Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-03 · Exp 2026-09-03 · Spot 7,747.71 · Window 7595–7820 · Last slot C · Generated 2026-09-03 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-03.json

Wall vs flow slot C · Call peak K7750 Δ47,110 vs wall K7775 near -25pt · Put peak K7745 Δ40,504 vs wall K7450 away +295pt · 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

2026-09-03 SPX O 7,686.71 · H 7,756.76 · L 7,686.71 · C 7,747.71 prior C — VIX 14.32 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	7,686.71	7,709.88	7,703.76	7,706.04	7,745.15	7,748.85	7,740.89	7,745.62	7,741.89	7,748.63	7,753.89	7,752.86	7,750.25	7,747.71
VIX	14.93	15.05	14.92	14.91	14.99	14.65	14.60	14.61	14.50	14.50	14.53	14.44	14.40	14.28
ATM	32.80	21.30	19.35	17.95	20.75	17.80	15.10	13.55	11.20	10.00	8.65	7.38	5.35	1.52
IV	16.8	13.3	12.6	12.3	14.8	13.4	12.2	11.9	10.6	10.5	10.6	10.7	11.4	33.6
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	0	0	0	0	0	0	0	0	0	0	0	0.3	0.3	0.0	0.8	0.8	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.4	0.4	0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0
15	0	0	0	0	0	0	0	0	0	0	0	0	0.6	0.6	0.0	0.6	0.6	0	0.1	0.1	0.0	0.2	0.2	0	0.2	0.2	0	0.1	0.1	0	0.2	0.2	0	0.4	0.4	0.0	0.2	0.2	0.0	0.0	0.0	0
10	0	0	0	0	0	0	0	0	0	0	0	0	1.0	1.0	0.0	0.8	0.8	0	0.3	0.3	0	0.5	0.5	0	0.2	0.2	0	0.1	0.1	0	0.2	0.2	0.0	0.2	0.2	0	0.3	0.3	0.0	0.0	0.0	0.0
05	0	0	0	0	0	0	0	0	0	0	0	0	2.0	2.0	0.0	1.0	1.0	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.4	0.4	0.0	1.1	1.1	0.0	0.0	0.0	0.0
78	0	0	0	0	0	0	0	0	0	0	0	0	2.9	2.9	0.0	3.1	3.1	0.0	1.8	1.7	0.0	0.8	0.8	0.0	0.6	0.5	0.0	0.6	0.6	0.0	1.3	1.3	0.0	0.4	0.4	0.0	0.3	0.2	0.0	0.3	0.2	0.1
95	0	0	0	0	0	0	0	0	0	0	0	0	2.4	2.4	0.0	2.4	2.4	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.6	0.5	0.0	0.8	0.8	0.0	0.7	0.6	0.0	0.5	0.5	0.0	0.0	0.0	0.0
90	0	0	0	0	0	0	0	0	0	0	0	0	8.0	8.0	0.0	9.1	9.0	0.0	8.9	8.9	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.7	0.7	0.0	1.2	1.2	0.0	1.1	1.1	0.0	0.3	0.3	0.0	0.3	0.2	0.0
85	0	0	0	0	0	0	0	0	0	0	0	0	3.3	3.2	0.0	6.7	6.6	0.0	2.4	2.3	0.0	0.7	0.6	0.0	1.1	1.1	0.0	0.6	0.6	0.0	2.1	2.0	0.0	1.0	1.0	0.0	1.1	1.1	0.0	0.5	0.5	0.0
80	0	0	0	0	0	0	0	0	0	0	0	0	4.3	4.3	0.0	12.2	12.0	0.1	3.8	3.7	0.1	1.8	1.7	0.0	1.7	1.6	0.0	1.6	1.6	0.0	3.7	3.5	0.1	1.9	1.9	0.0	0.8	0.7	0.0	1.4	1.3	0.0
