Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-29 · Exp 2026-09-29 · Spot 7,670.84 · Window 7605–7785 · Last slot C · Generated 2026-09-29 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-29.json

Wall vs flow slot C · Call peak K7675 Δ38,940 vs wall K7865 away -190pt · Put peak K7670 Δ48,485 vs wall K7450 away +220pt · 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

2026-09-29 SPX O 7,699.60 · H 7,699.60 · L 7,653.55 · C 7,670.84 prior C — VIX 16.04 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	7,699.60	7,678.78	7,682.20	7,679.90	7,657.93	7,661.70	7,664.33	7,659.25	7,659.93	7,656.07	7,668.79	7,677.11	7,673.57	7,670.84
VIX	15.94	15.93	15.90	15.88	16.39	16.30	16.18	16.33	16.30	16.38	16.14	15.99	16.03	16.09
ATM	29.65	28.50	26.45	24.50	25.90	23.20	20.50	18.20	15.20	12.90	11.90	10.75	7.25	2.10
IV	17.5	17.8	17.2	16.7	18.6	17.8	16.8	16.0	14.8	14.2	14.7	16.3	15.5	37.2
Wk	81.90	84.00	82.45	81.20	85.45	85.00	83.15	83.25	82.90	83.70	81.00	79.40	78.30	79.85

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
85	0.2	0.2	0.0	0.7	0.7	0.0	0.2	0.2	0.0	0.1	0.1	0	0.4	0.4	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.2	0.2	0	0.0	0.0	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0	0	0
80	0.2	0.2	0.0	1.4	1.4	0.0	0.8	0.8	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.3	0.3	0	0.3	0.3	0	0.3	0.3	0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0
75	0.0	0.0	0.0	0.8	0.8	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	0.1	0.1	0.0	0.2	0.2	0.0	0.6	0.6	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
70	0.2	0.2	0	1.6	1.5	0.0	1.2	1.2	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.3	0.3	0	0.2	0.2	0.0	0.1	0.1	0	1.1	1.1	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0
65	0.2	0.2	0	0.9	0.9	0.0	0.5	0.5	0.0	0.5	0.5	0	0.5	0.5	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.4	0.4	0	0.2	0.2	0.0	0.4	0.4	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0.0
60	0.5	0.4	0.1	2.9	2.8	0.0	0.9	0.9	0.0	1.2	1.2	0.0	0.6	0.6	0.0	0.4	0.4	0	0.1	0.1	0.0	0.4	0.4	0.0	0.5	0.5	0	0.7	0.7	0.0	0.8	0.7	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
