{
"decision": {
"score": 0.0,
"raw_score_before_reliability": 0.0,
"regime": "TRENDING",
"direction": "NEUTRAL",
"signal_fired": false,
"market_state": "WHITE",
"market_state_detail": {
"reason": "No confirmed seller trap this cycle, and Stage 1 has no confirmed direction (NO_SIGNAL)",
"confirms": {
"stage2_confluence": false,
"max_pain_gravity": false,
"gamma_favorability": false
},
"confirm_count": 0,
"trigger": "NONE"
},
"seller_trap": {
"fired": false,
"direction": null,
"side": null,
"trigger_strike": null,
"reason": "No qualifying seller trap on either wall this cycle.",
"detail": {
"ce": {
"qualifies": false,
"score": 0,
"zone": "IGNORE",
"state": "STABLE",
"trap_confluence_call": "DIRECTIONAL",
"liquidity_blocked": false
},
"pe": {
"qualifies": false,
"score": 0,
"zone": "IGNORE",
"state": "STABLE",
"trap_confluence_call": "DIRECTIONAL",
"liquidity_blocked": false
}
}
},
"stage1_smart_money": {
"status": "NO_SIGNAL",
"direction": "NEUTRAL",
"conviction": 0.0,
"fii_persistence": 0,
"pro_agrees": false,
"dii_agrees": false,
"cash_status": "NOT_WIRED",
"cash_sessions_checked": 0,
"detail": [
"FII delta into 2026-09-30: fut_leg=BEARISH, opt_leg=BEARISH -> DIRECTIONAL (BEARISH)",
"FII delta into 2026-10-01: fut_leg=BEARISH, opt_leg=FLAT -> LIKELY_HEDGE (BEARISH)",
"Latest FII session-delta is not genuinely directional (FLAT or hedge-pattern)."
],
"failure_mitigations": {
"direction": "NEUTRAL",
"status": "NO_SIGNAL",
"conviction": 0.0,
"combined_multiplier": 0.77,
"execution_ready": false,
"required_stage2_confirms": 2,
"base_status": "NO_SIGNAL",
"base_conviction": 0.0,
"detail": [
"FII delta into 2026-09-30: fut_leg=BEARISH, opt_leg=BEARISH -> DIRECTIONAL (BEARISH)",
"FII delta into 2026-10-01: fut_leg=BEARISH, opt_leg=FLAT -> LIKELY_HEDGE (BEARISH)",
"Latest FII session-delta is not genuinely directional (FLAT or hedge-pattern)."
],
"failure_modes": [
{
"id": 1,
"name": "EOD Data Delay",
"detected": true,
"action": "DISCOUNT",
"conviction_multiplier": 0.92,
"detail": "Participant data age 34h — intraday institutional shifts invisible until EOD."
},
{
"id": 2,
"name": "Stale Two-Session Rule",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 0.85,
"detail": "2-session persistence retained; reversal watch active."
},
{
"id": 3,
"name": "Hedging vs Direction",
"detected": true,
"action": "DISCOUNT",
"conviction_multiplier": 0.88,
"detail": "1 session(s) flagged LIKELY_HEDGE in trend window."
},
{
"id": 4,
"name": "Complex Option Structures",
"detected": true,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 0.97,
"detail": "Net participant data cannot see spreads/butterflies — conviction capped."
},
{
"id": 5,
"name": "Cash vs Derivatives Conflict",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "No active cash disagreement (or cash NOT_WIRED)."
},
{
"id": 6,
"name": "Options-led Positioning",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Futures+options legs checked via hedge filter."
},
{
"id": 7,
"name": "Late Confirmation",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "No outsized single-session build detected."
},
{
"id": 8,
"name": "News Shocks",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "No shock threshold breached."
},
{
"id": 9,
"name": "Global Market Influence",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Global context aligned or unavailable."
},
{
"id": 10,
"name": "Expiry Distortions",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Days to expiry=4.0."
},
{
"id": 11,
"name": "False Persistence",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Delta magnitudes not decaying."
},
{
"id": 12,
"name": "Position Reduction",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "No conviction bleed detected."
},
{
"id": 13,
"name": "Aggregated FII Data",
"detected": true,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 0.98,
"detail": "Only net FII/Pro aggregates available — fund-level disagreement invisible."
},
{
"id": 14,
"name": "Sector Rotation",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Constituent layer aligned or unavailable."
},
{
"id": 15,
"name": "Missing Microstructure",
"detected": true,
"action": "STAGE2_REQUIRED",
"conviction_multiplier": 1.0,
"detail": "No order-book/absorption data — execution requires liquidity gate (Stage 2)."
},
{
"id": 16,
"name": "Dealer Gamma Effects",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Gamma neutral/favorable or unknown."
},
{
"id": 17,
"name": "Data Quality Issues",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Session gap=1 days."
},
{
"id": 18,
"name": "Threshold Design",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Standard persistence threshold applied."
},
{
"id": 19,
"name": "Market Regime Changes",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Whipsaws=0, range_bound=False."
},
{
"id": 20,
"name": "Bias Without Timing",
"detected": false,
"action": "STAGE2_REQUIRED",
"conviction_multiplier": 1.0,
"detail": "Stage 1 sets bias only — execution needs 2+ Stage 2 confirms (have 0)."
