Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-17 · Exp 2026-09-17 · Spot 7,637.76 · Window 7550–7770 · Last slot C · Generated 2026-09-17 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-17.json

Wall vs flow slot C · Call peak K7645 Δ58,202 vs wall K7800 away -155pt · Put peak K7640 Δ42,699 vs wall K7225 away +415pt · 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

2026-09-17 SPX O 7,631.44 · H 7,646.86 · L 7,611.81 · C 7,637.76 prior C — VIX 15.44 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	7,631.44	7,621.85	7,628.60	7,618.63	7,627.61	7,635.19	7,636.02	7,634.73	7,631.15	7,636.96	7,638.87	7,636.00	7,637.12	7,637.76
VIX	15.57	15.77	15.70	15.87	15.80	15.66	15.62	15.65	15.66	15.56	15.53	15.58	15.50	15.43
ATM	27.70	24.90	22.10	20.70	17.10	15.10	14.00	13.60	11.80	9.60	8.25	7.00	5.67	1.85
IV	16.7	15.6	14.5	14.2	12.3	11.6	11.5	12.0	11.4	10.3	10.4	10.7	11.7	30.9
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
70	0.0	0.0	0.0	0.0	0.0	0	0.4	0.4	0.0	0.2	0.2	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	0	0.0	0.0	0	0	0	0	0	0	0	0.0	0.0	0
65	0.0	0.0	0.0	0.0	0.0	0	0.1	0.1	0	0.0	0.0	0.0	0.4	0.4	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	0.0	0	0	0	0.0	0.0	0	0.0	0	0.0
60	0.0	0.0	0	0.4	0.4	0.0	0.0	0.0	0	0.0	0.0	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	0.0	0	0.0	0	0.0	0	0	0	0	0	0	0.0	0	0.0
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	0.3	0.3	0	0.3	0.3	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	0.0	0.0
50	0.4	0.4	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.1	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0	0.4	0.4	0.0	0.1	0.1	0	0.3	0.3	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
45	0.9	0.9	0.0	0.0	0.0	0	0.9	0.9	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0	0.1	0.1	0	0.0	0.0	0	0.5	0.5	0	0.1	0.1	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0
40	0.4	0.4	0.0	0.7	0.7	0	1.2	1.2	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	0.1	0.1	0.0	0.7	0.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
35	0.1	0.1	0.0	1.3	1.3	0.0	0.8	0.8	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	0.1	0.1	0	0.2	0.2	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
30	0.1	0.1	0.0	1.0	1.0	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.0	0.0	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	0.4	0.4	0	0.2	0.2	0.0	0.0	0.0	0.0	0.3	0.3	0.0	0.0	0.0	0.0
