Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-16 · Exp 2026-10-16 · Spot 7,659.44 · Window 7570–7835 · Last slot C · Generated 2026-10-16 16:45:03 ET · ET

Wall vs flow slot C · Call peak K7660 Δ33,828 vs wall K7810 away -150pt · Put peak K7650 Δ31,397 vs wall K7550 away +100pt · 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

2026-10-16 SPX O 7,745.32 · H 7,756.84 · L 7,631.77 · C 7,659.44 prior C — VIX 19.99 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	7,745.32	7,739.39	7,733.42	7,738.71	7,712.84	7,702.61	7,700.61	7,685.78	7,666.14	7,661.01	7,646.41	7,642.24	7,654.85	7,659.44
VIX	15.87	15.94	16.10	15.86	16.47	16.97	17.27	18.69	19.67	20.82	21.42	21.05	20.17	20.00
ATM	28.45	24.90	21.30	19.80	23.40	22.45	21.25	20.50	25.90	23.85	21.30	16.80	14.15	3.00
IV	16.5	15.4	13.7	13.5	16.6	17.0	17.4	18.0	24.8	25.6	26.3	25.8	30.2	43.7
Wk	28.45	24.90	21.30	19.80	23.40	22.45	21.25	20.50	25.90	23.85	21.30	16.80	14.15	119.55

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
35	0.0	0.0	0	1.8	1.8	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.7	0.7	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0.1	0.1	0	0.0	0.0	0.0	0.1	0.1	0
30	0.0	0.0	0	2.2	2.2	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.8	0.8	0.0	0.3	0.2	0.0	0.4	0.4	0.0	0.8	0.8	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.0	0.0	0.0
25	0.0	0.0	0.0	1.9	1.9	0.0	0.9	0.9	0.0	0.5	0.4	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.7	0.6	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.1	0.1	0	0.1	0.1	0.0	0.3	0.3	0.0	0.0	0.0	0
20	0.1	0.1	0.0	3.6	3.6	0.0	1.3	1.3	0.0	1.0	1.0	0.0	1.4	1.4	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.1	0.0	0.0	0.2	0.2	0	0.0	0.0	0.0
15	0.1	0.1	0.0	2.1	2.1	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.2	0.2	0	0.3	0.3	0.0	1.1	1.1	0.0	0.3	0.3	0	0.1	0.1	0	0.1	0.1	0.0	0.1	0.1	0	0.0	0.0	0.0
10	0.1	0.1	0.0	5.6	5.6	0.0	1.3	1.3	0.0	2.5	2.5	0.0	1.6	1.5	0.0	0.4	0.4	0	0.8	0.8	0.0	0.4	0.4	0.0	1.1	1.1	0.0	0.4	0.4	0.0	0.7	0.7	0	0.5	0.5	0.0	0.0	0.0	0.0	0.0	0.0	0.0
05	0.1	0.1	0.0	5.4	5.3	0.1	2.1	2.1	0.0	1.6	1.6	0.0	1.2	1.2	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.1	0.1	0	0.1	0.1	0.0	0.0	0.0	0.0
78	0.3	0.3	0.0	9.3	9.1	0.2	4.0	3.8	0.2	2.8	2.7	0.1	3.1	3.0	0.0	1.4	1.3	0.0	1.0	1.0	0.0	0.8	0.7	0.0	1.9	1.8	0.1	1.3	0.9	0.3	0.8	0.7	0.1	1.0	0.7	0.2	0.4	0.3	0.0	0.1	0.0	0.0
95	0.0	0.0	0.0	5.0	4.9	0.1	2.8	2.8	0.0	1.4	1.3	0.0	2.3	2.3	0.0	1.8	1.8	0.0	1.0	1.0	0.0	0.4	0.3	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.3	0.3	0	0.2	0.2	0.0	0.2	0.2	0.0	0.0	0.0	0.0
90	0.2	0.2	0.0	5.7	5.5	0.1	4.2	4.1	0.0	4.2	4.2	0.0	2.7	2.6	0.0	0.8	0.8	0.0	1.2	1.2	0.0	0.7	0.6	0.0	0.7	0.7	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.1	0.0	0.0
