Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-21 · Exp 2026-09-21 · Spot 7,764.70 · Window 7650–7830 · Last slot C · Generated 2026-09-21 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-21.json

Wall vs flow slot C · Call peak K7775 Δ53,953 vs wall K7700 away +75pt · Put peak K7770 Δ44,043 vs wall K7430 away +340pt · 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

2026-09-21 SPX O 7,692.83 · H 7,779.22 · L 7,691.19 · C 7,764.70 prior C — VIX 14.87 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	7,692.83	7,706.60	7,721.38	7,723.43	7,728.49	7,736.86	7,748.76	7,753.35	7,757.97	7,759.61	7,768.70	7,773.34	7,771.56	7,764.70
VIX	14.90	14.88	14.80	14.61	14.79	14.89	15.02	15.01	15.01	15.06	15.03	15.02	14.94	14.79
ATM	17.55	16.30	17.40	14.80	14.20	13.70	14.15	13.45	12.35	10.40	11.00	10.40	7.13	3.02
IV	10.5	10.1	11.1	10.1	10.1	10.3	11.4	11.6	11.5	11.1	13.4	15.1	14.7	26.2
Wk	71.95	71.85	71.60	69.40	71.25	72.50	74.95	72.80	71.85	72.40	72.30	70.65	70.40	71.30

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
30	0.0	0.0	0	0.6	0.6	0	0.7	0.7	0	0.0	0.0	0	0.3	0.3	0.0	0.4	0.4	0.0	0.6	0.6	0	0.6	0.6	0.0	0.1	0.1	0.0	0.2	0.2	0	0.7	0.7	0	0.5	0.5	0.0	0.2	0.2	0	0.3	0.3	0.0
25	0.4	0.4	0	0.2	0.2	0.0	1.0	1.0	0	0.1	0.1	0.0	0.2	0.2	0	0.1	0.1	0.0	0.2	0.2	0	1.2	1.2	0.0	0.3	0.3	0	0.3	0.3	0.0	1.1	1.1	0.0	0.8	0.8	0.0	0.6	0.5	0.0	0.6	0.6	0.0
20	0.0	0.0	0	0.3	0.3	0	0.3	0.3	0	0.2	0.2	0	0.1	0.1	0.0	0.3	0.3	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.2	0.2	0.0	0.9	0.9	0.0	1.0	1.0	0.0	1.6	1.6	0.0	1.4	1.4	0.0	0.2	0.2	0.0
15	0.0	0.0	0	0.0	0.0	0	0.2	0.2	0.0	0.3	0.3	0.0	0.1	0.1	0	0.5	0.5	0.0	0.5	0.5	0	0.7	0.7	0.0	0.4	0.4	0.0	0.3	0.3	0	1.0	1.0	0.0	1.9	1.8	0.0	1.0	1.0	0.0	0.8	0.7	0.0
10	0.0	0.0	0	0.5	0.5	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.6	0.6	0	1.4	1.4	0.0	2.3	2.3	0.0	0.4	0.4	0.0	1.7	1.7	0.0	2.2	2.2	0.0	1.0	1.0	0.0	0.8	0.8	0.0
05	0.0	0.0	0	0.0	0.0	0.0	0.4	0.4	0.0	0.4	0.4	0	0.5	0.5	0.0	1.0	1.0	0.0	1.1	1.1	0.0	1.6	1.6	0.0	0.8	0.8	0.0	0.7	0.6	0.0	1.5	1.4	0.0	1.7	1.6	0.0	1.4	1.4	0.0	1.0	0.9	0.0
