Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-18 · Exp 2026-09-18 · Spot 7,650.50 · Window 7565–7745 · Last slot C · Generated 2026-09-18 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-18.json

Wall vs flow slot C · Call peak K7645 Δ51,207 vs wall K7700 away -55pt · Put peak K7640 Δ42,392 vs wall K7550 away +90pt · 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

2026-09-18 SPX O 7,657.17 · H 7,657.17 · L 7,610.52 · C 7,650.50 prior C — VIX 14.81 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	7,657.17	7,627.19	7,624.22	7,629.04	7,629.97	7,619.34	7,617.31	7,623.61	7,624.91	7,628.93	7,634.43	7,641.90	7,638.88	7,650.50
VIX	15.27	15.36	15.45	15.31	15.22	15.43	15.53	15.41	15.39	15.24	15.13	14.99	15.00	14.87
ATM	26.60	23.10	21.55	20.25	17.70	16.25	15.55	13.30	11.25	9.65	9.35	8.72	6.43	3.20
IV	14.8	14.4	14.1	13.8	12.8	12.5	12.8	11.6	10.9	10.3	11.7	12.9	13.5	44.3
Wk	26.60	23.10	21.55	20.25	17.70	16.25	15.55	13.30	11.25	9.65	9.35	8.72	6.43	83.60

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
45	0.3	0.3	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.5	0.4	0.0	0.0	0.0	0	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	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0
40	0.2	0.2	0	0.2	0.2	0.0	0.3	0.3	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	0.1	0.1	0.0	0.6	0.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0
35	0.2	0.2	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.3	0.2	0.0	0.2	0.2	0	0.0	0.0	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.0	0.0	0	0.2	0.2	0	0.5	0.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
30	0.8	0.8	0.0	0.4	0.4	0.0	1.1	1.1	0.0	0.4	0.4	0	0.2	0.2	0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.1	0.1	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
25	0.7	0.7	0.0	1.0	1.0	0.0	0.6	0.6	0.0	1.0	1.0	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
20	0.9	0.9	0.0	3.2	3.2	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.7	0.6	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0	0.1	0.1	0.0	0.6	0.6	0.0	0.0	0.0	0.0	0.0	0.0	0
