EOD ΔVol
Session 2026-09-25 · Exp 2026-09-25 · Spot 7,743.41 · Window 7615–7795 · Last slot C · Generated 2026-09-25 16:45:04 ET · ET
· Data: SQLite · spx_intraday_2026-09-25.json
Session 2026-10-09
Preparing
—
Session 09:00 ET · O capture 09:50 · first paint ~09:52
Prior session shown below (not live) · 2026-10-09
Wall vs flow
slot C · Call peak K7750 Δ49,339 vs wall K7900 away
-150pt · Put peak K7745 Δ35,371 vs wall K7500 away
+245pt · near ≤25pt
· Part1 OI walls · not a new wall
Session pathSpot · ΣΔVol (K) · VW K · full 15-slot grid · empty ≠ 0 · CBOE ~15m delay
Session volVIX · ATM IV% · full 15-slot grid · empty ≠ 0 · IV axis ignores C
2026-09-25SPX
O 7,709.86 · H 7,752.07 · L 7,693.08 · C 7,743.41
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
7,709.86
7,726.46
7,705.86
7,716.86
7,718.29
7,727.61
7,744.79
7,734.93
7,742.38
7,741.61
7,737.93
7,737.14
7,732.05
7,743.41
VIX
15.17
15.14
15.63
15.46
15.35
15.18
14.98
15.07
14.99
14.99
15.05
14.92
14.89
14.84
ATM
29.10
24.75
27.50
23.70
21.30
21.45
21.05
17.90
15.20
12.20
11.95
9.03
7.78
4.88
IV
16.3
15.3
17.8
16.0
15.2
16.0
17.0
15.6
14.5
13.0
14.3
12.9
15.5
32.8
Wk
29.10
24.75
27.50
23.70
21.30
21.45
21.05
17.90
15.20
12.20
11.95
9.03
7.78
96.15
SPX · VIX · 0DTE ATM · IV% · Week ATM by slot · no heat map
SPX · ES / SPY RTH VWAPmapped · live basis · live SPX/SPY ratio · empty ≠ 0 · Yahoo 1m · not CME official
ATM straddledual 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
95
0.2
0.2
0
0.8
0.8
0.0
1.0
1.0
0
0.3
0.3
0.0
0.4
0.4
0
0.4
0.4
0.0
3.2
3.2
0.0
1.5
1.5
0.0
0.4
0.4
0.0
0.6
0.6
0.0
0.6
0.5
0.0
0.1
0.1
0.0
0.3
0.3
0.0
0.1
0.1
0.0
90
0.7
0.7
0
2.7
2.7
0.0
1.8
1.8
0.0
0.4
0.4
0.0
0.5
0.5
0.0
0.8
0.8
0
5.6
5.5
0.0
1.6
1.6
0.0
1.1
1.1
0.0
1.1
1.1
0.0
1.8
1.8
0.0
0.8
0.8
0.0
0.4
0.3
0.0
0.4
0.4
0.0
85
0.5
0.5
0.0
2.4
2.4
0.0
2.4
2.4
0.0
0.3
0.3
0.0
0.9
0.9
0.0
1.0
1.0
0.0
7.7
7.6
0.1
2.1
2.1
0.0
0.8
0.8
0.0
0.9
0.9
0.0
0.9
0.8
0.0
0.6
0.6
0.0
0.5
0.5
0.0
0.3
0.3
0.0
80
3.3
3.2
0.0
8.6
8.5
0.0
3.3
3.3
0.0
0.7
