Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-23 · Exp 2026-09-23 · Spot 7,764.64 · Window 7680–7860 · Last slot C · Generated 2026-09-23 16:15:07 ET · ET · Data: SQLite · spx_intraday_2026-09-23.json
Wall vs flow Part1 OI walls vs latest-slot peak ΔVol
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
2026-09-23 SPX O 7,761.94 · H 7,761.94 · L 7,694.89 · C 7,706.03 prior C — VIX 15.18 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 7,761.947,764.647,764.647,764.647,764.647,764.647,764.647,764.647,764.647,764.647,764.647,764.647,764.647,764.64
VIX 14.2014.2114.2114.2114.2114.2114.2114.2114.2114.2114.2114.2114.2114.21
ATM 27.1527.8027.8027.8027.8027.8027.8027.8027.8027.8027.8027.8027.8027.80
IV 10.110.210.210.210.210.210.210.210.210.210.210.210.210.2
Wk 55.9056.6056.6056.6056.6056.6056.6056.6056.6056.6056.6056.6056.6056.60

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
ΔVol Cells = ΔVolume · unit K · Absolute K: 0 / <1 / 1–3 / 3–8 / 8–15 / ≥15 · blue bar = column max · edge trim ΣΔ < dynamic th (scales with slot columns; top/bottom only) · Strike high→low · CBOE ~15m delay
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 1.61.60.0·······································
55 1.61.60.0·······································
50 12.211.60.6·······································
45 4.14.10·······································
40 3.73.70.0·······································
35 3.33.30.0·······································
30 5.45.40.0·······································
25 4.64.60.0·······································
20 4.44.30.0·······································
15 3.33.20.0·······································
10 6.16.00.0·······································
05 4.74.60.1·······································
78 11.911.20.6·······································
95 5.45.10.2·······································
90 5.54.90.5·······································
85 5.14.20.8·······································
80 12.810.32.5·······································
75 16.512.04.4·······································
70 17.111.25.9·······································
65 12.57.45.0·······································
60 10.44.36.1·······································
55 5.62.13.4·······································
50 9.42.76.6·······································
45 4.51.13.4·······································
40 6.20.55.7·······································
35 6.71.05.6·······································
30 6.11.34.7·······································
25 5.90.95.0·······································
20 5.10.74.4·······································
15 4.80.34.4·······································
10 3.70.43.3·······································
05 5.10.64.4·······································
77 9.50.49.1·······································
95 3.80.13.7·······································
90 5.00.24.8·······································
85 5.60.05.5·······································
80 3.10.13.0·······································

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).
Vol stock Cells = cum volume · unit K · strike high→low
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 1.61.60.0·······································
55 1.61.60.0·······································
50 12.211.60.6·······································
45 4.14.10·······································
40 3.73.70.0·······································
35 3.33.30.0·······································
30 5.45.40.0·······································
25 4.64.60.0·······································
20 4.44.30.0·······································
15 3.33.20.0·······································
10 6.16.00.0·······································
05 4.74.60.1·······································
78 11.911.20.6·······································
95 5.45.10.2·······································
90 5.54.90.5·······································
85 5.14.20.8·······································
80 12.810.32.5·······································
75 16.512.04.4·······································
70 17.111.25.9·······································
65 12.57.45.0·······································
60 10.44.36.1·······································
55 5.62.13.4·······································
50 9.42.76.6·······································
45 4.51.13.4·······································
40 6.20.55.7·······································
35 6.71.05.6·······································
30 6.11.34.7·······································
25 5.90.95.0·······································
20 5.10.74.4·······································
15 4.80.34.4·······································
10 3.70.43.3·······································
05 5.10.64.4·······································
77 9.50.49.1·······································
95 3.80.13.7·······································
90 5.00.24.8·······································
85 5.60.05.5·······································
80 3.10.13.0·······································
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 Mode

Slots captured · flow summary (P1)

KeyPeriodSpotSrc ΣΔVolMax KMax ΔVW K ATM vol%ATMIV% VIXδγ
O 09:30 Open 7,761.94 open 244,388 7,770 17.1 7,768.4 18.9 7770 10.1 14.20 0.026 0.02340
T 10:00 7,764.64 +2.7 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
T30 10:30 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
E 11:00 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
E30 11:30 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
N 12:00 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
N30 12:30 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
P1 13:00 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
P130 13:30 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
P2 14:00 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
P230 14:30 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
P3 15:00 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
P330 15:30 7,764.64 +0.0 current 0 · · · · 7765 10.2 14.21 0.141 0.02280
C 16:00 Close 7,764.64 +0.0 close 0 · · · · 7765 10.2 14.21 0.141 0.02280

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.

1.9.0 STABLE (2026-09-25) · r30 · Times: US Eastern (ET). · Data: SQLite · spx_2026-09-23_2026-09-23_1336.json Debug · report ~64 KB · slots 14/14 · strikes 37 · maps 84 · keys 3108 · C/P yes · keys=[O,T,T30,E,E30,N,N30,P1,P130,P2,P230,P3,P330,C] · one blob · ΔVol/Stock = delta_* / cum_* views