Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-19 · Exp 2026-10-19 · Spot 7,690.73 · Window 7620–7840 · Last slot C · Generated 2026-10-19 16:45:03 ET · ET

Wall vs flow slot C · Call peak K7710 Δ33,132 vs wall K7800 away -90pt · Put peak K7700 Δ37,834 vs wall K7650 away +50pt · 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

2026-10-19 SPX O 7,702.77 · H 7,731.18 · L 7,684.79 · C 7,690.73 prior C — VIX 18.44 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	7,702.77	7,690.47	7,710.54	7,707.32	7,726.87	7,720.71	7,709.08	7,701.17	7,702.05	7,702.75	7,697.32	7,701.86	7,707.04	7,690.73
VIX	18.05	18.11	17.69	17.84	17.42	17.66	17.94	18.18	18.39	18.42	18.43	18.25	18.16	18.48
ATM	32.80	29.10	25.20	24.20	21.05	19.50	19.70	18.20	14.70	13.00	11.80	9.00	7.03	2.83
IV	19.0	18.0	16.4	16.4	15.0	14.7	16.0	15.9	14.1	13.8	14.7	13.4	14.6	31.5
Wk	92.95	95.20	91.05	92.10	85.70	89.00	91.30	93.65	92.55	90.80	92.80	90.20	89.25	93.65

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
40	0.0	0.0	0	0.6	0.6	0	0.3	0.3	0.0	0.2	0.2	0.0	1.0	1.0	0	0.1	0.1	0	0.2	0.2	0	0.4	0.4	0	0.1	0.1	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
35	0.0	0.0	0	0.6	0.6	0	0.1	0.1	0	0.1	0.1	0	0.2	0.2	0	0.0	0.0	0.0	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	0.5	0.5	0.0	0	0	0	0	0	0
30	0.0	0.0	0	1.4	1.4	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.1	0.1	0	0.0	0.0	0.0	0.6	0.6	0.0	0.3	0.3	0	0.2	0.2	0.0	0.0	0.0	0	0.0	0.0	0	0.3	0.3	0	0.0	0	0.0	0	0	0
25	0.0	0.0	0	0.8	0.8	0.0	0.5	0.5	0.0	0.2	0.2	0	0.1	0.1	0	0.3	0.3	0	0.3	0.3	0.0	0.1	0.1	0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.5	0.5	0	0.0	0.0	0.0	0.0	0.0	0.0
20	0.0	0.0	0	0.7	0.7	0.0	0.4	0.4	0.0	1.3	1.3	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0.0
15	0.0	0.0	0	1.1	1.1	0	0.4	0.4	0	0.3	0.3	0	0.4	0.4	0.0	0.2	0.2	0	0.0	0.0	0	0.0	0.0	0	0.1	0.1	0.0	0.1	0.1	0	0.0	0.0	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0
10	0.1	0.1	0.0	0.6	0.6	0.0	0.6	0.6	0	0.7	0.7	0	0.7	0.7	0.0	0.2	0.2	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	0.0	0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0
05	0.0	0.0	0	1.1	1.1	0.0	0.7	0.7	0.0	0.2	0.1	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0	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
78	0.0	0.0	0	1.0	1.0	0.0	1.4	1.3	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.5	0.4	0.0	0.2	0.2	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.1	0.0	0.0	0.2	0.2	0.0	0.0	0.0	0.0	0.0	0.0	0.0