0.7
0.0
1.2
1.2
0.0
1.9
1.9
0.0
13.8
13.7
0.0
3.2
3.1
0.1
1.8
1.7
0.0
1.5
1.5
0.0
1.3
1.3
0.0
0.9
0.9
0.0
1.0
0.9
0.0
0.7
0.6
0.0
75
2.8
2.8
0.0
9.2
9.1
0.0
3.5
3.4
0.1
0.9
0.9
0.0
3.0
2.9
0.0
1.8
1.8
0.0
11.4
11.1
0.2
4.2
4.1
0.1
2.1
2.0
0.1
1.9
1.9
0.0
2.4
2.3
0.0
1.0
1.0
0.0
1.3
1.3
0.0
2.1
2.0
0.0
70
1.0
1.0
0.0
5.7
5.6
0.0
3.5
3.4
0.0
1.6
1.6
0.0
2.7
2.6
0.0
3.2
3.2
0.0
19.4
19.0
0.3
7.2
7.0
0.1
4.0
3.8
0.1
2.9
2.8
0.0
3.8
3.7
0.0
2.2
2.1
0.0
2.3
2.2
0.1
2.7
2.5
0.2
65
2.0
2.0
0.0
6.8
6.8
0.0
4.2
4.2
0.0
1.6
1.6
0.0
3.7
3.7
0.0
3.5
3.5
0.0
15.2
14.5
0.6
7.1
6.8
0.3
4.1
3.9
0.2
5.4
5.1
0.3
6.5
6.3
0.2
2.9
2.7
0.2
3.0
2.9
0.1
4.7
4.5
0.2
60
1.3
1.3
0.0
8.9
8.7
0.1
7.6
7.5
0.0
2.9
2.9
0.0
5.8
5.6
0.1
5.7
5.5
0.1
23.0
21.8
1.2
9.7
9.2
0.5
8.3
8.0
0.2
7.5
7.1
0.3
9.2
8.8
0.3
6.0
5.4
0.5
6.2
5.9
0.2
14.9
14.3
0.6
55
1.8
1.8
0.0
8.9
8.7
0.2
9.1
8.9
0.1
5.0
4.9
0.0
8.0
7.4
0.6
6.5
6.4
0.1
21.1
19.5
1.6
10.7
9.6
1.1
7.9
7.0
0.9
8.2
7.5
0.7
9.7
9.0
0.6
6.7
6.0
0.7
7.2
6.9
0.3
27.4
24.5
2.9
50
2.7
2.6
0.0
15.5
14.7
0.7
17.7
17.1
0.5
7.8
7.4
0.3
13.8
13.2
0.6
11.8
11.3
0.4
38.8
34.1
4.6
17.2
13.7
3.4
13.2
10.5
2.6
21.6
16.7
4.9
22.3
19.4
2.8
16.6
14.6
2.0
14.2
12.9
1.2
65.0
49.3
15.7
45
2.2
2.1
0.0
11.5
10.8
0.7
11.3
10.8
0.4
5.1
4.9
0.1
9.1
8.6
0.4
9.1
8.7
0.4
27.1
19.9
7.2
14.9
9.5
5.4
12.5
9.1
3.4
16.4
12.6
3.7
23.0
16.8
6.1
20.3
16.4
3.9
23.0
19.5
3.4
73.8
38.4
35.3
40
3.2
3.1
0.0
13.1
11.2
1.9
15.5
14.5
0.9
8.0
7.7
0.2
13.8
12.9
0.9
12.7
12.1
0.6
33.7
20.7
13.0
17.5
9.4
8.0
17.5
8.9
8.6
21.4
10.5
10.8
29.5
11.2
18.2
28.5
16.2
12.3
40.6
28.7
11.8
67.9
35.5
32.3
35
1.9
1.8
0.0
13.6
10.7
2.9
13.9
12.7
1.1
7.0
6.7
0.2
11.2
9.7
1.5
12.5
11.3
1.2
24.6
13.2
11.3
14.5
5.6
8.8
14.4
5.3
9.0
16.3
5.1
11.2
17.2
4.4
12.8
20.5
6.2
14.3
34.4
12.8
21.5
46.2
17.8
28.4
30
1.9
1.7
0.2
19.6
13.9
5.6
17.3
14.5
2.7
8.3
7.4
0.9
17.6
14.3
3.2
16.7
14.7
2.0
21.6
10.3
11.3
11.8
2.9
8.8
11.3
2.6
8.7
12.5
2.7
9.7
15.7
2.6
13.1
15.8
3.1
12.6
27.2
5.4
21.7
34.7
7.8
26.9
25
2.1
1.5
0.5
22.2
12.8
9.4
15.4
