Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-02 · Exp 2026-10-02 · Spot 7,722.72 · Window 7640–7865 · Last slot C · Generated 2026-10-02 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-10-02.json

Wall vs flow slot C · Call peak K7730 Δ49,256 vs wall K7850 away -120pt · Put peak K7720 Δ51,371 vs wall K7480 away +240pt · 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

2026-10-02 SPX O 7,726.24 · H 7,754.67 · L 7,700.51 · C 7,722.72 prior C — VIX 15.31 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	7,726.24	7,731.74	7,750.85	7,737.63	7,714.52	7,718.50	7,719.87	7,721.29	7,712.59	7,720.29	7,717.91	7,721.34	7,721.26	7,722.72
VIX	15.70	15.61	15.50	15.53	15.64	15.68	15.68	15.72	15.86	15.69	15.60	15.54	15.44	15.39
ATM	31.40	31.95	26.20	24.10	27.50	22.00	20.85	17.65	17.65	13.45	11.60	9.00	6.30	2.12
IV	18.7	19.5	17.0	16.3	19.6	16.7	17.0	15.4	16.8	14.7	14.2	13.7	13.5	33.7
Wk	31.40	31.95	26.20	24.10	27.50	22.00	20.85	17.65	17.65	13.45	11.60	9.00	6.30	87.90

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
65	1.0	1.0	0	0.3	0.3	0.0	0.1	0.1	0	0.3	0.3	0	0.4	0.4	0	0.6	0.6	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.6	0.6	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0
60	0.3	0.3	0	0.7	0.7	0.0	0.7	0.7	0	0.6	0.6	0.0	0.6	0.6	0	0.4	0.4	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.9	0.9	0	0.7	0.7	0	0.0	0.0	0	0.0	0.0	0
55	0.0	0.0	0	0.5	0.5	0	0.4	0.4	0.0	0.1	0.1	0	1.2	1.2	0	0.0	0.0	0	0.1	0.1	0	0.0	0.0	0	0.2	0.2	0	0.0	0.0	0	0.2	0.2	0	0.7	0.7	0	0	0	0	0.0	0.0	0
50	0.1	0.1	0.0	1.0	1.0	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.9	0.9	0.0	0.0	0.0	0	0.3	0.3	0	0.2	0.2	0	0.2	0.2	0.0	0.0	0.0	0	0.1	0.1	0	0.1	0.1	0	0.0	0.0	0.0	0.0	0.0	0
45	0.1	0.1	0	1.2	1.2	0.0	0.7	0.7	0.0	0.1	0.1	0.0	0.3	0.3	0	0.1	0.1	0	0.1	0.1	0	0.3	0.3	0	0.0	0.0	0	0.1	0.1	0	0.0	0.0	0	0.2	0.2	0	0	0	0	0.0	0.0	0.0
40	0.2	0.2	0	0.7	0.7	0	0.5	0.5	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.0	0.0	0	0.0	0.0	0	0.6	0.6	0	0.2	0.2	0	0.0	0.0	0.0	0.0	0.0	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0
35	0.1	0.1	0	2.0	2.0	0.0	3.6	3.6	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.4	0.4	0.0	0.2	0.2	0	0.2	0.2	0	0.1	0.1	0	0.1	0.1	0	0.3	0.3	0	0.2	0.2	0	0.0	0.0	0.0
30	0.0	0.0	0	0.9	0.9	0.0	1.6	1.6	0.0	1.0	1.0	0.0	0.7	0.7	0.0	0.2	0.2	0	0.3	0.3	0	0.1	0.1	0	0.4	0.4	0	0.2	0.2	0	0.2	0.2	0	0.3	0.3	0	0.2	0.2	0.0	0.0	0.0	0
