EOD ΔVol
Session 2026-10-09 · Exp 2026-10-09 · Spot 7,811.54 · Window 7695–7875 · Last slot C · Generated 2026-10-09 16:45:02 ET · ET
· Data: SQLite · spx_intraday_2026-10-09.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 K7815 Δ41,401 vs wall K8000 away
-185pt · Put peak K7810 Δ58,187 vs wall K7615 away
+195pt · 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
2026-10-09SPX
O 7,786.36 · H 7,820.57 · L 7,779.34 · C 7,811.54
prior C 7,765.36 VIX
14.81
prior 15.41
Volume close · SPX:cboe_close · VIX:cboe_delayed
SPX VIX ATM Rolling
·
O
T
½
E
½
N
½
1
½
2
½
3
½
C
SPX
7,786.36
7,784.67
7,791.44
7,800.80
7,799.88
7,800.58
7,806.26
7,808.98
7,807.43
7,811.12
7,812.61
7,815.90
7,816.07
7,811.54
VIX
15.07
15.08
15.03
14.97
14.92
14.88
14.87
14.85
14.86
14.87
14.88
14.83
14.83
14.81
ATM
25.80
22.05
18.40
16.65
15.30
12.85
12.50
11.20
9.40
7.90
6.83
7.22
5.88
2.60
IV
14.8
13.5
11.8
11.2
10.8
9.7
9.9
9.6
8.7
8.3
8.2
10.7
12.0
19.1
Wk
25.80
22.05
18.40
16.65
15.30
12.85
12.50
11.20
9.40
7.90
6.83
7.22
5.88
82.40
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
75
0.2
0.2
0
0.4
0.4
0.0
0.2
0.2
0.0
0.2
0.2
0.0
0.2
0.2
0.0
0.2
0.2
0
0.4
0.4
0.0
0.8
0.8
0.0
0.4
0.4
0.0
0.0
0.0
0
0.1
0.1
0
0.4
0.4
0
0.5
0.5
0.0
0.3
0.3
0
70
0.2
0.2
0
3.1
3.1
0
0.5
0.5
0.0
0.5
0.5
0.0
0.2
0.2
0.0
0.2
0.2
0
1.4
1.4
0.0
1.5
1.5
0.0
0.6
0.5
0.0
0.2
0.2
0
0.1
0.1
0.0
0.7
0.7
0
0.9
0.9
0
0.0
0.0
0
65
0.8
0.8
0.0
0.6
0.6
0
0.5
0.5
0
0.4
0.4
0.0
0.5
0.5
0
0.0
0.0
0
0.2
0.2
0.0
0.4
0.4
0.0
0.6
0.6
0
0.8
0.8
0
0.4
0.4
0.0
0.8
0.8
0.0
0.4
0.4
0.0
0.4
0.4
0.0
60
0.6
0.6
0.0
2.4
2.4
0.0
0.5
0.5
0.0
0.7
0.7
0.0
2.8
2.8
0.0
0.2
0.2
0
0.8
0.8
0.0
0.7
0.7
0.0
0.5
0.5
0.0
0.5
0.5
0.0
0.5
0.5
0.0
1.2
1.2
0.0
0.4
0.4
0.0
0.4
0.3
0.0
55
0.4
0.4
0.0
1.7
1.7
0.0
0.8
0.8
0.0
0.9
0.9
0.0
0.4
0.4
0.0
0.3
0.3
0
0.6
0.6
0.0
0.6
0.6
0
0.4
0.4
0
0.6
0.6
0.0
0.6
0.6
0.0
1.6
1.6
0.0
1.3
1.3
0.0
0.5
0.5
0.0
50
3.3
3.3
0.0
4.5
4.1
0.3
2.0
2.0
0.0
1.8
1.7
0.0
1.3
1.2
0.1
1.4
1.3
0.1
1.0
0.9
0.1
1.9
1.6
0.3
1.2
1.1
0.1
1.4
1.0
0.3
1.4
