Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-20 · Exp 2026-10-20 · Spot 7,712.57 · Window 7585–7815 · Last slot C · Generated 2026-10-20 16:45:03 ET · ET

Wall vs flow slot C · Call peak K7715 Δ41,700 vs wall K7850 away -135pt · Put peak K7710 Δ37,748 vs wall K7450 away +260pt · 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

2026-10-20 SPX O 7,679.01 · H 7,748.42 · L 7,668.03 · C 7,712.57 prior C — VIX 17.31 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	7,679.01	7,703.23	7,740.59	7,746.28	7,719.40	7,726.26	7,718.43	7,712.65	7,720.28	7,721.85	7,718.32	7,714.13	7,707.22	7,712.57
VIX	18.64	18.18	17.62	17.57	17.87	17.71	17.71	17.69	17.54	17.31	17.26	17.43	17.56	17.53
ATM	32.45	28.45	28.60	24.70	23.20	19.65	19.25	16.75	13.00	11.30	9.30	8.60	8.28	2.12
IV	19.4	17.6	18.3	16.7	16.6	14.9	15.6	14.5	12.5	12.0	11.7	13.0	17.0	30.9
Wk	89.20	83.90	82.00	81.20	81.50	79.20	79.60	79.25	76.55	74.40	73.60	75.85	77.60	76.10

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
15	0	0	0	0	0	0	1.1	1.1	0.0	1.8	1.8	0.0	1.1	1.1	0.0	0.2	0.2	0.0	0.0	0.0	0	0.0	0.0	0.0	0.1	0.1	0.0	0.0	0.0	0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0
10	0	0	0	0	0	0	2.0	2.0	0.0	3.6	3.6	0.0	1.7	1.7	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.1	0.1	0	0.0	0.0	0	0.8	0.8	0.0	0.3	0.3	0	0.0	0.0	0	0.0	0.0	0.0
05	0	0	0	0	0	0	1.5	1.5	0.0	3.6	3.6	0.0	1.2	1.2	0.0	0.4	0.4	0	0.7	0.7	0	0.4	0.4	0	0.6	0.6	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
78	0	0	0	0	0	0	4.0	3.9	0.0	7.5	7.5	0.0	2.9	2.8	0.0	0.8	0.8	0.0	0.5	0.4	0.0	0.4	0.4	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.7	0.7	0.0	0.0	0.0	0.0	0.0	0.0	0.0
95	0	0	0	0	0	0	2.1	2.1	0.0	5.3	5.2	0.0	2.5	2.5	0.0	0.9	0.9	0.0	0.4	0.4	0	0.3	0.3	0.0	0.2	0.2	0.0	0.9	0.9	0.0	0.1	0.1	0.0	1.6	1.6	0.0	0.0	0.0	0.0	0.0	0.0	0.0
90	0	0	0	0	0	0	3.5	3.5	0.0	6.1	6.0	0.0	3.9	3.9	0.0	0.9	0.9	0.0	1.4	1.4	0	0.3	0.2	0.0	0.2	0.2	0.0	0.7	0.7	0.0	0.2	0.2	0.0	1.3	1.3	0	0.0	0.0	0	0.0	0.0	0.0
85	0	0	0	0	0	0	2.9	2.9	0.0	6.4	6.2	0.2	3.9	3.8	0.0	1.0	1.0	0.0	0.6	0.6	0.0	1.0	1.0	0.0	0.7	0.7	0.0	0.2	0.2	0.0	0.2	0.2	0	0.5	0.5	0.0	0.4	0.4	0.0	0.0	0.0	0.0
80	0	0	0	0	0	0	4.9	4.8	0.1	12.0	11.6	0.3	6.2	6.1	0.1	1.1	1.1	0.0	2.3	2.3	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.9	0.9	0.0	0.3	0.3	0.0	1.4	1.4	0	0.0	0.0	0.0
75	0	0	0	0	0	0	5.7	5.5	0.1	11.6	11.4	0.1	6.4	6.2	0.1	1.7	1.7	0.0	1.6	1.6	0.0	1.4	1.4	0.0	1.1	1.1	0.0	0.8	0.8	0	0.6	0.6	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.0	0.0	0.0
