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option-structures-v3

报告生成时保存的数据快照。

[
  {
    "symbol": "META",
    "time": "10:45:27",
    "structure": "多腿片段:买Call",
    "rows": [
      {
        "option_code": "US.META270115C750000",
        "symbol": "META",
        "fill_time": "2026-10-21 10:45:27",
        "fill_timestamp": 1792593927.0,
        "ticker_type": "BUY",
        "price": 38.85,
        "volume": 4000,
        "turnover": 15540000.0,
        "option_type": "CALL",
        "strike_price": 750.0,
        "strike_time": "2027-01-15",
        "underlying_price": 709.4308,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "FLOOR"
        ],
        "total_volume": 4223,
        "total_open_interest": 248271,
        "iv": 38.215
      }
    ],
    "sample_n": 200,
    "sample_start": "2026-07-16 11:15:25",
    "sample_end": "2026-10-21 15:54:37",
    "leave_one_out_sample_mean_multiples": [
      0.9049096465336469
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 15540000.0,
    "gross_amount": 15540000.0,
    "grouping": "same_second_MULTI_LEG_inference"
  },
  {
    "symbol": "ARM",
    "time": "11:26:13",
    "structure": "买入跨式组合(推断)",
    "rows": [
      {
        "option_code": "US.ARM280121P290000",
        "symbol": "ARM",
        "fill_time": "2026-10-21 11:26:13",
        "fill_timestamp": 1792596373.0,
        "ticker_type": "BUY",
        "price": 100.29,
        "volume": 1000,
        "turnover": 10029000.0,
        "option_type": "PUT",
        "strike_price": 290.0,
        "strike_time": "2028-01-21",
        "underlying_price": 223.02,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "CROSS"
        ],
        "total_volume": 1023,
        "total_open_interest": 1265,
        "iv": 62.187
      },
      {
        "option_code": "US.ARM280121C290000",
        "symbol": "ARM",
        "fill_time": "2026-10-21 11:26:13",
        "fill_timestamp": 1792596373.0,
        "ticker_type": "BUY",
        "price": 47.61,
        "volume": 1000,
        "turnover": 4761000.0,
        "option_type": "CALL",
        "strike_price": 290.0,
        "strike_time": "2028-01-21",
        "underlying_price": 223.02,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "CROSS"
        ],
        "total_volume": 1000,
        "total_open_interest": 201,
        "iv": 64.418
      }
    ],
    "sample_n": 200,
    "sample_start": "2026-08-20 10:03:31",
    "sample_end": "2026-10-21 11:53:36",
    "leave_one_out_sample_mean_multiples": [
      4.7628682408361875,
      2.232971668720175
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 14790000.0,
    "gross_amount": 14790000.0,
    "grouping": "same_second_MULTI_LEG_inference"
  },
  {
    "symbol": "DAL",
    "time": "12:41:23",
    "structure": "双Call买入(可见两腿)",
    "rows": [
      {
        "option_code": "US.DAL261218C95000",
        "symbol": "DAL",
        "fill_time": "2026-10-21 12:41:23",
        "fill_timestamp": 1792600883.0,
        "ticker_type": "BUY",
        "price": 0.51,
        "volume": 52337,
        "turnover": 2669187.0,
        "option_type": "CALL",
        "strike_price": 95.0,
        "strike_time": "2026-12-18",
        "underlying_price": 78.76,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "FLOOR"
        ],
        "total_volume": 52339,
        "total_open_interest": 2748,
        "iv": 34.068
      },
      {
        "option_code": "US.DAL261218C87500",
        "symbol": "DAL",
        "fill_time": "2026-10-21 12:41:23",
        "fill_timestamp": 1792600883.0,
        "ticker_type": "BUY",
        "price": 1.66,
        "volume": 52337,
        "turnover": 8687942.0,
        "option_type": "CALL",
        "strike_price": 87.5,
        "strike_time": "2026-12-18",
        "underlying_price": 78.775,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "FLOOR"
        ],
        "total_volume": 52345,
        "total_open_interest": 645,
        "iv": 34.995
      }
    ],
    "sample_n": 85,
    "sample_start": "2025-12-09 13:52:27",
    "sample_end": "2026-10-21 15:42:57",
    "leave_one_out_sample_mean_multiples": [
      3.1437084596815206,
      11.17556828835986
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 11357129.0,
    "gross_amount": 11357129.0,
    "grouping": "same_second_MULTI_LEG_inference"
  },
  {
    "symbol": "SPCX",
    "time": "12:06:52",
    "structure": "单腿买Call",
    "rows": [
      {
        "option_code": "US.SPCX270416C215000",
