Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-09 · Exp 2026-09-09 · Spot 7,636.36 · Window 7570–7750 · Last slot C · Generated 2026-09-09 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-09.json

Wall vs flow slot C · Call peak K7645 Δ29,213 vs wall K7825 away -180pt · Put peak K7640 Δ43,386 vs wall K7525 away +115pt · 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

2026-09-09 SPX O 7,660.68 · H 7,660.68 · L 7,624.16 · C 7,636.36 prior C — VIX 16.46 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	7,660.68	7,655.11	7,655.19	7,652.32	7,628.53	7,636.09	7,629.33	7,640.60	7,643.55	7,645.48	7,643.39	7,643.75	7,646.00	7,636.36
VIX	16.09	16.09	16.02	16.05	16.57	16.35	16.54	16.29	16.27	16.18	16.21	16.20	16.30	16.48
ATM	25.25	21.20	21.10	19.90	19.70	16.55	15.95	13.70	12.15	10.45	9.15	7.70	5.80	1.93
IV	14.8	13.3	13.7	13.5	14.3	12.6	13.0	12.2	11.7	11.3	11.3	11.6	12.4	33.4
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
50	0.5	0.5	0.0	1.3	1.1	0.2	1.7	1.7	0.0	0.4	0.4	0.0	1.2	1.2	0.0	0.7	0.6	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
45	0.5	0.5	0.0	1.0	1.0	0	0.6	0.6	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	0.1	0.1	0.0	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	0.0	0.0	0
40	2.0	2.0	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.7	0.7	0.0	0.2	0.2	0.0	0.1	0.0	0.0	0.1	0.1	0	0.2	0.2	0.0	0.3	0.3	0.0	0.2	0.1	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0
35	0.8	0.8	0.0	1.3	1.2	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.1	0.1	0	0.0	0.0	0.0	0.1	0.1	0.0	0.5	0.5	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
30	0.5	0.5	0.0	1.0	0.8	0.1	0.8	0.8	0.0	0.3	0.3	0.0	0.8	0.8	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.7	0.7	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0
25	1.2	1.1	0.0	1.0	1.0	0.0	1.3	1.3	0.0	0.6	0.6	0.0	1.0	1.0	0.0	0.6	0.6	0.0	0.3	0.3	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	0.1	0.0	0.1	0.0	0.0	0.0