25	0.3	0.3	0	1.4	1.4	0.0	1.2	1.2	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.4	0.4	0	0.0	0.0	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.6	0.6	0	0.2	0.2	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.0	0.0	0
20	0.2	0.2	0.0	2.2	2.2	0.0	1.9	1.9	0.0	0.6	0.6	0.0	1.4	1.4	0.0	0.4	0.4	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.2	0.2	0	0.1	0.1	0	0.1	0.1	0.0	0.0	0.0	0.0
15	0.4	0.4	0	1.8	1.8	0.0	1.6	1.6	0.0	0.9	0.9	0.0	0.8	0.8	0.0	0.1	0.1	0	0.1	0.1	0	0.4	0.4	0	0.4	0.4	0	0.2	0.2	0	0.0	0.0	0.0	0.2	0.2	0	0.4	0.4	0	0.0	0.0	0
10	0.4	0.4	0	2.9	2.8	0.0	2.6	2.6	0.0	2.4	2.4	0.0	2.5	2.5	0.0	0.7	0.7	0.0	0.2	0.2	0	0.3	0.3	0	0.3	0.3	0.0	0.5	0.5	0.0	0.2	0.2	0	0.1	0.1	0	0.8	0.8	0.0	0.0	0.0	0.0
05	0.2	0.2	0.0	3.3	3.3	0.0	2.6	2.6	0.0	1.9	1.9	0.0	1.4	1.4	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.1	0.1	0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.1	0.1	0.0	1.1	1.1	0.0	0.0	0.0	0.0
78	1.0	0.9	0.0	9.2	8.5	0.6	8.4	8.2	0.1	5.8	5.5	0.2	6.8	6.4	0.3	2.3	1.7	0.5	1.7	1.3	0.4	0.4	0.4	0.0	0.9	0.9	0.0	0.7	0.6	0.0	1.3	1.0	0.3	3.6	2.0	1.6	0.6	0.5	0.0	0.0	0.0	0.0
95	0.4	0.4	0	7.2	7.2	0.0	5.6	5.5	0.0	3.1	3.1	0.0	2.0	2.0	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.7	0.7	0	0.1	0.1	0.0	0.4	0.4	0	0.0	0.0	0.0
90	1.5	1.5	0.0	7.0	7.0	0.0	7.7	7.6	0.1	6.1	6.0	0.1	3.4	3.3	0.0	1.4	1.3	0.0	1.2	1.1	0.0	0.6	0.6	0.0	1.0	1.0	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.8	0.8	0	0.2	0.2	0.0
85	2.4	2.4	0	14.6	14.4	0.1	8.7	8.6	0.1	5.3	5.2	0.1	3.3	3.2	0.0	1.0	1.0	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.5	0.5	0.0	0.7	0.6	0.0	0.7	0.6	0.0	0.4	0.4	0	0.1	0.1	0.0
80	3.0	3.0	0.0	18.9	18.6	0.3	14.8	14.3	0.5	11.0	10.7	0.2	7.1	7.0	0.0	2.4	2.4	0.0	1.8	1.8	0.0	1.3	1.3	0.0	2.4	2.4	0.0	0.9	0.9	0.0	1.0	0.9	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.5	0.5	0.0
75	1.2	1.2	0.0	9.1	8.5	0.5	10.8	10.5	0.3	9.7	9.3	0.3	7.3	7.1	0.1	2.7	2.7	0.0	1.9	1.8	0.0	1.4	1.4	0.0	1.7	1.7	0.0	0.9	0.9	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.4	0.4	0.0
70	1.1	1.1	0.0	10.3	10.1	0.2	16.6	15.9	0.6	11.3	10.7	0.6	10.9	10.6	0.2	2.9	2.8	0.0	2.8	2.7	0.1	1.8	1.7	0.0	3.6	3.5	0.1	1.6	1.6	0.0	0.8	0.8	0.0	1.1	1.1	0.0	0.6	0.5	0.0	0.5	0.5	0.0
65	1.4	1.4	0.0	8.9	8.5	0.4	27.9	26.9	0.9	8.3	7.5	0.8	12.8	12.5	0.2	3.6	3.5	0.0	2.4	2.4	0.0	2.5	2.4	0.0	3.2	3.2	0.0	1.6	1.6	0.0	1.1	1.1	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.6	0.5	0.0
60	1.5	1.4	0.1	12.5	11.7	0.8	19.4	17.5	1.8	11.6	9.6	1.9	12.4	11.7	0.7	4.5	4.3	0.2	4.8	4.6	0.1	3.2	3.0	0.1	3.8	3.6	0.2	2.4	2.3	0.1	1.5	1.5	0.0	0.9	0.8	0.0	1.0	1.0	0.0	0.7	0.6	0.1