25	0.3	0.3	0.0	0.9	0.9	0.0	0.7	0.7	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	0.0	0.0	0.0	0	0.0	0.0	0	0.5	0.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
20	0.4	0.4	0.0	1.1	1.0	0.0	0.5	0.4	0.0	0.4	0.3	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.0	0.0	0	0.0	0.0	0	0.1	0.0	0.1	0.0	0.0	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.0	0.0	0	0.0	0.0	0.0
15	0.1	0.1	0	1.0	1.0	0	0.3	0.3	0.0	0.7	0.7	0	0.2	0.2	0	0.4	0.4	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	0.4	0.4	0	0.0	0.0	0	0.0	0.0	0.0
10	0.9	0.9	0.0	1.1	1.0	0.0	1.8	1.8	0.0	0.5	0.5	0	0.6	0.6	0.0	0.4	0.4	0.0	0.5	0.5	0	0.1	0.1	0.0	0.0	0.0	0	0.0	0.0	0	0.1	0.1	0.0	0.4	0.3	0.0	0.2	0.2	0	0.1	0.1	0.0
05	0.5	0.5	0.0	1.7	1.7	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.2	0.2	0	0.0	0.0	0	0.0	0.0	0.0	0.3	0.3	0	0.2	0.2	0.0	0.1	0.1	0.0
77	1.1	1.1	0.0	5.6	5.5	0.0	1.4	1.3	0.0	2.6	1.9	0.6	0.5	0.5	0.0	1.8	1.1	0.6	15.3	7.7	7.5	1.0	0.7	0.3	0.6	0.3	0.2	0.2	0.1	0.0	0.3	0.3	0.0	0.3	0.3	0.0	1.9	1.3	0.6	1.3	0.7	0.6
95	0.9	0.8	0.0	1.4	1.4	0.0	0.8	0.7	0.0	0.7	0.7	0.0	0.4	0.4	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	0.1	0.1	0.0	0.5	0.5	0.0	0.0	0.0	0	0.1	0.1	0.0	0.0	0.0	0.0
90	1.5	1.5	0.0	2.2	2.2	0.0	1.6	1.6	0.0	1.8	1.7	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.5	0.5	0	0.5	0.5	0.0	0.5	0.5	0.0	1.0	1.0	0.0	0.7	0.5	0.1	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0.0
85	2.2	2.2	0.0	4.4	4.3	0.0	3.6	3.6	0.0	1.0	1.0	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.9	0.8	0.0	0.7	0.6	0.0	0.7	0.6	0.1	0.8	0.5	0.2	0.3	0.3	0.0	0.4	0.3	0.0	0.2	0.2	0.0
80	2.7	2.6	0.0	7.7	7.7	0.0	4.1	4.0	0.0	2.6	2.5	0.0	1.0	1.0	0.0	1.1	1.0	0.0	0.9	0.8	0.0	0.8	0.7	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.5	0.5	0.0	1.0	0.9	0.0	0.3	0.3	0.0
75	1.9	1.9	0.0	18.0	14.4	3.5	5.9	5.7	0.1	2.9	2.6	0.2	0.7	0.7	0.0	1.8	1.8	0.0	0.9	0.8	0.1	2.1	1.9	0.2	0.8	0.7	0.0	0.3	0.3	0.0	0.7	0.6	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.4	0.4	0.0
70	1.7	1.7	0.0	10.1	10.0	0.1	6.8	6.6	0.2	4.6	4.3	0.2	1.9	1.8	0.0	2.5	2.4	0.1	1.9	1.7	0.1	1.9	1.8	0.1	1.4	1.3	0.0	1.1	1.1	0.0	1.1	1.0	0.0	1.2	1.1	0.0	1.0	0.8	0.2	1.2	1.1	0.0
65	1.7	1.6	0.0	6.8	6.7	0.1	5.8	5.6	0.1	5.9	5.7	0.1	2.3	2.1	0.1	3.6	3.5	0.1	1.9	1.7	0.1	2.7	2.5	0.2	1.6	1.5	0.1	1.0	0.8	0.2	1.8	1.7	0.0	2.0	1.9	0.0	1.5	1.4	0.0	1.1	1.0	0.0
