Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-04 · Exp 2026-09-04 · Spot 7,718.60 · Window 7660–7840 · Last slot C · Generated 2026-09-04 16:45:04 ET · ET · Data: SQLite · spx_intraday_2026-09-04.json

Wall vs flow slot C · Call peak K7720 Δ50,888 vs wall K7900 away -180pt · Put peak K7715 Δ42,383 vs wall K7500 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

2026-09-04 SPX O 7,750.19 · H 7,750.19 · L 7,706.12 · C 7,718.60 prior C — VIX 14.53 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	7,750.19	7,739.00	7,728.51	7,710.59	7,710.43	7,715.90	7,722.27	7,725.36	7,713.97	7,710.20	7,714.15	7,718.47	7,715.63	7,718.60
VIX	14.11	14.03	14.07	14.29	14.19	14.08	14.02	14.07	14.11	14.20	14.04	14.01	14.30	14.50
ATM	26.35	21.20	19.95	20.10	17.35	15.35	14.25	11.95	10.90	10.05	7.80	6.88	5.30	1.90
IV	15.3	13.1	12.9	13.7	12.3	11.6	11.5	10.5	10.4	10.8	9.7	10.1	11.2	31.5
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
40	0.1	0.1	0.0	1.0	0.9	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.3	0.3	0	0.2	0.2	0	0.0	0.0	0	0.2	0.2	0.0	0.0	0.0	0.0	0	0	0	0.0	0.0	0	0.0	0.0	0	0	0	0
35	0.1	0.1	0	0.4	0.4	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.3	0.3	0	0.2	0.2	0	0.1	0.1	0	0.3	0.3	0	0.0	0.0	0	0	0	0	0.0	0	0.0	0	0	0	0	0	0
30	0.3	0.3	0	0.6	0.6	0.0	0.5	0.5	0.0	0.9	0.9	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.6	0.6	0	0.0	0.0	0	0.4	0.4	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
25	0.2	0.2	0	0.9	0.9	0.0	0.6	0.6	0.0	0.6	0.6	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	0.3	0.3	0	0.2	0.2	0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0
20	0.5	0.5	0.0	1.6	1.6	0.0	1.6	1.6	0.0	0.7	0.7	0.0	0.6	0.6	0.0	0.1	0.1	0	0.4	0.4	0	0.4	0.4	0	0.5	0.5	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
15	0.2	0.2	0.0	1.0	1.0	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.3	0.2	0.0	0.0	0.0	0.0	0.4	0.4	0	0.3	0.3	0	0.0	0.0	0	0.8	0.8	0.0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0
