Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-14 · Exp 2026-09-14 · Spot 7,619.98 · Window 7470–7715 · Last slot C · Generated 2026-09-14 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-14.json

Wall vs flow slot C · Call peak K7630 Δ39,153 vs wall K7850 away -220pt · Put peak K7625 Δ44,497 vs wall K7500 away +125pt · 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

2026-09-14 SPX O 7,611.44 · H 7,647.99 · L 7,592.28 · C 7,619.98 prior C — VIX 17.10 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	7,611.44	7,613.74	7,598.90	7,596.86	7,609.22	7,630.86	7,632.51	7,641.00	7,639.36	7,636.96	7,633.19	7,633.82	7,630.85	7,619.98
VIX	17.65	17.42	17.61	17.52	17.17	16.76	16.76	16.68	16.74	16.70	16.76	16.79	16.84	17.08
ATM	25.55	22.95	22.45	20.00	16.80	16.85	16.20	15.25	13.45	10.80	9.15	7.70	6.15	1.85
IV	15.0	14.4	14.7	13.8	12.2	13.0	13.2	13.5	12.9	11.6	11.4	11.8	13.1	34.7
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
15	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.5	0.5	0.0	0.1	0.1	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
10	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.4	1.4	0.0	0.3	0.3	0.0	0.2	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.0	0.0	0	0	0	0
05	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.6	0.6	0.0	0.3	0.3	0.0	1.1	1.1	0.0	0.3	0.3	0	0.3	0.3	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0
77	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.3	1.1	0.1	0.7	0.5	0.2	2.6	2.6	0.0	1.5	1.3	0.1	0.5	0.3	0.1	0.7	0.7	0.0	0.4	0.3	0.0	0.2	0.1	0.1	0.0	0.0	0.0
95	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.4	1.4	0.0	0.4	0.4	0.0	2.2	2.2	0.0	1.1	1.0	0.0	0.3	0.3	0.0	0.2	0.2	0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0
90	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.2	1.1	0.0	1.5	1.5	0.0	2.5	2.5	0.0	1.2	1.2	0.0	0.5	0.5	0.0	0.7	0.6	0.1	0.2	0.2	0	0.3	0.3	0.0	0.1	0.1	0.0
85	0	0	0	1.9	1.8	0.0	1.1	1.1	0.0	0.4	0.4	0.0	0.6	0.6	0	1.3	1.3	0.0	1.4	1.3	0.1	4.4	4.3	0.0	1.2	1.1	0.0	0.4	0.3	0.0	0.7	0.6	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.1	0.1	0.0
80	0	0	0	2.1	2.1	0.0	0.9	0.9	0.0	0.5	0.5	0.0	0.7	0.7	0.0	1.9	1.7	0.1	1.1	1.0	0.0	4.7	4.6	0.1	2.1	2.0	0.0	0.8	0.7	0.0	1.4	1.3	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.0	0.0	0.0
75	0	0	0	2.7	2.0	0.6	1.2	1.2	0.0	0.7	0.6	0.0	0.7	0.7	0.0	2.4	2.3	0.1	2.5	2.4	0.1	4.7	4.4	0.2	1.7	1.6	0.1	1.0	0.9	0.0	1.9	1.9	0.0	0.5	0.4	0.0	2.0	2.0	0.0	0.2	0.1	0.0
70	0	0	0	6.1	6.0	0.1	6.6	6.4	0.1	0.9	0.9	0.0	1.3	1.3	0.0	4.3	4.0	0.2	3.3	3.2	0.1	9.2	8.9	0.2	3.4	3.2	0.1	2.3	2.2	0.1	2.8	2.7	0.1	1.8	1.8	0.0	1.1	1.0	0.0	0.4	0.3	0.0