75	0.8	0.8	0.0	1.7	1.7	0.0	1.0	1.0	0.0	0.5	0.5	0.0	11.1	11.0	0.1	18.6	18.2	0.3	11.9	11.7	0.1	3.6	3.5	0.0	2.8	2.7	0.0	3.3	3.3	0.0	7.6	7.0	0.6	8.2	7.8	0.4	2.6	2.4	0.2	1.4	1.0	0.3
70	0.9	0.9	0	2.6	2.5	0.0	2.1	2.0	0.1	1.1	1.1	0.0	8.8	8.4	0.4	24.1	23.6	0.5	8.4	8.0	0.3	5.9	5.7	0.1	10.2	10.0	0.1	6.0	5.9	0.1	15.3	14.7	0.6	11.0	10.6	0.4	6.2	5.9	0.3	3.2	2.9	0.2
65	0.7	0.7	0	3.2	3.2	0.0	1.1	1.0	0.0	0.8	0.8	0.0	13.1	12.9	0.2	18.3	17.7	0.5	9.8	9.4	0.4	9.8	9.5	0.3	6.1	5.8	0.2	9.7	9.3	0.3	18.7	17.2	1.4	11.0	9.8	1.1	10.2	9.5	0.7	5.5	5.2	0.3
60	1.0	1.0	0.0	4.8	4.8	0.0	2.2	2.1	0.0	1.6	1.6	0.0	16.0	15.7	0.3	18.7	17.4	1.3	12.8	11.9	0.8	13.1	12.2	0.9	11.0	10.4	0.6	17.4	16.3	1.1	30.5	27.0	3.4	21.6	18.8	2.7	19.0	16.8	2.1	17.0	15.4	1.5
55	4.8	4.8	0.0	9.4	9.3	0.0	2.3	2.3	0.0	1.4	1.4	0.0	17.6	16.8	0.7	14.0	12.4	1.6	10.7	9.2	1.4	13.9	12.7	1.2	9.8	8.7	1.1	21.4	18.9	2.4	33.8	21.5	12.2	25.3	16.0	9.2	32.5	25.6	6.8	39.1	33.5	5.6
50	5.9	5.9	0.0	14.7	14.5	0.1	5.5	5.3	0.1	3.3	3.2	0.0	27.6	25.7	1.8	27.1	21.3	5.7	19.2	13.0	6.2	20.2	14.9	5.2	18.9	15.2	3.7	37.4	27.4	9.9	35.8	16.6	19.2	29.4	9.5	19.9	42.6	17.4	25.2	82.8	47.1	35.7
45	2.4	2.4	0.0	7.0	6.8	0.1	4.8	4.8	0.0	3.5	3.5	0.0	25.2	23.3	1.8	25.8	15.4	10.4	20.6	9.1	11.5	22.6	12.1	10.4	20.9	13.1	7.8	32.1	15.6	16.5	23.1	5.7	17.3	15.4	3.9	11.4	23.0	4.8	18.1	53.1	12.6	40.5
40	3.6	3.5	0.0	14.2	13.9	0.3	9.5	9.2	0.2	7.2	7.1	0.1	39.1	34.4	4.7	21.7	9.9	11.7	21.1	9.0	12.1	16.7	6.4	10.2	26.8	10.7	16.0	22.8	7.1	15.6	15.7	4.2	11.5	9.8	1.5	8.2	11.5	2.8	8.6	22.0	5.0	17.0
35	2.5	2.4	0.0	10.6	10.1	0.4	9.4	8.9	0.4	6.3	6.2	0.1	34.6	26.9	7.6	12.1	4.4	7.6	10.0	2.4	7.5	10.0	2.1	7.9	17.1	3.6	13.5	18.0	2.7	15.3	9.0	2.7	6.2	5.9	0.7	5.1	6.6	1.2	5.3	6.1	1.5	4.6
30	3.6	3.4	0.1	13.7	12.6	1.1	14.1	13.3	0.7	9.7	9.3	0.4	36.1	26.0	10.0	12.1	3.6	8.5	9.4	1.5	7.8	8.7	1.5	7.2	12.5	2.1	10.3	11.4	2.1	9.3	7.1	1.1	6.0	3.7	0.6	3.1	5.1	0.7	4.3	4.4	0.6	3.7
25	2.8	2.6	0.1	16.6	15.4	1.2	16.2	15.6	0.6	14.8	14.2	0.5	32.1	21.7	10.3	10.5	2.5	7.9	7.2	0.9	6.2	7.0	0.7	6.2	7.9	0.9	6.9	8.5	0.8	7.7	4.9	1.1	3.7	2.5	0.1	2.3	1.8	0.2	1.6	1.8	0.4	1.3
20	3.7	3.4	0.2	19.9	17.1	2.7	20.6	19.3	1.3	20.4	19.6	0.8	34.1	20.8	13.2	11.8	1.7	10.0	10.3	1.7	8.5	5.3	0.7	4.5	6.1	0.8	5.2	5.4	0.8	4.6	4.0	0.9	3.1	1.5	0.4	1.1	1.4	0.4	1.0	1.5	0.5	0.9
15	2.2	1.8	0.4	17.6	12.1	5.5	17.6	15.3	2.2	12.4	11.3	1.1	24.4	13.5	10.8	6.9	1.4	5.4	5.5	1.2	4.2	4.3	0.4	3.8	3.6	0.4	3.2	3.6	0.3	3.3	2.2	0.2	2.0	1.0	0.2	0.8	1.2	0.1	1.1	0.9	0.2	0.7