}
]
},
"execution_ready": false
},
"stage2_confluence": {
"agrees_with_stage1": false,
"own_direction": "NEUTRAL",
"own_signal_fired": false,
"agreeing_params": [],
"agreeing_count": 0,
"required_count": 3,
"weights_used": {
"oi_persistence": 0.2,
"multi_touch_rejection": 0.1,
"premium_spike_collapse": 0.05,
"constituent_buildup": 0.25,
"max_pain_gravity": 0.1,
"pcr_trend": 0.1,
"fii_positioning": 0.15,
"retail_pro_divergence": 0.05
}
},
"max_pain_gravity": {
"outcome": "INSUFFICIENT_HISTORY",
"multiplier": 1.0
}
},
"gamma": {
"regime": "POSITIVE_GAMMA",
"gamma_flip": 22357.1,
"call_wall": 22700.0,
"put_wall": 22300.0,
"total_net_gex": 4514857313658.84,
"oi_coverage_pct": 99.4,
"coverage_ok": true,
"contract_multiplier": 65,
"multiplier_assumed": true,
"net_vanna": 1792428120154.77,
"vanna_expiry": "2026-10-06",
"buyer_favorability": {
"favorable": false,
"reason": "Dealers net long gamma — hedging flow dampens moves, theta likely wins a buyer's race here.",
"regime": "POSITIVE_GAMMA"
},
"velocity_tracking": {
"regime": "POSITIVE_GAMMA",
"total_net_gex": 4514857313658.84,
"velocity": null,
"acceleration": null,
"note": "Logged only -- pure derivative, no synthesized score, not wired into any gate."
},
"dealer_intelligence": {
"regime": "POSITIVE_GAMMA",
"distance_to_flip_pct": 0.289,
"near_flip": false,
"velocity": null,
"velocity_direction": null,
"acceleration": null,
"accelerating": null,
"readable": "POSITIVE_GAMMA, velocity not yet available (needs ~30 min of snapshots)."
},
"concentration_regime": "DISPERSED"
},
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"spot": 22421.95,
"open": 22543.7,
"high": 22610.6,
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"change": 0,
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"futures_ltp": 22520,
"futures_change": -187.3,
"futures_pct": -0.82,
"futures_prev_close": 22707.3,
"futures_oi": 19680440,
"futures_oi_high": 19680440,
"futures_oi_low": 17996810,
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"futures_volume": 5806710,
"atm": 22400,
"expiry": "2026-10-06",
"days_to_expiry": 3.9960086212847226,
"instrument_kind": "INDEX_WEEKLY",
"lot_size": 65,
"pcr": 0.96,
"max_pain": 22550.0,
"ce_oi_total": 70262660,
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{
"strike": 22250.0,
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{
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{
"strike": 22350.0,
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{
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{
"strike": 22450.0,
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{
"strike": 22500.0,
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{
"strike": 22550.0,
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{
"strike": 22600.0,
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{
"strike": 22650.0,
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{
"strike": 22700.0,
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{
"strike": 22750.0,
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{
"strike": 22800.0,
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{
"strike": 22850.0,
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{
"strike": 22900.0,
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{
"strike": 29000.0,
"ce_oi": 0,
"pe_oi": 0,
"ce_chg": 0,
"pe_chg": 0,
"ce_iv": 7.2794343134762505,
"pe_iv": 0,
"ce_ltp": 0,
"pe_ltp": 0,
"ce_gamma": 0,
"pe_gamma": 0,
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"ce_ask": 0,
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"pe_ask": 0,
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},
{
"strike": 29050.0,
"ce_oi": 0,
"pe_oi": 0,
"ce_chg": 0,
"pe_chg": 0,
"ce_iv": 7.327302103221765,
"pe_iv": 0,
"ce_ltp": 0,
"pe_ltp": 0,
"ce_gamma": 0,
"pe_gamma": 0,
"ce_delta": 0,
"pe_delta": 0,
"ce_bid": 0,
"ce_ask": 0,
"ce_vol": 0,
"pe_bid": 0,
"pe_ask": 0,
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},
{
"strike": 29100.0,
"ce_oi": 0,
"pe_oi": 0,
"ce_chg": 0,
"pe_chg": 0,
"ce_iv": 7.375066562269302,
"pe_iv": 0,
"ce_ltp": 0,
"pe_ltp": 0,
"ce_gamma": 0,
"pe_gamma": 0,
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"pe_delta": 0,
"ce_bid": 0,
"ce_ask": 0,
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"pe_bid": 0,
"pe_ask": 0,
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},
{
"strike": 29150.0,
"ce_oi": 0,
"pe_oi": 0,
"ce_chg": 0,
"pe_chg": 0,
"ce_iv": 7.422727963988983,
"pe_iv": 0,
"ce_ltp": 0,
"pe_ltp": 0,
"ce_gamma": 0,
"pe_gamma": 0,
"ce_delta": 0,
"pe_delta": 0,
"ce_bid": 0,
"ce_ask": 0,
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"pe_bid": 0,
"pe_ask": 0,
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},
{
"strike": 29200.0,
"ce_oi": 0,
"pe_oi": 0,
"ce_chg": 0,
"pe_chg": 0,
"ce_iv": 7.470286581687347,
"pe_iv": 0,
"ce_ltp": 0,
"pe_ltp": 0,
"ce_gamma": 0,
"pe_gamma": 0,
"ce_delta": 0,
"pe_delta": 0,
"ce_bid": 0,
"ce_ask": 0,
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"pe_bid": 0,
"pe_ask": 0,
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},
{
"strike": 29250.0,
"ce_oi": 0,
"pe_oi": 0,
"ce_chg": 0,
"pe_chg": 0,
"ce_iv": 7.5252521208259315,
"pe_iv": 0,
"ce_ltp": 0,
"pe_ltp": 0,
"ce_gamma": 0,
"pe_gamma": 0,
"ce_delta": 0,
"pe_delta": 0,
"ce_bid": 0,
"ce_ask": 0,
"ce_vol": 0,
"pe_bid": 0,
"pe_ask": 0,
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},
{
"strike": 29300.0,
"ce_oi": 0,
"pe_oi": 0,
"ce_chg": 0,
"pe_chg": 0,
"ce_iv": 7.572650948156845,
"pe_iv": 0,
"ce_ltp": 0,
"pe_ltp": 0,
"ce_gamma": 0,
"pe_gamma": 0,
"ce_delta": 0,
"pe_delta": 0,
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"ce_ask": 0,
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"pe_bid": 0,
"pe_ask": 0,
"pe_vol": 0
}
],
"vix": 14.46
},
"commentary": {
"headline": "⚪ CAPITAL PROTECTION TIME — no confirmed positioning to act on",
"narrative": "The latest FII positioning change isn't genuinely directional (it's flat, or a single-leg hedge pattern), so there's nothing to act on.",
"precedent": "No matching precedent in the logged scorecard yet — this exact setup hasn't been recorded with a checked outcome before. As real sessions accumulate, this line will start reporting what happened last time.",
"caveats": [
"Cash-market (FII/DII) data is NOT WIRED — the auto-fetch is unverified and nothing was seeded, so the strongest confirmation is missing. Direction can be BUILDING at best, never fully CONFIRMED, until it's in."