20	1.4	1.4	0.0	1.8	1.8	0.0	2.0	2.0	0.0	0.6	0.5	0.0	1.5	1.4	0.0	0.4	0.4	0.0	0.4	0.3	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.2	0.1	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
15	0.7	0.7	0.0	1.4	1.3	0.0	1.1	1.0	0.1	0.4	0.4	0.0	1.3	1.3	0.0	0.7	0.7	0.0	0.2	0.2	0.0	0.7	0.7	0.0	0.3	0.3	0.0	0.1	0.1	0	0.2	0.2	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
10	1.4	1.4	0.0	2.9	2.7	0.1	2.3	2.2	0.0	1.7	1.7	0.0	2.0	2.0	0.0	0.8	0.7	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.7	0.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0
05	1.4	1.4	0.0	5.5	5.4	0.0	5.2	5.2	0.0	4.1	4.0	0.0	3.3	3.2	0.0	0.8	0.8	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0
77	2.8	2.5	0.2	9.6	9.3	0.3	9.5	9.3	0.1	5.9	5.7	0.1	5.3	5.1	0.2	2.2	2.2	0.0	0.9	0.8	0.0	1.4	1.3	0.0	0.6	0.5	0.0	0.5	0.4	0.0	0.5	0.5	0.0	0.8	0.7	0.1	0.2	0.1	0.0	0.1	0.1	0.0
95	3.0	2.4	0.5	5.1	4.3	0.7	4.4	3.9	0.5	2.4	2.3	0.1	4.2	4.1	0.1	1.2	1.2	0.0	0.6	0.6	0.0	0.8	0.7	0.0	1.1	1.0	0.0	0.9	0.8	0.0	0.3	0.2	0.0	0.3	0.2	0.1	0.4	0.3	0.0	0.1	0.0	0.1
90	2.2	2.1	0.1	6.7	6.4	0.2	5.2	4.8	0.4	4.6	4.3	0.2	6.2	6.0	0.1	1.6	1.6	0.0	0.7	0.7	0.0	0.9	0.9	0.0	1.0	0.9	0.0	0.6	0.6	0.0	0.9	0.9	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.1	0.0	0.0
85	2.2	2.1	0.0	5.8	5.5	0.3	5.9	5.5	0.3	5.4	5.2	0.1	6.0	5.8	0.1	1.8	1.7	0.0	1.4	1.4	0.0	1.7	1.6	0.0	0.9	0.8	0.1	1.0	1.0	0.0	0.8	0.7	0.0	0.8	0.7	0.0	0.8	0.8	0.0	0.2	0.0	0.1
80	2.7	2.4	0.3	7.7	7.2	0.4	10.9	10.1	0.7	7.0	6.0	0.9	9.2	8.8	0.4	2.5	2.4	0.0	1.4	1.3	0.1	1.7	1.6	0.1	2.1	2.1	0.0	1.5	1.4	0.1	1.2	1.1	0.0	1.3	1.2	0.0	1.7	1.6	0.0	0.2	0.1	0.0
75	2.7	2.2	0.4	9.7	8.6	1.1	13.2	11.8	1.4	9.5	8.7	0.8	11.1	10.1	1.0	3.9	3.5	0.3	1.8	1.4	0.3	2.4	2.1	0.2	3.2	2.9	0.2	1.9	1.7	0.2	1.6	1.4	0.1	1.8	1.5	0.2	1.2	1.0	0.1	0.5	0.2	0.2
70	1.9	1.5	0.4	7.9	6.7	1.2	14.0	12.8	1.1	9.6	8.7	0.8	13.0	12.2	0.8	5.9	5.4	0.5	2.3	2.0	0.2	4.4	4.3	0.1	5.0	4.8	0.2	4.1	3.6	0.5	3.5	3.1	0.3	1.5	1.2	0.2	2.4	2.2	0.1	0.7	0.6	0.1
65	1.6	0.9	0.6	7.4	5.7	1.6	20.6	18.9	1.6	8.9	7.9	0.9	14.2	13.0	1.2	6.9	6.6	0.3	3.4	3.1	0.3	5.9	5.6	0.3	6.1	5.3	0.7	4.3	3.9	0.3	12.3	12.0	0.2	3.0	2.7	0.3	2.9	2.5	0.3	2.0	1.6	0.3
