EOD ΔVol
Session 2026-09-01 · Exp 2026-09-01 · Spot 7,631.47 · Window 7495–7735 · Last slot C · Generated 2026-09-01 16:45:03 ET · ET
· Data: SQLite · spx_intraday_2026-09-01.json
Volume incomplete
Missing slots:
T
· 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 K7630 Δ45,500 vs wall K7815 away
-185pt · Put peak K7620 Δ47,983 vs wall K7515 away
+105pt · 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
2026-09-01SPX
O 7,635.47 · H 7,663.63 · L 7,611.20 · C 7,631.47
prior C — VIX
16.34
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
7,635.47
·
7,653.06
7,651.49
7,652.13
7,660.31
7,642.02
7,640.34
7,631.95
7,635.02
7,627.50
7,624.19
7,630.11
7,631.47
VIX
15.94
·
15.44
15.44
15.34
15.25
15.79
15.78
16.09
15.97
16.22
16.38
16.31
16.33
ATM
26.90
·
18.90
17.60
15.30
14.10
17.10
15.15
14.55
12.10
11.70
10.55
7.70
2.30
IV
16.4
·
12.3
12.0
11.0
10.9
13.9
13.5
14.0
13.1
14.4
16.0
16.8
40.2
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
35
0
0
0
·
·
·
0
0
0
0
0
0
0
0
0
0.2
0.2
0
0.2
0.1
0.0
0.3
0.2
0.0
0.3
0.3
0.0
0.0
0.0
0.0
0.1
0.1
0
1.8
1.8
0.0
0.0
0.0
0.0
0.0
0.0
0.0
30
0
0
0
·
·
·
0
0
0
0
0
0
0
0
0
0.3
0.3
0.0
0.2
0.2
0.0
0.3
0.3
0.0
0.3
0.3
0
0.2
0.2
0.0
0.0
0.0
0.0
0.8
0.8
0.0
0.0
0.0
0.0
0.0
0.0
0.0
25
0
0
0
·
·
·
4.7
4.5
0.1
0.7
0.6
0.0
0.4
0.4
0.0
0.6
0.6
0.0
0.6
0.6
0.0
0.2
0.2
0.0
0.1
0.1
0.0
0.1
0.1
0.0
0.1
0.1
0
0.8
0.8
0.0
0.0
0.0
0.0
0.0
0.0
0.0
20
0
0
0
·
·
·
3.4
3.3
0.1
1.3
1.2
0.1
0.3
0.3
0.0
0.7
0.7
0.0
0.3
0.3
0.0
0.6
0.6
0.0
0.1
0.1
0.0
0.2
0.2
0.0
0.1
0.1
0.0
0.5
0.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
15
0
0
0
·
·
·
2.2
2.1
0.1
1.1
1.1
0.0
0.6
0.6
0.0
0.5
0.5
0.0
0.4
0.4
0.0
0.4
0.4
0.0
0.3
0.3
0.0
0.1
0.1
0.0
0.1
0.1
0
0.4
0.4
0.0
0.1
0.1
0.0
0.0
0.0
0.0
10
0
0
0
·
·
·
3.3
3.1
0.1
1.4
1.3
0.0
0.7
0.7
0.0
0.4
0.4
0.0
0.7
0.6
0.0
0.5
0.5
0.0
0.3
0.3
0.0
0.2
0.2
0.0
0.3
0.3
0.0
0.3
0.2
0.0
0.3
0.3
0.0
0.0
0.0
0.0
05
0
0
0
·
·
·
3.8
3.7
0.1
1.8
1.8
0.0
0.6
0.6
0.0
1.1
1.1
0.0
0.9
0.9
0.0
0.6
0.6
0.0
0.4
0.4
0.0
0.2
0.2
0.0
0.4
0.4
0.0
0.3
0.3
0.0
0.1
0.1
0
0.0
0.0
0.0
77
0
0
0
·
·
·
8.2
8.0
0.2
5.6
5.3
0.3
1.9
1.8
0.0
1.6
1.6
0.0
2.8
2.7
0.1
0.9
0.8
0.1
0.7
0.6
0.0
0.4
0.4
0.0
0.6
0.6
0.0
0.4
0.3
0.0
1.4
1.3
0.0
0.1
0.0
0.1
95
0
0
0
·
·
·
8.7
8.5
0.2
4.5
4.3
0.1
1.1
1.0
0.0
1.6
1.6
0.0
1.7
1.7
0.0
0.5
0.5
0.0
1.3
1.2
0.0
0.5
0.5
0.0
0.7
0.7
0.0
0.6
0.5
0.0
0.2
0.2
0.0
0.0
0.0
0.0
90
0
0
0
·
·
·
12.6
