Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-10 · Exp 2026-09-10 · Spot 7,591.70 · Window 7450–7670 · Last slot C · Generated 2026-09-10 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-10.json

Wall vs flow slot C · Call peak K7595 Δ33,581 vs wall K7875 away -280pt · Put peak K7590 Δ48,632 vs wall K7475 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

2026-09-10 SPX O 7,594.74 · H 7,612.86 · L 7,580.06 · C 7,591.70 prior C — VIX 17.84 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	7,594.74	7,581.65	7,599.57	7,607.53	7,605.88	7,599.48	7,593.07	7,604.34	7,599.26	7,596.18	7,590.71	7,591.00	7,589.42	7,591.70
VIX	17.69	18.03	17.42	17.25	17.25	17.53	17.70	17.24	17.43	17.48	17.75	17.79	18.07	18.02
ATM	29.65	28.10	24.60	21.20	20.00	19.85	18.15	16.25	13.95	12.60	12.20	10.50	8.05	2.00
IV	18.0	17.7	16.2	14.6	14.6	15.3	14.9	14.5	13.6	13.7	15.3	16.0	17.5	34.4
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
70	0	0	0	0	0	0	1.4	1.4	0.0	1.0	1.0	0.0	0.4	0.4	0.0	0.9	0.8	0.0	0.2	0.1	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.1	0.0	0.0	0.4	0.4	0.0	0.2	0.1	0.0	0.2	0.2	0.0
65	0	0	0	0	0	0	2.1	2.1	0.0	2.2	2.2	0.0	0.9	0.8	0.0	1.4	1.4	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	0.2	0.2	0.0	0.1	0.0	0.1	0.1	0.0	0.0
60	0	0	0	0	0	0	3.6	3.5	0.1	1.9	1.8	0.1	0.7	0.7	0.0	1.4	1.2	0.1	0.8	0.8	0.0	0.7	0.7	0.0	0.8	0.8	0.0	1.8	1.7	0.0	0.8	0.8	0.0	0.3	0.3	0.0	0.4	0.3	0.0	0.2	0.1	0.0
55	0	0	0	0	0	0	2.7	2.7	0.0	2.1	2.1	0.0	1.6	1.5	0.1	1.8	1.8	0.0	1.2	1.2	0.0	1.1	1.1	0.0	1.1	1.1	0.0	0.9	0.9	0.0	0.6	0.5	0.0	0.1	0.1	0.0	0.5	0.4	0.0	0.0	0.0	0.0
50	0	0	0	0	0	0	7.9	7.6	0.2	7.4	7.1	0.2	2.6	2.5	0.1	3.6	3.5	0.1	1.9	1.8	0.1	2.4	2.3	0.1	1.8	1.7	0.1	2.2	2.1	0.0	1.4	1.3	0.0	1.1	1.1	0.0	0.7	0.6	0.0	0.1	0.0	0.0
45	0	0	0	0	0	0	12.8	12.6	0.1	5.2	5.0	0.1	2.5	2.3	0.2	2.8	2.6	0.1	2.0	1.9	0.0	2.3	2.2	0.1	1.9	1.8	0.1	1.3	1.3	0.0	2.4	2.3	0.0	0.6	0.6	0.0	0.4	0.3	0.0	0.0	0.0	0.0
40	0	0	0	0	0	0	17.3	16.9	0.3	9.0	8.6	0.4	4.4	4.1	0.2	5.4	4.7	0.6	3.9	3.7	0.1	3.7	3.4	0.3	3.9	3.8	0.1	1.3	1.2	0.0	2.4	2.3	0.1	2.0	1.9	0.1	1.4	1.4	0.0	0.2	0.1	0.1
35	0	0	0	0	0	0	8.0	7.5	0.4	7.4	6.9	0.4	4.6	4.1	0.5	6.6	6.3	0.3	3.8	3.6	0.1	4.6	4.0	0.5	4.5	4.1	0.3	1.7	1.5	0.1	1.8	1.6	0.1	1.2	1.1	0.1	0.8	0.7	0.1	0.5	0.5	0.0
30	1.9	1.7	0.2	10.6	9.9	0.6	19.2	18.4	0.7	9.3	8.7	0.5	7.7	7.1	0.5	8.9	8.2	0.6	5.7	5.2	0.4	7.7	7.4	0.3	7.2	6.8	0.4	4.6	4.5	0.1	3.8	3.5	0.3	2.1	1.8	0.3	1.7	1.6	0.1	0.9	0.7	0.1
