{
  "validation_date": "2026-03-05T21:13:13.272372",
  "results": [
    {
      "date": "2026-02-05",
      "spot": 6798,
      "call_wall_ours": 7000,
      "call_wall_sg": 7100,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6940
    },
    {
      "date": "2026-02-06",
      "spot": 6932,
      "call_wall_ours": 7000,
      "call_wall_sg": 7000,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6915
    },
    {
      "date": "2026-02-09",
      "spot": 6964,
      "call_wall_ours": 7000,
      "call_wall_sg": 7000,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6940
    },
    {
      "date": "2026-02-10",
      "spot": 6941,
      "call_wall_ours": 7000,
      "call_wall_sg": 7100,
      "put_wall_ours": 6900,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6940
    },
    {
      "date": "2026-02-11",
      "spot": 6941,
      "call_wall_ours": 7000,
      "call_wall_sg": 7100,
      "put_wall_ours": 6900,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6940
    },
    {
      "date": "2026-02-12",
      "spot": 6832,
      "call_wall_ours": 7000,
      "call_wall_sg": 7100,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6930
    },
    {
      "date": "2026-02-13",
      "spot": 6836,
      "call_wall_ours": 7000,
      "call_wall_sg": 7100,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 6700,
      "abs_gamma_sg": 6920
    },
    {
      "date": "2026-02-17",
      "spot": 6843,
      "call_wall_ours": 7000,
      "call_wall_sg": 7100,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 6800,
      "abs_gamma_sg": 6900
    },
    {
      "date": "2026-02-18",
      "spot": 6881,
      "call_wall_ours": 7000,
      "call_wall_sg": 7100,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 6950,
      "abs_gamma_sg": 6900
    },
    {
      "date": "2026-02-19",
      "spot": 6861,
      "call_wall_ours": 7000,
      "call_wall_sg": 7100,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 6800,
      "abs_gamma_sg": 6890
    },
    {
      "date": "2026-02-20",
      "spot": 6909,
      "call_wall_ours": 7000,
      "call_wall_sg": 7000,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6900
    },
    {
      "date": "2026-02-23",
      "spot": 6837,
      "call_wall_ours": 6900,
      "call_wall_sg": 7100,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 6800,
      "abs_gamma_sg": 6890
    },
    {
      "date": "2026-02-24",
      "spot": 6890,
      "call_wall_ours": 6900,
      "call_wall_sg": 7100,
      "put_wall_ours": 6800,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6890
    },
    {
      "date": "2026-02-25",
      "spot": 6946,
      "call_wall_ours": 7000,
      "call_wall_sg": 7000,
      "put_wall_ours": 6900,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 7000,
      "abs_gamma_sg": 6895
    },
    {
      "date": "2026-02-26",
      "spot": 6908,
      "call_wall_ours": 6900,
      "call_wall_sg": 7050,
      "put_wall_ours": 6900,
      "put_wall_sg": 6800,
      "abs_gamma_ours": 6900,
      "abs_gamma_sg": 6895
    }
  ],
  "comparisons": {
    "call_wall": [
      {
        "date": "2026-02-05",
        "sg": 7100,
        "ours": 7000,
        "diff": -100
      },
      {
        "date": "2026-02-06",
        "sg": 7000,
        "ours": 7000,
        "diff": 0
      },
      {
        "date": "2026-02-09",
        "sg": 7000,
        "ours": 7000,
        "diff": 0
      },
      {
        "date": "2026-02-10",
        "sg": 7100,
        "ours": 7000,
        "diff": -100
      },
      {
        "date": "2026-02-11",
        "sg": 7100,
        "ours": 7000,
        "diff": -100
      },
      {
        "date": "2026-02-12",
        "sg": 7100,
        "ours": 7000,
        "diff": -100
      },
      {
        "date": "2026-02-13",
        "sg": 7100,
        "ours": 7000,
        "diff": -100
      },
      {
        "date": "2026-02-17",
        "sg": 7100,
        "ours": 7000,
        "diff": -100
      },
      {
        "date": "2026-02-18",
        "sg": 7100,
        "ours": 7000,
        "diff": -100
      },
      {
