Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-06 · Exp 2026-10-06 · Spot 7,818.93 · Window 7765–7945 · Last slot C · Generated 2026-10-06 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-10-06.json

Wall vs flow slot C · Call peak K7825 Δ38,356 vs wall K7860 away -35pt · Put peak K7820 Δ61,835 vs wall K7600 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

2026-10-06 SPX O 7,805.96 · H 7,844.52 · L 7,805.96 · C 7,818.93 prior C — VIX 15.01 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	7,805.96	7,826.21	7,819.57	7,831.74	7,843.01	7,839.71	7,831.27	7,829.19	7,825.58	7,825.60	7,825.79	7,828.84	7,824.74	7,818.93
VIX	15.36	15.48	15.42	15.37	15.36	15.19	15.07	15.07	15.15	15.05	15.05	15.00	15.07	15.05
ATM	25.15	23.55	20.60	18.00	16.90	14.80	14.00	12.60	12.00	10.20	8.20	6.70	5.75	1.55
IV	14.6	14.3	13.2	11.9	11.9	11.0	11.3	10.8	11.4	10.8	10.1	9.8	12.1	27.1
Wk	64.85	65.80	63.95	64.00	63.40	61.50	60.20	59.55	60.20	59.00	59.00	57.70	57.65	57.70

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
45	0.0	0.0	0	0.0	0.0	0	0.4	0.4	0	0.1	0.1	0	0.0	0.0	0.0	5.0	5.0	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0	0.3	0.3	0	0.0	0.0	0	0	0	0	0.0	0.0	0
40	0.0	0.0	0	0.4	0.4	0	1.0	1.0	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.2	0.2	0	0.0	0.0	0.0	0.0	0.0	0	0.4	0.4	0	0.0	0.0	0	0.0	0.0	0	0	0	0
35	0.2	0.2	0	0.8	0.8	0	1.9	1.9	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	0.2	0.2	0	0.0	0.0	0.0	0.4	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0
30	0.3	0.3	0	1.6	1.6	0	0.8	0.8	0.0	0.5	0.5	0.0	0.5	0.5	0	0.0	0.0	0.0	0.0	0.0	0	0.1	0.1	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.1	0.1	0.0
25	0.5	0.5	0.0	0.6	0.6	0.0	0.4	0.4	0	0.7	0.7	0.0	0.3	0.3	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	0.0	0.1	0.1	0.0	0.9	0.9	0.0	0.0	0.0	0	0.0	0.0	0.0
20	0.2	0.2	0	0.2	0.2	0.0	0.6	0.6	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	0.0	0.0	0.2	0.2	0.0	0.1	0.1	0	0.3	0.3	0	0.2	0.2	0.0	0.0	0.0	0	0.0	0.0	0.0