1.0
0.3
2.6
2.3
0.2
1.0
1.0
0.0
0.7
0.6
0.1
45
3.5
3.5
0.0
3.3
3.3
0.0
1.6
1.5
0.0
1.5
1.5
0.0
0.8
0.8
0.0
0.6
0.6
0.0
0.9
0.9
0.0
1.2
1.2
0.0
0.9
0.9
0.0
0.9
0.9
0.0
0.6
0.6
0.0
1.9
1.9
0.0
1.3
1.3
0.0
1.1
1.0
0.0
40
0.9
0.9
0.0
7.9
7.9
0.0
4.6
4.5
0.0
2.6
2.5
0.0
4.9
4.9
0.0
0.9
0.9
0.0
1.7
1.7
0.0
2.2
2.1
0.1
1.7
1.6
0.0
0.9
0.8
0.0
1.5
1.4
0.0
3.1
3.0
0.0
2.5
2.2
0.2
1.3
1.2
0.0
35
2.0
2.0
0.0
8.6
8.5
0.0
5.6
5.5
0.0
4.3
4.2
0.0
4.0
4.0
0.0
1.9
1.8
0.0
1.9
1.8
0.0
4.0
4.0
0.0
2.3
2.3
0.0
2.1
2.1
0.0
2.5
2.3
0.1
5.9
5.7
0.1
4.8
4.5
0.3
4.0
3.8
0.2
30
1.3
1.3
0.0
6.0
5.9
0.1
4.5
4.4
0.1
4.5
4.5
0.0
5.0
4.9
0.1
2.8
2.7
0.0
3.6
3.5
0.1
7.2
6.9
0.3
6.3
6.1
0.2
3.4
3.2
0.2
5.7
5.4
0.3
10.0
9.2
0.7
8.7
7.7
0.9
5.9
4.9
1.0
25
1.7
1.7
0.0
4.7
4.6
0.1
6.9
6.8
0.0
7.8
7.8
0.0
6.1
6.0
0.1
3.7
3.6
0.0
6.1
5.9
0.2
9.0
8.4
0.5
6.8
6.5
0.3
4.9
4.7
0.2
6.9
6.1
0.7
17.6
15.8
1.8
19.6
17.6
1.9
14.2
12.9
1.2
20
2.0
1.9
0.0
7.0
6.8
0.2
7.9
7.7
0.1
8.6
8.3
0.3
10.5
9.9
0.5
6.9
6.3
0.5
12.8
12.3
0.5
18.5
16.9
1.6
13.3
12.1
1.1
9.6
8.7
0.9
16.6
14.5
2.0
39.9
32.1
7.7
38.3
28.5
9.7
37.0
29.8
7.2
15
2.4
2.4
0.0
6.7
6.4
0.2
8.9
8.6
0.3
9.0
8.5
0.5
11.5
10.4
1.0
8.3
7.5
0.7
14.6
12.7
1.9
18.8
16.0
2.8
15.0
12.9
2.1
15.2
13.2
2.0
32.2
24.4
7.8
51.3
31.9
19.4
42.3
15.5
26.8
78.8
41.4
37.4
10
2.5
2.3
0.1
9.2
8.7
0.5
12.1
11.5
0.6
16.0
15.0
1.0
20.5
17.7
2.8
16.2
13.8
2.3
24.0
19.4
4.5
30.8
21.5
9.2
26.2
17.5
8.6
26.7
17.3
9.4
40.4
17.6
22.7
47.2
13.1
34.0
22.2
5.1
17.1
75.4
17.2
58.1
05
1.9
1.6
0.2
7.4
6.5
0.8
12.3
11.4
0.9
16.2
14.1
2.1
20.7
15.5
5.2
16.8
12.5
4.2
27.0
17.2
9.7
23.2
12.0
11.2
25.7
10.7
14.9
25.2
9.9
15.2
22.4
5.7
16.7
18.2
4.5
13.7
9.2
1.9
7.2
21.1
3.3
17.8
78
3.3
2.4
0.8
13.2
11.0
2.2
18.5
14.7
3.7
25.4
19.1
6.3
34.4
20.1
14.3
29.0
18.1
10.8
27.1
13.9
13.2
18.7
5.6
13.1
20.3
4.5
15.7
17.4
4.3
13.1
13.1
2.9
10.2
13.3
2.0
11.2
6.6
1.7
4.9
12.5
2.8
9.6
95
2.6
1.7
0.8
11.5
8.3
3.2
15.3
10.8
4.4
22.2
14.6
7.6
20.8
9.8
10.9
18.2
7.5
10.7
17.9
5.4
12.4
10.5
2.2
8.3
8.7
1.2
7.4
8.2
1.9
6.3
5.1
0.9