        "date": "2026-02-19",
        "sg": 7100,
        "ours": 7000,
        "diff": -100
      },
      {
        "date": "2026-02-20",
        "sg": 7000,
        "ours": 7000,
        "diff": 0
      },
      {
        "date": "2026-02-23",
        "sg": 7100,
        "ours": 6900,
        "diff": -200
      },
      {
        "date": "2026-02-24",
        "sg": 7100,
        "ours": 6900,
        "diff": -200
      },
      {
        "date": "2026-02-25",
        "sg": 7000,
        "ours": 7000,
        "diff": 0
      },
      {
        "date": "2026-02-26",
        "sg": 7050,
        "ours": 6900,
        "diff": -150
      }
    ],
    "put_wall": [
      {
        "date": "2026-02-05",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-06",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-09",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-10",
        "sg": 6800,
        "ours": 6900,
        "diff": 100
      },
      {
        "date": "2026-02-11",
        "sg": 6800,
        "ours": 6900,
        "diff": 100
      },
      {
        "date": "2026-02-12",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-13",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-17",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-18",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-19",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-20",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-23",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-24",
        "sg": 6800,
        "ours": 6800,
        "diff": 0
      },
      {
        "date": "2026-02-25",
        "sg": 6800,
        "ours": 6900,
        "diff": 100
      },
      {
        "date": "2026-02-26",
        "sg": 6800,
        "ours": 6900,
        "diff": 100
      }
    ],
    "abs_gamma": [
      {
        "date": "2026-02-05",
        "sg": 6940,
        "ours": 7000,
        "diff": 60
      },
      {
        "date": "2026-02-06",
        "sg": 6915,
        "ours": 7000,
        "diff": 85
      },
      {
        "date": "2026-02-09",
        "sg": 6940,
        "ours": 7000,
        "diff": 60
      },
      {
        "date": "2026-02-10",
        "sg": 6940,
        "ours": 7000,
        "diff": 60
      },
      {
        "date": "2026-02-11",
        "sg": 6940,
        "ours": 7000,
        "diff": 60
      },
      {
        "date": "2026-02-12",
        "sg": 6930,
        "ours": 7000,
        "diff": 70
      },
      {
        "date": "2026-02-13",
        "sg": 6920,
        "ours": 6700,
        "diff": -220
      },
      {
        "date": "2026-02-17",
        "sg": 6900,
        "ours": 6800,
        "diff": -100
      },
      {
        "date": "2026-02-18",
        "sg": 6900,
        "ours": 6950,
        "diff": 50
      },
      {
        "date": "2026-02-19",
        "sg": 6890,
        "ours": 6800,
        "diff": -90
      },
      {
        "date": "2026-02-20",
        "sg": 6900,
        "ours": 7000,
        "diff": 100
      },
      {
        "date": "2026-02-23",
        "sg": 6890,
        "ours": 6800,
        "diff": -90
      },
      {
        "date": "2026-02-24",
        "sg": 6890,
        "ours": 7000,
        "diff": 110
      },
      {
        "date": "2026-02-25",
        "sg": 6895,
        "ours": 7000,
        "diff": 105
      },
      {
        "date": "2026-02-26",
        "sg": 6895,
        "ours": 6900,
        "diff": 5
      }
    ]
  },
  "methodology": {
    "description": "SpotGamma GEX level replication",
    "formula": "GEX = OI \u00d7 gamma \u00d7 100 \u00d7 spot \u00d7 0.01",
    "call_wall": "Highest call gamma-notional in 100-pt bins above spot",
    "put_wall": "Most negative put gamma-notional in 100-pt bins below spot",
    "abs_gamma": "Highest absolute net GEX in 5-pt bins near spot (\u00b18%)",
    "zero_gamma": "Strike where cumulative GEX crosses zero near spot",
    "vol_trigger": "Last significant positive gamma support below call wall",
    "data_gap": "Missing far-dated monthly/quarterly OI biases call wall -100pts vs SpotGamma"
  }
}