10	3.3	2.7	0.6	20.8	11.4	9.4	19.1	14.3	4.8	15.5	12.3	3.1	23.5	9.3	14.2	6.6	0.9	5.7	4.8	0.9	3.8	2.8	0.3	2.5	2.3	0.3	1.9	4.6	0.2	4.4	2.7	0.6	2.0	1.1	0.2	0.8	1.0	0.2	0.8	1.5	0.5	0.9
05	3.5	2.4	1.0	15.4	5.8	9.5	19.7	11.9	7.7	15.6	10.0	5.5	18.3	4.7	13.6	3.7	0.4	3.2	3.1	0.2	2.9	2.1	0.2	1.8	1.9	0.1	1.8	2.9	0.1	2.8	1.0	0.1	0.9	0.8	0.0	0.7	0.8	0.0	0.8	1.2	0.0	1.1
77	5.2	2.8	2.4	14.6	4.9	9.6	29.7	16.3	13.4	25.0	12.7	12.3	23.7	4.9	18.7	8.2	1.2	6.9	6.0	0.5	5.4	5.2	0.2	5.0	3.6	0.3	3.2	2.8	0.1	2.7	2.9	0.5	2.3	0.8	0.0	0.8	1.4	0.1	1.2	1.2	0.2	1.0
95	2.1	0.9	1.1	6.3	1.4	4.8	14.6	4.6	9.9	14.4	4.8	9.6	11.0	1.2	9.7	3.0	0.2	2.7	1.9	0.0	1.8	2.3	0.0	2.3	1.2	0.0	1.2	2.4	0.0	2.4	0.8	0.0	0.7	0.4	0.0	0.4	0.5	0.0	0.4	0.5	0.0	0.5
90	2.3	0.7	1.5	8.5	1.3	7.2	16.5	4.7	11.7	12.6	3.9	8.6	11.5	1.1	10.3	5.6	0.4	5.2	2.2	0.5	1.6	1.8	0.1	1.7	1.0	0.1	0.9	1.8	0.2	1.6	0.8	0.1	0.7	0.2	0.0	0.1	0.4	0.0	0.3	0.5	0.2	0.3
85	2.3	0.3	2.0	6.1	0.6	5.5	10.5	1.3	9.2	8.7	1.1	7.5	7.3	0.5	6.7	2.3	0.2	2.0	1.0	0.0	0.9	3.4	0.0	3.4	0.9	0.0	0.9	0.7	0.0	0.7	0.6	0.0	0.6	0.4	0.0	0.4	0.1	0.0	0.1	0.1	0.0	0.1
80	2.3	0.5	1.7	9.9	1.3	8.5	14.7	1.2	13.4	9.7	0.9	8.7	8.0	0.7	7.2	2.5	0.1	2.4	1.2	0.1	1.0	1.1	0.1	1.0	1.1	0.0	1.1	1.1	0.0	1.0	0.4	0.0	0.4	0.4	0.0	0.3	0.2	0.0	0.2	0.3	0.0	0.2
75	2.3	0.4	1.8	10.2	1.0	9.2	13.6	2.1	11.4	8.3	0.7	7.5	7.8	0.3	7.5	2.4	0.1	2.3	1.4	0.8	0.6	1.5	0.0	1.5	2.0	0.0	2.0	0.7	0.0	0.7	0.4	0.0	0.4	0.1	0	0.1	0.1	0.0	0.1	0.1	0.0	0.0
70	1.4	0.2	1.2	8.4	0.6	7.7	10.9	0.7	10.1	7.4	0.3	7.1	6.5	0.4	6.1	2.6	0.0	2.5	0.7	0.0	0.7	1.3	0.1	1.1	0.9	0.0	0.9	1.3	0.0	1.3	0.8	0.0	0.8	0.5	0.0	0.5	0.3	0.0	0.2	0.3	0.0	0.3
65	1.9	0.2	1.6	10.2	0.3	9.9	7.7	0.6	7.0	6.7	0.3	6.4	5.9	0.1	5.8	2.2	0.0	2.2	0.7	0.0	0.7	1.4	0.0	1.4	2.1	0.0	2.1	0.3	0.0	0.3	0.2	0.0	0.2	0.5	0.0	0.5	0.1	0.0	0.1	0.2	0.0	0.2
60	2.3	0.2	2.0	6.9	0.3	6.6	8.7	0.9	7.7	7.1	0.3	6.8	5.8	0.1	5.6	2.7	0.0	2.7	1.6	0.4	1.1	0.8	0.0	0.8	0.9	0.0	0.9	0.5	0.0	0.5	0.4	0.0	0.4	0.4	0.0	0.4	0.2	0.0	0.2	0.0	0.0	0.0
55	1.1	0.0	1.1	6.3	0.0	6.2	8.5	0.1	8.3	4.7	0.0	4.6	4.1	0.0	4.1	1.3	0.0	1.3	0.9	0.0	0.8	0.8	0.0	0.8	0.5	0.0	0.5	0.3	0.0	0.3	0.2	0.0	0.1	0.1	0.0	0.1	0.2	0.0	0.2	0.0	0.0	0.0
50	1.8	0.0	1.7	7.9	0.1	7.7	12.0	0.1	11.8	4.8	0.1	4.7	3.2	0.1	3.1	1.6	0.0	1.6	0.6	0.0	0.6	0.7	0.0	0.7	0.8	0.0	0.8	0.8	0.0	0.8	0.4	0.0	0.3	0.4	0.0	0.3	0.2	0.0	0.1	0.1	0.0	0.1
45	1.9	0.0	1.9	3.5	0.1	3.3	5.9	0.1	5.7	3.7	0.1	3.5	1.8	0.0	1.7	0.7	0.0	0.7	0.5	0.0	0.5	0.6	0.0	0.6	0.6	0.0	0.6	0.4	0.0	0.4	0.3	0.0	0.3	0.1	0	0.1	0.3	0.0	0.3	0.1	0.0	0.1