95	0	0	0	0.6	0.6	0.0	0.5	0.5	0.0	0.3	0.2	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.6	0.5	0.0	0.3	0.3	0.0	0.1	0.1	0	0.3	0.3	0	0.1	0.1	0.0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0.0
90	0.0	0.0	0.0	1.4	1.4	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.7	0.7	0.0	0.3	0.3	0.0	1.3	1.3	0.0	0.3	0.3	0.0	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	0.0	0.0	0.0	0.0
85	0.0	0.0	0	1.2	1.2	0.0	1.1	1.0	0.0	1.1	1.1	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.5	0.5	0	0.3	0.3	0.0	0.9	0.9	0.0	0.6	0.5	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0
80	0.0	0.0	0.0	2.5	2.5	0.0	1.8	1.8	0.0	1.3	1.3	0.0	1.4	1.4	0.0	0.7	0.7	0.0	1.1	1.0	0.0	0.4	0.3	0.0	0.4	0.4	0.0	0.4	0.4	0	0.8	0.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
75	0.0	0.0	0.0	1.8	1.8	0.0	1.1	1.0	0.0	0.6	0.6	0.0	1.0	1.0	0.0	1.1	1.1	0.0	0.8	0.8	0.0	0.3	0.3	0	0.2	0.2	0.0	0.2	0.2	0.0	0.2	0.2	0	0.2	0.2	0.0	0.8	0.8	0	0.0	0.0	0
70	0.0	0.0	0.0	2.0	2.0	0.0	2.9	2.7	0.1	1.5	1.5	0.0	2.3	2.2	0.0	1.9	1.8	0.1	1.8	1.8	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.4	0.4	0.0	0.6	0.6	0.0	0.1	0.1	0.0
65	0.0	0.0	0.0	1.8	1.8	0.0	2.3	2.3	0.0	1.5	1.5	0.0	2.4	2.4	0.0	2.8	2.7	0.0	1.4	1.4	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.1	0.1	0.0
60	0.0	0.0	0.0	3.6	3.5	0.0	3.8	3.8	0.0	2.7	2.7	0.0	4.1	4.0	0.0	4.1	4.0	0.1	2.6	2.6	0.0	1.7	1.6	0.0	1.4	1.4	0.0	0.9	0.9	0	1.2	1.2	0.0	0.8	0.7	0.0	0.8	0.8	0.0	0.1	0.1	0.0
55	0.2	0.2	0.0	3.7	3.7	0.0	4.3	4.2	0.1	4.6	4.5	0.0	4.2	4.1	0.0	5.6	5.4	0.2	2.9	2.9	0.0	1.5	1.5	0.0	1.6	1.5	0.0	0.8	0.8	0	0.5	0.5	0.0	0.7	0.7	0.0	0.6	0.6	0.0	0.2	0.2	0.0
50	0.2	0.1	0.0	7.4	6.8	0.5	8.5	8.0	0.4	8.0	7.6	0.3	8.8	8.4	0.3	11.9	10.5	1.4	7.3	6.9	0.4	3.1	3.0	0.0	6.2	4.2	1.9	2.1	2.0	0.1	2.0	2.0	0.0	1.8	1.3	0.5	2.3	1.7	0.6	0.7	0.5	0.1
45	0.0	0.0	0.0	4.3	4.2	0.1	6.8	6.6	0.1	3.5	3.4	0.0	7.6	7.2	0.4	9.5	8.9	0.5	5.4	5.1	0.2	2.1	2.0	0.0	1.9	1.8	0.0	1.8	1.7	0.0	1.0	1.0	0.0	0.7	0.7	0.0	0.5	0.4	0.0	0.7	0.6	0.0
40	0.0	0.0	0.0	6.9	6.8	0.1	10.7	10.4	0.2	6.2	6.0	0.1	12.4	11.5	0.8	14.1	12.8	1.3	9.9	9.5	0.4	4.6	4.5	0.0	2.1	2.1	0.0	2.1	2.0	0.0	1.9	1.8	0.0	0.9	0.8	0.0	1.0	0.9	0.0	1.0	0.9	0.0
35	0.1	0.1	0.0	5.4	5.3	0.1	10.7	10.4	0.3	9.4	9.2	0.2	12.3	11.6	0.7	13.6	11.7	1.9	9.0	8.4	0.5	4.6	4.4	0.1	3.3	3.2	0.0	3.1	3.0	0.0	2.5	2.4	0.1	1.3	1.2	0.0	2.2	2.0	0.1	1.6	1.4	0.1