15	0.0	0.0	0.0	0.4	0.4	0.0	2.0	2.0	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.2	0.2	0	6.6	6.6	0.0	0.1	0.1	0.0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0.4	0.4	0.0	0.0	0.0	0.0	0.0	0.0	0.0
10	0.2	0.2	0	0.4	0.4	0	0.8	0.8	0	0.2	0.2	0.0	0.2	0.2	0	0.1	0.1	0	0.6	0.6	0	0.4	0.4	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
05	0.1	0.1	0	0.4	0.4	0	0.5	0.5	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.1	0.1	0.0	3.3	3.3	0.0	0.4	0.4	0	0.1	0.1	0.0	0.0	0.0	0	0.1	0.1	0	0.2	0.2	0	0.0	0.0	0	0.0	0.0	0
79	0.2	0.2	0.0	1.9	1.9	0.0	2.5	2.4	0.0	0.6	0.6	0.0	0.8	0.8	0.0	1.8	1.1	0.7	1.4	0.9	0.4	0.7	0.7	0.0	0.4	0.4	0.0	0.1	0.1	0.0	0.1	0.0	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0
95	0.3	0.3	0	0.6	0.6	0	1.0	1.0	0.0	0.5	0.5	0	1.0	1.0	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.8	0.8	0.0	0.1	0.1	0.0	0.2	0.2	0	0.2	0.2	0	0.0	0.0	0.0	0.0	0.0	0
90	0.1	0.1	0.0	1.0	1.0	0.0	2.4	2.4	0.0	0.8	0.7	0.0	1.2	1.1	0.0	0.8	0.8	0.0	0.7	0.7	0.0	0.6	0.5	0.0	1.1	1.1	0.0	0.6	0.6	0	0.1	0.1	0.0	0.3	0.3	0	0.3	0.3	0	0.0	0.0	0
85	0.2	0.2	0	1.4	1.4	0.0	4.6	4.6	0.0	1.6	1.6	0.0	1.2	1.2	0.0	1.1	1.1	0.0	0.8	0.8	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.6	0.6	0	0.1	0.1	0	0.3	0.3	0.0	0.1	0.1	0	0.0	0.0	0
80	1.0	1.0	0.0	8.8	8.8	0.0	10.4	10.4	0.0	6.4	6.4	0.0	4.2	4.2	0.0	13.0	12.9	0.0	11.0	11.0	0.0	1.8	1.8	0.0	1.4	1.4	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.5	0.5	0.0	0.1	0.1	0.0
75	0.4	0.4	0	3.9	3.9	0.0	5.3	5.2	0.0	2.1	2.1	0.0	4.3	4.2	0.0	9.5	9.5	0.0	1.8	1.7	0.0	1.3	1.3	0.0	1.6	1.6	0.0	0.5	0.5	0.0	1.0	1.0	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.0	0.0	0.0
70	1.0	1.0	0.0	4.1	4.1	0.0	10.0	9.7	0.2	4.0	3.9	0.0	9.6	9.5	0.1	4.2	4.1	0.1	2.9	2.8	0.0	2.4	2.3	0.0	1.8	1.8	0.0	2.0	2.0	0.0	1.4	1.4	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.0	0.0	0.0
65	0.8	0.8	0.0	13.9	13.8	0.0	9.8	9.7	0.1	6.2	6.1	0.0	9.8	9.6	0.1	7.4	7.1	0.2	4.8	4.7	0.0	4.4	4.4	0.0	2.8	2.8	0.0	1.5	1.5	0.0	1.1	1.0	0.0	0.7	0.6	0.0	0.3	0.3	0.0	0.8	0.8	0.0
60	1.1	1.1	0.0	28.2	28.1	0.0	25.7	24.9	0.8	16.4	16.2	0.1	20.4	19.3	1.0	11.5	10.9	0.5	11.6	11.3	0.3	8.7	8.5	0.1	6.7	6.2	0.5	3.0	2.9	0.1	2.5	2.4	0.0	1.8	1.8	0.0	0.7	0.7	0.0	0.3	0.2	0.0