        "symbol": "SPCX",
        "fill_time": "2026-10-21 12:06:52",
        "fill_timestamp": 1792598812.0,
        "ticker_type": "BUY",
        "price": 8.75,
        "volume": 12000,
        "turnover": 10500000.0,
        "option_type": "CALL",
        "strike_price": 215.0,
        "strike_time": "2027-04-16",
        "underlying_price": 163.06,
        "strategy_type": "SINGLE_LEG",
        "order_type_list": [
          "CROSS"
        ],
        "total_volume": 12004,
        "total_open_interest": 10,
        "iv": 48.391
      }
    ],
    "sample_n": 200,
    "sample_start": "2026-10-08 13:07:24",
    "sample_end": "2026-10-21 15:57:07",
    "leave_one_out_sample_mean_multiples": [
      6.849591978214187
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 10500000.0,
    "gross_amount": 10500000.0,
    "grouping": "source_single_or_fragment"
  },
  {
    "symbol": "TSLA",
    "time": "12:55:31",
    "structure": "单腿卖Call",
    "rows": [
      {
        "option_code": "US.TSLA270416C370000",
        "symbol": "TSLA",
        "fill_time": "2026-10-21 12:55:31",
        "fill_timestamp": 1792601731.0,
        "ticker_type": "SELL",
        "price": 58.992986069,
        "volume": 1651,
        "turnover": 9739742.0,
        "option_type": "CALL",
        "strike_price": 370.0,
        "strike_time": "2027-04-16",
        "underlying_price": 387.59,
        "strategy_type": "SINGLE_LEG",
        "order_type_list": [
          "SWEEP",
          "NORMAL"
        ],
        "total_volume": 5226,
        "total_open_interest": 143,
        "iv": 43.501
      }
    ],
    "sample_n": 200,
    "sample_start": "2026-09-04 14:09:15",
    "sample_end": "2026-10-21 15:59:10",
    "leave_one_out_sample_mean_multiples": [
      3.720022467591623
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 9739742.0,
    "gross_amount": 9739742.0,
    "grouping": "source_single_or_fragment"
  },
  {
    "symbol": "CRWV",
    "time": "13:13:55",
    "structure": "单腿买Call",
    "rows": [
      {
        "option_code": "US.CRWV270319C85000",
        "symbol": "CRWV",
        "fill_time": "2026-10-21 13:13:55",
        "fill_timestamp": 1792602835.0,
        "ticker_type": "BUY",
        "price": 6.8,
        "volume": 14322,
        "turnover": 9738960.0,
        "option_type": "CALL",
        "strike_price": 85.0,
        "strike_time": "2027-03-19",
        "underlying_price": 61.92,
        "strategy_type": "SINGLE_LEG",
        "order_type_list": [
          "FLOOR"
        ],
        "total_volume": 15472,
        "total_open_interest": 1649,
        "iv": 84.003
      }
    ],
    "sample_n": 198,
    "sample_start": "2026-10-14 10:39:21",
    "sample_end": "2026-10-21 15:55:34",
    "leave_one_out_sample_mean_multiples": [
      7.563730419664276
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 9738960.0,
    "gross_amount": 9738960.0,
    "grouping": "source_single_or_fragment"
  },
  {
    "symbol": "NBIS",
    "time": "14:54:30",
    "structure": "单腿买Call",
    "rows": [
      {
        "option_code": "US.NBIS270416C260000",
        "symbol": "NBIS",
        "fill_time": "2026-10-21 14:54:30",
        "fill_timestamp": 1792608870.0,
        "ticker_type": "BUY",
        "price": 18.15,
        "volume": 4950,
        "turnover": 8984250.0,
        "option_type": "CALL",
        "strike_price": 260.0,
        "strike_time": "2027-04-16",
        "underlying_price": 172.6,
        "strategy_type": "SINGLE_LEG",
        "order_type_list": [
          "FLOOR"
        ],
        "total_volume": 7558,
        "total_open_interest": 88,
        "iv": 83.477
      }
    ],
    "sample_n": 200,
    "sample_start": "2026-04-09 10:48:15",
    "sample_end": "2026-10-21 15:57:36",
    "leave_one_out_sample_mean_multiples": [
      1.338453994528708
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 8984250.0,
    "gross_amount": 8984250.0,
    "grouping": "source_single_or_fragment"
  },
  {
    "symbol": "AXON",
    "time": "15:35:21",
    "structure": "1:5 Call反向比例价差(推断)",
    "rows": [
      {
        "option_code": "US.AXON270115C470000",
        "symbol": "AXON",
        "fill_time": "2026-10-21 15:35:21",
        "fill_timestamp": 1792611321.0,
        "ticker_type": "BUY",
        "price": 26.3,
        "volume": 4995,
        "turnover": 13136850.0,
        "option_type": "CALL",
        "strike_price": 470.0,
        "strike_time": "2027-01-15",
