{
    "id": "OPT-032",
    "category": "OPT",
    "title": "Gamma 未平倉分布模型",
    "question": "哪些履約價具有較大Gamma敏感度規模？",
    "chart": "bar",
    "metric": "無方向Gamma敏感度（USD／1%變動）",
    "secondary": "未平倉及合約數",
    "x": "履約價",
    "y": "無方向Gamma敏感度（USD／1%變動）",
    "panels": [
        "主圖：無方向Gamma敏感度（USD／1%變動），依履約價排列",
        "輔圖：未平倉及合約數",
        "明細：Gamma 未平倉分布模型的資料列、觀測日期與缺值狀態"
    ],
    "filters": [
        "美股標的與報價日",
        "到期日與行權價",
        "只含有效Greeks及標準合約"
    ],
    "apis": [
        "OPTIONS",
        "EOD"
    ],
    "calculation": "對標準乘數m計sum(abs(gamma)×OI×m×S²×0.01)，call和put分列。",
    "caveat": "不知持倉多空或莊家身份；不可稱dealer GEX、gamma flip或對沖流。 Marketplace 額外方案；僅美股日終快照，不含逐筆買賣方向或券商庫存；先驗證合約乘數。",
    "data_class": "額外方案",
    "complexity": "高",
    "audience": "專業",
    "reach": 5,
    "frequency": 6,
    "decision": 6,
    "clarity": 7,
    "sample_labels": [
        "低K",
        "現價以下",
        "平值附近",
        "現價以上",
        "高K"
    ],
    "cadence": "美股收市後日更",
    "category_name": "美股期權",
    "score": 57.5,
    "requires_user_input": false,
    "requires_extra_plan": true,
    "source_urls": [
        "https://eodhd.com/marketplace/unicornbay/options",
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes"
    ],
    "rank": 852,
    "stage": "P4",
    "svg_file": "mockups/0852-OPT-032.svg",
    "demo_fingerprint": "8917611455acd8fc",
    "collection": "catalogue",
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}