Volume Rolling · SPXSet

EOD ΔVol Session 2026-08-24 · Exp 2026-08-24 · Spot 7,653.40 · Window 7570–7750 · Last slot C · Generated 2026-08-24 16:15:10 ET · ET · Data: SQLite · spx_intraday_2026-08-24.json

Wall vs flow slot C · Call peak K7660 Δ41,334 vs wall K7795 away -135pt · Put peak K7650 Δ51,706 vs wall K7475 away +175pt · near ≤25pt · Part1 OI walls · not a new wall

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

2026-08-24 SPX O 7,663.38 · H 7,670.30 · L 7,638.17 · C 7,652.86 prior C — VIX 15.85 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	7,663.38	7,652.51	7,647.47	7,654.57	7,655.85	7,661.84	7,667.63	7,659.81	7,653.76	7,650.89	7,666.40	7,658.62	7,657.28	7,653.40
VIX	15.94	15.86	15.90	15.78	15.76	15.72	15.68	15.67	15.75	15.81	15.68	15.78	15.77	15.86
ATM	24.95	20.35	18.60	16.50	16.10	14.45	13.20	11.70	11.20	9.75	8.90	7.10	6.48	2.45
IV	14.2	12.7	12.2	11.3	11.5	11.0	10.7	10.3	10.8	10.5	11.1	10.8	12.6	35.2
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	OC	OP	T	TC	TP	½	½C	½P	E	EC	EP	½	½C	½P	N	NC	NP	½	½C	½P	1	1C	1P	½	½C	½P	2	2C	2P	½	½C	½P	3	3C	3P	½	½C	½P	C	CC	CP
50	0.4	0.4	0.0	2.1	2.0	0.0	0.7	0.6	0.0	1.0	0.9	0.0	0.7	0.7	0.0	0.5	0.4	0.0	0.5	0.4	0.0	0.2	0.2	0.0	0.4	0.4	0.0	1.6	1.6	0.0	1.0	1.0	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
45	0.2	0.2	0.0	0.5	0.5	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.5	0.5	0.0	1.2	1.1	0.0	0.5	0.5	0.0	0.1	0.1	0	0.0	0.0	0.0	0.0	0.0	0.0
40	0.5	0.5	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.4	0.4	0	0.5	0.5	0.0	0.1	0.0	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0
35	0.6	0.5	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.4	0.4	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.1	0.1	0	0.2	0.2	0	0.1	0.1	0	0.0	0.0	0.0
30	0.8	0.7	0.0	1.7	1.7	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.0	0.0	0.0
25	0.7	0.7	0.0	1.2	1.2	0.0	0.4	0.4	0.0	1.0	1.0	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.8	0.8	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0
