Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-28 · Exp 2026-09-28 · Spot 7,683.69 · Window 7630–7810 · Last slot C · Generated 2026-09-28 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-28.json

Wall vs flow slot C · Call peak K7685 Δ36,579 vs wall K7925 away -240pt · Put peak K7680 Δ51,729 vs wall K7450 away +230pt · 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

2026-09-28 SPX O 7,721.70 · H 7,724.15 · L 7,666.60 · C 7,683.69 prior C — VIX 16.07 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	7,721.70	7,711.07	7,703.96	7,670.82	7,679.64	7,684.78	7,719.22	7,700.96	7,700.27	7,701.92	7,698.82	7,699.72	7,688.26	7,683.69
VIX	16.14	15.84	15.83	16.51	16.32	16.23	15.74	15.94	15.95	15.92	15.90	15.90	16.02	16.08
ATM	28.35	24.45	22.30	25.30	22.20	19.35	23.60	20.00	19.50	17.05	14.70	11.60	8.50	2.23
IV	16.6	15.2	14.4	17.3	16.0	14.8	19.2	17.4	18.6	18.2	18.1	17.8	17.9	39.5
Wk	91.10	88.70	88.30	97.20	94.35	93.20	91.50	91.05	92.70	90.55	89.10	90.20	89.60	90.25

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
10	0.4	0.4	0.0	1.5	1.5	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.2	0.2	0	0.1	0.1	0	1.2	1.2	0.0	0.5	0.5	0	0.5	0.5	0.0	0.1	0.1	0	0.2	0.2	0	0.2	0.2	0	1.0	1.0	0.0	0.0	0.0	0.0
05	0.2	0.2	0.0	0.9	0.9	0.0	0.3	0.3	0	0.5	0.5	0.0	0.5	0.5	0.0	0.2	0.2	0	2.5	2.5	0	0.4	0.4	0	0.7	0.7	0	0.1	0.1	0	0.0	0.0	0.0	0.2	0.2	0	0.3	0.3	0	0.0	0.0	0
78	0.9	0.8	0.0	1.3	1.3	0.0	1.1	1.0	0.0	1.0	0.9	0.0	0.9	0.8	0.1	0.2	0.2	0.0	1.1	1.1	0.0	0.4	0.4	0.0	1.6	1.4	0.2	0.3	0.3	0.0	0.3	0.3	0.0	0.6	0.5	0.1	0.8	0.8	0.0	0.0	0.0	0.0
95	0.1	0.1	0.0	0.8	0.7	0.0	0.2	0.2	0.0	0.6	0.6	0.0	0.3	0.3	0	0.1	0.1	0	1.7	1.7	0.0	0.4	0.4	0	1.5	1.5	0.0	0.2	0.2	0	0.1	0.1	0	0.8	0.8	0	0.3	0.3	0.0	0.0	0.0	0
90	0.3	0.3	0.0	0.9	0.9	0.0	1.1	1.1	0.0	0.9	0.9	0.0	0.1	0.1	0	0.1	0.1	0	1.5	1.5	0.0	0.5	0.5	0.0	1.7	1.7	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.0	0.0	0.0
85	0.3	0.3	0.0	1.0	1.0	0.0	0.7	0.6	0.0	0.9	0.9	0.0	0.5	0.5	0	0.0	0.0	0.0	1.6	1.6	0.0	0.8	0.8	0	1.9	1.9	0.0	0.1	0.1	0	0.3	0.3	0	0.3	0.2	0.0	0.2	0.2	0.0	0.0	0.0	0
