ขยายแรง) | ✅ 2% |
| RTY | EOM | 2,861.00 | 2,994.79 | +4.68% | ใต้ flip (ขยายแรง) | - |
| DJ | Weekly | 51,783.00 | 52,081.92 | +0.58% | ใต้ flip (ขยายแรง) | ⚠ 142% |
| DJ | Monthly | 51,783.00 | 52,000.98 | +0.42% | ใต้ flip (ขยายแรง) | ⚠ 144% |
ปิดโดยตั้งใจ (เก็บ raw ผ่าน HTTP แล้ว ไม่ถ่ายภาพ) · ลบไฟล์ C:\QT_Data\qs_http\SHOTS_OFF ถ้าจะกลับไปเช็ค/ถ่ายภาพ
เก็บได้ 4 จุด · 07:49 -> 23:29
| เช้า | ล่าสุด | เปลี่ยน | |
|---|---|---|---|
| FuturePrice | 4310.1000 | 4329.0000 | +18.9000 (+0.44%) |
| ATMVol | 0.2566 | 0.2495 | -0.0071 (-2.78%) |
| DTE | 0.6977 | 0.0440 | -0.6537 (-93.70%) |
| Delta25P | 4264.7185 | 4319.1844 | +54.4659 (+1.28%) |
| Delta25C | 4332.2508 | 4334.5071 | +2.2563 (+0.05%) |
| แบนด์ 25D | 67.53 | 15.32 | -52.21 |
แบนด์กว้างขึ้น = vol ขึ้นแรงกว่า time decay กินลง
ตารางเต็มทุกรอบจับข้อมูลจริงวันนี้ (4 รอบ) · เขียว/แดง = ขยับขึ้น/ลงจากรอบก่อนหน้า · ไม่มีสี = ค่าเดิม (แช่แข็ง)
| เวลา | ราคา | ATMVol | DTE | Delta25P | Delta25C | แบนด์25D |
|---|---|---|---|---|---|---|
| 07:49 | 4310.1 | 0.2566 | 0.6977 | 4264.72 | 4332.25 | 67.53 |
| 15:20 | 4313.3 | 0.2566 | 0.4048 | 4264.72 | 4332.25 | 67.53 |
| 21:00 | 4329.1 | 0.2828 | 0.1672 | 4305.43 | 4341.34 | 35.91 |
| 23:29 | 4329.0 | 0.2495 | 0.0440 | 4319.18 | 4334.51 | 15.32 |
| Target | รอบวันนี้ | strikes/รอบล่าสุด | underlying | Top call vol | Top put vol |
|---|---|---|---|---|---|
| GC / Daily | 33 (00:14->23:05) | 215 | 4314.0 | 678 @ 4310 | 816 @ 4300 |
| GC / Weekly | 33 (00:14->23:05) | 52 | 4313.7 | 115 @ 4450 | 352 @ 4200 |
| GC / Monthly | 31 (00:14->23:05) | 380 | 4312.9 | 138 @ 4950 | 251 @ 3900 |
| SI / Daily | 31 (00:14->23:05) | 187 | 64.5 | 45 @ 64 | 57 @ 64 |
| NQ / Daily | 31 (00:14->23:05) | 228 | 30785.2 | 1752 @ 31000 | 1126 @ 30600 |
| ES / Daily | 31 (00:14->23:05) | 254 | 7778.0 | 4333 @ 7785 | 14039 @ 7725 |
Volume เท่านั้น ไม่มี Open Interest -- flow วันนี้ ไม่ใช่ position สะสม · expiry ของแต่ละ target คำนวณจาก Date+DTE ของ v2v_history_master*.csv scope นั้น · ยังไม่ผ่านขั้นทดสอบ edge ใดๆ (ดู STATE.md ก่อนเชื่อ)
churn ยิ่งใกล้ 1.0 ยิ่งน่าสนใจ (วอลุ่มวันนั้นกลายเป็นเปิด/ปิดสถานะจริง ไม่ใช่แค่ปั่นเข้าออก) · conviction = |ΔOI| × churn
GC Daily (20260925/pm) 🟢 · 13 strikes จริง
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4345.0 | +69 | 0.75 | 51.75 | Delta15C |
| CALL | 4325.0 | +193 | 0.47073170731707314 | 90.85121951219512 | Delta35C |
| CALL | 4310.0 | +167 | 0.3193116634799235 | 53.32504780114723 | Delta45C |
| CALL | 4305.0 | +66 | 0.20245398773006135 | 13.36196319018405 | Delta45C |
