Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-02 · Exp 2026-09-02 · Spot 7,666.60 · Window 7540–7720 · Last slot C · Generated 2026-09-02 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-02.json

Wall vs flow slot C · Call peak K7670 Δ45,581 vs wall K7835 away -165pt · Put peak K7665 Δ42,285 vs wall K7450 away +215pt · 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

2026-09-02 SPX O 7,634.58 · H 7,681.19 · L 7,633.62 · C 7,666.60 prior C — VIX 15.20 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	7,634.58	7,646.22	7,670.76	7,669.16	7,678.89	7,675.71	7,664.74	7,665.86	7,663.51	7,668.80	7,669.50	7,663.89	7,670.62	7,666.60
VIX	16.06	15.86	15.45	15.55	15.42	15.35	15.45	15.38	15.38	15.24	15.22	15.22	15.19	15.31
ATM	25.05	20.45	21.45	19.10	16.70	15.15	15.15	13.00	12.00	10.25	8.60	8.20	6.20	1.58
IV	15.0	12.8	13.9	13.1	12.0	11.6	12.3	11.5	11.5	11.0	10.7	12.5	13.5	30.1
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
20	0.2	0.2	0.0	0.5	0.5	0.0	2.1	2.1	0.0	4.3	4.1	0.2	1.3	1.2	0.0	1.7	1.6	0.0	1.1	1.1	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.9	0.9	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.0	0.0	0.0
15	0.3	0.3	0.0	1.8	1.8	0.0	2.8	2.7	0.0	5.8	5.7	0.1	2.0	2.0	0.0	2.0	1.9	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.6	0.5	0.0	1.1	1.1	0.0	0.9	0.9	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.1	0.1	0.0
10	0.2	0.2	0.0	1.9	1.9	0.0	4.7	4.7	0.0	9.0	8.9	0.1	3.6	3.6	0.0	3.4	3.3	0.1	2.2	2.1	0.0	1.2	1.1	0.0	0.6	0.5	0.0	0.8	0.7	0.0	1.1	1.1	0.0	0.7	0.6	0.0	0.4	0.3	0.0	0.2	0.2	0.0
05	0.8	0.8	0.0	1.1	1.0	0.0	7.4	7.3	0.1	8.2	8.0	0.2	4.1	4.1	0.0	4.2	3.9	0.2	2.3	2.2	0.1	1.4	1.3	0.0	1.0	1.0	0.0	0.6	0.6	0.0	1.7	1.7	0.0	0.9	0.8	0.0	0.6	0.6	0.0	0.4	0.4	0.0
77	1.0	0.9	0.0	2.6	2.5	0.1	14.1	13.7	0.4	18.2	17.1	1.0	7.9	7.2	0.6	8.3	7.6	0.6	6.0	5.4	0.6	4.7	4.4	0.2	2.7	2.3	0.4	3.4	3.2	0.1	3.2	2.9	0.3	2.6	2.4	0.1	1.3	1.1	0.1	1.5	1.1	0.3
