Volume Rolling · SPXSet

EOD ΔVol Session 2026-08-25 · Exp 2026-08-25 · Spot 7,678.09 · Window 7600–7815 · Last slot C · Generated 2026-08-25 16:15:09 ET · ET · Data: SQLite · spx_intraday_2026-08-25.json

Wall vs flow slot C · Call peak K7675 Δ42,475 vs wall K7785 away -110pt · Put peak K7670 Δ39,095 vs wall K7375 away +295pt · 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

2026-08-25 SPX O 7,676.66 · H 7,686.11 · L 7,650.92 · C 7,677.28 prior C — VIX 15.45 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	7,676.66	7,673.99	7,666.41	7,665.89	7,671.24	7,672.78	7,675.33	7,674.36	7,665.91	7,668.62	7,668.11	7,674.56	7,669.82	7,678.09
VIX	15.82	15.87	15.79	15.72	15.61	15.51	15.49	15.47	15.57	15.55	15.50	15.45	15.47	15.47
ATM	19.95	19.10	17.70	16.30	14.45	13.30	11.70	10.50	10.35	7.90	7.33	6.60	5.05	2.17
IV	12.1	11.9	11.5	11.1	10.4	10.0	9.5	9.2	10.0	8.5	8.8	9.9	10.7	37.2
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
15	0.8	0.8	0	0.0	0.0	0	0.0	0.0	0.0	0.1	0.1	0	0.0	0.0	0	0	0	0	0.2	0.2	0	0.1	0.1	0	0	0	0	0	0	0	0.0	0.0	0	0	0	0	0.0	0.0	0	0	0	0
10	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
05	0.0	0.0	0.0	0	0	0	0.0	0.0	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0	0.0	0	0	0	0.0	0.0	0	0	0	0	0	0	0	0.0	0.0	0	0.0	0	0.0	0	0	0	0.0	0.0	0
78	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0	0.0	0.0	0.0	0.2	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0.0	0	0	0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0
95	0.5	0.5	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0	0	0	0.0	0	0.0	0.0	0.0	0
90	2.0	2.0	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.3	0.3	0	0.1	0.1	0	0.0	0.0	0.0	0.2	0.2	0	0.2	0.2	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0
85	0.3	0.3	0.0	0.3	0.3	0.0	0.5	0.5	0	0.1	0.1	0.0	0.5	0.5	0	0.2	0.2	0.0	0.0	0.0	0	0.7	0.7	0.0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0
80	0.1	0.1	0.0	0.0	0.0	0.0	0.3	0.2	0.0	0.4	0.4	0.0	0.6	0.6	0	0.2	0.2	0.0	0.0	0.0	0.0	0.3	0.3	0	0.0	0.0	0	0.1	0.1	0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0
75	0.8	0.8	0.0	0.0	0.0	0.0	0.5	0.5	0.0	1.2	1.2	0.0	0.0	0.0	0.0	0.2	0.2	0	0.0	0.0	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