20	0.7	0.6	0.0	1.5	1.5	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.5	0.4	0.0	0.4	0.3	0.0	0.6	0.6	0.0	0.3	0.3	0	0.8	0.8	0.0	0.1	0.1	0.0	0.4	0.4	0.0	0.3	0.2	0.1	0.1	0.1	0.0	0.0	0.0	0.0
15	1.5	1.4	0.0	2.3	2.2	0.0	1.0	1.0	0.0	0.5	0.4	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.0	0.0	0.0
10	0.9	0.8	0.0	3.2	3.2	0.0	0.8	0.7	0.0	1.6	1.6	0.0	0.4	0.4	0.0	1.0	0.9	0.0	1.6	1.6	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.9	0.9	0.0	1.6	1.6	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.0	0.0	0.0
05	1.4	1.4	0.0	2.5	2.5	0.0	1.1	1.0	0.0	2.1	2.0	0.0	0.8	0.7	0.0	1.3	1.3	0.0	1.4	1.3	0.0	0.6	0.6	0.0	1.2	1.2	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.5	0.4	0.0	0.0	0.0	0.0
77	2.0	2.0	0.0	7.0	6.6	0.4	2.5	2.3	0.2	2.5	2.0	0.4	1.8	1.5	0.3	4.0	3.8	0.2	3.7	3.6	0.1	2.1	2.0	0.1	2.2	2.0	0.1	1.2	1.2	0.0	1.8	1.7	0.1	1.2	1.0	0.1	0.5	0.4	0.0	0.3	0.1	0.2
95	1.4	1.4	0.0	7.7	7.5	0.1	2.7	2.7	0.0	5.3	5.2	0.0	1.5	1.4	0.0	2.5	2.5	0.0	2.9	2.9	0.0	1.8	1.8	0.0	2.6	2.5	0.0	1.3	1.3	0.0	1.0	0.9	0.0	1.3	1.2	0.0	0.3	0.3	0.0	0.3	0.3	0.0
90	1.9	1.8	0.0	9.9	9.7	0.1	3.0	2.8	0.1	3.7	3.5	0.1	2.5	2.4	0.1	4.7	4.3	0.3	5.6	5.1	0.4	4.6	4.4	0.1	3.3	3.1	0.1	1.9	1.8	0.0	2.9	2.7	0.1	2.2	2.1	0.1	0.9	0.8	0.0	0.7	0.6	0.1
85	1.6	1.5	0.0	7.6	7.3	0.2	4.6	4.3	0.2	4.1	4.0	0.1	2.9	2.8	0.0	5.6	5.3	0.2	7.8	7.5	0.3	4.4	4.2	0.2	4.8	4.6	0.2	1.4	1.3	0.1	4.4	4.2	0.1	3.5	3.3	0.1	1.4	1.4	0.0	0.9	0.9	0.0
80	1.7	1.4	0.2	8.6	8.0	0.5	6.8	6.4	0.3	6.0	5.5	0.4	5.3	5.1	0.1	11.2	10.5	0.7	12.1	11.4	0.7	6.6	6.2	0.4	11.5	11.0	0.4	4.2	4.1	0.1	5.8	5.3	0.4	10.4	9.9	0.5	2.8	2.5	0.2	2.1	1.9	0.2
75	2.0	1.7	0.3	11.0	10.3	0.7	9.4	8.8	0.5	9.0	8.4	0.6	7.8	7.3	0.4	13.1	12.2	0.9	15.7	14.1	1.5	9.3	8.4	0.9	14.5	13.7	0.7	4.4	4.1	0.2	10.2	8.7	1.4	11.6	10.0	1.5	5.1	4.7	0.4	4.4	4.0	0.4
70	1.6	1.1	0.4	10.7	9.8	0.9	14.4	13.8	0.5	11.0	9.5	1.4	10.2	9.5	0.7	17.5	15.2	2.3	23.0	17.6	5.4	15.3	12.3	2.9	20.1	17.0	3.1	8.1	7.3	0.7	19.3	16.9	2.3	21.3	16.4	4.8	9.3	7.7	1.6	11.4	10.1	1.3