60	2.3	1.3	1.0	10.1	7.5	2.5	23.9	20.4	3.4	11.9	9.6	2.2	17.4	15.4	1.9	12.3	11.8	0.5	5.0	4.7	0.3	7.2	6.5	0.6	10.7	9.9	0.7	8.6	7.8	0.7	14.9	14.0	0.8	8.2	6.7	1.5	8.1	7.0	1.1	5.4	4.6	0.7
55	2.6	1.3	1.2	16.0	8.2	7.8	19.5	12.7	6.8	13.5	8.2	5.2	17.5	13.4	4.1	11.7	10.5	1.2	5.8	5.2	0.5	7.9	7.3	0.6	12.4	10.9	1.5	10.7	9.1	1.6	10.0	8.3	1.6	10.5	8.6	1.8	13.0	11.0	2.0	10.2	8.4	1.7
50	4.4	1.5	2.9	20.0	7.4	12.5	27.9	12.8	15.1	22.2	10.3	11.8	29.4	18.3	11.0	17.1	14.8	2.2	11.6	9.7	1.8	13.8	11.6	2.2	20.4	15.7	4.7	18.1	13.8	4.3	21.8	17.4	4.3	27.0	19.9	7.1	30.5	23.2	7.2	27.7	21.3	6.3
45	2.0	0.4	1.6	7.6	1.4	6.1	20.1	6.9	13.2	11.1	3.4	7.7	18.9	8.9	9.9	12.6	9.6	3.0	8.7	7.2	1.5	11.6	9.2	2.3	21.2	13.3	7.9	19.5	11.0	8.4	23.5	14.8	8.7	26.9	14.1	12.7	36.1	16.2	19.9	48.5	29.2	19.3
40	1.5	0.2	1.2	6.7	1.5	5.2	17.5	3.4	14.0	10.2	2.6	7.6	24.0	9.5	14.4	18.6	12.0	6.5	12.0	8.1	3.9	18.9	12.2	6.7	20.5	9.4	11.0	21.6	7.4	14.1	29.1	9.5	19.5	26.2	6.3	19.8	31.5	7.2	24.3	72.0	28.6	43.3
35	1.2	0.1	1.1	4.7	0.6	4.0	9.9	1.3	8.6	6.0	1.0	5.0	22.6	8.3	14.2	19.5	9.7	9.7	13.6	7.2	6.4	15.9	7.5	8.4	13.1	4.2	8.9	13.9	2.9	10.9	19.8	3.1	16.6	15.1	2.1	12.9	14.8	2.6	12.1	43.6	7.8	35.8
30	1.4	0.1	1.3	7.1	0.5	6.5	14.1	1.0	13.1	8.3	0.7	7.5	28.6	7.6	20.9	18.9	5.7	13.1	16.8	6.1	10.7	13.2	4.3	8.8	11.6	2.1	9.4	10.1	1.3	8.7	12.6	1.4	11.2	9.6	1.1	8.5	8.1	1.0	7.0	14.7	2.1	12.6
25	1.4	0.0	1.3	7.1	0.3	6.7	10.5	0.6	9.8	5.8	0.4	5.3	24.0	4.2	19.8	12.8	2.6	10.1	13.0	3.7	9.3	9.8	1.9	7.8	10.6	1.0	9.5	7.0	0.8	6.2	7.2	0.7	6.4	6.8	0.6	6.2	4.2	0.7	3.4	5.4	0.6	4.7
20	1.9	0.0	1.8	6.7	0.2	6.4	11.3	0.4	10.8	6.3	0.3	5.9	21.1	1.9	19.1	10.6	1.3	9.2	10.2	1.3	8.8	8.8	0.9	7.9	5.9	0.5	5.4	5.8	0.4	5.4	4.5	0.4	4.0	4.6	0.2	4.3	2.8	0.3	2.5	4.2	0.2	3.9
15	1.6	0.0	1.5	5.9	0.1	5.7	8.5	0.3	8.2	2.7	0.2	2.5	14.9	0.9	13.9	10.4	0.6	9.8	7.8	0.4	7.3	5.6	0.4	5.2	4.1	0.1	4.0	3.3	0.1	3.1	2.8	0.0	2.7	2.6	0.1	2.5	1.2	0.1	1.1	0.9	0.0	0.9
10	1.8	0.0	1.8	4.8	0.1	4.6	6.6	0.2	6.3	3.8	0.2	3.5	14.6	0.7	13.8	7.4	0.4	6.9	7.1	0.3	6.7	4.8	0.3	4.5	3.1	0.1	3.0	3.1	0.2	2.8	3.5	0.1	3.4	2.6	0.1	2.4	1.4	0.0	1.3	1.1	0.1	0.9
