EOD ΔVol
Session 2026-08-28 · Exp 2026-08-28 · Spot 7,711.76 · Window 7645–7825 · Last slot C · Generated 2026-08-28 16:45:04 ET · ET
· Data: SQLite · spx_intraday_2026-08-28.json
Volume incomplete
Missing slots:
P3
· past fetch gate +3m ET · no data (server skip or fetch fail)
· empty cells marked below — not filled with zeros
Session 2026-10-09
Preparing
—
Session 09:00 ET · O capture 09:50 · first paint ~09:52
Prior session shown below (not live) · 2026-10-09
Wall vs flow
slot C · Call peak K7715 Δ46,145 vs wall K7840 away
-125pt · Put peak K7710 Δ44,900 vs wall K7400 away
+310pt · near ≤25pt
· Part1 OI walls · not a new wall
Session pathSpot · ΣΔVol (K) · VW K · full 15-slot grid · empty ≠ 0 · CBOE ~15m delay
Session volVIX · ATM IV% · full 15-slot grid · empty ≠ 0 · IV axis ignores C
2026-08-28SPX
O 7,735.17 · H 7,771.48 · L 7,700.91 · C 7,711.76
prior C — VIX
14.43
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
7,735.17
7,741.48
7,727.39
7,768.14
7,767.41
7,728.06
7,714.46
7,717.30
7,708.55
7,713.28
7,708.88
·
7,712.67
7,711.76
VIX
14.47
14.54
14.37
14.22
14.17
14.59
14.77
14.49
14.64
14.52
14.58
·
14.45
14.35
ATM
34.50
33.30
26.90
20.50
17.30
23.40
24.70
20.75
19.30
15.05
13.10
·
7.98
2.30
IV
20.6
20.6
17.5
13.8
12.3
17.8
20.0
18.2
18.3
16.1
16.2
·
16.5
39.8
Wk
·
·
·
·
·
·
·
·
·
·
·
·
·
·
SPX · VIX · 0DTE ATM · IV% · Week ATM by slot · no heat map
SPX · ES / SPY RTH VWAPmapped · live basis · live SPX/SPY ratio · empty ≠ 0 · Yahoo 1m · not CME official
ATM straddledual Y · 0DTE left · Week right · full 15-slot grid · empty ≠ 0
ΔVol
Cells = ΔVolume · unit K
· Absolute K: 0 / <1 / 1–3 / 3–8 / 8–15 / ≥15
· blue bar = column max
· edge trim ΣΔ < dynamic th (scales with slot columns; top/bottom only)
· Strike high→low · CBOE ~15m delay
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
25
0.3
0.3
0.0
1.4
1.4
0.0
0.6
0.5
0.0
1.3
1.2
0.0
1.2
1.2
0.0
0.8
0.8
0
0.1
0.1
0.0
0.5
0.4
0.0
0.1
0.1
0
0.0
0.0
0.0
0.2
0.2
0
·
·
·
0.1
0.1
0.0
0.0
0.0
0.0
20
0.4
0.4
0
3.5
3.5
0.0
1.3
1.3
0.0
1.0
1.0
0.0
1.2
1.2