10.9
4.5
8.3
6.8
1.5
19.9
13.5
6.3
14.8
10.7
4.0
18.2
7.4
10.8
10.4
2.4
8.0
8.8
1.9
6.9
9.2
1.0
8.2
10.8
0.9
9.8
9.7
0.8
8.8
11.5
1.6
9.9
12.6
1.9
10.7
20
2.8
2.0
0.7
15.2
7.4
7.8
17.5
11.5
6.0
11.9
8.5
3.4
24.0
14.0
9.9
19.7
12.3
7.4
18.7
5.6
13.1
9.8
1.8
7.9
8.3
1.1
7.1
8.1
0.9
7.2
7.7
0.6
7.1
6.8
0.4
6.3
6.6
0.8
5.8
7.3
0.8
6.4
15
3.6
2.3
1.2
12.4
3.8
8.6
17.2
8.5
8.6
14.4
9.1
5.2
18.0
7.6
10.3
18.2
9.4
8.8
14.5
2.5
11.9
6.5
0.4
6.1
5.5
0.4
5.1
5.5
0.9
4.6
6.1
0.4
5.7
4.0
0.2
3.8
4.1
0.3
3.8
4.7
0.8
3.8
10
3.1
1.4
1.6
9.6
2.5
7.0
21.5
11.4
10.1
17.9
10.3
7.6
13.5
4.8
8.7
19.6
7.2
12.3
14.2
1.9
12.3
6.8
0.4
6.4
4.7
0.3
4.4
4.2
0.4
3.8
5.1
0.2
4.8
3.2
0.2
3.0
2.5
0.2
2.2
4.1
0.5
3.6
05
1.6
0.5
1.1
6.9
0.9
6.0
21.4
9.2
12.2
14.3
6.6
7.6
9.5
2.3
7.2
12.2
3.2
8.9
11.8
1.4
10.3
5.1
0.3
4.7
3.2
0.3
2.8
2.7
0.4
2.3
3.4
0.1
3.3
1.8
0.1
1.7
1.8
0.3
1.5
1.8
0.2
1.5
77
2.1
0.5
1.5
15.6
1.7
13.9
30.1
10.0
20.0
14.2
4.3
9.9
13.5
2.5
11.0
16.8
3.0
13.8
15.4
1.6
13.8
10.8
0.5
10.3
4.9
0.6
4.3
3.9
0.2
3.7
4.8
0.3
4.5
2.8
0.2
2.6
2.5
0.3
2.1
1.6
0.2
1.4
95
1.1
0.1
0.9
7.1
0.2
6.8
17.4
3.8
13.6
7.3
1.8
5.5
8.3
0.6
7.7
8.7
0.7
7.9
7.9
0.3
7.6
2.6
0.1
2.5
2.2
0.1
2.1
2.0
0.0
1.9
2.3
0.0
2.3
1.2
0.0
1.1
0.6
0.0
0.6
0.7
0.0
0.7
90
1.2
0.0
1.2
6.1
0.2
5.9
15.7
2.4
13.2
6.6
1.1
5.5
8.7
0.3
8.3
9.4
0.6
8.7
7.3
0.1
7.2
2.5
0.0
2.4
1.8
0.0
1.7
1.3
0.0
1.2
1.8
0.0
1.8
1.0
0.0
1.0
1.1
0.0
1.1
1.0
0.0
1.0
85
1.0
0.0
1.0
4.8
0.1
4.6
11.7
1.2
10.5
5.0
0.7
4.2
7.4
0.2
7.1
6.8
0.4
6.4
6.3
0.2
6.0
2.8
0.0
2.7
1.5
0.0
1.5
1.4
0.0
1.3
1.7
0.0
1.6
0.5
0.0
0.5
1.0
0.0
1.0
0.6
0.0
0.5
80
1.4
0.0
1.3
4.9
0.2
4.6
14.3
0.7
13.5
5.7
0.3
5.3
6.6
0.3
6.3
8.0
0.2
7.8
6.4
0.1
6.2
2.2
0.0
2.1
1.8
0.0
1.8
1.2
0.0
1.1
1.2
0.0
1.2
0.4
0.0
0.4
0.7
0.0
0.7
0.6
0.0
0.5
75
1.5
0.0
1.5
4.3
0.0
4.3
12.0
0.9
11.1
6.4
0.4
6.0
6.9
0.4
6.5
6.5
0.3
6.2
3.7
0.0
3.6
1.9
0.0
1.8
1.7
0.0
1.7
1.3
0.0
1.2
0.7
0.0
0.7
0.3
0.0
0.3
0.4
0.0
0.4
0.5
0.0
0.4
70
1.4
0.0
1.4
10.7
0.0
10.6
12.3
0.2
12.0
5.8
0.2
5.6
4.9
0.1
4.8
6.3
0.2
6.0
4.2
0.0
