Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-22 · Exp 2026-09-22 · Spot 7,764.64 · Window 7680–7860 · Last slot C · Generated 2026-09-22 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-22.json

Wall vs flow slot C · Call peak K7780 Δ56,337 vs wall K7845 away -65pt · Put peak K7770 Δ49,265 vs wall K7475 away +295pt · 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

2026-09-22 SPX O 7,770.81 · H 7,782.19 · L 7,756.26 · C 7,764.64 prior C — VIX 14.21 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	7,770.81	7,768.58	7,766.86	7,763.70	7,764.40	7,760.13	7,759.55	7,766.52	7,765.54	7,770.72	7,771.95	7,767.14	7,773.86	7,764.64
VIX	14.68	14.62	14.44	14.42	14.30	14.37	14.27	14.28	14.29	14.27	14.28	14.22	14.20	14.29
ATM	24.15	20.30	17.90	17.40	15.15	13.30	12.35	11.60	9.60	9.20	8.22	7.30	5.42	2.12
IV	13.6	12.5	11.5	11.8	10.7	10.1	9.8	10.1	9.1	9.8	10.0	10.6	11.4	44.3
Wk	66.50	61.95	59.30	58.05	56.10	57.20	56.85	57.30	57.40	57.80	57.85	57.05	55.65	57.90

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
60	0.2	0.2	0	1.0	1.0	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.4	0.4	0	0.3	0.3	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.6	0.6	0	0.2	0.2	0	0.6	0.6	0	0.0	0.0	0	0.0	0.0	0
55	0.3	0.3	0.0	1.2	1.2	0.0	0.7	0.7	0.0	1.0	1.0	0.0	0.7	0.7	0	0.2	0.2	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	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0.0
50	0.4	0.4	0.0	2.2	2.1	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.7	0.5	0.1	26.1	13.5	12.5	6.5	3.5	3.0	0.9	0.5	0.3	0.1	0.1	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.1	0.0	0.0	0.0	0.0	0.0
45	0.6	0.6	0.0	1.6	1.6	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.6	0.6	0	0.3	0.3	0	0.1	0.1	0	0.0	0.0	0	0.6	0.6	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
40	0.9	0.9	0.0	2.4	2.3	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.1	0.1	0	0.3	0.3	0.0	0.1	0.1	0	0.3	0.3	0.0	0.3	0.3	0	0.0	0.0	0.0
35	1.7	1.7	0.0	3.5	3.5	0.0	1.0	1.0	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.7	0.7	0.0	0.2	0.2	0.0	0.8	0.8	0	0.1	0.1	0.0	0.4	0.4	0	0.3	0.3	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
