Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-05 · Exp 2026-10-05 · Spot 7,773.95 · Window 7640–7855 · Last slot C · Generated 2026-10-05 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-10-05.json

Wall vs flow slot C · Call peak K7790 Δ36,960 vs wall K7885 away -95pt · Put peak K7770 Δ53,409 vs wall K7525 away +245pt · 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

2026-10-05 SPX O 7,730.86 · H 7,794.35 · L 7,727.59 · C 7,773.95 prior C — VIX 15.52 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	7,730.86	7,734.53	7,755.34	7,756.46	7,756.32	7,762.42	7,765.22	7,770.40	7,771.81	7,775.79	7,780.44	7,784.33	7,789.74	7,773.95
VIX	15.92	15.87	15.61	15.52	15.59	15.55	15.51	15.50	15.52	15.57	15.62	15.60	15.61	15.54
ATM	27.65	23.85	20.75	18.50	17.05	15.00	13.10	12.90	10.70	9.60	8.80	8.60	7.50	2.60
IV	16.4	14.7	13.4	12.5	12.1	11.2	10.6	11.2	10.2	10.2	10.8	12.9	15.7	29.8
Wk	81.85	78.05	75.55	73.85	73.80	73.45	72.55	72.05	72.50	71.95	72.55	72.00	71.70	70.25

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
55	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.9	0.9	0	0.8	0.8	0.0	1.5	1.5	0	0.0	0.0	0
50	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.1	1.1	0.0	0.9	0.9	0.0	2.4	2.4	0.0	0.2	0.2	0.0
45	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.2	0.2	0	0.5	0.5	0	1.0	1.0	0.0	0.1	0.1	0.0
40	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.0	0.0	0.0	0.1	0.1	0.0	0.8	0.8	0.0	0.3	0.3	0.0
35	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.2	0.2	0.0	0.2	0.2	0	1.2	1.1	0.0	0.6	0.6	0
30	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.5	0.5	0	0.3	0.3	0.0	2.1	2.1	0.0	0.6	0.6	0.0
25	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.1	1.1	0.0	0.8	0.7	0.0	2.7	2.7	0.0	0.9	0.9	0.0
20	0.3	0.3	0	0.6	0.6	0.0	0.7	0.7	0	0.5	0.5	0.0	0.3	0.3	0	0.4	0.4	0.0	0.3	0.3	0.0	1.4	1.4	0.0	0.4	0.4	0.0	0.7	0.7	0.0	0.7	0.7	0	1.6	1.6	0.0	3.6	3.5	0.0	0.7	0.5	0.1
15	0.1	0.1	0	0.8	0.8	0	1.0	1.0	0.0	0.6	0.6	0.0	0.3	0.2	0.0	0.4	0.4	0	0.3	0.3	0.0	1.2	1.1	0.0	0.3	0.3	0.0	1.3	1.3	0.0	1.6	1.6	0.0	0.6	0.6	0.0	5.0	4.8	0.2	1.8	1.6	0.1
10	0.4	0.4	0	0.8	0.8	0.0	2.4	2.4	0.0	1.1	1.1	0.0	0.4	0.4	0.0	0.9	0.9	0.0	0.6	0.6	0.0	1.6	1.5	0.0	0.8	0.7	0.0	1.1	1.1	0.0	1.7	1.6	0.1	1.6	1.6	0.0	9.3	8.7	0.5	3.5	3.2	0.3