4.1
2.7
0.0
2.6
1.5
0.0
1.5
0.8
0.0
0.8
0.7
0.0
0.7
0.5
0.0
0.5
0.5
0.0
0.5
0.3
0.0
0.3
65
1.4
0.0
1.3
9.8
0.0
9.7
11.9
0.3
11.5
5.3
0.0
5.2
3.7
0.0
3.6
4.8
0.0
4.7
2.3
0.0
2.3
2.0
0.0
2.0
0.5
0.0
0.5
0.6
0.0
0.6
0.4
0.0
0.4
0.2
0.0
0.2
0.2
0.0
0.2
0.1
0.0
0.1
60
1.4
0.0
1.4
3.4
0.1
3.3
10.3
0.2
10.1
5.4
0.1
5.3
4.2
0.0
4.2
4.8
0.0
4.7
2.7
0.0
2.6
1.4
0.0
1.3
0.9
0.0
0.9
0.5
0.0
0.5
0.4
0.0
0.4
0.1
0.0
0.1
0.3
0.0
0.3
0.1
0.0
0.1
55
0.6
0.0
0.5
2.4
0.1
2.3
8.8
0.1
8.7
2.8
0.0
2.7
2.2
0.0
2.1
4.0
0.0
3.9
2.7
0.0
2.6
0.9
0.0
0.9
0.7
0.0
0.6
0.5
0.0
0.5
0.7
0.0
0.7
0.4
0.0
0.4
0.1
0.0
0.1
0.3
0.0
0.3
50
1.2
0.0
1.1
3.5
0.2
3.2
12.1
0.2
11.8
4.6
0.0
4.5
3.1
0.1
3.0
3.8
0.0
3.8
2.6
0.0
2.6
1.3
0.0
1.2
1.5
0.0
1.4
0.5
0.0
0.5
1.2
0.0
1.1
0.4
0.0
0.4
0.4
0.0
0.3
0.3
0.0
0.3
45
1.0
0.1
0.8
1.9
0.4
1.4
6.4
0.1
6.3
1.9
0.0
1.9
1.4
0.0
1.4
2.3
0.0
2.2
1.4
0.0
1.4
0.4
0.0
0.4
1.0
0.0
1.0
0.4
0.0
0.4
0.5
0.0
0.5
0.4
0.0
0.3
0.4
0.0
0.4
0.2
0.0
0.2
40
1.1
0.1
1.0
2.2
0.3
1.8
6.1
0.0
6.1
2.7
0.0
2.6
1.3
0.0
1.2
1.7
0.0
1.7
1.4
0.0
1.4
0.6
0.0
0.6
0.4
0.1
0.2
0.2
0
0.2
0.5
0.0
0.5
0.4
0.0
0.4
1.1
0.0
1.1
0.2
0.0
0.2
35
0.6
0.0
0.6
1.5
0.0
1.4
4.9
0.0
4.8
1.8
0.0
1.8
0.6
0.0
0.6
1.2
0.0
1.2
0.7
0.0
0.7
0.2
0.0
0.2
0.2
0
0.2
0.3
0.0
0.3
0.8
0
0.8
0.3
0
0.3
0.4
0.0
0.4
0.0
0.0
0.0
30
0.8
0.0
0.8
1.7
0.0
1.7
6.9
0.0
6.8
1.7
0.0
1.7
1.4
0.0
1.4
0.8
0.0
0.8
1.6
0.0
1.6
0.5
0.0
0.5
0.7
0.1
0.5
0.4
0.0
0.4
0.9
0.0
0.9
0.1
0
0.1
0.7
0.0
0.7
0.0
0.0
0.0
25
0.6
0.0
0.6
1.1
0.0
1.1
4.2
0.0
4.1
1.1
0.0
1.1
0.4
0.0
0.4
0.9
0.0
0.9
0.6
0.0
0.5
0.7
0.0
0.7
0.2
0.0
0.2
0.4
0
0.4
0.6
0.0
0.6
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
20
0.8
0.0
0.8
0.9
0.0
0.8
3.8
0.0
3.8
1.0
0.0
0.9
0.8
0.0
0.8
0.6
0.0
0.6
0.7
0.0
0.7
0.3
0.0
0.3
0.2
0
0.2
0.5
0
0.5
0.3
0.0
0.3
0.2
0
0.2
0.1
0.0
0.1
0.0
0
0.0
15
0.4
0.0
0.3
0.7
0.0
0.7
3.9
0.0
3.9
0.6
0.0
0.6
0.5
0.0
0.5
0.4
0.0
0.4
0.3
0
0.3
0.4
0.0
0.4
0.3
0.0
0.2
0.4
0
0.4
0.1
0
0.1
0.0
0
0.0
0.2
0.0
0.2
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).
