Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-08 · Exp 2026-09-08 · Spot 7,673.52 · Window 7625–7805 · Last slot C · Generated 2026-09-08 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-08.json

Wall vs flow slot C · Call peak K7685 Δ28,985 vs wall K7800 away -115pt · Put peak K7670 Δ36,381 vs wall K7450 away +220pt · 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

2026-09-08 SPX O 7,717.81 · H 7,717.81 · L 7,666.99 · C 7,673.52 prior C — VIX 15.72 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	7,717.81	7,690.48	7,681.49	7,690.34	7,694.51	7,689.15	7,686.66	7,683.57	7,689.91	7,690.92	7,693.36	7,683.92	7,684.00	7,673.52
VIX	15.39	15.53	15.55	15.44	15.41	15.32	15.29	15.33	15.31	15.28	15.30	15.52	15.59	15.69
ATM	24.95	21.05	19.50	16.85	15.70	13.65	13.40	12.55	10.30	8.60	7.70	9.20	6.90	3.13
IV	12.6	13.1	12.7	11.5	11.3	10.4	10.8	10.5	9.9	9.2	9.2	13.8	15.0	52.8
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
05	0.1	0.1	0	0.3	0.3	0	0.6	0.6	0	0.7	0.7	0	0.1	0.1	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	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
78	0.4	0.3	0.0	1.1	1.0	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.4	0.3	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0
95	0.2	0.2	0.0	0.4	0.4	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.2	0.2	0	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0	0.2	0.2	0.0	0.0	0.0	0	0.1	0.1	0.0	0.5	0.5	0	0.0	0.0	0.0	0.0	0.0	0
90	0.2	0.2	0.0	0.7	0.7	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.3	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0
85	0.6	0.6	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.2	0.2	0.0	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	0.1	0.1	0.0	0.4	0.4	0	0.1	0.1	0.0	0.0	0.0	0.0
80	0.9	0.8	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.4	0.4	0	0.2	0.2	0.0	0.3	0.3	0	0.0	0.0	0	0.0	0.0	0.0	0.2	0.2	0	0.0	0.0	0	0.0	0.0	0.0	0.8	0.7	0.0	0.1	0.1	0.0	0.0	0.0	0