55	1.0	0.9	0.0	9.1	7.7	1.3	24.7	22.1	2.6	14.0	10.6	3.4	11.0	10.4	0.5	4.6	4.5	0.0	6.1	5.9	0.1	4.1	3.9	0.1	3.7	3.6	0.1	2.1	2.0	0.0	4.2	4.2	0.0	6.1	6.1	0.0	1.0	1.0	0.0	1.2	1.2	0.0
50	1.9	1.7	0.2	19.2	15.9	3.3	27.4	20.6	6.7	26.1	15.8	10.3	22.9	20.3	2.6	12.4	11.9	0.4	11.3	10.8	0.5	7.2	6.9	0.2	9.2	8.8	0.3	4.8	4.6	0.1	6.5	6.3	0.2	7.3	7.1	0.1	2.8	2.6	0.1	3.7	3.4	0.3
45	1.5	1.2	0.3	13.6	8.6	4.9	22.9	12.9	10.0	21.5	8.3	13.2	15.8	11.3	4.4	7.6	7.1	0.4	7.7	7.1	0.5	6.2	5.7	0.5	8.3	7.6	0.6	5.4	4.9	0.4	5.8	4.8	0.9	2.5	2.3	0.2	4.2	4.0	0.1	4.7	4.2	0.5
40	1.7	1.2	0.4	15.6	9.2	6.3	23.1	11.6	11.5	21.2	6.2	14.9	22.6	14.8	7.8	10.5	9.8	0.7	9.9	9.0	0.8	9.6	9.2	0.4	12.1	11.3	0.7	8.9	8.4	0.5	7.2	6.0	1.1	4.9	4.4	0.5	5.0	4.6	0.4	10.1	8.9	1.1
35	2.0	1.3	0.7	13.2	6.8	6.3	15.8	8.1	7.7	12.0	3.4	8.6	15.4	10.1	5.3	8.5	7.5	1.0	9.2	8.0	1.2	8.8	7.9	0.9	11.7	9.6	2.1	9.6	8.5	1.1	8.8	7.7	1.1	7.6	5.9	1.7	9.6	7.5	2.0	23.5	21.0	2.5
30	2.6	1.2	1.4	12.5	4.5	8.0	16.3	6.2	10.1	11.3	2.0	9.3	22.8	13.5	9.3	13.9	11.3	2.6	17.5	14.0	3.4	11.4	8.7	2.7	17.7	12.7	5.0	17.5	15.2	2.3	13.2	11.5	1.7	12.6	10.1	2.4	19.1	14.8	4.2	60.0	49.2	10.7
25	2.6	1.0	1.5	10.3	3.1	7.1	13.1	3.4	9.7	10.1	1.1	8.9	23.8	11.7	12.0	14.8	10.5	4.3	18.2	10.6	7.5	14.2	8.5	5.6	22.3	14.5	7.8	20.6	16.3	4.3	17.5	14.4	3.1	19.5	15.7	3.7	32.1	25.3	6.8	87.5	48.9	38.5
20	1.5	0.5	1.0	8.8	2.3	6.4	12.2	3.2	8.9	11.9	1.3	10.6	23.5	10.5	13.0	22.0	12.8	9.1	18.1	7.9	10.1	19.9	9.5	10.3	21.0	9.1	11.9	24.5	13.1	11.3	24.6	14.9	9.7	22.1	11.8	10.2	35.6	17.1	18.4	66.6	15.2	51.3
15	1.4	0.3	1.0	5.6	1.0	4.5	7.4	1.1	6.3	7.4	0.3	7.0	22.2	8.2	13.9	17.5	7.8	9.7	11.4	3.9	7.5	14.2	4.4	9.8	21.0	6.4	14.6	24.8	8.5	16.3	19.4	7.5	11.9	18.1	5.3	12.8	23.9	5.1	18.7	26.7	3.2	23.5
10	1.0	0.3	0.7	5.8	0.9	4.9	8.6	1.0	7.6	8.3	0.5	7.7	24.0	7.3	16.7	12.8	4.2	8.5	8.6	2.1	6.4	8.8	2.1	6.6	12.4	2.1	10.2	18.1	4.3	13.8	12.5	2.8	9.6	12.5	1.7	10.7	14.8	1.6	13.2	13.9	1.9	11.9
05	1.4	0.6	0.8	5.8	0.9	4.9	7.3	0.7	6.5	5.6	0.2	5.4	16.4	4.3	12.1	7.4	2.3	5.1	6.1	1.5	4.5	5.8	1.1	4.7	10.0	1.2	8.7	9.1	1.3	7.7	9.6	2.2	7.3	7.3	1.0	6.2	7.3	1.1	6.2	5.7	0.6	5.1
77	3.2	0.3	2.8	21.2	1.0	20.1	19.3	1.6	17.6	13.6	0.8	12.7	28.6	4.2	24.3	12.7	1.8	10.8	12.2	0.9	11.3	13.3	0.6	12.6	17.2	1.0	16.2	16.6	0.9	15.6	24.7	1.4	23.2	11.3	0.9	10.3	10.1	0.7	9.3	7.5	0.7	6.7
95	1.1	0.1	0.9	12.7	0.4	12.3	7.0	0.5	6.5	5.0	0.1	4.9	12.5	1.1	11.3	5.9	0.6	5.3	4.8	0.2	4.6	4.2	0.2	4.0	5.3	0.3	5.0	5.5	0.2	5.3	13.2	0.3	12.9	3.5	0.4	3.1	2.9	0.2	2.6	2.5	0.1	2.4
