Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-08 · Exp 2026-10-08 · Spot 7,765.36 · Window 7685–7865 · Last slot C · Generated 2026-10-08 16:45:03 ET · ET · Data: SQLite · spx_intraday_2026-10-08.json

Wall vs flow slot C · Call peak K7765 Δ41,056 vs wall K8050 away -285pt · Put peak K7760 Δ40,092 vs wall K7720 away +40pt · 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

2026-10-08 SPX O 7,778.45 · H 7,797.79 · L 7,731.26 · C 7,765.36 prior C — VIX 15.41 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	7,778.45	7,783.62	7,793.27	7,781.46	7,775.68	7,771.51	7,782.61	7,760.12	7,736.96	7,746.92	7,760.85	7,756.69	7,761.04	7,765.36
VIX	15.36	15.46	15.27	15.39	15.49	15.48	15.31	15.66	16.36	15.94	15.58	15.62	15.54	15.53
ATM	26.25	22.95	20.25	18.80	17.90	15.95	15.65	20.25	22.20	15.90	13.55	10.85	8.15	2.75
IV	15.7	14.0	12.9	12.6	12.8	12.0	12.5	17.6	21.1	17.0	16.5	15.6	17.4	26.1
Wk	44.75	42.20	39.80	39.90	40.10	39.45	38.40	43.50	49.40	43.60	38.60	38.70	37.15	36.10

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	0.2	0.2	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.0	0.0	0	0.9	0.9	0	0.4	0.4	0	0.3	0.3	0	0.1	0.1	0	0.1	0.1	0	0.1	0.1	0	0.5	0.5	0	0.0	0.0	0
60	0.4	0.4	0.0	1.4	1.4	0.0	0.9	0.9	0.0	1.1	1.1	0.0	0.3	0.3	0.0	0.1	0.1	0.0	1.3	1.3	0.0	1.4	1.4	0	0.9	0.9	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.0	0.0	0.0
55	0.6	0.6	0.0	0.6	0.6	0	1.0	1.0	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.2	0.2	0.0	1.2	1.2	0.0	0.6	0.6	0	0.3	0.3	0.0	0.0	0.0	0	0.0	0.0	0.0	0.4	0.4	0	0.2	0.2	0	0.0	0.0	0.0
50	0.9	0.9	0.0	2.4	2.4	0.0	1.8	1.7	0.0	2.0	1.9	0.0	0.9	0.8	0.1	0.5	0.5	0.0	1.6	1.6	0.0	0.6	0.6	0.0	1.4	1.3	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0
45	0.5	0.5	0.0	1.2	1.2	0.0	0.9	0.9	0.0	1.4	1.4	0.0	0.6	0.6	0.0	0.3	0.2	0.0	1.9	1.9	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.0	0.0	0
40	0.8	0.8	0.0	2.8	2.8	0.0	11.9	11.9	0.0	2.9	2.9	0.0	1.3	1.2	0.0	0.4	0.3	0.0	2.7	2.7	0.0	1.2	1.2	0.0	1.0	1.0	0.0	1.3	1.3	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.0	0.0	0.0
