Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-13 · Exp 2026-10-13 · Spot 7,805.45 · Window 7705–7885 · Last slot C · Generated 2026-10-13 16:45:02 ET · ET

Wall vs flow slot C · Call peak K7810 Δ46,983 vs wall K7905 away -95pt · Put peak K7805 Δ54,407 vs wall K7580 away +225pt · 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

2026-10-13 SPX O 7,795.27 · H 7,814.15 · L 7,786.11 · C 7,805.45 prior C — VIX 15.27 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	7,795.27	7,807.57	7,801.45	7,795.80	7,788.09	7,792.81	7,800.27	7,801.64	7,796.43	7,796.17	7,806.00	7,804.19	7,809.23	7,805.45
VIX	15.29	15.27	15.19	15.32	15.41	15.44	15.45	15.45	15.49	15.53	15.42	15.47	15.40	15.27
ATM	21.60	16.70	14.95	14.20	13.75	12.05	10.80	10.45	8.75	7.65	6.70	5.72	5.22	2.83
IV	12.0	10.2	9.6	9.5	9.6	9.0	8.6	8.8	8.1	8.1	8.2	8.4	11.1	33.0
Wk	67.15	65.40	65.90	67.00	68.25	67.30	68.00	68.50	68.70	68.10	67.10	67.35	66.10	64.90

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
85	0.0	0.0	0.0	0.4	0.4	0.0	0.0	0.0	0	0.1	0.1	0	0.1	0.1	0	0.0	0.0	0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0	0.0	0.0	0	0.6	0.6	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0
80	0.2	0.2	0	0.7	0.7	0.0	0.1	0.1	0	0.2	0.2	0	0.4	0.4	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.1	0.1	0	0.0	0.0	0	0.1	0.1	0	1.0	1.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0
75	0.2	0.2	0	0.9	0.9	0.0	0.2	0.2	0	0.2	0.2	0	0.6	0.6	0	0.5	0.5	0	0.2	0.2	0	0.1	0.1	0.0	0.0	0.0	0	0.0	0.0	0.0	0.4	0.4	0	1.0	1.0	0	0.0	0.0	0.0	0.0	0.0	0.0
70	0.4	0.4	0.0	1.2	1.2	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.6	0.6	0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0	0.0	0.0	0.0	0.1	0.1	0.0	0.1	0.1	0	0.8	0.8	0	0.0	0.0	0	0.0	0.0	0.0
65	0.2	0.2	0	1.2	1.2	0.0	1.0	1.0	0.0	0.4	0.4	0.0	0.1	0.1	0.0	0.0	0.0	0	0.4	0.4	0.0	0.5	0.5	0.0	0.0	0.0	0	0.1	0.1	0	0.2	0.2	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0
60	1.1	1.1	0.0	2.4	2.3	0.0	1.3	1.3	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0	0.8	0.8	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.4	0.3	0.0	0.1	0.0	0.0
