Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-16 · Exp 2026-09-16 · Spot 7,551.81 · Window 7445–7700 · Last slot C · Generated 2026-09-16 16:45:05 ET · ET · Data: SQLite · spx_intraday_2026-09-16.json

Wall vs flow slot C · Call peak K7550 Δ33,888 vs wall K7650 away -100pt · Put peak K7520 Δ23,257 vs wall K7200 away +320pt · 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

2026-09-16 SPX O 7,601.25 · H 7,626.79 · L 7,507.77 · C 7,551.81 prior C — VIX 17.71 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	7,612.26	7,601.14	7,611.59	7,614.38	7,618.31	7,612.44	7,609.67	7,609.78	7,612.07	7,605.27	7,555.31	7,519.91	7,551.81
VIX	17.20	16.74	16.95	16.78	16.72	16.70	16.86	16.79	16.81	16.88	16.90	17.71	18.59	17.54
ATM	59.85	44.60	45.20	46.85	46.65	47.70	49.95	47.65	46.90	49.05	40.45	33.15	21.65	5.47
IV	·	27.8	29.6	32.2	33.8	36.0	40.7	42.3	45.6	53.5	50.6	51.1	45.4	47.9
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	·	·	·	2.6	2.5	0.0	2.3	2.1	0.1	1.9	1.9	0.0	2.6	2.5	0.0	1.7	1.7	0.0	2.0	1.9	0.0	1.0	1.0	0.0	2.0	1.9	0.1	2.2	2.2	0.0	6.2	6.2	0.0	3.1	2.9	0.2	1.3	1.2	0.1	0.2	0.2	0.0
95	·	·	·	1.8	1.7	0.0	0.9	0.9	0.0	0.5	0.5	0.0	1.8	1.7	0.0	0.8	0.7	0.0	0.7	0.7	0.0	0.7	0.6	0.0	0.5	0.5	0.0	1.4	1.4	0.0	2.7	2.6	0.0	1.7	1.7	0.0	1.6	1.6	0.0	0.1	0.1	0.0
90	·	·	·	16.1	16.1	0.0	1.5	1.5	0.0	1.5	1.5	0.0	2.1	2.1	0.0	1.1	1.1	0.0	0.9	0.8	0.0	1.0	0.9	0.0	1.8	1.7	0.1	1.6	1.6	0.0	3.5	3.5	0.0	2.7	2.7	0.0	0.9	0.7	0.2	0.0	0.0	0.0
85	·	·	·	16.7	16.7	0.0	2.5	2.5	0.0	3.4	3.4	0.0	2.7	2.7	0.0	1.4	1.3	0.0	1.2	1.1	0.0	1.3	1.3	0.0	1.1	1.1	0.0	1.6	1.5	0.0	4.7	4.7	0.0	3.1	3.0	0.0	1.2	1.0	0.1	0.0	0.0	0.0
80	·	·	·	2.6	2.6	0.0	2.0	1.8	0.2	1.5	1.5	0.0	2.6	2.5	0.0	1.3	1.2	0.0	1.2	1.1	0.0	1.2	1.2	0.0	1.2	1.1	0.0	2.0	2.0	0.0	5.3	5.2	0.0	4.8	4.8	0.0	1.1	1.1	0.0	0.2	0.2	0.0
75	·	·	·	2.9	2.8	0.0	3.0	3.0	0.0	1.9	1.9	0.0	3.6	3.6	0.0	1.7	1.6	0.0	1.7	1.7	0.0	0.9	0.8	0.0	1.7	1.7	0.0	2.1	2.1	0.0	4.6	4.5	0.1	6.1	6.0	0.0	1.7	1.7	0.0	0.2	0.2	0.0
70	·	·	·	3.2	3.1	0.1	2.5	2.4	0.0	2.2	1.9	0.3	2.7	2.7	0.0	1.8	1.8	0.0	1.4	1.3	0.0	1.4	1.4	0.0	1.0	0.9	0.0	1.9	1.8	0.0	6.1	6.0	0.1	5.4	5.3	0.1	2.1	2.1	0.0	0.2	0.2	0.0
65	·	·	·	3.0	2.9	0.0	2.3	2.3	0.0	2.0	1.9	0.0	2.8	2.7	0.0	1.4	1.4	0.0	1.0	1.0	0.0	1.0	1.0	0.0	0.8	0.8	0.0	1.6	1.6	0.0	5.1	5.0	0.0	8.1	7.9	0.1	1.7	1.7	0.0	0.1	0.1	0.0