55	2.1	2.1	0.0	9.0	8.9	0.1	15.4	14.9	0.5	11.6	11.2	0.4	15.6	14.2	1.4	9.9	8.9	1.0	10.5	10.0	0.4	6.1	5.8	0.2	4.8	4.6	0.1	3.9	3.9	0.0	2.3	2.2	0.0	1.5	1.4	0.1	1.2	1.1	0.0	0.4	0.4	0.0
50	2.4	2.3	0.0	16.7	16.3	0.4	26.0	24.3	1.7	18.1	17.5	0.6	26.0	22.8	3.1	17.1	14.4	2.6	16.2	14.4	1.8	16.0	14.8	1.1	11.7	11.0	0.6	7.1	6.8	0.3	6.4	5.8	0.5	3.0	2.8	0.2	3.5	3.2	0.2	1.4	1.0	0.3
45	1.9	1.9	0.0	11.9	11.4	0.4	16.3	15.3	1.0	13.1	12.1	1.0	23.8	19.8	3.9	18.9	14.3	4.6	15.8	13.2	2.6	13.6	12.6	1.0	9.6	8.8	0.7	8.7	8.3	0.4	6.8	6.1	0.7	3.8	3.3	0.4	4.8	4.6	0.2	1.7	1.5	0.2
40	2.4	2.3	0.0	18.3	17.7	0.6	22.5	19.1	3.3	22.3	20.0	2.3	31.8	21.6	10.2	28.1	14.4	13.6	25.1	14.5	10.5	21.0	16.9	4.0	17.1	14.3	2.7	16.3	14.4	1.9	16.7	14.6	2.0	9.5	8.1	1.3	9.9	8.6	1.2	4.9	4.0	0.8
35	2.5	2.5	0.0	14.7	14.1	0.6	24.4	16.8	7.6	19.9	16.8	3.1	25.0	15.5	9.5	14.4	4.9	9.5	20.8	8.4	12.3	24.3	16.5	7.7	22.4	16.6	5.8	22.8	20.4	2.3	22.9	20.3	2.6	14.8	12.7	2.1	17.6	15.7	1.9	10.7	9.0	1.6
30	2.5	2.4	0.0	17.0	15.3	1.6	36.9	23.4	13.4	31.5	22.5	8.9	18.3	8.4	9.9	10.7	2.8	7.8	17.4	4.2	13.1	31.4	14.1	17.3	34.8	21.6	13.1	33.3	25.6	7.7	36.8	25.0	11.7	31.3	23.9	7.4	41.6	29.3	12.2	36.3	28.3	7.9
25	2.3	2.0	0.2	16.1	12.9	3.2	26.9	14.9	12.0	28.9	17.5	11.3	14.4	5.0	9.4	8.6	1.5	7.0	10.3	1.7	8.5	18.9	4.7	14.2	37.0	17.0	20.0	29.0	14.0	14.9	30.4	9.9	20.5	30.1	10.7	19.4	44.4	12.8	31.6	70.0	38.3	31.7
20	3.0	2.7	0.3	23.5	16.5	7.0	26.2	9.7	16.4	24.3	12.7	11.6	13.6	3.0	10.6	8.0	1.3	6.7	9.7	1.2	8.5	15.9	2.9	13.0	35.8	10.9	24.9	24.9	5.0	19.8	20.9	3.2	17.6	20.1	3.5	16.5	28.1	4.2	23.9	87.2	25.3	61.8
15	4.3	3.1	1.2	20.0	11.9	8.1	15.5	5.3	10.1	16.3	5.3	11.0	10.1	1.4	8.7	4.9	0.9	4.0	5.9	1.0	4.8	9.5	1.3	8.1	25.0	4.6	20.3	15.7	1.6	14.0	11.0	1.8	9.1	8.7	1.8	6.8	8.8	2.1	6.7	34.0	4.9	29.1
10	4.2	2.2	2.0	17.9	9.5	8.3	13.7	3.0	10.7	14.7	3.6	11.0	8.4	1.7	6.6	4.8	0.6	4.2	5.2	0.8	4.4	6.8	0.6	6.2	19.7	2.3	17.3	11.7	1.5	10.2	7.3	1.2	6.1	6.3	1.2	5.1	6.3	1.2	5.0	13.6	2.3	11.3
05	2.1	1.2	0.9	16.5	11.2	5.3	10.3	1.5	8.7	10.1	1.6	8.4	7.0	1.2	5.8	4.0	0.2	3.7	3.2	0.7	2.4	6.2	0.7	5.4	12.3	1.4	10.8	7.1	2.0	5.0	4.7	1.7	2.9	4.6	2.2	2.4	4.4	1.5	2.8	5.2	0.4	4.8