95	0.7	0.7	0.0	2.1	2.0	0.0	11.0	10.8	0.1	11.4	10.8	0.5	7.7	7.4	0.3	7.7	7.4	0.3	4.9	4.6	0.3	4.7	4.5	0.1	3.6	3.5	0.0	3.0	2.9	0.1	4.3	4.1	0.1	2.1	2.1	0.0	1.7	1.7	0.0	1.1	1.0	0.0
90	0.9	0.9	0.0	6.0	6.0	0.0	14.5	14.1	0.3	15.9	14.7	1.1	11.1	10.3	0.7	11.1	10.1	0.9	6.6	6.0	0.6	7.1	6.7	0.3	5.3	5.0	0.3	4.7	4.6	0.1	6.0	5.6	0.4	3.9	3.7	0.2	3.2	3.0	0.1	2.4	2.2	0.2
85	0.9	0.9	0.0	7.9	7.9	0.0	14.7	14.1	0.6	14.0	12.1	1.9	13.3	11.5	1.7	13.4	11.4	2.0	10.5	9.4	1.1	9.3	8.9	0.4	11.3	10.8	0.5	7.7	7.3	0.4	9.6	8.9	0.6	6.8	6.3	0.4	6.9	6.6	0.2	5.5	5.1	0.3
80	2.3	2.3	0.0	5.9	5.8	0.1	17.3	16.0	1.3	18.8	14.5	4.2	15.1	11.0	4.1	20.3	13.6	6.7	14.3	11.8	2.5	13.2	11.7	1.5	14.1	12.7	1.4	13.0	12.0	0.9	21.5	19.8	1.6	11.3	10.2	1.1	13.3	12.3	1.0	17.2	15.4	1.7
75	1.6	1.6	0.0	7.1	6.8	0.2	20.7	18.7	1.9	26.0	14.8	11.1	19.4	11.3	8.0	21.8	11.0	10.8	17.1	10.3	6.8	14.2	11.3	2.8	16.5	13.9	2.5	17.2	15.1	2.1	26.0	21.9	4.1	18.7	15.7	2.9	26.3	22.9	3.4	40.4	34.8	5.6
70	1.6	1.6	0.0	8.3	7.9	0.4	24.5	19.8	4.6	26.8	11.0	15.8	19.5	8.3	11.2	21.0	7.8	13.2	18.1	7.6	10.5	19.1	11.5	7.5	20.2	12.1	8.1	22.1	16.3	5.8	32.7	18.6	14.0	29.9	20.2	9.7	39.0	26.0	13.0	70.4	45.5	24.8
65	1.6	1.5	0.0	7.8	6.9	0.8	22.7	15.8	6.8	15.0	4.7	10.3	10.2	2.9	7.2	13.9	3.0	10.8	11.1	2.2	8.9	19.7	7.6	12.0	21.9	8.7	13.2	24.2	13.1	11.1	26.3	8.9	17.3	27.7	11.0	16.7	28.5	10.2	18.3	60.8	18.5	42.2
60	1.5	1.4	0.1	10.3	9.6	0.7	31.3	17.8	13.5	17.1	2.9	14.1	10.6	2.1	8.4	14.0	1.8	12.1	11.2	1.9	9.2	14.4	3.4	11.0	19.1	4.2	14.9	20.2	5.8	14.3	17.7	3.3	14.4	26.5	4.6	21.8	18.8	4.1	14.6	24.7	4.0	20.7
55	1.5	1.5	0.0	10.2	9.3	0.9	22.0	12.6	9.4	9.4	1.8	7.6	19.0	11.6	7.4	10.4	2.0	8.3	7.3	0.9	6.4	9.1	1.4	7.6	11.5	2.0	9.5	10.8	1.8	8.9	9.0	1.1	7.9	12.7	1.4	11.2	14.7	8.1	6.5	15.6	8.4	7.1
50	1.9	1.5	0.4	14.6	12.7	1.8	24.6	12.3	12.2	13.3	1.6	11.6	22.0	11.6	10.3	12.6	1.9	10.6	8.9	0.5	8.3	10.4	1.1	9.2	13.4	1.7	11.6	11.6	1.3	10.2	10.4	1.4	8.9	12.3	1.3	11.0	14.0	7.9	6.1	13.1	8.0	5.0
