Volume Rolling · SPXSet

EOD ΔVol Session 2026-08-27 · Exp 2026-08-27 · Spot 7,730.99 · Window 7630–7850 · Last slot C · Generated 2026-08-27 16:45:04 ET · ET · Data: SQLite · spx_intraday_2026-08-27.json

Wall vs flow slot C · Call peak K7730 Δ64,039 vs wall K7740 near -10pt · Put peak K7720 Δ32,933 vs wall K7600 away +120pt · 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

2026-08-27 SPX O 7,710.34 · H 7,741.27 · L 7,689.89 · C 7,730.99 prior C — VIX 14.51 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	7,710.34	7,701.49	7,714.22	7,721.40	7,721.79	7,724.17	7,726.74	7,736.75	7,735.29	7,730.17	7,711.89	7,715.95	7,717.70	7,730.99
VIX	15.09	14.93	14.58	14.49	14.48	14.49	14.45	14.46	14.64	14.62	14.75	14.66	14.58	14.47
ATM	32.15	27.55	22.30	20.10	17.70	16.30	14.65	12.90	11.30	10.60	14.00	10.05	7.78	2.15
IV	17.7	17.3	14.4	13.6	12.6	12.3	11.8	11.1	10.8	11.2	17.1	15.3	15.9	38.3
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	0.0	0.0	0	0.2	0.2	0.0	0.6	0.6	0	0.4	0.4	0	1.0	1.0	0.0	0.5	0.4	0.0	0.1	0.1	0	0.2	0.2	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	0.0	0.0
45	0.0	0.0	0	0.3	0.3	0	0.0	0.0	0	0.3	0.3	0	0.3	0.3	0	0.0	0.0	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
40	0.1	0.1	0	0.0	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	0.2	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	0	0	0
35	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	0.1	0.1	0	0.0	0.0	0	0.1	0.1	0	0.3	0.3	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0
30	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	0.1	0.1	0	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0	0.6	0.6	0	0.2	0.2	0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0
25	0.4	0.4	0	0.3	0.3	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	0.1	0.1	0.0	0.1	0.1	0	0.5	0.5	0	0.4	0.4	0	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0
20	1.5	1.5	0	1.3	1.3	0	0.2	0.2	0	0.2	0.1	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0	0.1	0.1	0.0	0.0	0.0	0	0.2	0.2	0	1.2	1.2	0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0
15	0.1	0.1	0	0.7	0.7	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.8	0.8	0	0.0	0.0	0.0	0.0	0.0	0	0.6	0.6	0.0	0.2	0.2	0	0.2	0.2	0.0	1.1	1.0	0.0	0.4	0.4	0	0.0	0.0	0	0.0	0.0	0
10	0.2	0.2	0.0	0.3	0.3	0.0	0.7	0.7	0.0	1.1	1.1	0.0	0.9	0.9	0	0.2	0.2	0	0.3	0.3	0.0	0.4	0.4	0.0	0.3	0.3	0	0.0	0.0	0.0	0.6	0.6	0	1.2	1.2	0.0	0.0	0.0	0	0.0	0.0	0.0