60	·	·	·	3.6	3.5	0.1	5.7	5.7	0.0	2.5	2.5	0.0	4.9	4.8	0.0	2.5	2.4	0.1	1.2	1.0	0.1	1.5	1.5	0.0	1.1	1.1	0.0	2.0	1.9	0.0	6.3	6.1	0.1	7.9	7.7	0.1	2.2	2.1	0.0	0.2	0.1	0.0
55	·	·	·	3.4	3.3	0.0	2.8	2.7	0.0	2.4	2.4	0.0	2.5	2.2	0.2	1.6	1.5	0.1	1.5	1.3	0.2	0.6	0.5	0.0	1.1	1.0	0.0	1.5	1.3	0.1	5.2	4.9	0.2	6.7	6.6	0.0	1.6	1.6	0.0	0.1	0.1	0.0
50	·	·	·	6.1	5.8	0.2	4.5	4.1	0.4	4.2	3.8	0.3	4.3	3.6	0.7	2.3	2.0	0.2	3.0	2.6	0.3	2.0	1.6	0.4	1.7	1.4	0.2	3.3	3.1	0.2	8.3	8.0	0.2	15.1	14.8	0.3	3.4	3.3	0.1	0.4	0.3	0.0
45	·	·	·	2.6	2.4	0.2	2.0	1.8	0.1	1.6	1.4	0.2	2.7	2.3	0.4	1.5	1.1	0.3	1.5	1.2	0.3	1.4	1.2	0.2	1.0	0.8	0.2	1.6	1.2	0.4	3.3	3.0	0.2	8.5	8.2	0.3	4.0	3.9	0.0	0.3	0.2	0.0
40	·	·	·	3.0	2.6	0.3	2.8	2.3	0.4	2.4	2.0	0.4	3.2	2.7	0.5	2.0	1.7	0.3	2.1	1.5	0.5	1.5	1.0	0.5	1.7	1.3	0.4	1.7	1.1	0.5	5.0	4.5	0.5	9.1	8.7	0.4	3.2	3.1	0.0	0.3	0.3	0.0
35	·	·	·	3.0	2.5	0.5	2.7	1.9	0.7	1.8	1.4	0.4	3.2	2.3	0.8	2.0	1.5	0.4	1.8	1.3	0.4	1.0	0.7	0.3	1.3	0.8	0.4	1.6	1.0	0.5	3.4	2.7	0.7	8.3	7.9	0.4	3.0	2.9	0.0	0.1	0.1	0.0
30	·	·	·	3.4	2.7	0.6	3.3	2.4	0.8	2.8	2.3	0.5	4.5	3.7	0.7	2.7	1.9	0.8	2.6	1.9	0.7	1.8	1.3	0.5	2.0	1.6	0.4	2.0	1.6	0.4	3.7	3.0	0.7	10.0	9.2	0.7	3.5	3.3	0.1	0.7	0.7	0.0
25	·	·	·	4.2	3.3	0.9	3.7	2.6	1.1	2.8	2.0	0.8	5.6	3.9	1.7	3.0	2.1	0.9	3.4	2.0	1.3	1.9	1.2	0.6	1.5	1.0	0.4	2.8	2.1	0.6	5.8	4.2	1.5	8.9	8.3	0.6	3.6	3.5	0.1	1.0	1.0	0.0
20	·	·	·	4.2	2.9	1.3	5.0	3.3	1.7	4.0	3.1	0.9	9.0	5.7	3.2	4.2	2.7	1.5	5.4	2.9	2.4	3.2	2.2	1.0	2.5	1.7	0.8	3.8	3.0	0.8	8.6	5.8	2.8	11.7	10.4	1.2	5.1	4.8	0.2	0.6	0.5	0.0
15	·	·	·	5.7	4.2	1.5	7.6	4.9	2.6	4.0	2.7	1.2	9.0	4.3	4.6	4.2	2.3	1.9	4.4	2.0	2.3	3.6	2.2	1.3	2.2	1.4	0.8	5.6	4.4	1.2	7.9	4.3	3.5	9.6	8.0	1.6	5.4	5.1	0.3	0.6	0.6	0.0
10	·	·	·	8.1	5.4	2.7	11.0	5.3	5.6	8.2	5.0	3.2	7.0	2.8	4.2	3.3	1.2	2.0	4.3	1.7	2.6	4.7	1.9	2.7	3.4	2.0	1.4	5.9	3.6	2.2	10.5	5.0	5.4	16.5	13.0	3.4	6.4	5.9	0.4	3.0	2.7	0.3
05	·	·	·	9.3	5.6	3.7	9.0	3.9	5.1	7.5	3.8	3.6	5.1	2.1	3.0	2.4	1.0	1.3	2.6	1.0	1.5	2.9	1.0	1.9	3.7	1.3	2.3	8.9	3.6	5.3	7.3	3.2	4.0	11.8	8.2	3.5	6.7	6.3	0.3	1.5	1.2	0.2
76	·	·	·	11.2	4.8	6.4	9.5	2.9	6.5	7.4	2.7	4.7	4.9	1.5	3.4	3.2	0.9	2.2	3.4	0.7	2.6	3.5	0.7	2.8	4.8	1.2	3.5	7.1	1.1	6.0	8.9	2.3	6.6	23.2	14.3	8.9	13.1	11.0	2.1	4.3	3.9	0.4
95	·	·	·	5.6	1.1	4.4	5.3	2.7	2.6	3.3	1.0	2.2	2.4	0.7	1.7	1.7	0.4	1.3	1.3	0.5	0.8	1.5	0.4	1.0	1.7	0.6	1.1	5.1	0.6	4.4	3.7	0.7	3.0	11.8	6.3	5.5	6.6	6.1	0.5	2.7	2.5	0.1
