Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-15 · Exp 2026-10-15 · Spot 7,744.06 · Window 7545–7820 · Last slot C · Generated 2026-10-15 16:45:03 ET · ET

Wall vs flow slot C · Call peak K7750 Δ41,080 vs wall K7800 away -50pt · Put peak K7740 Δ40,973 vs wall K7575 away +165pt · 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

2026-10-15 SPX O 7,687.31 · H 7,754.15 · L 7,669.66 · C 7,744.06 prior C — VIX 16.46 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	7,687.31	7,676.46	7,702.61	7,721.91	7,729.70	7,730.82	7,719.01	7,723.13	7,730.15	7,740.13	7,720.96	7,732.92	7,747.40	7,744.06
VIX	17.63	17.89	17.42	16.93	16.74	16.74	16.92	16.84	16.76	16.66	16.86	16.62	16.47	16.40
ATM	36.15	36.30	33.00	28.00	26.30	22.95	20.30	17.80	15.50	14.20	13.00	10.75	9.60	2.75
IV	21.6	22.5	21.1	18.9	18.8	17.5	16.5	15.5	14.8	15.1	15.9	16.0	20.2	31.5
Wk	60.60	63.10	59.50	54.30	52.10	50.30	50.35	48.20	47.20	45.20	45.80	44.15	42.85	41.90

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
20	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	0	0	1.3	1.2	0.0	0.0	0.0	0.0
15	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	0.6	0.6	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.8	0.7	0.0	0.0	0.0	0.0
10	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	0.5	0.5	0.0	0.4	0.4	0.0	0.0	0.0	0.0	0.4	0.4	0.0	0.2	0.2	0.0
05	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.4	0.4	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.8	0.8	0.0	0.9	0.9	0.0	0.5	0.5	0.0	0.0	0.0	0.0	0.3	0.3	0.0	0.0	0.0	0.0
78	0	0	0	0	0	0	0	0	0	0	0	0	3.9	3.9	0.0	1.8	1.7	0.0	1.5	1.5	0.0	0.8	0.8	0.0	0.5	0.5	0.0	1.8	1.7	0.0	0.9	0.9	0.0	0.2	0.2	0.0	1.6	1.4	0.1	0.4	0.3	0.0
95	0	0	0	0	0	0	0	0	0	1.0	1.0	0.0	2.3	2.3	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.5	0.5	0.0	0.5	0.5	0	0.9	0.9	0.0	0.8	0.8	0.0	0.0	0.0	0.0	1.6	1.6	0.0	0.6	0.6	0.0
90	0	0	0	0	0	0	0	0	0	1.1	1.1	0.0	3.8	3.8	0.0	1.5	1.4	0.0	1.2	1.2	0.0	0.9	0.8	0.0	0.3	0.3	0.0	1.6	1.6	0.0	1.3	1.3	0.0	0.3	0.3	0.0	1.7	1.6	0.0	1.7	1.7	0.0
85	0	0	0	0	0	0	0	0	0	1.9	1.9	0.0	3.5	3.4	0.0	1.7	1.7	0.0	1.1	1.1	0.0	1.0	1.0	0.0	0.4	0.4	0.0	2.9	2.9	0.0	1.5	1.4	0.0	0.8	0.7	0.0	2.9	2.9	0.0	1.0	0.9	0.0
80	0	0	0	0	0	0	0	0	0	2.9	2.8	0.0	6.2	6.1	0.1	2.5	2.5	0.0	3.0	3.0	0.0	1.7	1.7	0.0	1.3	1.3	0.0	3.5	3.4	0.0	2.2	2.1	0.0	1.3	1.2	0.0	5.8	5.6	0.1	1.6	1.5	0.0
75	0	0	0	0	0	0	3.2	3.1	0.0	3.4	3.3	0.0	6.4	6.3	0.1	3.1	3.0	0.0	2.3	2.3	0.0	1.8	1.8	0.0	1.3	1.3	0.0	5.4	5.3	0.1	2.4	2.4	0.0	0.6	0.6	0.0	7.6	7.3	0.2	3.1	2.9	0.1
70	0	0	0	0	0	0	3.6	3.6	0.0	3.4	3.4	0.0	7.4	7.1	0.3	5.5	5.4	0.1	3.7	3.6	0.0	2.7	2.6	0.0	1.5	1.4	0.0	7.2	6.9	0.3	4.3	4.2	0.1	1.5	1.4	0.0	11.9	11.4	0.5	6.8	6.5	0.2
65	0	0	0	0	0	0	3.3	3.3	0.0	3.3	3.2	0.0	7.8	7.5	0.2	4.0	3.8	0.1	5.1	4.9	0.1	2.7	2.6	0.0	1.4	1.4	0.0	8.0	7.6	0.3	4.0	3.9	0.0	1.3	1.3	0.0	16.2	15.4	0.8	11.2	10.9	0.3