65	1.6	1.0	0.5	7.9	6.9	0.9	13.6	12.6	0.9	9.6	8.2	1.4	10.5	9.5	0.9	19.6	14.6	5.0	19.6	11.4	8.2	17.1	10.0	7.0	21.4	15.7	5.6	9.8	8.2	1.5	28.2	22.6	5.6	28.5	16.8	11.7	17.6	13.7	3.9	25.4	22.4	2.9
60	2.5	1.3	1.1	11.6	8.9	2.6	15.7	14.1	1.5	14.0	10.2	3.7	13.0	10.8	2.1	25.6	15.1	10.4	15.5	5.7	9.8	18.7	6.1	12.6	27.9	13.7	14.2	15.6	12.1	3.4	33.1	19.9	13.1	31.0	10.1	20.9	34.6	20.6	14.0	53.7	41.3	12.4
55	2.3	0.7	1.5	12.9	8.0	4.9	10.1	7.2	2.8	17.5	9.6	7.8	12.9	8.6	4.2	16.9	7.3	9.6	13.0	2.5	10.5	11.3	2.1	9.1	24.1	6.6	17.5	17.8	11.5	6.3	27.2	11.6	15.6	20.7	3.1	17.5	29.0	6.5	22.4	72.2	31.8	40.3
50	2.1	0.4	1.7	20.6	8.8	11.7	20.7	9.9	10.7	16.6	6.6	10.0	20.5	9.1	11.3	15.7	4.9	10.7	14.2	2.2	11.9	9.9	1.1	8.8	22.9	3.1	19.8	25.3	9.4	15.9	22.9	4.9	17.9	14.6	1.4	13.1	17.5	2.5	14.9	58.9	7.1	51.7
45	1.4	0.2	1.2	13.4	3.5	9.9	15.6	5.1	10.4	9.7	2.2	7.5	17.5	5.4	12.1	10.4	1.3	9.0	6.5	0.5	6.0	5.5	0.4	5.0	14.1	0.9	13.1	13.9	2.2	11.6	13.2	1.8	11.3	5.1	0.4	4.7	5.1	0.9	4.1	20.3	1.7	18.6
40	1.2	0.1	1.0	12.2	2.2	10.0	10.9	2.0	8.9	9.3	1.2	8.1	16.6	2.2	14.4	11.6	1.0	10.5	7.1	0.6	6.4	3.5	0.3	3.1	10.9	0.6	10.3	11.4	0.9	10.5	8.9	0.8	8.1	3.7	0.2	3.4	3.7	0.3	3.3	10.9	0.7	10.2
35	1.2	0.0	1.1	8.5	1.1	7.4	7.3	0.6	6.6	6.3	0.5	5.8	10.0	0.7	9.2	6.9	0.6	6.3	3.5	0.1	3.4	1.8	0.0	1.8	5.6	0.1	5.4	5.8	0.4	5.4	5.8	0.2	5.6	2.9	0.1	2.8	1.4	0.0	1.4	3.8	0.1	3.6
30	2.0	0.1	1.9	11.4	0.7	10.6	9.9	0.5	9.4	8.2	0.4	7.8	12.1	0.5	11.6	8.3	0.3	8.0	3.9	0.1	3.7	1.9	0.1	1.8	5.6	0.1	5.4	4.6	0.2	4.4	7.0	0.1	6.8	2.6	0.0	2.5	1.6	0.1	1.5	2.5	0.2	2.3
25	1.5	0.0	1.4	8.8	0.3	8.5	7.0	0.3	6.7	4.4	0.2	4.2	5.4	0.2	5.1	3.7	0.2	3.5	2.7	0.0	2.6	1.4	0.0	1.3	3.3	0.0	3.2	2.1	0.1	2.0	4.0	0.1	3.9	1.0	0.0	1.0	0.6	0.0	0.6	0.7	0.1	0.5
20	1.8	0.0	1.8	9.2	0.4	8.7	9.3	0.3	9.0	4.9	0.3	4.6	6.2	0.4	5.8	4.1	0.1	3.9	2.6	0.1	2.5	1.0	0.0	0.9	7.6	0.2	7.4	5.5	0.2	5.3	2.1	0.1	2.0	1.0	0.0	0.9	0.5	0.0	0.5	0.5	0.0	0.4
15	1.6	0.0	1.5	7.3	0.2	7.0	4.5	0.1	4.3	2.6	0.0	2.6	3.4	0.1	3.2	2.7	0.0	2.6	1.9	0.0	1.8	1.1	0.1	1.0	1.9	0.1	1.7	1.1	0.0	1.0	2.3	0.2	2.0	0.7	0.0	0.6	0.3	0.0	0.3	0.2	0.0	0.2
10	1.4	0.0	1.4	6.7	0.2	6.4	5.2	0.1	5.1	3.7	0.1	3.6	3.6	0.1	3.5	3.3	0.0	3.3	1.7	0.0	1.7	0.4	0.0	0.4	2.1	0.0	2.1	1.1	0.0	1.1	1.0	0.0	1.0	1.3	0.0	1.3	0.3	0.0	0.3	0.1	0.0	0.1