90	·	·	·	4.1	1.0	3.1	3.8	0.8	3.0	3.2	0.9	2.2	2.5	0.8	1.7	1.5	0.4	1.0	1.7	0.5	1.1	1.6	0.5	1.1	1.5	0.3	1.2	2.1	0.4	1.6	4.3	0.8	3.4	15.3	6.6	8.7	7.6	6.7	0.9	1.9	1.6	0.3
85	·	·	·	3.6	0.8	2.8	6.3	2.5	3.8	2.7	0.8	1.8	2.4	0.8	1.6	1.1	0.4	0.7	1.4	0.5	0.9	1.4	0.3	1.0	1.2	0.3	0.9	1.6	0.5	1.0	2.8	0.6	2.2	13.4	4.9	8.4	11.0	9.4	1.5	3.5	3.2	0.3
80	·	·	·	2.8	0.6	2.2	4.0	0.5	3.4	2.6	0.6	1.9	2.1	0.4	1.7	1.6	0.2	1.4	1.7	0.6	1.0	1.4	0.2	1.1	1.3	0.2	1.1	1.8	0.3	1.5	3.6	0.4	3.1	13.3	4.8	8.5	13.3	11.2	2.1	5.4	3.5	1.8
75	·	·	·	3.4	0.7	2.6	5.8	0.6	5.2	2.2	0.5	1.7	2.4	0.6	1.8	1.4	0.2	1.2	1.7	0.3	1.4	1.4	0.3	1.0	2.1	0.2	1.8	1.9	0.4	1.4	3.5	0.2	3.2	12.8	3.0	9.7	9.2	6.8	2.3	6.3	5.3	0.9
70	·	·	·	3.1	0.4	2.7	2.9	0.3	2.6	2.2	0.4	1.7	1.8	0.1	1.7	1.1	0.0	1.0	1.3	0.2	1.1	1.2	0.2	1.0	1.0	0.2	0.8	1.5	0.3	1.1	3.2	0.1	3.1	12.9	2.5	10.4	11.8	9.6	2.1	8.4	7.8	0.6
65	·	·	·	2.4	0.2	2.1	2.4	0.3	2.1	1.5	0.2	1.3	1.1	0.1	1.0	0.8	0.0	0.7	0.8	0.0	0.7	1.0	0.0	0.9	0.9	0.0	0.9	1.3	0.1	1.1	2.7	0.1	2.5	11.9	2.1	9.8	10.5	8.0	2.5	10.2	8.9	1.2
60	·	·	·	3.4	0.1	3.2	2.4	0.0	2.3	1.2	0.1	1.0	0.9	0.0	0.8	0.6	0.0	0.5	0.8	0.0	0.7	1.1	0.0	1.0	0.8	0.0	0.8	1.6	0.1	1.4	3.2	0.1	3.1	12.3	1.7	10.5	17.5	13.2	4.3	24.4	21.5	2.9
55	·	·	·	2.0	0.0	1.9	1.8	0.0	1.7	1.3	0.1	1.2	0.8	0.0	0.8	0.6	0.0	0.6	0.5	0.0	0.4	0.5	0.0	0.5	0.6	0.0	0.5	1.2	0.0	1.1	2.8	0.0	2.7	9.8	1.1	8.7	15.1	9.6	5.5	27.9	24.4	3.4
50	·	·	·	5.1	0.1	5.0	3.3	0.1	3.1	2.4	0.1	2.3	2.1	0.0	2.0	1.2	0.0	1.2	2.6	0.0	2.5	1.6	0.0	1.5	1.6	0.0	1.6	2.3	0.0	2.2	6.5	0.1	6.4	18.2	0.9	17.3	24.5	14.9	9.5	46.4	33.8	12.5
45	·	·	·	2.1	0.0	2.0	1.7	0.0	1.7	1.2	0.0	1.2	1.0	0.0	1.0	0.8	0.0	0.8	0.9	0.0	0.8	0.5	0.0	0.5	0.9	0.0	0.8	1.4	0.0	1.3	3.3	0.0	3.2	8.9	0.2	8.6	12.7	6.4	6.3	30.7	16.2	14.4
40	·	·	·	2.9	0.0	2.8	1.6	0.0	1.6	1.6	0.0	1.5	1.2	0.0	1.1	1.2	0.0	1.2	0.7	0.0	0.6	0.7	0.0	0.7	1.0	0.0	1.0	1.5	0.0	1.4	3.2	0.0	3.1	11.7	0.3	11.3	17.1	7.4	9.7	31.6	14.7	16.8
35	·	·	·	2.1	0.0	2.0	1.4	0.0	1.4	1.2	0.0	1.1	0.9	0.0	0.9	1.0	0.0	1.0	0.8	0.0	0.8	0.8	0.0	0.8	0.7	0.0	0.7	1.1	0.0	1.1	3.0	0.0	2.9	9.0	0.1	8.8	13.8	6.1	7.6	27.1	11.7	15.3
30	·	·	·	2.5	0.0	2.5	1.7	0.0	1.6	1.2	0.0	1.1	0.9	0.0	0.9	0.5	0.0	0.5	0.6	0.0	0.6	0.7	0.0	0.7	0.6	0.0	0.6	1.2	0.0	1.1	3.3	0.0	3.2	10.9	0.1	10.7	21.5	7.0	14.5	26.5	9.3	17.2
25	·	·	·	3.5	0.1	3.3	1.8	0.1	1.7	1.4	0.0	1.3	1.3	0.0	1.2	0.9	0.0	0.9	1.5	0.0	1.5	1.0	0.0	1.0	1.0	0.0	1.0	1.7	0.0	1.7	3.9	0.3	3.6	10.1	0.2	9.9	21.7	6.2	15.5	21.8	5.9	15.9