75	0.8	0.8	0.0	1.2	1.1	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.2	0.1	0.0	0.5	0.5	0	0.5	0.5	0	0.0	0.0	0.0	0.0	0.0	0.0	0.5	0.4	0.0	0.3	0.3	0.0	0.2	0.2	0.0
70	0.5	0.5	0.0	1.1	1.1	0.0	0.6	0.5	0.0	0.4	0.4	0	0.3	0.3	0.0	0.1	0.1	0.0	0.1	0.1	0	0.6	0.6	0.0	0.2	0.2	0	0.0	0.0	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.0	0.0	0.0
65	0.7	0.7	0.0	0.9	0.8	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.5	0.4	0.0	0.3	0.3	0.0	0.6	0.6	0.0	0.2	0.2	0	0.1	0.1	0.0	0.0	0.0	0	0.1	0.1	0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0
60	1.0	0.9	0.0	1.9	1.8	0.0	0.7	0.7	0.0	1.2	1.2	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.7	0.7	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0	0.4	0.4	0.0	0.2	0.2	0.0	0.0	0.0	0.0
55	0.8	0.8	0.0	1.5	1.4	0.0	1.1	1.0	0.0	0.9	0.9	0.0	0.5	0.4	0.0	0.8	0.8	0	0.9	0.8	0.0	0.2	0.2	0	0.3	0.3	0.0	0.5	0.5	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.0	0.0	0.0
50	1.6	1.5	0.0	4.2	3.9	0.2	1.8	1.7	0.1	0.9	0.9	0.0	0.8	0.7	0.0	0.8	0.7	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.6	0.5	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.5	0.2	0.2	0.1	0.0	0.0
45	1.3	1.2	0.0	3.6	3.5	0.1	4.4	4.3	0.0	1.0	0.9	0.0	1.1	1.0	0.0	1.4	1.4	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.2	0.1	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.4	0.3	0.0	0.0	0.0	0.0
40	1.8	1.7	0.0	5.8	5.6	0.1	6.3	6.2	0.1	1.4	1.3	0.0	2.2	2.1	0.0	1.0	0.9	0.0	1.1	1.1	0.0	0.7	0.7	0.0	0.9	0.8	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.9	0.8	0.0	0.3	0.3	0.0	0.1	0.0	0.0
35	2.2	2.0	0.1	6.0	5.7	0.2	2.0	1.9	0.0	1.9	1.9	0.0	2.2	2.1	0.1	1.4	1.3	0.1	1.5	1.4	0.1	0.9	0.9	0.0	0.8	0.8	0.0	0.5	0.5	0.0	0.7	0.7	0.0	1.1	1.1	0.0	0.3	0.3	0.0	0.0	0.0	0.0
30	1.9	1.7	0.1	8.8	8.5	0.2	5.5	5.4	0.1	3.2	3.0	0.1	3.4	3.0	0.4	2.2	2.0	0.1	1.8	1.7	0.0	0.8	0.8	0.0	1.3	1.3	0.0	0.6	0.5	0.1	0.5	0.4	0.0	2.8	2.8	0.0	0.6	0.4	0.1	0.1	0.1	0.0
25	2.3	2.1	0.1	8.5	8.0	0.5	4.7	4.2	0.4	3.2	2.9	0.2	4.6	4.1	0.4	3.2	2.8	0.3	3.2	2.9	0.2	1.6	1.4	0.2	2.4	2.3	0.0	0.9	0.9	0.0	1.1	1.0	0.0	1.9	1.8	0.0	1.4	1.4	0.0	0.3	0.2	0.0