25	2.0	1.9	0.1	9.4	8.5	0.8	12.6	11.4	1.1	8.6	7.9	0.6	6.8	6.2	0.5	9.2	8.2	1.0	5.8	4.9	0.9	8.1	7.7	0.4	8.9	8.3	0.6	4.0	3.8	0.1	5.1	5.0	0.1	2.8	2.7	0.1	1.4	1.2	0.1	1.1	0.9	0.2
20	2.2	2.1	0.1	11.9	10.7	1.2	17.8	16.7	1.0	10.1	8.8	1.2	8.4	7.4	1.0	11.9	10.2	1.6	8.8	8.0	0.8	14.8	14.1	0.7	10.9	10.1	0.8	6.5	6.2	0.3	7.9	7.5	0.4	6.8	6.6	0.1	3.0	2.8	0.1	2.5	2.0	0.4
15	1.1	0.9	0.2	6.5	5.5	0.9	13.2	12.1	1.0	8.8	7.1	1.6	7.3	5.9	1.3	11.2	8.8	2.4	16.3	15.6	0.6	12.8	11.9	0.9	12.5	11.0	1.5	7.9	7.0	0.9	16.4	15.9	0.4	7.0	6.7	0.3	4.9	4.3	0.6	3.5	3.0	0.5
10	1.4	0.9	0.5	9.1	7.6	1.5	14.8	12.7	2.0	14.5	10.1	4.3	13.1	8.7	4.4	17.1	10.5	6.5	18.2	16.3	1.8	17.7	14.9	2.7	15.3	10.9	4.3	11.6	8.8	2.8	19.7	18.6	1.0	11.8	10.7	1.0	8.1	7.4	0.7	6.6	5.7	0.9
05	1.2	0.9	0.3	8.4	6.1	2.2	13.4	9.8	3.5	17.0	10.4	6.6	14.3	6.8	7.5	19.5	9.5	9.9	10.2	7.3	2.9	17.1	11.9	5.1	18.0	9.9	8.0	11.9	7.9	4.0	11.6	9.5	2.0	14.2	12.9	1.2	9.5	8.7	0.8	12.8	11.6	1.2
76	3.7	1.8	1.9	21.0	12.2	8.8	27.1	16.8	10.3	23.3	9.9	13.4	19.7	7.0	12.7	23.8	7.1	16.6	19.3	9.7	9.5	26.5	13.0	13.5	23.1	7.2	15.8	22.8	12.5	10.3	23.3	16.5	6.8	25.7	20.6	5.0	23.8	20.0	3.7	40.5	31.6	8.9
95	2.8	1.3	1.4	17.0	6.2	10.7	16.3	8.0	8.3	10.9	2.8	8.1	8.5	1.9	6.5	14.2	2.8	11.3	16.1	5.8	10.3	16.5	7.0	9.5	10.1	2.6	7.4	17.5	6.2	11.2	22.4	12.7	9.6	23.3	15.8	7.4	21.0	15.3	5.7	50.1	33.5	16.5
90	3.7	1.0	2.7	18.6	4.8	13.7	22.9	10.0	12.8	10.1	2.1	8.0	8.2	1.3	6.9	11.3	1.5	9.7	15.0	3.4	11.5	16.1	4.6	11.4	9.9	1.4	8.4	13.2	2.4	10.7	25.9	8.1	17.7	29.4	13.1	16.3	28.8	12.5	16.2	66.7	18.0	48.6
85	1.6	0.2	1.3	11.3	2.5	8.7	18.1	7.0	11.1	7.1	1.3	5.7	4.9	0.6	4.2	8.2	0.7	7.5	8.0	1.7	6.3	12.7	2.0	10.6	7.6	0.6	6.9	10.2	1.0	9.2	16.0	3.1	12.9	20.1	4.3	15.7	24.8	6.8	17.9	32.2	4.3	27.9
80	1.6	0.2	1.4	11.1	1.6	9.5	17.7	3.7	14.0	8.3	0.6	7.7	6.5	0.5	6.0	9.7	0.5	9.1	10.3	0.8	9.4	12.2	1.4	10.8	6.8	0.3	6.4	7.8	0.5	7.2	15.9	1.9	13.9	16.7	2.1	14.6	17.3	2.4	14.9	15.7	1.7	13.9
75	1.4	0.1	1.2	7.0	1.0	6.0	10.3	1.4	8.8	6.7	0.4	6.2	5.5	0.4	5.0	7.0	0.3	6.7	7.5	0.4	7.1	8.5	0.4	8.0	4.7	0.2	4.5	4.8	0.3	4.4	10.2	0.5	9.7	9.2	0.5	8.7	9.8	0.7	9.0	6.3	0.4	5.9
70	1.3	0.0	1.2	7.2	0.6	6.6	10.5	0.8	9.6	8.0	0.3	7.6	4.5	0.3	4.1	6.0	0.3	5.7	7.0	0.2	6.7	9.8	0.3	9.4	3.5	0.1	3.3	2.9	0.2	2.7	7.7	0.4	7.2	6.6	0.4	6.1	6.6	0.7	5.9	4.6	0.3	4.3
