Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-15 · Exp 2026-09-15 · Spot 7,585.73 · Window 7520–7700 · Last slot C · Generated 2026-09-15 16:45:04 ET · ET · Data: SQLite · spx_intraday_2026-09-15.json

Wall vs flow slot C · Call peak K7585 Δ41,055 vs wall K7725 away -140pt · Put peak K7580 Δ48,596 vs wall K7500 away +80pt · 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

2026-09-15 SPX O 7,612.30 · H 7,617.26 · L 7,572.69 · C 7,585.73 prior C — VIX 17.20 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	7,612.30	7,607.01	7,586.74	7,577.05	7,584.48	7,583.44	7,588.37	7,587.18	7,578.54	7,584.01	7,587.67	7,585.66	7,581.32	7,585.73
VIX	17.17	16.98	17.45	17.80	17.66	17.58	17.49	17.51	17.69	17.56	17.44	17.46	17.48	17.36
ATM	25.95	21.65	22.30	21.75	18.80	17.25	16.10	14.40	12.45	10.10	9.00	8.00	6.00	1.30
IV	15.2	13.6	14.6	15.0	13.7	13.4	13.2	12.6	12.2	10.9	11.2	12.1	12.5	36.0
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
77	0.7	0.7	0.0	1.4	1.3	0.0	1.4	1.4	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.1	0.1	0.0	0.4	0.3	0.1	0.1	0.1	0.0	0.3	0.3	0.0	0.8	0.8	0.0	0.3	0.2	0.0	0.0	0.0	0.0	0.4	0.4	0.0	0.0	0.0	0.0
95	0.3	0.3	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.6	0.6	0.0	0.0	0.0	0	0.1	0.1	0.0	0.2	0.2	0	0.1	0.1	0.0	0.0	0.0	0.0	0.4	0.4	0.0	0.0	0.0	0.0
90	0.6	0.6	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.4	0.4	0	0.4	0.4	0.0	0.0	0.0	0.0	0.3	0.2	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	0.0	0.0	0.0
85	0.7	0.7	0.0	1.1	1.1	0.0	0.6	0.6	0.0	0.4	0.4	0.0	1.3	1.3	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.4	0.4	0	0.2	0.1	0.1	0.0	0.0	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
80	0.8	0.7	0.0	1.4	1.3	0.0	1.2	1.2	0.0	0.9	0.9	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.4	0.4	0	0.1	0.1	0.0	0.1	0.0	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
75	0.5	0.5	0.0	1.3	1.2	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.3	0.3	0	0.2	0.2	0.0	0.3	0.3	0	0.2	0.2	0	0.0	0.0	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0.0