10	0.7	0.7	0.0	1.6	1.6	0.0	1.0	1.0	0.0	0.5	0.5	0	0.7	0.7	0.0	0.3	0.3	0.0	0.4	0.4	0	0.2	0.2	0.0	0.1	0.1	0.0	1.4	1.4	0.0	0.6	0.6	0.0	0.1	0.1	0	0.0	0.0	0.0	0.0	0.0	0
05	0.5	0.5	0.0	3.0	3.0	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.3	0.2	0.0	0.2	0.2	0	0.2	0.2	0.0	0.2	0.2	0	0.2	0.2	0.0	0.2	0.2	0	0.5	0.5	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0
78	2.1	2.1	0.0	3.6	3.5	0.0	2.4	2.3	0.0	1.5	1.5	0.0	0.7	0.7	0.0	0.4	0.3	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.6	0.6	0.0	0.8	0.8	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0
95	0.9	0.9	0.0	1.8	1.8	0.0	1.5	1.5	0.0	1.1	1.1	0.0	0.3	0.3	0.0	0.2	0.2	0	0.4	0.4	0	0.3	0.3	0.0	0.1	0.1	0	0.1	0.1	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0.0
90	2.2	2.2	0.0	4.2	4.1	0.0	1.8	1.8	0.0	1.3	1.2	0.0	0.5	0.4	0.0	0.2	0.2	0.0	1.1	1.1	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.9	0.9	0.0	0.3	0.3	0.0	0.0	0.0	0	0.0	0.0	0.0
85	1.8	1.7	0.0	3.7	3.6	0.1	4.1	4.1	0.0	1.9	1.8	0.0	0.8	0.8	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.5	0.4	0.0	0.2	0.2	0.0	0.5	0.5	0	1.1	1.1	0.0	0.0	0.0	0	0.0	0.0	0.0
80	2.5	2.4	0.0	8.1	8.0	0.1	5.2	5.1	0.1	1.9	1.8	0.0	1.4	1.4	0.0	0.6	0.6	0.0	1.1	1.0	0.0	0.9	0.8	0.0	0.9	0.9	0.0	0.4	0.4	0.0	0.1	0.1	0.0	0.8	0.8	0.0	0.1	0.0	0.0	0.0	0.0	0.0
75	1.9	1.8	0.0	5.0	4.6	0.3	9.7	9.4	0.2	2.6	2.6	0.0	1.1	1.1	0.0	0.4	0.4	0.0	0.8	0.8	0.0	0.6	0.5	0.0	0.8	0.7	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.5	0.5	0.0	0.2	0.1	0.0	0.0	0.0	0.0
70	2.4	2.1	0.2	7.1	6.7	0.3	10.9	10.6	0.2	4.6	4.6	0.0	1.7	1.7	0.0	1.2	1.2	0.0	1.2	1.2	0.0	1.1	1.1	0.0	1.2	1.2	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.7	0.7	0.0	0.2	0.2	0.0	0.2	0.2	0.0
65	1.4	1.3	0.0	6.6	6.1	0.4	9.4	9.0	0.3	5.2	4.9	0.3	1.4	1.3	0.1	0.7	0.7	0.0	1.3	1.3	0.0	1.2	1.1	0.0	0.9	0.9	0.0	1.0	1.0	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.0	0.0	0.0
60	1.7	1.5	0.2	8.4	7.8	0.6	14.9	14.1	0.7	8.4	8.1	0.2	2.8	2.7	0.1	1.8	1.7	0.0	2.8	2.7	0.1	1.7	1.6	0.0	1.9	1.8	0.0	1.6	1.5	0.0	0.5	0.4	0.0	0.7	0.7	0.0	1.0	1.0	0.0	0.4	0.4	0.0