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
95
0.2
0.2
0
1.0
1.0
0.0
2.0
2.0
0.0
2.3
2.3
0.0
2.8
2.8
0.0
3.3
3.2
0.0
6.5
6.5
0.0
8.0
8.0
0.0
8.5
8.4
0.0
9.1
9.0
0.0
9.7
9.6
0.0
9.9
9.8
0.0
10.2
10.2
0.0
10.4
10.3
0.0
90
0.7
0.7
0
3.5
3.4
0.0
5.3
5.3
0.0
5.8
5.8
0.0
6.4
6.4
0.0
7.3
7.3
0.0
12.9
12.8
0.1
14.6
14.5
0.1
15.7
15.6
0.1
16.9
16.8
0.1
18.8
18.7
0.1
19.7
19.5
0.1
20.1
19.9
0.1
20.5
20.3
0.1
85
0.5
0.5
0.0
2.9
2.9
0.0
5.4
5.4
0.0
5.8
5.7
0.0
6.7
6.7
0.0
7.8
7.7
0.0
15.5
15.4
0.1
17.7
17.5
0.2
18.6
18.3
0.2
19.5
19.3
0.2
20.4
20.1
0.3
21.1
20.8
0.3
21.6
21.3
0.3
22.0
21.6
0.3
80
3.3
3.2
0.0
11.9
11.8
0.0
15.2
15.1
0.0
16.0
15.9
0.0
17.3
17.2
0.0
19.2
19.1
0.0
33.0
32.8
0.1
36.3
36.0
0.3
38.2
37.8
0.3
39.8
39.3
0.4
41.2
40.7
0.5
42.2
41.6
0.5
43.2
42.6
0.5
43.9
43.3
0.6
75
2.8
2.8
0.0
12.0
11.9
0.0
15.6
15.4
0.2
16.5
16.3
0.2
19.5
19.2
0.3
21.4
21.1
0.3
32.8
32.2
0.6
37.1
36.3
0.7
39.2
38.3
0.8
41.2
40.2
0.9
43.6
42.6
1.0
44.7
43.7
1.0
46.1
45.0
1.1
48.2
47.1
1.1
70
1.0
1.0
0.0
6.7
6.6
0.0
10.2
10.1
0.1
11.9
11.7
0.1
14.6
14.4
0.1
17.9
17.7
0.1
37.4
36.8
0.5
44.6
43.8
0.7
48.6
47.7
0.9
51.5
50.5
0.9
55.4
54.3
1.0
57.6
56.5
1.1
60.0
58.7
1.2
62.7
61.3
1.4
65
2.0
2.0
0.0
8.9
8.8
0.0
13.2
13.0
0.1
14.8
14.6
0.1
18.6
18.4
0.2
22.2
21.9
0.2
37.4
36.4
0.9
44.6
43.3
1.2
48.7
47.2
1.5
54.2
52.4
1.8
60.8
58.7
2.0
63.8
61.5
2.2
66.9
64.5
2.4
71.6
69.0
2.6
60
1.3
1.3
0.0
10.3
10.1
0.1
17.9
17.6
0.2
20.8
20.5
0.3
26.7
26.2
0.4
32.4
31.8
0.6
55.5
53.6
1.8
65.3
62.8
2.4
73.6
70.9
2.7
81.1
78.1
3.0
90.4
86.9
3.4
96.4
92.4
3.9
102.6
98.3
4.2
117.6
112.6
4.9
55
1.8
1.8
0.0
10.8
10.6
0.2
20.0
19.5
0.4
25.0
24.5
0.4
33.0
31.9
1.0
39.6
38.3
1.2
60.7
57.8
2.8
71.4
67.5
3.9
79.3
74.5
4.8
87.6
82.0
5.5
97.4
91.1
6.2
104.1
97.2
6.9
111.4
104.1
7.3
138.9
128.6
10.2
50
2.7
2.6
0.0
18.2
17.4
0.7
35.9
34.6
1.3
43.7
42.0
1.7
57.6
55.3
2.3
69.5
66.6
2.8
108.3
100.8
7.4
125.5
114.6
10.9
138.8
125.1
13.6
160.5
141.9
18.5
182.8
161.4
21.4
199.4
176.0
23.4
213.7
189.0
24.7
278.8
238.3
40.4
45
2.2
2.1
0.0
13.7
12.9
0.7
25.1
23.8
1.2
30.2
28.8
1.4
39.3
37.4
1.8
48.5
46.2
2.3
75.7
66.1
9.5
90.7
75.7
14.9
103.2
84.8
18.3
119.6
97.5
22.1
142.7
114.4
28.3
163.1
130.8
32.2
186.1
150.4
35.7
260.0
188.9
71.0
40
3.2
3.1
0.0
16.3
14.3
1.9
31.8
28.9