70	0	0	0	0	0	0	8.0	7.9	0.0	11.2	10.9	0.2	7.8	7.6	0.2	2.3	2.3	0.0	1.7	1.7	0.0	0.8	0.8	0.0	0.9	0.9	0.0	1.1	1.1	0.0	0.7	0.7	0.0	0.9	0.8	0.0	0.5	0.5	0.0	0.1	0.1	0.0
65	0.1	0.1	0	2.6	2.6	0.0	7.9	7.7	0.2	9.3	8.8	0.5	8.1	7.8	0.2	3.5	3.5	0.0	2.4	2.4	0.0	1.6	1.6	0.0	1.6	1.6	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.3	0.3	0.0	0.1	0.1	0.0
60	0.3	0.3	0.0	2.3	2.3	0.0	11.3	11.1	0.1	11.7	10.8	0.8	11.6	10.9	0.6	4.2	4.0	0.2	3.6	3.5	0.0	2.4	2.3	0.0	2.4	2.4	0.0	1.3	1.3	0.0	2.4	2.3	0.0	2.3	2.3	0.0	0.5	0.4	0.0	1.7	1.7	0.0
55	0.1	0.1	0.0	2.1	2.1	0.0	11.1	10.8	0.2	10.6	9.2	1.3	10.0	9.3	0.7	5.3	4.9	0.3	5.0	4.9	0.1	4.4	4.3	0.0	2.4	2.3	0.0	3.0	3.0	0.0	1.7	1.7	0.0	1.6	1.6	0.0	0.5	0.5	0.0	0.2	0.2	0.0
50	0.2	0.2	0.0	5.1	4.7	0.4	21.2	19.5	1.6	22.9	18.3	4.6	22.7	19.8	2.9	11.0	10.4	0.6	8.1	7.5	0.6	6.3	5.9	0.4	4.9	4.8	0.1	3.9	3.6	0.2	5.9	5.0	0.9	3.2	2.8	0.4	1.6	1.5	0.1	0.7	0.5	0.1
45	0.4	0.4	0.0	3.7	3.7	0.0	15.7	15.0	0.7	17.5	12.2	5.3	14.0	10.2	3.7	9.1	8.6	0.5	6.1	5.7	0.3	6.1	5.3	0.7	5.4	4.7	0.7	4.0	3.9	0.1	3.6	3.5	0.1	2.9	2.7	0.1	1.1	1.0	0.0	0.7	0.6	0.0
40	0.4	0.4	0	11.4	11.3	0.1	22.9	21.1	1.7	23.4	13.3	10.1	19.5	13.2	6.3	11.4	10.4	1.0	8.8	8.1	0.7	7.8	7.4	0.4	7.5	6.9	0.5	7.9	7.2	0.6	6.1	5.8	0.3	5.2	4.8	0.4	2.9	2.6	0.2	1.3	0.9	0.3
35	0.4	0.4	0.0	9.9	9.8	0.0	19.7	17.3	2.3	16.3	6.4	9.9	16.6	8.9	7.7	10.8	9.5	1.3	9.8	8.7	1.0	9.2	8.7	0.5	9.1	8.2	0.9	13.4	11.6	1.7	12.4	10.5	1.9	8.4	6.9	1.5	3.9	3.3	0.6	2.0	1.3	0.6
30	0.4	0.4	0.0	10.3	10.2	0.1	26.1	22.0	4.1	12.9	4.6	8.3	18.8	9.4	9.3	11.3	9.2	2.1	11.5	9.7	1.8	12.6	11.5	1.1	13.8	12.9	0.8	17.3	15.3	1.9	16.6	14.9	1.7	11.7	10.8	0.9	7.7	7.0	0.6	5.6	4.7	0.8
25	0.3	0.3	0.0	10.1	9.8	0.2	19.5	14.8	4.6	8.0	2.1	5.9	15.4	7.5	7.8	13.4	9.5	3.8	12.7	8.8	3.8	13.2	10.2	2.9	11.5	9.3	2.2	20.4	14.2	6.1	20.8	14.9	5.9	17.1	14.7	2.3	12.7	11.0	1.6	11.7	10.3	1.3
20	0.4	0.4	0.0	12.3	12.1	0.2	22.4	15.6	6.7	11.2	2.6	8.5	19.0	7.5	11.5	16.6	9.0	7.6	17.0	9.4	7.5	20.6	11.9	8.7	19.9	13.6	6.2	26.0	10.4	15.6	30.7	12.6	18.0	35.1	25.6	9.4	23.8	19.0	4.8	25.4	22.1	3.2
15	0.2	0.2	0.0	10.6	10.2	0.3	17.7	11.4	6.3	6.4	1.0	5.4	13.7	3.8	9.8	13.6	4.3	9.3	15.8	6.8	9.0	15.2	5.8	9.3	15.8	8.9	6.8	12.7	3.0	9.6	16.4	3.5	12.9	37.4	20.6	16.8	31.1	19.4	11.7	48.4	41.7	6.7
10	0.3	0.2	0.0	11.3	10.3	1.0	20.4	11.1	9.3	8.7	1.5	7.1	14.7	2.7	11.9	11.4	2.5	8.8	14.9	3.8	11.0	13.5	2.9	10.5	18.1	5.6	12.5	11.9	1.5	10.4	13.8	1.7	12.0	34.3	9.6	24.7	37.9	13.4	24.5	75.8	38.1	37.7
05	0.2	0.1	0.0	8.9	8.1	0.8	13.7	6.4	7.3	5.0	0.6	4.4	10.0	1.5	8.5	7.0	1.1	5.8	8.4	1.6	6.7	8.1	1.2	6.8	9.3	1.8	7.5	7.1	0.9	6.2	6.2	0.4	5.7	21.6	2.8	18.8	27.2	4.8	22.4	45.8	10.8	35.0