45	1.3	0.9	0.3	12.9	9.3	3.6	16.1	7.1	8.9	7.9	1.0	6.8	6.7	0.7	5.9	5.9	0.4	5.4	4.0	0.2	3.8	4.9	0.3	4.6	6.2	0.4	5.7	5.5	0.4	5.0	5.0	0.3	4.7	4.1	0.3	3.7	2.6	0.1	2.4	2.2	0.1	2.0
40	2.7	1.6	1.0	19.3	11.0	8.3	21.1	6.6	14.4	11.8	0.7	11.0	6.5	0.7	5.7	8.0	0.3	7.6	4.6	0.3	4.3	5.7	0.5	5.1	5.7	0.4	5.3	4.5	0.4	4.0	3.6	0.2	3.4	3.9	0.2	3.6	2.5	0.2	2.3	1.7	0.0	1.6
35	2.5	1.3	1.2	17.8	10.4	7.4	11.5	3.0	8.5	6.5	0.4	6.1	4.4	0.4	4.0	4.6	0.2	4.4	2.5	0.1	2.3	6.3	0.3	5.9	3.9	0.2	3.7	3.0	0.1	2.9	2.5	0.1	2.4	2.8	0.1	2.7	1.9	0.0	1.8	0.7	0.0	0.6
30	1.3	0.3	1.0	8.4	2.3	6.0	12.4	1.6	10.8	8.8	0.5	8.2	4.3	0.1	4.1	3.9	0.4	3.5	2.4	0.4	1.9	2.8	0.2	2.5	3.6	0.1	3.4	2.2	0.1	2.0	1.8	0.2	1.5	1.6	0.1	1.5	1.2	0.0	1.2	1.1	0.0	1.0
25	1.0	0.1	0.8	6.7	1.2	5.4	11.3	0.8	10.5	6.8	0.2	6.6	2.6	0.0	2.6	4.3	0.1	4.2	2.0	0.0	2.0	2.7	0.0	2.7	1.8	0.0	1.7	1.7	0.0	1.7	1.4	0.0	1.4	0.9	0.0	0.9	0.6	0.0	0.6	0.4	0.0	0.4
20	0.9	0.1	0.8	7.3	1.0	6.3	9.9	0.5	9.4	4.2	0.1	4.1	3.0	0.0	3.0	4.9	0.0	4.9	2.0	0.0	2.0	2.9	0.1	2.8	1.4	0.0	1.4	1.3	0.0	1.2	1.8	0.0	1.7	0.6	0.0	0.6	1.0	0.0	0.9	0.3	0.0	0.2
15	1.4	0.0	1.3	7.0	0.3	6.6	7.8	0.3	7.5	2.7	0.0	2.7	1.9	0.0	1.8	1.7	0.0	1.7	0.9	0.0	0.9	1.0	0.0	1.0	1.4	0.0	1.4	0.9	0.0	0.9	0.7	0.0	0.7	0.4	0.0	0.4	0.5	0.0	0.5	0.2	0.0	0.2
10	1.2	0.1	1.1	9.2	0.4	8.8	8.1	0.3	7.7	3.5	0.1	3.3	1.9	0.0	1.8	1.4	0.0	1.4	0.6	0.0	0.6	0.7	0.0	0.7	0.8	0.0	0.8	0.6	0.0	0.6	0.8	0.0	0.8	0.6	0.0	0.6	0.8	0.0	0.8	0.3	0.0	0.2
05	1.1	0.0	1.0	4.8	0.3	4.5	6.5	0.2	6.2	1.4	0.0	1.4	1.1	0.0	1.0	0.8	0.0	0.8	1.0	0.0	1.0	0.3	0.0	0.3	0.7	0.0	0.7	0.3	0.0	0.3	0.1	0.0	0.1	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2
76	1.9	0.1	1.8	9.6	0.7	8.8	9.7	0.5	9.2	2.8	0.1	2.7	2.7	0.0	2.6	1.4	0.0	1.4	1.7	0.0	1.6	1.4	0.0	1.4	1.4	0.0	1.3	1.3	0.0	1.3	0.6	0.0	0.5	1.0	0.0	1.0	0.4	0.0	0.4	0.0	0.0	0.0
95	1.1	0.0	1.1	5.4	0.1	5.3	3.9	0.2	3.6	1.2	0.0	1.2	1.0	0.1	0.9	0.9	0.0	0.9	0.9	0.1	0.8	0.3	0.0	0.3	0.3	0	0.3	0.1	0.0	0.1	0.8	0.0	0.8	0.5	0.0	0.5	0.1	0.0	0.0	0.3	0.0	0.3