05	0.9	0.0	0.9	5.0	0.2	4.7	2.9	0.4	2.5	1.8	0.1	1.7	1.7	0.0	1.6	1.2	0.2	1.0	1.8	0.0	1.8	0.5	0.0	0.5	1.2	0.0	1.2	0.6	0.0	0.6	0.7	0.0	0.7	0.6	0.0	0.6	0.5	0.0	0.4	0.1	0.0	0.1
76	4.1	0.0	4.1	10.5	0.2	10.3	5.7	0.2	5.4	3.1	0.0	3.0	2.6	0.0	2.6	1.6	0.0	1.6	1.3	0.0	1.2	0.7	0.0	0.7	1.6	0.0	1.6	1.0	0.0	1.0	1.4	0.0	1.4	0.4	0.0	0.4	0.4	0.0	0.4	0.1	0.0	0.1
95	3.8	0.0	3.8	7.5	0.0	7.4	2.4	0.0	2.4	1.1	0.0	1.1	1.2	0.0	1.2	0.9	0.0	0.8	1.0	0.0	1.0	0.3	0.0	0.3	0.7	0.0	0.6	0.3	0	0.3	0.8	0.0	0.8	0.1	0.0	0.1	0.1	0.0	0.1	0.0	0.0	0.0
90	0.9	0.0	0.8	4.8	0.0	4.8	1.9	0.0	1.9	1.0	0.0	0.9	0.9	0.0	0.9	0.5	0.0	0.4	0.6	0	0.6	0.2	0.0	0.2	0.5	0.0	0.5	0.5	0	0.5	0.2	0.0	0.2	0.0	0.0	0.0	0.2	0	0.2	0.0	0.0	0.0
85	1.5	0.0	1.5	3.2	0.0	3.2	1.1	0.0	1.1	0.9	0.0	0.9	0.7	0.0	0.7	0.5	0.0	0.5	0.5	0.0	0.5	0.1	0	0.1	0.5	0.0	0.5	0.2	0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.0	0.0	0.0
80	0.7	0.0	0.7	3.3	0.2	3.0	1.4	0.0	1.4	0.5	0.0	0.5	0.8	0.0	0.8	0.4	0.0	0.4	0.3	0.0	0.3	0.3	0.0	0.3	0.6	0.0	0.6	0.2	0.0	0.2	0.3	0.0	0.2	0.1	0.0	0.1	0.2	0.0	0.1	0.0	0.0	0.0
75	0.9	0	0.9	2.1	0.0	2.1	1.0	0	1.0	0.6	0.0	0.6	0.8	0.0	0.8	0.3	0	0.3	0.6	0	0.6	0.1	0.0	0.1	0.2	0.0	0.2	0.3	0.0	0.3	0.5	0	0.5	0.0	0.0	0.0	0.1	0.0	0.1	0.0	0	0.0
70	0.4	0.0	0.4	1.5	0.0	1.5	0.6	0.0	0.6	0.7	0	0.7	0.5	0.0	0.4	0.1	0.0	0.1	0.2	0.0	0.2	0.0	0.0	0.0	0.1	0.0	0.1	0.2	0.0	0.2	0.2	0	0.2	0.0	0.0	0.0	0.3	0.0	0.3	0.0	0.0	0.0

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	OC	OP	T	TC	TP	½	½C	½P	E	EC	EP	½	½C	½P	N	NC	NP	½	½C	½P	1	1C	1P	½	½C	½P	2	2C	2P	½	½C	½P	3	3C	3P	½	½C	½P	C	CC	CP
50	0.4	0.4	0.0	2.6	2.5	0.0	3.3	3.2	0.1	4.3	4.1	0.1	5.1	4.8	0.2	5.6	5.3	0.2	6.1	5.8	0.3	6.4	6.0	0.3	6.8	6.4	0.3	8.4	8.0	0.4	9.5	9.0	0.4	9.7	9.3	0.4	9.8	9.3	0.4	9.8	9.3	0.4
45	0.2	0.2	0.0	0.8	0.8	0.0	1.6	1.6	0.0	2.3	2.2	0.0	2.5	2.5	0.0	3.0	3.0	0.0	3.4	3.3	0.0	3.5	3.5	0.0	4.1	4.1	0.0	5.3	5.2	0.0	5.9	5.8	0.0	6.0	6.0	0.0	6.0	6.0	0.0	6.1	6.0	0.0
40	0.5	0.5	0.0	1.4	1.3	0.0	2.0	2.0	0.0	2.3	2.2	0.0	2.8	2.7	0.0	3.2	3.1	0.0	3.7	3.6	0.0	3.8	3.7	0.0	4.0	3.9	0.1	4.2	4.1	0.1	4.4	4.3	0.1	4.7	4.6	0.1	4.8	4.7	0.1	4.8	4.7	0.1