05	1.7	0.0	1.6	3.7	0.1	3.6	5.0	0.0	4.9	2.9	0.0	2.8	11.2	0.3	10.8	5.9	0.2	5.6	3.8	0.2	3.6	3.1	0.1	2.9	2.2	0.0	2.1	1.9	0.1	1.8	1.9	0.0	1.8	1.2	0.0	1.2	0.6	0.0	0.6	1.0	0.0	0.9
76	1.8	0.0	1.7	7.1	0.2	6.8	8.9	0.2	8.6	3.2	0.1	3.1	19.2	0.7	18.4	10.6	0.2	10.3	7.1	0.2	6.9	5.5	0.2	5.2	4.1	0.2	3.8	2.8	0.0	2.7	2.2	0.1	2.1	1.9	0.1	1.8	1.0	0.2	0.8	0.5	0.0	0.4
95	0.7	0.0	0.7	4.6	0.0	4.5	9.7	0.1	9.6	1.5	0.0	1.4	9.8	0.4	9.3	5.1	0.2	4.9	4.5	0.1	4.3	2.0	0.0	1.9	2.1	0.0	2.1	1.1	0.0	1.1	0.7	0.0	0.7	0.7	0.0	0.7	0.8	0.0	0.8	0.4	0.0	0.3
90	2.0	0.0	2.0	8.6	0.1	8.5	3.6	0.0	3.5	1.3	0.0	1.3	8.4	0.3	8.1	3.1	0.1	3.0	1.9	0.1	1.7	2.8	0.0	2.7	1.5	0.0	1.4	1.2	0.0	1.2	0.7	0.0	0.7	0.5	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.5
85	2.0	0.0	2.0	7.3	0.0	7.3	3.6	0.0	3.6	0.8	0.0	0.8	6.1	0.1	5.9	2.3	0.0	2.2	1.2	0.0	1.2	1.0	0.0	1.0	0.9	0.0	0.9	0.5	0.0	0.5	0.4	0.0	0.4	0.4	0.0	0.4	0.1	0.0	0.1	0.0	0.0	0.0
80	0.8	0.0	0.8	2.0	0.0	1.9	3.3	0.0	3.3	1.0	0.0	1.0	5.3	0.1	5.1	1.8	0.0	1.8	1.0	0.0	1.0	1.2	0.0	1.1	0.8	0.0	0.8	1.0	0.0	1.0	0.3	0	0.3	0.5	0.0	0.5	0.3	0	0.3	0.1	0.0	0.1
75	0.6	0.0	0.6	1.5	0.0	1.5	1.7	0.0	1.7	0.7	0.0	0.7	4.3	0.0	4.2	1.4	0.0	1.4	1.0	0.0	1.0	0.7	0.0	0.7	0.5	0.0	0.5	0.8	0.0	0.8	0.1	0	0.1	0.4	0.0	0.3	0.0	0.0	0.0	0.1	0.0	0.1
70	1.3	0.0	1.3	1.7	0.0	1.6	1.6	0.0	1.6	0.7	0.0	0.6	2.9	0.0	2.8	1.0	0.0	1.0	1.0	0.0	1.0	0.6	0.0	0.6	0.3	0.0	0.2	0.5	0.0	0.5	0.5	0.0	0.5	0.1	0.0	0.1	0.2	0.0	0.2	0.1	0.0	0.1

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
50	0.5	0.5	0.0	1.8	1.6	0.2	3.6	3.3	0.2	4.0	3.8	0.2	5.3	5.0	0.3	6.0	5.7	0.3	6.1	5.7	0.3	6.3	6.0	0.3	6.4	6.0	0.3	6.4	6.1	0.3	6.5	6.1	0.3	6.5	6.2	0.3	6.5	6.2	0.3	6.6	6.2	0.4
45	0.5	0.5	0.0	1.5	1.5	0.0	2.2	2.2	0.0	2.4	2.3	0.0	2.7	2.6	0.0	3.0	2.9	0.0	3.1	3.0	0.0	3.2	3.1	0.0	3.3	3.2	0.0	3.6	3.5	0.0	3.6	3.5	0.1	3.7	3.5	0.1	3.7	3.6	0.1	3.7	3.6	0.1
40	2.0	2.0	0.0	2.6	2.6	0.0	3.0	3.0	0.0	3.2	3.2	0.0	4.0	4.0	0.0	4.3	4.2	0.0	4.4	4.3	0.0	4.5	4.4	0.0	4.8	4.7	0.0	5.2	5.1	0.0	5.4	5.3	0.0	5.5	5.4	0.0	5.5	5.4	0.0	5.5	5.4	0.1
