Volume Rolling · SPXSet

EOD ΔVol Session 2026-09-30 · Exp 2026-09-30 · Spot 7,651.54 · Window 7595–7775 · Last slot C · Generated 2026-09-30 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-09-30.json

Wall vs flow slot C · Call peak K7690 Δ32,247 vs wall K7900 away -210pt · Put peak K7680 Δ34,965 vs wall K7500 away +180pt · 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

2026-09-30 SPX O 7,688.99 · H 7,722.88 · L 7,651.54 · C 7,651.54 prior C — VIX 16.34 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	7,688.99	7,704.07	7,707.19	7,715.88	7,714.00	7,714.65	7,711.42	7,711.92	7,698.82	7,705.82	7,695.86	7,694.75	7,692.31	7,651.54
VIX	15.83	15.71	15.92	15.86	15.87	15.87	15.87	15.85	16.00	15.82	15.91	16.00	15.98	16.43
ATM	31.00	26.65	24.50	22.15	20.95	18.70	17.70	16.00	16.35	13.70	13.00	11.05	9.40	4.38
IV	18.5	16.5	15.8	15.1	15.0	14.3	14.3	14.0	15.8	14.8	16.2	16.5	19.8	76.4
Wk	71.50	67.40	69.00	67.60	66.85	66.00	66.00	65.20	66.50	64.85	65.15	64.90	65.10	71.25

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
75	0.5	0.5	0.0	1.1	0.9	0.1	2.4	2.1	0.3	0.9	0.8	0.0	0.6	0.5	0.0	0.5	0.4	0.0	0.8	0.8	0.0	0.5	0.5	0.0	1.0	1.0	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.1	0.0	0.0	0.3	0.3	0.0
70	0.4	0.4	0.0	1.4	1.4	0.0	3.9	3.9	0.0	2.6	2.5	0.0	1.1	1.1	0.0	0.8	0.7	0.0	0.6	0.6	0.0	0.6	0.6	0	1.1	1.1	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.0	0.0	0.0	0.5	0.4	0.0
65	0.5	0.5	0.0	2.4	2.4	0.0	5.4	5.3	0.0	2.8	2.6	0.1	1.5	1.5	0.0	1.6	1.6	0.0	1.0	0.9	0.0	0.7	0.7	0.0	1.1	1.0	0.0	0.5	0.4	0.1	0.4	0.3	0.0	0.4	0.4	0.0	0.1	0.1	0	0.2	0.2	0.0
60	0.7	0.7	0.0	2.8	2.7	0.0	6.5	6.4	0.0	4.3	4.2	0.0	2.3	2.2	0.0	2.2	2.1	0.0	1.6	1.5	0.0	1.1	1.1	0.0	1.7	1.7	0.0	1.0	1.0	0.0	1.1	1.0	0.0	0.8	0.8	0.0	0.2	0.2	0.0	0.3	0.3	0.0
55	0.9	0.9	0.0	4.2	4.2	0.0	7.1	6.9	0.2	4.3	4.2	0.0	2.5	2.4	0.0	2.7	2.6	0.0	1.6	1.3	0.3	2.1	1.8	0.3	2.0	1.9	0.0	0.8	0.8	0.0	1.0	1.0	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.2	0.2	0.0
50	1.4	1.4	0.0	8.5	8.2	0.2	16.1	14.2	1.8	10.0	9.7	0.3	5.4	4.9	0.4	5.6	5.4	0.2	3.9	3.4	0.5	7.3	5.3	2.0	5.5	5.4	0.1	1.7	1.6	0.1	1.9	1.6	0.3	1.4	1.4	0.0	3.3	3.2	0.0	1.9	1.5	0.3
