EOD ΔVol
Session 2026-10-01 · Exp 2026-10-01 · Spot 7,666.45 · Window 7575–7755 · Last slot C · Generated 2026-10-01 16:45:03 ET · ET
· Data: SQLite · spx_intraday_2026-10-01.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 K7680 Δ41,884 vs wall K7835 away
-155pt · Put peak K7670 Δ41,669 vs wall K7525 away
+145pt · 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
2026-10-01SPX
O 7,666.47 · H 7,684.75 · L 7,616.78 · C 7,666.45
prior C — VIX
16.39
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
7,666.47
7,654.49
7,633.54
7,629.63
7,635.44
7,633.62
7,642.51
7,638.97
7,666.72
7,663.26
7,669.96
7,676.29
7,673.58
7,666.45
VIX
16.58
16.90
17.26
17.39
17.16
17.14
16.96
17.02
16.47
16.66
16.50
16.35
16.33
16.46
ATM
35.25
36.80
32.50
30.50
27.60
26.60
24.20
21.70
20.85
19.20
16.50
12.50
8.65
2.42
IV
21.1
21.8
21.2
20.9
20.0
20.4
19.7
19.2
20.2
20.6
20.6
19.0
18.4
52.2
Wk
61.15
64.10
63.50
63.40
60.45
59.40
58.20
57.35
53.80
55.55
54.10
53.00
50.80
51.25
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
55
0.3
0.3
0.0
1.1
1.1
0.0
1.3
1.3
0.0
0.4
0.4
0
0.5
0.5
0
0.1
0.1
0
0.1
0.1
0
0.3
0.3
0.0
0.2
0.2
0
0.5
0.5
0.0
0.2
0.2
0.0
0.2
0.2
0
0.1
0.1
0.0
0.0
0.0
0.0
50
0.6
0.6
0.0
2.5
2.4
0.1
2.0
2.0
0.0
1.1
1.1
0.0
0.6
0.5
0.0
0.7
0.7
0.0
0.4
0.4
0.0
0.6
0.6
0.0
1.5
1.5
0.0
1.2
1.2
0.0
0.5
0.5
0.0
0.5
0.4
0.0
0.3
0.1
0.1
0.0
0.0
0.0
45
0.6
0.6
0.0
2.4
2.4
0.0
1.5
1.4
0.0
0.6
0.6
0.0
0.7
0.7
0.0
0.4
0.4
0
0.2
0.2
0
0.3
0.3
0.0
0.5
0.5
0.0
1.1
1.1
0.0
0.2
0.2
0.0
0.3
0.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
40
1.0
1.0
0.0
3.8
3.7
0.0
2.9
2.7
0.1
1.2
1.2
0.0
0.8
0.8
0.0
0.3
0.3
0.0
0.4
0.3
0.0
0.5
0.5
0.0
1.3
1.3
0.0
1.3
1.3
0.0
0.6
0.6
0.0
0.6
0.6
0
0.1
0.1
0
0.1
0.1
0.0
35
1.8
1.8
0.0
10.4
10.4
0.0
2.0
2.0
0.0
0.7
0.6
0.0
0.9
0.9
0.0
1.1
1.1
0.0
0.1
0.1
0.0
0.5
0.5
0.0
0.9
0.9
0.0
2.5
2.5
0.0
1.0
1.0
0.0
0.3
0.3
0.0
0.9
0.9
0
0.1
0.1
0.0
30
2.1
2.1
0.0
14.4
14.3
0.0
3.3
3.3
0.0
1.7
1.7
0.0
0.9
0.9
0.0
0.6
0.6
0.0
0.5
0.5
0.0
2.0
2.0
0.0
0.8
0.8
0.0
2.7
2.5
0.1
1.2
1.2
0.0
0.6
0.5
0.0
1.3
1.3
0.0
0.2
0.2
