Volume Rolling · SPXSet

EOD ΔVol Session 2026-08-31 · Exp 2026-08-31 · Spot 7,686.14 · Window 7605–7785 · Last slot C · Generated 2026-08-31 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-08-31.json

Wall vs flow slot C · Call peak K7690 Δ43,929 vs wall K7950 away -260pt · Put peak K7680 Δ36,139 vs wall K7400 away +280pt · 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

2026-08-31 SPX O 7,697.52 · H 7,697.52 · L 7,665.06 · C 7,686.14 prior C — VIX 14.92 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	7,697.52	7,678.70	7,666.72	7,679.09	7,677.87	7,672.16	7,676.38	7,676.47	7,672.09	7,682.54	7,681.10	7,674.58	7,682.82	7,686.14
VIX	15.33	15.28	15.41	15.14	15.15	15.25	15.18	15.15	15.20	15.09	15.03	15.06	15.00	14.86
ATM	29.50	22.60	21.50	19.00	17.60	16.40	14.80	14.00	12.40	12.10	10.60	10.10	8.90	4.75
IV	15.3	14.1	14.0	13.0	12.6	12.4	12.1	12.3	11.8	13.0	13.1	15.4	18.8	56.4
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
85	0.2	0.2	0.0	0.8	0.8	0.0	0.8	0.8	0.0	1.0	1.0	0.0	1.1	1.1	0	0.1	0.1	0	0.1	0.1	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	0.0	0	0.0	0.0	0.0	0.0	0.0	0.0
80	0.4	0.4	0.0	1.0	0.9	0.0	0.4	0.4	0.0	0.9	0.9	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0	0.1	0.1	0.0	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
75	0.3	0.3	0.0	1.0	0.9	0.0	0.3	0.2	0.0	0.6	0.6	0.0	0.1	0.1	0.0	0.5	0.4	0.1	0.1	0.1	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.6	0.6	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
70	0.5	0.5	0.0	1.0	1.0	0.0	0.8	0.8	0.0	0.2	0.2	0.0	1.2	1.2	0.0	0.3	0.2	0.0	0.2	0.2	0.0	0.1	0.1	0.0	1.0	1.0	0.0	0.6	0.6	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
65	0.4	0.4	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.1	0.1	0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0	0.5	0.5	0.0	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
60	0.8	0.8	0.0	1.8	1.8	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.9	0.9	0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0