30	1.9	1.9	0.0	4.3	4.3	0.0	1.5	1.4	0.0	1.5	1.4	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.8	0.8	0.0	2.8	1.6	1.2	0.6	0.6	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.1	0.0	0.0
25	0.8	0.8	0.0	3.8	3.7	0.0	1.9	1.9	0.0	1.7	1.7	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.3	0.3	0	0.6	0.6	0.0	0.4	0.4	0.0	1.7	1.2	0.4	0.1	0.1	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.0	0.0	0.0
20	2.5	2.5	0.0	6.0	5.8	0.1	3.4	3.4	0.0	3.6	3.6	0.0	1.0	1.0	0.0	0.9	0.8	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.2	0.2	0.0	1.8	1.8	0.0	0.6	0.6	0.0	0.4	0.4	0	0.9	0.9	0.0	0.4	0.3	0.0
15	1.4	1.3	0.0	4.8	4.7	0.1	2.8	2.7	0.0	2.3	2.3	0.0	1.0	0.9	0.0	1.3	1.3	0.0	1.0	1.0	0.0	1.4	1.4	0.0	0.7	0.7	0.0	1.8	1.8	0.0	2.9	2.9	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.3	0.3	0.0
10	2.8	2.8	0.0	7.3	7.2	0.1	5.9	5.8	0.0	5.1	5.0	0.0	1.4	1.4	0.0	2.1	2.1	0.0	1.8	1.7	0.0	1.7	1.7	0.0	0.5	0.5	0.0	1.8	1.8	0.0	1.0	1.0	0.0	0.8	0.8	0.0	1.0	1.0	0.0	0.4	0.3	0.0
05	1.5	1.4	0.0	6.6	6.5	0.1	7.3	7.1	0.1	3.4	3.4	0.0	1.5	1.4	0.0	2.1	2.1	0.0	1.2	1.1	0.0	1.5	1.5	0.0	0.7	0.7	0.0	2.3	2.2	0.0	1.6	1.5	0.0	0.7	0.7	0.0	1.0	1.0	0.0	0.8	0.7	0.0
78	2.8	2.7	0.0	16.9	16.3	0.5	16.1	15.5	0.6	12.7	12.3	0.4	4.9	4.7	0.1	5.8	5.6	0.2	3.9	3.7	0.1	4.3	4.1	0.2	2.0	1.9	0.1	5.5	5.3	0.1	2.6	2.5	0.0	1.9	1.8	0.1	2.5	2.4	0.1	4.8	4.3	0.4
95	2.7	2.6	0.1	9.1	8.7	0.4	11.1	10.8	0.3	10.8	10.5	0.3	5.2	5.0	0.2	5.2	5.2	0.0	2.7	2.7	0.0	2.8	2.7	0.0	1.3	1.3	0.0	4.1	4.0	0.1	3.6	3.6	0.0	1.8	1.8	0.0	2.5	2.4	0.0	5.1	4.9	0.1
90	2.0	1.7	0.3	10.5	9.4	1.1	13.1	12.3	0.8	12.9	12.1	0.8	7.2	6.6	0.5	8.9	8.5	0.3	4.8	4.7	0.1	4.3	4.2	0.1	2.9	2.7	0.1	7.8	7.5	0.3	6.1	5.9	0.2	4.1	3.9	0.2	3.2	2.8	0.3	10.1	9.0	1.0
85	1.8	1.4	0.4	12.6	10.6	1.9	12.3	11.3	0.9	15.3	14.4	0.9	7.8	7.3	0.4	9.6	9.2	0.4	6.3	6.0	0.2	7.0	6.8	0.2	4.7	4.5	0.2	11.8	11.3	0.4	10.1	9.5	0.6	7.5	7.2	0.2	7.1	6.7	0.4	28.5	26.4	2.1
80	2.9	2.1	0.8	18.5	12.8	5.7	14.9	12.2	2.6	17.9	16.3	1.5	11.4	10.6	0.7	13.8	13.0	0.7	8.7	8.1	0.6	12.3	11.5	0.8	8.2	7.7	0.4	19.5	18.5	0.9	18.5	17.3	1.2	14.3	12.9	1.3	18.0	16.0	1.9	68.1	56.3	11.8