55	0.4	0.4	0.0	3.5	3.4	0.0	4.4	4.4	0.0	1.0	0.9	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.3	0.3	0.0	1.0	1.0	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.7	0.7	0.0	0.0	0.0	0.0
50	1.9	1.9	0.0	8.3	8.2	0.1	8.3	8.2	0.0	1.6	1.4	0.1	1.4	1.3	0.0	1.3	1.1	0.2	1.1	0.9	0.2	0.7	0.7	0.0	0.9	0.9	0.0	1.1	0.9	0.1	1.6	1.4	0.2	0.7	0.6	0.0	0.8	0.8	0.0	0.2	0.1	0.1
45	1.1	1.1	0.0	4.7	4.6	0.1	6.0	5.9	0.0	1.2	1.2	0.0	1.2	1.1	0.0	0.7	0.7	0.0	1.0	0.9	0.0	1.2	1.2	0.0	0.4	0.3	0.0	0.9	0.8	0.0	0.8	0.8	0.0	0.1	0.1	0.0	1.0	0.9	0.0	0.4	0.3	0.0
40	1.4	1.4	0.0	9.4	9.3	0.1	6.1	6.1	0.0	1.5	1.5	0.0	2.0	1.9	0.0	1.0	1.0	0.0	0.6	0.6	0.0	1.8	1.8	0.0	1.2	1.1	0.1	1.4	1.3	0.0	1.7	1.6	0.0	2.4	2.4	0.0	0.9	0.9	0.0	0.5	0.4	0.0
35	2.5	2.5	0.0	8.1	7.9	0.2	6.4	6.3	0.1	2.4	2.3	0.0	2.4	2.3	0.1	1.1	1.1	0.0	1.1	1.1	0.0	2.9	2.9	0.0	1.4	1.4	0.0	1.1	1.1	0.0	1.6	1.6	0.0	1.3	1.3	0.0	1.7	1.7	0.0	0.8	0.8	0.0
30	2.6	2.5	0.1	13.6	13.0	0.5	9.7	9.4	0.3	4.4	4.2	0.1	3.9	3.8	0.1	2.2	2.1	0.1	2.0	1.9	0.1	3.6	3.3	0.3	2.0	1.9	0.0	1.5	1.4	0.0	3.9	3.7	0.1	3.1	3.1	0.0	3.1	2.8	0.2	2.8	2.3	0.4
25	2.8	2.7	0.1	15.0	13.9	1.0	12.2	11.3	0.9	6.7	6.2	0.4	4.5	4.1	0.4	2.3	2.2	0.1	2.6	2.2	0.4	6.3	5.8	0.5	3.3	2.9	0.3	3.0	2.7	0.2	8.0	7.3	0.7	2.2	2.0	0.1	5.4	4.8	0.5	5.3	4.4	0.9
20	2.1	2.0	0.1	14.3	12.5	1.8	14.3	13.1	1.1	11.1	10.4	0.7	8.9	8.3	0.5	3.7	3.4	0.2	3.8	3.5	0.2	10.4	9.3	1.1	3.6	3.1	0.5	4.6	4.3	0.3	10.9	10.0	0.8	4.9	4.3	0.5	12.4	10.8	1.6	15.9	14.1	1.7
15	2.3	1.7	0.5	16.5	12.2	4.2	13.1	11.2	1.9	12.8	11.8	0.9	9.6	8.9	0.7	5.6	5.4	0.2	7.3	7.0	0.3	16.3	14.8	1.5	7.2	6.3	0.8	6.5	6.0	0.4	20.7	18.5	2.1	8.1	6.8	1.2	28.8	24.4	4.3	40.1	33.7	6.3
10	2.3	1.6	0.6	23.1	14.1	9.0	18.4	13.8	4.6	15.5	13.0	2.5	16.3	14.4	1.9	8.2	7.3	0.8	10.9	9.6	1.3	23.5	19.8	3.6	14.2	11.9	2.2	15.7	13.8	1.8	35.1	28.7	6.4	21.0	17.4	3.5	59.2	38.3	20.9	87.8	46.9	40.8
05	3.4	1.8	1.6	16.4	6.8	9.5	24.4	13.8	10.5	20.0	11.9	8.1	17.1	13.5	3.5	13.1	11.1	1.9	15.6	13.4	2.2	30.4	19.7	10.7	20.3	15.1	5.2	27.2	22.5	4.6	43.3	26.0	17.2	36.6	20.6	15.9	46.5	17.9	28.5	74.0	19.6	54.4
