Volume Rolling · SPXSet

EOD ΔVol Session 2026-08-18 · Exp 2026-08-18 · Spot 7,693.95 · Window 7560–7780 · Last slot C · Generated 2026-08-18 16:15:07 ET · ET · Data: SQLite · spx_intraday_2026-08-18.json

Wall vs flow Part1 OI walls vs latest-slot peak ΔVol

Session path Spot · ΣΔVol (K) · VW K · full 15-slot grid · empty ≠ 0 · CBOE ~15m delay

Session vol VIX · ATM IV% · full 15-slot grid · empty ≠ 0 · IV axis ignores C

2026-08-18 SPX O 7,700.04 · H 7,713.95 · L 7,688.63 · C 7,691.76 prior C — VIX 15.84 prior — OHLC Ammo · chain not patched · SPX:ammo_eod · VIX:ammo_eod

SPX VIX ATM Rolling
·	O	T	½	E	½	N	½	1	½	2	½	3	½	C
SPX	7,700.04	7,706.29	7,706.06	7,697.77	7,699.68	7,701.85	7,701.92	7,707.16	7,702.32	7,696.92	7,703.42	7,697.29	7,700.61	7,693.95
VIX	15.84	15.78	15.76	15.84	15.88	15.76	15.71	15.65	15.72	15.75	15.65	15.68	15.61	15.80
ATM	29.60	23.30	21.75	20.95	17.80	15.60	15.00	12.75	11.50	10.80	8.70	8.30	5.53	1.88
IV	17.7	14.4	14.0	14.2	12.8	11.8	12.1	11.1	10.9	11.4	10.7	12.0	11.5	33.7
Wk	·	·	·	·	·	·	·	·	·	·	·	·	·	·