0.0
25
1.1
1.1
0.0
5.3
5.3
0.0
4.7
4.7
0.0
1.4
1.4
0.0
0.9
0.9
0.0
0.9
0.9
0.0
0.4
0.4
0.0
1.2
1.2
0.0
2.1
2.1
0.0
4.1
3.9
0.2
1.4
1.4
0.0
1.4
1.4
0.0
1.5
1.5
0.0
0.2
0.2
0.0
20
1.4
1.3
0.0
10.3
10.1
0.2
8.0
7.8
0.1
2.3
2.3
0.0
2.3
2.3
0.0
1.2
1.2
0.0
1.3
1.2
0.0
2.5
2.5
0.0
1.8
1.8
0.0
6.0
6.0
0.0
1.7
1.5
0.1
1.6
1.5
0.0
1.1
1.0
0.1
0.7
0.7
0.0
15
1.0
0.9
0.0
5.8
5.6
0.1
5.0
5.0
0.0
2.0
2.0
0.0
1.0
1.0
0.0
0.6
0.6
0.0
0.5
0.5
0.0
0.8
0.8
0.0
2.1
2.1
0.0
5.6
5.5
0.1
2.1
2.0
0.1
1.1
1.1
0.0
1.0
1.0
0.0
0.7
0.7
0.0
10
1.2
1.2
0.0
9.5
9.3
0.2
7.8
7.6
0.1
3.3
3.2
0.0
2.5
2.5
0.0
1.5
1.5
0.0
0.7
0.7
0.0
1.7
1.7
0.0
2.7
2.7
0.0
11.6
11.4
0.2
3.3
3.2
0.1
2.9
2.8
0.0
2.1
2.1
0.0
2.2
2.2
0.0
05
0.8
0.8
0.0
8.2
8.1
0.1
7.1
7.0
0.1
3.0
2.9
0.0
3.7
3.7
0.0
1.7
1.7
0.0
0.6
0.6
0.0
3.0
3.0
0.0
4.1
3.8
0.2
12.7
12.6
0.1
3.8
3.8
0.0
3.8
3.7
0.1
2.3
2.2
0.0
3.4
3.3
0.0
77
3.0
2.5
0.5
15.3
14.2
1.1
16.6
16.1
0.4
8.6
8.5
0.0
5.1
4.8
0.2
2.8
2.7
0.0
3.1
3.0
0.0
5.0
4.9
0.1
9.8
8.9
0.9
25.3
24.1
1.2
9.1
8.6
0.4
9.1
8.6
0.4
6.3
5.9
0.3
7.6
6.9
0.7
95
0.7
0.7
0.0
6.6
6.2
0.3
8.0
7.7
0.2
5.6
5.5
0.0
3.2
3.1
0.0
2.3
2.3
0.0
1.1
1.1
0.0
3.0
3.0
0.0
6.1
6.0
0.1
15.0
14.3
0.7
7.2
6.9
0.2
9.2
8.7
0.4
5.7
4.9
0.7
8.2
7.7
0.4
90
1.2
0.9
0.3
6.2
5.5
0.6
10.0
9.5
0.4
7.0
6.9
0.1
5.2
5.0
0.1
4.0
3.9
0.0
3.0
3.0
0.0
5.1
5.0
0.1
8.6
8.4
0.1
17.5
16.2
1.2
10.6
10.4
0.2
13.6
13.0
0.5
11.7
11.1
0.6
19.9
18.4
1.4
85
0.7
0.6
0.1
5.3
4.3
0.9
9.3
9.0
0.3
5.9
5.7
0.2
5.0
4.9
0.0
3.0
2.9
0.0
2.9
2.8
0.0
7.6
7.4
0.1
10.0
9.6
0.3
20.8
17.3
3.5
13.9
13.4
0.4
14.9
13.8
1.1
15.3
13.8
1.5
36.9
31.8
5.0
80
1.2
0.9
0.2
8.3
6.0
2.2
11.0
10.3
0.7
9.3
9.0
0.3
7.3
7.0
0.2
5.6
5.5
0.1
5.2
4.9
0.2
9.0
8.6
0.3
13.3
12.6
0.6
27.8
20.7
7.0
17.4
15.8
1.5
19.6
14.9
4.7
22.0
16.3
5.7
59.9
41.8
18.0
75
1.4
0.9
0.4
10.4
6.3
4.0
10.6
9.4
1.2
9.4
8.9
0.4
7.7
7.3
0.4
4.5
4.3
0.2
4.7
4.6
0.1
9.2
8.6
0.6
12.5
11.7
0.8
28.1
15.2
12.8
16.8
14.6
2.2
22.8
13.6
9.1
26.9
14.4
12.4
59.9
28.8
31.1
70
1.8
0.8
1.0
10.2
5.2
4.9
12.1
10.6
1.5
10.1
9.3
0.7
9.1
8.5
0.5
6.5
6.3
0.1
7.2
6.7
0.4
9.8
9.3
0.4