70	1.0	1.0	0.0	3.0	2.9	0.0	2.1	2.0	0.0	1.2	1.2	0.0	1.0	1.0	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.3	0.2	0.0	0.1	0.0	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
65	1.1	1.1	0.0	2.1	2.0	0.0	1.5	1.4	0.0	0.9	0.9	0.0	1.2	1.2	0.0	0.1	0.1	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.4	0.3	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0
60	1.1	1.0	0.0	4.9	4.9	0.0	2.0	1.9	0.1	1.4	1.4	0.0	1.3	1.3	0.0	0.4	0.4	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0
55	1.2	1.1	0.0	3.6	3.5	0.1	5.2	5.1	0.0	4.5	4.4	0.0	1.2	1.1	0.0	1.0	1.0	0.0	0.8	0.8	0.0	0.6	0.5	0.0	0.3	0.2	0.0	0.1	0.0	0.0	0.4	0.3	0.1	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
50	2.1	1.8	0.3	8.1	7.4	0.7	7.8	7.4	0.3	5.7	5.4	0.3	1.1	0.9	0.1	1.4	1.2	0.1	1.6	1.5	0.0	0.8	0.7	0.1	1.2	1.1	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.5	0.3	0.1	0.2	0.1	0.1	0.7	0.3	0.4
45	1.5	1.4	0.1	4.3	4.2	0.1	3.9	3.6	0.2	2.1	2.0	0.0	1.0	1.0	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.4	0.4	0	0.3	0.3	0.0	0.4	0.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0
40	1.6	1.5	0.1	6.6	6.2	0.3	6.1	5.7	0.4	3.4	3.3	0.0	1.2	1.2	0.0	2.0	1.9	0.0	1.8	1.8	0.0	1.4	1.4	0.0	1.0	0.9	0.0	0.9	0.9	0.0	0.8	0.8	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.0	0.0	0.0
35	1.5	1.4	0.1	7.9	7.5	0.4	6.3	5.9	0.3	4.2	4.1	0.1	1.8	1.7	0.1	1.9	1.7	0.1	2.1	2.0	0.0	1.2	1.2	0.0	1.4	1.3	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.5	0.4	0.0	0.2	0.1	0.0	0.1	0.1	0.0
30	1.9	1.6	0.3	10.5	9.5	1.0	13.0	12.6	0.4	5.9	5.5	0.3	2.9	2.7	0.2	3.1	2.8	0.2	2.4	2.3	0.1	2.0	1.9	0.1	4.4	4.3	0.0	0.9	0.8	0.0	1.1	1.0	0.0	1.0	0.9	0.0	0.4	0.3	0.0	0.2	0.1	0.0
25	2.1	1.7	0.4	7.5	6.4	1.0	22.8	22.0	0.8	18.7	18.4	0.3	3.7	3.5	0.2	3.3	3.2	0.1	5.4	5.3	0.1	2.7	2.6	0.1	2.1	2.0	0.1	1.4	1.3	0.0	1.2	1.1	0.1	0.9	0.8	0.0	0.4	0.4	0.0	0.2	0.1	0.1
20	2.8	1.8	1.0	12.4	10.0	2.4	29.8	28.2	1.6	21.5	20.9	0.6	4.6	4.2	0.3	5.1	4.8	0.2	4.4	4.0	0.4	3.4	3.2	0.1	5.8	5.6	0.2	1.2	1.1	0.0	2.4	2.2	0.1	1.9	1.7	0.1	0.9	0.8	0.1	0.4	0.2	0.1