],
"narrative_natural": "# Trader Note\n\nThe latest FII positioning change shows no genuine directional bias—it's either flat or a single-leg hedge pattern—which means there is nothing actionable at this time. It's important to note that the cash-market data source itself is unverified and unseeded, so automatic signals lack their strongest confirmation layer. Any directional movement here can only be considered *building* rather than confirmed, pending actual data entry."
},
"precedent": {
"fingerprint": "dir=NEUTRAL|s1=NO_SIGNAL|cash=NOT_WIRED|confirms=none|regime=TRENDING|gamma=POSITIVE_GAMMA",
"horizon_minutes": 30,
"occurrences": 0,
"direction_played_out": 0,
"win_rate_pct": null,
"avg_move_pct": null,
"last_seen": null,
"has_precedent": false,
"relationship_split": {
"available": false,
"note": "No base precedent to split -- see occurrences=0 above."
}
},
"premium_tag": {
"premium_tag": "UNKNOWN",
"home_sentence": "Need positioning read and live option chain.",
"market_em_pts": 9.4,
"institutional_em_pts": null,
"em_ratio": null,
"wired": false,
"internal": {
"atm_iv_pct": 12.77,
"iv_hygiene": {
"raw_iv_pct": 12.765412168809215,
"iv_used_pct": 12.7654,
"iv_median_pct": 12.7654,
"degraded": false,
"degraded_reason": null
},
"iv_percentile": 65.6,
"iv_rank": 0.2088,
"iv_history_n": 500,
"iv_vs_history_band": "RICH",
"iv_vs_history_ratio": 1.1093,
"realized_em_pts": null,
"realized_vol_status": "NOT_WIRED — insufficient spot history",
"iv_vs_realized_ratio": null,
"event_premium": {
"event_premium": true,
"event_flags": [
"LATE_SESSION"
],
"expiry_adjustment_dte": 4
},
"time_bucket": "15:30",
"holding_minutes": 1,
"institutional_detail": {
"direction": "NEUTRAL",
"stage1_status": "NO_SIGNAL",
"conviction": 0.0,
"fii_persistence": 0,
"confirm_count": 0
},
"institutional_reason": "NO_DIRECTION"
},
"band_tag": "UNKNOWN",
"band_ratio": null,
"plain_words": "Premium UNKNOWN — market ±9 pts; institutional support not measurable (NO_DIRECTION)"
}
}{
"latest_fno_date": "2026-10-01",
"fno_sessions": 766,
"fii": {
"fut": -310174.0,
"call": -431465.0,
"put": 666578.0,
"fut_long": 29605.0,
"fut_short": 339779.0,
"call_long": 670483.0,
"call_short": 1101948.0,
"put_long": 1114773.0,
"put_short": 448195.0
},
"pro": {
"fut": 27105.0,
"call": 131005.0,
"put": 137044.0,
"fut_long": 51101.0,
"fut_short": 23996.0,
"call_long": 1337674.0,
"call_short": 1206669.0,
"put_long": 958371.0,
"put_short": 821327.0
},
"dii": {
"fut": 33257.0,
"call": 4976.0,
"put": 39526.0,
"fut_long": 48119.0,
"fut_short": 14862.0,
"call_long": 8533.0,
"call_short": 3557.0,
"put_long": 40402.0,
"put_short": 876.0
},
"client": {
"fut": 249812.0,
"call": 295484.0,
"put": -843148.0,
"fut_long": 306566.0,
"fut_short": 56754.0,
"call_long": 3743798.0,
"call_short": 3448314.0,
"put_long": 2363022.0,
"put_short": 3206170.0
},
"fii_pro": {
"fut": -283069.0,
"call": -300460.0,
"put": 803622.0,
"fut_long": 80706.0,
"fut_short": 363775.0,
"call_long": 2008157.0,
"call_short": 2308617.0,
"put_long": 2073144.0,
"put_short": 1269522.0
},
"deltas": {
"fii": {
"fut": -27304.0,
"call": 34118.0,
"put": -1547.0
},
"pro": {
"fut": 18711.0,
"call": 104751.0,
"put": 9134.0
},
"client": {
"fut": 7386.0,
"call": -138293.0,
"put": -455.0
},
"fii_pro": {
"fut": -8593.0,
"call": 138869.0,
"put": 7587.0
}
},
"sparks": {
"fii_fut": [
-298613.0,
-309822.0,
-312001.0,
-319669.0,
-267307.0,
-282870.0,
-310174.0
],
"fii_opt": [
-741161.0,
-947146.0,
-924752.0,
-920269.0,
-1072720.0,
-1133708.0,
-1098043.0
],
"fii_call": [
-188797.0,
-260993.0,
-240969.0,
-246475.0,
-421463.0,
-465583.0,
-431465.0
],
"pro_fut": [
46166.0,
56265.0,
61031.0,
55163.0,
7986.0,
8394.0,
27105.0
],
"pro_opt": [
-68044.0,
-338348.0,
-122884.0,
-386642.0,
54917.0,
-101656.0,
-6039.0
],
"fii_put": [
552364.0,
686153.0,
683783.0,
673794.0,
651257.0,
668125.0,
666578.0
]
},
"activity": [
{
"date": "2026-09-23",
"delta": 4295.0
},
{
"date": "2026-09-24",
"delta": -11209.0
},
{
"date": "2026-09-25",
"delta": -2179.0
},
{
"date": "2026-09-28",
"delta": -7668.0
},
{
"date": "2026-09-29",
"delta": 52362.0
