EOD ΔVol
Session 2026-10-14 · Exp 2026-10-14 · Spot 7,718.94 · Window 7630–7810 · Last slot C · Generated 2026-10-14 16:45:02 ET · ET
Session 2026-10-30
Preparing
—
Session 09:00 ET · O capture 09:50 · first paint ~09:52
Prior session shown below (not live) · 2026-10-30
Wall vs flow
slot C · Call peak K7720 Δ46,577 vs wall K7870 away
-150pt · Put peak K7710 Δ49,077 vs wall K7630 away
+80pt · 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
2026-10-14SPX
O 7,774.18 · H 7,789.15 · L 7,693.31 · C 7,718.94
prior C — VIX
16.87
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
7,774.18
7,758.75
7,753.72
7,751.30
7,740.73
7,735.81
7,721.08
7,727.68
7,707.89
7,700.08
7,706.88
7,703.51
7,715.65
7,718.94
VIX
15.70
15.81
15.71
15.75
15.91
16.19
16.52
16.39
16.97
17.24
17.01
17.13
16.91
16.84
ATM
28.10
25.95
23.05
21.60
21.00
21.25
22.70
19.60
21.20
18.70
15.80
12.80
10.00
2.88
IV
16.7
16.0
14.9
14.6
14.8
16.2
18.4
17.1
20.3
20.2
19.4
19.4
21.5
47.7
Wk
63.30
60.60
60.05
59.65
61.15
63.35
65.85
62.80
70.15
73.45
68.90
68.90
66.20
65.25
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
10
0.9
0.9
0.0
14.5
13.7
0.8
6.2
6.0
0.2
2.9
2.8
0.1
1.5
1.5
0.0
1.7
1.6
0.0
1.4
1.4
0.0
0.4
0.4
0.0
0.7
0.7
0.0
0.5
0.5
0.0
1.8
1.7
0.0
0.1
0.1
0.0
0.8
0.8
0.0
0.2
0.2
0.0
05
1.4
1.3
0.0
12.3
11.6
0.6
5.3
4.9
0.4
4.3
4.2
0.1
1.8
1.8
0.0
1.5
1.5
0.0
1.1
1.1
0.0
1.0
1.0
0.0
0.6
0.6
0.0
0.6
0.6
0.0
1.3
1.2
0.1
0.2
0.2
0.0
0.7
0.7
0.0
0.0
0.0
0.0
78
1.8
1.5
0.2
22.1
19.2
2.9
11.6
10.7
0.8
8.1
7.9
0.2
4.5
4.4
0.1
2.4
2.2
0.1
3.7
3.0
0.7
1.6
1.4
0.1
1.7
1.6
0.0
1.7
1.6
0.1
1.1
1.0
0.0
1.0
0.9
0.1
1.1
1.0
0.1
0.2
0.1
0.1
95
0.7
0.5
0.1
10.2
8.8
1.4
8.5
7.9
0.5
4.6
4.4
0.2
2.4
2.3
0.0
2.1
2.0
0.0
1.9
1.8
0.0
0.7
0.7
0.0
0.9
0.9
0.0
1.9
1.8
0.0
0.6
0.5
0.1
0.5
0.5
0.0
0.9
0.9
0.0
0.0
0.0
0.0
90
0.8
0.4
0.3
13.1
9.8
3.2
13.4
12.7
0.6
10.8
10.4
0.4
6.8
6.6
0.1
3.3
3.2
0.1
3.8
3.6
0.1
1.5
1.5
0.0
8.0
8.0
0.0
4.8
4.7
0.0
1.1
1.0
0.0
1.1
1.0
0.0
0.6
0.6
0.0
0.1
0.1
0.0
85
0.6
0.5
0.1
16.1
10.0
6.0
10.6
9.2
1.3
7.4
6.6
0.8
4.6
4.3
0.3
4.4
4.2