55	1.2	1.1	0.1	15.7	14.7	1.0	12.5	11.8	0.7	15.5	15.0	0.4	3.2	2.8	0.3	1.4	1.3	0.1	3.8	3.5	0.2	2.2	2.0	0.1	2.1	2.0	0.1	2.0	1.8	0.1	0.5	0.5	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.3	0.2	0.0
50	3.6	2.5	1.1	21.7	18.5	3.1	22.8	20.3	2.5	24.0	22.3	1.7	8.5	8.2	0.3	3.2	2.8	0.3	6.1	5.7	0.3	5.5	5.1	0.4	6.1	4.9	1.1	3.0	2.7	0.3	1.9	1.6	0.3	1.1	1.0	0.1	0.9	0.8	0.0	1.1	0.2	0.8
45	2.3	1.6	0.6	12.0	8.5	3.4	11.8	9.5	2.2	10.0	9.1	0.9	8.3	7.9	0.4	3.3	3.0	0.2	7.7	7.2	0.4	5.1	4.5	0.6	6.0	5.5	0.4	7.2	7.0	0.1	1.1	1.0	0.1	2.1	2.0	0.0	2.2	2.2	0.0	0.5	0.4	0.1
40	4.3	2.8	1.4	18.8	9.7	9.0	22.1	15.2	6.8	19.4	16.9	2.5	8.4	7.4	0.9	5.8	5.3	0.5	11.6	10.7	0.9	11.6	10.1	1.4	9.2	8.5	0.6	4.0	3.7	0.3	2.2	1.8	0.3	7.7	7.5	0.1	3.0	2.7	0.3	1.0	0.8	0.2
35	2.7	1.3	1.3	10.7	3.1	7.5	17.2	8.3	8.9	13.4	10.2	3.2	8.5	7.2	1.2	5.3	4.9	0.4	13.0	11.8	1.2	11.5	9.9	1.5	9.9	8.6	1.3	4.6	4.2	0.4	2.6	2.3	0.2	7.3	7.0	0.2	2.8	2.4	0.3	3.0	2.7	0.3
30	2.1	0.4	1.7	8.3	1.9	6.3	22.5	9.4	13.1	19.0	12.8	6.1	14.3	12.2	2.0	10.9	9.3	1.6	18.8	16.4	2.4	17.7	13.0	4.7	18.5	14.6	3.9	7.5	6.3	1.1	5.8	5.1	0.6	5.5	4.7	0.8	6.9	5.9	0.9	8.3	6.6	1.6
25	1.5	0.2	1.2	6.1	1.3	4.8	20.7	5.4	15.3	23.4	12.7	10.7	10.7	8.5	2.2	11.3	9.8	1.5	25.1	17.3	7.8	23.8	13.9	9.8	22.8	13.4	9.3	13.7	11.2	2.4	9.2	8.2	0.9	14.7	12.9	1.7	14.6	12.4	2.2	19.5	15.9	3.6
20	1.9	0.1	1.7	9.2	1.0	8.1	15.6	2.3	13.2	22.9	9.9	12.9	15.3	10.8	4.5	15.6	11.7	3.9	27.5	16.4	11.0	17.2	6.7	10.4	29.5	10.8	18.6	23.0	17.2	5.8	20.1	17.1	2.9	30.3	25.1	5.1	30.2	23.3	6.9	64.3	50.8	13.4
15	0.9	0.0	0.9	5.3	0.4	4.9	11.9	1.5	10.3	20.7	6.3	14.3	19.1	11.6	7.4	18.0	11.3	6.6	17.5	8.1	9.4	12.1	3.4	8.7	25.5	5.6	19.9	28.6	17.2	11.3	25.8	19.0	6.7	29.8	15.9	13.8	43.1	25.4	17.7	77.9	35.5	42.3
10	1.1	0.0	1.0	5.8	0.3	5.4	10.9	1.0	9.9	18.2	3.4	14.7	25.9	12.1	13.8	19.9	9.5	10.3	15.4	5.3	10.0	9.1	1.9	7.2	17.1	2.4	14.7	35.8	13.4	22.4	27.6	13.2	14.3	19.1	5.8	13.3	42.1	9.5	32.6	45.0	7.7	37.3
05	1.4	0.0	1.3	4.0	0.3	3.7	7.9	0.6	7.2	10.8	1.5	9.2	14.7	3.8	10.9	11.6	3.3	8.3	8.1	1.4	6.6	4.9	0.4	4.4	7.2	0.7	6.4	22.0	4.1	17.8	15.5	3.6	11.9	9.6	1.6	7.9	17.3	2.4	14.9	13.6	2.0	11.6