70	0.6	0.6	0.0	0.1	0.1	0	0.7	0.7	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.3	0.3	0	0.2	0.2	0	0.3	0.3	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0
65	0.3	0.3	0.0	0.1	0.1	0.0	0.3	0.3	0	0.6	0.6	0	0.0	0.0	0	0.2	0.2	0.0	0.0	0.0	0	0.0	0.0	0.0	0.7	0.7	0	0.3	0.3	0.0	0.6	0.6	0.0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0.0
60	0.2	0.2	0.0	0.2	0.1	0.0	0.4	0.3	0.0	0.5	0.5	0.0	0.2	0.1	0.0	0.5	0.5	0.0	0.1	0.0	0.0	0.1	0.1	0.0	0.5	0.5	0.0	0.7	0.7	0.0	1.4	1.4	0	0.0	0.0	0.0	0.3	0.0	0.3	0.2	0.0	0.2
55	0.3	0.3	0.0	0.0	0.0	0.0	0.3	0.3	0.0	0.1	0.1	0	0.4	0.3	0.0	0.2	0.2	0.0	0.1	0.0	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.4	0.4	0	0.5	0.5	0.0	0.4	0.4	0	0.1	0.1	0.0	0.0	0.0	0
50	2.3	2.3	0.0	0.1	0.1	0.0	0.7	0.6	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.6	0.5	0.0	0.3	0.2	0.0	0.6	0.5	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0
45	0.7	0.7	0.0	0.3	0.3	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.1	0.1	0	0.3	0.3	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0	0.2	0.2	0.0	0.7	0.7	0	0.0	0.0	0	0.0	0.0	0.0
40	1.1	1.1	0.0	0.3	0.3	0	1.3	1.3	0.0	0.7	0.7	0.0	0.3	0.3	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	0.0	0.0	0	0.0	0.0	0.0	0.6	0.6	0	0.0	0.0	0.0	0.0	0.0	0
35	1.3	1.2	0.0	0.6	0.5	0.0	0.9	0.9	0.0	1.0	1.0	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.2	0.2	0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
30	2.5	2.5	0.0	0.5	0.5	0.0	1.4	1.2	0.2	1.5	1.5	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.0	0.0	0	0.1	0.0	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.1	0.1	0.0
25	9.7	9.6	0.0	1.0	1.0	0.0	2.6	2.3	0.2	1.8	1.8	0.0	0.4	0.4	0.0	1.1	1.1	0.0	0.4	0.4	0.0	0.7	0.7	0.0	1.0	1.0	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.5	0.4	0.0	0.3	0.2	0.0	0.2	0.2	0.0
20	9.7	9.6	0.0	1.1	1.1	0.0	1.9	1.8	0.0	4.0	3.9	0.0	1.2	1.1	0.0	1.2	1.2	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.3	0.2	0.0	0.6	0.5	0.0	0.4	0.4	0.0	0.1	0.0	0.0
15	5.3	5.1	0.1	1.6	1.6	0.0	2.4	2.4	0.0	2.5	2.4	0.0	0.5	0.5	0.0	1.4	1.4	0.0	0.6	0.6	0.0	1.1	1.0	0.0	0.6	0.6	0.0	1.1	1.1	0.0	0.6	0.6	0.0	1.2	1.2	0.0	0.3	0.2	0.0	0.0	0.0	0.0
10	6.6	6.4	0.2	1.8	1.7	0.0	4.9	4.7	0.1	3.5	3.5	0.0	1.2	1.2	0.0	2.4	2.4	0.0	3.4	3.4	0.0	2.1	2.0	0.0	3.2	3.1	0.0	0.3	0.3	0.0	1.2	1.2	0.0	0.7	0.7	0.0	0.4	0.3	0.0	0.2	0.2	0.0