78	5.3	2.4	2.8	15.8	5.2	10.6	29.2	12.1	17.0	27.7	11.6	16.0	28.5	16.9	11.5	22.3	17.3	4.9	27.3	19.2	8.1	30.1	13.7	16.4	37.1	17.4	19.6	44.7	26.1	18.6	49.5	21.3	28.2	38.3	8.7	29.6	30.2	7.7	22.5	25.8	5.9	19.9
95	2.4	0.7	1.6	9.2	1.6	7.6	14.2	2.8	11.4	16.2	4.1	12.0	25.6	10.1	15.4	17.6	11.8	5.7	22.1	11.3	10.8	16.7	3.9	12.7	25.1	5.7	19.4	33.1	9.1	24.0	24.9	7.0	17.9	15.1	2.6	12.4	10.6	1.7	8.9	7.3	1.0	6.2
90	1.9	0.4	1.4	8.2	0.9	7.2	14.0	2.3	11.7	14.1	2.0	12.0	22.1	5.2	16.9	27.8	14.4	13.3	16.6	5.5	11.0	11.5	2.4	9.1	15.9	2.8	13.0	21.4	3.3	18.0	13.6	1.9	11.6	8.6	1.2	7.3	8.1	1.0	7.0	3.8	0.7	3.0
85	1.7	0.1	1.6	8.6	0.3	8.2	10.9	0.5	10.3	10.0	0.7	9.3	13.3	1.3	12.0	23.8	7.1	16.7	11.3	1.9	9.3	6.4	1.0	5.3	8.6	0.7	7.9	11.7	1.4	10.2	8.8	1.2	7.5	4.9	0.3	4.6	3.1	0.3	2.7	1.3	0.2	1.1
80	1.9	0.1	1.8	6.6	0.4	6.1	10.8	0.8	10.0	8.4	0.8	7.6	11.8	1.1	10.7	16.6	3.4	13.2	9.2	1.4	7.7	5.7	0.7	4.9	6.3	0.7	5.5	8.9	0.7	8.2	5.5	0.6	4.8	2.2	0.3	1.8	3.8	0.2	3.5	0.7	0.1	0.6
75	2.1	0.1	2.0	7.7	0.7	7.0	6.6	0.5	6.1	6.2	0.3	5.8	7.4	0.6	6.7	13.5	1.0	12.5	5.2	0.6	4.5	3.4	0.3	3.1	3.5	0.2	3.2	5.0	0.7	4.2	5.4	0.2	5.1	3.3	0.0	3.2	1.3	0.1	1.2	0.4	0.0	0.4
70	1.8	0.0	1.7	4.9	0.5	4.4	7.8	0.4	7.3	6.1	0.2	5.8	5.1	0.3	4.7	11.8	1.2	10.6	4.0	0.4	3.6	3.0	0.3	2.7	2.3	0.1	2.2	3.7	0.7	3.0	3.4	0.1	3.2	1.0	0.0	0.9	1.9	0.0	1.8	0.5	0.0	0.5
65	1.0	0.0	1.0	3.8	0.1	3.7	6.7	0.1	6.5	3.2	0.0	3.1	4.1	0.2	3.9	5.9	0.2	5.6	2.3	0.0	2.3	1.6	0.0	1.5	1.3	0.0	1.2	2.8	0.0	2.8	1.6	0.0	1.6	0.6	0.0	0.5	0.8	0.0	0.8	0.7	0.0	0.7
60	1.5	0.0	1.4	8.5	0.2	8.2	6.9	0.1	6.8	2.5	0.1	2.4	3.6	0.1	3.5	5.6	0.3	5.2	2.5	0.0	2.4	1.9	0.0	1.9	1.3	0.0	1.2	2.0	0.0	1.9	1.8	0.0	1.8	0.5	0.0	0.5	0.7	0.0	0.7	0.4	0.0	0.4
55	1.0	0.0	1.0	7.6	0.0	7.6	3.9	0.0	3.8	3.0	0.0	2.9	1.8	0.0	1.8	3.5	0.1	3.3	2.0	0.0	2.0	1.2	0.0	1.2	0.5	0.0	0.5	1.3	0.0	1.3	1.2	0.1	1.1	0.9	0.0	0.9	0.3	0.0	0.2	0.3	0.0	0.3
50	2.2	0.0	2.2	7.2	0.1	7.0	3.2	0.1	3.1	2.3	0.1	2.1	1.9	0.0	1.9	5.4	0.1	5.3	1.6	0.0	1.6	1.2	0.0	1.2	0.9	0.0	0.8	1.9	0.0	1.8	1.1	0.0	1.1	0.7	0.0	0.7	0.2	0.0	0.2	0.2	0.0	0.2
