Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-11 · Exp 2026-09-11 · Spot 7,656.98 · Window 7595–7775 · Last slot C · Generated 2026-09-11 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-11.json

Wall vs flow slot C · Call peak K7665 Δ34,427 vs wall K7750 away -85pt · Put peak K7660 Δ47,991 vs wall K7500 away +160pt · 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

2026-09-11 SPX O 7,636.75 · H 7,677.02 · L 7,636.75 · C 7,656.98 prior C — VIX 15.84 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	7,636.75	7,675.04	7,673.20	7,653.46	7,673.48	7,670.58	7,664.90	7,669.63	7,673.32	7,670.66	7,668.04	7,663.62	7,664.10	7,656.98
VIX	15.83	15.90	15.69	16.13	15.79	15.74	15.79	15.73	15.67	15.63	15.65	15.82	15.85	15.86
ATM	43.65	25.55	21.90	22.65	17.90	15.80	15.45	12.40	10.50	9.00	7.55	7.12	5.05	2.12
IV	20.9	15.9	14.2	15.6	12.8	12.1	12.3	10.9	10.0	9.6	9.2	10.5	10.8	40.5
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
75	0.8	0.8	0	0.7	0.7	0	0.1	0.1	0.0	0.5	0.5	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	0.2	0.2	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
70	0.3	0.3	0.0	1.3	1.3	0.0	0.2	0.1	0.0	0.6	0.6	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	0.3	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0.0
65	0.0	0.0	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.5	0.5	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	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
60	0.1	0.1	0.0	1.3	1.3	0.0	0.4	0.3	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.1	0.1	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
55	0.2	0.2	0.0	1.1	1.0	0.0	0.2	0.2	0.0	0.4	0.3	0.0	0.2	0.2	0.0	0.3	0.2	0.0	0.0	0.0	0	0.1	0.1	0.0	0.4	0.4	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
50	0.5	0.5	0.0	2.0	2.0	0.0	0.9	0.9	0.0	0.8	0.7	0.0	0.7	0.7	0.0	0.6	0.6	0.0	0.4	0.4	0.0	1.0	1.0	0.0	1.0	0.3	0.7	0.0	0.0	0.0	1.3	1.2	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