15	0.5	0.5	0	1.3	1.3	0.0	1.5	1.5	0.0	0.5	0.5	0.0	0.3	0.3	0	0.6	0.6	0.0	0.5	0.5	0.0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.0	0.0	0.0
10	0.6	0.6	0.0	1.8	1.7	0.0	1.8	1.8	0.0	0.2	0.2	0.0	0.3	0.2	0.0	0.4	0.4	0.0	0.3	0.3	0	0.1	0.1	0.0	0.1	0.1	0	0.1	0.1	0.0	0.4	0.4	0.0	0.4	0.4	0	0.7	0.7	0	0.0	0.0	0.0
05	1.4	1.4	0.0	2.4	2.3	0.0	1.7	1.6	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.2	0.2	0	0.4	0.4	0.0	0.2	0.2	0.0	0.2	0.2	0	0.3	0.3	0.0	0.3	0.3	0	0.3	0.2	0.0	0.0	0.0	0.0
77	1.9	1.9	0.0	4.6	4.3	0.3	3.0	2.8	0.2	18.2	10.1	8.0	0.9	0.8	0.0	1.3	1.2	0.1	0.6	0.5	0.1	1.1	1.1	0.0	0.8	0.7	0.1	1.6	1.0	0.5	4.9	2.7	2.2	22.9	11.8	11.0	1.0	0.8	0.2	0.6	0.5	0.0
95	2.0	2.0	0.0	4.4	4.3	0.0	1.5	1.5	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.5	0.5	0	0.3	0.3	0.0	0.4	0.3	0.0	0.5	0.5	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.7	0.6	0.0
90	2.1	2.0	0.0	4.3	4.2	0.0	1.7	1.7	0.0	1.0	1.0	0.0	0.9	0.9	0.0	1.1	1.1	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.9	0.7	0.1	0.9	0.9	0	1.2	1.2	0.0	0.5	0.4	0.0	0.6	0.6	0.0
85	2.1	2.1	0.0	7.7	7.6	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	1.7	1.6	0.0	0.6	0.5	0.0	0.4	0.4	0.0	0.4	0.3	0.1	0.6	0.6	0.0	1.0	1.0	0.0	0.6	0.6	0.0	0.7	0.7	0.0
80	2.1	2.1	0.0	10.0	9.9	0.1	4.0	3.9	0.0	1.4	1.4	0.0	1.9	1.9	0.0	1.4	1.3	0.0	1.9	1.8	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.7	0.6	0.0	0.9	0.9	0.0	1.7	1.6	0.1	1.3	1.3	0.0	0.6	0.6	0.0
75	2.6	2.4	0.1	9.9	9.6	0.3	10.3	10.2	0.1	3.9	3.9	0.0	2.9	2.9	0.0	1.3	1.2	0.0	2.5	2.4	0.0	1.0	1.0	0.0	2.0	1.3	0.7	0.8	0.7	0.0	1.6	1.3	0.3	2.7	2.5	0.1	0.9	0.8	0.0	1.1	1.0	0.0
70	4.7	4.5	0.1	17.6	17.2	0.4	11.8	11.5	0.2	4.2	4.0	0.1	2.9	2.7	0.1	3.2	3.1	0.1	3.0	2.9	0.0	1.7	1.6	0.0	1.5	1.4	0.0	0.5	0.5	0.0	2.3	2.1	0.1	4.0	3.8	0.1	1.5	1.4	0.1	2.2	2.0	0.2
65	1.8	1.7	0.1	8.8	8.3	0.4	9.2	8.7	0.5	3.5	3.5	0.0	3.6	3.5	0.0	3.6	3.5	0.0	2.3	2.1	0.1	1.3	1.3	0.0	0.5	0.5	0.0	0.9	0.8	0.0	1.5	1.4	0.0	7.2	6.9	0.3	4.2	4.1	0.1	4.6	4.5	0.1