16.9
14.9
1.9
29.0
12.9
16.1
22.5
16.2
6.2
24.2
10.5
13.6
25.5
7.9
17.6
57.9
16.3
41.6
65
1.7
0.5
1.2
10.9
3.5
7.4
11.6
8.8
2.8
6.1
5.5
0.5
7.8
7.4
0.4
6.0
5.8
0.2
6.2
5.8
0.3
8.0
7.4
0.5
18.1
13.7
4.4
20.3
8.1
12.2
22.4
13.7
8.6
15.6
4.6
10.9
15.2
3.0
12.1
33.0
4.9
28.0
60
1.3
0.3
1.0
9.9
2.4
7.5
11.8
8.3
3.5
7.5
6.6
0.8
10.6
9.7
0.9
10.8
10.2
0.5
9.1
8.3
0.8
12.6
10.4
2.1
21.2
16.1
5.1
20.5
4.6
15.9
28.0
12.6
15.4
14.8
2.5
12.3
13.5
2.8
10.7
20.7
2.8
17.9
55
0.7
0.1
0.6
7.4
1.7
5.7
11.8
6.7
5.1
7.8
5.7
2.0
6.6
5.9
0.7
7.7
7.3
0.4
7.7
6.4
1.3
14.3
11.0
3.3
18.2
12.3
5.9
14.5
2.5
12.0
19.8
7.1
12.7
10.3
1.6
8.6
8.0
1.8
6.2
9.5
1.0
8.5
50
1.5
0.2
1.3
8.8
1.4
7.4
19.7
12.0
7.6
15.0
11.5
3.4
16.3
13.4
2.8
12.0
10.9
1.1
12.1
9.4
2.6
20.4
11.9
8.4
24.3
14.1
10.1
19.5
2.3
17.2
24.2
5.3
18.8
14.3
1.9
12.3
9.7
1.6
8.0
9.4
1.2
8.1
45
0.7
0.1
0.5
4.6
0.6
3.9
13.1
6.9
6.2
13.4
7.6
5.8
8.6
6.8
1.8
6.9
5.6
1.3
11.0
7.7
3.3
15.2
6.8
8.4
17.4
8.0
9.4
12.0
1.3
10.7
15.1
2.2
12.8
6.5
0.6
5.9
4.4
0.6
3.8
2.4
0.3
2.1
40
1.4
0.0
1.3
6.0
0.4
5.5
18.0
8.6
9.3
16.3
8.5
7.8
14.4
10.7
3.7
11.5
8.6
2.8
13.7
8.2
5.5
17.4
6.1
11.3
17.3
6.3
11.0
11.9
1.3
10.6
14.2
1.0
13.2
5.0
0.4
4.6
3.0
0.2
2.8
2.5
0.2
2.2
35
1.7
0.1
1.6
5.4
0.3
5.1
16.6
6.2
10.4
13.3
5.5
7.8
16.1
9.9
6.2
12.8
7.8
5.0
11.0
5.1
5.8
13.9
3.4
10.5
13.5
2.8
10.7
8.5
0.9
7.6
11.5
0.6
10.9
3.7
0.4
3.2
2.0
0.3
1.7
1.6
0.2
1.4
30
1.3
0.0
1.2
5.7
0.2
5.4
19.9
4.4
15.4
13.2
4.0
9.1
15.4
6.7
8.7
16.8
9.1
7.6
11.0
3.4
7.5
13.0
2.2
10.7
11.9
1.5
10.4
10.6
0.3
10.2
11.3
0.4
10.8
3.1
0.2
2.8
1.3
0.0
1.2
1.3
0.0
1.2
25
1.3
0.0
1.2
5.6
0.1
5.5
13.3
2.2
11.0
8.7
1.8
6.9
16.2
7.0
9.1
14.1
5.3
8.8
8.2
1.7
6.5
9.2
1.4
7.8
8.0
0.6
7.4
6.5
0.3
6.2
7.1
0.2
6.8
1.6
0.0
1.5
0.9
0.0
0.8
1.0
0.0
0.9
20
1.1
0.0
1.1
17.9
0.1
17.8
20.4
1.5
18.9
9.5
1.3
8.2
14.1
3.2
10.8
13.1
3.6
9.5
8.8
1.0
7.8
11.5
0.9
10.6
9.5
0.5
8.9
7.1
0.1
6.9
8.6
0.3
8.3
1.7
0.0
1.6
1.7
0.0
1.7
1.2
0.0
1.2
15
1.5
0.0
1.5
5.6
0.1
5.5
9.9
0.8
9.1
6.1
0.6
5.4
9.3
1.5
7.8
7.3
1.2
6.1
5.6
0.4
5.1
8.5
0.3
8.2
6.3
0.3
5.9
3.8
0.2
3.6
3.3
0.0
3.2