90	1.2	0.0	1.2	4.7	0.2	4.5	3.5	0.4	3.0	1.2	0.0	1.1	0.9	0.0	0.8	1.2	0.0	1.2	0.6	0.1	0.4	0.5	0.0	0.4	0.7	0.0	0.7	0.2	0.0	0.2	0.4	0.0	0.4	0.4	0.0	0.4	0.1	0.0	0.1	0.0	0.0	0.0
85	1.2	0.0	1.1	4.0	0.1	3.9	3.2	0.5	2.6	1.3	0.0	1.3	0.9	0.0	0.8	1.1	0.0	1.1	0.3	0.0	0.3	0.5	0.0	0.5	0.9	0.0	0.9	0.2	0.0	0.2	0.6	0.0	0.6	0.5	0.0	0.4	0.3	0.0	0.3	2.2	0	2.2
80	1.6	0.0	1.6	13.0	0.1	12.8	3.3	0.0	3.2	1.3	0.0	1.2	1.2	0.0	1.1	0.6	0.0	0.6	0.2	0	0.2	0.2	0.0	0.2	0.7	0	0.7	0.2	0.0	0.2	0.7	0.0	0.7	0.1	0	0.1	0.4	0.0	0.4	2.2	0.0	2.2
75	1.3	0.0	1.3	11.6	0.0	11.6	2.4	0.0	2.4	1.1	0.0	1.1	0.8	0.0	0.8	0.6	0	0.6	0.5	0.0	0.5	0.1	0.0	0.1	0.3	0.0	0.3	0.4	0	0.4	0.4	0.0	0.4	0.1	0.0	0.1	0.4	0.0	0.3	0.1	0.0	0.1
70	1.1	0.0	1.0	3.7	0.0	3.6	1.7	0.0	1.7	0.6	0.0	0.6	0.9	0.0	0.9	0.5	0	0.5	0.3	0.0	0.3	0.2	0	0.2	0.4	0.0	0.4	0.2	0.0	0.1	0.1	0	0.1	0.1	0	0.1	0.2	0.0	0.2	0.2	0	0.2
65	0.7	0.0	0.7	2.0	0.0	1.9	1.4	0.0	1.4	1.7	0	1.7	0.9	0.0	0.9	0.1	0.0	0.1	0.2	0	0.2	0.3	0	0.3	0.1	0.0	0.1	0.3	0	0.3	0.1	0	0.1	0.2	0	0.2	0.0	0	0.0	0.0	0.0	0.0
60	0.8	0.0	0.8	2.7	0.0	2.7	1.6	0.0	1.6	0.9	0	0.9	0.7	0	0.7	0.5	0	0.5	0.3	0	0.3	0.5	0.0	0.5	0.1	0	0.1	0.2	0.0	0.2	0.1	0.0	0.1	0.0	0.0	0.0	0.0	0	0.0	0.0	0	0.0
55	0.4	0.0	0.4	0.7	0.0	0.7	0.8	0.0	0.8	0.2	0	0.2	0.2	0.0	0.2	0.1	0	0.1	0.4	0.0	0.4	0.2	0	0.2	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	0.0	0.0	0.0	0.1	0	0.1	0.0	0	0.0
50	0.8	0.0	0.8	2.6	0.0	2.6	1.3	0.0	1.2	1.8	0.0	1.8	1.0	0.0	0.9	0.2	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.1	0.2	0.0	0.2	0.5	0.0	0.4	0.1	0.0	0.0	0.2	0.0	0.2	0.1	0.0	0.1	0.0	0.0	0.0
45	0.5	0	0.5	1.7	0.0	1.7	0.8	0	0.8	0.9	0	0.9	0.4	0	0.4	0.1	0	0.1	0.2	0	0.2	0.1	0	0.1	0.0	0	0.0	0.5	0	0.5	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0
40	0.5	0.0	0.5	1.3	0.0	1.3	1.1	0	1.1	0.6	0	0.6	1.1	0	1.1	0.2	0	0.2	0.1	0	0.1	0.0	0	0.0	0.1	0	0.1	0.1	0	0.1	0.0	0	0.0	0.1	0	0.1	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).