75	2.3	1.3	0.9	17.0	8.7	8.3	20.7	14.8	5.8	14.4	10.7	3.6	9.3	7.7	1.6	13.0	11.6	1.3	10.9	9.9	0.9	14.0	12.7	1.3	11.1	9.8	1.2	20.4	18.1	2.2	30.5	25.0	5.4	26.7	22.2	4.4	38.5	31.7	6.7	83.8	45.4	38.4
70	2.7	1.2	1.5	18.3	6.8	11.5	28.0	14.0	14.0	26.5	15.4	11.1	14.7	10.3	4.4	17.3	13.8	3.4	14.6	12.3	2.2	20.9	17.8	3.1	16.5	13.7	2.8	33.2	25.4	7.7	30.0	17.5	12.5	31.4	17.3	14.0	46.4	24.9	21.5	75.1	25.9	49.2
65	1.4	0.4	1.0	11.2	2.7	8.4	15.8	5.3	10.4	26.1	11.6	14.4	16.7	8.2	8.5	17.7	11.3	6.3	21.3	16.2	5.1	23.4	16.4	6.9	19.7	12.0	7.6	30.0	16.0	14.0	20.4	7.0	13.4	20.0	6.0	13.9	25.9	8.4	17.4	37.6	6.5	31.0
60	1.4	0.2	1.2	10.9	1.8	9.0	11.4	2.3	9.0	21.4	6.0	15.4	10.0	3.1	6.9	24.9	11.6	13.2	21.5	9.8	11.7	22.2	10.4	11.7	16.3	6.4	9.9	23.6	7.1	16.5	13.3	2.8	10.4	11.1	2.0	9.1	11.7	2.9	8.7	11.5	1.5	9.9
55	1.3	0.1	1.2	6.9	0.7	6.1	10.5	1.6	8.9	14.4	2.4	11.9	7.2	1.5	5.6	19.5	5.2	14.3	13.2	3.4	9.7	15.9	3.5	12.4	8.3	1.8	6.4	13.0	2.4	10.6	7.1	0.9	6.1	5.2	0.7	4.4	5.0	0.7	4.3	5.4	0.9	4.4
50	1.6	0.1	1.5	12.7	0.7	11.9	13.4	0.7	12.6	16.9	1.6	15.3	7.8	1.1	6.6	14.5	2.6	11.8	13.5	1.4	12.0	14.2	1.6	12.5	9.1	1.1	8.0	9.2	1.0	8.1	6.3	0.7	5.6	3.8	0.6	3.1	4.0	0.6	3.3	3.7	0.5	3.2
45	1.6	0.0	1.5	7.3	0.3	7.0	8.6	0.3	8.3	9.9	0.6	9.3	5.9	0.3	5.6	8.8	0.8	7.9	8.0	0.3	7.7	6.5	0.3	6.1	4.8	0.3	4.4	4.6	0.2	4.3	3.7	0.1	3.5	2.1	0.1	2.0	1.8	0.1	1.7	1.7	0.2	1.4
40	1.1	0.0	1.1	6.6	0.2	6.3	9.8	0.3	9.5	10.7	0.5	10.2	5.3	0.2	5.1	10.2	0.5	9.6	6.6	0.3	6.3	7.7	0.4	7.3	4.0	0.1	3.8	4.7	0.2	4.5	5.2	0.1	5.1	1.8	0.1	1.7	1.0	0.1	0.9	1.0	0.0	0.9
35	1.2	0.0	1.2	5.5	0.1	5.3	4.8	0.1	4.6	7.1	0.3	6.8	4.0	0.1	3.8	5.8	0.2	5.6	4.2	0.1	4.0	5.9	0.1	5.8	2.4	0.1	2.2	2.8	0.0	2.7	1.6	0.0	1.5	0.9	0.0	0.9	0.6	0.0	0.6	1.1	0.0	1.0
30	2.2	0.0	2.1	5.7	0.3	5.4	6.6	0.2	6.4	5.8	0.3	5.4	3.8	0.2	3.5	5.5	0.3	5.1	2.4	0.1	2.3	3.5	0.1	3.3	1.7	0.0	1.6	2.3	0.0	2.2	0.8	0.1	0.7	1.1	0.0	1.0	0.5	0.0	0.5	1.2	0.4	0.8
25	1.6	0.0	1.6	5.8	0.1	5.6	4.5	0.0	4.5	4.2	0.1	4.0	2.5	0.0	2.4	2.6	0.0	2.6	2.1	0.0	2.1	2.5	0.0	2.4	1.1	0.0	1.0	1.8	0.0	1.7	0.7	0.0	0.7	0.6	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.4