60	1.8	1.6	0.1	8.2	7.9	0.3	9.3	9.0	0.3	8.1	7.7	0.4	3.6	3.2	0.3	6.1	5.6	0.4	3.7	3.4	0.2	4.8	4.5	0.2	3.5	3.2	0.2	1.8	1.6	0.1	3.0	2.7	0.2	3.4	3.2	0.2	3.2	2.9	0.3	5.3	4.8	0.4
55	1.7	1.5	0.1	7.2	7.0	0.2	10.2	9.9	0.3	22.4	21.8	0.6	4.4	4.3	0.0	7.7	7.2	0.4	4.8	4.5	0.3	7.3	6.8	0.4	5.3	4.8	0.5	2.9	2.7	0.2	17.5	17.0	0.5	3.8	3.5	0.2	5.3	4.8	0.5	9.5	8.7	0.8
50	3.1	2.3	0.8	18.5	14.3	4.1	19.5	18.6	0.9	29.3	27.9	1.3	8.3	7.7	0.5	15.3	13.7	1.5	10.7	9.0	1.6	13.6	12.1	1.4	12.5	11.3	1.2	7.3	6.4	0.9	26.9	25.0	1.8	11.0	9.5	1.5	17.5	14.8	2.7	27.7	24.3	3.3
45	2.1	1.5	0.6	6.8	6.2	0.6	11.5	10.8	0.7	10.2	9.5	0.7	5.8	5.5	0.3	10.6	9.5	1.0	9.4	8.1	1.3	12.7	10.8	1.9	12.0	10.0	1.9	10.5	9.3	1.1	17.5	14.9	2.6	12.5	10.8	1.7	24.9	21.6	3.2	73.9	58.2	15.7
40	3.4	2.0	1.3	9.9	8.2	1.7	14.1	12.4	1.7	11.2	9.2	1.9	9.8	8.6	1.1	14.6	12.0	2.6	14.9	11.1	3.7	20.0	14.4	5.6	19.1	13.7	5.4	18.3	15.1	3.1	30.9	20.3	10.6	26.0	19.2	6.8	43.2	27.2	16.0	78.4	35.7	42.6
35	3.0	1.3	1.7	8.2	5.8	2.4	12.5	9.6	2.8	14.1	9.6	4.5	9.4	7.9	1.5	20.7	12.8	7.8	19.7	9.7	10.0	22.5	11.4	11.1	21.2	10.7	10.4	20.2	11.0	9.2	29.2	10.0	19.1	30.7	13.1	17.6	31.8	8.8	23.0	38.9	11.3	27.5
30	3.6	1.0	2.6	14.4	9.3	5.0	18.0	12.9	5.0	21.3	12.2	9.1	13.3	10.1	3.1	21.3	10.5	10.8	15.1	5.1	10.0	19.4	5.9	13.4	18.9	5.5	13.4	17.1	5.1	12.0	17.5	3.9	13.5	28.4	4.9	23.4	19.8	4.3	15.5	17.9	3.9	14.0
25	2.0	0.4	1.5	20.3	11.6	8.7	22.0	13.5	8.4	17.8	7.3	10.5	16.0	10.4	5.6	12.3	5.5	6.8	7.2	2.6	4.6	11.5	2.1	9.4	10.5	2.0	8.4	10.4	1.7	8.6	8.3	1.7	6.6	12.0	1.8	10.1	7.0	1.3	5.6	7.7	2.1	5.5
20	1.9	0.3	1.5	18.8	7.3	11.4	25.7	12.4	13.3	16.9	6.3	10.5	18.2	9.5	8.7	11.0	3.6	7.3	7.1	1.4	5.6	9.8	1.3	8.5	8.8	1.3	7.4	6.6	0.9	5.6	4.6	0.7	3.8	7.3	0.9	6.4	4.7	0.8	3.9	4.5	1.0	3.5
15	1.3	0.2	1.0	9.3	2.3	6.9	18.2	6.7	11.4	10.8	3.2	7.5	10.8	3.7	7.1	7.9	1.7	6.1	6.0	0.5	5.4	6.3	0.5	5.8	4.9	0.3	4.5	3.7	0.2	3.4	2.2	0.2	1.9	3.0	0.3	2.7	3.1	0.3	2.8	2.8	0.5	2.3
10	1.6	0.3	1.3	9.1	2.6	6.4	15.3	5.0	10.3	8.3	1.6	6.6	8.0	2.5	5.5	6.6	1.0	5.6	4.0	0.4	3.6	5.1	0.4	4.6	4.4	0.3	4.1	2.7	0.2	2.5	2.4	0.1	2.2	2.0	0.2	1.8	1.9	0.1	1.8	1.4	0.4	0.9
05	1.1	0.2	0.9	5.7	1.2	4.4	8.2	2.5	5.7	6.4	1.3	5.1	5.1	1.6	3.4	4.8	0.5	4.3	3.7	0.2	3.4	3.3	0.2	3.1	2.4	0.2	2.2	1.6	0.2	1.4	1.9	0.3	1.6	1.5	0.0	1.4	1.5	0.1	1.4	1.3	0.2	1.1
76	2.4	0.3	2.1	12.0	2.1	9.8	14.6	3.5	11.0	11.1	1.1	9.9	8.3	1.2	7.1	7.6	0.8	6.7	3.1	0.4	2.7	8.0	0.3	7.6	3.8	0.4	3.3	2.8	0.3	2.5	2.0	0.2	1.7	2.5	0.1	2.3	4.1	0.1	3.9	1.5	0.2	1.3