0.0
1.1
1.1
0.0
0.9
0.9
0
0.9
0.9
0.0
0.5
0.5
0.0
0.1
0.1
0.0
0.2
0.2
0
·
·
·
0.1
0.1
0.0
0.0
0.0
0.0
15
0.2
0.2
0
2.0
2.0
0.0
2.0
2.0
0.0
1.4
1.4
0.0
1.3
1.3
0.0
1.4
1.4
0.0
0.6
0.6
0.0
1.0
1.0
0
0.1
0.1
0.0
0.3
0.3
0
0.3
0.3
0
·
·
·
0.8
0.8
0
0.0
0.0
0
10
0.6
0.6
0.0
4.5
4.5
0.0
2.6
2.6
0.0
2.2
2.2
0.0
3.0
2.8
0.1
2.2
2.1
0.0
1.8
1.8
0.0
0.8
0.8
0.0
0.8
0.8
0
0.8
0.8
0.0
0.2
0.2
0
·
·
·
0.5
0.5
0.0
0.0
0.0
0.0
05
0.4
0.4
0.0
3.4
3.3
0.0
2.6
2.6
0.0
2.5
2.5
0.0
3.3
3.3
0.0
2.3
2.3
0.0
1.5
1.5
0.0
0.4
0.4
0
0.3
0.3
0.0
0.2
0.2
0
0.3
0.3
0
·
·
·
0.6
0.6
0.0
0.0
0.0
0.0
78
1.5
1.5
0.0
7.7
7.6
0.0
6.4
6.3
0.0
8.6
8.5
0.1
12.0
11.4
0.5
9.4
8.5
0.9
2.5
2.5
0.0
0.9
0.9
0.0
1.9
1.8
0.0
0.6
0.6
0.0
0.6
0.6
0
·
·
·
1.1
1.0
0.1
0.0
0.0
0.0
95
1.8
1.8
0.0
9.8
9.7
0.0
3.9
3.9
0.0
5.5
5.3
0.1
8.5
8.1
0.3
5.0
5.0
0.0
3.3
3.2
0.0
0.9
0.9
0.0
0.3
0.3
0
0.4
0.4
0
0.5
0.5
0
·
·
·
0.2
0.2
0.0
0.0
0.0
0.0
90
2.3
2.3
0.0
11.6
11.6
0.0
8.4
8.3
0.1
9.1
8.9
0.1
11.9
11.3
0.6
9.6
9.4
0.2
3.0
2.9
0.0
1.5
1.5
0.0
2.0
2.0
0.0
0.9
0.9
0.0
0.7
0.7
0.0
·
·
·
1.0
1.0
0.0
0.0
0.0
0.0
85
0.9
0.9
0.0
5.7
5.5
0.1
6.3
6.2
0.0
9.2
8.9
0.3
11.6
10.7
0.9
8.6
8.4
0.2
4.4
4.4
0.0
1.5
1.4
0.0
2.0
1.9
0.0
0.2
0.2
0.0
0.4
0.4
0.0
·
·
·
1.4
1.4
0.0
0.0
0.0
0.0
80
1.1
1.1
0.0
5.9
5.6
0.2
9.6
9.4
0.1
14.6
14.1
0.4
14.5
13.0
1.5
13.4
12.9
0.5
5.1
5.1
0.0
2.2
2.1
0.1
1.7
1.7
0.0
0.7
0.6
0.0
0.6
0.6
0.0
·
·
·
2.0
2.0
0.0
0.0
0.0
0.0
75
1.4
1.3
0.0
6.7
6.6
0.1
10.1
9.9
0.2
16.0
15.2
0.7
15.5
13.3
2.2
15.9
14.9
0.9
4.2
4.1
0.0
3.0
3.0
0.0
4.2
4.0
0.2
0.8
0.8
0.0
0.9
0.8
0.0
·
·
·
1.5
1.5
0.0
0.0
0.0
0.0
70
1.4
1.3
0.0
6.5
6.1
0.3
11.3
10.7
0.5
20.7
18.9
1.8
25.1
16.6
8.5
21.0
17.7
3.3
7.0
6.7
0.2
2.3
2.2
0.0
3.1
3.0
0.1
0.9
0.9
0.0
1.2
1.1
0.1
·
·
·
2.5
2.4
0.1
0.4
0.4
0.0
65
0.7
0.6
0.0
3.7
3.4
0.3
8.4
7.9
0.4
17.2
13.6
3.5
25.7
13.0
12.7
21.9
15.4
6.4
6.8
6.4
0.3
2.7
2.5
0.2
3.3
3.2
0.1
0.7
0.7
0.0
1.0
0.9
0.0
·
·
·
2.0
1.9
0.1
0.1
0.1
0.0
60
0.7
0.7
0.0
4.8
4.4
0.4
10.5
10.0
0.5
21.3
16.6
4.7
22.7
10.0
12.6
24.7
15.5
9.1
10.7
10.0
0.6
3.8
3.6
0.2
4.9
4.7