65	1.0	0.0	1.0	5.2	0.3	4.8	8.4	0.6	7.8	4.5	0.2	4.3	3.4	0.2	3.1	4.3	0.2	4.1	4.8	0.2	4.6	5.9	0.2	5.6	2.6	0.0	2.6	2.0	0.0	1.9	7.7	0.2	7.4	4.5	0.1	4.3	2.7	0.1	2.6	2.0	0.0	2.0
60	1.5	0.0	1.4	7.7	0.3	7.4	9.6	0.4	9.2	5.8	0.2	5.6	3.1	0.2	2.9	4.7	0.2	4.5	3.7	0.1	3.5	5.3	0.3	5.0	2.3	0.0	2.3	2.1	0.2	1.9	7.6	0.2	7.4	4.2	0.1	4.1	2.8	0.0	2.7	2.2	0.0	2.1
55	1.6	0.0	1.6	7.3	0.1	7.2	6.8	0.2	6.5	3.8	0.0	3.7	2.9	0.0	2.9	2.6	0.0	2.6	2.3	0.2	2.1	3.8	0.1	3.7	1.4	0.0	1.3	1.6	0.0	1.6	3.3	0.0	3.3	2.5	0.0	2.5	1.0	0.0	0.9	0.8	0.0	0.8
50	4.8	0.0	4.7	14.1	0.5	13.6	14.9	0.5	14.3	6.4	0.1	6.3	3.3	0.1	3.1	4.3	0.1	4.1	2.8	0.1	2.6	6.4	0.2	6.2	2.3	0.0	2.3	2.2	0.0	2.1	4.0	0.0	3.9	1.8	0.2	1.6	1.5	0.2	1.3	1.3	0.0	1.3
45	1.4	0.0	1.4	5.4	0.1	5.3	6.2	0.2	6.0	2.2	0.1	2.0	2.2	0.0	2.1	2.1	0.0	2.0	2.0	0.0	2.0	2.1	0.0	2.1	1.5	0.0	1.5	1.1	0.0	1.0	0.9	0.0	0.9	1.0	0.1	0.8	0.8	0.0	0.7	0.6	0.0	0.6
40	1.6	0.0	1.6	8.8	0.1	8.7	8.2	0.1	8.0	2.7	0.0	2.6	1.1	0.0	1.1	1.4	0.0	1.4	1.3	0.0	1.2	2.4	0.0	2.3	0.9	0.0	0.9	0.7	0.0	0.7	2.6	0.0	2.6	1.4	0.0	1.3	0.6	0.0	0.5	0.5	0.0	0.5
35	1.7	0.0	1.7	6.1	0.1	6.0	4.5	0.2	4.3	1.3	0.1	1.2	1.3	0.0	1.3	1.0	0.0	1.0	0.7	0.0	0.7	1.7	0.0	1.7	0.7	0.0	0.7	0.4	0.0	0.3	0.5	0.0	0.5	1.2	0.0	1.2	0.4	0.0	0.4	0.1	0.0	0.1
30	3.5	0.0	3.5	13.6	0.0	13.5	5.4	0.1	5.3	1.9	0.0	1.9	1.1	0.0	1.1	1.3	0.0	1.3	0.8	0.0	0.8	1.3	0.0	1.2	0.6	0.0	0.6	0.7	0.0	0.7	0.7	0.0	0.7	0.8	0.0	0.8	0.3	0.0	0.3	0.5	0	0.5
25	2.9	0.0	2.9	11.8	0.0	11.8	5.6	0.0	5.5	2.4	0.0	2.4	1.1	0.0	1.1	1.6	0.0	1.6	1.2	0.0	1.2	1.3	0.0	1.3	0.4	0.0	0.4	0.2	0.0	0.2	0.3	0.0	0.3	1.4	0.0	1.4	0.2	0.0	0.2	0.1	0.0	0.1
20	5.0	0.0	5.0	10.6	0.1	10.5	4.0	0.0	4.0	1.9	0.0	1.8	0.7	0.0	0.7	1.1	0.0	1.1	1.5	0.0	1.5	1.3	0.0	1.3	0.5	0.0	0.5	0.2	0	0.2	0.4	0.0	0.4	0.6	0.0	0.6	0.2	0.0	0.2	0.1	0	0.1
15	1.3	0.0	1.3	2.3	0.0	2.3	2.5	0.0	2.5	1.0	0.0	1.0	0.5	0.0	0.5	0.6	0.0	0.6	0.5	0.0	0.5	0.6	0.0	0.6	0.2	0	0.2	0.2	0.0	0.2	0.2	0	0.2	0.1	0.0	0.1	0.2	0	0.2	0.2	0.0	0.1
10	0.9	0.0	0.9	2.7	0.1	2.6	2.3	0.0	2.3	0.8	0.0	0.7	0.2	0.0	0.2	0.8	0.0	0.8	0.5	0	0.5	0.6	0.0	0.6	0.2	0.0	0.2	0.3	0.0	0.3	0.1	0	0.1	0.3	0.0	0.3	0.1	0.0	0.1	0.0	0.0	0.0
05	0.6	0.0	0.6	2.3	0.0	2.3	2.2	0.0	2.1	0.4	0	0.4	0.3	0.0	0.3	0.7	0.0	0.7	0.2	0.0	0.2	0.5	0.0	0.4	0.4	0.0	0.4	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.2	0.0	0.2	0.0	0	0.0
75	2.0	0.0	1.9	4.0	0.0	4.0	4.1	0.0	4.0	1.2	0.0	1.1	0.9	0.0	0.9	0.5	0.0	0.5	0.4	0.0	0.4	0.6	0.0	0.6	0.2	0.0	0.2	0.5	0.0	0.5	0.6	0.0	0.6	1.1	0.0	1.1	0.2	0.0	0.2	0.0	0.0	0.0