12.2
0.4
9.3
8.9
0.3
2.6
2.5
0.0
3.4
3.1
0.2
3.9
3.4
0.4
1.7
1.7
0.0
1.3
1.2
0.0
0.8
0.8
0.0
0.7
0.6
0.0
1.0
0.9
0.1
1.1
1.1
0.0
0.1
0.1
0.0
85
0
0
0
·
·
·
21.5
20.5
0.9
17.2
16.6
0.5
11.2
11.0
0.1
5.0
4.8
0.1
4.5
4.2
0.2
2.4
2.2
0.1
2.7
2.6
0.0
1.4
1.3
0.1
0.7
0.7
0.0
1.6
1.5
0.0
1.0
0.9
0.0
0.2
0.1
0.0
80
0
0
0
·
·
·
28.1
27.3
0.8
22.1
21.2
0.9
13.7
13.4
0.2
9.4
8.7
0.7
8.1
7.3
0.8
3.1
3.0
0.0
2.0
2.0
0.0
1.6
1.6
0.0
1.3
1.3
0.0
2.3
2.3
0.0
1.0
1.0
0.0
0.2
0.1
0.0
75
2.5
2.0
0.5
·
·
·
17.3
16.1
1.2
15.5
13.8
1.7
8.6
8.1
0.5
12.9
11.9
1.0
9.2
8.5
0.6
3.6
3.4
0.1
2.8
2.7
0.1
1.1
1.1
0.0
1.4
1.3
0.1
2.0
1.8
0.1
1.3
1.2
0.0
0.2
0.1
0.0
70
2.4
2.2
0.2
·
·
·
21.8
20.3
1.5
16.6
14.7
1.9
9.6
8.9
0.7
16.3
14.6
1.6
12.3
11.1
1.2
6.3
6.1
0.2
3.8
3.6
0.1
2.3
2.1
0.1
2.1
2.0
0.1
3.0
2.8
0.1
1.5
1.4
0.1
0.3
0.2
0.0
65
1.4
1.2
0.2
·
·
·
21.3
19.8
1.5
15.6
12.6
3.0
10.1
9.0
1.1
18.4
15.0
3.3
18.0
15.1
2.8
9.0
8.6
0.4
5.1
4.9
0.2
2.9
2.8
0.0
3.0
2.9
0.1
3.6
3.3
0.2
2.1
2.0
0.0
0.6
0.4
0.2
60
1.8
1.6
0.2
·
·
·
31.1
27.6
3.5
25.9
16.5
9.4
15.6
12.7
2.9
28.1
18.4
9.6
23.6
15.3
8.3
12.2
11.1
1.0
8.2
7.8
0.3
5.0
4.7
0.3
6.0
5.7
0.3
6.4
6.1
0.3
2.6
2.5
0.1
1.1
0.9
0.1
55
1.8
1.4
0.3
·
·
·
23.6
19.2
4.4
22.7
9.9
12.8
16.9
11.3
5.6
20.7
11.7
9.0
22.2
10.5
11.7
11.2
9.5
1.6
9.0
8.0
0.9
7.4
6.5
0.9
5.5
5.2
0.2
5.2
4.7
0.5
3.5
3.3
0.2
1.5
1.3
0.2
50
2.1
1.4
0.6
·
·
·
36.6
26.0
10.6
24.1
7.9
16.1
29.5
15.9
13.6
21.9
9.1
12.8
31.6
12.9
18.7
18.8
15.0
3.7
13.9
11.5
2.3
13.6
11.9
1.7
11.0
9.6
1.4
11.5
10.4
1.0
9.4
8.5
0.9
4.9
3.9
1.0
45
1.7
0.7
0.9
·
·
·
28.9
17.5
11.3
13.5
3.6
9.8
21.0
7.6
13.4
11.6
3.3
8.3
22.0
5.4
16.6
13.3
9.6
3.7
12.6
9.3
3.3
13.4
11.4
1.9
11.3
9.6
1.6
10.4
9.1
1.2
11.2
10.1
1.1
7.3
6.4
0.9
40
2.7
1.9
0.8
·
·
·
36.5
19.8
16.6
14.2
2.2
11.9
18.4
3.7
14.7
11.1
1.5
9.5
21.1
3.4
17.7
22.7
11.8
10.9
22.0
14.8
7.1
20.4
14.7
5.7
19.7
15.1
4.5
20.6
17.7
2.9
25.1
22.3
2.7
19.1
16.2
2.8
35
3.3
2.0
1.2
·
·
·
32.9
13.1
19.8
9.1
0.9
8.1
11.9
1.5
10.4
7.6
1.2
6.4
15.0
1.3
13.6
22.6
7.0
15.6
21.3
8.8
12.5
22.6
10.9
11.7
22.8
13.7
9.0
27.0
21.2
5.7
32.9
27.0
5.9
36.3
31.2
5.1
30
3.1
1.1
1.9
·
·
·
31.8
9.1
22.7
9.8
0.5
9.2
10.0
0.7
9.3
7.7
0.5
7.1
14.6
0.8
13.8
20.1
3.7
16.3
21.6
6.5
15.1
17.8
5.3
12.4
24.4
6.5
17.8
38.5
26.0
12.4
41.9
27.0
14.8
63.5
45.5
18.0
25
2.0
0.5
1.5
·
·
·
20.0
2.7
17.2
8.1
0.4
7.6
7.9
0.5
7.3
5.3
0.4
4.8
10.9
0.4
10.5
13.9
1.7
12.1
15.4
2.6
12.8
15.9