0.2
2.2
2.1
0.0
1.8
1.7
0.0
1.3
1.3
0.0
0.8
0.7
0.1
2.7
2.7
0.0
0.7
0.7
0.0
0.6
0.6
0.0
0.2
0.1
0.1
80
1.1
0.5
0.5
18.9
9.4
9.4
12.4
10.2
2.1
11.2
10.1
1.1
9.4
8.6
0.7
5.3
4.8
0.4
3.7
3.6
0.1
2.6
2.4
0.1
3.0
2.7
0.2
1.8
1.7
0.0
1.1
1.0
0.0
1.1
1.0
0.0
0.9
0.8
0.0
0.4
0.3
0.1
75
1.3
0.7
0.6
17.8
7.3
10.4
9.5
7.2
2.3
8.5
7.3
1.1
6.5
5.9
0.5
5.0
4.6
0.3
3.3
3.0
0.2
2.4
2.4
0.0
2.3
2.1
0.2
2.8
2.8
0.0
1.6
1.5
0.0
1.0
0.9
0.0
0.8
0.7
0.0
0.2
0.1
0.0
70
1.4
0.4
0.9
19.9
4.3
15.5
12.2
8.5
3.6
11.5
9.6
1.9
9.6
8.6
0.9
6.6
6.2
0.4
5.4
5.2
0.1
4.6
4.4
0.1
3.3
3.2
0.0
2.9
2.7
0.2
2.2
2.1
0.0
0.8
0.6
0.2
1.3
1.1
0.2
0.9
0.7
0.1
65
0.6
0.1
0.5
12.7
2.1
10.6
12.0
6.8
5.2
9.5
7.0
2.4
7.8
6.7
1.0
7.1
6.4
0.7
5.7
5.4
0.3
3.6
3.1
0.4
3.0
2.8
0.2
2.5
2.3
0.1
1.3
1.3
0.0
1.1
1.1
0.0
1.5
1.4
0.0
0.4
0.4
0.0
60
0.7
0.1
0.6
17.0
2.4
14.6
23.0
11.1
11.9
17.3
10.7
6.6
11.9
8.5
3.3
11.3
9.8
1.5
11.2
10.3
0.9
7.2
6.6
0.6
5.3
4.9
0.4
3.5
3.1
0.4
2.2
2.0
0.2
2.0
1.7
0.2
2.8
2.1
0.6
1.7
0.7
0.9
55
0.5
0.0
0.4
11.0
0.7
10.3
20.2
5.7
14.5
16.7
8.7
7.9
11.0
7.1
3.9
9.0
7.2
1.7
8.1
6.9
1.1
5.5
5.0
0.4
6.6
6.3
0.3
3.0
2.7
0.3
3.3
3.1
0.2
1.1
1.0
0.0
3.3
3.2
0.1
1.5
1.3
0.2
50
0.6
0.0
0.6
22.7
0.8
21.9
18.3
3.6
14.6
21.1
7.5
13.5
20.9
10.0
10.9
15.1
10.6
4.4
12.1
9.7
2.3
10.5
9.7
0.8
12.2
10.8
1.4
8.4
7.8
0.5
5.4
5.0
0.4
2.9
2.6
0.3
3.6
3.2
0.3
3.7
3.0
0.6
45
0.5
0.0
0.5
10.4
0.5
9.9
10.6
1.3
9.3
13.9
3.1
10.8
18.6
7.6
10.9
12.2
7.4
4.7
10.4
8.0
2.3
6.8
5.9
0.8
10.3
8.9
1.4
6.7
6.0
0.6
5.1
4.7
0.3
2.2
1.9
0.2
3.9
3.3
0.5
6.3
5.2
1.0
40
1.3
0.0
1.3
13.7
0.3
13.3
11.5
1.1
10.4
14.1
2.1
11.9
21.8
5.1
16.6
18.9
10.0
8.9
14.1
10.5
3.6
10.5
8.8
1.6
10.6
8.9
1.6
11.0
9.9
1.1
8.2
7.7
0.5
4.3
3.6
0.6
8.0
6.4
1.5
10.6
9.3
1.2
35
0.6
0.0
0.6
9.7
0.1
9.6
10.6
0.3
10.2
10.3
0.8
9.5
13.0
2.1
10.9
18.5
7.2
11.2
13.9
8.2
5.7
8.9
6.6
2.3
10.3
8.5
1.7
9.9
8.6
1.3
8.0
7.2
0.7
3.8
3.4
0.3
7.3
6.5
0.8
16.2
14.5
1.6
30
0.8
0.0
0.8
13.1
0.1
12.9
18.5
0.4
18.0
12.5
0.5
11.9
12.2
1.3
10.8
22.2
4.5
17.6
20.2
8.0
12.1
17.6
11.9
5.7
16.1
10.6
5.5
16.1
13.4
2.6
11.4
9.6
1.7