60	0	0	0	0	0	0	4.5	4.4	0.1	4.0	3.9	0.0	10.1	9.6	0.4	10.2	9.5	0.6	5.5	5.3	0.2	3.6	3.5	0.1	3.4	3.0	0.3	10.9	9.8	1.1	6.2	5.8	0.3	2.0	1.9	0.1	27.2	25.3	1.8	24.8	22.8	2.0
55	0	0	0	0	0	0	5.5	5.4	0.0	7.1	7.0	0.1	9.5	8.9	0.6	7.3	7.1	0.1	9.1	8.8	0.2	4.1	4.0	0.1	3.7	3.5	0.1	13.0	12.1	0.8	8.7	8.1	0.5	3.0	2.9	0.1	34.7	30.0	4.6	35.5	31.7	3.7
50	0	0	0	0	0	0	14.3	14.0	0.2	11.8	11.5	0.3	15.9	14.5	1.4	11.2	10.4	0.7	10.9	10.2	0.6	8.8	8.1	0.6	8.6	8.1	0.5	21.2	18.7	2.4	16.7	15.0	1.6	6.2	5.7	0.4	54.6	39.0	15.5	57.5	41.0	16.4
45	0	0	0	0	0	0	7.3	7.1	0.2	7.7	7.5	0.2	10.3	8.7	1.5	7.0	6.4	0.5	6.3	5.7	0.5	7.1	6.7	0.4	7.1	6.3	0.7	20.4	16.7	3.6	14.1	12.3	1.8	6.9	6.3	0.6	40.9	24.7	16.2	62.2	26.2	36.0
40	0	0	0	0	0	0	10.3	10.1	0.2	8.4	8.0	0.4	12.7	10.0	2.7	7.9	6.5	1.4	7.3	6.0	1.2	8.6	7.6	1.0	9.0	7.7	1.2	25.2	16.5	8.7	20.6	15.4	5.2	14.9	13.4	1.5	43.6	20.6	22.9	48.6	7.6	40.9
35	0	0	0	0	0	0	9.5	9.2	0.2	6.7	6.3	0.4	15.5	11.7	3.7	10.0	7.9	2.1	7.1	5.6	1.4	8.7	7.7	0.9	10.8	8.7	2.1	19.2	11.5	7.7	18.8	12.2	6.6	17.8	14.4	3.4	27.6	11.4	16.1	27.1	3.3	23.7
30	0	0	0	0	0	0	9.8	9.3	0.4	9.2	8.3	0.8	19.6	12.9	6.7	15.0	9.1	5.9	10.2	6.4	3.7	11.7	8.7	3.0	16.3	10.4	5.9	18.3	7.3	11.0	27.8	13.6	14.1	27.8	20.8	7.0	28.9	7.4	21.4	14.5	2.1	12.4
25	3.3	3.2	0.1	6.6	6.3	0.3	8.7	8.0	0.6	11.3	9.5	1.8	17.0	9.9	7.1	14.0	6.7	7.3	12.1	6.1	5.9	16.9	11.5	5.4	14.3	7.5	6.7	11.5	3.3	8.2	27.8	10.2	17.6	26.2	14.2	12.0	19.7	3.5	16.2	6.9	1.1	5.8
20	2.2	2.0	0.1	7.7	7.2	0.5	11.1	10.3	0.8	15.1	11.8	3.3	15.3	7.7	7.6	13.6	4.7	8.9	11.9	4.5	7.4	16.8	7.1	9.6	10.3	3.0	7.3	13.2	2.7	10.5	33.9	7.9	25.9	20.1	6.3	13.7	14.9	1.7	13.1	6.0	1.0	5.0
15	1.1	0.9	0.1	4.5	4.0	0.4	6.7	5.6	1.0	11.8	7.6	4.2	7.4	2.7	4.6	6.9	1.8	5.1	8.1	1.8	6.3	9.8	2.5	7.3	5.5	1.2	4.2	7.5	0.8	6.7	18.3	2.2	16.0	12.2	2.2	10.0	9.6	1.0	8.6	2.2	0.2	2.0
10	1.6	1.4	0.1	5.0	4.0	0.9	11.3	8.4	2.9	13.2	7.1	6.0	7.4	1.9	5.4	6.6	1.5	5.1	6.9	1.3	5.6	8.3	1.8	6.4	6.3	1.1	5.1	7.3	0.6	6.6	18.9	1.5	17.4	12.0	1.5	10.5	5.8	0.8	5.0	1.8	0.2	1.5
05	1.4	0.9	0.4	4.6	3.5	1.0	11.2	8.6	2.6	10.1	5.5	4.6	5.9	1.6	4.3	5.4	0.6	4.8	5.6	0.7	4.9	6.2	1.0	5.1	5.1	0.5	4.5	4.4	0.3	4.1	12.7	0.7	12.0	6.0	0.4	5.6	4.3	0.4	3.9	1.5	0.1	1.3
77	2.8	2.0	0.8	11.8	8.2	3.6	19.7	12.7	6.9	16.4	7.0	9.3	13.2	2.0	11.2	8.1	0.6	7.4	11.0	1.0	10.0	12.2	1.0	11.2	7.8	0.7	7.0	7.6	1.3	6.3	15.9	0.9	14.9	8.8	0.6	8.2	7.7	0.5	7.1	2.8	0.1	2.6
95	1.5	0.9	0.5	7.2	3.6	3.5	11.0	5.4	5.6	6.6	2.0	4.6	7.4	0.9	6.4	4.2	0.2	3.9	6.1	0.3	5.8	4.5	0.2	4.3	3.3	0.4	2.8	2.9	0.9	2.0	7.5	0.4	7.1	3.4	0.2	3.2	4.2	0.1	4.0	0.8	0.0	0.7
90	1.6	0.9	0.6	8.1	3.6	4.4	9.0	4.2	4.7	6.0	1.1	4.8	6.3	0.4	5.8	5.0	0.4	4.5	6.2	0.4	5.8	4.2	0.2	4.0	3.5	0.0	3.4	2.9	0.0	2.8	5.0	0.7	4.2	2.0	0.0	1.9	1.9	0.0	1.8	0.9	0.0	0.9