05	12.0	11.8	0.2	1.7	1.6	0.0	4.6	4.4	0.1	3.5	3.4	0.0	1.9	1.9	0.0	7.3	7.3	0.0	1.4	1.4	0.0	1.2	1.2	0.0	1.8	1.7	0.0	0.8	0.8	0.0	0.5	0.5	0.0	1.0	1.0	0.0	0.8	0.8	0.0	0.3	0.2	0.0
77	17.4	16.5	0.9	4.4	3.9	0.4	14.2	13.5	0.6	11.1	10.6	0.4	6.2	4.9	1.2	11.1	10.8	0.3	4.8	4.2	0.5	4.7	4.1	0.5	4.2	3.9	0.2	1.7	1.5	0.1	1.1	1.0	0.1	3.2	2.9	0.3	2.2	1.9	0.3	1.3	0.9	0.3
95	5.8	4.9	0.9	2.5	2.3	0.1	8.7	8.1	0.5	6.0	5.7	0.2	4.5	4.3	0.1	5.3	4.9	0.3	3.3	3.1	0.2	3.5	3.4	0.1	3.5	3.2	0.2	1.5	1.3	0.1	1.3	1.2	0.0	3.0	2.8	0.1	2.1	1.9	0.1	1.8	1.6	0.1
90	6.4	5.0	1.4	2.6	2.1	0.5	11.8	10.8	1.0	9.3	8.8	0.4	6.4	5.9	0.4	9.2	8.5	0.7	6.7	6.2	0.4	7.1	6.5	0.6	9.4	8.7	0.7	2.9	2.6	0.2	2.5	2.3	0.2	5.9	5.4	0.5	3.9	3.5	0.4	4.4	4.0	0.4
85	10.2	6.7	3.4	3.4	2.5	0.9	13.1	11.2	1.8	11.5	10.7	0.8	8.2	7.7	0.5	10.5	9.7	0.8	8.6	7.2	1.4	9.5	7.9	1.6	10.7	9.7	0.9	4.5	4.2	0.2	4.1	3.7	0.3	10.9	9.9	1.0	7.3	6.6	0.7	13.0	11.3	1.7
80	11.7	5.3	6.3	5.6	2.6	3.0	17.1	12.3	4.7	17.8	15.8	1.9	10.5	9.5	1.0	17.6	15.7	1.9	13.1	9.9	3.1	18.5	13.3	5.2	16.4	13.1	3.3	7.3	6.2	1.0	6.9	6.2	0.7	27.5	22.9	4.6	16.2	13.2	2.9	44.9	34.5	10.3
75	6.4	2.0	4.3	4.5	1.4	3.0	19.7	11.4	8.2	14.0	11.5	2.4	11.9	10.6	1.3	20.1	15.8	4.3	16.9	11.2	5.7	21.8	11.5	10.3	22.6	15.0	7.6	14.1	11.4	2.6	13.0	11.4	1.6	43.5	30.9	12.5	34.1	23.5	10.6	67.1	42.4	24.6
70	5.0	1.3	3.6	4.0	0.8	3.2	24.0	11.6	12.4	23.1	17.1	6.0	17.4	13.5	3.8	29.1	17.9	11.1	17.9	7.7	10.2	18.7	6.7	12.0	31.7	12.8	18.8	22.3	15.1	7.2	25.2	18.2	6.9	40.1	19.2	20.9	49.8	19.6	30.1	63.2	24.1	39.0
65	4.6	0.7	3.8	2.3	0.2	2.1	12.7	3.5	9.1	24.9	12.9	11.9	19.6	11.4	8.2	19.0	7.8	11.1	9.3	3.2	6.0	11.1	1.8	9.3	23.1	5.0	18.1	19.2	7.8	11.4	23.6	8.3	15.2	24.3	7.2	17.0	30.6	6.5	24.0	33.1	6.0	27.1
60	5.3	0.6	4.7	3.4	0.2	3.2	12.0	1.6	10.4	25.1	8.0	17.1	14.2	4.8	9.3	14.8	3.6	11.1	8.3	1.7	6.6	7.2	0.8	6.4	15.9	1.7	14.1	11.0	2.4	8.5	12.1	2.1	9.9	11.9	2.0	9.9	12.3	1.4	10.8	9.9	1.6	8.3
55	4.6	0.3	4.3	2.2	0.1	2.1	8.7	1.1	7.6	11.9	2.0	9.9	7.0	1.2	5.8	8.4	1.2	7.1	4.0	0.4	3.5	3.5	0.4	3.1	7.7	0.6	7.0	5.5	0.7	4.8	4.6	0.7	3.9	5.8	0.6	5.1	4.9	0.5	4.4	3.2	0.4	2.7
50	8.6	0.7	7.8	3.0	0.1	2.8	14.0	0.8	13.2	17.9	1.8	16.0	11.2	1.4	9.7	9.6	0.8	8.7	5.2	0.5	4.6	4.0	0.2	3.7	7.3	0.5	6.7	4.9	0.7	4.2	3.3	0.3	2.9	4.3	0.8	3.4	3.1	0.3	2.7	3.2	0.3	2.8