77	0.4	0.3	0.1	17.9	14.4	3.5	20.7	6.3	14.3	12.6	1.3	11.2	21.7	1.5	20.2	13.1	1.5	11.6	13.4	1.3	12.1	12.4	0.9	11.5	12.4	1.0	11.3	8.4	0.9	7.5	7.2	0.7	6.4	21.6	2.1	19.5	25.5	2.8	22.7	35.5	3.2	32.2
95	0.3	0.2	0.0	12.0	9.1	2.8	9.4	3.1	6.2	4.3	0.3	3.9	8.5	0.9	7.6	5.3	0.3	5.0	7.0	0.3	6.6	6.3	0.2	6.0	7.2	0.4	6.8	3.5	0.2	3.2	2.5	0.1	2.4	9.3	0.8	8.5	9.4	0.8	8.6	12.2	0.8	11.3
90	0.3	0.2	0.1	14.2	8.7	5.4	13.2	3.2	10.0	6.9	0.7	6.2	10.7	0.4	10.2	8.8	0.3	8.4	7.8	0.2	7.5	6.5	0.2	6.3	5.9	0.3	5.6	2.7	0.1	2.5	3.1	0.0	3.0	7.5	0.3	7.1	5.9	0.3	5.5	8.6	0.9	7.7
85	0.3	0.1	0.1	13.7	6.9	6.8	8.2	1.3	6.8	5.1	0.1	4.9	9.8	0.2	9.5	4.6	0.2	4.4	5.9	0.2	5.6	4.7	0.1	4.5	3.9	0.2	3.7	3.0	0.0	2.9	2.2	0.0	2.1	4.6	0.1	4.5	4.9	0.1	4.8	3.2	0.2	2.9
80	0.6	0.2	0.4	16.2	7.2	8.9	10.4	1.2	9.2	4.7	0.2	4.5	8.4	0.1	8.2	5.2	0.2	5.0	4.8	0.2	4.6	3.8	0.1	3.6	3.7	0.1	3.6	2.4	0.0	2.3	1.5	0.0	1.4	3.6	0.2	3.3	2.6	0.5	2.1	2.1	0.1	1.9
75	0.7	0.2	0.4	12.7	3.9	8.8	8.4	0.5	7.8	2.7	0.1	2.6	8.0	0.1	7.9	2.8	0.1	2.7	3.0	0.1	2.8	2.0	0.0	1.9	2.3	0.1	2.2	1.1	0.0	1.0	1.0	0.0	1.0	2.7	0.0	2.6	2.6	0.0	2.5	1.3	0.1	1.2
70	0.5	0.0	0.4	12.9	2.4	10.4	9.3	0.4	8.9	3.4	0.1	3.3	8.1	0.1	8.0	3.3	0.1	3.2	3.0	0.0	2.9	7.3	0.0	7.2	2.2	0.0	2.2	1.4	0.0	1.3	1.4	0.0	1.4	2.0	0.0	2.0	1.1	0.0	1.1	0.8	0.0	0.8
65	0.3	0.0	0.2	7.8	1.4	6.4	6.9	0.5	6.4	5.4	0.0	5.3	5.1	0.0	5.0	2.1	0.0	2.1	2.2	0.0	2.2	2.1	0.0	2.0	2.1	0.0	2.1	0.7	0.0	0.6	1.1	0.0	1.1	1.3	0.0	1.3	1.2	0.0	1.2	0.6	0.0	0.6
60	0.3	0.0	0.2	8.9	1.2	7.6	7.2	0.4	6.8	5.6	0.0	5.5	5.4	0.1	5.2	2.3	0.0	2.2	2.4	0.0	2.4	1.8	0.0	1.8	1.7	0.0	1.7	0.6	0.0	0.6	0.7	0.0	0.7	1.5	0.0	1.5	0.9	0.0	0.8	0.9	0.0	0.8
55	0.2	0.0	0.2	5.3	0.4	4.8	5.3	0.1	5.1	1.8	0.0	1.7	4.0	0.1	3.8	1.5	0.0	1.5	1.1	0.0	1.1	1.4	0.0	1.4	1.9	0.0	1.9	1.0	0.0	1.0	0.8	0.0	0.8	0.9	0.0	0.9	0.5	0.0	0.5	0.6	0.0	0.6
50	0.4	0.0	0.3	10.1	0.6	9.5	8.5	0.2	8.3	3.1	0.1	3.0	5.6	0.0	5.6	1.9	0.0	1.9	1.5	0.0	1.5	1.0	0.0	1.0	1.7	0.0	1.6	0.5	0.0	0.5	0.7	0.0	0.6	1.3	0.0	1.3	0.7	0.0	0.6	0.2	0.0	0.2
45	0.3	0.0	0.3	5.7	0.1	5.5	3.9	0.1	3.8	1.3	0.0	1.3	4.1	0.0	4.0	0.9	0.0	0.9	1.1	0.0	1.1	1.1	0.0	1.1	1.2	0	1.2	0.4	0	0.4	0.3	0.0	0.3	0.5	0.0	0.5	0.8	0.0	0.8	0.1	0.0	0.1
40	0.6	0.0	0.6	7.8	0.1	7.6	4.6	0.1	4.5	1.4	0.0	1.4	3.5	0.0	3.5	1.1	0.0	1.1	0.6	0.0	0.6	0.9	0.0	0.9	0.6	0.0	0.6	0.2	0.0	0.2	0.2	0	0.2	0.9	0	0.9	0.8	0.0	0.8	0.1	0.0	0.1
35	0.2	0.0	0.2	6.2	0.1	6.0	3.0	0.0	2.9	1.0	0.0	1.0	2.8	0.0	2.8	0.5	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.5	0.6	0.0	0.6	0.3	0.0	0.3	0.6	0.0	0.6	1.0	0.0	1.0	0.5	0	0.5	0.0	0.0	0.0
