Volume Rolling · SPXSet

EOD ΔVol Session 2026-08-26 · Exp 2026-08-26 · Spot 7,675.70 · Window 7575–7755 · Last slot C · Generated 2026-08-26 16:45:04 ET · ET · Data: SQLite · spx_intraday_2026-08-26.json

Wall vs flow slot C · Call peak K7690 Δ36,664 vs wall K7900 away -210pt · Put peak K7680 Δ46,912 vs wall K7525 away +155pt · 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

2026-08-26 SPX O 7,666.88 · H 7,690.73 · L 7,657.41 · C 7,675.70 prior C — VIX 15.21 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	7,666.88	7,684.92	7,669.47	7,675.55	7,677.79	7,671.64	7,666.20	7,664.17	7,673.72	7,674.34	7,675.01	7,683.29	7,687.17	7,675.70
VIX	15.62	15.45	15.53	15.43	15.48	15.54	15.62	15.61	15.44	15.40	15.42	15.36	15.31	15.38
ATM	22.40	18.75	18.60	14.70	13.25	13.30	12.50	11.45	10.10	8.80	7.60	8.20	6.68	1.45
IV	12.8	11.7	12.1	10.0	9.4	10.1	10.2	10.1	9.7	9.5	9.4	12.3	13.8	24.9
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
55	0.1	0.1	0.0	0.7	0.7	0.0	0.4	0.4	0	0.3	0.3	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.2	0.2	0	0.0	0.0	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.0	0	0.0
50	0.3	0.2	0.0	1.0	0.6	0.3	0.6	0.6	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.1	0.0	0.0	0.7	0.6	0.0	1.1	1.1	0.0	0.2	0.1	0.0	0.0	0.0	0.0
45	1.0	1.0	0	1.0	1.0	0.0	1.1	1.1	0.0	0.1	0.1	0.0	0.2	0.2	0	0.3	0.3	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.3	0.3	0	0.8	0.8	0	1.1	1.1	0	0.6	0.5	0.0	0.0	0.0	0.0
40	0.4	0.3	0.0	2.3	2.3	0.0	1.4	1.3	0.0	0.5	0.5	0.0	0.5	0.4	0.0	0.3	0.3	0.0	0.5	0.5	0	0.3	0.3	0.0	0.4	0.4	0	0.1	0.1	0.0	0.3	0.3	0.0	0.9	0.9	0.0	1.0	1.0	0.0	0.0	0.0	0.0
35	0.5	0.5	0.0	1.8	1.7	0.0	1.3	1.3	0.0	0.6	0.6	0.0	0.9	0.9	0	0.4	0.3	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.1	0.1	0	0.5	0.5	0.0	1.3	1.3	0.0	0.0	0.0	0.0
30	0.7	0.7	0.0	3.0	3.0	0.0	3.8	3.7	0.0	0.9	0.9	0.0	0.8	0.8	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.1	0.1	0	0.3	0.3	0.0	1.8	1.8	0.0	0.3	0.2	0.0