85	0.2	0.1	0.1	5.8	5.6	0.2	5.0	4.9	0.0	3.9	3.8	0.1	2.6	2.5	0.0	1.0	1.0	0.0	1.0	1.0	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.7	0.7	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.1	0.1	0.0	0.0	0.0	0.0
80	0.1	0.1	0.0	7.7	7.2	0.4	6.3	6.2	0.1	6.2	6.1	0.1	5.0	4.9	0.0	1.5	1.5	0.0	1.3	1.3	0.0	1.3	1.2	0.0	0.6	0.5	0.0	0.4	0.4	0.0	1.1	1.1	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.0	0.0	0.0
75	0.1	0.1	0.0	8.6	8.2	0.4	6.0	5.8	0.2	7.5	7.2	0.2	5.9	5.7	0.1	2.0	1.9	0.0	1.5	1.5	0.0	1.3	1.3	0.0	1.1	1.1	0.0	0.5	0.5	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.1	0.0	0.1
70	0.0	0.0	0.0	9.7	9.1	0.6	11.2	10.8	0.3	11.6	11.1	0.5	8.3	8.1	0.2	2.6	2.5	0.0	2.5	2.5	0.0	2.4	2.3	0.0	1.8	1.8	0.0	1.2	1.2	0.0	1.0	1.0	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.1	0.0	0.0
65	0.1	0.1	0.0	9.7	8.6	1.0	7.6	7.2	0.4	11.8	11.0	0.7	8.1	7.8	0.3	3.1	3.0	0.0	2.2	2.2	0.0	2.2	2.2	0.0	1.8	1.8	0.0	0.6	0.6	0.0	1.0	0.9	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.0	0.0	0.0
60	0.1	0.0	0.0	12.6	10.4	2.1	10.3	9.5	0.8	15.0	13.4	1.6	13.6	13.2	0.4	4.9	4.7	0.1	2.1	2.1	0.0	3.0	3.0	0.0	1.4	1.3	0.0	1.0	1.0	0.0	1.3	1.2	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.1	0.0	0.0
55	0.1	0.0	0.0	12.8	9.4	3.3	9.2	7.7	1.4	14.1	11.9	2.1	11.7	10.5	1.1	5.2	5.0	0.1	4.1	3.7	0.3	2.1	2.1	0.0	1.3	1.3	0.0	1.2	1.1	0.0	1.1	1.0	0.0	0.8	0.8	0.0	0.2	0.2	0.0	0.1	0.0	0.0
50	0.1	0.0	0.0	19.7	10.9	8.7	13.4	9.8	3.6	23.7	16.9	6.8	18.4	16.0	2.4	9.2	8.4	0.7	6.9	6.4	0.4	3.8	3.6	0.2	3.2	3.0	0.2	1.7	1.5	0.1	2.2	2.1	0.0	1.3	1.2	0.0	1.7	1.7	0.0	0.7	0.2	0.5
45	0.1	0.0	0.0	15.0	6.6	8.3	11.8	7.7	4.0	21.0	13.2	7.8	11.4	9.3	2.1	8.0	6.9	1.1	4.9	4.4	0.5	2.9	2.6	0.3	2.2	2.0	0.1	1.7	1.6	0.1	0.6	0.6	0.0	1.0	1.0	0.0	1.0	1.0	0.0	0.2	0.2	0.0
40	0.0	0.0	0.0	17.1	5.4	11.7	19.3	9.4	9.8	21.2	10.7	10.5	18.0	12.5	5.5	10.6	9.2	1.3	7.8	6.7	1.1	8.9	8.2	0.7	5.8	5.3	0.4	2.5	2.2	0.2	1.5	1.4	0.1	0.8	0.8	0.0	1.4	1.3	0.0	0.1	0.0	0.1
35	0.1	0.0	0.0	11.4	2.1	9.3	17.0	5.0	11.9	15.1	4.6	10.4	16.4	8.7	7.7	9.3	7.8	1.4	7.7	7.3	0.4	10.3	9.9	0.3	2.4	2.1	0.3	2.1	2.0	0.1	4.8	4.7	0.0	0.8	0.7	0.0	1.3	1.3	0.0	0.1	0.0	0.0
30	0.2	0.0	0.2	11.1	1.9	9.2	14.2	3.6	10.5	13.4	3.0	10.4	18.7	8.7	9.9	12.4	10.4	2.0	12.2	11.0	1.2	9.4	8.9	0.4	8.4	7.7	0.6	3.2	3.1	0.1	3.6	3.4	0.1	1.4	1.3	0.0	1.4	1.3	0.1	0.4	0.2	0.2
25	0.0	0.0	0.0	10.5	1.4	9.1	11.4	2.0	9.3	12.6	1.4	11.2	23.8	9.0	14.8	11.6	8.4	3.1	11.2	9.9	1.2	9.7	8.4	1.2	5.6	5.1	0.5	5.6	4.9	0.6	3.6	3.4	0.1	0.9	0.8	0.0	0.9	0.8	0.1	0.4	0.2	0.2
20	0.0	0.0	0.0	10.8	0.7	10.0	10.2	1.1	9.0	13.2	1.3	11.9	24.9	6.2	18.6	18.9	10.0	8.9	12.0	9.7	2.3	12.1	10.5	1.6	8.3	7.5	0.8	7.0	6.5	0.4	2.5	2.2	0.2	1.9	1.7	0.2	2.7	2.5	0.1	0.5	0.4	0.1