15	2.8	1.6	1.1	12.5	8.9	3.6	15.1	13.1	2.0	9.8	8.8	0.9	3.9	3.6	0.2	5.1	4.6	0.5	6.3	6.0	0.2	3.7	3.3	0.4	4.2	3.9	0.2	3.1	2.9	0.1	3.1	2.9	0.1	2.8	2.6	0.2	3.5	3.3	0.1	0.6	0.5	0.1
10	2.9	1.5	1.4	17.4	10.0	7.4	19.1	15.0	4.1	14.0	12.9	1.0	7.0	6.3	0.7	7.3	6.7	0.6	8.3	7.9	0.4	6.3	5.7	0.5	8.0	7.7	0.3	3.6	3.2	0.3	5.0	4.3	0.7	9.2	8.6	0.5	3.1	2.8	0.2	0.7	0.5	0.2
05	3.1	0.9	2.2	12.8	5.2	7.5	16.0	10.2	5.7	8.9	7.4	1.4	7.4	6.7	0.6	10.4	10.0	0.4	7.9	7.4	0.4	9.2	8.0	1.1	8.0	7.4	0.6	3.7	3.3	0.3	5.8	5.3	0.4	5.8	5.0	0.8	3.9	3.1	0.7	2.0	1.7	0.3
76	4.4	1.0	3.4	18.9	4.8	14.1	30.2	17.9	12.3	18.5	14.5	3.9	11.9	10.5	1.4	13.8	11.7	2.1	14.4	13.0	1.4	14.4	11.9	2.5	13.5	11.9	1.5	8.2	7.0	1.1	14.9	12.8	2.0	11.6	9.6	2.0	8.0	6.5	1.5	4.0	3.0	0.9
95	1.8	0.2	1.5	6.6	0.9	5.6	20.2	8.0	12.1	12.1	8.1	4.0	8.0	6.4	1.6	8.8	6.6	2.1	9.6	8.1	1.5	11.0	7.8	3.2	12.7	10.3	2.4	9.3	8.2	1.1	18.2	15.0	3.1	12.2	10.4	1.7	10.1	8.5	1.5	9.1	7.4	1.7
90	1.9	0.1	1.7	6.9	0.8	6.1	23.4	6.9	16.5	19.2	12.4	6.7	11.3	8.3	2.9	14.5	9.2	5.2	13.8	9.8	3.9	21.1	11.7	9.4	17.5	11.6	5.9	15.4	12.0	3.3	28.9	19.1	9.7	23.3	17.6	5.7	23.2	18.3	4.8	20.6	16.3	4.2
85	2.2	0.1	2.1	6.4	0.3	6.0	20.8	3.9	16.9	19.8	9.9	9.9	15.3	9.6	5.6	20.8	11.5	9.2	16.6	9.5	7.0	19.4	8.6	10.7	23.7	11.3	12.4	21.2	13.4	7.8	29.4	12.6	16.8	33.5	17.5	15.9	31.4	17.8	13.6	56.1	41.0	15.1
80	2.3	0.0	2.2	6.2	0.2	5.9	17.0	1.9	15.0	23.5	8.8	14.6	26.8	16.7	10.0	19.9	10.0	9.9	18.8	8.0	10.7	13.2	3.5	9.6	23.5	7.2	16.2	21.7	8.6	13.0	20.6	4.8	15.8	34.4	8.4	25.9	29.7	6.5	23.1	83.6	35.0	48.5
75	2.6	0.0	2.5	5.3	0.2	5.1	13.2	0.9	12.3	18.2	3.9	14.2	13.2	4.2	9.0	10.2	1.9	8.2	12.9	3.1	9.7	10.2	1.4	8.7	15.2	2.7	12.4	14.2	2.4	11.8	11.3	1.6	9.7	21.5	2.4	19.1	13.7	1.5	12.1	48.9	7.9	41.0
70	2.4	0.0	2.3	5.0	0.2	4.7	10.9	0.5	10.3	12.9	1.7	11.2	9.9	1.5	8.3	9.2	0.9	8.3	9.1	1.2	7.9	7.9	0.6	7.2	13.2	1.1	12.0	9.2	1.1	8.1	7.3	0.8	6.5	10.1	1.2	8.9	6.2	0.6	5.5	18.3	2.2	16.1
65	2.1	0.0	2.0	4.4	0.1	4.2	9.7	0.3	9.3	9.3	1.1	8.2	6.5	0.8	5.7	6.2	0.4	5.7	7.0	0.5	6.5	5.0	0.3	4.7	7.2	0.4	6.8	5.2	0.6	4.6	3.9	0.3	3.6	9.7	0.3	9.4	3.0	0.2	2.7	5.9	0.5	5.4