77	1.8	0.1	1.7	8.5	1.0	7.4	14.7	1.5	13.1	19.1	1.7	17.3	17.4	3.5	13.8	14.2	2.9	11.2	12.9	1.9	10.9	7.5	1.3	6.2	11.0	1.1	9.9	26.0	3.1	22.8	16.4	2.7	13.7	9.7	1.4	8.2	16.8	2.8	14.0	8.7	1.8	6.9
95	1.0	0.0	1.0	4.5	0.2	4.3	6.6	0.3	6.2	10.5	0.9	9.5	9.4	1.0	8.3	8.0	1.1	6.8	5.6	0.5	5.1	3.4	0.2	3.2	4.1	0.2	3.8	8.9	0.5	8.3	5.6	0.5	5.1	2.9	0.2	2.7	3.9	0.3	3.6	2.8	0.3	2.5
90	1.0	0.0	0.9	5.1	0.3	4.8	6.1	0.3	5.7	10.8	0.5	10.2	9.3	0.7	8.5	6.9	0.5	6.3	6.6	0.3	6.2	2.8	0.1	2.7	3.5	0.1	3.3	7.4	0.4	7.0	5.4	0.2	5.1	3.0	0.1	2.8	2.9	0.4	2.4	1.2	0.1	1.0
85	1.0	0.0	1.0	2.8	0.2	2.6	5.3	0.2	5.0	7.3	0.4	6.8	9.3	0.5	8.7	5.0	0.4	4.6	4.6	0.3	4.3	2.6	0.4	2.1	3.7	0.1	3.6	5.8	0.6	5.1	4.4	0.2	4.1	1.5	0.0	1.4	1.3	0.5	0.8	1.0	0.1	0.9
80	1.1	0.0	1.1	4.3	0.1	4.2	4.7	0.1	4.6	7.2	0.3	6.8	6.4	0.4	6.0	4.4	0.3	4.0	3.9	0.1	3.7	2.6	0.0	2.5	7.9	0.1	7.8	3.3	0.1	3.1	3.2	0.0	3.2	1.7	0.1	1.5	1.8	0.2	1.5	1.8	0.3	1.5
75	1.2	0.0	1.2	7.0	0.0	7.0	9.0	0.1	8.8	6.1	0.2	5.9	6.7	0.4	6.2	3.2	0.3	2.8	3.3	0.1	3.1	1.4	0.0	1.4	2.3	0.0	2.2	3.2	0.1	3.0	1.2	0.1	1.0	1.0	0.0	1.0	1.1	0.1	1.0	0.6	0.0	0.5
70	1.1	0.0	1.0	6.0	0.0	5.9	7.5	0.0	7.4	4.8	0.1	4.6	4.3	0.4	3.9	2.5	0.2	2.2	2.2	0.1	2.1	0.7	0.0	0.6	1.1	0.0	1.1	1.4	0.0	1.4	1.8	0.0	1.8	0.6	0.0	0.5	0.7	0.0	0.6	0.4	0.0	0.3
65	0.7	0.0	0.7	2.8	0.0	2.8	2.6	0.0	2.5	4.6	0.0	4.5	3.0	0.1	2.8	1.5	0.0	1.5	2.0	0.0	1.9	0.8	0.0	0.8	0.8	0.0	0.8	1.0	0.0	1.0	0.6	0.0	0.6	0.4	0.0	0.3	0.5	0.0	0.5	0.4	0.0	0.4
60	0.9	0.0	0.9	2.6	0.0	2.6	2.0	0.0	1.9	3.9	0.0	3.8	2.8	0.1	2.6	1.3	0.1	1.2	1.3	0.2	1.0	0.9	0.1	0.8	0.6	0.0	0.6	0.8	0.0	0.7	0.9	0.0	0.8	0.6	0.0	0.6	0.6	0.0	0.6	0.3	0.0	0.2

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
40	0.1	0.1	0.0	1.1	1.1	0.0	1.6	1.6	0.0	2.2	2.1	0.0	2.6	2.6	0.0	3.0	2.9	0.0	3.2	3.2	0.0	3.3	3.2	0.0	3.5	3.5	0.0	3.6	3.5	0.0	3.6	3.5	0.0	3.6	3.5	0.0	3.6	3.5	0.0	3.6	3.5	0.0
35	0.1	0.1	0	0.6	0.6	0.0	0.8	0.8	0.0	1.0	1.0	0.0	1.3	1.3	0.0	1.6	1.6	0.0	1.9	1.9	0.0	2.1	2.0	0.0	2.4	2.4	0.0	2.5	2.4	0.0	2.5	2.4	0.0	2.5	2.4	0.0	2.5	2.4	0.0	2.5	2.4	0.0
30	0.3	0.3	0	0.9	0.9	0.0	1.5	1.5	0.0	2.4	2.4	0.0	2.7	2.7	0.0	3.1	3.1	0.0	3.8	3.7	0.0	3.9	3.8	0.0	4.3	4.2	0.0	4.3	4.3	0.0	4.4	4.4	0.0	4.4	4.4	0.0	4.4	4.4	0.0	4.4	4.4	0.0