SPX · VIX · 0DTE ATM · IV% · Week ATM by slot · no heat map

ATM straddle dual Y · 0DTE left · Week right · full 15-slot grid · empty ≠ 0

Volume Rolling
k	O	T	½	E	½	N	½	1	½	2	½	3	½	C
80	0	1.4	1.6	0.6	0.3	0.1	0.2	0.2	0.1	0.0	0.1	0.4	0.0	0.0
75	0	5.3	2.3	0.6	0.5	0.4	0.2	0.1	0.2	0.5	0.1	0.2	0.0	0.0
70	0	3.1	2.3	0.9	0.7	0.5	0.2	0.5	0.4	0.3	0.1	0.4	0.1	0.0
65	0	2.2	1.6	0.8	0.7	0.3	0.2	0.3	0.1	0.5	0.1	0.2	0.1	0.0
60	0	8.0	2.4	1.6	1.0	0.5	0.6	0.3	0.7	0.5	0.4	0.1	0.1	0.1
55	0	10.8	2.8	2.8	1.8	0.9	0.6	0.5	0.5	0.7	0.9	0.1	0.5	0.2
50	0	10.2	7.4	4.1	2.8	1.7	2.0	1.1	1.7	1.3	1.3	0.4	1.2	3.0
45	0	7.5	5.7	5.2	2.9	1.2	1.1	0.4	0.9	1.1	0.7	0.3	0.6	0.2
40	2.4	9.3	10.3	6.5	3.6	2.4	1.9	2.1	1.7	1.2	1.5	0.4	0.8	0.3
35	2.1	9.2	9.5	7.4	4.3	3.5	2.2	2.2	2.1	1.2	2.3	1.3	0.5	0.4
30	2.3	9.7	11.9	8.1	7.6	4.8	3.7	3.9	3.3	1.9	2.1	0.9	1.0	0.7
25	1.8	9.2	9.5	7.8	7.7	7.0	5.8	4.8	4.8	3.1	3.9	2.1	4.2	1.1
20	2.2	10.7	11.3	10.4	11.9	10.2	9.6	8.6	8.3	6.1	6.5	4.4	6.1	2.7
15	1.7	7.4	11.6	10.3	8.3	7.8	9.2	7.6	9.5	6.9	8.8	6.3	4.0	3.9
10	2.8	14.0	18.6	15.2	10.4	12.1	13.9	13.6	14.0	11.3	20.1	14.6	9.7	11.4
05	2.1	11.9	18.3	14.3	11.2	14.1	15.4	13.5	15.1	15.1	25.3	20.6	18.4	25.0
77	3.9	16.2	26.9	18.7	21.6	19.1	15.5	16.6	17.5	23.4	33.7	30.8	37.9	67.0
95	1.2	6.5	11.2	10.0	15.3	10.7	7.3	6.6	8.6	11.1	21.3	17.2	26.9	64.4
90	1.5	5.9	10.1	8.2	13.8	8.5	7.2	7.2	6.4	7.9	18.7	10.1	13.3	29.4
85	1.0	5.3	8.2	6.5	8.1	6.7	4.5	3.9	3.7	8.4	9.3	3.4	5.6	8.2
80	1.9	7.1	12.2	9.2	8.3	6.6	4.3	4.0	5.1	4.3	9.5	4.3	3.6	6.5
75	1.3	5.8	8.9	6.2	5.9	4.6	3.3	2.2	1.7	5.9	5.3	3.2	3.1	2.7
70	2.1	6.1	9.5	6.4	6.0	4.2	2.5	2.5	2.1	1.9	3.3	1.6	1.2	2.7
65	1.2	4.5	5.0	5.5	5.0	2.8	1.6	1.2	1.0	1.0	2.6	1.3	1.0	0.8
60	1.7	4.7	5.4	3.6	3.7	2.4	1.4	1.1	1.5	1.3	1.7	0.3	1.7	0.3
55	1.8	5.3	3.8	2.5	2.2	1.6	1.0	1.1	0.4	0.8	1.0	0.4	0.4	0.4
50	2.5	8.2	9.7	3.5	3.4	2.1	1.3	1.2	1.1	1.1	2.1	1.3	0.9	0.2
45	2.7	3.7	2.5	1.5	1.3	1.2	0.8	0.8	0.7	1.0	1.0	0.3	0.2	0.0
40	2.7	4.2	3.0	2.4	1.4	0.8	0.4	0.3	1.0	0.2	0.6	0.1	0.1	0.0
35	1.7	5.0	3.2	2.0	1.6	0.9	0.6	0.4	0.3	0.6	0.4	0.1	0.3	0.0
30	1.3	1.8	1.9	0.9	0.7	0.7	0.1	0.4	0.2	0.3	0.7	0.0	0.1	0.0
25	0.9	2.0	4.4	0.8	0.7	0.5	0.3	0.0	0.2	0.4	0.1	0.0	0.1	0.0
20	0.8	1.2	0.6	1.5	0.6	0.5	0.3	0.3	0.1	0.2	0.1	0.0	0.1	0.0
15	0.9	1.2	0.5	0.3	0.7	0.1	0.1	0.1	0.0	0.0	0.4	0.0	0.0	0.0
10	0.7	0.7	1.1	0.3	0.3	0.2	0.0	0.0	0.0	0.1	0.1	0.0	0.1	0.0
05	0.1	0.4	0.4	0.2	0.7	0.5	0.2	0.1	0.1	0.4	0.3	0.1	0.0	0.0
76	0.6	2.7	1.2	0.7	0.6	0.5	0.1	0.3	0.2	0.6	0.4	0.7	0.0	0.0
95	0.6	0.5	0.3	0.5	0.3	0.1	0.0	0.2	0.3	0.5	0.1	0.1	0.0	0.0
90	0.2	0.7	0.3	0.1	0.0	0.0	0.1	0.1	0.4	0.2	0.1	0.1	0.0	0.0
85	0.7	0.2	0.2	0.2	0.0	0.0	0.1	0.2	0.1	0.0	0.0	0.1	0.0	0.0
80	0.1	0.4	0.3	0.0	0.4	0.1	0.5	0.0	0.2	0.1	0.0	0.0	0.0	0.0
75	0.1	0.8	0.2	0.0	0.4	0.1	0.2	0.4	0.0	0.1	0.0	0.0	0.0	0.0
70	0.0	0.3	0.1	0.2	0.1	0.0	0.3	0.0	0.0	0.0	0.0	0.2	0.0	0.0
65	0.0	0.1	0.0	0.2	0.0	0.1	0.1	0.3	0.0	0.0	0.1	0.0	0	0.0
60	0.2	0.6	0.3	0.1	0.0	0.0	0.1	0.0	0.0	0.0	0.1	0.2	0.3	0

Volume Stock by slot

Session cumulative volume at each slot (not Δ) · unit K · same window as ΔVol. Total = all sides · C/P = call & put side-by-side. OI-by-slot removed (intraday OI typically flat on free chain).

