EOD ΔVol
Session 2026-10-07 · Exp 2026-10-07 · Spot 7,801.77 · Window 7650–7865 · Last slot C · Generated 2026-10-07 16:45:02 ET · ET
· Data: SQLite · spx_intraday_2026-10-07.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 K7800 Δ46,109 vs wall K7940 away
-140pt · Put peak K7800 Δ43,523 vs wall K7655 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
2026-10-07SPX
O 7,792.98 · H 7,807.02 · L 7,763.34 · C 7,801.77
prior C — VIX
15.08
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
7,792.98
7,774.33
7,770.98
7,771.22
7,775.80
7,790.64
7,794.94
7,791.22
7,801.04
7,800.78
7,802.92
7,804.02
7,797.69
7,801.77
VIX
15.68
15.65
15.71
15.67
15.64
15.34
15.40
15.36
15.16
15.15
15.12
15.07
15.09
15.09
ATM
27.00
25.45
22.70
20.95
19.10
17.80
16.35
14.65
13.25
12.00
8.95
7.50
6.17
3.00
IV
15.3
15.7
14.6
14.1
13.6
13.3
13.2
12.7
12.6
12.7
10.8
11.1
12.8
27.3
Wk
58.35
57.10
56.70
55.45
54.00
50.70
51.15
50.80
50.60
49.85
48.90
48.30
48.10
48.40
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
65
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.6
0.6
0.0
0.4
0.4
0.0
0.3
0.3
0
0.5
0.5
0
0.4
0.4
0
0.3
0.3
0
0.4
0.4
0
0.6
0.6
0.0
0.0
0.0
0.0
60
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.9
0.9
0.0
0.6
0.6
0.0
0.4
0.4
0.0
0.8
0.8
0.0
0.2
0.2
0.0
0.4
0.4
0
0.3
0.3
0.0
0.2
0.2
0.0
0.0
0.0
0
55
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.3
1.3
0.0
0.8
0.7
0.0
0.3
0.3
0
1.4
1.4
0.0
0.4
0.4
0
0.6
0.6
0.0
0.5
0.5
0.0
0.3
0.3
0.0
0.1
0.1
0.0
50
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.9
1.8
0.0
1.2
1.2
0.0
0.9
0.9
0.0
1.5
1.4
0.0
1.8
1.5
0.3
1.3
1.2
0.0
0.4
0.4
0.0
0.5
0.4
0.0
1.4
0.7
0.7
45
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.1
1.1
0.0
1.4
1.4
0.0
0.6
0.6
0.0
1.7
1.7
0.0
0.5
0.5
0.0
1.1
1.1
0.0
0.4
0.4
0.0
0.4
0.4
0.0
0.1
0.1
0.0
40
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.7
1.7
0.0
1.5
1.5
0.0
1.1
1.1
0.0
1.8
1.7
0.0
4.3
4.2
0.0
2.4
2.3
0.0
0.7
0.7
0.0
1.4
1.3
0.0
0.1
0.0
0.0
35
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.9
1.9
0.0
1.9
1.8
0.0
2.1
2.1
0.0
3.7
3.6
0.0
4.9
4.8
0.0
3.8
3.8
0.0
1.4
1.4
0.0
1.0
1.0
0.0
0.2
0.1
0.0
30
1.5