95	1.3	0.1	1.2	5.9	0.7	5.1	6.9	1.0	5.8	4.5	0.3	4.2	3.8	0.4	3.4	4.5	0.2	4.3	1.8	0.0	1.7	5.1	0.0	5.0	2.2	0.1	2.1	1.1	0.1	1.0	1.0	0.1	0.9	0.7	0.1	0.6	0.6	0.0	0.5	0.2	0.0	0.1
90	1.8	0.1	1.7	8.3	0.4	7.8	10.2	0.9	9.2	6.8	0.4	6.3	4.1	0.3	3.7	3.6	0.2	3.4	1.5	0.0	1.4	1.9	0.1	1.8	1.7	0.1	1.6	1.1	0.1	1.0	0.6	0.0	0.6	0.8	0.0	0.8	3.0	0.0	3.0	0.2	0.0	0.2
85	0	0	0	8.6	0.3	8.3	7.2	0.3	6.9	5.7	0.4	5.3	3.5	0.3	3.2	2.8	0.2	2.5	1.3	0.0	1.2	2.1	0.0	2.0	0.9	0.1	0.8	1.2	0.0	1.1	0.6	0.0	0.6	0.8	0.0	0.8	0.5	0.0	0.5	0.2	0.0	0.2
80	0	0	0	6.4	0.5	5.9	7.8	0.2	7.6	4.9	0.2	4.6	3.1	0.1	2.9	2.0	0.0	2.0	1.0	0.0	1.0	1.7	0.0	1.7	0.5	0.0	0.5	1.2	0.1	1.1	0.8	0.0	0.8	0.8	0.0	0.8	0.6	0.0	0.6	0.2	0.0	0.2
75	0	0	0	6.3	0.2	6.1	6.2	0.3	5.9	3.7	0.1	3.5	1.9	0.1	1.7	1.8	0.0	1.7	1.6	0.0	1.5	2.4	0.0	2.4	0.7	0.0	0.7	0.4	0.0	0.4	0.3	0.0	0.3	0.4	0.0	0.3	0.3	0.0	0.3	0.4	0.0	0.4
70	0	0	0	4.2	0.1	4.0	5.7	0.2	5.5	3.5	0.0	3.4	1.7	0.1	1.6	1.3	0.0	1.3	0.7	0.0	0.7	1.0	0.0	1.0	0.3	0.0	0.3	0.6	0.0	0.6	0.2	0.0	0.2	0.5	0.0	0.5	0.5	0.0	0.5	0.0	0.0	0.0
65	0	0	0	3.9	0.1	3.7	6.4	0.0	6.3	2.6	0.0	2.5	1.5	0.0	1.5	0.9	0.0	0.9	0.6	0.0	0.6	0.9	0.0	0.9	0.4	0	0.4	0.7	0.0	0.7	0.4	0.0	0.4	0.6	0	0.6	0.2	0.0	0.2	0.3	0	0.3
60	0	0	0	6.8	0.2	6.5	6.8	0.2	6.6	2.2	0.0	2.1	1.2	0.0	1.1	1.0	0.0	0.9	1.3	0.0	1.3	1.0	0.1	0.9	0.7	0.0	0.7	0.7	0.0	0.7	1.0	0.0	1.0	0.2	0.0	0.2	0.4	0.0	0.4	0.3	0.0	0.3
55	0	0	0	2.8	0.2	2.6	8.2	0.1	8.0	2.0	0.0	2.0	1.2	0.0	1.1	0.5	0.0	0.5	0.5	0.0	0.5	0.7	0.0	0.7	0.7	0.0	0.7	0.5	0.0	0.5	0.8	0.0	0.8	0.1	0.0	0.1	0.1	0.0	0.1	0.0	0.0	0.0
50	0	0	0	7.6	0.4	7.1	9.8	0.3	9.5	3.7	0.0	3.7	1.6	0.0	1.5	1.3	0.0	1.2	0.9	0.0	0.9	1.9	0.1	1.8	0.2	0.0	0.2	0.8	0.0	0.7	0.1	0.0	0.1	0.2	0.0	0.2	0.1	0.0	0.1	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	0.1	0.0	0.0	0.5	0.5	0.0	0.8	0.8	0.0	1.0	0.9	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.0	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	0.0
65	0.0	0.0	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.9	0.9	0.0	0.9	0.9	0.0	0.9	0.9	0.0	0.9	0.9	0.0	1.0	0.9	0.0	1.0	0.9	0.0	1.0	0.9	0.0	1.0	0.9	0.0
60	0.0	0.0	0	0.5	0.4	0.0	0.5	0.4	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.7	0.6	0.0	0.9	0.8	0.0	1.1	1.0	0.0	1.1	1.0	0.0	1.1	1.1	0.0	1.1	1.1	0.0	1.1	1.1	0.0	1.1	1.1	0.0	1.1	1.1	0.0
55	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.5	0.5	0.0	0.9	0.9	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.1	1.1	0.0	1.1	1.1	0.0	1.1	1.1	0.0	1.1	1.1	0.0