85	2.8	1.2	1.5	9.9	3.3	6.6	6.8	2.8	4.0	5.2	0.7	4.4	5.9	0.3	5.5	3.5	0.2	3.2	3.5	0.1	3.3	3.2	0.2	2.9	2.2	0.1	2.1	1.8	0.1	1.7	3.2	0.1	3.1	1.5	0.0	1.5	0.9	0.1	0.7	0.5	0.0	0.5
80	3.2	1.1	2.0	10.0	2.3	7.7	9.9	2.6	7.2	6.5	0.6	5.8	6.1	0.4	5.7	6.2	0.2	6.0	3.0	0.0	2.9	3.2	0.1	3.1	2.4	0.0	2.3	2.3	0.0	2.2	2.4	0.1	2.3	1.1	0.0	1.1	1.2	0.1	1.1	0.4	0.0	0.3
75	1.9	0.4	1.5	7.0	1.2	5.7	9.3	2.1	7.1	6.9	0.4	6.4	5.3	0.2	5.1	3.3	0.0	3.2	2.5	0.1	2.4	2.7	0.2	2.4	1.9	0.0	1.9	1.9	0.0	1.9	1.9	0.0	1.9	0.5	0.0	0.5	1.0	0.0	0.9	0.9	0.0	0.9
70	1.6	0.2	1.3	7.0	0.9	6.1	10.9	1.8	9.0	9.6	0.4	9.2	6.2	0.1	6.1	7.3	0.0	7.2	2.2	0.0	2.2	2.0	0.0	2.0	1.3	0.0	1.3	1.3	0.0	1.3	1.4	0.0	1.3	0.6	0.0	0.6	0.4	0.0	0.4	0.6	0.0	0.6
65	1.3	0.3	1.0	4.4	0.4	3.9	6.6	0.8	5.7	6.3	0.1	6.2	3.5	0.0	3.5	1.8	0.0	1.8	1.4	0.1	1.3	1.4	0.0	1.4	1.0	0.0	0.9	0.6	0.0	0.6	0.8	0.0	0.8	0.5	0.0	0.5	0.4	0	0.4	0.1	0.0	0.0
60	1.6	0.1	1.5	5.6	0.5	5.0	7.2	0.6	6.6	8.9	0.1	8.7	4.6	0.1	4.5	1.9	0.0	1.9	1.1	0.0	1.1	2.6	0.0	2.6	0.9	0.0	0.9	1.1	0.0	1.1	1.0	0.0	1.0	0.2	0.0	0.2	0.3	0.0	0.2	0.1	0.0	0.1
55	1.2	0.0	1.1	3.8	0.1	3.7	7.4	0.2	7.2	4.6	0.0	4.5	2.3	0.0	2.3	0.7	0.0	0.7	1.0	0.0	1.0	0.9	0.0	0.9	0.8	0.0	0.7	0.5	0.0	0.5	1.3	0.0	1.3	0.1	0	0.1	0.3	0.0	0.3	0.5	0	0.5
50	1.8	0.0	1.7	8.7	0.2	8.4	11.1	0.2	10.9	11.3	0.2	11.0	3.5	0.0	3.4	1.6	0.0	1.6	1.5	0.0	1.5	2.0	0	2.0	0.6	0.0	0.6	1.0	0	1.0	0.9	0.0	0.9	0.2	0	0.2	1.9	0.0	1.9	0.4	0.0	0.4
45	1.1	0.0	1.0	4.0	0.0	4.0	7.9	0.1	7.8	4.7	0.0	4.6	1.5	0.0	1.5	1.1	0.0	1.1	0.6	0.0	0.6	0.9	0.0	0.9	0.5	0.0	0.5	1.1	0.0	1.1	0.6	0.0	0.6	0.3	0	0.3	1.6	0.0	1.6	0.2	0.0	0.2
40	1.1	0.0	1.0	4.7	0.0	4.6	7.1	0.0	7.0	5.4	0.1	5.3	1.7	0.0	1.7	1.1	0.0	1.0	0.7	0.0	0.6	0.6	0.0	0.6	0.7	0.0	0.7	0.3	0.0	0.3	1.1	0.0	1.1	0.1	0.0	0.1	0.8	0	0.8	0.0	0	0.0
35	2.6	0.1	2.5	5.9	0.0	5.8	4.6	0.0	4.6	4.0	0.0	3.9	1.4	0.0	1.4	0.9	0.0	0.9	0.5	0.0	0.5	0.3	0.0	0.3	0.2	0	0.2	0.3	0.0	0.3	0.7	0	0.7	0.5	0.0	0.5	0.8	0	0.8	0.0	0	0.0
30	2.7	0.0	2.7	8.0	0.0	7.9	5.4	0.0	5.3	4.5	0.0	4.5	2.0	0.0	2.0	2.1	0.0	2.1	0.5	0.0	0.5	0.9	0.0	0.9	0.5	0.0	0.5	0.2	0.0	0.2	0.7	0.0	0.7	0.4	0.0	0.4	2.0	0.0	2.0	0.0	0	0.0
25	1.0	0.0	1.0	3.7	0.0	3.7	4.3	0.0	4.3	1.9	0.0	1.9	1.9	0.0	1.8	0.5	0.0	0.5	0.2	0	0.2	0.2	0.0	0.2	0.3	0.0	0.3	0.2	0.0	0.2	0.5	0.0	0.5	0.4	0	0.4	1.0	0.0	1.0	0.0	0.0	0.0
20	1.1	0.0	1.1	3.6	0.0	3.5	4.4	0.0	4.4	6.3	0.0	6.2	2.0	0.0	2.0	0.5	0	0.5	0.2	0.0	0.2	0.4	0.0	0.4	0.2	0.0	0.2	0.5	0.0	0.5	0.5	0.0	0.5	0.4	0	0.4	0.3	0.0	0.3	0.0	0	0.0
15	1.0	0.0	0.9	2.3	0.0	2.2	3.0	0.0	3.0	1.7	0.0	1.7	0.9	0.0	0.9	0.4	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.4	0.2	0.0	0.2	0.3	0.0	0.3	0.1	0.0	0.1	0.1	0	0.1	0.2	0	0.2	0.0	0	0.0
10	1.5	0.0	1.5	2.7	0.0	2.7	3.3	0.0	3.2	1.6	0.0	1.6	1.2	0.0	1.2	0.4	0.0	0.4	0.3	0	0.3	1.1	0.0	1.1	0.6	0.0	0.6	0.4	0	0.4	0.2	0.0	0.2	0.4	0	0.4	0.0	0.0	0.0	0.0	0	0.0
05	1.3	0.0	1.3	2.2	0.0	2.1	2.2	0.0	2.2	0.8	0.0	0.8	1.0	0	1.0	0.1	0	0.1	0.3	0	0.3	0.1	0	0.1	0.3	0	0.3	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