20	1.0	0.0	1.0	5.2	0.2	5.0	4.0	0.0	3.9	3.8	0.1	3.7	1.9	0.0	1.9	2.3	0.0	2.3	1.3	0.0	1.2	2.5	0.0	2.4	1.5	0.0	1.4	1.4	0.0	1.4	1.2	0.0	1.1	0.7	0.1	0.6	0.3	0.0	0.3	0.3	0.0	0.3
15	0.8	0.0	0.8	6.7	0.0	6.6	3.2	0.0	3.1	2.6	0.0	2.5	1.6	0.0	1.6	1.2	0.0	1.2	1.1	0.0	1.1	1.5	0.0	1.5	0.6	0.0	0.6	1.5	0.0	1.5	0.4	0.0	0.4	0.4	0.0	0.3	0.2	0.0	0.2	0.7	0.0	0.7
10	0.7	0.0	0.7	6.1	0.0	6.1	2.7	0.0	2.6	2.5	0.0	2.4	0.7	0.0	0.7	1.5	0.0	1.5	1.3	0.1	1.2	1.5	0.0	1.4	0.7	0.0	0.6	0.9	0.0	0.9	0.2	0.0	0.2	0.7	0.0	0.6	0.7	0.0	0.7	0.2	0.0	0.2
05	0.2	0.0	0.2	1.6	0.0	1.6	0.9	0.0	0.9	1.5	0.0	1.5	0.7	0.0	0.7	1.1	0.0	1.1	0.7	0	0.7	0.8	0.0	0.8	0.5	0.0	0.4	0.8	0.0	0.7	0.2	0.1	0.1	0.1	0.0	0.1	0.3	0.0	0.3	0.1	0.0	0.1
77	1.0	0.0	0.9	3.2	0.1	3.1	1.6	0.2	1.4	2.4	0.1	2.2	0.9	0.0	0.8	1.1	0.1	1.0	1.3	0.0	1.2	1.8	0.1	1.7	0.3	0.0	0.2	0.5	0.0	0.4	0.6	0.1	0.4	0.2	0.0	0.1	0.4	0.0	0.4	0.2	0.2	0.0
95	0.1	0.0	0.1	1.1	0.0	1.1	0.8	0.0	0.8	1.0	0.0	1.0	0.2	0.0	0.2	0.6	0.0	0.6	0.3	0.0	0.3	0.2	0	0.2	0.2	0.0	0.2	0.3	0.0	0.2	0.8	0.0	0.8	0.0	0.0	0.0	0.1	0.0	0.1	0.2	0.2	0.0
90	0.3	0.0	0.2	2.0	0.0	1.9	2.3	0.1	2.2	0.9	0.0	0.9	0.4	0.0	0.3	0.4	0.0	0.4	0.5	0.0	0.5	0.9	0.0	0.9	0.3	0.0	0.3	0.3	0.0	0.3	0.5	0	0.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
85	0.2	0.0	0.2	0.6	0.0	0.6	0.6	0.0	0.6	0.7	0.0	0.7	0.2	0.0	0.2	0.3	0.0	0.3	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.1	0.1	0.0	0.1	0.0	0	0.0	0.2	0.0	0.2	0.0	0.0	0.0
80	0.3	0.0	0.2	1.0	0.0	1.0	0.5	0.0	0.5	0.8	0.0	0.8	0.2	0.0	0.2	0.1	0.0	0.1	0.4	0.0	0.4	0.1	0.0	0.1	0.1	0.0	0.1	0.3	0.0	0.3	0.0	0.0	0.0	0.0	0	0.0	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
60	0.2	0.2	0	1.2	1.2	0.0	1.8	1.8	0.0	2.5	2.5	0.0	2.9	2.9	0.0	3.3	3.2	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.5	3.5	0.0	4.1	4.1	0.0	4.4	4.3	0.0	5.0	4.9	0.0	5.0	5.0	0.0	5.1	5.0	0.0
55	0.3	0.3	0.0	1.5	1.5	0.0	2.2	2.2	0.0	3.3	3.2	0.0	4.0	4.0	0.0	4.2	4.2	0.0	4.3	4.3	0.0	4.4	4.4	0.0	4.4	4.4	0.0	4.6	4.6	0.0	5.3	5.3	0.0	5.4	5.4	0.0	5.4	5.4	0.0	5.5	5.5	0.0