78	0.0	0.0	0.0	0.4	0.3	0.1	0.9	0.9	0.0	0.8	0.7	0.1	0.3	0.2	0.0	1.2	1.0	0.1	5.4	3.3	2.0	3.4	3.2	0.2	1.5	1.4	0.0	1.5	1.4	0.0	3.1	3.0	0.1	8.7	8.0	0.7	4.1	3.9	0.2	5.8	4.6	1.1
95	0.1	0.1	0.0	0.2	0.2	0.0	0.9	0.9	0.0	0.5	0.5	0.0	0.4	0.4	0	1.1	0.9	0.1	1.5	1.5	0.0	1.9	1.9	0.0	2.4	2.3	0.0	1.4	1.4	0.0	2.4	2.3	0.0	4.9	4.8	0.1	4.2	4.1	0.1	3.3	3.0	0.2
90	1.6	1.6	0.0	1.4	1.4	0.0	1.9	1.9	0	1.3	1.3	0.0	0.7	0.6	0.0	1.7	1.7	0.0	3.2	3.2	0.0	3.9	3.9	0.0	1.9	1.9	0.0	1.7	1.7	0.0	5.2	4.9	0.2	11.8	11.2	0.6	9.3	8.6	0.6	13.0	12.2	0.7
85	0.5	0.5	0	0.9	0.9	0	1.8	1.8	0	0.5	0.5	0.0	0.5	0.5	0.0	1.3	1.3	0.0	3.0	2.9	0.0	7.7	7.6	0.1	7.0	6.9	0.0	2.3	2.3	0.0	9.7	9.5	0.1	19.9	19.0	0.9	16.1	14.8	1.3	23.1	21.4	1.7
80	0.1	0.1	0	0.7	0.7	0.0	1.0	0.9	0.0	1.0	0.9	0.0	1.4	1.4	0.0	4.9	4.9	0.0	4.3	4.2	0.0	8.7	8.5	0.2	8.1	7.9	0.2	6.3	6.2	0.1	14.8	14.1	0.6	36.2	33.0	3.1	34.3	30.7	3.5	54.1	47.5	6.6
75	0.0	0.0	0	0.2	0.2	0.0	1.1	1.1	0.0	0.9	0.9	0.0	1.6	1.6	0.0	3.5	3.4	0.0	5.6	5.4	0.2	8.0	7.6	0.3	11.2	10.9	0.3	10.4	10.0	0.4	20.6	19.1	1.4	42.5	35.0	7.4	44.7	34.1	10.6	76.9	53.9	23.0
70	0.2	0.2	0	1.3	1.3	0	2.1	2.0	0.0	2.4	2.4	0.0	1.7	1.6	0.0	9.6	9.5	0.1	8.8	8.5	0.2	16.5	15.7	0.8	17.3	16.3	1.0	19.7	18.5	1.1	35.6	30.9	4.6	44.4	29.0	15.3	37.9	16.9	20.9	89.6	45.5	44.0
65	0.3	0.3	0	0.6	0.6	0	3.4	3.4	0.0	2.8	2.7	0.0	2.6	2.5	0.0	7.1	7.0	0.0	12.4	12.0	0.4	18.5	17.2	1.3	20.7	18.4	2.2	23.5	20.8	2.7	37.6	28.1	9.4	33.5	14.8	18.7	21.6	6.5	15.0	49.2	12.1	37.0
60	0.1	0.1	0	0.8	0.8	0.0	3.5	3.4	0.1	5.6	5.4	0.1	4.5	4.5	0.0	13.1	12.8	0.2	18.2	17.2	1.0	27.9	24.7	3.1	29.7	23.0	6.6	35.0	24.5	10.5	40.7	20.2	20.4	24.2	7.9	16.2	14.4	3.7	10.6	24.5	6.0	18.5
55	0.6	0.6	0.0	1.1	1.0	0.0	5.3	5.1	0.1	5.1	4.8	0.2	8.1	7.9	0.1	15.1	14.4	0.6	22.1	20.3	1.7	30.5	23.3	7.2	28.7	16.9	11.7	28.3	13.6	14.6	19.8	7.8	11.9	15.1	5.5	9.5	8.1	1.9	6.1	9.9	2.0	7.9
50	1.0	1.0	0.0	3.4	3.2	0.1	11.7	10.1	1.6	12.3	11.2	1.1	14.8	13.9	0.9	22.9	19.8	3.0	36.5	29.7	6.7	29.5	17.0	12.4	25.9	11.5	14.4	27.1	9.1	18.0	18.3	5.3	12.9	11.8	4.0	7.7	6.0	1.8	4.1	6.8	1.3	5.5