30	0.7	0.0	0.7	8.9	0.0	8.9	4.3	0.0	4.2	1.8	0.0	1.8	1.9	0.0	1.9	0.5	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.5	0.8	0.0	0.8	0.5	0	0.5	0.2	0.0	0.2	1.1	0.0	1.1	0.3	0.0	0.3	0.0	0.0	0.0
25	0.3	0.0	0.3	6.8	0.1	6.7	4.1	0.0	4.1	0.7	0.0	0.6	2.1	0.0	2.1	0.6	0.0	0.6	0.3	0.0	0.3	0.5	0.0	0.5	0.3	0.0	0.3	0.2	0.0	0.2	0.5	0.0	0.5	0.6	0.0	0.6	0.0	0.0	0.0	0.0	0.0	0.0
20	0.2	0.0	0.2	9.9	0.0	9.9	3.6	0.0	3.6	0.7	0.0	0.7	2.8	0.0	2.8	0.4	0.0	0.4	0.4	0.0	0.4	0.5	0.0	0.5	0.2	0.0	0.2	0.6	0.0	0.6	0.6	0.0	0.6	0.4	0.0	0.4	0.0	0	0.0	0.0	0.0	0.0
15	0.1	0.0	0.1	7.5	0.0	7.5	1.7	0.0	1.7	0.9	0	0.9	2.1	0	2.1	0.8	0.0	0.8	0.2	0.0	0.2	0.2	0.0	0.2	0.1	0.0	0.1	0.5	0	0.5	0.5	0	0.5	0.5	0.0	0.5	0.0	0.0	0.0	0.0	0.0	0.0
10	0.1	0	0.1	4.9	0.0	4.9	2.9	0.0	2.9	1.1	0.0	1.1	2.3	0.0	2.3	0.3	0	0.3	0.4	0.0	0.4	0.2	0.0	0.2	0.3	0.0	0.2	0.6	0.0	0.6	0.2	0.0	0.2	0.5	0.0	0.5	0.0	0	0.0	0.0	0.0	0.0
05	0.1	0	0.1	3.2	0.0	3.2	2.3	0.0	2.3	0.3	0.0	0.3	1.3	0.0	1.3	0.2	0	0.2	0.2	0	0.2	0.2	0.0	0.2	0.1	0	0.1	0.5	0	0.5	0.0	0	0.0	0.3	0	0.3	0.0	0.0	0.0	0.0	0.0	0.0
76	0.1	0.0	0.1	7.5	0.1	7.3	3.2	0.0	3.1	1.3	0.0	1.3	1.1	0.0	1.1	0.3	0.0	0.3	0.6	0.0	0.6	0.2	0.0	0.2	0.4	0.0	0.4	0.3	0.0	0.3	0.1	0.0	0.1	0.3	0	0.3	0.0	0.0	0.0	0.0	0.0	0.0
95	0.0	0.0	0.0	2.6	0.0	2.6	1.6	0.0	1.6	0.2	0.0	0.2	0.7	0	0.7	0.1	0.0	0.1	0.1	0.0	0.1	0.1	0	0.1	0.2	0	0.2	0.0	0	0.0	0.0	0	0.0	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0
90	0.1	0	0.1	3.2	0.0	3.2	2.3	0.0	2.3	1.2	0.0	1.2	0.4	0	0.4	0.1	0	0.1	0.4	0	0.4	0.3	0.0	0.3	0.2	0	0.2	0.1	0	0.1	0.1	0	0.1	0.2	0.0	0.2	0.0	0.0	0.0	0.0	0	0.0
85	0.2	0	0.2	1.9	0.0	1.9	1.0	0	1.0	0.3	0.0	0.3	0.6	0	0.6	0.1	0	0.1	0.1	0	0.1	0.2	0	0.2	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	0.0

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
15	0	0	0	0	0	0	1.7	1.7	0.0	3.5	3.5	0.0	4.6	4.6	0.0	4.9	4.8	0.0	4.9	4.9	0.0	5.0	4.9	0.0	5.1	5.1	0.0	5.1	5.1	0.0	6.2	6.2	0.0	6.2	6.2	0.0	6.3	6.2	0.0	6.3	6.3	0.0
10	0	0	0	0	0	0	4.1	4.1	0.0	7.8	7.7	0.0	9.5	9.5	0.0	10.2	10.1	0.0	10.5	10.4	0.0	10.6	10.6	0.0	10.8	10.7	0.0	10.8	10.8	0.0	11.6	11.6	0.0	12.0	12.0	0.0	12.0	12.0	0.0	12.1	12.0	0.0
05	0	0	0	0	0	0	3.6	3.5	0.0	7.2	7.1	0.0	8.5	8.4	0.0	8.9	8.9	0.0	9.7	9.7	0.0	10.1	10.1	0.0	10.7	10.7	0.0	10.9	10.8	0.0	11.0	10.9	0.0	11.2	11.1	0.0	11.2	11.1	0.0	11.2	11.1	0.0
78	0	0	0	0	0	0	7.8	7.7	0.1	15.3	15.2	0.1	18.3	18.1	0.1	19.1	18.9	0.1	19.6	19.4	0.2	20.0	19.8	0.2	20.7	20.4	0.2	21.0	20.8	0.2	21.3	21.0	0.2	22.1	21.8	0.3	22.1	21.8	0.3	22.1	21.8	0.3