35	0.6	0.5	0.0	1.3	1.2	0.0	2.2	2.1	0.0	2.3	2.3	0.0	2.6	2.5	0.0	2.8	2.7	0.1	3.2	3.1	0.1	3.3	3.2	0.1	3.5	3.3	0.1	3.7	3.6	0.1	3.8	3.7	0.1	4.1	3.9	0.1	4.2	4.1	0.1	4.3	4.1	0.1
30	0.8	0.7	0.0	2.5	2.4	0.1	2.9	2.7	0.1	3.3	3.1	0.1	3.5	3.4	0.1	3.8	3.7	0.1	4.1	4.0	0.1	4.5	4.3	0.1	4.7	4.5	0.1	4.8	4.6	0.1	4.8	4.7	0.1	5.3	5.1	0.1	5.9	5.7	0.1	5.9	5.7	0.1
25	0.7	0.7	0.0	2.0	1.9	0.0	2.5	2.4	0.0	3.5	3.4	0.0	4.1	3.9	0.1	4.5	4.4	0.1	5.1	4.9	0.1	5.4	5.3	0.1	6.3	6.1	0.1	6.5	6.3	0.1	6.7	6.5	0.1	7.0	6.8	0.1	7.1	6.9	0.1	7.1	6.9	0.1
20	0.7	0.6	0.0	2.2	2.2	0.0	3.0	2.9	0.1	3.9	3.8	0.1	4.4	4.3	0.1	4.8	4.7	0.1	5.5	5.3	0.1	5.8	5.6	0.1	6.7	6.5	0.1	6.8	6.6	0.1	7.3	7.0	0.2	7.6	7.3	0.3	7.8	7.5	0.3	7.8	7.5	0.3
15	1.5	1.4	0.0	3.8	3.7	0.1	4.9	4.7	0.1	5.4	5.2	0.1	6.0	5.8	0.2	6.7	6.5	0.2	7.2	7.0	0.2	7.6	7.4	0.2	8.1	7.9	0.2	8.4	8.2	0.2	9.1	8.8	0.2	9.5	9.3	0.2	9.9	9.6	0.2	9.9	9.7	0.2
10	0.9	0.8	0.0	4.2	4.1	0.1	5.0	4.8	0.2	6.6	6.4	0.2	7.1	6.8	0.2	8.1	7.8	0.3	9.8	9.4	0.3	10.4	10.0	0.3	11.1	10.7	0.4	12.1	11.6	0.4	13.7	13.3	0.4	14.1	13.6	0.4	14.6	14.1	0.4	14.6	14.1	0.5
05	1.4	1.4	0.0	4.0	3.9	0.1	5.1	4.9	0.1	7.3	7.0	0.2	8.1	7.8	0.2	9.5	9.2	0.2	10.9	10.6	0.3	11.5	11.2	0.3	12.8	12.4	0.3	13.4	13.0	0.4	13.7	13.3	0.4	14.1	13.7	0.4	14.6	14.2	0.4	14.7	14.2	0.4
77	2.0	2.0	0.0	9.1	8.6	0.4	11.6	10.9	0.6	14.1	13.0	1.1	16.0	14.5	1.5	20.1	18.3	1.7	23.9	22.0	1.8	26.0	24.0	2.0	28.2	26.1	2.1	29.5	27.3	2.2	31.4	29.0	2.3	32.6	30.1	2.4	33.2	30.6	2.5	33.5	30.7	2.7
95	1.4	1.4	0.0	9.1	8.9	0.1	11.9	11.6	0.2	17.2	16.9	0.3	18.8	18.4	0.3	21.4	20.9	0.4	24.3	23.8	0.5	26.2	25.6	0.5	28.9	28.2	0.6	30.2	29.5	0.6	31.2	30.5	0.7	32.5	31.7	0.8	32.9	32.1	0.8	33.3	32.4	0.8
90	1.9	1.8	0.0	11.8	11.6	0.2	14.9	14.5	0.4	18.6	18.0	0.5	21.1	20.5	0.6	25.9	24.8	1.0	31.5	30.0	1.4	36.1	34.5	1.6	39.5	37.7	1.7	41.4	39.6	1.8	44.3	42.4	1.9	46.6	44.5	2.0	47.6	45.4	2.1	48.3	46.0	2.2
85	1.6	1.5	0.0	9.2	8.9	0.3	13.8	13.2	0.6	18.0	17.3	0.7	21.0	20.1	0.8	26.6	25.4	1.1	34.5	33.0	1.4	38.9	37.2	1.7	43.8	41.8	1.9	45.2	43.2	2.0	49.6	47.4	2.2	53.2	50.8	2.3	54.6	52.2	2.4	55.6	53.2	2.4