15	0.1	0.0	0.1	8.3	0.3	7.9	8.4	0.5	7.9	8.3	0.4	7.9	19.6	4.0	15.5	19.0	8.2	10.8	11.2	8.2	2.9	8.6	7.0	1.5	8.9	7.8	1.1	7.1	6.6	0.4	2.9	2.8	0.1	2.0	1.8	0.2	2.1	1.6	0.5	1.0	0.7	0.3
10	0.0	0.0	0.0	8.2	0.2	7.9	9.1	0.3	8.7	9.1	0.2	8.9	18.0	2.4	15.6	18.5	4.7	13.8	14.8	10.0	4.8	13.4	11.0	2.4	11.5	9.9	1.5	9.6	9.0	0.6	4.4	4.1	0.3	3.4	2.8	0.6	2.3	2.1	0.2	1.0	0.5	0.4
05	0.0	0	0.0	5.9	0.2	5.7	7.2	0.2	7.0	5.6	0.2	5.3	13.4	1.4	12.0	14.4	3.2	11.2	15.2	9.2	6.0	11.1	8.2	2.9	12.0	10.4	1.5	8.6	8.0	0.5	4.1	3.6	0.4	2.0	1.8	0.1	4.2	3.7	0.5	0.9	0.7	0.1
77	0.0	0.0	0.0	12.9	0.2	12.6	14.1	0.3	13.8	12.1	0.3	11.8	22.1	1.3	20.7	21.7	2.5	19.2	28.9	11.3	17.5	24.6	13.2	11.4	24.1	17.6	6.5	24.5	22.1	2.3	11.9	10.6	1.3	5.8	4.7	1.0	11.7	8.9	2.7	3.7	2.6	1.0
95	0.0	0.0	0.0	6.3	0.0	6.2	6.2	0.1	6.1	5.6	0.0	5.5	11.1	0.5	10.5	11.4	0.9	10.5	17.5	4.7	12.8	19.9	9.1	10.7	14.8	10.6	4.2	9.0	7.5	1.4	6.8	5.8	0.9	5.6	5.3	0.2	4.3	3.7	0.6	1.7	1.1	0.6
90	0.0	0.0	0.0	5.1	0.0	5.1	4.9	0.1	4.8	4.3	0.0	4.3	9.8	0.3	9.5	10.6	0.7	9.8	18.1	2.9	15.1	21.9	7.1	14.8	18.8	13.7	5.1	12.9	11.1	1.8	9.0	7.7	1.3	6.9	6.4	0.5	5.8	5.2	0.6	3.0	2.3	0.7
85	0.2	0	0.2	5.5	0.0	5.4	2.7	0.0	2.6	2.5	0.0	2.4	7.8	0.5	7.2	9.4	0.2	9.2	13.7	1.7	11.9	18.5	4.5	14.0	17.0	10.1	6.9	13.4	10.8	2.6	9.3	8.1	1.2	4.9	4.3	0.5	8.7	7.5	1.1	6.3	5.4	0.8
80	0.1	0	0.1	5.3	0.1	5.1	2.4	0.0	2.4	2.2	0.0	2.2	7.3	0.2	7.1	6.8	0.3	6.5	13.7	1.4	12.3	20.5	3.8	16.7	22.8	11.9	10.9	17.2	12.0	5.2	10.8	8.9	1.8	7.7	6.3	1.3	11.7	9.7	2.0	8.5	7.1	1.3
75	0.0	0.0	0.0	3.4	0.0	3.3	2.3	0.0	2.3	1.6	0.0	1.6	7.3	0.1	7.1	7.2	0.2	7.0	15.5	0.5	15.0	12.8	1.7	11.1	19.7	7.4	12.2	20.0	11.4	8.5	14.2	11.1	3.1	8.7	7.2	1.5	14.1	12.8	1.2	13.6	11.9	1.6
70	0.4	0.0	0.4	5.0	0.0	4.9	2.1	0.0	2.1	1.9	0.0	1.8	5.3	0.1	5.2	6.3	0.1	6.1	9.6	0.3	9.2	13.2	0.9	12.3	27.1	11.0	16.1	23.4	10.3	13.1	14.0	9.4	4.5	13.7	11.2	2.5	18.3	16.0	2.3	22.5	19.0	3.4
65	0.0	0.0	0.0	3.2	0.0	3.2	1.8	0.0	1.8	1.2	0.0	1.2	3.7	0.0	3.7	3.1	0.2	2.9	9.4	0.2	9.2	8.5	0.4	8.0	30.2	10.6	19.6	18.3	5.7	12.5	13.7	8.9	4.8	10.6	8.6	1.9	22.2	19.3	2.9	33.0	29.1	3.9
60	0.1	0.0	0.1	3.6	0.0	3.6	1.2	0.0	1.2	1.4	0.0	1.4	3.5	0.0	3.4	2.6	0.0	2.5	10.5	0.1	10.3	10.3	0.2	10.1	32.6	7.6	24.9	18.6	3.3	15.2	24.2	13.2	11.0	14.8	10.5	4.2	28.8	23.4	5.3	48.7	33.8	14.9
55	0.0	0.0	0.0	2.1	0.0	2.1	1.2	0.0	1.2	0.9	0.0	0.8	2.3	0.0	2.2	2.0	0.0	2.0	6.9	0.1	6.8	7.1	0.1	6.9	24.3	4.3	20.0	12.7	1.5	11.1	20.0	7.7	12.2	15.1	10.8	4.2	26.5	19.8	6.6	46.9	23.6	23.2
50	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	9.5	0.3	9.2	30.6	3.1	27.5	20.9	1.9	18.9	29.0	8.9	20.1	30.8	17.0	13.8	36.5	22.4	14.1	50.1	18.7	31.3