55	0.3	0.2	0.1	2.1	2.1	0.0	1.1	1.1	0.0	1.4	1.4	0.0	0.8	0.8	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.4	0.4	0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
50	0.6	0.6	0.0	5.4	5.3	0.0	3.0	2.6	0.3	3.2	3.1	0.0	2.2	2.0	0.2	0.8	0.8	0.0	0.4	0.4	0.0	0.7	0.7	0.0	0.3	0.3	0.0	0.6	0.6	0.0	1.1	0.8	0.2	1.2	0.9	0.3	0.3	0.2	0.1	0.1	0.0	0.0
45	0.2	0.2	0.0	3.1	3.0	0.0	2.2	2.2	0.0	1.8	1.8	0.0	1.3	1.2	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.5	0.5	0.0	0.8	0.8	0.0	0.0	0.0	0.0	0.1	0.1	0.0
40	0.4	0.4	0.0	12.1	12.0	0.0	5.5	5.4	0.0	3.4	3.4	0.0	2.9	2.5	0.3	0.9	0.8	0.1	0.5	0.5	0.0	1.4	1.4	0.0	0.4	0.3	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.6	0.5	0.0	0.2	0.2	0.0	0.0	0.0	0.0
35	0.5	0.5	0.0	10.6	10.6	0.0	5.0	5.0	0.0	3.5	3.5	0.0	3.0	2.6	0.3	1.2	1.2	0.0	0.9	0.9	0.0	1.2	1.2	0.0	0.5	0.5	0.0	0.7	0.7	0.0	1.6	1.6	0	0.8	0.8	0.0	0.2	0.2	0.0	0.1	0.1	0.0
30	0.9	0.9	0.0	8.7	8.5	0.1	5.8	5.7	0.0	5.6	5.6	0.0	4.8	4.7	0.1	1.9	1.7	0.1	0.9	0.9	0.0	2.2	2.2	0.0	0.7	0.6	0.0	0.8	0.8	0.0	2.0	2.0	0.0	0.8	0.7	0.0	0.7	0.7	0.0	0.0	0.0	0.0
25	0.3	0.3	0.0	8.1	8.0	0.1	9.3	9.1	0.1	4.4	4.3	0.1	5.8	5.8	0.0	2.1	2.0	0.0	0.7	0.7	0.0	1.6	1.6	0.0	0.8	0.8	0.0	0.7	0.7	0.0	1.5	1.5	0.0	1.4	1.4	0.0	1.3	1.2	0.0	0.1	0.0	0.0
20	0.5	0.5	0.0	11.0	10.7	0.2	9.0	8.8	0.2	7.5	7.3	0.2	7.7	7.6	0.0	2.7	2.6	0.0	2.2	2.2	0.0	1.9	1.9	0.0	1.5	1.5	0.0	0.8	0.8	0.0	2.9	2.9	0.0	1.7	1.7	0.0	1.0	1.0	0.0	0.1	0.0	0.0
15	0.3	0.2	0.0	5.6	5.3	0.2	8.5	8.2	0.2	6.8	6.7	0.0	6.2	6.1	0.1	2.9	2.9	0.0	1.6	1.6	0.0	1.6	1.6	0.0	1.3	1.3	0.0	1.3	1.3	0.0	3.0	3.0	0.0	1.9	1.8	0.0	1.2	1.2	0.0	0.1	0.1	0.0
10	0.3	0.2	0.0	7.8	7.3	0.4	7.0	6.7	0.2	6.6	6.4	0.1	9.8	9.5	0.3	6.7	6.4	0.2	2.7	2.7	0.0	3.3	3.2	0.0	2.0	1.9	0.0	1.5	1.5	0.0	3.4	3.4	0.0	3.2	3.0	0.1	1.8	1.7	0.1	0.7	0.7	0.0
05	0.3	0.2	0.1	6.5	5.8	0.6	7.4	6.9	0.5	7.9	7.7	0.2	8.6	8.3	0.2	4.4	4.2	0.2	5.1	5.0	0.0	3.8	3.8	0.0	2.5	2.4	0.0	2.1	2.0	0.0	4.2	4.1	0.0	4.8	4.8	0.0	2.8	2.7	0.1	1.0	0.8	0.1