1.5
0.0
5.2
4.9
0.2
7.4
7.3
0.0
6.3
6.3
0.0
2.5
2.4
0.1
2.7
2.6
0.1
2.9
2.8
0.1
1.8
1.7
0.0
5.2
4.8
0.3
3.4
3.3
0.0
3.9
3.8
0.1
1.3
1.2
0.0
2.3
2.2
0.0
0.3
0.2
0.0
25
1.5
1.4
0.0
6.7
6.1
0.5
4.0
3.8
0.1
4.7
4.6
0.1
2.0
1.9
0.0
5.0
4.8
0.1
3.6
3.4
0.1
3.9
3.8
0.1
7.9
7.3
0.5
4.7
4.4
0.2
7.0
6.7
0.3
3.2
2.9
0.2
3.8
3.4
0.4
1.8
1.5
0.2
20
1.8
1.5
0.2
10.5
9.8
0.7
6.6
6.1
0.4
4.4
4.2
0.1
3.6
3.5
0.1
9.6
9.4
0.2
6.0
5.7
0.2
4.7
4.5
0.2
13.4
12.6
0.7
6.8
6.4
0.4
9.0
8.6
0.4
6.2
5.8
0.4
8.2
7.4
0.7
3.1
2.7
0.4
15
1.6
1.5
0.1
7.7
6.8
0.8
4.1
3.9
0.2
3.5
3.4
0.1
3.2
3.1
0.0
6.9
6.6
0.2
7.2
7.0
0.2
6.0
5.4
0.6
17.6
16.4
1.2
9.7
9.0
0.6
11.9
10.6
1.2
7.4
6.6
0.8
10.9
9.9
0.9
6.2
5.7
0.4
10
1.6
1.3
0.2
11.5
10.8
0.6
7.2
6.7
0.4
6.4
6.1
0.2
5.8
5.6
0.1
12.2
11.7
0.5
10.9
10.1
0.7
7.8
7.1
0.6
23.9
21.2
2.6
11.8
10.5
1.3
19.6
17.2
2.3
18.8
16.5
2.3
23.8
20.9
2.9
17.3
15.2
2.1
05
0.6
0.5
0.1
7.7
6.9
0.8
9.1
8.3
0.8
5.2
4.9
0.2
5.3
5.1
0.1
13.7
13.0
0.7
10.6
9.8
0.8
10.8
10.0
0.8
28.3
22.7
5.6
17.7
13.2
4.5
25.8
18.2
7.5
26.8
19.1
7.6
36.7
26.3
10.4
50.4
42.9
7.4
78
1.3
0.9
0.4
18.7
16.5
2.1
19.2
18.2
0.9
15.5
14.7
0.8
15.0
14.4
0.5
28.8
26.6
2.1
18.0
14.7
3.3
16.0
12.6
3.4
38.2
25.5
12.7
22.6
10.3
12.2
32.6
14.7
17.9
29.8
11.0
18.8
50.1
20.0
30.0
89.6
46.1
43.5
95
1.1
0.6
0.4
7.8
6.5
1.2
9.8
9.1
0.7
11.8
11.2
0.5
10.6
9.3
1.2
20.8
17.6
3.1
21.4
14.7
6.6
19.0
10.5
8.4
23.0
12.0
11.0
10.2
2.4
7.7
17.6
3.7
13.8
15.4
3.1
12.3
33.2
5.6
27.6
53.4
11.9
41.5
90
2.2
1.2
1.0
12.1
8.5
3.5
10.7
9.2
1.5
10.4
9.4
1.0
11.2
10.1
1.1
27.4
18.9
8.4
22.4
10.4
12.0
19.8
7.2
12.5
22.5
7.3
15.2
12.3
2.4
9.8
16.1
2.9
13.1
10.1
1.8
8.3
19.8
3.3
16.4
24.3
3.0
21.2
85
1.8
0.5
1.2
13.4
7.1
6.3
8.5
6.4
2.0
7.9
6.1
1.7
10.8
9.2
1.6
22.0
12.5
9.5
10.9
3.3
7.6
9.3
2.4
6.9
12.5
2.3
10.1
5.9
0.6
5.2
9.3
1.0
8.3
6.6
1.1
5.5
7.9
1.0
6.8
8.9
1.5
7.3
80
1.5
0.2
1.2
18.5
9.0
9.4
18.5
12.2
6.3
12.8
9.2
3.6
18.0
13.0
5.0
20.4
11.7
8.7
10.2
3.0
7.1
9.1
1.2
7.8
12.8
2.0
10.7
5.0
0.5
4.4
6.8
1.3
5.4
3.5
0.7
2.7
4.6
0.8
3.8
6.3
0.6
5.6
75
0.8
0.1
0.6
19.7
7.9
11.7
21.9
12.2
9.6
17.2
11.0
6.1
20.7
10.8
9.8
17.3
6.6
10.6
10.0
1.9
8.1
7.4
1.3
6.1
8.7
1.0
7.6
3.6
0.4