78	3.8	2.0	1.7	22.7	11.2	11.5	19.3	1.8	17.4	17.2	2.0	15.2	8.7	0.7	8.0	5.7	0.3	5.3	6.3	0.6	5.6	9.4	1.6	7.7	16.9	2.6	14.3	11.6	4.1	7.4	5.5	1.8	3.6	5.4	2.0	3.4	5.2	1.5	3.6	6.5	0.9	5.5
95	1.1	0.3	0.8	8.3	1.2	7.0	8.7	0.7	8.0	7.7	0.6	7.0	3.4	0.2	3.2	1.7	0.1	1.6	2.6	0.0	2.5	1.6	0.1	1.5	5.0	0.2	4.7	2.3	0.1	2.2	1.3	0.2	1.1	1.5	0.2	1.2	0.8	0.1	0.6	1.8	0.2	1.5
90	1.5	0.3	1.2	8.3	0.8	7.4	8.9	0.5	8.4	8.2	0.3	7.9	5.4	0.2	5.2	1.8	0.1	1.7	1.6	0.0	1.5	2.5	0.0	2.5	6.0	0.4	5.5	2.7	0.0	2.6	1.1	0.0	1.0	1.4	0.1	1.2	1.0	0.1	0.9	0.9	0.1	0.8
85	1.4	0.1	1.3	7.7	0.8	6.9	6.1	0.3	5.8	6.9	0.3	6.5	2.7	0.1	2.5	1.1	0.1	1.0	1.0	0.0	0.9	1.5	0.0	1.5	3.4	0.6	2.8	1.6	0.1	1.5	0.5	0.0	0.4	0.8	0.2	0.5	1.4	0.1	1.3	0.5	0.1	0.3
80	1.5	0.2	1.3	5.9	0.4	5.4	5.6	0.3	5.3	5.3	0.3	4.9	2.8	0.1	2.6	1.2	0.0	1.2	1.6	0.0	1.6	1.6	0.0	1.5	3.1	0.5	2.6	1.4	0.1	1.3	0.9	0.1	0.8	1.3	0.3	1.0	0.5	0.0	0.4	0.5	0.0	0.5
75	2.5	0.2	2.3	6.1	0.4	5.6	14.3	0.2	14.1	10.1	0.2	9.8	1.8	0.1	1.7	1.5	0.0	1.5	1.4	0.0	1.4	1.8	0.0	1.8	2.4	0.0	2.3	0.9	0.0	0.9	0.5	0.1	0.4	0.8	0.2	0.6	0.3	0.0	0.2	0.3	0.1	0.2
70	1.5	0.1	1.3	6.7	0.4	6.3	15.1	0.2	14.8	9.5	0.1	9.3	2.5	0.0	2.5	0.7	0.0	0.7	1.1	0.0	1.0	1.0	0.0	0.9	3.9	0.0	3.8	0.7	0.0	0.6	0.6	0.1	0.5	0.4	0.0	0.3	0.2	0.0	0.2	0.3	0.0	0.2
65	1.0	0.0	0.9	3.5	0.1	3.4	3.3	0.1	3.2	2.3	0.0	2.3	1.0	0.0	1.0	0.9	0.0	0.9	0.7	0.0	0.7	0.8	0.0	0.8	0.8	0.0	0.8	0.5	0.0	0.5	0.6	0.0	0.5	0.5	0.0	0.5	0.4	0.0	0.4	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
45	0.0	0.0	0	0.0	0.0	0	0.4	0.4	0	0.5	0.5	0	0.6	0.6	0.0	5.7	5.7	0.0	5.8	5.8	0.0	5.9	5.9	0.0	5.9	5.9	0.0	5.9	5.9	0.0	6.3	6.3	0.0	6.3	6.3	0.0	6.3	6.3	0.0	6.3	6.3	0.0
40	0.0	0.0	0	0.4	0.4	0	1.4	1.4	0.0	1.8	1.7	0.0	2.0	1.9	0.0	2.2	2.2	0.0	2.2	2.2	0.0	2.5	2.4	0.0	2.5	2.5	0.0	2.6	2.6	0.0	3.0	3.0	0.0	3.0	3.0	0.0	3.0	3.0	0.0	3.0	3.0	0.0
35	0.2	0.2	0	1.1	1.1	0	3.0	3.0	0.0	3.2	3.2	0.0	3.4	3.4	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.6	3.6	0.0	3.8	3.8	0.0	3.9	3.9	0.0	4.3	4.3	0.0	4.3	4.3	0.0	4.4	4.4	0.0	4.4	4.4	0.0