77	1.7	1.1	0.6	12.7	10.2	2.5	15.3	14.0	1.2	12.2	11.3	0.9	19.5	18.6	0.8	11.2	10.9	0.3	9.3	8.9	0.4	8.2	7.6	0.6	6.2	5.9	0.2	4.0	3.8	0.2	10.3	9.8	0.5	15.4	14.2	1.2	8.9	8.2	0.7	4.1	3.5	0.6
95	0.4	0.2	0.2	7.6	5.2	2.3	8.3	6.8	1.4	8.4	6.8	1.5	9.9	9.1	0.7	7.5	7.1	0.4	4.7	4.4	0.3	4.7	4.2	0.5	7.2	6.8	0.3	2.0	1.9	0.1	8.2	7.6	0.6	10.8	9.9	0.9	7.6	6.9	0.7	4.3	4.0	0.3
90	0.8	0.3	0.4	13.2	8.4	4.8	11.3	8.1	3.1	11.7	8.7	3.0	11.6	9.9	1.6	10.6	10.1	0.5	5.8	5.4	0.4	6.5	6.2	0.3	4.8	4.4	0.3	4.2	3.9	0.2	13.5	12.8	0.6	17.0	15.7	1.3	13.4	12.5	0.9	10.0	8.0	2.0
85	0.3	0.1	0.2	14.6	7.6	7.0	15.3	9.9	5.4	14.9	9.5	5.4	11.1	7.8	3.2	9.1	8.2	0.9	7.6	7.1	0.4	7.0	6.6	0.3	6.4	6.1	0.3	5.8	5.4	0.4	16.2	15.1	1.0	24.0	21.2	2.8	17.8	15.9	1.9	17.5	14.7	2.8
80	0.4	0.1	0.2	14.7	5.7	8.9	19.6	9.2	10.4	16.9	7.6	9.2	17.2	10.1	7.1	10.5	9.0	1.4	6.6	5.9	0.6	8.6	7.7	0.9	8.5	8.0	0.4	8.8	8.3	0.5	23.0	21.0	2.0	32.0	23.5	8.4	27.3	19.9	7.4	39.6	34.0	5.6
75	0.2	0.0	0.2	9.5	3.1	6.4	12.0	3.9	8.0	9.8	3.1	6.6	17.5	9.3	8.1	10.1	7.4	2.7	5.9	4.9	0.9	8.0	6.8	1.2	9.4	8.6	0.8	9.2	7.8	1.4	28.1	24.0	4.0	28.6	16.9	11.7	28.6	12.6	15.9	60.5	38.9	21.6
70	0.7	0.0	0.7	7.9	1.5	6.3	8.8	2.2	6.6	6.6	1.5	5.1	20.8	8.4	12.4	16.8	10.5	6.2	9.1	7.0	2.0	9.3	7.2	2.1	10.5	8.9	1.5	12.6	10.8	1.7	36.8	27.6	9.1	27.0	12.0	15.0	22.1	4.9	17.1	69.3	20.8	48.4
65	0.3	0.0	0.3	5.9	0.8	5.1	5.9	1.0	4.8	4.8	0.8	3.9	16.6	5.6	11.0	15.9	8.2	7.7	11.0	7.3	3.7	11.7	7.3	4.4	11.2	8.7	2.4	16.3	12.8	3.5	31.5	17.9	13.6	20.8	5.2	15.6	13.2	1.4	11.7	33.9	5.3	28.5
60	0.5	0.0	0.4	7.8	0.7	7.1	6.3	0.8	5.5	6.2	0.5	5.6	20.9	5.1	15.8	17.3	5.9	11.3	13.7	6.8	6.9	15.7	7.3	8.3	17.9	11.2	6.7	24.7	13.8	10.8	29.0	12.1	16.9	17.2	3.0	14.1	10.4	1.0	9.4	15.7	2.4	13.2
55	0.4	0.0	0.4	5.0	0.3	4.7	6.0	0.4	5.5	5.7	0.1	5.5	15.1	2.4	12.6	11.1	2.4	8.6	8.0	2.3	5.6	10.6	3.0	7.5	15.1	6.4	8.7	15.3	4.9	10.3	19.2	4.9	14.2	9.9	1.7	8.2	6.0	0.8	5.1	6.8	0.6	6.2
50	0.7	0.0	0.7	10.9	0.3	10.5	10.6	0.4	10.1	8.2	0.4	7.8	27.3	1.4	25.9	14.3	2.4	11.8	8.7	1.9	6.7	10.6	1.7	8.8	12.5	2.6	9.9	14.8	1.8	12.9	18.5	2.0	16.5	8.5	0.8	7.6	5.4	0.5	4.9	5.1	0.6	4.5