},
{
"date": "2026-09-30",
"delta": -15563.0
},
{
"date": "2026-10-01",
"delta": -27304.0
}
],
"cash_rows": [
{
"date": "2026-10-01",
"fii_net": -9484.22,
"dii_net": 10041.84
},
{
"date": "2026-09-30",
"fii_net": -10148.41,
"dii_net": 11271.73
},
{
"date": "2026-09-29",
"fii_net": -9980.22,
"dii_net": 6952.71
},
{
"date": "2026-09-28",
"fii_net": -5353.22,
"dii_net": 5189.02
}
],
"cash_fii": -9484.22,
"cash_sessions": 4,
"stage1": {
"status": "NO_SIGNAL",
"direction": "NEUTRAL",
"conviction": 0.0,
"fii_persistence": 0,
"pro_agrees": false,
"dii_agrees": false,
"cash_status": "NOT_WIRED",
"cash_sessions_checked": 0,
"detail": [
"FII delta into 2026-09-30: fut_leg=BEARISH, opt_leg=BEARISH -> DIRECTIONAL (BEARISH)",
"FII delta into 2026-10-01: fut_leg=BEARISH, opt_leg=FLAT -> LIKELY_HEDGE (BEARISH)",
"Latest FII session-delta is not genuinely directional (FLAT or hedge-pattern)."
],
"failure_mitigations": {
"direction": "NEUTRAL",
"status": "NO_SIGNAL",
"conviction": 0.0,
"combined_multiplier": 0.77,
"execution_ready": false,
"required_stage2_confirms": 2,
"base_status": "NO_SIGNAL",
"base_conviction": 0.0,
"detail": [
"FII delta into 2026-09-30: fut_leg=BEARISH, opt_leg=BEARISH -> DIRECTIONAL (BEARISH)",
"FII delta into 2026-10-01: fut_leg=BEARISH, opt_leg=FLAT -> LIKELY_HEDGE (BEARISH)",
"Latest FII session-delta is not genuinely directional (FLAT or hedge-pattern)."
],
"failure_modes": [
{
"id": 1,
"name": "EOD Data Delay",
"detected": true,
"action": "DISCOUNT",
"conviction_multiplier": 0.92,
"detail": "Participant data age 34h — intraday institutional shifts invisible until EOD."
},
{
"id": 2,
"name": "Stale Two-Session Rule",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 0.85,
"detail": "2-session persistence retained; reversal watch active."
},
{
"id": 3,
"name": "Hedging vs Direction",
"detected": true,
"action": "DISCOUNT",
"conviction_multiplier": 0.88,
"detail": "1 session(s) flagged LIKELY_HEDGE in trend window."
},
{
"id": 4,
"name": "Complex Option Structures",
"detected": true,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 0.97,
"detail": "Net participant data cannot see spreads/butterflies — conviction capped."
},
{
"id": 5,
"name": "Cash vs Derivatives Conflict",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "No active cash disagreement (or cash NOT_WIRED)."
},
{
"id": 6,
"name": "Options-led Positioning",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Futures+options legs checked via hedge filter."
},
{
"id": 7,
"name": "Late Confirmation",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "No outsized single-session build detected."
},
{
"id": 8,
"name": "News Shocks",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "No shock threshold breached."
},
{
"id": 9,
"name": "Global Market Influence",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Global context aligned or unavailable."
},
{
"id": 10,
"name": "Expiry Distortions",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Days to expiry=4.0."
},
{
"id": 11,
"name": "False Persistence",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Delta magnitudes not decaying."
},
{
"id": 12,
"name": "Position Reduction",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "No conviction bleed detected."
},
{
"id": 13,
"name": "Aggregated FII Data",
"detected": true,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 0.98,
"detail": "Only net FII/Pro aggregates available — fund-level disagreement invisible."
},
{
"id": 14,
"name": "Sector Rotation",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Constituent layer aligned or unavailable."
},
{
"id": 15,
"name": "Missing Microstructure",
"detected": true,
"action": "STAGE2_REQUIRED",
"conviction_multiplier": 1.0,
"detail": "No order-book/absorption data — execution requires liquidity gate (Stage 2)."
},
{
"id": 16,
"name": "Dealer Gamma Effects",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Gamma neutral/favorable or unknown."
},
{
"id": 17,
"name": "Data Quality Issues",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Session gap=1 days."