30	0.3	0.3	0	2.0	2.0	0	2.9	2.9	0.0	3.5	3.5	0.0	4.0	4.0	0.0	4.1	4.1	0.0	4.2	4.1	0.0	4.3	4.3	0.0	4.7	4.7	0.0	4.8	4.7	0.0	5.2	5.1	0.0	5.4	5.4	0.0	5.5	5.5	0.0	5.6	5.6	0.0
25	0.5	0.5	0.0	1.2	1.2	0.0	1.6	1.6	0.0	2.3	2.3	0.0	2.7	2.6	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	3.2	3.2	0.0	4.1	4.1	0.0	4.1	4.1	0.0	4.2	4.1	0.0
20	0.2	0.2	0	0.4	0.4	0.0	1.0	1.0	0.0	1.3	1.3	0.0	1.8	1.8	0.0	2.1	2.1	0.0	2.4	2.3	0.0	2.4	2.4	0.0	2.7	2.7	0.0	2.8	2.8	0.0	3.2	3.2	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.5	3.5	0.0
15	0.0	0.0	0.0	0.5	0.5	0.0	2.5	2.5	0.0	2.6	2.6	0.0	3.0	3.0	0.0	3.3	3.3	0.0	9.9	9.9	0.0	10.1	10.0	0.0	10.2	10.2	0.0	10.3	10.3	0.0	10.3	10.3	0.0	10.7	10.7	0.0	10.8	10.7	0.0	10.8	10.7	0.0
10	0.2	0.2	0	0.6	0.6	0	1.5	1.5	0	1.8	1.8	0.0	2.0	2.0	0.0	2.1	2.1	0.0	2.8	2.8	0.0	3.3	3.2	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.5	3.4	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.5	3.5	0.0
05	0.1	0.1	0	0.5	0.5	0	1.1	1.1	0.0	1.4	1.4	0.0	2.2	2.2	0.0	2.3	2.3	0.0	5.7	5.7	0.0	6.1	6.1	0.0	6.3	6.3	0.0	6.3	6.3	0.0	6.4	6.4	0.0	6.7	6.6	0.0	6.7	6.7	0.0	6.7	6.7	0.0
79	0.2	0.2	0.0	2.2	2.1	0.0	4.7	4.6	0.0	5.3	5.3	0.0	6.2	6.1	0.0	8.1	7.2	0.8	9.5	8.2	1.2	10.2	8.9	1.3	10.7	9.4	1.3	10.8	9.5	1.3	11.0	9.6	1.3	11.3	9.9	1.3	11.3	9.9	1.3	11.3	9.9	1.3
95	0.3	0.3	0	1.0	1.0	0	2.0	2.0	0.0	2.6	2.6	0.0	3.6	3.6	0.0	4.6	4.5	0.0	5.3	5.3	0.0	5.9	5.8	0.0	6.8	6.7	0.0	6.9	6.8	0.0	7.1	7.1	0.0	7.4	7.3	0.0	7.4	7.4	0.0	7.5	7.4	0.0
90	0.1	0.1	0.0	1.1	1.1	0.0	3.6	3.6	0.0	4.4	4.4	0.0	5.6	5.6	0.0	6.5	6.4	0.0	7.2	7.1	0.0	7.8	7.7	0.0	9.0	8.9	0.0	9.7	9.6	0.0	9.8	9.7	0.0	10.2	10.1	0.0	10.5	10.4	0.0	10.5	10.4	0.0
85	0.2	0.2	0	1.7	1.7	0.0	6.4	6.3	0.0	8.0	7.9	0.0	9.3	9.2	0.0	10.4	10.4	0.0	11.3	11.2	0.0	11.8	11.7	0.0	12.5	12.4	0.0	13.2	13.1	0.0	13.3	13.2	0.0	13.6	13.5	0.0	13.8	13.7	0.0	13.8	13.7	0.0
80	1.0	1.0	0.0	9.9	9.9	0.0	20.4	20.3	0.0	26.8	26.8	0.0	31.1	31.0	0.0	44.1	44.0	0.0	55.2	55.1	0.1	57.1	56.9	0.1	58.6	58.4	0.1	59.1	58.9	0.2	59.6	59.4	0.2	59.9	59.6	0.2	60.4	60.2	0.2	60.5	60.3	0.2