45	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	4.2	0.1	4.0	16.9	1.2	15.6	10.7	0.5	10.1	20.2	3.1	17.0	23.3	8.3	15.0	25.1	11.4	13.6	31.8	6.1	25.6
40	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	3.9	0.0	3.8	20.8	2.0	18.8	13.7	0.9	12.7	22.4	2.0	20.3	24.7	6.4	18.2	32.0	10.8	21.1	28.5	3.1	25.3
35	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	2.2	0.0	2.2	15.0	1.7	13.3	8.4	0.3	8.0	12.5	1.2	11.3	15.4	3.5	11.9	21.8	5.3	16.4	17.9	1.7	16.1
30	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	2.9	0.0	2.9	14.8	0.4	14.4	9.1	0.2	8.9	17.4	0.6	16.7	15.8	1.5	14.3	23.5	3.2	20.2	13.7	0.7	13.0
25	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.5	0.0	1.5	16.3	0.4	15.9	7.6	0.2	7.4	21.8	0.7	21.1	12.8	0.7	12.1	17.7	1.3	16.4	10.2	0.2	10.0
20	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.3	0.0	1.3	11.7	0.2	11.4	6.7	0.1	6.6	12.6	0.3	12.3	12.1	0.4	11.7	13.6	0.5	13.1	4.9	0.1	4.8
15	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0.8	0.0	0.8	12.6	0.1	12.5	4.8	0.0	4.8	17.8	0.2	17.6	7.4	0.2	7.1	7.4	0.3	7.0	6.1	0.2	5.9
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	7.7	0.2	7.5	4.0	0.0	4.0	7.1	0.2	6.9	6.3	0.2	6.0	7.6	0.1	7.4	2.0	0.1	1.9
05	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	6.4	0.1	6.3	2.8	0.1	2.7	4.7	0.0	4.6	3.3	0.0	3.2	3.8	0.0	3.8	1.3	0.0	1.2
76	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	14.0	0.2	13.7	5.3	0.1	5.1	7.7	0.1	7.5	5.3	0.4	4.9	7.8	0.2	7.5	2.2	0.0	2.2
95	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	5.1	0.0	5.0	1.2	0.0	1.1	2.5	0.0	2.5	1.7	0.0	1.7	2.0	0.0	1.9	0.9	0.0	0.9
90	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	1.7	0.0	1.7	2.3	0.0	2.3	1.8	0.0	1.8	1.6	0.0	1.6	1.3	0.0	1.3
85	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	2.1	0.0	2.1	0.9	0.0	0.9	1.5	0.0	1.5	0.4	0	0.4
80	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	1.2	0.0	1.2	1.0	0.0	1.0	0.9	0.0	0.9	0.5	0.0	0.5
75	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	1.7	0.0	1.7	0.7	0	0.7	0.4	0.0	0.4	0.8	0.0	0.8
70	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	0.0	0.6	0.5	0	0.5	0.3	0	0.3

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
35	0.0	0.0	0	1.9	1.9	0.0	2.5	2.4	0.0	3.0	3.0	0.0	3.1	3.1	0.0	3.4	3.4	0.0	3.5	3.5	0.0	4.3	4.3	0.0	4.4	4.4	0.0	4.5	4.4	0.0	4.6	4.5	0.0	4.7	4.7	0.0	4.8	4.8	0.0	4.9	4.9	0.0
30	0.0	0.0	0	2.3	2.3	0.0	2.9	2.9	0.0	3.5	3.4	0.0	4.3	4.3	0.0	4.7	4.6	0.0	5.1	5.0	0.0	5.9	5.8	0.1	6.3	6.2	0.1	6.4	6.3	0.1	6.7	6.6	0.1	7.0	6.9	0.1	7.1	7.0	0.1	7.2	7.0	0.1
25	0.0	0.0	0.0	1.9	1.9	0.0	2.9	2.9	0.0	3.4	3.4	0.0	3.7	3.7	0.0	4.1	4.1	0.0	4.8	4.8	0.0	5.0	4.9	0.0	5.2	5.2	0.0	5.5	5.4	0.0	5.6	5.5	0.0	5.8	5.7	0.0	6.1	6.0	0.1	6.1	6.0	0.1