55	0.6	0.6	0.0	0.9	0.9	0.0	1.2	1.2	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.1	0.1	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0
50	1.3	1.3	0.0	2.4	2.3	0.0	1.2	1.2	0.0	1.0	1.0	0.0	1.4	1.2	0.1	0.4	0.4	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.8	0.8	0.0	0.2	0.2	0.0	1.2	1.2	0.0	0.2	0.1	0.0	0.2	0.1	0.0
45	1.1	1.1	0.0	2.0	1.9	0.0	1.6	1.5	0.0	0.6	0.5	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.1	0.1	0.0
40	1.8	1.8	0.0	3.0	3.0	0.0	1.9	1.8	0.0	0.9	0.8	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.2	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.0	0.0	0.0
35	1.6	1.6	0.0	3.7	3.6	0.0	2.3	2.3	0.0	1.6	1.6	0.0	0.4	0.4	0.0	0.8	0.7	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.6	0.5	0.0	1.0	0.9	0.0	0.4	0.4	0.0	0.4	0.3	0.0	0.3	0.3	0.0	0.1	0.1	0.0
30	1.7	1.6	0.0	12.9	12.6	0.2	3.1	3.0	0.1	1.7	1.6	0.0	0.9	0.7	0.1	0.9	0.9	0.0	1.0	1.0	0.0	0.3	0.2	0.0	0.4	0.4	0.0	1.8	1.8	0.0	0.7	0.7	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.6	0.1	0.4
25	1.7	1.6	0.0	13.8	13.5	0.2	5.0	4.8	0.1	3.6	3.6	0.0	1.1	1.1	0.0	1.0	1.0	0.0	1.1	1.1	0.0	1.3	1.3	0.0	0.5	0.5	0.0	1.4	1.4	0.0	0.9	0.8	0.0	0.8	0.8	0.0	0.7	0.7	0.0	0.4	0.3	0.0
20	2.0	1.8	0.1	6.2	5.6	0.5	6.5	6.1	0.3	3.7	3.5	0.1	2.1	2.0	0.1	2.2	1.7	0.5	2.3	2.0	0.2	1.2	1.0	0.2	1.5	1.4	0.0	2.7	2.4	0.2	1.3	1.2	0.0	2.2	2.1	0.0	0.9	0.7	0.2	1.7	1.6	0.1
15	2.0	1.7	0.2	7.0	6.4	0.5	7.8	7.6	0.1	3.4	3.2	0.1	1.9	1.9	0.0	1.6	1.5	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.4	1.3	0.0	3.4	3.4	0.0	1.4	1.3	0.1	2.1	2.1	0.0	1.3	1.3	0.0	2.5	2.4	0.1
10	1.6	1.4	0.2	9.1	8.3	0.8	9.2	8.5	0.7	6.5	6.0	0.4	6.0	5.8	0.2	3.6	3.4	0.1	1.8	1.8	0.0	1.4	1.3	0.1	1.7	1.6	0.0	4.8	4.7	0.1	3.2	3.1	0.1	2.3	2.2	0.1	1.7	1.7	0.0	7.6	7.2	0.3
05	1.3	0.9	0.4	7.0	6.4	0.6	14.7	14.3	0.4	5.9	5.7	0.2	4.2	3.9	0.2	3.7	3.6	0.1	2.5	2.4	0.1	2.8	2.7	0.0	2.1	1.9	0.1	7.6	7.1	0.4	3.7	3.4	0.3	4.2	3.6	0.6	8.5	8.1	0.4	12.3	11.6	0.6
77	2.9	1.9	1.0	15.2	12.3	2.8	23.9	22.4	1.4	15.4	14.3	1.0	13.0	11.9	1.0	9.7	8.9	0.7	7.1	6.5	0.5	7.1	6.4	0.6	5.6	5.2	0.4	15.0	14.0	1.0	9.8	8.7	1.1	8.7	7.9	0.8	17.2	14.9	2.2	35.3	32.1	3.2