35	1.1	1.1	0.0	4.2	4.2	0.0	13.6	13.6	0.0	2.6	2.5	0.1	1.1	1.1	0.0	0.5	0.5	0.0	2.6	2.6	0.0	2.2	2.2	0.0	1.1	1.1	0.0	0.6	0.6	0.0	1.0	1.0	0	0.1	0.1	0.0	0.3	0.3	0	0.0	0.0	0.0
30	1.9	1.8	0.0	5.0	4.9	0.0	4.8	4.7	0.1	4.5	4.2	0.2	2.2	2.2	0.0	0.9	0.9	0.0	3.5	3.4	0.0	2.3	2.2	0.1	1.9	1.9	0.0	0.8	0.8	0.0	0.9	0.9	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.0	0.0	0.0
25	1.3	1.3	0.0	4.6	4.6	0.0	5.8	5.7	0.0	5.1	5.0	0.0	1.4	1.4	0.0	2.2	2.1	0.0	3.8	3.8	0.0	4.4	4.4	0.0	5.2	5.1	0.0	0.8	0.8	0.0	1.1	1.1	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0
20	2.1	2.1	0.0	6.6	6.5	0.1	6.4	6.0	0.3	8.5	8.1	0.4	3.3	3.2	0.1	1.7	1.6	0.0	7.0	6.9	0.1	4.6	4.3	0.2	3.0	3.0	0.0	1.1	1.1	0.0	0.4	0.4	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.7	0.6	0.0
15	1.7	1.7	0.0	4.7	4.5	0.1	6.5	6.3	0.2	7.2	6.9	0.3	3.5	3.5	0.0	2.1	2.0	0.0	6.2	6.1	0.1	4.7	4.6	0.0	2.3	2.3	0.0	0.7	0.6	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.1	0.1	0.0
10	2.4	2.3	0.0	9.6	9.4	0.2	12.3	11.8	0.5	12.5	12.0	0.4	7.8	7.7	0.1	2.9	2.7	0.1	11.2	10.9	0.3	8.4	8.2	0.2	4.4	4.3	0.0	2.1	2.1	0.0	2.0	2.0	0.0	1.0	1.0	0.0	0.8	0.8	0.0	0.8	0.7	0.0
05	1.8	1.7	0.0	7.6	7.3	0.2	10.6	10.0	0.6	10.8	9.8	1.0	6.8	6.5	0.3	3.5	3.3	0.1	11.1	10.5	0.5	8.1	7.8	0.3	4.1	3.9	0.1	1.4	1.3	0.1	1.5	1.5	0.0	1.1	1.1	0.0	1.3	1.3	0.0	0.5	0.5	0.0
78	2.9	2.6	0.2	15.7	14.3	1.4	21.0	18.3	2.6	23.2	19.1	4.0	14.8	13.6	1.2	9.5	8.9	0.5	23.2	21.6	1.5	20.3	19.1	1.1	10.0	9.6	0.4	3.8	3.5	0.2	3.4	3.0	0.3	1.7	1.5	0.1	2.3	2.1	0.1	0.6	0.4	0.1
95	1.7	1.6	0.1	6.7	5.8	0.9	10.7	8.5	2.2	14.2	10.6	3.5	8.7	7.9	0.8	4.5	4.1	0.4	13.2	11.6	1.5	11.9	10.8	1.0	5.1	4.7	0.3	1.8	1.7	0.1	2.2	2.1	0.1	1.3	1.2	0.1	2.3	2.2	0.0	0.8	0.7	0.0
90	1.8	1.5	0.3	10.3	8.1	2.2	20.6	14.7	5.9	23.7	13.2	10.5	13.3	10.9	2.3	10.1	9.2	0.9	22.9	19.1	3.8	19.6	17.2	2.3	9.6	9.3	0.3	3.3	3.0	0.2	3.6	3.4	0.1	2.5	2.4	0.1	3.8	3.6	0.1	3.4	3.1	0.2
85	1.3	0.8	0.5	11.3	8.2	3.0	17.5	10.7	6.7	20.9	10.0	10.8	12.8	9.2	3.5	8.7	7.3	1.4	22.5	16.5	5.9	26.5	21.7	4.8	13.3	12.7	0.6	4.8	4.4	0.3	5.6	5.3	0.2	3.7	3.5	0.2	4.3	3.9	0.3	5.1	4.2	0.9