50	0.4	0.4	0.0	0.6	0.6	0.0	0.9	0.9	0.0	1.0	0.9	0.0	1.0	1.0	0.0	1.1	1.1	0.0	1.6	1.5	0.0	1.7	1.6	0.0	2.0	2.0	0.0	2.0	2.0	0.0	2.1	2.0	0.0	2.1	2.1	0.0	2.1	2.1	0.0	2.2	2.1	0.0
45	0.9	0.9	0.0	1.0	1.0	0.0	1.9	1.9	0.0	2.0	1.9	0.0	2.0	2.0	0.0	2.1	2.1	0.0	2.3	2.3	0.0	2.4	2.3	0.0	2.9	2.8	0.0	3.0	3.0	0.0	3.2	3.1	0.0	3.2	3.1	0.0	3.2	3.1	0.0	3.2	3.1	0.0
40	0.4	0.4	0.0	1.1	1.1	0.0	2.4	2.3	0.0	2.4	2.4	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	2.7	2.7	0.0	3.4	3.4	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.6	3.5	0.0	3.6	3.6	0.0
35	0.1	0.1	0.0	1.5	1.5	0.0	2.4	2.4	0.0	2.7	2.7	0.0	2.8	2.8	0.0	2.8	2.8	0.0	2.8	2.8	0.0	2.9	2.9	0.0	3.0	3.0	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.5	3.5	0.0
30	0.1	0.1	0.0	1.2	1.2	0.0	1.8	1.8	0.0	2.4	2.3	0.0	2.4	2.4	0.0	2.5	2.5	0.0	2.5	2.5	0.0	2.6	2.6	0.0	2.7	2.6	0.0	3.2	3.1	0.0	3.4	3.4	0.0	3.5	3.4	0.0	3.8	3.7	0.0	3.8	3.8	0.0
25	0.3	0.3	0.0	1.3	1.3	0.0	2.0	2.0	0.0	2.1	2.1	0.0	2.2	2.2	0.0	2.3	2.3	0.0	2.3	2.3	0.0	2.4	2.4	0.0	2.4	2.4	0.0	2.5	2.4	0.0	3.0	3.0	0.0	3.1	3.0	0.0	3.1	3.0	0.0	3.1	3.0	0.0
20	0.4	0.4	0.0	1.5	1.4	0.0	2.0	1.9	0.1	2.4	2.3	0.1	2.7	2.5	0.1	2.9	2.7	0.2	3.0	2.8	0.2	3.0	2.8	0.2	3.2	2.8	0.3	3.2	2.9	0.3	3.7	3.3	0.3	4.0	3.6	0.3	4.0	3.7	0.3	4.1	3.7	0.3
15	0.1	0.1	0	1.2	1.2	0	1.6	1.6	0.0	2.3	2.3	0.0	2.6	2.6	0.0	3.1	3.1	0.0	3.2	3.2	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.4	3.4	0.0	3.4	3.4	0.0	3.9	3.9	0.0	4.0	4.0	0.0	4.0	4.0	0.0
10	0.9	0.9	0.0	2.0	2.0	0.0	3.9	3.8	0.0	4.4	4.3	0.0	5.0	5.0	0.0	5.5	5.4	0.0	6.0	5.9	0.0	6.2	6.1	0.0	6.3	6.2	0.0	6.3	6.2	0.0	6.5	6.4	0.0	6.9	6.8	0.0	7.1	7.0	0.0	7.2	7.1	0.1
05	0.5	0.5	0.0	2.2	2.2	0.0	3.0	2.9	0.0	3.4	3.4	0.0	3.7	3.7	0.0	4.2	4.1	0.0	4.4	4.4	0.0	4.8	4.8	0.0	5.0	5.0	0.0	5.1	5.1	0.0	5.2	5.1	0.0	5.6	5.5	0.0	5.8	5.7	0.0	6.0	5.9	0.0
77	1.1	1.1	0.0	6.8	6.6	0.1	8.2	8.0	0.2	10.8	9.9	0.8	11.3	10.4	0.8	13.2	11.6	1.5	28.6	19.4	9.1	29.6	20.2	9.4	30.3	20.5	9.7	30.5	20.7	9.7	30.8	21.0	9.7	31.2	21.4	9.7	33.1	22.7	10.3	34.5	23.4	11.0
95	0.9	0.8	0.0	2.3	2.2	0.0	3.1	3.0	0.0	3.9	3.8	0.0	4.3	4.2	0.0	4.7	4.7	0.0	5.0	4.9	0.0	5.2	5.1	0.0	5.4	5.3	0.0	5.6	5.5	0.0	6.2	6.1	0.1	6.2	6.1	0.1	6.4	6.3	0.1	6.4	6.3	0.1
90	1.5	1.5	0.0	3.8	3.8	0.0	5.5	5.4	0.0	7.3	7.2	0.1	7.8	7.7	0.1	8.6	8.4	0.1	9.1	8.9	0.1	9.6	9.5	0.1	10.2	10.0	0.1	11.2	11.0	0.1	12.0	11.6	0.3	12.1	11.8	0.3	12.3	12.0	0.3	12.6	12.2	0.3