45	2.5	2.5	0.0	13.5	13.4	0.1	10.4	10.1	0.2	9.3	9.0	0.2	4.6	4.5	0.1	6.1	5.9	0.1	4.7	4.6	0.1	3.1	2.9	0.1	5.7	5.7	0.0	1.2	1.1	0.0	3.5	3.5	0.0	1.1	1.1	0.0	0.7	0.7	0.0	0.4	0.3	0.0
40	2.5	2.5	0.0	17.8	17.6	0.1	15.7	15.1	0.5	15.2	14.8	0.3	8.2	7.8	0.3	9.8	9.4	0.4	8.0	7.8	0.2	5.5	5.3	0.2	7.8	7.6	0.2	3.0	2.8	0.1	4.2	4.1	0.0	1.8	1.8	0.0	3.1	3.1	0.0	0.9	0.9	0.0
35	1.1	1.0	0.0	8.1	7.9	0.1	12.7	11.9	0.7	10.7	10.1	0.6	9.3	9.0	0.3	8.5	7.6	0.8	5.5	5.1	0.4	4.7	4.4	0.3	6.1	5.9	0.2	2.6	2.5	0.0	2.9	2.8	0.0	2.0	1.9	0.0	0.9	0.8	0.0	1.5	1.5	0.0
30	1.6	1.6	0.0	9.9	9.6	0.2	17.3	15.6	1.7	17.0	15.6	1.3	13.1	11.9	1.1	11.9	10.7	1.2	8.2	7.4	0.8	9.1	8.8	0.3	12.7	12.2	0.5	6.7	6.5	0.2	6.9	6.7	0.2	5.1	4.9	0.1	3.8	3.8	0.0	1.4	1.3	0.1
25	2.1	2.1	0.0	13.2	12.8	0.3	17.0	14.7	2.2	13.9	12.3	1.6	12.2	11.0	1.1	11.5	9.8	1.7	7.1	5.8	1.3	9.9	9.2	0.7	9.9	9.3	0.6	8.4	8.0	0.3	4.7	4.4	0.2	4.0	3.8	0.2	2.6	2.4	0.2	1.9	1.7	0.1
20	1.6	1.5	0.0	18.0	17.3	0.6	28.4	22.5	5.9	19.8	14.9	4.8	13.5	10.4	3.0	17.0	12.0	4.9	14.2	9.2	4.9	11.1	9.7	1.3	16.7	14.3	2.3	15.7	14.7	0.9	13.4	12.8	0.5	7.6	7.4	0.2	4.3	4.0	0.2	4.0	3.6	0.3
15	1.0	0.7	0.3	6.2	5.4	0.8	25.4	15.1	10.2	19.1	11.6	7.4	17.6	11.1	6.5	19.3	9.3	9.9	15.7	7.3	8.3	12.6	8.8	3.7	17.5	13.4	4.1	12.4	9.2	3.2	9.9	8.8	1.1	6.7	6.1	0.6	6.9	6.4	0.4	4.2	3.6	0.5
10	1.3	0.9	0.4	9.8	8.2	1.6	22.8	11.6	11.1	21.8	11.5	10.2	18.1	8.0	10.0	17.1	7.1	10.0	12.0	4.6	7.4	20.5	11.8	8.7	22.2	13.9	8.3	19.7	14.3	5.4	15.6	13.1	2.5	14.4	13.2	1.2	11.2	10.4	0.8	9.4	8.6	0.8
05	1.2	0.9	0.3	9.5	6.8	2.6	12.2	5.0	7.2	15.1	6.2	8.8	9.3	2.8	6.4	7.9	2.2	5.6	5.0	1.2	3.7	11.8	4.6	7.1	16.1	7.9	8.1	18.3	10.9	7.4	17.5	11.7	5.7	15.4	12.8	2.6	16.4	14.6	1.7	14.3	13.1	1.2
77	3.6	2.6	1.0	21.7	14.1	7.6	20.3	6.4	13.9	15.6	4.2	11.3	12.6	2.2	10.4	13.0	2.8	10.2	9.5	1.8	7.7	12.3	2.9	9.3	26.7	9.9	16.8	24.2	9.8	14.3	26.0	11.7	14.3	30.7	22.2	8.4	27.0	20.8	6.2	30.9	26.2	4.7
95	2.5	1.5	0.9	14.5	7.8	6.6	11.5	3.4	8.0	8.1	1.7	6.3	7.2	1.0	6.2	7.9	0.7	7.2	6.5	0.6	5.8	8.3	1.5	6.7	17.0	3.9	13.1	12.4	2.8	9.6	19.4	5.9	13.5	29.3	17.2	12.1	30.5	15.3	15.1	38.5	29.2	9.3