90	1.5	0.1	1.3	6.2	0.3	5.9	7.6	0.3	7.2	6.3	0.1	6.2	13.3	0.7	12.5	6.5	0.4	6.0	6.0	0.2	5.7	5.2	0.2	5.0	5.7	0.3	5.3	5.7	0.2	5.5	4.3	0.2	4.0	2.7	0.1	2.6	3.1	0.1	3.0	1.3	0.1	1.2
85	1.3	0.1	1.1	5.0	0.2	4.8	5.8	0.1	5.6	3.7	0.0	3.6	11.4	0.5	10.8	5.9	0.2	5.6	4.4	0.1	4.3	3.4	0.1	3.3	3.5	0.1	3.3	3.4	0.0	3.3	5.0	0.1	4.8	7.1	0.0	7.1	2.0	0.0	1.9	1.9	0.0	1.8
80	0	0	0	0	0	0	0	0	0	0	0	0	12.5	0.6	11.8	5.6	0.2	5.4	3.9	0.1	3.8	2.7	0.1	2.6	3.7	0.1	3.5	4.3	0.2	4.0	4.4	0.2	4.1	7.0	0.0	6.9	1.3	0.0	1.2	1.3	0.0	1.3
75	0	0	0	0	0	0	0	0	0	0	0	0	11.5	0.4	11.0	5.1	0.2	4.8	3.6	0.2	3.3	2.3	0.0	2.2	2.7	0.0	2.7	2.4	0.0	2.3	1.9	0.0	1.9	1.8	0.0	1.8	1.1	0.0	1.1	0.4	0.0	0.4
70	0	0	0	0	0	0	0	0	0	0	0	0	10.1	0.4	9.7	4.4	0.2	4.2	3.2	0.0	3.1	2.0	0.0	1.9	2.4	0.0	2.4	2.4	0.0	2.3	1.8	0.0	1.7	1.4	0.1	1.2	0.9	0.0	0.9	1.2	0.0	1.1
65	0	0	0	0	0	0	0	0	0	0	0	0	7.7	0.1	7.6	2.7	0.1	2.6	1.8	0.0	1.8	1.7	0.0	1.7	2.1	0.0	2.1	1.6	0.0	1.6	2.3	0.0	2.3	1.2	0.0	1.2	0.8	0.0	0.8	0.2	0.0	0.2
60	0	0	0	0	0	0	0	0	0	0	0	0	8.9	0.1	8.8	3.5	0.1	3.3	1.9	0.0	1.9	2.1	0.0	2.0	1.9	0.0	1.8	1.5	0.0	1.4	0.9	0.0	0.8	1.2	0.0	1.2	0.8	0.0	0.7	0.6	0.0	0.5
55	0	0	0	0	0	0	0	0	0	0	0	0	5.0	0.0	5.0	2.0	0.0	2.0	0.8	0.0	0.8	1.0	0.0	1.0	1.1	0.0	1.1	0.7	0.0	0.7	0.6	0.0	0.6	1.3	0.0	1.3	0.1	0.0	0.1	0.1	0.0	0.1
50	0	0	0	0	0	0	0	0	0	0	0	0	7.1	0.3	6.8	2.8	0.1	2.7	1.6	0.0	1.6	2.0	0.0	1.9	1.2	0.0	1.1	1.7	0.0	1.7	0.9	0.0	0.9	0.4	0.0	0.4	0.6	0.0	0.5	0.7	0.0	0.6
45	0	0	0	0	0	0	0	0	0	0	0	0	4.1	0.0	4.1	1.1	0.0	1.1	1.0	0.0	1.0	0.5	0	0.5	0.8	0.0	0.8	0.5	0.0	0.5	0.5	0.0	0.5	0.1	0.0	0.1	0.2	0.0	0.2	0.0	0.0	0.0
40	0	0	0	0	0	0	0	0	0	0	0	0	4.0	0.0	4.0	1.1	0.0	1.1	1.8	0	1.8	0.6	0	0.6	0.7	0.0	0.7	0.4	0.0	0.4	0.4	0.0	0.4	0.3	0.0	0.3	0.6	0.0	0.6	0.1	0.0	0.1

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
65	1.0	1.0	0	1.3	1.3	0.0	1.5	1.5	0.0	1.8	1.8	0.0	2.3	2.3	0.0	2.9	2.9	0.0	3.0	3.0	0.0	3.1	3.1	0.0	3.1	3.1	0.0	3.1	3.1	0.0	3.8	3.8	0.0	3.8	3.8	0.0	3.8	3.8	0.0	3.9	3.9	0.0
60	0.3	0.3	0	1.0	1.0	0.0	1.7	1.7	0.0	2.3	2.3	0.0	3.0	3.0	0.0	3.4	3.4	0.0	3.6	3.6	0.0	3.6	3.6	0.0	3.6	3.6	0.0	3.7	3.6	0.0	4.6	4.6	0.0	5.3	5.3	0.0	5.3	5.3	0.0	5.3	5.3	0.0
55	0.0	0.0	0	0.5	0.5	0	0.9	0.9	0.0	1.1	1.1	0.0	2.3	2.3	0.0	2.3	2.3	0.0	2.5	2.5	0.0	2.5	2.5	0.0	2.7	2.7	0.0	2.7	2.7	0.0	2.9	2.9	0.0	3.7	3.7	0.0	3.7	3.7	0.0	3.7	3.7	0.0
50	0.1	0.1	0.0	1.1	1.1	0.0	1.8	1.8	0.0	2.1	2.1	0.0	3.1	3.1	0.0	3.2	3.2	0.0	3.5	3.5	0.0	3.8	3.8	0.0	4.1	4.0	0.0	4.1	4.1	0.0	4.3	4.2	0.0	4.5	4.4	0.0	4.5	4.5	0.0	4.6	4.5	0.0