1.1
0.0
1.1
1.7
0.0
1.7
0.5
0.0
0.5
10
1.1
0.0
1.1
6.1
0.0
6.0
11.1
0.5
10.5
7.2
0.4
6.8
9.1
1.1
8.0
8.4
0.7
7.6
6.6
0.3
6.2
7.1
0.2
6.9
5.9
0.1
5.7
3.4
0.1
3.2
2.8
0.0
2.8
3.0
0.0
3.0
0.7
0.0
0.7
0.2
0.0
0.2
05
1.0
0.0
1.0
3.5
0.0
3.5
8.0
0.2
7.7
5.4
0.2
5.1
6.6
0.5
6.1
8.0
0.3
7.7
5.1
0.1
4.9
5.6
0.1
5.5
3.8
0.1
3.6
2.6
0.0
2.6
2.0
0.0
2.0
0.7
0.0
0.7
0.6
0.0
0.6
0.2
0.0
0.1
76
1.1
0.0
1.1
12.5
0.0
12.4
26.0
0.7
25.2
15.1
0.9
14.1
17.5
0.9
16.6
15.5
0.6
14.9
9.7
0.3
9.4
10.5
0.3
10.1
6.5
0.3
6.2
4.0
0.0
4.0
3.5
0.0
3.5
3.4
0.0
3.4
0.7
0.0
0.7
0.9
0.0
0.9
95
0.7
0.0
0.7
7.8
0.0
7.8
14.2
0.1
14.0
7.0
0.2
6.8
10.3
0.1
10.2
9.6
0.1
9.4
3.9
0.1
3.7
4.4
0.0
4.3
3.3
0.1
3.2
1.6
0.0
1.5
1.1
0.0
1.1
0.9
0.0
0.9
0.1
0.0
0.1
0.4
0
0.4
90
1.1
0.0
1.1
4.2
0.0
4.2
11.9
0.1
11.7
8.6
0.0
8.6
9.0
0.1
8.9
7.6
0.1
7.5
4.0
0.0
3.9
3.2
0.0
3.1
2.4
0.0
2.4
2.1
0.0
2.1
1.5
0.0
1.4
0.9
0.0
0.9
0.3
0.0
0.2
0.6
0.0
0.6
85
0.6
0.0
0.6
4.9
0.0
4.9
11.5
0.0
11.4
5.0
0.0
4.9
7.9
0.2
7.6
5.2
0.3
4.9
2.5
0.0
2.4
2.8
0.0
2.8
2.4
0.0
2.4
1.6
0.0
1.6
0.7
0.0
0.7
0.6
0.0
0.6
0.1
0
0.1
0.1
0
0.1
80
0.7
0.0
0.7
4.0
0.1
3.8
8.8
0.0
8.7
5.1
0.0
5.0
7.2
0.1
7.0
4.5
0.0
4.4
2.3
0.0
2.3
2.3
0.0
2.2
4.1
0.0
4.1
1.7
0.1
1.6
1.2
0.0
1.2
0.1
0.0
0.1
0.2
0.0
0.2
0.2
0
0.2
75
1.2
0
1.2
3.8
0.0
3.7
10.2
0.1
10.1
4.0
0.0
3.9
6.3
0.1
6.2
3.2
0.0
3.1
2.7
0.0
2.7
4.5
0.0
4.5
2.4
0.0
2.4
1.4
0.0
1.4
0.6
0.0
0.6
0.2
0
0.2
0.9
0
0.9
0.4
0
0.4
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
55
0.3
0.3
0.0
1.5
1.5
0.0
2.9
2.9
0.0
3.3
3.3
0.0
3.9
3.9
0.0
4.0
4.0
0.0
4.2
4.2
0.0
4.6
4.6
0.0
4.9
4.8
0.0
5.4
5.4
0.0
5.7
5.6
0.0
5.9
5.9
0.0
6.1
6.0
0.0
6.1
6.1
0.0
50
0.6
0.6
0.0
3.2
3.0
0.1
5.3
5.1
0.1
6.4
6.2
0.2
7.1
6.7
0.3
7.8
7.4
0.3
8.2
7.9
0.3
8.9
8.5
0.3
10.4
10.1
0.3
11.7
11.3
0.4
12.2
11.8
0.4
12.7
12.3
0.4
13.0
12.5
0.5
13.1
12.5
0.5
45
0.6
0.6
0.0
3.0
3.0
0.0
4.5
4.5
0.0
5.1
5.1
0.0
5.9
5.9
0.0
6.3
6.3
0.0
6.6
6.5
0.0
6.9
6.9
0.0
7.5
7.5
0.0
8.6
8.6
0.0
8.8
8.8
0.0
9.2
9.1
0.0
9.2
9.1
0.0
9.2
9.1
0.0
40
1.0
1.0
0.0
4.8
4.7
0.0
7.7
7.5
0.2
9.0
8.7
0.2
9.8
9.6
0.2