2.0
13.9
19.0
2.8
16.1
40.6
20.3
20.2
38.4
15.0
23.3
71.0
23.8
47.2
20
1.5
0.2
1.2
·
·
·
19.9
2.0
17.8
8.1
0.3
7.8
8.0
0.4
7.5
3.5
0.3
3.2
9.6
0.3
9.3
14.3
1.0
13.2
13.9
1.5
12.3
13.1
0.8
12.3
13.8
1.6
12.1
48.0
17.6
30.4
28.6
6.1
22.4
53.8
5.9
47.9
15
1.0
0.1
0.8
·
·
·
12.5
0.9
11.5
5.0
0.0
4.9
4.0
0.2
3.7
2.4
0.1
2.3
7.0
0.1
6.8
10.9
0.5
10.4
10.6
0.5
10.1
7.6
0.3
7.2
8.4
0.5
7.9
37.7
8.6
29.0
17.6
2.2
15.4
20.9
1.9
18.9
10
0.8
0.0
0.7
·
·
·
15.7
0.8
14.9
4.1
0.0
4.1
5.7
0.2
5.4
3.1
0.3
2.7
5.4
0.2
5.2
10.6
0.3
10.2
8.1
0.3
7.8
6.6
0.3
6.2
5.3
0.3
4.9
37.3
4.2
33.1
18.2
0.8
17.4
16.4
0.7
15.6
05
1.0
0.0
0.9
·
·
·
12.1
0.5
11.5
4.0
0.0
3.9
2.2
0.0
2.1
1.5
0.0
1.5
3.6
0.1
3.5
6.8
0.3
6.5
5.2
0.1
5.1
2.8
0.1
2.7
3.4
0.1
3.2
23.6
1.3
22.2
7.2
0.5
6.6
5.5
0.2
5.3
76
3.4
0.1
3.3
·
·
·
22.3
0.6
21.7
4.2
0.1
4.1
4.0
0.1
3.9
2.0
0.1
1.8
6.0
0.2
5.7
13.2
0.4
12.7
12.0
0.4
11.5
8.2
0.2
7.9
6.7
0.1
6.5
32.2
1.7
30.4
10.0
0.5
9.5
6.4
0.5
5.8
95
2.0
0.0
2.0
·
·
·
10.6
0.2
10.3
2.4
0.0
2.4
2.6
0.0
2.6
1.3
0.0
1.3
1.9
0.0
1.9
3.8
0.1
3.7
2.6
0.1
2.5
1.4
0.0
1.4
1.5
0.0
1.4
13.0
0.6
12.3
3.6
0.1
3.5
1.9
0.0
1.8
90
2.1
0.0
2.1
·
·
·
10.4
0.2
10.1
2.0
0.0
2.0
1.7
0.0
1.7
0.8
0.0
0.8
1.7
0.0
1.7
3.2
0.0
3.1
3.0
0.0
3.0
1.1
0.0
1.0
0.9
0.0
0.8
11.8
0.3
11.4
3.3
0.0
3.2
1.4
0.0
1.3
85
1.8
0.0
1.8
·
·
·
7.6
0.2
7.3
1.1
0.0
1.1
1.4
0.0
1.4
0.8
0.0
0.8
1.4
0.0
1.4
2.0
0.0
2.0
1.5
0.0
1.5
0.7
0.0
0.7
0.6
0.0
0.6
4.0
0.3
3.7
1.3
0.0
1.3
0.5
0.0
0.5
80
3.2
0.0
3.2
·
·
·
14.7
0.3
14.3
1.8
0.1
1.6
1.1
0.0
1.0
0.8
0.0
0.8
1.0
0.0
1.0
2.0
0.0
2.0
1.9
0.0
1.9
0.8
0.0
0.8
0.5
0
0.5
4.3
0.0
4.3
1.7
0.0
1.6
0.9
0.0
0.9
75
2.2
0.0
2.2
·
·
·
11.6
0.0
11.6
1.2
0.0
1.2
0.9
0.0
0.9
0.6
0.0
0.6
1.1
0.0
1.0
1.2
0.0
1.2
1.4
0.0
1.4
0.4
0.0
0.4
0.5
0.0
0.5
2.7
0.0
2.6
0.9
0.0
0.9
0.7
0.0
0.7
70
1.2
0.0
1.2
·
·
·
4.2
0.1
4.0
1.1
0.0
1.1
0.6
0.0
0.6
0.2
0.0
0.2
0.7
0
0.7
1.9
0
1.9
1.3
0.0
1.3
0.4
0.0
0.4
0.4
0.0
0.4
3.9
0.0
3.8
1.4
0.0
1.4
0.3
0.0
0.3
65
1.7
0
1.7
·
·
·
3.2
0.0
3.2
1.0
0.0
1.0
0.5
0
0.5
0.2
0.0
0.2
0.6
0.0
0.6
0.7
0.0
0.7
0.5
0.0
0.5
0.3
0
0.3
0.4
0
0.4
1.1
0.0
1.1
0.4
0
0.4
0.0
0
0.0
60
1.5
0.0
1.5
·
·
·
3.8
0.0
3.7
1.8
0.0
1.7
0.3
0.0
0.3
0.2
0
0.2
0.2
0.0
0.2
0.4
0.0
0.4
0.7
0.0
0.7
0.3
0.0
0.3
0.2
0.0
0.2
1.2
0.0
1.2
0.2
0.0
0.1
0.0
0
0.0
55
0.5
0
0.5
·
·
·
2.4
0.0
2.4
0.4
0.0
0.4
0.2
0
0.2
0.0
0
0.0
0.4
0
0.4
0.7
0
0.7
0.7
0
0.7
0.3
0
0.3
0.1
0
0.1
0.6
0
0.6
0.3
0
0.3
0.0
0