60	5.3	0.0	5.3	15.3	0.1	15.1	13.8	0.2	13.5	13.0	0.8	12.2	8.4	0.4	8.0	6.4	0.2	6.1	7.2	0.4	6.7	4.9	0.2	4.6	7.1	0.2	6.8	7.3	0.5	6.8	6.1	0.3	5.8	5.5	0.3	5.2	5.0	0.1	4.9	4.8	0.3	4.4
55	3.6	0.0	3.6	13.1	0.1	12.9	9.2	0.2	8.9	8.8	0.4	8.4	5.4	0.2	5.1	4.5	0.2	4.2	4.0	0.2	3.7	3.2	0.2	3.0	3.4	0.1	3.3	2.2	0.2	2.0	3.2	0.1	3.1	2.6	0.1	2.5	1.3	0.0	1.3	1.7	0.1	1.6
50	1.7	0.0	1.7	6.9	0.1	6.8	10.8	0.2	10.6	13.1	0.9	12.1	8.2	0.4	7.7	5.5	0.4	5.0	5.8	0.4	5.4	3.0	0.3	2.7	5.6	0.5	5.1	3.0	0.2	2.8	2.9	0.1	2.8	2.2	0.1	2.0	4.5	0.1	4.4	1.8	0.2	1.5
45	1.8	0.0	1.8	2.3	0.0	2.3	6.7	0.1	6.6	7.0	0.1	6.9	5.0	0.1	4.9	2.8	0.1	2.7	3.2	0.0	3.1	2.9	0.0	2.8	5.0	0.1	4.9	1.2	0.0	1.1	2.2	0.0	2.1	1.7	0.0	1.7	0.6	0.0	0.6	0.7	0.0	0.6
40	1.7	0.0	1.7	3.4	0.0	3.4	6.6	0.1	6.5	7.5	0.1	7.4	3.6	0.1	3.4	2.5	0.1	2.3	3.2	0.0	3.2	1.8	0.0	1.8	1.8	0.0	1.7	1.0	0.0	1.0	1.9	0.0	1.9	1.3	0.0	1.3	0.4	0.0	0.4	0.4	0.0	0.4
35	1.4	0.0	1.4	2.0	0.0	2.0	4.2	0.0	4.1	4.3	0.1	4.2	3.1	0.1	2.9	1.4	0.0	1.4	1.7	0.0	1.7	1.9	0.0	1.9	1.2	0.0	1.1	0.6	0.0	0.6	0.9	0.0	0.9	1.3	0.0	1.3	0.1	0.0	0.1	0.3	0.0	0.3
30	1.9	0.0	1.9	2.7	0.0	2.7	4.0	0.0	3.9	3.8	0.0	3.7	2.3	0.0	2.2	1.3	0.0	1.3	2.1	0.0	2.0	1.1	0.0	1.1	0.8	0.0	0.8	0.7	0.0	0.6	1.0	0.0	0.9	1.0	0.0	1.0	0.2	0	0.2	0.5	0.0	0.5
25	1.0	0.0	1.0	1.7	0.0	1.6	3.0	0.0	3.0	3.6	0.1	3.4	1.7	0.0	1.7	1.0	0.0	1.0	1.7	0.0	1.7	0.7	0.0	0.7	0.8	0.0	0.7	0.4	0.0	0.4	0.4	0.0	0.4	0.6	0.0	0.6	0.4	0.0	0.4	0.2	0.0	0.2
20	1.1	0.0	1.1	1.9	0.0	1.9	3.8	0.0	3.7	4.3	0.0	4.2	1.7	0.0	1.7	0.8	0.0	0.8	2.1	0.0	2.1	1.0	0.0	1.0	0.3	0.0	0.3	0.4	0.0	0.4	0.3	0.0	0.3	0.5	0.0	0.5	0.4	0.0	0.4	0.2	0.0	0.2

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
77	0.7	0.7	0.0	2.2	2.1	0.0	3.6	3.6	0.0	4.3	4.2	0.0	4.9	4.9	0.0	5.1	5.0	0.0	5.6	5.4	0.2	5.8	5.5	0.2	6.1	5.9	0.2	6.9	6.7	0.2	7.3	7.0	0.2	7.3	7.0	0.2	7.7	7.4	0.2	7.8	7.4	0.3
95	0.3	0.3	0.0	0.9	0.9	0.0	1.3	1.2	0.0	1.8	1.8	0.0	1.9	1.9	0.0	2.1	2.1	0.0	2.8	2.8	0.0	2.9	2.8	0.0	3.0	3.0	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.5	3.4	0.0	3.9	3.8	0.0	3.9	3.8	0.0
90	0.6	0.6	0.0	1.1	1.1	0.0	1.5	1.5	0.0	1.9	1.9	0.0	2.1	2.1	0.0	2.6	2.5	0.0	3.0	3.0	0.0	3.1	3.1	0.0	3.4	3.3	0.1	3.5	3.4	0.1	3.6	3.4	0.1	3.7	3.5	0.1	3.7	3.5	0.1	3.7	3.5	0.1