76	1.4	0.0	1.4	4.7	0.0	4.7	5.7	0.0	5.6	2.6	0.0	2.6	1.2	0.0	1.2	0.4	0.0	0.4	0.6	0	0.6	0.3	0.0	0.3	0.5	0.0	0.5	0.2	0.0	0.2	0.4	0.0	0.4	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
95	0.7	0.0	0.7	2.3	0.0	2.3	1.7	0.0	1.7	0.8	0.0	0.8	0.6	0	0.6	0.3	0	0.3	0.3	0	0.3	0.1	0	0.1	0.2	0	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	0.0
90	1.0	0	1.0	2.3	0.0	2.3	2.2	0.0	2.2	1.4	0.0	1.4	0.6	0.0	0.6	0.2	0	0.2	0.0	0	0.0	0.2	0	0.2	0.1	0.0	0.1	0.1	0	0.1	0.1	0.0	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
85	0.4	0.0	0.4	1.7	0.0	1.7	1.0	0.0	1.0	0.6	0	0.6	0.6	0	0.6	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.1	0.0	0.1	0.1	0.0	0.1	0.0	0	0.0	0	0	0	0.0	0.0	0.0
80	0.4	0.0	0.4	2.0	0.0	2.0	1.3	0.0	1.3	0.6	0.0	0.6	0.6	0	0.6	0.3	0	0.3	0.5	0	0.5	0.3	0	0.3	0.1	0	0.1	0.2	0.0	0.2	0.1	0	0.1	0.0	0	0.0	0	0	0	0.0	0	0.0
75	0.5	0.0	0.5	1.4	0.0	1.4	1.4	0.0	1.4	1.0	0.0	1.0	0.4	0.0	0.4	0.1	0	0.1	0.2	0	0.2	0.5	0	0.5	1.0	0	1.0	0.6	0	0.6	0.3	0.0	0.3	0.0	0	0.0	0.2	0	0.2	0.0	0	0.0
70	0.3	0.0	0.3	1.3	0	1.3	0.8	0.0	0.8	0.7	0	0.7	0.4	0	0.4	0.3	0	0.3	0.2	0	0.2	0.0	0	0.0	0.1	0	0.1	0.0	0	0.0	0.1	0	0.1	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0
65	0.2	0.0	0.2	0.7	0.0	0.7	0.6	0.0	0.6	0.2	0	0.2	0.2	0	0.2	0.0	0	0.0	0.1	0	0.1	0.2	0	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	0.0	0	0.0
60	0.2	0.0	0.2	1.6	0.0	1.6	0.6	0	0.6	0.7	0	0.7	0.4	0	0.4	0.1	0	0.1	0.0	0	0.0	0.2	0	0.2	0.0	0	0.0	0.0	0	0.0	0.1	0	0.1	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0
55	0.1	0	0.1	1.2	0	1.2	0.6	0	0.6	0.3	0	0.3	0.1	0	0.1	0.1	0	0.1	0.0	0	0.0	0.1	0	0.1	0.0	0	0.0	0.2	0	0.2	0.2	0	0.2	0.0	0	0.0	0	0	0	0.0	0	0.0
50	0.6	0.0	0.6	1.0	0.0	1.0	0.9	0	0.9	0.3	0.0	0.3	0.1	0	0.1	0.1	0.0	0.1	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.7	0	0.7	0.5	0.0	0.5	0.0	0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
45	0.1	0.0	0.1	0.4	0	0.4	0.5	0	0.5	0.2	0	0.2	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0	0	0	0.3	0	0.3	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0	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
20	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	0	0	6.9	6.8	0.0	6.9	6.9	0.0
15	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	5.3	5.2	0.0	5.5	5.4	0.0	5.7	5.6	0.0	6.5	6.4	0.1	6.6	6.5	0.1
10	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	6.1	6.0	0.0	6.5	6.5	0.0	6.6	6.5	0.0	7.1	7.0	0.0	7.3	7.3	0.0
05	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	4.7	4.6	0.0	5.3	5.2	0.0	5.6	5.5	0.1	6.4	6.3	0.1	7.3	7.2	0.1	7.8	7.7	0.1	7.9	7.7	0.1	8.3	8.1	0.1	8.3	8.2	0.1
78	0	0	0	0	0	0	0	0	0	0	0	0	9.8	9.5	0.2	11.6	11.3	0.2	13.1	12.8	0.2	13.9	13.6	0.2	14.5	14.2	0.2	16.3	15.9	0.3	17.2	16.9	0.3	17.5	17.2	0.3	19.1	18.7	0.4	19.5	19.0	0.4