0.0
50
1.9
0.0
1.9
·
·
·
2.8
0.0
2.7
1.9
0.0
1.9
0.2
0.0
0.2
0.7
0.0
0.7
0.7
0.0
0.7
0.5
0.0
0.5
0.4
0.0
0.4
0.1
0.0
0.1
0.1
0.0
0.1
0.7
0.0
0.7
0.2
0.0
0.2
0.0
0.0
0.0
45
0.3
0.0
0.3
·
·
·
1.9
0.0
1.9
0.2
0
0.2
0.1
0
0.1
0.3
0
0.3
0.4
0
0.4
0.4
0
0.4
0.4
0.0
0.4
0.0
0
0.0
0.0
0
0.0
0.3
0
0.3
0.0
0
0.0
0.0
0
0.0
40
0.3
0.0
0.3
·
·
·
1.3
0.0
1.3
0.6
0
0.6
0.2
0
0.2
0.4
0.0
0.4
0.6
0
0.6
0.4
0
0.4
0.6
0.0
0.6
0.1
0
0.1
0.7
0
0.7
0.7
0.0
0.7
0.0
0.0
0.0
0.0
0
0.0
35
0.1
0
0.1
·
·
·
1.4
0.0
1.4
0.1
0.0
0.1
0.3
0
0.3
0.1
0
0.1
0.5
0.0
0.5
0.4
0
0.4
0.2
0.0
0.2
0.1
0
0.1
0.6
0
0.6
0.7
0.0
0.7
0.0
0.0
0.0
0.0
0.0
0.0
30
0.4
0
0.4
·
·
·
1.1
0.0
1.1
0.2
0
0.2
0.4
0
0.4
0.1
0
0.1
0.6
0
0.6
0.8
0
0.8
0.3
0
0.3
0.5
0
0.5
0.3
0
0.3
0.6
0
0.6
0.0
0
0.0
0.0
0
0.0
25
0.2
0.0
0.2
·
·
·
1.2
0.0
1.2
0.0
0
0.0
0.1
0
0.1
0.0
0
0.0
0.0
0
0.0
0.2
0.0
0.2
0.1
0
0.1
0.3
0
0.3
0.3
0
0.3
1.0
0.0
1.0
0.0
0
0.0
0.0
0.0
0.0
20
0.1
0.0
0.1
·
·
·
0.8
0.0
0.8
0.1
0
0.1
0.0
0
0.0
0.0
0
0.0
0.0
0
0.0
0.2
0
0.2
0.4
0
0.4
0.6
0
0.6
0.2
0
0.2
0.9
0.0
0.8
0.0
0.0
0.0
0.0
0
0.0
15
0.1
0.0
0.1
·
·
·
0.7
0.0
0.7
0.4
0.0
0.4
0.1
0
0.1
0.0
0
0.0
0.1
0
0.1
0.0
0
0.0
0.1
0
0.1
0.3
0
0.3
0.0
0
0.0
0.3
0
0.3
0.0
0
0.0
0
0
0
10
0.1
0.0
0.1
·
·
·
0.8
0.0
0.7
0.4
0.0
0.4
0.1
0
0.1
0.0
0.0
0.0
0.2
0.0
0.2
0.0
0
0.0
0.0
0
0.0
0.1
0
0.1
0.0
0
0.0
0.1
0.0
0.1
0.0
0
0.0
0.0
0
0.0
05
0.0
0
0.0
·
·
·
0.7
0
0.7
0.5
0
0.5
0.1
0
0.1
0.0
0
0.0
0.1
0
0.1
0.1
0.0
0.1
0.0
0
0.0
0.1
0
0.1
0.0
0
0.0
0.3
0
0.3
0.0
0
0.0
0.0
0
0.0
75
0.1
0
0.1
·
·
·
0.8
0.0
0.8
0.9
0.0
0.9
0.4
0
0.4
0.1
0.0
0.1
0.7
0
0.7
0.8
0.0
0.8
0.1
0.0
0.1
0.3
0
0.3
0.0
0
0.0
0.3
0.0
0.3
0.0
0.0
0.0
0.0
0.0
0.0
95
0.1
0
0.1
·
·
·
0.9
0
0.9
0.1
0
0.1
0.0
0
0.0
0.0
0
0.0
0.2
0
0.2
0.1
0
0.1
0.1
0
0.1
0.0
0
0.0
0.0
0
0.0
0.2
0.0
0.2
0.0
0.0
0.0
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
35
0
0
0
·
·
·
0
0
0
0
0
0
0
0
0
3.4
3.4
0.0
3.6
3.6
0.0
4.0
3.9
0.0
4.3
4.3
0.0
4.4
4.3
0.0
4.6
4.5
0.0
6.4
6.3
0.0
6.5
6.3
0.1
6.5
6.3
0.1
30
0
0
0
·
·
·
0
0
0
0
0
0
0
0
0
4.6
4.3
0.2
4.9
4.6
0.3
5.3
4.9
0.3
5.6
5.3
0.3
5.8
5.5
0.3
5.9
5.5
0.3
6.7
6.4
0.3
6.8
6.4
0.3
6.8
6.4
0.4
25
0
0
0
·
·
·
5.5
5.3
0.1
6.2
6.0
0.1
6.6
6.4
0.1
7.3
7.1
0.1
7.9
7.7
0.1
8.2
7.9
0.2
8.3
8.1
0.2
8.5
8.2
0.2
8.6
8.4
0.2
9.5
9.2
0.2
9.5
9.3
0.2
9.6
9.3
0.2
20
0
0
0
·
·
·
4.3
4.0
0.3
5.6
5.2
0.4
5.9
5.5
0.4
6.7
6.2
0.4
7.1
6.6
0.4
7.8
7.3
0.4
7.9
7.5
0.4
8.2
7.7
0.4
8.4
7.9
0.4