20	1.7	1.3	0.3	11.7	10.9	0.8	7.1	6.6	0.5	5.3	5.0	0.3	7.6	7.1	0.4	4.8	4.1	0.6	4.0	3.5	0.5	2.9	2.3	0.6	3.9	3.1	0.8	2.0	1.8	0.2	1.2	1.1	0.0	2.7	2.5	0.2	1.1	1.1	0.0	0.5	0.4	0.1
15	1.9	1.3	0.5	11.9	11.1	0.8	9.4	8.7	0.7	7.3	6.7	0.6	9.9	9.3	0.6	6.9	6.5	0.4	6.3	5.7	0.5	4.0	3.8	0.2	8.3	8.0	0.2	2.5	2.3	0.1	2.2	1.8	0.4	6.4	6.3	0.1	4.3	4.2	0.1	0.8	0.8	0.0
10	2.8	1.5	1.2	12.3	10.4	1.9	12.4	11.7	0.6	9.2	8.6	0.5	12.4	11.4	0.9	9.8	9.0	0.7	8.3	7.6	0.6	5.2	4.8	0.4	9.2	8.5	0.6	3.8	3.4	0.4	3.5	2.9	0.5	6.6	6.1	0.5	3.1	2.9	0.2	1.5	1.3	0.2
05	2.9	1.1	1.7	13.2	9.7	3.4	20.4	19.3	1.0	10.3	9.6	0.7	13.5	12.0	1.5	9.3	8.1	1.2	9.1	8.4	0.7	5.9	5.3	0.5	10.1	9.0	1.1	6.0	5.4	0.5	8.8	8.0	0.8	15.2	14.3	0.8	4.0	3.8	0.2	2.0	1.6	0.3
77	2.9	0.9	2.0	22.0	13.0	8.9	27.7	24.8	2.8	19.6	17.1	2.5	24.3	18.6	5.7	15.3	11.5	3.7	19.3	16.5	2.8	15.2	13.6	1.6	23.3	19.5	3.8	16.4	13.6	2.7	18.4	15.6	2.7	31.4	28.5	2.8	10.5	9.5	1.0	6.6	5.4	1.2
95	2.2	1.0	1.2	18.4	9.2	9.2	11.5	8.0	3.4	13.4	9.5	3.8	21.5	13.0	8.5	15.2	8.9	6.2	15.4	10.5	4.9	12.1	9.3	2.8	21.5	15.0	6.5	20.6	13.9	6.6	21.4	15.4	5.9	35.3	30.2	5.0	12.4	10.5	1.8	12.0	10.2	1.7
90	1.7	0.1	1.5	19.9	8.3	11.5	20.4	12.5	7.9	17.8	11.6	6.1	19.8	8.9	10.8	18.3	6.7	11.5	23.3	11.4	11.8	19.4	12.0	7.3	25.5	13.6	11.9	23.3	10.5	12.8	23.1	8.2	14.8	44.4	27.1	17.3	22.9	18.6	4.3	26.2	21.9	4.2
85	1.6	0.0	1.5	14.0	3.1	10.9	19.8	10.2	9.6	18.4	10.5	7.8	13.5	4.9	8.5	10.8	2.8	7.9	19.8	5.5	14.2	20.5	7.1	13.4	17.2	4.9	12.3	15.7	3.9	11.8	12.4	2.6	9.7	44.5	15.9	28.5	29.1	18.1	10.9	42.3	28.9	13.3
80	2.0	0.1	1.9	16.0	2.9	13.1	26.5	10.5	15.9	17.7	7.0	10.6	13.4	2.5	10.9	9.4	1.8	7.5	17.0	3.4	13.5	14.2	3.6	10.6	15.1	3.0	12.0	10.2	2.5	7.7	7.2	1.5	5.7	35.7	8.0	27.6	30.8	7.2	23.6	57.8	25.8	32.0
75	1.4	0.0	1.4	11.5	0.8	10.7	15.2	3.4	11.8	10.1	2.4	7.7	9.4	0.7	8.6	6.5	0.5	6.0	10.5	0.9	9.6	9.8	1.0	8.7	8.0	0.7	7.2	5.3	0.4	4.9	3.5	0.3	3.1	26.5	2.9	23.5	19.0	2.3	16.6	57.5	22.4	35.0
70	1.5	0.1	1.4	11.5	0.7	10.7	12.9	1.6	11.3	10.9	1.2	9.7	8.6	0.4	8.1	8.9	0.3	8.5	7.8	0.4	7.3	8.6	0.8	7.8	4.9	0.3	4.6	5.3	0.3	4.9	3.5	0.5	3.0	23.8	1.5	22.3	10.9	1.0	9.9	44.1	7.7	36.3