05	0.3	0.3	0	0.9	0.9	0	2.3	2.3	0.0	1.3	1.3	0.0	0.4	0.4	0.0	0.5	0.5	0.0	1.7	1.7	0	4.1	4.0	0.0	0.8	0.8	0.0	1.2	1.2	0.0	1.3	1.3	0.0	2.0	1.9	0.1	16.1	15.3	0.8	5.6	5.2	0.3
78	0.8	0.8	0.0	3.4	3.3	0.1	5.7	5.4	0.2	2.9	2.6	0.2	1.7	1.3	0.4	3.5	2.8	0.7	2.3	2.2	0.0	9.2	8.4	0.8	4.8	4.5	0.2	7.3	6.6	0.7	9.1	7.4	1.6	6.2	5.3	0.9	40.2	36.5	3.7	17.9	15.8	2.1
95	1.5	1.5	0	2.8	2.8	0.0	5.4	5.3	0.0	3.4	3.3	0.0	1.8	1.7	0.0	1.7	1.6	0.0	1.6	1.5	0.1	6.8	6.6	0.1	2.7	2.6	0.1	4.9	4.7	0.1	5.6	5.1	0.4	6.9	6.4	0.4	49.9	42.8	7.1	23.8	20.2	3.6
90	1.9	1.8	0.0	6.6	6.6	0.0	14.2	14.1	0.1	4.9	4.7	0.2	2.4	2.3	0.0	2.9	2.8	0.0	3.5	3.3	0.1	13.2	12.6	0.6	5.4	4.6	0.7	8.6	7.5	1.0	8.8	7.9	0.9	17.7	15.7	2.0	68.1	48.7	19.3	50.2	36.9	13.3
85	0.8	0.8	0.0	8.4	8.4	0.0	9.6	9.5	0.1	5.7	5.5	0.1	3.2	2.9	0.3	5.1	4.9	0.1	13.6	13.1	0.4	18.0	17.2	0.8	7.9	7.3	0.6	14.3	13.0	1.2	19.8	16.9	2.9	31.1	25.1	6.0	59.6	34.7	24.8	66.2	32.4	33.7
80	1.9	1.8	0.0	8.4	8.3	0.0	19.6	19.4	0.1	8.9	8.6	0.2	5.2	4.9	0.3	8.8	8.3	0.5	16.6	16.0	0.5	24.2	21.5	2.7	13.6	11.9	1.7	26.4	21.7	4.7	36.8	27.2	9.6	43.2	25.5	17.7	51.3	24.0	27.3	76.4	33.7	42.6
75	2.1	2.1	0.0	5.4	5.3	0.0	12.4	12.0	0.3	8.8	8.3	0.4	6.9	6.4	0.4	10.7	9.5	1.2	12.3	11.1	1.1	28.1	22.4	5.7	18.4	13.4	4.9	29.9	18.9	11.0	37.9	17.5	20.4	25.7	8.9	16.8	21.9	5.5	16.3	79.6	30.7	48.8
70	2.9	2.9	0.0	7.0	6.7	0.3	18.9	18.2	0.7	12.5	11.7	0.8	10.3	9.1	1.1	13.9	12.4	1.5	16.0	14.0	2.0	33.1	20.2	12.9	29.2	14.5	14.7	27.9	10.7	17.2	26.8	7.6	19.1	20.9	5.0	15.8	17.5	3.4	14.0	70.8	17.4	53.4
65	1.7	1.6	0.0	5.0	4.8	0.2	15.5	14.4	1.0	9.5	8.5	1.0	10.0	8.8	1.2	17.0	12.6	4.4	18.0	13.2	4.7	22.7	11.4	11.2	15.6	5.4	10.1	16.4	4.2	12.1	13.7	3.2	10.4	7.8	1.3	6.5	6.3	0.9	5.3	22.2	2.7	19.5
60	4.4	4.3	0.0	9.5	9.2	0.2	27.3	24.2	3.1	14.3	11.0	3.3	13.7	9.7	4.0	24.1	14.2	9.9	24.8	13.6	11.1	19.0	5.4	13.5	14.1	3.1	11.0	11.7	2.1	9.5	8.5	1.9	6.5	5.3	0.8	4.5	5.7	1.1	4.6	9.9	1.7	8.1
55	2.3	2.2	0.0	7.0	6.6	0.4	27.6	21.5	6.1	18.8	11.8	6.9	18.8	9.8	8.9	16.2	7.1	9.1	15.4	5.2	10.1	14.8	3.7	11.0	7.7	1.0	6.6	7.3	1.1	6.2	4.3	0.7	3.5	3.6	0.6	2.9	2.9	0.5	2.3	4.9	0.6	4.3
50	2.6	2.4	0.2	7.9	6.9	0.9	30.3	19.6	10.6	27.4	12.6	14.7	16.0	5.6	10.4	15.4	4.7	10.6	13.6	3.3	10.3	14.7	2.2	12.5	7.7	1.3	6.3	6.0	0.9	5.0	5.9	0.8	5.0	3.7	0.7	2.9	4.5	0.5	3.9	5.5	2.5	2.9