45	0.1	0.1	0	1.3	1.3	0.0	2.0	2.0	0.0	2.2	2.2	0.0	2.6	2.6	0.0	2.7	2.7	0.0	2.9	2.8	0.0	3.2	3.2	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.5	3.5	0.0	3.7	3.7	0.0	3.7	3.7	0.0	3.7	3.7	0.0
40	0.2	0.2	0	1.0	1.0	0	1.6	1.6	0.0	1.9	1.9	0.0	2.2	2.2	0.0	2.3	2.3	0.0	2.4	2.4	0.0	3.0	3.0	0.0	3.3	3.3	0.0	3.4	3.3	0.0	3.4	3.4	0.0	3.6	3.6	0.0	3.7	3.7	0.0	3.7	3.7	0.0
35	0.1	0.1	0	2.1	2.1	0.0	5.8	5.8	0.0	6.2	6.2	0.0	6.8	6.8	0.0	6.9	6.9	0.0	7.4	7.3	0.0	7.6	7.6	0.0	7.9	7.9	0.0	8.0	8.0	0.0	8.1	8.1	0.0	8.4	8.4	0.0	8.7	8.7	0.0	8.7	8.7	0.0
30	0.0	0.0	0	1.0	1.0	0.0	2.7	2.6	0.0	3.7	3.7	0.0	4.5	4.5	0.0	4.7	4.7	0.0	5.1	5.1	0.0	5.2	5.2	0.0	5.6	5.6	0.0	5.9	5.9	0.0	6.2	6.1	0.0	6.5	6.5	0.0	6.7	6.7	0.0	6.7	6.7	0.0
25	0.3	0.3	0	1.8	1.8	0.0	3.0	3.0	0.0	3.8	3.8	0.0	4.6	4.6	0.0	5.0	5.0	0.0	5.1	5.1	0.0	5.3	5.3	0.0	5.6	5.6	0.0	6.2	6.2	0.0	6.4	6.4	0.0	6.5	6.5	0.0	6.7	6.7	0.0	6.8	6.7	0.0
20	0.2	0.2	0.0	2.5	2.5	0.0	4.5	4.5	0.0	5.1	5.1	0.0	6.6	6.6	0.0	7.1	7.0	0.0	7.3	7.2	0.0	7.4	7.3	0.0	7.6	7.5	0.0	8.0	8.0	0.0	8.3	8.2	0.0	8.4	8.3	0.0	8.5	8.4	0.0	8.5	8.4	0.0
15	0.4	0.4	0	2.3	2.3	0.0	3.9	3.9	0.0	4.9	4.9	0.0	5.7	5.7	0.0	5.8	5.8	0.0	6.0	6.0	0.0	6.4	6.4	0.0	6.9	6.9	0.0	7.1	7.1	0.0	7.2	7.2	0.0	7.5	7.5	0.0	7.9	7.9	0.0	7.9	7.9	0.0
10	0.4	0.4	0	3.3	3.3	0.0	5.9	5.9	0.0	8.4	8.3	0.0	10.9	10.8	0.0	11.7	11.6	0.0	11.9	11.8	0.0	12.2	12.1	0.0	12.6	12.5	0.0	13.1	13.0	0.0	13.3	13.2	0.0	13.5	13.4	0.0	14.3	14.2	0.0	14.3	14.2	0.1
05	0.2	0.2	0.0	3.6	3.6	0.0	6.2	6.2	0.0	8.2	8.1	0.0	9.7	9.6	0.0	10.0	10.0	0.0	10.5	10.4	0.0	10.6	10.6	0.0	10.9	10.8	0.0	11.1	11.0	0.0	11.3	11.3	0.0	11.5	11.4	0.0	12.6	12.5	0.0	12.6	12.6	0.0
78	1.0	0.9	0.0	10.2	9.5	0.7	18.6	17.8	0.8	24.4	23.4	1.0	31.3	29.9	1.4	33.6	31.6	1.9	35.3	32.9	2.3	35.7	33.4	2.3	36.7	34.3	2.4	37.4	34.9	2.4	38.8	36.0	2.8	42.5	38.0	4.4	43.1	38.6	4.4	43.2	38.7	4.4
95	0.4	0.4	0	7.7	7.6	0.0	13.3	13.2	0.1	16.5	16.4	0.1	18.6	18.4	0.1	19.2	19.0	0.1	19.8	19.6	0.1	20.7	20.5	0.1	21.5	21.3	0.1	21.9	21.7	0.1	22.7	22.5	0.1	22.8	22.6	0.2	23.3	23.1	0.2	23.3	23.1	0.2
90	1.5	1.5	0.0	8.6	8.5	0.0	16.3	16.2	0.1	22.5	22.2	0.3	25.9	25.6	0.3	27.3	27.0	0.3	28.6	28.2	0.4	29.2	28.8	0.4	30.3	29.8	0.4	30.8	30.4	0.4	31.3	30.9	0.4	31.7	31.3	0.4	32.5	32.1	0.4	32.7	32.3	0.4
85	2.4	2.4	0	17.0	16.8	0.1	25.7	25.4	0.2	31.0	30.6	0.4	34.4	33.9	0.4	35.4	35.0	0.4	36.3	35.9	0.4	37.1	36.6	0.4	37.9	37.4	0.4	38.4	38.0	0.4	39.2	38.7	0.5	39.9	39.3	0.5	40.3	39.8	0.5	40.5	39.9	0.5