85	0.7	0.7	0.0	1.9	1.9	0.0	2.5	2.5	0.0	3.0	3.0	0.0	4.3	4.3	0.0	4.5	4.5	0.0	4.7	4.7	0.0	5.2	5.1	0.0	5.4	5.2	0.1	5.5	5.3	0.1	5.7	5.5	0.1	5.7	5.5	0.1	5.7	5.5	0.1	5.8	5.6	0.1
80	0.8	0.7	0.0	2.2	2.1	0.0	3.4	3.4	0.0	4.4	4.3	0.0	4.7	4.6	0.1	5.0	4.8	0.1	5.2	5.1	0.1	5.7	5.6	0.1	5.9	5.8	0.1	6.0	5.9	0.1	6.2	6.0	0.1	6.2	6.1	0.1	6.2	6.1	0.1	6.3	6.1	0.1
75	0.5	0.5	0.0	1.8	1.7	0.0	2.5	2.5	0.0	3.1	3.0	0.1	3.4	3.3	0.1	3.8	3.7	0.1	4.0	3.9	0.1	4.4	4.3	0.1	4.7	4.5	0.1	4.7	4.6	0.1	4.9	4.8	0.1	5.0	4.8	0.1	5.0	4.8	0.1	5.1	5.0	0.1
70	1.0	1.0	0.0	4.0	4.0	0.0	6.2	6.0	0.1	7.4	7.2	0.1	8.4	8.2	0.1	8.8	8.6	0.2	9.2	9.0	0.2	9.5	9.2	0.2	9.8	9.5	0.2	9.9	9.6	0.2	10.2	9.9	0.2	10.3	10.0	0.2	10.4	10.1	0.2	10.4	10.1	0.3
65	1.1	1.1	0.0	3.3	3.2	0.0	4.8	4.7	0.0	5.7	5.6	0.1	7.0	6.9	0.1	7.2	7.1	0.1	7.7	7.6	0.1	8.0	7.9	0.1	8.2	8.1	0.1	8.3	8.1	0.1	8.7	8.5	0.2	8.8	8.6	0.2	8.8	8.6	0.2	8.9	8.7	0.2
60	1.1	1.0	0.0	6.1	5.9	0.1	8.1	7.9	0.2	9.6	9.3	0.2	10.9	10.7	0.2	11.4	11.2	0.2	12.2	11.9	0.2	12.6	12.3	0.2	12.9	12.6	0.3	13.0	12.7	0.3	13.3	13.0	0.3	13.6	13.3	0.3	13.7	13.3	0.3	13.8	13.4	0.3
55	1.2	1.1	0.0	4.8	4.7	0.1	10.1	9.8	0.2	14.6	14.3	0.2	15.8	15.5	0.2	16.8	16.5	0.3	17.7	17.4	0.3	18.3	17.9	0.3	18.6	18.2	0.3	18.8	18.3	0.4	19.2	18.6	0.5	19.5	18.9	0.6	19.6	18.9	0.6	19.6	19.0	0.6
50	2.1	1.8	0.3	10.3	9.2	1.1	18.1	16.7	1.4	23.9	22.1	1.7	25.0	23.1	1.8	26.4	24.4	2.0	28.1	26.0	2.0	28.9	26.7	2.2	30.1	27.8	2.3	30.6	28.3	2.3	31.1	28.7	2.4	31.7	29.1	2.5	31.9	29.2	2.7	32.7	29.6	3.1
45	1.5	1.4	0.1	5.9	5.7	0.2	9.8	9.4	0.4	12.0	11.5	0.5	13.0	12.5	0.5	14.0	13.4	0.5	14.7	14.1	0.5	15.6	15.0	0.5	16.3	15.7	0.6	16.7	16.1	0.6	17.0	16.4	0.6	17.5	16.8	0.6	17.5	16.9	0.6	17.6	16.9	0.6
40	1.6	1.5	0.1	8.3	7.7	0.5	14.5	13.5	0.9	17.9	16.8	1.0	19.1	18.0	1.1	21.2	20.0	1.2	23.1	21.8	1.2	24.5	23.3	1.2	25.5	24.2	1.3	26.5	25.2	1.3	27.4	26.1	1.3	28.0	26.6	1.3	28.2	26.8	1.3	28.2	26.8	1.4
35	1.5	1.4	0.1	9.4	8.9	0.5	15.7	14.9	0.8	20.0	19.0	1.0	21.8	20.7	1.1	23.8	22.5	1.2	25.9	24.5	1.3	27.1	25.7	1.4	28.6	27.1	1.4	29.3	27.8	1.5	30.1	28.5	1.5	30.6	29.0	1.6	30.8	29.2	1.6	31.0	29.4	1.6