45	0.4	0.4	0	1.1	1.1	0.0	1.7	1.7	0.0	0.3	0.3	0.0	0.3	0.2	0.0	0.3	0.3	0.0	0.6	0.5	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.1	0.0	0.0	0.3	0.3	0.0	0.8	0.8	0.0	0.0	0.0	0.0	0.0	0.0	0
40	0.5	0.5	0.0	2.6	2.6	0.0	0.8	0.8	0.0	1.2	1.2	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.2	0.1	0.0	0.2	0.2	0.0	0.1	0.1	0	0.2	0.2	0.0	0.1	0.1	0.0	0.4	0.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0
35	0.4	0.4	0.0	2.0	2.0	0.0	0.7	0.7	0.0	1.0	1.0	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.3	0.3	0	0.8	0.8	0	0.0	0.0	0.0	0.0	0.0	0.0
30	1.0	1.0	0.0	3.2	3.1	0.0	1.2	1.1	0.0	1.4	1.4	0.0	1.0	1.0	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.2	0.2	0	0.3	0.3	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.0	0.0	0.0
25	1.0	1.0	0.0	4.7	4.6	0.0	2.2	2.2	0.0	1.7	1.6	0.0	1.4	1.4	0.0	0.9	0.8	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.4	0.3	0.0	0.5	0.4	0.0	0.1	0.0	0.0	0.1	0.0	0.0	0.0	0.0	0.0
20	2.6	2.6	0.0	13.3	13.3	0.0	4.1	4.1	0.0	3.8	3.8	0.0	1.7	1.7	0.0	1.1	1.1	0.0	1.1	1.1	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.4	0.3	0.0	0.3	0.1	0.1	0.1	0.1	0.0
15	5.0	5.0	0.0	13.6	13.5	0.0	4.0	3.9	0.1	2.9	2.8	0.0	2.3	2.3	0.0	2.6	2.6	0.0	1.6	1.5	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.0	0.0	0.0
10	6.5	6.4	0.0	10.8	10.5	0.3	5.6	5.4	0.1	5.1	5.0	0.1	3.0	2.9	0.0	2.6	2.4	0.2	2.1	2.0	0.0	3.0	2.9	0.0	1.1	1.0	0.1	1.1	1.0	0.0	1.1	1.1	0.0	0.6	0.6	0.0	0.7	0.6	0.0	0.1	0.1	0.0
05	2.2	2.1	0.0	8.0	7.6	0.4	5.9	5.7	0.2	5.4	5.2	0.1	3.9	3.6	0.2	3.6	3.3	0.3	2.9	2.7	0.2	2.7	2.6	0.1	1.7	1.5	0.2	1.1	0.9	0.1	2.0	1.9	0.1	0.6	0.6	0.0	1.1	1.1	0.0	0.1	0.0	0.0
77	5.5	5.3	0.2	17.3	16.5	0.8	15.3	14.8	0.4	12.6	12.1	0.4	12.7	11.9	0.8	8.9	8.4	0.5	7.0	6.6	0.3	5.1	4.9	0.1	4.7	4.6	0.1	4.1	3.9	0.1	4.0	3.8	0.1	2.4	2.3	0.0	2.5	2.3	0.2	1.0	0.8	0.1
95	1.5	1.5	0.0	8.2	7.4	0.7	9.3	8.8	0.4	7.4	6.9	0.5	6.6	5.8	0.8	6.9	6.4	0.4	4.4	4.1	0.2	3.4	3.2	0.2	4.0	3.5	0.4	3.3	3.0	0.2	2.5	2.3	0.1	1.2	1.1	0.0	1.2	1.1	0.0	0.2	0.1	0.0
90	2.7	2.6	0.0	9.6	8.6	1.0	12.5	11.4	1.0	12.5	11.5	1.0	9.6	9.0	0.6	11.9	11.1	0.7	10.1	9.4	0.6	6.7	6.3	0.4	8.6	7.9	0.6	6.3	5.8	0.5	6.1	5.7	0.4	5.5	4.9	0.5	2.0	1.8	0.2	0.7	0.5	0.1