3.1
4.2
0.7
3.5
2.3
0.2
2.0
3.5
0.3
3.2
4.4
0.3
4.0
70
0.9
0.1
0.8
17.4
4.6
12.7
23.3
7.5
15.7
21.9
10.2
11.7
22.1
9.4
12.6
22.8
3.6
19.2
10.1
1.0
9.1
6.4
0.5
5.8
11.6
0.7
10.9
2.6
0.2
2.3
5.8
0.1
5.6
6.2
0.2
6.0
1.4
0.1
1.3
1.7
0.4
1.2
65
0.6
0.0
0.6
10.7
2.6
8.1
12.2
3.3
8.9
14.8
4.7
10.1
13.3
3.3
10.0
10.0
1.3
8.6
6.8
0.3
6.5
3.0
0.2
2.8
4.9
0.1
4.7
1.4
0.0
1.3
2.8
0.2
2.5
1.8
0.0
1.7
2.7
0.2
2.4
1.8
0.1
1.7
60
0.7
0.0
0.7
10.5
1.2
9.2
11.4
2.0
9.4
11.6
2.5
9.1
11.8
1.9
9.9
9.8
0.7
9.0
5.1
0.6
4.5
2.5
0.1
2.3
3.4
0.1
3.2
1.9
0.0
1.9
2.8
0.1
2.6
1.3
0.0
1.2
2.1
0.0
2.0
0.7
0.1
0.6
55
0.7
0.0
0.6
7.1
0.7
6.4
9.6
1.1
8.5
8.1
1.3
6.7
9.8
1.1
8.7
5.9
0.3
5.6
4.3
0.2
4.1
1.6
0.0
1.5
2.7
0.1
2.6
1.2
0.0
1.2
2.1
0.0
2.0
1.0
0.0
0.9
0.7
0.0
0.7
0.6
0.0
0.6
50
1.6
0.0
1.6
14.7
1.0
13.7
14.5
1.6
12.9
12.5
0.9
11.6
12.0
0.7
11.2
8.3
0.5
7.7
4.3
0.1
4.1
2.8
0.0
2.7
3.0
0.1
2.9
1.5
0.0
1.4
2.4
0.0
2.3
1.8
0.0
1.7
1.0
0.0
0.9
1.1
0.0
1.0
45
1.0
0.0
1.0
8.7
0.3
8.4
9.7
0.4
9.2
12.4
0.4
12.0
10.0
0.3
9.6
6.3
0.2
6.0
3.2
0.1
3.0
0.9
0.0
0.9
1.9
0.0
1.8
0.7
0.0
0.7
1.4
0.0
1.4
0.5
0.0
0.5
0.8
0.0
0.8
0.3
0.0
0.3
40
0.7
0.0
0.6
11.0
0.4
10.6
9.6
0.3
9.2
8.2
0.3
7.8
8.6
0.1
8.5
5.3
0.1
5.2
4.9
0.0
4.8
1.4
0.0
1.4
1.9
0.0
1.8
0.5
0.0
0.5
1.1
0.0
1.1
0.5
0
0.5
0.6
0.0
0.6
0.2
0.0
0.1
35
0.9
0.0
0.8
9.0
0.1
8.9
6.1
0.1
6.0
7.9
0.1
7.8
6.0
0.1
5.9
3.2
0.0
3.2
3.5
0.0
3.4
0.6
0.0
0.6
1.4
0.0
1.4
1.0
0.0
1.0
0.6
0.0
0.6
0.3
0.0
0.3
0.1
0.0
0.1
0.1
0.0
0.1
30
0.5
0.0
0.5
11.5
0.1
11.3
6.1
0.1
5.9
5.0
0.1
4.8
4.5
0.0
4.5
2.8
0.0
2.8
1.9
0.0
1.9
0.6
0.0
0.6
2.1
0.0
2.1
0.4
0.0
0.4
0.4
0.0
0.4
0.5
0
0.5
0.2
0.0
0.2
0.2
0.0
0.2
25
1.1
0.0
1.1
9.4
0.1
9.2
5.7
0.1
5.6
4.6
0.1
4.5
3.3
0.0
3.3
2.5
0.0
2.5
1.5
0.0
1.5
0.4
0.0
0.4
1.0
0.0
1.0
0.3
0.0
0.3
1.0
0.0
1.0
0.4
0.0
0.4
0.2
0.0
0.2
0.1
0.0
0.1
20
1.2
0.0
1.2
8.4
0.1
8.3
3.9
0.0
3.9
4.7
0.0
4.6
2.3
0.0
2.3
2.1
0.0
2.1
1.3
0.0
1.3
0.6
0.0
0.6
2.0
0.1
1.9
0.4
0.0
0.4
0.7
0.0
0.7
0.2
0
0.2
0.3
0.0
0.3
0.0
0.0
0.0
15
1.1
0.0
1.1
17.6
0.1
17.5
3.2
0.0
3.1
2.7
0.0
2.7
1.7
0.0
1.7
1.1
0.0
1.1
0.7
0.0
0.7
0.3
0.0
0.3
0.5
0.0
0.5
0.3
0.0
0.3
0.7
0.0
0.7
0.2
0
0.2
0.1
0
0.1
0.0
0.0
0.0
10
1.0