30	0.0	0.0	0.0	7.6	7.2	0.4	11.6	11.1	0.5	10.6	10.2	0.4	16.7	14.9	1.7	19.5	13.4	6.0	11.9	10.7	1.2	7.0	6.6	0.4	5.0	4.7	0.2	4.1	3.9	0.1	3.9	3.7	0.1	2.2	2.1	0.1	3.9	3.5	0.3	2.7	2.3	0.4
25	0.0	0.0	0.0	8.2	7.8	0.3	11.3	10.1	1.1	8.1	7.5	0.5	16.3	13.6	2.7	19.5	10.1	9.3	12.4	9.6	2.7	7.0	6.2	0.7	6.2	5.1	1.0	4.9	4.3	0.5	5.0	4.4	0.6	3.5	3.1	0.3	6.6	6.1	0.5	3.3	2.8	0.4
20	0.1	0.0	0.0	6.4	5.5	0.9	15.7	13.1	2.6	9.7	8.6	1.1	19.2	13.6	5.5	16.9	5.5	11.4	15.1	9.1	5.9	8.9	7.6	1.3	9.4	8.3	1.1	9.6	8.9	0.6	12.0	10.1	1.8	5.6	5.2	0.3	13.9	11.7	2.1	9.9	8.8	1.1
15	0.0	0.0	0.0	5.7	4.8	0.9	14.7	10.3	4.4	9.4	7.0	2.3	15.3	8.4	6.8	10.4	2.5	7.9	16.1	8.8	7.2	7.2	5.1	2.0	8.8	7.5	1.3	11.4	10.4	0.9	12.4	9.5	2.8	7.4	6.7	0.7	22.1	19.0	3.0	22.0	19.2	2.8
10	0.8	0.4	0.4	7.4	5.4	2.0	16.8	10.9	5.8	14.8	9.7	5.0	15.9	7.4	8.4	10.5	2.7	7.8	21.5	8.2	13.2	11.8	7.3	4.5	10.4	8.3	2.0	14.8	12.9	1.8	19.7	17.1	2.5	19.0	15.8	3.1	43.1	33.6	9.5	44.6	33.1	11.5
05	0.8	0.4	0.4	7.6	5.3	2.3	12.7	7.8	4.8	14.3	7.3	6.9	9.5	3.8	5.6	5.5	0.9	4.5	14.4	3.7	10.7	13.0	4.9	8.0	14.2	9.3	4.8	17.4	13.5	3.8	25.3	16.7	8.6	23.4	17.6	5.8	43.2	26.1	17.1	51.9	23.6	28.3
77	0.1	0.0	0.0	15.7	8.3	7.3	18.0	9.8	8.2	19.5	7.9	11.6	13.1	3.9	9.2	10.9	1.3	9.5	18.9	3.1	15.8	15.3	3.7	11.6	24.2	10.5	13.6	28.7	16.0	12.6	32.3	14.6	17.6	31.7	15.3	16.3	36.8	12.1	24.7	67.0	29.1	37.8
95	0.0	0.0	0.0	12.2	4.3	7.9	14.0	6.3	7.6	9.6	2.7	6.8	5.4	1.1	4.2	4.9	0.3	4.5	10.4	1.5	8.9	6.8	1.4	5.4	11.8	3.1	8.7	20.4	5.7	14.6	21.3	4.3	16.9	22.2	6.0	16.2	17.7	2.8	14.9	52.9	17.3	35.6
90	0.1	0.0	0.0	11.5	2.6	8.8	16.3	4.8	11.4	10.3	1.8	8.4	6.7	0.9	5.7	5.0	1.0	3.9	10.7	0.8	9.9	8.8	0.9	7.9	12.0	1.7	10.3	15.6	2.3	13.3	16.9	2.7	14.2	16.9	2.1	14.8	13.5	2.0	11.5	36.6	4.1	32.4
85	0.0	0.0	0.0	6.6	1.6	4.9	10.0	2.6	7.4	6.9	1.0	5.9	6.9	0.7	6.2	3.4	0.3	3.1	9.1	0.8	8.2	5.6	0.2	5.3	6.9	0.6	6.3	10.2	1.1	9.0	11.7	2.4	9.2	9.8	0.9	8.9	9.6	2.3	7.2	12.6	1.0	11.6
80	0.0	0.0	0.0	7.1	0.8	6.3	9.6	1.5	8.0	8.5	0.6	7.8	7.8	0.4	7.4	3.9	0.0	3.8	9.4	0.3	9.1	5.7	0.1	5.5	7.7	0.6	7.0	10.3	0.8	9.4	11.3	2.6	8.7	7.8	1.0	6.8	7.9	2.0	5.9	6.5	0.6	5.8
75	0.0	0.0	0.0	5.6	0.6	4.9	8.2	1.8	6.3	6.6	0.9	5.7	5.0	0.2	4.7	2.7	0.1	2.5	6.0	0.2	5.8	2.9	0.1	2.8	4.0	0.2	3.7	5.2	0.4	4.8	3.7	0.4	3.3	3.5	0.2	3.3	1.7	0.1	1.6	2.9	0.1	2.8
70	0.0	0.0	0.0	5.5	0.3	5.2	9.0	2.6	6.4	6.7	0.8	5.8	5.5	0.2	5.3	3.1	0.0	3.1	6.8	0.2	6.5	3.6	0.1	3.4	3.9	0.2	3.7	4.6	0.2	4.3	3.9	0.1	3.7	2.9	0.2	2.7	1.7	0.1	1.6	1.8	0.1	1.7
