Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-12 · Exp 2026-10-12 · Spot 7,807.24 · Window 7720–7900 · Last slot C · Generated 2026-10-12 16:45:03 ET · ET

Wall vs flow slot C · Call peak K7805 Δ49,166 vs wall K7910 away -105pt · Put peak K7805 Δ42,977 vs wall K7600 away +205pt · 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

2026-10-12 SPX O 7,813.04 · H 7,821.67 · L 7,796.94 · C 7,807.24 prior C — VIX 15.21 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	7,813.04	7,812.25	7,805.92	7,808.96	7,807.01	7,815.21	7,809.13	7,802.52	7,803.91	7,803.81	7,800.30	7,799.18	7,799.05	7,807.24
VIX	15.40	15.27	15.29	15.22	15.19	15.14	15.22	15.26	15.20	15.18	15.25	15.30	15.31	15.22
ATM	20.10	16.30	14.60	12.40	11.70	9.85	10.20	9.80	7.90	6.28	6.17	5.25	4.40	1.88
IV	11.9	9.9	9.3	8.3	8.1	7.3	8.1	8.4	7.4	6.6	7.4	7.9	9.1	21.3
Wk	76.25	73.75	72.80	71.20	70.65	69.75	70.70	71.20	70.40	69.70	71.00	70.80	70.80	70.10

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
79	0.5	0.5	0.0	0.4	0.4	0.0	1.3	1.3	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.6	0.6	0.0	0.9	0.9	0.0	0.0	0.0	0	0.0	0.0	0.0
95	0.0	0.0	0	0.2	0.2	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.0	0.0	0	0.2	0.2	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	0	0.2	0.2	0	0.0	0.0	0	0.0	0.0	0.0
90	0.3	0.3	0	0.5	0.5	0.0	0.2	0.2	0	0.7	0.7	0	0.2	0.2	0.0	0.4	0.4	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	0.0	0	0.4	0.4	0	0.0	0.0	0	0.0	0.0	0
85	0.6	0.6	0.0	0.6	0.6	0.0	0.3	0.3	0	0.2	0.2	0	0.4	0.4	0	0.2	0.2	0	0.5	0.5	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	0.0	0	0.0	0.0	0	0.0	0.0	0.0
80	0.4	0.4	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.1	0.1	0.0	0.2	0.1	0.0	0.1	0.1	0.0	0.3	0.3	0	0.3	0.3	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.4	0.4	0.0	0.3	0.3	0	0.0	0.0	0
75	0.6	0.6	0	1.4	1.4	0.0	1.0	1.0	0.0	0.2	0.2	0.0	0.1	0.1	0	0.2	0.2	0.0	0.5	0.5	0.0	0.7	0.7	0	0.0	0.0	0.0	0.2	0.2	0	0.0	0.0	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.0	0.0	0