40	1.8	0.0	1.8	3.7	0.2	3.4	3.6	0.0	3.6	3.0	0.0	3.0	2.8	0.1	2.7	1.2	0.0	1.2	0.5	0	0.5	0.5	0	0.5	0.2	0	0.2	0.2	0.0	0.2	0.3	0	0.3	0.2	0	0.2	0.2	0.0	0.2	0.0	0.0	0.0
35	1.5	0.0	1.4	2.3	0.0	2.3	2.6	0.0	2.6	1.6	0.0	1.5	1.2	0.0	1.2	0.8	0.0	0.8	1.1	0	1.1	0.2	0	0.2	0.1	0	0.1	0.2	0.0	0.2	1.0	0.0	1.0	0.2	0	0.2	0.1	0.0	0.1	0.0	0	0.0
30	2.1	0.0	2.0	2.1	0.1	1.9	3.1	0.0	3.1	1.8	0.0	1.8	2.3	0.0	2.3	0.7	0.0	0.7	0.2	0.0	0.2	0.2	0	0.2	0.2	0	0.2	0.2	0.0	0.2	0.9	0	0.9	0.2	0.0	0.2	0.1	0.0	0.1	0.1	0.0	0.1
25	1.0	0.0	0.9	2.0	0.0	2.0	3.3	0.0	3.3	2.7	0.0	2.7	1.3	0.0	1.3	1.2	0.0	1.2	0.4	0	0.4	0.5	0	0.5	0.4	0	0.4	0.2	0.0	0.1	0.5	0.0	0.5	0.0	0.0	0.0	0.2	0	0.2	0.0	0.0	0.0
20	1.3	0.0	1.3	2.1	0.0	2.1	2.0	0.0	1.9	1.9	0.0	1.8	1.8	0.0	1.8	0.8	0.0	0.8	0.1	0	0.1	0.2	0	0.2	0.1	0	0.1	0.8	0.0	0.8	0.4	0.0	0.4	0.0	0	0.0	0.4	0.0	0.4	0.2	0.0	0.2
15	1.6	0.5	1.1	1.4	0.1	1.2	1.3	0.0	1.3	1.1	0.0	1.1	1.1	0.0	1.1	0.3	0.0	0.3	0.1	0.0	0.1	0.3	0	0.3	0.3	0.0	0.3	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
10	1.2	0.4	0.7	1.5	0.1	1.3	1.0	0.0	0.9	0.8	0.0	0.7	0.6	0.0	0.6	0.4	0.0	0.4	0.3	0.0	0.3	0.3	0	0.3	0.1	0.0	0.1	0.2	0.0	0.2	0.1	0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.0	0.0	0.0
05	0.6	0.0	0.5	1.6	0.0	1.5	1.4	0.0	1.4	1.1	0.0	1.1	0.5	0.0	0.5	0.6	0.0	0.6	0.1	0.0	0.1	0.1	0	0.1	0.0	0.0	0.0	0.6	0.0	0.6	0.1	0	0.1	0.1	0.0	0.1	0.0	0	0.0	0.0	0.0	0.0
76	1.7	0.0	1.6	1.8	0.0	1.8	3.2	0.0	3.2	3.2	0.0	3.2	1.9	0.0	1.9	1.4	0.0	1.4	0.6	0.0	0.6	0.3	0	0.3	0.4	0	0.4	0.8	0.0	0.7	0.2	0.0	0.2	0.5	0.0	0.5	0.0	0.0	0.0	0.0	0.0	0.0
95	0.7	0.0	0.6	0.8	0.0	0.8	0.6	0.0	0.6	0.4	0.0	0.4	1.0	0.0	1.0	0.4	0.0	0.4	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	0.3	0.0	0.3	0.1	0	0.1	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	0	0	0	0	0	0	0	0	0	0	0	0.8	0.7	0.0	1.6	1.6	0.0	1.8	1.8	0.0	2.1	2.0	0.0	2.2	2.2	0.0	2.4	2.4	0.0	2.8	2.8	0.0	3.0	3.0	0.0	3.1	3.0	0.0	3.1	3.0	0.0
15	0	0	0	0	0	0	0	0	0	0	0	0	1.5	1.5	0.0	2.1	2.1	0.0	2.3	2.3	0.0	2.5	2.5	0.0	2.8	2.8	0.0	3.0	3.0	0.0	3.2	3.2	0.0	3.6	3.6	0.0	3.9	3.9	0.0	3.9	3.9	0.0
10	0	0	0	0	0	0	0	0	0	0	0	0	2.0	1.9	0.0	2.8	2.7	0.0	3.1	3.1	0.0	3.7	3.6	0.0	3.9	3.9	0.0	4.1	4.0	0.0	4.3	4.3	0.0	4.5	4.5	0.0	4.9	4.8	0.1	4.9	4.8	0.1
05	0	0	0	0	0	0	0	0	0	0	0	0	4.2	4.2	0.0	5.2	5.2	0.0	5.6	5.6	0.0	6.0	5.9	0.0	6.3	6.3	0.0	6.8	6.7	0.0	7.1	7.1	0.0	7.6	7.6	0.0	8.8	8.7	0.0	8.9	8.8	0.0
78	0	0	0	0	0	0	0	0	0	0	0	0	6.1	6.1	0.0	9.3	9.2	0.0	11.1	11.0	0.1	12.0	11.8	0.1	12.6	12.4	0.1	13.3	13.1	0.2	14.6	14.4	0.2	15.0	14.8	0.2	15.4	15.1	0.3	15.8	15.3	0.4