Volume Stock
k	O	T	½	E	½	N	½	1	½	2	½	3	½	C
80	0	2.3	3.9	4.5	4.9	5.0	5.2	5.5	5.6	5.7	5.9	6.3	6.4	6.4
75	0	6.2	8.6	9.2	9.7	10.1	10.4	10.5	10.7	11.3	11.5	11.7	11.8	11.9
70	0	4.1	6.4	7.3	8.1	8.7	8.9	9.5	9.9	10.3	10.4	10.9	11.0	11.1
65	0	3.5	5.1	5.9	6.7	7.0	7.2	7.6	7.8	8.4	8.5	8.8	9.0	9.1
60	0	9.1	11.6	13.2	14.3	14.8	15.4	15.8	16.5	17.1	17.5	17.6	17.8	17.9
55	0	12.5	15.4	18.3	20.1	21.0	21.7	22.2	22.7	23.5	24.4	24.5	25.1	25.3
50	0	13.3	20.8	24.9	27.8	29.6	31.6	32.8	34.5	35.9	37.2	37.6	38.9	42.0
45	0	9.4	15.2	20.4	23.4	24.6	25.8	26.2	27.1	28.3	29.1	29.5	30.2	30.4
40	2.4	11.8	22.2	28.8	32.4	34.8	36.8	39.0	40.7	42.0	43.5	44.0	44.8	45.2
35	2.1	11.3	20.9	28.3	32.7	36.2	38.4	40.6	42.7	44.0	46.4	47.7	48.2	48.6
30	2.3	12.1	24.0	32.2	39.8	44.6	48.4	52.4	55.8	57.7	59.9	60.8	61.8	62.6
25	1.8	11.0	20.6	28.4	36.1	43.2	49.1	53.9	58.8	61.9	65.9	68.0	72.3	73.4
20	2.2	13.0	24.3	34.7	46.6	56.8	66.5	75.1	83.5	89.7	96.2	100.6	106.8	109.5
15	1.7	9.2	20.9	31.2	39.6	47.5	56.7	64.4	73.9	80.9	89.7	96.1	100.1	104.1
10	2.8	16.8	35.5	50.7	61.2	73.3	87.3	101.0	115.0	126.3	146.5	161.1	170.8	182.3
05	2.1	14.0	32.4	46.8	58.0	72.1	87.5	101.0	116.2	131.3	156.7	177.3	195.8	220.9
77	3.9	20.1	47.1	65.9	87.5	106.7	122.2	138.9	156.5	179.9	213.7	244.5	282.4	349.5
95	1.2	7.8	19.0	29.1	44.4	55.2	62.5	69.2	77.9	89.0	110.4	127.6	154.6	219.1
90	1.5	7.5	17.7	25.9	39.8	48.3	55.5	62.8	69.3	77.2	96.0	106.1	119.5	148.9
85	1.0	6.4	14.7	21.2	29.4	36.1	40.7	44.6	48.4	56.8	66.2	69.6	75.3	83.6
80	1.9	9.1	21.4	30.6	39.0	45.7	50.0	54.1	59.3	63.7	73.3	77.6	81.2	87.8
75	1.3	7.1	16.1	22.3	28.3	32.9	36.3	38.5	40.3	46.2	51.6	54.8	57.9	60.7
70	2.1	8.2	17.8	24.3	30.3	34.5	37.1	39.6	41.8	43.7	47.1	48.7	50.0	52.8
65	1.2	5.7	10.8	16.3	21.3	24.2	25.8	27.0	28.1	29.1	31.7	33.1	34.1	35.0
60	1.7	6.5	11.9	15.5	19.3	21.8	23.2	24.4	25.9	27.3	29.0	29.4	31.2	31.5
55	1.8	7.1	11.0	13.5	15.8	17.4	18.5	19.7	20.2	21.0	22.0	22.5	22.9	23.4
50	2.5	10.7	20.4	24.0	27.4	29.5	30.9	32.1	33.2	34.3	36.4	37.8	38.7	38.9
45	2.7	6.4	8.9	10.4	11.8	13.0	13.9	14.7	15.5	16.5	17.5	17.9	18.2	18.2
40	2.7	6.9	9.9	12.4	13.8	14.7	15.2	15.5	16.5	16.8	17.4	17.6	17.7	17.8
35	1.7	6.7	9.9	12.0	13.7	14.6	15.3	15.8	16.1	16.8	17.2	17.3	17.7	17.7
30	1.3	3.1	5.0	6.0	6.8	7.5	7.7	8.1	8.4	8.7	9.4	9.5	9.6	9.7
25	0.9	3.0	7.4	8.3	9.0	9.6	9.9	10.0	10.2	10.6	10.7	10.8	10.9	11.0
20	0.8	2.1	2.7	4.3	4.9	5.5	5.8	6.2	6.4	6.6	6.7	6.8	6.9	6.9
15	0.9	2.2	2.8	3.1	3.9	4.0	4.2	4.3	4.4	4.4	4.9	4.9	5.0	5.0
10	0.7	1.4	2.5	2.9	3.2	3.4	3.5	3.6	3.6	3.8	4.0	4.1	4.3	4.3
05	0.1	0.6	1.0	1.3	2.0	2.5	2.7	2.9	3.1	3.5	3.9	4.0	4.1	4.1
76	0.6	3.3	4.5	5.3	5.9	6.4	6.5	6.9	7.1	7.8	8.2	8.9	9.0	9.0
95	0.6	1.1	1.4	1.9	2.3	2.4	2.5	2.7	3.0	3.5	3.6	3.8	3.9	3.9
90	0.2	1.0	1.4	1.5	1.6	1.7	1.8	2.0	2.4	2.6	2.7	2.8	2.8	2.8
85	0.7	0.9	1.2	1.5	1.6	1.6	1.8	2.0	2.2	2.2	2.3	2.4	2.4	2.5
80	0.1	0.6	0.9	1.0	1.4	1.5	2.1	2.1	2.4	2.5	2.6	2.6	2.6	2.6
75	0.1	0.9	1.2	1.3	1.8	1.9	2.1	2.5	2.5	2.7	2.7	2.8	2.8	2.8
70	0.0	0.4	0.6	0.9	1.0	1.1	1.4	1.4	1.5	1.5	1.6	1.9	1.9	1.9
65	0.0	0.2	0.3	0.5	0.5	0.6	0.7	1.0	1.1	1.1	1.2	1.3	1.3	1.4
60	0.2	0.9	1.2	1.4	1.4	1.5	1.6	1.6	1.6	1.6	1.7	2.0	2.3	2.3