90	1.9	0.8	1.1	11.7	4.7	6.9	12.3	1.8	10.4	9.3	1.0	8.3	8.2	0.5	7.7	7.6	0.4	7.1	6.0	0.7	5.2	9.0	1.1	7.9	16.2	1.9	14.2	13.7	1.7	11.9	15.2	2.4	12.7	30.5	10.4	20.1	22.5	6.6	15.8	53.5	32.2	21.3
85	1.0	0.3	0.6	7.5	1.9	5.6	9.6	0.6	9.0	9.1	0.5	8.6	8.5	0.3	8.1	5.4	0.3	5.0	4.0	0.2	3.8	6.4	0.7	5.6	11.4	1.3	10.0	7.6	0.7	6.8	12.1	1.0	11.0	17.0	2.4	14.6	12.8	1.6	11.1	57.5	24.3	33.1
80	1.2	0.2	0.9	8.6	1.5	7.1	11.5	0.9	10.5	8.3	0.5	7.8	8.7	0.2	8.5	5.4	0.2	5.1	3.4	0.2	3.1	5.2	0.2	5.0	12.7	0.7	11.9	6.8	0.4	6.4	8.8	0.4	8.4	14.4	1.2	13.1	9.5	1.0	8.5	51.2	16.2	34.9
75	1.2	0.1	1.0	7.6	0.9	6.7	8.5	0.6	7.8	8.3	0.4	7.9	5.4	0.1	5.2	3.6	0.1	3.4	2.8	0.1	2.6	3.3	0.2	3.1	9.0	0.5	8.5	4.2	0.2	4.0	4.9	0.3	4.5	10.3	0.5	9.7	5.9	0.3	5.6	47.4	17.3	30.1
70	0.9	0.1	0.7	7.4	0.7	6.7	8.4	0.6	7.7	6.4	0.2	6.1	7.5	0.2	7.3	3.3	0.1	3.2	2.1	0.0	2.0	2.8	0.1	2.6	7.8	0.2	7.5	3.6	0.1	3.5	4.3	0.1	4.1	6.2	0.3	5.8	3.1	0.2	2.9	46.6	11.8	34.7
65	0.8	0.0	0.7	4.7	0.2	4.5	5.0	0.1	4.9	5.1	0.1	5.0	3.4	0.0	3.4	2.3	0.0	2.2	1.5	0.2	1.2	1.7	0.0	1.6	5.3	0.0	5.2	1.9	0.0	1.9	2.4	0.0	2.3	4.2	0.1	4.0	1.8	0.1	1.6	33.8	5.8	27.9
60	1.3	0.0	1.2	6.5	0.5	5.9	7.2	0.1	7.0	7.0	0.1	6.9	3.2	0.0	3.1	1.5	0.0	1.5	2.1	0.3	1.7	1.5	0.0	1.5	4.0	0.0	3.9	1.8	0.0	1.7	2.2	0.0	2.1	2.9	0.0	2.8	1.4	0.0	1.3	23.7	1.6	22.0
55	1.1	0.0	1.0	4.8	0.1	4.7	5.2	0.1	5.0	3.9	0.0	3.8	2.3	0.1	2.1	1.3	0.0	1.3	1.0	0.0	1.0	0.9	0.0	0.9	3.2	0.0	3.2	1.0	0.0	1.0	1.1	0.0	1.1	1.7	0.0	1.6	1.2	0.0	1.1	12.1	0.3	11.8
50	2.6	0.8	1.8	10.0	0.4	9.6	13.0	0.2	12.8	6.2	0.1	6.1	3.0	0.0	3.0	1.7	0.0	1.7	1.2	0.0	1.1	1.7	0.0	1.7	2.7	0.2	2.5	1.6	0.1	1.5	2.9	0.1	2.7	2.3	0.2	2.1	0.9	0.0	0.9	7.8	0.2	7.6
45	1.5	0.7	0.7	6.1	0.1	5.9	10.3	0.1	10.1	2.5	0.0	2.4	1.2	0.0	1.2	0.9	0.0	0.9	1.3	0.0	1.2	0.8	0.0	0.8	2.3	0.1	2.2	0.7	0.0	0.7	2.2	0.0	2.1	0.6	0.0	0.6	0.5	0.0	0.5	3.9	0.1	3.7
40	1.3	0.0	1.3	6.8	0.3	6.5	3.7	0.1	3.6	2.7	0.0	2.6	1.8	0.0	1.7	0.7	0.0	0.7	1.3	0.0	1.2	1.7	0.0	1.7	2.0	0.0	2.0	0.9	0.0	0.9	0.6	0.0	0.6	0.6	0.0	0.6	1.1	0.0	1.1	3.5	0.0	3.4
