{
  "timestamp": "2026-04-15T16:14:32.098133+00:00",
  "source_date": "2026-03-06",
  "source_file": "data/gamma_location_viz/gamma_loc_2026-03-06.json",
  "source_session": "morning",
  "source_snapshot_time": "2026-03-06 01:50:00-05:00",
  "spot": 6857.5,
  "net_gamma": -44793435.749999985,
  "regime": "negative",
  "per_strike_reconstructed_gamma": {
    "6655.00": -112528.8,
    "6660.00": 2243441.0,
    "6665.00": -1499287.5,
    "6670.00": 2057531.0,
    "6675.00": 26389.28,
    "6680.00": 1825808.0,
    "6685.00": 1693842.62,
    "6690.00": 3151796.0,
    "6695.00": -1039916.88,
    "6700.00": -35424124.0,
    "6705.00": 1159831.0,
    "6710.00": -2665911.5,
    "6715.00": -1020057.25,
    "6720.00": 2977875.5,
    "6725.00": -4692666.0,
    "6730.00": -836605.12,
    "6735.00": -1736730.25,
    "6740.00": -3889618.0,
    "6745.00": -1288699.25,
    "6750.00": -4928764.0,
    "6755.00": 1797794.5,
    "6760.00": -11673550.0,
    "6765.00": -2415011.5,
    "6770.00": 5317643.0,
    "6775.00": -7200772.0,
    "6780.00": -3738970.5,
    "6785.00": 171774.0,
    "6790.00": -2544993.25,
    "6795.00": -2085818.75,
    "6800.00": -16352144.0,
    "6805.00": -422962.88,
    "6810.00": -2108349.75,
    "6815.00": -404361.31,
    "6820.00": -6746308.5,
    "6825.00": -15193640.0,
    "6830.00": -2017614.25,
    "6835.00": -2218185.5,
    "6840.00": -5010318.5,
    "6845.00": -4686911.0,
    "6850.00": -22148318.0,
    "6855.00": -4198344.5,
    "6860.00": 5509872.5,
    "6865.00": -6386267.0,
    "6870.00": -226411.88,
    "6875.00": -5712060.0,
    "6880.00": 10117328.0,
    "6885.00": -4318681.0,
    "6890.00": 282094.59,
    "6895.00": -1344914.25,
    "6900.00": 4777495.0,
    "6905.00": -2880111.0,
    "6910.00": 468284.25,
    "6915.00": -2707733.25,
    "6920.00": 8821336.0,
    "6925.00": -1758640.88,
    "6930.00": 1547663.0,
    "6935.00": -789640.44,
    "6940.00": -1755505.62,
    "6945.00": -2005590.38,
    "6950.00": 9070262.0,
    "6955.00": -2233969.0,
    "6960.00": 13785322.0,
    "6965.00": 3368030.25,
    "6970.00": 4874037.5,
    "6975.00": 4524102.5,
    "6980.00": 4319653.0,
    "6985.00": 497377.5,
    "6990.00": 6141758.0,
    "6995.00": 2140806.5,
    "7000.00": 13929346.0,
    "7005.00": 4474849.0,
    "7010.00": 6178124.0,
    "7015.00": 525692.38,
    "7020.00": 7130594.0,
    "7025.00": 4901842.5,
    "7030.00": -540855.12,
    "7035.00": 4181437.0,
    "7040.00": 8739100.0,
    "7045.00": 523556.81,
    "7050.00": 7268991.0,
    "7055.00": -1650282.62,
    "7060.00": -703971.75
  },
  "top_positive_strikes": [
    {
      "strike": 7000.0,
      "gamma": 13929346.0
    },
    {
      "strike": 6960.0,
      "gamma": 13785322.0
    },
    {
      "strike": 6880.0,
      "gamma": 10117328.0
    },
    {
      "strike": 6950.0,
      "gamma": 9070262.0
    },
    {
      "strike": 6920.0,
      "gamma": 8821336.0
    }
  ],
  "top_negative_strikes": [
    {
      "strike": 6700.0,
      "gamma": -35424124.0
    },
    {
      "strike": 6850.0,
      "gamma": -22148318.0
    },
    {
      "strike": 6800.0,
      "gamma": -16352144.0
    },
    {
      "strike": 6825.0,
      "gamma": -15193640.0
    },
    {
      "strike": 6760.0,
      "gamma": -11673550.0
    }
  ],
  "clusters": {
    "positive": [],
    "negative": [
      {
        "start_strike": 6655.0,
        "end_strike": 7060.0,
        "center": 6860.815587900989,
        "net_gamma": -44793435.749999985,
        "abs_gamma": 365838798.10999995,
        "n_strikes": 82
      }
    ]
  }
}