25	0.2	0.2	0	1.2	1.2	0.0	1.8	1.8	0.0	2.4	2.4	0.0	2.8	2.8	0.0	3.1	3.1	0.0	3.4	3.3	0.0	3.6	3.6	0.0	4.0	4.0	0.0	4.3	4.2	0.0	4.3	4.3	0.0	4.3	4.3	0.0	4.4	4.3	0.0	4.4	4.3	0.0
20	0.5	0.5	0.0	2.2	2.2	0.0	3.9	3.9	0.0	4.6	4.6	0.0	5.3	5.2	0.0	5.5	5.4	0.0	5.9	5.9	0.0	6.4	6.3	0.0	6.9	6.9	0.0	7.5	7.4	0.0	7.5	7.5	0.0	7.6	7.5	0.0	7.6	7.6	0.0	7.6	7.6	0.0
15	0.2	0.2	0.0	1.2	1.2	0.0	1.7	1.7	0.0	2.2	2.2	0.0	2.5	2.5	0.0	2.6	2.5	0.0	3.0	3.0	0.0	3.4	3.3	0.0	3.4	3.4	0.0	4.3	4.2	0.0	4.5	4.4	0.0	4.5	4.4	0.0	4.5	4.5	0.0	4.5	4.5	0.0
10	0.7	0.7	0.0	2.3	2.3	0.0	3.4	3.4	0.0	3.9	3.9	0.0	4.7	4.6	0.0	5.0	4.9	0.0	5.5	5.4	0.0	5.7	5.7	0.0	5.9	5.8	0.0	7.3	7.2	0.0	7.9	7.8	0.0	8.0	8.0	0.0	8.1	8.0	0.0	8.1	8.0	0.0
05	0.5	0.5	0.0	3.6	3.6	0.0	4.4	4.4	0.0	4.8	4.8	0.0	5.1	5.1	0.0	5.4	5.3	0.0	5.6	5.6	0.0	5.9	5.8	0.0	6.1	6.0	0.0	6.3	6.3	0.0	6.8	6.8	0.0	6.8	6.8	0.0	6.9	6.8	0.0	6.9	6.9	0.0
78	2.1	2.1	0.0	5.7	5.6	0.0	8.1	8.0	0.1	9.7	9.5	0.2	10.5	10.2	0.2	10.9	10.6	0.2	11.5	11.1	0.3	11.9	11.6	0.3	12.3	12.0	0.3	13.0	12.7	0.3	13.8	13.5	0.3	14.0	13.6	0.3	14.0	13.6	0.3	14.0	13.7	0.3
95	0.9	0.9	0.0	2.8	2.8	0.0	4.3	4.3	0.0	5.5	5.5	0.0	5.9	5.8	0.0	6.1	6.0	0.0	6.5	6.4	0.0	6.8	6.7	0.0	7.0	6.9	0.0	7.1	7.1	0.0	7.4	7.3	0.0	7.4	7.4	0.0	7.5	7.4	0.0	7.5	7.4	0.0
90	2.2	2.2	0.0	6.4	6.4	0.0	8.3	8.2	0.0	9.6	9.5	0.1	10.1	10.0	0.1	10.4	10.3	0.1	11.6	11.5	0.1	12.1	12.0	0.1	12.6	12.5	0.1	12.8	12.7	0.1	13.8	13.6	0.1	14.1	14.0	0.1	14.1	14.0	0.1	14.2	14.0	0.1
85	1.8	1.7	0.0	5.5	5.4	0.1	9.7	9.5	0.2	11.6	11.4	0.2	12.5	12.2	0.2	13.4	13.2	0.2	14.2	13.9	0.2	14.8	14.5	0.2	15.3	15.0	0.3	15.5	15.2	0.3	16.1	15.7	0.3	17.2	16.9	0.3	17.2	16.9	0.3	17.3	17.0	0.3
80	2.5	2.4	0.0	10.7	10.5	0.1	16.0	15.7	0.3	17.9	17.6	0.3	19.4	19.0	0.3	20.1	19.7	0.3	21.2	20.8	0.3	22.1	21.7	0.3	23.0	22.6	0.4	23.5	23.1	0.4	23.7	23.3	0.4	24.6	24.1	0.4	24.7	24.2	0.4	24.7	24.3	0.4
75	1.9	1.8	0.0	7.0	6.5	0.4	16.8	16.0	0.7	19.4	18.6	0.8	20.6	19.8	0.8	21.0	20.2	0.8	21.9	21.1	0.8	22.5	21.7	0.8	23.4	22.4	0.9	23.9	22.9	0.9	24.1	23.1	0.9	24.6	23.6	1.0	24.9	23.8	1.0	24.9	23.9	1.0