65	0	0	0	6.4	6.3	0.1	9.0	8.9	0.1	1.3	1.3	0.0	1.0	1.0	0.0	16.1	15.9	0.2	4.1	4.0	0.1	9.9	9.5	0.4	6.1	5.7	0.3	3.4	2.9	0.4	3.4	3.1	0.2	1.6	1.3	0.2	1.2	1.0	0.2	0.4	0.3	0.0
60	0	0	0	6.3	6.0	0.2	7.3	6.8	0.5	1.7	1.6	0.1	1.9	1.8	0.1	19.5	18.9	0.5	7.9	7.3	0.5	15.5	14.6	0.8	10.0	9.4	0.6	5.8	5.4	0.4	5.8	5.4	0.3	5.0	4.7	0.2	3.0	2.7	0.2	0.9	0.9	0.0
55	0	0	0	7.1	6.8	0.3	6.0	5.6	0.4	1.4	1.3	0.1	1.6	1.6	0.0	13.0	12.2	0.8	9.5	8.9	0.6	15.5	14.5	1.0	12.0	11.2	0.8	7.2	6.5	0.6	6.3	5.9	0.4	5.2	4.9	0.2	5.1	4.9	0.2	1.6	1.5	0.1
50	1.8	1.5	0.3	11.7	11.1	0.6	10.7	10.1	0.5	4.2	3.9	0.2	3.5	3.4	0.1	17.8	16.7	1.1	14.6	13.2	1.3	21.9	18.4	3.5	16.1	14.3	1.7	13.3	11.7	1.5	11.5	10.3	1.2	9.6	8.2	1.4	7.2	6.4	0.7	4.5	4.0	0.5
45	1.5	1.1	0.3	10.2	9.3	0.8	22.3	21.7	0.5	13.0	12.8	0.1	4.3	4.2	0.1	18.6	17.3	1.2	13.4	11.2	2.2	21.4	15.3	6.1	15.8	12.1	3.6	14.4	11.2	3.1	14.5	11.9	2.6	13.6	11.2	2.3	14.0	11.6	2.3	6.1	5.2	0.8
40	2.0	1.8	0.2	13.2	12.4	0.7	26.3	25.4	0.8	15.0	14.6	0.3	6.4	6.0	0.4	24.7	22.2	2.4	19.3	14.4	4.9	21.7	13.7	8.0	21.3	11.9	9.4	23.6	12.1	11.5	24.4	15.7	8.6	27.5	20.0	7.4	24.3	18.4	5.8	15.5	12.2	3.2
35	1.6	1.5	0.0	10.3	9.6	0.6	14.1	13.0	1.0	5.7	5.2	0.5	8.1	7.8	0.2	24.7	20.0	4.6	20.8	12.4	8.3	19.1	9.1	10.0	17.7	7.5	10.2	14.4	5.1	9.3	23.7	8.9	14.8	27.9	10.9	16.9	36.4	24.2	12.2	35.3	26.1	9.1
30	1.9	1.5	0.4	13.9	12.4	1.4	14.4	12.7	1.6	9.8	9.2	0.6	11.3	10.5	0.7	32.4	21.4	11.0	25.8	12.8	13.0	18.9	6.9	11.9	15.4	3.6	11.7	12.0	2.5	9.5	20.0	3.7	16.3	23.1	4.3	18.7	43.3	12.6	30.6	69.6	39.1	30.5
25	1.3	1.1	0.2	14.0	12.3	1.6	16.9	13.5	3.3	10.5	9.8	0.7	11.8	11.1	0.7	27.0	16.4	10.5	16.6	7.0	9.6	15.4	4.5	10.9	11.1	1.8	9.2	7.5	1.5	6.0	9.5	2.2	7.3	13.9	1.8	12.1	24.6	4.1	20.5	68.5	24.1	44.4
20	1.7	1.2	0.5	16.8	12.7	4.0	28.3	18.6	9.7	13.2	12.0	1.1	16.1	14.7	1.4	26.9	15.1	11.7	15.0	5.2	9.7	13.0	1.9	11.0	9.9	1.3	8.6	6.6	1.0	5.5	7.4	1.0	6.3	8.2	1.2	6.9	15.8	2.0	13.7	37.7	7.5	30.2
15	1.4	1.0	0.4	19.4	11.9	7.5	26.5	14.6	11.8	11.2	9.3	1.8	14.0	11.3	2.7	20.7	10.2	10.5	10.4	2.7	7.7	9.0	1.1	7.8	7.3	0.9	6.4	4.5	0.4	4.0	4.0	0.5	3.4	4.5	0.4	4.0	5.3	0.6	4.6	13.7	2.1	11.5
10	1.9	1.2	0.6	16.9	7.5	9.4	21.7	8.8	12.8	12.5	9.7	2.7	20.0	14.7	5.2	18.4	6.4	11.9	7.6	1.0	6.6	7.5	0.7	6.8	6.2	0.6	5.5	3.6	0.3	3.2	3.2	0.3	2.9	3.5	0.3	3.1	4.6	0.7	3.8	5.9	1.0	4.9
05	2.2	1.2	1.0	13.9	5.9	7.9	16.1	4.6	11.5	15.3	9.7	5.5	20.0	11.9	8.0	14.8	4.2	10.6	7.3	0.6	6.7	6.9	0.6	6.3	2.7	0.1	2.5	2.6	0.2	2.4	1.6	0.2	1.3	1.9	0.1	1.7	2.7	0.1	2.5	3.0	0.3	2.7
76	4.0	1.6	2.4	19.2	7.1	12.0	24.6	5.8	18.8	28.3	14.4	13.8	26.7	12.6	14.1	20.6	3.8	16.8	9.3	0.7	8.5	8.7	0.9	7.8	3.2	0.3	2.8	2.7	0.3	2.4	2.6	0.2	2.4	3.7	0.2	3.4	3.3	0.4	2.9	3.2	0.4	2.8