65	1.4	0.0	1.3	8.8	0.4	8.4	9.6	0.9	8.6	7.5	1.0	6.4	5.3	0.5	4.8	3.4	0.4	3.0	5.2	0.2	4.9	4.4	0.4	3.9	4.4	0.1	4.3	2.2	0.1	2.1	1.3	0.0	1.2	18.0	0.7	17.3	8.2	0.5	7.7	17.1	1.3	15.7
60	1.5	0.0	1.5	9.7	0.3	9.4	12.7	0.7	12.0	8.3	0.4	7.9	5.6	0.2	5.3	2.7	0.2	2.5	4.0	0.1	3.8	4.1	0.2	3.9	2.9	0.1	2.8	1.5	0.1	1.4	1.1	0.0	1.1	12.0	0.3	11.7	4.3	0.2	4.1	7.5	0.4	7.1
55	0.9	0.0	0.9	6.5	0.2	6.3	9.9	0.2	9.6	5.9	0.2	5.7	3.1	0.1	2.9	2.1	0.1	2.0	2.9	0.1	2.8	2.2	0.0	2.1	1.9	0.0	1.8	1.9	0.0	1.8	0.9	0.0	0.8	7.4	0.1	7.2	2.6	0.0	2.6	3.9	0.1	3.8
50	2.4	0.0	2.3	19.7	0.3	19.4	11.8	0.5	11.3	7.5	0.4	7.1	4.1	0.2	3.8	1.4	0.1	1.2	3.1	0.2	2.8	2.7	0.0	2.7	2.4	0.0	2.3	3.8	0.0	3.8	0.9	0.0	0.9	8.2	0.1	8.0	1.6	0.0	1.5	2.9	0.1	2.8
45	2.2	0.0	2.2	14.6	0.1	14.5	6.7	0.2	6.4	3.1	0.1	3.0	2.0	0.0	1.9	0.8	0.0	0.8	1.4	0.0	1.4	2.0	0.0	1.9	0.8	0.0	0.8	1.5	0.0	1.5	0.2	0.0	0.2	4.5	0.0	4.4	0.7	0.0	0.7	0.7	0.0	0.7
40	1.9	0.0	1.9	10.9	0.1	10.8	5.1	0.2	4.9	3.0	0.3	2.7	2.4	0.0	2.3	0.7	0.0	0.6	1.4	0.1	1.2	1.3	0.0	1.2	0.9	0.0	0.8	3.1	0.0	3.1	0.7	0.0	0.7	4.4	0.2	4.2	1.5	0.0	1.4	1.0	0.0	0.9
35	0.6	0.0	0.6	5.0	0.1	4.9	4.0	0.1	3.8	2.7	0.0	2.6	1.4	0.0	1.4	0.7	0.0	0.7	0.7	0.0	0.7	0.9	0.0	0.9	1.1	0.0	1.1	0.5	0.0	0.4	0.6	0.0	0.6	2.8	0.0	2.8	0.3	0.0	0.3	0.7	0.0	0.7
30	1.5	0.0	1.5	4.3	0.0	4.3	3.9	0.0	3.8	2.3	0.0	2.2	1.0	0.0	1.0	0.4	0.0	0.4	0.7	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.7	0.1	0	0.1	0.5	0.0	0.5	2.4	0.0	2.4	0.7	0.0	0.7	1.1	0.0	1.1
25	0.4	0.0	0.4	3.3	0.0	3.3	4.0	0.0	4.0	1.6	0.0	1.5	1.0	0.0	0.9	0.2	0.0	0.2	0.4	0.0	0.4	0.5	0.0	0.5	0.4	0.0	0.4	0.1	0.0	0.1	0.9	0	0.9	2.8	0.0	2.8	0.4	0.0	0.4	0.4	0.0	0.4

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
05	0.1	0.1	0	0.4	0.4	0	1.1	1.1	0	1.9	1.9	0	2.0	2.0	0.0	2.0	2.0	0.0	2.0	2.0	0.0	2.1	2.1	0.0	2.2	2.2	0.0	2.4	2.4	0.0	2.7	2.7	0.0	2.9	2.9	0.0	2.9	2.9	0.0	2.9	2.9	0.0
78	0.4	0.3	0.0	1.5	1.4	0.0	2.0	1.9	0.1	2.4	2.3	0.1	2.8	2.7	0.1	2.9	2.8	0.1	3.2	3.1	0.1	3.4	3.2	0.1	3.6	3.5	0.1	3.7	3.6	0.1	3.9	3.8	0.1	4.4	4.2	0.1	4.4	4.2	0.2	4.4	4.2	0.2
95	0.2	0.2	0.0	0.6	0.6	0.0	1.3	1.3	0.0	1.7	1.7	0.0	2.0	2.0	0.0	2.0	2.0	0.0	2.1	2.1	0.0	2.3	2.3	0.0	2.5	2.5	0.0	2.6	2.6	0.0	2.7	2.7	0.0	3.3	3.3	0.0	3.3	3.3	0.0	3.3	3.3	0.0