45	1.5	1.2	0.2	5.6	4.1	1.4	21.6	12.4	9.2	13.8	4.4	9.3	7.2	1.4	5.7	8.7	1.1	7.5	8.3	1.2	7.1	7.5	0.7	6.8	3.9	0.2	3.6	3.1	0.3	2.8	3.2	0.2	2.9	1.7	0.1	1.6	2.0	0.0	1.9	1.5	0.2	1.3
40	2.7	2.3	0.4	13.2	8.4	4.8	24.9	12.5	12.3	12.2	3.9	8.3	6.8	1.2	5.6	8.0	1.1	6.8	7.1	0.8	6.2	6.5	0.4	6.0	3.2	0.4	2.8	2.9	0.2	2.7	1.9	0.3	1.5	1.3	0.2	1.0	1.9	0.1	1.8	1.3	0.3	1.0
35	2.6	1.7	0.8	16.4	8.6	7.8	17.0	6.6	10.3	8.3	1.7	6.5	5.8	0.6	5.1	7.9	1.1	6.8	5.3	0.9	4.3	7.1	0.3	6.7	2.8	0.1	2.7	1.8	0.2	1.6	1.9	0.6	1.2	1.8	0.0	1.7	1.3	0.0	1.2	0.9	0.1	0.8
30	3.2	1.8	1.3	13.1	4.8	8.3	16.7	4.6	12.1	12.2	1.0	11.2	6.8	0.5	6.3	6.0	0.9	5.1	6.2	0.5	5.6	6.9	0.2	6.6	2.5	0.2	2.3	1.8	0.2	1.6	1.4	0.0	1.3	1.3	0.1	1.1	1.6	0.1	1.5	0.5	0.1	0.4
25	2.0	1.0	1.0	7.5	3.0	4.5	12.2	2.7	9.4	8.0	0.6	7.4	4.9	0.2	4.7	5.4	0.7	4.6	3.1	0.5	2.5	3.2	0.2	3.0	2.0	0.0	2.0	1.2	0.0	1.1	1.4	0.4	0.9	0.6	0.0	0.6	0.6	0.0	0.5	0.3	0.0	0.2
20	1.5	0.5	0.9	6.9	1.9	4.9	13.1	1.7	11.3	7.3	0.5	6.8	3.8	0.2	3.5	5.7	0.2	5.5	3.5	0.1	3.3	3.1	0.1	3.0	1.7	0.0	1.6	1.1	0.0	1.1	0.7	0.0	0.7	0.7	0.0	0.7	0.9	0.0	0.9	0.4	0.1	0.3
15	0.8	0.1	0.6	4.2	0.7	3.5	8.0	0.5	7.4	5.5	0.2	5.3	3.9	0.1	3.8	3.0	0.1	2.8	2.1	0.0	2.0	1.6	0.0	1.5	1.7	0.0	1.6	1.0	0.0	1.0	0.6	0.0	0.6	0.8	0.0	0.8	0.4	0.0	0.4	0.1	0.0	0.1
10	0.8	0.1	0.7	3.9	0.4	3.5	9.2	0.7	8.5	5.5	0.2	5.2	3.0	0.1	2.9	2.3	0.1	2.1	2.4	0.1	2.3	1.9	0.0	1.9	1.0	0.0	1.0	1.2	0.0	1.2	1.0	0.0	1.0	0.6	0.0	0.6	0.5	0.0	0.5	0.1	0.0	0.1
05	0.8	0.0	0.7	4.0	0.1	3.9	7.6	0.2	7.4	5.4	0.1	5.2	1.5	0.0	1.5	2.7	0.0	2.6	1.9	0.0	1.8	1.6	0.0	1.6	0.7	0.0	0.6	1.5	0.0	1.5	0.3	0.0	0.3	0.5	0.0	0.5	0.5	0.0	0.5	0.1	0.0	0.1
77	2.8	0.3	2.5	8.3	0.6	7.6	21.0	0.6	20.4	10.1	0.1	10.0	2.6	0.0	2.5	3.1	0.2	2.9	3.6	0.0	3.6	6.3	0.0	6.2	0.8	0.0	0.7	0.8	0.0	0.8	1.4	0.1	1.2	4.9	0.1	4.8	1.3	0.0	1.2	0.2	0.0	0.1
95	1.0	0.0	1.0	3.6	0.1	3.5	7.0	0.1	6.8	5.3	0.0	5.2	0.9	0.0	0.9	1.0	0.0	1.0	0.8	0.0	0.7	1.2	0.0	1.2	0.4	0.0	0.4	0.3	0.0	0.3	0.3	0.0	0.3	0.6	0.0	0.6	1.1	0.0	1.0	0.1	0.0	0.1
90	1.6	0.0	1.5	4.5	0.2	4.2	8.1	0.1	7.9	3.7	0.0	3.6	1.3	0.0	1.3	1.5	0.0	1.4	1.2	0.0	1.2	0.9	0.0	0.9	0.5	0.0	0.5	0.5	0.0	0.5	0.8	0.0	0.7	2.4	0.0	2.4	0.7	0.0	0.7	0.1	0.0	0.1
85	1.3	0.0	1.3	3.4	0.0	3.3	8.2	0.0	8.1	3.0	0.0	3.0	0.7	0.0	0.7	1.0	0.0	1.0	0.5	0.0	0.5	1.0	0.0	1.0	0.3	0.0	0.3	0.7	0.0	0.7	0.3	0.0	0.2	0.4	0.0	0.4	0.2	0.0	0.2	0.2	0.0	0.2