8.9
8.4
0.5
9.0
8.4
0.5
9.0
8.5
0.5
15
0
0
0
·
·
·
2.6
2.4
0.1
3.7
3.6
0.1
4.4
4.2
0.1
5.0
4.8
0.1
5.5
5.3
0.1
5.9
5.7
0.1
6.3
6.1
0.2
6.5
6.3
0.2
6.6
6.4
0.2
7.1
6.8
0.2
7.2
6.9
0.2
7.2
6.9
0.2
10
0
0
0
·
·
·
4.1
3.8
0.2
5.5
5.2
0.3
6.3
6.0
0.3
6.8
6.5
0.3
7.5
7.1
0.3
8.0
7.7
0.3
8.4
8.0
0.3
8.7
8.3
0.3
9.0
8.7
0.3
9.3
8.9
0.3
9.7
9.3
0.4
9.8
9.4
0.4
05
0
0
0
·
·
·
4.7
4.6
0.1
6.6
6.4
0.1
7.2
7.0
0.1
8.3
8.2
0.1
9.3
9.1
0.2
10.0
9.8
0.2
10.4
10.2
0.2
10.7
10.5
0.2
11.1
10.9
0.2
11.5
11.2
0.2
11.6
11.3
0.2
11.6
11.4
0.2
77
0
0
0
·
·
·
10.0
9.6
0.3
15.7
15.0
0.6
17.6
16.9
0.7
19.3
18.5
0.8
22.2
21.3
0.9
23.2
22.2
1.0
23.9
22.8
1.0
24.4
23.2
1.1
25.1
23.9
1.1
25.5
24.3
1.2
26.9
25.6
1.3
27.1
25.6
1.5
95
0
0
0
·
·
·
10.3
10.0
0.2
14.8
14.4
0.4
15.9
15.4
0.5
17.6
17.0
0.5
19.4
18.7
0.6
19.9
19.3
0.6
21.2
20.6
0.6
21.8
21.1
0.7
22.6
21.8
0.7
23.2
22.4
0.7
23.5
22.7
0.7
23.5
22.7
0.7
90
0
0
0
·
·
·
14.9
14.3
0.6
24.3
23.3
0.9
26.9
25.9
1.0
30.3
29.0
1.2
34.3
32.5
1.7
36.0
34.3
1.7
37.4
35.5
1.8
38.2
36.4
1.8
38.9
37.0
1.9
40.0
38.0
2.0
41.2
39.1
2.0
41.3
39.2
2.1
85
0
0
0
·
·
·
22.7
21.6
1.0
39.9
38.3
1.6
51.1
49.3
1.8
56.2
54.2
2.0
60.7
58.5
2.2
63.2
60.8
2.4
65.9
63.4
2.4
67.4
64.8
2.5
68.2
65.5
2.6
69.8
67.1
2.7
70.9
68.1
2.7
71.1
68.2
2.8
80
0
0
0
·
·
·
30.1
29.2
0.9
52.3
50.4
1.9
66.0
63.8
2.2
75.5
72.6
2.9
83.7
79.9
3.7
86.8
83.0
3.8
88.9
85.0
3.8
90.6
86.6
3.9
92.0
87.9
4.0
94.3
90.2
4.0
95.4
91.3
4.0
95.6
91.4
4.1
75
2.5
2.0
0.5
·
·
·
19.9
18.1
1.7
35.5
31.9
3.5
44.1
40.0
4.0
57.0
52.0
5.0
66.3
60.5
5.7
69.9
63.9
5.9
72.8
66.7
6.1
74.0
67.8
6.1
75.4
69.2
6.2
77.4
71.0
6.3
78.8
72.3
6.4
79.0
72.5
6.4
70
2.4
2.2
0.2
·
·
·
24.3
22.5
1.7
40.9
37.2
3.7
50.6
46.1
4.4
66.9
60.8
6.1
79.3
71.9
7.4
85.7
78.0
7.6
89.5
81.6
7.8
91.8
83.8
8.0
94.0
85.8
8.2
97.1
88.7
8.3
98.6
90.1
8.4
99.0
90.4
8.5
65
1.4
1.2
0.2
·
·
·
22.8
21.0
1.8
38.5
33.7
4.8
48.7
42.7
5.9
67.2
57.8
9.3
85.2
73.0
12.1
94.3
81.7
12.5
99.4
86.6
12.8
102.4
89.4
12.9
105.4
92.3
13.0
109.1
95.7
13.3
111.2
97.8
13.4
111.8
98.2
13.6
60
1.8
1.6
0.2
·
·
·
32.9
29.2
3.7
58.8
45.7
13.1
74.5
58.4
16.1
102.6
76.9
25.7
126.3
92.2
34.0
138.6
103.4
35.1
146.8
111.3
35.5
151.9
116.0
35.8
157.9
121.7
36.2
164.4
127.9
36.5
167.1
130.4
36.6
168.2
131.4
36.8
55
1.8
1.4
0.3
·
·
·
25.4
20.6
4.8
48.2
30.5
17.6
65.2
41.9
23.2
85.9
53.6
32.3
108.2
64.2
44.0
119.4
73.8
45.6
128.5
81.9
46.6
136.0
88.5
47.5
141.5
93.7
47.8