0.0
0.9
16.6
0.0
16.6
3.9
0.0
3.9
2.6
0.0
2.6
2.2
0.0
2.2
1.1
0.0
1.1
1.5
0.0
1.5
0.4
0.0
0.4
0.8
0
0.8
0.4
0.0
0.3
0.5
0.0
0.5
0.2
0
0.2
0.0
0.0
0.0
0.0
0.0
0.0
05
0.2
0.0
0.2
5.1
0.0
5.0
1.8
0.0
1.7
1.1
0.0
1.1
0.7
0.0
0.7
0.5
0.0
0.5
0.3
0.0
0.3
0.2
0
0.2
0.4
0.1
0.3
0.3
0.0
0.3
1.1
0.0
1.1
0.0
0.0
0.0
0.2
0.0
0.2
0.0
0
0.0
77
0.9
0.0
0.9
6.4
0.1
6.3
2.2
0.0
2.1
1.7
0.0
1.6
1.7
0.0
1.6
1.4
0.0
1.4
0.5
0.0
0.5
0.4
0.0
0.4
0.3
0.0
0.3
0.2
0.0
0.1
0.3
0.0
0.3
0.5
0.0
0.5
0.7
0.0
0.7
0.0
0.0
0.0
95
0.3
0.0
0.3
3.6
0.0
3.5
1.1
0.0
1.1
0.7
0.0
0.7
0.6
0.0
0.6
1.0
0.0
1.0
0.2
0.0
0.2
0.2
0.0
0.2
0.3
0.0
0.3
0.1
0
0.1
0.1
0.0
0.1
0.1
0
0.1
0.2
0.0
0.2
0.0
0.0
0.0
90
0.2
0
0.2
2.4
0.0
2.4
1.3
0.0
1.3
0.5
0.0
0.5
0.8
0.0
0.8
0.4
0
0.4
0.7
0.0
0.7
0.2
0.0
0.2
0.5
0.0
0.5
0.1
0.0
0.1
0.2
0.0
0.2
0.2
0.0
0.2
0.1
0.0
0.1
0.0
0.0
0.0
85
0.1
0.0
0.1
1.3
0.0
1.3
1.3
0.0
1.3
0.4
0
0.4
0.4
0.0
0.4
0.2
0
0.2
0.2
0
0.2
0.2
0
0.2
0.6
0
0.6
0.1
0.0
0.1
0.1
0
0.1
0.0
0
0.0
0.3
0.0
0.3
0.0
0
0.0
80
0.2
0
0.2
1.9
0.0
1.9
0.8
0
0.8
0.5
0.0
0.5
0.7
0.0
0.7
0.3
0.0
0.3
1.4
0
1.4
0.2
0
0.2
0.5
0
0.5
0.8
0.0
0.8
0.2
0.1
0.1
0.3
0
0.3
0.7
0
0.7
0.0
0.0
0.0
75
0.1
0.0
0.1
1.9
0.0
1.9
0.7
0.0
0.7
0.2
0.0
0.2
0.4
0.0
0.3
0.1
0.0
0.1
0.5
0.0
0.5
0.2
0.0
0.2
0.2
0.0
0.2
0.4
0.0
0.3
0.3
0.1
0.2
0.1
0
0.1
0.6
0.0
0.6
0.0
0.0
0.0
70
0.1
0.0
0.1
2.0
0.0
2.0
0.4
0.0
0.4
0.3
0
0.3
0.4
0.0
0.4
1.2
0.0
1.2
0.4
0.0
0.4
0.2
0.0
0.2
0.3
0
0.3
0.3
0.0
0.3
0.0
0
0.0
0.1
0
0.1
0.4
0
0.4
0.0
0.0
0.0
65
0.0
0.0
0.0
1.0
0.0
1.0
0.2
0
0.2
0.1
0
0.1
0.1
0
0.1
0.1
0
0.1
0.4
0.0
0.4
0.1
0
0.1
0.3
0.0
0.3
0.2
0.0
0.2
0.0
0
0.0
0.1
0
0.1
0.2
0
0.2
0
0
0
60
0.0
0
0.0
1.3
0.0
1.3
0.2
0.0
0.2
0.1
0.0
0.1
0.2
0.0
0.2
0.1
0
0.1
0.1
0
0.1
0.1
0.0
0.1
0.1
0.0
0.1
0.0
0.0
0.0
0.0
0
0.0
0.1
0
0.1
0.0
0.0
0.0
0.0
0
0.0
55
0.1
0.0
0.1
0.6
0.0
0.6
0.4
0.0
0.4
0.1
0.0
0.1
0.0
0.0
0.0
0.2
0
0.2
0.1
0.0
0.1
0.1
0
0.1
0.1
0.0
0.1
0.0
0
0.0
0.0
0
0.0
0.1
0
0.1
0.0
0
0.0
0.0
0
0.0
50
0.1
0.0
0.1
1.2
0
1.2
0.8
0
0.8
0.1
0.0
0.1
0.2
0.0
0.2
0.2
0
0.2
0.0
0
0.0
0.0
0
0.0
0.1
0.0
0.1
0.1
0
0.1
0.1
0.0
0.0
0.2
0.0
0.2
0.0
0
0.0
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).