50	0.4	0.4	0.0	2.6	2.6	0.0	3.4	3.3	0.0	3.8	3.8	0.0	4.6	4.4	0.2	30.7	18.0	12.7	37.2	21.5	15.7	38.2	22.0	16.1	38.4	22.2	16.1	38.7	22.5	16.1	39.2	23.0	16.1	39.5	23.3	16.2	39.7	23.4	16.2	39.7	23.5	16.2
45	0.6	0.6	0.0	2.3	2.3	0.0	2.9	2.9	0.0	3.6	3.6	0.0	3.9	3.9	0.0	4.5	4.5	0.0	4.9	4.9	0.0	5.1	5.1	0.0	5.2	5.2	0.0	5.8	5.8	0.0	6.1	6.1	0.0	6.4	6.3	0.0	6.4	6.3	0.0	6.5	6.4	0.0
40	0.9	0.9	0.0	3.3	3.3	0.0	4.2	4.2	0.0	5.0	5.0	0.0	5.4	5.3	0.0	5.9	5.9	0.0	6.3	6.3	0.0	6.6	6.5	0.0	6.7	6.6	0.0	7.0	7.0	0.0	7.1	7.1	0.0	7.5	7.4	0.0	7.8	7.8	0.0	7.8	7.8	0.0
35	1.7	1.7	0.0	5.2	5.2	0.0	6.3	6.3	0.0	7.0	6.9	0.0	7.7	7.6	0.0	8.5	8.4	0.0	8.7	8.6	0.0	9.5	9.5	0.0	9.7	9.6	0.0	10.1	10.0	0.0	10.4	10.3	0.0	10.7	10.6	0.0	10.7	10.6	0.0	10.8	10.7	0.0
30	1.9	1.9	0.0	6.3	6.2	0.0	7.8	7.7	0.0	9.3	9.2	0.0	9.7	9.6	0.0	10.2	10.1	0.0	10.7	10.6	0.0	11.5	11.4	0.0	14.4	13.1	1.3	15.0	13.7	1.3	15.2	13.9	1.3	15.6	14.2	1.3	15.6	14.3	1.3	15.7	14.4	1.3
25	0.8	0.8	0.0	4.7	4.6	0.1	6.7	6.6	0.1	8.4	8.3	0.1	9.0	8.9	0.1	9.8	9.7	0.1	10.2	10.0	0.1	10.8	10.6	0.1	11.2	11.0	0.1	12.9	12.3	0.6	13.1	12.5	0.6	13.5	12.8	0.6	13.7	13.0	0.6	13.7	13.0	0.6
20	2.5	2.5	0.0	8.5	8.3	0.1	12.0	11.8	0.2	15.6	15.4	0.2	16.7	16.4	0.2	17.6	17.3	0.2	18.3	18.0	0.2	18.8	18.6	0.2	19.1	18.9	0.2	21.0	20.7	0.2	21.6	21.4	0.2	22.1	21.8	0.2	23.0	22.7	0.3	23.4	23.1	0.3
15	1.4	1.3	0.0	6.2	6.1	0.1	9.1	8.9	0.2	11.4	11.2	0.2	12.5	12.2	0.2	13.8	13.5	0.3	14.8	14.5	0.3	16.3	15.9	0.3	17.0	16.7	0.3	18.9	18.5	0.3	21.8	21.4	0.3	22.6	22.2	0.3	23.4	23.0	0.3	23.7	23.4	0.3
10	2.8	2.8	0.0	10.2	10.0	0.1	16.1	15.8	0.2	21.2	20.9	0.3	22.7	22.4	0.3	24.8	24.5	0.3	26.6	26.3	0.3	28.4	28.0	0.3	29.0	28.6	0.3	30.8	30.4	0.3	31.9	31.4	0.4	32.7	32.3	0.4	33.8	33.3	0.4	34.2	33.7	0.4
05	1.5	1.4	0.0	8.2	8.0	0.1	15.5	15.1	0.3	19.0	18.5	0.4	20.5	20.0	0.5	22.7	22.1	0.5	23.9	23.3	0.6	25.5	24.8	0.6	26.2	25.5	0.6	28.6	27.8	0.7	30.2	29.4	0.7	30.9	30.1	0.7	31.9	31.1	0.8	32.7	31.9	0.8
78	2.8	2.7	0.0	19.7	19.0	0.6	35.8	34.6	1.2	48.6	46.9	1.7	53.5	51.7	1.8	59.4	57.3	2.1	63.3	61.1	2.2	67.7	65.2	2.4	69.8	67.2	2.6	75.3	72.6	2.7	77.9	75.1	2.8	79.9	76.9	2.9	82.4	79.3	3.0	87.2	83.7	3.5