70	2.4	2.1	0.2	9.5	8.9	0.6	20.5	19.6	0.9	25.2	24.2	0.9	26.9	25.9	0.9	28.2	27.2	1.0	29.5	28.4	1.0	30.6	29.6	1.0	31.9	30.8	1.1	32.6	31.5	1.1	33.1	31.9	1.1	33.8	32.7	1.1	34.1	32.9	1.1	34.3	33.2	1.1
65	1.4	1.3	0.0	8.1	7.5	0.5	17.5	16.6	0.8	22.7	21.5	1.1	24.2	22.9	1.3	25.0	23.6	1.3	26.4	24.9	1.4	27.6	26.1	1.4	28.5	27.0	1.5	29.6	28.1	1.5	30.0	28.5	1.5	30.6	29.0	1.5	30.7	29.1	1.5	30.8	29.2	1.6
60	1.7	1.5	0.2	10.2	9.4	0.8	25.2	23.6	1.6	33.6	31.7	1.8	36.5	34.5	2.0	38.3	36.2	2.0	41.1	38.9	2.2	42.9	40.6	2.3	44.8	42.4	2.4	46.4	44.0	2.4	46.9	44.4	2.5	47.7	45.1	2.5	48.8	46.2	2.5	49.3	46.7	2.5
55	1.2	1.1	0.1	17.0	15.8	1.1	29.6	27.6	1.9	45.1	42.7	2.4	48.3	45.6	2.7	49.8	46.9	2.9	53.6	50.5	3.1	55.9	52.6	3.2	58.0	54.6	3.4	60.1	56.5	3.5	60.6	57.0	3.6	61.2	57.6	3.6	61.8	58.1	3.6	62.1	58.4	3.6
50	3.6	2.5	1.1	25.3	21.0	4.3	48.1	41.3	6.8	72.2	63.6	8.5	80.8	71.8	8.9	84.0	74.7	9.3	90.2	80.5	9.7	95.8	85.6	10.1	101.9	90.6	11.2	104.9	93.3	11.6	106.9	95.0	11.9	108.0	96.0	12.0	109.0	96.9	12.1	110.1	97.1	13.0
45	2.3	1.6	0.6	14.3	10.2	4.0	26.2	19.8	6.3	36.2	28.9	7.2	44.6	36.9	7.6	47.9	39.9	7.9	55.6	47.2	8.4	60.8	51.7	9.1	66.8	57.2	9.5	74.0	64.3	9.7	75.2	65.3	9.8	77.3	67.4	9.9	79.6	69.6	10.0	80.1	70.0	10.1
40	4.3	2.8	1.4	23.2	12.6	10.5	45.4	27.9	17.4	64.8	44.9	19.9	73.3	52.3	20.9	79.2	57.7	21.4	90.9	68.4	22.4	102.5	78.6	23.8	111.7	87.2	24.5	115.8	91.0	24.8	118.0	92.8	25.1	125.7	100.4	25.3	128.8	103.2	25.6	129.8	104.0	25.8
35	2.7	1.3	1.3	13.4	4.4	8.9	30.6	12.8	17.8	44.1	23.0	21.0	52.6	30.2	22.3	58.0	35.2	22.8	71.0	47.0	24.0	82.6	57.0	25.5	92.5	65.7	26.8	97.2	69.9	27.3	99.8	72.3	27.5	107.1	79.3	27.8	110.0	81.7	28.2	113.0	84.5	28.5
30	2.1	0.4	1.7	10.5	2.4	8.0	33.0	11.9	21.1	52.1	24.8	27.2	66.4	37.0	29.3	77.3	46.4	30.9	96.1	62.8	33.3	113.9	75.8	38.1	132.5	90.4	42.0	140.1	96.8	43.2	145.9	102.0	43.9	151.4	106.7	44.7	158.3	112.6	45.6	166.7	119.3	47.3
25	1.5	0.2	1.2	7.6	1.6	6.0	28.4	7.0	21.4	51.8	19.7	32.1	62.6	28.3	34.3	74.0	38.1	35.8	99.1	55.5	43.6	123.0	69.5	53.5	145.9	82.9	62.9	159.6	94.2	65.4	168.9	102.5	66.4	183.6	115.4	68.1	198.3	127.9	70.3	217.9	143.9	74.0