80	1.5	0.0	1.5	11.4	0.0	11.3	7.6	0.1	7.5	3.2	0.0	3.2	0.7	0.0	0.7	1.1	0.0	1.1	1.0	0.0	0.9	0.6	0.0	0.6	0.4	0.0	0.4	0.6	0.0	0.6	0.4	0.0	0.4	0.3	0.0	0.3	8.7	0.0	8.6	0.5	0.0	0.4
75	0.5	0.0	0.5	11.2	0.0	11.2	3.0	0.0	3.0	1.5	0.0	1.5	0.7	0.0	0.7	0.7	0.0	0.7	0.5	0.0	0.5	0.8	0.0	0.8	0.4	0.0	0.4	0.6	0.0	0.6	0.5	0.0	0.4	0.2	0	0.2	8.7	0.0	8.6	0.5	0.0	0.5
70	1.2	0.0	1.2	2.9	0.0	2.8	2.5	0.0	2.4	2.1	0.0	2.1	0.3	0.0	0.3	0.8	0.0	0.8	0.4	0.0	0.4	0.8	0.0	0.8	0.1	0.0	0.1	0.3	0.0	0.3	0.4	0.0	0.4	0.3	0.0	0.3	0.3	0.0	0.3	0.0	0	0.0
65	1.0	0.0	0.9	2.1	0.0	2.0	2.6	0.0	2.6	1.2	0.0	1.2	0.8	0.0	0.8	0.9	0.0	0.9	0.3	0.0	0.3	1.3	0.0	1.3	0.1	0.0	0.1	0.5	0.0	0.5	0.4	0.0	0.4	0.1	0	0.1	0.3	0.0	0.3	0.1	0	0.1
60	0.7	0.0	0.7	2.5	0.0	2.4	1.9	0.0	1.8	1.0	0.0	0.9	0.3	0.0	0.3	1.5	0.0	1.5	0.3	0.0	0.3	1.1	0.0	1.1	0.2	0.0	0.2	0.3	0.0	0.3	0.8	0	0.8	0.3	0.0	0.3	0.3	0.0	0.3	0.0	0.0	0.0
55	0.4	0.0	0.4	1.1	0.0	1.1	1.3	0.0	1.3	0.4	0.0	0.4	0.2	0.0	0.2	0.4	0.0	0.4	0.4	0.0	0.4	0.3	0.0	0.3	0.1	0	0.1	0.2	0	0.2	0.3	0	0.3	0.2	0	0.2	0.3	0.0	0.3	0.1	0.0	0.1
50	1.1	0.0	1.1	1.2	0.0	1.2	2.6	0.0	2.6	2.3	0.0	2.3	0.4	0.0	0.4	0.9	0.0	0.9	0.2	0.0	0.2	0.6	0.0	0.6	0.3	0.0	0.2	0.2	0.0	0.1	0.7	0.0	0.7	0.4	0.0	0.4	0.7	0.0	0.7	0.0	0.0	0.0
45	0.3	0.0	0.3	2.1	0.0	2.1	1.2	0.0	1.2	0.7	0.0	0.7	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.1	0	0.1	0.1	0.0	0.1	0.1	0	0.1	0.2	0	0.2	0.0	0	0.0	0.3	0.0	0.3	0.0	0	0.0
40	0.7	0.0	0.7	2.1	0.1	2.0	1.1	0.0	1.1	0.2	0.0	0.2	0.1	0.0	0.1	0.1	0	0.1	0.1	0	0.1	0.5	0	0.5	0.1	0.0	0.1	0.2	0.0	0.2	0.1	0	0.1	0.0	0	0.0	0.4	0	0.4	0.0	0.0	0.0

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
55	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	2.1	2.1	0.0	2.9	2.9	0.0	4.4	4.4	0.0	4.4	4.4	0.0
50	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	3.1	3.0	0.1	4.0	3.9	0.1	6.5	6.4	0.1	6.7	6.6	0.1
45	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	2.2	2.2	0.0	2.8	2.8	0.0	3.9	3.9	0.0	4.0	4.0	0.0
40	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	5.6	5.5	0.0	5.7	5.6	0.0	6.6	6.5	0.1	6.9	6.8	0.1
35	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	6.2	6.2	0.0	6.5	6.4	0.0	7.7	7.6	0.0	8.3	8.3	0.0