70	0.7	0.7	0.0	1.3	1.3	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.4	0.4	0	0.6	0.6	0.0	0.7	0.7	0.0	0.3	0.3	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	0.0	0.0	0	0.0	0.0	0.0
65	2.1	2.1	0.0	8.1	8.1	0.0	1.0	1.0	0	0.4	0.4	0.0	1.0	1.0	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.2	0.2	0	0.0	0.0	0	0.0	0.0	0.0
60	3.0	3.0	0.0	9.8	9.8	0.0	1.9	1.8	0.0	0.7	0.7	0.0	1.7	1.6	0.0	0.9	0.9	0.0	1.0	1.0	0.0	0.6	0.5	0.0	0.8	0.7	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0
55	2.3	2.3	0.0	4.4	4.4	0.0	1.8	1.7	0.0	2.0	2.0	0.0	1.8	1.8	0.0	0.6	0.6	0.0	0.9	0.9	0.0	0.8	0.8	0.0	0.5	0.5	0.0	0.7	0.7	0.0	1.0	1.0	0.0	0.1	0.1	0	0.1	0.1	0	0.1	0.0	0.0
50	3.5	3.0	0.4	8.1	7.8	0.2	4.3	4.1	0.2	2.0	1.7	0.2	1.8	1.8	0.0	1.4	1.3	0.1	1.2	1.2	0.0	1.3	1.3	0.0	0.6	0.6	0.0	2.0	1.9	0.1	3.8	3.6	0.2	0.8	0.5	0.2	0.7	0.7	0.0	0.1	0.1	0.0
45	1.7	1.7	0.0	4.2	3.9	0.2	2.9	2.9	0.0	1.6	1.6	0.0	1.6	1.6	0.0	1.0	0.9	0.1	1.3	1.3	0.0	1.5	1.4	0.0	0.3	0.3	0.0	0.3	0.3	0.0	1.4	1.4	0.0	0.4	0.4	0.0	0.7	0.6	0.0	0.1	0.1	0.0
40	2.5	2.5	0.0	11.3	10.7	0.5	6.7	6.4	0.3	2.2	2.1	0.0	2.6	2.5	0.1	2.2	2.0	0.1	2.5	2.3	0.1	2.2	2.1	0.0	1.0	0.9	0.0	0.5	0.5	0.0	2.6	2.6	0.0	0.7	0.7	0.0	1.3	1.2	0.0	0.6	0.5	0.1
35	2.1	1.9	0.2	8.8	7.8	0.9	7.7	7.2	0.5	2.7	2.6	0.0	2.6	2.4	0.2	3.5	3.4	0.1	4.1	3.7	0.3	2.6	2.4	0.2	1.4	1.3	0.1	1.2	1.1	0.1	0.5	0.5	0.0	0.5	0.5	0.0	0.6	0.5	0.0	0.7	0.6	0.0
30	2.0	1.5	0.5	9.6	8.4	1.1	9.2	8.6	0.6	5.1	4.8	0.2	5.4	4.6	0.7	6.7	5.7	0.9	6.6	5.7	0.8	4.1	3.5	0.5	2.3	2.0	0.2	1.9	1.7	0.1	2.1	1.8	0.3	1.3	1.1	0.1	0.7	0.6	0.1	1.5	1.1	0.4
25	1.6	1.1	0.5	9.5	7.0	2.5	11.9	10.4	1.4	6.7	6.2	0.5	6.7	6.0	0.6	9.8	8.6	1.1	13.2	11.5	1.7	6.7	6.2	0.5	3.5	3.0	0.4	1.9	1.7	0.1	2.2	1.9	0.2	2.7	2.6	0.1	1.4	1.3	0.0	2.2	2.0	0.2
20	3.2	2.2	1.0	16.3	10.8	5.5	17.2	14.8	2.4	11.0	9.6	1.3	13.7	12.0	1.7	18.1	15.0	3.1	27.1	22.2	4.8	15.5	12.9	2.6	6.6	5.7	0.8	4.8	4.2	0.6	5.5	4.8	0.6	3.1	2.3	0.8	3.4	2.9	0.4	5.4	4.5	0.8
15	3.4	1.5	1.8	19.1	8.9	10.1	18.0	11.7	6.3	10.2	7.5	2.7	13.3	9.8	3.5	24.6	17.3	7.2	28.6	16.1	12.5	17.2	12.7	4.5	9.5	7.2	2.3	7.7	5.7	1.9	6.9	5.5	1.4	5.3	4.4	0.8	4.2	3.5	0.6	14.0	11.6	2.3