45	0.5	0.0	0.5	6.7	0.1	6.5	6.3	0.2	6.1	5.9	0.1	5.8	12.4	0.5	11.8	7.1	0.5	6.5	5.3	0.7	4.6	7.6	0.5	7.1	7.7	0.9	6.7	9.9	0.7	9.2	11.5	0.5	10.9	6.3	0.4	5.9	2.6	0.1	2.5	1.6	0.2	1.4
40	0.4	0.0	0.4	8.4	0.2	8.1	9.6	0.3	9.2	7.4	0.3	7.1	15.0	0.8	14.2	9.1	0.9	8.2	5.7	0.7	5.0	7.3	0.6	6.7	8.2	1.1	7.1	8.0	0.4	7.6	10.2	0.4	9.8	5.4	0.3	5.1	1.9	0.0	1.9	1.6	0.1	1.5
35	0.2	0.0	0.2	5.4	0.0	5.3	5.4	0.0	5.3	4.2	0.0	4.1	9.7	0.1	9.5	7.0	0.1	6.8	4.7	0.2	4.5	6.0	0.2	5.8	5.9	0.2	5.7	5.3	0.1	5.2	6.5	0.2	6.3	3.9	0.0	3.8	1.4	0.0	1.3	0.4	0.0	0.4
30	0.4	0.0	0.4	16.4	0.2	16.1	6.6	0.1	6.4	4.3	0.1	4.1	12.2	0.4	11.8	8.5	0.2	8.3	6.1	0.2	5.8	5.6	0.2	5.4	6.5	0.3	6.2	5.5	0.1	5.3	7.9	0.3	7.6	3.2	0.1	3.1	1.3	0.0	1.2	0.6	0.0	0.5
25	0.4	0.0	0.4	12.9	0.1	12.8	5.2	0.1	5.1	3.4	0.0	3.3	8.9	0.2	8.7	6.8	0.3	6.5	5.5	0.1	5.4	3.7	0.1	3.5	4.0	0.2	3.7	3.9	0.1	3.7	5.5	0.1	5.3	4.0	0.0	3.9	0.4	0.0	0.3	0.6	0.0	0.6
20	0.6	0.0	0.6	6.1	0.1	5.9	5.3	0.0	5.2	3.9	0.0	3.9	8.7	0.1	8.5	4.2	0.1	4.1	4.5	0.2	4.2	3.5	0.0	3.4	3.9	0.1	3.7	3.3	0.0	3.2	4.0	0.0	3.9	3.3	0.0	3.3	0.6	0.0	0.6	0.5	0.0	0.4
15	0.3	0	0.3	3.4	0.0	3.4	2.8	0.0	2.7	2.0	0.0	2.0	5.6	0.0	5.6	2.7	0.0	2.6	2.0	0.0	2.0	1.7	0.0	1.6	1.9	0.0	1.8	2.2	0.0	2.1	2.0	0.0	2.0	0.7	0.0	0.7	0.1	0.0	0.1	0.2	0.0	0.2
10	0.3	0	0.3	4.6	0.0	4.5	2.4	0.0	2.3	2.4	0.0	2.4	5.6	0.0	5.6	2.5	0.0	2.4	1.8	0.0	1.8	2.3	0.0	2.3	2.1	0.0	2.0	2.0	0.0	1.9	2.9	0.0	2.9	1.1	0.0	1.1	0.2	0.0	0.2	0.1	0.0	0.1
05	0.2	0.0	0.2	2.2	0.0	2.1	1.8	0.0	1.7	1.2	0	1.2	3.5	0.0	3.5	1.7	0.0	1.6	0.9	0.0	0.9	1.3	0.0	1.3	1.2	0.0	1.1	1.1	0.0	1.1	1.9	0.0	1.8	0.5	0.0	0.5	0.0	0	0.0	0.3	0.0	0.3

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
85	0.2	0.2	0.0	0.9	0.9	0.0	1.2	1.2	0.0	1.4	1.4	0.0	1.8	1.8	0.0	2.0	2.0	0.0	2.2	2.2	0.0	2.5	2.5	0.0	2.7	2.7	0.0	2.8	2.8	0.0	2.9	2.9	0.0	3.0	2.9	0.0	3.0	3.0	0.0	3.0	3.0	0.0
80	0.2	0.2	0.0	1.6	1.6	0.0	2.4	2.4	0.0	2.7	2.7	0.0	3.3	3.3	0.0	3.6	3.6	0.0	3.8	3.7	0.0	4.0	3.9	0.0	4.3	4.3	0.0	4.6	4.6	0.0	5.0	5.0	0.0	5.0	5.0	0.0	5.1	5.0	0.0	5.1	5.0	0.0
75	0.0	0.0	0.0	0.9	0.9	0.0	1.4	1.4	0.0	1.9	1.9	0.0	2.1	2.1	0.0	2.3	2.3	0.0	2.5	2.5	0.0	2.8	2.8	0.0	3.4	3.4	0.0	3.6	3.5	0.0	3.8	3.8	0.0	3.9	3.8	0.0	3.9	3.9	0.0	3.9	3.9	0.0