25	1.4	1.4	0.0	9.2	9.2	0.0	3.5	3.4	0.0	2.6	2.6	0.0	0.8	0.8	0.0	2.9	2.9	0.0	0.4	0.4	0.0	2.2	2.2	0.0	0.4	0.4	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.5	0.5	0.0	1.1	1.1	0.0	0.2	0.2	0.0
20	1.6	1.6	0.0	10.1	10.1	0.0	4.8	4.6	0.2	2.2	2.2	0.0	2.2	2.1	0.0	1.5	1.4	0.0	0.4	0.4	0.0	0.6	0.5	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.9	0.8	0.0	1.5	1.4	0.0	0.5	0.5	0.0
15	0.9	0.9	0.0	6.4	6.3	0.1	5.5	5.3	0.1	2.8	2.7	0.0	2.4	2.3	0.1	2.6	2.6	0.0	0.7	0.7	0.0	0.8	0.8	0.0	1.1	1.1	0.0	0.7	0.6	0.0	0.9	0.9	0.0	1.0	1.0	0.0	2.7	2.5	0.2	1.3	1.2	0.0
10	2.2	2.2	0.0	8.7	8.5	0.2	9.8	9.5	0.2	3.4	3.3	0.1	4.3	4.2	0.1	3.6	3.5	0.1	1.5	1.5	0.0	1.5	1.5	0.0	1.1	1.0	0.0	0.7	0.7	0.0	0.8	0.8	0.0	2.2	2.2	0.0	4.9	4.4	0.4	3.1	2.6	0.4
05	2.0	2.0	0.0	8.1	7.7	0.3	10.5	10.0	0.4	5.0	4.9	0.0	4.1	4.0	0.1	3.9	3.8	0.0	1.6	1.6	0.0	1.6	1.6	0.0	1.7	1.7	0.0	1.1	1.0	0.0	0.9	0.8	0.0	2.5	1.4	1.1	8.3	7.8	0.4	4.4	4.2	0.1
77	2.5	2.5	0.0	15.0	14.0	0.9	16.1	14.9	1.1	8.8	8.4	0.3	8.8	8.1	0.6	9.4	8.9	0.4	3.6	3.4	0.2	3.9	3.4	0.4	11.3	7.0	4.2	4.6	3.9	0.7	3.9	3.3	0.6	7.7	5.7	1.9	26.2	24.0	2.2	16.0	14.3	1.6
95	2.2	2.0	0.1	11.3	10.6	0.7	12.4	11.6	0.7	8.5	8.1	0.4	9.5	8.8	0.6	9.3	8.9	0.3	4.2	4.0	0.2	2.8	2.7	0.1	3.0	2.8	0.1	2.9	2.8	0.1	2.6	2.5	0.0	8.6	8.0	0.5	26.1	23.2	2.8	23.5	21.3	2.1
90	2.8	2.7	0.1	12.2	10.7	1.4	17.2	14.1	3.1	10.2	9.3	0.8	13.6	12.2	1.4	12.1	11.0	1.1	7.3	6.9	0.4	4.9	4.6	0.2	7.4	7.1	0.2	7.6	6.6	0.9	6.0	5.1	0.8	15.3	13.7	1.6	45.7	31.3	14.3	48.8	36.6	12.1
85	1.8	1.5	0.2	14.0	10.2	3.7	24.5	14.2	10.2	19.0	17.7	1.2	16.7	12.0	4.7	17.0	13.9	3.0	10.3	8.7	1.5	8.3	7.8	0.5	9.7	9.1	0.6	13.9	12.5	1.3	16.3	14.6	1.6	29.0	24.3	4.7	44.5	20.4	24.1	65.3	29.2	36.1
80	2.4	1.8	0.5	18.1	11.1	6.9	21.7	10.8	10.9	21.6	18.5	3.1	24.4	14.7	9.6	21.4	14.3	7.1	15.7	13.1	2.5	16.9	15.5	1.4	21.4	19.1	2.2	22.3	18.8	3.4	26.3	22.5	3.8	38.6	26.3	12.3	34.1	9.9	24.2	66.1	19.2	46.9
75	2.4	1.5	0.9	17.7	9.1	8.6	17.9	7.0	10.8	22.0	14.9	7.1	21.7	9.7	11.9	24.2	12.0	12.2	16.0	11.8	4.1	15.3	12.6	2.6	24.8	19.6	5.2	24.3	13.4	10.8	28.7	15.9	12.8	31.0	13.5	17.5	19.1	5.1	13.9	29.4	4.8	24.5