35	0.8	0.8	0.0	2.1	2.1	0.0	2.7	2.6	0.0	3.3	3.3	0.0	3.9	3.8	0.0	4.2	4.1	0.0	4.3	4.2	0.0	4.4	4.3	0.0	4.6	4.5	0.1	5.1	5.0	0.1	5.3	5.1	0.1	5.3	5.2	0.1	5.3	5.2	0.1	5.3	5.2	0.1
30	0.5	0.5	0.0	1.6	1.4	0.2	2.5	2.3	0.2	2.9	2.6	0.2	3.7	3.5	0.2	4.1	3.9	0.2	4.4	4.1	0.2	4.5	4.2	0.2	4.6	4.3	0.2	4.9	4.6	0.2	5.6	5.3	0.2	5.6	5.3	0.2	5.6	5.4	0.2	5.6	5.4	0.2
25	1.2	1.1	0.0	2.2	2.1	0.0	3.6	3.5	0.1	4.2	4.1	0.1	5.3	5.1	0.1	5.9	5.7	0.1	6.3	6.1	0.1	6.5	6.3	0.1	6.8	6.6	0.1	6.9	6.7	0.2	7.1	6.9	0.2	7.6	7.3	0.2	7.7	7.4	0.3	7.8	7.4	0.4
20	1.4	1.4	0.0	3.3	3.3	0.0	5.4	5.3	0.1	6.0	5.9	0.1	7.6	7.4	0.2	8.1	7.8	0.2	8.5	8.2	0.2	8.7	8.4	0.2	8.9	8.6	0.2	9.2	8.8	0.3	9.5	9.1	0.3	9.7	9.3	0.3	9.8	9.4	0.4	9.9	9.5	0.4
15	0.7	0.7	0.0	2.1	2.1	0.0	3.3	3.1	0.1	3.8	3.6	0.2	5.1	4.9	0.2	5.9	5.6	0.2	6.1	5.9	0.2	6.8	6.6	0.2	7.2	7.0	0.2	7.3	7.1	0.2	7.6	7.4	0.2	7.9	7.7	0.2	7.9	7.7	0.2	8.0	7.7	0.2
10	1.4	1.4	0.0	4.3	4.2	0.1	6.7	6.4	0.2	8.5	8.2	0.2	10.5	10.2	0.3	11.3	11.0	0.3	11.6	11.2	0.4	12.0	11.6	0.4	12.2	11.8	0.4	12.3	11.9	0.4	12.5	12.1	0.4	13.2	12.8	0.4	13.3	12.8	0.4	13.3	12.8	0.4
05	1.4	1.4	0.0	6.9	6.9	0.0	12.2	12.1	0.1	16.3	16.1	0.1	19.6	19.4	0.2	20.5	20.2	0.2	20.8	20.5	0.2	21.1	20.8	0.2	21.5	21.3	0.2	21.7	21.4	0.2	21.9	21.6	0.3	22.0	21.7	0.3	22.1	21.7	0.3	22.1	21.7	0.3
77	2.8	2.5	0.2	12.5	11.9	0.5	22.0	21.3	0.7	28.0	27.1	0.8	33.3	32.2	1.1	35.6	34.4	1.1	36.5	35.3	1.2	37.9	36.7	1.2	38.6	37.2	1.3	39.1	37.7	1.4	39.7	38.2	1.4	40.6	38.9	1.6	40.8	39.1	1.6	41.0	39.2	1.7
95	3.0	2.4	0.5	8.1	6.8	1.3	12.6	10.8	1.8	15.1	13.1	1.9	19.4	17.3	2.1	20.6	18.5	2.1	21.3	19.1	2.2	22.1	19.9	2.2	23.2	21.0	2.2	24.2	21.8	2.3	24.5	22.1	2.3	24.9	22.3	2.5	25.3	22.7	2.6	25.5	22.8	2.7
90	2.2	2.1	0.1	8.9	8.5	0.3	14.2	13.4	0.7	18.8	17.8	1.0	25.0	23.8	1.1	26.7	25.5	1.2	27.5	26.2	1.2	28.4	27.2	1.2	29.5	28.2	1.2	30.2	28.9	1.3	31.1	29.8	1.3	31.6	30.2	1.3	32.1	30.7	1.3	32.2	30.8	1.4
85	2.2	2.1	0.0	8.0	7.6	0.4	14.0	13.1	0.8	19.5	18.4	1.0	25.5	24.3	1.1	27.4	26.1	1.2	28.8	27.5	1.3	30.6	29.2	1.4	31.6	30.0	1.5	32.6	31.0	1.6	33.5	31.8	1.6	34.3	32.6	1.6	35.1	33.4	1.7	35.4	33.5	1.8