45	0.3	0.3	0.0	1.5	1.5	0.0	7.6	7.4	0.2	25.6	25.2	0.4	14.9	14.1	0.7	25.6	21.4	4.1	28.3	18.6	9.6	19.3	10.1	9.2	13.5	5.0	8.4	12.7	3.1	9.6	11.9	5.1	6.8	4.9	1.6	3.2	4.8	2.7	2.0	16.8	13.8	2.9
40	2.0	2.0	0.0	14.9	14.8	0.0	14.6	13.4	1.1	30.8	29.8	0.9	19.2	17.8	1.3	38.8	30.1	8.7	26.6	15.3	11.2	17.5	7.4	10.1	14.8	3.3	11.5	12.1	4.6	7.5	9.1	4.1	5.0	3.9	1.2	2.7	4.6	2.7	1.8	15.7	13.6	2.1
35	2.3	2.2	0.0	17.8	17.4	0.3	22.2	20.7	1.5	15.6	14.1	1.4	24.2	19.8	4.3	29.1	18.7	10.4	18.5	8.2	10.2	12.2	5.4	6.7	7.4	1.6	5.7	7.9	2.1	5.7	6.0	0.8	5.2	3.0	0.6	2.4	1.4	0.4	1.0	1.5	0.3	1.2
30	1.9	1.9	0.0	8.4	8.1	0.2	22.9	21.8	1.1	20.3	17.5	2.7	30.5	22.2	8.2	25.5	13.1	12.4	14.1	4.9	9.1	9.9	4.0	5.9	5.5	1.0	4.5	5.6	0.5	5.0	4.1	0.6	3.4	3.0	0.5	2.4	1.9	0.7	1.2	1.5	0.5	0.9
25	2.0	2.0	0.0	10.5	10.3	0.2	25.0	22.7	2.2	35.2	26.2	8.9	27.1	16.8	10.3	18.9	9.3	9.6	11.6	2.4	9.1	7.4	2.7	4.6	5.0	1.0	4.0	4.7	2.0	2.6	2.3	0.3	1.9	1.9	0.2	1.6	1.0	0.2	0.8	1.1	0.2	0.9
20	3.1	3.0	0.1	13.4	12.9	0.5	34.2	28.1	6.1	33.7	18.3	15.3	22.2	11.2	11.0	16.3	4.3	11.9	11.4	2.1	9.3	6.6	2.3	4.2	3.8	0.6	3.1	3.9	1.7	2.2	2.8	0.7	2.1	2.7	0.2	2.4	1.1	0.1	1.0	1.2	0.2	0.9
15	3.3	3.2	0.1	15.9	14.5	1.4	29.4	23.7	5.6	18.9	8.4	10.5	12.4	4.0	8.3	8.2	1.4	6.7	6.1	0.9	5.1	4.0	1.4	2.5	2.2	0.3	1.9	2.4	0.4	1.9	1.8	0.1	1.7	1.4	0.2	1.1	1.0	0.1	0.9	0.6	0.1	0.4
10	2.9	2.7	0.2	19.3	17.3	1.9	31.7	21.8	9.8	15.6	5.2	10.3	9.2	2.2	6.9	8.9	1.4	7.4	5.1	1.0	4.1	4.0	1.7	2.2	2.2	0.4	1.8	2.3	0.2	2.1	1.6	0.1	1.5	1.7	0.2	1.5	0.8	0.0	0.8	0.5	0.1	0.3
05	2.9	2.6	0.2	18.5	13.8	4.6	25.9	14.3	11.5	9.9	2.5	7.4	6.5	1.0	5.5	6.9	1.0	5.8	3.0	0.4	2.5	2.2	0.5	1.7	1.8	0.1	1.6	1.3	0.1	1.2	1.5	0.1	1.4	0.8	0.1	0.7	0.6	0.1	0.5	0.4	0.1	0.3
77	4.8	3.2	1.6	28.5	17.2	11.3	30.6	12.2	18.3	16.6	2.9	13.6	9.7	2.2	7.4	12.0	1.3	10.6	5.8	0.6	5.1	2.9	0.5	2.3	1.9	0.4	1.5	2.1	0.3	1.7	2.0	0.4	1.5	3.1	0.1	3.0	0.8	0.0	0.7	1.1	0.1	0.9
95	5.5	3.0	2.4	15.9	7.3	8.6	15.7	3.5	12.2	8.4	0.8	7.6	4.6	0.7	3.9	3.8	0.2	3.6	2.9	0.2	2.6	1.1	0.1	0.9	0.9	0.0	0.8	0.9	0.1	0.7	0.9	0.0	0.9	1.6	0.0	1.6	1.1	0.0	1.1	0.5	0.1	0.4
90	4.1	1.6	2.5	13.1	4.2	8.9	14.2	1.7	12.5	9.1	0.4	8.7	5.4	0.2	5.2	4.2	0.1	4.0	2.9	0.1	2.8	1.5	0.3	1.2	1.2	0.0	1.2	0.8	0.1	0.6	1.3	0.0	1.2	0.7	0.0	0.6	0.5	0.0	0.5	0.5	0.0	0.4