10	2.3	0.6	1.6	16.0	4.7	11.2	25.4	12.5	12.9	17.0	11.2	5.7	20.7	12.6	8.1	23.5	13.0	10.4	30.0	10.5	19.4	28.1	16.6	11.4	18.2	13.6	4.6	16.2	13.0	3.2	16.9	13.4	3.5	11.5	9.1	2.4	10.2	8.2	2.0	48.7	39.4	9.3
05	1.2	0.1	1.0	7.1	1.2	5.8	20.4	7.1	13.3	18.3	8.0	10.2	15.4	5.5	9.9	16.7	5.5	11.1	18.4	4.1	14.2	25.8	9.5	16.3	23.3	12.6	10.6	25.0	14.7	10.3	31.2	20.5	10.6	29.3	22.4	6.9	21.4	17.0	4.3	92.1	49.1	42.9
78	2.0	0.2	1.8	13.2	1.2	11.9	24.1	5.2	18.9	15.3	3.9	11.3	15.6	3.1	12.4	14.7	3.7	10.9	16.7	3.4	13.2	28.2	6.6	21.6	22.8	5.9	16.9	23.2	5.8	17.3	39.7	12.8	26.9	43.4	18.2	25.2	43.2	23.2	19.9	52.4	19.1	33.2
95	1.1	0.0	1.0	7.1	0.2	6.8	13.0	1.5	11.4	7.7	1.5	6.1	7.5	0.9	6.5	7.9	0.9	7.0	7.2	0.7	6.5	11.1	1.5	9.5	9.3	1.3	8.0	8.5	1.4	7.1	15.0	2.4	12.5	24.3	4.1	20.1	29.0	4.3	24.7	28.9	3.7	25.2
90	1.9	0.0	1.8	8.2	0.2	8.0	10.9	1.1	9.8	6.4	0.9	5.5	4.7	0.3	4.3	5.1	0.3	4.7	5.4	0.4	5.0	7.2	0.8	6.4	5.7	0.7	4.9	5.3	0.9	4.3	8.7	1.4	7.3	9.9	1.7	8.1	6.8	1.4	5.3	6.6	0.8	5.7
85	1.3	0.0	1.3	5.5	0.2	5.2	8.8	0.4	8.3	4.0	0.2	3.8	3.5	0.3	3.1	3.4	0.2	3.2	3.1	0.1	3.0	5.8	0.5	5.3	3.6	0.2	3.3	2.5	0.2	2.2	6.1	0.3	5.8	3.9	0.4	3.4	2.3	0.6	1.7	3.4	0.6	2.7
80	1.6	0.0	1.5	7.6	0.2	7.4	6.4	0.2	6.2	3.9	0.2	3.6	2.5	0.2	2.3	3.5	0.1	3.4	2.2	0.1	2.1	2.7	0.2	2.5	2.0	0.1	1.8	2.5	0.1	2.4	5.2	0.1	5.0	2.9	0.2	2.6	1.9	0.2	1.6	2.2	0.2	2.0
75	1.4	0.0	1.3	4.9	0.0	4.8	6.5	0.3	6.2	3.1	0.4	2.7	2.1	0.1	2.0	2.5	0.0	2.4	1.9	0.0	1.8	2.1	0.1	1.9	1.2	0.0	1.1	1.4	0.0	1.4	2.6	0.0	2.5	2.2	0.1	2.1	0.8	0.1	0.6	1.0	0.1	0.8
70	1.3	0.0	1.3	3.9	0.1	3.8	4.8	0.1	4.6	3.1	0.1	3.0	1.8	0.0	1.8	2.3	0.0	2.3	1.6	0.0	1.6	1.8	0.0	1.7	0.9	0.0	0.8	0.9	0.0	0.9	0.9	0.0	0.8	1.2	0.0	1.1	0.6	0.0	0.6	0.5	0.0	0.5
65	1.2	0.0	1.2	3.5	0.0	3.4	6.6	0.0	6.5	1.6	0.0	1.5	0.8	0.0	0.7	1.7	0.0	1.6	1.2	0.0	1.1	1.3	0.0	1.3	0.5	0.0	0.5	0.4	0.0	0.4	0.5	0.0	0.4	0.8	0.0	0.8	1.2	0.0	1.2	0.7	0.0	0.7
60	1.0	0.0	0.9	2.7	0.0	2.7	10.9	0.0	10.8	1.5	0.0	1.4	0.9	0.0	0.9	1.4	0.0	1.4	0.4	0.0	0.4	0.7	0.0	0.6	0.4	0.0	0.4	0.7	0.0	0.7	1.6	0.0	1.5	0.7	0.0	0.6	0.7	0.0	0.7	0.3	0.0	0.2