80	2.5	1.6	0.8	20.5	11.1	9.3	15.2	7.3	7.8	20.4	7.4	12.9	21.8	12.3	9.4	11.7	8.5	3.1	23.1	15.4	7.6	29.4	18.9	10.4	16.9	15.6	1.2	6.5	6.2	0.3	9.3	8.8	0.5	5.4	4.9	0.5	6.8	6.0	0.8	10.1	8.8	1.2
75	3.6	1.5	2.0	16.7	7.1	9.6	11.2	3.7	7.4	13.8	3.3	10.4	20.9	9.6	11.2	17.4	10.4	7.0	21.9	11.4	10.5	21.8	10.6	11.1	16.6	14.8	1.8	10.3	9.7	0.6	12.1	11.4	0.6	8.5	8.0	0.5	10.5	9.4	1.1	14.6	13.1	1.4
70	2.8	0.6	2.1	12.6	3.6	9.0	10.2	2.0	8.2	16.1	2.8	13.3	21.7	5.9	15.7	21.2	7.7	13.5	22.8	7.4	15.3	26.4	9.4	16.9	18.2	15.0	3.2	13.2	11.8	1.3	18.7	16.4	2.2	13.5	12.0	1.5	22.9	20.0	2.8	32.6	27.9	4.6
65	1.4	0.2	1.2	6.2	1.4	4.7	7.7	0.5	7.1	10.2	0.4	9.8	12.6	1.7	10.8	10.3	3.1	7.1	13.5	2.4	11.1	20.3	6.3	14.0	14.8	11.1	3.6	15.0	13.7	1.2	20.1	17.0	3.0	16.7	13.9	2.8	29.9	23.4	6.4	54.4	41.0	13.3
60	1.5	0.2	1.2	8.3	0.9	7.4	10.3	0.4	9.8	11.7	0.3	11.3	14.5	1.2	13.3	10.5	1.4	9.0	14.1	1.7	12.4	27.3	7.8	19.5	25.3	17.3	8.0	20.6	16.9	3.7	26.9	19.5	7.3	23.5	15.4	8.0	34.3	21.0	13.3	67.0	26.9	40.0
55	0.9	0.0	0.8	5.0	0.6	4.4	6.4	0.3	6.1	7.7	0.6	7.0	9.2	0.5	8.6	6.9	0.5	6.3	9.6	0.4	9.1	18.4	3.3	15.1	23.5	13.3	10.1	17.7	12.5	5.1	20.4	12.0	8.3	21.7	9.1	12.6	33.0	12.6	20.3	38.3	6.2	32.0
50	2.4	0.1	2.2	10.3	0.6	9.7	10.4	0.4	9.9	12.5	0.3	12.1	12.7	0.7	12.0	10.6	0.4	10.2	11.3	0.7	10.6	26.8	1.9	24.9	35.9	12.4	23.5	27.0	14.4	12.5	26.7	11.1	15.5	18.8	5.1	13.7	29.4	6.1	23.2	28.2	3.0	25.1
45	2.1	0.0	2.0	5.7	0.1	5.6	7.0	0.1	6.9	5.8	0.0	5.7	6.0	0.2	5.8	3.8	0.1	3.6	5.6	0.1	5.4	14.7	0.6	14.0	27.3	6.7	20.5	24.0	9.5	14.4	19.5	5.4	14.0	13.0	1.6	11.3	13.8	1.2	12.6	11.1	0.7	10.4
40	1.7	0.0	1.6	5.5	0.2	5.3	6.8	0.1	6.7	5.8	0.1	5.7	5.6	0.2	5.4	3.9	0.1	3.7	4.8	0.2	4.6	14.0	0.5	13.5	22.9	4.2	18.7	21.8	7.0	14.7	15.5	3.2	12.2	10.3	1.4	8.9	10.1	1.1	8.9	6.9	0.7	6.2
35	1.0	0.0	0.9	3.3	0.0	3.2	3.1	0.0	3.1	3.3	0.0	3.3	4.6	0.1	4.5	2.6	0.0	2.5	3.8	0.0	3.7	11.7	0.2	11.5	21.8	2.6	19.2	15.9	2.7	13.1	13.0	1.0	11.9	6.9	0.3	6.5	6.1	0.3	5.7	3.0	0.1	2.8
30	1.4	0.0	1.3	4.9	0.1	4.8	3.5	0.0	3.5	4.7	0.0	4.7	3.0	0.0	2.9	2.6	0.0	2.5	4.3	0.0	4.2	10.4	0.2	10.1	19.6	1.6	18.0	19.4	1.7	17.6	12.3	1.3	10.9	6.5	0.3	6.1	6.8	0.4	6.4	2.7	0.1	2.6