90	0.2	0.2	0.0	1.0	1.0	0.0	1.3	1.3	0.0	1.4	1.4	0.0	1.8	1.8	0.0	1.9	1.9	0.0	2.0	1.9	0.0	2.0	2.0	0.0	2.1	2.0	0.0	2.1	2.0	0.0	2.2	2.1	0.0	2.5	2.5	0.0	2.6	2.5	0.0	2.6	2.5	0.0
85	0.6	0.6	0.0	1.2	1.2	0.0	1.6	1.6	0.0	1.9	1.8	0.0	2.1	2.1	0.0	2.3	2.3	0.0	2.3	2.3	0.0	2.4	2.3	0.0	2.4	2.3	0.0	2.4	2.4	0.0	2.6	2.6	0.0	3.0	3.0	0.0	3.2	3.2	0.0	3.2	3.2	0.0
80	0.9	0.8	0.0	1.9	1.8	0.0	2.5	2.4	0.1	3.0	2.9	0.1	3.3	3.2	0.1	3.7	3.6	0.1	3.7	3.6	0.1	3.8	3.7	0.1	4.0	3.9	0.1	4.1	4.0	0.1	4.1	4.0	0.1	4.9	4.8	0.1	5.1	4.9	0.1	5.2	5.0	0.1
75	0.8	0.8	0.0	2.0	2.0	0.0	2.7	2.6	0.0	3.4	3.3	0.0	3.7	3.6	0.0	3.8	3.7	0.0	4.0	3.9	0.0	4.5	4.4	0.0	5.0	5.0	0.0	5.1	5.0	0.0	5.1	5.0	0.0	5.7	5.5	0.1	6.0	5.9	0.1	6.3	6.2	0.1
70	0.5	0.5	0.0	1.7	1.6	0.0	2.3	2.2	0.0	2.8	2.7	0.0	3.2	3.1	0.1	3.4	3.2	0.1	3.5	3.4	0.1	4.1	4.0	0.1	4.3	4.2	0.1	4.4	4.3	0.1	4.5	4.4	0.1	4.7	4.6	0.1	5.0	4.8	0.1	5.0	4.8	0.1
65	0.7	0.7	0.0	1.7	1.6	0.0	2.2	2.1	0.1	2.6	2.5	0.1	3.2	3.0	0.1	3.5	3.3	0.1	4.1	3.9	0.2	4.4	4.2	0.2	4.6	4.3	0.2	4.6	4.4	0.2	4.7	4.5	0.2	5.0	4.7	0.2	5.1	4.9	0.2	5.1	4.9	0.2
60	1.0	0.9	0.0	2.9	2.8	0.0	3.6	3.5	0.0	4.8	4.7	0.0	5.4	5.3	0.0	5.8	5.7	0.0	6.6	6.5	0.0	6.7	6.6	0.1	6.9	6.8	0.1	7.0	6.9	0.1	7.1	7.0	0.1	7.6	7.5	0.1	7.8	7.7	0.1	7.8	7.7	0.1
55	0.8	0.8	0.0	2.3	2.2	0.0	3.4	3.3	0.1	4.4	4.2	0.1	4.9	4.7	0.1	5.7	5.6	0.1	6.6	6.4	0.2	6.9	6.7	0.2	7.3	7.1	0.2	7.8	7.6	0.2	7.8	7.6	0.2	8.0	7.8	0.2	8.3	8.1	0.2	8.3	8.1	0.2
50	1.6	1.5	0.0	5.8	5.5	0.3	7.6	7.2	0.4	8.6	8.1	0.4	9.4	8.9	0.5	10.2	9.7	0.5	10.9	10.3	0.5	11.6	11.0	0.6	12.2	11.5	0.6	12.7	12.1	0.6	13.1	12.4	0.6	13.6	12.9	0.7	14.2	13.2	0.9	14.3	13.2	1.0
45	1.3	1.2	0.0	4.9	4.7	0.1	9.4	9.1	0.2	10.4	10.1	0.2	11.5	11.2	0.2	13.0	12.6	0.3	13.5	13.1	0.3	13.8	13.5	0.3	14.5	14.2	0.3	14.7	14.4	0.3	15.3	14.9	0.3	15.7	15.3	0.4	16.1	15.7	0.4	16.2	15.7	0.4
40	1.8	1.7	0.0	7.6	7.4	0.2	14.0	13.6	0.3	15.4	15.0	0.4	17.6	17.1	0.4	18.6	18.1	0.5	19.8	19.3	0.5	20.6	20.0	0.5	21.5	20.9	0.6	22.1	21.4	0.6	22.5	21.9	0.6	23.4	22.8	0.6	23.8	23.1	0.6	23.9	23.2	0.7