20	·	·	·	3.4	0.1	3.2	3.5	0.1	3.4	1.2	0.0	1.1	0.9	0.0	0.8	0.4	0.0	0.3	0.6	0.0	0.6	0.7	0.0	0.6	0.7	0.0	0.6	1.5	0.0	1.4	5.6	0.2	5.3	9.4	0.1	9.2	23.5	5.5	18.0	28.1	4.8	23.2
15	·	·	·	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	7.2	0.0	7.2	19.3	2.7	16.5	19.7	1.7	18.0
10	·	·	·	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	7.9	0.0	7.8	21.1	2.3	18.7	19.2	1.7	17.5
05	·	·	·	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	5.9	0.0	5.8	15.5	1.1	14.3	12.6	0.6	11.9
75	·	·	·	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	14.2	0.0	14.2	30.2	1.3	28.9	22.5	0.9	21.5
95	·	·	·	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	5.1	0.0	5.1	13.1	0.2	12.8	9.4	0.1	9.2
90	·	·	·	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	4.6	0.0	4.6	12.6	0.4	12.1	7.3	0.2	7.1
85	·	·	·	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	2.7	0.0	2.7	11.1	0.3	10.8	5.1	0.0	5.0
80	·	·	·	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	12.1	0.1	12.0	4.5	0.1	4.4
75	·	·	·	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	7.1	0.1	7.0	4.1	0.0	4.0
70	·	·	·	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	5.9	0.0	5.9	2.0	0.0	2.0
65	·	·	·	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	4.1	0.0	4.1	1.3	0.0	1.3
60	·	·	·	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	3.4	0.0	3.3	1.2	0.0	1.1
55	·	·	·	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	1.8	0.0	1.8	0.6	0.0	0.6
50	·	·	·	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	2.4	0.0	2.4	1.0	0.0	1.0
45	·	·	·	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	0.8	0.0	0.8	0.4	0.0	0.4

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	·	·	·	2.6	2.5	0.0	5.0	4.7	0.2	6.9	6.6	0.2	9.5	9.2	0.3	11.3	10.9	0.3	13.3	12.9	0.4	14.4	13.9	0.4	16.5	15.9	0.5	18.7	18.1	0.6	25.0	24.3	0.6	28.1	27.3	0.8	29.5	28.5	0.9	29.7	28.7	1.0
95	·	·	·	1.8	1.7	0.0	2.7	2.7	0.0	3.3	3.3	0.0	5.2	5.1	0.1	6.0	5.8	0.1	6.8	6.6	0.2	7.5	7.3	0.2	8.1	7.8	0.2	9.5	9.2	0.3	12.2	11.9	0.3	14.0	13.7	0.3	15.6	15.3	0.3	15.7	15.4	0.3
90	·	·	·	16.1	16.1	0.0	17.7	17.6	0.0	19.2	19.1	0.0	21.4	21.3	0.1	22.6	22.4	0.1	23.5	23.3	0.2	24.6	24.3	0.2	26.4	26.0	0.3	28.1	27.7	0.3	31.6	31.2	0.4	34.4	33.9	0.4	35.3	34.7	0.6	35.4	34.7	0.6