20	1.9	0.1	1.7	11.1	1.2	9.9	26.8	3.6	23.1	49.8	13.6	36.1	65.1	24.4	40.7	80.8	36.1	44.6	108.4	52.6	55.7	125.6	59.4	66.2	155.2	70.3	84.9	178.2	87.5	90.7	198.3	104.7	93.6	228.6	129.8	98.8	258.9	153.2	105.7	323.3	204.1	119.1
15	0.9	0.0	0.9	6.3	0.5	5.8	18.2	2.1	16.1	38.9	8.4	30.5	58.1	20.1	37.9	76.1	31.5	44.6	93.7	39.6	54.0	105.8	43.1	62.7	131.4	48.7	82.7	160.1	66.0	94.0	185.9	85.1	100.8	215.8	101.0	114.7	259.0	126.5	132.4	336.9	162.0	174.8
10	1.1	0.0	1.0	6.9	0.4	6.4	17.9	1.4	16.4	36.1	4.9	31.2	62.1	17.0	45.0	82.0	26.6	55.3	97.4	31.9	65.4	106.6	33.9	72.6	123.8	36.3	87.4	159.6	49.8	109.8	187.3	63.0	124.2	206.4	68.9	137.5	248.6	78.4	170.2	293.7	86.1	207.5
05	1.4	0.0	1.3	5.4	0.3	5.1	13.4	1.0	12.3	24.2	2.6	21.6	39.0	6.4	32.6	50.6	9.7	40.9	58.8	11.1	47.6	63.7	11.6	52.0	70.9	12.4	58.5	92.9	16.5	76.3	108.5	20.1	88.3	118.2	21.8	96.3	135.5	24.2	111.2	149.2	26.3	122.8
77	1.8	0.1	1.7	10.3	1.1	9.2	25.1	2.7	22.4	44.3	4.5	39.7	61.7	8.0	53.6	76.0	11.0	64.9	88.9	13.0	75.9	96.4	14.3	82.1	107.5	15.4	92.0	133.5	18.6	114.9	150.0	21.3	128.7	159.7	22.7	136.9	176.6	25.6	150.9	185.4	27.4	157.9
95	1.0	0.0	1.0	5.5	0.2	5.3	12.2	0.6	11.6	22.7	1.5	21.1	32.2	2.6	29.5	40.2	3.8	36.3	45.8	4.4	41.4	49.3	4.6	44.6	53.4	4.9	48.5	62.4	5.4	56.9	68.0	6.0	62.0	71.0	6.2	64.7	75.0	6.6	68.4	77.8	6.9	70.9
90	1.0	0.0	0.9	6.2	0.4	5.8	12.3	0.8	11.5	23.2	1.4	21.7	32.5	2.1	30.3	39.4	2.7	36.6	46.0	3.1	42.9	48.9	3.2	45.6	52.4	3.4	49.0	59.9	3.8	56.1	65.4	4.1	61.2	68.4	4.3	64.0	71.3	4.7	66.5	72.5	4.8	67.6
85	1.0	0.0	1.0	3.9	0.2	3.7	9.2	0.4	8.8	16.6	0.9	15.6	26.0	1.5	24.4	31.0	1.9	29.1	35.7	2.2	33.4	38.3	2.7	35.6	42.0	2.8	39.2	47.9	3.4	44.4	52.3	3.7	48.5	53.8	3.8	50.0	55.2	4.3	50.9	56.3	4.4	51.8
80	1.1	0.0	1.1	5.5	0.1	5.4	10.3	0.2	10.0	17.5	0.5	16.9	24.0	1.0	23.0	28.4	1.3	27.0	32.3	1.4	30.8	34.9	1.5	33.3	42.9	1.7	41.2	46.2	1.9	44.3	49.5	1.9	47.5	51.3	2.1	49.1	53.1	2.4	50.7	54.9	2.7	52.2
75	1.2	0.0	1.2	8.2	0.0	8.2	17.2	0.1	17.1	23.4	0.4	23.0	30.2	0.9	29.3	33.5	1.2	32.2	36.8	1.4	35.4	38.3	1.4	36.8	40.7	1.5	39.1	43.9	1.6	42.2	45.1	1.8	43.2	46.2	1.9	44.3	47.4	2.0	45.3	48.0	2.0	45.9