35	1.0	0.0	1.0	5.9	0.0	5.8	2.3	0.0	2.3	1.7	0.0	1.7	0.8	0.0	0.8	0.5	0.0	0.5	0.4	0.0	0.4	0.4	0.0	0.4	1.0	0.0	1.0	0.5	0.0	0.5	0.4	0.0	0.4	0.8	0.0	0.8	0.5	0.0	0.5	1.5	0.0	1.5
30	1.3	0.0	1.3	4.7	0.3	4.4	2.6	0.1	2.5	2.2	0.0	2.2	1.0	0.0	0.9	0.6	0.0	0.6	0.5	0	0.5	0.4	0.0	0.4	1.2	0.0	1.2	0.7	0.0	0.7	0.5	0.0	0.5	0.7	0.0	0.7	0.6	0.0	0.6	1.7	0.0	1.6
25	1.1	0.0	1.1	4.5	0.1	4.4	1.8	0.1	1.7	0.9	0.0	0.9	0.6	0.0	0.6	0.4	0.0	0.4	0.5	0.0	0.5	0.4	0.0	0.4	0.4	0.0	0.3	0.5	0.0	0.5	0.3	0.0	0.3	0.9	0	0.9	0.1	0.0	0.1	1.4	0.0	1.4
20	1.3	0.0	1.3	4.6	0.1	4.4	2.4	0.1	2.3	1.3	0.0	1.3	0.6	0	0.6	0.6	0.0	0.6	0.3	0	0.3	0.4	0.0	0.4	0.7	0.0	0.7	0.2	0.0	0.2	0.3	0.0	0.3	0.5	0.0	0.5	0.0	0.0	0.0	0.7	0.0	0.6
15	0.8	0.0	0.7	3.1	0.0	3.1	1.2	0.0	1.2	0.3	0.0	0.3	0.4	0.0	0.4	0.2	0.0	0.2	0.4	0.0	0.4	0.2	0	0.2	0.3	0	0.3	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	0.2	0	0.2	0.2	0.0	0.2
10	0.8	0.0	0.8	3.6	0.0	3.6	2.2	0.0	2.2	2.3	0.0	2.3	0.7	0	0.7	0.2	0.0	0.2	0.3	0.0	0.3	0.2	0.0	0.2	0.4	0.0	0.4	0.1	0	0.1	0.1	0.0	0.1	0.3	0.0	0.3	0.0	0.0	0.0	0.5	0.0	0.5
05	0.6	0.0	0.5	1.5	0.0	1.4	0.8	0.0	0.8	0.8	0	0.8	0.3	0	0.3	0.3	0	0.3	0.3	0	0.3	0.2	0	0.2	0.2	0	0.2	0.0	0	0.0	0.2	0	0.2	0.5	0	0.5	0.1	0	0.1	0.1	0.0	0.1
76	2.2	0.0	2.2	4.7	0.0	4.7	1.7	0.0	1.7	1.1	0.0	1.1	0.3	0.0	0.3	0.8	0.0	0.8	0.2	0.0	0.2	0.3	0.0	0.3	1.0	0.0	1.0	0.4	0.0	0.4	0.4	0.0	0.4	0.7	0.0	0.6	0.3	0	0.3	0.1	0.0	0.1
95	0.5	0.0	0.4	1.1	0.0	1.1	0.8	0.0	0.8	0.6	0	0.6	0.2	0	0.2	0.2	0	0.2	0.1	0	0.1	0.1	0	0.1	0.2	0	0.2	0.5	0	0.5	0.3	0.0	0.3	0.1	0.0	0.1	0.0	0.0	0.0	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
75	0.5	0.5	0.0	1.6	1.5	0.1	4.1	3.6	0.4	5.0	4.5	0.4	5.6	5.1	0.5	6.1	5.6	0.5	7.0	6.5	0.5	7.6	7.0	0.5	8.6	8.0	0.5	9.2	8.7	0.5	9.6	9.0	0.5	10.4	9.8	0.5	10.5	9.9	0.5	10.8	10.3	0.5
70	0.4	0.4	0.0	1.9	1.9	0.0	5.8	5.8	0.0	8.4	8.3	0.1	9.6	9.4	0.1	10.4	10.2	0.1	11.0	10.8	0.1	11.6	11.4	0.1	12.8	12.6	0.1	13.3	13.2	0.1	14.0	13.8	0.1	14.6	14.4	0.2	14.7	14.5	0.2	15.2	15.0	0.2
65	0.5	0.5	0.0	2.9	2.9	0.0	8.3	8.3	0.0	11.2	11.0	0.2	12.7	12.5	0.2	14.4	14.1	0.3	15.4	15.1	0.3	16.2	15.8	0.3	17.3	16.9	0.4	17.9	17.3	0.6	18.4	17.7	0.6	18.8	18.1	0.7	19.0	18.3	0.7	19.3	18.5	0.7