25	1.4	0.0	1.4	14.9	0.0	14.8	4.0	0.0	3.9	3.4	0.0	3.4	2.8	0.0	2.8	1.7	0.0	1.6	3.3	0.0	3.3	7.7	0.1	7.5	18.7	0.6	18.1	13.5	0.7	12.7	8.3	0.3	7.9	4.2	0.1	4.1	3.9	0.0	3.9	1.3	0.0	1.2
20	1.4	0.0	1.3	14.5	0.1	14.3	4.4	0.5	3.9	3.2	0.1	3.0	3.2	0.0	3.2	2.0	0.0	1.9	2.6	0.0	2.6	9.1	0.0	9.0	16.7	0.5	16.1	15.3	0.4	14.9	7.2	0.3	6.9	2.3	0.1	2.1	3.2	0.1	3.0	1.2	0.0	1.1
15	2.3	0.0	2.3	4.3	0.1	4.2	2.3	0.5	1.7	1.8	0.0	1.8	2.2	0	2.2	1.3	0.0	1.3	3.7	0.0	3.7	6.0	0.0	5.9	12.0	0.1	11.9	7.3	0.1	7.1	4.4	0.0	4.3	2.9	0.0	2.8	1.2	0.0	1.2	1.1	0.0	1.1
10	2.8	0.0	2.8	5.0	0.0	5.0	2.3	0.0	2.2	1.1	0.0	1.1	1.7	0.0	1.7	0.6	0.0	0.6	1.8	0.0	1.8	4.6	0.0	4.6	9.2	0.2	8.9	6.7	0.1	6.5	3.6	0.0	3.5	1.0	0.0	1.0	1.2	0.0	1.2	0.7	0.0	0.7
05	1.0	0	1.0	2.4	0.0	2.4	1.6	0.0	1.6	1.7	0.1	1.6	1.5	0.0	1.5	0.3	0	0.3	0.8	0.0	0.8	4.0	0.0	4.0	7.1	0.1	7.0	5.0	0.0	4.9	2.2	0.0	2.1	0.6	0.0	0.6	1.2	0.0	1.2	0.3	0.0	0.3
77	1.1	0.0	1.1	4.4	0.0	4.4	5.0	0.0	5.0	2.8	0.0	2.8	1.6	0.0	1.6	0.4	0.0	0.4	1.1	0.0	1.0	5.4	0.0	5.4	12.7	0.1	12.5	6.6	0.1	6.5	3.9	0.0	3.8	1.5	0.0	1.4	1.6	0.0	1.6	0.4	0.0	0.4
95	0.3	0.0	0.3	1.4	0.0	1.4	1.0	0.0	1.0	0.5	0.0	0.5	0.7	0.0	0.7	0.1	0.0	0.1	0.5	0.0	0.5	1.3	0.0	1.3	4.2	0.0	4.2	2.5	0.0	2.5	1.2	0.0	1.2	0.4	0	0.4	0.5	0	0.5	0.1	0.0	0.1
90	1.2	0.0	1.2	2.5	0.0	2.4	1.3	0.0	1.3	1.1	0.0	1.1	1.5	0	1.5	0.1	0	0.1	0.9	0.0	0.9	2.0	0.0	2.0	3.6	0.0	3.5	2.5	0.0	2.5	1.0	0.0	1.0	0.5	0.0	0.5	0.4	0	0.4	0.0	0.0	0.0
85	0.6	0	0.6	1.8	0.0	1.8	0.4	0.0	0.4	0.3	0.0	0.3	0.3	0.0	0.3	0.0	0	0.0	0.2	0.0	0.2	1.2	0.0	1.2	2.7	0.0	2.7	1.3	0.0	1.3	0.6	0.0	0.6	0.4	0	0.4	0.2	0.0	0.2	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
65	0.2	0.2	0.0	0.9	0.9	0.0	1.3	1.3	0.0	1.8	1.8	0.0	2.2	2.2	0.0	2.3	2.2	0.0	3.2	3.1	0.0	3.6	3.6	0.0	4.0	4.0	0.0	4.1	4.1	0.0	4.2	4.2	0.0	4.4	4.4	0.0	4.9	4.9	0.0	4.9	4.9	0.0
60	0.4	0.4	0.0	1.8	1.8	0.0	2.8	2.8	0.0	3.9	3.9	0.0	4.3	4.2	0.0	4.4	4.4	0.0	5.7	5.7	0.0	7.2	7.2	0.0	8.1	8.1	0.0	8.6	8.5	0.0	9.0	8.9	0.0	9.0	9.0	0.0	9.2	9.1	0.0	9.2	9.2	0.0
55	0.6	0.6	0.0	1.2	1.2	0.0	2.3	2.3	0.0	2.7	2.7	0.0	3.2	3.2	0.0	3.4	3.4	0.0	4.6	4.6	0.0	5.3	5.2	0.0	5.6	5.6	0.0	5.7	5.7	0.0	5.8	5.8	0.0	6.3	6.3	0.0	6.5	6.5	0.0	6.5	6.5	0.0