55	0.7	0.1	0.6	2.7	0.0	2.7	6.3	0.0	6.2	0.8	0.0	0.8	0.7	0.0	0.7	1.2	0.0	1.2	1.2	0.0	1.1	0.4	0.0	0.4	0.3	0.0	0.3	0.5	0.0	0.5	0.2	0.0	0.2	0.7	0.0	0.7	0.1	0.0	0.1	0.3	0.0	0.3
50	1.7	0.1	1.5	3.1	0.0	3.0	2.8	0.1	2.6	1.1	0.1	1.0	0.6	0.0	0.6	0.9	0.0	0.9	1.0	0.0	1.0	0.5	0.0	0.5	0.4	0.0	0.3	0.5	0.0	0.5	0.5	0.0	0.5	0.8	0.0	0.8	1.0	0.0	1.0	0.3	0.0	0.2
45	0.4	0.0	0.3	0.6	0.0	0.6	1.0	0.0	1.0	0.3	0.0	0.3	0.2	0.0	0.2	0.4	0.0	0.4	0.3	0	0.3	0.2	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.1	0.6	0.0	0.6	0.2	0.0	0.2	0.4	0.0	0.4	0.0	0.0	0.0
40	0.4	0.0	0.4	1.0	0.0	1.0	1.3	0.1	1.2	0.6	0.0	0.5	0.3	0	0.3	0.3	0.0	0.3	0.2	0.0	0.1	0.6	0.0	0.6	0.1	0.0	0.0	0.2	0.0	0.2	1.1	0	1.1	0.2	0.0	0.2	0.3	0.0	0.3	0.0	0.0	0.0
35	0.4	0.0	0.3	1.2	0.0	1.2	0.6	0.0	0.6	0.2	0.1	0.1	0.1	0.0	0.1	0.5	0.0	0.5	0.2	0.0	0.2	0.4	0	0.4	0.2	0.0	0.2	0.4	0.0	0.4	0.4	0.0	0.3	0.0	0.0	0.0	0.2	0.0	0.2	0.0	0.0	0.0
30	0.5	0.0	0.5	0.8	0.0	0.7	0.7	0.0	0.7	1.4	0.0	1.4	0.4	0.0	0.4	0.3	0.0	0.2	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.2	0.0	0.2	0.1	0.0	0.1	0.0	0.0	0.0	0.2	0.0	0.2	0.0	0.0	0.0
25	0.3	0.0	0.3	1.3	0.0	1.3	0.6	0.0	0.6	0.3	0.1	0.1	0.4	0.0	0.4	0.2	0.0	0.2	0.1	0.0	0.1	0.1	0.0	0.1	0.2	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.1	0.1	0.0	0.1	1.2	0.0	1.2	0.0	0.0	0.0
20	0.3	0.0	0.2	0.5	0.0	0.5	0.8	0.0	0.8	0.6	0.0	0.6	0.2	0.0	0.2	0.3	0.0	0.3	0.0	0	0.0	0.4	0.1	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.1	0.0	0.0	0.0	0.6	0.0	0.6	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
79	0.5	0.5	0.0	1.0	1.0	0.0	2.3	2.3	0.0	2.7	2.7	0.0	2.8	2.8	0.0	3.0	3.0	0.0	3.2	3.2	0.0	3.7	3.7	0.0	3.9	3.8	0.0	4.0	4.0	0.0	4.7	4.7	0.0	5.7	5.6	0.0	5.7	5.6	0.0	5.7	5.7	0.0
95	0.0	0.0	0	0.3	0.3	0.0	0.6	0.6	0.0	0.9	0.9	0.0	1.0	1.0	0.0	1.3	1.3	0.0	1.4	1.4	0.0	1.5	1.5	0.0	1.5	1.5	0.0	1.6	1.6	0.0	1.7	1.7	0.0	1.9	1.9	0.0	1.9	1.9	0.0	1.9	1.9	0.0
90	0.3	0.3	0	0.9	0.9	0.0	1.2	1.2	0.0	1.9	1.9	0.0	2.1	2.1	0.0	2.6	2.6	0.0	2.8	2.8	0.0	2.9	2.8	0.0	2.9	2.9	0.0	3.0	3.0	0.0	3.1	3.0	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.5	3.5	0.0