4.1
4.7
0.7
3.9
2.9
0.5
2.3
7.1
0.5
6.5
90
4.9
3.3
1.6
16.5
9.3
7.2
23.4
14.5
8.9
26.0
12.0
14.0
16.0
4.2
11.7
13.6
3.7
9.9
14.1
2.8
11.2
8.5
1.9
6.6
6.5
0.9
5.5
4.5
0.9
3.6
5.4
0.6
4.8
2.9
0.5
2.4
1.9
0.4
1.4
2.3
0.4
1.9
85
2.8
0.9
1.8
13.6
5.6
8.0
18.6
7.9
10.6
15.4
4.7
10.6
11.0
1.9
9.1
9.7
1.3
8.4
8.9
1.0
7.9
7.4
0.6
6.8
3.6
0.4
3.2
2.5
0.2
2.2
2.5
0.2
2.2
1.6
0.1
1.5
1.2
0.1
1.0
1.8
0.2
1.5
80
2.2
0.7
1.4
13.6
3.5
10.0
13.5
3.8
9.6
11.5
2.1
9.4
11.2
1.7
9.5
9.7
1.7
7.9
9.6
0.7
8.8
3.5
0.3
3.1
3.0
0.2
2.8
2.3
0.2
2.1
2.2
0.2
2.0
2.1
0.1
2.0
1.0
0.0
0.9
1.4
0.1
1.3
75
1.4
0.3
1.1
9.8
2.2
7.6
9.8
2.3
7.5
9.6
1.6
8.0
7.4
0.5
6.9
6.3
0.3
6.0
5.7
0.4
5.2
2.8
0.1
2.7
2.5
0.0
2.4
2.0
0.1
1.9
1.4
0.0
1.4
0.8
0.0
0.7
0.6
0.0
0.6
0.5
0.1
0.3
70
1.4
0.2
1.2
9.7
1.5
8.2
9.8
1.5
8.3
10.1
1.1
8.9
8.1
0.4
7.7
4.4
0.2
4.1
4.8
0.3
4.4
2.3
0.1
2.2
2.0
0.0
1.9
1.6
0.1
1.5
0.8
0.0
0.8
0.9
0.1
0.8
1.0
0.1
0.9
0.6
0.1
0.5
65
1.4
0.0
1.3
7.4
0.5
6.8
9.6
0.5
9.1
8.7
0.3
8.4
5.6
0.2
5.3
3.9
0.1
3.8
3.1
0.1
3.0
1.8
0.1
1.7
0.9
0.0
0.9
0.9
0.1
0.7
0.7
0.0
0.7
0.9
0.0
0.9
0.5
0.0
0.5
0.3
0.0
0.2
60
2.7
0.7
1.9
8.3
0.6
7.6
8.4
0.4
7.9
8.1
0.7
7.4
4.2
0.2
3.9
2.8
0.1
2.6
3.5
0.2
3.3
2.6
0.1
2.5
1.2
0.0
1.1
1.2
0.0
1.2
1.0
0.0
1.0
1.2
0.0
1.2
0.3
0.0
0.3
0.9
0.0
0.8
55
2.1
0.0
2.0
6.8
0.2
6.5
6.2
0.1
6.0
4.9
0.1
4.7
2.9
0.0
2.8
2.0
0.0
2.0
2.0
0.0
2.0
1.2
0.0
1.1
0.7
0.0
0.7
0.4
0.0
0.4
0.6
0.0
0.5
0.2
0.0
0.2
0.3
0.0
0.3
0.3
0.0
0.3
50
2.7
0.5
2.2
9.9
0.3
9.5
10.4
0.3
10.0
7.6
0.1
7.4
4.9
0.1
4.7
2.2
0.0
2.1
1.9
0.0
1.9
1.4
0.0
1.3
0.8
0.0
0.8
1.0
0.0
0.9
1.2
0.0
1.2
0.7
0.0
0.7
0.5
0.0
0.4
0.6
0.0
0.5
45
1.0
0.0
1.0
5.6
0.1
5.4
9.0
0.2
8.8
14.4
0.0
14.4
1.7
0.0
1.7
1.4
0.0
1.4
1.2
0.0
1.2
1.5
0.0
1.4
0.3
0.0
0.3
0.5
0.0
0.5
0.3
0.0
0.3
0.4
0.0
0.4
0.2
0.0
0.2
0.1
0.0
0.0
40
1.0
0.0
1.0
4.7
0.1
4.5
11.1
0.1
11.0
11.2
0.0
11.1
2.2
0.1
2.1
1.5
0.0
1.5
1.2
0.0
1.2
0.7
0.0
0.7
0.4
0.0
0.4
0.2
0
0.2
0.3
0.0
0.3
0.5
0.0
0.5
0.2
0.0
0.2
0.1
0.0
0.1
35
1.1
0.0
1.0
4.2
0.1
4.0
3.1
0.1
2.9
2.2
0.0
2.2
1.7
0.0
1.7
1.1