Volume by strike Call / Put / Total (K) · X = strike low→high · timeline scrub = slot · width matches Session path

— —

Slot Options Vol X = full 15-slot grid · empty ≠ 0 · left = Call / Put (K) · right = SPX

Slots captured · flow summary (P1)

Key	Period	Spot	Src	ΣΔVol	Max K	Max Δ	VW K	ATM vol%	ATM	IV%	VIX	δ	γ
O	09:30 Open	7,700.04	open	53,535	7,700	3.9	7,676.6	13.7	7700	17.7	15.84	0.076	0.02160
T	10:00	7,706.29 +6.3	current	234,374	7,700	16.2	7,703.3	18.0	7705	14.4	15.78	0.054	0.02740
T30	10:30	7,706.06 -0.2	current	260,595	7,700	26.9	7,699.3	24.5	7705	14.0	15.76	0.062	0.02940
E	11:00	7,697.77 -8.3	current	190,982	7,700	18.7	7,700.4	22.6	7700	14.2	15.84	-0.029	0.03040
E30	11:30	7,699.68 +1.9	current	180,959	7,700	21.6	7,697.6	26.6	7700	12.8	15.88	0.026	0.03580
N	12:00	7,701.85 +2.2	current	145,016	7,700	19.1	7,699.0	30.4	7700	11.8	15.76	0.086	0.04080
N30	12:30	7,701.92 +0.1	current	122,997	7,700	15.5	7,701.5	31.1	7700	12.1	15.71	0.120	0.04240
P1	13:00	7,707.16 +5.2	current	113,713	7,700	16.6	7,701.0	38.6	7705	11.1	15.65	0.104	0.04980
P130	13:30	7,702.32 -4.8	current	118,392	7,700	17.5	7,702.1	35.0	7700	10.9	15.72	0.147	0.05540
P2	14:00	7,696.92 -5.4	current	125,428	7,700	23.4	7,698.2	33.9	7695	11.4	15.75	0.167	0.05860
P230	14:30	7,703.42 +6.5	current	189,496	7,700	33.7	7,697.6	41.8	7705	10.7	15.65	-0.061	0.07320
P3	15:00	7,697.29 -6.1	current	130,785	7,700	30.8	7,698.8	44.5	7695	12.0	15.68	0.243	0.07660
P330	15:30	7,700.61 +3.3	current	146,151	7,700	37.9	7,698.9	57.1	7700	11.5	15.61	0.146	0.11620
C	16:00 Close	7,693.95 -6.7	current	233,458	7,700	67.0	7,697.9	68.9	7695	33.7	15.80	-0.329	0.28840

P1 flow (volume rolling payload): ΣΔVol = sum of strike ΔVolume this slot · Max K / Max Δ = strike with largest Δ (Δ in K, same as matrix) · VW K = volume-weighted average strike of positive Δ · ATM vol% = share of ΔVol in ATM±1 step. Spot shows slot-to-slot Δ when available. Observation only.