7.7
6.4
1.3
15.7
11.4
4.2
28.5
24.5
3.9
25
0.7
0.0
0.7
11.9
0.0
11.8
9.4
0.2
9.1
9.6
0.3
9.2
11.3
0.5
10.8
13.1
1.2
11.8
16.2
6.6
9.5
17.6
8.6
8.9
16.5
8.3
8.2
14.1
11.5
2.6
14.5
12.4
2.1
10.0
8.4
1.5
19.3
14.3
5.0
39.5
33.2
6.3
20
1.1
0.0
1.1
11.9
0.1
11.7
19.0
0.3
18.7
8.9
0.4
8.5
9.9
0.5
9.4
16.5
1.2
15.2
21.1
5.6
15.5
18.9
6.5
12.4
22.8
9.1
13.7
15.1
9.7
5.4
16.1
12.9
3.2
13.2
11.1
2.0
30.2
24.1
6.0
62.9
46.5
16.3
15
0.6
0.0
0.6
9.7
0.0
9.6
5.9
0.1
5.7
6.2
0.2
6.0
9.1
0.5
8.6
11.4
0.7
10.6
14.8
2.2
12.6
12.3
2.3
9.9
18.0
4.4
13.6
15.8
8.2
7.5
16.3
12.3
4.0
13.1
9.6
3.5
32.4
21.9
10.4
67.9
32.3
35.6
10
0.5
0
0.5
6.2
0.2
6.0
7.4
0.7
6.7
4.6
0.4
4.2
10.2
0.1
10.0
9.4
0.3
9.1
15.5
1.5
14.0
10.1
1.6
8.5
16.4
2.6
13.8
26.2
13.0
13.1
22.4
13.9
8.4
16.5
11.3
5.1
35.4
21.9
13.5
62.9
13.8
49.0
05
0.4
0.0
0.4
4.9
0.0
4.9
3.8
0.1
3.7
3.1
0.0
3.0
4.0
0.1
3.9
9.0
0.2
8.8
10.1
0.8
9.2
7.6
0.6
7.0
12.6
1.0
11.5
23.5
6.2
17.3
23.7
11.0
12.7
20.8
10.7
10.0
31.5
15.4
16.0
31.9
5.1
26.7
77
1.2
0.0
1.2
6.5
0.0
6.4
10.4
0.2
10.1
5.9
0.3
5.5
8.2
0.3
7.9
10.2
0.5
9.6
17.2
0.8
16.4
12.9
0.7
12.1
16.3
1.1
15.2
29.1
4.4
24.6
32.0
11.7
20.3
23.2
6.1
17.1
41.8
14.0
27.8
33.0
4.3
28.6
95
0.2
0
0.2
3.0
0.0
3.0
4.2
0.0
4.2
2.3
0.0
2.3
7.1
0.1
7.0
5.8
0.1
5.6
8.0
0.4
7.6
7.7
0.2
7.5
11.7
0.3
11.3
16.4
2.2
14.2
18.9
2.8
16.0
11.1
1.0
10.1
21.3
3.9
17.3
12.9
0.6
12.2
90
0.8
0.0
0.8
3.2
0.0
3.2
2.4
0.1
2.3
1.7
0.1
1.6
2.6
0.0
2.6
4.0
0.0
3.9
9.5
0.2
9.2
6.9
0.2
6.6
8.1
0.1
7.9
16.0
1.7
14.3
20.6
2.1
18.4
11.5
1.1
10.4
17.6
2.3
15.2
7.7
0.6
7.0
85
0.2
0
0.2
1.8
0.0
1.8
2.2
0.0
2.2
1.6
0.0
1.5
1.7
0.0
1.7
2.5
0.0
2.4
5.4
0.2
5.2
3.8
0.2
3.6
5.6
0.1
5.4
8.9
0.3
8.6
12.2
1.4
10.8
7.4
0.5
6.8
11.2
0.8
10.3
3.4
0.1
3.3
80
0.2
0.0
0.2
2.2
0.0
2.2
2.2
0.0
2.2
1.4
0.0
1.4
1.5
0.0
1.5
2.3
0.0
2.3
5.2
0.2
4.9
3.2
0.1
3.1
4.6
0.1
4.5
9.5
0.3
9.2
15.3
0.6
14.7
6.5
0.3
6.2
9.6
0.5
9.1
3.4
0.2
3.1
75
0.1
0.0
0.0
1.6
0.0
1.5
1.8
0.0
1.8
0.6
0.0
0.6
1.8
0.0
1.8
1.9
0.0
1.8
5.8
0.0
5.8
2.0
0.0
1.9
4.3
0.0
4.2
6.4
0.2
6.2
11.3
0.2
11.0
8.0
0.1
7.9
7.4
0.1
7.3