0.0
1.1
0.6
0.0
0.6
0.8
0.0
0.8
0.5
0.0
0.5
0.2
0.0
0.2
0.1
0.0
0.1
0.3
0.0
0.3
0.2
0.0
0.1
0.0
0.0
0.0
30
0.8
0.0
0.8
5.1
0.1
5.0
5.2
0.1
5.0
1.7
0.0
1.7
1.1
0.0
1.1
0.8
0.0
0.8
0.6
0.0
0.6
0.5
0.0
0.5
0.6
0.0
0.5
0.7
0.0
0.6
0.3
0.0
0.3
0.4
0.0
0.4
0.4
0.0
0.4
0.4
0.0
0.4
25
0.9
0.1
0.8
4.1
0.1
3.9
2.8
0.7
2.0
1.9
0.1
1.7
1.0
0.0
0.9
0.6
0.0
0.5
0.5
0.0
0.5
0.3
0.0
0.3
0.2
0.0
0.2
0.2
0.0
0.1
0.1
0.0
0.1
0.7
0.0
0.7
0.6
0.0
0.5
0.1
0.0
0.0
20
1.5
0.1
1.4
3.9
0.1
3.7
3.4
0.8
2.6
3.3
0.1
3.1
0.8
0.0
0.8
0.5
0.0
0.5
0.5
0.0
0.5
0.3
0.0
0.3
0.0
0.0
0.0
0.2
0.0
0.1
0.5
0.0
0.5
0.7
0
0.7
0.7
0.0
0.7
0.1
0.0
0.0
15
0.8
0.0
0.7
2.3
0.0
2.3
1.6
0.0
1.5
0.9
0.0
0.8
0.9
0
0.9
0.3
0.0
0.3
0.9
0.0
0.9
0.1
0.0
0.1
0.2
0
0.2
0.2
0.0
0.2
1.1
0.0
1.1
0.3
0
0.3
0.6
0.0
0.6
0.0
0.0
0.0
10
1.4
0.0
1.3
3.1
0.0
3.0
1.6
0.0
1.5
1.2
0.0
1.1
0.3
0.0
0.3
0.3
0.0
0.3
0.4
0.0
0.4
0.1
0.0
0.1
0.7
0.0
0.6
0.3
0.0
0.3
2.2
0.0
2.2
0.4
0.0
0.4
0.2
0.0
0.2
0.4
0.0
0.4
05
0.8
0.0
0.8
3.1
0.0
3.1
1.0
0.1
0.8
0.9
0.0
0.9
0.3
0.0
0.3
0.2
0
0.2
0.1
0.0
0.1
0.2
0
0.2
0.2
0
0.2
0.6
0.0
0.6
1.5
0
1.5
0.2
0
0.2
0.4
0.0
0.4
0.0
0
0.0
77
1.6
0.0
1.6
3.6
0.0
3.5
1.8
0.0
1.7
2.8
0.1
2.7
0.8
0.0
0.8
0.2
0.0
0.2
0.6
0.0
0.6
0.3
0.0
0.3
0.4
0.0
0.4
0.7
0.0
0.6
0.6
0.0
0.6
0.1
0.0
0.1
1.3
0.0
1.3
0.0
0.0
0.0
95
0.2
0.0
0.2
1.4
0.0
1.4
0.9
0.0
0.9
0.6
0.0
0.6
0.5
0
0.5
0.1
0.0
0.1
0.2
0.0
0.2
0.6
0.0
0.6
0.2
0.0
0.2
0.0
0.0
0.0
0.1
0
0.1
0.0
0.0
0.0
0.3
0.0
0.3
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
75
0.2
0.2
0
0.6
0.6
0.0
0.9
0.9
0.0
1.1
1.1
0.0
1.3
1.3
0.0
1.6
1.6
0.0
2.0
2.0
0.0
2.8
2.8
0.0
3.3
3.3
0.0
3.3
3.3
0.0
3.5
3.5
0.0
4.0
4.0
0.0
4.5
4.5
0.0
4.9
4.9
0.0
70
0.2
0.2
0
3.4
3.4
0
4.0
3.9
0.0
4.5
4.5
0.0
4.8
4.7
0.0
5.0
5.0
0.0
6.5
6.5
0.0
8.1
8.0
0.0
8.7
8.6
0.0
8.9
8.8
0.0
9.0
9.0
0.0
9.8
9.7
0.0
10.7
10.7
0.0
10.8
10.7
0.0
65
0.8
0.8
0.0
1.4
1.4
0.0
2.0
2.0
0.0
2.4
2.4
0.0
2.9
2.9
0.0
3.0
3.0
0.0
3.3
3.2
0.0
3.7
3.7
0.0
4.3
4.3
0.0
5.2
5.2
0.0
5.6
5.6
0.0
6.5
6.5
0.0
6.9
6.9
0.0
7.4
7.4
0.0
60
0.6
0.6
0.0