85	·	·	·	16.7	16.7	0.0	19.3	19.2	0.0	22.7	22.7	0.0	25.5	25.4	0.1	26.9	26.7	0.1	28.1	27.9	0.2	29.5	29.3	0.2	30.7	30.4	0.3	32.3	32.0	0.3	37.1	36.7	0.4	40.2	39.8	0.4	41.4	40.8	0.5	41.5	40.9	0.5
80	·	·	·	2.6	2.6	0.0	4.6	4.4	0.2	6.2	5.9	0.2	8.9	8.5	0.3	10.2	9.8	0.4	11.5	11.0	0.5	12.7	12.2	0.5	13.9	13.4	0.5	16.0	15.4	0.6	21.4	20.7	0.7	26.3	25.5	0.8	27.5	26.6	0.8	27.7	26.9	0.8
75	·	·	·	2.9	2.8	0.0	6.0	5.8	0.1	7.9	7.8	0.1	11.6	11.4	0.2	13.3	13.1	0.2	15.0	14.8	0.2	16.0	15.7	0.3	17.7	17.4	0.3	19.9	19.5	0.3	24.5	24.0	0.4	30.7	30.1	0.5	32.4	31.9	0.5	32.7	32.1	0.6
70	·	·	·	3.2	3.1	0.1	5.8	5.6	0.1	8.0	7.5	0.4	10.8	10.3	0.5	12.7	12.1	0.5	14.1	13.5	0.6	15.6	14.9	0.6	16.6	15.9	0.7	18.6	17.8	0.8	24.7	23.8	0.9	30.2	29.1	1.0	32.4	31.2	1.1	32.6	31.5	1.1
65	·	·	·	3.0	2.9	0.0	5.4	5.3	0.1	7.4	7.3	0.1	10.3	10.1	0.2	11.8	11.5	0.2	12.8	12.5	0.3	13.9	13.5	0.3	14.7	14.3	0.3	16.4	16.0	0.4	21.5	21.0	0.4	29.6	28.9	0.6	31.4	30.7	0.7	31.6	30.8	0.7
60	·	·	·	3.6	3.5	0.1	9.4	9.2	0.1	11.9	11.7	0.1	16.8	16.6	0.2	19.4	19.0	0.3	20.6	20.1	0.5	22.1	21.6	0.5	23.3	22.7	0.6	25.3	24.7	0.6	31.6	30.8	0.8	39.6	38.5	1.0	41.8	40.7	1.0	42.0	40.9	1.0
55	·	·	·	3.4	3.3	0.0	6.2	6.0	0.1	8.7	8.5	0.2	11.2	10.7	0.4	12.9	12.2	0.6	14.5	13.6	0.8	15.1	14.2	0.9	16.2	15.3	0.9	17.8	16.6	1.1	23.1	21.6	1.4	29.8	28.3	1.4	31.5	29.9	1.5	31.6	30.0	1.5
50	·	·	·	6.1	5.8	0.2	10.7	10.0	0.6	14.9	13.8	1.0	19.2	17.4	1.7	21.5	19.5	2.0	24.6	22.2	2.4	26.7	23.9	2.8	28.4	25.3	3.0	31.8	28.5	3.2	40.1	36.6	3.5	55.3	51.4	3.9	58.8	54.7	4.1	59.2	55.1	4.1
45	·	·	·	2.6	2.4	0.2	4.6	4.2	0.3	6.3	5.7	0.6	9.0	8.0	1.0	10.5	9.1	1.4	12.1	10.4	1.7	13.5	11.6	1.9	14.6	12.4	2.2	16.3	13.7	2.6	19.6	16.7	2.8	28.1	24.9	3.1	32.2	28.9	3.2	32.5	29.2	3.2
40	·	·	·	3.0	2.6	0.3	5.9	5.0	0.8	8.4	7.1	1.2	11.6	9.8	1.8	13.6	11.5	2.1	15.8	13.0	2.7	17.4	14.1	3.2	19.1	15.4	3.6	20.9	16.6	4.2	25.9	21.1	4.7	35.1	29.8	5.2	38.3	33.0	5.3	38.7	33.3	5.3
35	·	·	·	3.0	2.5	0.5	5.7	4.4	1.2	7.6	5.8	1.7	10.8	8.2	2.6	12.9	9.8	3.0	14.7	11.2	3.5	15.8	11.9	3.8	17.1	12.8	4.2	18.7	13.9	4.7	22.1	16.6	5.4	30.5	24.5	5.9	33.5	27.5	6.0	33.7	27.7	6.0
30	·	·	·	3.4	2.7	0.6	6.7	5.2	1.5	9.6	7.5	2.0	14.1	11.3	2.8	16.9	13.2	3.6	19.6	15.2	4.3	21.5	16.5	4.9	23.5	18.2	5.3	25.6	19.8	5.8	29.4	22.9	6.5	39.5	32.1	7.3	43.0	35.5	7.5	43.8	36.2	7.5
25	·	·	·	4.2	3.3	0.9	8.0	6.0	2.0	10.9	8.0	2.8	16.6	11.9	4.6	19.6	14.1	5.5	23.1	16.1	6.9	25.0	17.3	7.6	26.5	18.4	8.1	29.4	20.6	8.8	35.3	24.9	10.4	44.2	33.2	11.0	47.9	36.7	11.1	48.9	37.7	11.2