05	0.2	0.2	0.0	0.8	0.8	0.0	0.3	0.3	0.0	0.7	0.7	0	0.2	0.2	0.0	0.4	0.4	0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0	0.0	0.0	0	0.4	0.4	0	0.9	0.9	0.0	0.0	0.0	0	0.0	0.0	0.0
78	0.4	0.4	0.0	1.0	1.0	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.4	0.3	0.0	0.7	0.7	0.0	0.1	0.1	0.0	0.6	0.5	0.0	0.4	0.3	0.0	0.1	0.0	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0
95	0.3	0.3	0.0	0.6	0.6	0.0	0.4	0.3	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.6	0.6	0.0	0.1	0.0	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
90	0.8	0.8	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.3	0.2	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.4	0.3	0.0	0.6	0.6	0.0	0.1	0.1	0.0	0.0	0.0	0
85	0.6	0.6	0.0	1.2	1.2	0.0	0.4	0.4	0.0	1.4	1.4	0.0	1.4	1.4	0.0	0.2	0.2	0	0.5	0.5	0.0	0.7	0.6	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.5	0.5	0	0.3	0.3	0	1.4	1.4	0	0.0	0.0	0.0
80	0.4	0.4	0.0	1.6	1.6	0.0	0.7	0.7	0.0	0.6	0.6	0.0	0.9	0.8	0.0	0.7	0.7	0.0	1.1	1.1	0.0	1.4	1.4	0.0	1.1	1.1	0.0	0.5	0.5	0.0	1.1	1.1	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.0	0.0	0.0
75	0.6	0.6	0.0	2.0	1.9	0.0	1.7	1.7	0.0	1.2	1.2	0.0	1.0	0.9	0.0	0.7	0.7	0.0	0.5	0.5	0.0	1.1	1.1	0.0	1.5	1.4	0.0	1.2	1.1	0.0	0.9	0.9	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.1	0.1	0.0
70	1.7	1.7	0	3.0	2.9	0.0	1.2	1.2	0.0	1.1	1.1	0.0	1.7	1.7	0.0	0.9	0.9	0.0	0.5	0.5	0.0	2.1	2.1	0.0	2.1	2.0	0.0	1.1	1.1	0.0	1.3	1.3	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.3	0.3	0.0
65	0.6	0.6	0	2.6	2.6	0.0	1.4	1.4	0.0	1.7	1.6	0.0	1.1	1.0	0.0	1.5	1.5	0.0	0.6	0.6	0.0	2.5	2.5	0.0	3.5	3.3	0.1	1.6	1.5	0.0	1.7	1.6	0.0	1.2	1.2	0.0	0.6	0.6	0.0	0.1	0.1	0.0
60	2.1	2.1	0.0	4.2	4.2	0.0	2.3	2.3	0.0	3.9	3.8	0.1	4.0	3.9	0.1	2.7	2.7	0.0	1.4	1.3	0.0	5.3	5.2	0.1	8.3	8.1	0.2	4.6	4.4	0.1	3.0	2.9	0.0	0.9	0.8	0.0	0.8	0.8	0.0	0.5	0.5	0.0
55	2.4	2.4	0.0	10.0	9.9	0.1	5.5	5.5	0.0	3.9	3.9	0.0	4.0	3.9	0.0	4.0	3.9	0.0	2.3	2.3	0.0	7.6	7.3	0.2	8.2	7.7	0.4	7.0	6.8	0.2	3.6	3.5	0.1	1.5	1.5	0.0	1.3	1.3	0.0	0.9	0.9	0.0
50	3.7	3.7	0.0	15.6	15.4	0.2	7.2	7.1	0.1	6.7	6.3	0.3	9.2	8.6	0.6	8.5	8.1	0.4	4.8	4.4	0.3	16.3	15.4	0.9	19.0	17.7	1.3	12.3	11.4	0.8	9.6	9.1	0.5	4.3	4.1	0.1	2.8	2.5	0.2	1.7	1.3	0.3
45	1.3	1.3	0.0	10.2	10.0	0.2	5.8	5.6	0.1	8.1	7.8	0.2	8.2	7.8	0.4	8.2	7.8	0.3	4.5	4.2	0.2	15.5	14.4	1.0	19.3	16.0	3.3	16.3	14.5	1.8	9.4	8.9	0.4	3.3	3.1	0.2	2.7	2.6	0.1	4.5	4.2	0.2