| CALL | 4300.0 | +127 | 0.2613168724279835 | 33.18724279835391 | Delta45C |
ลด (down)
ไม่มี
GC Weekly (20260925/pm) 🟢 · 28 strikes จริง (quotes เห็นแค่ 25, กู้คืน 3)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 4300.0 | +171 | 0.8260869565217391 | 141.2608695652174 | Delta45C |
| PUT | 4300.0 | +142 | 0.922077922077922 | 130.93506493506493 | Delta45C |
| PUT | 4150.0 | +52 | 0.4369747899159664 | 22.722689075630253 | Delta15P |
| PUT | 4100.0 | +113 | 0.38305084745762713 | 43.284745762711864 | Delta5P |
| PUT | 4000.0 | +124 | 0.7380952380952381 | 91.52380952380953 | Delta5P |
ลด (down)
ไม่มี
GC Monthly (20260925/pm) 🟢 · 295 strikes จริง (quotes เห็นแค่ 283, กู้คืน 12)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 5100.0 | +1353 | 0.7113564668769716 | 962.4652996845426 | Delta5C |
| CALL | 4900.0 | +1673 | 0.8066538090646095 | 1349.5318225650917 | Delta5C |
| CALL | 4500.0 | +565 | 0.4127100073046019 | 233.18115412710006 | Delta25C |
| PUT | 4000.0 | +556 | 0.6136865342163356 | 341.20971302428256 | Delta15P |
| PUT | 3700.0 | +443 | 0.715670436187399 | 317.04200323101776 | Delta5P |
ลด (down)
ไม่มี
SI Daily (20260925/pm) 🟢 · 19 strikes จริง (quotes เห็นแค่ 11, กู้คืน 8)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 65.6 | +6 | 1.0 | 6.0 | Delta15C |
| CALL | 65.5 | +30 | 0.5660377358490566 | 16.9811320754717 | Delta15C |
| CALL | 65.4 | +4 | 1.0 | 4.0 | Delta15C |
| CALL | 65.2 | +8 | 1.0 | 8.0 | Delta15C |
| CALL | 65.0 | +35 | 0.7142857142857143 | 25.0 | Delta25C |
ลด (down)
ไม่มี
SI Weekly (20260925/pm) 🟢 · 36 strikes จริง (quotes เห็นแค่ 29, กู้คืน 7)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 70.0 | +14 | 0.5384615384615384 | 7.538461538461538 | Delta5C |
| CALL | 65.5 | +41 | 1.0 | 41.0 | Delta35C |
| CALL | 64.0 | +3 | 0.75 | 2.25 | Delta45P |
| CALL | 63.5 | +4 | 1.0 | 4.0 | Delta45P |
| PUT | 60.0 | +16 | 0.64 | 10.24 | Delta15P |
ลด (down)
ไม่มี
SI Monthly (20260925/pm) 🟢 · 155 strikes จริง (quotes เห็นแค่ 137, กู้คืน 18)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 80.0 | +475 | 0.6834532374100719 | 324.64028776978415 | Delta5C |
| CALL | 65.75 | +80 | 0.963855421686747 | 77.10843373493975 | Delta45C |
| CALL | 65.0 | +135 | 0.7670454545454546 | 103.55113636363637 | Delta45C |
| PUT | 62.5 | +94 | 0.9591836734693877 | 90.16326530612244 | Delta35P |
| PUT | 61.5 | +96 | 0.9504950495049505 | 91.24752475247524 | Delta35P |
ลด (down)
ไม่มี
CL Daily (20260925/pm) 🟢 · 34 strikes จริง (quotes เห็นแค่ 24, กู้คืน 10)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 94.5 | +97 | 0.8508771929824561 | 82.53508771929825 | Delta45P |