60	2.1	1.9	0.2	10.8	10.1	0.6	10.2	9.4	0.7	7.1	6.8	0.2	4.5	4.2	0.2	5.5	5.2	0.3	6.4	6.1	0.2	2.3	2.2	0.1	1.3	1.3	0.0	1.6	1.5	0.1	3.6	3.4	0.1	12.6	11.9	0.7	7.9	7.1	0.7	8.1	7.3	0.7
55	1.4	1.1	0.3	16.9	15.7	1.1	17.9	17.4	0.5	21.2	20.9	0.2	5.3	5.0	0.3	4.4	4.2	0.2	4.7	4.5	0.2	2.6	2.4	0.2	1.6	1.4	0.1	1.9	1.8	0.0	4.5	4.1	0.4	20.0	18.8	1.1	13.3	11.9	1.3	19.0	17.3	1.7
50	3.8	2.8	1.0	22.3	19.5	2.7	32.2	27.3	4.9	28.1	26.3	1.7	8.8	8.3	0.5	8.7	8.0	0.6	9.6	8.9	0.6	10.6	7.8	2.7	4.2	3.9	0.3	4.4	3.7	0.6	10.9	10.0	0.8	31.7	27.5	4.1	27.1	23.6	3.5	58.7	49.6	9.1
45	4.2	2.5	1.7	15.5	9.5	5.9	10.8	9.2	1.5	8.4	7.6	0.7	7.2	6.2	1.0	7.4	6.6	0.8	6.8	6.3	0.5	5.7	5.4	0.3	3.5	3.3	0.2	4.0	3.6	0.4	12.3	10.8	1.5	34.7	25.5	9.2	35.9	26.3	9.6	79.2	51.2	28.0
40	2.4	1.1	1.3	19.2	9.3	9.9	14.8	11.6	3.2	11.9	10.5	1.4	9.0	7.4	1.5	11.0	8.0	3.0	8.6	7.7	0.8	9.7	8.8	0.8	6.5	5.9	0.6	9.2	8.2	0.9	23.9	21.0	2.9	41.2	24.1	17.0	37.0	13.2	23.7	67.2	24.8	42.3
35	2.3	0.4	1.9	18.1	6.2	11.9	11.7	8.2	3.4	8.9	6.7	2.1	9.2	7.1	2.1	11.0	7.7	3.2	11.7	10.3	1.4	12.2	10.5	1.6	9.2	8.1	1.0	14.9	12.8	2.0	29.0	22.6	6.4	33.3	17.2	16.0	17.8	3.7	14.1	38.8	7.9	30.9
30	1.3	0.2	1.0	17.7	6.6	11.1	27.8	20.2	7.5	14.9	9.6	5.2	17.5	11.0	6.5	13.8	8.8	5.0	13.6	11.2	2.3	14.0	11.6	2.4	11.1	8.8	2.2	19.6	14.0	5.5	30.7	18.2	12.4	28.3	9.0	19.3	12.7	3.2	9.4	16.9	3.8	13.1
25	1.3	0.3	1.0	11.3	2.5	8.7	40.3	22.8	17.4	21.4	11.8	9.6	16.4	6.6	9.7	18.9	9.1	9.8	16.0	11.0	5.0	20.0	13.7	6.2	17.7	10.0	7.6	19.3	8.2	11.1	23.5	7.0	16.4	22.2	4.3	17.8	6.0	1.0	5.0	7.3	1.4	5.9
20	1.3	0.1	1.2	10.5	1.6	8.9	28.1	8.9	19.2	19.3	7.2	12.1	10.3	2.7	7.5	19.1	6.7	12.4	22.5	10.9	11.6	22.5	10.9	11.5	14.0	4.8	9.1	16.7	4.8	11.9	17.0	3.6	13.4	12.4	1.5	10.9	4.9	0.4	4.4	4.8	0.7	4.1
15	1.1	0.0	1.0	8.1	0.8	7.2	13.4	2.5	10.8	8.5	1.8	6.7	6.6	1.1	5.4	8.4	1.7	6.6	18.5	6.3	12.2	14.3	4.2	10.1	8.7	1.5	7.2	9.3	1.7	7.5	7.8	1.2	6.6	5.2	0.6	4.5	1.3	0.1	1.2	2.7	0.2	2.5
10	1.3	0.0	1.2	7.9	0.4	7.5	12.3	1.9	10.4	7.0	1.5	5.4	6.3	1.0	5.2	8.7	1.6	7.0	15.3	3.9	11.4	12.2	2.4	9.7	8.5	0.9	7.5	6.4	0.8	5.5	5.8	0.8	5.0	4.1	0.6	3.4	1.3	0.1	1.2	1.7	0.2	1.5