0.1
2.1
2.0
0.1
2.0
1.8
0.1
·
·
·
2.3
1.8
0.4
0.4
0.3
0.1
55
0.7
0.5
0.2
12.8
12.0
0.8
11.1
10.3
0.7
18.9
13.2
5.6
14.0
4.1
9.8
27.0
17.4
9.6
9.0
8.2
0.7
4.9
4.7
0.1
3.3
3.1
0.2
1.5
1.4
0.0
1.6
1.5
0.0
·
·
·
2.5
2.3
0.1
0.6
0.6
0.0
50
1.2
0.8
0.3
17.9
15.9
2.0
16.5
14.4
2.1
26.6
16.5
10.0
17.1
4.2
12.8
36.7
22.1
14.6
20.4
17.9
2.5
12.7
11.5
1.1
9.5
9.0
0.4
9.4
7.0
2.3
3.6
2.9
0.6
·
·
·
6.4
5.6
0.7
2.8
1.9
0.9
45
1.2
0.9
0.3
8.8
6.1
2.7
13.1
10.8
2.2
16.3
9.0
7.3
10.1
2.0
8.1
22.4
7.9
14.5
11.4
9.7
1.6
8.8
7.9
0.9
6.4
6.0
0.4
3.0
2.6
0.3
2.8
2.5
0.3
·
·
·
4.7
4.4
0.2
1.4
1.3
0.1
40
1.5
1.0
0.5
14.5
8.3
6.2
18.5
12.4
6.1
21.0
9.5
11.4
11.9
2.1
9.8
26.6
7.4
19.2
14.1
11.0
3.1
12.6
11.2
1.3
10.0
9.0
1.0
7.3
7.0
0.3
5.8
5.2
0.5
·
·
·
6.8
6.2
0.6
3.0
2.4
0.5
35
1.9
0.9
0.9
9.5
3.7
5.7
16.3
8.9
7.4
13.8
6.0
7.7
7.2
0.7
6.4
17.8
4.3
13.4
15.2
9.7
5.5
9.4
7.6
1.7
9.1
8.1
1.0
7.2
6.8
0.3
6.7
6.3
0.3
·
·
·
10.6
10.2
0.3
4.3
3.9
0.3
30
1.2
0.4
0.7
6.8
2.2
4.6
20.6
8.8
11.7
16.1
5.4
10.6
7.8
1.2
6.5
18.9
3.5
15.3
21.4
12.4
8.9
15.0
12.3
2.6
13.5
11.3
2.1
11.1
10.1
1.0
9.5
8.7
0.7
·
·
·
14.1
12.9
1.2
11.9
11.0
0.9
25
0.8
0.2
0.5
3.9
0.8
3.0
16.0
5.9
10.1
12.0
2.7
9.3
6.1
0.6
5.5
17.5
2.1
15.3
20.4
7.5
12.9
13.4
9.5
3.8
12.6
10.0
2.5
9.8
8.1
1.6
11.0
9.6
1.4
·
·
·
21.4
19.2
2.1
17.7
15.7
1.9
20
0.7
0.1
0.5
5.5
0.8
4.7
16.4
3.9
12.4
13.3
1.7
11.5
5.8
0.4
5.4
17.1
1.1
16.0
21.4
6.2
15.2
20.3
10.5
9.7
14.9
10.9
3.9
16.1
13.0
3.1
14.1
10.8
3.2
·
·
·
36.4
31.2
5.2
42.9
37.5
5.4
15
0.5
0.0
0.4
3.1
0.3
2.7
9.3
1.6
7.7
9.0
0.6
8.4
3.8
0.0
3.7
13.4
0.4
13.0
16.9
3.5
13.4
16.3
4.7
11.5
11.6
7.7
3.8
16.4
11.3
5.0
18.3
10.0
8.2
·
·
·
40.9
32.5
8.4
61.4
46.1
15.3
10
0.4
0.0
0.3
3.6
0.3
3.3
9.8
0.8
9.0
7.7
0.4
7.2
3.4
0.1
3.3
8.9
0.3
8.5
14.5
1.8
12.6
12.0
2.9
9.1
19.8
10.5
9.3
21.2
10.9
10.2
21.0
8.2
12.8
·
·
·
56.4
31.7
24.7
67.3
22.4
44.9
05
0.4
0.0
0.4
2.9
0.1
2.7
7.7
0.7
6.9
5.1
0.3
4.7
2.9
0.3
2.6
7.8
0.2
7.5
9.9
0.8
9.1
7.1
0.7
6.3
18.7
6.8
11.8
14.6
4.3
10.3
12.3
3.5
8.8
·
·
·
47.1
18.7
28.3
39.8
5.7
34.1
77
1.0
0.0
0.9
5.5
0.7