65	0.0	0.0	0.0	4.6	0.2	4.3	4.9	0.4	4.5	3.5	0.1	3.4	2.7	0.2	2.5	1.8	0.0	1.8	3.5	0.0	3.4	2.5	0.0	2.4	2.4	0.1	2.3	3.1	0.0	3.0	2.9	0.0	2.8	1.6	0.0	1.5	1.0	0.0	0.9	1.3	0.0	1.3
60	0.0	0.0	0.0	5.9	0.4	5.5	9.9	1.8	8.1	5.8	0.2	5.5	2.8	0.1	2.6	1.6	0.0	1.6	3.6	0.1	3.4	1.7	0.1	1.6	2.3	0.0	2.2	2.5	0.0	2.4	2.1	0.0	2.0	1.8	0.0	1.7	1.1	0.0	1.1	1.3	0.0	1.2
55	0	0	0	5.0	0.3	4.7	6.1	0.2	5.9	4.7	0.0	4.6	2.9	0.1	2.8	1.0	0.0	1.0	2.9	0.0	2.8	1.7	0.1	1.6	1.6	0.0	1.5	1.8	0.0	1.8	1.7	0.0	1.7	1.4	0.0	1.4	0.9	0.0	0.9	0.6	0.0	0.5
50	0	0	0	9.4	0.3	9.0	14.8	0.3	14.5	7.8	0.1	7.6	4.9	0.0	4.8	1.6	0.0	1.6	4.4	0.0	4.3	2.7	0.0	2.6	2.2	0.1	2.1	3.4	0.0	3.3	1.6	0.1	1.5	1.8	0.0	1.7	1.4	0.0	1.4	1.6	0.0	1.6
45	0	0	0	4.3	0.1	4.2	4.2	0.1	4.0	2.7	0.0	2.7	1.1	0.0	1.0	0.6	0.0	0.6	1.9	0.0	1.8	1.1	0.0	1.0	0.7	0.0	0.7	1.0	0.0	1.0	0.4	0.0	0.4	0.4	0.0	0.4	0.8	0.0	0.7	0.3	0.0	0.3
40	0	0	0	5.4	0.1	5.3	6.3	0.0	6.2	3.0	0.0	3.0	2.1	0.0	2.1	0.9	0.0	0.9	1.7	0.0	1.7	0.6	0.0	0.6	0.9	0.0	0.9	1.3	0.0	1.3	1.0	0.0	1.0	0.9	0	0.9	0.4	0	0.4	0.9	0	0.9
35	0	0	0	3.2	0.0	3.2	3.6	0.0	3.6	1.6	0.0	1.5	1.3	0.0	1.3	0.8	0.0	0.8	1.7	0.0	1.7	0.4	0.0	0.3	0.4	0	0.4	1.0	0.0	1.0	0.9	0	0.9	0.6	0	0.6	0.2	0	0.2	0.2	0.0	0.2
30	0	0	0	4.8	0.0	4.8	4.6	0.0	4.5	2.0	0.0	2.0	1.4	0.0	1.4	0.5	0.0	0.5	1.5	0.0	1.5	0.5	0.0	0.5	0.6	0.0	0.6	0.7	0	0.7	0.5	0.0	0.5	0.6	0	0.6	0.4	0.0	0.4	0.1	0.0	0.1
25	0	0	0	2.7	0.0	2.6	2.7	0.0	2.7	1.3	0.0	1.3	1.0	0.0	1.0	0.6	0.0	0.6	0.8	0	0.8	0.5	0.0	0.5	0.4	0.0	0.4	0.2	0.0	0.2	0.2	0.0	0.2	0.7	0.0	0.7	0.4	0.0	0.3	0.2	0.0	0.2
20	0	0	0	5.1	0.0	5.0	2.6	0.0	2.6	1.9	0.0	1.9	1.2	0.0	1.2	0.4	0.0	0.4	1.0	0.0	1.0	0.7	0.0	0.7	0.2	0.0	0.2	1.0	0.0	1.0	0.4	0.0	0.4	0.3	0.0	0.3	0.7	0.0	0.7	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
40	0.0	0.0	0	0.6	0.6	0	0.9	0.9	0.0	1.2	1.2	0.0	2.2	2.2	0.0	2.4	2.4	0.0	2.7	2.6	0.0	3.1	3.0	0.0	3.2	3.2	0.0	3.2	3.2	0.0	3.3	3.3	0.0	3.6	3.6	0.0	3.6	3.6	0.0	3.6	3.6	0.0
35	0.0	0.0	0	0.6	0.6	0	0.7	0.7	0	0.9	0.9	0	1.1	1.1	0	1.1	1.1	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	1.9	1.9	0.0	2.5	2.5	0.0	2.5	2.5	0.0	2.5	2.5	0.0
30	0.0	0.0	0	1.4	1.4	0.0	1.8	1.8	0.0	2.2	2.2	0.0	2.3	2.3	0.0	2.4	2.4	0.0	3.0	3.0	0.0	3.4	3.3	0.0	3.6	3.6	0.0	3.7	3.7	0.0	3.7	3.7	0.0	4.1	4.1	0.0	4.1	4.1	0.0	4.1	4.1	0.0
25	0.0	0.0	0	0.8	0.8	0.0	1.3	1.3	0.0	1.6	1.6	0.0	1.8	1.8	0.0	2.1	2.1	0.0	2.4	2.4	0.0	2.6	2.6	0.0	2.7	2.7	0.0	2.8	2.7	0.0	2.8	2.8	0.0	3.3	3.3	0.0	3.3	3.3	0.0	3.3	3.3	0.0