45	3.6	0.1	3.4	1.7	0.0	1.7	6.3	0.2	6.0	9.8	0.6	9.2	5.3	0.6	4.7	3.9	0.3	3.6	2.6	0.0	2.5	2.4	0.0	2.3	3.5	0.1	3.4	2.8	0.2	2.6	2.6	0.2	2.3	3.0	0.2	2.8	2.1	0.1	2.0	1.6	0.0	1.5
40	4.4	0.1	4.2	1.9	0.0	1.9	7.0	0.2	6.7	11.2	0.3	10.8	4.7	0.3	4.4	4.4	0.2	4.2	2.2	0.0	2.1	1.7	0.0	1.6	5.4	0.0	5.3	1.9	0.0	1.8	1.3	0.1	1.2	2.3	0.1	2.2	1.1	0.0	1.1	0.5	0.0	0.4
35	3.3	0.1	3.2	4.4	0.0	4.4	4.4	0.1	4.2	7.4	0.1	7.3	2.8	0.1	2.6	2.4	0.1	2.3	1.7	0.0	1.6	1.7	0.0	1.6	1.9	0.0	1.8	0.8	0.0	0.8	1.0	0.0	0.9	1.4	0.0	1.4	1.1	0.0	1.1	0.3	0.0	0.3
30	0	0	0	5.3	0.0	5.2	4.4	0.1	4.3	8.0	0.1	7.8	2.9	0.1	2.7	3.2	0.1	3.1	1.1	0.0	1.1	1.4	0.0	1.3	2.0	0.0	1.9	0.6	0.0	0.6	0.6	0.0	0.5	0.7	0.0	0.7	0.7	0.0	0.6	0.2	0.0	0.2
25	0	0	0	2.9	0.0	2.9	3.0	0.0	3.0	6.0	0.2	5.7	2.3	0.0	2.2	2.0	0.1	1.9	1.5	0.0	1.5	0.6	0.0	0.5	1.3	0.0	1.3	0.3	0.0	0.2	0.7	0.0	0.7	0.6	0.0	0.6	0.2	0.0	0.2	0.5	0.0	0.5
20	0	0	0	0.9	0.0	0.8	2.3	0.0	2.3	5.6	0.1	5.5	1.5	0.0	1.5	1.4	0.2	1.2	0.7	0.1	0.6	1.0	0.0	0.9	1.3	0.0	1.2	0.2	0.0	0.2	0.9	0.0	0.9	0.4	0.0	0.4	0.1	0.0	0.1	0.1	0.0	0.1
15	0	0	0	0.7	0.0	0.7	1.9	0.0	1.8	4.2	0.0	4.2	1.0	0.0	0.9	0.7	0.0	0.7	0.7	0.0	0.7	0.8	0.0	0.8	0.4	0	0.4	0.4	0	0.4	0.4	0	0.4	0.2	0	0.2	0.4	0	0.4	0.1	0.0	0.1
10	0	0	0	0.3	0.0	0.3	3.9	0.0	3.9	4.6	0.0	4.5	1.2	0.0	1.2	0.4	0.0	0.4	0.9	0.0	0.9	0.3	0.0	0.3	0.6	0.0	0.6	0.3	0.0	0.3	0.1	0.0	0.1	0.3	0.0	0.3	0.2	0.0	0.2	0.0	0.0	0.0
05	0	0	0	0.5	0	0.5	0.8	0.0	0.8	3.0	0.0	2.9	0.5	0.0	0.4	0.6	0.0	0.6	0.2	0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.6	0.0	0.6	0.1	0.0	0.1	0.0	0.0	0.0	0.0	0.0	0.0
76	0	0	0	0.3	0.0	0.3	1.8	0.0	1.8	3.2	0.0	3.1	0.9	0.0	0.9	1.4	0.0	1.4	0.5	0.0	0.5	0.3	0.0	0.3	0.7	0.0	0.7	0.1	0.0	0.1	0.3	0.0	0.3	0.5	0.0	0.5	0.2	0.0	0.2	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
15	0.8	0.8	0	0.8	0.8	0	0.8	0.8	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.2	1.2	0.0	1.3	1.3	0.0	1.3	1.3	0.0	1.3	1.3	0.0	1.3	1.3	0.0	1.3	1.3	0.0	1.4	1.3	0.0	1.4	1.3	0.0
10	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0
05	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.3	0.2	0.0	0.3	0.2	0.0	0.3	0.2	0.0	0.3	0.2	0.0	0.3	0.2	0.0	0.3	0.2	0.0	0.3	0.2	0.0
78	0.2	0.2	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.8	0.7	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.9	0.8	0.0	0.9	0.8	0.0