10.1
9.9
0.2
10.5
10.3
0.2
11.1
10.8
0.2
12.4
12.1
0.2
13.8
13.5
0.2
14.4
14.1
0.2
15.0
14.7
0.2
15.1
14.9
0.2
15.3
15.0
0.3
35
1.8
1.8
0.0
12.3
12.2
0.0
14.4
14.3
0.1
15.1
15.0
0.1
16.1
15.9
0.1
17.2
17.1
0.1
17.4
17.3
0.1
18.0
17.8
0.1
19.0
18.8
0.1
21.5
21.3
0.1
22.6
22.4
0.1
22.9
22.8
0.1
23.9
23.7
0.1
24.1
23.8
0.2
30
2.1
2.1
0.0
16.6
16.5
0.1
20.0
19.8
0.1
21.7
21.5
0.1
22.6
22.4
0.1
23.3
23.0
0.2
23.8
23.6
0.2
25.9
25.7
0.2
26.7
26.5
0.2
29.5
29.0
0.4
30.7
30.3
0.4
31.4
30.9
0.4
32.7
32.2
0.4
33.0
32.5
0.4
25
1.1
1.1
0.0
6.5
6.4
0.0
11.2
11.2
0.0
12.7
12.6
0.1
13.6
13.5
0.1
14.6
14.5
0.1
15.1
14.9
0.1
16.4
16.2
0.1
18.5
18.4
0.1
22.7
22.3
0.3
24.1
23.8
0.3
25.5
25.2
0.3
27.1
26.7
0.3
27.3
26.9
0.4
20
1.4
1.3
0.0
11.7
11.5
0.2
19.8
19.3
0.4
22.2
21.7
0.4
24.5
24.0
0.4
25.7
25.3
0.4
27.0
26.5
0.4
29.6
29.0
0.5
31.4
30.9
0.5
37.5
36.9
0.6
39.2
38.4
0.7
40.8
40.0
0.8
42.0
41.1
0.9
42.8
41.8
0.9
15
1.0
0.9
0.0
6.8
6.6
0.1
11.8
11.6
0.1
13.9
13.7
0.2
14.9
14.7
0.2
15.6
15.3
0.2
16.1
15.9
0.2
17.0
16.7
0.2
19.1
18.9
0.2
24.8
24.4
0.3
27.0
26.5
0.5
28.2
27.7
0.5
29.2
28.7
0.5
30.0
29.4
0.5
10
1.2
1.2
0.0
10.7
10.5
0.2
18.6
18.2
0.3
21.9
21.4
0.4
24.4
24.0
0.4
26.0
25.5
0.4
26.7
26.2
0.4
28.5
28.0
0.4
31.2
30.7
0.5
42.9
42.1
0.7
46.2
45.3
0.8
49.1
48.2
0.9
51.3
50.3
0.9
53.6
52.6
0.9
05
0.8
0.8
0.0
9.0
8.9
0.1
16.2
16.0
0.2
19.2
18.9
0.3
23.0
22.7
0.3
24.8
24.4
0.3
25.4
25.1
0.3
28.5
28.1
0.3
32.6
32.0
0.6
45.4
44.6
0.8
49.2
48.4
0.8
53.1
52.1
0.9
55.4
54.4
0.9
58.9
57.8
1.0
77
3.0
2.5
0.5
18.4
16.7
1.6
35.0
32.8
2.1
43.6
41.3
2.2
48.8
46.2
2.5
51.6
49.0
2.5
54.8
52.1
2.6
59.8
57.0
2.7
69.6
65.9
3.6
94.9
90.0
4.9
104.1
98.7
5.3
113.2
107.4
5.8
119.6
113.4
6.2
127.3
120.3
6.9
95
0.7
0.7
0.0
7.4
6.9
0.4
15.4
14.7
0.7
21.1
20.3
0.8
24.3
23.4
0.8
26.7
25.8
0.9
27.9
26.9
0.9
31.0
30.0
0.9
37.1
36.0
1.1
52.2
50.3
1.8
59.4
57.3
2.0
68.6
66.1
2.5
74.4
71.1
3.2
82.6
78.8
3.7
90
1.2
0.9
0.3
7.5
6.5
0.9
17.5
16.0
1.4
24.5
22.9
1.6
29.8
28.0
1.7
33.8
32.0
1.8
36.9
35.0
1.8
42.0
40.0
1.9
50.6
48.5
2.1
68.2
64.7
3.4
78.9
75.1
3.7
92.5
88.2