},
{
"id": 18,
"name": "Threshold Design",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Standard persistence threshold applied."
},
{
"id": 19,
"name": "Market Regime Changes",
"detected": false,
"action": "ACKNOWLEDGED",
"conviction_multiplier": 1.0,
"detail": "Whipsaws=0, range_bound=False."
},
{
"id": 20,
"name": "Bias Without Timing",
"detected": false,
"action": "STAGE2_REQUIRED",
"conviction_multiplier": 1.0,
"detail": "Stage 1 sets bias only — execution needs 2+ Stage 2 confirms (have 0)."
}
]
},
"execution_ready": false
},
"max_pain": 22550.0,
"pcr": 0.96
}{
"trade_date": "2026-10-02",
"updated": "15:36:07",
"overview": {
"regime": "POSITIVE_GAMMA",
"flip": 22357.1,
"was_flip": null,
"total": 451488.38,
"prev_total": 451487.11,
"velocity": null,
"velocity_regime_flipped": false,
"spot": 22421.95,
"dom_pos_strike": 22700.0,
"dom_pos_gex": 217352.708,
"dom_neg_strike": 22300.0,
"dom_neg_gex": -193293.778
},
"series": [
{
"t": "15:34",
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"total": 451484.26,
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"regime": "POSITIVE_GAMMA",
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],
"events": [],
"scorecard": {
"components": {
"positioning": 21.9,
"velocity": null,
"pos_wall_strength": 10.5,
"neg_wall_threat": -9.4,
"price_vs_wall": 18.9,
"stability": 100.0
},
"overall": 23.1,
"label": "POSITIVE",
"tone": "BULLISH",
"probability": {
"pos_pct": 28,
"neg_pct": 57,
"sideways_pct": 15,
"pos_strike": 22700.0,
"neg_strike": 22300.0
},
"top_positive_walls": [
{
"strike": 22700.0,
"gex": 211646.278,
"distance": 278
},
{
"strike": 22650.0,
"gex": 192304.438,
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},
{
"strike": 22800.0,
"gex": 168047.108,
"distance": 378
}
],
"top_negative_walls": [
{
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"gex": -185934.029,
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},
{
"strike": 22200.0,
"gex": -166603.362,
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},
{
"strike": 22000.0,
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"distance": 422
}
],
"gross_gamma": 2066008.7
},
"mtf": {
"rows": [
{
"tf": "1 MIN",
"available": true,
"score": 0.0,
"bias": "NEUTRAL",
"tone": "RANGE-BOUND"
},
{
"tf": "5 MIN",
"available": false
},
{
"tf": "15 MIN",
"available": false
},
{
"tf": "1 HOUR",
"available": false
},
{
"tf": "DAILY",
"available": true,
"score": -1.1,
"bias": "NEUTRAL",
"tone": "RANGE-BOUND",
"vs_date": "2026-10-01"
}
]
}
}{
"available": true,
"window_minutes": 3,
"compared_minutes": 1.2,
"gaining": [],
"falling": [],
"call_wall": 22700.0,
"put_wall": 22300.0,
"gamma_flip": 22357.1,
"regime": "POSITIVE_GAMMA",
"units": "Cr",
"detail": "Compared 15:34 → 15:36 IST (0 strikes, heatmap Cr)."
}{
"shadow_only": true,
"timeframe": "30M",
"phase": "MARKDOWN",
"phase_subtitle": "Markdown phase — defensive positioning likely.",
"bias": "BEARISH",
"confidence_pct": 77,
"confidence_label": "Moderate Setup",
"strength": 3,
"volume_available": true,
"signals": [
{
"title": "Supply & Demand",
"icon": "layers",
"status": "NEUTRAL",
"detail": "Balanced — no edge."
},
{
"title": "Absorption",
"icon": "users",
"status": "NEUTRAL",
"detail": "No absorption read."
},
{
"title": "Momentum",
"icon": "pulse",
"status": "NEGATIVE",
"detail": "Selling pressure dominant."
},
{
"title": "Market Structure",
"icon": "stairs",
"status": "BEARISH",
"detail": "Lower highs forming."
},
{
"title": "Stopping Volume",
"icon": "shield",
"status": "NEUTRAL",
"detail": "No absorbed selling at a low this session."