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
65
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3.6
3.5
0.0
4.0
4.0
0.0
4.3
4.3
0.0
4.8
4.8
0.0
5.3
5.2
0.0
5.6
5.6
0.0
6.1
6.0
0.0
6.7
6.7
0.0
6.7
6.7
0.0
60
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5.5
5.5
0.0
6.2
6.1
0.0
6.6
6.5
0.0
7.4
7.3
0.0
7.6
7.6
0.0
8.1
8.0
0.0
8.5
8.4
0.0
8.8
8.7
0.0
8.8
8.7
0.0
55
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
9.0
9.0
0.0
9.8
9.7
0.0
10.2
10.1
0.0
11.6
11.6
0.0
12.0
12.0
0.0
12.7
12.6
0.0
13.3
13.2
0.0
13.6
13.6
0.0
13.8
13.7
0.0
50
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
17.9
15.6
2.3
19.2
16.8
2.3
20.1
17.7
2.3
21.7
19.2
2.4
23.6
20.7
2.8
24.9
22.0
2.9
25.4
22.4
3.0
26.0
22.9
3.0
27.5
23.7
3.7
45
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
7.2
7.1
0.0
8.6
8.5
0.0
9.2
9.2
0.0
11.0
10.9
0.0
11.6
11.4
0.1
12.7
12.6
0.1
13.2
13.1
0.1
13.7
13.5
0.1
13.8
13.6
0.1
40
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
11.4
11.1
0.3
13.0
12.6
0.3
14.2
13.8
0.3
16.0
15.5
0.4
20.3
19.8
0.5
22.7
22.2
0.5
23.5
22.9
0.5
24.9
24.3
0.5
25.0
24.4
0.6
35
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20.3
20.1
0.1
22.2
22.0
0.1
24.3
24.1
0.2
28.1
27.8
0.2
33.0
32.7
0.3
36.9
36.5
0.3
38.3
37.9
0.3
39.4
39.0
0.4
39.6
39.2
0.4
30
1.5
1.5
0.0
6.7
6.4
0.3
14.2
13.8
0.3
20.6
20.1
0.4
23.1
22.5
0.6
25.9
25.2
0.7
28.8
28.0
0.8
30.7
29.8
0.9
35.9
34.6
1.2
39.3
38.0
1.3
43.3
41.8
1.4
44.7
43.1
1.5
47.0
45.4
1.6
47.4
45.7
1.6
25
1.5
1.4
0.0
8.2
7.6
0.6
12.3
11.4
0.8
17.0
16.1
0.9
19.0
18.1
0.9
24.1
22.9
1.1
27.7
26.4
1.3
31.7
30.2
1.4
39.6
37.6
2.0
44.3
42.0
2.3
51.4
48.7
2.6
54.6
51.7
2.9
58.5
55.2
3.3
60.4
56.7
3.6
20
1.8
1.5
0.2
12.3
11.4
0.9
18.9
17.5
1.4
23.4
21.8
1.5
27.0
25.4
1.6
36.7
34.8
1.9
42.8
40.6
2.1
47.5
45.1
2.4
60.9
57.7
3.2
67.8
64.1
3.6
76.9
72.8
4.1
83.2
78.6
4.5
91.4
86.1
5.2
94.5
88.9
5.6
15
1.6
1.5
0.1
9.3
8.3
1.0
13.4
12.2
1.2
17.0
15.6
1.3
20.3
18.8
1.4
27.2
25.5
1.7
34.5
32.5
1.9
40.5
37.9
2.5
58.2
54.4
3.7
67.9
63.4
4.4
79.8
74.1
5.7
87.3
80.7
6.5
98.2
90.7
7.4
104.4
96.4
7.9
10
1.6
1.3
0.2
13.1
12.2
0.9
20.4
19.0
1.4
26.9
25.1
1.7
32.7
30.8
1.8
44.9
42.6
2.3
55.8
52.7
3.1
63.7
59.9
3.7
87.6
81.2
6.4
99.5
91.7
7.7
119.1
109.0
10.0
137.9
125.6
12.3
161.8
146.5
15.2
179.1
161.7
17.4
05
0.6
0.5
0.1
8.4
7.4
1.0
17.6
15.8
1.8
22.8
20.7
2.1
28.2
25.9
2.2
41.9
38.9
2.9
52.5
48.7
3.8
63.4
58.7
4.6
91.8
81.4
10.3
109.6
94.7
14.9
135.4
112.9
22.5
162.2
132.0
30.1
199.0
158.4