80	1.7	1.4	0.2	10.3	9.5	0.8	17.1	16.0	1.1	23.2	21.6	1.5	28.5	26.7	1.7	39.8	37.3	2.5	51.9	48.7	3.2	58.6	54.9	3.6	70.2	66.0	4.1	74.4	70.1	4.3	80.3	75.5	4.7	90.7	85.4	5.3	93.6	88.0	5.5	95.8	89.9	5.8
75	2.0	1.7	0.3	13.1	12.0	1.0	22.5	20.8	1.6	31.6	29.3	2.3	39.4	36.6	2.8	52.6	48.9	3.7	68.4	63.1	5.3	77.8	71.5	6.2	92.3	85.2	7.0	96.7	89.4	7.3	106.9	98.2	8.7	118.6	108.2	10.3	123.7	112.9	10.7	128.1	117.0	11.1
70	1.6	1.1	0.4	12.4	10.9	1.4	26.8	24.8	2.0	37.9	34.4	3.4	48.1	44.0	4.1	65.7	59.2	6.5	88.8	76.8	12.0	104.2	89.2	14.9	124.4	106.3	18.1	132.5	113.6	18.8	151.8	130.6	21.1	173.2	147.1	26.0	182.5	154.8	27.7	194.0	164.9	29.0
65	1.6	1.0	0.5	9.5	8.0	1.5	23.1	20.6	2.4	32.8	28.9	3.9	43.4	38.5	4.9	63.0	53.1	9.9	82.7	64.5	18.2	99.9	74.6	25.2	121.3	90.4	30.9	131.1	98.6	32.4	159.4	121.3	38.1	188.0	138.1	49.8	205.7	151.9	53.7	231.1	174.4	56.7
60	2.5	1.3	1.1	14.1	10.3	3.8	29.9	24.4	5.4	43.9	34.6	9.2	56.9	45.5	11.4	82.5	60.6	21.8	98.0	66.3	31.6	116.8	72.5	44.3	144.7	86.2	58.5	160.4	98.3	62.0	193.5	118.3	75.2	224.6	128.4	96.1	259.3	149.1	110.1	313.1	190.4	122.6
55	2.3	0.7	1.5	15.2	8.8	6.4	25.4	16.0	9.3	42.9	25.7	17.1	55.8	34.3	21.4	72.8	41.7	31.1	85.9	44.2	41.6	97.2	46.3	50.8	121.3	53.0	68.3	139.2	64.6	74.6	166.5	76.2	90.2	187.2	79.3	107.8	216.2	85.9	130.3	288.5	117.7	170.7
50	2.1	0.4	1.7	22.8	9.3	13.4	43.5	19.3	24.2	60.2	25.9	34.2	80.7	35.1	45.6	96.5	40.0	56.4	110.7	42.3	68.4	120.7	43.5	77.2	143.7	46.6	97.0	169.0	56.0	113.0	192.0	61.0	130.9	206.6	62.5	144.1	224.1	65.0	159.0	283.0	72.2	210.8
45	1.4	0.2	1.2	14.9	3.7	11.1	30.5	8.9	21.6	40.2	11.1	29.1	57.8	16.5	41.2	68.2	17.9	50.3	74.8	18.5	56.3	80.4	18.9	61.4	94.5	19.9	74.6	108.4	22.2	86.2	121.6	24.0	97.6	126.8	24.5	102.3	132.0	25.4	106.5	152.3	27.1	125.1
40	1.2	0.1	1.0	13.5	2.4	11.1	24.5	4.4	20.0	33.8	5.6	28.2	50.4	7.8	42.6	62.1	8.8	53.2	69.2	9.5	59.6	72.8	9.9	62.8	83.8	10.6	73.2	95.3	11.5	83.7	104.2	12.3	91.9	108.0	12.6	95.3	111.8	13.0	98.7	122.7	13.7	108.9