20	·	·	·	4.2	2.9	1.3	9.3	6.2	3.0	13.3	9.4	3.9	22.3	15.1	7.1	26.6	17.8	8.7	32.0	20.8	11.1	35.2	23.0	12.1	37.8	24.8	13.0	41.6	27.8	13.8	50.3	33.6	16.7	62.0	44.1	17.9	67.1	48.9	18.2	67.8	49.5	18.2
15	·	·	·	5.7	4.2	1.5	13.4	9.2	4.1	17.4	12.0	5.4	26.5	16.3	10.1	30.8	18.6	12.1	35.2	20.7	14.4	38.8	22.9	15.8	41.1	24.4	16.6	46.8	28.8	17.9	54.7	33.2	21.4	64.4	41.3	23.1	69.9	46.4	23.5	70.6	47.0	23.5
10	·	·	·	8.1	5.4	2.7	19.2	10.7	8.4	27.5	15.8	11.6	34.5	18.6	15.8	37.8	19.9	17.9	42.2	21.6	20.5	46.9	23.6	23.2	50.4	25.7	24.6	56.3	29.4	26.9	66.9	34.4	32.4	83.5	47.5	35.9	89.9	53.5	36.4	92.9	56.2	36.7
05	·	·	·	9.3	5.6	3.7	18.4	9.5	8.9	26.0	13.4	12.5	31.1	15.5	15.5	33.5	16.6	16.9	36.2	17.6	18.5	39.1	18.7	20.4	42.9	20.0	22.8	51.8	23.6	28.2	59.1	26.9	32.2	71.0	35.2	35.8	77.8	41.6	36.1	79.3	42.8	36.4
76	·	·	·	11.2	4.8	6.4	20.7	7.7	12.9	28.1	10.4	17.6	33.1	12.0	21.1	36.3	13.0	23.3	39.7	13.7	26.0	43.3	14.4	28.8	48.1	15.7	32.3	55.3	16.9	38.3	64.3	19.2	45.0	87.5	33.6	53.9	100.6	44.6	56.0	105.0	48.5	56.5
95	·	·	·	5.6	1.1	4.4	11.0	3.9	7.0	14.3	5.0	9.3	16.8	5.7	11.1	18.5	6.1	12.4	19.9	6.6	13.2	21.4	7.1	14.3	23.2	7.7	15.5	28.4	8.3	20.0	32.2	9.1	23.0	44.0	15.4	28.6	50.7	21.5	29.2	53.5	24.1	29.3
90	·	·	·	4.1	1.0	3.1	8.0	1.8	6.2	11.2	2.7	8.4	13.8	3.6	10.1	15.3	4.0	11.2	17.1	4.6	12.4	18.7	5.1	13.5	20.3	5.5	14.7	22.4	6.0	16.4	26.8	6.8	19.9	42.1	13.4	28.6	49.8	20.2	29.6	51.8	21.8	29.9
85	·	·	·	3.6	0.8	2.8	10.0	3.3	6.7	12.7	4.2	8.5	15.2	5.0	10.1	16.3	5.4	10.9	17.8	5.9	11.8	19.2	6.3	12.9	20.4	6.6	13.8	22.0	7.1	14.9	24.9	7.7	17.1	38.3	12.7	25.6	49.3	22.1	27.2	52.9	25.4	27.5
80	·	·	·	2.8	0.6	2.2	6.9	1.2	5.6	9.5	1.8	7.6	11.6	2.3	9.3	13.3	2.5	10.8	15.0	3.1	11.8	16.5	3.4	13.0	17.8	3.6	14.1	19.7	4.0	15.7	23.3	4.4	18.9	36.7	9.3	27.4	50.1	20.5	29.6	55.5	24.0	31.5
75	·	·	·	3.4	0.7	2.6	9.3	1.3	7.9	11.6	1.9	9.6	14.0	2.5	11.4	15.5	2.8	12.6	17.2	3.1	14.1	18.7	3.5	15.1	20.8	3.8	17.0	22.7	4.2	18.5	26.2	4.5	21.7	39.1	7.6	31.4	48.3	14.5	33.8	54.6	19.8	34.7
70	·	·	·	3.1	0.4	2.7	6.0	0.7	5.3	8.3	1.2	7.1	10.2	1.4	8.8	11.3	1.5	9.8	12.6	1.7	10.9	13.9	1.9	11.9	15.0	2.2	12.8	16.5	2.5	13.9	19.8	2.7	17.0	32.8	5.2	27.5	44.6	14.9	29.7	53.1	22.7	30.4
65	·	·	·	2.4	0.2	2.1	4.8	0.5	4.2	6.4	0.8	5.6	7.6	0.9	6.6	8.4	1.0	7.3	9.2	1.1	8.1	10.3	1.1	9.1	11.2	1.2	10.0	12.6	1.3	11.2	15.3	1.4	13.8	27.3	3.6	23.6	37.8	11.7	26.1	48.0	20.6	27.4