40.5
249.4
201.3
48.0
78
1.3
0.9
0.4
20.0
17.4
2.5
39.2
35.7
3.4
54.8
50.5
4.3
69.9
65.0
4.8
98.7
91.6
7.0
116.7
106.4
10.3
132.8
119.0
13.7
171.1
144.6
26.4
193.7
154.9
38.7
226.3
169.7
56.6
256.1
180.7
75.4
306.3
200.8
105.5
396.0
246.9
149.0
95
1.1
0.6
0.4
9.0
7.2
1.7
18.8
16.3
2.4
30.6
27.6
3.0
41.2
36.9
4.2
62.0
54.6
7.4
83.4
69.3
14.1
102.4
79.9
22.5
125.5
92.0
33.5
135.7
94.4
41.3
153.4
98.1
55.2
168.8
101.3
67.5
202.1
106.9
95.2
255.6
118.9
136.7
90
2.2
1.2
1.0
14.4
9.7
4.6
25.2
18.9
6.2
35.6
28.3
7.2
46.8
38.5
8.3
74.2
57.5
16.7
96.7
67.9
28.8
116.6
75.2
41.4
139.2
82.5
56.6
151.5
84.9
66.5
167.6
87.9
79.6
177.8
89.7
88.0
197.6
93.1
104.4
221.9
96.2
125.7
85
1.8
0.5
1.2
15.3
7.7
7.6
23.8
14.1
9.7
31.7
20.2
11.5
42.6
29.4
13.1
64.6
42.0
22.6
75.6
45.3
30.3
85.0
47.8
37.2
97.6
50.1
47.4
103.5
50.8
52.6
112.8
51.8
60.9
119.5
53.0
66.4
127.4
54.1
73.3
136.3
55.6
80.7
80
1.5
0.2
1.2
20.0
9.3
10.7
38.5
21.5
17.0
51.4
30.8
20.6
69.5
43.8
25.6
90.0
55.6
34.3
100.2
58.6
41.5
109.3
59.9
49.3
122.1
62.0
60.1
127.2
62.6
64.5
134.1
64.0
70.0
137.6
64.8
72.8
142.3
65.6
76.6
148.6
66.3
82.3
75
0.8
0.1
0.6
20.5
8.1
12.4
42.5
20.3
22.1
59.7
31.4
28.2
80.4
42.3
38.0
97.7
48.9
48.7
107.8
50.9
56.9
115.3
52.2
63.0
124.0
53.3
70.7
127.7
53.8
73.8
131.9
54.5
77.4
134.2
54.8
79.4
137.8
55.1
82.6
142.2
55.5
86.7
70
0.9
0.1
0.8
18.4
4.8
13.6
41.7
12.3
29.3
63.6
22.5
41.1
85.8
32.0
53.7
108.7
35.6
73.0
118.8
36.7
82.1
125.3
37.2
88.0
136.9
37.9
98.9
139.5
38.2
101.3
145.3
38.3
106.9
151.6
38.5
113.0
153.1
38.7
114.4
154.8
39.1
115.6
65
0.6
0.0
0.6
11.3
2.6
8.7
23.6
5.9
17.7
38.5
10.6
27.8
51.9
13.9
37.9
61.9
15.3
46.6
68.8
15.6
53.1
71.8
15.8
56.0
76.8
16.0
60.8
78.2
16.1
62.1
81.1
16.3
64.7
82.9
16.4
66.5
85.7
16.7
69.0
87.5
16.8
70.7
60
0.7
0.0
0.7
11.2
1.2
9.9
22.7
3.3
19.3
34.4
5.9
28.5
46.3
7.8
38.5
56.2
8.6
47.5
61.3
9.2
52.1
63.8
9.3
54.4
67.3
9.5
57.7
69.2
9.6
59.6
72.1
9.7
62.3
73.4
9.8
63.6
75.5
9.8
65.6
76.3
10.0
66.3
55
0.7
0.0
0.6
7.8
0.7
7.1
17.4
1.8
15.6
25.6
3.2
22.3
35.4
4.3
31.1
41.4
4.6
36.7
45.7
4.8
40.8
47.4
4.9
42.4
50.2
5.0
45.1
51.4
5.0
46.3
53.5
5.1
48.4
54.5
5.1
49.4
55.2
5.1
50.1
55.9
5.1
50.7
50
1.6
0.0
1.6
16.4
1.0
15.3
30.9
2.6
28.2
43.5
3.6
39.8
55.5
4.4
51.1
63.8
4.9
58.8
68.1
5.1
63.0
71.0
5.2
65.8
74.1
5.3
68.7
75.6
5.3
70.2
78.1
5.4
72.6
79.9
5.4
74.4
80.9
5.5
75.4
82.1
5.5
76.5
45
1.0
0.0
1.0
9.7
0.3
9.4
19.4
0.7
18.7
31.9
1.1
30.7
41.9
1.5
40.4
48.3
1.7
46.5
51.5
1.9
49.5
52.5
1.9
50.5
54.4
2.0
52.4
55.1