        "underlying_price": 399.2,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "FLOOR"
        ],
        "total_volume": 5000,
        "total_open_interest": 110,
        "iv": 62.05
      },
      {
        "option_code": "US.AXON270115C400000",
        "symbol": "AXON",
        "fill_time": "2026-10-21 15:35:21",
        "fill_timestamp": 1792611321.0,
        "ticker_type": "SELL",
        "price": 48.3,
        "volume": 999,
        "turnover": 4825170.0,
        "option_type": "CALL",
        "strike_price": 400.0,
        "strike_time": "2027-01-15",
        "underlying_price": 399.2,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "FLOOR"
        ],
        "total_volume": 1003,
        "total_open_interest": 96,
        "iv": 62.884
      }
    ],
    "sample_n": 118,
    "sample_start": "2026-04-01 13:57:20",
    "sample_end": "2026-10-21 15:35:21",
    "leave_one_out_sample_mean_multiples": [
      23.265119210218508,
      7.590342157785947
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 8311680.0,
    "gross_amount": 17962020.0,
    "grouping": "same_second_MULTI_LEG_inference"
  },
  {
    "symbol": "GOOGL",
    "time": "10:08:36",
    "structure": "3腿可见组合(推断)",
    "rows": [
      {
        "option_code": "US.GOOGL270219C350000",
        "symbol": "GOOGL",
        "fill_time": "2026-10-21 10:08:36",
        "fill_timestamp": 1792591716.0,
        "ticker_type": "BUY",
        "price": 20.66,
        "volume": 3000,
        "turnover": 6198000.0,
        "option_type": "CALL",
        "strike_price": 350.0,
        "strike_time": "2027-02-19",
        "underlying_price": 331.9,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "NORMAL"
        ],
        "total_volume": 3150,
        "total_open_interest": 4854,
        "iv": 34.077
      },
      {
        "option_code": "US.GOOGL261120C350000",
        "symbol": "GOOGL",
        "fill_time": "2026-10-21 10:08:36",
        "fill_timestamp": 1792591716.0,
        "ticker_type": "SELL",
        "price": 7.6,
        "volume": 3000,
        "turnover": 2280000.0,
        "option_type": "CALL",
        "strike_price": 350.0,
        "strike_time": "2026-11-20",
        "underlying_price": 331.9,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "NORMAL"
        ],
        "total_volume": 4013,
        "total_open_interest": 9710,
        "iv": 36.736
      },
      {
        "option_code": "US.GOOGL270219C380000",
        "symbol": "GOOGL",
        "fill_time": "2026-10-21 10:08:36",
        "fill_timestamp": 1792591716.0,
        "ticker_type": "BUY",
        "price": 11.33,
        "volume": 3000,
        "turnover": 3399000.0,
        "option_type": "CALL",
        "strike_price": 380.0,
        "strike_time": "2027-02-19",
        "underlying_price": 331.9,
        "strategy_type": "MULTI_LEG",
        "order_type_list": [
          "NORMAL"
        ],
        "total_volume": 3090,
        "total_open_interest": 4435,
        "iv": 33.739
      }
    ],
    "sample_n": 200,
    "sample_start": "2026-09-10 15:24:25",
    "sample_end": "2026-10-21 14:38:43",
    "leave_one_out_sample_mean_multiples": [
      2.924573949319881,
      1.0659328598041955,
      1.5932700147942815
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 7317000.0,
    "gross_amount": 11877000.0,
    "grouping": "same_second_MULTI_LEG_inference"
  },
  {
    "symbol": "AMZN",
    "time": "11:10:15",
    "structure": "单腿买Call",
    "rows": [
      {
        "option_code": "US.AMZN280616C300000",
        "symbol": "AMZN",
        "fill_time": "2026-10-21 11:10:15",
        "fill_timestamp": 1792595415.0,
        "ticker_type": "BUY",
        "price": 43.3,
        "volume": 1500,
        "turnover": 6495000.0,
        "option_type": "CALL",
        "strike_price": 300.0,
        "strike_time": "2028-06-16",
        "underlying_price": 261.48,
        "strategy_type": "SINGLE_LEG",
        "order_type_list": [
          "CROSS"
        ],
        "total_volume": 1504,
        "total_open_interest": 3751,
        "iv": 37.599
      }
    ],
    "sample_n": 198,
    "sample_start": "2026-09-30 15:43:28",
    "sample_end": "2026-10-21 14:45:31",
    "leave_one_out_sample_mean_multiples": [
      3.66116840205779
    ],
    "selection_version": "amount-net-observed-v1",
    "amount_rank_value": 6495000.0,
    "gross_amount": 6495000.0,
    "grouping": "source_single_or_fragment"
  }
]