45	1.7	0.0	1.7	6.0	0.0	6.0	1.5	0.0	1.4	0.9	0.0	0.9	1.8	0.0	1.8	2.2	0.0	2.2	0.9	0.0	0.9	1.3	0.0	1.3	0.4	0.0	0.4	1.0	0.0	1.0	0.6	0.0	0.6	0.8	0	0.8	0.1	0.0	0.1	0.2	0.0	0.2
40	0.8	0.0	0.8	2.9	0.0	2.9	2.2	0.0	2.2	1.3	0.0	1.3	0.8	0.0	0.8	1.6	0.0	1.6	0.6	0.0	0.6	0.9	0.0	0.9	0.6	0	0.6	1.0	0.0	1.0	1.1	0.1	1.0	0.8	0.0	0.8	0.2	0.0	0.2	0.0	0.0	0.0
35	0.6	0.0	0.6	1.3	0.0	1.3	1.0	0.0	1.0	1.1	0.0	1.1	0.6	0.0	0.6	0.9	0.0	0.9	0.4	0	0.4	0.6	0.0	0.6	0.4	0	0.4	0.7	0	0.7	0.5	0	0.5	0.3	0.0	0.3	0.2	0.0	0.2	0.0	0	0.0
30	0.7	0.0	0.7	1.8	0.0	1.7	1.8	0.0	1.8	0.7	0.0	0.7	0.5	0.0	0.5	0.8	0.0	0.8	0.5	0.0	0.5	0.7	0	0.7	0.2	0	0.2	0.6	0.0	0.6	0.2	0.0	0.2	0.0	0.0	0.0	1.0	0.0	1.0	0.0	0.0	0.0
25	0.6	0.0	0.6	0.8	0.0	0.8	1.1	0.0	1.0	0.5	0.0	0.5	0.2	0.0	0.2	0.7	0.0	0.7	0.3	0	0.3	0.2	0	0.2	0.1	0.0	0.1	0.7	0.0	0.7	0.3	0	0.3	0.0	0.0	0.0	1.8	0.0	1.8	0.0	0.0	0.0
20	0.4	0	0.4	1.6	0.0	1.6	1.2	0.0	1.2	0.5	0	0.5	0.2	0	0.2	0.5	0.0	0.4	0.8	0	0.8	0.3	0	0.3	0.3	0.0	0.3	0.4	0.0	0.4	0.1	0.0	0.1	0.0	0	0.0	0.5	0.0	0.5	0.0	0.0	0.0
15	0.1	0	0.1	1.0	0.0	1.0	0.5	0.0	0.5	1.6	0.0	1.6	0.2	0	0.2	0.3	0.0	0.3	0.3	0	0.3	0.0	0	0.0	0.1	0	0.1	0.8	0.0	0.8	0.1	0.0	0.1	0.0	0.0	0.0	0.2	0.0	0.2	0.0	0.0	0.0
10	0.5	0.0	0.5	0.7	0.0	0.7	0.7	0	0.7	0.4	0.0	0.4	0.4	0.0	0.4	0.6	0	0.6	0.3	0.0	0.3	0.8	0	0.8	0.2	0	0.2	0.2	0.0	0.2	0.0	0.0	0.0	0.0	0	0.0	0.4	0.0	0.4	0.0	0	0.0
05	0.1	0.0	0.1	0.4	0.0	0.4	0.5	0.0	0.5	0.3	0.0	0.3	0.1	0.0	0.1	0.1	0	0.1	0.2	0.0	0.2	0.5	0	0.5	0.3	0.0	0.3	0.2	0.0	0.2	0.1	0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	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
85	0.0	0.0	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.9	0.9	0.0	1.2	1.2	0.0	1.4	1.3	0.0	1.4	1.4	0.0	1.5	1.4	0.0	2.1	2.0	0.0	2.1	2.0	0.0	2.1	2.0	0.0	2.1	2.1	0.0
80	0.2	0.2	0	1.0	1.0	0.0	1.2	1.2	0.0	1.4	1.4	0.0	1.8	1.8	0.0	2.2	2.2	0.0	2.5	2.4	0.0	2.6	2.6	0.0	2.7	2.7	0.0	2.9	2.9	0.0	4.0	4.0	0.0	4.1	4.0	0.0	4.1	4.1	0.0	4.1	4.1	0.0
75	0.2	0.2	0	1.1	1.1	0.0	1.4	1.4	0.0	1.6	1.6	0.0	2.3	2.3	0.0	2.8	2.8	0.0	3.1	3.1	0.0	3.3	3.3	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.8	3.8	0.0	4.8	4.8	0.0	4.9	4.8	0.0	4.9	4.9	0.0