95	2.1	1.2	0.8	6.8	5.6	1.2	9.3	8.3	0.9	7.9	7.4	0.5	6.8	6.3	0.5	6.6	6.1	0.4	5.2	4.8	0.3	5.9	5.5	0.3	4.3	4.0	0.3	11.7	11.1	0.6	8.8	7.8	1.0	7.8	7.0	0.7	8.8	7.9	0.8	46.5	41.5	5.0
90	3.2	1.6	1.5	9.8	7.4	2.4	11.2	9.2	1.9	11.2	9.2	2.0	8.6	7.5	1.1	8.3	7.2	1.1	8.2	7.5	0.6	8.5	7.8	0.7	7.6	7.0	0.6	19.0	17.1	1.9	14.9	12.2	2.6	14.5	13.3	1.2	18.8	16.8	2.0	64.1	43.9	20.2
85	2.1	0.7	1.3	12.5	8.7	3.8	9.9	7.3	2.6	14.1	11.6	2.4	10.1	8.3	1.8	9.7	8.3	1.3	10.6	9.4	1.2	10.1	8.5	1.5	9.3	7.8	1.4	21.1	16.3	4.8	20.3	13.0	7.2	19.2	15.7	3.4	26.0	21.1	4.9	62.2	27.0	35.1
80	1.9	0.3	1.6	18.1	7.8	10.2	17.4	10.4	6.9	18.6	13.2	5.4	16.5	10.6	5.8	14.9	9.6	5.3	12.9	9.8	3.1	12.3	8.1	4.1	14.8	9.9	4.9	29.8	18.8	11.0	24.6	9.2	15.3	31.9	20.4	11.5	31.0	20.8	10.2	47.6	11.5	36.1
75	1.3	0.1	1.1	15.8	7.5	8.2	18.3	8.3	9.9	17.0	9.7	7.2	16.7	7.5	9.1	16.9	8.3	8.5	17.3	10.6	6.6	15.5	8.4	7.1	15.5	7.2	8.2	21.9	10.9	10.9	14.6	2.6	11.9	33.5	16.5	16.9	31.6	13.0	18.6	25.1	3.9	21.2
70	1.7	0.1	1.6	11.1	1.7	9.3	18.0	6.1	11.9	18.7	8.1	10.5	12.4	3.6	8.8	13.3	3.4	9.9	18.2	7.0	11.2	12.6	3.8	8.7	12.4	3.1	9.2	23.7	7.4	16.2	10.8	1.6	9.2	34.7	10.3	24.4	22.7	4.1	18.5	18.9	2.4	16.4
65	1.3	0.0	1.2	6.9	0.9	5.9	11.8	2.8	8.9	12.3	3.5	8.7	7.6	1.4	6.2	7.8	1.2	6.5	12.8	2.5	10.2	7.9	1.4	6.4	7.1	1.2	5.9	11.0	2.0	9.0	7.1	0.9	6.2	24.2	2.7	21.5	12.4	1.3	11.1	5.9	0.9	5.0
60	1.7	0.0	1.7	9.4	2.2	7.2	11.6	1.9	9.7	12.1	2.7	9.4	7.5	1.3	6.2	8.0	0.7	7.2	10.0	1.5	8.4	7.4	1.0	6.3	6.3	1.0	5.3	10.9	1.5	9.3	4.8	0.5	4.3	19.8	1.1	18.6	9.0	0.9	8.0	4.2	0.5	3.7
55	1.9	0.0	1.8	6.1	0.4	5.6	7.9	0.8	7.1	7.2	0.9	6.2	5.1	0.4	4.6	4.4	0.3	4.1	7.4	0.5	6.8	4.1	0.2	3.8	3.8	0.2	3.6	7.5	0.3	7.2	3.1	0.0	3.0	12.8	0.6	12.2	4.3	0.3	4.0	1.7	0.1	1.5
50	2.1	0.0	2.1	10.2	0.4	9.7	13.7	0.9	12.8	10.7	0.8	9.9	6.9	0.3	6.6	5.9	0.3	5.5	9.5	0.8	8.6	5.2	0.6	4.6	5.1	0.3	4.8	6.8	0.4	6.4	2.3	0.1	2.1	9.5	0.6	8.8	4.0	0.2	3.7	1.9	0.1	1.7
45	1.7	0.0	1.7	6.5	0.2	6.2	6.7	0.5	6.2	6.3	0.2	6.0	3.4	0.1	3.2	2.8	0.2	2.6	4.1	0.2	3.8	2.5	0.2	2.3	2.3	0.0	2.3	3.3	0.1	3.2	1.4	0.0	1.4	4.5	0.1	4.4	1.8	0.0	1.8	1.4	0.0	1.3