95	0	0	0	0	0	0	0	0	0	0	0	0	6.1	6.1	0.0	8.6	8.5	0.0	9.4	9.4	0.0	9.9	9.8	0.0	10.5	10.4	0.0	11.1	11.0	0.1	11.9	11.8	0.1	12.6	12.5	0.1	13.2	13.0	0.1	13.2	13.1	0.1
90	0	0	0	0	0	0	0	0	0	0	0	0	10.3	10.2	0.0	19.4	19.3	0.0	28.4	28.2	0.1	29.1	29.0	0.1	30.0	29.9	0.1	30.7	30.6	0.1	32.0	31.8	0.1	33.2	33.0	0.1	33.6	33.3	0.2	33.9	33.6	0.2
85	0	0	0	0	0	0	0	0	0	0	0	0	4.9	4.8	0.0	11.7	11.5	0.1	14.1	13.9	0.1	14.8	14.6	0.2	15.9	15.7	0.2	16.6	16.3	0.2	18.7	18.4	0.3	19.8	19.4	0.3	21.0	20.6	0.3	21.5	21.1	0.3
80	0	0	0	0	0	0	0	0	0	0	0	0	6.3	6.3	0.0	18.6	18.3	0.2	22.4	22.1	0.3	24.3	23.8	0.4	26.0	25.5	0.4	27.6	27.1	0.4	31.4	30.7	0.6	33.3	32.6	0.6	34.1	33.4	0.7	35.6	34.7	0.8
75	0.8	0.8	0.0	2.6	2.6	0.0	3.6	3.6	0.0	4.2	4.2	0.0	15.3	15.2	0.1	33.9	33.4	0.5	45.8	45.2	0.6	49.4	48.8	0.6	52.3	51.5	0.7	55.7	54.9	0.7	63.4	61.9	1.4	71.6	69.8	1.8	74.3	72.2	2.1	75.8	73.2	2.5
70	0.9	0.9	0	3.6	3.5	0.0	5.7	5.6	0.1	6.8	6.7	0.1	15.7	15.1	0.5	39.8	38.7	1.0	48.2	46.8	1.4	54.2	52.6	1.6	64.4	62.7	1.7	70.5	68.6	1.9	85.9	83.3	2.5	96.9	93.9	2.9	103.1	99.8	3.2	106.3	102.7	3.5
65	0.7	0.7	0	3.9	3.9	0.0	5.1	5.0	0.0	5.9	5.8	0.0	19.1	18.8	0.3	37.5	36.6	0.8	47.3	46.0	1.3	57.2	55.5	1.6	63.3	61.4	1.9	73.1	70.8	2.2	91.8	88.0	3.7	102.8	97.9	4.9	113.1	107.4	5.6	118.6	112.6	6.0
60	1.0	1.0	0.0	5.8	5.8	0.0	8.0	8.0	0.0	9.7	9.7	0.0	25.8	25.4	0.3	44.6	42.8	1.7	57.5	54.8	2.6	70.6	67.1	3.5	81.7	77.5	4.1	99.2	93.9	5.2	129.7	120.9	8.7	151.3	139.8	11.4	170.3	156.7	13.6	187.4	172.2	15.1
55	4.8	4.8	0.0	14.2	14.1	0.0	16.5	16.4	0.0	18.0	17.9	0.0	35.6	34.7	0.8	49.6	47.1	2.5	60.4	56.4	3.9	74.4	69.2	5.1	84.2	77.9	6.3	105.6	96.9	8.7	139.5	118.4	21.0	164.8	134.5	30.3	197.4	160.2	37.2	236.5	193.7	42.8
50	5.9	5.9	0.0	20.7	20.5	0.2	26.2	25.8	0.3	29.5	29.1	0.4	57.1	54.9	2.2	84.3	76.3	7.9	103.5	89.3	14.2	123.8	104.3	19.4	142.8	119.6	23.1	180.2	147.0	33.1	216.0	163.7	52.3	245.5	173.2	72.3	288.2	190.6	97.5	371.0	237.7	133.3
45	2.4	2.4	0.0	9.4	9.2	0.1	14.3	14.1	0.1	17.8	17.6	0.2	43.0	41.0	2.0	68.9	56.5	12.4	89.6	65.6	23.9	112.2	77.8	34.4	133.2	90.9	42.2	165.3	106.5	58.7	188.5	112.3	76.1	203.9	116.3	87.6	226.9	121.2	105.7	280.1	133.8	146.2
40	3.6	3.5	0.0	17.8	17.4	0.4	27.4	26.7	0.6	34.6	33.8	0.7	73.8	68.3	5.5	95.5	78.3	17.2	116.7	87.3	29.3	133.4	93.8	39.6	160.2	104.5	55.7	183.0	111.7	71.3	198.8	115.9	82.9	208.7	117.5	91.1	220.2	120.4	99.8	242.3	125.4	116.8