70	4.1	2.3	1.8	16.3	6.0	10.3	18.1	4.0	14.0	20.8	10.3	10.5	16.0	4.6	11.4	22.8	6.4	16.4	24.6	12.1	12.5	23.8	17.6	6.1	28.5	17.7	10.7	24.1	7.3	16.8	26.3	7.0	19.2	20.6	4.8	15.8	13.4	3.0	10.3	11.3	1.6	9.6
65	2.9	1.4	1.5	9.6	2.4	7.1	14.7	2.0	12.6	12.3	3.0	9.2	11.0	1.2	9.7	14.2	2.0	12.1	21.0	6.4	14.6	25.5	13.8	11.6	22.7	8.2	14.4	13.5	2.2	11.3	13.8	1.7	12.1	10.7	1.9	8.8	5.4	0.7	4.6	5.2	0.6	4.5
60	1.9	0.5	1.4	9.7	1.4	8.2	15.9	0.9	15.0	10.6	1.3	9.2	8.9	0.8	8.0	11.3	0.9	10.3	15.2	2.1	13.1	30.3	11.6	18.6	18.8	3.3	15.4	9.4	1.1	8.3	9.1	1.4	7.7	8.0	0.8	7.2	6.1	0.4	5.7	2.6	0.3	2.3
55	1.0	0.1	0.9	6.1	0.6	5.4	8.2	0.5	7.7	7.4	0.6	6.7	5.8	0.3	5.4	7.3	0.5	6.8	10.1	0.6	9.5	21.4	4.1	17.3	13.3	1.1	12.1	4.4	0.3	4.1	3.8	0.2	3.5	3.4	0.2	3.2	2.0	0.2	1.8	1.5	0.0	1.4
50	2.1	0.1	2.0	10.8	0.8	9.9	9.3	0.5	8.8	8.6	0.6	7.9	6.0	0.4	5.5	6.5	0.6	5.9	8.3	0.9	7.4	18.9	2.1	16.8	7.9	0.6	7.3	5.2	0.2	5.0	6.3	0.2	6.1	4.9	0.2	4.7	5.0	0.1	4.8	1.4	0.0	1.3
45	1.5	0.0	1.4	6.4	0.2	6.1	6.2	0.2	6.0	4.9	0.2	4.6	3.3	0.1	3.2	3.4	0.1	3.3	5.1	0.2	4.9	12.0	0.5	11.5	4.2	0.2	4.0	1.6	0.0	1.5	0.9	0.1	0.8	2.3	0.0	2.2	0.9	0.0	0.9	0.5	0.0	0.5
40	1.7	0.0	1.7	7.0	0.3	6.7	6.2	0.2	6.0	5.3	0.2	5.0	3.0	0.0	2.9	3.7	0.0	3.6	4.6	0.2	4.3	10.5	0.5	10.0	3.5	0.2	3.2	1.4	0.0	1.3	1.4	0.0	1.4	3.4	0.0	3.3	0.7	0.0	0.7	0.7	0.0	0.7
35	2.1	0.0	2.0	6.9	0.1	6.7	5.4	0.0	5.3	4.3	0.1	4.2	2.0	0.0	2.0	2.5	0.0	2.5	2.9	0.1	2.7	5.7	0.1	5.6	3.1	0.0	3.0	0.8	0.0	0.8	0.4	0.0	0.4	1.8	0.0	1.8	0.5	0.0	0.5	0.2	0.0	0.2
30	1.1	0.0	1.0	4.9	0.1	4.7	5.0	0.1	4.9	4.0	0.1	3.9	1.8	0.0	1.7	1.4	0.1	1.3	2.0	0.0	2.0	5.1	0.1	4.9	2.1	0.0	2.1	1.1	0.0	1.1	0.5	0.0	0.5	1.3	0.0	1.2	0.6	0.0	0.6	0.1	0.0	0.1
25	0.9	0.0	0.9	5.1	0.1	4.9	3.3	0.4	2.8	3.0	0.0	3.0	2.0	0.0	2.0	1.1	0.0	1.1	1.3	0.0	1.2	3.5	0.2	3.3	1.6	0.0	1.6	0.4	0	0.4	0.4	0	0.4	0.5	0.0	0.5	0.4	0	0.4	0.2	0.0	0.2
20	1.9	0.0	1.9	7.8	0.1	7.7	3.7	0.4	3.3	2.1	0.0	2.0	1.4	0.0	1.3	0.9	0.0	0.9	1.6	0.0	1.6	2.7	0.0	2.7	1.1	0.1	1.0	0.5	0.0	0.5	0.5	0	0.5	0.3	0.0	0.3	0.4	0.0	0.4	0.2	0.0	0.1
15	0.7	0.0	0.6	6.1	0.1	5.9	3.3	0.0	3.3	1.3	0.0	1.3	0.6	0.0	0.6	1.0	0.0	1.0	0.5	0.0	0.5	1.1	0.0	1.1	0.8	0.0	0.8	0.9	0	0.9	0.3	0.0	0.3	0.2	0.0	0.2	0.2	0	0.2	0.1	0.0	0.1