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
20	0.2	0.2	0.0	0.7	0.7	0.0	2.9	2.8	0.0	7.3	7.0	0.2	8.6	8.3	0.3	10.3	10.0	0.3	11.5	11.1	0.4	12.2	11.8	0.4	12.6	12.2	0.4	13.1	12.7	0.4	14.1	13.6	0.4	14.9	14.4	0.4	15.7	15.3	0.4	15.8	15.3	0.4
15	0.3	0.3	0.0	2.1	2.1	0.0	4.9	4.9	0.0	10.8	10.6	0.2	12.8	12.6	0.2	14.9	14.6	0.3	15.7	15.3	0.3	16.4	16.1	0.3	17.0	16.6	0.3	18.2	17.8	0.4	19.1	18.7	0.4	19.4	19.0	0.4	19.8	19.3	0.4	19.9	19.4	0.4
10	0.2	0.2	0.0	2.1	2.1	0.0	6.9	6.8	0.0	16.0	15.8	0.2	19.6	19.4	0.2	23.1	22.7	0.3	25.3	24.9	0.4	26.5	26.0	0.4	27.1	26.6	0.4	27.9	27.4	0.5	29.1	28.5	0.5	29.8	29.2	0.6	30.2	29.6	0.6	30.5	29.8	0.7
05	0.8	0.8	0.0	1.9	1.9	0.0	9.4	9.2	0.1	17.6	17.2	0.3	21.8	21.3	0.4	26.0	25.3	0.7	28.3	27.5	0.8	29.7	28.8	0.8	30.8	29.9	0.8	31.5	30.6	0.9	33.3	32.3	0.9	34.2	33.2	0.9	34.8	33.8	0.9	35.3	34.3	1.0
77	1.0	0.9	0.0	3.6	3.4	0.1	17.7	17.2	0.5	36.0	34.4	1.6	43.9	41.6	2.2	52.2	49.3	2.9	58.3	54.8	3.5	63.0	59.2	3.8	65.8	61.5	4.2	69.2	64.7	4.4	72.5	67.7	4.7	75.1	70.1	4.9	76.4	71.3	5.1	78.0	72.5	5.4
95	0.7	0.7	0.0	2.8	2.8	0.0	13.8	13.6	0.2	25.3	24.5	0.7	33.1	32.0	1.0	40.8	39.4	1.3	45.8	44.1	1.7	50.5	48.7	1.8	54.2	52.3	1.9	57.2	55.2	2.0	61.5	59.4	2.1	63.7	61.5	2.2	65.5	63.2	2.3	66.6	64.2	2.3
90	0.9	0.9	0.0	7.0	7.0	0.0	21.5	21.1	0.4	37.4	35.8	1.5	48.6	46.2	2.3	59.7	56.3	3.3	66.3	62.3	3.9	73.4	69.1	4.3	78.8	74.1	4.6	83.5	78.7	4.7	89.6	84.4	5.2	93.6	88.2	5.4	96.8	91.2	5.5	99.3	93.5	5.8
85	0.9	0.9	0.0	8.9	8.8	0.0	23.7	23.0	0.6	37.8	35.1	2.6	51.1	46.7	4.4	64.6	58.1	6.4	75.2	67.6	7.5	84.5	76.6	7.9	95.9	87.4	8.4	103.7	94.8	8.8	113.3	103.8	9.5	120.1	110.1	9.9	127.1	116.8	10.2	132.6	122.0	10.6
80	2.3	2.3	0.0	8.3	8.1	0.1	25.7	24.2	1.4	44.5	38.7	5.7	59.7	49.8	9.8	80.0	63.4	16.6	94.4	75.2	19.1	107.7	86.9	20.7	121.9	99.7	22.1	134.9	111.8	23.1	156.5	131.7	24.7	167.8	141.9	25.9	181.2	154.2	27.0	198.5	169.7	28.7
75	1.6	1.6	0.0	8.8	8.5	0.2	29.5	27.3	2.2	55.5	42.1	13.3	74.9	53.5	21.4	96.7	64.5	32.2	113.9	74.8	39.0	128.1	86.1	41.9	144.6	100.1	44.5	161.8	115.2	46.6	187.9	137.1	50.7	206.6	152.9	53.7	233.0	175.9	57.1	273.5	210.7	62.7
70	1.6	1.6	0.0	10.0	9.5	0.4	34.5	29.4	5.1	61.4	40.4	21.0	80.9	48.7	32.2	102.0	56.5	45.4	120.1	64.1	56.0	139.3	75.7	63.6	159.5	87.8	71.7	181.7	104.1	77.6	214.4	122.8	91.6	244.4	143.0	101.3	283.5	169.1	114.4	353.9	214.6	139.2