4.8
14.5
1.1
13.4
10.0
0.7
9.2
4.3
0.1
4.1
16.5
0.8
15.6
21.5
1.7
19.8
16.8
1.3
15.4
24.1
3.4
20.7
18.8
2.6
16.1
17.9
1.9
15.9
·
·
·
52.8
10.9
41.8
28.2
3.2
24.9
95
0.8
0.0
0.7
3.0
0.1
2.8
6.4
0.3
6.1
4.8
0.1
4.7
1.7
0.0
1.6
7.1
0.1
7.0
10.2
0.3
9.8
6.6
0.6
5.9
10.4
1.0
9.4
8.2
1.0
7.2
8.3
0.6
7.6
·
·
·
24.5
2.1
22.4
9.1
0.7
8.4
90
0.6
0.0
0.6
3.0
0.0
2.9
7.9
0.2
7.6
5.8
0.2
5.5
1.9
0.0
1.8
6.7
0.2
6.5
11.3
0.4
10.8
9.6
0.3
9.3
11.0
0.8
10.2
9.9
0.5
9.3
7.7
0.3
7.4
·
·
·
22.1
2.2
19.9
6.0
0.3
5.7
85
1.0
0.0
1.0
2.2
0.1
2.1
6.5
0.2
6.3
3.7
0.1
3.6
1.8
0.0
1.8
5.2
0.0
5.2
9.4
0.3
9.1
5.5
0.2
5.3
11.2
0.4
10.7
8.7
0.2
8.4
4.2
0.2
3.9
·
·
·
16.6
0.7
15.9
4.2
0.2
3.9
80
1.0
0.0
1.0
3.5
0.1
3.3
7.8
0.2
7.5
5.5
0.2
5.3
1.3
0.0
1.3
4.3
0.0
4.2
8.7
0.3
8.3
7.9
0.2
7.6
9.7
0.3
9.3
8.3
0.2
8.1
4.4
0.3
4.0
·
·
·
12.2
0.6
11.6
1.7
0.1
1.5
75
1.1
0.0
1.1
2.9
0.0
2.9
11.6
0.2
11.3
4.7
0.1
4.5
1.4
0.0
1.4
4.7
0.0
4.7
9.5
0.1
9.4
6.0
0.1
5.8
7.0
0.2
6.7
5.5
0.1
5.3
2.7
0.1
2.6
·
·
·
11.4
0.2
11.2
1.9
0.0
1.9
70
0.8
0.0
0.8
2.8
0.0
2.7
6.0
0.1
5.8
3.7
0.0
3.6
1.1
0.0
1.0
2.9
0.0
2.9
6.8
0.1
6.6
3.9
0.1
3.7
6.3
0.2
6.1
4.5
0.1
4.4
2.4
0.0
2.4
·
·
·
3.8
0.1
3.7
0.8
0.0
0.7
65
0.6
0.0
0.6
3.7
0.0
3.7
11.1
0.1
11.0
2.2
0.1
2.1
0.9
0.0
0.9
3.5
0.0
3.5
6.2
0.1
6.1
7.2
0.1
7.0
4.4
0.3
4.1
2.8
0.0
2.7
1.0
0.0
1.0
·
·
·
2.7
0.0
2.6
0.1
0.0
0.1
60
0.9
0.0
0.9
4.1
0.0
4.1
13.0
0.1
12.8
2.8
0.0
2.8
1.4
0.0
1.4
2.8
0.0
2.8
5.1
0.0
5.0
3.5
0.2
3.3
4.6
0.1
4.4
3.0
0.0
3.0
0.7
0.0
0.7
·
·
·
2.6
0.0
2.5
0.2
0.0
0.2
55
0.6
0.0
0.5
1.6
0.0
1.6
3.8
0.1
3.7
1.7
0.0
1.6
0.7
0.0
0.7
1.8
0.0
1.8
3.9
0.0
3.8
1.8
0.0
1.8
2.5
0.0
2.4
2.0
0.0
1.9
0.7
0.0
0.7
·
·
·
2.1
0.0
2.1
0.1
0.0
0.1
50
1.2
0.0
1.2
4.1
0.0
4.1
4.9
0.0
4.8
3.2
0.0
3.1
1.5
0.0
1.5
2.8
0.0
2.7
3.9
0.0
3.8
2.3
0.1
2.1
4.8
0.1
4.7
2.4
0.0
2.4
1.4
0.0
1.4
·
·
·
2.0
0.1
1.9
0.1
0.0
0.0
45
0.6
0
0.6
1.7
0.0
1.6
2.9
0.0
2.8
2.2
0.0
2.1
0.5
0.0
0.5
1.2
0.0
1.2
2.5
0.0
2.4
1.8
0.0
1.8
2.5
0.0
2.4
1.3
0.0
1.2
0.5
0.0
0.4
·
·
·
0.5
0.0
0.5
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).