80	2.7	2.4	0.3	10.4	9.7	0.7	21.3	19.8	1.5	28.4	25.9	2.4	37.7	34.7	2.9	40.2	37.2	3.0	41.6	38.5	3.1	43.4	40.1	3.2	45.6	42.3	3.3	47.1	43.7	3.4	48.3	44.9	3.4	49.7	46.1	3.5	51.4	47.8	3.6	51.6	48.0	3.6
75	2.7	2.2	0.4	12.5	10.9	1.6	25.7	22.7	3.0	35.3	31.4	3.8	46.5	41.6	4.9	50.4	45.2	5.2	52.2	46.6	5.5	54.6	48.8	5.7	57.8	51.7	6.0	59.8	53.5	6.3	61.4	55.0	6.4	63.3	56.5	6.7	64.5	57.6	6.9	65.0	57.9	7.1
70	1.9	1.5	0.4	9.9	8.2	1.6	23.9	21.1	2.8	33.6	29.8	3.7	46.6	42.1	4.5	52.6	47.5	5.0	54.9	49.6	5.3	59.4	53.9	5.4	64.5	58.7	5.7	68.6	62.3	6.2	72.2	65.5	6.6	73.7	66.8	6.9	76.2	69.0	7.1	76.9	69.6	7.3
65	1.6	0.9	0.6	9.0	6.6	2.3	29.6	25.6	4.0	38.6	33.6	5.0	52.9	46.7	6.2	59.9	53.3	6.6	63.3	56.4	6.9	69.2	62.0	7.2	75.4	67.4	8.0	79.8	71.4	8.3	92.1	83.4	8.6	95.1	86.1	9.0	98.1	88.7	9.3	100.1	90.4	9.6
60	2.3	1.3	1.0	12.5	8.9	3.6	36.4	29.3	7.0	48.3	38.9	9.3	65.8	54.4	11.3	78.1	66.2	11.8	83.1	70.9	12.1	90.4	77.5	12.8	101.1	87.5	13.6	109.7	95.3	14.4	124.7	109.4	15.3	133.0	116.2	16.8	141.1	123.2	17.9	146.5	127.8	18.7
55	2.6	1.3	1.2	18.7	9.5	9.1	38.3	22.3	16.0	51.8	30.5	21.2	69.4	44.0	25.3	81.1	54.5	26.6	87.0	59.7	27.2	95.0	67.1	27.8	107.4	78.0	29.4	118.2	87.1	31.0	128.2	95.5	32.6	138.7	104.2	34.5	151.8	115.2	36.5	162.0	123.7	38.3
50	4.4	1.5	2.9	24.4	9.0	15.4	52.4	21.8	30.6	74.6	32.2	42.4	104.0	50.5	53.5	121.2	65.4	55.7	132.8	75.2	57.5	146.7	86.8	59.8	167.1	102.6	64.5	185.3	116.4	68.8	207.1	133.9	73.2	234.2	153.9	80.3	264.7	177.1	87.5	292.4	198.5	93.9
45	2.0	0.4	1.6	9.6	1.9	7.7	29.8	8.8	21.0	41.0	12.3	28.7	59.9	21.2	38.7	72.6	30.8	41.7	81.3	38.1	43.2	93.0	47.4	45.6	114.2	60.7	53.5	133.8	71.8	61.9	157.4	86.6	70.7	184.3	100.8	83.5	220.4	117.0	103.4	269.0	146.2	122.8
40	1.5	0.2	1.2	8.2	1.7	6.4	25.8	5.2	20.5	36.0	7.8	28.1	60.1	17.4	42.6	78.8	29.5	49.2	90.8	37.6	53.1	109.8	49.9	59.8	130.3	59.4	70.9	151.9	66.8	85.0	181.0	76.4	104.6	207.3	82.7	124.5	238.8	90.0	148.8	310.9	118.6	192.2
35	1.2	0.1	1.1	6.0	0.8	5.1	16.0	2.2	13.7	22.0	3.2	18.8	44.6	11.6	33.0	64.2	21.3	42.8	77.8	28.6	49.2	93.8	36.1	57.7	107.0	40.3	66.6	120.9	43.3	77.6	140.7	46.5	94.2	155.9	48.6	107.2	170.7	51.3	119.4	214.4	59.1	155.2