20	0.1	0.1	0.0	3.8	3.7	0.0	5.1	5.0	0.0	6.1	6.1	0.0	7.6	7.5	0.0	8.3	8.2	0.0	8.9	8.9	0.0	9.3	9.2	0.0	10.0	9.9	0.0	10.3	10.2	0.1	10.7	10.6	0.1	10.9	10.7	0.1	11.1	11.0	0.1	11.2	11.0	0.1
15	0.1	0.1	0.0	2.2	2.2	0.0	2.9	2.9	0.0	3.9	3.8	0.0	4.6	4.5	0.0	4.8	4.7	0.0	5.1	5.0	0.0	5.4	5.3	0.0	6.5	6.5	0.0	6.8	6.8	0.0	7.0	6.9	0.0	7.1	7.1	0.0	7.3	7.2	0.0	7.3	7.2	0.0
10	0.1	0.1	0.0	5.8	5.8	0.0	7.2	7.1	0.0	9.8	9.7	0.1	11.4	11.3	0.1	11.8	11.7	0.1	12.6	12.5	0.1	13.1	13.0	0.1	14.2	14.1	0.1	14.6	14.5	0.1	15.3	15.2	0.1	15.9	15.8	0.1	16.0	15.8	0.1	16.0	15.8	0.1
05	0.1	0.1	0.0	5.6	5.4	0.1	7.7	7.6	0.1	9.4	9.2	0.1	10.7	10.5	0.1	11.4	11.2	0.1	11.6	11.5	0.1	12.4	12.2	0.1	12.9	12.7	0.1	13.5	13.3	0.1	13.8	13.6	0.1	13.9	13.7	0.1	14.1	13.9	0.2	14.1	13.9	0.2
78	0.3	0.3	0.0	9.7	9.5	0.2	13.8	13.3	0.4	16.7	16.0	0.6	19.8	19.1	0.7	21.3	20.4	0.8	22.3	21.5	0.8	23.2	22.3	0.9	25.2	24.1	1.1	26.5	25.1	1.4	27.4	25.8	1.6	28.4	26.5	1.8	28.9	26.9	1.9	29.0	27.0	2.0
95	0.0	0.0	0.0	5.0	4.9	0.1	7.9	7.8	0.1	9.3	9.1	0.1	11.7	11.5	0.2	13.5	13.3	0.2	14.6	14.4	0.2	15.0	14.8	0.2	15.8	15.5	0.2	16.3	16.0	0.2	16.6	16.3	0.2	16.8	16.5	0.3	17.1	16.8	0.3	17.1	16.8	0.3
90	0.2	0.2	0.0	6.0	5.8	0.1	10.2	10.0	0.2	14.5	14.2	0.2	17.3	16.9	0.3	18.1	17.8	0.3	19.4	19.1	0.3	20.1	19.8	0.3	20.9	20.5	0.3	21.9	21.5	0.3	22.5	22.1	0.3	22.8	22.4	0.4	22.8	22.4	0.4	22.9	22.5	0.4
85	0.2	0.1	0.1	6.1	5.7	0.3	11.2	10.7	0.4	15.1	14.6	0.5	17.8	17.1	0.6	18.8	18.1	0.6	19.9	19.2	0.7	20.8	20.0	0.7	21.2	20.5	0.7	21.9	21.2	0.7	22.3	21.5	0.7	23.1	22.3	0.7	23.2	22.5	0.7	23.3	22.5	0.7
80	0.1	0.1	0.0	7.9	7.3	0.5	14.2	13.6	0.6	20.5	19.7	0.7	25.6	24.7	0.8	27.1	26.2	0.8	28.4	27.5	0.9	29.8	28.8	0.9	30.4	29.4	0.9	30.9	29.9	1.0	32.1	31.1	1.0	32.6	31.6	1.0	32.9	31.9	1.0	33.0	31.9	1.0
75	0.1	0.1	0.0	8.8	8.3	0.4	14.9	14.2	0.7	22.4	21.4	0.9	28.3	27.2	1.1	30.3	29.1	1.1	31.9	30.7	1.2	33.3	32.0	1.2	34.4	33.2	1.2	35.0	33.8	1.2	35.9	34.6	1.2	36.3	35.1	1.2	36.7	35.4	1.2	36.8	35.4	1.4
70	0.0	0.0	0.0	9.8	9.2	0.6	21.0	20.0	1.0	32.7	31.2	1.5	41.1	39.3	1.8	43.7	41.9	1.8	46.2	44.4	1.8	48.6	46.7	1.9	50.5	48.6	1.9	51.7	49.8	1.9	52.8	50.8	1.9	53.3	51.4	1.9	53.7	51.7	1.9	53.8	51.8	2.0
65	0.1	0.1	0.0	9.8	8.7	1.0	17.5	15.9	1.5	29.3	27.0	2.2	37.5	34.9	2.5	40.6	37.9	2.6	42.8	40.2	2.6	45.1	42.4	2.7	47.0	44.3	2.7	47.7	45.0	2.7	48.7	46.0	2.7	49.3	46.6	2.7	49.6	46.8	2.7	49.7	46.9	2.8
60	0.1	0.0	0.0	12.7	10.5	2.1	23.0	20.0	3.0	38.1	33.5	4.6	51.8	46.7	5.0	56.7	51.5	5.1	58.8	53.7	5.1	61.9	56.7	5.2	63.4	58.1	5.2	64.4	59.1	5.2	65.7	60.3	5.3	66.5	61.2	5.3	67.0	61.6	5.3	67.1	61.7	5.4
55	0.1	0.0	0.0	12.9	9.5	3.3	22.2	17.3	4.8	36.3	29.3	6.9	48.0	39.9	8.1	53.3	44.9	8.3	57.5	48.7	8.7	59.7	50.9	8.8	61.0	52.2	8.8	62.2	53.3	8.9	63.4	54.4	8.9	64.2	55.2	8.9	64.5	55.5	9.0	64.6	55.6	9.0