Vol stock
Cells = cum volume · unit K · strike high→low
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
25
0.3
0.3
0.0
1.7
1.7
0.0
2.3
2.3
0.0
3.6
3.6
0.0
4.9
4.8
0.0
5.8
5.7
0.0
6.0
5.9
0.0
6.5
6.4
0.1
6.6
6.5
0.1
6.7
6.6
0.1
6.9
6.8
0.1
·
·
·
7.1
6.9
0.1
7.1
6.9
0.1
20
0.4
0.4
0
3.9
3.9
0.0
5.3
5.3
0.0
6.4
6.3
0.0
7.6
7.6
0.0
8.8
8.7
0.1
9.7
9.6
0.1
10.6
10.5
0.1
11.2
11.0
0.1
11.3
11.2
0.1
11.6
11.5
0.1
·
·
·
11.7
11.6
0.1
11.7
11.6
0.1
15
0.2
0.2
0
2.3
2.3
0.0
4.3
4.3
0.0
5.8
5.8
0.0
7.2
7.1
0.0
8.7
8.6
0.0
9.3
9.2
0.0
10.3
10.2
0.0
10.5
10.4
0.0
10.9
10.8
0.0
11.2
11.1
0.0
·
·
·
12.0
11.9
0.0
12.0
12.0
0.0
10
0.6
0.6
0.0
5.1
5.1
0.0
7.8
7.8
0.0
10.1
10.0
0.0
13.1
12.9
0.1
15.3
15.1
0.1
17.2
17.0
0.1
18.0
17.8
0.2
18.9
18.7
0.2
19.7
19.5
0.2
20.0
19.7
0.2
·
·
·
20.5
20.2
0.2
20.5
20.2
0.2
05
0.4
0.4
0.0
3.8
3.8
0.0
6.5
6.5
0.0
9.1
9.0
0.0
12.5
12.4
0.0
14.8
14.8
0.0
16.4
16.3
0.0
16.8
16.8
0.0
17.2
17.1
0.0
17.5
17.4
0.0
17.8
17.8
0.0
·
·
·
18.5
18.4
0.1
18.5
18.4
0.1
78
1.5
1.5
0.0
9.3
9.2
0.0
15.7
15.5
0.1
24.3
24.1
0.2
36.3
35.5
0.7
45.8
44.0
1.7
48.4
46.6
1.8
49.3
47.5
1.8
51.2
49.3
1.8
51.9
50.0
1.9
52.6
50.6
1.9
·
·
·
53.8
51.7
2.0
53.9
51.8
2.1
95
1.8
1.8
0.0
11.6
11.6
0.0
15.6
15.5
0.1
21.1
20.9
0.2
29.6
29.0
0.6
34.7
34.0
0.6
38.0
37.3
0.7
38.9
38.2
0.7
39.3
38.6
0.7
39.8
39.1
0.7
40.3
39.6
0.7
·
·
·
40.6
39.9
0.7
40.6
39.9
0.7
90
2.3
2.3
0.0
14.0
13.9
0.0
22.4
22.2
0.2
31.6
31.2
0.4
43.6
42.5
1.0
53.2
52.0
1.2
56.2
54.9
1.2
57.8
56.5
1.2
59.9
58.6
1.3
60.8
59.5
1.3
61.6
60.3
1.3
·
·
·
62.6
61.3
1.3
62.6
61.3
1.3
85
0.9
0.9
0.0
6.7
6.5
0.1
13.0
12.8
0.2
22.3
21.7
0.5
33.9
32.4
1.4
42.6
40.8
1.7
47.1
45.3
1.7
48.6
46.8
1.7
50.6
48.8
1.8
50.8
49.0
1.8
51.2
49.4
1.8
·
·
·
52.7
50.9
1.8
52.7
50.9
1.8
80
1.1
1.1
0.0
7.0
6.8
0.2
16.7
16.2
0.4
31.3
30.3
0.9
45.9
43.3
2.5
59.4
56.3
3.0
64.5
61.4
3.1
66.8
63.5
3.3
68.6
65.2
3.3
69.3
65.9
3.3
69.9
66.5
3.4
·
·
·
72.0
68.6
3.4
72.0
68.6
3.4
75
1.4
1.3
0.0
8.2
7.9
0.2
18.4
17.9
0.4
34.4
33.1
1.2
49.9
46.5
3.4
65.9
61.4
4.4
70.1
65.5
4.5
73.1
68.5
4.5
77.4
72.6
4.7
78.2
73.4
4.8
79.2
74.3
4.8
·
·
·
80.8
75.9
4.9
80.8
75.9
4.9
70
1.4
1.3
0.0
7.9
7.5
0.4
19.2
18.3
0.9
40.0
37.2
2.8
65.1