70	1.1	0.0	1.0	7.1	0.0	7.0	14.6	0.1	14.5	19.4	0.2	19.2	23.8	0.7	23.1	26.4	0.9	25.4	28.6	1.0	27.5	29.3	1.1	28.2	30.4	1.1	29.3	31.9	1.2	30.7	33.8	1.2	32.6	34.4	1.2	33.1	35.2	1.3	33.8	35.6	1.3	34.2
65	0.7	0.0	0.7	3.6	0.0	3.6	6.2	0.0	6.1	10.9	0.1	10.7	13.9	0.3	13.5	15.5	0.4	15.0	17.5	0.4	17.0	18.3	0.4	17.8	19.2	0.4	18.7	20.3	0.5	19.7	20.9	0.5	20.4	21.3	0.5	20.7	21.8	0.6	21.2	22.3	0.6	21.7
60	0.9	0.0	0.9	3.6	0.0	3.6	5.6	0.0	5.6	9.5	0.1	9.4	12.4	0.2	12.1	13.8	0.3	13.4	15.1	0.6	14.4	16.0	0.8	15.2	16.7	0.8	15.9	17.5	0.8	16.7	18.5	0.9	17.6	19.1	0.9	18.2	19.8	0.9	18.8	20.1	0.9	19.1

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	7,750.19	open	54,073	7,740	4.3	7,743.5	13.4	7750	15.3	14.11	-0.179	0.02420
T	10:00	7,739.00 -11.2	current	222,003	7,750	21.7	7,738.6	18.8	7740	13.1	14.03	-0.067	0.03000
T30	10:30	7,728.51 -10.5	current	301,623	7,750	22.8	7,732.7	20.1	7730	12.9	14.07	-0.064	0.03200
E	11:00	7,710.59 -17.9	current	305,890	7,750	24.0	7,724.6	16.3	7710	13.7	14.29	0.020	0.03160
E30	11:30	7,710.43 -0.2	current	221,284	7,710	25.9	7,716.1	27.0	7710	12.3	14.19	-0.017	0.03700
N	12:00	7,715.90 +5.5	current	163,358	7,710	19.9	7,715.3	32.8	7715	11.6	14.08	0.003	0.04160
N30	12:30	7,722.27 +6.4	current	211,135	7,720	27.5	7,721.9	33.3	7720	11.5	14.02	0.071	0.04460
P1	13:00	7,725.36 +3.1	current	153,768	7,725	23.8	7,724.7	38.3	7725	10.5	14.07	0.033	0.05310
P130	13:30	7,713.97 -11.4	current	199,934	7,720	29.5	7,720.8	36.2	7715	10.4	14.11	-0.042	0.05900
P2	14:00	7,710.20 -3.8	current	219,332	7,710	35.8	7,714.5	39.5	7710	10.8	14.20	0.021	0.06300
P230	14:30	7,714.15 +3.9	current	158,535	7,710	27.6	7,713.1	46.4	7715	9.7	14.04	-0.113	0.08060
P3	15:00	7,718.47 +4.3	current	155,328	7,720	30.3	7,718.1	48.2	7720	10.1	14.01	-0.191	0.09260
P330	15:30	7,715.63 -2.8	current	196,586	7,715	43.1	7,713.7	58.8	7715	11.2	14.30	0.048	0.12140
C	16:00 Close	7,718.60 +3.0	close	253,677	7,715	77.9	7,715.4	73.9	7715	31.5	14.50	0.283	0.36300

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.