95	0.6	0.0	0.6	1.4	0.0	1.4	0.9	0.0	0.9	0.9	0.0	0.9	0.2	0	0.2	0.1	0.0	0.1	0.1	0	0.1	0.4	0	0.4	0.2	0	0.2	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	0.1	0.0	0.1	0.0	0.0	0.0
90	0.7	0.0	0.7	1.3	0.0	1.3	1.4	0.0	1.3	0.2	0.0	0.2	0.2	0.0	0.2	0.3	0.0	0.3	0.2	0.0	0.2	0.2	0	0.2	0.2	0	0.2	0.0	0	0.0	0.2	0	0.2	0.0	0	0.0	0.2	0.0	0.2	0.0	0.0	0.0
85	0.2	0.0	0.2	1.0	0.0	0.9	0.4	0.0	0.4	0.2	0.0	0.2	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0	0.1	0.1	0	0.1	0.2	0	0.2	0.0	0	0.0	0.4	0	0.4	0.0	0	0.0
80	0.9	0	0.9	1.2	0.0	1.2	0.8	0.0	0.8	0.1	0	0.1	0.3	0	0.3	0.1	0	0.1	0.5	0	0.5	0.4	0	0.4	0.0	0	0.0	0.2	0.0	0.1	0.3	0	0.3	0.0	0	0.0	0.7	0	0.7	0.0	0	0.0
75	0.1	0	0.1	1.1	0	1.1	0.9	0.0	0.9	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.2	0	0.2	0.1	0.0	0.1	0.0	0	0.0	0.2	0	0.2	0.4	0	0.4	0.1	0	0.1	0.1	0	0.1	0.0	0	0.0
70	0.2	0	0.2	0.9	0.0	0.9	0.6	0.0	0.6	0.1	0.0	0.1	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	0.1	0	0.1	0.1	0.0	0.1	0.4	0	0.4	0.0	0	0.0	0.0	0	0.0
65	0.1	0	0.1	0.4	0	0.4	0.2	0.0	0.2	0.2	0	0.2	0.1	0	0.1	0.2	0	0.2	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	0.0	0	0.0
60	0.3	0	0.3	0.6	0	0.6	0.3	0	0.3	0.1	0	0.1	0.1	0	0.1	0.0	0	0.0	0.5	0	0.5	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.1	0	0.1	0.0	0.0	0.0	0.0	0.0	0
55	0.0	0	0.0	0.4	0	0.4	0.1	0.0	0.1	0.2	0	0.2	0.1	0	0.1	0.1	0	0.1	0.3	0	0.3	0.0	0	0.0	0.0	0	0.0	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0
50	0.4	0	0.4	1.2	0	1.2	0.3	0.0	0.3	0.3	0	0.3	0.4	0	0.4	0.1	0	0.1	0.2	0	0.2	0.0	0	0.0	0.3	0	0.3	0.1	0.0	0.1	0.0	0.0	0.0	0.0	0	0.0	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
70	0	0	0	0	0	0	4.0	3.8	0.2	5.1	4.9	0.2	5.5	5.3	0.2	6.5	6.2	0.2	6.7	6.4	0.3	7.4	7.1	0.3	8.2	7.8	0.3	8.9	8.5	0.3	9.0	8.6	0.3	9.5	9.1	0.3	9.7	9.2	0.4	9.9	9.5	0.4
65	0	0	0	0	0	0	5.7	5.6	0.1	8.0	7.8	0.1	8.9	8.7	0.2	10.4	10.1	0.2	11.2	10.9	0.2	11.6	11.3	0.2	12.2	11.9	0.2	12.6	12.3	0.2	13.0	12.7	0.3	13.3	13.0	0.3	13.5	13.1	0.4	13.6	13.1	0.4
60	0	0	0	0	0	0	8.4	8.1	0.2	10.4	10.0	0.4	11.2	10.7	0.4	12.6	12.0	0.6	13.4	12.8	0.6	14.2	13.5	0.7	15.1	14.4	0.7	16.9	16.1	0.7	17.8	17.0	0.7	18.1	17.4	0.7	18.6	17.7	0.8	18.8	17.8	0.9
55	0	0	0	0	0	0	8.1	8.0	0.1	10.3	10.1	0.1	12.0	11.7	0.2	13.9	13.6	0.2	15.1	14.8	0.2	16.3	15.9	0.3	17.4	17.1	0.3	18.4	18.0	0.3	19.0	18.6	0.3	19.2	18.8	0.3	19.7	19.3	0.3	19.7	19.3	0.4