30	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	4.6	4.6	0.0	5.0	5.0	0.0	7.2	7.2	0.0	7.8	7.8	0.0
25	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	7.0	6.9	0.0	7.8	7.7	0.0	10.5	10.4	0.1	11.5	11.4	0.1
20	0.3	0.3	0	1.0	1.0	0.0	1.8	1.8	0.0	2.3	2.3	0.0	2.7	2.6	0.0	3.1	3.1	0.0	3.4	3.4	0.0	4.9	4.9	0.0	5.4	5.4	0.0	6.2	6.1	0.0	6.9	6.8	0.0	8.6	8.5	0.0	12.2	12.1	0.1	12.9	12.7	0.2
15	0.1	0.1	0	0.9	0.9	0	2.0	2.0	0.0	2.6	2.6	0.0	2.9	2.9	0.0	3.4	3.4	0.0	3.7	3.7	0.0	4.9	4.9	0.0	5.3	5.2	0.0	6.6	6.5	0.0	8.3	8.2	0.0	8.9	8.8	0.0	14.0	13.7	0.3	15.9	15.4	0.5
10	0.4	0.4	0	1.2	1.2	0.0	3.6	3.6	0.0	4.8	4.7	0.0	5.2	5.2	0.0	6.2	6.1	0.0	6.9	6.8	0.0	8.5	8.4	0.1	9.3	9.2	0.1	10.5	10.3	0.2	12.2	11.9	0.3	13.9	13.5	0.3	23.3	22.3	0.9	26.8	25.5	1.3
05	0.3	0.3	0	1.3	1.3	0	3.7	3.7	0.0	5.0	5.0	0.0	5.5	5.5	0.0	6.0	6.0	0.0	7.8	7.8	0.0	11.9	11.8	0.0	12.7	12.7	0.0	14.0	13.9	0.0	15.4	15.3	0.1	17.5	17.2	0.3	33.7	32.5	1.1	39.3	37.8	1.4
78	0.8	0.8	0.0	4.3	4.2	0.1	10.0	9.7	0.3	13.0	12.4	0.6	14.8	13.7	1.0	18.4	16.6	1.7	20.7	18.9	1.8	30.0	27.3	2.6	34.8	31.9	2.9	42.2	38.5	3.6	51.3	46.0	5.3	57.5	51.3	6.2	97.8	87.8	10.0	115.8	103.6	12.1
95	1.5	1.5	0	4.4	4.4	0.0	9.8	9.7	0.0	13.2	13.1	0.1	15.0	14.9	0.1	16.8	16.6	0.1	18.4	18.2	0.2	25.3	24.9	0.4	28.0	27.5	0.5	33.0	32.2	0.7	38.6	37.4	1.2	45.5	43.8	1.6	95.4	86.6	8.7	119.3	106.9	12.4
90	1.9	1.8	0.0	8.5	8.5	0.0	22.8	22.7	0.1	27.8	27.4	0.3	30.2	29.7	0.4	33.1	32.6	0.5	36.6	35.9	0.7	49.9	48.5	1.3	55.3	53.1	2.1	64.0	60.7	3.2	72.8	68.6	4.1	90.5	84.3	6.2	158.6	133.0	25.6	208.9	170.0	38.9
85	0.8	0.8	0.0	9.3	9.3	0.0	18.9	18.8	0.1	24.7	24.4	0.3	27.9	27.3	0.6	33.1	32.2	0.8	46.7	45.4	1.2	64.7	62.6	2.0	72.6	69.9	2.6	86.9	83.0	3.9	106.8	100.0	6.8	138.0	125.1	12.9	197.6	159.9	37.7	263.8	192.3	71.5
80	1.9	1.8	0.0	10.4	10.2	0.1	30.0	29.7	0.3	39.0	38.4	0.6	44.3	43.3	0.9	53.1	51.6	1.5	69.8	67.7	2.0	94.0	89.3	4.7	107.7	101.2	6.4	134.2	123.0	11.2	171.0	150.2	20.8	214.3	175.7	38.5	265.7	199.8	65.9	342.2	233.6	108.5
75	2.1	2.1	0.0	7.5	7.4	0.0	19.9	19.5	0.3	28.7	27.9	0.8	35.7	34.4	1.3	46.4	43.9	2.5	58.8	55.1	3.7	86.9	77.5	9.4	105.4	91.0	14.3	135.3	109.9	25.4	173.3	127.5	45.8	199.1	136.4	62.6	221.0	142.0	79.0	300.6	172.7	127.9