50	0.1	0.0	0.0	19.8	11.0	8.8	33.3	20.8	12.4	57.0	37.7	19.2	75.4	53.8	21.6	84.7	62.3	22.3	91.6	68.7	22.8	95.4	72.3	23.1	98.7	75.3	23.3	100.4	76.9	23.4	102.6	79.1	23.5	103.9	80.3	23.6	105.7	82.0	23.6	106.4	82.3	24.1
45	0.1	0.0	0.0	15.1	6.7	8.4	26.9	14.4	12.5	48.0	27.7	20.3	59.5	37.0	22.5	67.5	43.9	23.6	72.5	48.4	24.1	75.4	51.0	24.4	77.7	53.1	24.6	79.4	54.7	24.7	80.1	55.3	24.8	81.2	56.3	24.8	82.2	57.3	24.8	82.5	57.6	24.9
40	0.0	0.0	0.0	17.2	5.4	11.8	36.5	14.9	21.6	57.8	25.6	32.1	75.8	38.1	37.7	86.4	47.3	39.0	94.3	54.1	40.2	103.3	62.4	40.9	109.2	67.7	41.4	111.7	70.0	41.6	113.3	71.5	41.7	114.2	72.3	41.8	115.6	73.7	41.8	115.8	73.8	41.9
35	0.1	0.0	0.0	11.5	2.1	9.4	28.6	7.2	21.4	43.8	11.8	31.9	60.3	20.6	39.6	69.6	28.5	41.0	77.4	35.8	41.5	87.7	45.8	41.9	90.2	48.0	42.2	92.4	50.0	42.3	97.2	54.8	42.4	98.0	55.5	42.4	99.4	56.9	42.5	99.5	56.9	42.6
30	0.2	0.0	0.2	11.4	1.9	9.5	25.6	5.5	20.1	39.1	8.6	30.5	57.8	17.3	40.4	70.3	27.7	42.5	82.6	38.7	43.8	92.0	47.7	44.3	100.5	55.5	44.9	103.8	58.6	45.1	107.4	62.1	45.2	108.8	63.5	45.3	110.3	64.8	45.5	110.7	65.0	45.7
25	0.0	0.0	0.0	10.6	1.4	9.1	22.0	3.5	18.5	34.7	4.9	29.8	58.6	13.9	44.6	70.2	22.4	47.8	81.5	32.4	49.1	91.2	40.8	50.3	96.9	46.0	50.8	102.5	50.9	51.5	106.1	54.3	51.7	107.0	55.2	51.8	108.0	56.1	51.9	108.4	56.3	52.1
20	0.0	0.0	0.0	10.8	0.7	10.1	21.0	1.9	19.1	34.3	3.2	31.1	59.2	9.5	49.7	78.2	19.5	58.6	90.2	29.2	60.9	102.3	39.8	62.5	110.7	47.3	63.4	117.7	53.8	63.9	120.3	56.1	64.1	122.2	57.9	64.3	125.0	60.4	64.5	125.5	60.9	64.6
15	0.1	0.0	0.1	8.5	0.3	8.1	16.9	0.9	16.0	25.3	1.3	24.0	45.0	5.4	39.5	64.0	13.6	50.3	75.2	21.9	53.3	83.9	28.9	54.9	92.8	36.8	56.0	99.9	43.5	56.4	102.9	46.3	56.6	105.0	48.1	56.9	107.2	49.7	57.4	108.2	50.5	57.7
10	0.0	0.0	0.0	8.3	0.2	8.0	17.4	0.6	16.7	26.6	0.8	25.7	44.6	3.3	41.3	63.1	8.0	55.1	78.0	18.0	59.9	91.5	29.1	62.4	103.1	39.1	63.9	112.7	48.2	64.5	117.2	52.3	64.8	120.7	55.2	65.5	123.0	57.3	65.7	124.1	57.9	66.2
05	0.0	0	0.0	5.9	0.2	5.7	13.2	0.5	12.7	18.8	0.7	18.1	32.3	2.1	30.1	46.8	5.4	41.4	62.0	14.6	47.4	73.2	22.8	50.4	85.2	33.3	51.9	93.9	41.3	52.5	98.0	45.0	52.9	100.0	46.9	53.1	104.3	50.6	53.6	105.2	51.4	53.8
77	0.0	0.0	0.0	13.0	0.2	12.7	27.1	0.6	26.5	39.3	0.9	38.4	61.4	2.2	59.2	83.2	4.8	78.4	112.1	16.1	95.9	136.8	29.4	107.3	161.0	47.1	113.8	185.5	69.3	116.2	197.5	79.9	117.6	203.3	84.6	118.7	215.1	93.6	121.4	218.8	96.3	122.5
95	0.0	0.0	0.0	6.3	0.0	6.2	12.6	0.1	12.4	18.2	0.2	18.0	29.4	0.8	28.6	40.8	1.7	39.1	58.4	6.4	51.9	78.3	15.6	62.7	93.2	26.2	67.0	102.3	33.8	68.4	109.1	39.6	69.4	114.7	45.0	69.7	119.1	48.7	70.3	120.8	49.8	70.9