50	0.9	0.9	0.0	3.4	3.3	0.0	5.2	5.1	0.0	7.2	7.1	0.1	8.2	7.9	0.2	8.7	8.4	0.2	10.4	10.0	0.3	11.0	10.7	0.3	12.4	12.0	0.4	13.1	12.7	0.4	13.6	13.1	0.4	13.8	13.4	0.4	14.0	13.5	0.4	14.0	13.5	0.4
45	0.5	0.5	0.0	1.8	1.8	0.0	2.8	2.7	0.0	4.2	4.2	0.0	4.8	4.8	0.0	5.2	5.1	0.0	7.1	7.0	0.0	8.0	7.9	0.0	8.8	8.7	0.0	9.3	9.2	0.0	9.7	9.7	0.0	10.3	10.2	0.1	10.5	10.4	0.1	10.6	10.4	0.1
40	0.8	0.8	0.0	3.6	3.6	0.0	15.6	15.6	0.0	18.6	18.5	0.1	19.9	19.8	0.1	20.3	20.2	0.1	23.1	22.9	0.1	24.3	24.2	0.1	25.3	25.2	0.1	26.7	26.5	0.1	27.2	27.0	0.1	27.4	27.2	0.1	27.6	27.4	0.1	27.7	27.5	0.1
35	1.1	1.1	0.0	5.4	5.3	0.0	19.1	19.0	0.1	21.8	21.5	0.2	22.9	22.6	0.2	23.4	23.1	0.3	26.1	25.8	0.3	28.4	28.0	0.3	29.5	29.2	0.3	30.2	29.8	0.3	31.2	30.8	0.3	31.3	30.9	0.3	31.6	31.2	0.3	31.7	31.3	0.3
30	1.9	1.8	0.0	6.9	6.7	0.1	11.7	11.4	0.2	16.3	15.7	0.5	18.5	18.0	0.5	19.5	18.9	0.5	23.0	22.4	0.6	25.4	24.6	0.7	27.3	26.5	0.8	28.2	27.4	0.8	29.1	28.3	0.8	29.3	28.5	0.8	29.7	28.9	0.8	29.7	28.9	0.8
25	1.3	1.3	0.0	6.0	6.0	0.0	11.9	11.7	0.1	17.0	16.8	0.2	18.4	18.2	0.2	20.7	20.4	0.2	24.6	24.2	0.3	29.0	28.7	0.3	34.3	33.9	0.3	35.1	34.7	0.3	36.2	35.9	0.3	36.5	36.1	0.3	36.6	36.3	0.3	36.7	36.3	0.3
20	2.1	2.1	0.0	8.8	8.6	0.2	15.2	14.7	0.5	23.8	22.8	1.0	27.2	26.0	1.1	28.9	27.7	1.1	35.9	34.7	1.2	40.6	39.0	1.5	43.7	42.1	1.5	44.8	43.3	1.5	45.3	43.7	1.6	46.0	44.3	1.6	46.6	44.9	1.6	47.3	45.6	1.6
15	1.7	1.7	0.0	6.4	6.2	0.2	13.0	12.5	0.4	20.3	19.5	0.8	23.8	23.0	0.8	26.0	25.1	0.9	32.3	31.3	1.0	37.0	36.0	1.0	39.4	38.3	1.0	40.1	38.9	1.1	40.7	39.5	1.1	41.3	40.2	1.1	42.0	40.8	1.1	42.2	41.0	1.1
10	2.4	2.3	0.0	12.0	11.7	0.2	24.3	23.5	0.7	36.8	35.6	1.2	44.7	43.3	1.4	47.6	46.1	1.5	58.9	57.0	1.8	67.3	65.2	2.0	71.8	69.6	2.1	73.9	71.7	2.1	76.0	73.8	2.2	77.0	74.8	2.2	77.9	75.7	2.2	78.7	76.5	2.2
05	1.8	1.7	0.0	9.4	9.1	0.3	20.1	19.1	0.9	31.0	29.0	1.9	37.8	35.6	2.2	41.4	38.9	2.4	52.6	49.5	3.0	60.7	57.3	3.4	64.8	61.3	3.5	66.3	62.6	3.7	67.9	64.1	3.7	69.1	65.3	3.7	70.4	66.6	3.8	70.9	67.1	3.8
78	2.9	2.6	0.2	18.6	16.9	1.6	39.7	35.3	4.3	62.9	54.5	8.4	77.8	68.1	9.7	87.4	77.0	10.3	110.6	98.7	11.8	130.9	117.9	13.0	141.0	127.6	13.4	144.9	131.1	13.7	148.3	134.2	14.1	150.0	135.7	14.2	152.3	137.9	14.4	153.0	138.4	14.5