70	0.4	0.4	0.0	1.6	1.6	0.0	2.1	2.1	0.0	2.5	2.5	0.0	3.2	3.1	0.0	3.5	3.5	0.0	3.9	3.8	0.0	4.3	4.2	0.0	4.4	4.3	0.0	4.5	4.4	0.1	4.7	4.6	0.1	5.6	5.5	0.1	5.6	5.5	0.1	5.6	5.5	0.1
65	0.2	0.2	0	1.5	1.5	0.0	2.5	2.5	0.0	3.0	2.9	0.0	3.1	3.1	0.0	3.2	3.1	0.0	3.6	3.6	0.0	4.2	4.2	0.0	4.2	4.2	0.0	4.4	4.4	0.0	4.6	4.6	0.0	4.8	4.8	0.0	4.8	4.8	0.0	4.9	4.9	0.0
60	1.1	1.1	0.0	3.5	3.5	0.0	4.9	4.8	0.0	5.4	5.3	0.0	5.7	5.6	0.0	6.1	6.0	0.0	6.4	6.3	0.0	7.3	7.2	0.0	7.5	7.4	0.0	7.6	7.5	0.0	8.0	7.9	0.0	8.3	8.2	0.1	8.7	8.6	0.1	8.8	8.6	0.1
55	0.4	0.4	0.0	3.9	3.9	0.0	8.4	8.3	0.1	9.4	9.3	0.1	9.9	9.7	0.1	10.4	10.2	0.2	10.7	10.5	0.2	11.7	11.5	0.2	12.2	12.0	0.2	12.5	12.3	0.2	13.3	13.1	0.2	13.8	13.6	0.2	14.5	14.3	0.2	14.6	14.3	0.2
50	1.9	1.9	0.0	10.2	10.1	0.1	18.6	18.4	0.2	20.2	19.8	0.3	21.7	21.2	0.4	23.0	22.4	0.6	24.2	23.3	0.8	24.9	24.0	0.9	25.9	24.9	0.9	27.0	25.9	1.1	28.7	27.3	1.3	29.4	28.0	1.4	30.3	28.8	1.4	30.6	28.9	1.6
45	1.1	1.1	0.0	5.9	5.7	0.1	11.9	11.7	0.1	13.1	12.9	0.1	14.3	14.1	0.2	15.1	14.9	0.2	16.2	15.8	0.3	17.4	17.0	0.3	17.8	17.4	0.3	18.7	18.3	0.3	19.6	19.2	0.4	19.8	19.3	0.4	20.8	20.3	0.4	21.2	20.7	0.5
40	1.4	1.4	0.0	10.9	10.8	0.1	17.1	16.9	0.2	18.7	18.4	0.2	20.8	20.4	0.3	21.8	21.5	0.3	22.5	22.1	0.3	24.4	23.9	0.4	25.6	25.0	0.5	27.0	26.4	0.6	28.8	28.1	0.6	31.3	30.6	0.6	32.2	31.5	0.7	32.7	31.9	0.7
35	2.5	2.5	0.0	10.7	10.5	0.2	17.2	16.8	0.3	19.6	19.2	0.4	22.1	21.5	0.5	23.3	22.7	0.5	24.4	23.8	0.5	27.4	26.8	0.6	28.9	28.2	0.6	30.1	29.4	0.6	31.8	31.0	0.7	33.1	32.4	0.7	34.9	34.1	0.7	35.8	35.0	0.8
30	2.6	2.5	0.1	16.2	15.6	0.6	26.0	25.0	0.9	30.5	29.3	1.1	34.4	33.1	1.2	36.7	35.3	1.4	38.8	37.2	1.5	42.5	40.6	1.8	44.5	42.5	1.9	46.1	44.0	2.0	50.0	47.8	2.1	53.2	50.9	2.2	56.3	53.7	2.5	59.1	56.1	2.9
25	2.8	2.7	0.1	17.9	16.7	1.1	30.2	28.1	2.0	36.9	34.3	2.5	41.5	38.5	2.9	43.9	40.7	3.1	46.5	42.9	3.5	52.8	48.8	4.0	56.1	51.8	4.3	59.2	54.6	4.6	67.3	61.9	5.4	69.5	63.9	5.5	74.9	68.8	6.1	80.3	73.2	7.1