85	0.6	0.6	0.0	1.3	1.3	0.0	1.6	1.6	0.0	1.8	1.8	0.0	2.2	2.2	0.0	2.5	2.5	0.0	3.1	3.1	0.0	3.2	3.2	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.4	3.4	0.0	3.5	3.5	0.0	3.5	3.5	0.0	3.5	3.5	0.0
80	0.4	0.4	0.0	1.3	1.3	0.0	1.9	1.9	0.0	2.1	2.1	0.0	2.4	2.3	0.0	2.5	2.4	0.0	2.8	2.7	0.0	3.1	3.1	0.0	3.2	3.1	0.0	3.3	3.2	0.0	3.3	3.3	0.0	3.8	3.7	0.0	4.1	4.1	0.0	4.1	4.1	0.0
75	0.6	0.6	0	2.0	2.0	0.0	3.1	3.1	0.0	3.3	3.3	0.0	3.5	3.4	0.0	3.7	3.6	0.0	4.2	4.2	0.0	5.0	5.0	0.0	5.1	5.0	0.0	5.3	5.2	0.0	5.3	5.3	0.0	5.9	5.9	0.0	6.3	6.3	0.0	6.4	6.4	0.0
70	0.7	0.7	0.0	2.1	2.1	0.0	3.0	3.0	0.0	3.7	3.7	0.0	4.2	4.2	0.0	4.8	4.8	0.0	5.6	5.5	0.0	6.0	5.9	0.0	6.0	6.0	0.0	6.1	6.1	0.0	6.4	6.3	0.0	6.4	6.4	0.0	6.5	6.4	0.0	6.5	6.4	0.0
65	2.1	2.1	0.0	10.3	10.2	0.0	11.3	11.3	0.0	11.8	11.7	0.0	12.8	12.8	0.0	13.6	13.6	0.0	14.0	14.0	0.0	14.5	14.4	0.0	14.7	14.6	0.0	14.8	14.7	0.0	14.9	14.8	0.0	15.2	15.1	0.0	15.2	15.1	0.0	15.2	15.2	0.0
60	3.0	3.0	0.0	12.9	12.8	0.0	14.8	14.7	0.0	15.5	15.4	0.1	17.2	17.1	0.1	18.2	18.1	0.1	19.3	19.1	0.1	19.9	19.7	0.1	20.7	20.5	0.1	20.8	20.7	0.1	21.2	21.0	0.1	21.4	21.2	0.1	21.6	21.4	0.1	21.6	21.4	0.2
55	2.3	2.3	0.0	6.8	6.8	0.0	8.7	8.6	0.0	10.7	10.6	0.0	12.6	12.5	0.1	13.3	13.1	0.1	14.2	14.0	0.1	15.0	14.9	0.1	15.6	15.4	0.1	16.3	16.1	0.1	17.4	17.2	0.1	17.5	17.4	0.1	17.7	17.6	0.1	17.8	17.7	0.1
50	3.5	3.0	0.4	11.6	10.9	0.6	15.9	15.0	0.8	18.0	16.8	1.1	19.9	18.6	1.2	21.4	19.9	1.4	22.6	21.1	1.5	24.0	22.5	1.5	24.7	23.1	1.5	26.8	25.1	1.6	30.7	28.7	1.9	31.5	29.3	2.1	32.2	30.0	2.2	32.4	30.2	2.2
45	1.7	1.7	0.0	6.0	5.7	0.3	9.0	8.6	0.4	10.7	10.3	0.4	12.4	11.9	0.4	13.4	12.9	0.5	14.8	14.2	0.6	16.3	15.6	0.6	16.6	16.0	0.6	17.0	16.3	0.6	18.5	17.8	0.6	19.0	18.3	0.6	19.7	18.9	0.7	19.9	19.1	0.7
40	2.5	2.5	0.0	13.9	13.3	0.6	20.6	19.7	0.9	22.8	21.9	0.9	25.5	24.4	1.1	27.7	26.4	1.3	30.3	28.8	1.5	32.5	30.9	1.6	33.6	31.9	1.6	34.1	32.4	1.6	36.7	35.0	1.7	37.5	35.8	1.7	38.8	37.0	1.8	39.5	37.5	1.9
