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RQ4: GREEKS INFORMATION DECAY & PRICE MAGNETS
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--- PART A: GREEKS INFORMATION DECAY ---

[Part A skipped — raw stores unavailable]
Raw store 'options.duckdb' not found under /Users/simon-pierreboucher/Desktop/wp7_uqo/data/raw.
These stores (~3.8B option records / 11.5B intraday bars) are kept outside the repository. Point WP7_RAW_DATA_DIR to the directory that contains them, or skip the raw-dependent steps — every downstream analysis runs from the processed parquets in data/processed/.

--- PART B: OI CONCENTRATION AS PRICE MAGNETS ---

[Raw build skipped — reproducing summary from shipped parquet]
Raw store 'options.duckdb' not found under /Users/simon-pierreboucher/Desktop/wp7_uqo/data/raw.
These stores (~3.8B option records / 11.5B intraday bars) are kept outside the repository. Point WP7_RAW_DATA_DIR to the directory that contains them, or skip the raw-dependent steps — every downstream analysis runs from the processed parquets in data/processed/.


  Filtered magnet data: 10,480 rows
  Fraction moved toward max-OI strike: 0.4701

  PRICE MAGNET EFFECT BY OI CONCENTRATION:
                  pct_moved_toward  avg_dist_open  avg_dist_close  n_obs
oi_conc_quintile                                                        
Q1_Low                      0.4728         0.0407          0.0424   2096
Q2                          0.4804         0.0398          0.0416   2096
Q3                          0.4580         0.0413          0.0434   2096
Q4                          0.4614         0.0372          0.0387   2096
Q5_High                     0.4781         0.0333          0.0341   2096

  [LPM regression skipped — needs 'total_oi' from the raw build]

RQ4 COMPLETE.