85	2.4	0.7	1.6	9.0	2.1	6.9	10.0	0.7	9.2	4.0	0.3	3.7	3.1	0.1	2.9	4.2	0.3	3.9	2.3	0.0	2.2	0.7	0.0	0.6	0.8	0.0	0.7	0.9	0.0	0.9	0.6	0.0	0.6	0.7	0.0	0.7	0.4	0.0	0.3	0.6	0.0	0.5
80	2.5	0.4	2.1	10.7	1.5	9.1	9.6	1.0	8.6	6.2	0.7	5.5	3.1	0.6	2.5	4.4	0.0	4.3	1.8	0.0	1.7	1.5	0.2	1.3	0.9	0.0	0.8	0.5	0.0	0.4	0.8	0.0	0.8	0.4	0.0	0.3	0.4	0.0	0.4	0.7	0.0	0.7
75	2.5	0.5	1.9	8.6	1.3	7.3	6.1	0.5	5.5	4.3	0.1	4.2	3.1	0.1	2.9	2.4	0.1	2.2	1.2	0.1	1.0	0.9	0.1	0.8	0.5	0.0	0.4	0.4	0.0	0.4	0.8	0.0	0.8	0.3	0.0	0.3	0.4	0.0	0.3	0.4	0.0	0.4
70	2.5	0.2	2.3	6.3	0.6	5.7	8.0	0.4	7.6	2.6	0.2	2.4	1.8	0.0	1.7	2.1	0.0	2.1	1.0	0.0	0.9	1.0	0.1	0.9	0.6	0.1	0.5	0.4	0.0	0.3	1.0	0.0	1.0	0.4	0.0	0.4	0.5	0.0	0.5	0.4	0.0	0.4
65	1.9	0.3	1.6	5.7	0.4	5.3	3.7	0.3	3.4	2.8	0.0	2.7	1.2	0.0	1.1	1.1	0.0	1.0	0.7	0.0	0.6	0.5	0.0	0.5	0.2	0.0	0.2	0.3	0.0	0.3	0.4	0.0	0.4	0.4	0.0	0.4	0.5	0.0	0.5	0.3	0.0	0.3
60	1.8	0.1	1.7	5.1	0.3	4.7	5.0	0.3	4.7	1.7	0.2	1.4	1.2	0.0	1.2	1.0	0.0	1.0	0.8	0.0	0.7	0.4	0.0	0.3	0.3	0.0	0.3	1.1	0.0	1.1	0.6	0.0	0.6	0.4	0.0	0.4	0.9	0.0	0.9	0.5	0.0	0.4
55	2.3	0.4	1.9	6.2	1.1	5.1	8.5	0.2	8.2	1.1	0.1	0.9	1.8	0.0	1.7	3.2	0.0	3.1	0.3	0.0	0.3	0.4	0.0	0.4	0.5	0.0	0.5	0.3	0.0	0.2	0.6	0.0	0.6	0.4	0.1	0.3	0.1	0.0	0.1	0.2	0.0	0.2
50	2.0	0.5	1.5	6.9	1.1	5.8	14.7	0.3	14.4	2.5	0.3	2.2	1.8	0.0	1.7	2.3	0.2	2.1	0.8	0.1	0.7	0.6	0.0	0.6	0.4	0.0	0.4	0.3	0.0	0.3	0.7	0.0	0.6	0.5	0.0	0.4	0.3	0.0	0.3	0.1	0.0	0.1

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
30	0.0	0.0	0	0.6	0.6	0	1.4	1.4	0	1.4	1.4	0	1.8	1.8	0.0	2.2	2.2	0.0	2.9	2.9	0.0	3.5	3.5	0.0	3.7	3.7	0.0	3.9	3.9	0.0	4.7	4.7	0.0	5.2	5.2	0.0	5.4	5.4	0.0	5.8	5.7	0.0
25	0.4	0.4	0	0.7	0.7	0.0	1.7	1.7	0.0	1.9	1.9	0.0	2.1	2.1	0.0	2.3	2.3	0.0	2.6	2.5	0.0	3.8	3.8	0.0	4.2	4.2	0.0	4.6	4.5	0.0	5.7	5.6	0.0	6.5	6.5	0.0	7.2	7.1	0.0	7.8	7.7	0.0
20	0.0	0.0	0	0.3	0.3	0	0.7	0.7	0	0.9	0.9	0	1.1	1.1	0.0	1.4	1.4	0.0	2.0	2.0	0.0	2.8	2.8	0.0	3.0	3.0	0.0	4.0	4.0	0.0	5.1	5.0	0.0	6.7	6.7	0.0	8.2	8.1	0.0	8.4	8.4	0.0