95	0	0	0	0	0	0	0	0	0	3.6	3.6	0.0	6.0	5.9	0.0	6.8	6.8	0.0	7.6	7.6	0.0	8.2	8.1	0.0	8.7	8.7	0.0	9.7	9.6	0.0	10.6	10.5	0.0	10.7	10.6	0.0	12.3	12.2	0.1	13.0	12.9	0.1
90	0	0	0	0	0	0	0	0	0	4.7	4.6	0.1	8.6	8.5	0.1	10.1	10.0	0.1	11.4	11.2	0.1	12.3	12.1	0.2	12.7	12.5	0.2	14.3	14.1	0.2	15.7	15.4	0.2	16.0	15.8	0.2	17.8	17.5	0.3	19.6	19.2	0.3
85	0	0	0	0	0	0	0	0	0	4.7	4.7	0.0	8.2	8.1	0.1	10.0	9.9	0.1	11.2	11.1	0.1	12.3	12.1	0.1	12.7	12.5	0.1	15.6	15.5	0.1	17.2	17.0	0.1	18.0	17.7	0.2	20.9	20.7	0.2	21.9	21.6	0.3
80	0	0	0	0	0	0	0	0	0	10.1	10.0	0.1	16.4	16.1	0.2	19.0	18.7	0.3	22.1	21.7	0.3	23.8	23.4	0.3	25.1	24.8	0.3	28.7	28.3	0.4	30.9	30.4	0.4	32.2	31.7	0.4	38.1	37.4	0.6	39.7	39.0	0.7
75	0	0	0	0	0	0	5.5	5.5	0.0	9.0	8.9	0.1	15.4	15.2	0.2	18.5	18.2	0.2	20.9	20.6	0.2	22.7	22.4	0.3	24.1	23.7	0.3	29.6	29.0	0.5	32.0	31.5	0.5	32.7	32.1	0.5	40.3	39.5	0.8	43.4	42.4	1.0
70	0	0	0	0	0	0	7.0	6.8	0.1	10.5	10.2	0.2	18.0	17.4	0.5	23.5	22.8	0.7	27.3	26.5	0.7	30.0	29.1	0.8	31.5	30.6	0.9	38.8	37.5	1.2	43.2	41.8	1.3	44.7	43.3	1.4	56.7	54.7	1.9	63.5	61.2	2.2
65	0	0	0	0	0	0	6.1	6.0	0.1	9.5	9.3	0.1	17.3	16.9	0.4	21.3	20.7	0.5	26.4	25.7	0.7	29.1	28.3	0.7	30.6	29.8	0.8	38.6	37.5	1.1	42.6	41.4	1.2	44.0	42.8	1.2	60.3	58.2	2.1	71.6	69.2	2.4
60	0	0	0	0	0	0	8.6	8.4	0.2	12.6	12.3	0.3	22.8	22.0	0.7	33.0	31.6	1.4	38.5	36.9	1.6	42.2	40.4	1.8	45.6	43.4	2.2	56.6	53.3	3.3	62.8	59.1	3.6	64.9	61.0	3.8	92.1	86.4	5.6	116.9	109.2	7.6
55	0	0	0	0	0	0	13.8	13.7	0.1	21.0	20.7	0.2	30.5	29.7	0.8	37.9	36.9	1.0	47.1	45.7	1.3	51.2	49.8	1.4	55.0	53.3	1.6	68.0	65.5	2.5	76.8	73.7	3.0	79.8	76.6	3.2	114.5	106.7	7.8	150.1	138.4	11.6
50	0	0	0	0	0	0	30.5	30.0	0.5	42.3	41.5	0.8	58.3	56.0	2.3	69.5	66.5	3.0	80.5	76.7	3.7	89.3	84.9	4.3	98.0	93.0	4.9	119.2	111.8	7.4	136.0	126.8	9.1	142.2	132.6	9.5	196.8	171.6	25.1	254.4	212.7	41.6
45	0	0	0	0	0	0	13.9	13.4	0.4	21.6	20.9	0.6	32.0	29.7	2.2	39.1	36.2	2.8	45.4	42.0	3.4	52.6	48.7	3.8	59.7	55.0	4.6	80.1	71.8	8.3	94.3	84.1	10.1	101.3	90.5	10.7	142.2	115.2	27.0	204.4	141.4	63.0
40	0	0	0	0	0	0	18.3	17.8	0.4	26.7	25.8	0.9	39.5	35.9	3.6	47.5	42.5	5.0	54.8	48.5	6.2	63.5	56.2	7.3	72.5	63.9	8.5	97.8	80.5	17.3	118.5	95.9	22.5	133.5	109.4	24.0	177.1	130.0	47.0	225.7	137.7	88.0
35	0	0	0	0	0	0	16.7	16.1	0.5	23.5	22.5	0.9	39.0	34.3	4.7	49.1	42.2	6.8	56.2	47.9	8.3	64.9	55.6	9.2	75.7	64.3	11.4	95.0	75.9	19.1	113.9	88.1	25.8	131.8	102.5	29.2	159.4	114.0	45.4	186.5	117.3	69.2
30	0	0	0	0	0	0	19.0	18.1	0.9	28.2	26.5	1.7	47.8	39.4	8.4	62.9	48.5	14.3	73.1	55.0	18.1	84.9	63.7	21.1	101.3	74.2	27.0	119.7	81.5	38.1	147.5	95.2	52.2	175.4	116.1	59.2	204.3	123.6	80.7	218.9	125.7	93.1
25	3.3	3.2	0.1	10.0	9.5	0.4	18.7	17.6	1.1	30.1	27.1	2.9	47.2	37.0	10.1	61.2	43.8	17.4	73.4	49.9	23.4	90.3	61.4	28.9	104.6	69.0	35.6	116.2	72.3	43.8	144.1	82.6	61.4	170.4	96.8	73.5	190.1	100.4	89.7	197.1	101.6	95.5