50	0	0	0	0	0	0	18.9	18.1	0.7	26.3	25.3	1.0	29.0	27.9	1.1	32.7	31.5	1.2	34.7	33.3	1.3	37.2	35.7	1.5	39.1	37.4	1.6	41.3	39.6	1.6	42.8	41.0	1.7	43.9	42.1	1.8	44.7	42.8	1.8	44.9	42.9	1.9
45	0	0	0	0	0	0	22.3	21.6	0.6	27.5	26.7	0.8	30.1	29.0	1.0	32.9	31.7	1.1	34.9	33.6	1.2	37.3	35.8	1.4	39.3	37.7	1.5	40.6	39.0	1.6	43.0	41.4	1.6	43.7	42.1	1.6	44.1	42.4	1.6	44.2	42.5	1.6
40	0	0	0	0	0	0	28.9	27.8	1.0	38.0	36.4	1.5	42.4	40.6	1.7	47.8	45.4	2.4	51.7	49.1	2.5	55.4	52.5	2.9	59.4	56.3	3.0	60.7	57.6	3.1	63.2	60.0	3.2	65.3	62.0	3.3	66.8	63.4	3.4	67.1	63.5	3.5
35	0	0	0	0	0	0	16.4	15.4	0.9	23.8	22.4	1.4	28.5	26.6	1.9	35.2	32.9	2.2	39.0	36.5	2.4	43.6	40.6	3.0	48.1	44.8	3.3	49.8	46.3	3.5	51.6	48.0	3.6	52.9	49.2	3.7	53.8	49.9	3.8	54.3	50.4	3.8
30	1.9	1.7	0.2	12.6	11.7	0.8	31.8	30.2	1.5	41.1	38.9	2.1	48.9	46.1	2.7	57.8	54.4	3.4	63.5	59.6	3.8	71.3	67.0	4.2	78.5	73.8	4.6	83.2	78.4	4.8	87.0	81.9	5.1	89.2	83.8	5.4	91.0	85.4	5.5	91.9	86.2	5.7
25	2.0	1.9	0.1	11.4	10.4	0.9	24.0	21.9	2.1	32.6	29.9	2.7	39.5	36.2	3.3	48.8	44.4	4.4	54.7	49.3	5.3	62.8	57.1	5.7	71.8	65.4	6.4	75.8	69.2	6.6	81.0	74.3	6.7	83.9	77.0	6.8	85.3	78.3	7.0	86.4	79.2	7.2
20	2.2	2.1	0.1	14.2	12.8	1.4	32.0	29.5	2.5	42.1	38.4	3.7	50.6	45.9	4.7	62.6	56.2	6.4	71.5	64.2	7.2	86.3	78.3	8.0	97.3	88.4	8.8	103.9	94.6	9.2	111.8	102.1	9.6	118.7	108.8	9.8	121.7	111.7	10.0	124.3	113.8	10.5
15	1.1	0.9	0.2	7.6	6.4	1.2	20.9	18.6	2.2	29.7	25.7	3.9	37.0	31.7	5.3	48.3	40.5	7.7	64.6	56.2	8.4	77.5	68.1	9.3	90.0	79.1	10.9	98.0	86.2	11.8	114.4	102.2	12.2	121.4	108.9	12.5	126.4	113.2	13.1	130.0	116.3	13.7
10	1.4	0.9	0.5	10.6	8.5	2.1	25.5	21.3	4.2	40.0	31.5	8.5	53.2	40.2	12.9	70.3	50.8	19.5	88.5	67.2	21.3	106.3	82.2	24.1	121.7	93.1	28.5	133.3	101.9	31.4	153.1	120.6	32.4	164.9	131.4	33.5	173.1	138.9	34.2	179.8	144.6	35.1
05	1.2	0.9	0.3	9.7	7.1	2.5	23.1	16.9	6.1	40.1	27.3	12.7	54.5	34.2	20.3	74.0	43.8	30.2	84.3	51.1	33.1	101.4	63.0	38.3	119.4	73.0	46.4	131.4	80.9	50.5	143.0	90.5	52.5	157.3	103.4	53.8	166.8	112.1	54.6	179.7	123.7	55.9
76	3.7	1.8	1.9	24.8	14.0	10.7	51.9	30.8	21.0	75.3	40.8	34.4	95.0	47.8	47.1	118.9	55.0	63.8	138.2	64.8	73.4	164.7	77.8	86.9	187.9	85.1	102.7	210.8	97.6	113.1	234.2	114.2	120.0	259.9	134.8	125.0	283.8	154.9	128.8	324.3	186.5	137.7