70	0.2	0.2	0	1.8	1.8	0.0	3.1	3.0	0.0	3.8	3.7	0.0	4.1	4.0	0.0	4.3	4.2	0.0	4.8	4.7	0.0	5.2	5.1	0.0	5.4	5.3	0.0	5.6	5.5	0.0	6.7	6.6	0.0	6.8	6.7	0.0	6.8	6.7	0.0	6.9	6.8	0.0
65	0.2	0.2	0	1.1	1.1	0.0	1.7	1.6	0.0	2.2	2.1	0.0	2.7	2.6	0.0	2.9	2.8	0.0	3.1	3.0	0.0	3.4	3.3	0.0	3.8	3.7	0.0	4.1	4.0	0.0	4.5	4.4	0.0	4.5	4.4	0.1	4.6	4.5	0.1	4.6	4.5	0.1
60	0.5	0.4	0.1	3.5	3.3	0.1	4.4	4.2	0.1	5.7	5.5	0.2	6.3	6.1	0.2	6.7	6.5	0.2	6.9	6.7	0.2	7.3	7.1	0.2	7.9	7.7	0.2	8.6	8.4	0.2	9.4	9.2	0.2	9.6	9.4	0.2	9.7	9.4	0.2	9.7	9.4	0.2
55	0.3	0.2	0.1	2.5	2.4	0.1	3.6	3.5	0.1	5.1	4.9	0.1	5.9	5.7	0.1	6.2	6.1	0.1	6.5	6.3	0.1	6.7	6.5	0.1	6.9	6.7	0.1	7.2	7.1	0.1	7.7	7.5	0.1	8.0	7.8	0.1	8.0	7.8	0.1	8.1	7.9	0.1
50	0.6	0.6	0.0	6.1	5.9	0.1	9.1	8.6	0.5	12.4	11.7	0.6	14.7	13.8	0.8	15.5	14.6	0.9	16.0	15.1	0.9	16.8	15.8	0.9	17.2	16.2	0.9	17.8	16.8	1.0	18.9	17.7	1.2	20.2	18.6	1.5	20.5	18.9	1.6	20.6	18.9	1.6
45	0.2	0.2	0.0	3.3	3.3	0.0	5.6	5.6	0.0	7.5	7.4	0.0	8.8	8.7	0.0	9.4	9.3	0.0	9.8	9.7	0.0	10.2	10.1	0.0	10.6	10.5	0.0	10.9	10.8	0.0	11.5	11.4	0.1	12.4	12.2	0.1	12.4	12.3	0.1	12.6	12.4	0.1
40	0.4	0.4	0.0	12.5	12.4	0.1	18.0	17.9	0.1	21.5	21.3	0.1	24.5	23.9	0.5	25.5	24.8	0.6	26.0	25.4	0.6	27.5	26.8	0.6	27.9	27.2	0.6	28.5	27.8	0.7	29.3	28.6	0.7	29.9	29.2	0.7	30.1	29.4	0.7	30.2	29.4	0.7
35	0.5	0.5	0.0	11.2	11.1	0.1	16.3	16.1	0.1	19.9	19.7	0.2	22.9	22.3	0.5	24.2	23.6	0.5	25.1	24.5	0.5	26.4	25.8	0.5	27.0	26.4	0.5	27.7	27.1	0.5	29.4	28.8	0.5	30.2	29.6	0.5	30.5	29.9	0.6	30.6	30.0	0.6
30	0.9	0.9	0.0	9.6	9.4	0.1	15.4	15.1	0.2	21.1	20.8	0.3	25.9	25.5	0.4	27.8	27.3	0.5	28.7	28.2	0.5	30.9	30.4	0.5	31.7	31.1	0.5	32.5	32.0	0.5	34.5	34.0	0.5	35.4	34.8	0.6	36.2	35.5	0.6	36.2	35.6	0.6
25	0.3	0.3	0.0	8.5	8.3	0.1	17.8	17.5	0.3	22.3	21.9	0.4	28.1	27.7	0.4	30.2	29.8	0.4	31.0	30.5	0.4	32.7	32.2	0.5	33.5	33.0	0.5	34.3	33.8	0.5	35.8	35.3	0.5	37.3	36.7	0.5	38.6	38.0	0.6	38.8	38.1	0.6
20	0.5	0.5	0.0	11.5	11.2	0.2	20.6	20.1	0.5	28.1	27.4	0.7	35.8	35.0	0.7	38.6	37.7	0.8	40.9	40.0	0.9	42.8	41.9	0.9	44.4	43.4	0.9	45.3	44.2	1.0	48.2	47.2	1.0	50.0	48.9	1.1	51.1	49.9	1.1	51.2	50.0	1.2