60	·	·	·	3.4	0.1	3.2	5.8	0.2	5.5	7.0	0.4	6.5	8.0	0.5	7.4	8.6	0.5	8.0	9.4	0.6	8.8	10.6	0.7	9.8	11.4	0.7	10.7	13.1	0.9	12.2	16.3	1.0	15.3	28.7	2.8	25.8	46.2	16.0	30.2	70.7	37.6	33.1
55	·	·	·	2.0	0.0	1.9	3.8	0.1	3.6	5.1	0.2	4.8	6.0	0.2	5.7	6.6	0.3	6.3	7.1	0.3	6.8	7.7	0.3	7.3	8.4	0.4	7.9	9.6	0.5	9.1	12.5	0.6	11.9	22.3	1.7	20.6	37.4	11.3	26.1	65.4	35.7	29.6
50	·	·	·	5.1	0.1	5.0	8.4	0.3	8.1	10.9	0.4	10.5	13.1	0.5	12.6	14.3	0.5	13.8	17.0	0.6	16.4	18.6	0.6	18.0	20.3	0.7	19.6	22.6	0.8	21.8	29.2	0.9	28.3	47.5	1.9	45.6	72.0	16.8	55.2	118.5	50.7	67.7
45	·	·	·	2.1	0.0	2.0	3.9	0.1	3.8	5.2	0.1	5.0	6.2	0.1	6.1	7.1	0.1	6.9	8.0	0.2	7.8	8.6	0.2	8.3	9.5	0.2	9.2	10.9	0.3	10.6	14.2	0.4	13.8	23.2	0.6	22.5	35.9	7.0	28.8	66.6	23.3	43.3
40	·	·	·	2.9	0.0	2.8	4.6	0.0	4.5	6.2	0.1	6.1	7.4	0.1	7.2	8.6	0.2	8.4	9.4	0.2	9.1	10.1	0.2	9.9	11.2	0.3	10.9	12.7	0.3	12.3	15.9	0.4	15.5	27.7	0.7	26.9	44.8	8.2	36.6	76.4	22.9	53.5
35	·	·	·	2.1	0.0	2.0	3.6	0.1	3.5	4.8	0.1	4.6	5.8	0.1	5.6	6.8	0.1	6.6	7.6	0.2	7.4	8.5	0.2	8.3	9.3	0.2	9.0	10.4	0.2	10.1	13.5	0.3	13.1	22.5	0.4	22.0	36.3	6.6	29.6	63.5	18.4	45.0
30	·	·	·	2.5	0.0	2.5	4.3	0.1	4.2	5.5	0.1	5.3	6.4	0.1	6.3	7.0	0.2	6.8	7.7	0.2	7.5	8.5	0.2	8.2	9.1	0.3	8.8	10.4	0.3	10.0	13.7	0.4	13.2	24.6	0.6	24.0	46.2	7.6	38.5	72.8	16.9	55.8
25	·	·	·	3.5	0.1	3.3	5.4	0.3	5.0	6.8	0.4	6.4	8.2	0.5	7.7	9.2	0.5	8.6	10.8	0.6	10.1	11.8	0.6	11.1	12.9	0.7	12.1	14.7	0.8	13.9	18.6	1.1	17.5	28.8	1.4	27.4	50.6	7.6	42.9	72.5	13.6	58.9
20	·	·	·	3.4	0.1	3.2	6.9	0.2	6.6	8.2	0.3	7.8	9.1	0.4	8.6	9.6	0.5	9.0	10.2	0.5	9.7	10.9	0.5	10.4	11.7	0.6	11.0	13.2	0.7	12.5	18.8	0.9	17.9	28.2	1.0	27.2	51.8	6.6	45.2	79.9	11.5	68.4
15	·	·	·	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	21.8	0.4	21.4	41.2	3.2	38.0	60.9	4.9	56.0
10	·	·	·	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	19.1	0.5	18.6	40.2	2.9	37.3	59.5	4.6	54.9
05	·	·	·	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	15.3	0.3	14.9	30.8	1.5	29.3	43.5	2.2	41.3
75	·	·	·	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	55.2	0.6	54.6	85.5	2.0	83.5	108.1	2.9	105.1
95	·	·	·	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	29.3	0.1	29.2	42.4	0.3	42.0	51.9	0.5	51.3
90	·	·	·	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	14.0	0.2	13.8	26.7	0.6	26.0	34.0	0.8	33.1