80	3.0	3.0	0.0	22.0	21.6	0.3	36.9	36.0	0.8	47.9	46.8	1.1	55.0	53.8	1.2	57.5	56.2	1.2	59.4	58.1	1.2	60.8	59.5	1.2	63.2	62.0	1.2	64.2	62.9	1.2	65.2	63.9	1.2	66.0	64.7	1.3	66.6	65.3	1.3	67.2	65.8	1.3
75	1.2	1.2	0.0	10.3	9.7	0.5	21.2	20.2	0.9	30.9	29.6	1.3	38.3	36.8	1.4	41.0	39.5	1.5	42.9	41.4	1.5	44.4	42.8	1.5	46.2	44.5	1.6	47.2	45.5	1.6	47.8	46.1	1.6	48.3	46.7	1.6	48.7	47.0	1.6	49.1	47.5	1.6
70	1.1	1.1	0.0	11.5	11.2	0.3	28.2	27.2	0.9	39.5	37.9	1.6	50.5	48.6	1.9	53.4	51.4	1.9	56.3	54.2	2.0	58.2	56.0	2.1	61.8	59.5	2.2	63.4	61.1	2.2	64.3	62.0	2.3	65.5	63.1	2.3	66.1	63.7	2.3	66.7	64.3	2.3
65	1.4	1.4	0.0	10.4	9.9	0.5	38.3	36.9	1.4	46.7	44.4	2.2	59.6	57.0	2.5	63.2	60.6	2.6	65.7	63.0	2.6	68.2	65.5	2.7	71.5	68.8	2.7	73.2	70.4	2.7	74.3	71.5	2.8	75.1	72.3	2.8	75.6	72.8	2.8	76.2	73.4	2.8
60	1.5	1.4	0.1	14.1	13.1	0.9	33.6	30.7	2.8	45.2	40.4	4.8	57.6	52.1	5.5	62.1	56.4	5.7	67.0	61.1	5.9	70.2	64.1	6.0	74.0	67.7	6.2	76.4	70.1	6.3	78.0	71.6	6.4	78.9	72.4	6.5	80.0	73.5	6.5	80.7	74.1	6.6
55	1.0	0.9	0.0	10.1	8.7	1.4	34.9	30.8	4.1	49.0	41.5	7.5	60.0	51.9	8.1	64.7	56.5	8.1	70.8	62.4	8.3	74.9	66.4	8.5	78.7	70.0	8.7	80.8	72.0	8.8	85.1	76.2	8.8	91.2	82.4	8.8	92.3	83.4	8.9	93.6	84.6	9.0
50	1.9	1.7	0.2	21.2	17.6	3.5	48.6	38.3	10.3	74.8	54.2	20.6	97.8	74.5	23.3	110.3	86.4	23.8	121.6	97.3	24.3	128.9	104.2	24.6	138.1	113.1	25.0	143.0	117.8	25.1	149.6	124.2	25.3	156.9	131.4	25.5	159.8	134.0	25.7	163.6	137.5	26.0
45	1.5	1.2	0.3	15.1	9.8	5.2	38.1	22.8	15.3	59.6	31.1	28.5	75.5	42.5	32.9	83.1	49.7	33.4	90.8	56.8	33.9	97.1	62.6	34.5	105.4	70.2	35.2	110.8	75.2	35.6	116.7	80.1	36.5	119.2	82.4	36.8	123.5	86.4	37.0	128.3	90.7	37.5
40	1.7	1.2	0.4	17.3	10.5	6.7	40.5	22.2	18.3	61.7	28.4	33.3	84.4	43.2	41.2	95.0	53.1	41.9	104.9	62.1	42.8	114.6	71.3	43.2	126.7	82.7	44.0	135.7	91.2	44.5	143.0	97.2	45.7	148.0	101.7	46.3	153.0	106.3	46.7	163.2	115.2	47.9
35	2.0	1.3	0.7	15.2	8.1	7.1	31.1	16.3	14.8	43.2	19.7	23.4	58.7	29.8	28.8	67.2	37.4	29.8	76.5	45.4	31.0	85.4	53.4	31.9	97.1	63.0	34.1	106.8	71.6	35.2	115.6	79.3	36.3	123.3	85.2	38.0	132.9	92.8	40.1	156.5	113.8	42.6
30	2.6	1.2	1.4	15.2	5.7	9.5	31.5	11.9	19.6	42.9	14.0	28.9	65.8	27.6	38.2	79.7	38.9	40.8	97.3	52.9	44.3	108.7	61.6	47.1	126.5	74.4	52.1	144.1	89.6	54.4	157.3	101.1	56.2	170.0	111.2	58.7	189.1	126.1	62.9	249.1	175.4	73.7
25	2.6	1.0	1.5	12.9	4.1	8.7	26.0	7.6	18.4	36.1	8.7	27.4	60.0	20.5	39.4	74.8	31.0	43.7	93.0	41.7	51.3	107.2	50.2	57.0	129.6	64.8	64.8	150.3	81.1	69.1	167.8	95.5	72.2	187.3	111.3	76.0	219.5	136.6	82.9	307.0	185.5	121.4