40	1.5	1.5	0.0	10.2	10.0	0.2	7.1	6.9	0.2	12.4	12.1	0.3	11.5	10.6	0.9	13.5	12.9	0.5	8.1	7.6	0.4	22.3	18.4	3.8	29.4	17.2	12.1	25.4	18.5	6.9	19.4	17.2	2.1	6.3	5.8	0.5	6.9	6.4	0.4	11.8	10.9	0.9
35	2.3	2.2	0.0	10.4	10.1	0.2	14.6	14.4	0.2	10.5	10.0	0.5	11.3	10.2	1.1	13.2	12.4	0.8	8.9	8.1	0.8	28.2	19.2	9.0	25.5	11.0	14.5	29.0	13.3	15.6	25.1	20.2	4.8	10.1	9.0	1.0	10.5	9.8	0.6	35.0	32.2	2.7
30	2.3	2.2	0.1	12.4	12.1	0.3	16.6	16.2	0.4	11.9	11.0	0.9	16.8	13.4	3.3	20.2	17.7	2.4	12.2	9.5	2.6	25.8	15.5	10.2	18.6	5.5	13.0	26.3	6.6	19.6	37.8	26.4	11.3	19.5	17.7	1.7	20.5	19.2	1.2	77.4	64.0	13.4
25	1.9	1.8	0.0	11.5	11.0	0.5	8.7	8.1	0.5	10.9	9.1	1.7	20.3	11.7	8.6	20.3	12.9	7.3	15.4	8.7	6.7	16.5	7.1	9.4	11.4	2.4	8.9	17.4	3.0	14.3	37.2	19.3	17.8	24.4	20.7	3.7	29.9	27.0	2.9	77.3	46.7	30.5
20	2.0	1.8	0.1	12.2	11.0	1.2	9.7	8.3	1.3	15.7	10.5	5.1	16.3	7.3	8.9	24.5	12.1	12.4	12.3	4.2	8.1	14.2	3.8	10.3	7.6	1.0	6.6	10.6	1.4	9.2	41.9	13.3	28.5	30.3	22.9	7.4	37.8	26.7	11.1	54.4	21.5	32.9
15	1.5	1.3	0.1	12.3	9.5	2.8	12.0	8.7	3.3	19.7	12.3	7.3	10.8	4.0	6.8	19.3	6.5	12.7	6.5	1.6	4.9	9.7	2.2	7.4	3.9	0.6	3.3	6.1	0.6	5.5	29.9	4.9	24.9	33.3	16.3	16.9	30.4	11.5	18.9	27.7	6.0	21.6
10	2.1	1.6	0.5	18.5	13.4	5.1	15.8	10.1	5.7	19.0	8.9	10.0	8.4	2.6	5.7	15.4	3.3	12.1	6.8	0.9	5.9	8.5	1.1	7.3	3.5	0.4	3.1	4.0	0.2	3.7	27.1	2.8	24.3	28.1	7.1	21.0	24.3	4.2	20.0	15.6	1.8	13.8
05	2.6	2.0	0.5	14.8	9.7	5.0	13.9	7.2	6.6	9.7	2.7	7.0	6.2	1.1	5.1	11.2	1.4	9.7	3.9	0.4	3.4	4.1	0.4	3.6	1.9	0.1	1.7	2.6	0.1	2.4	16.7	1.0	15.7	15.7	1.7	14.0	13.6	1.0	12.5	6.1	0.6	5.5
77	3.5	2.0	1.5	21.4	10.5	10.8	14.4	5.5	8.9	11.8	2.2	9.5	10.9	1.5	9.4	17.3	2.3	14.9	7.4	1.1	6.3	6.2	0.6	5.6	6.1	0.3	5.7	5.7	0.4	5.2	24.3	2.2	22.1	23.2	1.9	21.2	13.1	1.2	11.8	5.9	0.9	5.0
95	1.9	0.7	1.2	12.1	3.9	8.2	6.6	1.4	5.1	7.0	0.7	6.2	4.9	0.5	4.4	6.9	0.4	6.4	2.4	0.2	2.2	2.7	0.1	2.5	1.5	0.0	1.4	1.5	0.0	1.4	8.7	0.4	8.3	9.5	0.4	9.0	4.5	0.4	4.1	2.2	0.2	1.9
90	1.8	0.5	1.2	12.1	2.6	9.4	6.9	1.0	5.8	8.2	0.8	7.4	4.2	0.4	3.8	8.7	0.4	8.3	2.3	0.1	2.1	2.7	0.1	2.6	1.5	0.2	1.3	1.5	0.0	1.5	7.3	0.2	7.0	9.1	0.3	8.7	4.6	0.2	4.4	0.9	0.1	0.7
85	1.3	0.2	1.0	8.5	1.0	7.4	6.8	0.7	6.0	5.2	0.3	4.9	3.7	0.3	3.4	5.6	0.4	5.1	1.7	0.1	1.6	1.9	0.1	1.7	1.1	0.1	1.0	0.7	0.0	0.6	3.3	0.1	3.1	2.9	0.0	2.8	2.0	0.0	1.9	0.5	0.0	0.4
80	1.5	0.1	1.4	8.7	0.8	7.8	7.4	0.7	6.6	5.9	0.5	5.4	3.4	0.3	3.1	5.7	0.2	5.4	1.8	0.1	1.7	2.0	0.1	1.9	0.7	0.0	0.7	0.7	0.0	0.7	3.5	0.1	3.4	2.6	0.2	2.4	1.2	0.1	1.0	0.7	0.0	0.6