53.8
11.3
86.2
71.5
14.6
93.2
78.3
14.9
95.5
80.5
15.0
98.7
83.5
15.1
99.7
84.5
15.2
100.9
85.6
15.3
·
·
·
103.5
88.1
15.4
104.0
88.5
15.4
65
0.7
0.6
0.0
4.4
4.0
0.3
12.8
12.0
0.7
30.0
25.7
4.3
55.8
38.7
17.0
77.7
54.2
23.5
84.5
60.7
23.8
87.3
63.2
24.0
90.6
66.4
24.1
91.4
67.2
24.2
92.4
68.1
24.2
·
·
·
94.5
70.1
24.3
94.6
70.2
24.4
60
0.7
0.7
0.0
5.6
5.1
0.4
16.2
15.1
1.0
37.5
31.8
5.7
60.3
41.8
18.4
85.0
57.4
27.5
95.7
67.4
28.2
99.6
71.0
28.5
104.5
75.8
28.7
106.7
77.8
28.8
108.7
79.7
29.0
·
·
·
111.0
81.5
29.5
111.5
81.8
29.6
55
0.7
0.5
0.2
13.6
12.6
1.0
24.7
23.0
1.7
43.7
36.2
7.4
57.7
40.4
17.2
84.7
57.9
26.8
93.7
66.1
27.6
98.7
70.8
27.8
102.1
74.0
28.0
103.6
75.5
28.0
105.2
77.0
28.1
·
·
·
107.8
79.4
28.3
108.4
80.1
28.3
50
1.2
0.8
0.3
19.1
16.8
2.3
35.7
31.2
4.4
62.3
47.8
14.5
79.5
52.0
27.4
116.2
74.1
42.0
136.7
92.1
44.5
149.4
103.6
45.7
158.9
112.7
46.2
168.4
119.8
48.5
172.1
122.8
49.2
·
·
·
178.5
128.5
50.0
181.4
130.4
50.9
45
1.2
0.9
0.3
10.1
7.0
3.0
23.2
17.9
5.2
39.5
26.9
12.6
49.7
28.9
20.7
72.1
36.9
35.2
83.6
46.6
36.9
92.4
54.6
37.8
98.9
60.6
38.2
101.9
63.3
38.6
104.8
65.8
39.0
·
·
·
109.5
70.3
39.2
111.0
71.6
39.3
40
1.5
1.0
0.5
16.1
9.3
6.8
34.7
21.7
13.0
55.7
31.2
24.5
67.7
33.4
34.3
94.4
40.8
53.5
108.6
51.8
56.7
121.2
63.1
58.1
131.3
72.1
59.1
138.7
79.2
59.4
144.5
84.5
60.0
·
·
·
151.4
90.7
60.6
154.4
93.2
61.2
35
1.9
0.9
0.9
11.4
4.7
6.6
27.8
13.6
14.1
41.6
19.7
21.9
48.8
20.4
28.3
66.6
24.8
41.8
81.9
34.5
47.3
91.4
42.2
49.1
100.5
50.4
50.1
107.8
57.2
50.5
114.5
63.6
50.9
·
·
·
125.1
73.9
51.2
129.5
77.8
51.6
30
1.2
0.4
0.7
8.0
2.6
5.4
28.7
11.5
17.2
44.8
16.9
27.9
52.6
18.2
34.4
71.6
21.7
49.8
93.0
34.2
58.8
108.0
46.5
61.4
121.5
57.9
63.5
132.7
68.0
64.6
142.2
76.8
65.4
·
·
·
156.3
89.7
66.6
168.3
100.7
67.5
25
0.8
0.2
0.5
4.7
1.1
3.6
20.8
7.0
13.7
32.8
9.7
23.0
38.9
10.3
28.6
56.5
12.5
43.9
76.9
20.0
56.9
90.3
29.5
60.8
102.9
39.6
63.3
112.8
47.8
65.0
123.8
57.4
66.4
·
·
·
145.3
76.7
68.5
163.0
92.5
70.5
20
0.7
0.1
0.5
6.3
0.9
5.3
22.7
4.9
17.8
36.1
6.7
29.3
41.9
7.1
34.7
59.1
8.3
50.8
80.6
14.5
66.1
100.9
25.0
75.8
115.9
36.0
79.8
132.1
49.0
83.0
146.2
59.9
86.3
·
·
·
182.6
91.1
91.5
225.6
128.6
97.0
15
0.5