15	0.0	0.0	0	0.0	0.0	0	0.2	0.2	0.0	0.5	0.5	0.0	0.7	0.7	0.0	1.2	1.2	0.0	1.8	1.8	0.0	2.5	2.5	0.0	3.0	3.0	0.0	3.3	3.3	0.0	4.4	4.4	0.0	6.3	6.2	0.0	7.3	7.2	0.0	8.1	8.0	0.1
10	0.0	0.0	0	0.5	0.5	0.0	0.8	0.8	0.0	1.2	1.2	0.0	1.7	1.7	0.0	2.1	2.1	0.0	2.8	2.7	0.0	4.2	4.1	0.0	6.6	6.5	0.0	7.1	7.0	0.0	8.8	8.7	0.0	11.1	11.0	0.0	12.1	12.0	0.0	13.0	12.9	0.1
05	0.0	0.0	0	0.0	0.0	0.0	0.5	0.5	0.0	0.9	0.9	0.0	1.5	1.5	0.0	2.5	2.5	0.0	3.7	3.6	0.0	5.3	5.3	0.0	6.2	6.2	0.0	7.0	6.8	0.1	8.5	8.3	0.1	10.2	10.0	0.1	11.7	11.5	0.1	12.7	12.5	0.2
78	0.0	0.0	0.0	0.4	0.3	0.1	1.4	1.2	0.1	2.3	2.0	0.2	2.6	2.3	0.3	3.8	3.4	0.4	9.3	6.8	2.4	12.7	10.0	2.6	14.2	11.5	2.7	15.8	13.0	2.8	19.0	16.1	2.9	27.8	24.1	3.7	32.0	28.1	3.9	37.8	32.7	5.0
95	0.1	0.1	0.0	0.3	0.3	0.0	1.3	1.3	0.0	1.8	1.8	0.0	2.2	2.2	0.0	3.4	3.2	0.2	5.0	4.7	0.2	6.9	6.6	0.2	9.3	9.0	0.2	10.8	10.4	0.3	13.2	12.8	0.3	18.1	17.7	0.4	22.4	21.8	0.5	25.8	24.9	0.8
90	1.6	1.6	0.0	3.1	3.1	0.0	5.1	5.1	0.0	6.4	6.4	0.0	7.1	7.1	0.0	8.8	8.8	0.0	12.1	12.0	0.0	16.1	15.9	0.1	18.0	17.9	0.1	19.8	19.6	0.2	25.0	24.5	0.5	36.9	35.8	1.1	46.2	44.4	1.8	59.3	56.7	2.5
85	0.5	0.5	0	1.4	1.4	0	3.3	3.3	0	3.9	3.9	0.0	4.4	4.4	0.0	5.8	5.7	0.0	8.8	8.7	0.1	16.5	16.3	0.2	23.6	23.3	0.2	26.0	25.6	0.3	35.7	35.2	0.5	55.7	54.2	1.5	71.9	69.0	2.8	95.0	90.4	4.5
80	0.1	0.1	0	0.8	0.8	0.0	1.9	1.8	0.0	2.9	2.8	0.1	4.4	4.2	0.1	9.4	9.2	0.1	13.7	13.5	0.2	22.5	22.0	0.4	30.7	30.0	0.6	37.1	36.3	0.7	51.9	50.5	1.4	88.1	83.5	4.5	122.4	114.3	8.1	176.6	161.8	14.8
75	0.0	0.0	0	0.3	0.3	0.0	1.5	1.5	0.0	2.5	2.4	0.0	4.1	4.0	0.0	7.6	7.4	0.1	13.2	12.8	0.3	21.2	20.5	0.7	32.5	31.4	1.0	43.0	41.4	1.5	63.6	60.6	3.0	106.2	95.7	10.4	150.9	129.8	21.1	227.9	183.8	44.1
70	0.2	0.2	0	1.6	1.6	0	3.7	3.7	0.0	6.2	6.1	0.0	7.9	7.8	0.1	17.6	17.3	0.2	26.4	25.9	0.5	42.9	41.6	1.3	60.3	57.9	2.3	80.0	76.5	3.5	115.7	107.5	8.1	160.1	136.6	23.5	198.0	153.5	44.5	287.7	199.1	88.5
65	0.3	0.3	0	1.0	1.0	0	4.5	4.4	0.0	7.3	7.2	0.1	9.9	9.8	0.1	17.1	16.9	0.2	29.6	28.9	0.6	48.1	46.1	2.0	68.9	64.6	4.2	92.4	85.4	7.0	130.0	113.5	16.4	163.6	128.4	35.2	185.3	135.0	50.3	234.5	147.2	87.3