85	·	·	·	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	9.5	0.0	9.4	20.7	0.3	20.3	25.9	0.4	25.4
80	·	·	·	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	26.0	0.3	25.7	30.6	0.4	30.2
75	·	·	·	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	18.7	0.1	18.5	22.8	0.2	22.5
70	·	·	·	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	15.6	0.1	15.5	17.7	0.1	17.6
65	·	·	·	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	9.8	0.0	9.7	11.2	0.0	11.1
60	·	·	·	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	8.7	0.0	8.7	10.0	0.1	9.8
55	·	·	·	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	5.7	0.0	5.7	6.4	0.0	6.3
50	·	·	·	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	10.4	0.0	10.4	11.5	0.0	11.4
45	·	·	·	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	4.1	0.0	4.0	4.5	0.0	4.5

Volume by strike Call / Put / Total (K) · X = strike low→high · timeline scrub = slot · width matches Session path

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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	0	·	·	·	·	7610	·	17.20	0.000	0.00000
T	10:00	7,612.26 0.0	current	170,547	7,685	16.7	7,621.5	13.7	7610	27.8	16.74	0.052	0.01420
T30	10:30	7,601.14 -11.1	current	138,235	7,610	11.0	7,609.1	17.3	7600	29.6	16.95	0.028	0.01420
E	11:00	7,611.59 +10.4	current	98,898	7,610	8.2	7,613.3	20.1	7610	32.2	16.78	0.027	0.01360
E30	11:30	7,614.38 +2.8	current	113,541	7,615	9.0	7,622.4	22.1	7615	33.8	16.72	0.001	0.01360
N	12:00	7,618.31 +3.9	current	64,134	7,615	4.2	7,619.5	18.1	7620	36.0	16.70	0.033	0.01340
N30	12:30	7,612.44 -5.9	current	67,875	7,620	5.4	7,615.4	16.8	7610	40.7	16.86	0.032	0.01280
P1	13:00	7,609.67 -2.8	current	57,021	7,610	4.7	7,613.2	19.9	7610	42.3	16.79	0.002	0.01340
P130	13:30	7,609.78 +0.1	current	57,770	7,600	4.8	7,614.3	16.5	7610	45.6	16.81	0.011	0.01360
P2	14:00	7,612.07 +2.3	current	92,769	7,605	8.9	7,612.1	22.2	7610	53.5	16.88	0.046	0.01280
P230	14:30	7,605.27 -6.8	current	182,865	7,610	10.5	7,615.3	14.7	7605	50.6	16.90	-0.027	0.01580
P3	15:00	7,555.31 -50.0	current	423,817	7,600	23.2	7,586.1	9.6	7555	51.1	17.71	-0.011	0.01920
P330	15:30	7,519.91 -35.4	current	473,365	7,500	30.2	7,544.0	13.7	7520	45.4	18.59	-0.213	0.02920
C	16:00 Close	7,551.81 +31.9	close	430,464	7,550	46.4	7,535.9	23.0	7555	47.9	17.54	-0.674	0.09940

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.