4.3
104.2
99.3
4.9
124.2
117.8
6.3
85
0.7
0.6
0.1
6.1
4.9
1.1
15.5
14.0
1.4
21.4
19.7
1.6
26.4
24.7
1.7
29.5
27.6
1.8
32.5
30.5
1.9
40.1
38.0
2.1
50.1
47.6
2.5
71.0
64.9
6.1
85.0
78.4
6.5
99.9
92.2
7.7
115.3
106.0
9.2
152.2
137.9
14.3
80
1.2
0.9
0.2
9.5
7.0
2.5
20.6
17.3
3.2
30.0
26.4
3.5
37.3
33.5
3.7
43.0
39.0
3.9
48.2
44.0
4.1
57.2
52.7
4.5
70.5
65.3
5.1
98.4
86.1
12.2
115.8
102.0
13.8
135.5
116.9
18.5
157.6
133.3
24.2
217.5
175.2
42.3
75
1.4
0.9
0.4
11.8
7.3
4.4
22.5
16.8
5.6
31.9
25.8
6.1
39.7
33.1
6.5
44.3
37.5
6.7
49.1
42.1
6.9
58.3
50.7
7.5
70.9
62.5
8.4
99.0
77.7
21.2
115.9
92.4
23.4
138.7
106.1
32.6
165.6
120.6
45.0
225.6
149.4
76.1
70
1.8
0.8
1.0
12.1
6.1
5.9
24.2
16.7
7.4
34.4
26.1
8.2
43.5
34.7
8.7
50.1
41.1
8.9
57.3
47.8
9.4
67.1
57.2
9.9
84.0
72.2
11.8
113.1
85.1
28.0
135.7
101.4
34.2
159.9
111.9
47.9
185.5
119.9
65.5
243.4
136.2
107.2
65
1.7
0.5
1.2
12.7
4.1
8.6
24.4
12.9
11.5
30.6
18.5
12.0
38.5
25.9
12.5
44.5
31.8
12.7
50.8
37.6
13.1
58.9
45.1
13.7
77.0
58.8
18.1
97.4
67.0
30.4
119.9
80.8
39.1
135.5
85.4
50.1
150.7
88.5
62.2
183.7
93.4
90.3
60
1.3
0.3
1.0
11.2
2.7
8.5
23.1
11.0
12.0
30.7
17.7
12.9
41.3
27.4
13.9
52.2
37.7
14.5
61.4
46.0
15.3
74.0
56.5
17.5
95.3
72.6
22.6
115.9
77.2
38.6
143.9
89.9
54.0
158.8
92.4
66.4
172.3
95.2
77.1
193.1
98.0
95.0
55
0.7
0.1
0.6
8.2
1.9
6.3
20.0
8.6
11.4
27.9
14.3
13.5
34.5
20.2
14.2
42.3
27.6
14.7
50.0
34.0
16.0
64.4
45.0
19.4
82.7
57.4
25.3
97.3
59.9
37.3
117.1
67.0
50.0
127.4
68.7
58.7
135.5
70.5
64.9
145.1
71.5
73.5
50
1.5
0.2
1.3
10.4
1.7
8.7
30.1
13.7
16.3
45.1
25.2
19.8
61.5
38.7
22.7
73.5
49.6
23.8
85.7
59.1
26.5
106.1
71.1
35.0
130.4
85.3
45.1
150.0
87.6
62.4
174.2
92.9
81.2
188.5
94.9
93.5
198.3
96.6
101.6
207.7
97.9
109.8
45
0.7
0.1
0.5
5.3
0.7
4.5
18.4
7.6
10.8
31.9
15.3
16.6
40.5
22.1
18.4
47.5
27.7
19.7
58.5
35.4
23.1
73.8
42.2
31.5
91.3
50.3
40.9
103.4
51.7
51.6
118.5
54.0
64.5
125.1
54.7
70.4
129.6
55.3
74.2
132.0
55.6
76.4
40
1.4
0.0
1.3
7.4
0.5
6.9
25.4
9.1
16.3
41.8
17.6
24.1
56.3
28.3
27.9
67.8
37.0
30.8
81.5
45.2
36.3
99.0
51.3
47.6
116.4
57.7