95	1.7	1.6	0.1	8.5	7.4	1.0	19.3	16.0	3.2	33.5	26.7	6.8	42.3	34.6	7.6	46.8	38.8	8.0	60.1	50.4	9.6	72.0	61.3	10.7	77.1	66.1	11.0	79.0	67.8	11.2	81.2	69.9	11.3	82.6	71.2	11.4	84.9	73.5	11.4	85.8	74.3	11.4
90	1.8	1.5	0.3	12.2	9.7	2.5	32.8	24.4	8.4	56.6	37.6	18.9	69.9	48.6	21.3	80.1	57.8	22.2	103.1	77.0	26.0	122.7	94.2	28.4	132.4	103.6	28.7	135.7	106.7	29.0	139.3	110.1	29.2	141.9	112.5	29.3	145.7	116.2	29.5	149.2	119.4	29.7
85	1.3	0.8	0.5	12.7	9.1	3.5	30.2	19.8	10.3	51.1	29.8	21.2	63.9	39.0	24.8	72.7	46.4	26.2	95.2	63.0	32.2	121.8	84.7	37.0	135.1	97.4	37.7	139.9	101.9	38.0	145.6	107.2	38.3	149.3	110.8	38.5	153.7	114.8	38.9	158.9	119.0	39.8
80	2.5	1.6	0.8	23.1	12.8	10.2	38.3	20.2	18.1	58.7	27.6	31.0	80.5	40.0	40.5	92.3	48.5	43.7	115.4	64.0	51.3	144.8	83.0	61.8	161.7	98.7	63.0	168.3	104.9	63.4	177.6	113.7	63.9	183.1	118.6	64.4	190.0	124.7	65.2	200.2	133.6	66.5
75	3.6	1.5	2.0	20.3	8.6	11.6	31.5	12.4	19.1	45.4	15.7	29.6	66.3	25.4	40.8	83.7	35.8	47.9	105.7	47.3	58.4	127.5	58.0	69.5	144.2	72.8	71.4	154.5	82.5	72.0	166.7	94.0	72.6	175.2	102.0	73.1	185.7	111.4	74.3	200.3	124.5	75.7
70	2.8	0.6	2.1	15.4	4.3	11.1	25.7	6.3	19.3	41.8	9.1	32.6	63.5	15.1	48.4	84.8	22.8	61.9	107.6	30.3	77.3	134.0	39.7	94.2	152.2	54.8	97.4	165.5	66.6	98.8	184.2	83.1	101.0	197.7	95.1	102.5	220.7	115.2	105.4	253.3	143.2	110.0
65	1.4	0.2	1.2	7.7	1.7	5.9	15.4	2.3	13.1	25.7	2.7	23.0	38.4	4.5	33.8	48.7	7.7	41.0	62.3	10.1	52.1	82.6	16.4	66.1	97.4	27.6	69.8	112.5	41.4	71.1	132.6	58.4	74.1	149.3	72.4	76.9	179.3	95.9	83.4	233.7	136.9	96.8
60	1.5	0.2	1.2	9.8	1.2	8.6	20.2	1.6	18.5	31.9	2.0	29.8	46.5	3.2	43.2	57.0	4.7	52.2	71.2	6.5	64.7	98.6	14.3	84.2	124.0	31.7	92.2	144.6	48.6	96.0	171.5	68.1	103.3	195.1	83.6	111.4	229.4	104.6	124.8	296.5	131.6	164.8
55	0.9	0.0	0.8	6.0	0.6	5.3	12.4	1.0	11.4	20.2	1.6	18.5	29.4	2.2	27.2	36.4	2.7	33.6	46.0	3.2	42.7	64.4	6.5	57.8	87.9	19.9	68.0	105.7	32.5	73.2	126.2	44.5	81.6	147.9	53.7	94.2	181.0	66.4	114.6	219.3	72.7	146.6