2.0
53.1
56.6
2.0
54.5
57.1
2.0
55.0
58.0
2.0
55.9
58.3
2.0
56.2
40
0.7
0.0
0.6
11.7
0.4
11.3
21.4
0.8
20.6
29.7
1.2
28.5
38.4
1.3
37.0
43.8
1.4
42.3
48.7
1.5
47.2
50.2
1.5
48.6
52.1
1.5
50.5
52.6
1.5
51.1
53.8
1.5
52.2
54.3
1.5
52.8
55.0
1.5
53.5
55.2
1.5
53.7
35
0.9
0.0
0.8
9.9
0.1
9.8
16.1
0.3
15.8
24.1
0.4
23.6
30.1
0.5
29.5
33.3
0.5
32.8
36.9
0.6
36.2
37.5
0.6
36.9
38.9
0.6
38.3
40.0
0.6
39.3
40.6
0.6
39.9
40.9
0.6
40.2
41.1
0.6
40.4
41.3
0.6
40.6
30
0.5
0.0
0.5
12.1
0.1
11.9
18.2
0.3
17.8
23.3
0.5
22.7
27.8
0.6
27.2
30.7
0.6
30.1
32.7
0.7
32.0
33.3
0.7
32.6
35.5
0.7
34.7
35.9
0.7
35.2
36.4
0.7
35.7
36.9
0.7
36.2
37.2
0.7
36.4
37.4
0.7
36.6
25
1.1
0.0
1.1
10.5
0.1
10.4
16.3
0.2
16.0
20.9
0.4
20.5
24.3
0.4
23.8
26.8
0.4
26.4
28.4
0.4
27.9
28.9
0.4
28.4
29.9
0.4
29.4
30.3
0.4
29.8
31.4
0.5
30.9
31.9
0.5
31.3
32.2
0.5
31.6
32.3
0.5
31.8
20
1.2
0.0
1.2
9.7
0.1
9.5
13.6
0.1
13.4
18.4
0.2
18.1
20.8
0.2
20.5
23.0
0.3
22.6
24.3
0.3
24.0
25.0
0.3
24.7
27.1
0.4
26.6
27.6
0.4
27.1
28.4
0.4
27.9
28.6
0.4
28.1
29.0
0.5
28.5
29.0
0.5
28.5
15
1.1
0.0
1.1
18.8
0.1
18.7
22.0
0.1
21.9
24.8
0.1
24.6
26.6
0.1
26.4
27.7
0.2
27.5
28.4
0.2
28.2
28.7
0.2
28.5
29.3
0.2
29.1
29.7
0.2
29.5
30.4
0.2
30.2
30.6
0.2
30.4
30.8
0.2
30.6
30.8
0.2
30.6
10
1.0
0.0
0.9
17.7
0.0
17.6
21.6
0.0
21.5
24.3
0.1
24.2
26.5
0.1
26.4
27.7
0.1
27.6
29.2
0.1
29.1
29.7
0.1
29.5
30.5
0.1
30.4
30.9
0.1
30.7
31.5
0.2
31.3
31.7
0.2
31.5
31.8
0.2
31.6
31.8
0.2
31.6
05
0.2
0.0
0.2
5.4
0.0
5.3
7.2
0.0
7.1
8.3
0.0
8.2
9.1
0.1
9.0
9.7
0.1
9.5
10.0
0.1
9.9
10.3
0.1
10.2
10.7
0.2
10.5
11.1
0.2
10.8
12.3
0.2
12.0
12.3
0.2
12.0
12.5
0.2
12.3
12.5
0.2
12.3
77
0.9
0.0
0.9
7.4
0.1
7.2
9.6
0.2
9.4
11.3
0.2
11.0
13.0
0.3
12.7
14.5
0.3
14.1
15.1
0.3
14.7
15.5
0.3
15.1
15.8
0.3
15.5
16.0
0.4
15.6
16.4
0.4
15.9
16.9
0.4
16.5
17.7
0.4
17.2
17.7
0.4
17.3
95
0.3
0.0
0.3
3.9
0.0
3.9
5.0
0.0
5.0
5.8
0.0
5.7
6.4
0.0
6.4
7.5
0.0
7.4
7.8
0.0
7.7
8.0
0.0
7.9
8.4
0.0
8.3
8.6
0.0
8.5
8.8
0.0
8.7
8.9
0.0
8.9
9.2
0.0
9.1
9.2
0.0
9.1
90
0.2
0
0.2
2.7
0.0
2.6
4.0
0.0
4.0
4.5
0.0
4.5
5.4
0.0
5.4
5.9
0.0
5.8
6.7
0.0
6.6
7.0
0.0
6.9
7.5
0.0
7.4
7.6
0.0
7.6
7.9
0.0
7.8
8.2
0.0
8.1
8.3
0.0
8.2
8.3
0.1
8.2
85
0.1
0.0
0.1
1.5
0.0
1.4
2.8
0.0
2.8
3.3
0.0
3.3
3.8
0.0
3.8
4.1
0.0
4.0
4.3
0.0
4.3
4.6
0.0
4.6
5.3
0.0
5.2
5.4
0.0
5.4
5.5
0.0
5.5
5.6
0.0
5.5
5.9
0.0
5.9
5.9
0.0
5.9
80
0.2
0
0.2
2.2
0.0
2.2
3.0
0.0
3.0
3.5
0.0
3.5
4.3
0.0
4.3
4.6
0.0
4.6
6.1
0.0
6.0
6.3
0.0
6.2
6.9
0.0
6.8
7.7
0.0
7.6
7.9
0.1
7.8