60	0.7	0.7	0.0	3.5	3.5	0.0	10.0	9.9	0.0	14.4	14.2	0.1	16.7	16.5	0.2	18.9	18.6	0.2	20.5	20.2	0.3	21.7	21.3	0.3	23.5	23.1	0.3	24.5	24.1	0.4	25.6	25.2	0.4	26.5	26.0	0.4	26.7	26.3	0.4	27.1	26.6	0.4
55	0.9	0.9	0.0	5.1	5.1	0.0	12.3	12.0	0.2	16.6	16.3	0.3	19.2	18.7	0.4	21.9	21.4	0.4	23.6	22.8	0.7	25.8	24.7	1.1	27.8	26.6	1.1	28.7	27.5	1.1	29.7	28.6	1.1	30.3	29.2	1.1	30.8	29.6	1.1	31.1	29.9	1.1
50	1.4	1.4	0.0	9.9	9.6	0.2	26.0	23.9	2.1	36.1	33.7	2.4	41.5	38.6	2.8	47.2	44.1	3.1	51.1	47.5	3.6	58.5	52.9	5.6	64.1	58.3	5.7	65.8	59.9	5.8	67.8	61.5	6.2	69.2	63.0	6.2	72.5	66.3	6.2	74.4	67.8	6.6
45	2.5	2.5	0.0	16.1	15.9	0.1	26.5	26.1	0.3	35.8	35.2	0.6	40.4	39.7	0.7	46.6	45.6	0.9	51.3	50.2	1.1	54.4	53.2	1.2	60.2	58.9	1.2	61.4	60.1	1.3	65.0	63.6	1.3	66.1	64.8	1.3	66.9	65.5	1.3	67.3	65.9	1.3
40	2.5	2.5	0.0	20.3	20.1	0.1	36.0	35.3	0.7	51.2	50.1	1.1	59.5	57.9	1.5	69.3	67.4	1.9	77.4	75.2	2.1	82.9	80.5	2.3	90.8	88.1	2.6	93.8	91.0	2.7	98.0	95.2	2.8	99.9	97.0	2.8	103.0	100.1	2.9	104.0	101.0	2.9
35	1.1	1.0	0.0	9.2	9.0	0.1	21.9	21.0	0.9	32.7	31.1	1.5	42.1	40.2	1.8	50.6	47.9	2.7	56.1	53.0	3.1	60.9	57.4	3.4	67.0	63.3	3.6	69.7	65.9	3.7	72.6	68.8	3.8	74.6	70.8	3.8	75.5	71.6	3.9	77.1	73.2	3.9
30	1.6	1.6	0.0	11.5	11.3	0.2	28.8	26.9	1.9	45.8	42.5	3.3	59.0	54.5	4.4	70.9	65.2	5.7	79.2	72.7	6.5	88.3	81.5	6.8	101.1	93.8	7.3	107.9	100.3	7.6	114.8	107.0	7.8	119.9	112.0	7.9	123.8	115.8	8.0	125.3	117.1	8.1
25	2.1	2.1	0.0	15.3	14.9	0.3	32.3	29.6	2.6	46.3	42.0	4.3	58.5	53.0	5.4	70.1	62.8	7.2	77.2	68.6	8.5	87.2	77.9	9.3	97.2	87.2	9.9	105.7	95.3	10.3	110.4	99.8	10.6	114.5	103.6	10.8	117.1	106.0	11.0	119.0	107.8	11.1
20	1.6	1.5	0.0	19.6	18.9	0.6	48.1	41.5	6.6	67.9	56.4	11.5	81.4	66.8	14.5	98.5	78.9	19.5	112.7	88.2	24.5	123.8	97.9	25.9	140.6	112.3	28.2	156.3	127.0	29.2	169.7	139.9	29.8	177.4	147.3	30.1	181.7	151.4	30.3	185.7	155.0	30.7
15	1.0	0.7	0.3	7.3	6.2	1.1	32.8	21.3	11.4	51.9	33.0	18.9	69.5	44.1	25.4	88.9	53.5	35.4	104.7	60.9	43.7	117.3	69.8	47.5	134.9	83.2	51.7	147.3	92.4	54.9	157.3	101.2	56.0	164.1	107.4	56.7	171.0	113.8	57.2	175.3	117.5	57.8