85	2.0	1.9	0.0	7.7	6.5	1.1	10.0	8.7	1.2	10.0	8.9	1.1	11.6	10.4	1.2	20.9	19.5	1.4	9.7	8.6	1.1	15.5	14.2	1.2	16.0	15.1	0.8	9.7	8.3	1.4	9.2	8.1	1.0	3.4	3.0	0.3	2.3	2.0	0.3	1.2	1.0	0.2
80	2.7	2.6	0.1	11.6	8.6	2.9	14.8	11.4	3.4	13.5	11.6	1.9	14.4	12.8	1.5	23.7	21.1	2.6	12.6	10.2	2.3	17.9	16.5	1.4	20.8	18.2	2.5	15.4	12.5	2.9	15.6	13.6	1.9	7.8	7.0	0.8	6.1	5.5	0.6	2.7	2.1	0.6
75	1.8	1.5	0.2	12.6	9.3	3.3	16.8	11.5	5.3	14.8	12.5	2.2	16.5	13.3	3.1	17.4	10.6	6.8	15.9	10.0	5.9	13.4	10.3	3.0	22.1	13.8	8.2	21.0	12.7	8.3	25.0	19.0	5.9	14.2	11.6	2.6	12.6	10.1	2.5	6.3	4.9	1.3
70	3.0	2.7	0.3	18.7	11.9	6.7	23.0	14.1	8.9	17.3	12.2	5.0	20.2	14.8	5.3	20.2	8.4	11.8	19.6	8.6	11.0	19.8	12.3	7.4	24.8	10.9	13.8	19.0	6.6	12.4	38.8	20.2	18.6	31.5	22.5	8.9	27.4	21.9	5.4	23.7	19.1	4.6
65	2.4	1.8	0.5	15.2	7.4	7.7	14.8	6.6	8.1	15.2	9.1	6.1	18.7	11.2	7.4	11.2	3.4	7.7	14.4	4.5	9.8	19.7	8.3	11.4	16.3	3.5	12.7	12.3	2.7	9.6	27.2	6.4	20.7	34.7	11.7	23.0	47.7	29.0	18.7	52.4	34.4	18.0
60	4.3	2.7	1.5	12.0	4.2	7.7	13.9	4.1	9.8	21.9	11.3	10.5	18.9	9.0	9.8	10.8	2.3	8.5	10.7	2.6	8.0	15.4	3.2	12.1	13.4	2.0	11.3	12.8	1.1	11.6	17.6	2.9	14.7	22.5	4.7	17.7	45.9	11.6	34.3	82.2	34.2	47.9
55	2.8	1.0	1.7	7.4	2.2	5.2	10.4	1.6	8.7	20.5	7.4	13.0	14.5	5.2	9.2	6.4	1.0	5.3	6.0	0.8	5.2	9.1	1.4	7.7	8.1	0.6	7.4	3.3	0.3	2.9	8.6	0.9	7.6	7.8	1.4	6.4	17.7	2.9	14.8	36.3	6.4	29.9
50	3.0	0.8	2.1	9.2	2.1	7.0	12.8	2.9	9.9	20.9	5.2	15.7	13.1	3.1	10.0	8.3	0.9	7.3	7.6	1.0	6.6	10.8	1.0	9.7	6.8	0.7	6.1	8.9	0.4	8.5	6.8	0.7	6.1	6.3	0.9	5.3	14.0	1.5	12.5	15.0	2.1	12.9
45	2.1	0.3	1.7	7.0	1.3	5.7	7.5	0.9	6.6	10.1	1.6	8.4	7.6	1.2	6.4	5.1	0.4	4.7	3.7	0.4	3.3	5.8	0.4	5.3	3.6	0.3	3.2	1.6	0.1	1.4	5.1	0.4	4.6	3.3	0.2	3.1	5.7	0.4	5.3	5.3	0.6	4.7
40	1.6	0.4	1.2	6.1	0.9	5.1	7.2	0.6	6.6	11.4	1.1	10.2	7.9	0.6	7.3	3.5	0.3	3.2	3.4	0.4	2.9	4.7	0.4	4.2	3.0	0.1	2.8	1.8	0.1	1.7	4.6	0.2	4.4	2.3	0.2	2.1	3.7	0.3	3.3	2.2	0.3	1.8
35	1.3	0.2	1.1	4.8	0.6	4.2	6.5	0.5	6.0	7.5	0.7	6.7	5.4	0.4	4.9	3.5	0.2	3.2	3.1	0.1	3.0	4.3	0.3	4.0	2.2	0.0	2.2	1.0	0.0	0.9	3.2	0.0	3.1	1.5	0.1	1.4	2.9	0.1	2.8	2.3	0.1	2.1