75	2.6	0.5	2.1	8.8	0.9	7.8	9.7	0.7	9.0	7.1	0.3	6.8	3.4	0.1	3.3	4.5	0.1	4.3	1.4	0.0	1.4	1.9	0.0	1.9	0.7	0.0	0.6	0.9	0.0	0.9	3.0	0.0	3.0	1.6	0.0	1.6	1.2	0.0	1.2	0.3	0.0	0.2
70	1.7	0.0	1.6	8.8	0.6	8.1	6.0	0.3	5.7	5.5	0.1	5.3	2.0	0.1	1.8	4.4	0.0	4.3	1.7	0.0	1.6	1.9	0.0	1.8	1.0	0.0	0.9	0.7	0.0	0.7	2.7	0.0	2.7	0.9	0.0	0.8	0.7	0.0	0.6	0.3	0.0	0.3
65	0	0	0	9.0	0.2	8.7	5.0	0.2	4.8	3.9	0.1	3.7	1.9	0.0	1.8	2.2	0.0	2.1	0.9	0.0	0.9	1.7	0.0	1.7	0.8	0.0	0.8	0.4	0.0	0.4	1.1	0.0	1.1	1.6	0.0	1.6	0.6	0.0	0.6	0.1	0.0	0.1
60	0	0	0	10.8	0.1	10.6	4.1	0.2	3.9	4.3	0.2	4.0	1.5	0.1	1.4	2.8	0.1	2.7	0.5	0.0	0.4	2.0	0.0	1.9	0.4	0.0	0.4	0.7	0	0.7	1.2	0.0	1.2	0.7	0.0	0.7	0.5	0.0	0.5	0.1	0.0	0.1
55	0	0	0	7.5	0.1	7.4	3.2	0.0	3.2	2.0	0.0	2.0	1.1	0.0	1.0	2.3	0.0	2.2	0.3	0.0	0.3	1.6	0.0	1.6	0.4	0.0	0.4	0.3	0.0	0.3	1.4	0.0	1.4	0.6	0.0	0.6	0.5	0.0	0.5	0.1	0.0	0.1
50	0	0	0	11.3	0.1	11.1	5.4	0.1	5.3	2.7	0.0	2.6	1.5	0.0	1.5	1.9	0.0	1.9	0.9	0.0	0.8	0.9	0.0	0.8	0.5	0.0	0.5	0.9	0.0	0.9	1.4	0.0	1.4	0.9	0.0	0.9	0.4	0.0	0.3	0.0	0.0	0.0
45	0	0	0	8.6	0.0	8.5	3.4	0.0	3.3	1.5	0.0	1.5	0.7	0.0	0.7	0.7	0.0	0.7	1.1	0.0	1.1	0.2	0.0	0.2	0.5	0.0	0.5	0.3	0.0	0.3	0.8	0.0	0.8	0.4	0.0	0.4	0.2	0.0	0.2	0.0	0.0	0.0
40	0	0	0	10.8	0.0	10.8	3.6	0.0	3.6	1.9	0.0	1.9	0.8	0.0	0.8	0.9	0.0	0.9	0.7	0.0	0.7	0.4	0.0	0.4	0.3	0.0	0.3	0.2	0	0.2	1.0	0.0	1.0	1.2	0.0	1.2	0.2	0.0	0.2	0.0	0	0.0
35	0	0	0	7.9	0.0	7.8	1.9	0.0	1.9	3.4	0.0	3.4	0.7	0.0	0.7	0.9	0.0	0.9	0.8	0	0.8	0.6	0	0.6	0.3	0.0	0.3	0.3	0	0.3	0.9	0.0	0.9	0.1	0.0	0.1	0.1	0	0.1	0.0	0	0.0
30	0	0	0	6.0	0.1	5.8	2.2	0.0	2.1	3.6	0.0	3.6	1.4	0.0	1.4	1.1	0.0	1.1	0.3	0.0	0.3	2.3	0	2.3	0.4	0	0.4	0.2	0	0.2	1.3	0.0	1.3	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	0.0	0.0	0	0.2	0.2	0.0	0.9	0.9	0.0	1.4	1.4	0.0	2.4	2.4	0.0	2.9	2.9	0.0	3.0	3.0	0.0	3.3	3.3	0.0	3.7	3.7	0.0	3.8	3.8	0.0	3.8	3.8	0.0	3.8	3.8	0.0	3.8	3.8	0.0	3.8	3.8	0.0
45	0.0	0.0	0	0.3	0.3	0	0.4	0.4	0	0.7	0.7	0	1.1	1.1	0	1.1	1.1	0	1.1	1.1	0.0	1.4	1.4	0.0	1.7	1.7	0.0	1.7	1.7	0.0	1.8	1.8	0.0	1.8	1.8	0.0	1.8	1.8	0.0	1.8	1.8	0.0
40	0.1	0.1	0	0.1	0.1	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.9	0.9	0.0	1.0	0.9	0.0	1.0	0.9	0.0	1.0	0.9	0.0	1.0	0.9	0.0
35	0.0	0.0	0	0.1	0.1	0	0.1	0.1	0	0.2	0.2	0	0.2	0.2	0	0.3	0.3	0	0.3	0.3	0	0.5	0.5	0	0.6	0.6	0	0.7	0.7	0	1.1	1.1	0	1.2	1.2	0	1.2	1.2	0	1.2	1.2	0