20	2.1	2.0	0.1	16.5	14.5	1.9	30.8	27.7	3.1	42.0	38.1	3.8	50.9	46.4	4.4	54.6	49.9	4.7	58.4	53.4	5.0	68.9	62.7	6.1	72.6	65.9	6.6	77.3	70.2	7.0	88.2	80.3	7.9	93.1	84.6	8.4	105.6	95.5	10.0	121.5	109.6	11.8
15	2.3	1.7	0.5	18.8	14.0	4.8	32.0	25.2	6.7	44.8	37.1	7.6	54.4	46.0	8.4	60.1	51.4	8.6	67.4	58.5	8.9	83.8	73.3	10.5	91.0	79.6	11.4	97.6	85.7	11.9	118.3	104.3	14.0	126.5	111.2	15.3	155.3	135.7	19.6	195.4	169.4	25.9
10	2.3	1.6	0.6	25.5	15.8	9.7	44.0	29.6	14.3	59.5	42.7	16.8	75.9	57.1	18.8	84.1	64.4	19.6	95.1	74.1	21.0	118.7	93.9	24.7	132.9	105.9	27.0	148.7	119.7	28.9	183.8	148.4	35.3	204.8	165.9	38.9	264.1	204.2	59.8	351.9	251.2	100.6
05	3.4	1.8	1.6	19.8	8.6	11.2	44.2	22.5	21.7	64.3	34.4	29.9	81.5	48.0	33.4	94.6	59.2	35.3	110.3	72.6	37.6	140.7	92.3	48.3	161.1	107.5	53.6	188.3	130.0	58.2	231.6	156.1	75.5	268.2	176.8	91.4	314.7	194.8	119.9	388.7	214.4	174.3
78	5.3	2.4	2.8	21.1	7.7	13.4	50.3	19.8	30.5	78.0	31.4	46.6	106.5	48.3	58.2	128.9	65.7	63.1	156.2	84.9	71.2	186.4	98.7	87.6	223.5	116.1	107.3	268.2	142.2	126.0	317.8	163.5	154.2	356.1	172.2	183.9	386.4	179.9	206.4	412.3	185.8	226.4
95	2.4	0.7	1.6	11.7	2.4	9.3	26.0	5.2	20.7	42.2	9.3	32.8	67.8	19.5	48.3	85.4	31.3	54.0	107.6	42.7	64.9	124.3	46.6	77.6	149.5	52.4	97.0	182.6	61.5	121.1	207.6	68.5	139.1	222.7	71.1	151.5	233.4	72.8	160.5	240.7	73.9	166.7
90	1.9	0.4	1.4	10.1	1.4	8.7	24.2	3.7	20.5	38.4	5.8	32.5	60.5	11.0	49.4	88.3	25.5	62.8	105.0	31.0	73.9	116.6	33.4	83.1	132.5	36.3	96.2	154.0	39.7	114.2	167.6	41.6	125.9	176.2	42.8	133.3	184.4	43.9	140.4	188.3	44.7	143.5
85	1.7	0.1	1.6	10.3	0.4	9.9	21.3	1.0	20.3	31.4	1.7	29.6	44.7	3.0	41.6	68.6	10.2	58.3	79.9	12.2	67.7	86.4	13.2	73.1	95.0	14.0	81.0	106.8	15.4	91.3	115.6	16.7	98.9	120.5	17.0	103.5	123.7	17.3	106.3	125.0	17.5	107.4
80	1.9	0.1	1.8	8.5	0.5	7.9	19.4	1.4	18.0	27.9	2.2	25.7	39.7	3.3	36.4	56.4	6.7	49.6	65.6	8.2	57.4	71.4	9.0	62.3	77.7	9.7	67.9	86.6	10.4	76.1	92.1	11.1	81.0	94.4	11.5	82.9	98.2	11.7	86.4	99.0	11.9	87.1
75	2.1	0.1	2.0	9.9	0.9	9.0	16.6	1.4	15.2	22.8	1.7	21.0	30.2	2.4	27.8	43.7	3.4	40.3	49.0	4.1	44.9	52.5	4.4	48.0	56.0	4.7	51.3	61.1	5.5	55.6	66.5	5.7	60.7	69.8	5.8	64.0	71.2	5.9	65.3	71.7	5.9	65.7