65	1.6	1.5	0.0	9.4	8.5	0.9	32.2	24.3	7.8	47.3	29.1	18.1	57.5	32.0	25.4	71.4	35.1	36.3	82.6	37.4	45.2	102.4	45.0	57.3	124.3	53.7	70.5	148.6	66.8	81.7	174.9	75.8	99.0	202.7	86.9	115.7	231.2	97.1	134.0	292.1	115.7	176.3
60	1.5	1.4	0.1	11.9	11.1	0.8	43.3	28.9	14.3	60.4	31.9	28.5	71.0	34.0	37.0	85.1	35.9	49.1	96.3	37.8	58.4	110.8	41.3	69.4	129.9	45.5	84.4	150.2	51.4	98.7	167.9	54.7	113.1	194.4	59.4	135.0	213.3	63.6	149.7	238.1	67.6	170.5
55	1.5	1.5	0.0	11.8	10.8	0.9	33.8	23.5	10.3	43.3	25.3	18.0	62.3	36.9	25.4	72.8	39.0	33.7	80.2	40.0	40.1	89.3	41.5	47.8	100.8	43.5	57.3	111.7	45.3	66.3	120.8	46.5	74.2	133.5	48.0	85.5	148.3	56.2	92.1	163.9	64.7	99.2
50	1.9	1.5	0.4	16.6	14.2	2.3	41.2	26.6	14.6	54.5	28.3	26.2	76.5	39.9	36.6	89.2	41.9	47.2	98.1	42.4	55.6	108.5	43.6	64.9	122.0	45.3	76.6	133.6	46.7	86.8	144.1	48.2	95.8	156.4	49.5	106.9	170.5	57.5	113.0	183.7	65.6	118.0
45	1.3	0.9	0.3	14.3	10.2	4.0	30.4	17.4	13.0	38.3	18.4	19.9	45.1	19.2	25.8	51.0	19.7	31.3	55.1	19.9	35.1	60.0	20.3	39.7	66.3	20.7	45.5	71.8	21.2	50.6	76.9	21.5	55.3	81.0	21.9	59.0	83.6	22.1	61.5	85.8	22.3	63.5
40	2.7	1.6	1.0	22.0	12.6	9.3	43.1	19.3	23.8	55.0	20.0	34.9	61.5	20.8	40.7	69.6	21.2	48.4	74.3	21.5	52.7	80.0	22.1	57.9	85.8	22.5	63.2	90.3	22.9	67.3	94.0	23.2	70.7	97.9	23.4	74.4	100.4	23.6	76.7	102.1	23.7	78.3
35	2.5	1.3	1.2	20.4	11.7	8.6	32.0	14.7	17.2	38.5	15.2	23.3	43.0	15.6	27.3	47.7	15.9	31.7	50.2	16.0	34.1	56.6	16.4	40.1	60.5	16.6	43.9	63.6	16.7	46.8	66.1	16.9	49.2	69.0	17.0	51.9	70.9	17.1	53.8	71.7	17.1	54.5
30	1.3	0.3	1.0	9.8	2.7	7.0	22.3	4.3	17.9	31.1	4.9	26.1	35.5	5.1	30.3	39.4	5.6	33.8	41.9	6.0	35.8	44.7	6.3	38.3	48.3	6.4	41.8	50.5	6.6	43.9	52.3	6.8	45.5	54.0	6.9	47.0	55.3	7.0	48.2	56.4	7.1	49.3
25	1.0	0.1	0.8	7.8	1.4	6.3	19.1	2.2	16.8	26.0	2.5	23.5	28.7	2.5	26.1	33.1	2.6	30.4	35.1	2.6	32.4	37.9	2.7	35.2	39.7	2.7	36.9	41.5	2.8	38.6	43.0	2.8	40.1	44.0	2.9	41.0	44.6	2.9	41.7	45.1	3.0	42.1
20	0.9	0.1	0.8	8.3	1.1	7.1	18.2	1.6	16.5	22.5	1.7	20.7	25.6	1.8	23.7	30.5	1.8	28.6	32.6	1.9	30.7	35.6	2.0	33.5	37.0	2.0	34.9	38.4	2.1	36.2	40.2	2.2	38.0	40.9	2.3	38.6	41.9	2.3	39.6	42.2	2.3	39.9