60	0.1	0.1	0	1.0	1.0	0.0	4.5	4.4	0.1	10.1	9.9	0.2	14.7	14.4	0.3	27.9	27.3	0.6	46.2	44.5	1.6	74.1	69.3	4.8	103.9	92.3	11.5	138.9	116.8	22.1	179.7	137.1	42.6	204.0	145.1	58.8	218.4	148.9	69.5	243.0	154.9	88.0
55	0.6	0.6	0.0	1.7	1.7	0.0	7.0	6.9	0.1	12.2	11.8	0.4	20.4	19.8	0.5	35.5	34.2	1.2	57.6	54.6	2.9	88.2	77.9	10.2	116.9	94.9	21.9	145.2	108.5	36.6	165.0	116.4	48.6	180.2	122.0	58.1	188.3	123.9	64.3	198.2	125.9	72.2
50	1.0	1.0	0.0	4.5	4.3	0.1	16.2	14.5	1.7	28.6	25.7	2.9	43.4	39.6	3.8	66.4	59.5	6.9	102.9	89.2	13.6	132.4	106.3	26.1	158.4	117.9	40.5	185.6	127.0	58.5	204.0	132.4	71.5	215.8	136.4	79.3	221.8	138.3	83.5	228.7	139.6	89.0
45	0.3	0.3	0.0	1.9	1.8	0.0	9.5	9.3	0.2	35.2	34.5	0.6	50.1	48.7	1.3	75.7	70.1	5.5	104.0	88.7	15.2	123.4	98.9	24.4	136.9	104.0	32.9	149.7	107.1	42.5	161.7	112.3	49.4	166.7	113.9	52.7	171.5	116.7	54.8	188.4	130.6	57.8
40	2.0	2.0	0.0	16.9	16.8	0.1	31.6	30.3	1.2	62.4	60.2	2.2	81.6	78.0	3.5	120.4	108.2	12.2	147.1	123.5	23.5	164.6	130.9	33.7	179.5	134.2	45.2	191.7	138.9	52.7	200.9	143.1	57.7	204.9	144.3	60.5	209.6	147.1	62.4	225.3	160.7	64.5
35	2.3	2.2	0.0	20.1	19.7	0.4	42.4	40.5	1.9	58.0	54.6	3.3	82.2	74.5	7.6	111.3	93.2	18.1	129.8	101.5	28.3	142.1	107.0	35.1	149.5	108.6	40.8	157.4	110.8	46.6	163.5	111.6	51.8	166.5	112.2	54.2	168.0	112.6	55.3	169.5	113.0	56.5
30	1.9	1.9	0.0	10.4	10.1	0.2	33.3	31.9	1.3	53.7	49.5	4.1	84.2	71.8	12.4	109.8	85.0	24.8	123.9	89.9	33.9	133.9	93.9	39.9	139.4	95.0	44.4	145.1	95.5	49.5	149.2	96.1	53.0	152.2	96.7	55.5	154.2	97.4	56.7	155.8	98.0	57.7
25	2.0	2.0	0.0	12.6	12.3	0.2	37.6	35.0	2.5	72.8	61.3	11.5	100.0	78.2	21.8	119.0	87.5	31.4	130.6	90.0	40.6	138.1	92.8	45.2	143.1	93.8	49.3	147.8	95.9	51.9	150.2	96.2	53.9	152.1	96.5	55.6	153.2	96.7	56.4	154.3	97.0	57.3
20	3.1	3.0	0.1	16.6	15.9	0.6	50.8	44.0	6.7	84.6	62.4	22.1	106.8	73.6	33.1	123.2	78.0	45.1	134.6	80.1	54.5	141.2	82.5	58.7	145.0	83.2	61.8	149.0	84.9	64.0	151.9	85.6	66.2	154.6	85.9	68.6	155.7	86.0	69.7	157.0	86.3	70.6
15	3.3	3.2	0.1	19.3	17.7	1.5	48.7	41.5	7.2	67.7	50.0	17.7	80.1	54.0	26.0	88.4	55.5	32.8	94.5	56.5	37.9	98.5	58.0	40.5	100.8	58.4	42.4	103.3	58.9	44.4	105.2	59.0	46.1	106.6	59.2	47.3	107.7	59.4	48.2	108.3	59.6	48.7