80	0.8	0.8	0.0	1.6	1.5	0.0	0.8	0.8	0.0	1.3	1.2	0.0	0.2	0.2	0.0	0.0	0.0	0.0	2.6	2.5	0.0	0.8	0.8	0	2.8	2.8	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.2	0.2	0.0
75	0.6	0.6	0.0	2.4	2.4	0.0	1.4	1.4	0.0	1.4	1.4	0.0	0.6	0.6	0.0	0.2	0.2	0.0	2.3	2.3	0.0	1.3	1.3	0.0	3.0	3.0	0.0	0.4	0.4	0.0	0.9	0.9	0.0	0.5	0.5	0.0	0.7	0.7	0	0.0	0.0	0.0
70	1.0	1.0	0.0	3.4	3.3	0.1	1.9	1.9	0.0	2.8	2.8	0.0	0.5	0.5	0.0	0.3	0.2	0.0	3.4	3.4	0.0	2.0	2.0	0.0	4.1	4.1	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.4	0.3	0.0	0.6	0.6	0.0	0.0	0.0	0.0
65	1.0	1.0	0.0	8.5	8.5	0.0	3.1	3.1	0.0	2.2	2.1	0.0	0.8	0.8	0.0	0.2	0.2	0.0	3.3	3.3	0.0	1.9	1.9	0.0	4.3	4.3	0.0	1.2	1.2	0.0	0.7	0.7	0.0	0.4	0.4	0.0	1.0	1.0	0.0	0.0	0.0	0.0
60	1.1	1.1	0.0	11.8	11.7	0.0	4.3	4.3	0.0	3.9	3.9	0.0	0.6	0.6	0.0	0.5	0.4	0.0	5.7	5.7	0.0	4.8	4.7	0.1	5.5	5.5	0.0	1.4	1.4	0.0	1.2	1.1	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.2	0.2	0.0
55	1.2	1.2	0.0	4.4	4.4	0.0	3.3	3.2	0.0	3.4	3.4	0.0	1.0	1.0	0.0	0.3	0.3	0.0	4.7	4.6	0.0	2.4	2.3	0.1	4.7	4.6	0.0	0.9	0.9	0.0	1.0	1.0	0.0	0.9	0.9	0.0	0.9	0.9	0.0	0.3	0.3	0.0
50	2.4	2.0	0.4	8.4	7.8	0.5	5.5	5.3	0.1	7.0	6.8	0.2	3.1	2.3	0.8	1.0	0.8	0.1	9.4	9.1	0.2	8.9	8.2	0.6	11.4	10.9	0.4	2.9	2.9	0.0	2.2	2.1	0.1	2.3	2.1	0.1	3.9	2.8	1.1	0.4	0.3	0.0
45	1.0	0.9	0.0	5.7	5.4	0.3	6.6	6.3	0.2	5.4	5.2	0.1	1.2	1.2	0.0	0.7	0.7	0.0	8.2	8.0	0.1	4.8	4.6	0.1	7.1	7.0	0.0	2.9	2.9	0.0	2.2	2.2	0.0	1.3	1.3	0.0	2.3	2.3	0.0	0.3	0.3	0.0
40	1.3	1.2	0.0	8.4	8.0	0.4	6.4	6.1	0.2	8.9	8.4	0.4	1.9	1.8	0.0	1.0	1.0	0.0	11.6	11.2	0.3	8.7	8.4	0.2	12.6	12.3	0.3	3.8	3.7	0.0	4.5	4.4	0.1	2.8	2.8	0.0	2.6	2.5	0.1	0.8	0.6	0.2
35	1.0	0.9	0.0	5.9	5.5	0.3	6.9	6.6	0.3	6.7	6.3	0.3	1.9	1.8	0.0	0.9	0.8	0.0	9.3	8.9	0.3	5.8	5.5	0.3	8.5	8.2	0.3	4.2	4.1	0.0	4.2	4.1	0.0	3.0	2.9	0.0	2.3	2.2	0.1	0.9	0.8	0.1
30	0.8	0.7	0.1	8.8	8.2	0.6	7.7	7.2	0.5	9.6	8.9	0.6	4.0	3.8	0.1	1.7	1.6	0.1	15.8	15.0	0.8	10.5	10.0	0.4	13.7	13.1	0.5	8.6	8.4	0.2	5.2	5.0	0.1	4.5	4.4	0.1	4.4	4.3	0.0	1.1	1.0	0.1
25	0.6	0.5	0.1	6.7	5.7	0.9	8.3	7.6	0.6	11.5	10.7	0.8	5.4	5.2	0.1	2.8	2.7	0.0	15.4	14.2	1.1	9.7	8.6	1.0	14.8	14.0	0.8	7.7	7.5	0.1	8.1	7.8	0.2	5.0	4.9	0.1	6.1	5.9	0.1	1.5	1.3	0.1