95	0	0	0	0	0	0	3.1	3.0	0.0	8.4	8.3	0.0	11.0	10.9	0.0	12.0	11.9	0.0	12.4	12.3	0.0	12.7	12.6	0.0	12.9	12.9	0.0	13.9	13.8	0.0	14.1	14.0	0.0	15.7	15.6	0.1	15.7	15.6	0.1	15.7	15.6	0.1
90	0	0	0	0	0	0	4.0	4.0	0.0	10.2	10.0	0.1	14.1	14.0	0.1	15.0	14.9	0.1	16.5	16.4	0.1	16.8	16.7	0.1	17.1	16.9	0.1	17.8	17.6	0.1	18.0	17.8	0.2	19.4	19.2	0.2	19.5	19.3	0.2	19.5	19.3	0.2
85	0	0	0	0	0	0	3.5	3.5	0.0	10.0	9.7	0.2	13.9	13.6	0.3	15.0	14.6	0.3	15.6	15.2	0.3	16.6	16.3	0.3	17.4	17.0	0.3	17.7	17.3	0.3	17.9	17.5	0.3	18.4	18.1	0.3	18.9	18.5	0.3	18.9	18.5	0.3
80	0	0	0	0	0	0	6.4	6.2	0.1	18.4	17.9	0.5	24.7	24.0	0.6	25.9	25.2	0.6	28.2	27.5	0.6	28.9	28.2	0.6	29.7	29.0	0.6	30.1	29.4	0.6	31.0	30.4	0.6	31.4	30.7	0.6	32.9	32.2	0.6	33.0	32.3	0.7
75	0	0	0	0	0	0	7.3	7.1	0.2	18.9	18.5	0.4	25.4	24.8	0.5	27.1	26.5	0.5	28.7	28.2	0.5	30.2	29.6	0.5	31.4	30.8	0.5	32.2	31.6	0.5	32.8	32.2	0.5	33.4	32.8	0.6	33.9	33.2	0.6	33.9	33.3	0.6
70	0	0	0	0	0	0	10.4	10.3	0.0	21.6	21.2	0.3	29.5	28.9	0.6	31.9	31.2	0.6	33.7	33.0	0.6	34.5	33.9	0.6	35.5	34.8	0.6	36.6	35.9	0.6	37.3	36.6	0.6	38.3	37.5	0.7	38.8	38.1	0.7	38.9	38.2	0.7
65	0.1	0.1	0	2.8	2.7	0.0	10.7	10.5	0.2	20.1	19.3	0.7	28.2	27.2	0.9	31.8	30.8	1.0	34.2	33.2	1.0	35.9	34.8	1.0	37.5	36.5	1.0	38.3	37.2	1.0	39.1	38.1	1.0	40.0	38.9	1.0	40.3	39.3	1.0	40.5	39.4	1.0
60	0.3	0.3	0.0	2.7	2.6	0.0	14.0	13.8	0.2	25.7	24.7	1.0	37.4	35.7	1.6	41.6	39.7	1.8	45.2	43.3	1.9	47.6	45.7	1.9	50.1	48.1	1.9	51.4	49.4	1.9	53.8	51.8	2.0	56.2	54.1	2.0	56.7	54.6	2.0	58.5	56.4	2.0
55	0.1	0.1	0.0	2.3	2.3	0.0	13.4	13.2	0.2	24.1	22.4	1.6	34.2	31.8	2.3	39.5	36.7	2.7	44.5	41.6	2.9	49.0	46.0	2.9	51.4	48.4	3.0	54.5	51.4	3.0	56.3	53.1	3.1	57.9	54.8	3.1	58.5	55.3	3.1	58.8	55.6	3.2
50	0.2	0.2	0.0	5.4	4.9	0.4	26.6	24.5	2.1	49.6	42.9	6.7	72.4	62.7	9.6	83.4	73.1	10.3	91.6	80.7	10.9	98.0	86.6	11.3	103.0	91.5	11.5	106.9	95.1	11.7	112.9	100.1	12.7	116.1	102.9	13.1	117.8	104.5	13.3	118.5	105.0	13.4
45	0.4	0.4	0.0	4.1	4.1	0.0	19.9	19.1	0.7	37.5	31.3	6.1	51.5	41.6	9.9	60.7	50.2	10.4	66.8	55.9	10.8	72.9	61.3	11.6	78.4	66.0	12.3	82.4	70.0	12.4	86.1	73.5	12.5	89.0	76.2	12.7	90.1	77.3	12.8	90.8	78.0	12.8
40	0.4	0.4	0	11.8	11.7	0.1	34.8	32.9	1.8	58.3	46.2	12.0	77.9	59.5	18.3	89.3	69.9	19.4	98.2	78.0	20.1	106.1	85.5	20.5	113.6	92.5	21.1	121.6	99.8	21.7	127.7	105.6	22.1	133.0	110.4	22.5	135.9	113.0	22.8	137.2	114.0	23.2
35	0.4	0.4	0.0	10.3	10.2	0.1	30.0	27.5	2.4	46.4	34.0	12.4	63.1	42.9	20.1	73.9	52.4	21.5	83.8	61.2	22.5	93.0	69.9	23.1	102.2	78.1	24.0	115.6	89.8	25.8	128.1	100.3	27.8	136.6	107.2	29.3	140.5	110.5	30.0	142.5	111.8	30.7