95	2.8	1.3	1.4	19.8	7.5	12.2	36.1	15.6	20.5	47.1	18.4	28.7	55.6	20.3	35.2	69.9	23.2	46.6	86.0	29.0	56.9	102.6	36.1	66.5	112.7	38.7	73.9	130.2	45.0	85.2	152.7	57.8	94.8	176.0	73.6	102.3	197.0	89.0	108.0	247.2	122.6	124.6
90	3.7	1.0	2.7	22.3	5.8	16.5	45.3	15.9	29.3	55.4	18.0	37.4	63.7	19.3	44.3	75.0	20.9	54.1	90.1	24.3	65.7	106.2	29.0	77.2	116.1	30.4	85.6	129.3	32.9	96.4	155.3	41.1	114.2	184.7	54.2	130.5	213.6	66.8	146.8	280.3	84.9	195.4
85	1.6	0.2	1.3	12.9	2.8	10.1	31.1	9.8	21.3	38.2	11.2	27.0	43.1	11.8	31.3	51.4	12.6	38.8	59.5	14.4	45.1	72.3	16.5	55.7	79.9	17.1	62.7	90.1	18.1	72.0	106.2	21.2	84.9	126.3	25.6	100.7	151.1	32.4	118.6	183.4	36.8	146.6
80	1.6	0.2	1.4	12.8	1.8	11.0	30.5	5.5	25.0	38.9	6.2	32.7	45.5	6.7	38.8	55.2	7.2	47.9	65.6	8.1	57.4	77.8	9.5	68.2	84.6	9.9	74.6	92.5	10.5	81.9	108.4	12.5	95.9	125.2	14.6	110.5	142.5	17.0	125.5	158.2	18.7	139.4
75	1.4	0.1	1.2	8.4	1.1	7.3	18.8	2.5	16.2	25.5	3.0	22.4	31.0	3.5	27.5	38.1	3.8	34.2	45.6	4.2	41.4	54.1	4.6	49.4	58.9	4.9	53.9	63.7	5.3	58.4	74.0	5.9	68.1	83.3	6.4	76.8	93.1	7.2	85.9	99.5	7.6	91.8
70	1.3	0.0	1.2	8.5	0.6	7.8	19.0	1.5	17.4	27.1	1.9	25.1	31.6	2.3	29.3	37.7	2.6	35.1	44.7	2.9	41.8	54.6	3.3	51.3	58.1	3.4	54.7	61.1	3.7	57.4	68.8	4.1	64.6	75.4	4.6	70.8	82.0	5.3	76.7	86.7	5.6	81.0
65	1.0	0.0	1.0	6.2	0.3	5.9	14.7	1.0	13.7	19.3	1.2	18.1	22.8	1.5	21.3	27.1	1.7	25.4	32.0	1.9	30.0	38.0	2.2	35.7	40.6	2.3	38.3	42.7	2.4	40.3	50.4	2.6	47.8	55.0	2.8	52.2	57.7	2.9	54.8	59.8	3.0	56.8
60	1.5	0.0	1.4	9.3	0.3	8.9	19.0	0.8	18.1	24.9	1.0	23.8	28.0	1.2	26.7	32.8	1.5	31.3	36.5	1.7	34.8	41.9	2.0	39.9	44.3	2.0	42.2	46.5	2.3	44.2	54.2	2.5	51.7	58.4	2.6	55.8	61.2	2.7	58.5	63.5	2.8	60.7
55	1.6	0.0	1.6	9.0	0.1	8.9	15.9	0.4	15.5	19.8	0.4	19.3	22.7	0.5	22.2	25.4	0.5	24.8	27.7	0.7	26.9	31.6	0.9	30.7	33.0	0.9	32.1	34.7	0.9	33.7	38.1	1.0	37.0	40.7	1.0	39.6	41.7	1.1	40.5	42.5	1.1	41.4
50	4.8	0.0	4.7	19.0	0.5	18.4	33.9	1.1	32.7	40.4	1.3	39.0	43.7	1.5	42.2	48.0	1.6	46.3	50.8	1.8	49.0	57.3	2.0	55.2	59.7	2.1	57.6	62.0	2.2	59.7	66.0	2.3	63.7	67.9	2.5	65.3	69.5	2.8	66.7	70.8	2.8	68.0
45	1.4	0.0	1.4	6.9	0.1	6.7	13.1	0.3	12.7	15.4	0.5	14.8	17.6	0.6	17.0	19.7	0.6	19.1	21.8	0.6	21.1	24.0	0.7	23.2	25.5	0.7	24.8	26.6	0.8	25.8	27.6	0.8	26.7	28.6	1.0	27.6	29.4	1.0	28.4	30.1	1.0	29.0
40	1.6	0.0	1.6	10.5	0.1	10.3	18.7	0.3	18.4	21.4	0.3	21.0	22.6	0.3	22.2	24.0	0.3	23.6	25.3	0.4	24.9	27.8	0.5	27.2	28.7	0.5	28.1	29.5	0.5	28.9	32.1	0.5	31.5	33.5	0.6	32.9	34.1	0.6	33.5	34.7	0.6	34.0