30	1.4	0.1	1.3	8.6	0.6	7.9	22.7	1.6	21.0	31.0	2.4	28.5	59.6	10.1	49.5	78.5	15.9	62.6	95.4	22.0	73.3	108.7	26.4	82.2	120.3	28.5	91.7	130.4	29.9	100.4	143.0	31.3	111.7	152.7	32.5	120.2	160.8	33.5	127.3	175.6	35.7	139.9
25	1.4	0.0	1.3	8.5	0.4	8.1	19.0	1.1	17.9	24.9	1.6	23.3	49.0	5.8	43.2	61.8	8.4	53.4	74.9	12.2	62.7	84.8	14.1	70.6	95.4	15.2	80.2	102.5	16.1	86.4	109.7	16.8	92.9	116.6	17.5	99.1	120.8	18.2	102.6	126.2	18.9	107.3
20	1.9	0.0	1.8	8.6	0.3	8.3	19.9	0.7	19.2	26.3	1.1	25.2	47.5	3.1	44.3	58.1	4.5	53.6	68.3	5.8	62.4	77.2	6.8	70.3	83.1	7.3	75.7	89.0	7.7	81.2	93.5	8.2	85.3	98.1	8.4	89.6	101.0	8.8	92.2	105.2	9.0	96.2
15	1.6	0.0	1.5	7.5	0.2	7.3	16.0	0.5	15.5	18.8	0.7	18.1	33.7	1.7	32.0	44.2	2.3	41.8	52.1	2.8	49.2	57.8	3.2	54.5	61.9	3.4	58.5	65.2	3.5	61.7	68.1	3.6	64.4	70.7	3.7	66.9	71.9	3.8	68.0	72.9	3.9	68.9
10	1.8	0.0	1.8	6.7	0.2	6.4	13.3	0.4	12.8	17.1	0.7	16.3	31.7	1.5	30.2	39.2	1.9	37.2	46.3	2.3	43.9	51.1	2.6	48.5	54.3	2.7	51.6	57.4	2.9	54.4	61.0	3.0	57.9	63.7	3.2	60.4	65.1	3.3	61.7	66.2	3.5	62.7
05	1.7	0.0	1.6	5.4	0.2	5.2	10.5	0.3	10.2	13.4	0.3	13.1	24.6	0.7	23.9	30.6	0.9	29.6	34.4	1.2	33.2	37.5	1.3	36.2	39.8	1.4	38.3	41.7	1.5	40.2	43.7	1.6	42.0	44.9	1.6	43.2	45.6	1.7	43.9	46.6	1.7	44.9
76	1.8	0.0	1.7	9.0	0.3	8.6	17.9	0.6	17.3	21.2	0.7	20.4	40.4	1.4	38.9	51.0	1.7	49.2	58.2	2.0	56.1	63.7	2.3	61.4	67.9	2.6	65.3	70.7	2.6	68.0	73.0	2.8	70.1	75.0	2.9	72.0	76.0	3.1	72.8	76.5	3.2	73.3
95	0.7	0.0	0.7	5.3	0.0	5.3	15.1	0.1	14.9	16.6	0.2	16.3	26.4	0.7	25.7	31.6	0.9	30.7	36.2	1.1	35.0	38.2	1.2	37.0	40.4	1.2	39.1	41.5	1.2	40.3	42.3	1.2	41.0	43.0	1.2	41.8	43.9	1.2	42.7	44.3	1.2	43.1
90	2.0	0.0	2.0	10.6	0.1	10.5	14.3	0.2	14.1	15.7	0.2	15.5	24.2	0.5	23.7	27.4	0.7	26.7	29.3	0.8	28.5	32.2	0.9	31.2	33.7	1.0	32.7	35.0	1.0	34.0	35.7	1.0	34.7	36.3	1.0	35.3	36.9	1.0	35.8	37.4	1.0	36.3
85	2.0	0.0	2.0	9.4	0.0	9.3	13.1	0.0	13.0	13.9	0.0	13.8	20.1	0.2	19.8	22.4	0.3	22.1	23.7	0.3	23.3	24.8	0.4	24.4	25.7	0.4	25.3	26.2	0.4	25.8	26.7	0.4	26.2	27.1	0.4	26.6	27.3	0.4	26.8	27.4	0.4	26.9