30	0.4	0.4	0.0	10.8	10.6	0.1	37.0	32.7	4.2	49.9	37.3	12.6	68.7	46.7	22.0	80.1	56.0	24.1	91.7	65.7	25.9	104.3	77.2	27.1	118.2	90.2	28.0	135.5	105.6	29.9	152.2	120.5	31.6	163.9	131.4	32.5	171.7	138.4	33.2	177.3	143.1	34.1
25	0.3	0.3	0.0	10.4	10.2	0.2	30.0	25.1	4.8	38.0	27.2	10.8	53.5	34.7	18.7	66.9	44.3	22.6	79.6	53.1	26.4	92.9	63.4	29.4	104.5	72.8	31.6	124.9	87.0	37.8	145.8	101.9	43.8	162.9	116.7	46.2	175.6	127.7	47.9	187.4	138.1	49.2
20	0.4	0.4	0.0	12.8	12.5	0.2	35.2	28.2	7.0	46.4	30.8	15.6	65.5	38.4	27.1	82.1	47.4	34.7	99.2	56.8	42.3	119.9	68.8	51.0	139.8	82.5	57.2	165.8	92.9	72.8	196.6	105.6	90.9	231.7	131.3	100.4	255.6	150.3	105.2	281.0	172.5	108.5
15	0.2	0.2	0.0	10.8	10.5	0.3	28.6	21.9	6.7	35.1	23.0	12.1	48.9	26.9	21.9	62.5	31.2	31.3	78.4	38.0	40.3	93.6	43.8	49.7	109.4	52.8	56.5	122.1	55.9	66.2	138.6	59.4	79.1	176.1	80.0	96.0	207.2	99.4	107.7	255.7	141.1	114.5
10	0.3	0.2	0.0	11.6	10.5	1.0	32.1	21.7	10.4	40.8	23.2	17.5	55.6	26.0	29.5	67.0	28.6	38.3	81.9	32.4	49.4	95.4	35.4	60.0	113.6	41.0	72.5	125.5	42.5	83.0	139.4	44.3	95.0	173.7	54.0	119.7	211.7	67.4	144.2	287.5	105.5	182.0
05	0.2	0.1	0.0	9.1	8.3	0.8	22.9	14.7	8.2	27.9	15.3	12.6	38.0	16.9	21.1	45.0	18.0	27.0	53.4	19.6	33.7	61.6	20.9	40.6	70.9	22.8	48.1	78.1	23.7	54.4	84.3	24.2	60.1	106.0	27.0	79.0	133.3	31.8	101.5	179.2	42.6	136.5
77	0.4	0.3	0.1	18.4	14.7	3.7	39.1	21.1	18.0	51.7	22.4	29.3	73.5	23.9	49.5	86.7	25.4	61.2	100.1	26.8	73.3	112.6	27.7	84.8	125.0	28.7	96.2	133.4	29.6	103.7	140.6	30.4	110.2	162.3	32.5	129.8	187.9	35.3	152.6	223.5	38.6	184.8
95	0.3	0.2	0.0	12.3	9.3	2.9	21.7	12.5	9.1	26.1	12.9	13.1	34.6	13.8	20.7	40.0	14.2	25.7	47.0	14.6	32.4	53.4	14.9	38.5	60.7	15.4	45.3	64.2	15.6	48.5	66.8	15.8	51.0	76.2	16.6	59.5	85.7	17.4	68.2	97.9	18.3	79.5
90	0.3	0.2	0.1	14.6	9.0	5.6	27.8	12.2	15.6	34.8	12.9	21.8	45.5	13.4	32.0	54.3	13.8	40.5	62.1	14.0	48.0	68.7	14.3	54.4	74.7	14.6	60.0	77.4	14.8	62.6	80.6	14.8	65.7	88.1	15.2	72.8	94.0	15.6	78.4	102.7	16.5	86.1
85	0.3	0.1	0.1	14.0	7.0	7.0	22.3	8.4	13.8	27.4	8.6	18.8	37.2	8.8	28.3	41.8	9.0	32.8	47.8	9.3	38.4	52.5	9.5	43.0	56.5	9.7	46.7	59.5	9.8	49.7	61.7	9.8	51.9	66.4	10.0	56.4	71.4	10.2	61.2	74.6	10.4	64.1
80	0.6	0.2	0.4	16.8	7.4	9.3	27.3	8.7	18.6	32.0	8.9	23.1	40.5	9.1	31.3	45.7	9.3	36.4	50.6	9.5	41.0	54.5	9.7	44.7	58.3	9.9	48.3	60.7	10.0	50.7	62.2	10.0	52.1	65.9	10.3	55.5	68.5	10.9	57.6	70.6	11.1	59.5