20	2.2	2.0	0.1	9.9	9.2	0.7	21.1	19.5	1.5	36.2	31.3	4.8	51.6	39.1	12.5	65.3	43.8	21.4	77.3	48.3	28.9	94.1	55.5	38.6	104.4	58.5	45.9	117.7	61.2	56.4	151.6	69.2	82.4	171.8	75.5	96.2	186.7	77.3	109.3	192.7	78.3	114.4
15	1.1	0.9	0.1	5.6	5.0	0.6	12.4	10.7	1.6	24.2	18.3	5.8	31.6	21.1	10.5	38.6	22.9	15.6	46.8	24.7	22.0	56.7	27.2	29.4	62.2	28.5	33.6	69.7	29.4	40.3	88.1	31.6	56.4	100.3	33.9	66.4	110.0	35.0	75.0	112.3	35.2	77.1
10	1.6	1.4	0.1	6.6	5.5	1.1	18.0	13.9	4.0	31.2	21.1	10.1	38.6	23.1	15.5	45.3	24.6	20.7	52.2	25.9	26.3	60.6	27.8	32.8	67.0	29.0	38.0	74.3	29.6	44.6	93.3	31.2	62.0	105.3	32.7	72.6	111.1	33.5	77.6	113.0	33.8	79.2
05	1.4	0.9	0.4	6.0	4.5	1.5	17.3	13.1	4.1	27.5	18.7	8.8	33.5	20.3	13.2	39.0	20.9	18.0	44.6	21.6	22.9	50.9	22.7	28.1	56.0	23.3	32.7	60.5	23.6	36.8	73.3	24.4	48.8	79.4	24.8	54.5	83.7	25.2	58.4	85.2	25.4	59.8
77	2.8	2.0	0.8	14.7	10.2	4.5	34.4	22.9	11.4	50.8	30.0	20.8	64.1	32.0	32.0	72.2	32.7	39.5	83.3	33.7	49.5	95.5	34.8	60.7	103.3	35.6	67.7	111.0	36.9	74.1	127.0	37.9	89.0	135.8	38.5	97.2	143.5	39.1	104.4	146.3	39.2	107.0
95	1.5	0.9	0.5	8.7	4.6	4.1	19.8	10.0	9.7	26.5	12.1	14.4	33.9	13.0	20.8	38.2	13.3	24.8	44.3	13.6	30.6	48.9	13.9	34.9	52.2	14.4	37.8	55.2	15.3	39.9	62.8	15.7	47.0	66.2	16.0	50.2	70.4	16.2	54.2	71.3	16.2	55.0
90	1.6	0.9	0.6	9.7	4.6	5.1	18.7	8.9	9.8	24.8	10.0	14.7	31.1	10.5	20.6	36.2	11.0	25.2	42.4	11.4	31.0	46.7	11.6	35.1	50.3	11.7	38.5	53.2	11.8	41.3	58.2	12.5	45.6	60.2	12.6	47.5	62.1	12.6	49.4	63.0	12.6	50.4
85	2.8	1.2	1.5	12.8	4.6	8.1	19.7	7.5	12.2	24.9	8.3	16.6	30.9	8.7	22.2	34.4	8.9	25.4	37.9	9.1	28.8	41.2	9.3	31.8	43.5	9.5	33.9	45.3	9.6	35.7	48.6	9.7	38.8	50.1	9.8	40.3	51.1	9.9	41.1	51.6	10.0	41.6
80	3.2	1.1	2.0	13.3	3.5	9.8	23.2	6.1	17.1	29.8	6.8	23.0	36.0	7.2	28.7	42.2	7.5	34.7	45.3	7.6	37.6	48.5	7.7	40.8	51.0	7.8	43.2	53.3	7.8	45.5	55.8	7.9	47.8	57.0	8.0	49.0	58.3	8.1	50.1	58.7	8.2	50.5
75	1.9	0.4	1.5	8.9	1.6	7.2	18.2	3.8	14.4	25.1	4.3	20.8	30.5	4.5	26.0	33.9	4.6	29.2	36.4	4.7	31.7	39.2	5.0	34.2	41.1	5.0	36.1	43.1	5.1	38.0	45.1	5.1	39.9	45.6	5.1	40.4	46.6	5.1	41.4	47.6	5.1	42.4
70	1.6	0.2	1.3	8.7	1.2	7.4	19.6	3.0	16.5	29.2	3.5	25.7	35.5	3.6	31.9	42.8	3.6	39.2	45.1	3.7	41.4	47.2	3.7	43.4	48.5	3.7	44.8	49.9	3.7	46.1	51.3	3.7	47.5	52.0	3.8	48.2	52.5	3.8	48.6	53.2	3.8	49.3
65	1.3	0.3	1.0	5.7	0.8	4.9	12.4	1.6	10.7	18.7	1.8	16.9	22.3	1.8	20.5	24.2	1.8	22.3	25.6	1.9	23.7	27.1	1.9	25.1	28.1	2.0	26.1	28.7	2.0	26.7	29.6	2.0	27.6	30.2	2.0	28.2	30.7	2.0	28.6	30.8	2.0	28.7
60	1.6	0.1	1.5	7.2	0.6	6.6	14.5	1.3	13.2	23.5	1.5	22.0	28.2	1.6	26.5	30.1	1.6	28.4	31.2	1.6	29.5	33.9	1.7	32.2	34.8	1.7	33.1	36.0	1.7	34.3	37.1	1.7	35.4	37.4	1.7	35.6	37.7	1.7	35.9	37.8	1.7	36.1