1.4
0.0
1.4
70
0.4
0
0.4
2.8
0
2.8
0.7
0.0
0.7
0.4
0
0.4
0.8
0.0
0.8
1.4
0.1
1.2
3.6
0.1
3.5
2.1
0.0
2.1
3.1
0.0
3.0
5.5
0.1
5.3
7.7
0.1
7.5
2.9
0.0
2.9
4.2
0.0
4.1
1.3
0.0
1.2
65
0.1
0
0.1
1.8
0.0
1.8
1.2
0
1.2
0.4
0.0
0.4
0.6
0.0
0.6
1.0
0.0
1.0
2.7
0.0
2.7
1.1
0.0
1.1
2.1
0.0
2.1
4.6
0.1
4.4
8.2
0.1
8.1
2.9
0.0
2.9
4.5
0.0
4.4
1.4
0.0
1.4
60
0.0
0
0.0
1.1
0.0
1.1
0.5
0
0.5
1.1
0
1.1
0.6
0.0
0.6
0.6
0
0.6
2.5
0.0
2.4
1.5
0.0
1.5
1.5
0.0
1.5
3.7
0.0
3.7
4.5
0.1
4.4
1.1
0.0
1.1
2.0
0.0
2.0
0.4
0.0
0.4
55
0.0
0
0.0
0.8
0
0.8
0.3
0.0
0.3
0.4
0.0
0.4
0.8
0.0
0.8
0.7
0.0
0.6
1.8
0.0
1.8
0.8
0.0
0.8
1.4
0.0
1.4
1.9
0.0
1.8
2.2
0.0
2.2
0.7
0.0
0.7
0.7
0.0
0.7
0.5
0.0
0.5
50
0.1
0.0
0.1
1.8
0.0
1.8
0.6
0.0
0.6
0.2
0.0
0.2
0.7
0.0
0.6
0.6
0.0
0.6
2.6
0.0
2.5
1.4
0.0
1.3
1.1
0.0
1.1
3.5
0.0
3.5
3.3
0.0
3.2
0.9
0.0
0.9
1.7
0.0
1.7
1.2
0.0
1.2
45
0.0
0.0
0.0
1.2
0
1.2
0.3
0
0.3
0.1
0
0.1
4.9
0.0
4.9
0.7
0.0
0.7
1.0
0.0
1.0
0.3
0
0.3
0.9
0.0
0.9
0.7
0.0
0.7
1.7
0.0
1.7
0.3
0.0
0.3
0.5
0.0
0.4
0.2
0.0
0.2
40
0.5
0
0.5
1.2
0
1.2
0.3
0.0
0.2
0.0
0.0
0.0
0.3
0.0
0.3
0.3
0.0
0.3
0.6
0.0
0.6
0.6
0.0
0.6
0.9
0.0
0.9
1.5
0.0
1.5
1.5
0.0
1.5
0.4
0.0
0.3
0.3
0
0.3
0.1
0
0.1
35
0.0
0
0.0
0.1
0
0.1
0.3
0
0.3
0.0
0
0.0
0.0
0.0
0.0
0.4
0.0
0.4
1.1
0.0
1.0
0.5
0
0.5
0.7
0.0
0.7
0.5
0.0
0.5
0.7
0
0.7
0.4
0
0.4
0.3
0
0.3
0.0
0
0.0
30
0.4
0
0.4
0.2
0
0.2
0.5
0
0.5
0.2
0
0.2
0.2
0.0
0.2
0.2
0
0.2
0.9
0.0
0.9
0.3
0.0
0.3
0.3
0
0.3
0.5
0
0.5
0.7
0.0
0.7
0.7
0
0.7
0.2
0.0
0.2
0.2
0
0.2
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
10
0.9
0.9
0.0
15.5
14.6
0.9
21.7
20.6
1.1
24.7
23.5
1.2
26.3
25.0
1.2
28.0
26.7
1.3
29.5
28.1
1.3
30.0
28.6
1.4
30.7
29.3
1.4
31.2
29.8
1.4
33.1
31.6
1.4
33.2
31.8
1.4
34.1
32.6
1.4
34.3
32.8
1.4
05
1.4
1.3
0.0
13.8
13.0
0.7
19.1
18.0
1.1
23.5
22.2
1.3
25.4
24.0
1.3
27.0
25.5
1.4
28.2
26.7
1.4
29.2
27.7
1.4
29.9
28.4
1.5
30.6
29.0
1.5
32.0
30.2
1.7
32.2
30.4
1.7
33.0
31.2
1.7
33.0
31.2
1.8
78
1.8
1.5
0.2
24.0
20.8
3.1
35.6
31.6
4.0
43.8
39.5
4.3
48.4
43.9
4.5
50.8
46.1
4.7
54.6
49.2
5.4
56.3
50.7
5.6
58.0
52.4