58.7
128.3
59.0
69.3
142.6
60.0
82.5
147.6
60.4
87.2
150.7
60.6
90.0
153.2
60.9
92.2
35
1.7
0.1
1.6
7.2
0.4
6.8
23.9
6.6
17.2
37.2
12.1
25.1
53.4
22.0
31.3
66.3
29.9
36.4
77.3
35.1
42.2
91.3
38.5
52.8
104.9
41.3
63.5
113.5
42.3
71.1
125.1
43.0
82.0
128.8
43.4
85.3
130.8
43.7
87.1
132.5
44.0
88.5
30
1.3
0.0
1.2
7.0
0.3
6.7
26.9
4.7
22.2
40.2
8.8
31.3
55.6
15.5
40.1
72.4
24.6
47.7
83.5
28.1
55.3
96.5
30.4
66.1
108.5
31.9
76.6
119.1
32.2
86.9
130.5
32.7
97.7
133.6
33.0
100.6
134.9
33.1
101.8
136.2
33.1
103.1
25
1.3
0.0
1.2
6.9
0.1
6.7
20.2
2.4
17.8
29.0
4.3
24.7
45.2
11.3
33.9
59.4
16.7
42.7
67.7
18.4
49.2
77.0
19.9
57.1
85.0
20.5
64.5
91.6
20.9
70.7
98.7
21.1
77.6
100.4
21.2
79.1
101.3
21.2
80.0
102.3
21.3
81.0
20
1.1
0.0
1.1
19.1
0.1
19.0
39.5
1.6
37.9
49.1
2.9
46.2
63.2
6.1
57.1
76.4
9.7
66.6
85.3
10.8
74.5
96.9
11.7
85.1
106.4
12.2
94.1
113.5
12.4
101.1
122.2
12.7
109.4
123.9
12.8
111.1
125.7
12.8
112.8
126.9
12.8
114.0
15
1.5
0.0
1.5
7.2
0.1
7.0
17.2
0.9
16.2
23.3
1.6
21.7
32.7
3.1
29.5
40.1
4.4
35.6
45.7
4.8
40.8
54.3
5.1
49.1
60.6
5.5
55.1
64.5
5.7
58.7
67.8
5.8
61.9
69.0
5.8
63.1
70.7
5.8
64.8
71.3
5.8
65.4
10
1.1
0.0
1.1
7.3
0.1
7.2
18.4
0.6
17.7
25.7
1.1
24.6
34.8
2.2
32.6
43.3
2.9
40.3
49.9
3.3
46.5
57.0
3.5
53.5
63.0
3.7
59.2
66.4
3.9
62.4
69.2
3.9
65.3
72.3
3.9
68.3
73.1
3.9
69.1
73.3
3.9
69.3
05
1.0
0.0
1.0
4.6
0.0
4.5
12.7
0.3
12.3
18.1
0.5
17.5
24.7
1.0
23.6
32.7
1.4
31.3
37.9
1.5
36.3
43.5
1.6
41.8
47.3
1.8
45.5
50.0
1.8
48.1
52.0
1.8
50.2
52.7
1.8
50.9
53.4
1.8
51.5
53.6
1.8
51.7
76
1.1
0.0
1.1
13.6
0.0
13.5
39.6
0.7
38.8
54.8
1.7
53.0
72.3
2.6
69.6
87.8
3.2
84.5
97.6
3.6
94.0
108.1
4.0
104.1
114.7
4.3
110.4
118.8
4.3
114.4
122.3
4.4
117.9
125.8
4.4
121.3
126.5
4.4
122.0
127.4
4.4
123.0
95
0.7
0.0
0.7
8.5
0.0
8.5
22.8
0.2
22.6
29.8
0.4
29.4
40.2
0.5
39.6
49.8
0.7
49.1
53.7
0.8
52.9
58.2
0.9
57.2
61.5
1.1
60.4
63.2
1.1
62.0
64.3
1.2
63.1
65.2
1.2
64.0
65.4
1.2
64.2
65.9
1.2
64.7
90
1.1
0.0
1.1
5.3
0.0
5.3
17.2
0.1
17.0
25.9
0.2
25.6
34.9
0.3
34.6
42.6
0.4
42.1
46.6
0.5
46.1
49.9
0.5
49.3
52.4
0.5
51.8
54.5