15	0.3	0.2	0.0	5.9	5.6	0.3	14.4	13.8	0.5	21.3	20.6	0.6	27.6	26.8	0.8	30.6	29.7	0.8	32.3	31.4	0.8	33.9	33.0	0.8	35.2	34.3	0.9	36.6	35.7	0.9	39.7	38.7	0.9	41.6	40.6	0.9	42.9	41.9	1.0	43.0	42.0	1.0
10	0.3	0.2	0.0	8.1	7.6	0.5	15.1	14.3	0.7	21.8	20.8	0.9	31.6	30.3	1.2	38.3	36.8	1.4	41.1	39.5	1.5	44.5	42.8	1.6	46.5	44.7	1.7	48.1	46.2	1.8	51.5	49.7	1.8	54.8	52.7	2.0	56.6	54.5	2.1	57.4	55.2	2.2
05	0.3	0.2	0.1	6.8	6.1	0.7	14.3	13.0	1.3	22.3	20.7	1.5	30.9	29.0	1.8	35.3	33.3	2.0	40.4	38.3	2.0	44.3	42.2	2.1	46.9	44.7	2.1	49.0	46.7	2.2	53.2	50.9	2.3	58.1	55.7	2.3	60.9	58.4	2.4	61.9	59.3	2.6
77	1.7	1.1	0.6	14.5	11.3	3.2	29.8	25.3	4.4	42.1	36.7	5.4	61.6	55.3	6.2	72.9	66.3	6.5	82.3	75.2	7.0	90.6	82.9	7.6	96.8	88.9	7.9	100.9	92.7	8.2	111.3	102.6	8.7	126.8	116.9	9.9	135.8	125.1	10.6	139.9	128.6	11.3
95	0.4	0.2	0.2	8.1	5.5	2.5	16.4	12.3	4.0	24.9	19.2	5.6	34.8	28.3	6.4	42.3	35.4	6.8	47.1	39.9	7.1	51.8	44.1	7.7	59.0	50.9	8.1	61.1	52.9	8.2	69.4	60.5	8.9	80.3	70.4	9.8	88.0	77.4	10.6	92.3	81.4	10.9
90	0.8	0.3	0.4	14.1	8.8	5.2	25.4	16.9	8.4	37.2	25.7	11.5	48.8	35.6	13.1	59.5	45.8	13.7	65.4	51.2	14.1	71.9	57.4	14.5	76.7	61.9	14.8	81.0	65.8	15.1	94.5	78.7	15.7	111.6	94.5	17.0	125.1	107.0	18.0	135.1	115.0	20.0
85	0.3	0.1	0.2	15.0	7.7	7.2	30.3	17.6	12.6	45.2	27.2	18.0	56.4	35.0	21.3	65.6	43.3	22.3	73.2	50.4	22.7	80.3	57.1	23.1	86.8	63.3	23.5	92.6	68.7	23.9	108.9	83.9	25.0	132.9	105.1	27.8	150.8	121.0	29.8	168.3	135.7	32.6
80	0.4	0.1	0.2	15.1	5.9	9.2	34.8	15.1	19.7	51.7	22.8	28.9	69.0	32.9	36.0	79.5	41.9	37.5	86.1	47.9	38.1	94.7	55.6	39.0	103.3	63.7	39.5	112.2	72.0	40.1	135.2	93.1	42.1	167.2	116.6	50.6	194.6	136.5	58.0	234.3	170.6	63.7
75	0.2	0.0	0.2	9.8	3.2	6.6	21.9	7.2	14.7	31.8	10.3	21.4	49.3	19.7	29.5	59.4	27.1	32.3	65.3	32.0	33.2	73.3	38.8	34.4	82.8	47.4	35.3	92.1	55.2	36.8	120.2	79.3	40.8	148.8	96.2	52.5	177.4	108.9	68.5	238.0	147.9	90.1
70	0.7	0.0	0.7	8.7	1.6	7.0	17.5	3.8	13.6	24.2	5.4	18.8	45.1	13.8	31.2	61.9	24.4	37.4	71.0	31.5	39.5	80.4	38.7	41.7	90.9	47.7	43.2	103.6	58.5	45.0	140.4	86.1	54.2	167.5	98.2	69.2	189.6	103.2	86.3	259.0	124.1	134.8