75	0.4	0.4	0	4.3	4.3	0.0	9.6	9.5	0.1	11.7	11.6	0.1	16.0	15.9	0.1	25.6	25.4	0.2	27.4	27.1	0.2	28.8	28.5	0.3	30.5	30.1	0.3	31.0	30.7	0.3	32.1	31.7	0.3	32.4	32.1	0.3	32.6	32.3	0.3	32.7	32.4	0.3
70	1.0	1.0	0.0	5.2	5.2	0.0	15.2	14.9	0.3	19.3	18.9	0.4	29.0	28.4	0.5	33.3	32.6	0.6	36.2	35.5	0.6	38.6	37.9	0.7	40.5	39.7	0.7	42.6	41.8	0.8	44.0	43.2	0.8	44.3	43.5	0.8	44.7	43.8	0.8	44.8	43.9	0.8
65	0.8	0.8	0.0	14.7	14.6	0.0	24.6	24.4	0.2	30.8	30.5	0.2	40.6	40.2	0.4	48.1	47.3	0.7	52.9	52.1	0.7	57.4	56.5	0.8	60.2	59.4	0.8	61.8	60.9	0.8	62.9	62.0	0.9	63.6	62.7	0.9	64.0	63.0	0.9	64.8	63.8	0.9
60	1.1	1.1	0.0	29.3	29.3	0.0	55.1	54.2	0.9	71.5	70.4	1.1	92.0	89.8	2.1	103.5	100.8	2.7	115.1	112.1	3.0	123.8	120.6	3.1	130.6	126.9	3.7	133.7	129.8	3.8	136.2	132.3	3.9	138.1	134.1	3.9	138.9	134.9	3.9	139.2	135.2	4.0
55	2.1	2.1	0.0	11.2	11.0	0.1	26.7	26.0	0.6	38.3	37.2	1.0	54.0	51.4	2.5	63.9	60.3	3.5	74.4	70.4	4.0	80.5	76.2	4.3	85.3	80.8	4.5	89.3	84.7	4.5	91.7	87.0	4.6	93.2	88.4	4.7	94.5	89.6	4.8	94.9	90.0	4.8
50	2.4	2.3	0.0	19.1	18.7	0.4	45.2	43.0	2.1	63.4	60.5	2.8	89.4	83.4	5.9	106.5	97.9	8.6	122.8	112.3	10.4	138.8	127.2	11.6	150.5	138.3	12.2	157.7	145.1	12.6	164.1	150.9	13.2	167.2	153.8	13.4	170.7	157.0	13.7	172.1	158.0	14.0
45	1.9	1.9	0.0	13.8	13.3	0.5	30.2	28.6	1.5	43.4	40.8	2.5	67.2	60.7	6.5	86.1	75.0	11.1	101.9	88.2	13.7	115.6	100.8	14.7	125.2	109.7	15.5	134.0	118.1	15.9	140.9	124.2	16.6	144.7	127.6	17.1	149.6	132.2	17.3	151.4	133.8	17.6
40	2.4	2.3	0.0	20.7	20.0	0.6	43.2	39.2	4.0	65.6	59.2	6.3	97.4	80.8	16.5	125.5	95.2	30.2	150.7	109.8	40.8	171.7	126.8	44.9	188.9	141.1	47.7	205.2	155.6	49.6	221.9	170.3	51.6	231.4	178.4	53.0	241.4	187.1	54.2	246.3	191.2	55.1
35	2.5	2.5	0.0	17.3	16.6	0.7	41.7	33.4	8.3	61.7	50.2	11.4	86.8	65.8	20.9	101.2	70.7	30.5	122.1	79.2	42.9	146.4	95.7	50.7	168.9	112.3	56.5	191.7	132.8	58.9	214.7	153.1	61.5	229.6	165.8	63.7	247.2	181.5	65.6	257.9	190.6	67.3
30	2.5	2.4	0.0	19.6	17.8	1.7	56.5	41.2	15.2	88.0	63.8	24.2	106.4	72.2	34.1	117.1	75.1	42.0	134.5	79.4	55.1	166.0	93.5	72.5	200.8	115.1	85.7	234.2	140.8	93.4	271.1	165.8	105.2	302.4	189.8	112.6	344.1	219.1	124.9	380.4	247.5	132.8