20	1.2	0.6	0.6	8.6	6.4	2.1	8.7	7.3	1.3	13.8	12.9	0.9	5.8	5.3	0.4	4.4	4.3	0.1	18.9	16.2	2.6	12.7	10.5	2.1	19.4	16.1	3.2	8.2	7.4	0.7	9.9	9.2	0.6	8.8	8.0	0.8	8.9	8.5	0.4	3.0	2.8	0.2
15	1.1	0.7	0.3	10.0	7.3	2.7	9.5	7.1	2.3	13.7	12.2	1.4	4.9	4.7	0.2	4.2	3.9	0.2	17.7	15.3	2.3	10.8	8.1	2.7	15.3	11.9	3.4	6.0	5.4	0.5	7.5	6.3	1.1	10.7	10.1	0.5	10.1	9.6	0.4	3.7	3.5	0.1
10	1.7	0.7	0.9	15.7	9.8	5.8	15.7	9.5	6.1	17.8	14.8	3.0	7.4	6.8	0.6	6.4	5.8	0.5	21.3	17.9	3.3	17.1	11.0	6.1	16.8	11.9	4.9	10.0	8.2	1.8	8.9	7.2	1.7	14.3	12.7	1.5	14.3	13.3	0.9	6.0	5.2	0.7
05	1.4	0.4	0.9	14.0	6.4	7.6	15.1	6.5	8.5	16.9	11.8	5.1	7.0	6.4	0.5	4.9	4.4	0.4	19.3	15.0	4.2	12.4	6.0	6.3	15.7	9.3	6.4	13.1	9.3	3.7	12.9	8.0	4.8	13.4	10.5	2.8	16.7	14.7	1.9	8.8	7.7	1.0
77	1.5	0.3	1.2	16.6	5.5	11.1	18.7	6.0	12.6	29.7	18.0	11.6	18.4	16.4	2.0	12.0	10.5	1.5	28.1	19.2	8.9	20.6	8.2	12.3	25.8	11.0	14.8	15.3	6.9	8.3	17.3	7.5	9.7	25.9	13.9	11.9	32.3	23.9	8.4	22.0	18.9	3.1
95	0.7	0.2	0.5	7.9	1.5	6.3	8.4	1.4	7.0	16.5	7.5	8.9	7.7	6.4	1.2	6.7	5.8	0.8	15.2	9.1	6.1	11.4	2.8	8.6	14.2	3.6	10.5	8.8	1.8	7.0	8.9	2.5	6.3	16.2	5.6	10.5	30.6	18.3	12.2	24.9	19.9	5.0
90	0.8	0.0	0.7	6.7	0.9	5.8	6.6	0.8	5.7	20.1	9.1	10.9	11.4	9.2	2.2	7.9	6.1	1.7	19.4	11.1	8.3	10.5	1.7	8.7	13.3	1.7	11.5	7.2	1.2	6.0	7.2	1.0	6.2	13.9	2.3	11.5	35.9	14.1	21.7	44.6	32.9	11.7
85	0.5	0.0	0.5	6.3	0.4	5.9	6.3	0.3	5.9	15.8	5.3	10.4	12.0	7.8	4.2	11.7	8.0	3.7	18.6	7.4	11.1	8.3	1.3	7.0	8.9	0.7	8.2	4.4	0.4	4.0	6.8	0.4	6.4	8.5	0.6	7.8	27.3	4.1	23.2	65.1	36.5	28.6
80	1.2	0.0	1.2	10.9	0.3	10.6	9.1	0.2	8.8	24.7	7.3	17.4	17.6	9.0	8.6	17.5	9.0	8.4	20.6	6.2	14.4	9.9	0.7	9.2	10.8	0.9	9.8	5.4	0.4	5.0	5.5	0.4	5.1	9.0	0.5	8.4	22.5	1.7	20.7	71.4	19.7	51.7
75	1.5	0.0	1.4	7.0	0.3	6.6	6.2	0.2	6.0	24.0	7.4	16.5	18.3	7.6	10.7	12.0	3.8	8.2	14.0	2.6	11.3	7.5	0.6	6.9	8.1	0.6	7.5	6.5	0.2	6.2	6.3	0.3	5.9	7.5	0.2	7.3	13.5	0.6	12.8	35.6	3.2	32.3
70	1.0	0.1	0.9	6.1	0.3	5.8	4.9	0.2	4.7	22.5	4.6	17.8	12.9	4.2	8.7	8.9	2.0	6.9	13.8	1.3	12.4	7.2	0.3	6.9	8.3	0.2	8.1	3.1	0.1	2.9	4.3	0.1	4.1	4.3	0.2	4.0	9.0	0.5	8.5	14.4	1.3	13.1