15	1.4	0.0	1.3	8.4	0.4	8.0	16.3	0.7	15.6	19.1	0.7	18.3	21.0	0.8	20.1	22.7	0.9	21.8	23.7	1.0	22.7	24.8	1.0	23.8	26.3	1.0	25.2	27.3	1.0	26.2	28.0	1.0	27.0	28.5	1.0	27.4	29.0	1.0	27.9	29.2	1.1	28.1
10	1.2	0.1	1.1	10.5	0.5	9.9	18.6	0.8	17.7	22.1	1.0	21.1	24.0	1.0	23.0	25.5	1.0	24.4	26.2	1.1	25.1	26.9	1.1	25.8	27.8	1.1	26.6	28.4	1.1	27.2	29.2	1.1	28.0	29.8	1.1	28.7	30.7	1.1	29.5	31.0	1.2	29.8
05	1.1	0.0	1.0	5.9	0.4	5.5	12.4	0.6	11.8	13.9	0.6	13.2	15.0	0.7	14.3	15.8	0.7	15.1	16.9	0.7	16.1	17.3	0.7	16.5	18.1	0.7	17.3	18.4	0.7	17.6	18.6	0.7	17.8	18.9	0.7	18.1	19.1	0.7	18.3	19.3	0.7	18.6
76	1.9	0.1	1.8	11.5	0.8	10.7	21.3	1.3	19.9	24.1	1.4	22.7	26.8	1.5	25.3	28.3	1.5	26.8	30.0	1.5	28.5	31.5	1.6	29.9	32.9	1.6	31.2	34.3	1.7	32.5	34.9	1.7	33.1	35.9	1.7	34.1	36.4	1.7	34.6	36.5	1.8	34.7
95	1.1	0.0	1.1	6.6	0.1	6.4	10.5	0.3	10.1	11.8	0.4	11.4	12.8	0.5	12.3	13.8	0.5	13.2	14.7	0.6	14.1	15.1	0.7	14.4	15.5	0.7	14.7	15.7	0.7	14.9	16.5	0.7	15.8	17.1	0.7	16.3	17.2	0.8	16.4	17.5	0.8	16.7
90	1.2	0.0	1.2	6.0	0.2	5.7	9.5	0.7	8.8	10.8	0.7	10.0	11.7	0.8	10.9	12.9	0.8	12.1	13.6	1.0	12.6	14.1	1.0	13.0	14.9	1.0	13.8	15.1	1.0	14.0	15.6	1.0	14.5	16.0	1.0	14.9	16.2	1.0	15.1	16.3	1.0	15.2
85	1.2	0.0	1.1	5.3	0.1	5.1	8.5	0.6	7.8	9.8	0.7	9.1	10.8	0.8	9.9	11.9	0.8	11.1	12.2	0.8	11.4	12.7	0.8	11.9	13.7	0.8	12.9	14.0	0.8	13.1	14.6	0.8	13.8	15.1	0.8	14.3	15.5	0.8	14.6	17.7	0.8	16.9
80	1.6	0.0	1.6	14.6	0.1	14.4	18.0	0.2	17.7	19.3	0.3	19.0	20.5	0.3	20.2	21.1	0.3	20.8	21.4	0.3	21.1	21.6	0.3	21.3	22.4	0.3	22.1	22.7	0.3	22.3	23.5	0.3	23.1	23.6	0.3	23.3	24.1	0.3	23.8	26.4	0.3	26.0
75	1.3	0.0	1.3	13.0	0.0	12.9	15.5	0.1	15.4	16.7	0.1	16.6	17.6	0.1	17.4	18.3	0.1	18.1	18.8	0.1	18.7	19.0	0.1	18.8	19.3	0.1	19.1	19.8	0.1	19.6	20.2	0.1	20.0	20.4	0.1	20.2	20.8	0.2	20.6	21.0	0.2	20.7
70	1.1	0.0	1.0	4.8	0.0	4.7	6.5	0.1	6.4	7.2	0.1	7.1	8.2	0.1	8.0	8.8	0.1	8.6	9.1	0.1	8.9	9.3	0.1	9.1	9.7	0.1	9.5	9.9	0.1	9.7	10.1	0.1	9.9	10.2	0.1	10.0	10.4	0.1	10.3	10.6	0.1	10.5
65	0.7	0.0	0.7	2.7	0.1	2.6	4.1	0.1	4.0	5.9	0.1	5.8	6.8	0.1	6.7	7.0	0.1	6.9	7.2	0.1	7.1	7.6	0.1	7.4	7.7	0.1	7.6	8.0	0.1	7.9	8.2	0.1	8.1	8.4	0.1	8.3	8.5	0.1	8.4	8.5	0.1	8.4