25	2.3	2.0	0.2	18.4	14.9	3.4	45.4	29.9	15.4	74.3	47.4	26.8	88.8	52.4	36.3	97.4	53.9	43.4	107.7	55.7	52.0	126.7	60.4	66.2	163.8	77.5	86.2	192.8	91.6	101.2	223.3	101.5	121.7	253.4	112.2	141.2	297.9	125.0	172.8	368.0	163.4	204.5
20	3.0	2.7	0.3	26.5	19.2	7.3	52.8	28.9	23.8	77.1	41.6	35.4	90.7	44.6	46.0	98.8	46.0	52.8	108.6	47.2	61.3	124.6	50.1	74.4	160.4	61.0	99.3	185.3	66.0	119.2	206.3	69.3	136.9	226.4	72.9	153.5	254.6	77.1	177.5	341.8	102.5	239.3
15	4.3	3.1	1.2	24.4	15.0	9.3	40.0	20.4	19.5	56.3	25.8	30.5	66.5	27.2	39.2	71.4	28.2	43.2	77.3	29.2	48.1	86.9	30.5	56.3	111.9	35.2	76.6	127.6	36.9	90.7	138.6	38.7	99.8	147.3	40.6	106.7	156.2	42.7	113.5	190.3	47.6	142.6
10	4.2	2.2	2.0	22.1	11.7	10.4	35.9	14.8	21.1	50.6	18.4	32.1	59.1	20.2	38.8	63.9	20.8	43.0	69.1	21.6	47.4	76.0	22.3	53.6	95.7	24.6	71.0	107.5	26.1	81.3	114.8	27.4	87.4	121.2	28.6	92.5	127.5	29.9	97.6	141.2	32.2	108.9
05	2.1	1.2	0.9	18.7	12.4	6.2	29.0	14.0	15.0	39.1	15.6	23.4	46.2	16.9	29.2	50.2	17.2	33.0	53.4	17.9	35.4	59.6	18.7	40.9	72.0	20.2	51.7	79.1	22.3	56.8	83.8	24.1	59.7	88.5	26.3	62.2	93.0	27.9	65.1	98.3	28.4	69.9
78	3.8	2.0	1.7	26.5	13.2	13.3	45.9	15.1	30.8	63.2	17.1	46.0	72.0	17.8	54.1	77.7	18.2	59.4	84.0	18.9	65.1	93.4	20.5	72.9	110.4	23.1	87.2	122.0	27.3	94.6	127.5	29.2	98.3	133.0	31.2	101.8	138.3	32.8	105.4	144.8	33.8	111.0
95	1.1	0.3	0.8	9.4	1.6	7.8	18.2	2.3	15.9	25.9	2.9	22.9	29.4	3.2	26.2	31.1	3.3	27.8	33.7	3.3	30.4	35.4	3.4	31.9	40.4	3.7	36.6	42.8	3.9	38.8	44.1	4.1	40.0	45.6	4.4	41.2	46.5	4.5	41.9	48.4	4.8	43.5
90	1.5	0.3	1.2	9.8	1.1	8.6	18.8	1.7	17.1	27.1	2.1	25.0	32.6	2.3	30.2	34.4	2.5	31.9	36.1	2.5	33.5	38.7	2.6	36.0	44.7	3.1	41.5	47.4	3.2	44.2	48.6	3.2	45.3	50.0	3.4	46.6	51.1	3.5	47.5	52.0	3.6	48.4
85	1.4	0.1	1.3	9.1	0.9	8.2	15.3	1.3	14.0	22.3	1.6	20.6	25.0	1.8	23.1	26.1	1.9	24.1	27.1	2.0	25.1	28.7	2.1	26.6	32.2	2.7	29.4	33.8	2.8	31.0	34.4	2.9	31.5	35.2	3.1	32.1	36.7	3.3	33.4	37.3	3.5	33.8
80	1.5	0.2	1.3	7.4	0.7	6.7	13.1	1.0	12.1	18.5	1.3	17.1	21.3	1.5	19.8	22.6	1.5	21.0	24.2	1.6	22.6	25.9	1.7	24.2	29.0	2.2	26.8	30.5	2.4	28.1	31.5	2.5	28.9	32.8	2.8	30.0	33.4	2.9	30.4	34.0	3.0	31.0