65	0.9	0.0	0.9	5.1	0.1	4.9	3.8	0.1	3.6	15.4	1.9	13.4	8.0	1.2	6.8	5.0	0.7	4.3	8.5	0.6	7.8	4.0	0.2	3.7	5.1	0.1	4.9	2.5	0.1	2.4	3.7	0.0	3.6	3.1	0.0	3.0	4.9	0.1	4.8	8.1	0.4	7.6
60	2.1	0.0	2.1	12.3	0.1	12.2	4.5	0.1	4.3	19.2	1.7	17.4	10.2	0.9	9.3	7.1	0.5	6.6	14.0	0.4	13.5	5.0	0.2	4.7	5.3	0.1	5.1	2.9	0.0	2.9	3.8	0.0	3.8	4.6	0.1	4.4	5.2	0.1	5.1	4.8	0.1	4.7
55	1.9	0.0	1.8	10.0	0.1	9.8	3.0	0.0	2.9	13.5	0.6	12.8	6.8	0.5	6.3	6.1	0.7	5.4	7.1	0.2	6.9	3.9	0.0	3.9	3.1	0.0	3.0	2.7	0.0	2.7	2.0	0.0	2.0	2.5	0.0	2.4	2.1	0.0	2.0	2.3	0.3	2.0
50	0.9	0.0	0.9	5.7	0.1	5.6	4.0	0.1	3.9	17.0	0.6	16.4	12.4	0.5	11.9	8.6	0.9	7.6	9.4	0.2	9.2	3.4	0.0	3.4	3.7	0.1	3.6	1.6	0.0	1.6	1.9	0.0	1.8	2.3	0.1	2.2	2.6	0.1	2.5	2.7	0.1	2.6
45	1.3	0.0	1.3	3.4	0.0	3.3	1.8	0.0	1.8	11.0	0.1	10.9	5.7	0.2	5.5	3.3	0.1	3.1	5.7	0.1	5.5	2.2	0.0	2.2	2.8	0.0	2.8	1.0	0.0	1.0	0.8	0.0	0.8	1.0	0.0	1.0	1.5	0.0	1.5	1.0	0.0	1.0
40	1.6	0	1.6	4.5	0.1	4.4	3.0	0.0	3.0	12.5	0.1	12.4	5.3	0.1	5.1	3.5	0.2	3.3	5.8	0.1	5.7	2.2	0.0	2.1	2.5	0.1	2.4	0.9	0.0	0.9	1.4	0.0	1.4	1.2	0.1	1.1	1.5	0.0	1.5	0.6	0.0	0.5
35	0.6	0.0	0.6	2.9	0.0	2.9	1.7	0.0	1.7	8.8	0.2	8.6	3.6	0.2	3.4	2.6	0.0	2.5	3.6	0.0	3.6	1.0	0.0	1.0	2.5	0.0	2.5	1.3	0	1.3	0.8	0.0	0.8	0.9	0.0	0.9	1.1	0.0	1.1	0.6	0.0	0.5
30	0.9	0.0	0.9	2.6	0.1	2.4	1.0	0.0	1.0	6.8	0.1	6.7	7.3	0.1	7.2	1.9	0.0	1.9	3.1	0.0	3.1	1.0	0.0	1.0	1.2	0.1	1.1	0.4	0.0	0.4	0.4	0.0	0.4	0.9	0.1	0.7	0.7	0.0	0.6	0.2	0.0	0.2

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
10	0.4	0.4	0.0	1.9	1.9	0.0	2.5	2.5	0.0	3.2	3.2	0.0	3.5	3.4	0.0	3.6	3.6	0.0	4.9	4.9	0.0	5.4	5.4	0.0	5.9	5.9	0.0	6.1	6.1	0.0	6.3	6.3	0.0	6.6	6.5	0.0	7.6	7.6	0.0	7.7	7.6	0.0
05	0.2	0.2	0.0	1.2	1.1	0.0	1.5	1.5	0.0	2.0	2.0	0.0	2.5	2.5	0.0	2.8	2.8	0.0	5.3	5.3	0.0	5.8	5.8	0.0	6.5	6.5	0.0	6.7	6.7	0.0	6.8	6.8	0.0	7.0	7.0	0.0	7.3	7.3	0.0	7.3	7.3	0.0
78	0.9	0.8	0.0	2.2	2.2	0.0	3.3	3.2	0.1	4.4	4.2	0.1	5.4	5.1	0.3	5.7	5.3	0.3	6.8	6.4	0.4	7.3	6.9	0.4	9.0	8.3	0.6	9.3	8.7	0.6	9.7	9.0	0.6	10.3	9.5	0.7	11.2	10.4	0.7	11.3	10.5	0.7