10	1.0	0.0	1.0	2.1	0.0	2.0	2.6	0.0	2.6	1.4	0.0	1.3	0.7	0.0	0.6	0.4	0.0	0.4	0.4	0.0	0.4	1.1	0.0	1.1	0.4	0.0	0.4	0.9	0	0.9	0.5	0	0.5	0.2	0.0	0.1	0.3	0.0	0.3	0.0	0	0.0
05	0.5	0	0.5	1.7	0.0	1.7	3.9	0.0	3.9	0.7	0.0	0.7	0.6	0.0	0.6	0.2	0.0	0.2	0.4	0.0	0.4	0.7	0.0	0.7	0.7	0.0	0.7	0.5	0.0	0.5	0.2	0.0	0.2	0.1	0.0	0.1	0.2	0.0	0.2	0.0	0.0	0.0
76	1.0	0.0	0.9	2.6	0.0	2.5	3.0	0.0	3.0	1.0	0.0	1.0	0.3	0.0	0.3	0.8	0.0	0.8	0.5	0.0	0.5	0.7	0.0	0.7	0.8	0.0	0.8	0.2	0.0	0.2	0.1	0.0	0.1	0.2	0.0	0.2	0.4	0.0	0.4	0.1	0.0	0.0
95	0.2	0	0.2	1.3	0.0	1.3	1.1	0.0	1.1	0.3	0.0	0.3	0.1	0.0	0.0	0.7	0	0.7	0.0	0.0	0.0	0.3	0.0	0.3	0.2	0.0	0.2	0.7	0	0.7	0.3	0.0	0.3	0.0	0.0	0.0	0.6	0	0.6	0.0	0.0	0.0
90	0.3	0	0.3	1.2	0.0	1.2	0.6	0	0.6	1.5	0	1.5	0.3	0	0.3	0.3	0.0	0.3	0.4	0	0.4	0.4	0.0	0.4	0.2	0.0	0.2	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0	0.3	1.6	0.0	1.6	0.0	0.0	0.0
85	0.2	0	0.2	1.4	0.0	1.3	0.6	0.0	0.6	0.3	0.0	0.3	0.1	0	0.1	0.0	0.0	0.0	0.4	0.0	0.4	0.4	0	0.4	0.3	0	0.3	0.0	0	0.0	0.0	0	0.0	0.2	0.0	0.2	1.4	0.0	1.4	0.0	0	0.0
80	0.3	0.0	0.3	1.9	0	1.9	0.6	0.0	0.6	0.2	0	0.2	0.2	0.0	0.2	0.2	0	0.2	0.2	0.0	0.2	0.4	0.0	0.3	0.1	0.0	0.1	0.0	0.0	0.0	0.0	0.0	0.0	2.1	0.0	2.1	0.4	0.0	0.4	0.0	0.0	0.0
75	0.3	0	0.3	1.6	0.0	1.6	0.6	0.0	0.6	0.3	0.0	0.3	0.5	0	0.5	0.1	0	0.1	0.1	0.0	0.1	0.2	0	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.0	0.1	0.6	0	0.6	0.3	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
55	0.1	0.1	0.0	0.8	0.8	0.0	1.3	1.3	0.0	1.6	1.6	0.0	1.9	1.9	0.0	2.2	2.2	0.0	2.5	2.5	0.0	2.6	2.6	0.0	2.8	2.7	0.0	2.9	2.9	0.0	3.1	3.1	0.0	3.2	3.2	0.0	3.3	3.3	0.0	3.4	3.3	0.0
50	0.3	0.2	0.0	1.3	0.9	0.4	2.0	1.5	0.5	2.6	2.0	0.5	2.9	2.4	0.5	3.4	2.8	0.5	4.3	3.7	0.5	4.7	4.1	0.5	5.0	4.4	0.5	5.1	4.5	0.6	5.8	5.1	0.6	7.0	6.2	0.7	7.2	6.4	0.7	7.2	6.4	0.7
45	1.0	1.0	0	2.1	2.1	0.0	3.3	3.2	0.0	3.5	3.4	0.0	3.7	3.7	0.0	4.0	4.0	0.0	4.3	4.2	0.0	4.6	4.5	0.0	5.1	5.0	0.0	5.4	5.3	0.0	6.2	6.1	0.0	7.3	7.3	0.0	8.0	7.9	0.0	8.0	7.9	0.0