75	2.5	0.2	2.3	8.7	0.7	8.0	23.1	0.9	22.1	33.2	1.2	31.9	35.1	1.3	33.7	36.6	1.4	35.2	38.1	1.4	36.7	40.0	1.4	38.5	42.5	1.5	40.9	43.5	1.5	41.9	44.0	1.6	42.3	44.9	1.9	42.9	45.2	2.0	43.2	45.6	2.1	43.4
70	1.5	0.1	1.3	8.2	0.5	7.6	23.3	0.8	22.5	32.8	1.0	31.8	35.4	1.1	34.3	36.2	1.1	35.0	37.3	1.1	36.1	38.4	1.2	37.1	42.3	1.3	41.0	43.0	1.3	41.6	43.7	1.4	42.2	44.1	1.5	42.6	44.4	1.5	42.8	44.7	1.6	43.1
65	1.0	0.0	0.9	4.6	0.2	4.4	8.0	0.3	7.6	10.4	0.4	10.0	11.4	0.4	11.0	12.4	0.4	11.9	13.1	0.4	12.7	14.0	0.4	13.5	14.9	0.4	14.4	15.4	0.4	15.0	16.1	0.5	15.5	16.6	0.5	16.0	17.1	0.5	16.5	17.3	0.6	16.7

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	7,805.96	open	52,348	7,815	4.3	7,823.6	19.6	7805	14.6	15.36	0.150	0.02540
T	10:00	7,826.21 +20.3	current	321,263	7,860	28.2	7,828.9	17.7	7825	14.3	15.48	-0.001	0.02720
T30	10:30	7,819.57 -6.6	current	397,539	7,830	36.9	7,831.0	17.3	7820	13.2	15.42	-0.006	0.03100
E	11:00	7,831.74 +12.2	current	320,730	7,830	31.5	7,826.3	25.1	7830	11.9	15.37	0.083	0.03580
E30	11:30	7,843.01 +11.3	current	279,323	7,840	31.8	7,837.6	29.2	7845	11.9	15.36	-0.064	0.03740
N	12:00	7,839.71 -3.3	current	201,889	7,840	28.1	7,845.2	30.5	7840	11.0	15.19	-0.038	0.04300
N30	12:30	7,831.27 -8.4	current	204,467	7,840	25.1	7,842.4	23.8	7830	11.3	15.07	0.020	0.04520
P1	13:00	7,829.19 -2.1	current	214,037	7,830	31.4	7,832.3	34.9	7830	10.8	15.07	-0.085	0.05060
P130	13:30	7,825.58 -3.6	current	291,683	7,825	37.0	7,824.4	36.9	7825	11.4	15.15	-0.027	0.05300
P2	14:00	7,825.60 +0.0	current	213,303	7,830	33.3	7,826.3	41.0	7825	10.8	15.05	-0.005	0.06240
P230	14:30	7,825.79 +0.2	current	187,690	7,830	36.8	7,829.2	47.0	7825	10.1	15.05	0.049	0.07680
P3	15:00	7,828.84 +3.1	current	153,765	7,830	31.3	7,826.8	49.6	7830	9.8	15.00	-0.131	0.09600
P330	15:30	7,824.74 -4.1	current	184,463	7,825	44.4	7,825.8	62.0	7825	12.1	15.07	0.007	0.10980
C	16:00 Close	7,818.93 -5.8	close	279,029	7,820	87.2	7,821.8	68.6	7820	27.1	15.05	-0.072	0.23750

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.