85	2.2	2.2	0.0	6.6	6.6	0.0	10.3	10.2	0.1	11.4	11.3	0.1	12.1	12.0	0.1	12.9	12.7	0.1	13.7	13.4	0.2	14.6	14.3	0.2	15.3	15.0	0.3	16.0	15.6	0.4	16.9	16.2	0.7	17.3	16.5	0.7	17.7	16.9	0.7	17.9	17.1	0.8
80	2.7	2.6	0.0	10.5	10.4	0.0	14.6	14.5	0.0	17.2	17.0	0.1	18.2	18.1	0.1	19.3	19.1	0.1	20.2	20.0	0.2	21.0	20.8	0.2	21.9	21.6	0.2	22.4	22.1	0.2	22.7	22.4	0.3	23.2	22.9	0.3	24.2	23.9	0.3	24.6	24.2	0.4
75	1.9	1.9	0.0	19.9	16.3	3.5	25.8	22.1	3.7	28.8	24.7	4.0	29.6	25.5	4.0	31.4	27.3	4.0	32.4	28.2	4.1	34.6	30.1	4.4	35.4	30.9	4.4	35.8	31.3	4.5	36.5	31.9	4.5	37.1	32.6	4.5	37.8	33.2	4.5	38.2	33.6	4.6
70	1.7	1.7	0.0	11.9	11.7	0.1	18.8	18.4	0.3	23.4	22.8	0.6	25.3	24.7	0.6	27.9	27.1	0.8	29.8	28.9	0.9	31.8	30.7	1.1	33.2	32.1	1.1	34.4	33.2	1.2	35.5	34.3	1.2	36.8	35.5	1.3	37.9	36.3	1.5	39.1	37.5	1.6
65	1.7	1.6	0.0	8.5	8.3	0.1	14.4	14.0	0.3	20.3	19.8	0.5	22.6	22.0	0.6	26.3	25.5	0.7	28.2	27.3	0.9	31.0	29.8	1.1	32.6	31.3	1.3	33.7	32.2	1.5	35.6	34.0	1.5	37.6	35.9	1.6	39.1	37.4	1.7	40.3	38.4	1.8
60	1.8	1.6	0.1	10.0	9.5	0.4	19.4	18.5	0.8	27.5	26.3	1.2	31.2	29.6	1.5	37.4	35.3	2.0	41.1	38.7	2.3	45.9	43.3	2.6	49.4	46.5	2.9	51.3	48.2	3.0	54.3	51.0	3.3	57.8	54.2	3.5	61.0	57.2	3.8	66.4	62.0	4.3
55	1.7	1.5	0.1	8.9	8.5	0.4	19.2	18.5	0.7	41.7	40.3	1.3	46.1	44.7	1.4	53.9	52.0	1.9	58.7	56.5	2.2	66.1	63.4	2.6	71.5	68.2	3.2	74.4	70.9	3.4	92.0	88.0	3.9	95.8	91.6	4.2	101.2	96.4	4.8	110.8	105.1	5.6
50	3.1	2.3	0.8	21.7	16.7	4.9	41.2	35.3	5.9	70.6	63.2	7.3	78.9	71.0	7.8	94.2	84.8	9.4	105.0	93.9	11.1	118.7	106.1	12.6	131.2	117.4	13.8	138.5	123.8	14.7	165.5	148.9	16.5	176.5	158.4	18.0	194.1	173.3	20.7	221.8	197.7	24.1
45	2.1	1.5	0.6	9.0	7.7	1.2	20.6	18.5	2.0	30.8	28.1	2.7	36.7	33.6	3.0	47.3	43.1	4.1	56.7	51.2	5.5	69.5	62.0	7.4	81.5	72.1	9.3	92.0	81.5	10.5	109.6	96.4	13.1	122.1	107.2	14.8	147.1	128.9	18.1	221.1	187.1	33.9
40	3.4	2.0	1.3	13.3	10.2	3.1	27.5	22.6	4.8	38.7	31.9	6.8	48.6	40.6	8.0	63.2	52.6	10.6	78.2	63.7	14.4	98.2	78.2	20.0	117.4	91.9	25.4	135.7	107.0	28.6	166.6	127.4	39.2	192.7	146.6	46.0	236.0	173.8	62.1	314.4	209.6	104.8
35	3.0	1.3	1.7	11.3	7.1	4.1	23.9	16.8	7.0	38.0	26.4	11.6	47.5	34.3	13.1	68.3	47.2	21.0	88.0	57.0	31.0	110.5	68.4	42.1	131.8	79.1	52.6	152.0	90.2	61.8	181.3	100.3	81.0	212.0	113.4	98.6	243.9	122.2	121.7	282.8	133.5	149.3