35	1.7	0.0	1.7	7.8	0.1	7.7	12.4	0.3	12.0	13.7	0.4	13.3	15.0	0.4	14.6	16.1	0.4	15.6	16.9	0.4	16.4	18.6	0.4	18.2	19.4	0.4	18.9	19.8	0.5	19.3	20.4	0.5	19.8	21.6	0.5	21.0	22.1	0.5	21.5	22.3	0.5	21.7
30	3.5	0.0	3.5	17.1	0.0	17.0	22.6	0.2	22.4	24.6	0.2	24.3	25.7	0.2	25.4	27.1	0.3	26.8	27.9	0.3	27.6	29.2	0.3	28.9	29.9	0.3	29.5	30.6	0.3	30.2	31.4	0.3	31.0	32.2	0.3	31.9	32.6	0.3	32.2	33.2	0.3	32.8
25	2.9	0.0	2.9	14.8	0.0	14.8	20.4	0.1	20.3	22.9	0.1	22.8	24.1	0.1	24.0	25.8	0.1	25.6	27.0	0.1	26.9	28.4	0.1	28.2	28.8	0.1	28.7	29.1	0.1	28.9	29.5	0.1	29.3	31.0	0.2	30.7	31.3	0.2	31.0	31.4	0.2	31.2
20	5.0	0.0	5.0	15.7	0.1	15.6	19.7	0.1	19.6	21.6	0.2	21.4	22.4	0.2	22.2	23.5	0.2	23.3	25.0	0.2	24.8	26.4	0.2	26.1	27.0	0.2	26.7	27.3	0.2	27.0	27.7	0.2	27.4	28.4	0.3	28.1	28.6	0.3	28.3	28.8	0.3	28.5
15	1.3	0.0	1.3	3.7	0.0	3.6	6.3	0.0	6.2	7.4	0.1	7.3	7.9	0.1	7.8	8.6	0.1	8.4	9.1	0.1	9.0	9.7	0.1	9.6	10.0	0.1	9.9	10.3	0.1	10.2	10.5	0.1	10.4	10.6	0.1	10.5	10.9	0.1	10.8	11.1	0.2	10.9
10	0.9	0.0	0.9	3.7	0.1	3.6	6.1	0.1	5.9	6.9	0.2	6.7	7.1	0.2	6.9	8.0	0.2	7.7	8.5	0.2	8.3	9.2	0.2	8.9	9.4	0.2	9.1	9.7	0.2	9.5	9.9	0.2	9.6	10.2	0.2	10.0	10.4	0.2	10.1	10.4	0.2	10.2
05	0.6	0.0	0.6	3.0	0.0	3.0	5.2	0.0	5.2	5.7	0.0	5.6	6.0	0.0	5.9	6.7	0.0	6.7	7.0	0.0	6.9	7.5	0.1	7.4	8.0	0.1	7.9	8.2	0.1	8.1	8.4	0.1	8.3	8.5	0.1	8.4	8.8	0.1	8.6	8.8	0.1	8.7
75	2.0	0.0	1.9	6.0	0.0	6.0	10.1	0.0	10.0	11.3	0.1	11.2	12.3	0.1	12.1	12.8	0.1	12.7	13.3	0.1	13.1	13.9	0.1	13.8	14.2	0.1	14.0	14.7	0.1	14.5	15.4	0.1	15.2	16.5	0.1	16.3	16.8	0.2	16.6	16.8	0.2	16.6
95	0.6	0.0	0.6	2.1	0.0	2.1	3.1	0.0	3.0	4.0	0.0	4.0	4.2	0.0	4.2	4.4	0.0	4.3	4.5	0.0	4.5	4.9	0.0	4.9	5.2	0.0	5.1	5.3	0.0	5.3	5.5	0.0	5.5	5.7	0.0	5.7	5.8	0.0	5.8	5.8	0.0	5.8
90	0.7	0.0	0.7	2.1	0.0	2.1	3.5	0.0	3.5	3.8	0.0	3.7	4.0	0.0	4.0	4.4	0.0	4.3	4.7	0.0	4.6	4.9	0.0	4.9	5.1	0.0	5.1	5.2	0.0	5.2	5.4	0.0	5.4	5.5	0.0	5.4	5.7	0.0	5.7	5.7	0.0	5.7
85	0.2	0.0	0.2	1.2	0.0	1.2	1.7	0.0	1.6	1.9	0.0	1.8	2.0	0.0	2.0	2.2	0.0	2.1	2.3	0.0	2.2	2.5	0.0	2.4	2.6	0.0	2.6	2.7	0.0	2.7	2.9	0.0	2.9	3.0	0.0	2.9	3.4	0.0	3.4	3.4	0.0	3.4
80	0.9	0	0.9	2.1	0.0	2.1	2.9	0.0	2.9	3.0	0.0	3.0	3.4	0.0	3.4	3.6	0.0	3.6	4.1	0.0	4.1	4.6	0.0	4.6	4.6	0.0	4.6	4.8	0.0	4.8	5.2	0.0	5.2	5.3	0.0	5.3	6.0	0.0	6.0	6.0	0.0	6.0
