Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-24 · Exp 2026-09-24 · Spot 7,704.13 · Window 7610–7790 · Last slot C · Generated 2026-09-24 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-24.json
Volume incomplete Missing slots: O, T, T30, E, E30, N, N30, P1 · past fetch gate +3m ET · no data (server skip or fetch fail) · empty cells marked below — not filled with zeros
Wall vs flow slot C · Call peak K7710 Δ41,521 vs wall K7800 away -90pt · Put peak K7700 Δ33,174 vs wall K7575 away +125pt · 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
2026-09-24 SPX O 7,666.99 · H 7,719.01 · L 7,662.57 · C 7,704.13 prior C — VIX 15.67 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 ········7,702.737,700.067,706.307,710.067,705.397,704.13
VIX ········15.6915.7215.5715.4715.5815.56
ATM ········19.4016.0015.1012.258.251.82
IV ········18.517.218.818.518.040.5
Wk ········45.5544.1044.2043.0041.4042.30

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
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
90 ························7.87.70.00.50.50.00.50.50.00.60.60.00.20.200.00.00.0
85 ························6.76.60.00.30.301.31.30.00.50.40.00.10.10.00.00.00.0
80 ························10.09.90.00.30.30.00.50.50.00.60.60.00.40.40.00.00.00.0
75 ························8.58.40.10.40.40.01.11.00.00.60.60.01.01.00.00.00.00.0
70 ························10.410.30.10.40.40.00.70.70.01.21.10.00.70.70.00.00.00.0
65 ························11.511.40.10.70.70.01.11.10.01.51.50.00.80.800.10.10.0
60 ························16.816.60.11.01.00.01.11.10.01.31.30.00.90.90.00.30.30.0
55 ························18.117.70.41.31.30.01.91.90.01.51.50.01.41.30.00.30.30.0
50 ························43.640.33.23.53.40.02.92.80.13.33.20.12.22.10.04.82.91.9
45 ························30.830.20.52.62.60.02.52.50.03.63.60.01.91.90.00.90.90.0
40 ························58.257.11.04.74.70.05.35.30.05.75.60.02.92.80.11.21.20.0
35 ························55.353.81.410.710.60.06.36.20.05.14.90.13.23.10.02.12.00.0
30 ························61.058.62.39.39.10.18.48.20.27.47.20.25.95.70.24.44.20.2
25 ························67.863.04.79.28.90.311.510.90.610.710.20.57.57.20.28.37.90.4
20 ························88.780.28.413.212.60.617.516.70.718.515.82.713.813.00.716.215.20.9
15 ························87.675.112.510.59.50.915.214.11.116.712.74.016.314.61.727.725.42.3
10 ························113.093.519.413.812.21.620.317.23.021.816.05.724.017.66.454.641.513.1
05 ························93.774.119.613.09.83.121.816.94.917.510.47.020.310.210.050.217.632.5
77 ························154.8118.036.724.614.410.227.517.210.320.88.412.423.26.316.940.37.133.1
95 ························86.356.729.618.77.711.019.28.410.814.04.39.613.61.711.813.11.811.2
90 ························118.770.847.815.33.212.119.45.913.511.71.89.811.81.610.29.01.47.6
85 ························87.546.041.412.21.310.815.22.812.48.91.27.76.70.56.14.80.64.2
80 ························109.653.855.810.10.79.313.71.012.65.90.35.54.40.34.12.40.32.0
75 ························109.740.069.79.50.88.611.20.810.34.90.44.55.40.35.12.00.11.9
70 ························115.636.479.29.50.39.19.00.48.64.40.14.23.10.13.01.20.11.0
65 ························91.320.171.26.00.15.86.70.26.52.70.12.52.20.12.10.70.00.6
60 ························86.912.074.95.60.15.46.40.26.22.40.02.31.80.01.80.70.00.6
55 ························57.83.854.02.30.12.13.70.13.51.10.01.12.30.02.30.40.00.4
50 ························78.34.373.93.20.23.03.90.13.72.30.12.21.40.01.30.80.00.8
45 ························49.81.648.11.70.11.51.90.01.90.80.00.70.40.00.40.30.00.2
40 ························50.01.248.81.90.01.92.40.02.40.90.10.70.60.00.60.30.00.3
35 ························35.30.834.51.00.01.01.90.01.90.80.00.80.300.30.20.00.2
30 ························35.90.935.00.50.00.51.10.01.11.00.10.90.30.00.30.10.00.1
25 ························28.40.727.60.60.00.60.80.00.80.60.00.60.300.30.10.00.1
20 ························39.70.639.00.40.00.40.600.60.40.00.40.40.00.40.10.00.1
15 ························23.80.223.60.30.00.30.80.00.70.600.60.400.40.00.00.0
10 ························18.20.317.90.40.00.40.400.40.10.00.10.40.00.40.00.00.0