30	3.6	1.0	2.6	18.0	10.3	7.7	36.1	23.3	12.8	57.5	35.5	21.9	70.8	45.7	25.1	92.2	56.2	35.9	107.3	61.4	45.9	126.8	67.4	59.4	145.8	72.9	72.8	162.9	78.0	84.9	180.5	82.0	98.4	208.9	86.9	121.9	228.7	91.3	137.4	246.7	95.2	151.4
25	2.0	0.4	1.5	22.4	12.0	10.3	44.4	25.6	18.8	62.3	32.9	29.3	78.3	43.3	35.0	90.7	48.9	41.8	98.0	51.5	46.4	109.5	53.6	55.8	120.1	55.7	64.3	130.5	57.5	73.0	138.8	59.2	79.6	150.9	61.1	89.7	157.9	62.5	95.4	165.6	64.6	101.0
20	1.9	0.3	1.5	20.7	7.7	13.0	46.5	20.1	26.3	63.4	26.5	36.9	81.7	36.0	45.6	92.7	39.7	53.0	99.8	41.2	58.6	109.7	42.5	67.2	118.5	43.9	74.6	125.2	44.8	80.3	129.8	45.6	84.1	137.2	46.5	90.6	141.9	47.3	94.5	146.5	48.4	98.0
15	1.3	0.2	1.0	10.7	2.6	8.0	28.9	9.4	19.5	39.7	12.6	27.0	50.6	16.4	34.2	58.5	18.1	40.4	64.6	18.7	45.8	70.9	19.2	51.7	75.8	19.6	56.2	79.6	19.9	59.7	81.8	20.1	61.6	84.9	20.4	64.4	88.0	20.8	67.2	90.9	21.3	69.5
10	1.6	0.3	1.3	10.8	2.9	7.8	26.2	7.9	18.2	34.5	9.6	24.8	42.6	12.2	30.4	49.2	13.2	36.0	53.3	13.6	39.6	58.4	14.1	44.3	62.9	14.4	48.4	65.6	14.6	51.0	68.1	14.8	53.2	70.1	15.1	55.0	72.1	15.2	56.8	73.6	15.7	57.8
05	1.1	0.2	0.9	6.9	1.4	5.4	15.1	4.0	11.1	21.6	5.3	16.3	26.7	6.9	19.7	31.6	7.5	24.0	35.4	7.8	27.5	38.7	8.0	30.6	41.1	8.2	32.9	42.8	8.4	34.3	44.8	8.7	36.0	46.3	8.8	37.4	47.8	9.0	38.8	49.2	9.2	39.9
76	2.4	0.3	2.1	14.5	2.4	12.0	29.1	6.0	23.1	40.3	7.2	33.1	48.7	8.4	40.2	56.3	9.3	46.9	59.5	9.7	49.7	67.5	10.1	57.4	71.4	10.6	60.7	74.2	10.9	63.3	76.2	11.1	65.0	78.8	11.3	67.4	82.9	11.4	71.4	84.4	11.7	72.7
95	1.3	0.1	1.2	7.2	0.8	6.4	14.1	1.9	12.2	18.6	2.2	16.4	22.5	2.6	19.8	27.0	2.8	24.2	28.9	2.9	25.9	34.0	3.0	31.0	36.3	3.1	33.1	37.4	3.2	34.2	38.5	3.3	35.1	39.2	3.4	35.7	39.9	3.5	36.3	40.1	3.5	36.5
90	1.8	0.1	1.7	10.2	0.5	9.6	20.4	1.5	18.9	27.2	2.0	25.2	31.4	2.4	29.0	35.0	2.6	32.4	36.5	2.6	33.9	38.5	2.7	35.7	40.3	2.9	37.4	41.5	3.0	38.4	42.1	3.0	39.1	43.0	3.0	39.9	46.0	3.1	42.9	46.3	3.1	43.2
85	0	0	0	9.8	0.3	9.4	17.0	0.7	16.3	22.8	1.1	21.6	26.4	1.5	24.9	29.2	1.7	27.5	30.5	1.7	28.7	32.6	1.8	30.8	33.6	1.9	31.6	34.8	2.0	32.7	35.5	2.0	33.4	36.3	2.0	34.2	36.9	2.1	34.8	37.1	2.1	35.0
80	0	0	0	8.2	0.6	7.5	16.0	0.9	15.1	21.0	1.1	19.8	24.1	1.3	22.8	26.2	1.4	24.8	27.3	1.4	25.8	29.1	1.4	27.6	29.7	1.4	28.2	30.9	1.6	29.3	31.8	1.6	30.1	32.6	1.6	30.9	33.2	1.6	31.6	33.5	1.6	31.8
75	0	0	0	7.5	0.3	7.1	13.8	0.7	13.1	17.5	0.8	16.6	19.5	1.0	18.4	21.3	1.1	20.1	22.9	1.2	21.6	25.3	1.2	24.0	26.0	1.2	24.8	26.5	1.2	25.2	26.8	1.3	25.5	27.2	1.3	25.9	27.6	1.3	26.2	28.0	1.3	26.7