90	0.0	0.0	0.0	5.2	0.0	5.1	10.2	0.2	10.0	14.6	0.2	14.3	24.5	0.6	23.8	35.1	1.4	33.6	53.2	4.3	48.8	75.2	11.5	63.6	94.1	25.3	68.7	107.0	36.4	70.5	116.1	44.1	71.9	123.1	50.6	72.4	128.9	55.8	73.1	132.0	58.1	73.8
85	0.2	0	0.2	5.8	0.0	5.7	8.5	0.1	8.4	11.0	0.1	10.8	18.8	0.7	18.1	28.3	0.9	27.3	42.0	2.6	39.3	60.5	7.1	53.3	77.6	17.3	60.2	91.1	28.1	62.9	100.5	36.2	64.2	105.4	40.5	64.8	114.1	48.1	66.0	120.4	53.5	66.8
80	0.1	0	0.1	5.4	0.1	5.3	7.8	0.1	7.7	10.1	0.1	9.9	17.5	0.3	17.1	24.3	0.7	23.6	38.0	2.1	35.9	58.6	5.9	52.6	81.5	17.9	63.6	98.8	29.9	68.8	109.6	38.9	70.7	117.3	45.3	72.0	129.0	55.0	74.0	137.6	62.1	75.4
75	0.0	0.0	0.0	3.5	0.0	3.4	5.9	0.1	5.7	7.5	0.1	7.4	14.9	0.3	14.6	22.1	0.5	21.6	37.7	1.0	36.7	50.6	2.8	47.8	70.3	10.2	60.0	90.3	21.7	68.5	104.6	32.9	71.7	113.4	40.2	73.2	127.5	53.0	74.4	141.1	65.0	76.1
70	0.4	0.0	0.4	5.4	0.0	5.3	7.6	0.1	7.5	9.5	0.1	9.4	14.9	0.2	14.7	21.3	0.3	20.9	30.9	0.7	30.1	44.2	1.7	42.4	71.3	12.7	58.6	94.8	23.0	71.8	108.9	32.4	76.4	122.6	43.7	78.9	141.0	59.7	81.2	163.5	78.8	84.7
65	0.0	0.0	0.0	3.2	0.0	3.2	5.1	0.0	5.1	6.4	0.0	6.4	10.1	0.0	10.1	13.2	0.2	13.0	22.7	0.5	22.2	31.2	0.9	30.2	61.5	11.6	49.8	79.8	17.3	62.4	93.6	26.2	67.3	104.2	34.9	69.3	126.5	54.2	72.2	159.5	83.4	76.1
60	0.1	0.0	0.1	3.8	0.0	3.7	5.0	0.0	5.0	6.5	0.0	6.4	10.0	0.0	9.9	12.6	0.1	12.5	23.2	0.3	22.8	33.6	0.5	33.0	66.2	8.2	58.0	84.8	11.6	73.2	109.1	24.8	84.3	124.0	35.4	88.5	152.8	58.9	93.9	201.5	92.7	108.8
55	0.0	0.0	0.0	2.2	0.0	2.1	3.4	0.0	3.3	4.3	0.0	4.2	6.6	0.0	6.5	8.7	0.1	8.6	15.7	0.2	15.4	22.8	0.4	22.4	47.2	4.7	42.4	59.9	6.3	53.6	79.9	14.0	65.9	95.0	24.9	70.1	121.6	44.7	76.8	168.5	68.4	100.0
50	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	30.9	0.7	30.1	61.5	3.8	57.7	82.4	5.7	76.6	111.4	14.6	96.8	142.3	31.7	110.6	178.9	54.1	124.7	229.0	72.9	156.1
45	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	15.1	0.2	14.9	32.1	1.5	30.6	42.8	2.0	40.7	63.1	5.2	57.8	86.5	13.6	72.8	111.7	25.1	86.5	143.5	31.3	112.2
40	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	15.6	0.1	15.4	36.5	2.2	34.3	50.3	3.1	47.1	72.7	5.2	67.5	97.4	11.6	85.7	129.4	22.5	106.8	157.9	25.6	132.2
35	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	8.5	0.0	8.5	23.6	1.8	21.8	32.1	2.2	29.8	44.6	3.4	41.1	60.1	7.0	53.1	82.0	12.4	69.5	99.9	14.1	85.7
30	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	11.2	0.0	11.2	26.1	0.5	25.6	35.3	0.7	34.6	52.8	1.4	51.3	68.6	2.9	65.6	92.2	6.2	85.9	105.9	6.9	98.9
25	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	8.1	0.0	8.0	24.4	0.4	24.0	32.1	0.6	31.4	54.0	1.3	52.6	66.8	2.1	64.7	84.6	3.4	81.1	94.9	3.6	91.2
20	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	7.2	0.1	7.1	18.9	0.4	18.5	25.7	0.5	25.2	38.4	0.8	37.5	50.6	1.3	49.3	64.3	1.8	62.4	69.3	2.0	67.2