75	0.1	0	0.1	1.3	0	1.3	2.2	0.0	2.2	2.4	0.0	2.4	2.5	0.0	2.5	2.6	0.0	2.6	2.9	0.0	2.9	3.1	0.0	3.0	3.2	0.0	3.1	3.4	0.0	3.4	3.8	0.0	3.8	4.0	0.0	3.9	4.1	0.0	4.0	4.1	0.0	4.1
70	0.2	0	0.2	1.2	0.0	1.2	1.9	0.0	1.8	2.0	0.0	2.0	2.1	0.0	2.1	2.2	0.0	2.2	2.3	0.0	2.3	2.4	0.0	2.4	2.5	0.0	2.5	2.7	0.0	2.7	2.8	0.0	2.8	3.3	0.0	3.2	3.3	0.0	3.3	3.3	0.0	3.3
65	0.1	0	0.1	0.5	0	0.5	0.7	0.0	0.7	1.0	0.0	0.9	1.1	0.0	1.0	1.3	0.0	1.3	1.3	0.0	1.3	1.4	0.0	1.4	1.4	0.0	1.4	1.6	0.0	1.6	1.8	0.0	1.8	2.0	0.0	1.9	2.1	0.0	2.1	2.1	0.0	2.1
60	0.3	0	0.3	0.9	0	0.9	1.3	0	1.3	1.4	0	1.4	1.5	0	1.5	1.6	0	1.6	2.2	0	2.2	2.3	0	2.3	2.3	0	2.3	2.4	0	2.4	2.4	0	2.4	2.6	0	2.6	2.7	0.0	2.7	2.7	0.0	2.7
55	0.0	0	0.0	0.5	0	0.5	0.7	0.0	0.7	0.9	0.0	0.9	1.0	0.0	1.0	1.2	0.0	1.2	1.5	0.0	1.5	1.6	0.0	1.6	1.6	0.0	1.6	1.8	0.0	1.8	1.8	0.0	1.8	1.9	0.0	1.9	2.0	0.0	2.0	2.0	0.0	2.0
50	0.4	0	0.4	1.6	0	1.6	2.0	0.0	2.0	2.4	0.0	2.4	2.9	0.0	2.9	3.0	0.0	3.0	3.2	0.0	3.2	3.3	0.0	3.3	3.6	0.0	3.6	3.8	0.0	3.8	3.9	0.0	3.8	3.9	0.0	3.9	4.0	0.0	3.9	4.0	0.0	4.0

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	7,594.74	open	61,109	7,520	5.0	7,558.5	16.8	7595	18.0	17.69	-0.009	0.02160
T	10:00	7,581.65 -13.1	current	262,464	7,600	21.0	7,570.3	11.3	7580	17.7	18.03	0.058	0.02260
T30	10:30	7,599.57 +17.9	current	362,487	7,600	27.1	7,591.4	15.7	7600	16.2	17.42	0.010	0.02580
E	11:00	7,607.53 +8.0	current	219,867	7,600	23.3	7,597.7	18.4	7610	14.6	17.25	-0.077	0.03000
E30	11:30	7,605.88 -1.6	current	159,140	7,600	19.7	7,597.3	29.7	7605	14.6	17.25	0.067	0.03160
N	12:00	7,599.48 -6.4	current	212,316	7,600	23.8	7,598.5	27.1	7600	15.3	17.53	-0.023	0.03200
N30	12:30	7,593.07 -6.4	current	189,423	7,600	19.3	7,595.3	26.7	7595	14.9	17.70	-0.046	0.03520
P1	13:00	7,604.34 +11.3	current	233,976	7,600	26.5	7,594.3	26.2	7605	14.5	17.24	-0.009	0.03920
P130	13:30	7,599.26 -5.1	current	170,871	7,600	23.1	7,601.3	30.0	7600	13.6	17.43	-0.009	0.04550
P2	14:00	7,596.18 -3.1	current	151,548	7,600	22.8	7,597.1	35.4	7595	13.7	17.48	0.075	0.05060
P230	14:30	7,590.71 -5.5	current	228,456	7,590	25.9	7,592.6	28.2	7590	15.3	17.75	0.065	0.05220
P3	15:00	7,591.00 +0.3	current	205,928	7,590	29.4	7,590.5	35.4	7590	16.0	17.79	0.098	0.06060
P330	15:30	7,589.42 -1.6	current	180,122	7,590	28.8	7,589.9	41.5	7590	17.5	18.07	-0.004	0.07920
C	16:00 Close	7,591.70 +2.3	close	255,198	7,590	66.7	7,591.7	58.4	7590	34.4	18.02	0.488	0.27640

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.