10	2.9	2.7	0.2	22.3	20.1	2.1	54.1	42.0	12.0	69.7	47.3	22.4	78.9	49.5	29.4	87.9	51.0	36.9	93.1	52.0	41.0	97.1	53.8	43.3	99.4	54.2	45.1	101.8	54.5	47.2	103.4	54.6	48.8	105.2	54.8	50.3	106.1	54.9	51.1	106.6	55.1	51.5
05	2.9	2.6	0.2	21.5	16.5	4.9	47.4	30.9	16.4	57.4	33.4	23.9	63.9	34.5	29.4	70.9	35.5	35.3	73.9	36.0	37.9	76.1	36.5	39.6	77.9	36.7	41.2	79.3	36.8	42.5	80.9	36.9	44.0	81.8	37.1	44.7	82.5	37.2	45.2	82.9	37.3	45.6
77	4.8	3.2	1.6	33.4	20.4	12.9	64.0	32.7	31.3	80.7	35.7	45.0	90.4	37.9	52.4	102.4	39.2	63.1	108.3	39.9	68.3	111.2	40.5	70.7	113.2	40.9	72.2	115.3	41.3	74.0	117.3	41.7	75.6	120.5	41.8	78.6	121.4	41.9	79.4	122.5	42.1	80.4
95	5.5	3.0	2.4	21.4	10.3	11.1	37.2	13.9	23.3	45.7	14.8	30.9	50.4	15.5	34.8	54.3	15.8	38.5	57.2	16.0	41.1	58.3	16.1	42.1	59.2	16.2	42.9	60.1	16.3	43.7	61.1	16.4	44.7	62.8	16.4	46.3	63.9	16.4	47.5	64.5	16.5	47.9
90	4.1	1.6	2.5	17.2	5.8	11.4	31.5	7.5	23.9	40.7	8.0	32.7	46.1	8.2	37.9	50.3	8.4	41.9	53.3	8.5	44.8	54.9	8.8	46.0	56.1	8.8	47.3	57.0	8.9	48.0	58.3	9.0	49.2	59.0	9.1	49.8	59.5	9.1	50.3	60.0	9.2	50.8
85	2.4	0.7	1.6	11.5	2.9	8.5	21.5	3.7	17.7	25.6	4.1	21.5	28.7	4.3	24.4	33.0	4.6	28.3	35.3	4.6	30.6	36.1	4.7	31.3	36.9	4.8	32.1	37.8	4.8	33.0	38.5	4.8	33.6	39.2	4.8	34.3	39.6	4.8	34.7	40.2	4.9	35.3
80	2.5	0.4	2.1	13.2	1.9	11.3	22.9	2.9	19.9	29.2	3.6	25.5	32.4	4.2	28.1	36.8	4.3	32.5	38.6	4.4	34.2	40.2	4.6	35.5	41.1	4.7	36.4	41.7	4.8	36.8	42.5	4.8	37.7	43.0	4.9	38.0	43.4	4.9	38.5	44.2	5.0	39.2
75	2.5	0.5	1.9	11.1	1.8	9.3	17.3	2.4	14.8	21.7	2.6	19.1	24.8	2.7	22.0	27.2	2.9	24.3	28.5	3.0	25.4	29.4	3.2	26.2	30.0	3.2	26.7	30.4	3.3	27.1	31.3	3.3	27.9	31.7	3.3	28.3	32.1	3.4	28.7	32.6	3.5	29.1
70	2.5	0.2	2.3	8.9	0.8	8.1	17.0	1.2	15.7	19.6	1.5	18.1	21.4	1.5	19.9	23.6	1.6	22.0	24.6	1.7	22.9	25.7	1.8	23.9	26.4	1.9	24.4	26.8	2.0	24.8	27.9	2.1	25.8	28.4	2.1	26.2	28.9	2.1	26.8	29.4	2.1	27.2
65	1.9	0.3	1.6	7.7	0.7	7.0	11.5	1.0	10.4	14.3	1.1	13.2	15.6	1.1	14.4	16.7	1.2	15.4	17.4	1.3	16.1	18.0	1.4	16.6	18.3	1.4	16.8	18.6	1.4	17.2	19.1	1.4	17.6	19.6	1.4	18.1	20.1	1.4	18.6	20.5	1.4	19.0