30	0.0	0.0	0	0.1	0.1	0	0.1	0.1	0	0.2	0.2	0	0.2	0.2	0.0	0.4	0.3	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.5	0.5	0.0	1.2	1.2	0.0	1.4	1.4	0.0	1.4	1.4	0.0	1.5	1.4	0.0	1.5	1.4	0.0
25	0.4	0.4	0	0.8	0.8	0.0	0.9	0.9	0.0	0.9	0.9	0.0	1.1	1.1	0.0	1.2	1.1	0.0	1.2	1.2	0.0	1.3	1.3	0.0	1.5	1.5	0.0	2.0	2.0	0.0	2.4	2.4	0.0	2.5	2.5	0.0	2.5	2.5	0.0	2.5	2.5	0.0
20	1.5	1.5	0	2.8	2.8	0	3.1	3.1	0	3.3	3.3	0.0	3.5	3.5	0.0	3.7	3.7	0.0	3.7	3.7	0.0	3.9	3.9	0.0	4.0	3.9	0.0	4.2	4.1	0.0	5.4	5.3	0.0	5.4	5.4	0.0	5.4	5.4	0.0	5.4	5.4	0.0
15	0.1	0.1	0	0.8	0.8	0.0	1.1	1.1	0.0	1.2	1.2	0.0	2.1	2.1	0.0	2.1	2.1	0.0	2.2	2.2	0.0	2.8	2.8	0.0	3.1	3.0	0.0	3.3	3.3	0.0	4.4	4.3	0.0	4.9	4.8	0.0	4.9	4.8	0.0	4.9	4.9	0.0
10	0.2	0.2	0.0	0.6	0.5	0.0	1.3	1.3	0.0	2.4	2.4	0.0	3.4	3.4	0.0	3.7	3.7	0.0	4.1	4.0	0.0	4.5	4.5	0.0	4.9	4.8	0.0	4.9	4.9	0.0	5.6	5.6	0.0	6.9	6.9	0.0	6.9	6.9	0.0	6.9	6.9	0.0
05	0.2	0.2	0.0	1.0	1.0	0.0	1.4	1.4	0.0	2.1	2.1	0.0	2.4	2.4	0.0	2.9	2.9	0.0	3.2	3.2	0.0	3.6	3.5	0.0	3.9	3.9	0.0	4.0	4.0	0.0	4.4	4.4	0.0	5.4	5.4	0.0	5.4	5.4	0.0	5.4	5.4	0.0
78	0.4	0.4	0.0	1.4	1.4	0.0	1.8	1.8	0.0	2.3	2.2	0.0	2.7	2.6	0.0	3.4	3.3	0.1	3.6	3.4	0.1	4.2	4.0	0.1	4.6	4.4	0.2	4.8	4.5	0.2	5.3	5.0	0.2	6.1	5.8	0.2	6.1	5.8	0.3	6.1	5.8	0.3
95	0.3	0.3	0.0	0.9	0.9	0.0	1.3	1.3	0.0	1.6	1.5	0.0	1.8	1.8	0.0	2.5	2.4	0.0	2.6	2.5	0.1	3.1	2.9	0.1	3.3	3.2	0.1	3.6	3.5	0.1	4.4	4.2	0.1	4.5	4.3	0.1	4.5	4.3	0.1	4.5	4.4	0.1
90	0.8	0.8	0.0	1.4	1.4	0.0	1.8	1.8	0.0	2.3	2.3	0.0	2.6	2.6	0.0	3.0	2.9	0.0	3.2	3.1	0.0	3.8	3.7	0.0	4.4	4.4	0.0	4.9	4.8	0.0	5.3	5.2	0.1	6.0	5.8	0.1	6.1	6.0	0.1	6.1	6.0	0.1
85	0.6	0.6	0.0	1.8	1.8	0.0	2.3	2.3	0.0	3.7	3.7	0.0	5.2	5.1	0.0	5.5	5.4	0.0	6.0	6.0	0.0	6.7	6.7	0.0	7.4	7.3	0.1	8.0	7.9	0.1	8.6	8.4	0.1	9.0	8.8	0.1	10.4	10.3	0.1	10.5	10.3	0.1
80	0.4	0.4	0.0	2.1	2.1	0.0	2.9	2.9	0.0	3.6	3.6	0.0	4.5	4.5	0.0	5.2	5.2	0.0	6.4	6.3	0.0	7.8	7.7	0.0	9.0	8.9	0.1	9.6	9.4	0.1	10.7	10.6	0.1	11.2	11.0	0.1	11.8	11.6	0.1	11.8	11.6	0.2
75	0.6	0.6	0.0	2.6	2.6	0.0	4.4	4.4	0.0	5.6	5.6	0.0	6.6	6.5	0.0	7.3	7.2	0.1	7.9	7.8	0.1	9.1	8.9	0.1	10.6	10.3	0.2	11.8	11.5	0.2	12.7	12.5	0.2	13.1	12.8	0.2	13.3	13.0	0.2	13.5	13.2	0.3
70	1.7	1.7	0	4.7	4.7	0.0	6.0	6.0	0.0	7.2	7.1	0.0	8.9	8.9	0.0	9.9	9.8	0.0	10.4	10.3	0.0	12.6	12.4	0.1	14.7	14.5	0.2	15.9	15.7	0.2	17.3	17.0	0.2	17.9	17.6	0.2	18.3	18.0	0.2	18.6	18.3	0.3