0.0
0.4
3.7
0.4
3.2
13.1
2.0
11.0
22.1
2.6
19.5
26.0
2.7
23.2
39.5
3.1
36.3
56.4
6.7
49.7
72.7
11.4
61.2
84.4
19.2
65.1
100.8
30.6
70.2
119.1
40.7
78.4
·
·
·
160.1
73.2
86.9
221.6
119.3
102.2
10
0.4
0.0
0.3
4.1
0.4
3.7
14.0
1.2
12.8
21.7
1.7
20.0
25.2
1.8
23.3
34.2
2.2
31.9
48.8
4.1
44.6
60.9
7.0
53.8
80.7
17.6
63.1
102.0
28.6
73.4
123.1
36.9
86.2
·
·
·
179.6
68.7
110.9
247.0
91.1
155.8
05
0.4
0.0
0.4
3.4
0.2
3.2
11.2
0.9
10.2
16.3
1.3
15.0
19.2
1.6
17.6
27.0
1.8
25.2
37.0
2.6
34.4
44.1
3.4
40.7
62.8
10.3
52.5
77.5
14.7
62.8
89.9
18.2
71.6
·
·
·
137.0
36.9
100.0
176.9
42.6
134.2
77
1.0
0.0
0.9
6.5
0.7
5.7
21.1
1.9
19.2
31.1
2.6
28.5
35.4
2.8
32.6
52.0
3.6
48.3
73.5
5.4
68.1
90.3
6.7
83.5
114.5
10.1
104.3
133.3
12.8
120.4
151.3
14.8
136.4
·
·
·
204.1
25.8
178.3
232.3
29.0
203.2
95
0.8
0.0
0.7
3.8
0.1
3.6
10.3
0.4
9.8
15.1
0.6
14.5
16.9
0.6
16.2
24.0
0.8
23.2
34.2
1.1
33.0
40.9
1.8
39.0
51.3
2.8
48.4
59.5
3.8
55.6
67.9
4.5
63.3
·
·
·
92.4
6.6
85.7
101.6
7.4
94.1
90
0.6
0.0
0.6
3.7
0.1
3.6
11.7
0.3
11.3
17.5
0.6
16.9
19.4
0.6
18.7
26.2
0.9
25.3
37.5
1.3
36.2
47.2
1.6
45.5
58.2
2.5
55.7
68.2
3.0
65.1
75.9
3.3
72.6
·
·
·
98.1
5.6
92.5
104.2
5.9
98.2
85
1.0
0.0
1.0
3.3
0.1
3.2
9.9
0.3
9.6
13.7
0.4
13.3
15.5
0.4
15.1
20.8
0.5
20.3
30.3
0.8
29.4
35.8
1.1
34.7
47.1
1.5
45.5
55.8
1.8
54.0
60.0
2.0
57.9
·
·
·
76.7
2.8
73.9
80.9
3.0
77.8
80
1.0
0.0
1.0
4.6
0.1
4.4
12.4
0.4
12.0
18.0
0.6
17.3
19.3
0.7
18.6
23.7
0.7
22.9
32.4
1.1
31.3
40.3
1.3
39.0
50.1
1.7
48.3
58.4
1.9
56.5
62.8
2.2
60.5
·
·
·
75.1
2.9
72.2
76.8
3.1
73.7
75
1.1
0.0
1.1
4.1
0.0
4.0
15.7
0.3
15.4
20.5
0.5
19.9
21.9
0.5
21.3
26.7
0.6
26.1
36.3
0.7
35.5
42.3
0.9
41.4
49.4
1.1
48.2
54.9
1.3
53.5
57.7
1.5
56.1
·
·
·
69.1
1.7
67.4
71.1
1.7
69.3
70
0.8
0.0
0.8
3.6
0.0
3.6
9.7
0.2
9.4
13.4
0.3
13.1
14.5
0.3
14.2
17.5
0.4
17.1
24.3
0.5
23.8
28.2
0.7
27.5
34.6
0.9
33.6
39.2
1.1
38.0
41.6
1.1
40.5
·
·
·
45.5
1.3
44.2
46.3
1.3
45.0
65
0.6
0.0
0.6
4.3
0.0
4.3
15.5
0.2
15.3
17.8
0.3
17.5
18.7
0.3
18.4
22.2
0.3
21.9
28.5
0.4
28.0
35.7
0.6
35.1
40.2
0.9
39.2
43.1
1.0
42.0
44.1
1.0
43.0
·
·
·
46.8
1.1
45.7
46.9
1.1
45.8
60
0.9
0.0
0.9
5.1
0.0
5.0
18.1
0.1
17.9
21.0
0.2
20.7
22.4
0.2
22.2
25.3
0.3
25.0