95	1.9	0.6	1.3	9.5	2.1	7.4	13.1	1.7	11.3	19.8	5.6	14.2	12.7	3.9	8.7	9.7	1.6	8.0	4.2	0.4	3.8	3.7	0.3	3.3	2.3	0.2	2.1	1.9	0.0	1.8	1.2	0.1	1.1	1.3	0.0	1.2	1.7	0.1	1.5	1.4	0.3	1.1
90	1.3	0.3	1.0	8.8	1.2	7.5	12.4	0.9	11.4	13.8	2.9	10.8	11.8	2.1	9.6	11.1	0.9	10.2	3.8	0.2	3.6	4.4	0.1	4.3	1.8	0.0	1.7	1.2	0.0	1.2	0.8	0.0	0.8	0.7	0.0	0.7	0.9	0.0	0.9	0.5	0.0	0.5
85	1.3	0.4	0.8	7.9	0.8	7.0	9.3	0.4	8.9	9.2	1.3	7.9	8.6	1.2	7.3	6.5	0.3	6.2	2.5	0.1	2.3	2.2	0.0	2.1	1.0	0.0	1.0	1.1	0.1	1.0	0.5	0.0	0.4	1.0	0.0	1.0	0.2	0.0	0.2	0.6	0.0	0.6
80	1.1	0.1	1.0	7.2	0.6	6.5	9.9	0.5	9.4	11.2	0.8	10.3	10.5	0.7	9.7	7.1	0.2	6.8	2.8	0.1	2.6	3.0	0.0	3.0	1.0	0.0	1.0	0.9	0.0	0.9	1.0	0.0	1.0	0.7	0.0	0.6	0.4	0.0	0.4	0.6	0.0	0.5
75	1.0	0.0	0.9	6.2	0.5	5.7	8.2	0.2	7.9	10.2	0.6	9.6	9.0	0.4	8.5	7.0	0.1	6.8	2.6	0.0	2.6	2.8	0.0	2.8	0.6	0.0	0.5	1.4	0.0	1.4	0.6	0.0	0.5	0.8	0	0.8	0.3	0.0	0.3	0.4	0.0	0.3
70	1.1	0.0	1.1	6.3	0.2	6.0	6.6	0.2	6.3	8.5	0.6	7.9	7.0	0.3	6.7	4.6	0.2	4.4	1.5	0.0	1.5	1.8	0.0	1.8	0.6	0.0	0.6	0.6	0.0	0.6	0.3	0.0	0.3	1.4	0.0	1.4	0.3	0.0	0.3	0.5	0.0	0.5
65	1.0	0.0	0.9	5.5	0.2	5.3	5.5	0.1	5.4	5.6	0.4	5.2	4.4	0.2	4.2	3.5	0.0	3.4	1.4	0.0	1.4	0.9	0.0	0.9	0.5	0.0	0.5	0.3	0.0	0.3	0.1	0.0	0.1	0.4	0	0.4	0.1	0.0	0.1	0.1	0.0	0.1
60	1.7	0.0	1.6	5.2	0.1	5.1	9.8	0.1	9.7	8.0	0.2	7.8	6.3	0.1	6.1	3.3	0.0	3.2	1.4	0.0	1.4	1.1	0.0	1.1	0.7	0.0	0.7	0.5	0.0	0.5	0.3	0.0	0.3	0.7	0.0	0.7	0.1	0.0	0.1	0.1	0.0	0.1
55	1.3	0.0	1.3	4.2	0.0	4.1	8.3	0.0	8.3	5.2	0.1	5.0	2.6	0.1	2.5	2.6	0.0	2.6	1.2	0.0	1.2	0.9	0.0	0.9	0.7	0.0	0.7	0.3	0.0	0.3	0.4	0	0.4	0.3	0	0.3	0.7	0.0	0.7	0.0	0.0	0.0
50	3.2	0.0	3.1	13.9	0.1	13.7	5.7	0.2	5.5	6.3	0.2	6.1	4.8	0.1	4.6	2.7	0.1	2.6	1.6	0.0	1.6	1.0	0.0	1.0	1.1	0.0	1.1	0.2	0	0.2	0.3	0.0	0.3	1.3	0.0	1.3	0.4	0.0	0.4	0.1	0.0	0.1
45	1.7	0.0	1.7	10.1	0.0	10.1	3.0	0.0	2.9	3.5	0.1	3.4	2.1	0.0	2.0	2.0	0.0	2.0	0.7	0.0	0.7	1.8	0.0	1.8	0.3	0	0.3	0.9	0.0	0.9	0.1	0	0.1	0.3	0.0	0.3	0.3	0.0	0.3	0.1	0	0.1
40	1.2	0.0	1.2	2.9	0.0	2.9	3.2	0.1	3.1	2.8	0.0	2.7	1.7	0.0	1.6	1.7	0.1	1.6	0.3	0.0	0.3	1.0	0.0	1.0	0.1	0.0	0.1	0.1	0.0	0.1	0.2	0	0.2	0.1	0	0.1	0.0	0.0	0.0	0.0	0.0	0.0
35	1.0	0.0	1.0	2.1	0.0	2.0	1.0	0.0	1.0	1.2	0.0	1.1	1.0	0.0	1.0	1.3	0.0	1.3	0.3	0.0	0.3	0.5	0.0	0.5	0.4	0.0	0.4	0.1	0.0	0.1	0.2	0.0	0.1	0.1	0.0	0.1	0.1	0	0.1	0.0	0.0	0.0
30	0.9	0.0	0.9	2.8	0.0	2.8	1.9	0.0	1.9	2.1	0.0	2.1	1.3	0.0	1.3	1.1	0.0	1.1	0.7	0.0	0.7	0.7	0	0.7	0.2	0	0.2	0.5	0	0.5	0.1	0	0.1	0.1	0	0.1	0.3	0.0	0.3	0.0	0	0.0