20	0.0	0.0	0	0.8	0.8	0.0	1.3	1.3	0.0	2.7	2.6	0.0	2.8	2.8	0.0	2.9	2.8	0.0	3.0	3.0	0.0	3.2	3.1	0.0	3.3	3.3	0.0	3.4	3.3	0.0	3.4	3.4	0.0	3.6	3.5	0.0	3.6	3.5	0.0	3.6	3.5	0.0
15	0.0	0.0	0	1.1	1.1	0	1.5	1.5	0	1.9	1.9	0	2.3	2.3	0.0	2.6	2.6	0.0	2.6	2.6	0.0	2.7	2.7	0.0	2.8	2.8	0.0	3.0	3.0	0.0	3.1	3.1	0.0	3.2	3.2	0.0	3.2	3.2	0.0	3.2	3.2	0.0
10	0.1	0.1	0.0	0.7	0.7	0.0	1.4	1.4	0.0	2.1	2.1	0.0	2.8	2.8	0.0	3.1	3.1	0.0	3.4	3.4	0.0	3.5	3.5	0.0	3.8	3.7	0.0	4.1	4.1	0.0	4.2	4.2	0.0	4.4	4.3	0.0	4.4	4.4	0.0	4.5	4.4	0.0
05	0.0	0.0	0	1.1	1.1	0.0	1.9	1.9	0.0	2.1	2.1	0.0	2.5	2.5	0.0	2.8	2.8	0.0	2.9	2.9	0.0	3.0	2.9	0.0	3.0	3.0	0.0	3.2	3.2	0.0	3.4	3.3	0.0	3.5	3.4	0.0	3.5	3.4	0.0	3.5	3.4	0.0
78	0.0	0.0	0	1.0	1.0	0.0	2.4	2.4	0.0	3.1	3.0	0.0	3.7	3.7	0.0	4.3	4.2	0.0	4.8	4.6	0.1	5.1	4.9	0.1	5.7	5.5	0.1	6.1	5.9	0.2	6.3	6.0	0.2	6.5	6.3	0.2	6.5	6.3	0.2	6.6	6.3	0.2
95	0	0	0	0.6	0.6	0.0	1.2	1.2	0.0	1.5	1.5	0.0	1.7	1.7	0.0	2.1	2.0	0.0	2.7	2.6	0.0	3.0	3.0	0.0	3.2	3.2	0.0	3.6	3.5	0.0	3.8	3.7	0.0	3.9	3.8	0.0	3.9	3.8	0.0	3.9	3.8	0.0
90	0.0	0.0	0.0	1.5	1.5	0.0	2.3	2.2	0.0	2.8	2.7	0.0	3.5	3.5	0.0	3.9	3.8	0.0	5.2	5.1	0.0	5.6	5.5	0.0	6.0	5.9	0.0	6.5	6.4	0.1	6.7	6.6	0.1	6.8	6.7	0.1	6.8	6.7	0.1	6.8	6.7	0.1
85	0.0	0.0	0	1.3	1.3	0.0	2.4	2.3	0.0	3.6	3.5	0.0	4.4	4.4	0.0	5.1	5.1	0.0	5.8	5.7	0.0	6.3	6.2	0.0	6.7	6.6	0.0	7.6	7.5	0.1	8.3	8.1	0.1	8.4	8.3	0.1	8.5	8.3	0.1	8.5	8.3	0.1
80	0.0	0.0	0.0	2.6	2.5	0.0	4.4	4.4	0.0	5.8	5.8	0.0	7.3	7.2	0.0	8.0	7.9	0.0	9.1	9.0	0.0	9.5	9.4	0.0	9.9	9.9	0.0	10.4	10.3	0.0	11.2	11.1	0.0	11.3	11.2	0.0	11.4	11.3	0.0	11.4	11.3	0.1
75	0.0	0.0	0.0	1.8	1.8	0.0	2.9	2.8	0.0	3.6	3.5	0.0	4.7	4.6	0.1	5.9	5.7	0.1	6.7	6.6	0.1	7.1	7.0	0.1	7.4	7.2	0.1	7.6	7.4	0.1	7.8	7.7	0.1	8.1	7.9	0.1	8.9	8.8	0.1	9.0	8.8	0.1
70	0.0	0.0	0.0	2.0	2.0	0.0	5.0	4.8	0.2	6.5	6.3	0.2	8.8	8.6	0.2	10.8	10.4	0.3	12.7	12.3	0.3	13.1	12.7	0.3	13.7	13.3	0.3	14.2	13.8	0.4	14.5	14.1	0.4	15.0	14.6	0.4	15.7	15.2	0.4	15.8	15.4	0.4
65	0.0	0.0	0.0	1.8	1.8	0.0	4.2	4.2	0.0	5.8	5.7	0.0	8.2	8.1	0.0	11.0	10.9	0.1	12.5	12.4	0.1	13.4	13.3	0.1	14.2	14.1	0.1	14.8	14.6	0.1	15.2	15.0	0.1	15.5	15.4	0.1	15.8	15.6	0.1	16.0	15.8	0.1
60	0.0	0.0	0.0	3.7	3.6	0.0	7.5	7.4	0.1	10.3	10.2	0.1	14.4	14.3	0.1	18.6	18.3	0.2	21.2	20.9	0.2	22.9	22.6	0.3	24.4	24.0	0.3	25.4	25.0	0.3	26.6	26.2	0.3	27.4	27.0	0.3	28.3	27.9	0.3	28.4	28.0	0.4