95	2.7	2.6	0.1	11.9	11.3	0.5	23.1	22.2	0.8	33.9	32.8	1.1	39.2	37.9	1.3	44.5	43.1	1.4	47.3	45.8	1.4	50.1	48.6	1.5	51.5	49.9	1.6	55.7	54.0	1.7	59.3	57.6	1.7	61.2	59.4	1.7	63.7	61.9	1.8	68.9	66.9	2.0
90	2.0	1.7	0.3	12.6	11.1	1.4	25.7	23.5	2.2	38.7	35.6	3.0	45.9	42.2	3.6	54.8	50.8	3.9	59.7	55.6	4.1	64.1	59.8	4.2	67.0	62.6	4.4	74.9	70.1	4.7	81.1	76.0	5.0	85.2	80.0	5.2	88.4	82.8	5.5	98.5	91.9	6.6
85	1.8	1.4	0.4	14.5	12.1	2.3	26.8	23.4	3.3	42.2	37.9	4.3	50.0	45.2	4.8	59.7	54.5	5.2	66.0	60.6	5.4	73.1	67.4	5.6	77.9	72.0	5.9	89.7	83.3	6.3	99.9	92.9	6.9	107.4	100.2	7.2	114.6	106.9	7.7	143.2	133.3	9.8
80	2.9	2.1	0.8	21.5	14.9	6.5	36.4	27.2	9.1	54.3	43.5	10.7	65.8	54.2	11.5	79.6	67.3	12.3	88.4	75.4	12.9	100.7	86.9	13.8	109.0	94.7	14.3	128.5	113.2	15.2	147.1	130.6	16.5	161.4	143.5	17.8	179.4	159.6	19.8	247.5	215.9	31.6
75	2.3	1.3	0.9	19.3	10.1	9.2	40.0	24.9	15.1	54.5	35.7	18.8	63.9	43.4	20.4	76.9	55.1	21.7	87.8	65.1	22.7	101.9	77.8	24.0	113.0	87.6	25.3	133.5	105.8	27.6	164.0	130.9	33.1	190.7	153.2	37.5	229.2	184.9	44.3	313.1	230.3	82.7
70	2.7	1.2	1.5	21.1	8.0	13.0	49.2	22.0	27.1	75.7	37.5	38.2	90.5	47.8	42.6	107.9	61.7	46.1	122.6	74.1	48.4	143.5	91.9	51.5	160.1	105.7	54.4	193.3	131.1	62.2	223.4	148.7	74.7	254.8	166.0	88.8	301.3	190.9	110.3	376.5	216.9	159.6
65	1.4	0.4	1.0	12.7	3.2	9.5	28.5	8.5	19.9	54.7	20.2	34.4	71.4	28.5	42.9	89.2	39.9	49.3	110.6	56.1	54.4	134.0	72.5	61.4	153.7	84.6	69.0	183.7	100.6	83.1	204.2	107.7	96.5	224.2	113.7	110.4	250.2	122.2	127.9	287.8	128.8	158.9
60	1.4	0.2	1.2	12.3	2.1	10.2	23.8	4.5	19.3	45.3	10.6	34.7	55.4	13.7	41.6	80.3	25.3	54.9	101.8	35.2	66.6	124.0	45.7	78.3	140.4	52.1	88.2	164.1	59.3	104.8	177.4	62.1	115.2	188.5	64.2	124.3	200.3	67.2	133.1	211.8	68.8	143.0
55	1.3	0.1	1.2	8.3	0.9	7.3	18.8	2.6	16.2	33.3	5.1	28.2	40.6	6.6	33.9	60.1	11.9	48.2	73.4	15.3	58.0	89.3	18.9	70.4	97.6	20.7	76.8	110.7	23.2	87.4	117.8	24.2	93.6	123.0	24.9	98.1	128.1	25.6	102.4	133.5	26.6	106.9
50	1.6	0.1	1.5	14.3	0.9	13.4	27.8	1.6	26.1	44.8	3.3	41.5	52.6	4.4	48.2	67.1	7.1	60.0	80.7	8.6	72.0	94.9	10.3	84.6	104.0	11.4	92.6	113.3	12.5	100.8	119.6	13.2	106.4	123.5	13.8	109.6	127.5	14.5	112.9	131.2	15.0	116.2