65	0.3	0.0	0.3	6.3	0.8	5.4	12.2	1.9	10.3	17.1	2.8	14.3	33.7	8.4	25.3	49.7	16.6	33.1	60.7	23.9	36.8	72.5	31.2	41.2	83.8	40.0	43.7	100.1	52.9	47.2	131.7	70.8	60.9	152.6	76.0	76.5	165.8	77.5	88.3	199.8	82.9	116.9
60	0.5	0.0	0.4	8.3	0.7	7.6	14.7	1.6	13.1	20.9	2.1	18.7	41.9	7.2	34.6	59.2	13.2	46.0	73.0	20.0	53.0	88.8	27.4	61.4	106.7	38.6	68.1	131.5	52.5	79.0	160.6	64.6	95.9	177.8	67.6	110.1	188.3	68.7	119.5	204.0	71.2	132.8
55	0.4	0.0	0.4	5.5	0.4	5.1	11.5	0.8	10.7	17.3	1.0	16.2	32.4	3.5	28.9	43.6	6.0	37.6	51.6	8.4	43.2	62.3	11.4	50.8	77.4	17.8	59.5	92.7	22.8	69.8	111.9	27.7	84.1	121.9	29.5	92.3	127.9	30.4	97.5	134.8	31.0	103.7
50	0.7	0.0	0.7	11.7	0.4	11.3	22.3	0.8	21.4	30.5	1.3	29.2	57.9	2.7	55.1	72.2	5.2	67.0	80.9	7.1	73.8	91.6	8.9	82.7	104.1	11.5	92.6	118.9	13.4	105.5	137.5	15.5	122.0	146.1	16.3	129.7	151.5	16.9	134.6	156.7	17.5	139.1
45	0.5	0.0	0.5	7.2	0.1	7.0	13.6	0.3	13.2	19.5	0.5	19.0	32.0	1.0	30.9	39.1	1.6	37.5	44.4	2.3	42.1	52.1	2.8	49.2	59.9	3.8	56.0	69.9	4.5	65.3	81.4	5.1	76.2	87.8	5.5	82.2	90.5	5.7	84.7	92.1	5.9	86.2
40	0.4	0.0	0.4	8.9	0.2	8.6	18.5	0.6	17.8	25.9	1.0	24.9	41.0	1.8	39.1	50.1	2.7	47.4	55.9	3.4	52.4	63.2	4.0	59.1	71.5	5.2	66.3	79.5	5.6	73.9	89.8	6.0	83.8	95.3	6.3	88.9	97.3	6.4	90.8	98.9	6.5	92.3
35	0.2	0.0	0.2	5.6	0.1	5.5	11.1	0.1	10.9	15.3	0.2	15.1	25.0	0.4	24.6	32.1	0.6	31.4	36.8	0.8	36.0	42.8	1.0	41.8	48.8	1.2	47.5	54.2	1.3	52.8	60.8	1.6	59.2	64.7	1.6	63.0	66.2	1.7	64.4	66.6	1.7	64.8
30	0.4	0.0	0.4	16.8	0.2	16.5	23.4	0.4	23.0	27.7	0.5	27.1	40.0	1.0	38.9	48.5	1.2	47.3	54.7	1.5	53.1	60.3	1.7	58.6	66.9	2.0	64.8	72.4	2.2	70.2	80.4	2.5	77.8	83.7	2.7	80.9	85.0	2.7	82.2	85.6	2.8	82.8
25	0.4	0.0	0.4	13.4	0.1	13.3	18.7	0.2	18.4	22.1	0.2	21.8	31.0	0.5	30.5	37.9	0.8	37.0	43.5	1.0	42.5	47.2	1.1	46.0	51.2	1.4	49.8	55.2	1.6	53.6	60.7	1.7	58.9	64.8	1.8	62.9	65.2	1.9	63.3	65.8	1.9	63.9
20	0.6	0.0	0.6	6.8	0.2	6.6	12.1	0.2	11.8	16.1	0.3	15.8	24.8	0.4	24.4	29.1	0.5	28.5	33.7	0.8	32.8	37.2	0.9	36.2	41.1	1.1	40.0	44.5	1.1	43.3	48.5	1.2	47.2	51.9	1.3	50.6	52.5	1.3	51.2	53.0	1.3	51.7