95	0.1	0.1	0.0	1.0	0.9	0.0	1.2	1.1	0.0	1.9	1.8	0.0	2.2	2.2	0.0	2.4	2.3	0.0	4.1	4.1	0.0	4.6	4.6	0.0	6.1	6.1	0.0	6.4	6.3	0.0	6.6	6.5	0.0	7.4	7.3	0.0	7.7	7.6	0.0	7.7	7.7	0.0
90	0.3	0.3	0.0	1.2	1.2	0.0	2.4	2.4	0.0	3.4	3.3	0.0	3.5	3.5	0.0	3.7	3.7	0.0	5.2	5.2	0.0	5.7	5.7	0.0	7.5	7.5	0.0	7.7	7.7	0.0	8.0	7.9	0.0	8.6	8.5	0.0	9.2	9.1	0.0	9.2	9.2	0.0
85	0.3	0.3	0.0	1.4	1.4	0.0	2.1	2.1	0.0	3.1	3.0	0.0	3.6	3.6	0.0	3.7	3.6	0.0	5.3	5.3	0.0	6.2	6.2	0.0	8.2	8.1	0.0	8.4	8.3	0.0	8.8	8.7	0.0	9.1	9.0	0.0	9.3	9.3	0.0	9.4	9.3	0.0
80	0.8	0.8	0.0	2.5	2.4	0.0	3.3	3.3	0.0	4.7	4.5	0.1	4.9	4.7	0.1	5.0	4.8	0.1	7.6	7.4	0.1	8.4	8.3	0.1	11.3	11.1	0.1	11.7	11.6	0.1	12.0	11.9	0.1	12.7	12.5	0.1	13.1	12.9	0.1	13.3	13.1	0.1
75	0.6	0.6	0.0	3.0	3.0	0.0	4.5	4.5	0.0	6.0	5.9	0.0	6.6	6.6	0.0	6.9	6.8	0.1	9.3	9.2	0.1	10.6	10.5	0.1	13.7	13.5	0.1	14.2	14.0	0.1	15.2	15.0	0.1	15.7	15.5	0.1	16.4	16.2	0.1	16.4	16.2	0.1
70	1.0	1.0	0.0	4.4	4.3	0.1	6.3	6.2	0.1	9.2	9.0	0.2	9.8	9.5	0.2	10.1	9.8	0.2	13.5	13.2	0.3	15.6	15.3	0.3	19.8	19.4	0.3	20.2	19.8	0.3	20.7	20.4	0.3	21.2	20.7	0.4	21.8	21.4	0.4	21.9	21.4	0.4
65	1.0	1.0	0.0	9.5	9.5	0.0	12.7	12.6	0.0	14.9	14.8	0.0	15.8	15.7	0.0	16.0	15.9	0.1	19.4	19.2	0.1	21.3	21.1	0.2	25.7	25.5	0.2	27.0	26.7	0.2	27.7	27.4	0.2	28.1	27.9	0.2	29.2	28.9	0.2	29.2	29.0	0.2
60	1.1	1.1	0.0	13.0	12.9	0.1	17.4	17.2	0.1	21.4	21.1	0.2	22.0	21.7	0.2	22.6	22.2	0.3	28.4	28.0	0.3	33.2	32.7	0.4	38.8	38.2	0.5	40.2	39.7	0.5	41.4	40.8	0.5	42.2	41.6	0.5	43.1	42.5	0.5	43.3	42.7	0.5
55	1.2	1.2	0.0	5.7	5.6	0.0	9.0	8.8	0.1	12.4	12.3	0.1	13.5	13.3	0.2	13.9	13.6	0.2	18.6	18.3	0.3	21.1	20.7	0.4	25.9	25.4	0.5	26.9	26.3	0.5	27.9	27.4	0.5	28.8	28.3	0.5	29.8	29.2	0.5	30.1	29.6	0.5
50	2.4	2.0	0.4	10.8	9.8	1.0	16.3	15.1	1.1	23.4	22.0	1.4	26.5	24.3	2.2	27.6	25.2	2.4	37.0	34.3	2.7	45.9	42.5	3.4	57.4	53.5	3.8	60.3	56.4	3.8	62.6	58.6	3.9	64.9	60.8	4.0	68.9	63.6	5.2	69.3	64.0	5.3
45	1.0	0.9	0.0	6.7	6.4	0.3	13.4	12.7	0.6	18.8	18.0	0.8	20.1	19.2	0.8	20.8	20.0	0.8	29.1	28.1	1.0	34.0	32.8	1.2	41.1	39.8	1.2	44.1	42.8	1.3	46.3	45.0	1.3	47.7	46.3	1.3	50.0	48.6	1.4	50.4	49.0	1.4