80	0.8	0.0	0.8	2.9	0.1	2.8	6.3	0.1	6.2	7.4	0.1	7.2	12.7	0.2	12.4	14.6	0.3	14.2	15.6	0.3	15.3	16.8	0.3	16.5	17.7	0.3	17.3	18.7	0.3	18.3	19.1	0.3	18.7	19.6	0.3	19.2	19.9	0.3	19.6	20.1	0.3	19.8
75	0.6	0.0	0.6	2.2	0.0	2.2	4.0	0.0	3.9	4.7	0.0	4.7	9.0	0.0	8.9	10.5	0.0	10.4	11.5	0.1	11.4	12.3	0.1	12.2	12.8	0.1	12.7	13.7	0.1	13.5	13.8	0.1	13.7	14.3	0.2	14.1	14.3	0.2	14.1	14.5	0.2	14.3
70	1.3	0.0	1.3	3.1	0.0	3.0	4.8	0.0	4.7	5.5	0.0	5.4	8.4	0.0	8.3	9.5	0.1	9.4	10.5	0.1	10.4	11.2	0.1	11.1	11.5	0.1	11.4	12.0	0.1	11.9	12.6	0.1	12.4	12.7	0.1	12.6	12.9	0.1	12.8	13.0	0.1	12.9

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	7,660.68	open	64,273	7,650	4.4	7,658.0	10.4	7660	14.8	16.09	-0.145	0.02540
T	10:00	7,655.11 -5.6	current	212,626	7,650	20.0	7,650.5	21.8	7655	13.3	16.09	-0.002	0.03000
T30	10:30	7,655.19 +0.1	current	308,920	7,650	27.9	7,649.3	23.1	7655	13.7	16.02	-0.009	0.03030
E	11:00	7,652.32 -2.9	current	178,082	7,650	22.2	7,653.8	26.4	7650	13.5	16.05	0.083	0.03200
E30	11:30	7,628.53 -23.8	current	383,593	7,650	29.4	7,638.8	19.6	7630	14.3	16.57	-0.023	0.03220
N	12:00	7,636.09 +7.6	current	215,993	7,635	19.5	7,637.5	26.5	7635	12.6	16.35	0.051	0.03860
N30	12:30	7,629.33 -6.8	current	149,218	7,630	16.8	7,633.0	29.2	7630	13.0	16.54	-0.040	0.04000
P1	13:00	7,640.60 +11.3	current	157,628	7,640	18.9	7,638.4	29.6	7640	12.2	16.29	0.031	0.04640
P130	13:30	7,643.55 +2.9	current	169,483	7,645	21.2	7,642.1	36.7	7645	11.7	16.27	-0.058	0.05240
P2	14:00	7,645.48 +1.9	current	149,783	7,640	21.6	7,642.0	39.6	7645	11.3	16.18	0.049	0.06060
P230	14:30	7,643.39 -2.1	current	181,019	7,640	29.1	7,643.9	41.2	7645	11.3	16.21	-0.143	0.06920
P3	15:00	7,643.75 +0.4	current	159,249	7,650	27.0	7,643.0	50.4	7645	11.6	16.20	-0.068	0.08400
P330	15:30	7,646.00 +2.3	current	166,950	7,645	36.1	7,644.3	58.8	7645	12.4	16.30	0.074	0.10980
C	16:00 Close	7,636.36 -9.6	close	241,884	7,640	72.0	7,640.9	53.9	7635	33.4	16.48	0.636	0.28980

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.