50	2.4	0.1	2.2	12.7	0.8	11.9	23.1	1.2	21.9	35.6	1.6	34.0	48.4	2.3	46.0	59.0	2.7	56.2	70.4	3.4	66.9	97.3	5.4	91.9	133.2	17.8	115.4	160.3	32.3	128.0	187.1	43.5	143.6	205.9	48.6	157.3	235.4	54.8	180.5	263.6	57.9	205.7
45	2.1	0.0	2.0	7.8	0.1	7.6	14.9	0.3	14.5	20.7	0.3	20.3	26.7	0.5	26.2	30.6	0.7	29.8	36.2	0.9	35.3	50.9	1.5	49.3	78.2	8.2	69.9	102.2	17.8	84.4	121.7	23.2	98.5	134.7	24.8	109.8	148.6	26.1	122.5	159.7	26.8	132.9
40	1.7	0.0	1.6	7.3	0.3	7.0	14.2	0.4	13.7	20.0	0.6	19.4	25.7	0.8	24.8	29.7	1.0	28.6	34.5	1.2	33.3	48.6	1.7	46.8	71.6	6.0	65.6	93.4	13.0	80.3	108.9	16.3	92.5	119.3	17.7	101.5	129.4	18.9	110.5	136.3	19.6	116.7
35	1.0	0.0	0.9	4.3	0.1	4.1	7.4	0.1	7.3	10.8	0.2	10.6	15.5	0.3	15.1	18.2	0.4	17.7	22.0	0.5	21.4	33.8	0.7	33.0	55.6	3.4	52.2	71.5	6.1	65.4	84.5	7.2	77.3	91.5	7.5	83.9	97.6	7.9	89.6	100.6	8.1	92.5
30	1.4	0.0	1.3	6.4	0.1	6.2	10.0	0.2	9.7	14.7	0.2	14.4	17.8	0.3	17.4	20.4	0.4	20.0	24.8	0.4	24.3	35.2	0.7	34.5	54.9	2.3	52.5	74.3	4.1	70.2	86.6	5.4	81.1	93.1	5.8	87.3	100.0	6.2	93.7	102.8	6.4	96.3
25	1.4	0.0	1.4	16.4	0.1	16.3	20.4	0.1	20.2	23.9	0.1	23.7	26.8	0.1	26.6	28.5	0.1	28.3	31.8	0.2	31.6	39.5	0.3	39.2	58.3	0.9	57.3	71.8	1.7	70.1	80.2	2.1	78.1	84.5	2.2	82.2	88.4	2.2	86.1	89.8	2.3	87.4
20	1.4	0.0	1.3	15.9	0.2	15.7	20.4	0.7	19.7	23.7	0.9	22.8	27.0	0.9	26.0	29.0	0.9	28.0	31.7	1.0	30.6	40.8	1.1	39.7	57.6	1.6	55.9	73.0	2.1	70.8	80.3	2.4	77.8	82.6	2.5	80.0	85.8	2.7	83.1	87.0	2.7	84.2
15	2.3	0.0	2.3	6.7	0.1	6.6	9.0	0.6	8.4	10.9	0.7	10.2	13.2	0.7	12.4	14.5	0.7	13.8	18.2	0.7	17.5	24.2	0.7	23.4	36.3	0.9	35.4	43.6	1.0	42.6	48.1	1.1	46.9	51.0	1.1	49.8	52.2	1.1	51.1	53.4	1.1	52.2
10	2.8	0.0	2.8	7.9	0.0	7.8	10.2	0.0	10.1	11.4	0.1	11.3	13.2	0.1	13.1	13.8	0.1	13.7	15.7	0.1	15.5	20.3	0.2	20.1	29.5	0.4	29.0	36.3	0.6	35.6	39.9	0.7	39.2	41.0	0.7	40.2	42.2	0.8	41.4	43.0	0.8	42.2
05	1.0	0	1.0	3.5	0.0	3.4	5.1	0.0	5.1	6.9	0.1	6.7	8.4	0.1	8.3	8.8	0.1	8.6	9.6	0.1	9.5	13.6	0.1	13.5	20.8	0.3	20.5	25.8	0.4	25.4	28.0	0.4	27.5	28.7	0.4	28.2	29.9	0.4	29.4	30.2	0.4	29.8