146.8
98.4
48.3
150.4
101.8
48.5
151.9
103.1
48.8
50
2.1
1.4
0.6
·
·
·
38.8
27.5
11.2
62.9
35.5
27.4
92.5
51.4
41.0
114.5
60.6
53.9
146.1
73.5
72.6
165.0
88.6
76.3
178.9
100.1
78.7
192.5
112.1
80.4
203.6
121.7
81.8
215.1
132.2
82.9
224.6
140.7
83.8
229.6
144.7
84.9
45
1.7
0.7
0.9
·
·
·
30.6
18.3
12.2
44.1
22.0
22.1
65.1
29.6
35.5
76.8
32.9
43.9
98.9
38.3
60.5
112.3
48.0
64.2
124.9
57.3
67.5
138.3
68.8
69.5
149.7
78.5
71.2
160.1
87.7
72.4
171.4
97.8
73.5
178.8
104.3
74.4
40
2.7
1.9
0.8
·
·
·
39.3
21.8
17.5
53.5
24.1
29.4
72.0
27.8
44.1
83.2
29.4
53.7
104.3
32.9
71.4
127.1
44.8
82.3
149.2
59.6
89.5
169.6
74.4
95.2
189.4
89.5
99.8
210.0
107.3
102.7
235.1
129.6
105.5
254.3
145.9
108.3
35
3.3
2.0
1.2
·
·
·
36.2
15.1
21.0
45.3
16.1
29.2
57.3
17.7
39.6
65.0
18.9
46.0
80.0
20.3
59.7
102.7
27.4
75.3
124.0
36.2
87.8
146.7
47.1
99.5
169.5
60.8
108.6
196.5
82.1
114.4
229.5
109.2
120.3
265.9
140.4
125.4
30
3.1
1.1
1.9
·
·
·
34.9
10.2
24.6
44.7
10.8
33.9
54.8
11.5
43.2
62.5
12.1
50.4
77.2
12.9
64.3
97.3
16.6
80.7
119.0
23.1
95.9
136.8
28.5
108.3
161.2
35.0
126.2
199.8
61.1
138.7
241.8
88.1
153.6
305.3
133.6
171.6
25
2.0
0.5
1.5
·
·
·
22.1
3.2
18.8
30.2
3.7
26.5
38.1
4.2
33.8
43.4
4.7
38.7
54.4
5.1
49.3
68.3
6.8
61.4
83.7
9.4
74.3
99.7
11.4
88.2
118.7
14.3
104.3
159.3
34.7
124.6
197.7
49.7
148.0
268.8
73.6
195.2
20
1.5
0.2
1.2
·
·
·
21.4
2.3
19.1
29.6
2.7
26.9
37.6
3.1
34.5
41.2
3.4
37.7
50.9
3.7
47.1
65.2
4.8
60.3
79.1
6.4
72.7
92.2
7.2
85.0
106.0
8.8
97.2
154.1
26.5
127.6
182.7
32.6
150.1
236.6
38.5
198.1
15
1.0
0.1
0.8
·
·
·
13.5
1.1
12.4
18.6
1.2
17.3
22.6
1.4
21.1
25.0
1.6
23.4
32.0
1.8
30.2
43.0
2.3
40.6
53.7
2.8
50.8
61.3
3.2
58.0
69.8
3.7
66.0
107.5
12.4
95.1
125.2
14.6
110.5
146.2
16.6
129.5
10
0.8
0.0
0.7
·
·
·
16.6
0.8
15.7
20.7
0.9
19.8
26.4
1.1
25.3
29.5
1.5
28.0
35.0
1.7
33.3
45.7
2.0
43.6
53.8
2.3
51.4
60.4
2.7
57.7
65.7
3.0
62.6
103.1
7.3
95.7
121.4
8.2
113.2
137.8
8.9
128.8
05
1.0
0.0
0.9
·
·
·
13.1
0.6
12.5
17.1
0.6
16.4
19.3
0.7
18.6
20.9
0.7
20.1
24.5
0.8
23.6
31.4
1.2
30.2
36.7
1.3
35.3
39.6
1.5
38.0
43.0
1.6
41.3
66.6
3.0
63.6
73.9
3.5
70.3
79.4
3.8
75.6
76
3.4
0.1
3.3
·
·
·
25.8
0.7
25.0
30.0
0.9
29.1
34.1
1.0
33.0
36.1
1.2
34.9
42.1
1.4
40.7
55.3
1.8
53.4
67.3
2.3
65.0
75.6
2.5
73.0
82.3
2.7
79.6
114.6
4.5
110.0
124.6
5.0
119.6
131.0
5.5
125.4
95
2.0
0.0
2.0
·
·
·
12.6
0.3
12.3
15.1
0.3
14.7
17.7
0.3
17.3
19.1
0.3
18.7
21.1
0.3
20.7
25.0
0.5