5.6
59.8
54.0
5.7
61.0
55.1
5.8
62.0
56.0
5.9
63.2
57.1
6.0
63.4
57.2
6.2
95
0.7
0.5
0.1
10.9
9.4
1.5
19.5
17.4
2.1
24.2
21.8
2.3
26.7
24.2
2.4
28.8
26.3
2.5
30.7
28.1
2.5
31.5
28.8
2.6
32.4
29.8
2.6
34.3
31.6
2.6
35.0
32.2
2.8
35.5
32.7
2.8
36.5
33.6
2.8
36.5
33.7
2.8
90
0.8
0.4
0.3
14.0
10.3
3.6
27.4
23.1
4.3
38.2
33.5
4.7
45.1
40.2
4.8
48.5
43.4
5.0
52.3
47.1
5.2
53.9
48.6
5.2
62.0
56.7
5.3
66.8
61.5
5.3
68.0
62.5
5.4
69.1
63.6
5.4
69.7
64.2
5.4
69.8
64.3
5.5
85
0.6
0.5
0.1
16.7
10.5
6.1
27.4
19.8
7.5
34.9
26.5
8.3
39.5
30.8
8.6
44.0
35.1
8.9
46.3
37.3
9.0
48.2
39.1
9.0
49.6
40.4
9.1
50.4
41.1
9.2
53.1
43.9
9.2
53.9
44.7
9.2
54.5
45.3
9.2
54.8
45.4
9.3
80
1.1
0.5
0.5
20.0
10.0
9.9
32.5
20.3
12.1
43.8
30.4
13.3
53.2
39.1
14.0
58.5
43.9
14.5
62.3
47.6
14.6
64.9
50.1
14.8
67.9
52.8
15.1
69.8
54.6
15.1
70.9
55.6
15.2
72.0
56.7
15.2
72.9
57.6
15.3
73.4
57.9
15.4
75
1.3
0.7
0.6
19.1
8.1
11.0
28.7
15.3
13.4
37.2
22.7
14.5
43.8
28.6
15.1
48.8
33.3
15.5
52.2
36.4
15.8
54.6
38.8
15.8
57.0
40.9
16.0
59.8
43.7
16.1
61.5
45.3
16.2
62.5
46.3
16.2
63.4
47.1
16.3
63.6
47.3
16.3
70
1.4
0.4
0.9
21.3
4.8
16.4
33.5
13.4
20.1
45.1
23.0
22.1
54.8
31.7
23.1
61.5
37.9
23.5
66.9
43.2
23.7
71.6
47.7
23.9
74.9
50.9
23.9
77.9
53.7
24.1
80.1
55.8
24.2
80.9
56.4
24.4
82.3
57.6
24.7
83.2
58.3
24.9
65
0.6
0.1
0.5
13.4
2.2
11.2
25.5
9.0
16.4
35.0
16.1
18.9
42.8
22.9
19.9
50.0
29.3
20.6
55.8
34.7
21.0
59.4
37.9
21.4
62.4
40.7
21.6
64.9
43.1
21.8
66.3
44.4
21.8
67.5
45.5
21.9
69.0
47.0
22.0
69.5
47.4
22.0
60
0.7
0.1
0.6
17.8
2.6
15.2
40.8
13.7
27.1
58.2
24.5
33.7
70.2
33.0
37.1
81.6
42.9
38.6
92.8
53.2
39.6
100.1
59.9
40.2
105.4
64.8
40.6
109.0
67.9
41.0
111.3
70.0
41.2
113.4
71.8
41.5
116.2
74.0
42.1
117.9
74.8
43.1
55
0.5
0.0
0.4
11.5
0.7
10.8
31.8
6.4
25.3
48.6
15.2
33.3
59.6
22.3
37.2
68.6
29.6
39.0
76.8
36.5
40.2
82.3
41.6
40.7
89.0
47.9
41.0
92.1
50.7
41.4
95.4
53.8
41.6
96.5
54.8
41.7
99.9
58.0
41.8
101.4
59.3
42.1
50
0.6
0.0
0.6
23.4
0.8
22.5
41.8
4.5
37.2
62.9
12.1
50.8
83.9
22.1
61.7
99.1
32.8
66.2
111.2
42.6
68.6
121.8
52.3
69.4