70	2.9	2.9	0.0	10.0	9.6	0.3	28.9	27.9	1.0	41.5	39.6	1.9	51.8	48.8	3.0	65.8	61.2	4.5	81.9	75.3	6.5	115.0	95.5	19.4	144.3	110.1	34.2	172.3	120.8	51.4	199.1	128.5	70.6	220.0	133.5	86.5	237.5	136.9	100.6	308.4	154.4	154.0
65	1.7	1.6	0.0	6.8	6.5	0.2	22.3	21.0	1.3	31.9	29.5	2.4	41.9	38.3	3.6	59.0	50.9	8.0	77.0	64.2	12.8	99.7	75.6	24.1	115.3	81.1	34.2	131.8	85.3	46.4	145.5	88.5	56.9	153.4	89.9	63.5	159.7	90.8	68.8	181.9	93.5	88.4
60	4.4	4.3	0.0	13.9	13.6	0.3	41.2	37.8	3.4	55.6	48.8	6.7	69.4	58.6	10.8	93.6	72.8	20.7	118.4	86.5	31.9	137.5	91.9	45.5	151.6	95.1	56.5	163.3	97.2	66.1	171.9	99.2	72.7	177.3	100.1	77.2	183.1	101.2	81.8	193.1	103.0	90.0
55	2.3	2.2	0.0	9.4	8.8	0.5	37.0	30.4	6.6	55.9	42.2	13.6	74.8	52.1	22.6	91.0	59.2	31.7	106.4	64.5	41.8	121.2	68.3	52.9	128.9	69.3	59.6	136.3	70.4	65.8	140.7	71.2	69.4	144.3	71.9	72.4	147.2	72.4	74.8	152.2	73.0	79.1
50	2.6	2.4	0.2	10.5	9.3	1.2	40.9	29.0	11.8	68.3	41.7	26.6	84.4	47.3	37.0	99.8	52.1	47.7	113.5	55.4	58.0	128.3	57.7	70.6	136.0	59.0	76.9	142.0	60.0	82.0	147.9	60.9	87.0	151.7	61.6	90.0	156.2	62.2	93.9	161.7	64.7	96.9
45	1.5	1.2	0.2	7.1	5.4	1.6	28.8	17.9	10.9	42.7	22.3	20.3	49.9	23.8	26.1	58.7	25.0	33.6	67.0	26.2	40.8	74.6	26.9	47.7	78.6	27.1	51.4	81.7	27.5	54.2	85.0	27.8	57.1	86.7	28.0	58.7	88.8	28.0	60.7	90.4	28.3	62.0
40	2.7	2.3	0.4	16.0	10.7	5.2	40.9	23.2	17.6	53.2	27.1	26.0	60.0	28.4	31.6	68.1	29.6	38.4	75.2	30.4	44.7	81.8	30.9	50.8	85.0	31.3	53.6	88.0	31.6	56.3	90.0	32.0	57.9	91.3	32.2	59.0	93.2	32.4	60.8	94.6	32.7	61.8
35	2.6	1.7	0.8	19.0	10.3	8.7	36.0	17.0	19.0	44.4	18.7	25.6	50.2	19.4	30.8	58.2	20.5	37.7	63.5	21.4	42.0	70.7	21.8	48.8	73.6	22.0	51.6	75.4	22.2	53.2	77.3	22.8	54.5	79.2	22.9	56.2	80.5	23.0	57.5	81.5	23.1	58.3
30	3.2	1.8	1.3	16.3	6.7	9.6	33.1	11.3	21.7	45.4	12.4	32.9	52.2	12.9	39.3	58.3	13.8	44.4	64.5	14.4	50.1	71.4	14.7	56.7	74.0	14.9	59.1	75.9	15.2	60.7	77.3	15.2	62.0	78.6	15.4	63.2	80.3	15.6	64.7	80.9	15.7	65.2
25	2.0	1.0	1.0	9.6	4.0	5.5	21.8	6.8	15.0	29.9	7.4	22.4	34.9	7.7	27.2	40.3	8.5	31.8	43.5	9.0	34.4	46.7	9.3	37.4	48.8	9.3	39.4	50.1	9.4	40.6	51.5	9.8	41.6	52.1	9.9	42.2	52.8	9.9	42.8	53.1	10.0	43.1
20	1.5	0.5	0.9	8.4	2.5	5.9	21.5	4.2	17.2	28.9	4.8	24.0	32.7	5.0	27.6	38.4	5.2	33.1	42.0	5.4	36.5	45.1	5.6	39.5	46.9	5.6	41.2	48.0	5.7	42.3	48.8	5.7	43.0	49.6	5.8	43.8	50.6	5.8	44.8	51.1	5.9	45.1