| PUT | 93.5 | +120 | 0.8695652173913043 | 104.34782608695652 | Delta35P |
| PUT | 92.5 | +146 | 0.7684210526315789 | 112.18947368421051 | Delta25P |
| PUT | 90.75 | +409 | 0.9316628701594533 | 381.0501138952164 | Delta15P |
| PUT | 90.0 | +375 | 0.4646840148698885 | 174.25650557620818 | Delta5P |
ลด (down)
ไม่มี
CL Weekly (20260925/pm) 🟢 · 114 strikes จริง (quotes เห็นแค่ 89, กู้คืน 25)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 103.0 | +47 | 0.9591836734693877 | 45.08163265306122 | Delta15C |
| CALL | 97.0 | +44 | 0.8148148148148148 | 35.85185185185185 | Delta35C |
| PUT | 96.0 | +34 | 0.8947368421052632 | 30.42105263157895 | Delta45C |
| PUT | 92.0 | +42 | 0.7924528301886793 | 33.28301886792453 | Delta35P |
| PUT | 85.0 | +210 | 0.9459459459459459 | 198.64864864864865 | Delta15P |
ลด (down)
ไม่มี
CL Monthly (20260925/pm) 🟢 · 144 strikes จริง (quotes เห็นแค่ 125, กู้คืน 19)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 115.0 | +940 | 0.5721241631162508 | 537.7967133292758 | Delta15C |
| CALL | 97.0 | +437 | 0.5961800818553888 | 260.5306957708049 | Delta45C |
| CALL | 95.0 | +729 | 0.46790757381258025 | 341.104621309371 | Delta45P |
| PUT | 80.0 | +4220 | 0.561842630808148 | 2370.9759020103847 | Delta15P |
| PUT | 79.0 | +1887 | 0.7288528389339514 | 1375.3453070683663 | Delta5P |
ลด (down)
ไม่มี
NQ Daily (20260925/pm) 🟢 · 97 strikes จริง (quotes เห็นแค่ 89, กู้คืน 8)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 31310.0 | +50 | 0.9433962264150944 | 47.16981132075472 | Delta5C |
| CALL | 30970.0 | +56 | 0.7777777777777778 | 43.55555555555556 | Delta25C |
| CALL | 30950.0 | +106 | 0.5549738219895288 | 58.82722513089006 | Delta25C |
| CALL | 30750.0 | +177 | 0.24583333333333332 | 43.512499999999996 | Delta45P |
| PUT | 30580.0 | +85 | 0.5029585798816568 | 42.75147928994083 | Delta25P |
ลด (down)
ไม่มี
NQ Weekly (20260925/pm) 🟢 · 133 strikes จริง (quotes เห็นแค่ 115, กู้คืน 18)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 29850.0 | +60 | 0.9375 | 56.25 | Delta15P |
| PUT | 29750.0 | +480 | 0.9302325581395349 | 446.51162790697674 | Delta15P |
| PUT | 29650.0 | +465 | 0.9548254620123203 | 443.993839835729 | Delta15P |
| PUT | 29600.0 | +406 | 0.8787878787878788 | 356.7878787878788 | Delta15P |
| PUT | 29100.0 | +445 | 0.9063136456211812 | 403.30957230142565 | Delta5P |
ลด (down)
ไม่มี
NQ Monthly (20260925/pm) 🟢 · 63 strikes จริง (quotes เห็นแค่ 54, กู้คืน 9)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 38000.0 | +15 | 1.0 | 15.0 | Delta5C |