70	1.8	0.0	1.7	6.8	0.5	6.2	14.7	1.0	13.6	20.8	1.3	19.5	26.0	1.7	24.2	37.8	2.9	34.9	41.9	3.4	38.5	45.0	3.7	41.3	47.3	3.8	43.5	51.1	4.6	46.5	54.6	4.8	49.8	55.6	4.9	50.7	57.6	4.9	52.6	58.1	5.0	53.1
65	1.0	0.0	1.0	4.9	0.1	4.7	11.6	0.3	11.3	14.9	0.4	14.5	19.1	0.6	18.5	25.0	0.8	24.1	27.4	0.9	26.4	29.0	1.0	28.0	30.4	1.1	29.3	33.3	1.1	32.1	34.9	1.2	33.7	35.5	1.2	34.3	36.3	1.2	35.1	37.1	1.2	35.8
60	1.5	0.0	1.4	10.0	0.3	9.7	17.0	0.4	16.5	19.6	0.6	18.9	23.2	0.7	22.4	28.8	1.1	27.7	31.3	1.2	30.1	33.3	1.2	32.0	34.6	1.3	33.3	36.6	1.4	35.2	38.5	1.4	37.0	39.0	1.4	37.5	39.7	1.5	38.2	40.2	1.5	38.7
55	1.0	0.0	1.0	8.7	0.0	8.6	12.6	0.1	12.5	15.7	0.2	15.5	17.5	0.2	17.3	21.0	0.3	20.7	23.1	0.3	22.7	24.4	0.3	24.0	24.9	0.4	24.5	26.3	0.4	25.9	27.6	0.5	27.0	28.5	0.5	28.0	28.8	0.5	28.3	29.2	0.5	28.6
50	2.2	0.0	2.2	9.5	0.2	9.3	12.7	0.3	12.4	15.0	0.4	14.5	17.0	0.5	16.5	22.5	0.7	21.8	24.2	0.7	23.4	25.5	0.8	24.6	26.4	0.8	25.5	28.3	0.9	27.4	29.4	0.9	28.5	30.2	0.9	29.2	30.4	0.9	29.5	30.7	1.0	29.7
45	1.7	0.0	1.7	7.8	0.0	7.8	9.3	0.0	9.3	10.3	0.0	10.2	12.1	0.0	12.0	14.3	0.0	14.3	15.3	0.0	15.2	16.6	0.0	16.5	17.1	0.0	17.0	18.1	0.0	18.0	18.8	0.1	18.7	19.7	0.1	19.6	19.9	0.1	19.7	20.1	0.1	20.0
40	0.8	0.0	0.8	3.8	0.0	3.8	6.0	0.0	6.0	7.3	0.0	7.3	8.2	0.0	8.2	9.9	0.0	9.9	10.6	0.0	10.5	11.6	0.0	11.5	12.2	0.0	12.1	13.3	0.0	13.2	14.5	0.2	14.3	15.4	0.2	15.2	15.6	0.2	15.4	15.7	0.2	15.5
35	0.6	0.0	0.6	1.9	0.0	1.9	3.0	0.0	2.9	4.2	0.0	4.1	4.9	0.0	4.8	5.9	0.0	5.8	6.3	0.0	6.2	7.0	0.0	6.9	7.4	0.0	7.3	8.1	0.0	8.0	8.7	0.0	8.6	9.0	0.0	8.9	9.2	0.0	9.1	9.3	0.0	9.2
30	0.7	0.0	0.7	2.6	0.0	2.5	4.4	0.0	4.3	5.1	0.0	5.0	5.7	0.0	5.6	6.5	0.1	6.4	7.1	0.1	7.0	7.8	0.1	7.7	8.0	0.1	7.9	8.6	0.1	8.5	8.9	0.1	8.8	9.0	0.1	8.8	10.0	0.1	9.9	10.1	0.1	9.9
25	0.6	0.0	0.6	1.5	0.0	1.4	2.6	0.0	2.5	3.1	0.0	3.1	3.4	0.1	3.3	4.2	0.1	4.0	4.5	0.1	4.4	4.7	0.1	4.6	4.9	0.1	4.8	5.6	0.1	5.5	6.0	0.1	5.9	6.0	0.1	5.9	7.9	0.1	7.8	7.9	0.1	7.8