20	1.5	0.5	1.0	10.3	2.8	7.5	22.5	6.0	16.5	34.5	7.3	27.1	58.0	17.8	40.1	80.1	30.7	49.3	98.2	38.7	59.5	118.1	48.2	69.9	139.2	57.4	81.8	163.7	70.5	93.2	188.4	85.5	102.9	210.5	97.3	113.2	246.1	114.5	131.6	312.8	129.7	183.0
15	1.4	0.3	1.0	7.1	1.4	5.6	14.5	2.5	11.9	22.0	2.9	19.0	44.2	11.1	33.0	61.7	19.0	42.7	73.2	23.0	50.2	87.5	27.4	60.1	108.6	33.8	74.7	133.4	42.4	91.0	152.9	49.9	103.0	171.0	55.2	115.8	195.0	60.3	134.6	221.8	63.6	158.1
10	1.0	0.3	0.7	6.8	1.2	5.6	15.5	2.2	13.2	23.8	2.8	21.0	47.9	10.1	37.7	60.7	14.4	46.3	69.4	16.6	52.7	78.2	18.7	59.4	90.6	20.8	69.7	108.7	25.1	83.5	121.3	28.0	93.2	133.8	29.8	104.0	148.7	31.4	117.2	162.6	33.4	129.2
05	1.4	0.6	0.8	7.3	1.5	5.8	14.6	2.2	12.4	20.3	2.5	17.8	36.7	6.8	29.9	44.2	9.2	35.0	50.4	10.8	39.6	56.2	11.9	44.3	66.3	13.1	53.1	75.4	14.5	60.8	85.1	16.8	68.2	92.4	17.9	74.5	99.8	19.0	80.7	105.6	19.6	85.9
77	3.2	0.3	2.8	24.4	1.4	23.0	43.8	3.1	40.6	57.4	3.9	53.4	86.0	8.2	77.7	98.7	10.0	88.6	111.0	11.0	99.9	124.3	11.7	112.6	141.6	12.8	128.8	158.3	13.7	144.5	183.0	15.2	167.8	194.4	16.2	178.1	204.5	16.9	187.5	212.0	17.7	194.2
95	1.1	0.1	0.9	13.8	0.5	13.2	20.9	1.1	19.7	26.0	1.3	24.7	38.5	2.5	36.0	44.4	3.1	41.3	49.3	3.4	45.9	53.6	3.6	50.0	59.0	3.9	55.0	64.5	4.1	60.3	77.8	4.5	73.3	81.4	4.9	76.5	84.3	5.1	79.1	86.9	5.3	81.5
90	1.5	0.1	1.3	7.7	0.5	7.2	15.4	0.9	14.5	21.8	1.0	20.7	35.2	1.8	33.3	41.7	2.3	39.3	47.7	2.5	45.1	53.0	2.8	50.1	58.7	3.2	55.5	64.5	3.4	61.0	68.8	3.7	65.1	71.6	3.8	67.7	74.7	4.0	70.7	76.1	4.1	72.0
85	1.3	0.1	1.1	6.3	0.3	6.0	12.1	0.5	11.6	15.9	0.6	15.3	27.3	1.2	26.1	33.3	1.4	31.8	37.8	1.6	36.2	41.3	1.7	39.5	44.8	1.9	42.9	48.2	2.0	46.2	53.3	2.1	51.1	60.5	2.2	58.2	62.5	2.2	60.2	64.4	2.3	62.1
80	0	0	0	0	0	0	0	0	0	0	0	0	32.1	2.0	30.0	37.8	2.3	35.4	41.7	2.4	39.2	44.5	2.5	41.9	48.3	2.7	45.5	52.6	2.9	49.6	57.1	3.2	53.8	64.1	3.3	60.8	65.5	3.3	62.1	66.8	3.4	63.4
75	0	0	0	0	0	0	0	0	0	0	0	0	38.5	2.5	35.9	43.6	2.7	40.8	47.2	2.9	44.2	49.5	2.9	46.5	52.3	3.0	49.3	54.7	3.1	51.6	56.7	3.1	53.5	58.6	3.2	55.3	59.7	3.2	56.4	60.1	3.2	56.9
70	0	0	0	0	0	0	0	0	0	0	0	0	33.2	1.0	32.1	37.7	1.2	36.4	40.9	1.3	39.6	42.9	1.4	41.5	45.4	1.4	43.9	47.8	1.5	46.3	49.7	1.6	48.1	51.1	1.7	49.3	52.1	1.8	50.2	53.3	1.9	51.4
65	0	0	0	0	0	0	0	0	0	0	0	0	21.0	0.5	20.4	23.8	0.7	23.0	25.7	0.7	24.9	27.4	0.8	26.6	29.5	0.8	28.7	31.2	0.8	30.3	33.6	0.9	32.7	34.9	0.9	33.9	35.7	0.9	34.8	35.9	0.9	35.0