40	1.6	0.0	1.6	9.7	0.1	9.5	7.7	0.2	7.5	6.5	0.3	6.1	3.1	0.2	2.9	2.5	0.1	2.4	4.3	0.2	4.0	2.1	0.0	2.0	2.0	0.0	2.0	3.9	0.0	3.8	1.5	0.0	1.5	2.7	0.0	2.7	1.1	0.0	1.1	1.1	0.0	1.0
35	1.4	0.0	1.4	6.0	0.2	5.8	4.6	0.3	4.2	5.6	0.3	5.2	2.0	0.1	1.8	2.3	0.1	2.1	2.3	0.2	2.0	1.5	0.0	1.4	2.1	0.0	2.1	2.2	0.1	2.0	1.0	0.0	0.9	1.9	0.1	1.8	0.8	0.0	0.8	0.7	0.0	0.7
30	3.1	0.0	3.1	9.8	0.1	9.6	8.4	0.2	8.2	4.6	0.2	4.3	1.7	0.0	1.6	1.9	0.0	1.8	2.2	0.0	2.1	1.0	0.0	0.9	1.3	0.0	1.3	2.0	0.0	2.0	0.9	0.0	0.9	1.3	0.0	1.3	0.4	0.0	0.4	0.6	0.1	0.4
25	3.3	0.0	3.3	8.9	0.1	8.7	6.0	0.0	5.9	3.9	0.0	3.9	1.3	0.0	1.3	1.2	0.0	1.2	1.2	0.0	1.2	2.0	0.0	1.9	1.3	0.0	1.2	1.1	0.0	1.1	0.3	0.0	0.3	1.6	0.0	1.6	1.1	0.0	1.1	0.3	0.0	0.3
20	1.9	0.0	1.9	5.1	0.0	5.0	3.4	0.0	3.4	2.0	0.0	1.9	1.0	0.0	1.0	1.0	0.0	0.9	1.2	0.0	1.2	0.7	0.0	0.7	0.9	0.0	0.8	0.9	0.0	0.9	0.8	0.0	0.8	0.8	0.0	0.7	0.4	0.1	0.3	0.0	0.0	0.0
15	0.8	0.0	0.8	3.1	0.0	3.1	2.6	0.0	2.6	2.2	0.0	2.1	1.0	0.0	1.0	0.5	0.0	0.5	1.2	0.0	1.2	0.3	0.0	0.3	1.0	0.0	1.0	0.8	0.0	0.8	0.3	0	0.3	0.6	0.0	0.6	0.1	0.0	0.1	0.0	0.0	0.0
10	0.8	0.0	0.8	3.3	0.0	3.3	2.0	0.0	2.0	1.2	0.0	1.2	0.5	0.0	0.5	0.6	0.0	0.5	1.1	0.0	1.0	0.5	0.0	0.4	0.5	0.0	0.5	0.7	0.0	0.7	0.5	0.0	0.5	0.7	0.0	0.7	0.2	0.0	0.2	0.0	0.0	0.0
05	0.7	0.0	0.7	1.7	0.1	1.5	1.6	0.0	1.5	0.8	0.0	0.7	0.5	0.0	0.4	0.2	0.0	0.2	0.4	0.0	0.4	0.6	0.0	0.6	0.2	0.0	0.2	0.7	0.0	0.7	0.1	0	0.1	0.3	0.0	0.3	0.1	0	0.1	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
85	0.2	0.2	0.0	1.1	1.1	0.0	2.0	1.9	0.0	3.0	3.0	0.0	4.1	4.1	0.0	4.2	4.2	0.0	4.4	4.4	0.0	4.6	4.6	0.0	4.8	4.8	0.0	5.0	5.0	0.0	5.0	5.0	0.0	5.1	5.1	0.0	5.1	5.1	0.0	5.1	5.1	0.0
80	0.4	0.4	0.0	1.4	1.4	0.0	1.9	1.8	0.0	2.8	2.8	0.0	3.1	3.0	0.0	3.2	3.1	0.0	3.3	3.2	0.0	3.4	3.3	0.0	3.5	3.5	0.0	4.1	4.0	0.0	4.1	4.1	0.0	4.2	4.1	0.0	4.2	4.1	0.0	4.3	4.2	0.1
75	0.3	0.3	0.0	1.3	1.3	0.0	1.6	1.6	0.0	2.3	2.2	0.0	2.4	2.3	0.0	3.0	2.8	0.1	3.2	3.0	0.2	3.3	3.0	0.2	3.5	3.2	0.2	4.2	3.9	0.2	4.2	3.9	0.2	4.4	4.0	0.3	4.4	4.1	0.3	4.4	4.1	0.3