30	1.4	0.2	1.2	7.0	0.7	6.3	6.8	0.6	6.2	9.8	0.7	9.0	8.7	0.4	8.3	2.9	0.1	2.8	2.1	0.1	2.0	3.9	0.3	3.5	1.6	0.0	1.5	1.0	0.1	0.8	2.2	0.1	2.1	1.7	0.1	1.6	1.5	0.2	1.3	2.0	0.2	1.8
25	1.7	0.1	1.6	6.4	0.7	5.7	6.2	0.3	5.8	9.2	0.4	8.7	5.9	0.3	5.5	2.8	0.0	2.8	2.1	0.0	2.0	2.8	0.1	2.7	1.7	0.0	1.6	0.9	0.0	0.9	1.8	0.0	1.8	1.0	0.0	1.0	0.7	0.1	0.6	0.7	0.0	0.6
20	1.7	0.1	1.6	6.7	0.3	6.3	5.7	0.3	5.3	9.5	0.4	9.0	4.9	0.3	4.6	2.7	0.0	2.6	1.8	0.0	1.7	2.2	0.0	2.1	1.6	0.1	1.5	0.8	0.1	0.6	1.0	0.2	0.8	0.7	0.0	0.7	0.9	0.0	0.9	0.6	0.0	0.6
15	1.5	0.0	1.4	4.4	0.1	4.3	3.3	0.1	3.1	7.7	0.3	7.3	3.9	0.2	3.6	2.0	0.0	2.0	1.3	0.0	1.2	1.5	0.0	1.4	1.0	0.0	0.9	0.5	0.0	0.4	0.9	0.0	0.9	1.2	0.0	1.2	1.0	0.0	1.0	0.4	0.0	0.3
10	1.7	0.0	1.6	5.2	0.2	4.9	6.0	0.1	5.8	5.9	0.1	5.8	3.1	0.1	2.9	1.7	0.0	1.7	1.1	0.0	1.1	1.3	0.0	1.2	0.9	0.0	0.9	0.3	0.0	0.3	0.5	0.0	0.5	0.2	0.0	0.2	0.4	0.0	0.4	0.6	0.0	0.6
05	1.3	0.0	1.2	3.5	0.1	3.4	6.1	0.1	6.0	4.3	0.1	4.1	2.3	0.0	2.2	1.2	0.0	1.2	2.1	0.0	2.1	0.8	0.0	0.8	0.5	0.0	0.5	0.3	0.0	0.3	0.7	0.0	0.7	0.2	0.0	0.2	0.3	0.0	0.3	0.2	0.0	0.2
76	2.4	0.2	2.2	9.1	0.3	8.8	10.7	0.2	10.5	7.5	0.3	7.2	4.2	0.1	4.0	1.7	0.0	1.7	1.6	0.1	1.5	1.3	0.0	1.2	1.2	0.0	1.2	0.5	0.0	0.5	1.0	0.0	1.0	0.5	0.0	0.4	0.5	0.0	0.5	0.2	0.1	0.1
95	1.1	0.1	1.0	5.3	0.2	5.1	6.6	0.0	6.5	3.5	0.0	3.4	1.8	0.0	1.7	1.0	0.0	1.0	1.4	0.0	1.4	0.6	0.0	0.6	0.3	0.0	0.3	0.1	0.0	0.0	0.4	0.0	0.4	0.1	0.0	0.1	0.2	0.0	0.2	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
75	0.8	0.8	0	1.5	1.5	0	1.6	1.6	0.0	2.2	2.2	0.0	2.4	2.4	0.0	2.5	2.4	0.0	2.5	2.5	0.0	2.6	2.6	0.0	2.7	2.7	0.0	2.9	2.9	0.0	3.4	3.4	0.0	3.5	3.4	0.0	3.5	3.5	0.0	3.5	3.5	0.0
70	0.3	0.3	0.0	1.6	1.6	0.0	1.8	1.8	0.0	2.4	2.4	0.0	2.7	2.6	0.0	2.8	2.7	0.0	2.8	2.8	0.0	2.8	2.8	0.0	2.9	2.9	0.0	2.9	2.9	0.0	3.3	3.3	0.0	3.4	3.3	0.0	3.4	3.3	0.0	3.4	3.3	0.0
65	0.0	0.0	0.0	0.5	0.5	0.0	1.0	1.0	0.0	1.6	1.5	0.0	2.0	2.0	0.0	2.3	2.2	0.0	2.3	2.3	0.0	2.3	2.3	0.0	2.4	2.3	0.0	2.4	2.4	0.0	2.5	2.4	0.0	2.5	2.5	0.0	2.6	2.5	0.0	2.6	2.5	0.0