45	1.6	0.0	1.5	9.0	0.3	8.6	17.6	0.6	16.9	27.6	1.3	26.2	33.6	1.7	31.8	42.4	2.5	39.8	50.4	2.8	47.5	57.0	3.2	53.7	61.8	3.6	58.1	66.4	3.8	62.5	70.1	3.9	66.1	72.3	4.1	68.2	74.1	4.2	69.9	75.9	4.5	71.4
40	1.1	0.0	1.1	7.7	0.3	7.4	17.6	0.6	16.9	28.4	1.1	27.2	33.8	1.4	32.3	44.0	2.0	42.0	50.6	2.3	48.3	58.4	2.8	55.6	62.5	3.0	59.4	67.2	3.2	64.0	72.5	3.3	69.1	74.3	3.4	70.8	75.4	3.6	71.8	76.5	3.6	72.8
35	1.2	0.0	1.2	6.8	0.2	6.6	11.6	0.3	11.2	18.7	0.7	18.0	22.8	0.8	21.9	28.7	1.1	27.6	32.9	1.2	31.7	38.9	1.3	37.5	41.3	1.5	39.8	44.1	1.6	42.5	45.8	1.6	44.1	46.8	1.7	45.0	47.4	1.7	45.7	48.6	1.8	46.7
30	2.2	0.0	2.1	8.0	0.3	7.6	14.7	0.5	14.1	20.5	0.9	19.5	24.3	1.2	23.1	29.9	1.6	28.3	32.4	1.7	30.6	35.9	1.9	34.0	37.6	1.9	35.6	39.9	2.0	37.9	40.8	2.1	38.6	41.9	2.2	39.7	42.5	2.2	40.2	43.8	2.7	41.0
25	1.6	0.0	1.6	7.4	0.1	7.2	12.0	0.2	11.7	16.2	0.4	15.7	18.7	0.5	18.2	21.4	0.5	20.8	23.6	0.6	22.9	26.1	0.7	25.4	27.2	0.7	26.5	29.0	0.7	28.2	29.8	0.8	29.0	30.4	0.8	29.5	30.9	0.8	30.0	31.4	0.9	30.4
20	1.0	0.0	1.0	6.3	0.2	6.0	10.4	0.3	10.0	14.3	0.5	13.8	16.2	0.5	15.7	18.6	0.6	18.0	19.9	0.6	19.2	22.5	0.7	21.7	24.0	0.7	23.2	25.5	0.8	24.6	26.7	0.9	25.7	27.4	1.1	26.3	27.8	1.1	26.7	28.2	1.1	27.0
15	0.8	0.0	0.8	7.6	0.0	7.5	10.8	0.1	10.6	13.4	0.2	13.2	15.1	0.2	14.8	16.3	0.3	16.0	17.5	0.3	17.2	19.1	0.3	18.8	19.7	0.3	19.4	21.3	0.4	20.9	21.7	0.4	21.3	22.1	0.4	21.7	22.4	0.4	22.0	23.1	0.4	22.7
10	0.7	0.0	0.7	6.9	0.0	6.9	9.7	0.1	9.5	12.2	0.2	12.0	13.0	0.2	12.7	14.5	0.2	14.3	15.9	0.4	15.5	17.5	0.5	17.0	18.2	0.5	17.7	19.2	0.5	18.6	19.5	0.5	18.9	20.2	0.5	19.6	21.0	0.5	20.4	21.2	0.6	20.6
05	0.2	0.0	0.2	1.9	0.0	1.8	2.9	0.1	2.8	4.4	0.1	4.3	5.2	0.1	5.0	6.3	0.1	6.1	7.0	0.1	6.9	7.9	0.1	7.7	8.4	0.1	8.2	9.2	0.2	9.0	9.5	0.4	9.1	9.7	0.4	9.2	10.0	0.4	9.6	10.2	0.4	9.7
77	1.0	0.0	0.9	4.2	0.1	4.1	5.9	0.3	5.5	8.3	0.5	7.8	9.3	0.5	8.7	10.5	0.6	9.8	11.8	0.7	11.0	13.7	0.9	12.7	14.0	1.0	13.0	14.6	1.0	13.5	15.3	1.2	14.0	15.5	1.3	14.2	16.0	1.3	14.6	16.3	1.6	14.6