2.9
39.8
36.7
3.1
53.7
49.6
4.1
66.5
61.7
4.7
100.2
82.5
17.7
117.8
91.9
25.8
135.4
100.9
34.4
156.8
111.4
45.3
186.3
122.7
63.6
214.8
138.9
75.9
255.4
167.6
87.8
323.3
203.1
120.2
35
1.9
1.8
0.0
15.6
12.5
3.0
29.5
25.3
4.2
36.6
32.0
4.5
47.9
41.8
6.0
60.4
53.1
7.3
85.1
66.4
18.6
99.6
72.0
27.5
114.0
77.4
36.6
130.4
82.5
47.8
147.7
87.0
60.6
168.2
93.2
75.0
202.7
106.1
96.5
249.0
124.0
125.0
30
1.9
1.7
0.2
21.5
15.7
5.8
38.8
30.2
8.6
47.2
37.6
9.5
64.8
52.0
12.8
81.5
66.7
14.8
103.2
77.1
26.1
115.0
80.0
34.9
126.4
82.6
43.7
138.9
85.4
53.4
154.6
88.1
66.5
170.5
91.2
79.2
197.7
96.7
100.9
232.4
104.5
127.9
25
2.1
1.5
0.5
24.4
14.4
9.9
39.8
25.3
14.5
48.2
32.1
16.0
68.1
45.7
22.4
83.0
56.5
26.4
101.2
63.9
37.3
111.7
66.3
45.3
120.6
68.3
52.3
129.8
69.3
60.5
140.7
70.2
70.4
150.4
71.1
79.2
162.0
72.7
89.2
174.7
74.7
99.9
20
2.8
2.0
0.7
18.0
9.4
8.6
35.6
21.0
14.6
47.6
29.5
18.1
71.7
43.6
28.0
91.5
55.9
35.5
110.3
61.6
48.7
120.1
63.4
56.6
128.4
64.5
63.8
136.6
65.4
71.1
144.3
66.1
78.2
151.2
66.6
84.6
157.9
67.4
90.4
165.3
68.3
96.9
15
3.6
2.3
1.2
16.0
6.1
9.9
33.2
14.6
18.6
47.7
23.8
23.9
65.7
31.4
34.2
84.0
40.9
43.0
98.5
43.5
55.0
105.1
43.9
61.1
110.6
44.3
66.2
116.1
45.3
70.8
122.3
45.7
76.5
126.3
45.9
80.3
130.5
46.2
84.2
135.2
47.1
88.1
10
3.1
1.4
1.6
12.7
4.0
8.7
34.2
15.4
18.8
52.2
25.7
26.4
65.7
30.5
35.1
85.4
37.8
47.5
99.6
39.7
59.8
106.5
40.2
66.3
111.3
40.5
70.7
115.6
40.9
74.6
120.7
41.2
79.5
124.0
41.4
82.5
126.5
41.7
84.8
130.7
42.2
88.4
05
1.6
0.5
1.1
8.6
1.4
7.1
30.1
10.7
19.3
44.4
17.4
27.0
53.9
19.7
34.2
66.2
22.9
43.2
78.0
24.4
53.5
83.2
24.8
58.3
86.4
25.2
61.2
89.2
25.6
63.5
92.7
25.8
66.8
94.6
25.9
68.6
96.4
26.2
70.1
98.2
26.5
71.7
77
2.1
0.5
1.5
17.7
2.2
15.5
47.9
12.3
35.5
62.2
16.7
45.5
75.7
19.2
56.5
92.6
22.2
70.4
108.1
23.8
84.2
119.0
24.4
94.6
123.9
25.0
98.9
127.9
25.2
102.6
132.8
25.6
107.2
135.7
25.8
109.8
138.2
26.2
112.0
139.9
26.4
113.4
95
1.1
0.1
0.9
8.2
0.4
7.7
25.6
4.2
21.4
33.0
6.1
26.9
41.4
6.7
34.6
50.2
7.5
42.6
58.2
7.8
50.3
60.9
8.0
52.8
63.1
8.1
55.0
65.1
8.2
56.9
67.5
8.3
59.2
68.8
8.3
60.4
69.4
8.4
61.0
70.2
8.4
61.8
90
1.2
0.0
1.2
7.4
0.3
7.1
23.1
2.8
20.3
29.8
3.9
25.8
38.5
4.2
34.2
48.0
4.9
43.0
55.3
5.1
50.2
57.9
5.2
52.7
59.7
5.2
54.4
61.0
5.2
55.7
62.9
5.3
57.6
63.9
5.3