60	1.8	0.1	1.7	7.0	0.5	6.5	12.1	0.8	11.2	13.8	1.1	12.7	15.1	1.1	13.9	16.2	1.2	14.9	17.0	1.2	15.7	17.4	1.2	16.1	17.8	1.3	16.5	19.0	1.3	17.6	19.6	1.3	18.3	20.0	1.3	18.7	21.0	1.3	19.6	21.5	1.3	20.1
55	2.3	0.4	1.9	8.6	1.5	7.0	17.1	1.8	15.3	18.2	1.9	16.3	20.0	2.0	18.0	23.2	2.0	21.2	23.6	2.0	21.6	24.1	2.1	22.0	24.7	2.1	22.6	25.0	2.1	22.9	25.7	2.1	23.5	26.2	2.2	23.9	26.4	2.3	24.1	26.6	2.3	24.3
50	2.0	0.5	1.5	9.0	1.6	7.4	23.8	2.0	21.8	26.4	2.3	24.0	28.2	2.4	25.8	30.6	2.6	27.9	31.4	2.8	28.6	32.1	2.8	29.2	32.5	2.8	29.6	32.9	2.9	30.0	33.6	2.9	30.7	34.1	2.9	31.2	34.5	3.0	31.5	34.7	3.0	31.6

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	7,692.83	open	59,952	7,695	5.5	7,704.2	24.2	7695	10.5	14.90	-0.050	0.03640
T	10:00	7,706.60 +13.8	current	250,812	7,700	28.5	7,706.4	26.5	7705	10.1	14.88	-0.049	0.03940
T30	10:30	7,721.38 +14.8	current	377,933	7,720	34.2	7,712.5	23.5	7720	11.1	14.80	0.057	0.03700
E	11:00	7,723.43 +2.1	current	301,382	7,725	35.2	7,723.1	29.6	7725	10.1	14.61	-0.040	0.04280
E30	11:30	7,728.49 +5.1	current	242,876	7,730	30.5	7,726.6	33.7	7730	10.1	14.79	-0.055	0.04520
N	12:00	7,736.86 +8.4	current	304,628	7,740	38.8	7,733.7	30.7	7735	10.3	14.89	0.089	0.04650
N30	12:30	7,748.76 +11.9	current	271,240	7,750	36.5	7,743.6	32.1	7750	11.4	15.02	-0.010	0.04520
P1	13:00	7,753.35 +4.6	current	259,325	7,755	30.5	7,751.3	34.0	7755	11.6	15.01	-0.122	0.04720
P130	13:30	7,757.97 +4.6	current	224,962	7,760	29.7	7,754.0	35.2	7760	11.5	15.01	-0.145	0.05200
P2	14:00	7,759.61 +1.6	current	222,870	7,760	35.0	7,753.3	39.0	7760	11.1	15.06	-0.052	0.06120
P230	14:30	7,768.70 +9.1	current	267,365	7,760	40.7	7,759.9	35.1	7770	13.4	15.03	-0.006	0.05800
P3	15:00	7,773.34 +4.6	current	295,908	7,770	44.4	7,767.6	41.6	7775	15.1	15.02	-0.160	0.06200
P330	15:30	7,771.56 -1.8	current	231,320	7,775	44.7	7,768.9	45.1	7770	14.7	14.94	0.170	0.08890
C	16:00 Close	7,764.70 -6.9	close	406,374	7,770	89.6	7,768.6	40.2	7765	26.2	14.79	0.447	0.31280

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.