35	2.5	2.4	0.0	13.1	12.6	0.4	22.5	21.5	0.9	28.9	27.7	1.1	63.5	54.7	8.7	75.6	59.2	16.4	85.7	61.7	23.9	95.7	63.8	31.8	112.8	67.4	45.4	130.9	70.2	60.7	139.9	72.9	66.9	145.9	73.7	72.1	152.5	75.0	77.5	158.7	76.5	82.1
30	3.6	3.4	0.1	17.3	16.1	1.2	31.4	29.4	2.0	41.2	38.8	2.4	77.4	64.9	12.4	89.5	68.5	21.0	98.9	70.1	28.8	107.7	71.7	36.0	120.2	73.8	46.4	131.7	76.0	55.7	138.8	77.1	61.7	142.6	77.7	64.8	147.8	78.5	69.2	152.2	79.2	73.0
25	2.8	2.6	0.1	19.4	18.1	1.3	35.7	33.7	1.9	50.5	48.0	2.5	82.6	69.8	12.8	93.2	72.4	20.7	100.4	73.4	27.0	107.4	74.2	33.2	115.3	75.1	40.2	123.9	76.0	47.9	128.9	77.1	51.7	131.4	77.3	54.0	133.2	77.5	55.7	135.0	78.0	57.0
20	3.7	3.4	0.2	23.6	20.6	3.0	44.3	39.9	4.3	64.7	59.6	5.1	98.8	80.4	18.3	110.7	82.2	28.4	121.0	84.0	36.9	126.3	84.7	41.5	132.4	85.5	46.8	137.8	86.3	51.4	141.9	87.3	54.6	143.5	87.7	55.7	144.9	88.1	56.8	146.5	88.7	57.7
15	2.2	1.8	0.4	19.9	13.9	5.9	37.5	29.3	8.2	50.0	40.6	9.3	74.4	54.2	20.2	81.4	55.7	25.7	87.0	56.9	30.0	91.3	57.4	33.8	94.9	57.8	37.1	98.6	58.2	40.4	100.9	58.4	42.4	101.9	58.6	43.3	103.2	58.8	44.4	104.1	59.0	45.1
10	3.3	2.7	0.6	24.2	14.1	10.0	43.4	28.4	14.9	58.9	40.8	18.0	82.5	50.1	32.3	89.1	51.1	38.0	93.9	52.0	41.9	96.8	52.3	44.5	99.2	52.6	46.5	103.9	52.9	50.9	106.6	53.6	53.0	107.7	53.8	53.9	108.8	54.0	54.7	110.3	54.6	55.6
05	3.5	2.4	1.0	18.9	8.2	10.6	38.6	20.2	18.4	54.3	30.3	24.0	72.6	35.0	37.6	76.4	35.5	40.9	79.5	35.7	43.8	81.7	35.9	45.7	83.6	36.0	47.5	86.5	36.2	50.3	87.6	36.3	51.2	88.4	36.3	52.0	89.3	36.4	52.9	90.5	36.4	54.0
77	5.2	2.8	2.4	19.8	7.7	12.1	49.5	24.0	25.5	74.6	36.8	37.8	98.3	41.7	56.5	106.6	43.0	63.5	112.6	43.5	69.0	117.9	43.8	74.0	121.5	44.1	77.3	124.3	44.3	80.0	127.3	44.8	82.4	128.2	44.9	83.2	129.6	45.0	84.5	130.8	45.3	85.5
95	2.1	0.9	1.1	8.4	2.3	6.0	23.0	7.0	16.0	37.5	11.8	25.6	48.6	13.1	35.4	51.6	13.3	38.2	53.5	13.4	40.0	55.8	13.4	42.3	57.1	13.5	43.6	59.6	13.5	46.0	60.4	13.6	46.8	60.8	13.6	47.2	61.4	13.6	47.7	62.0	13.7	48.2
90	2.3	0.7	1.5	10.9	2.0	8.8	27.4	6.7	20.6	40.0	10.7	29.2	51.5	11.8	39.6	57.2	12.3	44.9	59.4	12.8	46.5	61.3	13.0	48.2	62.4	13.1	49.2	64.2	13.3	50.9	65.1	13.4	51.6	65.4	13.5	51.8	65.8	13.6	52.2	66.4	13.8	52.6
85	2.3	0.3	2.0	8.5	1.0	7.5	19.0	2.3	16.7	27.8	3.4	24.3	35.1	4.0	31.1	37.5	4.3	33.1	38.5	4.3	34.1	41.9	4.3	37.5	42.9	4.4	38.4	43.6	4.4	39.2	44.3	4.4	39.8	44.8	4.4	40.3	44.9	4.5	40.4	45.1	4.5	40.6