55	1.2	0.0	1.1	5.0	0.2	4.8	12.5	0.4	12.0	17.1	0.5	16.5	19.4	0.5	18.9	20.2	0.5	19.6	21.2	0.6	20.6	22.2	0.6	21.5	23.0	0.7	22.3	23.6	0.7	22.9	24.9	0.7	24.2	25.1	0.7	24.3	25.4	0.7	24.7	25.9	0.7	25.2
50	1.8	0.0	1.7	10.5	0.3	10.2	21.7	0.6	21.1	33.1	0.9	32.2	36.6	0.9	35.7	38.3	0.9	37.3	39.8	1.0	38.8	41.9	1.0	40.9	42.6	1.0	41.6	43.7	1.0	42.7	44.6	1.0	43.6	44.9	1.0	43.9	46.8	1.0	45.8	47.3	1.0	46.3
45	1.1	0.0	1.0	5.2	0.0	5.1	13.1	0.2	12.9	17.9	0.2	17.6	19.5	0.3	19.2	20.6	0.3	20.3	21.3	0.3	20.9	22.2	0.3	21.9	22.8	0.3	22.5	23.9	0.3	23.6	24.6	0.3	24.2	25.0	0.3	24.6	26.6	0.3	26.2	26.8	0.3	26.4
40	1.1	0.0	1.0	5.8	0.0	5.7	13.0	0.1	12.8	18.4	0.2	18.1	20.2	0.2	19.9	21.3	0.3	21.0	22.0	0.3	21.6	22.7	0.3	22.3	23.4	0.3	23.0	23.8	0.3	23.4	25.0	0.3	24.6	25.1	0.3	24.7	26.0	0.3	25.6	26.0	0.3	25.6
35	2.6	0.1	2.5	8.6	0.1	8.4	13.2	0.2	13.0	17.2	0.3	16.9	18.7	0.3	18.4	19.6	0.3	19.3	20.2	0.3	19.9	20.5	0.3	20.2	20.8	0.3	20.5	21.2	0.3	20.9	22.0	0.3	21.7	22.5	0.3	22.2	23.3	0.3	23.0	23.4	0.3	23.0
30	2.7	0.0	2.7	10.7	0.0	10.7	16.2	0.1	16.1	20.8	0.2	20.6	22.9	0.2	22.6	25.0	0.2	24.8	25.6	0.2	25.4	26.5	0.2	26.3	27.1	0.2	26.8	27.3	0.2	27.1	28.0	0.2	27.8	28.4	0.2	28.2	30.4	0.2	30.2	30.5	0.2	30.2
25	1.0	0.0	1.0	4.8	0.0	4.7	9.2	0.1	9.1	11.2	0.1	11.0	13.1	0.1	12.9	13.7	0.1	13.5	14.0	0.1	13.8	14.2	0.1	14.0	14.5	0.1	14.3	14.8	0.1	14.6	15.4	0.1	15.2	15.9	0.1	15.7	17.0	0.2	16.8	17.0	0.2	16.8
20	1.1	0.0	1.1	4.7	0.0	4.7	9.2	0.0	9.1	15.5	0.1	15.4	17.6	0.1	17.5	18.2	0.1	18.1	18.5	0.1	18.4	18.9	0.1	18.8	19.2	0.1	19.1	19.7	0.1	19.6	20.3	0.1	20.1	20.7	0.1	20.6	21.1	0.1	20.9	21.1	0.1	21.0
15	1.0	0.0	0.9	3.3	0.0	3.2	6.4	0.0	6.3	8.2	0.0	8.1	9.1	0.0	9.0	9.5	0.0	9.5	10.0	0.0	9.9	10.5	0.0	10.4	10.7	0.0	10.7	11.1	0.0	11.0	11.3	0.0	11.2	11.4	0.0	11.3	11.7	0.0	11.6	11.7	0.0	11.6
10	1.5	0.0	1.5	4.3	0.0	4.3	7.6	0.0	7.6	9.3	0.0	9.2	10.6	0.0	10.5	11.1	0.0	11.0	11.4	0.0	11.3	12.5	0.0	12.4	13.1	0.0	13.1	13.6	0.0	13.5	13.8	0.0	13.8	14.3	0.0	14.2	14.3	0.0	14.2	14.3	0.0	14.2
05	1.3	0.0	1.3	3.6	0.0	3.5	5.8	0.0	5.7	6.7	0.0	6.6	7.7	0.0	7.6	7.8	0.0	7.7	8.1	0.0	8.0	8.3	0.0	8.2	8.7	0.0	8.6	8.7	0.0	8.6	8.8	0.0	8.7	8.9	0.0	8.8	8.9	0.1	8.8	8.9	0.1	8.8
76	1.4	0.0	1.4	6.2	0.0	6.1	11.9	0.1	11.8	14.6	0.1	14.4	15.8	0.1	15.7	16.3	0.1	16.1	17.0	0.1	16.8	17.3	0.1	17.1	17.9	0.1	17.7	18.2	0.1	18.0	18.6	0.1	18.4	18.7	0.2	18.5	18.8	0.2	18.6	18.8	0.2	18.6
95	0.7	0.0	0.7	3.1	0.0	3.1	4.8	0.0	4.8	5.7	0.0	5.6	6.3	0.0	6.2	6.6	0.0	6.6	6.9	0.0	6.9	7.1	0.0	7.1	7.3	0.0	7.3	7.3	0.0	7.3	7.4	0.0	7.4	7.5	0.0	7.5	7.5	0.0	7.5	7.5	0.0	7.5
90	1.0	0	1.0	3.3	0.0	3.3	5.5	0.0	5.5	6.9	0.0	6.9	7.6	0.0	7.6	7.8	0.0	7.8	7.9	0.0	7.9	8.2	0.0	8.1	8.3	0.0	8.2	8.4	0.0	8.4	8.6	0.0	8.6	8.6	0.0	8.6	8.6	0.0	8.6	8.7	0.0	8.6
85	0.4	0.0	0.4	2.1	0.0	2.1	3.2	0.0	3.2	3.8	0.0	3.8	4.5	0.0	4.5	4.6	0.0	4.6	4.7	0.0	4.7	4.8	0.0	4.8	4.9	0.0	4.9	5.0	0.0	5.0	5.1	0.0	5.1	5.1	0.0	5.1	5.1	0.0	5.1	5.1	0.0	5.1