75	0.7	0.2	0.4	13.4	4.2	9.2	21.9	4.7	17.1	24.6	4.8	19.7	32.7	5.0	27.7	35.6	5.1	30.4	38.6	5.3	33.3	40.7	5.3	35.3	43.0	5.4	37.5	44.1	5.5	38.6	45.2	5.5	39.7	48.0	5.6	42.3	50.6	5.6	44.9	52.0	5.8	46.1
70	0.5	0.0	0.4	13.4	2.5	10.9	22.8	2.9	19.8	26.2	3.0	23.1	34.4	3.2	31.2	37.8	3.3	34.4	40.8	3.4	37.4	48.1	3.4	44.6	50.4	3.5	46.9	51.8	3.5	48.3	53.2	3.5	49.7	55.3	3.5	51.7	56.4	3.6	52.8	57.3	3.6	53.7
65	0.3	0.0	0.2	8.2	1.4	6.7	15.1	1.9	13.1	20.5	2.0	18.4	25.6	2.1	23.4	27.8	2.2	25.6	30.1	2.3	27.8	32.2	2.3	29.9	34.4	2.3	32.0	35.1	2.4	32.7	36.3	2.4	33.8	37.7	2.4	35.2	38.9	2.4	36.4	39.6	2.4	37.1
60	0.3	0.0	0.2	9.2	1.3	7.9	16.5	1.7	14.8	22.1	1.8	20.3	27.6	1.9	25.6	29.9	2.0	27.9	32.4	2.0	30.4	34.3	2.0	32.2	36.0	2.1	33.9	36.7	2.1	34.6	37.5	2.1	35.3	39.0	2.1	36.8	39.9	2.2	37.7	40.8	2.2	38.5
55	0.2	0.0	0.2	5.5	0.4	5.0	10.8	0.6	10.2	12.7	0.7	12.0	16.7	0.8	15.9	18.3	0.8	17.4	19.4	0.9	18.5	20.8	0.9	19.9	22.8	0.9	21.9	23.8	0.9	22.9	24.7	0.9	23.7	25.6	0.9	24.7	26.1	0.9	25.2	26.8	0.9	25.9
50	0.4	0.0	0.3	10.6	0.7	9.9	19.2	0.9	18.2	22.3	1.0	21.2	28.0	1.1	26.8	30.0	1.1	28.8	31.5	1.2	30.3	32.6	1.2	31.4	34.3	1.2	33.0	34.9	1.2	33.6	35.6	1.2	34.3	36.9	1.3	35.6	37.6	1.3	36.3	37.9	1.3	36.5
45	0.3	0.0	0.3	6.0	0.1	5.8	9.9	0.3	9.6	11.3	0.3	10.9	15.4	0.3	15.0	16.3	0.3	16.0	17.5	0.3	17.1	18.6	0.3	18.2	19.9	0.3	19.5	20.4	0.3	20.0	20.7	0.3	20.3	21.3	0.3	20.9	22.2	0.3	21.8	22.3	0.3	21.9
40	0.6	0.0	0.6	8.5	0.1	8.3	13.1	0.3	12.8	14.6	0.3	14.3	18.1	0.3	17.8	19.3	0.3	19.0	20.0	0.3	19.6	20.9	0.3	20.6	21.6	0.3	21.3	21.9	0.3	21.5	22.2	0.3	21.8	23.1	0.3	22.7	24.0	0.3	23.6	24.1	0.3	23.7
35	0.2	0.0	0.2	6.4	0.1	6.3	9.4	0.1	9.2	10.5	0.2	10.3	13.4	0.2	13.1	13.9	0.2	13.7	14.5	0.2	14.2	15.0	0.2	14.8	15.7	0.2	15.4	16.1	0.2	15.8	16.7	0.2	16.4	17.8	0.2	17.5	18.3	0.2	18.0	18.3	0.2	18.0
30	0.7	0.0	0.7	9.7	0.0	9.6	14.1	0.1	13.9	16.0	0.1	15.8	17.9	0.2	17.7	18.5	0.2	18.3	19.0	0.2	18.8	19.6	0.2	19.4	20.5	0.2	20.2	21.0	0.2	20.8	21.3	0.2	21.0	22.5	0.2	22.2	22.8	0.2	22.6	22.9	0.2	22.6
25	0.3	0.0	0.3	7.1	0.1	7.0	11.3	0.1	11.1	12.0	0.1	11.8	14.1	0.1	13.9	14.7	0.1	14.6	15.1	0.1	14.9	15.7	0.1	15.5	16.0	0.1	15.8	16.3	0.1	16.1	16.8	0.1	16.6	17.5	0.1	17.3	17.5	0.1	17.3	17.5	0.2	17.3
20	0.2	0.0	0.2	10.2	0.0	10.1	13.8	0.1	13.7	14.6	0.1	14.5	17.4	0.1	17.3	17.9	0.1	17.8	18.4	0.1	18.2	18.9	0.1	18.7	19.1	0.1	19.0	19.7	0.1	19.6	20.4	0.1	20.2	20.8	0.1	20.7	20.8	0.1	20.7	20.9	0.1	20.7
15	0.1	0.0	0.1	7.6	0.0	7.6	9.4	0.0	9.4	10.4	0.0	10.3	12.6	0.0	12.5	13.4	0.0	13.3	13.6	0.0	13.6	13.9	0.0	13.9	14.1	0.0	14.0	14.7	0.0	14.6	15.3	0.0	15.2	15.8	0.0	15.8	15.9	0.0	15.8	15.9	0.0	15.8