80	2.3	0.5	1.7	12.2	1.8	10.3	26.9	3.1	23.8	36.6	4.0	32.6	44.7	4.8	39.8	47.3	5.0	42.2	48.5	5.2	43.3	49.7	5.3	44.4	50.8	5.3	45.5	51.9	5.4	46.5	52.4	5.4	46.9	52.8	5.5	47.3	53.1	5.5	47.5	53.4	5.6	47.8
75	2.3	0.4	1.8	12.5	1.4	11.1	26.1	3.6	22.5	34.4	4.3	30.1	42.3	4.6	37.6	44.8	4.8	40.0	46.2	5.6	40.6	47.8	5.6	42.2	49.9	5.6	44.2	50.7	5.6	45.0	51.2	5.6	45.5	51.3	5.6	45.6	51.4	5.6	45.8	51.6	5.7	45.8
70	1.4	0.2	1.2	9.9	0.8	9.0	20.8	1.6	19.1	28.2	1.9	26.2	34.8	2.4	32.3	37.4	2.4	34.9	38.2	2.5	35.6	39.5	2.6	36.8	40.4	2.6	37.8	41.8	2.6	39.1	42.7	2.7	40.0	43.3	2.7	40.6	43.6	2.7	40.9	43.9	2.7	41.2
65	1.9	0.2	1.6	12.1	0.5	11.6	19.8	1.2	18.6	26.6	1.5	25.0	32.5	1.6	30.9	34.7	1.6	33.1	35.5	1.7	33.8	37.0	1.7	35.2	39.1	1.7	37.4	39.5	1.7	37.7	39.7	1.7	37.9	40.2	1.7	38.5	40.4	1.7	38.6	40.7	1.7	38.9
60	2.3	0.2	2.0	9.2	0.5	8.6	17.9	1.5	16.4	25.1	1.8	23.2	30.9	1.9	28.9	33.6	2.0	31.6	35.2	2.4	32.7	36.0	2.4	33.5	36.9	2.4	34.4	37.5	2.4	35.0	37.9	2.5	35.4	38.4	2.5	35.8	38.6	2.5	36.1	38.7	2.5	36.2
55	1.1	0.0	1.1	7.5	0.1	7.4	16.1	0.3	15.8	20.9	0.4	20.5	25.1	0.4	24.6	26.4	0.5	25.9	27.3	0.5	26.8	28.2	0.5	27.6	28.7	0.5	28.2	29.1	0.5	28.5	29.3	0.5	28.7	29.5	0.5	28.9	29.7	0.5	29.1	29.8	0.5	29.2
50	1.8	0.0	1.7	9.7	0.2	9.4	21.7	0.4	21.3	26.6	0.5	26.0	29.8	0.7	29.1	31.5	0.7	30.8	32.2	0.7	31.4	33.0	0.7	32.2	33.8	0.7	33.0	34.6	0.7	33.9	35.0	0.7	34.3	35.4	0.8	34.6	35.6	0.8	34.8	35.8	0.8	34.9
45	1.9	0.0	1.9	5.5	0.2	5.2	11.4	0.4	11.0	15.2	0.6	14.6	17.0	0.6	16.4	17.7	0.6	17.1	18.3	0.6	17.6	19.0	0.6	18.3	19.6	0.6	18.9	20.1	0.6	19.4	20.4	0.6	19.7	20.5	0.6	19.8	20.9	0.6	20.2	21.0	0.6	20.3
40	1.8	0.0	1.8	5.6	0.2	5.3	9.2	0.3	8.9	12.3	0.3	12.0	15.2	0.4	14.7	16.4	0.4	15.9	17.0	0.4	16.5	17.6	0.4	17.1	17.9	0.4	17.4	18.1	0.4	17.7	18.5	0.4	18.0	18.7	0.4	18.2	18.9	0.4	18.4	18.9	0.4	18.4
35	1.5	0.0	1.4	3.9	0.1	3.8	6.5	0.1	6.4	8.1	0.1	8.0	9.3	0.1	9.2	10.2	0.1	10.1	11.4	0.1	11.2	11.6	0.1	11.4	11.7	0.1	11.6	12.0	0.1	11.8	13.0	0.1	12.8	13.2	0.1	13.1	13.4	0.1	13.2	13.4	0.1	13.2
30	2.1	0.0	2.0	4.2	0.1	4.0	7.4	0.1	7.2	9.2	0.2	9.0	11.6	0.2	11.4	12.3	0.2	12.1	12.6	0.2	12.4	12.9	0.2	12.6	13.2	0.2	12.9	13.4	0.2	13.2	14.4	0.2	14.1	14.6	0.2	14.4	14.8	0.2	14.5	15.0	0.2	14.7
25	1.0	0.0	0.9	3.0	0.0	3.0	6.4	0.0	6.3	9.2	0.0	9.1	10.6	0.1	10.5	11.8	0.1	11.7	12.2	0.1	12.1	12.7	0.1	12.6	13.2	0.1	13.1	13.4	0.1	13.2	13.9	0.1	13.8	14.0	0.1	13.8	14.2	0.1	14.1	14.3	0.1	14.1
20	1.3	0.0	1.3	3.5	0.0	3.4	5.5	0.0	5.4	7.4	0.1	7.3	9.3	0.1	9.2	10.1	0.1	10.0	10.3	0.1	10.1	10.5	0.1	10.4	10.7	0.1	10.5	11.6	0.1	11.4	12.0	0.1	11.8	12.1	0.1	11.9	12.5	0.1	12.3	12.7	0.1	12.5