24.4
27.6
0.6
27.0
29.0
0.6
28.4
30.6
0.7
29.9
43.6
1.3
42.2
47.3
1.5
45.7
49.2
1.5
47.6
90
2.1
0.0
2.1
·
·
·
12.6
0.2
12.3
14.6
0.3
14.3
16.4
0.3
16.1
17.3
0.3
16.9
19.0
0.3
18.7
22.3
0.3
21.9
25.3
0.4
24.9
26.5
0.4
26.0
27.4
0.4
26.9
39.2
0.8
38.3
42.5
0.9
41.6
44.0
1.0
43.0
85
1.8
0.0
1.8
·
·
·
9.4
0.2
9.2
10.6
0.2
10.4
12.1
0.2
11.8
12.9
0.2
12.7
14.4
0.2
14.2
16.4
0.2
16.2
18.0
0.2
17.7
18.7
0.2
18.4
19.3
0.2
19.1
23.4
0.5
22.8
24.8
0.6
24.1
25.3
0.6
24.6
80
3.2
0.0
3.2
·
·
·
18.0
0.3
17.6
19.8
0.4
19.3
20.9
0.5
20.4
21.7
0.5
21.2
22.8
0.5
22.3
24.8
0.5
24.3
26.8
0.5
26.3
27.7
0.5
27.2
28.2
0.5
27.7
32.6
0.6
32.0
34.3
0.6
33.7
35.3
0.6
34.7
75
2.2
0.0
2.2
·
·
·
13.9
0.0
13.9
15.2
0.0
15.1
16.1
0.0
16.1
16.8
0.0
16.7
17.9
0.1
17.8
19.1
0.1
19.0
20.6
0.1
20.5
21.0
0.1
20.9
21.6
0.1
21.5
24.3
0.1
24.1
25.3
0.2
25.1
26.0
0.2
25.8
70
1.2
0.0
1.2
·
·
·
5.4
0.1
5.3
6.6
0.1
6.4
7.2
0.1
7.0
7.4
0.1
7.3
8.1
0.1
8.0
10.1
0.1
9.9
11.4
0.1
11.2
11.8
0.1
11.7
12.3
0.1
12.1
16.2
0.1
16.0
17.6
0.1
17.5
18.0
0.1
17.8
65
1.7
0
1.7
·
·
·
5.0
0.0
5.0
6.0
0.0
6.0
6.6
0.0
6.6
6.8
0.0
6.8
7.4
0.0
7.4
8.2
0.0
8.2
8.7
0.0
8.7
9.0
0.0
9.0
9.5
0.0
9.5
10.7
0.0
10.6
11.2
0.0
11.1
11.2
0.0
11.2
60
1.5
0.0
1.5
·
·
·
5.3
0.0
5.2
7.1
0.1
7.0
7.5
0.1
7.4
7.7
0.1
7.6
8.0
0.1
7.9
8.4
0.1
8.3
9.2
0.1
9.1
9.6
0.1
9.5
9.9
0.1
9.7
11.1
0.1
11.0
11.3
0.1
11.2
11.4
0.1
11.2
55
0.5
0
0.5
·
·
·
2.9
0.0
2.9
3.4
0.0
3.4
3.7
0.0
3.7
3.8
0.0
3.8
4.2
0.0
4.2
5.0
0.0
5.0
5.7
0.0
5.7
6.1
0.0
6.1
6.2
0.0
6.2
6.9
0.0
6.9
7.2
0.0
7.2
7.2
0.0
7.2
50
1.9
0.0
1.9
·
·
·
4.7
0.0
4.7
6.7
0.0
6.6
7.0
0.0
6.9
7.7
0.0
7.7
8.5
0.0
8.4
9.0
0.0
8.9
9.5
0.0
9.4
9.7
0.0
9.6
9.8
0.0
9.7
10.6
0.1
10.5
10.8
0.1
10.7
10.8
0.1
10.7
45
0.3
0.0
0.3
·
·
·
2.3
0.0
2.3
2.5
0.0
2.5
2.6
0.0
2.6
3.0
0.0
2.9
3.4
0.0
3.4
3.9
0.0
3.9
4.4
0.0
4.4
4.5
0.0
4.5
4.5
0.0
4.5
4.9
0.0
4.9
4.9
0.0
4.9
5.0
0.0
5.0
40
0.3
0.0
0.3
·
·
·
1.7
0.0
1.7
2.3
0.0
2.3
2.6
0.0
2.5
3.1
0.0
3.0
3.7
0.0
3.7
4.2
0.0
4.1
4.8
0.0
4.8
4.9
0.0
4.9
5.7
0.0
5.7
6.5
0.0
6.5
6.6
0.0
6.6
6.6
0.0
6.6
35
0.1
0
0.1
·
·
·
1.5
0.0
1.5
1.7
0.0
1.7
2.1
0.0
2.1
2.3
0.0
2.2
2.8
0.0
2.8
3.2
0.0
3.2
3.5
0.0
3.5
3.6
0.0
3.6
4.3
0.0
4.3
5.0
0.0
5.0
5.1
0.0
5.1
5.1
0.0
5.1
30
0.4
0
0.4
·
·
·
1.5
0.0
1.5
1.7
0.0
1.7
2.1
0.0
2.1
2.3
0.0
2.3
2.9
0.0
2.9
3.7
0.0
3.7
4.1
0.0
4.1
4.6
0.0
4.6
5.0
0.0
5.0
5.6
0.0
5.6
5.6
0.0
5.6
5.7
0.0
5.7
25
0.2
0.0
0.2
·
·
·
1.4
0.0
1.4
1.5
0.0