95	0.5	0.5	0	0.5	0.5	0	0.5	0.5	0	0.5	0.5	0	0.6	0.6	0	0.7	0.7	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.9	0.9	0.0	0.9	0.9	0.0	0.9	0.9	0.0	0.9	0.9	0.0	0.9	0.9	0.0
90	2.0	2.0	0.0	2.1	2.1	0.0	2.3	2.3	0.0	2.4	2.3	0.0	2.7	2.7	0.0	2.9	2.8	0.0	2.9	2.8	0.0	3.1	3.1	0.0	3.3	3.3	0.0	3.3	3.3	0.0	3.3	3.3	0.0	3.3	3.3	0.0	3.3	3.3	0.0	3.3	3.3	0.0
85	0.3	0.3	0.0	0.7	0.7	0.0	1.2	1.2	0.0	1.4	1.4	0.0	1.9	1.9	0.0	2.2	2.1	0.0	2.2	2.2	0.0	3.0	2.9	0.0	3.0	3.0	0.0	3.1	3.0	0.0	3.1	3.0	0.0	3.1	3.0	0.0	3.1	3.0	0.0	3.1	3.0	0.0
80	0.1	0.1	0.0	0.1	0.1	0.0	0.4	0.4	0.0	0.9	0.8	0.0	1.5	1.5	0.0	1.8	1.8	0.0	1.9	1.9	0.0	2.3	2.3	0.0	2.4	2.4	0.0	2.5	2.5	0.0	2.6	2.6	0.0	2.6	2.6	0.0	2.6	2.6	0.0	2.6	2.6	0.0
75	0.8	0.8	0.0	0.8	0.8	0.0	1.4	1.3	0.0	2.6	2.6	0.0	2.7	2.7	0.0	3.0	2.9	0.0	3.0	3.0	0.0	3.3	3.3	0.0	3.3	3.3	0.0	3.7	3.7	0.0	3.8	3.8	0.0	3.9	3.8	0.0	3.9	3.8	0.0	3.9	3.8	0.0
70	0.6	0.6	0.0	0.8	0.8	0.0	1.5	1.5	0.0	2.0	2.0	0.0	2.3	2.2	0.0	2.5	2.4	0.0	2.5	2.4	0.0	2.6	2.5	0.0	2.9	2.8	0.0	3.1	3.1	0.0	3.5	3.4	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.6	3.5	0.0
65	0.3	0.3	0.0	0.5	0.5	0.0	0.8	0.8	0.0	1.5	1.5	0.0	1.5	1.5	0.0	1.7	1.7	0.0	1.8	1.8	0.0	1.9	1.9	0.0	2.6	2.6	0.0	2.9	2.9	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.6	3.5	0.0	3.6	3.5	0.0
60	0.2	0.2	0.0	0.4	0.4	0.0	0.8	0.8	0.0	1.4	1.3	0.1	1.6	1.5	0.1	2.1	2.0	0.1	2.2	2.1	0.1	2.4	2.2	0.1	2.9	2.7	0.1	3.6	3.4	0.1	5.1	4.9	0.1	5.1	5.0	0.1	5.5	5.0	0.5	5.8	5.0	0.7
55	0.3	0.3	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.9	0.9	0.0	1.3	1.3	0.0	1.5	1.5	0.0	1.6	1.6	0.0	1.7	1.7	0.0	1.9	1.9	0.0	2.4	2.3	0.0	2.9	2.9	0.0	3.4	3.3	0.0	3.5	3.5	0.0	3.6	3.5	0.0
50	2.3	2.3	0.0	2.4	2.4	0.0	3.1	3.0	0.1	3.7	3.6	0.1	4.1	3.9	0.2	4.3	4.0	0.2	4.5	4.2	0.2	5.1	4.8	0.3	5.5	5.1	0.4	6.1	5.6	0.4	6.5	5.9	0.5	6.9	6.4	0.5	7.0	6.4	0.5	7.0	6.4	0.5
45	0.7	0.7	0.0	1.0	1.0	0.0	1.7	1.6	0.0	2.3	2.2	0.0	2.5	2.4	0.0	2.8	2.7	0.0	3.4	3.3	0.0	3.5	3.5	0.0	3.7	3.7	0.0	3.9	3.8	0.0	4.1	4.0	0.0	4.8	4.7	0.0	4.8	4.7	0.0	4.8	4.7	0.0
40	1.1	1.1	0.0	1.5	1.5	0.0	2.9	2.8	0.0	3.7	3.6	0.0	4.0	3.9	0.0	4.3	4.3	0.0	4.5	4.4	0.0	4.7	4.6	0.0	4.8	4.7	0.1	4.8	4.7	0.1	4.9	4.8	0.1	5.5	5.4	0.1	5.5	5.4	0.1	5.5	5.4	0.1
35	1.3	1.2	0.0	1.9	1.8	0.0	2.8	2.8	0.0	3.9	3.8	0.0	4.2	4.1	0.0	4.9	4.9	0.0	5.1	5.1	0.0	5.4	5.3	0.0	5.5	5.4	0.0	5.6	5.5	0.0	5.9	5.8	0.0	6.1	6.1	0.0	6.2	6.1	0.0	6.2	6.1	0.0