134.1
63.2
70.8
142.5
71.0
71.4
148.0
76.1
71.9
151.0
78.7
72.2
154.6
81.9
72.6
158.3
85.0
73.3
45
0.5
0.0
0.5
11.0
0.5
10.4
21.7
1.9
19.7
35.6
5.0
30.6
54.2
12.6
41.6
66.5
20.1
46.4
77.0
28.2
48.8
83.8
34.1
49.6
94.2
43.1
51.1
100.9
49.2
51.7
106.1
53.9
52.1
108.3
55.9
52.4
112.3
59.3
53.0
118.6
64.6
54.0
40
1.3
0.0
1.3
15.1
0.3
14.7
26.6
1.5
25.1
40.7
3.6
37.1
62.6
8.7
53.8
81.5
18.7
62.7
95.7
29.3
66.4
106.2
38.1
68.0
116.8
47.1
69.7
127.9
57.1
70.8
136.1
64.8
71.3
140.5
68.5
72.0
148.5
74.9
73.5
159.1
84.3
74.7
35
0.6
0.0
0.6
10.4
0.1
10.2
21.0
0.5
20.5
31.4
1.3
30.0
44.4
3.4
41.0
63.0
10.7
52.2
76.9
19.0
57.9
85.9
25.6
60.2
96.3
34.2
62.0
106.2
42.9
63.3
114.3
50.1
64.1
118.1
53.5
64.5
125.5
60.0
65.4
141.7
74.6
67.0
30
0.8
0.0
0.8
14.0
0.1
13.8
32.5
0.6
31.9
45.0
1.1
43.9
57.3
2.5
54.7
79.5
7.1
72.4
99.8
15.2
84.6
117.5
27.1
90.3
133.6
37.7
95.8
149.8
51.2
98.5
161.2
60.9
100.3
168.9
67.3
101.6
184.6
78.7
105.9
213.2
103.3
109.8
25
0.7
0.0
0.7
12.7
0.0
12.6
22.1
0.3
21.8
31.8
0.7
31.0
43.2
1.2
41.9
56.3
2.5
53.8
72.6
9.2
63.4
90.2
17.8
72.3
106.7
26.1
80.6
120.9
37.7
83.2
135.5
50.1
85.3
145.5
58.5
86.9
164.8
72.8
91.9
204.4
106.1
98.3
20
1.1
0.0
1.1
13.0
0.2
12.8
32.1
0.5
31.5
41.1
0.9
40.1
51.0
1.5
49.5
67.6
2.8
64.8
88.7
8.4
80.3
107.7
14.9
92.8
130.6
24.1
106.5
145.8
33.8
111.9
161.9
46.7
115.1
175.1
57.9
117.2
205.3
82.1
123.2
268.3
128.6
139.6
15
0.6
0.0
0.6
10.3
0.0
10.3
16.2
0.1
16.0
22.5
0.4
22.0
31.6
0.9
30.6
43.0
1.7
41.3
57.9
3.9
54.0
70.2
6.2
64.0
88.2
10.6
77.6
104.0
18.9
85.1
120.4
31.2
89.2
133.6
40.8
92.7
166.0
62.8
103.1
234.0
95.2
138.8
10
0.5
0
0.5
6.8
0.2
6.5
14.2
0.9
13.3
18.9
1.3
17.5
29.1
1.5
27.6
38.6
1.9
36.7
54.2
3.4
50.8
64.4
5.0
59.4
80.8
7.6
73.2
107.0
20.7
86.3
129.4
34.6
94.8
145.9
46.0
99.9
181.4
67.9
113.4
244.4
81.8
162.5
05
0.4
0.0
0.4
5.4
0.0
5.3
9.2
0.1
9.1
12.4
0.2
12.1
16.4
0.3
16.0
25.5
0.6
24.9
35.6
1.4
34.1
43.3
2.0
41.2
55.9
3.1
52.8
79.4
9.3
70.1
103.2
20.4
82.8
124.1
31.1
92.9
155.6
46.6
108.9
187.6
51.8
135.7
77
1.2
0.0
1.2
7.7
0.0
7.6
18.1
0.3
17.8
24.0
0.6