35	1.2	0.0	1.1	9.7	1.1	8.5	17.1	1.8	15.2	23.4	2.3	21.1	33.5	3.1	30.3	40.5	3.7	36.7	44.0	3.9	40.1	45.9	3.9	41.9	51.6	4.1	47.4	57.5	4.6	52.8	63.3	4.9	58.4	66.3	5.0	61.3	67.8	5.0	62.7	71.6	5.2	66.4
30	2.0	0.1	1.9	13.5	0.9	12.6	23.5	1.4	22.1	31.7	1.8	29.9	43.9	2.3	41.5	52.3	2.7	49.5	56.2	2.8	53.3	58.2	2.9	55.2	63.8	3.1	60.6	68.4	3.3	65.1	75.4	3.5	71.9	78.1	3.6	74.5	79.7	3.7	76.0	82.3	3.9	78.3
25	1.5	0.0	1.4	10.4	0.3	10.0	17.5	0.7	16.7	21.9	0.9	20.9	27.3	1.2	26.1	31.1	1.5	29.6	33.9	1.5	32.3	35.3	1.6	33.7	38.6	1.6	37.0	40.7	1.7	39.0	44.8	1.8	42.9	45.9	1.9	44.0	46.6	1.9	44.6	47.3	2.0	45.2
20	1.8	0.0	1.8	11.1	0.5	10.6	20.4	0.8	19.6	25.4	1.1	24.2	31.6	1.5	30.0	35.7	1.7	34.0	38.4	1.8	36.5	39.4	1.8	37.5	47.1	2.1	45.0	52.7	2.3	50.3	54.8	2.4	52.4	55.9	2.4	53.4	56.4	2.5	53.9	57.0	2.6	54.4
15	1.6	0.0	1.5	8.9	0.2	8.6	13.4	0.4	13.0	16.1	0.4	15.6	19.6	0.6	18.9	22.3	0.7	21.6	24.2	0.7	23.4	25.4	0.8	24.5	27.4	1.0	26.3	28.6	1.1	27.4	30.9	1.4	29.5	31.6	1.5	30.1	32.0	1.5	30.5	32.3	1.5	30.7
10	1.4	0.0	1.4	8.1	0.2	7.8	13.4	0.4	13.0	17.2	0.5	16.6	20.8	0.6	20.1	24.2	0.6	23.5	25.9	0.6	25.2	26.3	0.7	25.6	28.5	0.7	27.8	29.6	0.7	28.9	30.7	0.7	29.9	32.0	0.7	31.2	32.3	0.7	31.6	32.5	0.7	31.7
05	0.9	0.0	0.9	6.0	0.3	5.6	8.9	0.7	8.1	10.8	0.9	9.9	12.5	0.9	11.5	13.7	1.1	12.6	15.6	1.1	14.4	16.2	1.2	15.0	17.4	1.2	16.2	18.0	1.2	16.8	18.8	1.2	17.5	19.4	1.2	18.2	19.9	1.2	18.7	20.1	1.2	18.8
76	4.1	0.0	4.1	14.7	0.2	14.5	20.4	0.5	19.9	23.6	0.5	23.0	26.2	0.6	25.6	27.9	0.6	27.3	29.2	0.7	28.5	30.0	0.7	29.3	31.7	0.7	30.9	32.7	0.8	31.9	34.2	0.8	33.4	34.6	0.8	33.8	35.0	0.8	34.2	35.2	0.8	34.3
95	3.8	0.0	3.8	11.4	0.0	11.3	13.8	0.0	13.8	15.0	0.0	14.9	16.2	0.0	16.1	17.1	0.0	17.0	18.2	0.0	18.1	18.5	0.1	18.4	19.2	0.1	19.1	19.5	0.1	19.4	20.3	0.1	20.2	20.5	0.1	20.4	20.6	0.1	20.5	20.7	0.1	20.6
90	0.9	0.0	0.8	5.7	0.0	5.6	7.6	0.0	7.6	8.6	0.0	8.6	9.6	0.0	9.6	10.1	0.0	10.0	10.8	0.0	10.7	11.0	0.0	10.9	11.6	0.0	11.5	12.1	0.0	12.1	12.4	0.0	12.3	12.4	0.0	12.3	12.6	0.0	12.6	12.7	0.0	12.6