25	1.1	0.0	1.1	2.6	0.1	2.5	1.5	0.0	1.4	1.8	0.0	1.7	2.0	0.0	1.9	1.2	0.0	1.2	0.2	0.0	0.2	0.4	0.0	0.4	0.1	0	0.1	0.2	0.0	0.2	0.0	0	0.0	0.1	0.0	0.0	0.6	0.0	0.6	0.0	0.0	0.0
20	1.0	0.0	1.0	2.2	0.0	2.2	1.4	0.0	1.3	0.9	0.0	0.9	1.3	0.0	1.2	0.5	0.0	0.5	0.2	0	0.2	0.4	0	0.4	0.2	0	0.2	0.0	0	0.0	0.1	0	0.1	0.0	0.0	0.0	0.3	0	0.3	0.0	0.0	0.0
15	0.3	0.0	0.3	1.3	0.1	1.2	0.4	0.1	0.3	0.2	0.0	0.2	0.6	0.0	0.6	0.5	0	0.5	0.2	0	0.2	0.2	0.0	0.2	0.1	0	0.1	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
10	0.7	0.0	0.7	2.1	0.0	2.0	0.6	0.0	0.6	0.9	0.0	0.9	0.4	0.0	0.4	0.4	0	0.4	0.2	0.0	0.2	0.5	0	0.5	0.0	0	0.0	0.1	0.0	0.1	0.2	0	0.2	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0
05	0.2	0.0	0.2	0.6	0.0	0.6	0.5	0.0	0.5	0.5	0	0.5	0.4	0	0.4	0.3	0	0.3	0.2	0	0.2	0.5	0	0.5	0.2	0	0.2	0.0	0	0.0	0.3	0	0.3	0.2	0	0.2	0.2	0.0	0.2	0	0	0
75	0.5	0.0	0.5	1.6	0.0	1.6	1.8	0.0	1.7	0.5	0.0	0.5	0.9	0.0	0.9	0.7	0.0	0.7	0.1	0	0.1	0.5	0.0	0.5	0.2	0	0.2	0.2	0.0	0.2	0.1	0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.0	0.0	0.0
95	0.1	0	0.1	0.6	0	0.6	0.2	0.0	0.2	0.7	0.0	0.7	0.2	0	0.2	0.2	0.0	0.2	0.0	0	0.0	0.6	0	0.6	0.1	0	0.1	0.4	0	0.4	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0
90	0.1	0.0	0.1	0.4	0.0	0.4	0.5	0	0.5	0.2	0	0.2	0.4	0	0.4	0.1	0	0.1	0.1	0	0.1	0.2	0	0.2	0.6	0	0.6	0.1	0	0.1	0.3	0	0.3	0.1	0	0.1	0.0	0.0	0.0	0.0	0.0	0.0
85	0.0	0	0.0	0.7	0.0	0.6	0.4	0.0	0.4	0.2	0	0.2	0.3	0.0	0.3	0.2	0	0.2	0.1	0	0.1	0.1	0	0.1	0.2	0	0.2	0.0	0	0.0	0.2	0.0	0.2	0.2	0	0.2	0.0	0	0.0	0.0	0.0	0.0
80	0.2	0	0.2	0.3	0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.1	0.0	0.1	0.2	0	0.2	0.4	0	0.4	0.3	0	0.3	0.2	0	0.2	0.1	0.0	0.1	0.2	0	0.2	0.3	0	0.3	0.0	0.0	0.0	0.0	0.0	0
75	0.1	0	0.1	0.4	0.0	0.4	0.2	0	0.2	0.0	0.0	0.0	0.1	0.0	0.1	0.1	0	0.1	0.6	0.0	0.6	0.1	0	0.1	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	0	0	0
70	0.1	0	0.1	0.8	0.0	0.8	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	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	0.0	0	0.0	0.2	0	0.2	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
15	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	5.3	5.3	0.0	5.5	5.4	0.0	5.7	5.7	0.0	5.9	5.8	0.0	5.9	5.8	0.0	5.9	5.9	0.0	5.9	5.9	0.0
10	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	5.3	5.2	0.0	5.7	5.6	0.0	5.9	5.8	0.1	6.2	6.0	0.1	6.4	6.3	0.1	6.5	6.3	0.1	6.5	6.3	0.1
05	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	4.2	4.1	0.0	4.5	4.5	0.0	5.7	5.6	0.0	6.1	6.0	0.0	6.5	6.4	0.0	7.2	7.1	0.1	8.1	8.0	0.1	8.1	8.0	0.1	8.2	8.0	0.1
77	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	5.8	4.9	0.8	6.6	5.5	1.0	9.3	8.2	1.1	10.8	9.5	1.3	11.4	9.9	1.4	12.1	10.7	1.4	12.6	11.0	1.5	12.8	11.2	1.6	12.9	11.2	1.6