05	1.2	0.1	1.1	5.7	0.2	5.4	9.1	1.1	8.0	7.9	0.8	7.1	5.1	0.3	4.8	6.3	0.4	5.8	9.3	1.1	8.1	7.7	0.6	7.0	4.1	0.3	3.7	3.2	0.2	2.9	4.1	0.3	3.8	4.4	0.3	4.1	0.6	0.1	0.5	1.0	0.0	0.9
76	2.3	0.1	2.2	12.2	0.5	11.7	17.9	1.2	16.7	9.9	0.7	9.1	7.8	0.5	7.2	10.6	0.7	9.8	14.0	1.0	12.9	10.5	0.9	9.5	5.8	0.4	5.4	5.4	0.3	5.0	4.4	0.3	4.0	4.8	0.3	4.5	1.6	0.2	1.3	2.0	0.2	1.7
95	1.8	0.1	1.7	8.0	0.2	7.7	8.9	0.5	8.3	5.9	0.3	5.6	4.1	0.2	3.9	4.6	0.2	4.4	6.9	0.3	6.6	4.7	0.3	4.3	3.5	0.1	3.4	2.4	0.1	2.2	1.8	0.1	1.7	2.8	0.1	2.7	0.5	0.0	0.5	0.5	0.0	0.5
90	0.9	0.0	0.9	6.2	0.2	5.9	10.4	0.4	9.9	6.5	0.2	6.3	4.7	0.2	4.5	4.7	0.3	4.4	6.9	0.3	6.5	4.4	0.2	4.1	2.1	0.1	2.0	3.9	0.0	3.9	1.5	0.0	1.5	1.3	0.1	1.2	1.1	0.0	1.0	0.4	0.0	0.4
85	0.9	0.0	0.8	4.6	0.1	4.5	6.9	0.5	6.3	3.7	0.2	3.5	3.1	0.2	2.9	3.0	0.2	2.8	5.3	0.2	5.0	2.7	0.2	2.4	1.6	0.1	1.5	1.3	0.0	1.3	1.3	0.0	1.3	1.0	0.0	1.0	1.2	0.0	1.2	0.5	0.0	0.5
80	1.2	0.0	1.1	5.9	0.2	5.6	10.2	0.4	9.7	5.7	0.1	5.5	3.9	0.0	3.8	2.3	0.1	2.2	4.6	0.1	4.4	2.7	0.0	2.6	1.9	0.0	1.8	3.1	0.0	3.1	1.2	0.0	1.2	1.2	0.0	1.2	1.0	0.0	1.0	0.1	0.0	0.1
75	1.6	0.0	1.6	6.7	0.1	6.6	8.3	0.2	8.0	3.8	0.1	3.7	2.2	0.0	2.2	2.0	0.0	1.9	3.5	0.3	3.2	1.7	0.0	1.6	1.7	0.0	1.7	1.3	0.0	1.2	0.7	0.0	0.7	0.6	0.0	0.6	0.3	0.0	0.3	0.2	0.0	0.2
70	0.8	0.0	0.8	3.8	0.0	3.7	5.6	0.2	5.4	3.2	0.0	3.2	1.8	0.0	1.8	1.6	0.0	1.6	2.3	0.0	2.3	2.4	0.0	2.4	1.5	0.0	1.5	1.1	0.0	1.1	0.6	0.0	0.6	1.2	0.0	1.1	0.4	0	0.4	0.1	0	0.1
65	0.7	0.0	0.7	2.8	0.0	2.7	11.2	0.2	11.0	8.0	0.0	8.0	0.8	0.0	0.8	1.5	0.0	1.5	3.9	0.0	3.9	1.2	0.0	1.2	0.7	0.0	0.7	0.3	0.0	0.3	0.1	0	0.1	0.8	0.0	0.8	0.1	0	0.1	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
45	0.3	0.3	0.0	0.5	0.5	0.0	0.7	0.7	0.0	1.2	1.2	0.0	1.3	1.2	0.0	1.3	1.3	0.0	1.3	1.3	0.0	1.4	1.3	0.0	1.4	1.3	0.0	1.6	1.5	0.0	1.6	1.6	0.0	1.7	1.6	0.0	1.7	1.6	0.0	1.7	1.6	0.0
40	0.2	0.2	0	0.5	0.5	0.0	0.8	0.8	0.0	1.4	1.3	0.0	1.5	1.4	0.0	1.6	1.5	0.0	1.7	1.6	0.0	1.7	1.6	0.1	1.8	1.6	0.1	1.9	1.8	0.1	2.5	2.4	0.1	2.6	2.5	0.1	2.6	2.5	0.1	2.6	2.5	0.1
35	0.2	0.2	0.0	1.1	1.1	0.0	1.5	1.5	0.0	1.8	1.8	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	2.4	2.4	0.0	2.7	2.7	0.0	3.2	3.1	0.0	3.2	3.2	0.0	3.2	3.2	0.0	3.2	3.2	0.0