1.5
1.6
0.0
1.6
1.7
0.0
1.7
1.8
0.0
1.7
2.0
0.0
2.0
2.2
0.0
2.2
2.5
0.0
2.5
2.8
0.0
2.8
3.9
0.0
3.9
4.0
0.0
3.9
4.0
0.0
4.0
20
0.1
0.0
0.1
·
·
·
1.0
0.0
1.0
1.2
0.0
1.2
1.3
0.0
1.2
1.3
0.0
1.3
1.4
0.0
1.4
1.7
0.0
1.7
2.1
0.0
2.1
2.8
0.0
2.7
3.0
0.0
3.0
3.9
0.0
3.8
3.9
0.0
3.8
3.9
0.0
3.8
15
0.1
0.0
0.1
·
·
·
0.8
0.0
0.8
1.3
0.0
1.3
1.4
0.0
1.4
1.4
0.0
1.4
1.6
0.0
1.6
1.7
0.0
1.7
1.8
0.0
1.8
2.2
0.0
2.2
2.2
0.0
2.2
2.5
0.0
2.5
2.5
0.0
2.5
2.5
0.0
2.5
10
0.1
0.0
0.1
·
·
·
0.9
0.0
0.8
1.3
0.0
1.3
1.5
0.0
1.4
1.5
0.0
1.5
1.8
0.0
1.7
1.9
0.0
1.8
1.9
0.0
1.9
2.1
0.0
2.0
2.1
0.0
2.0
2.3
0.0
2.2
2.3
0.0
2.2
2.3
0.0
2.2
05
0.0
0
0.0
·
·
·
0.8
0
0.8
1.4
0
1.4
1.5
0
1.5
1.5
0
1.5
1.7
0
1.7
1.9
0.0
1.9
2.0
0.0
2.0
2.1
0.0
2.1
2.1
0.0
2.1
2.4
0.0
2.4
2.4
0.0
2.4
2.4
0.0
2.4
75
0.1
0
0.1
·
·
·
0.9
0.0
0.9
1.9
0.0
1.9
2.3
0.0
2.3
2.5
0.0
2.4
3.2
0.0
3.2
4.0
0.0
4.0
4.1
0.0
4.1
4.5
0.0
4.4
4.5
0.0
4.5
4.8
0.0
4.8
4.9
0.0
4.8
4.9
0.0
4.8
95
0.1
0
0.1
·
·
·
1.0
0
1.0
1.2
0
1.2
1.3
0
1.3
1.3
0
1.3
1.6
0
1.6
1.7
0
1.7
1.8
0
1.8
1.8
0
1.8
1.8
0
1.8
2.1
0.0
2.1
2.2
0.0
2.1
2.2
0.0
2.2
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
7,635.47
open
54,282
7,600
3.4
7,612.0
17.0
7635
16.4
15.94
0.015
0.02360
T30
10:30
7,653.06 +17.6
current
565,735
7,650
36.6
7,638.7
16.2
7655
12.3
15.44
-0.042
0.03380
E
11:00
7,651.49 -1.6
current
286,179
7,660
25.9
7,651.6
21.1
7650
12.0
15.44
0.065
0.03620
E30
11:30
7,652.13 +0.6
current
229,768
7,650
29.5
7,646.9
29.4
7650
11.0
15.34
0.058
0.04160
N
12:00
7,660.31 +8.2
current
208,106
7,660
28.1
7,653.3
32.4
7660
10.9
15.25
0.005
0.04480
N30
12:30
7,642.02 -18.3
current
272,303
7,650
31.6
7,644.6
21.4
7640
13.9
15.79
0.080
0.03740
P1
13:00
7,640.34 -1.7
current
243,252
7,640
22.7
7,632.8
24.2
7640
13.5
15.78
0.006
0.04200
P130
13:30
7,631.95 -8.4
current
214,312
7,640
22.0
7,631.6
27.3
7630
14.0
16.09
0.128
0.04360
P2
14:00
7,635.02 +3.1
current
177,034
7,635
22.6
7,632.2
34.4
7635
13.1
15.97
-0.020
0.05260
P230
14:30
7,627.50 -7.5
current
178,416
7,630
24.4
7,632.2
32.1
7625
14.4
16.22
0.158
0.05440
P3
15:00
7,624.19 -3.3
current
409,317
7,620
48.0
7,620.4
31.1
7625
16.0
16.38
-0.083
0.06080
P330
15:30
7,630.11 +5.9
current
272,325
7,630
41.9
7,627.3
41.6
7630
16.8
16.31
-0.056
0.08160
C
16:00 Close
7,631.47 +1.4
close
316,902
7,625
71.0
7,625.6
53.9
7630
40.2
16.33
0.058
0.33240
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.