0.6
53.9
56.0
0.6
55.4
57.0
0.6
56.3
57.3
0.6
56.6
58.0
0.6
57.3
85
0.6
0.0
0.6
5.6
0.0
5.5
17.1
0.1
17.0
22.1
0.1
21.9
30.0
0.4
29.6
35.2
0.7
34.5
37.8
0.7
37.0
40.6
0.8
39.8
43.1
0.8
42.3
44.8
0.8
43.9
45.5
0.8
44.7
46.2
0.8
45.3
46.3
0.8
45.5
46.4
0.8
45.6
80
0.7
0.0
0.7
4.7
0.1
4.6
13.6
0.2
13.3
18.7
0.2
18.4
26.0
0.4
25.5
30.5
0.5
30.0
32.9
0.5
32.3
35.2
0.5
34.6
39.3
0.5
38.7
41.1
0.7
40.3
42.3
0.7
41.6
42.5
0.7
41.7
42.7
0.7
41.9
42.9
0.7
42.1
75
1.2
0
1.2
5.0
0.0
5.0
15.3
0.1
15.1
19.4
0.2
19.1
25.7
0.3
25.4
29.0
0.4
28.6
31.7
0.4
31.3
36.3
0.4
35.8
38.7
0.4
38.2
40.2
0.5
39.7
40.8
0.5
40.3
41.1
0.5
40.6
42.0
0.5
41.5
42.4
0.5
41.9
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
7,666.47
open
45,538
7,700
3.0
7,666.3
11.0
7665
21.1
16.58
0.118
0.01800
T
10:00
7,654.49 -12.0
current
272,184
7,620
17.9
7,665.7
9.6
7655
21.8
16.90
0.255
0.01720
T30
10:30
7,633.54 -20.9
current
392,914
7,600
26.0
7,646.2
13.9
7635
21.2
17.26
-0.021
0.01960
E
11:00
7,629.63 -3.9
current
249,773
7,640
16.3
7,645.2
14.2
7630
20.9
17.39
0.019
0.02090
E30
11:30
7,635.44 +5.8
current
268,337
7,600
17.5
7,637.6
17.2
7635
20.0
17.16
-0.025
0.02300
N
12:00
7,633.62 -1.8
current
220,716
7,630
16.8
7,635.6
18.7
7635
20.4
17.14
-0.054
0.02400
N30
12:30
7,642.51 +8.9
current
175,460
7,640
13.7
7,640.2
21.0
7645
19.7
16.96
-0.058
0.02640
P1
13:00
7,638.97 -3.5
current
248,440
7,650
20.4
7,646.3
18.8
7640
19.2
17.02
-0.075
0.02940
P130
13:30
7,666.72 +27.8
current
293,772
7,650
24.3
7,654.4
19.2
7665
20.2
16.47
0.054
0.03040
P2
14:00
7,663.26 -3.5
current
368,481
7,670
29.0
7,670.0
19.0
7665
20.6
16.66
-0.041
0.03340
P230
14:30
7,669.96 +6.7
current
294,202
7,660
28.0
7,660.4
21.0
7670
20.6
16.50
0.016
0.03860
P3
15:00
7,676.29 +6.3
current
215,546
7,670
24.2
7,669.0
30.9
7675
19.0
16.35
0.082
0.05080
P330
15:30
7,673.58 -2.7
current
190,685
7,675
26.9
7,671.8
39.1
7675
18.4
16.33
-0.119
0.07320
C
16:00 Close
7,666.45 -7.1
close
345,789
7,680
59.9
7,673.7
32.3
7665
52.2
16.46
0.488
0.25310
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.