15	0.8	0.1	0.6	5.0	0.9	4.1	13.1	1.4	11.6	18.6	1.6	16.9	22.6	1.8	20.8	25.6	2.0	23.6	27.7	2.0	25.6	29.4	2.1	27.2	31.1	2.1	28.9	32.1	2.2	29.9	32.8	2.2	30.6	33.7	2.2	31.4	34.1	2.2	31.9	34.3	2.2	32.0
10	0.8	0.1	0.7	4.8	0.5	4.2	14.0	1.2	12.8	19.6	1.5	18.1	22.7	1.6	21.0	25.0	1.7	23.2	27.4	1.9	25.5	29.4	1.9	27.5	30.5	1.9	28.5	31.8	2.0	29.8	32.8	2.0	30.8	33.5	2.0	31.5	34.1	2.0	32.0	34.2	2.0	32.1
05	0.8	0.0	0.7	4.9	0.2	4.7	12.5	0.4	12.1	18.0	0.5	17.4	19.5	0.6	18.9	22.2	0.7	21.5	24.1	0.7	23.4	25.8	0.7	25.1	26.5	0.8	25.7	28.1	0.8	27.3	28.5	0.8	27.7	29.0	0.8	28.2	29.6	0.8	28.7	29.7	0.8	28.9
77	2.8	0.3	2.5	11.2	1.0	10.1	32.2	1.6	30.6	42.4	1.8	40.6	45.0	1.9	43.1	48.2	2.1	46.0	51.8	2.1	49.7	58.2	2.2	55.9	59.0	2.3	56.7	59.9	2.3	57.5	61.3	2.4	58.8	66.2	2.5	63.6	67.5	2.6	64.9	67.8	2.6	65.1
95	1.0	0.0	1.0	4.7	0.1	4.5	11.7	0.3	11.4	17.1	0.3	16.7	18.1	0.4	17.7	19.1	0.4	18.7	19.9	0.4	19.5	21.2	0.4	20.7	21.6	0.4	21.1	21.9	0.4	21.4	22.3	0.4	21.8	23.0	0.5	22.5	24.1	0.5	23.5	24.2	0.5	23.7
90	1.6	0.0	1.5	6.2	0.3	5.8	14.3	0.5	13.8	18.1	0.5	17.5	19.4	0.5	18.8	20.9	0.6	20.3	22.2	0.6	21.6	23.1	0.6	22.5	23.7	0.6	23.0	24.3	0.6	23.6	25.1	0.6	24.4	27.5	0.6	26.8	28.2	0.6	27.6	28.4	0.7	27.7
85	1.3	0.0	1.3	4.7	0.1	4.6	13.0	0.1	12.8	16.0	0.2	15.8	16.8	0.2	16.6	17.8	0.2	17.6	18.3	0.2	18.1	19.4	0.2	19.1	19.7	0.2	19.4	20.5	0.2	20.2	20.8	0.3	20.5	21.2	0.3	20.9	21.5	0.3	21.2	21.7	0.3	21.4
80	1.5	0.0	1.5	13.0	0.1	12.8	20.6	0.2	20.4	23.9	0.2	23.6	24.7	0.2	24.4	25.8	0.3	25.5	26.8	0.3	26.5	27.5	0.3	27.1	27.9	0.3	27.6	28.6	0.3	28.3	29.1	0.4	28.7	29.5	0.4	29.0	38.2	0.4	37.7	38.7	0.5	38.2
75	0.5	0.0	0.5	11.8	0.0	11.8	14.9	0.1	14.8	16.5	0.1	16.4	17.2	0.1	17.1	18.0	0.1	17.8	18.5	0.1	18.3	19.4	0.1	19.2	19.8	0.1	19.6	20.4	0.2	20.2	20.9	0.2	20.7	21.2	0.2	20.9	29.9	0.3	29.6	30.4	0.3	30.1
70	1.2	0.0	1.2	4.1	0.1	4.0	6.7	0.1	6.5	8.9	0.1	8.7	9.2	0.1	9.0	10.1	0.2	9.9	10.5	0.2	10.3	11.4	0.2	11.1	11.6	0.2	11.3	11.9	0.2	11.7	12.3	0.2	12.1	12.7	0.2	12.4	13.1	0.2	12.8	13.2	0.2	12.9
65	1.0	0.0	0.9	3.1	0.0	3.0	5.8	0.1	5.7	7.0	0.1	6.9	7.8	0.1	7.7	8.8	0.1	8.6	9.1	0.1	9.0	10.4	0.1	10.3	10.6	0.1	10.4	11.1	0.1	11.0	11.6	0.1	11.5	11.7	0.1	11.6	12.0	0.1	11.9	12.2	0.1	12.0