20	0.4	0	0.4	2.0	0.0	2.0	3.3	0.0	3.3	3.9	0.0	3.8	4.2	0.0	4.1	4.7	0.0	4.6	5.5	0.0	5.5	5.8	0.0	5.8	6.2	0.0	6.2	6.6	0.0	6.6	6.8	0.0	6.7	6.9	0.0	6.8	7.4	0.0	7.4	7.5	0.0	7.4
15	0.1	0	0.1	1.2	0.0	1.2	1.7	0.0	1.7	3.4	0.0	3.4	3.6	0.0	3.6	3.9	0.0	3.9	4.3	0.0	4.3	4.4	0.0	4.4	4.5	0.0	4.5	5.4	0.0	5.4	5.5	0.0	5.5	5.6	0.0	5.6	5.9	0.0	5.9	5.9	0.0	5.9
10	0.5	0.0	0.5	1.2	0.0	1.2	2.0	0.0	1.9	2.4	0.0	2.4	2.9	0.0	2.8	3.5	0.0	3.5	3.8	0.0	3.8	4.7	0.0	4.7	5.0	0.0	5.0	5.3	0.0	5.3	5.3	0.0	5.3	5.4	0.0	5.3	5.8	0.0	5.8	5.8	0.0	5.8
05	0.1	0.0	0.1	0.5	0.0	0.5	1.1	0.0	1.1	1.4	0.0	1.4	1.5	0.0	1.5	1.7	0.0	1.7	2.0	0.0	2.0	2.5	0.0	2.5	2.8	0.0	2.8	3.0	0.0	3.0	3.2	0.0	3.2	3.3	0.0	3.3	3.4	0.0	3.4	3.4	0.0	3.4

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	7,795.27	open	55,207	7,800	5.3	7,798.0	17.5	7795	12.0	15.29	0.301	0.02920
T	10:00	7,807.57 +12.3	current	246,236	7,810	23.1	7,802.3	22.8	7810	10.2	15.27	-0.080	0.03840
T30	10:30	7,801.45 -6.1	current	252,971	7,800	29.2	7,801.6	26.9	7800	9.6	15.19	0.082	0.04240
E	11:00	7,795.80 -5.6	current	188,558	7,800	27.7	7,797.5	30.8	7795	9.5	15.32	0.096	0.04480
E30	11:30	7,788.09 -7.7	current	201,770	7,800	28.5	7,796.8	30.3	7790	9.6	15.41	0.002	0.04700
N	12:00	7,792.81 +4.7	current	204,606	7,790	27.8	7,788.3	33.1	7795	9.0	15.44	-0.083	0.05300
N30	12:30	7,800.27 +7.5	current	158,271	7,800	27.3	7,795.3	41.2	7800	8.6	15.45	-0.048	0.05900
P1	13:00	7,801.64 +1.4	current	190,184	7,805	30.4	7,801.8	40.7	7800	8.8	15.45	0.190	0.06120
P130	13:30	7,796.43 -5.2	current	162,198	7,800	37.1	7,798.3	48.2	7795	8.1	15.49	0.185	0.07240
P2	14:00	7,796.17 -0.3	current	207,454	7,800	44.7	7,795.8	47.9	7795	8.1	15.53	0.126	0.08270
P230	14:30	7,806.00 +9.8	current	252,698	7,800	49.5	7,802.8	50.7	7805	8.2	15.42	0.043	0.09500
P3	15:00	7,804.19 -1.8	current	162,847	7,800	38.3	7,803.0	58.9	7805	8.4	15.47	-0.106	0.11300
P330	15:30	7,809.23 +5.0	current	227,906	7,810	59.2	7,805.2	59.0	7810	11.1	15.40	0.062	0.12000
C	16:00 Close	7,805.45 -3.8	close	271,238	7,810	87.8	7,808.3	74.5	7810	33.0	15.27	-0.805	0.15660

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.