70	0.5	0.5	0.0	1.6	1.5	0.0	2.5	2.4	0.0	2.7	2.7	0.0	4.0	3.9	0.0	4.3	4.2	0.0	4.5	4.4	0.0	4.6	4.6	0.0	5.7	5.6	0.1	6.3	6.2	0.1	6.5	6.4	0.1	6.5	6.4	0.1	6.5	6.4	0.1	6.6	6.4	0.1
65	0.4	0.4	0.0	0.8	0.8	0.0	1.3	1.2	0.0	1.7	1.7	0.0	1.9	1.8	0.0	2.1	2.0	0.0	2.3	2.3	0.0	2.6	2.5	0.0	3.2	3.1	0.0	3.5	3.4	0.0	3.8	3.7	0.0	3.9	3.8	0.0	3.9	3.9	0.0	4.0	3.9	0.0
60	0.8	0.8	0.0	2.7	2.6	0.0	3.3	3.2	0.0	4.1	4.0	0.0	4.2	4.1	0.0	4.4	4.3	0.0	4.8	4.7	0.0	5.3	5.2	0.0	5.5	5.4	0.0	5.7	5.6	0.0	6.6	6.5	0.0	6.8	6.7	0.1	6.9	6.7	0.1	6.9	6.8	0.1
55	0.6	0.6	0.0	1.5	1.5	0.0	2.8	2.7	0.0	3.7	3.6	0.0	4.1	4.0	0.0	4.2	4.2	0.0	4.7	4.6	0.0	4.9	4.8	0.1	5.2	5.1	0.1	5.5	5.3	0.1	5.9	5.7	0.1	6.5	6.3	0.1	6.5	6.4	0.1	6.5	6.4	0.1
50	1.3	1.3	0.0	3.8	3.7	0.0	5.0	4.9	0.1	6.1	5.9	0.1	7.5	7.2	0.3	8.0	7.6	0.3	8.2	7.9	0.3	8.7	8.3	0.3	8.9	8.5	0.4	9.8	9.3	0.4	10.1	9.6	0.4	11.3	10.8	0.4	11.5	11.0	0.4	11.8	11.2	0.5
45	1.1	1.1	0.0	3.2	3.1	0.0	4.8	4.7	0.1	5.4	5.3	0.1	5.7	5.5	0.1	5.9	5.7	0.1	6.3	6.2	0.1	6.6	6.4	0.1	6.9	6.8	0.1	7.4	7.2	0.1	7.7	7.5	0.2	8.2	8.0	0.2	8.8	8.5	0.2	8.9	8.6	0.2
40	1.8	1.8	0.0	4.8	4.8	0.0	6.8	6.6	0.1	7.7	7.5	0.1	8.0	7.8	0.1	8.3	8.1	0.2	8.8	8.6	0.2	9.1	8.8	0.2	9.4	9.1	0.2	9.7	9.4	0.2	10.0	9.7	0.2	10.5	10.2	0.3	10.7	10.4	0.3	10.8	10.5	0.3
35	1.6	1.6	0.0	5.3	5.2	0.0	7.7	7.6	0.1	9.4	9.2	0.1	9.9	9.7	0.1	10.7	10.5	0.2	11.5	11.2	0.2	11.9	11.7	0.2	12.5	12.2	0.2	13.6	13.2	0.3	14.1	13.7	0.4	14.5	14.1	0.4	14.9	14.4	0.4	15.0	14.5	0.4
30	1.7	1.6	0.0	14.6	14.2	0.3	17.7	17.2	0.4	19.4	18.9	0.5	20.4	19.7	0.7	21.3	20.6	0.7	22.4	21.6	0.7	22.7	21.9	0.8	23.2	22.3	0.8	25.1	24.2	0.9	25.8	24.9	0.9	26.5	25.6	0.9	26.8	25.8	0.9	27.4	26.0	1.4
25	1.7	1.6	0.0	15.5	15.1	0.3	20.5	20.0	0.5	24.2	23.6	0.5	25.4	24.7	0.6	26.4	25.8	0.6	27.6	26.9	0.6	29.0	28.3	0.7	29.6	28.8	0.7	31.0	30.3	0.7	31.9	31.2	0.7	32.8	32.0	0.8	33.6	32.7	0.8	34.0	33.0	0.9
20	2.0	1.8	0.1	8.2	7.5	0.6	14.7	13.6	1.0	18.4	17.2	1.2	20.5	19.2	1.3	22.8	21.0	1.8	25.2	23.1	2.1	26.5	24.1	2.3	28.0	25.5	2.4	30.7	28.0	2.6	32.0	29.3	2.7	34.3	31.4	2.8	35.2	32.2	3.0	37.0	33.8	3.2