40	1.3	1.2	0.0	9.8	9.3	0.5	16.3	15.5	0.7	25.2	24.0	1.2	27.1	25.8	1.3	28.2	26.8	1.3	39.8	38.1	1.6	48.5	46.6	1.9	61.2	58.9	2.2	65.0	62.7	2.3	69.6	67.1	2.4	72.4	69.9	2.5	75.1	72.4	2.6	75.9	73.1	2.8
35	1.0	0.9	0.0	6.9	6.5	0.4	13.9	13.1	0.7	20.6	19.5	1.1	22.6	21.3	1.2	23.5	22.2	1.2	32.8	31.1	1.6	38.6	36.7	1.9	47.2	44.9	2.2	51.4	49.1	2.3	55.7	53.2	2.4	58.7	56.2	2.5	61.1	58.4	2.6	62.0	59.2	2.7
30	0.8	0.7	0.1	9.7	8.9	0.7	17.4	16.1	1.2	27.1	25.1	1.9	31.1	29.0	2.1	32.9	30.6	2.2	48.8	45.7	3.0	59.4	55.8	3.5	73.1	69.0	4.0	81.7	77.4	4.2	86.9	82.5	4.4	91.5	86.9	4.6	95.9	91.2	4.7	97.1	92.3	4.8
25	0.6	0.5	0.1	7.3	6.2	1.1	15.7	13.9	1.8	27.3	24.6	2.6	32.7	29.8	2.8	35.5	32.6	2.9	51.0	46.8	4.1	60.7	55.5	5.1	75.6	69.5	6.0	83.3	77.1	6.2	91.4	85.0	6.4	96.5	89.9	6.6	102.7	95.9	6.7	104.2	97.3	6.9
20	1.2	0.6	0.6	9.8	7.0	2.8	18.5	14.4	4.1	32.4	27.3	5.0	38.2	32.7	5.4	42.6	37.1	5.5	61.6	53.3	8.2	74.3	63.9	10.4	93.7	80.0	13.7	101.9	87.4	14.4	111.8	96.7	15.1	120.7	104.7	15.9	129.6	113.2	16.4	132.7	116.1	16.6
15	1.1	0.7	0.3	11.1	8.1	3.0	20.7	15.3	5.4	34.4	27.5	6.8	39.3	32.3	7.0	43.5	36.2	7.3	61.2	51.6	9.6	72.1	59.8	12.3	87.5	71.7	15.7	93.5	77.1	16.3	101.0	83.5	17.5	111.8	93.7	18.1	122.0	103.3	18.6	125.7	106.9	18.7
10	1.7	0.7	0.9	17.4	10.6	6.8	33.2	20.2	12.9	51.1	35.0	16.0	58.6	41.9	16.7	65.0	47.8	17.2	86.3	65.7	20.6	103.5	76.8	26.7	120.4	88.7	31.6	130.4	97.0	33.4	139.4	104.2	35.1	153.7	117.0	36.7	168.1	130.4	37.6	174.1	135.7	38.4
05	1.4	0.4	0.9	15.4	6.9	8.5	30.5	13.4	17.0	47.5	25.3	22.2	54.6	31.7	22.8	59.5	36.2	23.3	78.9	51.3	27.6	91.4	57.4	33.9	107.2	66.7	40.4	120.3	76.0	44.2	133.2	84.1	49.0	146.6	94.6	51.9	163.3	109.4	53.8	172.1	117.2	54.9
77	1.5	0.3	1.2	18.2	5.8	12.3	36.9	11.9	25.0	66.7	30.0	36.6	85.2	46.4	38.7	97.2	57.0	40.2	125.4	76.2	49.1	146.0	84.4	61.5	171.8	95.4	76.3	187.1	102.4	84.7	204.5	109.9	94.5	230.4	123.9	106.5	262.8	147.8	114.9	284.8	166.8	118.0
95	0.7	0.2	0.5	8.6	1.7	6.9	17.1	3.1	14.0	33.7	10.7	23.0	41.4	17.1	24.3	48.1	23.0	25.1	63.4	32.1	31.2	74.8	35.0	39.8	89.1	38.6	50.4	97.9	40.4	57.4	106.9	43.0	63.8	123.1	48.7	74.4	153.8	67.0	86.7	178.7	86.9	91.7