58.6
65.0
5.3
59.7
66.1
5.3
60.7
85
1.0
0.0
1.0
5.9
0.2
5.7
17.7
1.4
16.2
22.7
2.2
20.5
30.1
2.4
27.7
37.0
2.9
34.1
43.3
3.1
40.2
46.2
3.2
43.0
47.8
3.2
44.5
49.2
3.3
45.9
51.0
3.3
47.6
51.5
3.3
48.2
52.6
3.3
49.2
53.2
3.4
49.8
80
1.4
0.0
1.3
6.3
0.3
6.0
20.6
1.1
19.5
26.4
1.5
24.9
33.0
1.8
31.2
41.1
2.0
39.0
47.5
2.2
45.3
49.7
2.2
47.4
51.6
2.3
49.3
52.8
2.3
50.4
54.1
2.3
51.7
54.5
2.3
52.1
55.3
2.4
52.9
55.9
2.5
53.4
75
1.5
0.0
1.5
5.9
0.1
5.8
18.0
1.0
16.9
24.4
1.4
23.0
31.4
1.9
29.5
38.0
2.2
35.8
41.7
2.3
39.4
43.6
2.3
41.3
45.4
2.3
43.1
46.7
2.3
44.4
47.5
2.3
45.1
47.8
2.3
45.5
48.2
2.3
45.9
48.8
2.4
46.4
70
1.4
0.0
1.4
12.2
0.1
12.1
24.5
0.3
24.1
30.3
0.5
29.7
35.3
0.6
34.6
41.6
0.9
40.6
45.8
1.0
44.7
48.5
1.0
47.4
50.0
1.0
49.0
50.9
1.0
49.9
51.7
1.0
50.7
52.3
1.0
51.2
52.8
1.0
51.8
53.2
1.0
52.1
65
1.4
0.0
1.3
11.2
0.1
11.1
23.1
0.4
22.7
28.5
0.5
27.9
32.2
0.6
31.6
37.0
0.6
36.3
39.4
0.7
38.7
41.4
0.7
40.7
41.9
0.7
41.2
42.6
0.7
41.8
43.0
0.7
42.2
43.2
0.7
42.4
43.5
0.7
42.7
43.7
0.7
42.9
60
1.4
0.0
1.4
4.9
0.1
4.8
15.3
0.4
14.9
20.8
0.5
20.2
25.0
0.5
24.5
29.9
0.6
29.2
32.6
0.7
31.9
34.0
0.7
33.3
35.0
0.7
34.3
35.6
0.7
34.9
36.1
0.7
35.3
36.3
0.7
35.5
36.6
0.7
35.9
36.7
0.7
36.0
55
0.6
0.0
0.5
3.1
0.2
2.9
11.9
0.3
11.6
14.7
0.3
14.4
17.0
0.4
16.5
21.0
0.4
20.5
23.7
0.5
23.2
24.7
0.5
24.2
25.4
0.5
24.9
25.9
0.5
25.4
26.6
0.5
26.1
27.1
0.5
26.6
27.3
0.5
26.8
27.6
0.5
27.1
50
1.2
0.0
1.1
4.7
0.2
4.4
16.8
0.5
16.3
21.5
0.6
20.9
24.7
0.7
23.9
28.5
0.7
27.7
31.2
0.8
30.3
32.5
0.8
31.6
34.0
0.9
33.1
34.6
0.9
33.6
35.8
0.9
34.8
36.2
1.0
35.2
36.6
1.0
35.6
37.0
1.0
35.9
45
1.0
0.1
0.8
2.9
0.6
2.3
9.3
0.7
8.6
11.3
0.7
10.5
12.8
0.8
12.0
15.1
0.8
14.2
16.6
0.8
15.7
17.1
0.8
16.2
18.1
0.8
17.2
18.6
0.9
17.7
19.1
0.9
18.2
19.5
0.9
18.6
20.0
0.9
19.0
20.2
0.9
19.2
40
1.1
0.1
1.0
3.3
0.4
2.8
9.5
0.5
8.9
12.2
0.5
11.6
13.6
0.6
12.9
15.3
0.7
14.6
16.8
0.7
16.0
17.4
0.7
16.7
17.8
0.8
16.9
18.0
0.8
17.2
18.6
0.8
17.7
19.0
0.8
18.1
20.2
0.8
19.3
20.4
0.8
19.5
35
0.6
0.0
0.6
2.1
0.0
2.1
7.0
0.0
7.0
8.9
0.0
8.8
9.5
0.0
9.4
10.8
0.1
10.7
11.6
0.1
11.5
11.9
0.1
11.8
12.2
0.1
12.1
12.5
0.1
12.4
13.3
0.1
13.2
13.6
0.1
13.5
14.1
0.1
14.0
14.2
0.1
14.0
30
0.8
0.0
0.8
2.6
0.0
2.6
9.6
0.0
9.5
11.3
0.0
11.2
12.7
0.0
12.6
13.6
0.0
13.5
15.2
0.1