3.1
3.0
0.0
3.6
3.6
0.0
4.4
4.3
0.0
7.3
7.2
0.0
7.5
7.4
0.0
8.3
8.2
0.0
9.1
9.0
0.0
9.6
9.5
0.0
10.1
10.0
0.0
10.7
10.6
0.0
11.9
11.8
0.0
12.4
12.3
0.0
12.8
12.7
0.1
55
0.4
0.4
0.0
2.2
2.2
0.0
3.1
3.1
0.0
4.1
4.1
0.0
4.5
4.5
0.0
4.9
4.9
0.0
5.5
5.5
0.0
6.2
6.2
0.0
6.6
6.6
0.0
7.2
7.2
0.0
7.9
7.9
0.0
9.6
9.6
0.0
10.9
10.9
0.0
11.5
11.5
0.0
50
3.3
3.3
0.0
7.9
7.4
0.4
9.9
9.5
0.4
11.8
11.2
0.5
13.1
12.5
0.6
14.6
13.8
0.7
15.7
14.8
0.8
17.6
16.4
1.2
18.9
17.6
1.3
20.4
18.6
1.7
21.8
19.7
2.1
24.5
22.1
2.3
25.5
23.1
2.4
26.3
23.7
2.5
45
3.5
3.5
0.0
6.8
6.8
0.0
8.4
8.4
0.0
10.0
9.9
0.0
10.9
10.8
0.0
11.6
11.5
0.0
12.6
12.5
0.0
13.8
13.7
0.1
14.8
14.6
0.1
15.7
15.5
0.1
16.4
16.2
0.1
18.3
18.1
0.2
19.7
19.5
0.2
20.9
20.6
0.2
40
0.9
0.9
0.0
8.9
8.9
0.0
13.5
13.5
0.0
16.1
16.1
0.0
21.1
21.0
0.1
22.1
21.9
0.1
23.9
23.6
0.2
26.2
25.8
0.3
27.9
27.4
0.4
28.8
28.3
0.4
30.3
29.8
0.5
33.4
32.8
0.6
35.9
35.0
0.9
37.3
36.2
1.0
35
2.0
2.0
0.0
10.6
10.6
0.0
16.2
16.1
0.0
20.5
20.4
0.1
24.6
24.5
0.1
26.5
26.3
0.2
28.5
28.2
0.2
32.6
32.3
0.2
34.9
34.6
0.3
37.1
36.7
0.3
39.6
39.1
0.4
45.5
44.9
0.6
50.4
49.5
0.9
54.4
53.3
1.1
30
1.3
1.3
0.0
7.4
7.2
0.1
11.9
11.7
0.2
16.5
16.2
0.3
21.6
21.1
0.5
24.5
23.9
0.5
28.2
27.5
0.7
35.5
34.4
1.0
41.8
40.5
1.3
45.3
43.7
1.5
51.0
49.2
1.8
61.0
58.4
2.6
69.7
66.1
3.5
75.7
71.1
4.5
25
1.7
1.7
0.0
6.5
6.3
0.1
13.4
13.1
0.2
21.2
21.0
0.2
27.4
27.0
0.4
31.2
30.7
0.5
37.4
36.6
0.7
46.4
45.1
1.3
53.3
51.6
1.6
58.3
56.4
1.8
65.2
62.5
2.6
82.9
78.4
4.5
102.5
96.0
6.4
116.8
109.0
7.7
20
2.0
1.9
0.0
9.0
8.8
0.2
17.0
16.6
0.4
25.6
24.9
0.7
36.1
34.9
1.2
43.1
41.3
1.8
55.9
53.6
2.3
74.5
70.5
3.9
87.9
82.7
5.1
97.5
91.4
6.1
114.1
106.0
8.1
154.1
138.1
15.9
192.4
166.7
25.7
229.5
196.5
32.9
15
2.4
2.4
0.0
9.1
8.8
0.3
18.1
17.4
0.6
27.2
25.9
1.2
38.7
36.4
2.2
47.0
44.0
2.9
61.7
56.8
4.9
80.6
72.8
7.7
95.7
85.8
9.8
110.9
99.0
11.9
143.2
123.4
19.8
194.5
155.3
39.2
236.9
170.8
66.0
315.7
212.2
103.5
10
2.5
2.3
0.1
11.7
11.0
0.6
23.8
22.6
1.2
39.9
37.6
2.3
60.4
55.3
5.1
76.6
69.1
7.4
100.6