85	1.5	0.0	1.5	4.8	0.0	4.7	5.9	0.0	5.9	6.9	0.0	6.8	7.7	0.0	7.6	8.2	0.0	8.2	8.8	0.0	8.7	8.9	0.0	8.8	9.4	0.0	9.4	9.7	0.0	9.6	10.0	0.0	9.9	10.2	0.0	10.1	10.5	0.0	10.4	10.5	0.0	10.4
80	0.7	0.0	0.7	4.0	0.2	3.8	5.5	0.2	5.3	6.0	0.2	5.8	6.9	0.2	6.6	7.3	0.2	7.1	7.7	0.2	7.4	8.0	0.2	7.7	8.7	0.2	8.4	8.9	0.2	8.6	9.2	0.2	8.9	9.3	0.2	9.0	9.5	0.3	9.2	9.6	0.3	9.3
75	0.9	0	0.9	3.0	0.0	3.0	4.1	0.0	4.1	4.7	0.0	4.7	5.6	0.0	5.6	5.9	0.0	5.9	6.6	0.0	6.6	6.8	0.0	6.7	7.1	0.0	7.0	7.4	0.0	7.3	8.0	0.0	7.9	8.0	0.0	8.0	8.2	0.0	8.1	8.2	0.0	8.2
70	0.4	0.0	0.4	2.0	0.0	1.9	2.6	0.0	2.6	3.3	0.0	3.3	3.8	0.0	3.7	4.0	0.0	3.9	4.2	0.0	4.2	4.3	0.0	4.2	4.5	0.0	4.4	4.7	0.0	4.7	5.0	0.0	4.9	5.1	0.0	5.0	5.4	0.0	5.3	5.4	0.1	5.3

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	7,663.38	open	55,603	7,600	4.1	7,650.3	10.6	7665	14.2	15.94	-0.318	0.02500
T	10:00	7,652.51 -10.9	current	249,220	7,650	20.6	7,649.6	18.1	7655	12.7	15.86	-0.060	0.03120
T30	10:30	7,647.47 -5.0	current	199,170	7,650	20.7	7,649.7	23.8	7645	12.2	15.90	0.081	0.03400
E	11:00	7,654.57 +7.1	current	168,014	7,655	17.5	7,654.9	28.7	7655	11.3	15.78	0.019	0.03840
E30	11:30	7,655.85 +1.3	current	179,089	7,650	20.5	7,649.2	26.0	7655	11.5	15.76	0.002	0.04020
N	12:00	7,661.84 +6.0	current	200,371	7,660	25.6	7,657.8	31.1	7660	11.0	15.72	0.089	0.04400
N30	12:30	7,667.63 +5.8	current	177,721	7,670	23.0	7,662.1	32.9	7670	10.7	15.68	-0.083	0.04820
P1	13:00	7,659.81 -7.8	current	124,541	7,660	18.7	7,662.8	37.9	7660	10.3	15.67	0.019	0.05480
P130	13:30	7,653.76 -6.1	current	219,136	7,660	27.9	7,657.4	34.3	7655	10.8	15.75	-0.021	0.05680
P2	14:00	7,650.89 -2.9	current	146,524	7,650	25.3	7,654.2	39.0	7650	10.5	15.81	0.090	0.06500
P230	14:30	7,666.40 +15.5	current	211,953	7,660	33.1	7,657.4	38.1	7665	11.1	15.68	0.062	0.07160
P3	15:00	7,658.62 -7.8	current	170,430	7,660	31.0	7,662.1	47.2	7660	10.8	15.78	-0.034	0.08980
P330	15:30	7,657.28 -1.3	current	138,314	7,660	34.6	7,658.3	58.7	7655	12.6	15.77	0.338	0.09740
C	16:00 Close	7,653.40 -3.9	current	271,249	7,655	72.2	7,655.2	68.2	7655	35.2	15.86	-0.358	0.32950

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.