65	0.6	0.6	0	3.3	3.2	0.0	4.7	4.6	0.0	6.4	6.3	0.0	7.5	7.4	0.1	9.0	8.9	0.1	9.7	9.5	0.2	12.3	12.0	0.3	15.9	15.4	0.5	17.6	17.0	0.5	19.3	18.7	0.6	20.6	19.9	0.6	21.2	20.5	0.7	21.4	20.7	0.7
60	2.1	2.1	0.0	6.4	6.3	0.0	8.7	8.6	0.0	12.7	12.5	0.2	16.7	16.4	0.3	19.5	19.1	0.3	20.9	20.4	0.4	26.3	25.7	0.6	34.7	33.8	0.9	39.3	38.2	1.0	42.3	41.2	1.1	43.3	42.1	1.2	44.1	42.9	1.2	44.7	43.4	1.2
55	2.4	2.4	0.0	12.5	12.4	0.1	18.1	17.9	0.1	22.1	21.9	0.1	26.2	25.9	0.2	30.2	29.9	0.3	32.6	32.2	0.3	40.2	39.6	0.6	48.5	47.3	1.1	55.5	54.2	1.3	59.1	57.7	1.4	60.7	59.2	1.4	62.1	60.6	1.4	63.0	61.5	1.5
50	3.7	3.7	0.0	19.4	19.1	0.2	26.6	26.2	0.3	33.3	32.6	0.7	42.6	41.2	1.4	51.2	49.3	1.8	56.0	53.8	2.2	72.3	69.2	3.1	91.4	86.9	4.4	103.8	98.4	5.3	113.5	107.6	5.9	117.8	111.8	6.0	120.6	114.3	6.2	122.3	115.7	6.6
45	1.3	1.3	0.0	11.5	11.3	0.2	17.4	16.9	0.4	25.5	24.8	0.7	33.8	32.6	1.1	42.0	40.5	1.5	46.5	44.8	1.7	62.1	59.3	2.8	81.5	75.3	6.1	97.9	89.9	7.9	107.3	98.9	8.4	110.7	102.0	8.6	113.4	104.6	8.7	117.9	108.9	9.0
40	1.5	1.5	0.0	11.8	11.6	0.2	19.0	18.5	0.4	31.4	30.6	0.8	43.0	41.2	1.7	56.5	54.2	2.3	64.6	61.8	2.8	87.0	80.3	6.7	116.4	97.5	18.9	141.9	116.0	25.8	161.3	133.3	27.9	167.7	139.2	28.5	174.6	145.6	28.9	186.4	156.6	29.8
35	2.3	2.2	0.0	12.7	12.4	0.3	27.3	26.8	0.5	37.9	36.8	1.0	49.3	47.0	2.2	62.5	59.5	3.0	71.5	67.6	3.8	99.7	86.8	12.8	125.3	97.9	27.4	154.3	111.3	43.0	179.4	131.5	47.9	189.6	140.6	49.0	200.1	150.4	49.6	235.1	182.7	52.4
30	2.3	2.2	0.1	14.8	14.3	0.5	31.5	30.6	0.9	43.5	41.6	1.9	60.4	55.1	5.3	80.6	72.9	7.7	92.9	82.4	10.4	118.7	97.9	20.7	137.3	103.5	33.7	163.7	110.2	53.4	201.5	136.7	64.8	221.0	154.4	66.5	241.6	173.7	67.8	319.0	237.7	81.3
25	1.9	1.8	0.0	13.4	12.8	0.6	22.2	21.0	1.2	33.2	30.2	2.9	53.5	41.9	11.6	73.8	54.8	18.9	89.3	63.6	25.6	105.8	70.7	35.0	117.2	73.1	44.0	134.6	76.2	58.4	171.9	95.6	76.2	196.4	116.3	80.0	226.3	143.4	82.9	303.7	190.2	113.4
20	2.0	1.8	0.1	14.2	12.9	1.3	23.9	21.3	2.6	39.6	31.8	7.8	56.0	39.2	16.8	80.6	51.3	29.2	93.0	55.6	37.3	107.2	59.4	47.7	114.8	60.4	54.3	125.5	61.9	63.6	167.4	75.2	92.1	197.8	98.2	99.5	235.7	125.0	110.7	290.1	146.5	143.6
15	1.5	1.3	0.1	13.8	10.9	2.9	25.9	19.6	6.2	45.6	32.0	13.6	56.5	36.0	20.4	75.8	42.5	33.2	82.3	44.2	38.1	92.1	46.4	45.6	96.0	47.1	48.9	102.2	47.7	54.4	132.1	52.7	79.4	165.4	69.0	96.3	195.8	80.5	115.3	223.6	86.6	136.9
10	2.1	1.6	0.5	20.7	15.0	5.6	36.6	25.2	11.3	55.6	34.1	21.4	64.0	36.8	27.2	79.4	40.1	39.3	86.3	41.0	45.3	94.8	42.2	52.6	98.4	42.6	55.7	102.4	42.9	59.5	129.6	45.7	83.8	157.7	52.9	104.8	182.0	57.1	124.9	197.7	58.9	138.7