95	0.1	0.0	0.1	1.3	0.0	1.3	2.1	0.0	2.1	3.2	0.0	3.2	3.5	0.0	3.5	4.2	0.0	4.1	4.5	0.0	4.4	4.8	0.0	4.7	5.0	0.0	4.9	5.3	0.0	5.2	6.2	0.0	6.1	6.2	0.1	6.1	6.4	0.1	6.3	6.6	0.3	6.3
90	0.3	0.0	0.2	2.3	0.0	2.2	4.6	0.1	4.5	5.5	0.1	5.4	6.0	0.1	5.8	6.4	0.1	6.2	6.9	0.1	6.7	7.9	0.1	7.7	8.2	0.2	8.0	8.6	0.2	8.4	9.1	0.2	8.9	9.2	0.2	9.0	9.3	0.2	9.0	9.3	0.2	9.1
85	0.2	0.0	0.2	0.9	0.0	0.8	1.5	0.0	1.4	2.2	0.1	2.1	2.4	0.1	2.3	2.8	0.1	2.7	3.1	0.1	2.9	3.4	0.1	3.2	3.6	0.1	3.5	3.8	0.1	3.6	4.0	0.1	3.8	4.0	0.1	3.9	4.3	0.1	4.1	4.3	0.1	4.1
80	0.3	0.0	0.2	1.3	0.1	1.2	1.9	0.1	1.7	2.8	0.1	2.6	3.0	0.1	2.9	3.2	0.1	3.0	3.7	0.1	3.5	3.8	0.1	3.7	4.0	0.1	3.8	4.3	0.1	4.1	4.4	0.1	4.2	4.4	0.1	4.3	4.6	0.1	4.4	4.6	0.1	4.4

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	7,770.81	open	52,177	7,780	2.9	7,777.9	12.6	7770	13.6	14.68	0.228	0.02680
T	10:00	7,768.58 -2.2	current	249,650	7,780	18.5	7,772.0	18.7	7770	12.5	14.62	-0.037	0.03140
T30	10:30	7,766.86 -1.7	current	247,153	7,770	28.0	7,769.8	22.4	7765	11.5	14.44	0.020	0.03560
E	11:00	7,763.70 -3.2	current	266,844	7,770	26.5	7,767.5	27.8	7765	11.8	14.42	-0.070	0.03640
E30	11:30	7,764.40 +0.7	current	141,410	7,765	16.7	7,767.2	29.5	7765	10.7	14.30	-0.024	0.04220
N	12:00	7,760.13 -4.3	current	229,329	7,850	26.1	7,773.9	27.1	7760	10.1	14.37	0.003	0.04780
N30	12:30	7,759.55 -0.6	current	166,419	7,760	21.5	7,766.1	33.7	7760	9.8	14.27	-0.034	0.05240
P1	13:00	7,766.52 +7.0	current	187,368	7,765	23.4	7,763.1	35.5	7765	10.1	14.28	0.070	0.05440
P130	13:30	7,765.54 -1.0	current	125,803	7,765	19.7	7,765.2	41.9	7765	9.1	14.29	0.051	0.06640
P2	14:00	7,770.72 +5.2	current	214,383	7,770	33.2	7,769.3	39.1	7770	9.8	14.27	0.079	0.06920
P230	14:30	7,771.95 +1.2	current	174,484	7,775	30.5	7,770.6	46.5	7770	10.0	14.28	0.175	0.07660
P3	15:00	7,767.14 -4.8	current	142,912	7,770	31.4	7,771.1	43.8	7765	10.6	14.22	0.231	0.08680
P330	15:30	7,773.86 +6.7	current	177,482	7,770	46.4	7,771.0	58.0	7775	11.4	14.20	-0.147	0.11580
C	16:00 Close	7,764.64 -9.2	close	344,437	7,775	83.8	7,773.9	36.1	7765	44.3	14.29	0.237	0.29620

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.