60	0.1	0.1	0.0	1.4	1.4	0.0	1.8	1.8	0.0	2.5	2.4	0.0	3.0	2.9	0.0	3.0	3.0	0.0	3.2	3.1	0.0	3.2	3.2	0.0	3.4	3.4	0.0	3.5	3.4	0.0	3.7	3.7	0.0	3.7	3.7	0.0	3.7	3.7	0.0	3.8	3.7	0.0
55	0.2	0.2	0.0	1.3	1.3	0.0	1.6	1.5	0.0	2.0	1.9	0.0	2.2	2.2	0.0	2.5	2.5	0.0	2.6	2.5	0.0	2.7	2.7	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	0.1
50	0.5	0.5	0.0	2.6	2.6	0.0	3.6	3.5	0.0	4.4	4.3	0.0	5.1	5.0	0.0	5.8	5.6	0.1	6.2	6.1	0.1	7.3	7.1	0.1	8.4	7.5	0.8	8.5	7.6	0.8	9.8	8.9	0.8	10.1	9.2	0.9	10.1	9.2	0.9	10.1	9.2	0.9
45	0.4	0.4	0	1.6	1.6	0.0	3.3	3.3	0.0	3.6	3.6	0.0	3.9	3.9	0.0	4.3	4.3	0.0	4.9	4.9	0.0	5.2	5.2	0.0	5.6	5.5	0.1	5.7	5.6	0.1	6.0	5.9	0.1	6.9	6.7	0.1	6.9	6.8	0.1	6.9	6.8	0.1
40	0.5	0.5	0.0	3.1	3.1	0.0	4.0	4.0	0.0	5.3	5.2	0.0	5.9	5.8	0.0	6.3	6.2	0.1	6.5	6.4	0.1	6.7	6.6	0.1	6.9	6.8	0.1	7.2	7.1	0.1	7.3	7.2	0.1	7.7	7.6	0.1	7.8	7.6	0.1	7.8	7.6	0.1
35	0.4	0.4	0.0	2.5	2.5	0.0	3.2	3.2	0.0	4.3	4.2	0.0	4.7	4.7	0.0	5.3	5.2	0.0	5.5	5.4	0.0	5.6	5.5	0.0	5.7	5.7	0.0	6.1	6.0	0.0	6.4	6.3	0.0	7.2	7.1	0.0	7.2	7.1	0.1	7.3	7.1	0.1
30	1.0	1.0	0.0	4.2	4.2	0.0	5.5	5.3	0.1	6.9	6.8	0.1	8.0	7.9	0.1	8.6	8.5	0.1	9.2	9.0	0.1	9.4	9.3	0.1	9.8	9.6	0.1	10.2	10.1	0.1	10.6	10.4	0.1	11.0	10.8	0.1	11.3	11.2	0.1	11.4	11.2	0.2
25	1.0	1.0	0.0	5.8	5.7	0.0	8.0	7.9	0.0	9.8	9.6	0.1	11.2	11.1	0.1	12.2	11.9	0.2	13.2	12.9	0.2	13.8	13.5	0.3	14.6	14.2	0.3	15.0	14.6	0.3	15.5	15.1	0.4	15.6	15.2	0.4	15.7	15.3	0.4	15.8	15.3	0.5
20	2.6	2.6	0.0	16.0	15.9	0.0	20.2	20.1	0.1	24.1	23.9	0.1	25.8	25.6	0.1	27.0	26.8	0.2	28.2	27.9	0.2	29.1	28.9	0.2	29.8	29.5	0.2	30.3	30.0	0.2	31.1	30.8	0.2	31.5	31.2	0.3	31.8	31.4	0.4	32.0	31.5	0.4
15	5.0	5.0	0.0	18.7	18.5	0.1	22.7	22.5	0.2	25.6	25.3	0.3	28.0	27.6	0.3	30.7	30.3	0.3	32.3	31.9	0.3	33.0	32.6	0.4	34.0	33.6	0.4	34.6	34.1	0.4	35.3	34.8	0.4	35.6	35.1	0.4	35.9	35.4	0.5	35.9	35.4	0.5
10	6.5	6.4	0.0	17.3	16.9	0.3	22.9	22.4	0.5	28.1	27.4	0.6	31.1	30.4	0.7	33.8	32.9	0.9	35.9	34.9	0.9	38.9	37.9	1.0	40.1	39.0	1.1	41.2	40.1	1.1	42.4	41.2	1.1	43.1	41.8	1.2	43.8	42.5	1.2	43.9	42.6	1.3