},
{
"title": "Phase",
"icon": "target",
"status": "IN MARKDOWN",
"detail": "Wyckoff: MARKDOWN — Markdown in progress — institutions selling"
}
],
"levels": {
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"range_low": 22217.3,
"range_high": 22610.6,
"liquidity_sell": 22640.6,
"spot": 22421.95
},
"spring": null,
"chart": [
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
"i": 8,
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"close": 22323.35,
"volume": 23462274.0
},
{
"i": 9,
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"high": 22363.55,
"low": 22247.4,
"close": 22248.4,
"volume": 29633630.0
},
{
"i": 10,
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"high": 22314.15,
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"close": 22308.0,
"volume": 29476776.0
},
{
"i": 11,
"open": 22307.6,
"high": 22419.25,
"low": 22307.2,
"close": 22398.8,
"volume": 46652064.0
},
{
"i": 12,
"open": 22398.45,
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"low": 22383.15,
"close": 22421.95,
"volume": 43633509.0
},
{
"i": 13,
"open": 22421.95,
"high": 22421.95,
"low": 22421.95,
"close": 22421.95,
"volume": 0
}
],
"insight": "Markdown in progress — defensive posture favored until base forms.",
"observations": [
"Wyckoff: MARKDOWN — Markdown in progress — institutions selling"
],
"reason": "Wyckoff: MARKDOWN — Markdown in progress — institutions selling",
"vpa": {
"phase": "MARKDOWN",
"bias": "BEARISH",
"strength": 3,
"vpa_score": 12,
"absorption_detected": false,
"absorption_type": "NONE",
"effort_result": "NORMAL",
"climax_detected": false,
"climax_type": "NONE",
"no_demand": false,
"no_supply": false,
"stopping_volume": false,
"key_observations": [
"Wyckoff: MARKDOWN — Markdown in progress — institutions selling"
],
"reason": "Wyckoff: MARKDOWN — Markdown in progress — institutions selling",
"volume_available": true
},
"candle_count": 14,
"data_status": "LIVE",
"updated": "2026-10-01 15:40:35 IST"
}{
"snapshots": [
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674044', symbol='HDFCBANK', weight_pct=11.2, price_change_pct=1.81, oi_change_pct=0.0, ltp=721.2, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674061', symbol='ICICIBANK', weight_pct=9.0, price_change_pct=-0.41, oi_change_pct=0.0, ltp=1310.6, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674066', symbol='RELIANCE', weight_pct=8.0, price_change_pct=-1.05, oi_change_pct=0.45, ltp=1167.7, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674070', symbol='BHARTIARTL', weight_pct=5.2, price_change_pct=-0.22, oi_change_pct=11.09, ltp=1741.1, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674073', symbol='LT', weight_pct=4.4, price_change_pct=-0.87, oi_change_pct=5.24, ltp=3693.4, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674077', symbol='SBIN', weight_pct=3.5, price_change_pct=0.1, oi_change_pct=0.44, ltp=954.1, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674080', symbol='INFY', weight_pct=3.4, price_change_pct=2.48, oi_change_pct=8.06, ltp=1035, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674084', symbol='AXISBANK', weight_pct=3.2, price_change_pct=-0.16, oi_change_pct=-6.35, ltp=1217.1, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674087', symbol='KOTAKBANK', weight_pct=3.1, price_change_pct=-1.8, oi_change_pct=40.89, ltp=418.35, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674091', symbol='M&M', weight_pct=2.6, price_change_pct=-2.26, oi_change_pct=28.79, ltp=2860, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674094', symbol='BAJFINANCE', weight_pct=3.61, price_change_pct=-0.59, oi_change_pct=22.04, ltp=948.3, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674098', symbol='HINDUNILVR', weight_pct=2.53, price_change_pct=-1.82, oi_change_pct=-8.41, ltp=1836, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674101', symbol='SUNPHARMA', weight_pct=2.38, price_change_pct=-0.77, oi_change_pct=17.38, ltp=1801, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674105', symbol='MARUTI', weight_pct=2.25, price_change_pct=-4.32, oi_change_pct=10.17, ltp=11386, day_change=0, day_change_pct=0.0)",
"ConstituentSnapshot(timestamp='2026-10-02T10:04:57.674108', symbol='TITAN', weight_pct=2.21, price_change_pct=-1.29, oi_change_pct=15.46, ltp=4515.7, day_change=0, day_change_pct=0.0)"
],
"signal": {
"signal_fired": true,
"direction": "BEARISH",
"agree_count": 11,
"leading_bias": "BEARISH",
"total_considered": 15,
"bullish_count": 2,
"bearish_count": 11,
"neutral_count": 2,
"classifications": [