| CALL | 35000.0 | +50 | 0.38461538461538464 | 19.230769230769234 | Delta5C |
| PUT | 30500.0 | +272 | 0.6507177033492823 | 176.99521531100478 | Delta45P |
| CALL | 30500.0 | +125 | 0.4340277777777778 | 54.25347222222222 | Delta45P |
| PUT | 27250.0 | +20 | 0.9090909090909091 | 18.18181818181818 | Delta15P |
ลด (down)
ไม่มี
ES Daily (20260925/pm) 🟢 · 33 strikes จริง
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 7850.0 | +885 | 0.23167539267015708 | 205.032722513089 | Delta5C |
| CALL | 7845.0 | +468 | 0.37290836653386455 | 174.5211155378486 | Delta5C |
| CALL | 7840.0 | +758 | 0.3082553883692558 | 233.6575843838959 | Delta5C |
| CALL | 7835.0 | +940 | 0.4130052724077329 | 388.2249560632689 | Delta15C |
| PUT | 7760.0 | +643 | 0.32839632277834524 | 211.15883554647598 | Delta45P |
ลด (down)
ไม่มี
ES Weekly (20260925/pm) 🟢 · 149 strikes จริง (quotes เห็นแค่ 146, กู้คืน 3)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 7720.0 | +955 | 0.8297132927888793 | 792.3761946133798 | Delta35P |
| PUT | 7680.0 | +1063 | 0.7603719599427754 | 808.2753934191702 | Delta25P |
| PUT | 7675.0 | +1256 | 0.7806090739589807 | 980.4449968924798 | Delta25P |
| PUT | 7635.0 | +1983 | 0.9668454412481716 | 1917.2545099951244 | Delta25P |
| PUT | 7560.0 | +1857 | 0.8915026404224676 | 1655.5204032645224 | Delta15P |
ลด (down)
ไม่มี
ES Monthly (20260925/pm) 🟢 · 102 strikes จริง (quotes เห็นแค่ 98, กู้คืน 4)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 7825.0 | +490 | 0.7753164556962026 | 379.90506329113924 | Delta45C |
| PUT | 7700.0 | +556 | 0.7393617021276596 | 411.0851063829787 | Delta45P |
| PUT | 7200.0 | +237 | 0.8810408921933085 | 208.8066914498141 | Delta15P |
| PUT | 7000.0 | +265 | 0.5364372469635628 | 142.15587044534414 | Delta15P |
| PUT | 6550.0 | +116 | 1.0 | 116.0 | Delta5P |
ลด (down)
ไม่มี
RTY Daily (20260925/pm) 🟢 · 10 strikes จริง (quotes เห็นแค่ 9, กู้คืน 1)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 2880.0 | +106 | 0.6583850931677019 | 69.7888198757764 | Delta25C |
| CALL | 2870.0 | +69 | 0.6 | 41.4 | Delta35C |
| CALL | 2860.0 | +120 | 0.5454545454545454 | 65.45454545454545 | Delta45C |
| PUT | 2840.0 | +216 | 0.2868525896414343 | 61.9601593625498 | Delta25P |
| CALL | 2840.0 | +68 | 0.7816091954022989 | 53.14942528735632 | Delta25P |
ลด (down)
ไม่มี
RTY Weekly (20260925/pm) 🟢 · 17 strikes จริง (quotes เห็นแค่ 14, กู้คืน 3)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 3025.0 | +36 | 0.8571428571428571 | 30.857142857142854 | Delta5C |