35	2.1	1.9	0.2	11.0	9.8	1.2	18.7	17.0	1.7	21.4	19.6	1.8	24.1	22.0	2.0	27.7	25.5	2.1	31.8	29.3	2.5	34.5	31.8	2.7	36.0	33.1	2.8	37.2	34.2	2.9	37.8	34.8	3.0	38.4	35.3	3.1	39.0	35.9	3.1	39.7	36.6	3.1
30	2.0	1.5	0.5	11.6	9.9	1.7	20.9	18.6	2.3	26.1	23.5	2.6	31.5	28.1	3.3	38.2	33.9	4.3	44.8	39.6	5.2	49.0	43.2	5.7	51.3	45.2	6.0	53.2	47.0	6.2	55.4	48.8	6.5	56.7	50.0	6.6	57.5	50.6	6.8	59.0	51.8	7.2
25	1.6	1.1	0.5	11.2	8.1	3.0	23.1	18.6	4.4	29.9	24.9	5.0	36.6	31.0	5.6	46.5	39.6	6.8	59.7	51.1	8.5	66.5	57.4	9.0	70.0	60.5	9.5	71.9	62.3	9.6	74.2	64.2	9.9	76.9	66.8	10.0	78.4	68.2	10.1	80.7	70.3	10.3
20	3.2	2.2	1.0	19.6	13.0	6.5	36.8	27.8	8.9	47.8	37.5	10.3	61.5	49.5	12.0	79.7	64.5	15.1	106.8	86.8	20.0	122.4	99.7	22.6	129.0	105.5	23.5	133.9	109.7	24.1	139.4	114.5	24.8	142.5	116.8	25.7	146.0	119.8	26.1	151.4	124.4	27.0
15	3.4	1.5	1.8	22.5	10.5	12.0	40.6	22.3	18.3	50.9	29.8	21.0	64.2	39.6	24.5	88.9	57.0	31.8	117.6	73.1	44.4	134.8	85.9	48.9	144.4	93.1	51.3	152.2	98.9	53.3	159.1	104.4	54.7	164.5	108.9	55.6	168.8	112.5	56.3	182.8	124.1	58.7
10	2.3	0.6	1.6	18.4	5.4	12.9	43.8	17.9	25.8	60.8	29.2	31.6	81.6	41.8	39.7	105.1	54.8	50.2	135.1	65.4	69.7	163.3	82.1	81.1	181.5	95.8	85.7	197.8	108.8	88.9	214.8	122.3	92.5	226.4	131.4	94.9	236.7	139.7	96.9	285.4	179.1	106.3
05	1.2	0.1	1.0	8.4	1.4	6.9	28.8	8.5	20.3	47.2	16.6	30.6	62.7	22.1	40.5	79.4	27.7	51.6	97.8	31.9	65.9	123.7	41.4	82.3	147.0	54.1	92.9	172.1	68.8	103.2	203.3	89.4	113.9	232.7	111.8	120.9	254.1	128.8	125.2	346.3	178.0	168.2
78	2.0	0.2	1.8	15.3	1.5	13.7	39.4	6.7	32.7	54.8	10.7	44.0	70.4	13.9	56.5	85.1	17.6	67.5	101.9	21.1	80.7	130.1	27.7	102.3	153.0	33.6	119.3	176.2	39.5	136.7	216.0	52.3	163.6	259.4	70.5	188.8	302.6	93.8	208.8	355.1	113.0	242.1
95	1.1	0.0	1.0	8.2	0.3	7.9	21.3	1.9	19.4	29.0	3.5	25.5	36.6	4.5	32.1	44.5	5.4	39.1	51.8	6.1	45.6	62.9	7.7	55.2	72.3	9.0	63.2	80.8	10.4	70.4	95.9	12.9	82.9	120.2	17.1	103.0	149.3	21.5	127.8	178.2	25.2	153.0
90	1.9	0.0	1.8	10.2	0.3	9.9	21.1	1.4	19.7	27.5	2.3	25.2	32.2	2.7	29.5	37.4	3.1	34.3	42.9	3.5	39.3	50.1	4.3	45.8	55.8	5.1	50.7	61.2	6.0	55.1	69.9	7.5	62.4	79.9	9.2	70.6	86.7	10.7	75.9	93.4	11.6	81.7