35	2.2	2.0	0.1	8.3	7.8	0.4	10.3	9.7	0.5	12.3	11.6	0.6	14.5	13.8	0.7	16.0	15.1	0.9	17.6	16.6	1.0	18.5	17.5	1.0	19.4	18.3	1.0	20.0	18.9	1.0	20.7	19.6	1.0	21.9	20.8	1.1	22.3	21.2	1.1	22.4	21.2	1.1
30	1.9	1.7	0.1	10.7	10.3	0.4	16.3	15.8	0.5	19.6	18.9	0.7	23.0	21.9	1.1	25.3	24.0	1.3	27.1	25.7	1.3	28.0	26.6	1.4	29.4	27.9	1.4	30.1	28.4	1.6	30.6	28.9	1.6	33.5	31.7	1.7	34.1	32.2	1.8	34.3	32.3	1.9
25	2.3	2.1	0.1	10.8	10.1	0.7	15.5	14.4	1.1	18.8	17.4	1.4	23.5	21.6	1.9	26.7	24.4	2.2	30.0	27.4	2.5	31.7	28.8	2.8	34.1	31.2	2.9	35.1	32.1	2.9	36.2	33.2	3.0	38.1	35.0	3.0	39.6	36.5	3.1	39.9	36.8	3.1
20	1.7	1.3	0.3	13.5	12.3	1.1	20.6	18.9	1.7	26.0	23.9	2.0	33.6	31.1	2.4	38.5	35.3	3.1	42.6	38.9	3.6	45.5	41.2	4.3	49.5	44.4	5.1	51.5	46.2	5.3	52.7	47.4	5.3	55.5	49.9	5.5	56.7	51.0	5.6	57.2	51.5	5.7
15	1.9	1.3	0.5	13.8	12.4	1.3	23.3	21.2	2.1	30.7	27.9	2.7	40.6	37.3	3.3	47.6	43.8	3.8	53.9	49.5	4.3	58.0	53.4	4.5	66.3	61.5	4.8	68.9	63.9	5.0	71.1	65.7	5.4	77.6	72.0	5.5	82.0	76.3	5.7	82.8	77.1	5.7
10	2.8	1.5	1.2	15.2	12.0	3.1	27.6	23.7	3.8	36.8	32.3	4.4	49.2	43.8	5.3	59.0	52.8	6.1	67.4	60.5	6.8	72.6	65.3	7.3	81.9	73.9	7.9	85.8	77.3	8.4	89.3	80.3	9.0	96.0	86.5	9.5	99.1	89.4	9.7	100.7	90.8	9.9
05	2.9	1.1	1.7	16.2	10.9	5.2	36.6	30.3	6.2	46.9	40.0	6.9	60.5	52.0	8.5	69.9	60.1	9.7	79.1	68.5	10.5	85.0	73.9	11.0	95.2	83.0	12.2	101.2	88.5	12.7	110.1	96.5	13.6	125.4	110.8	14.5	129.4	114.7	14.7	131.4	116.4	15.0
77	2.9	0.9	2.0	24.9	13.9	10.9	52.6	38.7	13.8	72.3	55.9	16.4	96.7	74.5	22.1	112.0	86.1	25.8	131.4	102.7	28.7	146.7	116.3	30.4	170.1	135.8	34.3	186.5	149.4	37.0	204.9	165.1	39.8	236.4	193.7	42.6	246.9	203.2	43.6	253.6	208.7	44.9
95	2.2	1.0	1.2	20.7	10.2	10.4	32.2	18.3	13.9	45.6	27.9	17.7	67.2	40.9	26.2	82.4	49.9	32.5	97.9	60.5	37.4	110.1	69.8	40.3	131.6	84.8	46.8	152.3	98.8	53.5	173.7	114.2	59.5	209.1	144.5	64.5	221.5	155.1	66.4	233.5	165.4	68.1
90	1.7	0.1	1.5	21.6	8.5	13.0	42.0	21.0	21.0	59.9	32.7	27.1	79.8	41.7	38.0	98.1	48.4	49.6	121.4	59.9	61.4	140.8	72.0	68.8	166.3	85.6	80.7	189.7	96.1	93.6	212.8	104.4	108.4	257.3	131.5	125.8	280.3	150.1	130.1	306.5	172.1	134.3