10	1.3	0.9	0.4	11.2	9.1	2.0	34.0	20.7	13.2	55.8	32.3	23.5	74.0	40.4	33.5	91.1	47.5	43.6	103.2	52.2	51.0	123.7	64.0	59.7	146.0	77.9	68.1	165.7	92.2	73.5	181.4	105.3	76.1	195.9	118.5	77.3	207.2	128.9	78.2	216.7	137.6	79.1
05	1.2	0.9	0.3	10.8	7.8	3.0	23.1	12.8	10.2	38.2	19.1	19.0	47.5	22.0	25.5	55.4	24.2	31.1	60.4	25.5	34.9	72.2	30.2	42.0	88.4	38.1	50.2	106.7	49.0	57.6	124.2	60.7	63.4	139.7	73.6	66.1	156.1	88.2	67.8	170.5	101.4	69.0
77	3.6	2.6	1.0	25.4	16.7	8.6	45.7	23.1	22.6	61.4	27.4	34.0	74.1	29.6	44.4	87.1	32.4	54.6	96.6	34.2	62.4	109.0	37.2	71.7	135.8	47.1	88.6	160.0	57.0	102.9	186.0	68.7	117.2	216.8	91.0	125.7	243.8	111.9	131.9	274.8	138.1	136.6
95	2.5	1.5	0.9	17.0	9.4	7.6	28.6	12.8	15.7	36.7	14.6	22.1	44.0	15.6	28.3	52.0	16.3	35.6	58.5	16.9	41.5	66.8	18.5	48.2	83.9	22.4	61.4	96.4	25.3	71.1	115.9	31.2	84.6	145.3	48.4	96.8	175.8	63.8	111.9	214.4	93.1	121.3
90	1.9	0.8	1.1	13.7	5.6	8.1	26.1	7.5	18.5	35.4	8.5	26.9	43.7	9.1	34.6	51.3	9.5	41.7	57.4	10.3	47.0	66.4	11.5	54.9	82.7	13.4	69.2	96.4	15.1	81.2	111.6	17.6	93.9	142.2	28.0	114.1	164.7	34.7	129.9	218.3	67.0	151.3
85	1.0	0.3	0.6	8.6	2.2	6.3	18.2	2.8	15.3	27.4	3.3	24.0	35.9	3.7	32.1	41.3	4.0	37.2	45.4	4.3	41.0	51.8	5.1	46.6	63.3	6.5	56.7	70.9	7.2	63.6	83.1	8.3	74.7	100.1	10.7	89.3	113.0	12.4	100.5	170.5	36.8	133.7
80	1.2	0.2	0.9	9.9	1.8	8.1	21.4	2.7	18.7	29.8	3.3	26.5	38.6	3.6	35.0	44.1	3.9	40.2	47.5	4.1	43.4	52.8	4.4	48.4	65.5	5.1	60.3	72.4	5.6	66.7	81.3	6.0	75.2	95.7	7.3	88.3	105.2	8.3	96.9	156.5	24.6	131.8
75	1.2	0.1	1.0	8.9	1.1	7.7	17.4	1.7	15.6	25.7	2.1	23.6	31.2	2.3	28.8	34.8	2.5	32.3	37.7	2.6	35.0	41.0	2.8	38.1	50.1	3.4	46.7	54.4	3.6	50.7	59.3	3.9	55.3	69.6	4.5	65.0	75.6	4.9	70.7	123.0	22.2	100.8
70	0.9	0.1	0.7	8.3	0.8	7.5	16.7	1.4	15.2	23.1	1.7	21.4	30.7	2.0	28.7	34.1	2.1	31.9	36.2	2.2	34.0	39.0	2.3	36.7	46.8	2.6	44.2	50.5	2.7	47.7	54.9	2.9	51.9	61.1	3.3	57.7	64.3	3.5	60.7	110.9	15.4	95.4
65	0.8	0.0	0.7	5.6	0.3	5.2	10.7	0.5	10.1	15.8	0.6	15.2	19.3	0.7	18.6	21.6	0.7	20.8	23.1	1.0	22.1	24.9	1.0	23.8	30.2	1.1	29.1	32.2	1.1	31.0	34.6	1.1	33.4	38.9	1.3	37.5	40.7	1.4	39.2	74.6	7.3	67.2