30	0.8	0.8	0.0	1.2	1.2	0.0	2.3	2.3	0.0	2.8	2.8	0.0	3.1	3.0	0.0	3.2	3.2	0.0	3.4	3.4	0.0	3.6	3.6	0.0	3.7	3.6	0.0	3.8	3.7	0.0	4.0	3.9	0.0	4.0	3.9	0.0	4.0	3.9	0.0	4.0	3.9	0.0
25	0.7	0.7	0.0	1.8	1.8	0.0	2.4	2.4	0.0	3.5	3.5	0.0	3.8	3.7	0.0	3.9	3.9	0.0	4.2	4.2	0.0	4.3	4.3	0.0	4.4	4.3	0.0	4.4	4.3	0.0	4.7	4.6	0.0	4.7	4.6	0.1	4.8	4.6	0.1	4.8	4.7	0.1
20	0.9	0.9	0.0	4.2	4.2	0.0	4.9	4.8	0.0	5.4	5.4	0.0	5.6	5.6	0.0	5.9	5.8	0.0	6.6	6.4	0.1	6.7	6.5	0.1	6.7	6.5	0.1	6.8	6.6	0.1	6.9	6.7	0.2	7.6	7.4	0.2	7.7	7.5	0.2	7.7	7.5	0.2
15	0.5	0.5	0	1.8	1.8	0.0	3.4	3.4	0.0	3.9	3.9	0.0	4.3	4.3	0.0	4.9	4.9	0.0	5.5	5.5	0.0	5.7	5.7	0.0	5.8	5.7	0.0	5.9	5.8	0.0	6.5	6.4	0.0	7.2	7.2	0.0	8.0	8.0	0.0	8.0	8.0	0.0
10	0.6	0.6	0.0	2.4	2.3	0.0	4.2	4.2	0.0	4.5	4.5	0.0	4.8	4.7	0.0	5.2	5.2	0.0	5.6	5.6	0.0	5.8	5.7	0.0	5.9	5.9	0.0	6.1	6.0	0.0	6.6	6.5	0.0	7.0	6.9	0.0	7.8	7.7	0.0	7.8	7.8	0.0
05	1.4	1.4	0.0	3.8	3.7	0.0	5.5	5.4	0.1	6.0	5.9	0.1	6.3	6.2	0.1	6.6	6.5	0.1	6.9	6.7	0.1	7.3	7.1	0.1	7.6	7.4	0.1	7.8	7.7	0.1	8.1	8.0	0.1	8.5	8.3	0.1	8.8	8.6	0.1	8.8	8.6	0.1
77	1.9	1.9	0.0	6.6	6.2	0.3	9.7	9.1	0.6	27.9	19.2	8.6	28.8	20.1	8.7	30.2	21.3	8.8	30.9	21.8	9.0	32.0	23.0	9.0	32.9	23.7	9.1	34.5	24.7	9.7	39.4	27.4	11.9	62.3	39.3	23.0	63.4	40.1	23.2	64.1	40.7	23.3
95	2.0	2.0	0.0	6.4	6.4	0.0	8.0	7.9	0.1	8.6	8.5	0.1	9.3	9.1	0.1	10.0	9.8	0.1	10.4	10.3	0.1	11.0	10.9	0.1	11.4	11.2	0.1	11.8	11.6	0.2	12.4	12.1	0.2	13.2	13.0	0.2	13.7	13.5	0.2	14.4	14.2	0.2
90	2.1	2.0	0.0	6.4	6.3	0.0	8.1	8.0	0.1	9.2	9.0	0.1	10.1	9.9	0.1	11.3	11.1	0.1	12.0	11.8	0.1	12.3	12.1	0.2	12.6	12.4	0.2	13.5	13.1	0.3	14.5	14.1	0.3	15.8	15.4	0.4	16.3	15.9	0.4	16.9	16.5	0.4
85	2.1	2.1	0.0	9.8	9.7	0.0	11.3	11.2	0.1	12.4	12.2	0.1	13.4	13.2	0.1	14.2	14.0	0.2	16.0	15.7	0.2	16.6	16.3	0.2	17.1	16.8	0.2	17.5	17.1	0.4	18.2	17.7	0.4	19.2	18.7	0.4	19.9	19.4	0.5	20.7	20.1	0.5
80	2.1	2.1	0.0	12.2	12.0	0.1	16.2	15.9	0.2	17.7	17.4	0.2	19.7	19.3	0.3	21.1	20.7	0.3	23.0	22.6	0.3	23.6	23.2	0.4	23.9	23.5	0.4	24.6	24.2	0.4	25.6	25.1	0.4	27.4	26.8	0.5	28.8	28.1	0.6	29.4	28.7	0.6