85	1.6	0.0	1.5	15.7	3.2	12.5	35.6	13.4	22.1	54.0	24.0	30.0	67.5	29.0	38.5	78.3	31.8	46.5	98.1	37.4	60.7	118.7	44.5	74.2	136.0	49.4	86.5	151.8	53.4	98.3	164.2	56.1	108.1	208.8	72.1	136.6	237.9	90.3	147.6	280.2	119.2	160.9
80	2.0	0.1	1.9	18.1	3.0	15.1	44.7	13.6	31.1	62.4	20.7	41.7	75.9	23.2	52.6	85.3	25.1	60.2	102.3	28.6	73.7	116.6	32.2	84.4	131.7	35.3	96.4	142.0	37.8	104.1	149.3	39.3	109.9	185.0	47.4	137.6	215.9	54.6	161.2	273.8	80.4	193.3
75	1.4	0.0	1.4	13.0	0.8	12.1	28.3	4.2	24.0	38.4	6.7	31.7	47.8	7.5	40.3	54.4	8.0	46.3	65.0	8.9	56.0	74.8	10.0	64.8	82.8	10.8	72.0	88.2	11.2	76.9	91.7	11.6	80.1	118.3	14.5	103.7	137.3	16.9	120.4	194.8	39.3	155.5
70	1.5	0.1	1.4	13.1	0.8	12.2	26.0	2.5	23.5	37.0	3.7	33.2	45.6	4.2	41.4	54.6	4.5	50.0	62.4	4.9	57.4	71.1	5.8	65.3	76.0	6.1	69.9	81.3	6.4	74.8	84.9	6.9	77.9	108.7	8.5	100.2	119.7	9.6	110.1	163.9	17.3	146.5
65	1.4	0.0	1.3	10.2	0.4	9.8	19.8	1.3	18.5	27.4	2.4	24.9	32.8	3.0	29.7	36.2	3.4	32.8	41.5	3.7	37.7	46.0	4.2	41.7	50.4	4.3	46.1	52.7	4.5	48.2	54.1	4.6	49.5	72.2	5.3	66.8	80.5	5.8	74.6	97.6	7.2	90.3
60	1.5	0.0	1.5	11.3	0.3	11.0	24.1	1.0	23.0	32.4	1.4	31.0	38.0	1.7	36.3	40.8	1.9	38.9	44.8	2.1	42.7	49.0	2.4	46.6	52.0	2.5	49.5	53.6	2.6	51.0	54.7	2.6	52.1	66.8	2.9	63.8	71.2	3.1	68.0	78.7	3.6	75.1
55	0.9	0.0	0.9	7.5	0.2	7.3	17.4	0.5	16.9	23.4	0.7	22.6	26.5	0.9	25.6	28.7	1.0	27.7	31.7	1.1	30.5	33.9	1.2	32.7	35.9	1.3	34.6	37.8	1.3	36.4	38.7	1.4	37.3	46.1	1.5	44.6	48.8	1.6	47.2	52.8	1.7	51.0
50	2.4	0.0	2.3	22.1	0.3	21.8	34.0	0.8	33.2	41.6	1.2	40.3	45.7	1.5	44.2	47.1	1.6	45.5	50.3	1.9	48.4	53.1	1.9	51.1	55.5	2.0	53.4	59.4	2.0	57.3	60.3	2.1	58.2	68.6	2.3	66.2	70.2	2.4	67.8	73.2	2.5	70.6
45	2.2	0.0	2.2	16.9	0.1	16.7	23.6	0.3	23.2	26.8	0.5	26.2	28.8	0.5	28.2	29.7	0.6	29.0	31.1	0.6	30.5	33.1	0.6	32.5	34.0	0.7	33.3	35.6	0.7	34.9	35.9	0.7	35.1	40.4	0.7	39.6	41.1	0.8	40.3	41.9	0.8	41.0
40	1.9	0.0	1.9	12.8	0.1	12.7	18.0	0.3	17.6	21.0	0.6	20.4	23.5	0.7	22.8	24.2	0.7	23.4	25.6	0.9	24.7	26.9	1.0	25.9	27.9	1.1	26.8	31.0	1.1	29.9	31.8	1.1	30.7	36.3	1.3	34.9	37.9	1.4	36.4	38.9	1.5	37.4