23.4
32.3
0.9
31.3
42.5
1.5
41.0
59.7
2.3
57.4
72.7
3.0
69.6
89.0
4.1
84.8
118.1
8.6
109.5
150.2
20.3
129.9
173.4
26.4
147.0
215.3
40.5
174.8
248.3
44.9
203.4
95
0.2
0
0.2
3.2
0.0
3.2
7.4
0.0
7.4
9.8
0.0
9.7
16.9
0.1
16.8
22.8
0.2
22.5
30.8
0.7
30.1
38.6
0.9
37.7
50.3
1.2
49.1
66.8
3.4
63.4
85.8
6.3
79.5
96.9
7.3
89.6
118.2
11.2
107.0
131.1
11.9
119.2
90
0.8
0.0
0.8
4.0
0.0
4.0
6.5
0.1
6.4
8.3
0.2
8.0
10.9
0.2
10.7
15.0
0.3
14.6
24.5
0.6
23.9
31.5
0.8
30.6
39.6
1.0
38.6
55.7
2.8
52.9
76.3
5.0
71.3
87.9
6.1
81.7
105.5
8.4
97.0
113.2
9.1
104.1
85
0.2
0
0.2
2.0
0.0
2.0
4.3
0.0
4.3
5.9
0.0
5.9
7.7
0.0
7.6
10.2
0.0
10.1
15.6
0.3
15.3
19.4
0.5
18.9
25.1
0.7
24.4
34.1
1.0
33.0
46.3
2.4
43.8
53.7
3.0
50.7
64.9
3.8
61.0
68.4
4.0
64.4
80
0.2
0.0
0.2
2.4
0.0
2.4
4.6
0.0
4.6
6.1
0.0
6.0
7.6
0.0
7.6
10.0
0.0
9.9
15.2
0.2
14.9
18.5
0.4
18.0
23.2
0.6
22.5
32.8
0.9
31.8
48.1
1.6
46.5
54.7
1.9
52.7
64.3
2.4
61.8
67.7
2.6
65.0
75
0.1
0.0
0.0
1.7
0.0
1.6
3.5
0.0
3.5
4.1
0.0
4.1
6.0
0.0
5.9
7.9
0.0
7.8
13.8
0.0
13.7
15.8
0.1
15.6
20.2
0.2
19.9
26.6
0.4
26.1
37.9
0.7
37.2
46.0
0.8
45.1
53.4
0.9
52.4
54.9
1.0
53.8
70
0.4
0
0.4
3.3
0
3.3
4.0
0.0
4.0
4.5
0.0
4.5
5.4
0.0
5.4
6.8
0.1
6.7
10.5
0.2
10.2
12.7
0.3
12.4
15.9
0.4
15.4
21.4
0.6
20.8
29.2
0.7
28.4
32.1
0.8
31.3
36.3
0.8
35.4
37.6
0.9
36.7
65
0.1
0
0.1
2.0
0.0
2.0
3.3
0.0
3.3
3.7
0.0
3.7
4.3
0.0
4.3
5.4
0.0
5.3
8.1
0.0
8.1
9.3
0.0
9.2
11.5
0.1
11.3
16.1
0.2
15.8
24.3
0.4
23.9
27.3
0.4
26.9
31.9
0.5
31.3
33.3
0.5
32.8
60
0.0
0
0.0
1.1
0.0
1.1
1.6
0.0
1.6
2.8
0.0
2.8
3.4
0.0
3.4
4.0
0.0
4.0
6.5
0.0
6.5
8.1
0.0
8.1
9.7
0.0
9.6
13.5
0.1
13.4
18.1
0.2
17.8
19.2
0.2
18.9
21.3
0.3
20.9
21.7
0.3
21.4
55
0.0
0
0.0
0.8
0
0.8
1.2
0.0
1.2
1.6
0.0
1.6
2.5
0.0
2.5
3.2
0.0
3.2
5.0
0.0
5.0
5.9
0.0
5.9
7.3
0.0
7.3
9.3
0.0
9.2
11.6
0.1
11.4
12.3
0.1
12.2
13.1
0.1
12.9
13.6
0.1
13.5
50
0.1
0.0
0.1
1.9
0.0
1.9
2.6
0.0
2.6
2.8
0.0
2.8
3.6
0.0
3.5
4.2
0.0
4.1
6.9
0.1
6.7
8.3
0.2
8.1
9.5
0.2
9.3
13.1
0.2
12.8
16.4
0.2
16.1
17.3
0.3
17.0
19.1
0.3
18.8
20.3
0.3
20.0
45
0.0
0.0
0.0
1.2
0.0
1.2
1.6
0.0
1.6
