{ "timestamp": "2026-03-27T16:00:00.115905-04:00", "spot": 6372.99, "scan_range": [ 6297.99, 6447.99 ], "strikes": [ { "strike": 6300, "mm_gamma_total": -6195090, "mm_gamma_0": 43721, "dte0_ratio": -0.007, "is_positive": false, "cluster_id": null }, { "strike": 6305, "mm_gamma_total": -163181, "mm_gamma_0": -13718, "dte0_ratio": 0.084, "is_positive": false, "cluster_id": null }, { "strike": 6310, "mm_gamma_total": -1450052, "mm_gamma_0": 13646, "dte0_ratio": -0.009, "is_positive": false, "cluster_id": null }, { "strike": 6315, "mm_gamma_total": -218340, "mm_gamma_0": 103501, "dte0_ratio": -0.474, "is_positive": false, "cluster_id": null }, { "strike": 6320, "mm_gamma_total": -4477810, "mm_gamma_0": 9417, "dte0_ratio": -0.002, "is_positive": false, "cluster_id": null }, { "strike": 6325, "mm_gamma_total": 2961715, "mm_gamma_0": 470231, "dte0_ratio": 0.159, "is_positive": true, "cluster_id": null }, { "strike": 6330, "mm_gamma_total": 1778603, "mm_gamma_0": 300180, "dte0_ratio": 0.169, "is_positive": true, "cluster_id": null }, { "strike": 6335, "mm_gamma_total": 2312635, "mm_gamma_0": 1102508, "dte0_ratio": 0.477, "is_positive": true, "cluster_id": null }, { "strike": 6340, "mm_gamma_total": -3388712, "mm_gamma_0": -2148121, "dte0_ratio": 0.634, "is_positive": false, "cluster_id": null }, { "strike": 6345, "mm_gamma_total": -3229902, "mm_gamma_0": -850991, "dte0_ratio": 0.263, "is_positive": false, "cluster_id": null }, { "strike": 6350, "mm_gamma_total": -31323086, "mm_gamma_0": -14908624, "dte0_ratio": 0.476, "is_positive": false, "cluster_id": null }, { "strike": 6355, "mm_gamma_total": 79592740, "mm_gamma_0": 39700100, "dte0_ratio": 0.499, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6360, "mm_gamma_total": 11540874, "mm_gamma_0": 4719166, "dte0_ratio": 0.409, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6365, "mm_gamma_total": 49715674, "mm_gamma_0": 24525618, "dte0_ratio": 0.493, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6370, "mm_gamma_total": 27155618, "mm_gamma_0": 13210129, "dte0_ratio": 0.486, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6375, "mm_gamma_total": -101525968, "mm_gamma_0": -50709748, "dte0_ratio": 0.499, "is_positive": false, "cluster_id": null }, { "strike": 6380, "mm_gamma_total": 11792548, "mm_gamma_0": 4478514, "dte0_ratio": 0.38, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6385, "mm_gamma_total": 6615380, "mm_gamma_0": 2657873, "dte0_ratio": 0.402, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6390, "mm_gamma_total": -17358881, "mm_gamma_0": -346675, "dte0_ratio": 0.02, "is_positive": false, "cluster_id": null }, { "strike": 6395, "mm_gamma_total": 233807, "mm_gamma_0": -39150, "dte0_ratio": -0.167, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6400, "mm_gamma_total": 4781125, "mm_gamma_0": -41050, "dte0_ratio": -0.009, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6405, "mm_gamma_total": -7186, "mm_gamma_0": -4277, "dte0_ratio": 0.595, "is_positive": false, "cluster_id": null }, { "strike": 6410, "mm_gamma_total": 438804, "mm_gamma_0": 2082, "dte0_ratio": 0.005, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6415, "mm_gamma_total": -912998, "mm_gamma_0": -91, "dte0_ratio": 0.0, "is_positive": false, "cluster_id": null }, { "strike": 6420, "mm_gamma_total": 955459, "mm_gamma_0": 657, "dte0_ratio": 0.001, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6425, "mm_gamma_total": -2224706, "mm_gamma_0": 394, "dte0_ratio": -0.0, "is_positive": false, "cluster_id": null }, { "strike": 6430, "mm_gamma_total": -3772985, "mm_gamma_0": 275, "dte0_ratio": -0.0, "is_positive": false, "cluster_id": null }, { "strike": 6435, "mm_gamma_total": 939485, "mm_gamma_0": 63, "dte0_ratio": 0.0, "is_positive": true, "cluster_id": "cl_6360" }, { "strike": 6440, "mm_gamma_total": -627571, "mm_gamma_0": 124, "dte0_ratio": -0.0, "is_positive": false, "cluster_id": null }, { "strike": 6445, "mm_gamma_total": 350259, "mm_gamma_0": -53, "dte0_ratio": -0.0, "is_positive": true, "cluster_id": "cl_6360" } ], "clusters": [ { "id": "cl_6360", "center": 6364.65, "strikes": [ 6355, 6360, 6365, 6370, 6380, 6385, 6395, 6400, 6410, 6420, 6435, 6445 ], "total_gamma": 194111771, "mm_total_oi": 2288935, "distance": 8.34, "direction": "below", "score": 7.5, "max_score": 10, "conviction": "moderate", "kill_flags": [ "OBSTRUCTED" ], "factors": { "gamma_growing": { "value": false, "detail": "1.0x from first snapshot", "points": 0 }, "mm_oi": { "value": 2288935.0, "quintile": "Q5", "points": 2 }, "distance": { "value": 8.34, "points": 2 }, "cust_net_short": { "value": true, "net_oi": -16080, "points": 1 }, "firm_net_short": { "value": false, "net_oi": 17147, "points": 0 }, "osoim": { "value": 0.161, "quintile": "Q5", "points": 1 }, "one_sided": { "value": true, "points": 1 }, "path_type": { "value": "POS_ONLY", "neg_count": 0, "pos_count": 2, "points": 0 }, "low_0dte": { "value": true, "ratio": 0.46, "points": 0.5 } }, "history": [ { "time": "14:10", "gamma": 200829688 }, { "time": "14:20", "gamma": 232917779 } ], "path_type": "POS_ONLY", "neg_gamma_in_path": [], "pos_gamma_in_path": [ { "strike": 6365, "pos_gamma": 49715674, "magnitude": "moderate" }, { "strike": 6370, "pos_gamma": 27155618, "magnitude": "minor" } ], "counterparty": { "cust": -16080, "firm": 17147, "procust": -4321, "bd": -723 }, "dte0_ratio": 0.46 } ], "neg_gamma_strikes": [ { "strike": 6350, "mm_total": -31323086 }, { "strike": 6375, "mm_total": -101525968 }, { "strike": 6390, "mm_total": -17358881 } ], "summary": { "clusters_above": 0, "clusters_below": 1, "strongest_above": null, "strongest_below": "cl_6360", "bias": "downside", "high_conviction_count": 0 }, "alerts": [ { "type": "high_conviction", "cluster_id": "cl_6360", "message": "\ud83d\udfe2 HIGH CONVICTION: Cluster @ 6364.65 (8.34pts below) Score 7.5/10 \u2014 mm oi, distance, cust net short" }, { "type": "approaching", "cluster_id": "cl_6360", "message": "\u26a1 APPROACHING: Cluster @ 6364.65 now 8.34pts away \u2014 Score 7.5/10" } ] }