75	2.6	2.4	0.1	12.6	12.1	0.4	23.0	22.4	0.6	27.0	26.3	0.6	29.9	29.2	0.6	31.3	30.5	0.7	33.8	33.0	0.8	34.9	34.0	0.8	36.9	35.4	1.5	37.8	36.1	1.6	39.5	37.5	1.9	42.2	40.1	2.0	43.1	40.9	2.1	44.2	42.0	2.2
70	4.7	4.5	0.1	22.4	21.8	0.5	34.2	33.3	0.8	38.4	37.4	1.0	41.4	40.2	1.1	44.6	43.3	1.3	47.6	46.2	1.4	49.4	47.9	1.4	50.9	49.4	1.4	51.5	49.9	1.5	53.8	52.1	1.6	57.9	56.0	1.8	59.4	57.4	2.0	61.7	59.5	2.2
65	1.8	1.7	0.1	10.6	10.1	0.5	19.9	18.8	1.1	23.5	22.3	1.1	27.2	25.9	1.2	30.8	29.5	1.3	33.1	31.6	1.4	34.5	33.0	1.5	35.1	33.5	1.5	36.0	34.4	1.6	37.6	35.8	1.7	44.8	42.8	2.0	49.1	46.9	2.1	53.8	51.4	2.3
60	2.1	1.9	0.2	13.0	12.1	0.8	23.2	21.5	1.6	30.3	28.3	1.9	34.9	32.6	2.2	40.4	37.8	2.5	46.8	44.0	2.7	49.2	46.2	2.9	50.5	47.5	3.0	52.2	49.1	3.1	55.8	52.5	3.2	68.4	64.4	3.9	76.4	71.6	4.7	84.5	78.9	5.5
55	1.4	1.1	0.3	18.4	16.9	1.5	36.4	34.3	2.0	57.6	55.3	2.3	63.0	60.3	2.6	67.4	64.5	2.9	72.2	69.0	3.1	74.8	71.5	3.3	76.4	72.9	3.4	78.4	74.8	3.5	82.9	78.9	4.0	103.0	97.8	5.1	116.3	109.7	6.5	135.3	127.0	8.3
50	3.8	2.8	1.0	26.1	22.3	3.7	58.4	49.6	8.7	86.5	76.0	10.5	95.4	84.4	11.0	104.1	92.5	11.6	113.8	101.5	12.3	124.4	109.3	15.1	128.7	113.3	15.4	133.2	117.0	16.1	144.1	127.1	16.9	175.8	154.7	21.1	203.0	178.3	24.6	261.7	227.9	33.8
45	4.2	2.5	1.7	19.7	12.1	7.6	30.6	21.3	9.2	39.0	29.0	10.0	46.3	35.2	11.0	53.7	41.9	11.8	60.6	48.2	12.3	66.4	53.6	12.7	70.0	56.9	13.0	74.0	60.6	13.4	86.4	71.4	15.0	121.2	96.9	24.2	157.2	123.3	33.9	236.5	174.5	61.9
40	2.4	1.1	1.3	21.7	10.4	11.3	36.5	22.0	14.5	48.5	32.5	15.9	57.5	40.0	17.5	68.5	48.0	20.5	77.1	55.7	21.4	86.9	64.6	22.2	93.5	70.5	22.9	102.7	78.8	23.9	126.7	99.8	26.8	167.9	124.0	43.9	204.9	137.2	67.6	272.2	162.1	110.0
35	2.3	0.4	1.9	20.5	6.7	13.8	32.2	14.9	17.2	41.1	21.7	19.4	50.3	28.8	21.5	61.4	36.5	24.8	73.2	46.9	26.2	85.4	57.4	27.9	94.6	65.5	29.0	109.5	78.4	31.0	138.6	101.0	37.5	171.9	118.3	53.5	189.8	122.1	67.6	228.7	130.1	98.6
30	1.3	0.2	1.0	19.1	6.8	12.2	47.0	27.1	19.8	61.9	36.8	25.0	79.4	47.8	31.6	93.2	56.6	36.6	106.9	67.9	38.9	120.9	79.5	41.4	132.0	88.4	43.6	151.7	102.4	49.2	182.4	120.7	61.7	210.8	129.7	81.1	223.5	133.0	90.5	240.5	136.8	103.6