30	2.5	2.5	0.0	3.0	3.0	0.0	4.5	4.2	0.2	6.1	5.7	0.3	6.7	6.3	0.3	7.1	6.7	0.3	7.8	7.4	0.3	8.2	7.8	0.4	8.4	8.0	0.4	8.5	8.1	0.4	8.6	8.2	0.4	8.7	8.3	0.4	8.8	8.3	0.4	8.9	8.5	0.4
25	9.7	9.6	0.0	10.8	10.6	0.1	13.4	13.0	0.3	15.3	14.8	0.4	15.7	15.3	0.4	16.9	16.4	0.4	17.3	16.8	0.4	18.1	17.6	0.4	19.2	18.7	0.5	19.3	18.8	0.5	19.5	19.0	0.5	20.1	19.5	0.5	20.4	19.8	0.5	20.6	20.0	0.6
20	9.7	9.6	0.0	10.8	10.8	0.0	12.8	12.6	0.1	16.8	16.6	0.1	18.0	17.8	0.2	19.3	19.1	0.2	20.3	20.1	0.2	21.0	20.8	0.2	21.8	21.6	0.2	22.3	22.0	0.2	22.6	22.3	0.3	23.2	22.9	0.3	23.6	23.3	0.3	23.7	23.4	0.3
15	5.3	5.1	0.1	6.9	6.8	0.1	9.4	9.2	0.1	11.9	11.7	0.2	12.5	12.2	0.2	13.9	13.6	0.3	14.6	14.3	0.3	15.7	15.3	0.3	16.4	16.0	0.3	17.5	17.1	0.3	18.2	17.8	0.3	19.4	19.0	0.4	19.7	19.3	0.4	19.8	19.3	0.4
10	6.6	6.4	0.2	8.4	8.2	0.2	13.4	12.9	0.4	16.9	16.4	0.4	18.2	17.7	0.4	20.6	20.1	0.5	24.1	23.6	0.5	26.3	25.7	0.5	29.5	28.8	0.6	29.8	29.2	0.6	31.0	30.4	0.6	31.8	31.1	0.6	32.2	31.5	0.7	32.5	31.8	0.7
05	12.0	11.8	0.2	13.8	13.4	0.3	18.4	17.9	0.4	21.9	21.4	0.5	23.9	23.3	0.5	31.2	30.6	0.6	32.7	32.0	0.6	33.9	33.2	0.7	35.8	35.0	0.7	36.7	35.9	0.8	37.2	36.4	0.8	38.3	37.4	0.8	39.2	38.3	0.8	39.5	38.6	0.9
77	17.4	16.5	0.9	21.8	20.5	1.3	36.1	34.0	2.0	47.2	44.7	2.4	53.4	49.7	3.7	64.6	60.5	4.0	69.4	64.8	4.6	74.1	68.9	5.2	78.4	72.9	5.4	80.1	74.5	5.6	81.3	75.5	5.8	84.6	78.4	6.1	86.9	80.4	6.4	88.2	81.4	6.8
95	5.8	4.9	0.9	8.4	7.3	1.1	17.1	15.4	1.6	23.1	21.2	1.9	27.6	25.5	2.0	33.0	30.5	2.4	36.4	33.7	2.7	40.0	37.1	2.8	43.5	40.4	3.1	45.0	41.7	3.2	46.3	42.9	3.3	49.3	45.8	3.5	51.5	47.7	3.7	53.3	49.4	3.8
90	6.4	5.0	1.4	9.1	7.2	1.9	21.0	18.0	2.9	30.3	26.8	3.4	36.7	32.8	3.9	46.0	41.3	4.6	52.7	47.5	5.1	59.8	54.1	5.7	69.2	62.8	6.4	72.1	65.4	6.7	74.7	67.7	7.0	80.7	73.1	7.5	84.7	76.7	8.0	89.1	80.7	8.4
85	10.2	6.7	3.4	13.6	9.2	4.4	26.7	20.4	6.2	38.3	31.2	7.0	46.5	38.9	7.5	57.0	48.6	8.4	65.7	55.9	9.8	75.3	63.9	11.4	86.0	73.6	12.3	90.6	77.9	12.6	94.7	81.6	13.0	105.6	91.6	14.0	113.0	98.2	14.7	126.1	109.6	16.4
80	11.7	5.3	6.3	17.4	8.0	9.4	34.5	20.4	14.1	52.4	36.2	16.1	62.9	45.7	17.1	80.5	61.5	19.0	93.6	71.4	22.1	112.1	84.7	27.4	128.6	97.8	30.7	135.9	104.1	31.8	142.9	110.3	32.5	170.5	133.3	37.2	186.7	146.5	40.1	231.6	181.1	50.5