15	1.6	0.5	1.1	3.0	0.6	2.3	4.3	0.6	3.6	5.5	0.7	4.8	6.7	0.7	5.9	7.0	0.7	6.3	7.2	0.7	6.5	7.5	0.7	6.8	7.8	0.7	7.1	8.0	0.7	7.3	8.2	0.7	7.4	8.2	0.7	7.5	8.4	0.7	7.6	8.4	0.7	7.6
10	1.2	0.4	0.7	2.7	0.6	2.1	3.7	0.6	3.1	4.5	0.6	3.9	5.2	0.6	4.5	5.6	0.6	4.9	6.0	0.6	5.3	6.4	0.6	5.7	6.5	0.6	5.8	6.8	0.7	6.1	7.0	0.7	6.3	7.1	0.7	6.4	7.2	0.7	6.5	7.2	0.7	6.5
05	0.6	0.0	0.5	2.2	0.1	2.1	3.7	0.1	3.5	4.8	0.1	4.7	5.3	0.1	5.2	5.9	0.1	5.8	6.1	0.1	6.0	6.3	0.1	6.1	6.3	0.1	6.2	7.0	0.1	6.8	7.2	0.1	7.0	7.3	0.1	7.2	7.3	0.1	7.2	7.4	0.1	7.2
76	1.7	0.0	1.6	3.5	0.1	3.4	6.8	0.1	6.6	10.0	0.1	9.9	11.9	0.1	11.8	13.4	0.1	13.2	14.0	0.1	13.9	14.4	0.1	14.2	14.8	0.1	14.7	15.6	0.1	15.5	15.9	0.1	15.8	16.5	0.1	16.3	16.5	0.2	16.3	16.6	0.2	16.3
95	0.7	0.0	0.6	1.5	0.0	1.5	2.2	0.0	2.2	2.7	0.0	2.7	3.8	0.0	3.7	4.2	0.0	4.2	4.3	0.0	4.3	4.4	0.0	4.4	4.5	0.0	4.5	4.9	0.0	4.8	5.0	0.0	4.9	5.2	0.0	5.1	5.2	0.0	5.1	5.2	0.0	5.1

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	7,686.71	open	83,547	7,750	5.9	7,697.1	8.4	7685	16.8	14.93	0.483	0.01860
T	10:00	7,709.88 +23.2	current	292,105	7,710	20.8	7,703.9	18.5	7710	13.3	15.05	0.002	0.02980
T30	10:30	7,703.76 -6.1	current	321,991	7,700	29.7	7,695.3	21.3	7705	12.6	14.92	-0.054	0.03270
E	11:00	7,706.04 +2.3	current	246,516	7,700	25.0	7,696.4	22.8	7705	12.3	14.91	0.034	0.03540
E30	11:30	7,745.15 +39.1	current	499,728	7,740	39.1	7,724.5	18.4	7745	14.8	14.99	0.017	0.03060
N	12:00	7,748.85 +3.7	current	313,551	7,750	27.1	7,741.5	21.4	7750	13.4	14.65	-0.069	0.03560
N30	12:30	7,740.89 -8.0	current	207,521	7,740	21.1	7,740.8	25.0	7740	12.2	14.60	0.012	0.04220
P1	13:00	7,745.62 +4.7	current	177,570	7,745	22.6	7,736.7	33.6	7745	11.9	14.61	0.050	0.04680
P130	13:30	7,741.89 -3.7	current	182,909	7,740	26.8	7,737.6	35.5	7740	10.6	14.50	0.142	0.05620
P2	14:00	7,748.63 +6.7	current	228,620	7,750	37.4	7,739.7	39.8	7750	10.5	14.50	-0.071	0.06440
P230	14:30	7,753.89 +5.3	current	235,671	7,750	35.8	7,748.0	42.5	7755	10.6	14.53	-0.058	0.07410
P3	15:00	7,752.86 -1.0	current	162,281	7,750	29.4	7,750.3	47.1	7755	10.7	14.44	-0.198	0.08650
P330	15:30	7,750.25 -2.6	current	177,690	7,750	42.6	7,748.7	55.3	7750	11.4	14.40	0.046	0.11760
C	16:00 Close	7,747.71 -2.5	close	249,433	7,750	82.8	7,747.7	63.4	7745	33.6	14.28	0.015	0.41890

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.