30	1.9	1.6	0.3	12.4	11.1	1.3	25.5	23.7	1.7	31.4	29.2	2.1	34.3	32.0	2.3	37.4	34.8	2.6	39.9	37.1	2.7	42.0	39.0	2.9	46.4	43.3	3.0	47.3	44.2	3.0	48.5	45.3	3.1	49.5	46.3	3.2	49.9	46.7	3.2	50.1	46.9	3.2
25	2.1	1.7	0.4	9.6	8.1	1.5	32.5	30.2	2.3	51.3	48.6	2.6	55.0	52.1	2.9	58.4	55.3	3.0	63.9	60.7	3.2	66.6	63.3	3.3	68.8	65.3	3.5	70.3	66.7	3.5	71.5	67.8	3.7	72.5	68.7	3.7	72.9	69.1	3.8	73.2	69.2	3.9
20	2.8	1.8	1.0	15.3	11.9	3.4	45.1	40.1	5.0	66.7	61.0	5.7	71.3	65.3	6.0	76.5	70.1	6.3	81.0	74.2	6.7	84.4	77.5	6.9	90.3	83.1	7.1	91.5	84.2	7.2	93.9	86.5	7.3	95.9	88.3	7.5	96.8	89.1	7.6	97.2	89.4	7.8
15	2.8	1.6	1.1	15.4	10.6	4.7	30.5	23.7	6.8	40.4	32.6	7.7	44.4	36.3	8.0	49.5	40.9	8.6	55.9	47.0	8.8	59.7	50.4	9.2	63.9	54.3	9.5	67.0	57.3	9.7	70.1	60.2	9.9	73.0	62.9	10.1	76.5	66.2	10.2	77.2	66.8	10.4
10	2.9	1.5	1.4	20.4	11.5	8.9	39.5	26.5	13.0	53.6	39.5	14.0	60.7	45.9	14.7	68.1	52.6	15.4	76.5	60.6	15.8	82.8	66.3	16.4	90.8	74.0	16.7	94.4	77.3	17.1	99.5	81.7	17.8	108.8	90.4	18.4	111.9	93.2	18.6	112.7	93.8	18.8
05	3.1	0.9	2.2	16.0	6.2	9.8	32.0	16.4	15.6	40.9	23.8	17.0	48.3	30.6	17.7	58.8	40.6	18.2	66.7	48.1	18.6	76.0	56.2	19.8	84.0	63.6	20.4	87.8	67.0	20.8	93.7	72.3	21.3	99.5	77.4	22.1	103.5	80.6	22.8	105.5	82.3	23.2
76	4.4	1.0	3.4	23.3	5.8	17.5	53.6	23.7	29.8	72.1	38.3	33.8	84.1	48.8	35.2	98.0	60.5	37.4	112.4	73.5	38.9	126.9	85.4	41.4	140.5	97.4	43.0	148.7	104.4	44.2	163.6	117.3	46.3	175.2	126.9	48.3	183.3	133.4	49.8	187.3	136.5	50.8
95	1.8	0.2	1.5	8.5	1.2	7.2	28.7	9.2	19.4	40.8	17.4	23.4	48.9	23.8	25.1	57.7	30.5	27.2	67.4	38.6	28.8	78.5	46.5	32.0	91.3	56.8	34.4	100.7	65.0	35.6	118.9	80.1	38.7	131.1	90.5	40.5	141.2	99.1	42.1	150.3	106.5	43.8
90	1.9	0.1	1.7	8.8	0.9	7.9	32.3	7.9	24.4	51.6	20.3	31.2	62.9	28.7	34.2	77.4	37.9	39.4	91.2	47.8	43.3	112.3	59.5	52.7	129.9	71.2	58.7	145.3	83.2	62.0	174.2	102.4	71.8	197.6	120.0	77.6	220.9	138.4	82.4	241.5	154.8	86.7
85	2.2	0.1	2.1	8.7	0.5	8.2	29.5	4.4	25.1	49.4	14.4	35.0	64.7	24.0	40.6	85.6	35.6	49.9	102.2	45.2	57.0	121.6	53.8	67.8	145.4	65.1	80.2	166.7	78.6	88.1	196.2	91.2	105.0	229.8	108.8	121.0	261.3	126.6	134.6	317.5	167.7	149.8