85	1.3	0.0	1.3	6.8	0.2	6.6	15.7	0.7	15.0	19.7	0.9	18.8	23.3	1.3	21.9	26.7	1.5	25.1	29.8	1.6	28.1	35.6	2.1	33.5	39.3	2.4	36.8	41.8	2.6	39.1	48.0	3.0	45.0	51.9	3.5	48.4	54.3	4.1	50.1	57.8	4.8	52.9
80	1.6	0.0	1.5	9.3	0.2	9.0	15.8	0.5	15.2	19.7	0.7	18.9	22.2	0.9	21.2	25.8	1.1	24.7	28.0	1.2	26.8	30.8	1.4	29.3	32.8	1.6	31.2	35.4	1.8	33.6	40.7	1.9	38.7	43.7	2.2	41.4	45.6	2.5	43.0	47.8	2.7	45.1
75	1.4	0.0	1.3	6.3	0.1	6.1	12.8	0.4	12.4	16.0	0.8	15.1	18.1	1.0	17.1	20.7	1.0	19.6	22.7	1.1	21.5	24.8	1.3	23.5	26.0	1.4	24.6	27.5	1.5	26.0	30.1	1.5	28.6	32.4	1.6	30.7	33.3	1.8	31.4	34.3	2.0	32.3
70	1.3	0.0	1.3	5.3	0.1	5.1	10.1	0.3	9.7	13.3	0.4	12.8	15.2	0.5	14.6	17.5	0.5	17.0	19.2	0.5	18.6	21.0	0.6	20.4	21.9	0.7	21.2	22.9	0.7	22.1	23.8	0.8	23.0	25.0	0.9	24.1	25.7	0.9	24.8	26.3	0.9	25.3
65	1.2	0.0	1.2	4.7	0.0	4.7	11.4	0.1	11.2	13.0	0.1	12.8	13.8	0.1	13.6	15.5	0.2	15.3	16.7	0.2	16.4	18.1	0.2	17.8	18.6	0.3	18.3	19.1	0.3	18.8	19.6	0.3	19.3	20.5	0.3	20.1	21.7	0.3	21.3	22.5	0.4	22.0
60	1.0	0.0	0.9	3.8	0.1	3.7	14.8	0.2	14.5	16.3	0.2	16.0	17.3	0.2	17.0	18.8	0.2	18.5	19.2	0.2	18.9	19.9	0.3	19.6	20.4	0.3	20.1	21.2	0.3	20.8	22.8	0.4	22.4	23.5	0.4	23.1	24.3	0.4	23.8	24.6	0.4	24.1
55	0.7	0.1	0.6	3.5	0.1	3.3	9.8	0.2	9.6	10.7	0.2	10.4	11.4	0.2	11.1	12.7	0.2	12.4	13.9	0.3	13.6	14.3	0.3	14.0	14.7	0.3	14.3	15.2	0.3	14.9	15.5	0.3	15.2	16.3	0.3	15.9	16.4	0.3	16.1	16.8	0.3	16.5
50	1.7	0.1	1.5	4.8	0.2	4.6	7.6	0.4	7.2	8.7	0.5	8.2	9.4	0.5	8.9	10.4	0.6	9.8	11.5	0.6	10.9	12.0	0.6	11.4	12.4	0.6	11.8	12.9	0.6	12.3	13.5	0.6	12.8	14.3	0.6	13.7	15.4	0.7	14.7	15.7	0.7	14.9
45	0.4	0.0	0.3	1.1	0.0	1.0	2.1	0.0	2.1	2.5	0.0	2.5	2.8	0.0	2.7	3.3	0.1	3.1	3.6	0.1	3.5	3.9	0.1	3.8	4.2	0.1	4.1	4.4	0.1	4.3	5.0	0.1	4.9	5.3	0.1	5.1	5.7	0.1	5.6	5.7	0.1	5.6
40	0.4	0.0	0.4	1.5	0.0	1.4	2.9	0.2	2.6	3.5	0.2	3.2	3.9	0.2	3.6	4.2	0.2	4.0	4.4	0.3	4.1	5.1	0.3	4.8	5.2	0.3	4.9	5.5	0.3	5.1	6.6	0.3	6.3	6.9	0.3	6.5	7.2	0.3	6.9	7.3	0.3	7.0