| CALL | 2950.0 | +258 | 0.8657718120805369 | 223.36912751677852 | Delta15C |
| CALL | 2900.0 | +95 | 0.4947916666666667 | 47.005208333333336 | Delta25C |
| PUT | 2825.0 | +66 | 0.44 | 29.04 | Delta35P |
| PUT | 2800.0 | +183 | 0.8840579710144928 | 161.7826086956522 | Delta25P |
ลด (down)
ไม่มี
RTY Monthly (20260925/pm) 🟢 · 27 strikes จริง (quotes เห็นแค่ 22, กู้คืน 5)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 3100.0 | +155 | 0.9748427672955975 | 151.1006289308176 | Delta15C |
| PUT | 2750.0 | +538 | 0.8747967479674796 | 470.64065040650405 | Delta35P |
| PUT | 2700.0 | +143 | 0.4782608695652174 | 68.3913043478261 | Delta25P |
| PUT | 2600.0 | +241 | 0.32968536251709984 | 79.45417236662107 | Delta15P |
| PUT | 2300.0 | +61 | 0.9838709677419355 | 60.016129032258064 | Delta5P |
ลด (down)
ไม่มี
DJ Weekly (20260925/pm) 🟢 · 24 strikes จริง (quotes เห็นแค่ 3, กู้คืน 21)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| CALL | 52000.0 | +1 | 1.0 | 1.0 | Delta25C |
| CALL | 51700.0 | +1 | 1.0 | 1.0 | Delta45P |
| PUT | 51650.0 | +12 | 1.0 | 12.0 | Delta45P |
ลด (down)
ไม่มี
DJ Monthly (20260925/pm) 🟢 · 162 strikes จริง (quotes เห็นแค่ 10, กู้คืน 152)
เพิ่ม (up)
| side | strike | ΔOI | churn | conviction | ใกล้ |
|---|---|---|---|---|---|
| PUT | 49700.0 | +1 | 1.0 | 1.0 | Delta25P |
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 (07:49 → 23:29) แต่ OI เปลี่ยนค่าจริงแค่ 3 ครั้ง (ต้นทางอัปเดตแค่ 3 รอบ/วัน am/noon/pm)
| strike | 07:49 | 15:21–21:01 (2x) | 23:29 |
|---|---|---|---|
| 4410.0 | +128 | · | · |
| 4380.0 | · | +91 | · |
| 4365.0 | · | +104 | · |
| 4345.0 | · | · | +69 |
| 4325.0 | · | +193 | +193 |
| 4310.0 | · | +167 | +167 |
| 4305.0 | · | · | +66 |
| 4300.0 | · | · | +127 |
| 4285.0 | +287 | +257 | · |
| 4260.0 | +117 | · | · |
| 4235.0 | +114 | · | · |
| 4230.0 | +156 | · | · |
| รวม (net) | +802 | +812 | +622 |
ค่าจาก Vol2Vol tab "OI Change"/"Churn" ตรงๆ ไม่ผ่านการกรอง top-N · churn ใกล้ 1.0 = วอลุ่มวันนั้นเปิด/ปิดสถานะจริง ไม่ใช่ปั่นเข้าออก · แสดงเฉพาะ strike ที่มี ΔOI ≠ 0 ฝั่งใดฝั่งหนึ่ง
07:49 (am)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4455 | +132 | +0 | +0 | +0 |
| 4450 | -3 | -0 | +0 | +0 |
| 4445 | +2 | +0 | +0 | +0 |
| 4440 | +55 | +0 | +0 | +0 |
| 4435 | -1 | -0 | +0 | +0 |
| 4430 | +41 | +0 | +0 | +0 |
| 4425 | +20 | +0 | -1 | -1 |
| 4420 | +16 | +0 | +0 | +0 |
| 4415 | +21 | +1 | +0 | +0 |
| 4410 | +128 | +1 | +1 | +1 |
| 4405 | +2 | +0 | +0 | +0 |
| 4400 | +64 | +0 | -3 | -0 |
| 4395 | +9 | +0 | +0 | +0 |
| 4390 | +28 | +0 | +0 | +0 |
| 4385 | +1 | +0 | +0 | +0 |