40	0.4	0.3	0.0	2.7	2.7	0.0	4.1	4.0	0.0	4.6	4.6	0.0	5.1	5.0	0.1	5.5	5.4	0.1	6.0	5.9	0.1	6.4	6.3	0.1	6.9	6.7	0.1	7.0	6.9	0.1	7.4	7.3	0.1	8.3	8.2	0.1	9.4	9.2	0.1	9.4	9.3	0.1
35	0.5	0.5	0.0	2.3	2.2	0.0	3.7	3.6	0.0	4.3	4.2	0.0	5.3	5.2	0.0	5.7	5.6	0.1	6.0	5.9	0.1	6.7	6.6	0.1	7.3	7.2	0.1	7.5	7.3	0.1	7.7	7.5	0.1	8.2	8.0	0.1	9.5	9.3	0.2	9.6	9.4	0.2
30	0.7	0.7	0.0	3.7	3.7	0.0	7.6	7.4	0.1	8.5	8.3	0.1	9.4	9.2	0.1	9.9	9.7	0.1	10.4	10.2	0.1	10.9	10.7	0.1	11.5	11.4	0.1	11.9	11.7	0.2	12.1	11.9	0.2	12.4	12.2	0.2	14.3	14.1	0.2	14.6	14.4	0.2
25	1.4	1.4	0.0	10.6	10.6	0.0	14.2	14.1	0.1	16.9	16.8	0.1	17.7	17.6	0.1	20.7	20.5	0.1	21.1	21.0	0.1	23.4	23.2	0.1	23.9	23.7	0.1	24.5	24.3	0.1	24.7	24.5	0.1	25.2	25.0	0.1	26.4	26.2	0.2	26.7	26.4	0.2
20	1.6	1.6	0.0	11.8	11.7	0.0	16.6	16.3	0.2	18.8	18.5	0.3	21.0	20.7	0.3	22.5	22.1	0.3	23.0	22.6	0.4	23.6	23.2	0.4	24.5	24.0	0.4	25.2	24.7	0.4	25.4	24.9	0.4	26.3	25.8	0.5	27.8	27.3	0.5	28.4	27.8	0.6
15	0.9	0.9	0.0	7.4	7.2	0.1	12.9	12.6	0.3	15.7	15.4	0.3	18.2	17.7	0.4	20.8	20.3	0.5	21.6	21.0	0.5	22.4	21.9	0.5	23.6	23.0	0.5	24.3	23.7	0.5	25.3	24.7	0.5	26.3	25.7	0.6	29.1	28.3	0.8	30.5	29.5	0.9
10	2.2	2.2	0.0	11.0	10.8	0.2	20.9	20.3	0.5	24.3	23.7	0.6	28.7	27.9	0.7	32.4	31.4	0.9	34.0	33.0	1.0	35.5	34.5	1.0	36.6	35.6	1.0	37.4	36.3	1.1	38.3	37.1	1.1	40.6	39.3	1.2	45.5	43.8	1.7	48.7	46.5	2.2
05	2.0	2.0	0.0	10.2	9.8	0.3	20.7	19.9	0.8	25.7	24.8	0.9	29.9	28.9	1.0	33.9	32.8	1.1	35.6	34.4	1.1	37.3	36.1	1.2	39.0	37.8	1.2	40.2	38.9	1.3	41.1	39.7	1.3	43.7	41.2	2.5	52.0	49.0	2.9	56.4	53.3	3.1
77	2.5	2.5	0.0	17.6	16.6	0.9	33.7	31.6	2.1	42.5	40.0	2.5	51.4	48.1	3.2	60.8	57.1	3.7	64.4	60.5	3.9	68.3	63.9	4.3	79.7	71.0	8.6	84.4	75.0	9.3	88.4	78.4	9.9	96.1	84.1	11.9	122.4	108.1	14.2	138.4	122.5	15.8
95	2.2	2.0	0.1	13.5	12.6	0.8	25.9	24.3	1.6	34.5	32.4	2.0	44.0	41.3	2.6	53.4	50.3	3.0	57.6	54.3	3.2	60.5	57.1	3.4	63.5	60.0	3.5	66.5	62.8	3.6	69.1	65.4	3.7	77.8	73.4	4.3	103.9	96.7	7.1	127.4	118.1	9.3