77	1.1	0.0	1.1	5.5	0.0	5.5	10.6	0.0	10.5	13.5	0.0	13.4	15.1	0.1	15.0	15.6	0.1	15.4	16.7	0.2	16.5	22.2	0.2	21.9	34.9	0.4	34.5	41.6	0.6	41.0	45.5	0.6	44.8	47.1	0.7	46.3	48.7	0.7	48.0	49.1	0.7	48.4
95	0.3	0.0	0.3	1.7	0.0	1.7	2.8	0.0	2.8	3.3	0.0	3.3	4.0	0.0	4.0	4.2	0.0	4.2	4.7	0.0	4.7	6.1	0.0	6.1	10.4	0.0	10.3	12.9	0.1	12.8	14.2	0.1	14.0	14.6	0.1	14.5	15.2	0.1	15.1	15.4	0.1	15.3
90	1.2	0.0	1.2	3.7	0.0	3.7	5.0	0.0	5.0	6.2	0.0	6.2	7.8	0.0	7.7	7.9	0.0	7.9	8.9	0.0	8.8	10.9	0.0	10.8	14.5	0.0	14.4	17.0	0.0	16.9	18.1	0.0	18.0	18.6	0.0	18.5	19.0	0.0	19.0	19.1	0.0	19.0
85	0.6	0	0.6	2.4	0.0	2.4	2.9	0.0	2.9	3.2	0.0	3.2	3.6	0.0	3.6	3.7	0.0	3.7	3.9	0.0	3.9	5.2	0.0	5.1	7.9	0.0	7.9	9.2	0.0	9.2	9.9	0.0	9.9	10.4	0.0	10.3	10.6	0.0	10.6	10.7	0.0	10.6

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	7,778.45	open	58,466	7,775	3.6	7,771.7	12.9	7780	15.7	15.36	-0.016	0.02410
T	10:00	7,783.62 +5.2	current	247,422	7,780	20.5	7,770.7	17.1	7785	14.0	15.46	-0.057	0.02780
T30	10:30	7,793.27 +9.7	current	262,511	7,800	21.0	7,783.7	20.0	7795	12.9	15.27	-0.101	0.03140
E	11:00	7,781.46 -11.8	current	271,443	7,790	23.7	7,781.1	20.3	7780	12.6	15.39	0.024	0.03400
E30	11:30	7,775.68 -5.8	current	229,598	7,780	21.8	7,773.4	28.1	7775	12.8	15.49	0.021	0.03540
N	12:00	7,771.51 -4.2	current	157,690	7,770	21.2	7,772.8	31.1	7770	12.0	15.48	0.057	0.03980
N30	12:30	7,782.61 +11.1	current	288,055	7,800	23.2	7,780.3	23.8	7785	12.5	15.31	-0.061	0.04080
P1	13:00	7,760.12 -22.5	current	382,353	7,780	29.4	7,767.1	17.3	7760	17.6	15.66	-0.022	0.03160
P130	13:30	7,736.96 -23.2	current	396,019	7,750	35.9	7,752.6	16.3	7735	21.1	16.36	0.075	0.02880
P2	14:00	7,746.92 +10.0	current	278,014	7,750	27.0	7,748.0	26.2	7745	17.0	15.94	0.066	0.04000
P230	14:30	7,760.85 +13.9	current	252,312	7,760	26.9	7,754.3	26.8	7760	16.5	15.58	0.090	0.04720
P3	15:00	7,756.69 -4.2	current	174,724	7,760	23.5	7,756.5	36.7	7755	15.6	15.62	0.192	0.05950
P330	15:30	7,761.04 +4.4	current	236,664	7,760	34.3	7,758.2	41.1	7760	17.4	15.54	0.034	0.07680
C	16:00 Close	7,765.36 +4.3	close	287,646	7,760	67.0	7,761.0	53.6	7765	26.1	15.53	0.176	0.21580

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.