25	1.3	0.3	1.0	12.6	2.9	9.7	53.0	25.8	27.1	74.4	37.6	36.8	90.8	44.3	46.5	109.8	53.4	56.3	125.8	64.4	61.4	145.8	78.2	67.6	163.6	88.3	75.2	182.9	96.5	86.4	206.5	103.5	102.9	228.7	107.9	120.8	234.8	109.0	125.8	242.2	110.4	131.7
20	1.3	0.1	1.2	11.9	1.8	10.1	40.1	10.7	29.4	59.4	17.9	41.5	69.7	20.6	49.0	88.9	27.4	61.4	111.4	38.3	73.0	134.0	49.3	84.6	148.0	54.2	93.7	164.8	59.1	105.6	181.8	62.7	119.1	194.3	64.2	130.0	199.3	64.7	134.5	204.1	65.4	138.6
15	1.1	0.0	1.0	9.2	0.9	8.3	22.7	3.5	19.1	31.2	5.3	25.8	37.8	6.5	31.2	46.3	8.3	37.9	64.8	14.6	50.1	79.1	18.8	60.2	87.9	20.4	67.5	97.2	22.1	75.1	105.0	23.3	81.7	110.3	23.9	86.3	111.6	24.1	87.5	114.4	24.4	90.0
10	1.3	0.0	1.2	9.2	0.5	8.7	21.6	2.4	19.1	28.6	4.0	24.5	35.0	5.1	29.8	43.7	6.8	36.9	59.1	10.7	48.3	71.3	13.2	58.1	79.8	14.1	65.6	86.2	15.0	71.1	92.1	15.8	76.2	96.2	16.5	79.7	97.6	16.6	80.9	99.4	16.9	82.5
05	1.2	0.1	1.1	6.9	0.3	6.6	16.1	1.5	14.6	24.1	2.4	21.7	29.3	2.7	26.5	35.6	3.2	32.4	45.0	4.4	40.6	52.7	5.1	47.6	56.9	5.4	51.4	60.1	5.7	54.3	64.3	6.0	58.2	68.7	6.4	62.3	69.4	6.5	62.8	70.4	6.6	63.8
76	2.3	0.1	2.2	14.6	0.6	13.9	32.5	1.8	30.6	42.5	2.6	39.8	50.4	3.2	47.1	61.0	4.0	57.0	75.1	5.1	70.0	85.6	6.0	79.5	91.5	6.5	85.0	96.9	6.9	90.0	101.3	7.2	94.1	106.2	7.6	98.6	107.8	7.8	99.9	109.8	8.1	101.7
95	1.8	0.1	1.7	9.8	0.3	9.4	18.7	0.9	17.8	24.7	1.2	23.4	28.8	1.4	27.3	33.5	1.7	31.8	40.5	2.0	38.4	45.2	2.4	42.8	48.7	2.5	46.2	51.2	2.7	48.5	53.1	2.8	50.2	55.9	3.0	52.9	56.4	3.0	53.4	57.0	3.0	53.9
90	0.9	0.0	0.9	7.2	0.3	6.8	17.6	0.7	16.8	24.2	1.0	23.2	29.0	1.2	27.7	33.7	1.6	32.1	40.7	1.9	38.7	45.1	2.2	42.9	47.3	2.3	44.9	51.3	2.4	48.8	52.9	2.5	50.3	54.3	2.6	51.6	55.4	2.6	52.7	55.8	2.6	53.1
85	0.9	0.0	0.8	5.5	0.1	5.4	12.5	0.7	11.8	16.3	0.9	15.3	19.4	1.1	18.2	22.5	1.3	21.1	27.8	1.6	26.2	30.5	1.9	28.6	32.2	2.0	30.2	33.6	2.0	31.5	35.0	2.1	32.8	36.0	2.1	33.9	37.2	2.1	35.1	37.8	2.1	35.6
80	1.2	0.0	1.1	7.1	0.3	6.8	17.4	0.8	16.5	23.1	0.9	22.1	27.0	1.0	26.0	29.4	1.1	28.2	34.0	1.3	32.7	36.7	1.4	35.3	38.7	1.4	37.2	41.8	1.4	40.3	43.1	1.4	41.6	44.3	1.5	42.8	45.4	1.5	43.9	45.5	1.5	44.0