15	2.0	1.7	0.2	9.1	8.2	0.8	16.9	15.9	0.9	20.3	19.2	1.1	22.3	21.1	1.2	24.0	22.7	1.2	25.0	23.7	1.3	26.1	24.8	1.3	27.5	26.1	1.4	31.0	29.5	1.4	32.5	30.9	1.5	34.7	33.0	1.6	36.0	34.3	1.6	38.6	36.8	1.7
10	1.6	1.4	0.2	10.7	9.7	1.0	19.9	18.2	1.7	26.5	24.3	2.2	32.5	30.1	2.4	36.2	33.5	2.6	38.1	35.3	2.7	39.5	36.7	2.8	41.2	38.3	2.9	46.1	43.0	3.0	49.3	46.1	3.1	51.7	48.4	3.3	53.5	50.1	3.3	61.1	57.3	3.7
05	1.3	0.9	0.4	8.4	7.4	1.0	23.1	21.7	1.4	29.1	27.4	1.6	33.3	31.4	1.9	37.0	35.0	2.0	39.6	37.5	2.1	42.5	40.3	2.1	44.6	42.2	2.3	52.2	49.4	2.7	56.0	52.8	3.1	60.3	56.5	3.7	68.8	64.6	4.2	81.2	76.3	4.8
77	2.9	1.9	1.0	18.2	14.3	3.9	42.1	36.7	5.4	57.6	51.1	6.4	70.6	63.0	7.5	80.3	72.0	8.2	87.5	78.6	8.8	94.6	85.1	9.5	100.3	90.3	9.9	115.3	104.4	10.9	125.2	113.1	12.0	133.9	121.0	12.8	151.2	136.0	15.1	186.5	168.1	18.4
95	2.1	1.2	0.8	8.9	6.8	2.1	18.3	15.1	3.1	26.2	22.6	3.6	33.1	28.9	4.1	39.7	35.1	4.6	45.0	40.0	5.0	50.9	45.5	5.3	55.3	49.5	5.7	67.0	60.6	6.4	75.9	68.5	7.4	83.7	75.5	8.1	92.6	83.5	9.0	139.1	125.0	14.0
90	3.2	1.6	1.5	13.1	9.1	3.9	24.3	18.3	5.9	35.6	27.6	7.9	44.3	35.2	9.0	52.6	42.4	10.2	60.9	50.0	10.8	69.4	57.8	11.6	77.1	64.9	12.2	96.1	82.0	14.1	111.1	94.3	16.8	125.7	107.6	18.0	144.6	124.4	20.1	208.8	168.4	40.3
85	2.1	0.7	1.3	14.7	9.4	5.2	24.6	16.8	7.8	38.7	28.4	10.2	48.9	36.8	12.1	58.6	45.1	13.5	69.3	54.6	14.7	79.4	63.1	16.2	88.7	71.0	17.7	109.9	87.4	22.5	130.2	100.5	29.7	149.5	116.3	33.2	175.6	137.4	38.1	237.8	164.5	73.3
80	1.9	0.3	1.6	20.0	8.1	11.9	37.5	18.6	18.8	56.1	31.9	24.2	72.7	42.5	30.1	87.6	52.1	35.4	100.6	62.0	38.5	112.9	70.2	42.7	127.8	80.1	47.6	157.7	98.9	58.7	182.3	108.2	74.1	214.3	128.6	85.6	245.3	149.4	95.9	293.0	160.9	132.0
75	1.3	0.1	1.1	17.2	7.7	9.4	35.5	16.1	19.3	52.5	25.9	26.6	69.2	33.5	35.7	86.1	41.9	44.2	103.4	52.5	50.9	119.0	60.9	58.1	134.6	68.2	66.3	156.5	79.1	77.3	171.1	81.8	89.3	204.7	98.4	106.2	236.3	111.4	124.9	261.5	115.3	146.1
70	1.7	0.1	1.6	12.8	1.8	10.9	30.9	7.9	22.9	49.6	16.1	33.5	62.1	19.7	42.3	75.4	23.1	52.2	93.7	30.2	63.5	106.3	34.1	72.2	118.7	37.2	81.5	142.5	44.6	97.8	153.3	46.3	107.0	188.1	56.6	131.4	210.8	60.8	150.0	229.7	63.2	166.5