90	2.8	2.7	0.1	15.0	13.4	1.6	32.3	27.5	4.7	42.5	36.9	5.6	56.1	49.1	7.0	68.3	60.2	8.1	75.7	67.1	8.6	80.6	71.7	8.8	88.1	78.9	9.1	95.7	85.5	10.1	101.7	90.7	11.0	117.1	104.4	12.6	162.8	135.8	27.0	211.6	172.5	39.1
85	1.8	1.5	0.2	15.8	11.7	4.0	40.3	26.0	14.3	59.4	43.7	15.6	76.1	55.7	20.3	93.1	69.7	23.3	103.5	78.5	24.9	111.9	86.3	25.5	121.6	95.5	26.1	135.6	108.0	27.5	151.9	122.7	29.2	181.0	147.1	33.9	225.5	167.5	58.0	290.9	196.7	94.2
80	2.4	1.8	0.5	20.5	13.0	7.5	42.2	23.8	18.4	63.8	42.3	21.5	88.3	57.1	31.1	109.7	71.4	38.3	125.4	84.6	40.8	142.4	100.2	42.2	163.9	119.3	44.5	186.2	138.2	48.0	212.6	160.7	51.8	251.2	187.0	64.1	285.4	197.0	88.4	351.6	216.3	135.3
75	2.4	1.5	0.9	20.2	10.6	9.5	38.1	17.7	20.3	60.1	32.6	27.5	81.9	42.4	39.5	106.2	54.4	51.7	122.2	66.3	55.9	137.5	79.0	58.5	162.4	98.6	63.7	186.8	112.1	74.6	215.6	128.0	87.5	246.6	141.6	105.0	265.8	146.8	118.9	295.2	151.7	143.5
70	4.1	2.3	1.8	20.5	8.3	12.1	38.6	12.4	26.2	59.5	22.7	36.8	75.6	27.3	48.2	98.4	33.7	64.7	123.1	45.9	77.2	147.0	63.5	83.4	175.5	81.3	94.2	199.7	88.7	111.0	226.0	95.7	130.3	246.6	100.5	146.1	260.1	103.6	156.5	271.4	105.2	166.1
65	2.9	1.4	1.5	12.6	3.9	8.7	27.3	5.9	21.4	39.7	9.0	30.6	50.7	10.3	40.4	65.0	12.4	52.5	86.0	18.8	67.2	111.5	32.7	78.8	134.3	40.9	93.3	147.9	43.1	104.7	161.8	44.9	116.8	172.6	46.9	125.6	178.0	47.7	130.3	183.2	48.3	134.9
60	1.9	0.5	1.4	11.6	1.9	9.6	27.6	2.9	24.6	38.2	4.3	33.9	47.1	5.1	41.9	58.5	6.1	52.3	73.7	8.2	65.5	104.1	19.9	84.1	122.9	23.3	99.6	132.4	24.4	107.9	141.6	25.9	115.7	149.7	26.8	122.9	155.9	27.2	128.6	158.5	27.5	131.0
55	1.0	0.1	0.9	7.1	0.8	6.3	15.4	1.3	14.0	22.8	2.0	20.8	28.7	2.3	26.3	36.0	2.8	33.2	46.2	3.5	42.7	67.7	7.6	60.0	81.1	8.8	72.2	85.5	9.1	76.4	89.4	9.4	79.9	92.8	9.6	83.1	94.9	9.8	85.0	96.4	9.9	86.5
50	2.1	0.1	2.0	12.9	0.9	11.9	22.3	1.5	20.7	30.9	2.2	28.7	36.9	2.6	34.2	43.5	3.3	40.1	51.9	4.2	47.6	70.8	6.4	64.4	78.8	7.1	71.7	84.1	7.3	76.7	90.5	7.6	82.9	95.5	7.9	87.6	100.5	8.0	92.5	102.0	8.1	93.8
45	1.5	0.0	1.4	7.9	0.3	7.5	14.2	0.6	13.6	19.1	0.8	18.2	22.4	0.9	21.5	25.9	1.0	24.9	31.1	1.3	29.8	43.1	1.8	41.3	47.4	2.0	45.3	49.0	2.1	46.9	50.0	2.2	47.7	52.3	2.2	50.0	53.3	2.3	51.0	53.8	2.3	51.5