95	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	4.8	4.7	0.1	5.3	5.2	0.1	7.6	7.4	0.1	8.7	8.5	0.1	9.0	8.8	0.2	9.3	9.1	0.2	9.6	9.3	0.2	9.7	9.5	0.2	9.8	9.5	0.2
90	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	4.2	4.1	0.1	5.7	5.6	0.1	8.3	8.1	0.2	9.6	9.3	0.2	10.1	9.8	0.2	10.9	10.5	0.3	11.2	10.8	0.3	11.5	11.1	0.3	11.6	11.2	0.3
85	0	0	0	2.4	2.3	0.0	3.5	3.4	0.1	4.0	3.9	0.1	4.7	4.5	0.1	6.1	5.9	0.1	7.6	7.3	0.3	12.0	11.6	0.3	13.2	12.8	0.3	13.6	13.2	0.4	14.4	13.9	0.5	14.7	14.2	0.5	15.1	14.5	0.5	15.2	14.7	0.5
80	0	0	0	3.0	2.9	0.0	4.0	3.9	0.1	4.5	4.4	0.1	5.3	5.2	0.1	7.2	6.9	0.2	8.3	8.0	0.2	13.1	12.7	0.4	15.2	14.7	0.5	16.1	15.5	0.6	17.5	16.8	0.6	18.0	17.3	0.7	18.4	17.7	0.7	18.5	17.7	0.7
75	0	0	0	3.5	2.7	0.8	4.8	3.9	0.9	5.6	4.6	1.0	6.3	5.3	1.0	8.8	7.6	1.1	11.3	10.0	1.2	16.0	14.5	1.4	17.8	16.2	1.6	18.8	17.2	1.6	20.8	19.1	1.7	21.4	19.6	1.8	23.4	21.6	1.8	23.7	21.8	1.8
70	0	0	0	6.7	6.6	0.1	13.3	13.0	0.2	14.2	13.9	0.3	15.6	15.3	0.3	19.9	19.4	0.5	23.3	22.7	0.6	32.6	31.6	0.9	36.0	34.9	1.1	38.4	37.1	1.2	41.3	39.8	1.4	43.2	41.7	1.5	44.3	42.7	1.5	44.7	43.1	1.6
65	0	0	0	7.2	7.0	0.2	16.3	15.9	0.3	17.7	17.3	0.4	18.7	18.3	0.4	34.9	34.2	0.6	39.1	38.2	0.8	49.1	47.8	1.3	55.2	53.5	1.6	58.6	56.5	2.1	62.0	59.7	2.3	63.6	61.1	2.5	64.9	62.1	2.8	65.3	62.4	2.8
60	0	0	0	7.4	7.0	0.4	14.8	13.9	0.9	16.6	15.5	1.0	18.6	17.3	1.2	38.1	36.3	1.7	46.0	43.7	2.3	61.6	58.4	3.2	71.7	67.8	3.8	77.6	73.2	4.3	83.4	78.7	4.7	88.5	83.5	4.9	91.5	86.3	5.2	92.5	87.2	5.2
55	0	0	0	8.6	8.1	0.4	14.7	13.8	0.8	16.1	15.1	0.9	17.8	16.7	1.0	30.9	29.0	1.8	40.4	38.0	2.4	56.0	52.5	3.5	68.0	63.7	4.3	75.2	70.3	4.9	81.6	76.2	5.3	86.8	81.2	5.6	92.0	86.1	5.8	93.6	87.6	5.9
50	1.8	1.5	0.3	13.5	12.6	0.9	24.3	22.8	1.5	28.5	26.8	1.7	32.1	30.2	1.8	50.0	47.0	3.0	64.6	60.2	4.3	86.6	78.7	7.8	102.7	93.0	9.6	116.1	104.8	11.2	127.7	115.1	12.5	137.3	123.4	13.9	144.6	129.9	14.7	149.1	133.9	15.2
45	1.5	1.1	0.3	11.7	10.5	1.1	34.0	32.3	1.7	47.0	45.1	1.9	51.4	49.3	2.0	70.0	66.6	3.3	83.5	77.9	5.5	104.9	93.2	11.6	120.7	105.4	15.3	135.2	116.7	18.5	149.8	128.6	21.1	163.4	139.9	23.4	177.4	151.6	25.8	183.5	156.8	26.7
40	2.0	1.8	0.2	15.2	14.3	0.9	41.5	39.7	1.7	56.5	54.4	2.1	63.0	60.4	2.6	87.8	82.7	5.1	107.1	97.1	10.0	128.9	110.8	18.0	150.2	122.7	27.4	173.9	134.9	38.9	198.3	150.6	47.6	225.9	170.7	55.1	250.2	189.1	61.0	265.7	201.4	64.3
35	1.6	1.5	0.0	12.0	11.2	0.7	26.1	24.3	1.8	31.9	29.5	2.3	40.0	37.4	2.6	64.8	57.5	7.3	85.6	69.9	15.6	104.7	79.0	25.6	122.4	86.5	35.8	136.9	91.7	45.1	160.6	100.6	60.0	188.5	111.6	76.9	225.0	135.8	89.2	260.4	162.0	98.4