65	1.3	0.0	1.2	8.2	1.0	7.1	20.0	3.8	16.1	32.3	7.4	24.9	40.0	8.8	31.1	47.8	10.0	37.7	60.6	12.6	47.9	68.6	14.1	54.4	75.7	15.3	60.4	86.8	17.4	69.4	94.0	18.4	75.6	118.2	21.1	97.1	130.7	22.4	108.2	136.6	23.4	113.2
60	1.7	0.0	1.7	11.1	2.2	8.9	22.8	4.1	18.6	35.0	6.9	28.0	42.5	8.2	34.2	50.6	9.0	41.5	60.6	10.6	50.0	68.0	11.7	56.3	74.4	12.7	61.7	85.4	14.3	71.0	90.3	14.8	75.4	110.1	15.9	94.1	119.1	16.9	102.2	123.4	17.4	106.0
55	1.9	0.0	1.8	8.0	0.5	7.5	16.0	1.3	14.6	23.3	2.3	20.9	28.4	2.8	25.5	32.8	3.1	29.6	40.3	3.7	36.5	44.5	4.0	40.4	48.3	4.2	44.1	55.9	4.5	51.3	59.0	4.6	54.3	71.9	5.2	66.6	76.3	5.6	70.6	78.0	5.7	72.2
50	2.1	0.0	2.1	12.3	0.4	11.8	26.1	1.4	24.6	36.9	2.3	34.5	43.8	2.6	41.2	49.7	3.0	46.7	59.2	3.9	55.3	64.5	4.6	59.9	69.7	4.9	64.8	76.6	5.3	71.2	78.9	5.4	73.4	88.4	6.0	82.3	92.4	6.3	86.1	94.4	6.5	87.8
45	1.7	0.0	1.7	8.2	0.3	7.9	15.0	0.8	14.2	21.4	1.1	20.2	24.8	1.3	23.4	27.7	1.5	26.1	31.8	1.8	30.0	34.3	2.0	32.3	36.7	2.0	34.6	40.0	2.2	37.8	41.5	2.2	39.3	46.1	2.4	43.7	48.0	2.4	45.5	49.4	2.4	46.9
40	1.6	0.0	1.6	11.3	0.2	11.1	19.1	0.4	18.7	25.7	0.8	24.9	28.9	1.0	27.8	31.4	1.2	30.2	35.8	1.4	34.3	37.9	1.5	36.4	40.0	1.5	38.4	43.9	1.6	42.3	45.5	1.6	43.8	48.3	1.7	46.5	49.4	1.7	47.7	50.6	1.8	48.7
35	1.4	0.0	1.4	7.4	0.2	7.2	12.0	0.5	11.5	17.6	0.9	16.7	19.7	1.0	18.6	22.0	1.2	20.8	24.3	1.5	22.8	25.9	1.5	24.3	28.1	1.6	26.4	30.3	1.8	28.5	31.3	1.8	29.5	33.3	1.9	31.3	34.1	2.0	32.1	34.8	2.0	32.8
30	3.1	0.0	3.1	12.9	0.1	12.8	21.4	0.3	21.0	26.0	0.6	25.4	27.8	0.6	27.1	29.7	0.7	29.0	32.0	0.8	31.2	33.0	0.8	32.1	34.3	0.8	33.5	36.4	0.8	35.6	37.4	0.8	36.5	38.8	0.9	37.8	39.2	0.9	38.3	39.9	1.0	38.8
25	3.3	0.0	3.3	12.2	0.1	12.1	18.3	0.2	18.0	22.2	0.2	21.9	23.6	0.3	23.3	24.9	0.3	24.5	26.2	0.3	25.8	28.2	0.3	27.8	29.5	0.3	29.1	30.6	0.3	30.2	31.0	0.3	30.6	32.6	0.4	32.2	33.8	0.4	33.4	34.1	0.4	33.7
20	1.9	0.0	1.9	7.0	0.0	6.9	10.5	0.1	10.3	12.5	0.2	12.3	13.6	0.2	13.3	14.6	0.2	14.3	15.8	0.2	15.6	16.6	0.3	16.3	17.5	0.3	17.2	18.4	0.3	18.1	19.2	0.3	18.9	20.1	0.3	19.7	20.6	0.4	20.1	20.6	0.4	20.2