"ConstituentClassification(symbol='HDFCBANK', weight_pct=11.2, state='FLAT', bias='NEUTRAL', price_change_pct=1.81, oi_change_pct=0.0, ltp=721.2, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='ICICIBANK', weight_pct=9.0, state='FLAT', bias='NEUTRAL', price_change_pct=-0.41, oi_change_pct=0.0, ltp=1310.6, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='RELIANCE', weight_pct=8.0, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-1.05, oi_change_pct=0.45, ltp=1167.7, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='BHARTIARTL', weight_pct=5.2, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-0.22, oi_change_pct=11.09, ltp=1741.1, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='LT', weight_pct=4.4, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-0.87, oi_change_pct=5.24, ltp=3693.4, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='BAJFINANCE', weight_pct=3.61, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-0.59, oi_change_pct=22.04, ltp=948.3, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='SBIN', weight_pct=3.5, state='LONG_BUILDUP', bias='BULLISH', price_change_pct=0.1, oi_change_pct=0.44, ltp=954.1, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='INFY', weight_pct=3.4, state='LONG_BUILDUP', bias='BULLISH', price_change_pct=2.48, oi_change_pct=8.06, ltp=1035, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='AXISBANK', weight_pct=3.2, state='LONG_UNWINDING', bias='BEARISH', price_change_pct=-0.16, oi_change_pct=-6.35, ltp=1217.1, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='KOTAKBANK', weight_pct=3.1, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-1.8, oi_change_pct=40.89, ltp=418.35, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='M&M', weight_pct=2.6, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-2.26, oi_change_pct=28.79, ltp=2860, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='HINDUNILVR', weight_pct=2.53, state='LONG_UNWINDING', bias='BEARISH', price_change_pct=-1.82, oi_change_pct=-8.41, ltp=1836, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='SUNPHARMA', weight_pct=2.38, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-0.77, oi_change_pct=17.38, ltp=1801, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='MARUTI', weight_pct=2.25, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-4.32, oi_change_pct=10.17, ltp=11386, day_change=0, day_change_pct=0.0)",
"ConstituentClassification(symbol='TITAN', weight_pct=2.21, state='SHORT_BUILDUP', bias='BEARISH', price_change_pct=-1.29, oi_change_pct=15.46, ltp=4515.7, day_change=0, day_change_pct=0.0)"
],
"bullish_weight_pct": 6.9,
"bearish_weight_pct": 39.48
}
}{
"generated_at": "2026-10-02T10:05:13.064806+00:00",
"data_available": true,
"global_risk_sentiment": "Bullish",
"global_risk_label": "Bullish",
"synthesis": "Commodities (Gold / Crude) is bullish; U.S. Indices is bullish; Asia is bullish; Europe is bullish; U.S. Treasury & Dollar is bullish. Global Risk Sentiment: Bullish. Global risk sentiment is bullish, which is likely to be a meaningful driver alongside local positioning today.",
"buckets": [
{
"bucket": "Commodities",
"display_name": "Commodities (Gold / Crude)",
"bias": "Bullish",
"icon": "🟢",
"instruments": [
{
"key": "brent",
"label": "Brent Crude",
"raw_pct_change": -2.84,
"last_price": 99.4,
"prev_close": 102.30999755859375,
"series": [
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99.4
],
"bias": "Bullish",
"icon": "🟢",
"session_note": "oil spike read as inflation/risk-off"
},
{
"key": "gold",
"label": "Gold (Comex Futures)",
"raw_pct_change": 0.34,
"last_price": 4216.5,
"prev_close": 4202.2998046875,
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],
"bias": "Neutral",
"icon": "🟡",
"session_note": "rising gold read as safe-haven demand / risk-off"
}
]
},
{
"bucket": "USIndices",
"display_name": "U.S. Indices",
"bias": "Bullish",
"icon": "🟢",
"instruments": [
{
"key": "us_tech100",
"label": "US Tech 100 (Nasdaq Futures)",
"raw_pct_change": 0.82,
"last_price": 31014.25,
"prev_close": 30760.5,
"series": [
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],
"bias": "Bullish",
"icon": "🟢",
"session_note": "Nasdaq-100 e-mini futures -- trades nearly round the clock, so it keeps moving before US market hours."
},
{
"key": "us_30",
"label": "US 30 (Dow Futures)",
"raw_pct_change": 0.48,
"last_price": 51487.0,
"prev_close": 51241.0,
"series": [
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],
"bias": "Bullish",
"icon": "🟢",
"session_note": "Dow e-mini futures"
},
{
"key": "sp500",
"label": "S&P 500 (Futures)",
"raw_pct_change": 0.48,
"last_price": 7761.0,
"prev_close": 7724.0,
"series": [
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],
"bias": "Bullish",
"icon": "🟢",
"session_note": "S&P 500 e-mini futures"
}
]
},
{
"bucket": "Asia",
"display_name": "Asia",
"bias": "Bullish",
"icon": "🟢",
"instruments": [
{
"key": "nikkei",
"label": "Nikkei 225 (Futures)",
"raw_pct_change": 1.33,
"last_price": 69465.0,
"prev_close": 68555.0,
"series": [
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68555.0,
69465.0
],
"bias": "Bullish",
"icon": "🟢",
"session_note": "Nikkei/USD futures -- Japan, trades outside the Tokyo session too"
},
{
"key": "hangseng",
"label": "Hang Seng",
"raw_pct_change": -2.6,
"last_price": 23972.29,
"prev_close": 24613.26953125,
"series": [
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],
"bias": "Bearish",
"icon": "🔴",
"session_note": "Hong Kong"
},
{
"key": "sse",
"label": "SSE Composite Index",
"raw_pct_change": 0.31,
"last_price": 3842.1946,
"prev_close": 3830.450927734375,
"series": [
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],
"bias": "Bullish",
"icon": "🟢",
"session_note": "China. KNOWN ISSUE (8 Jul 2026): Yahoo's previousClose for this ticker specifically has been observed stale (matched a several-day-old cached value, not the real prior session's close) -- current price was confirmed accurate, only the %% change is affected. Documented Yahoo weakness for Chinese A-share index data; not something to guess-fix without a live re-test."