70	0	0	0	5.4	0.2	5.2	11.2	0.4	10.7	14.8	0.5	14.2	16.5	0.6	15.8	17.9	0.7	17.2	18.6	0.7	17.9	19.7	0.7	19.0	20.0	0.7	19.3	20.7	0.7	19.9	20.9	0.7	20.2	21.5	0.7	20.7	22.1	0.7	21.3	22.1	0.7	21.4
65	0	0	0	5.8	0.2	5.5	12.2	0.3	11.9	14.9	0.4	14.5	16.5	0.4	16.0	17.5	0.4	17.0	18.1	0.4	17.6	19.1	0.5	18.5	19.5	0.5	19.0	20.2	0.5	19.7	20.6	0.5	20.1	21.3	0.5	20.7	21.5	0.5	21.0	21.9	0.5	21.4
60	0	0	0	8.7	0.3	8.3	15.5	0.5	14.9	17.7	0.6	17.1	18.9	0.6	18.2	19.9	0.7	19.2	21.3	0.7	20.6	22.4	0.8	21.5	23.2	0.8	22.3	24.0	0.8	23.1	25.0	0.9	24.1	25.3	0.9	24.4	25.8	0.9	24.8	26.1	0.9	25.2
55	0	0	0	5.1	0.8	4.2	13.3	1.0	12.3	15.4	1.0	14.4	16.6	1.1	15.5	17.2	1.1	16.1	17.8	1.1	16.6	18.5	1.2	17.3	19.3	1.2	18.1	19.9	1.2	18.7	20.7	1.2	19.5	20.9	1.2	19.7	21.1	1.2	19.8	21.1	1.2	19.9
50	0	0	0	11.1	1.1	9.9	21.0	1.5	19.4	24.8	1.6	23.1	26.4	1.7	24.7	27.7	1.7	25.9	28.7	1.8	26.9	30.6	1.9	28.7	30.9	1.9	28.9	31.7	2.0	29.7	31.9	2.0	29.8	32.2	2.1	30.1	32.3	2.1	30.2	32.3	2.1	30.2

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	7,631.44	open	51,692	7,630	3.6	7,651.5	17.0	7630	16.7	15.57	-0.002	0.02300
T	10:00	7,621.85 -9.6	current	277,097	7,625	20.3	7,630.6	17.5	7620	15.6	15.77	0.028	0.02560
T30	10:30	7,628.60 +6.8	current	314,575	7,620	25.7	7,622.5	16.7	7630	14.5	15.70	-0.043	0.02880
E	11:00	7,618.63 -10.0	current	254,908	7,650	29.3	7,629.7	17.9	7620	14.2	15.87	-0.021	0.03080
E30	11:30	7,627.61 +9.0	current	156,604	7,620	18.2	7,623.9	24.8	7630	12.3	15.80	-0.086	0.03720
N	12:00	7,635.19 +7.6	current	182,840	7,630	21.3	7,630.9	31.0	7635	11.6	15.66	0.007	0.04220
N30	12:30	7,636.02 +0.8	current	146,714	7,635	19.7	7,639.4	34.0	7635	11.5	15.62	0.040	0.04560
P1	13:00	7,634.73 -1.3	current	176,363	7,635	22.5	7,630.5	35.2	7635	12.0	15.65	-0.008	0.04720
P130	13:30	7,631.15 -3.6	current	145,464	7,635	21.2	7,633.9	34.9	7630	11.4	15.66	0.071	0.05400
P2	14:00	7,636.96 +5.8	current	122,365	7,635	20.2	7,632.7	45.6	7635	10.3	15.56	0.099	0.06640
P230	14:30	7,638.87 +1.9	current	179,360	7,640	30.9	7,639.3	43.3	7640	10.4	15.53	-0.042	0.07680
P3	15:00	7,636.00 -2.9	current	157,551	7,635	30.7	7,635.0	54.1	7635	10.7	15.58	0.050	0.09100
P330	15:30	7,637.12 +1.1	current	183,653	7,640	43.2	7,637.3	51.7	7635	11.7	15.50	0.243	0.11280
C	16:00 Close	7,637.76 +0.6	close	279,589	7,640	78.4	7,640.7	68.4	7640	30.9	15.43	0.199	0.36380

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.