35	0.4	0.0	0.3	1.6	0.0	1.6	2.3	0.0	2.2	2.6	0.1	2.4	2.7	0.1	2.6	3.3	0.1	3.1	3.6	0.1	3.4	4.0	0.1	3.8	4.2	0.1	4.0	4.7	0.1	4.5	5.1	0.2	4.9	5.2	0.2	5.0	5.5	0.2	5.3	5.5	0.2	5.3
30	0.5	0.0	0.5	1.3	0.0	1.3	2.1	0.0	2.0	3.5	0.0	3.4	4.0	0.0	3.9	4.3	0.0	4.2	4.4	0.0	4.3	4.6	0.0	4.5	4.8	0.0	4.7	5.0	0.1	4.9	5.2	0.1	5.0	5.2	0.1	5.1	5.5	0.1	5.3	5.5	0.1	5.4
25	0.3	0.0	0.3	1.6	0.0	1.6	2.3	0.0	2.2	2.6	0.1	2.4	3.0	0.1	2.8	3.3	0.1	3.1	3.4	0.2	3.2	3.6	0.2	3.3	3.8	0.2	3.6	4.1	0.2	3.8	4.2	0.2	3.9	4.3	0.2	4.1	5.6	0.2	5.3	5.6	0.2	5.4
20	0.3	0.0	0.2	0.8	0.0	0.8	1.6	0.0	1.6	2.2	0.0	2.2	2.5	0.0	2.5	2.8	0.0	2.8	2.9	0.0	2.9	3.3	0.1	3.2	3.5	0.1	3.4	3.8	0.1	3.6	3.9	0.1	3.8	4.0	0.1	3.8	4.7	0.1	4.5	4.7	0.1	4.5

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	7,813.04	open	53,421	7,850	3.5	7,816.8	17.1	7815	11.9	15.40	0.027	0.03190
T	10:00	7,812.25 -0.8	current	207,355	7,815	19.1	7,814.6	20.4	7810	9.9	15.27	0.090	0.03940
T30	10:30	7,805.92 -6.3	current	240,724	7,810	25.4	7,803.9	29.1	7805	9.3	15.29	0.051	0.04380
E	11:00	7,808.96 +3.0	current	136,192	7,805	18.3	7,806.4	33.5	7810	8.3	15.22	-0.043	0.05140
E30	11:30	7,807.01 -1.9	current	133,856	7,810	20.7	7,809.7	38.8	7805	8.1	15.19	0.121	0.05460
N	12:00	7,815.21 +8.2	current	160,004	7,815	24.6	7,808.9	41.4	7815	7.3	15.14	-0.019	0.06500
N30	12:30	7,809.13 -6.1	current	182,164	7,810	30.0	7,811.5	42.4	7810	8.1	15.22	-0.069	0.06240
P1	13:00	7,802.52 -6.6	current	174,033	7,800	28.2	7,807.2	47.3	7805	8.4	15.26	-0.111	0.06580
P130	13:30	7,803.91 +1.4	current	118,164	7,805	23.3	7,805.1	54.6	7805	7.4	15.20	-0.052	0.08180
P2	14:00	7,803.81 -0.1	current	112,456	7,805	25.0	7,804.0	57.4	7805	6.6	15.18	-0.043	0.10200
P230	14:30	7,800.30 -3.5	current	160,589	7,800	39.7	7,803.1	53.6	7800	7.4	15.25	0.130	0.10440
P3	15:00	7,799.18 -1.1	current	151,813	7,800	43.4	7,801.9	64.0	7800	7.9	15.30	0.018	0.12040
P330	15:30	7,799.05 -0.1	current	137,653	7,800	43.2	7,799.6	68.1	7800	9.1	15.31	0.040	0.14620
C	16:00 Close	7,807.24 +8.2	close	263,789	7,805	92.1	7,803.9	58.7	7810	21.3	15.22	-0.864	0.10400

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.