30	1.9	1.5	0.4	15.8	13.9	1.8	30.2	26.7	3.5	40.1	35.9	4.1	51.4	46.4	4.9	83.8	67.8	15.9	109.7	80.7	29.0	128.6	87.6	41.0	144.1	91.3	52.7	156.2	93.8	62.3	176.2	97.6	78.6	199.3	101.9	97.3	242.7	114.6	128.0	312.4	153.8	158.6
25	1.3	1.1	0.2	15.4	13.5	1.9	32.3	27.0	5.2	42.9	36.9	6.0	54.8	48.0	6.8	81.8	64.4	17.4	98.5	71.4	27.0	113.9	75.9	37.9	125.0	77.8	47.2	132.6	79.3	53.2	142.2	81.5	60.6	156.1	83.3	72.7	180.8	87.5	93.2	249.4	111.6	137.7
20	1.7	1.2	0.5	18.6	14.0	4.5	47.0	32.7	14.3	60.2	44.7	15.4	76.3	59.4	16.9	103.3	74.5	28.7	118.3	79.8	38.5	131.4	81.8	49.5	141.3	83.1	58.2	147.9	84.1	63.7	155.3	85.2	70.1	163.5	86.5	77.0	179.4	88.5	90.8	217.1	96.0	121.0
15	1.4	1.0	0.4	20.9	13.0	7.9	47.5	27.6	19.8	58.7	37.0	21.7	72.8	48.3	24.4	93.5	58.5	34.9	104.0	61.3	42.6	113.0	62.5	50.5	120.4	63.4	56.9	124.9	63.9	61.0	128.9	64.4	64.5	133.5	64.9	68.5	138.8	65.6	73.2	152.6	67.8	84.7
10	1.9	1.2	0.6	18.8	8.7	10.0	40.5	17.6	22.8	53.1	27.4	25.6	73.1	42.2	30.9	91.5	48.7	42.8	99.2	49.8	49.4	106.8	50.5	56.2	113.0	51.2	61.8	116.6	51.6	65.0	119.9	51.9	68.0	123.4	52.2	71.2	128.1	53.0	75.0	134.0	54.0	80.0
05	2.2	1.2	1.0	16.2	7.2	8.9	32.3	11.8	20.5	47.7	21.6	26.1	67.7	33.5	34.1	82.6	37.8	44.8	89.9	38.4	51.5	96.9	39.0	57.9	99.6	39.2	60.4	102.2	39.4	62.8	103.9	39.6	64.2	105.8	39.8	66.0	108.5	39.9	68.5	111.6	40.3	71.2
76	4.0	1.6	2.4	23.2	8.7	14.4	47.9	14.6	33.2	76.2	29.0	47.1	103.0	41.6	61.3	123.7	45.5	78.1	133.0	46.3	86.7	141.8	47.2	94.6	145.0	47.6	97.4	147.8	47.9	99.8	150.4	48.1	102.3	154.2	48.4	105.7	157.6	48.8	108.7	160.8	49.3	111.5
95	1.9	0.6	1.3	11.5	2.7	8.7	24.6	4.5	20.1	44.5	10.1	34.3	57.2	14.1	43.1	66.9	15.8	51.1	71.2	16.2	54.9	74.9	16.6	58.3	77.2	16.8	60.4	79.2	16.8	62.3	80.4	16.9	63.4	81.7	17.0	64.6	83.4	17.2	66.2	84.9	17.5	67.3
90	1.3	0.3	1.0	10.1	1.6	8.5	22.6	2.5	20.0	36.4	5.5	30.9	48.2	7.6	40.5	59.4	8.6	50.7	63.3	8.9	54.4	67.7	9.0	58.7	69.5	9.0	60.4	70.8	9.0	61.7	71.7	9.1	62.5	72.5	9.1	63.3	73.4	9.1	64.2	74.0	9.2	64.8
85	1.3	0.4	0.8	9.2	1.3	7.9	18.6	1.7	16.9	27.8	3.0	24.8	36.5	4.3	32.1	43.0	4.6	38.4	45.5	4.7	40.7	47.7	4.8	42.9	48.8	4.8	43.9	49.9	4.9	44.9	50.4	4.9	45.4	51.4	5.0	46.4	51.7	5.0	46.7	52.4	5.0	47.3
80	1.1	0.1	1.0	8.3	0.7	7.6	18.3	1.2	17.0	29.5	2.1	27.4	40.0	2.8	37.1	47.1	3.0	44.0	49.9	3.2	46.7	53.0	3.2	49.8	54.1	3.3	50.8	55.1	3.3	51.8	56.2	3.3	52.8	56.9	3.3	53.5	57.4	3.4	54.0	58.0	3.4	54.5
75	1.0	0.0	0.9	7.3	0.5	6.7	15.5	0.8	14.7	25.8	1.4	24.3	34.8	1.8	32.9	41.8	2.0	39.7	44.5	2.1	42.4	47.4	2.1	45.2	48.0	2.1	45.8	49.4	2.1	47.2	50.0	2.2	47.8	50.9	2.2	48.6	51.2	2.2	49.0	51.6	2.2	49.4
70	1.1	0.0	1.1	7.4	0.3	7.1	14.0	0.5	13.5	22.6	1.2	21.4	29.7	1.5	28.1	34.4	1.7	32.6	35.9	1.8	34.1	37.8	1.8	36.0	38.4	1.8	36.6	39.1	1.8	37.2	39.4	1.8	37.6	40.9	1.8	39.1	41.2	1.8	39.4	41.8	1.8	39.9