55	0.2	0.2	0.0	4.0	4.0	0.0	8.4	8.2	0.1	13.0	12.8	0.1	17.2	17.0	0.2	22.8	22.4	0.4	25.8	25.3	0.4	27.4	26.9	0.4	29.0	28.5	0.5	29.8	29.3	0.5	30.4	29.9	0.5	31.1	30.6	0.5	31.8	31.3	0.5	32.0	31.5	0.5
50	0.2	0.1	0.0	7.6	7.0	0.6	16.2	15.1	1.0	24.2	22.8	1.4	33.0	31.3	1.7	45.0	41.8	3.1	52.3	48.7	3.6	55.4	51.8	3.6	61.6	56.0	5.6	63.8	58.0	5.8	65.9	60.0	5.8	67.8	61.3	6.4	70.1	63.1	7.0	70.9	63.6	7.2
45	0.0	0.0	0.0	4.3	4.2	0.1	11.1	10.9	0.2	14.6	14.3	0.3	22.3	21.5	0.7	31.8	30.5	1.2	37.3	35.7	1.5	39.4	37.7	1.6	41.3	39.6	1.6	43.1	41.4	1.7	44.2	42.4	1.7	44.9	43.2	1.7	45.4	43.6	1.7	46.1	44.3	1.8
40	0.0	0.0	0.0	7.0	6.8	0.1	17.7	17.3	0.3	23.9	23.4	0.5	36.4	35.0	1.4	50.6	47.9	2.7	60.5	57.4	3.1	65.2	61.9	3.2	67.4	64.1	3.2	69.5	66.2	3.3	71.4	68.1	3.3	72.4	69.0	3.4	73.5	69.9	3.5	74.5	70.9	3.6
35	0.1	0.1	0.0	5.5	5.4	0.1	16.3	15.8	0.4	25.7	25.1	0.6	38.0	36.7	1.3	51.7	48.5	3.2	60.8	56.9	3.8	65.4	61.4	4.0	68.8	64.7	4.1	71.9	67.7	4.2	74.5	70.1	4.3	75.8	71.4	4.3	78.0	73.5	4.5	79.6	75.0	4.6
30	0.0	0.0	0.0	7.7	7.2	0.4	19.3	18.4	0.9	30.0	28.6	1.3	46.7	43.6	3.1	66.3	57.0	9.2	78.2	67.8	10.4	85.3	74.4	10.8	90.4	79.2	11.1	94.5	83.1	11.3	98.5	86.9	11.5	100.8	89.1	11.7	104.7	92.6	12.0	107.4	94.9	12.4
25	0.0	0.0	0.0	8.3	7.9	0.3	19.6	18.1	1.5	27.8	25.7	2.0	44.1	39.3	4.8	63.6	49.4	14.1	76.1	59.1	16.9	83.1	65.4	17.7	89.3	70.6	18.7	94.3	75.0	19.2	99.3	79.4	19.9	102.9	82.6	20.3	109.6	88.7	20.8	112.9	91.6	21.3
20	0.1	0.0	0.0	6.5	5.6	0.9	22.3	18.7	3.6	32.1	27.3	4.8	51.3	41.0	10.3	68.3	46.5	21.8	83.4	55.6	27.8	92.4	63.3	29.1	101.9	71.6	30.2	111.5	80.6	30.8	123.5	90.8	32.7	129.2	96.0	33.1	143.1	107.8	35.3	153.1	116.6	36.5
15	0.0	0.0	0.0	5.8	4.8	0.9	20.5	15.2	5.3	30.0	22.3	7.7	45.3	30.7	14.6	55.8	33.2	22.5	72.0	42.1	29.8	79.2	47.3	31.9	88.1	54.8	33.3	99.6	65.3	34.2	112.0	74.8	37.1	119.5	81.6	37.9	141.6	100.6	41.0	163.7	119.8	43.8
10	0.8	0.4	0.4	8.2	5.8	2.4	25.0	16.8	8.2	39.8	26.6	13.2	55.8	34.0	21.7	66.3	36.7	29.5	87.8	45.0	42.8	99.7	52.4	47.3	110.2	60.7	49.4	125.0	73.7	51.2	144.7	90.9	53.8	163.8	106.8	57.0	206.9	140.4	66.5	251.6	173.5	78.0
05	0.8	0.4	0.4	8.5	5.7	2.7	21.2	13.6	7.6	35.5	20.9	14.5	45.1	24.8	20.2	50.6	25.8	24.8	65.1	29.6	35.5	78.2	34.5	43.6	92.4	43.9	48.4	109.8	57.4	52.3	135.2	74.2	60.9	158.7	91.9	66.8	201.9	118.0	83.9	253.9	141.6	112.2
77	0.1	0.0	0.0	15.9	8.4	7.4	33.9	18.3	15.6	53.5	26.2	27.3	66.7	30.1	36.5	77.6	31.5	46.1	96.6	34.6	61.9	111.9	38.3	73.6	136.2	48.9	87.3	164.9	64.9	99.9	197.2	79.6	117.6	228.9	94.9	133.9	265.8	107.1	158.6	332.8	136.3	196.5