05	2.6	2.0	0.5	17.4	11.8	5.6	31.4	19.1	12.2	41.1	21.9	19.2	47.4	23.0	24.3	58.6	24.5	34.1	62.6	25.0	37.6	66.7	25.4	41.2	68.6	25.6	43.0	71.2	25.8	45.4	88.0	26.8	61.2	103.8	28.6	75.2	117.4	29.6	87.8	123.6	30.2	93.3
77	3.5	2.0	1.5	24.9	12.5	12.4	39.4	18.1	21.3	51.2	20.4	30.8	62.2	21.9	40.2	79.5	24.3	55.2	87.0	25.4	61.5	93.2	26.0	67.2	99.3	26.3	72.9	105.1	26.8	78.2	129.4	29.0	100.4	152.7	31.0	121.6	165.8	32.2	133.5	171.8	33.2	138.5
95	1.9	0.7	1.2	14.0	4.6	9.4	20.7	6.1	14.5	27.7	6.9	20.8	32.6	7.4	25.2	39.6	7.8	31.7	42.0	8.0	33.9	44.7	8.2	36.5	46.2	8.2	37.9	47.8	8.3	39.4	56.5	8.7	47.7	66.1	9.2	56.8	70.7	9.6	61.0	72.9	9.8	63.0
90	1.8	0.5	1.2	13.9	3.2	10.7	20.9	4.2	16.6	29.1	5.1	24.0	33.4	5.5	27.9	42.2	5.9	36.2	44.5	6.1	38.4	47.3	6.2	41.0	48.8	6.4	42.3	50.4	6.5	43.9	57.7	6.7	50.9	66.9	7.1	59.7	71.6	7.3	64.2	72.5	7.5	65.0
85	1.3	0.2	1.0	9.8	1.2	8.5	16.6	2.0	14.6	21.9	2.3	19.5	25.7	2.7	22.9	31.3	3.1	28.1	33.0	3.3	29.7	35.0	3.4	31.5	36.1	3.5	32.5	36.8	3.6	33.2	40.2	3.7	36.4	43.1	3.8	39.3	45.1	3.8	41.2	45.6	3.9	41.7
80	1.5	0.1	1.4	10.3	1.0	9.3	17.7	1.8	15.9	23.7	2.3	21.4	27.2	2.7	24.5	33.0	3.0	30.0	34.9	3.1	31.7	36.9	3.2	33.6	37.7	3.3	34.3	38.4	3.3	35.1	42.0	3.5	38.5	44.7	3.7	40.9	45.9	3.8	42.0	46.7	3.9	42.7
75	2.6	0.5	2.1	11.4	1.4	9.9	21.2	2.1	19.0	28.3	2.5	25.8	31.8	2.6	29.2	36.4	2.8	33.6	37.8	2.8	35.0	39.8	2.9	36.9	40.6	2.9	37.6	41.5	2.9	38.5	44.6	2.9	41.6	46.2	3.0	43.2	47.4	3.0	44.4	47.7	3.0	44.7
70	1.7	0.0	1.6	10.5	0.7	9.8	16.6	1.0	15.5	22.2	1.2	20.9	24.2	1.3	22.8	28.6	1.4	27.2	30.4	1.5	28.9	32.3	1.5	30.7	33.3	1.6	31.7	34.1	1.6	32.5	36.9	1.6	35.3	37.8	1.6	36.2	38.6	1.7	36.8	38.9	1.7	37.2
65	0	0	0	11.0	0.3	10.6	16.1	0.5	15.5	20.0	0.6	19.3	21.9	0.7	21.2	24.2	0.7	23.4	25.2	0.8	24.4	26.9	0.8	26.1	27.8	0.8	26.9	28.2	0.8	27.4	29.3	0.8	28.5	31.0	0.8	30.2	31.6	0.8	30.8	31.8	0.8	31.0
60	0	0	0	12.9	0.2	12.6	17.0	0.4	16.6	21.3	0.6	20.7	22.9	0.7	22.1	25.7	0.8	24.8	26.3	0.9	25.3	28.3	0.9	27.3	28.8	0.9	27.8	29.5	0.9	28.5	30.8	0.9	29.8	31.5	1.0	30.5	32.0	1.0	31.0	32.2	1.0	31.2
55	0	0	0	9.6	0.1	9.4	12.9	0.2	12.6	15.0	0.3	14.7	16.1	0.3	15.8	18.4	0.3	18.0	18.8	0.3	18.4	20.4	0.3	20.0	20.8	0.3	20.4	21.2	0.3	20.8	22.6	0.4	22.2	23.3	0.4	22.9	23.8	0.4	23.4	24.0	0.4	23.6
50	0	0	0	14.1	0.2	13.9	19.6	0.3	19.2	22.3	0.4	21.9	23.8	0.4	23.4	25.8	0.4	25.3	26.7	0.4	26.2	27.6	0.4	27.1	28.1	0.5	27.6	29.0	0.5	28.5	30.5	0.5	30.0	31.5	0.5	30.9	31.9	0.5	31.3	31.9	0.5	31.3