75	6.4	2.0	4.3	10.9	3.5	7.3	30.6	14.9	15.6	44.6	26.5	18.1	56.6	37.2	19.4	76.7	53.0	23.7	93.7	64.2	29.4	115.5	75.8	39.7	138.1	90.8	47.3	152.3	102.2	50.0	165.4	113.7	51.7	208.9	144.6	64.2	243.1	168.2	74.8	310.2	210.7	99.5
70	5.0	1.3	3.6	9.0	2.1	6.8	33.1	13.7	19.3	56.3	30.9	25.4	73.7	44.5	29.2	102.9	62.4	40.4	120.8	70.1	50.6	139.6	76.9	62.6	171.3	89.7	81.5	193.6	104.9	88.7	218.8	123.1	95.7	259.0	142.4	116.6	308.8	162.0	146.8	372.0	186.1	185.9
65	4.6	0.7	3.8	7.0	1.0	5.9	19.7	4.5	15.1	44.6	17.4	27.1	64.3	28.9	35.4	83.3	36.7	46.5	92.7	40.0	52.6	103.8	41.9	61.9	127.0	46.9	80.0	146.2	54.8	91.4	169.9	63.1	106.7	194.3	70.4	123.8	224.9	77.0	147.9	258.1	83.0	175.1
60	5.3	0.6	4.7	8.8	0.8	8.0	20.9	2.4	18.4	46.1	10.5	35.6	60.3	15.3	45.0	75.2	19.0	56.1	83.6	20.7	62.8	90.8	21.5	69.3	106.7	23.2	83.5	117.7	25.7	92.0	129.8	27.8	102.0	141.8	29.9	111.9	154.2	31.4	122.7	164.1	33.0	131.0
55	4.6	0.3	4.3	6.9	0.4	6.4	15.7	1.5	14.1	27.7	3.5	24.1	34.7	4.8	29.9	43.1	6.0	37.1	47.2	6.5	40.7	50.8	6.9	43.8	58.6	7.6	50.9	64.1	8.3	55.8	68.8	9.1	59.7	74.6	9.7	64.8	79.6	10.3	69.2	82.9	10.8	72.0
50	8.6	0.7	7.8	11.6	0.8	10.7	25.7	1.6	24.0	43.6	3.5	40.0	54.8	5.0	49.8	64.4	5.9	58.5	69.6	6.4	63.2	73.7	6.7	66.9	81.0	7.3	73.7	86.0	8.0	78.0	89.3	8.3	80.9	93.6	9.1	84.4	96.7	9.5	87.2	99.9	9.8	90.1
45	3.6	0.1	3.4	5.4	0.2	5.2	11.8	0.5	11.2	21.6	1.1	20.5	27.0	1.7	25.2	30.9	2.0	28.9	33.6	2.1	31.4	36.0	2.2	33.8	39.5	2.3	37.2	42.4	2.6	39.8	45.0	2.8	42.2	48.0	3.0	45.0	50.2	3.1	47.1	51.9	3.2	48.6
40	4.4	0.1	4.2	6.4	0.2	6.2	13.4	0.5	12.9	24.7	0.8	23.8	29.4	1.1	28.2	33.9	1.4	32.5	36.1	1.4	34.6	37.8	1.5	36.3	43.3	1.6	41.7	45.2	1.7	43.5	46.6	1.8	44.7	48.9	1.9	47.0	50.1	2.0	48.1	50.7	2.1	48.6
35	3.3	0.1	3.2	7.8	0.1	7.6	12.2	0.2	11.9	19.6	0.4	19.2	22.4	0.5	21.9	24.9	0.6	24.2	26.6	0.6	25.9	28.3	0.7	27.6	30.2	0.7	29.5	31.1	0.8	30.3	32.1	0.8	31.3	33.6	0.8	32.7	34.8	0.9	33.8	35.1	0.9	34.1
30	0	0	0	8.3	0.0	8.3	12.8	0.2	12.6	20.9	0.4	20.5	23.8	0.5	23.3	27.1	0.6	26.4	28.2	0.6	27.6	29.7	0.7	28.9	31.7	0.7	30.9	32.3	0.7	31.5	32.9	0.7	32.1	33.7	0.7	32.9	34.4	0.8	33.6	34.6	0.8	33.8
25	0	0	0	6.1	0.0	6.1	9.2	0.0	9.1	15.2	0.3	14.9	17.5	0.3	17.1	19.6	0.4	19.1	21.1	0.4	20.6	21.7	0.5	21.2	23.1	0.5	22.6	23.4	0.5	22.9	24.2	0.5	23.6	24.8	0.5	24.2	25.1	0.5	24.5	25.6	0.5	25.1