| 4380 | -2 | -0 | -5 | -0 |
| 4375 | +16 | +0 | -2 | -0 |
| 4370 | +52 | +0 | +1 | +0 |
| 4365 | +11 | +0 | +0 | +0 |
| 4360 | +75 | +0 | +0 | +0 |
| 4355 | +6 | +0 | -1 | -0 |
| 4350 | +44 | +0 | +7 | +0 |
| 4345 | +5 | +1 | +1 | +0 |
| 4340 | +20 | +0 | -9 | -0 |
| 4335 | +47 | +0 | -4 | -0 |
| 4330 | +52 | +0 | +3 | +0 |
| 4325 | -22 | -0 | -9 | -0 |
| 4320 | +21 | +1 | +6 | +0 |
| 4315 | +60 | +0 | +12 | +0 |
| 4310 | +4 | +1 | -4 | -0 |
| 4305 | +1 | +1 | +0 | +0 |
| 4300 | +4 | +0 | +30 | +0 |
| 4295 | +0 | +0 | +15 | +1 |
| 4290 | +0 | +0 | +10 | +1 |
| 4285 | +0 | +0 | +287 | +1 |
| 4280 | +0 | +0 | +57 | +0 |
| 4275 | +0 | +0 | +84 | +0 |
| 4270 | +0 | +0 | +5 | +0 |
| 4265 | +0 | +0 | +20 | +1 |
| 4260 | +0 | +0 | +117 | +1 |
| 4255 | +0 | +0 | +17 | +1 |
| 4250 | +0 | +0 | +4 | +0 |
| 4245 | +0 | +0 | +19 | +1 |
| 4240 | +1 | +0 | +46 | +1 |
| 4235 | +0 | +0 | +114 | +1 |
| 4230 | +2 | +1 | +156 | +1 |
| 4225 | +0 | +0 | +20 | +1 |
| 4220 | +0 | +0 | +17 | +1 |
| 4215 | +0 | +0 | +28 | +1 |
| 4210 | +0 | +0 | +12 | +1 |
| 4200 | +0 | +0 | +23 | +0 |
| 4195 | +0 | +0 | +19 | +1 |
| 4190 | +0 | +0 | +2 | +1 |
| 4185 | +0 | +0 | +3 | +1 |
| 4180 | +0 | +0 | +26 | +1 |
| 4170 | +0 | +0 | +1 | +1 |
15:20 (noon)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4420 | -9 | -1 | +0 | +0 |
| 4415 | +2 | +0 | +0 | +0 |
| 4410 | -12 | -0 | +0 | +0 |
| 4405 | -1 | -0 | +0 | +0 |
| 4400 | -12 | -0 | +2 | +0 |
| 4395 | +84 | +0 | +0 | +0 |
| 4390 | +6 | +0 | -1 | -1 |
| 4385 | +3 | +0 | +0 | +0 |
| 4380 | +91 | +1 | +0 | +0 |
| 4375 | +8 | +0 | +1 | +1 |
| 4370 | +31 | +0 | +0 | +0 |
| 4365 | +104 | +1 | +0 | +0 |
| 4360 | +38 | +0 | +1 | +1 |
| 4355 | +8 | +0 | +1 | +1 |
| 4350 | +44 | +0 | -3 | -0 |
| 4345 | +69 | +1 | +0 | +0 |
| 4340 | +42 | +0 | +12 | +1 |
| 4335 | +16 | +0 | +0 | +0 |
| 4330 | +38 | +0 | -2 | -0 |
| 4325 | +193 | +0 | -7 | -1 |
| 4320 | +39 | +0 | +40 | +0 |
| 4315 | +6 | +0 | -22 | -0 |
| 4310 | +167 | +0 | +7 | +0 |
| 4305 | +66 | +0 | +6 | +0 |
| 4300 | +127 | +0 | +0 | +0 |
| 4295 | +6 | +1 | +28 | +0 |
| 4290 | +24 | +0 | +105 | +1 |
| 4285 | +48 | +0 | +257 | +1 |
| 4280 | +22 | +0 | +42 | +0 |
| 4275 | +6 | +1 | +58 | +0 |
| 4270 | +2 | +1 | +50 | +0 |
| 4265 | +8 | +1 | +3 | +0 |
| 4260 | +1 | +1 | +11 | +0 |
| 4255 | +3 | +0 | +16 | +1 |
| 4250 | +3 | +0 | +99 | +0 |
| 4245 | +1 | +1 | +7 | +0 |
| 4240 | +0 | +0 | +19 | +0 |
| 4235 | +0 | +0 | +25 | +0 |
| 4230 | +0 | +0 | +20 | +0 |
| 4225 | +1 | +1 | +24 | +0 |
| 4220 | +0 | +0 | +5 | +1 |
| 4215 | +0 | +0 | +4 | +1 |