80	2.3	0.0	2.2	8.5	0.3	8.2	25.6	2.3	23.3	49.1	11.2	37.9	76.0	27.9	48.0	96.0	38.0	57.9	114.8	46.1	68.7	128.1	49.7	78.3	151.6	56.9	94.6	173.4	65.6	107.7	194.1	70.4	123.6	228.5	78.9	149.5	258.2	85.5	172.7	341.9	120.5	221.3
75	2.6	0.0	2.5	8.0	0.3	7.6	21.2	1.2	20.0	39.5	5.2	34.3	52.8	9.4	43.3	63.0	11.4	51.6	75.9	14.5	61.4	86.2	16.0	70.1	101.4	18.8	82.6	115.7	21.2	94.4	127.1	22.9	104.2	148.7	25.3	123.3	162.4	26.9	135.5	211.3	34.8	176.5
70	2.4	0.0	2.3	7.5	0.3	7.1	18.4	0.9	17.5	31.4	2.7	28.7	41.3	4.3	37.0	50.6	5.2	45.4	59.8	6.4	53.4	67.7	7.0	60.6	80.9	8.2	72.7	90.2	9.4	80.8	97.6	10.2	87.4	107.8	11.4	96.3	114.0	12.1	101.8	132.4	14.4	117.9
65	2.1	0.0	2.0	6.6	0.2	6.3	16.3	0.6	15.7	25.7	1.7	23.9	32.3	2.6	29.6	38.5	3.1	35.4	45.6	3.7	41.9	50.7	4.0	46.6	57.9	4.4	53.5	63.2	5.0	58.1	67.1	5.4	61.7	76.9	5.7	71.1	79.9	5.9	73.9	85.9	6.5	79.3
60	5.3	0.0	5.3	20.7	0.2	20.4	34.5	0.5	34.0	47.6	1.3	46.2	56.1	1.8	54.2	62.5	2.1	60.4	69.7	2.5	67.2	74.7	2.8	71.9	81.9	3.1	78.7	89.2	3.6	85.6	95.3	3.9	91.4	100.9	4.2	96.7	106.0	4.4	101.6	110.8	4.7	106.1
55	3.6	0.0	3.6	16.7	0.1	16.5	25.9	0.4	25.5	34.8	0.8	33.9	40.2	1.0	39.1	44.7	1.3	43.4	48.7	1.5	47.1	52.0	1.7	50.2	55.5	1.9	53.6	57.8	2.1	55.6	61.0	2.2	58.8	63.7	2.3	61.3	65.1	2.4	62.7	66.9	2.5	64.4
50	1.7	0.0	1.7	8.7	0.1	8.5	19.5	0.3	19.2	32.7	1.3	31.3	40.9	1.8	39.1	46.4	2.3	44.1	52.3	2.7	49.5	55.3	3.0	52.3	61.0	3.5	57.4	64.1	3.8	60.2	67.0	3.9	63.1	69.3	4.1	65.1	73.9	4.2	69.6	75.7	4.5	71.1
45	1.8	0.0	1.8	4.2	0.0	4.1	10.9	0.1	10.7	18.0	0.3	17.6	23.1	0.4	22.6	25.9	0.6	25.3	29.2	0.7	28.5	32.1	0.7	31.4	37.2	0.8	36.3	38.4	0.9	37.4	40.6	0.9	39.6	42.3	1.0	41.3	43.0	1.0	41.9	43.7	1.0	42.6
40	1.7	0.0	1.7	5.2	0.0	5.2	11.8	0.1	11.7	19.4	0.2	19.1	23.0	0.4	22.6	25.5	0.5	24.9	28.8	0.6	28.2	30.7	0.6	30.0	32.5	0.7	31.7	33.5	0.8	32.7	35.5	0.8	34.7	36.9	0.8	36.0	37.4	0.9	36.5	37.8	0.9	36.9
35	1.4	0.0	1.4	3.4	0.0	3.4	7.6	0.0	7.6	12.0	0.1	11.8	15.1	0.3	14.7	16.6	0.3	16.2	18.3	0.4	17.9	20.2	0.4	19.8	21.5	0.4	21.0	22.1	0.4	21.7	23.1	0.4	22.7	24.5	0.4	24.0	24.6	0.4	24.2	25.0	0.4	24.5