65	1.0	0.0	0.9	6.5	0.3	6.2	12.1	0.4	11.6	17.8	0.8	16.9	22.3	1.1	21.1	25.8	1.1	24.6	27.2	1.2	26.0	28.2	1.2	26.9	28.7	1.2	27.5	29.1	1.2	27.9	29.3	1.2	28.0	29.7	1.2	28.4	29.8	1.2	28.5	30.0	1.2	28.7
60	1.7	0.0	1.6	6.9	0.1	6.8	16.8	0.2	16.5	24.9	0.4	24.4	31.2	0.6	30.6	34.5	0.6	33.8	36.0	0.7	35.3	37.2	0.7	36.4	38.0	0.7	37.2	38.5	0.7	37.8	38.9	0.7	38.1	39.6	0.7	38.8	39.7	0.7	39.0	39.9	0.7	39.1
55	1.3	0.0	1.3	5.6	0.1	5.5	14.0	0.1	13.8	19.2	0.3	18.8	21.9	0.4	21.4	24.5	0.5	24.0	25.8	0.5	25.2	26.7	0.5	26.2	27.4	0.5	26.9	27.8	0.5	27.3	28.3	0.5	27.7	28.6	0.5	28.1	29.4	0.5	28.8	29.4	0.5	28.9
50	3.2	0.0	3.1	17.1	0.1	16.9	22.8	0.3	22.5	29.2	0.6	28.6	34.1	0.7	33.3	36.8	0.9	35.9	38.5	0.9	37.6	39.6	0.9	38.6	40.7	0.9	39.8	41.0	0.9	40.1	41.4	0.9	40.5	42.7	0.9	41.8	43.1	0.9	42.2	43.3	0.9	42.3
45	1.7	0.0	1.7	11.9	0.0	11.8	14.9	0.1	14.8	18.5	0.2	18.2	20.6	0.3	20.3	22.6	0.3	22.3	23.4	0.3	23.1	25.2	0.3	24.9	25.6	0.3	25.3	26.6	0.3	26.3	26.7	0.3	26.4	27.1	0.3	26.8	27.4	0.3	27.1	27.5	0.3	27.2
40	1.2	0.0	1.2	4.1	0.0	4.1	7.4	0.1	7.2	10.2	0.2	10.0	11.9	0.2	11.7	13.7	0.3	13.3	14.0	0.3	13.7	15.1	0.3	14.7	15.2	0.4	14.8	15.3	0.4	14.9	15.6	0.4	15.2	15.7	0.4	15.3	15.8	0.4	15.4	15.8	0.4	15.4
35	1.0	0.0	1.0	3.2	0.0	3.1	4.2	0.0	4.2	5.5	0.0	5.4	6.5	0.1	6.4	7.9	0.1	7.7	8.2	0.1	8.1	8.7	0.1	8.6	9.2	0.1	9.1	9.4	0.1	9.3	9.6	0.1	9.5	9.7	0.1	9.6	9.8	0.1	9.7	9.9	0.1	9.7
30	0.9	0.0	0.9	3.7	0.0	3.7	5.7	0.0	5.6	7.8	0.0	7.8	9.2	0.0	9.1	10.4	0.0	10.3	11.1	0.1	11.0	11.9	0.1	11.8	12.2	0.1	12.1	12.7	0.1	12.6	12.9	0.1	12.8	13.0	0.1	12.9	13.4	0.1	13.3	13.4	0.1	13.3
25	1.1	0.0	1.1	3.7	0.1	3.6	5.3	0.2	5.1	7.2	0.2	6.9	9.2	0.2	8.9	10.4	0.2	10.1	10.7	0.2	10.4	11.1	0.2	10.9	11.3	0.2	11.0	11.5	0.2	11.2	11.6	0.2	11.3	11.7	0.3	11.4	12.3	0.3	12.0	12.3	0.3	12.0
20	1.0	0.0	1.0	3.2	0.0	3.2	4.6	0.0	4.6	5.6	0.0	5.6	6.9	0.0	6.8	7.4	0.0	7.4	7.7	0.0	7.6	8.1	0.0	8.0	8.4	0.0	8.3	8.4	0.0	8.3	8.5	0.0	8.5	8.6	0.0	8.5	9.0	0.0	8.9	9.0	0.0	8.9
15	0.3	0.0	0.3	1.6	0.1	1.5	2.1	0.2	1.8	2.4	0.2	2.1	3.0	0.2	2.7	3.5	0.2	3.3	3.8	0.2	3.5	4.1	0.2	3.8	4.2	0.2	4.0	4.2	0.2	4.0	4.4	0.2	4.1	4.4	0.2	4.2	4.5	0.2	4.2	4.5	0.2	4.2
10	0.7	0.0	0.7	2.9	0.0	2.8	3.5	0.0	3.5	4.5	0.0	4.4	4.9	0.1	4.8	5.4	0.1	5.3	5.6	0.1	5.5	6.1	0.1	6.0	6.2	0.1	6.1	6.4	0.1	6.3	6.6	0.1	6.5	6.7	0.1	6.6	6.7	0.1	6.6	6.8	0.1	6.6
05	0.2	0.0	0.2	0.8	0.0	0.8	1.4	0.0	1.4	1.9	0.0	1.9	2.4	0.0	2.4	2.7	0.0	2.7	3.0	0.0	3.0	3.5	0.0	3.5	3.7	0.0	3.7	3.7	0.0	3.7	4.1	0.0	4.0	4.3	0.0	4.3	4.5	0.0	4.5	4.5	0.0	4.5