| 4210 | +0 | +0 | +6 | +1 |
| 4205 | +0 | +0 | +10 | +1 |
21:00 (pm)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4405 | -1 | -0 | +0 | +0 |
| 4400 | -12 | -0 | +2 | +0 |
| 4395 | +84 | +0 | +0 | +0 |
| 4390 | +6 | +0 | -1 | -1 |
| 4385 | +3 | +0 | +0 | +0 |
| 4380 | +91 | +1 | +0 | +0 |
| 4375 | +8 | +0 | +1 | +1 |
| 4370 | +31 | +0 | +0 | +0 |
| 4365 | +104 | +1 | +0 | +0 |
| 4360 | +38 | +0 | +1 | +1 |
| 4355 | +8 | +0 | +1 | +1 |
| 4350 | +44 | +0 | -3 | -0 |
| 4345 | +69 | +1 | +0 | +0 |
| 4340 | +42 | +0 | +12 | +1 |
| 4335 | +16 | +0 | +0 | +0 |
| 4330 | +38 | +0 | -2 | -0 |
| 4325 | +193 | +0 | -7 | -1 |
| 4320 | +39 | +0 | +40 | +0 |
| 4315 | +6 | +0 | -22 | -0 |
| 4310 | +167 | +0 | +7 | +0 |
| 4305 | +66 | +0 | +6 | +0 |
| 4300 | +127 | +0 | +0 | +0 |
| 4295 | +6 | +1 | +28 | +0 |
| 4290 | +24 | +0 | +105 | +1 |
| 4285 | +48 | +0 | +257 | +1 |
| 4280 | +22 | +0 | +42 | +0 |
| 4275 | +6 | +1 | +58 | +0 |
| 4270 | +2 | +1 | +50 | +0 |
| 4265 | +8 | +1 | +3 | +0 |
| 4260 | +1 | +1 | +11 | +0 |
| 4255 | +3 | +0 | +16 | +1 |
23:29 (pm)
| strike | call ΔOI | call churn | put ΔOI | put churn |
|---|---|---|---|---|
| 4360 | +38 | +0 | +1 | +1 |
| 4355 | +8 | +0 | +1 | +1 |
| 4350 | +44 | +0 | -3 | -0 |
| 4345 | +69 | +1 | +0 | +0 |
| 4340 | +42 | +0 | +12 | +1 |
| 4335 | +16 | +0 | +0 | +0 |
| 4330 | +38 | +0 | -2 | -0 |
| 4325 | +193 | +0 | -7 | -1 |
| 4320 | +39 | +0 | +40 | +0 |
| 4315 | +6 | +0 | -22 | -0 |
| 4310 | +167 | +0 | +7 | +0 |
| 4305 | +66 | +0 | +6 | +0 |
| 4300 | +127 | +0 | +0 | +0 |
Call/Put = volume เทรดจริงต่อ strike (คนละอันกับ Delta ladder ที่เป็นราคา implied) · ยอดรวมไม่ใช่ตัวนับสะสมทั้งวัน พบรีเซ็ตกลางวัน ได้เอง (ธรรมชาติของ feed CME ไม่ใช่บั๊ก) · ExpirationId=69824 (4 รอบ)
| เวลา | รวม Call | รวม Put | strike ที่เห็น |
|---|---|---|---|
| 07:49 | 2576 | 3571 | 58 |
| 15:20 | 2887 | 3859 | 44 |
| 21:00 | 2616 | 2849 | 31 |
| 23:29 | 1402 | 843 | 13 |
ราย strike รอบล่าสุด (23:29) เรียงตาม volume รวม
| strike | call vol | put vol | รวม |
|---|---|---|---|
| 4300 | 163 | 318 | 481 |
| 4325 | 271 | 110 | 381 |
| 4350 | 120 | 152 | 272 |
| 4310 | 171 | 35 | 206 |
| 4360 | 125 | 26 | 151 |
| 4340 | 78 | 38 | 116 |
| 4320 | 61 | 50 | 111 |
| 4330 | 91 | 12 | 103 |
| 4335 | 63 | 29 | 92 |
| 4345 | 76 | 14 | 90 |
| 4315 | 66 | 21 | 87 |
| 4305 | 67 | 12 | 79 |
| 4355 | 50 | 26 | 76 |
เสริม section 10 -- เรียงตาม strike (ราคา) สูง→ต่ำ · Δ = รอบแรก (07:49) → รอบล่าสุด (23:29) · รวมเพิ่ม/รวมลดสะสม = ผลรวม Δ รอบต่อรอบทั้งวัน เก็บแยกทิศทาง (ไม่หักลบกันเอง) · ยอดรวมไม่ใช่ตัวนับสะสม พบรีเซ็ตกลางวันได้เอง (ธรรมชาติ feed CME ไม่ใช่บั๊ก -- ดูคำเตือนเดียวกันใน section 10) · ExpirationId=69824 (4 รอบ)