15	0.3	0	0.3	3.8	0.0	3.8	6.6	0.0	6.6	8.7	0.0	8.7	14.3	0.0	14.3	17.1	0.1	16.9	19.1	0.1	19.0	20.8	0.1	20.6	22.7	0.2	22.4	24.9	0.2	24.6	27.0	0.2	26.7	27.8	0.3	27.5	28.0	0.3	27.6	28.2	0.3	27.9
10	0.3	0	0.3	4.9	0.0	4.9	7.3	0.0	7.3	9.8	0.0	9.7	15.5	0.1	15.3	18.0	0.2	17.8	19.8	0.2	19.6	22.2	0.2	21.9	24.3	0.3	24.0	26.3	0.3	26.0	29.3	0.3	28.9	30.4	0.3	30.0	30.7	0.3	30.3	30.8	0.3	30.4
05	0.2	0.0	0.2	2.4	0.0	2.3	4.2	0.0	4.1	5.5	0.0	5.4	9.0	0.1	8.9	10.8	0.1	10.6	11.7	0.2	11.5	13.1	0.2	12.9	14.3	0.2	14.1	15.5	0.2	15.2	17.4	0.2	17.1	17.9	0.2	17.7	18.0	0.2	17.7	18.4	0.2	18.1

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	7,699.60	open	17,516	7,700	1.7	7,691.2	14.9	7700	17.5	15.94	-0.113	0.02160
T	10:00	7,678.78 -20.8	current	267,057	7,630	16.4	7,683.7	14.6	7680	17.8	15.93	-0.032	0.02230
T30	10:30	7,682.20 +3.4	current	234,174	7,680	19.6	7,683.1	20.1	7680	17.2	15.90	0.026	0.02400
E	11:00	7,679.90 -2.3	current	197,295	7,680	16.9	7,683.5	21.1	7680	16.7	15.88	-0.013	0.02600
E30	11:30	7,657.93 -22.0	current	326,338	7,650	27.3	7,670.4	16.2	7660	18.6	16.39	-0.069	0.02460
N	12:00	7,661.70 +3.8	current	211,441	7,660	17.3	7,668.7	21.0	7660	17.8	16.30	0.024	0.02740
N30	12:30	7,664.33 +2.6	current	145,335	7,660	13.7	7,667.7	23.4	7665	16.8	16.18	-0.048	0.03080
P1	13:00	7,659.25 -5.1	current	161,613	7,660	15.7	7,668.6	23.6	7660	16.0	16.33	-0.052	0.03500
P130	13:30	7,659.93 +0.7	current	165,488	7,660	17.9	7,665.0	26.8	7660	14.8	16.30	-0.004	0.04160
P2	14:00	7,656.07 -3.9	current	171,867	7,660	24.7	7,662.8	31.9	7655	14.2	16.38	-0.043	0.04820
P230	14:30	7,668.79 +12.7	current	312,845	7,670	36.8	7,669.0	30.9	7670	14.7	16.14	-0.008	0.05400
P3	15:00	7,677.11 +8.3	current	259,076	7,680	32.0	7,674.5	33.8	7675	16.3	15.99	0.223	0.05720
P330	15:30	7,673.57 -3.5	current	180,607	7,675	28.6	7,676.8	43.3	7675	15.5	16.03	-0.050	0.08760
C	16:00 Close	7,670.84 -2.7	close	276,708	7,670	69.3	7,672.8	59.2	7670	37.2	16.09	0.151	0.33420

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.