60	0.8	0.0	0.8	3.5	0.0	3.5	5.2	0.0	5.1	6.1	0.0	6.1	6.8	0.0	6.8	7.4	0.0	7.4	7.7	0.0	7.7	8.2	0.0	8.2	8.3	0.0	8.3	8.6	0.0	8.5	8.7	0.0	8.7	8.8	0.0	8.8	8.9	0.0	8.9	8.9	0.0	8.9
55	0.4	0.0	0.4	1.1	0.0	1.1	2.0	0.0	1.9	2.2	0.0	2.2	2.5	0.0	2.5	2.7	0.0	2.7	3.2	0.0	3.2	3.5	0.0	3.5	3.6	0.0	3.6	3.8	0.0	3.8	3.9	0.0	3.9	4.0	0.0	4.0	4.1	0.0	4.1	4.1	0.0	4.1
50	0.8	0.0	0.8	3.5	0.0	3.4	4.8	0.1	4.6	6.7	0.1	6.5	7.7	0.1	7.5	8.0	0.1	7.8	8.2	0.1	8.0	8.4	0.2	8.2	8.6	0.2	8.4	9.2	0.2	8.9	9.3	0.2	9.0	9.5	0.2	9.3	9.7	0.2	9.4	9.7	0.2	9.5
45	0.5	0	0.5	2.2	0.0	2.2	3.0	0.0	3.0	4.0	0.0	4.0	4.4	0.0	4.4	4.6	0.0	4.6	4.8	0.0	4.8	4.9	0.0	4.9	5.0	0.0	5.0	5.6	0.0	5.5	5.7	0.0	5.6	5.7	0.0	5.7	5.8	0.0	5.8	5.8	0.0	5.8
40	0.5	0.0	0.5	1.9	0.0	1.9	3.0	0.0	3.0	3.6	0.0	3.6	4.8	0.0	4.8	5.0	0.0	5.0	5.2	0.0	5.2	5.3	0.0	5.3	5.4	0.0	5.4	5.6	0.0	5.6	5.7	0.0	5.7	5.9	0.0	5.9	5.9	0.0	5.9	5.9	0.0	5.9

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	7,634.58	open	45,358	7,640	2.7	7,631.1	14.8	7635	15.0	16.06	0.109	0.02540
T	10:00	7,646.22 +11.6	current	246,257	7,640	19.3	7,631.5	19.1	7645	12.8	15.86	-0.050	0.03100
T30	10:30	7,670.76 +24.5	current	375,354	7,660	31.3	7,652.8	18.1	7670	13.9	15.45	0.013	0.02980
E	11:00	7,669.16 -1.6	current	284,516	7,670	26.8	7,664.7	23.9	7670	13.1	15.55	-0.030	0.03320
E30	11:30	7,678.89 +9.7	current	213,522	7,650	22.0	7,661.4	22.5	7680	12.0	15.42	-0.023	0.03820
N	12:00	7,675.71 -3.2	current	210,517	7,675	21.8	7,664.7	30.0	7675	11.6	15.35	0.004	0.04200
N30	12:30	7,664.74 -11.0	current	150,315	7,670	18.1	7,665.1	27.0	7665	12.3	15.45	0.002	0.04220
P1	13:00	7,665.86 +1.1	current	163,118	7,665	19.7	7,662.9	32.7	7665	11.5	15.38	0.065	0.04900
P130	13:30	7,663.51 -2.3	current	174,879	7,665	21.9	7,661.9	35.1	7665	11.5	15.38	-0.039	0.05360
P2	14:00	7,668.80 +5.3	current	167,013	7,665	24.2	7,662.9	38.1	7670	11.0	15.24	-0.067	0.06240
P230	14:30	7,669.50 +0.7	current	194,812	7,670	32.7	7,666.3	43.7	7670	10.7	15.22	0.010	0.07400
P3	15:00	7,663.89 -5.6	current	177,383	7,670	29.9	7,663.8	47.5	7665	12.5	15.22	-0.029	0.07770
P330	15:30	7,670.62 +6.7	current	185,147	7,670	39.0	7,665.1	50.8	7670	13.5	15.19	0.070	0.10130
C	16:00 Close	7,666.60 -4.0	close	267,041	7,670	70.4	7,665.6	58.4	7665	30.1	15.31	0.179	0.41090

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.