60	0.7	0.0	0.7	3.2	0.0	3.1	5.2	0.1	5.0	6.2	0.1	6.0	6.6	0.2	6.4	8.1	0.2	7.9	8.4	0.2	8.2	9.6	0.2	9.4	9.9	0.2	9.6	10.2	0.2	10.0	11.0	0.2	10.8	11.4	0.2	11.1	11.8	0.2	11.5	11.9	0.2	11.6
55	0.4	0.0	0.4	1.6	0.0	1.5	3.0	0.0	2.9	3.4	0.0	3.4	3.7	0.0	3.7	4.2	0.0	4.1	4.6	0.0	4.5	4.9	0.0	4.9	5.1	0.0	5.0	5.3	0.0	5.2	5.6	0.0	5.6	5.9	0.0	5.8	6.2	0.0	6.2	6.4	0.0	6.3
50	1.1	0.0	1.1	2.4	0.0	2.4	5.1	0.0	5.0	7.4	0.1	7.3	7.9	0.1	7.7	8.8	0.1	8.7	9.1	0.1	8.9	9.7	0.1	9.6	10.0	0.1	9.8	10.2	0.1	10.0	11.0	0.1	10.8	11.4	0.2	11.2	12.2	0.2	12.0	12.3	0.2	12.1
45	0.3	0.0	0.3	2.5	0.0	2.4	3.8	0.0	3.7	4.5	0.0	4.5	4.8	0.0	4.7	5.0	0.0	5.0	5.3	0.0	5.2	5.4	0.0	5.3	5.5	0.0	5.5	5.7	0.0	5.7	6.0	0.0	5.9	6.0	0.0	5.9	6.3	0.0	6.3	6.3	0.0	6.3
40	0.7	0.0	0.7	2.9	0.1	2.7	4.1	0.1	3.9	4.3	0.1	4.2	4.5	0.1	4.3	4.6	0.1	4.5	4.8	0.1	4.7	5.4	0.1	5.2	5.5	0.1	5.4	5.8	0.1	5.6	6.0	0.1	5.8	6.0	0.1	5.9	6.5	0.1	6.3	6.5	0.1	6.3

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	7,730.86	open	55,945	7,760	4.4	7,734.3	14.1	7730	16.4	15.92	0.112	0.02300
T	10:00	7,734.53 +3.7	current	207,618	7,735	16.4	7,731.5	20.6	7735	14.7	15.87	-0.060	0.02680
T30	10:30	7,755.34 +20.8	current	393,313	7,750	30.3	7,741.4	21.7	7755	13.4	15.61	-0.018	0.03060
E	11:00	7,756.46 +1.1	current	235,664	7,750	27.4	7,741.8	25.8	7755	12.5	15.52	0.016	0.03440
E30	11:30	7,756.32 -0.1	current	146,260	7,755	18.8	7,748.9	33.3	7755	12.1	15.59	0.052	0.03740
N	12:00	7,762.42 +6.1	current	185,891	7,760	24.1	7,750.6	30.9	7760	11.2	15.55	0.030	0.04280
N30	12:30	7,765.22 +2.8	current	191,648	7,760	24.8	7,756.8	30.8	7765	10.6	15.51	-0.063	0.04840
P1	13:00	7,770.40 +5.2	current	268,763	7,770	33.1	7,762.4	31.3	7770	11.2	15.50	0.000	0.04940
P130	13:30	7,771.81 +1.4	current	154,361	7,770	29.2	7,764.1	41.0	7770	10.2	15.52	0.087	0.05900
P2	14:00	7,775.79 +4.0	current	188,041	7,775	29.9	7,768.3	44.9	7775	10.2	15.57	0.033	0.06640
P230	14:30	7,780.44 +4.6	current	207,553	7,775	37.9	7,772.3	45.6	7780	10.8	15.62	0.051	0.07240
P3	15:00	7,784.33 +3.9	current	202,899	7,780	43.2	7,774.0	45.4	7785	12.9	15.60	-0.005	0.07400
P330	15:30	7,789.74 +5.4	current	408,651	7,790	68.1	7,781.4	43.5	7790	15.7	15.61	-0.049	0.08500
C	16:00 Close	7,773.95 -15.8	close	451,162	7,775	79.6	7,779.1	50.3	7775	29.8	15.54	-0.246	0.22940

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.