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
90 ························7.87.70.08.48.30.08.98.80.09.69.50.09.99.80.09.99.80.1
85 ························6.76.60.07.17.00.08.48.30.08.98.80.09.19.00.09.19.10.0
80 ························10.09.90.010.310.30.010.910.80.011.611.50.012.011.90.012.012.00.0
75 ························8.58.40.19.08.90.110.19.90.110.810.60.111.811.60.111.811.70.1
70 ························10.410.30.110.810.70.111.611.50.112.812.60.213.613.30.213.613.40.2
65 ························11.511.40.112.312.20.113.413.30.115.014.80.115.815.60.115.915.70.1
60 ························16.816.60.117.917.70.119.018.80.120.420.20.221.421.20.221.721.50.2
55 ························18.117.70.419.519.10.421.421.00.423.022.50.424.423.90.424.724.20.5
50 ························43.640.33.247.143.83.350.146.73.453.549.93.655.852.13.760.755.05.6
45 ························30.830.20.533.432.80.536.035.40.639.739.00.641.640.90.642.541.90.6
40 ························58.257.11.062.961.81.168.367.11.174.172.81.277.075.71.378.376.91.4
35 ························55.353.81.466.164.51.572.470.71.677.575.71.880.878.81.982.980.92.0
30 ························61.058.62.370.367.82.478.776.02.786.283.22.992.189.03.196.693.23.3
25 ························67.863.04.777.171.95.188.682.85.799.493.16.3107.0100.36.6115.3108.37.0
20 ························88.780.28.4102.092.89.1119.5109.69.9138.1125.412.6151.9138.513.4168.1153.814.3
15 ························87.675.112.598.184.713.4113.498.814.6130.2111.618.6146.6126.220.3174.3151.622.7
10 ························113.093.519.4126.8105.821.0147.2123.024.1169.0139.129.8193.1156.836.2247.8198.349.4
05 ························93.774.119.6106.884.022.8128.7100.927.7146.3111.434.8166.6121.744.9216.8139.477.4
77 ························154.8118.036.7179.5132.447.0207.0149.757.3227.9158.169.8251.2164.486.7291.6171.6119.9
95 ························86.356.729.6105.164.440.6124.472.851.5138.477.261.2152.079.073.0165.180.884.2
90 ························118.770.847.8134.174.159.9153.580.073.5165.281.883.3177.183.593.6186.284.9101.2
85 ························87.546.041.499.747.452.3115.050.264.7124.051.472.5130.852.078.7135.752.783.0
80 ························109.653.855.8119.754.565.1133.455.677.8139.355.983.4143.856.287.5146.256.689.6
75 ························109.740.069.7119.240.878.3130.541.788.7135.442.193.3140.842.498.4142.942.6100.3
70 ························115.636.479.2125.136.888.3134.237.297.0138.637.4101.2141.837.5104.2143.037.7105.3
65 ························91.320.171.297.320.377.0104.120.583.5106.820.686.1109.120.888.2109.820.888.9
60 ························86.912.074.992.512.180.398.912.486.5101.412.488.9103.312.590.8104.012.591.4
55 ························57.83.854.060.13.956.163.84.159.765.04.160.867.44.163.267.84.163.7
50 ························78.34.373.981.54.577.085.44.680.887.84.883.089.24.884.490.14.885.2
45 ························49.81.648.151.51.849.753.51.851.754.31.852.454.71.952.855.01.953.1
40 ························50.01.248.851.91.250.754.41.253.255.31.353.956.01.354.656.31.355.0
35 ························35.30.834.536.40.835.538.30.837.539.10.838.339.50.838.739.80.838.9
30 ························35.90.935.036.50.935.637.60.936.738.71.137.639.11.137.939.31.138.1
25 ························28.40.727.629.00.728.329.90.729.130.50.829.730.80.830.030.90.830.1
20 ························39.70.639.040.10.639.540.80.640.141.30.640.641.70.641.041.80.641.2
15 ························23.80.223.624.20.223.925.00.224.725.60.225.426.00.225.826.10.225.9
10 ························18.20.317.918.70.318.319.10.318.819.30.319.019.80.319.519.90.319.6
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 Mode

Slots captured · flow summary (P1)

KeyPeriodSpotSrc ΣΔVolMax KMax ΔVW K ATM vol%ATMIV% VIXδγ
P130 13:30 7,702.73 current 2,168,750 7,700 154.8 7,689.9 16.7 7705 18.5 15.69 -0.077 0.03300
P2 14:00 7,700.06 -2.7 current 221,161 7,700 24.6 7,700.2 25.6 7700 17.2 15.72 -0.012 0.04000
P230 14:30 7,706.30 +6.2 current 267,505 7,700 27.5 7,699.4 26.1 7705 18.8 15.57 0.077 0.04190
P3 15:00 7,710.06 +3.8 current 204,415 7,710 21.8 7,706.3 27.5 7710 18.5 15.47 -0.036 0.05220
P330 15:30 7,705.39 -4.7 current 184,576 7,710 24.0 7,704.7 36.7 7705 18.0 15.58 0.091 0.07520
C 16:00 Close 7,704.13 -1.3 close 249,519 7,710 54.6 7,707.1 58.2 7705 40.5 15.56 0.657 0.27640

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_2026-09-24_2026-09-24_1614.json Debug · report ~34.7 KB · slots 6/14 · strikes 37 · maps 36 · keys 1332 · C/P yes · keys=[P130,P2,P230,P3,P330,C] · one blob · ΔVol/Stock = delta_* / cum_* views