15	0.8	0.0	0.8	4.0	0.0	3.9	6.6	0.0	6.6	8.8	0.0	8.7	9.9	0.0	9.8	10.5	0.0	10.4	11.7	0.0	11.6	12.1	0.0	12.0	13.2	0.0	13.1	14.1	0.0	14.0	14.4	0.0	14.3	15.0	0.0	14.9	15.2	0.1	15.1	15.3	0.1	15.2
10	0.8	0.0	0.8	4.2	0.0	4.1	6.2	0.1	6.1	7.5	0.1	7.4	8.0	0.1	7.9	8.6	0.1	8.4	9.8	0.2	9.5	10.3	0.3	10.0	10.9	0.3	10.5	11.6	0.3	11.2	12.2	0.3	11.8	12.9	0.3	12.6	13.2	0.3	12.9	13.3	0.3	12.9
05	0.7	0.0	0.7	2.4	0.1	2.2	4.0	0.2	3.8	4.9	0.2	4.6	5.4	0.2	5.1	5.6	0.2	5.3	6.1	0.2	5.8	6.7	0.2	6.4	7.0	0.2	6.7	7.7	0.2	7.4	7.8	0.2	7.5	8.2	0.3	7.9	8.4	0.3	8.1	8.4	0.3	8.1

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	7,697.52	open	58,473	7,625	3.3	7,683.6	11.0	7700	15.3	15.33	-0.443	0.02120
T	10:00	7,678.70 -18.8	current	251,547	7,680	18.1	7,681.7	18.5	7680	14.1	15.28	-0.025	0.02810
T30	10:30	7,666.72 -12.0	current	255,404	7,700	23.9	7,679.1	16.3	7665	14.0	15.41	0.023	0.02980
E	11:00	7,679.09 +12.4	current	213,413	7,670	18.7	7,677.1	23.3	7680	13.0	15.14	-0.016	0.03340
E30	11:30	7,677.87 -1.2	current	149,105	7,675	16.7	7,680.1	29.1	7680	12.6	15.15	-0.092	0.03620
N	12:00	7,672.16 -5.7	current	136,146	7,675	16.9	7,677.9	28.0	7670	12.4	15.25	0.127	0.03880
N30	12:30	7,676.38 +4.2	current	152,161	7,670	18.2	7,673.2	31.9	7675	12.1	15.18	0.050	0.04280
P1	13:00	7,676.47 +0.1	current	119,964	7,675	15.5	7,676.5	33.8	7675	12.3	15.15	0.043	0.04560
P130	13:30	7,672.09 -4.4	current	116,550	7,675	15.5	7,676.8	30.1	7670	11.8	15.20	0.084	0.05180
P2	14:00	7,682.54 +10.4	current	222,784	7,680	29.8	7,680.2	31.5	7685	13.0	15.09	-0.153	0.05180
P230	14:30	7,681.10 -1.4	current	143,554	7,680	24.6	7,682.1	41.5	7680	13.1	15.03	0.061	0.06010
P3	15:00	7,674.58 -6.5	current	248,512	7,670	34.7	7,674.6	40.3	7675	15.4	15.06	-0.010	0.06300
P330	15:30	7,682.82 +8.2	current	208,619	7,675	31.6	7,680.0	36.5	7685	18.8	15.00	-0.127	0.07160
C	16:00 Close	7,686.14 +3.3	close	344,239	7,690	64.1	7,686.9	50.2	7690	56.4	14.86	0.896	0.06340

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.