80	0.4	0.0	0.4	2.5	0.0	2.5	3.8	0.0	3.8	4.5	0.0	4.5	5.1	0.0	5.1	5.4	0.0	5.4	6.0	0.0	5.9	6.4	0.0	6.3	6.5	0.0	6.5	6.8	0.0	6.7	6.9	0.0	6.9	7.0	0.0	7.0	7.0	0.0	7.0	7.0	0.0	7.0
75	0.5	0.0	0.5	2.0	0.0	2.0	3.4	0.0	3.4	4.4	0.0	4.4	4.8	0.0	4.8	5.0	0.0	5.0	5.2	0.0	5.2	5.8	0.0	5.8	6.8	0.0	6.8	7.4	0.0	7.4	7.7	0.0	7.7	7.7	0.0	7.7	7.9	0.0	7.9	7.9	0.0	7.9
70	0.3	0.0	0.3	1.6	0.0	1.6	2.5	0.0	2.5	3.3	0.0	3.2	3.7	0.0	3.7	4.1	0.0	4.0	4.3	0.0	4.3	4.4	0.0	4.4	4.5	0.0	4.5	4.6	0.0	4.6	4.7	0.0	4.7	4.8	0.0	4.8	4.8	0.0	4.8	4.8	0.0	4.8
65	0.2	0.0	0.2	0.9	0.0	0.9	1.6	0.0	1.6	1.8	0.0	1.8	2.1	0.0	2.1	2.1	0.0	2.1	2.2	0.0	2.2	2.5	0.0	2.5	2.6	0.0	2.6	2.6	0.0	2.6	2.7	0.0	2.7	2.7	0.0	2.7	2.7	0.0	2.7	2.7	0.0	2.7
60	0.2	0.0	0.2	1.8	0.0	1.8	2.4	0.0	2.4	3.1	0.0	3.1	3.6	0.0	3.6	3.7	0.0	3.7	3.7	0.0	3.7	3.9	0.0	3.9	3.9	0.0	3.9	4.0	0.0	4.0	4.1	0.0	4.1	4.3	0.0	4.3	4.3	0.0	4.3	4.3	0.0	4.3
55	0.1	0	0.1	1.3	0	1.3	2.0	0	2.0	2.3	0	2.3	2.5	0	2.5	2.6	0	2.6	2.6	0	2.6	2.7	0	2.7	2.7	0	2.7	3.0	0	3.0	3.3	0	3.3	3.3	0	3.3	3.3	0	3.3	3.3	0	3.3
50	0.6	0.0	0.6	1.7	0.0	1.7	2.7	0.0	2.6	3.0	0.0	3.0	3.2	0.0	3.2	3.3	0.0	3.3	3.3	0.0	3.3	3.4	0.0	3.4	3.5	0.0	3.5	4.2	0.0	4.2	4.7	0.0	4.7	4.8	0.0	4.8	4.8	0.0	4.8	4.8	0.0	4.8
45	0.1	0.0	0.1	0.5	0.0	0.5	1.1	0.0	1.1	1.3	0.0	1.3	1.4	0.0	1.4	1.5	0.0	1.5	1.5	0.0	1.5	1.5	0.0	1.5	1.5	0.0	1.5	1.9	0.0	1.9	1.9	0.0	1.9	1.9	0.0	1.9	1.9	0.0	1.9	1.9	0.0	1.9

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	7,687.31	open	51,976	7,725	3.3	7,659.1	14.9	7685	21.6	17.63	0.014	0.01780
T	10:00	7,676.46 -10.9	current	171,311	7,700	11.8	7,661.6	14.1	7675	22.5	17.89	-0.037	0.01760
T30	10:30	7,702.61 +26.1	current	291,099	7,700	19.7	7,688.3	14.6	7705	21.1	17.42	-0.092	0.01940
E	11:00	7,721.91 +19.3	current	264,637	7,700	16.4	7,697.0	14.5	7720	18.9	16.93	0.037	0.02280
E30	11:30	7,729.70 +7.8	current	273,850	7,730	19.6	7,719.5	19.1	7730	18.8	16.74	-0.027	0.02420
N	12:00	7,730.82 +1.1	current	191,440	7,730	15.0	7,720.4	20.5	7730	17.5	16.74	0.018	0.02780
N30	12:30	7,719.01 -11.8	current	167,840	7,725	12.1	7,721.8	19.2	7720	16.5	16.92	-0.014	0.03140
P1	13:00	7,723.13 +4.1	current	171,557	7,725	16.9	7,716.9	26.6	7725	15.5	16.84	-0.081	0.03580
P130	13:30	7,730.15 +7.0	current	141,785	7,730	16.3	7,720.1	29.3	7730	14.8	16.76	-0.023	0.04120
P2	14:00	7,740.13 +10.0	current	237,941	7,740	25.2	7,733.6	27.3	7740	15.1	16.66	0.010	0.04520
P230	14:30	7,720.96 -19.2	current	293,476	7,720	33.9	7,723.6	27.3	7720	15.9	16.86	0.083	0.04920
P3	15:00	7,732.92 +12.0	current	185,935	7,730	27.8	7,723.7	32.7	7735	16.0	16.62	-0.161	0.05900
P330	15:30	7,747.40 +14.5	current	392,980	7,750	54.6	7,740.6	35.4	7745	20.2	16.47	0.197	0.06480
C	16:00 Close	7,744.06 -3.3	close	325,408	7,745	62.2	7,744.8	51.8	7745	31.5	16.40	0.663	0.23980

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.