30.5
0.3
30.1
34.1
0.6
33.5
38.7
0.7
37.9
41.7
0.7
40.9
42.5
0.8
41.7
·
·
·
45.1
0.9
44.2
45.4
0.9
44.5
55
0.6
0.0
0.5
2.2
0.0
2.2
6.1
0.1
5.9
7.8
0.2
7.6
8.5
0.2
8.3
10.4
0.2
10.1
14.3
0.3
13.9
16.2
0.3
15.8
18.7
0.4
18.2
20.7
0.5
20.1
21.4
0.5
20.9
·
·
·
23.6
0.5
23.0
23.7
0.6
23.1
50
1.2
0.0
1.2
5.4
0.1
5.3
10.3
0.1
10.2
13.6
0.2
13.3
15.1
0.2
14.8
17.9
0.3
17.6
21.9
0.3
21.5
24.2
0.4
23.7
29.0
0.6
28.4
31.5
0.6
30.8
32.9
0.6
32.2
·
·
·
35.0
0.8
34.1
35.1
0.8
34.2
45
0.6
0
0.6
2.4
0.0
2.3
5.3
0.1
5.2
7.6
0.1
7.4
8.1
0.1
7.9
9.4
0.1
9.2
11.9
0.2
11.6
13.7
0.2
13.5
16.2
0.2
15.9
17.6
0.3
17.2
18.1
0.3
17.7
·
·
·
18.7
0.3
18.3
18.7
0.3
18.3
Volume by strike
Call / Put / Total (K) · X = strike low→high · timeline scrub = slot · width matches Session path
——
Slot Options VolX = full 15-slot grid · empty ≠ 0 · left = Call / Put (K) · right = SPXMode
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
7,735.17
open
36,424
7,790
2.3
7,737.2
13.0
7735
20.6
14.47
0.014
0.01860
T
10:00
7,741.48 +6.3
current
206,595
7,750
17.9
7,745.4
16.0
7740
20.6
14.54
0.001
0.01920
T30
10:30
7,727.39 -14.1
current
337,548
7,730
20.6
7,728.2
15.7
7725
17.5
14.37
0.058
0.02360
E
11:00
7,768.14 +40.8
current
342,198
7,750
26.6
7,743.5
15.8
7770
13.8
14.22
-0.059
0.03100
E30
11:30
7,767.41 -0.7
current
267,878
7,765
25.7
7,757.5
27.5
7765
12.3
14.17
0.064
0.03680
N
12:00
7,728.06 -39.3
current
412,782
7,750
36.7
7,741.9
13.2
7730
17.8
14.59
-0.018
0.02720
N30
12:30
7,714.46 -13.6
current
327,353
7,700
21.5
7,722.6
16.2
7715
20.0
14.77
-0.010
0.02580
P1
13:00
7,717.30 +2.8
current
229,290
7,720
20.3
7,718.6
21.3
7715
18.2
14.49
0.066
0.03060
P130
13:30
7,708.55 -8.8
current
254,921
7,700
24.1
7,713.6
19.7
7710
18.3
14.64
-0.054
0.03320
P2
14:00
7,713.28 +4.7
current
203,672
7,710
21.2
7,711.0
26.5
7715
16.1
14.52
-0.066
0.04260
P230
14:30
7,708.88 -4.4
current
169,240
7,710
21.0
7,714.4
30.6
7710
16.2
14.58
-0.040
0.04860
P330
15:30
7,712.67 +3.8
current
418,570
7,710
56.4
7,709.8
32.0
7715
16.5
14.45
-0.203
0.07960
C
16:00 Close
7,711.76 -0.9
close
308,189
7,710
67.3
7,712.2
55.8
7715
39.8
14.35
-0.486
0.26960
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.