95	0.0	0.0	0.0	12.3	4.3	7.9	26.3	10.7	15.6	35.9	13.4	22.5	41.4	14.5	26.8	46.3	14.9	31.3	56.8	16.4	40.3	63.6	17.9	45.7	75.5	21.1	54.4	96.0	26.8	69.1	117.3	31.2	86.1	139.5	37.2	102.3	157.3	40.0	117.2	210.3	57.4	152.8
90	0.1	0.0	0.0	11.6	2.7	8.9	27.9	7.5	20.3	38.2	9.4	28.8	44.9	10.4	34.5	50.0	11.4	38.5	60.8	12.3	48.4	69.6	13.2	56.4	81.6	14.9	66.7	97.3	17.2	80.0	114.3	20.0	94.2	131.2	22.1	109.0	144.8	24.2	120.6	181.4	28.4	153.0
85	0.0	0.0	0.0	6.7	1.7	5.0	16.7	4.3	12.4	23.7	5.3	18.3	30.6	6.1	24.5	34.1	6.4	27.6	43.2	7.3	35.9	48.9	7.6	41.3	55.8	8.2	47.6	66.0	9.4	56.6	77.8	11.8	65.9	87.6	12.7	74.8	97.3	15.1	82.1	109.9	16.1	93.8
80	0.0	0.0	0.0	7.2	0.8	6.3	16.8	2.4	14.4	25.3	3.0	22.2	33.2	3.5	29.7	37.1	3.6	33.5	46.5	3.9	42.6	52.2	4.0	48.2	59.9	4.6	55.2	70.3	5.5	64.7	81.6	8.1	73.4	89.5	9.2	80.2	97.4	11.2	86.2	104.0	11.9	92.0
75	0.0	0.0	0.0	5.7	0.7	5.0	13.9	2.5	11.3	20.6	3.4	17.1	25.7	3.7	21.9	28.4	3.9	24.5	34.5	4.1	30.4	37.4	4.2	33.2	41.5	4.5	37.0	46.8	4.9	41.8	50.6	5.3	45.2	54.2	5.6	48.5	56.0	5.7	50.2	58.9	5.9	53.0
70	0.0	0.0	0.0	5.6	0.3	5.3	14.7	2.9	11.7	21.5	3.8	17.6	27.0	4.0	22.9	30.2	4.1	26.1	37.0	4.3	32.6	40.6	4.5	36.1	44.6	4.7	39.8	49.2	5.0	44.2	53.1	5.1	48.0	56.1	5.3	50.7	57.8	5.5	52.3	59.6	5.6	54.0
65	0.0	0.0	0.0	4.6	0.2	4.3	9.6	0.6	8.9	13.2	0.7	12.4	15.9	1.0	14.9	17.8	1.0	16.8	21.4	1.1	20.3	24.0	1.2	22.7	26.4	1.3	25.1	29.5	1.4	28.1	32.5	1.5	31.0	34.1	1.5	32.6	35.1	1.6	33.5	36.5	1.6	34.9
60	0.0	0.0	0.0	6.0	0.4	5.6	16.0	2.2	13.7	21.8	2.5	19.3	24.7	2.6	22.0	26.3	2.7	23.6	29.9	2.9	27.0	31.6	3.0	28.6	33.9	3.0	30.9	36.4	3.1	33.3	38.6	3.2	35.3	40.4	3.2	37.1	41.5	3.3	38.2	42.9	3.3	39.5
55	0	0	0	5.1	0.3	4.7	11.2	0.5	10.7	16.0	0.6	15.3	18.9	0.7	18.2	20.0	0.7	19.2	22.9	0.8	22.1	24.7	0.9	23.8	26.4	1.0	25.4	28.3	1.0	27.2	30.1	1.1	28.9	31.5	1.1	30.3	32.5	1.2	31.3	33.1	1.2	31.9
50	0	0	0	9.5	0.3	9.2	24.4	0.7	23.7	32.3	0.9	31.4	37.2	0.9	36.2	38.9	1.0	37.8	43.3	1.0	42.2	46.0	1.1	44.9	48.3	1.2	47.0	51.8	1.3	50.4	53.4	1.4	52.0	55.2	1.4	53.8	56.7	1.4	55.2	58.4	1.5	56.9
45	0	0	0	4.4	0.1	4.3	8.6	0.2	8.4	11.4	0.3	11.1	12.5	0.3	12.2	13.2	0.3	12.8	15.1	0.4	14.7	16.2	0.4	15.8	17.0	0.4	16.6	18.1	0.4	17.6	18.5	0.4	18.1	19.0	0.4	18.5	19.8	0.4	19.3	20.1	0.4	19.7
40	0	0	0	5.5	0.1	5.4	11.9	0.2	11.7	15.0	0.2	14.7	17.1	0.2	16.9	18.1	0.2	17.8	19.8	0.2	19.5	20.5	0.2	20.2	21.4	0.3	21.1	22.8	0.3	22.5	23.9	0.3	23.6	24.8	0.3	24.5	25.3	0.3	24.9	26.2	0.3	25.9