90	0.8	0.0	0.7	7.5	1.0	6.5	14.2	1.9	12.3	34.3	11.0	23.3	45.8	20.2	25.5	53.8	26.4	27.3	73.3	37.6	35.6	83.8	39.3	44.4	97.1	41.0	56.0	104.3	42.2	62.0	111.6	43.3	68.2	125.5	45.6	79.8	161.4	59.8	101.6	206.1	92.7	113.3
85	0.5	0.0	0.5	6.9	0.4	6.4	13.2	0.7	12.4	29.1	6.1	22.9	41.1	13.9	27.1	52.8	21.9	30.8	71.5	29.4	42.0	79.8	30.8	49.0	88.8	31.5	57.3	93.2	31.9	61.3	100.1	32.3	67.7	108.6	32.9	75.6	135.9	37.1	98.8	201.1	73.7	127.4
80	1.2	0.0	1.2	12.2	0.3	11.8	21.3	0.6	20.7	46.1	7.9	38.1	63.8	17.0	46.8	81.3	26.1	55.2	101.9	32.3	69.6	111.9	33.0	78.8	122.7	34.0	88.7	128.2	34.4	93.8	133.7	34.8	98.9	142.7	35.4	107.3	165.3	37.1	128.1	236.8	56.9	179.8
75	1.5	0.0	1.4	8.5	0.4	8.1	14.8	0.6	14.1	38.8	8.0	30.7	57.1	15.7	41.4	69.2	19.5	49.6	83.2	22.2	61.0	90.7	22.8	67.9	98.9	23.4	75.4	105.4	23.7	81.7	111.7	24.1	87.6	119.3	24.3	95.0	132.9	25.0	107.9	168.5	28.2	140.2
70	1.0	0.1	0.9	7.1	0.4	6.7	12.1	0.6	11.4	34.6	5.2	29.3	47.6	9.5	38.0	56.6	11.5	45.0	70.4	12.9	57.5	77.7	13.2	64.4	86.0	13.5	72.5	89.2	13.7	75.4	93.5	13.8	79.6	97.9	14.1	83.7	106.9	14.6	92.3	121.4	16.0	105.4
65	0.9	0.0	0.9	6.0	0.1	5.9	9.9	0.2	9.6	25.3	2.2	23.0	33.3	3.5	29.8	38.4	4.2	34.1	46.9	4.8	42.0	51.0	5.1	45.8	56.1	5.2	50.8	58.6	5.4	53.2	62.4	5.5	56.9	65.5	5.6	59.9	70.5	5.7	64.8	78.7	6.2	72.5
60	2.1	0.0	2.1	14.5	0.1	14.3	19.0	0.2	18.7	38.2	2.0	36.2	48.4	2.9	45.5	55.6	3.4	52.1	69.7	3.9	65.7	74.7	4.2	70.4	80.0	4.4	75.6	83.0	4.4	78.6	86.9	4.4	82.4	91.5	4.6	86.9	96.8	4.7	92.0	101.7	4.9	96.7
55	1.9	0.0	1.8	11.9	0.2	11.7	15.0	0.2	14.7	28.5	0.9	27.6	35.4	1.4	34.0	41.6	2.1	39.4	48.7	2.3	46.3	52.7	2.4	50.2	55.9	2.5	53.3	58.6	2.5	56.1	60.7	2.5	58.1	63.2	2.6	60.5	65.3	2.7	62.6	67.7	3.0	64.6
50	0.9	0.0	0.9	6.7	0.1	6.5	10.8	0.2	10.5	27.8	0.9	26.9	40.3	1.4	38.9	48.9	2.4	46.5	58.4	2.6	55.7	61.8	2.7	59.1	65.6	2.8	62.8	67.3	2.8	64.4	69.2	2.9	66.2	71.5	3.0	68.5	74.1	3.1	71.0	76.9	3.3	73.6
45	1.3	0.0	1.3	4.7	0.0	4.6	6.6	0.0	6.5	17.7	0.2	17.4	23.4	0.4	22.9	26.8	0.6	26.1	32.5	0.8	31.7	34.7	0.8	33.9	37.6	0.8	36.7	38.6	0.9	37.7	39.5	0.9	38.6	40.5	0.9	39.6	42.1	0.9	41.1	43.2	0.9	42.2