40	1.7	0.0	1.7	8.8	0.3	8.5	15.1	0.5	14.5	20.4	0.7	19.6	23.5	0.8	22.6	27.2	0.9	26.2	31.8	1.2	30.6	42.4	1.7	40.6	45.9	2.0	43.9	47.4	2.0	45.3	48.8	2.1	46.7	52.3	2.1	50.1	53.0	2.1	50.8	53.8	2.2	51.6
35	2.1	0.0	2.0	9.0	0.2	8.8	14.4	0.2	14.1	18.8	0.4	18.3	20.8	0.4	20.4	23.4	0.5	22.9	26.3	0.6	25.7	32.1	0.8	31.3	35.2	0.8	34.4	36.1	0.8	35.2	36.5	0.8	35.7	38.4	0.8	37.5	38.9	0.9	38.0	39.2	0.9	38.3
30	1.1	0.0	1.0	6.0	0.2	5.8	11.1	0.3	10.7	15.1	0.4	14.7	17.0	0.5	16.4	18.4	0.6	17.7	20.5	0.7	19.7	25.6	0.9	24.7	27.8	0.9	26.8	28.9	0.9	28.0	29.5	0.9	28.5	30.8	1.0	29.8	31.4	1.0	30.4	31.5	1.0	30.5
25	0.9	0.0	0.9	6.1	0.2	5.9	9.4	0.6	8.8	12.5	0.6	11.8	14.6	0.7	13.8	15.7	0.7	15.0	17.1	0.8	16.3	20.6	1.0	19.6	22.2	1.0	21.2	22.7	1.0	21.6	23.1	1.0	22.1	23.6	1.0	22.6	24.0	1.0	23.0	24.2	1.0	23.2
20	1.9	0.0	1.9	9.8	0.1	9.6	13.5	0.5	13.0	15.6	0.5	15.0	17.1	0.6	16.4	18.0	0.6	17.4	19.7	0.6	19.0	22.4	0.7	21.7	23.6	0.8	22.8	24.1	0.8	23.3	24.7	0.8	23.8	25.0	0.8	24.1	25.5	0.8	24.6	25.7	0.9	24.7
15	0.7	0.0	0.6	6.8	0.2	6.6	10.1	0.2	9.9	11.4	0.2	11.2	12.1	0.2	11.8	13.1	0.2	12.9	13.7	0.2	13.5	14.9	0.2	14.6	15.8	0.2	15.5	16.7	0.2	16.5	17.1	0.2	16.8	17.3	0.2	17.0	17.5	0.2	17.2	17.7	0.2	17.4
10	1.0	0.0	1.0	3.1	0.0	3.1	5.8	0.0	5.8	7.2	0.0	7.2	7.9	0.0	7.9	8.4	0.0	8.3	8.8	0.0	8.8	10.0	0.0	9.9	10.4	0.0	10.3	11.3	0.0	11.3	11.8	0.0	11.8	12.0	0.0	12.0	12.4	0.0	12.3	12.4	0.0	12.4
05	0.5	0	0.5	2.2	0.0	2.2	6.2	0.0	6.2	6.9	0.0	6.9	7.6	0.0	7.6	7.9	0.0	7.8	8.3	0.0	8.3	9.1	0.0	9.0	9.9	0.0	9.8	10.4	0.0	10.4	10.7	0.0	10.6	10.8	0.0	10.7	11.0	0.0	11.0	11.1	0.0	11.0
76	1.0	0.0	0.9	3.6	0.0	3.5	6.6	0.0	6.5	7.7	0.1	7.6	8.0	0.1	7.9	8.8	0.1	8.7	9.4	0.1	9.3	10.2	0.1	10.1	11.1	0.1	10.9	11.4	0.1	11.2	11.5	0.1	11.4	11.8	0.1	11.6	12.2	0.1	12.0	12.3	0.2	12.0
95	0.2	0	0.2	1.5	0.0	1.5	2.7	0.0	2.7	3.1	0.0	3.1	3.2	0.0	3.2	3.9	0.0	3.9	4.0	0.0	4.0	4.3	0.0	4.3	4.6	0.0	4.6	5.3	0.0	5.3	5.7	0.0	5.7	5.7	0.0	5.7	6.4	0.0	6.3	6.4	0.0	6.4