05	2.2	2.1	0.0	10.3	9.7	0.5	16.2	15.4	0.7	21.6	20.7	0.9	25.6	24.4	1.1	29.2	27.8	1.4	32.2	30.5	1.7	35.0	33.1	1.9	36.8	34.7	2.1	38.0	35.6	2.3	40.1	37.6	2.4	40.7	38.2	2.4	41.9	39.4	2.4	42.0	39.5	2.5
77	5.5	5.3	0.2	22.9	21.8	1.0	38.3	36.7	1.5	50.9	48.9	2.0	63.7	60.8	2.8	72.7	69.3	3.3	79.7	76.0	3.7	84.8	81.0	3.8	89.6	85.6	4.0	93.7	89.5	4.1	97.8	93.4	4.3	100.2	95.8	4.4	102.8	98.1	4.6	103.8	99.0	4.8
95	1.5	1.5	0.0	9.8	8.9	0.8	19.1	17.8	1.2	26.5	24.7	1.7	33.2	30.6	2.6	40.2	37.1	3.0	44.6	41.3	3.3	48.1	44.5	3.5	52.1	48.1	3.9	55.4	51.1	4.2	57.9	53.5	4.4	59.2	54.7	4.4	60.4	55.8	4.5	60.6	56.0	4.6
90	2.7	2.6	0.0	12.3	11.2	1.0	24.8	22.7	2.1	37.4	34.3	3.1	47.1	43.3	3.8	59.1	54.5	4.5	69.2	64.0	5.2	76.0	70.3	5.7	84.7	78.3	6.4	91.0	84.1	6.9	97.2	89.8	7.3	102.7	94.8	7.8	104.8	96.6	8.1	105.5	97.2	8.2
85	2.0	1.9	0.0	9.7	8.5	1.2	19.7	17.3	2.4	29.8	26.3	3.5	41.4	36.7	4.7	62.4	56.2	6.1	72.2	64.8	7.3	87.7	79.0	8.6	103.7	94.2	9.4	113.5	102.6	10.8	122.7	110.8	11.9	126.1	113.8	12.2	128.5	115.8	12.6	129.8	116.9	12.9
80	2.7	2.6	0.1	14.4	11.3	3.1	29.3	22.7	6.5	42.8	34.3	8.5	57.3	47.2	10.0	81.0	68.4	12.6	93.7	78.7	15.0	111.7	95.2	16.4	132.5	113.5	19.0	148.0	126.0	21.9	163.6	139.6	23.9	171.4	146.6	24.7	177.6	152.1	25.4	180.4	154.3	26.0
75	1.8	1.5	0.2	14.5	10.9	3.5	31.3	22.4	8.9	46.1	35.0	11.1	62.6	48.3	14.3	80.1	58.9	21.1	96.1	69.0	27.0	109.5	79.3	30.1	131.6	93.2	38.4	152.7	106.0	46.7	177.7	125.1	52.6	192.0	136.7	55.2	204.6	146.8	57.8	211.0	151.8	59.1
70	3.0	2.7	0.3	21.8	14.6	7.1	44.9	28.8	16.0	62.2	41.1	21.1	82.5	55.9	26.5	102.7	64.3	38.3	122.4	73.0	49.4	142.3	85.4	56.8	167.1	96.3	70.7	186.2	102.9	83.2	225.1	123.2	101.9	256.6	145.7	110.8	284.0	167.7	116.3	307.8	186.9	120.9
65	2.4	1.8	0.5	17.6	9.3	8.3	32.5	16.0	16.4	47.7	25.1	22.6	66.5	36.4	30.1	77.8	39.9	37.9	92.2	44.4	47.7	112.0	52.8	59.2	128.3	56.3	71.9	140.6	59.0	81.6	167.9	65.5	102.4	202.6	77.2	125.4	250.4	106.2	144.2	302.9	140.6	162.2
60	4.3	2.7	1.5	16.3	7.0	9.3	30.3	11.1	19.2	52.2	22.4	29.8	71.2	31.4	39.7	82.0	33.7	48.2	92.7	36.4	56.3	108.1	39.6	68.4	121.6	41.7	79.8	134.4	42.9	91.5	152.1	45.8	106.2	174.6	50.5	124.0	220.6	62.1	158.4	302.8	96.3	206.4