40	1.6	0	1.6	6.1	0.1	6.0	9.1	0.1	9.0	21.7	0.3	21.4	27.1	0.5	26.6	30.7	0.7	29.9	36.6	0.9	35.7	38.8	0.9	37.9	41.3	1.0	40.3	42.3	1.0	41.2	43.7	1.0	42.7	44.9	1.1	43.8	46.5	1.1	45.3	47.1	1.2	45.9
35	0.6	0.0	0.6	3.5	0.0	3.5	5.3	0.0	5.3	14.2	0.2	13.9	17.8	0.4	17.4	20.5	0.5	20.0	24.1	0.5	23.6	25.2	0.5	24.6	27.7	0.5	27.1	29.0	0.5	28.4	29.9	0.5	29.3	30.8	0.5	30.2	32.0	0.6	31.3	32.6	0.6	31.9
30	0.9	0.0	0.9	3.6	0.1	3.4	4.6	0.1	4.5	11.5	0.2	11.2	18.9	0.4	18.5	20.8	0.4	20.4	24.0	0.4	23.5	25.0	0.4	24.6	26.3	0.5	25.7	26.7	0.5	26.1	27.2	0.5	26.6	28.1	0.7	27.4	28.8	0.7	28.1	29.0	0.7	28.3

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	7,721.70	open	39,612	7,750	2.4	7,708.8	7.8	7720	16.6	16.14	-0.143	0.02260
T	10:00	7,711.07 -10.6	current	240,465	7,700	16.6	7,708.0	16.6	7710	15.2	15.84	0.056	0.02600
T30	10:30	7,703.96 -7.1	current	193,718	7,700	18.7	7,708.3	25.6	7705	14.4	15.83	0.038	0.02860
E	11:00	7,670.82 -33.1	current	390,360	7,700	29.7	7,691.0	15.9	7670	17.3	16.51	0.036	0.02520
E30	11:30	7,679.64 +8.8	current	208,329	7,700	18.4	7,685.1	23.1	7680	16.0	16.32	-0.015	0.02860
N	12:00	7,684.78 +5.1	current	147,020	7,680	17.5	7,684.1	25.3	7685	14.8	16.23	-0.061	0.03280
N30	12:30	7,719.22 +34.4	current	367,165	7,700	28.1	7,703.7	14.2	7720	19.2	15.74	-0.032	0.02690
P1	13:00	7,700.96 -18.3	current	217,554	7,700	20.6	7,707.6	20.5	7700	17.4	15.94	0.071	0.03180
P130	13:30	7,700.27 -0.7	current	285,089	7,700	25.8	7,712.1	19.6	7700	18.6	15.95	0.040	0.03280
P2	14:00	7,701.92 +1.6	current	138,751	7,700	15.3	7,705.1	26.9	7700	18.2	15.92	0.088	0.03740
P230	14:30	7,698.82 -3.1	current	144,039	7,700	17.3	7,703.6	27.2	7700	18.1	15.90	-0.020	0.04360
P3	15:00	7,699.72 +0.9	current	175,355	7,700	25.9	7,700.6	31.7	7700	17.8	15.90	-0.001	0.05440
P330	15:30	7,688.26 -11.5	current	271,627	7,690	35.9	7,696.6	34.6	7690	17.9	16.02	-0.095	0.07600
C	16:00 Close	7,683.69 -4.6	close	327,295	7,680	71.4	7,685.7	55.4	7685	39.5	16.08	-0.494	0.32650

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.