35	0.6	0.0	0.6	5.6	0.1	5.5	9.7	0.3	9.3	12.4	0.3	12.0	13.9	0.4	13.5	14.6	0.4	14.2	15.4	0.4	15.0	16.4	0.4	16.0	17.5	0.4	17.1	18.0	0.4	17.6	18.7	0.4	18.2	21.6	0.4	21.1	22.0	0.4	21.5	22.7	0.4	22.2
30	1.5	0.0	1.5	5.8	0.0	5.8	9.8	0.1	9.7	12.1	0.1	11.9	13.1	0.1	13.0	13.6	0.1	13.4	14.4	0.2	14.2	15.1	0.2	14.9	15.8	0.2	15.6	16.0	0.2	15.7	16.6	0.2	16.3	19.0	0.2	18.8	19.8	0.2	19.6	21.0	0.2	20.7
25	0.4	0.0	0.4	3.8	0.0	3.8	7.9	0.0	7.8	9.5	0.0	9.4	10.5	0.1	10.4	10.8	0.1	10.7	11.3	0.1	11.1	11.8	0.1	11.7	12.3	0.1	12.1	12.4	0.1	12.2	13.4	0.1	13.2	16.2	0.1	16.0	16.6	0.1	16.4	17.0	0.1	16.8

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	7,717.81	open	54,316	7,705	2.9	7,702.3	11.0	7720	12.6	15.39	-0.478	0.02460
T	10:00	7,690.48 -27.3	current	294,603	7,700	22.0	7,689.6	17.8	7690	13.1	15.53	-0.011	0.03020
T30	10:30	7,681.49 -9.0	current	283,860	7,700	27.7	7,688.3	21.7	7680	12.7	15.55	-0.027	0.03240
E	11:00	7,690.34 +8.9	current	200,874	7,700	19.6	7,688.6	24.7	7690	11.5	15.44	-0.031	0.03780
E30	11:30	7,694.51 +4.2	current	199,361	7,700	24.3	7,693.7	33.0	7695	11.3	15.41	-0.040	0.04060
N	12:00	7,689.15 -5.4	current	141,510	7,690	18.3	7,694.7	31.4	7690	10.4	15.32	-0.026	0.04640
N30	12:30	7,686.66 -2.5	current	173,846	7,690	23.3	7,690.9	34.6	7685	10.8	15.29	0.060	0.04780
P1	13:00	7,683.57 -3.1	current	145,353	7,685	20.5	7,688.2	37.4	7685	10.5	15.33	-0.037	0.05300
P130	13:30	7,689.91 +6.3	current	173,023	7,690	25.5	7,692.8	37.2	7690	9.9	15.31	-0.040	0.06180
P2	14:00	7,690.92 +1.0	current	131,562	7,690	23.3	7,688.9	45.5	7690	9.2	15.28	0.069	0.07400
P230	14:30	7,693.36 +2.4	current	118,565	7,690	23.1	7,692.6	53.1	7695	9.2	15.30	-0.260	0.08100
P3	15:00	7,683.92 -9.4	current	348,354	7,685	44.5	7,684.4	35.8	7685	13.8	15.52	-0.111	0.07000
P330	15:30	7,684.00 +0.1	current	175,062	7,680	30.8	7,684.8	47.4	7685	15.0	15.59	0.029	0.09100
C	16:00 Close	7,673.52 -10.5	close	288,803	7,680	57.8	7,678.3	55.3	7675	52.8	15.69	-0.718	0.14820

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.