75	1.6	0.0	1.6	8.4	0.1	8.2	16.7	0.3	16.3	20.6	0.5	20.1	22.9	0.5	22.3	24.9	0.6	24.3	28.5	0.9	27.5	30.2	1.0	29.2	32.0	1.0	31.0	33.3	1.1	32.2	34.1	1.1	33.0	34.8	1.1	33.7	35.2	1.1	34.0	35.4	1.1	34.2
70	0.8	0.0	0.8	4.6	0.1	4.5	10.3	0.3	10.0	13.6	0.3	13.2	15.4	0.4	15.0	17.0	0.4	16.6	19.4	0.4	18.9	21.9	0.5	21.3	23.4	0.5	22.9	24.6	0.5	24.0	25.2	0.5	24.7	26.4	0.5	25.8	26.8	0.5	26.3	27.0	0.5	26.5
65	0.7	0.0	0.7	3.5	0.0	3.5	14.8	0.3	14.5	22.9	0.3	22.5	23.7	0.3	23.4	25.2	0.3	24.9	29.2	0.4	28.8	30.4	0.4	30.0	31.2	0.4	30.8	31.5	0.4	31.1	31.7	0.4	31.2	32.6	0.4	32.1	32.7	0.4	32.3	32.8	0.4	32.3

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	7,657.17	open	60,721	7,670	4.7	7,650.6	12.3	7655	14.8	15.27	-0.318	0.02400
T	10:00	7,627.19 -30.0	current	294,319	7,650	22.3	7,641.0	13.5	7625	14.4	15.36	0.079	0.02760
T30	10:30	7,624.22 -3.0	current	361,086	7,625	40.3	7,629.2	26.7	7625	14.1	15.45	-0.017	0.02960
E	11:00	7,629.04 +4.8	current	251,413	7,650	28.1	7,634.4	18.0	7630	13.8	15.31	-0.071	0.03170
E30	11:30	7,629.97 +0.9	current	152,702	7,630	17.5	7,628.9	28.3	7630	12.8	15.22	-0.028	0.03580
N	12:00	7,619.34 -10.6	current	170,192	7,620	19.1	7,627.5	27.3	7620	12.5	15.43	-0.039	0.03920
N30	12:30	7,617.31 -2.0	current	207,528	7,620	22.5	7,622.7	27.2	7615	12.8	15.53	0.061	0.04080
P1	13:00	7,623.61 +6.3	current	173,656	7,620	22.5	7,623.4	32.6	7625	11.6	15.41	-0.082	0.04820
P130	13:30	7,624.91 +1.3	current	117,452	7,625	17.7	7,623.8	36.5	7625	10.9	15.39	-0.013	0.05680
P2	14:00	7,628.93 +4.0	current	137,990	7,630	19.6	7,626.3	39.1	7630	10.3	15.24	-0.086	0.06640
P230	14:30	7,634.43 +5.5	current	202,794	7,630	30.7	7,634.7	41.3	7635	11.7	15.13	-0.031	0.06780
P3	15:00	7,641.90 +7.5	current	309,169	7,640	41.2	7,643.5	35.4	7640	12.9	14.99	0.236	0.07220
P330	15:30	7,638.88 -3.0	current	185,748	7,640	37.0	7,642.7	48.9	7640	13.5	15.00	0.038	0.10220
C	16:00 Close	7,650.50 +11.6	close	322,078	7,645	79.2	7,642.8	48.8	7650	44.3	14.87	-0.849	0.09460

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.