88.6
12.0
131.5
110.2
21.2
157.7
127.7
29.9
184.5
145.1
39.4
224.9
162.7
62.1
272.1
175.9
96.1
294.3
181.0
113.3
369.8
198.3
171.4
05
1.9
1.6
0.2
9.3
8.2
1.1
21.7
19.7
2.0
38.0
33.8
4.1
58.8
49.4
9.3
75.6
62.0
13.6
102.6
79.2
23.4
125.9
91.2
34.7
151.6
102.0
49.6
176.9
111.9
64.9
199.4
117.7
81.6
217.7
122.3
95.4
226.9
124.2
102.6
248.1
127.6
120.4
78
3.3
2.4
0.8
16.5
13.4
3.1
35.1
28.2
6.9
60.6
47.4
13.2
95.1
67.5
27.5
124.2
85.7
38.4
151.4
99.7
51.6
170.1
105.3
64.7
190.4
109.9
80.5
207.9
114.2
93.7
221.1
117.2
103.9
234.4
119.3
115.1
241.1
121.0
120.1
253.6
123.8
129.7
95
2.6
1.7
0.8
14.1
10.0
4.1
29.5
20.9
8.5
51.7
35.5
16.1
72.6
45.4
27.1
90.9
52.9
37.9
108.8
58.4
50.4
119.4
60.6
58.7
128.1
61.9
66.2
136.3
63.8
72.5
141.4
64.7
76.7
146.2
65.5
80.6
149.1
66.1
82.9
156.2
66.6
89.5
90
4.9
3.3
1.6
21.4
12.6
8.8
44.9
27.1
17.7
71.0
39.2
31.8
87.0
43.4
43.6
100.6
47.1
53.5
114.8
50.0
64.8
123.4
52.0
71.4
130.0
53.0
77.0
134.5
53.9
80.6
139.9
54.5
85.4
142.9
55.0
87.8
144.8
55.5
89.3
147.2
56.0
91.2
85
2.8
0.9
1.8
16.4
6.5
9.9
35.1
14.5
20.6
50.5
19.2
31.2
61.6
21.1
40.4
71.3
22.4
48.8
80.3
23.5
56.8
87.7
24.1
63.6
91.3
24.5
66.8
93.9
24.8
69.1
96.4
25.0
71.4
98.1
25.1
72.9
99.3
25.2
74.0
101.1
25.5
75.5
80
2.2
0.7
1.4
15.8
4.3
11.4
29.3
8.2
21.1
40.8
10.3
30.5
52.1
12.1
40.0
61.9
13.8
48.0
71.5
14.6
56.9
75.1
15.0
60.0
78.1
15.2
62.8
80.5
15.5
65.0
82.8
15.7
67.0
84.9
15.8
69.0
85.9
15.9
70.0
87.4
16.1
71.3
75
1.4
0.3
1.1
11.2
2.5
8.7
21.0
4.8
16.2
30.7
6.5
24.2
38.2
7.0
31.2
44.6
7.3
37.2
50.3
7.7
42.5
53.2
7.9
45.2
55.7
8.0
47.6
57.8
8.1
49.6
59.2
8.2
51.0
60.1
8.3
51.7
60.7
8.3
52.3
61.3
8.5
52.7
70
1.4
0.2
1.2
11.2
1.7
9.4
21.1
3.2
17.8
31.2
4.4
26.8
39.4
4.8
34.5
43.9
5.1
38.7
48.7
5.5
43.2
51.1
5.6
45.4
53.1
5.7
47.3
54.8
5.8
48.9
55.7
5.9
49.8
56.7
6.0
50.6
57.7
6.1
51.6
58.4
6.2
52.1
65
1.4
0.0
1.3
8.8
0.6
8.2
18.5
1.1
17.3
27.2
1.4
25.8
32.9
1.7
31.1
36.8
1.8
34.9
40.0
2.0
38.0
41.8
2.1
39.7
42.8
2.1
40.6
43.7
2.3
41.3
44.5
2.3
42.1
45.4
2.4
43.0
45.9
2.4
43.5
46.3
2.4
43.8