60	0	0	0	0	0	0	0	0	0	0	0	0	20.4	0.3	20.1	24.0	0.4	23.5	25.9	0.5	25.4	28.0	0.5	27.5	30.0	0.5	29.4	31.5	0.5	30.9	32.4	0.6	31.8	33.7	0.6	33.1	34.5	0.6	33.8	35.1	0.6	34.4
55	0	0	0	0	0	0	0	0	0	0	0	0	12.6	0.1	12.5	14.7	0.1	14.5	15.5	0.2	15.3	16.6	0.2	16.4	17.8	0.2	17.5	18.5	0.2	18.2	19.1	0.2	18.9	20.5	0.2	20.2	20.7	0.2	20.4	20.8	0.2	20.6
50	0	0	0	0	0	0	0	0	0	0	0	0	19.6	0.8	18.7	22.5	1.0	21.4	24.2	1.1	23.0	26.2	1.2	25.0	27.4	1.2	26.2	29.2	1.2	28.0	30.1	1.2	28.9	30.6	1.2	29.3	31.2	1.3	29.8	31.9	1.3	30.5
45	0	0	0	0	0	0	0	0	0	0	0	0	12.6	0.1	12.5	13.7	0.1	13.6	14.8	0.1	14.7	15.4	0.1	15.2	16.2	0.1	16.1	16.8	0.1	16.6	17.3	0.1	17.2	17.5	0.1	17.3	17.8	0.1	17.6	17.9	0.1	17.7
40	0	0	0	0	0	0	0	0	0	0	0	0	10.3	0.3	10.0	11.4	0.3	11.1	13.3	0.3	13.0	14.0	0.3	13.6	14.7	0.3	14.4	15.2	0.3	14.8	15.6	0.3	15.2	16.0	0.3	15.6	16.7	0.3	16.3	16.8	0.3	16.4

Volume by strike Call / Put / Total (K) · X = strike low→high · timeline scrub = slot · width matches Session path

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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	7,726.24	open	44,153	7,700	3.2	7,749.0	15.5	7725	18.7	15.70	0.069	0.02020
T	10:00	7,731.74 +5.5	current	283,186	7,700	21.2	7,750.0	12.7	7730	19.5	15.61	-0.095	0.01990
T30	10:30	7,750.85 +19.1	current	358,315	7,765	27.9	7,749.3	21.0	7750	17.0	15.50	0.026	0.02420
E	11:00	7,737.63 -13.2	current	261,745	7,750	26.1	7,746.0	21.0	7740	16.3	15.53	-0.037	0.02640
E30	11:30	7,714.52 -23.1	current	436,956	7,700	28.6	7,722.8	16.0	7715	19.6	15.64	-0.005	0.02320
N	12:00	7,718.50 +4.0	current	218,267	7,720	22.0	7,721.0	25.0	7720	16.7	15.68	-0.063	0.02880
N30	12:30	7,719.87 +1.4	current	193,774	7,725	18.2	7,723.2	24.7	7720	17.0	15.68	-0.013	0.03050
P1	13:00	7,721.29 +1.4	current	168,512	7,720	19.9	7,721.9	28.7	7720	15.4	15.72	0.059	0.03600
P130	13:30	7,712.59 -8.7	current	220,657	7,725	22.3	7,722.6	24.7	7715	16.8	15.86	-0.092	0.03620
P2	14:00	7,720.29 +7.7	current	206,024	7,715	24.8	7,718.7	34.0	7720	14.7	15.69	-0.018	0.04640
P230	14:30	7,717.91 -2.4	current	203,602	7,700	24.7	7,718.5	30.3	7720	14.2	15.60	-0.121	0.05490
P3	15:00	7,721.34 +3.4	current	173,644	7,720	22.1	7,721.2	34.4	7720	13.7	15.54	0.144	0.06920
P330	15:30	7,721.26 -0.1	current	189,942	7,720	35.6	7,721.5	48.3	7720	13.5	15.44	0.033	0.10000
C	16:00 Close	7,722.72 +1.5	close	326,249	7,725	87.5	7,723.5	65.7	7725	33.7	15.39	-0.374	0.30970

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.