},
{
"key": "taiex",
"label": "TAIEX",
"raw_pct_change": 0.25,
"last_price": 48475.74,
"prev_close": 48353.48828125,
"series": [
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],
"bias": "Neutral",
"icon": "🟡",
"session_note": "Taiwan"
}
]
},
{
"bucket": "Europe",
"display_name": "Europe",
"bias": "Bullish",
"icon": "🟢",
"instruments": [
{
"key": "ftse",
"label": "FTSE 100",
"raw_pct_change": 0.3,
"last_price": 10459.52,
"prev_close": 10428.2998046875,
"series": [
10756.5,
10831.5,
10831.099609375,
10822.099609375,
10811.7001953125,
10670.099609375,
10608.900390625,
10650.400390625,
10697.599609375,
10658.099609375,
10688.5,
10816.099609375,
10659.099609375,
10739.0,
10708.2998046875,
10705.2998046875,
10680.0,
10695.2998046875,
10684.900390625,
10636.7001953125,
10606.0,
10428.2998046875,
10459.52
],
"bias": "Bullish",
"icon": "🟢",
"session_note": "UK"
},
{
"key": "dax",
"label": "DAX",
"raw_pct_change": 0.93,
"last_price": 25171.82,
"prev_close": 24939.349609375,
"series": [
25839.330078125,
26003.3203125,
26046.400390625,
26006.529296875,
26007.630859375,
25576.44921875,
25361.150390625,
25568.560546875,
25440.810546875,
25402.279296875,
25537.75,
25716.7109375,
25304.060546875,
25575.009765625,
25578.849609375,
25410.630859375,
25266.529296875,
25408.640625,
25374.419921875,
25399.2109375,
25199.189453125,
24939.349609375,
25171.82
],
"bias": "Bullish",
"icon": "🟢",
"session_note": "Germany"
},
{
"key": "cac",
"label": "CAC 40",
"raw_pct_change": 0.73,
"last_price": 7892.88,
"prev_close": 7835.31005859375,
"series": [
8280.6298828125,
8286.400390625,
8278.76953125,
8306.150390625,
8317.98046875,
8156.669921875,
8116.759765625,
8179.77001953125,
8117.77978515625,
8090.27978515625,
8140.58984375,
8186.93017578125,
8065.02001953125,
8138.93994140625,
8154.91015625,
8123.41015625,
8081.43017578125,
8077.7998046875,
8078.47998046875,
8035.8701171875,
7964.509765625,
7835.31005859375,
7892.88
],
"bias": "Bullish",
"icon": "🟢",
"session_note": "France"
}
]
},
{
"bucket": "USRates",
"display_name": "U.S. Treasury & Dollar",
"bias": "Bullish",
"icon": "🟢",
"instruments": [
{
"key": "us_10y",
"label": "U.S. 10-Year Treasury Yield",
"raw_pct_change": -1.06,
"last_price": 5.237,
"prev_close": 5.293000221252441,
"series": [
4.796000003814697,
4.796000003814697,
4.76200008392334,
4.783999919891357,
4.806000232696533,
4.836999893188477,
4.943999767303467,
4.974999904632568,
4.960999965667725,
4.995999813079834,
5.00600004196167,
4.947000026702881,
4.998000144958496,
4.9629998207092285,
4.9679999351501465,
5.113999843597412,
5.1620001792907715,
5.184000015258789,
5.239999771118164,
5.255000114440918,
5.293000221252441,
5.237
],
"bias": "Bullish",
"icon": "🟢",
"session_note": "rising yield read as risk-off"
},
{
"key": "dxy",
"label": "Dollar Index (DXY)",
"raw_pct_change": -0.15,
"last_price": 101.946,
"prev_close": 102.0999984741211,
"series": [
99.55999755859375,
99.0,
99.16000366210938,
98.83999633789062,
98.7699966430664,
99.08999633789062,
99.12000274658203,
99.45999908447266,
99.6500015258789,
100.30999755859375,
100.22000122070312,
100.22000122070312,
100.43000030517578,
100.5999984741211,
101.0999984741211,
101.29000091552734,
100.97000122070312,
101.19999694824219,
101.37000274658203,
101.44999694824219,
102.0999984741211,
101.946
],
"bias": "Bullish",
"icon": "🟢",
"session_note": "rising DXY read as risk-off for EM equities"
}
]
}
],
"india_bucket": {
"bucket": "India",
"display_name": "India (GIFT Nifty / VIX / USD-INR)",
"bias": "Mixed",
"icon": "🟡",
"instruments": [
{
"key": "gift_nifty",
"label": "GIFT Nifty",
"raw_pct_change": 0.59,
"last_price": 22624.5,
"prev_close": 22491.0,
"series": [],
"bias": "Bullish",
"icon": "🟢",
"session_note": "Nifty's own pre-market futures read"
},
{
"key": "india_vix",
"label": "India VIX",
"raw_pct_change": 0.0,
"last_price": 14.46,
"prev_close": 14.46,
"series": [],
"bias": "Neutral",
"icon": "🟡",
"session_note": "rising VIX read as risk-off"
},
{
"key": "usdinr",
"label": "USD/INR",
"raw_pct_change": 0.39,
"last_price": 96.3,
"prev_close": 95.9271011352539,
"series": [
94.9552001953125,
94.48770141601562,
94.49490356445312,
94.4302978515625,
94.49189758300781,
94.822998046875,
95.11180114746094,
95.69450378417969,
95.03279876708984,
95.83540344238281,
95.9926986694336,
96.1323013305664,
95.79920196533203,
96.01309967041016,
95.71199798583984,
95.6897964477539,
95.74120330810547,
96.16130065917969,
95.78829956054688,
95.98159790039062,
96.05069732666016,
95.9271011352539,
96.3
],
"bias": "Bearish",
"icon": "🔴",
"session_note": "rising USD/INR (rupee weakness) read as risk-off"
}
]
}
}{
"rows": [
{
"strike": 21950.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 21950.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22000.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22000.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22050.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22050.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22100.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22100.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22150.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22150.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22200.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22200.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22250.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22250.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22300.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22300.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22350.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22350.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22400.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.03% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22400.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.38% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22450.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.46% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22450.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.24% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22500.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.05% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22500.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22550.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.18% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22550.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 1.11% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22600.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.08% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22600.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.09% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22650.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.88% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22650.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.24% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22700.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.25% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22700.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 1.14% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22750.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 1.27% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22750.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22800.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.40% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22800.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change -0.63% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
},
{
"strike": 22850.0,
"side": "CE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 1.78% since session open, both below noise floors — nothing to classify.",
"in_zone": true,
"confirmation_verdict": null
},
{
"strike": 22850.0,
"side": "PE",
"behavior_call": "NO_CHANGE",
"behavior_detail": "OI change 0.00% and premium change 0.00% since session open, both below noise floors — nothing to classify.",
"in_zone": false,
"confirmation_verdict": null
}
],
"ce_zone": [
22600.0,
22650.0,
22700.0,
22750.0,
22800.0,
22850.0,
22900.0
],
"pe_zone": [
21900.0,
21950.0,
22000.0,
22050.0,
22100.0
],
"detail": "38 strike/side rows in ATM+-9."
}