| strike | call vol | put vol | รวม | Δ จากรอบแรก | รวมเพิ่มสะสม | รวมลดสะสม |
|---|---|---|---|---|---|---|
| 4455 | 0 | 0 | 0 | -134 | +0 | -134 |
| 4450 | 0 | 0 | 0 | -343 | +0 | -343 |
| 4445 | 0 | 0 | 0 | -24 | +0 | -24 |
| 4440 | 0 | 0 | 0 | -93 | +0 | -93 |
| 4435 | 0 | 0 | 0 | -9 | +0 | -9 |
| 4430 | 0 | 0 | 0 | -67 | +0 | -67 |
| 4425 | 0 | 0 | 0 | -335 | +0 | -335 |
| 4420 | 0 | 0 | 0 | -58 | +0 | -58 |
| 4415 | 0 | 0 | 0 | -53 | +2 | -55 |
| 4410 | 0 | 0 | 0 | -164 | +0 | -164 |
| 4405 | 0 | 0 | 0 | -15 | +0 | -15 |
| 4400 | 0 | 0 | 0 | -369 | +2 | -371 |
| 4395 | 0 | 0 | 0 | -38 | +84 | -122 |
| 4390 | 0 | 0 | 0 | -147 | +6 | -153 |
| 4385 | 0 | 0 | 0 | -17 | +3 | -20 |
| 4380 | 0 | 0 | 0 | -46 | +91 | -137 |
| 4375 | 0 | 0 | 0 | -196 | +9 | -205 |
| 4370 | 0 | 0 | 0 | -103 | +31 | -134 |
| 4365 | 0 | 0 | 0 | -203 | +104 | -307 |
| 4360 | 125 | 26 | 151 | +39 | +39 | 0 |
| 4355 | 50 | 26 | 76 | +9 | +9 | 0 |
| 4350 | 120 | 152 | 272 | +41 | +44 | -3 |
| 4345 | 76 | 14 | 90 | +69 | +69 | 0 |
| 4340 | 78 | 38 | 116 | +54 | +54 | 0 |
| 4335 | 63 | 29 | 92 | +16 | +16 | 0 |
| 4330 | 91 | 12 | 103 | +36 | +38 | -2 |
| 4325 | 271 | 110 | 381 | +186 | +193 | -7 |
| 4320 | 61 | 50 | 111 | +79 | +79 | 0 |
| 4315 | 66 | 21 | 87 | -16 | +6 | -22 |
| 4310 | 171 | 35 | 206 | +174 | +174 | 0 |
| 4305 | 67 | 12 | 79 | +72 | +72 | 0 |
| 4300 | 163 | 318 | 481 | +127 | +127 | 0 |
| 4295 | 0 | 0 | 0 | -33 | +34 | -67 |
| 4290 | 0 | 0 | 0 | -15 | +129 | -144 |
| 4285 | 0 | 0 | 0 | -322 | +305 | -627 |
| 4280 | 0 | 0 | 0 | -94 | +64 | -158 |
| 4275 | 0 | 0 | 0 | -215 | +64 | -279 |
| 4270 | 0 | 0 | 0 | -35 | +52 | -87 |
| 4265 | 0 | 0 | 0 | -50 | +11 | -61 |
| 4260 | 0 | 0 | 0 | -278 | +12 | -290 |
| 4255 | 0 | 0 | 0 | -38 | +19 | -57 |
| 4250 | 0 | 0 | 0 | -239 | +102 | -341 |
| 4245 | 0 | 0 | 0 | -58 | +8 | -66 |
| 4240 | 0 | 0 | 0 | -60 | +19 | -79 |
| 4235 | 0 | 0 | 0 | -143 | +25 | -168 |
| 4230 | 0 | 0 | 0 | -164 | +20 | -184 |
| 4225 | 0 | 0 | 0 | -74 | +25 | -99 |
| 4220 | 0 | 0 | 0 | -19 | +5 | -24 |
| 4215 | 0 | 0 | 0 | -30 | +4 | -34 |
| 4210 | 0 | 0 | 0 | -13 | +6 | -19 |
| 4205 | 0 | 0 | 0 | -1 | +10 | -11 |
| 4200 | 0 | 0 | 0 | -362 | +0 | -362 |
| 4195 | 0 | 0 | 0 | -21 | +0 | -21 |
| 4190 | 0 | 0 | 0 | -2 | +0 | -2 |
| 4185 | 0 | 0 | 0 | -3 | +0 | -3 |
| 4180 | 0 | 0 | 0 | -26 | +0 | -26 |
| 4175 | 0 | 0 | 0 | -78 | +0 | -78 |
| 4170 | 0 | 0 | 0 | -1 | +0 | -1 |