15	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	5.7	0.0	5.6	18.3	0.1	18.1	23.2	0.2	23.0	41.0	0.4	40.6	48.5	0.6	47.8	55.9	1.0	54.8	62.0	1.2	60.8
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	13.7	0.2	13.4	17.7	0.2	17.4	24.9	0.5	24.4	31.3	0.8	30.4	38.9	1.0	37.9	41.0	1.1	39.9
05	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	10.1	0.1	9.9	12.9	0.2	12.6	17.6	0.3	17.3	21.0	0.4	20.6	24.8	0.4	24.4	26.1	0.4	25.7
76	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	20.9	0.4	20.5	26.2	0.5	25.6	34.0	0.7	33.2	39.3	1.2	38.1	47.2	1.4	45.7	49.5	1.5	47.9
95	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	7.8	0.0	7.7	9.0	0.0	8.9	11.5	0.0	11.4	13.2	0.1	13.1	15.2	0.1	15.1	16.2	0.1	16.0
90	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	10.7	0.0	10.6	13.1	0.0	13.0	14.9	0.0	14.8	16.6	0.1	16.5	18.0	0.1	17.9
85	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	9.8	0.0	9.8	10.7	0.0	10.7	12.3	0.0	12.2	12.7	0.0	12.7
80	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	7.9	0.0	7.9	8.9	0.0	8.9	9.9	0.0	9.9	10.5	0.0	10.4
75	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	8.7	0.0	8.6	9.4	0.0	9.4	9.9	0.0	9.8	10.8	0.0	10.7
70	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	7.6	0.0	7.6	8.2	0.0	8.2	8.6	0.0	8.5

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	7,745.32	open	5,067	7,670	0.4	7,747.9	7.5	7745	16.5	15.87	0.240	0.02180
T	10:00	7,739.39 -5.9	current	281,756	7,750	19.7	7,742.9	15.5	7740	15.4	15.94	0.019	0.02540
T30	10:30	7,733.42 -6.0	current	236,880	7,740	19.3	7,738.2	21.4	7735	13.7	16.10	-0.004	0.03000
E	11:00	7,738.71 +5.3	current	264,759	7,750	23.7	7,740.5	21.7	7740	13.5	15.86	-0.006	0.03200
E30	11:30	7,712.84 -25.9	current	334,109	7,720	24.9	7,726.9	18.7	7715	16.6	16.47	-0.047	0.02740
N	12:00	7,702.61 -10.2	current	241,557	7,700	21.7	7,717.1	22.7	7705	17.0	16.97	-0.065	0.02840
N30	12:30	7,700.61 -2.0	current	270,598	7,700	28.9	7,706.2	22.8	7700	17.4	17.27	0.012	0.02980
P1	13:00	7,685.78 -14.8	current	294,496	7,700	24.6	7,697.7	20.8	7685	18.0	18.69	0.049	0.03100
P130	13:30	7,666.14 -19.6	current	489,782	7,660	32.6	7,669.2	18.4	7665	24.8	19.67	0.081	0.02460
P2	14:00	7,661.01 -5.1	current	328,385	7,700	24.5	7,673.5	15.1	7660	25.6	20.82	0.028	0.02680
P230	14:30	7,646.41 -14.6	current	359,913	7,650	29.0	7,657.9	19.9	7645	26.3	21.42	0.132	0.03000
P3	15:00	7,642.24 -4.2	current	282,850	7,650	30.8	7,654.7	22.5	7640	25.8	21.05	0.024	0.03760
P330	15:30	7,654.85 +12.6	current	380,779	7,650	36.5	7,653.8	24.1	7655	30.2	20.17	-0.032	0.04520
C	16:00 Close	7,659.44 +4.6	close	369,228	7,650	50.1	7,653.5	34.9	7660	43.7	20.00	0.757	0.12620

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.