60
2.7
0.7
1.9
11.0
1.4
9.5
19.4
1.9
17.4
27.6
2.6
24.9
31.8
2.9
28.9
34.6
3.1
31.5
38.2
3.3
34.8
40.8
3.4
37.4
42.1
3.5
38.6
43.3
3.5
39.8
44.4
3.5
40.8
45.6
3.5
42.0
46.0
3.6
42.4
46.9
3.6
43.2
55
2.1
0.0
2.0
8.9
0.3
8.6
15.1
0.4
14.6
20.0
0.6
19.4
22.9
0.6
22.3
25.0
0.7
24.3
27.0
0.7
26.3
28.2
0.7
27.4
29.0
0.8
28.2
29.4
0.8
28.6
30.0
0.8
29.2
30.3
0.8
29.4
30.6
0.8
29.8
30.9
0.8
30.1
50
2.7
0.5
2.2
12.6
0.9
11.7
23.1
1.2
21.8
30.7
1.4
29.3
35.6
1.5
34.0
37.9
1.6
36.2
39.9
1.7
38.2
41.3
1.7
39.5
42.2
1.7
40.4
43.2
1.8
41.4
44.5
1.8
42.6
45.2
1.8
43.4
45.7
1.8
43.8
46.3
1.9
44.4
45
1.0
0.0
1.0
6.6
0.1
6.5
15.7
0.3
15.3
30.2
0.4
29.7
32.0
0.4
31.5
33.4
0.4
32.9
34.6
0.5
34.1
36.2
0.5
35.6
36.6
0.5
36.0
37.1
0.5
36.5
37.4
0.5
36.8
37.8
0.5
37.3
38.1
0.5
37.5
38.2
0.6
37.6
40
1.0
0.0
1.0
5.8
0.2
5.6
16.9
0.3
16.6
28.2
0.4
27.8
30.4
0.5
29.9
32.0
0.5
31.5
33.3
0.5
32.7
34.1
0.6
33.5
34.5
0.6
33.9
34.7
0.6
34.1
35.1
0.6
34.5
35.6
0.6
35.0
35.9
0.6
35.2
36.0
0.6
35.4
35
1.1
0.0
1.0
5.3
0.1
5.1
8.4
0.3
8.1
10.7
0.3
10.3
12.4
0.3
12.1
13.6
0.4
13.2
14.2
0.4
13.8
15.1
0.4
14.6
15.6
0.4
15.2
15.9
0.4
15.4
16.0
0.4
15.5
16.3
0.4
15.9
16.6
0.4
16.1
16.6
0.4
16.2
30
0.8
0.0
0.8
6.0
0.1
5.9
11.2
0.2
10.9
13.0
0.3
12.7
14.2
0.3
13.8
15.1
0.4
14.7
15.7
0.4
15.3
16.3
0.4
15.8
16.9
0.4
16.4
17.6
0.4
17.1
17.9
0.4
17.4
18.4
0.4
17.9
18.9
0.5
18.4
19.4
0.5
18.8
25
0.9
0.1
0.8
5.0
0.3
4.7
7.8
1.0
6.8
9.7
1.2
8.5
10.7
1.2
9.4
11.4
1.3
10.0
11.9
1.3
10.5
12.3
1.4
10.9
12.6
1.4
11.2
12.8
1.4
11.4
12.9
1.4
11.5
13.7
1.4
12.2
14.3
1.4
12.8
14.4
1.5
12.9
20
1.5
0.1
1.4
5.4
0.2
5.1
8.9
1.0
7.8
12.2
1.2
10.9
13.1
1.3
11.8
13.7
1.3
12.3
14.2
1.3
12.9
14.5
1.3
13.2
14.6
1.3
13.3
14.8
1.3
13.5
15.4
1.3
14.0
16.1
1.3
14.8
16.9
1.3
15.5
17.0
1.4
15.6
15
0.8
0.0
0.7
3.1
0.0
3.0
4.8
0.1
4.6
5.7
0.1
5.5
6.6
0.1
6.5
6.9
0.1
6.8
7.9
0.1
7.7
8.1
0.1
7.9
8.3
0.1
8.1
8.5
0.1
8.3
9.7
0.1
9.5
10.0
0.1
9.8
10.6
0.1
10.4
10.7
0.1
10.5
10
1.4
0.0
1.3
4.5
0.0
4.4
6.2
0.1
6.0
7.4
0.2
7.2
7.8
0.2
7.6
8.1
0.2
7.9
8.5
0.2
8.3
8.7
0.2