55	2.8	1.0	1.7	10.2	3.3	6.9	20.6	4.9	15.7	41.2	12.4	28.7	55.7	17.7	38.0	62.2	18.8	43.4	68.3	19.6	48.6	77.4	21.0	56.3	85.5	21.7	63.7	88.9	22.1	66.7	97.5	23.0	74.4	105.3	24.4	80.8	123.1	27.4	95.6	159.5	33.9	125.5
50	3.0	0.8	2.1	12.2	3.0	9.1	25.1	6.0	19.1	46.1	11.3	34.8	59.2	14.4	44.8	67.5	15.4	52.1	75.1	16.4	58.7	85.9	17.4	68.5	92.8	18.1	74.7	101.8	18.6	83.2	108.7	19.3	89.3	115.0	20.3	94.7	129.1	21.8	107.3	144.2	24.0	120.2
45	2.1	0.3	1.7	9.2	1.6	7.5	16.7	2.5	14.1	26.8	4.2	22.6	34.5	5.4	29.1	39.6	5.8	33.8	43.4	6.2	37.1	49.2	6.7	42.5	52.8	7.0	45.8	54.5	7.2	47.3	59.7	7.7	51.9	63.0	8.0	55.0	68.8	8.4	60.4	74.1	9.0	65.1
40	1.6	0.4	1.2	7.8	1.4	6.4	15.0	2.0	13.0	26.5	3.2	23.2	34.4	3.8	30.5	38.0	4.2	33.8	41.4	4.7	36.7	46.1	5.1	40.9	49.1	5.3	43.8	51.0	5.4	45.5	55.7	5.6	50.0	58.0	5.9	52.1	61.8	6.2	55.5	64.0	6.6	57.3
35	1.3	0.2	1.1	6.2	0.9	5.3	12.8	1.4	11.3	20.3	2.2	18.1	25.8	2.6	23.1	29.3	2.9	26.4	32.5	3.0	29.4	36.8	3.3	33.5	39.1	3.4	35.7	40.1	3.4	36.7	43.4	3.5	39.9	45.0	3.6	41.3	47.9	3.8	44.1	50.3	3.9	46.3
30	1.4	0.2	1.2	8.5	0.9	7.6	15.4	1.5	13.8	25.2	2.3	22.9	34.0	2.7	31.2	36.9	2.8	34.0	39.1	3.0	36.1	43.0	3.3	39.6	44.7	3.4	41.2	45.7	3.6	42.1	47.9	3.7	44.2	49.7	3.8	45.8	51.2	4.1	47.1	53.3	4.3	48.9
25	1.7	0.1	1.6	8.2	0.8	7.4	14.5	1.1	13.3	23.7	1.6	22.1	29.6	1.9	27.6	32.5	2.0	30.5	34.6	2.1	32.5	37.5	2.2	35.2	39.2	2.2	36.9	40.2	2.3	37.9	42.0	2.3	39.7	43.1	2.3	40.7	43.9	2.4	41.4	44.6	2.5	42.1
20	1.7	0.1	1.6	8.4	0.4	8.0	14.2	0.8	13.4	23.7	1.2	22.4	28.7	1.5	27.1	31.4	1.6	29.8	33.3	1.7	31.6	35.5	1.7	33.7	37.2	1.9	35.3	38.0	2.0	36.0	39.1	2.3	36.8	39.9	2.3	37.5	40.9	2.4	38.5	41.6	2.4	39.1
15	1.5	0.0	1.4	5.9	0.1	5.8	9.3	0.3	9.0	17.0	0.6	16.4	20.9	0.8	20.0	23.0	0.9	22.1	24.3	0.9	23.3	25.9	1.0	24.8	26.9	1.0	25.8	27.4	1.1	26.3	28.3	1.1	27.2	29.6	1.1	28.4	30.6	1.1	29.4	31.0	1.1	29.8
10	1.7	0.0	1.6	6.9	0.3	6.6	12.9	0.4	12.5	18.9	0.6	18.3	22.0	0.7	21.3	23.8	0.7	23.0	25.0	0.7	24.2	26.3	0.8	25.5	27.2	0.8	26.4	27.6	0.8	26.8	28.2	0.8	27.3	28.4	0.8	27.6	28.9	0.8	28.0	29.6	0.8	28.7