10	0.1	0	0.1	5.0	0.0	5.0	8.0	0.0	8.0	9.2	0.0	9.2	11.6	0.0	11.6	12.0	0.0	11.9	12.4	0.0	12.4	12.7	0.0	12.6	13.0	0.0	12.9	13.6	0.0	13.6	13.9	0.0	13.9	14.5	0.0	14.4	14.6	0.0	14.5	14.6	0.0	14.5
05	0.1	0	0.1	3.4	0.0	3.4	5.7	0.0	5.7	6.1	0.0	6.1	7.5	0.0	7.4	7.8	0.0	7.7	8.0	0.0	8.0	8.3	0.0	8.2	8.5	0.0	8.4	9.1	0.0	9.0	9.1	0.0	9.1	9.4	0.0	9.4	9.5	0.0	9.4	9.5	0.0	9.5
76	0.1	0.0	0.1	7.6	0.1	7.5	10.8	0.2	10.6	12.2	0.2	11.9	13.3	0.2	13.1	13.7	0.2	13.4	14.3	0.2	14.1	14.6	0.2	14.3	15.1	0.2	14.8	15.5	0.2	15.2	15.6	0.3	15.3	15.9	0.3	15.6	15.9	0.3	15.6	16.0	0.3	15.6
95	0.0	0.0	0.0	2.7	0.0	2.7	4.4	0.0	4.3	4.6	0.0	4.5	5.3	0.0	5.3	5.4	0.0	5.4	5.6	0.0	5.6	5.7	0.0	5.7	6.0	0.0	6.0	6.0	0.0	6.0	6.0	0.0	6.0	6.1	0.0	6.1	6.2	0.0	6.1	6.2	0.0	6.1
90	0.1	0	0.1	3.3	0.0	3.3	5.7	0.0	5.7	7.0	0.0	7.0	7.5	0.0	7.4	7.6	0.0	7.6	8.0	0.0	8.0	8.4	0.0	8.3	8.6	0.0	8.6	8.7	0.0	8.7	8.9	0.0	8.8	9.1	0.0	9.0	9.1	0.0	9.0	9.1	0.0	9.1
85	0.2	0	0.2	2.1	0.0	2.1	3.2	0.0	3.2	3.6	0.0	3.6	4.3	0.0	4.3	4.4	0.0	4.4	4.6	0.0	4.5	4.8	0.0	4.8	5.2	0.0	5.2	5.2	0.0	5.2	5.2	0.0	5.2	5.3	0.0	5.3	5.3	0.0	5.3	5.3	0.0	5.3

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	7,679.01	open	12,596	7,630	0.7	7,680.2	13.6	7680	19.4	18.64	0.069	0.01960
T	10:00	7,703.23 +24.2	current	310,398	7,700	17.9	7,680.1	12.4	7705	17.6	18.18	-0.057	0.02240
T30	10:30	7,740.59 +37.4	current	413,630	7,730	26.1	7,712.6	14.1	7740	18.3	17.62	0.004	0.02240
E	11:00	7,746.28 +5.7	current	303,123	7,740	23.4	7,733.7	21.1	7745	16.7	17.57	0.032	0.02580
E30	11:30	7,719.40 -26.9	current	355,214	7,750	22.7	7,717.2	13.6	7720	16.6	17.87	-0.061	0.02740
N	12:00	7,726.26 +6.9	current	197,748	7,720	16.6	7,717.9	20.9	7725	14.9	17.71	0.013	0.03240
N30	12:30	7,718.43 -7.8	current	193,314	7,720	17.0	7,715.8	23.6	7720	15.6	17.71	-0.074	0.03300
P1	13:00	7,712.65 -5.8	current	183,290	7,720	20.6	7,713.7	27.0	7715	14.5	17.69	-0.098	0.03820
P130	13:30	7,720.28 +7.6	current	179,968	7,720	19.9	7,713.4	26.3	7720	12.5	17.54	0.001	0.04880
P2	14:00	7,721.85 +1.6	current	165,816	7,720	26.0	7,718.4	35.7	7720	12.0	17.31	0.089	0.05640
P230	14:30	7,718.32 -3.5	current	169,949	7,720	30.7	7,719.8	40.1	7720	11.7	17.26	-0.093	0.06700
P3	15:00	7,714.13 -4.2	current	252,999	7,715	37.4	7,712.0	42.3	7715	13.0	17.43	-0.014	0.07400
P330	15:30	7,707.22 -6.9	current	213,796	7,710	37.9	7,709.7	42.5	7705	17.0	17.56	0.207	0.07780
C	16:00 Close	7,712.57 +5.3	close	287,396	7,710	75.8	7,709.1	59.2	7710	30.9	17.53	0.752	0.20270

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.