15.1
15.8
0.1
15.7
16.5
0.2
16.3
16.9
0.2
16.7
17.8
0.2
17.6
17.9
0.2
17.7
18.7
0.2
18.4
18.7
0.2
18.4
25
0.6
0.0
0.6
1.8
0.0
1.8
6.0
0.0
5.9
7.2
0.1
7.1
7.6
0.1
7.5
8.6
0.1
8.5
9.2
0.1
9.1
10.0
0.1
9.9
10.3
0.1
10.1
10.7
0.1
10.6
11.4
0.1
11.2
11.4
0.1
11.3
11.5
0.1
11.3
11.5
0.1
11.3
20
0.8
0.0
0.8
1.7
0.0
1.7
5.6
0.0
5.5
6.6
0.0
6.5
7.4
0.0
7.3
8.0
0.0
7.9
8.8
0.1
8.7
9.1
0.1
9.0
9.4
0.1
9.3
10.0
0.1
9.9
10.3
0.1
10.2
10.6
0.1
10.5
10.8
0.1
10.6
10.8
0.1
10.6
15
0.4
0.0
0.3
1.1
0.0
1.0
5.1
0.0
5.0
5.7
0.0
5.7
6.3
0.0
6.3
6.8
0.0
6.7
7.1
0.0
7.1
7.6
0.0
7.5
7.9
0.0
7.8
8.3
0.0
8.2
8.4
0.0
8.3
8.5
0.0
8.4
8.7
0.0
8.6
8.8
0.0
8.7
Volume by strike
Call / Put / Total (K) · X = strike low→high · timeline scrub = slot · width matches Session path
——
Slot Options VolX = full 15-slot grid · empty ≠ 0 · left = Call / Put (K) · right = SPXMode
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
7,709.86
open
59,957
7,715
3.6
7,716.2
14.0
7710
16.3
15.17
0.270
0.02200
T
10:00
7,726.46 +16.6
current
277,845
7,725
22.2
7,720.5
20.6
7725
15.3
15.14
0.020
0.02560
T30
10:30
7,705.86 -20.6
current
399,603
7,700
30.1
7,702.8
18.3
7705
17.8
15.63
-0.055
0.02320
E
11:00
7,716.86 +11.0
current
198,271
7,710
17.9
7,705.8
22.4
7715
16.0
15.46
-0.005
0.02700
E30
11:30
7,718.29 +1.4
current
254,559
7,720
24.0
7,715.9
24.4
7720
15.2
15.35
-0.049
0.03000
N
12:00
7,727.61 +9.3
current
262,008
7,720
19.7
7,713.0
16.9
7730
16.0
15.18
-0.122
0.02980
N30
12:30
7,744.79 +17.2
current
413,479
7,750
38.8
7,734.2
24.1
7745
17.0
14.98
-0.065
0.03020
P1
13:00
7,734.93 -9.9
current
198,028
7,740
17.5
7,731.4
22.2
7735
15.6
15.07
-0.001
0.03560
P130
13:30
7,742.38 +7.4
current
153,593
7,740
17.5
7,731.0
29.0
7740
14.5
14.99
0.098
0.04160
P2
14:00
7,741.61 -0.8
current
166,150
7,750
21.6
7,734.5
32.6
7740
13.0
14.99
0.017
0.05220
P230
14:30
7,737.93 -3.7
current
198,458
7,740
29.5
7,734.6
35.2
7740
14.3
15.05
-0.207
0.05320
P3
15:00
7,737.14 -0.8
current
159,714
7,740
28.5
7,736.0
40.6
7735
12.9
14.92
0.205
0.07140
P330
15:30
7,732.05 -5.1
current
200,684
7,740
40.6
7,735.0
36.5
7730
15.5
14.89
0.338
0.07880
C
16:00 Close
7,743.41 +11.4
close
379,637
7,745
73.8
7,741.1
49.5
7740
32.8
14.84
0.884
0.05860
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.