45	0	0	0	11.6	0.0	11.5	15.1	0.1	14.9	16.6	0.1	16.4	17.4	0.1	17.2	18.2	0.2	18.0	19.3	0.2	19.1	19.6	0.2	19.4	20.2	0.2	20.0	20.5	0.2	20.3	21.4	0.2	21.1	21.8	0.2	21.6	22.1	0.2	21.8	22.1	0.2	21.9
40	0	0	0	12.9	0.0	12.8	16.5	0.1	16.4	18.5	0.1	18.4	19.4	0.1	19.3	20.4	0.1	20.3	21.2	0.1	21.0	21.6	0.1	21.5	22.0	0.1	21.8	22.2	0.1	22.1	23.3	0.1	23.2	24.6	0.1	24.4	24.8	0.1	24.7	24.9	0.1	24.7
35	0	0	0	10.1	0.0	10.0	12.0	0.0	11.9	15.5	0.1	15.4	16.3	0.1	16.1	17.2	0.1	17.1	18.0	0.1	17.9	18.7	0.1	18.6	19.1	0.1	18.9	19.4	0.1	19.3	20.3	0.1	20.2	20.5	0.1	20.3	20.7	0.1	20.5	20.7	0.1	20.5
30	0	0	0	8.3	0.2	8.1	10.6	0.2	10.3	14.3	0.2	14.0	15.8	0.2	15.5	16.9	0.3	16.6	17.2	0.3	16.9	19.6	0.3	19.3	20.0	0.3	19.7	20.3	0.3	20.0	21.7	0.3	21.4	21.8	0.3	21.5	22.1	0.3	21.8	22.1	0.3	21.8

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

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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	7,710.34	open	49,548	7,750	3.7	7,729.9	12.8	7710	17.7	15.09	-0.345	0.01960
T	10:00	7,701.49 -8.9	current	313,393	7,700	21.4	7,703.3	15.4	7700	17.3	14.93	-0.025	0.02290
T30	10:30	7,714.22 +12.7	current	216,771	7,730	16.6	7,708.3	17.4	7715	14.4	14.58	-0.022	0.02860
E	11:00	7,721.40 +7.2	current	218,622	7,715	19.7	7,711.9	21.2	7720	13.6	14.49	0.032	0.03160
E30	11:30	7,721.79 +0.4	current	182,043	7,725	20.3	7,722.1	26.1	7720	12.6	14.48	0.095	0.03600
N	12:00	7,724.17 +2.4	current	235,908	7,720	24.5	7,716.0	27.6	7725	12.3	14.49	-0.013	0.03900
N30	12:30	7,726.74 +2.6	current	117,707	7,725	15.4	7,720.7	34.1	7725	11.8	14.45	0.078	0.04360
P1	13:00	7,736.75 +10.0	current	216,675	7,735	28.2	7,728.7	35.3	7735	11.1	14.46	0.092	0.04980
P130	13:30	7,735.29 -1.5	current	186,594	7,740	29.4	7,735.8	39.5	7735	10.8	14.64	0.047	0.05640
P2	14:00	7,730.17 -5.1	current	185,991	7,735	29.0	7,732.7	39.1	7730	11.2	14.62	0.012	0.06060
P230	14:30	7,711.89 -18.3	current	335,946	7,720	41.9	7,720.5	22.0	7710	17.1	14.75	0.094	0.04580
P3	15:00	7,715.95 +4.1	current	242,176	7,715	33.3	7,716.1	37.9	7715	15.3	14.66	0.013	0.06300
P330	15:30	7,717.70 +1.8	current	216,431	7,720	37.8	7,717.9	45.4	7720	15.9	14.58	-0.223	0.08280
C	16:00 Close	7,730.99 +13.3	close	325,924	7,730	77.4	7,724.6	58.2	7730	38.3	14.47	0.422	0.27950

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.