20	0	0	0	4.0	0.1	3.8	6.4	0.2	6.2	12.1	0.3	11.7	13.6	0.3	13.2	15.1	0.6	14.4	15.9	0.7	15.1	17.0	0.8	16.1	18.3	0.9	17.4	18.6	0.9	17.6	19.5	0.9	18.6	20.0	0.9	19.0	20.2	0.9	19.2	20.4	0.9	19.4
15	0	0	0	1.8	0.0	1.8	3.8	0.0	3.7	8.1	0.0	8.0	9.1	0.1	9.0	9.9	0.1	9.7	10.6	0.1	10.4	11.4	0.1	11.2	11.9	0.1	11.7	12.3	0.1	12.2	12.7	0.1	12.6	13.0	0.1	12.9	13.5	0.1	13.3	13.6	0.1	13.4
10	0	0	0	1.6	0.0	1.5	5.5	0.0	5.5	10.1	0.1	10.0	11.4	0.1	11.3	11.8	0.1	11.7	12.8	0.1	12.7	13.1	0.1	13.0	13.7	0.1	13.6	14.1	0.1	14.0	14.3	0.1	14.2	14.6	0.1	14.5	14.9	0.1	14.7	14.9	0.1	14.8
05	0	0	0	1.8	0.0	1.8	2.7	0.0	2.7	5.7	0.0	5.7	6.2	0.0	6.2	6.8	0.0	6.8	7.1	0.0	7.0	7.3	0.0	7.3	7.5	0.0	7.5	7.8	0.1	7.7	8.4	0.1	8.3	8.6	0.1	8.5	8.7	0.1	8.5	8.7	0.1	8.5
76	0	0	0	2.2	0.1	2.1	4.1	0.1	3.9	7.3	0.2	7.1	8.3	0.2	8.0	9.7	0.2	9.4	10.3	0.2	10.0	10.6	0.3	10.3	11.4	0.3	11.0	11.6	0.3	11.2	12.0	0.4	11.5	12.5	0.4	12.1	12.8	0.4	12.3	12.9	0.5	12.4

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	7,676.66	open	156,607	7,700	17.4	7,693.9	14.8	7675	12.1	15.82	0.178	0.03180
T	10:00	7,673.99 -2.7	current	68,344	7,680	5.6	7,670.5	20.8	7675	11.9	15.87	-0.036	0.03320
T30	10:30	7,666.41 -7.6	current	218,402	7,670	24.0	7,673.3	22.4	7665	11.5	15.79	0.061	0.03580
E	11:00	7,665.89 -0.5	current	261,148	7,660	25.1	7,666.1	28.0	7665	11.1	15.72	0.040	0.03900
E30	11:30	7,671.24 +5.3	current	150,836	7,665	19.6	7,669.3	32.5	7670	10.4	15.61	0.014	0.04420
N	12:00	7,672.78 +1.5	current	194,212	7,670	29.1	7,673.2	34.4	7675	10.0	15.51	-0.135	0.04800
N30	12:30	7,675.33 +2.6	current	120,957	7,670	17.9	7,673.6	39.7	7675	9.5	15.49	-0.009	0.05440
P1	13:00	7,674.36 -1.0	current	130,868	7,675	21.8	7,675.9	45.2	7675	9.2	15.47	-0.049	0.06060
P130	13:30	7,665.91 -8.4	current	181,271	7,670	31.7	7,671.4	39.1	7665	10.0	15.57	0.108	0.06120
P2	14:00	7,668.62 +2.7	current	109,760	7,670	22.3	7,671.0	50.8	7670	8.5	15.55	-0.106	0.08060
P230	14:30	7,668.11 -0.5	current	114,527	7,670	25.2	7,670.8	54.1	7670	8.8	15.50	-0.229	0.08700
P3	15:00	7,674.56 +6.5	current	197,874	7,675	43.5	7,672.8	56.2	7675	9.9	15.45	-0.066	0.09710
P330	15:30	7,669.82 -4.7	current	176,908	7,670	49.8	7,670.8	64.8	7670	10.7	15.47	-0.091	0.12620
C	16:00 Close	7,678.09 +8.3	current	250,961	7,675	67.1	7,672.9	49.9	7680	37.2	15.47	-0.875	0.09070

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.