75	0.5	0.0	0.5	2.2	0.0	2.1	4.0	0.0	3.9	4.5	0.0	4.4	5.4	0.0	5.4	6.2	0.0	6.1	6.3	0.0	6.2	6.8	0.0	6.7	7.1	0.0	7.0	7.3	0.0	7.2	7.4	0.0	7.3	7.6	0.0	7.5	7.7	0.1	7.6	7.7	0.1	7.6
95	0.1	0	0.1	0.8	0	0.8	1.1	0.0	1.0	1.8	0.0	1.8	2.1	0.0	2.1	2.4	0.0	2.4	2.4	0.0	2.4	3.1	0.0	3.1	3.3	0.0	3.2	3.7	0.0	3.6	3.8	0.0	3.8	3.8	0.0	3.8	3.9	0.0	3.8	3.9	0.0	3.8
90	0.1	0.0	0.1	0.5	0.0	0.5	1.0	0.0	1.0	1.2	0.0	1.2	1.6	0.0	1.6	1.8	0.0	1.8	2.0	0.0	2.0	2.3	0.0	2.3	2.9	0.0	2.9	3.0	0.0	3.0	3.4	0.0	3.4	3.5	0.0	3.5	3.6	0.0	3.6	3.6	0.0	3.6
85	0.0	0	0.0	0.7	0.0	0.7	1.1	0.0	1.1	1.4	0.0	1.4	1.8	0.0	1.8	2.0	0.0	2.0	2.1	0.0	2.1	2.3	0.0	2.3	2.5	0.0	2.5	2.6	0.0	2.6	2.9	0.0	2.8	3.1	0.0	3.1	3.1	0.0	3.1	3.1	0.0	3.1
80	0.2	0	0.2	0.5	0	0.5	0.9	0.0	0.8	1.3	0.0	1.2	1.4	0.0	1.4	1.7	0.0	1.7	2.1	0.0	2.1	2.4	0.0	2.4	2.7	0.0	2.7	2.9	0.0	2.9	3.2	0.0	3.1	3.6	0.0	3.5	3.6	0.0	3.5	3.6	0.0	3.5
75	0.1	0	0.1	0.6	0.0	0.5	0.8	0.0	0.8	0.8	0.0	0.8	1.0	0.0	1.0	1.1	0.0	1.1	1.8	0.0	1.8	2.0	0.0	2.0	2.1	0.0	2.1	2.1	0.0	2.1	2.2	0.0	2.2	2.3	0.0	2.3	2.3	0.0	2.3	2.3	0.0	2.3
70	0.1	0	0.1	1.0	0.0	1.0	1.2	0.0	1.2	1.3	0.0	1.3	1.4	0.0	1.4	1.5	0.0	1.5	1.7	0.0	1.6	1.8	0.0	1.8	1.9	0.0	1.9	2.0	0.0	2.0	2.1	0.0	2.1	2.3	0.0	2.3	2.3	0.0	2.3	2.3	0.0	2.3

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	7,611.44	open	47,211	7,600	4.0	7,584.4	12.1	7610	15.0	17.65	-0.204	0.02500
T	10:00	7,613.74 +2.3	current	300,155	7,615	19.4	7,604.4	17.7	7615	14.4	17.42	-0.054	0.02780
T30	10:30	7,598.90 -14.8	current	362,057	7,620	28.3	7,610.4	14.9	7600	14.7	17.61	-0.017	0.02860
E	11:00	7,596.86 -2.0	current	261,595	7,600	28.3	7,599.5	23.7	7595	13.8	17.52	0.062	0.03180
E30	11:30	7,609.22 +12.4	current	242,721	7,600	26.7	7,600.7	22.3	7610	12.2	17.17	-0.016	0.03790
N	12:00	7,630.86 +21.6	current	380,351	7,630	32.4	7,622.1	22.1	7630	13.0	16.76	0.054	0.03760
N30	12:30	7,632.51 +1.7	current	222,843	7,630	25.8	7,626.2	29.6	7635	13.2	16.76	-0.098	0.03920
P1	13:00	7,641.00 +8.5	current	269,979	7,650	21.9	7,634.0	23.1	7640	13.5	16.68	0.041	0.04180
P130	13:30	7,639.36 -1.6	current	183,520	7,640	21.3	7,634.4	29.9	7640	12.9	16.74	-0.064	0.04760
P2	14:00	7,636.96 -2.4	current	141,712	7,640	23.6	7,632.9	35.4	7635	11.6	16.70	0.135	0.05900
P230	14:30	7,633.19 -3.8	current	157,499	7,640	24.4	7,634.8	43.3	7635	11.4	16.76	-0.114	0.06920
P3	15:00	7,633.82 +0.6	current	166,619	7,635	27.9	7,631.0	47.2	7635	11.8	16.79	-0.028	0.08220
P330	15:30	7,630.85 -3.0	current	204,235	7,630	43.3	7,630.6	51.2	7630	13.1	16.84	0.153	0.10280
C	16:00 Close	7,619.98 -10.9	close	272,925	7,630	69.6	7,627.0	44.0	7620	34.7	17.08	-0.225	0.36570

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.