90	0.3	0	0.3	1.6	0.0	1.6	2.3	0.0	2.3	3.9	0.0	3.9	4.2	0.0	4.2	4.6	0.0	4.6	5.0	0.0	5.0	5.5	0.0	5.5	5.7	0.0	5.7	6.0	0.0	6.0	6.4	0.0	6.4	6.8	0.0	6.7	8.4	0.0	8.4	8.4	0.0	8.4
85	0.2	0	0.2	1.6	0.0	1.5	2.3	0.0	2.2	2.7	0.1	2.6	2.8	0.1	2.7	2.9	0.1	2.8	3.4	0.1	3.3	3.8	0.1	3.7	4.1	0.1	4.0	4.2	0.1	4.0	4.3	0.1	4.1	4.5	0.1	4.4	5.9	0.1	5.8	6.0	0.1	5.9
80	0.3	0.0	0.3	2.3	0.0	2.3	2.9	0.0	2.9	3.2	0.0	3.2	3.5	0.0	3.4	3.7	0.0	3.6	3.9	0.0	3.9	4.3	0.0	4.3	4.5	0.0	4.5	4.6	0.0	4.5	4.6	0.0	4.6	6.7	0.0	6.7	7.2	0.0	7.1	7.2	0.0	7.1
75	0.3	0	0.3	2.0	0.0	2.0	2.6	0.0	2.6	2.9	0.0	2.9	3.5	0.0	3.5	3.6	0.0	3.6	3.8	0.0	3.7	4.0	0.0	4.0	4.1	0.0	4.1	4.2	0.0	4.1	4.3	0.0	4.3	4.9	0.0	4.9	5.3	0.0	5.3	5.3	0.0	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	7,666.88	open	52,908	7,670	4.1	7,670.9	17.2	7665	12.8	15.62	0.240	0.02880
T	10:00	7,684.92 +18.0	current	252,573	7,680	18.1	7,673.1	17.6	7685	11.7	15.45	-0.046	0.03380
T30	10:30	7,669.47 -15.4	current	266,425	7,685	24.5	7,674.2	19.1	7670	12.1	15.53	-0.029	0.03420
E	11:00	7,675.55 +6.1	current	200,912	7,675	22.0	7,672.0	32.1	7675	10.0	15.43	0.014	0.04340
E30	11:30	7,677.79 +2.2	current	177,817	7,680	24.4	7,676.1	35.4	7680	9.4	15.48	-0.094	0.04820
N	12:00	7,671.64 -6.1	current	190,767	7,675	24.2	7,675.3	32.2	7670	10.1	15.54	0.085	0.04800
N30	12:30	7,666.20 -5.4	current	165,596	7,670	24.6	7,668.4	36.8	7665	10.2	15.62	0.085	0.05100
P1	13:00	7,664.17 -2.0	current	227,670	7,660	30.3	7,662.5	35.0	7665	10.1	15.61	-0.058	0.05540
P130	13:30	7,673.72 +9.6	current	197,400	7,670	28.5	7,669.9	37.9	7675	9.7	15.44	-0.074	0.06320
P2	14:00	7,674.34 +0.6	current	148,125	7,675	24.3	7,672.6	47.8	7675	9.5	15.40	-0.048	0.07240
P230	14:30	7,675.01 +0.7	current	156,286	7,675	28.7	7,674.0	52.2	7675	9.4	15.42	-0.045	0.08380
P3	15:00	7,683.29 +8.3	current	203,750	7,680	38.6	7,676.8	40.8	7685	12.3	15.36	-0.141	0.07680
P330	15:30	7,687.17 +3.9	current	261,694	7,690	45.7	7,684.4	47.6	7685	13.8	15.31	0.217	0.09540
C	16:00 Close	7,675.70 -11.5	close	284,681	7,680	66.1	7,684.2	37.6	7675	24.9	15.38	-0.520	0.39820

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.