60	1.3	0.0	1.2	7.8	0.6	7.2	15.1	0.8	14.2	22.1	0.9	21.1	25.3	0.9	24.3	26.9	1.0	25.8	29.0	1.3	27.6	30.6	1.3	29.2	34.6	1.4	33.2	36.5	1.5	35.0	38.7	1.5	37.1	41.7	1.6	40.0	43.1	1.7	41.4	66.9	3.3	63.5
55	1.1	0.0	1.0	5.9	0.1	5.7	11.1	0.3	10.8	15.1	0.3	14.7	17.4	0.5	16.9	18.8	0.5	18.2	19.8	0.5	19.2	20.7	0.5	20.1	24.0	0.6	23.4	25.1	0.7	24.4	26.2	0.7	25.5	27.9	0.7	27.1	29.2	0.8	28.3	41.3	1.1	40.2
50	2.6	0.8	1.8	12.6	1.2	11.4	25.7	1.4	24.3	32.0	1.5	30.4	35.0	1.6	33.4	36.8	1.6	35.1	38.1	1.7	36.3	39.9	1.7	38.1	42.6	2.0	40.6	44.2	2.1	42.1	47.2	2.2	44.9	49.5	2.4	47.1	50.5	2.5	48.0	58.4	2.7	55.6
45	1.5	0.7	0.7	7.6	0.9	6.7	18.0	1.1	16.9	20.5	1.1	19.3	21.8	1.1	20.6	22.7	1.2	21.5	24.0	1.2	22.8	24.9	1.2	23.6	27.2	1.4	25.8	28.0	1.4	26.5	30.2	1.4	28.7	30.9	1.4	29.4	31.4	1.5	29.9	35.3	1.6	33.6
40	1.3	0.0	1.3	8.2	0.4	7.8	12.0	0.5	11.5	14.7	0.5	14.2	16.6	0.6	15.9	17.3	0.6	16.7	18.6	0.6	18.0	20.4	0.6	19.7	22.4	0.6	21.8	23.3	0.6	22.7	24.0	0.6	23.3	24.6	0.7	23.9	25.8	0.7	25.1	29.3	0.7	28.5
35	1.0	0.0	1.0	6.9	0.0	6.8	9.3	0.1	9.2	11.0	0.1	10.9	11.8	0.1	11.7	12.4	0.1	12.3	12.9	0.1	12.7	13.3	0.1	13.2	14.4	0.1	14.2	14.9	0.1	14.7	15.4	0.1	15.2	16.2	0.1	16.0	16.8	0.1	16.6	18.3	0.2	18.1
30	1.3	0.0	1.3	6.0	0.3	5.7	8.7	0.4	8.3	11.0	0.4	10.6	12.0	0.4	11.6	12.7	0.4	12.2	13.2	0.4	12.8	13.7	0.4	13.2	14.9	0.4	14.4	15.7	0.4	15.2	16.2	0.4	15.7	16.9	0.5	16.4	17.6	0.5	17.1	19.3	0.5	18.7
25	1.1	0.0	1.1	5.6	0.1	5.5	7.5	0.2	7.3	8.4	0.2	8.2	9.0	0.2	8.8	9.5	0.2	9.2	10.0	0.2	9.8	10.5	0.2	10.2	10.9	0.2	10.6	11.5	0.2	11.2	11.8	0.2	11.5	12.8	0.2	12.5	12.9	0.3	12.6	14.3	0.3	14.0
20	1.3	0.0	1.3	5.9	0.1	5.8	8.4	0.2	8.1	9.8	0.2	9.5	10.4	0.2	10.1	11.0	0.2	10.7	11.4	0.2	11.1	11.8	0.2	11.5	12.6	0.2	12.3	12.8	0.2	12.5	13.2	0.2	12.9	13.7	0.3	13.4	13.8	0.3	13.5	14.5	0.3	14.2
15	0.8	0.0	0.7	3.9	0.0	3.8	5.2	0.1	5.1	5.6	0.1	5.4	6.0	0.1	5.9	6.3	0.1	6.1	6.7	0.1	6.6	6.9	0.1	6.8	7.2	0.1	7.1	7.4	0.1	7.3	7.5	0.1	7.4	7.6	0.1	7.5	7.8	0.1	7.7	8.1	0.1	8.0