1.7
0.0
1.7
6.7
0.0
6.6
7.4
0.0
7.4
8.4
0.0
8.4
8.8
0.0
8.8
9.7
0.0
9.7
10.5
0.0
10.5
12.3
0.0
12.2
12.6
0.0
12.6
13.1
0.0
13.1
13.4
0.0
13.3
40
0.5
0
0.5
1.8
0
1.8
2.1
0.0
2.1
2.1
0.0
2.1
2.4
0.0
2.4
2.8
0.0
2.8
3.4
0.0
3.4
4.0
0.0
4.0
5.0
0.0
5.0
6.5
0.0
6.5
8.1
0.0
8.1
8.5
0.0
8.5
8.9
0.0
8.8
9.1
0.0
9.0
35
0.0
0
0.0
0.1
0
0.1
0.4
0
0.4
0.4
0
0.4
0.5
0.0
0.5
0.9
0.0
0.9
2.0
0.0
2.0
2.6
0.0
2.6
3.3
0.0
3.3
3.9
0.0
3.8
4.6
0.0
4.6
5.1
0.0
5.1
5.4
0.0
5.4
5.5
0.0
5.5
30
0.4
0
0.4
0.6
0
0.6
1.2
0
1.2
1.5
0
1.5
1.8
0.0
1.8
2.0
0.0
2.0
3.0
0.0
3.0
3.4
0.0
3.3
3.8
0.0
3.7
4.3
0.0
4.2
5.0
0.0
5.0
5.8
0.0
5.7
6.1
0.0
6.0
6.3
0.0
6.2
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
7,774.18
open
24,831
7,800
1.8
7,747.1
15.9
7775
16.7
15.70
0.094
0.02240
T
10:00
7,758.75 -15.4
current
330,886
7,750
22.7
7,755.5
12.4
7760
16.0
15.81
-0.007
0.02440
T30
10:30
7,753.72 -5.0
current
289,667
7,760
23.0
7,749.6
21.3
7755
14.9
15.71
0.011
0.02760
E
11:00
7,751.30 -2.4
current
235,328
7,750
21.1
7,750.7
22.0
7750
14.6
15.75
0.055
0.02960
E30
11:30
7,740.73 -10.6
current
242,769
7,740
21.8
7,739.3
22.1
7740
14.8
15.91
0.101
0.03040
N
12:00
7,735.81 -4.9
current
240,171
7,730
22.2
7,734.5
24.9
7735
16.2
16.19
0.027
0.02980
N30
12:30
7,721.08 -14.7
current
269,772
7,720
21.1
7,724.4
19.4
7720
18.4
16.52
0.050
0.02800
P1
13:00
7,727.68 +6.6
current
201,012
7,720
18.9
7,724.7
22.0
7730
17.1
16.39
-0.053
0.03250
P130
13:30
7,707.89 -19.8
current
246,890
7,720
22.8
7,722.4
19.1
7710
20.3
16.97
-0.068
0.03000
P2
14:00
7,700.08 -7.8
current
284,251
7,700
29.1
7,713.1
24.3
7700
20.2
17.24
0.010
0.03380
P230
14:30
7,706.88 +6.8
current
294,176
7,700
32.0
7,706.9
26.6
7705
19.4
17.01
0.119
0.04030
P3
15:00
7,703.51 -3.4
current
184,668
7,700
23.2
7,708.5
32.8
7705
19.4
17.13
-0.051
0.04980
P330
15:30
7,715.65 +12.1
current
327,435
7,700
41.8
7,710.0
30.0
7715
21.5
16.91
0.064
0.06300
C
16:00 Close
7,718.94 +3.3
close
404,955
7,715
67.9
7,715.5
42.1
7720
47.7
16.84
-0.681
0.19350
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.