8.3
0.1
8.1
9.0
0.1
8.8
9.0
0.1
8.8
75
0.1
0.0
0.1
2.0
0.0
2.0
2.7
0.0
2.7
3.0
0.0
2.9
3.4
0.0
3.3
3.5
0.0
3.5
4.1
0.0
4.0
4.3
0.0
4.3
4.6
0.0
4.5
5.0
0.0
4.9
5.3
0.1
5.2
5.5
0.1
5.4
6.2
0.1
6.0
6.2
0.1
6.0
70
0.1
0.0
0.1
2.1
0.0
2.1
2.6
0.0
2.5
2.9
0.0
2.9
3.4
0.0
3.3
4.6
0.0
4.5
5.0
0.0
4.9
5.2
0.0
5.2
5.5
0.0
5.5
5.9
0.0
5.8
5.9
0.0
5.9
6.1
0.0
6.0
6.5
0.0
6.5
6.6
0.0
6.5
65
0.0
0.0
0.0
1.1
0.0
1.1
1.4
0.0
1.3
1.6
0.0
1.5
1.8
0.0
1.7
1.9
0.0
1.9
2.3
0.0
2.3
2.5
0.0
2.5
2.9
0.0
2.9
3.1
0.0
3.1
3.2
0.0
3.2
3.4
0.0
3.4
3.6
0.0
3.6
3.6
0.0
3.6
60
0.0
0
0.0
1.3
0.0
1.3
1.6
0.0
1.6
1.7
0.0
1.7
2.0
0.0
2.0
2.2
0.0
2.2
2.3
0.0
2.3
2.5
0.0
2.5
2.6
0.0
2.6
2.7
0.0
2.6
2.7
0.0
2.7
2.8
0.0
2.8
2.8
0.0
2.8
2.8
0.0
2.8
55
0.1
0.0
0.1
0.8
0.0
0.7
1.2
0.0
1.2
1.4
0.0
1.4
1.5
0.0
1.5
1.7
0.0
1.7
1.8
0.0
1.8
2.0
0.0
1.9
2.2
0.0
2.1
2.2
0.0
2.2
2.2
0.0
2.2
2.4
0.0
2.4
2.4
0.0
2.4
2.4
0.0
2.4
50
0.1
0.0
0.1
1.3
0.0
1.3
2.2
0.0
2.2
2.3
0.0
2.3
2.5
0.0
2.5
2.8
0.0
2.8
2.9
0.0
2.8
2.9
0.0
2.9
3.1
0.0
3.0
3.2
0.0
3.2
3.3
0.0
3.3
3.5
0.0
3.5
3.5
0.0
3.5
3.5
0.0
3.5
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
7,792.98
open
33,240
7,790
2.2
7,769.1
14.4
7795
15.3
15.68
-0.215
0.02380
T
10:00
7,774.33 -18.6
current
322,587
7,775
19.7
7,759.6
17.3
7775
15.7
15.65
-0.002
0.02500
T30
10:30
7,770.98 -3.4
current
258,997
7,770
23.3
7,769.3
22.2
7770
14.6
15.71
0.020
0.02800
E
11:00
7,771.22 +0.2
current
230,815
7,770
21.9
7,769.5
23.4
7770
14.1
15.67
0.022
0.03060
E30
11:30
7,775.80 +4.6
current
224,540
7,770
22.1
7,769.3
27.1
7775
13.6
15.64
0.003
0.03340
N
12:00
7,790.64 +14.8
current
285,542
7,800
28.8
7,782.9
24.6
7790
13.3
15.34
0.000
0.03600
N30
12:30
7,794.94 +4.3
current
197,742
7,790
22.4
7,784.4
31.3
7795
13.2
15.40
-0.006
0.03880
P1
13:00
7,791.22 -3.7
current
147,336
7,790
19.8
7,790.6
32.7
7790
12.7
15.36
0.058
0.04360
P130
13:30
7,801.04 +9.8
current
268,342
7,800
38.2
7,794.4
33.4
7800
12.6
15.16
0.031
0.04840
P2
14:00
7,800.78 -0.3
current
143,303
7,800
22.6
7,798.4
35.3
7800
12.7
15.15
0.017
0.05320
P230
14:30
7,802.92 +2.1
current
200,472
7,800
32.6
7,796.9
38.9
7805
10.8
15.12
-0.171
0.07000
P3
15:00
7,804.02 +1.1
current
154,353
7,800
29.8
7,797.1
48.9
7805
11.1
15.07
-0.059
0.08600
P330
15:30
7,797.69 -6.3
current
225,080
7,800
50.1
7,797.9
53.4
7800
12.8
15.09
-0.199
0.10360
C
16:00 Close
7,801.77 +4.1
close
276,094
7,800
89.6
7,798.3
70.1
7800
27.3
15.09
0.986
0.03220
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.