35	0	0	0	3.3	0.0	3.3	7.0	0.0	6.9	8.6	0.0	8.5	10.0	0.1	9.9	10.8	0.1	10.7	12.6	0.1	12.5	13.0	0.1	12.9	13.4	0.1	13.3	14.5	0.1	14.3	15.4	0.1	15.2	16.0	0.1	15.8	16.2	0.1	16.1	16.5	0.1	16.4
30	0	0	0	4.8	0.0	4.8	9.4	0.0	9.4	11.5	0.0	11.4	13.0	0.1	12.9	13.5	0.1	13.4	15.1	0.1	15.0	15.7	0.1	15.5	16.3	0.1	16.2	17.1	0.1	16.9	17.6	0.1	17.5	18.3	0.1	18.2	18.8	0.1	18.7	18.9	0.1	18.8
25	0	0	0	2.7	0.0	2.6	5.4	0.1	5.3	6.8	0.1	6.7	7.9	0.1	7.7	8.5	0.1	8.3	9.4	0.1	9.2	9.9	0.1	9.8	10.4	0.1	10.3	10.6	0.1	10.5	10.9	0.1	10.8	11.7	0.1	11.6	12.1	0.1	12.0	12.3	0.1	12.2
20	0	0	0	5.1	0.0	5.1	7.8	0.1	7.7	9.8	0.1	9.7	11.1	0.1	10.9	11.6	0.1	11.4	12.6	0.1	12.5	13.4	0.1	13.2	13.6	0.1	13.4	14.7	0.1	14.5	15.1	0.1	14.9	15.5	0.1	15.3	16.3	0.1	16.1	16.3	0.2	16.1

Volume by strike Call / Put / Total (K) · X = strike low→high · timeline scrub = slot · width matches Session path

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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	7,702.77	open	4,015	7,705	0.8	7,724.7	46.0	7705	19.0	18.05	-0.105	0.01980
T	10:00	7,690.47 -12.3	current	210,155	7,700	15.7	7,702.7	14.5	7690	18.0	18.11	0.003	0.02200
T30	10:30	7,710.54 +20.1	current	289,975	7,700	18.0	7,702.0	15.3	7710	16.4	17.69	-0.017	0.02520
E	11:00	7,707.32 -3.2	current	216,772	7,700	19.5	7,705.0	22.5	7705	16.4	17.84	0.036	0.02640
E30	11:30	7,726.87 +19.6	current	228,708	7,720	19.2	7,714.3	22.9	7725	15.0	17.42	0.008	0.03040
N	12:00	7,720.71 -6.2	current	196,176	7,730	19.5	7,721.6	23.9	7720	14.7	17.66	0.007	0.03280
N30	12:30	7,709.08 -11.6	current	235,116	7,710	21.5	7,708.8	22.2	7710	16.0	17.94	-0.044	0.03240
P1	13:00	7,701.17 -7.9	current	139,987	7,700	15.3	7,706.9	25.2	7700	15.9	18.18	0.023	0.03520
P130	13:30	7,702.05 +0.9	current	159,080	7,700	24.2	7,704.9	31.7	7700	14.1	18.39	0.062	0.04340
P2	14:00	7,702.75 +0.7	current	190,240	7,700	28.7	7,700.3	32.0	7705	13.8	18.42	-0.128	0.04900
P230	14:30	7,697.32 -5.4	current	205,005	7,700	32.3	7,701.1	34.5	7695	14.7	18.43	0.075	0.05360
P3	15:00	7,701.86 +4.5	current	177,987	7,700	31.7	7,700.7	43.5	7700	13.4	18.25	0.144	0.07070
P330	15:30	7,707.04 +5.2	current	239,804	7,705	43.2	7,704.3	51.4	7705	14.6	18.16	0.139	0.09020
C	16:00 Close	7,690.73 -16.3	close	327,489	7,700	67.0	7,700.7	31.2	7690	31.5	18.48	0.454	0.17900

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.