30	1.9	0.0	1.9	4.7	0.0	4.6	8.7	0.0	8.6	12.5	0.1	12.3	14.8	0.2	14.6	16.2	0.2	15.9	18.3	0.3	18.0	19.5	0.3	19.1	20.3	0.3	20.0	21.0	0.3	20.7	22.0	0.3	21.6	23.0	0.3	22.7	23.3	0.3	22.9	23.8	0.3	23.4
25	1.0	0.0	1.0	2.7	0.0	2.7	5.8	0.0	5.7	9.4	0.2	9.2	11.2	0.2	10.9	12.2	0.2	12.0	14.0	0.2	13.7	14.7	0.2	14.4	15.5	0.2	15.2	16.0	0.2	15.7	16.5	0.3	16.2	17.1	0.3	16.8	17.6	0.3	17.3	17.8	0.3	17.5
20	1.1	0.0	1.1	3.1	0.0	3.0	6.9	0.0	6.8	11.2	0.1	11.1	12.9	0.1	12.8	13.8	0.1	13.6	15.9	0.1	15.8	17.0	0.1	16.8	17.3	0.1	17.2	17.8	0.1	17.6	18.1	0.1	18.0	18.6	0.1	18.5	19.1	0.1	18.9	19.3	0.1	19.2

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	7,612.30	open	71,600	7,560	5.3	7,596.9	12.6	7610	15.2	17.17	-0.233	0.02440
T	10:00	7,607.01 -5.3	current	230,704	7,600	18.9	7,602.0	21.3	7605	13.6	16.98	0.015	0.02960
T30	10:30	7,586.74 -20.3	current	364,358	7,600	30.2	7,596.8	16.8	7585	14.6	17.45	0.087	0.02860
E	11:00	7,577.05 -9.7	current	306,094	7,580	23.5	7,590.5	17.9	7575	15.0	17.80	0.091	0.02920
E30	11:30	7,584.48 +7.4	current	186,026	7,580	26.8	7,585.6	28.7	7585	13.7	17.66	0.003	0.03380
N	12:00	7,583.44 -1.0	current	175,163	7,585	20.8	7,588.4	31.6	7585	13.4	17.58	-0.044	0.03680
N30	12:30	7,588.37 +4.9	current	180,289	7,580	18.8	7,587.7	22.3	7590	13.2	17.49	-0.102	0.03960
P1	13:00	7,587.18 -1.2	current	158,861	7,590	21.1	7,588.5	33.9	7585	12.6	17.51	0.140	0.04420
P130	13:30	7,578.54 -8.6	current	193,160	7,585	23.7	7,586.7	32.4	7580	12.2	17.69	-0.020	0.05100
P2	14:00	7,584.01 +5.5	current	140,688	7,580	21.7	7,584.7	41.5	7585	10.9	17.56	-0.031	0.06380
P230	14:30	7,587.67 +3.7	current	178,046	7,585	29.4	7,586.9	43.0	7590	11.2	17.44	-0.132	0.07040
P3	15:00	7,585.66 -2.0	current	199,006	7,580	34.4	7,584.2	45.9	7585	12.1	17.46	0.060	0.08060
P330	15:30	7,581.32 -4.3	current	153,422	7,585	31.4	7,584.6	48.9	7580	12.5	17.48	0.261	0.10540
C	16:00 Close	7,585.73 +4.4	close	263,985	7,580	83.6	7,580.5	60.8	7585	36.0	17.36	-0.512	0.43250

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.