05	1.3	0.0	1.2	4.9	0.2	4.6	11.0	0.3	10.6	15.3	0.5	14.8	17.6	0.6	17.0	18.9	0.6	18.3	21.1	0.6	20.4	21.9	0.6	21.3	22.5	0.6	21.8	22.9	0.6	22.2	23.6	0.6	22.9	23.9	0.7	23.2	24.3	0.7	23.6	24.5	0.7	23.8
76	2.4	0.2	2.2	11.6	0.6	11.0	22.4	0.8	21.5	29.9	1.1	28.7	34.2	1.3	32.8	36.0	1.4	34.6	37.6	1.5	36.1	39.0	1.6	37.3	40.3	1.6	38.6	40.8	1.6	39.1	41.9	1.7	40.1	42.4	1.7	40.6	42.9	1.8	41.1	43.2	1.9	41.2
95	1.1	0.1	1.0	6.4	0.3	6.1	13.0	0.3	12.7	16.5	0.4	16.1	18.4	0.4	17.9	19.4	0.5	18.9	20.9	0.5	20.3	21.5	0.5	21.0	21.9	0.5	21.3	22.0	0.5	21.4	22.4	0.5	21.9	22.6	0.5	22.0	22.9	0.5	22.3	22.9	0.5	22.3

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	7,636.75	open	72,870	7,710	6.5	7,675.4	6.2	7635	20.9	15.83	0.549	0.01380
T	10:00	7,675.04 +38.3	current	262,942	7,670	18.7	7,673.5	16.4	7675	15.9	15.90	-0.025	0.02500
T30	10:30	7,673.20 -1.8	current	256,417	7,670	23.0	7,664.2	21.4	7675	14.2	15.69	-0.048	0.02920
E	11:00	7,653.46 -19.7	current	280,902	7,660	21.9	7,661.4	22.6	7655	15.6	16.13	-0.078	0.02780
E30	11:30	7,673.48 +20.0	current	231,004	7,670	20.2	7,664.9	22.2	7675	12.8	15.79	-0.062	0.03560
N	12:00	7,670.58 -2.9	current	190,355	7,680	23.7	7,671.9	25.7	7670	12.1	15.74	0.046	0.04020
N30	12:30	7,664.90 -5.7	current	154,081	7,670	19.6	7,669.5	29.1	7665	12.3	15.79	0.020	0.04220
P1	13:00	7,669.63 +4.7	current	177,450	7,670	19.8	7,667.5	29.9	7670	10.9	15.73	0.017	0.05140
P130	13:30	7,673.32 +3.7	current	172,485	7,670	24.8	7,671.1	39.3	7675	10.0	15.67	-0.075	0.06140
P2	14:00	7,670.66 -2.7	current	131,518	7,675	21.0	7,671.8	39.9	7670	9.6	15.63	0.036	0.07160
P230	14:30	7,668.04 -2.6	current	193,025	7,670	38.8	7,669.2	47.2	7670	9.2	15.65	-0.127	0.08540
P3	15:00	7,663.62 -4.4	current	156,048	7,665	34.7	7,667.1	56.9	7665	10.5	15.82	-0.108	0.09080
P330	15:30	7,664.10 +0.5	current	201,876	7,665	47.7	7,662.7	60.0	7665	10.8	15.85	-0.106	0.12600
C	16:00 Close	7,656.98 -7.1	close	237,978	7,660	82.2	7,660.3	56.2	7655	40.5	15.86	0.104	0.30820

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.