8.5
9.4
0.2
9.2
9.8
0.2
9.6
12.0
0.2
11.8
12.5
0.2
12.2
12.7
0.2
12.5
13.2
0.2
12.9
05
0.8
0.0
0.8
4.0
0.0
3.9
5.0
0.1
4.8
5.9
0.1
5.7
6.3
0.1
6.1
6.6
0.1
6.4
6.7
0.1
6.5
6.9
0.1
6.7
7.1
0.1
7.0
7.8
0.1
7.6
9.3
0.1
9.1
9.5
0.1
9.3
10.0
0.1
9.8
10.0
0.1
9.8
77
1.6
0.0
1.6
5.2
0.0
5.1
7.0
0.1
6.9
9.9
0.2
9.6
10.8
0.2
10.5
11.1
0.2
10.8
11.7
0.3
11.4
12.0
0.3
11.7
12.5
0.3
12.2
13.2
0.3
12.9
13.9
0.3
13.5
14.1
0.3
13.7
15.5
0.3
15.1
15.5
0.4
15.1
95
0.2
0.0
0.2
1.6
0.0
1.6
2.5
0.0
2.5
3.2
0.0
3.1
3.7
0.0
3.7
3.9
0.0
3.9
4.1
0.0
4.1
4.8
0.0
4.8
5.0
0.0
5.0
5.1
0.0
5.0
5.3
0.0
5.2
5.3
0.0
5.3
5.7
0.0
5.6
5.7
0.0
5.6
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
7,786.36
open
63,831
7,790
4.9
7,788.3
15.7
7785
14.8
15.07
0.223
0.02440
T
10:00
7,784.67 -1.7
current
236,372
7,790
16.5
7,784.9
18.5
7785
13.5
15.08
0.004
0.02900
T30
10:30
7,791.44 +6.8
current
255,584
7,790
23.4
7,783.4
22.5
7790
11.8
15.03
0.020
0.03470
E
11:00
7,800.80 +9.4
current
267,542
7,790
26.0
7,785.3
23.9
7800
11.2
14.97
0.004
0.03840
E30
11:30
7,799.88 -0.9
current
229,429
7,800
34.4
7,795.7
33.2
7800
10.8
14.92
-0.031
0.04160
N
12:00
7,800.58 +0.7
current
171,245
7,800
29.0
7,794.9
37.5
7800
9.7
14.88
0.010
0.04940
N30
12:30
7,806.26 +5.7
current
204,211
7,800
27.1
7,798.9
38.3
7805
9.9
14.87
0.069
0.05140
P1
13:00
7,808.98 +2.7
current
188,908
7,810
30.8
7,805.3
38.6
7810
9.6
14.85
-0.059
0.05740
P130
13:30
7,807.43 -1.5
current
157,648
7,810
26.2
7,805.3
45.8
7805
8.7
14.86
0.179
0.06760
P2
14:00
7,811.12 +3.7
current
139,590
7,810
26.7
7,804.7
48.2
7810
8.3
14.87
0.077
0.08060
P230
14:30
7,812.61 +1.5
current
174,994
7,810
40.4
7,805.8
51.0
7815
8.2
14.88
-0.204
0.09240
P3
15:00
7,815.90 +3.3
current
237,480
7,815
51.3
7,813.0
58.3
7815
10.7
14.83
0.104
0.08880
P330
15:30
7,816.07 +0.2
current
176,990
7,815
42.3
7,813.5
58.2
7815
12.0
14.83
0.220
0.10720
C
16:00 Close
7,811.54 -4.5
close
272,108
7,815
78.8
7,812.3
64.5
7810
19.1
14.81
0.483
0.28240
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.