10	0.8	0.0	0.8	4.5	0.0	4.5	6.8	0.0	6.7	9.2	0.0	9.1	9.9	0.0	9.8	10.1	0.0	10.0	10.5	0.0	10.4	10.7	0.0	10.6	11.2	0.0	11.1	11.3	0.0	11.2	11.4	0.0	11.3	11.8	0.1	11.7	11.9	0.1	11.8	12.4	0.1	12.3
05	0.6	0.0	0.5	2.1	0.0	2.0	2.9	0.0	2.8	3.7	0.0	3.7	4.1	0.0	4.1	4.5	0.0	4.4	4.8	0.0	4.7	5.0	0.0	5.0	5.3	0.0	5.2	5.4	0.0	5.3	5.7	0.0	5.6	6.2	0.0	6.1	6.4	0.0	6.3	6.5	0.0	6.4
76	2.2	0.0	2.2	7.0	0.0	6.9	8.8	0.1	8.6	9.9	0.1	9.8	10.3	0.1	10.1	11.2	0.1	11.0	11.5	0.1	11.3	11.9	0.1	11.7	12.9	0.2	12.7	13.4	0.2	13.1	13.8	0.2	13.6	14.5	0.2	14.2	14.8	0.2	14.5	15.0	0.3	14.7
95	0.5	0.0	0.4	1.6	0.0	1.5	2.4	0.0	2.4	3.1	0.0	3.0	3.3	0.0	3.3	3.6	0.0	3.5	3.8	0.0	3.7	3.9	0.0	3.8	4.2	0.0	4.1	4.7	0.0	4.7	5.1	0.0	5.0	5.3	0.0	5.2	5.3	0.0	5.2	5.5	0.0	5.5

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	7,688.99	open	51,551	7,700	3.6	7,686.4	10.8	7690	18.5	15.83	0.088	0.02060
T	10:00	7,704.07 +15.1	current	279,608	7,700	21.7	7,694.5	14.7	7705	16.5	15.71	-0.039	0.02400
T30	10:30	7,707.19 +3.1	current	347,323	7,720	28.4	7,704.7	16.0	7705	15.8	15.92	0.049	0.02600
E	11:00	7,715.88 +8.7	current	272,204	7,710	21.8	7,706.0	22.3	7715	15.1	15.86	0.016	0.02860
E30	11:30	7,714.00 -1.9	current	198,819	7,710	18.1	7,706.1	24.8	7715	15.0	15.87	0.013	0.03040
N	12:00	7,714.65 +0.6	current	182,587	7,715	19.3	7,710.9	29.3	7715	14.3	15.87	0.016	0.03390
N30	12:30	7,711.42 -3.2	current	137,290	7,715	15.7	7,709.8	23.9	7710	14.3	15.87	0.024	0.03620
P1	13:00	7,711.92 +0.5	current	160,322	7,710	20.5	7,707.9	28.1	7710	14.0	15.85	0.053	0.03980
P130	13:30	7,698.82 -13.1	current	254,891	7,700	26.7	7,702.2	23.5	7700	15.8	16.00	-0.026	0.03880
P2	14:00	7,705.82 +7.0	current	178,380	7,700	24.2	7,702.6	34.9	7705	14.8	15.82	0.041	0.04620
P230	14:30	7,695.86 -10.0	current	190,224	7,700	26.0	7,700.5	32.0	7695	16.2	15.91	0.057	0.04840
P3	15:00	7,694.75 -1.1	current	219,706	7,700	30.7	7,694.7	41.3	7695	16.5	16.00	-0.015	0.05840
P330	15:30	7,692.31 -2.4	current	175,946	7,695	30.5	7,697.1	37.5	7690	19.8	15.98	0.161	0.06760
C	16:00 Close	7,651.54 -40.8	close	459,874	7,685	57.5	7,681.5	9.5	7655	76.4	16.43	0.839	0.05020

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.