Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-21 · Exp 2026-10-21 · Spot 7,757.17 · Window 7660–7875 · Last slot C · Generated 2026-10-21 16:45:03 ET · ET

Wall vs flow slot C · Call peak K7765 Δ43,908 vs wall K8000 away -235pt · Put peak K7760 Δ37,827 vs wall K7425 away +335pt · 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

2026-10-21 SPX O 7,736.43 · H 7,770.40 · L 7,709.34 · C 7,757.17 prior C — VIX 16.68 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	7,736.43	7,734.73	7,719.25	7,736.90	7,745.47	7,753.32	7,747.97	7,760.59	7,765.17	7,764.06	7,768.60	7,745.83	7,754.64	7,757.17
VIX	17.05	16.98	17.26	16.77	16.54	16.69	16.79	16.71	16.75	16.63	16.65	17.12	16.79	16.67
ATM	29.50	26.90	25.70	22.00	18.55	15.70	13.80	13.10	11.20	9.40	7.70	14.25	9.60	1.40
IV	17.4	16.6	16.6	14.9	13.2	11.8	11.1	11.4	10.7	10.0	9.3	20.9	20.2	45.7
Wk	68.60	67.40	68.30	65.50	62.75	61.60	61.30	60.75	60.10	59.00	59.60	64.25	61.20	61.00

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
75	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	0.0	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	0.0	0.0	0	0.0	0.0	0
70	0	0	0	0.2	0.2	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.1	0.1	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	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0
65	0.0	0.0	0	0.0	0.0	0	0.2	0.2	0	0.0	0.0	0	0.2	0.2	0	0.3	0.3	0	0.5	0.5	0	0.6	0.6	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
60	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	0.2	0.2	0	0.5	0.5	0	0.5	0.5	0.0	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0	0.0
55	0.0	0.0	0	0.0	0.0	0	0.2	0.2	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.6	0.6	0.0	0.1	0.1	0.0	0.1	0.1	0	0.1	0.1	0	0.5	0.5	0	0.0	0.0	0.0	0.0	0.0	0.0
50	0.0	0.0	0	0.2	0.2	0.0	0.6	0.6	0.0	0.3	0.3	0	0.1	0.1	0.0	0.1	0.1	0.0	0.0	0.0	0	1.0	1.0	0.0	0.2	0.2	0.0	0.5	0.5	0	0.8	0.8	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0
45	0.0	0.0	0	1.0	1.0	0.0	0.8	0.8	0	0.1	0.1	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.2	0.2	0	0.4	0.4	0	0.4	0.4	0	0.7	0.7	0.0	0.4	0.4	0	0.9	0.9	0.0	0.0	0.0	0
40	0.3	0.3	0	2.6	2.6	0.0	1.3	1.3	0	0.7	0.7	0	0.0	0.0	0	0.2	0.2	0.0	0.0	0.0	0	0.8	0.8	0.0	0.8	0.8	0.0	0.6	0.6	0	0.3	0.3	0	0.9	0.9	0.0	1.3	1.3	0	0.0	0.0	0
35	0.0	0.0	0	1.0	1.0	0.0	1.0	1.0	0.0	0.3	0.3	0.0	0.1	0.1	0	0.1	0.0	0.0	0.1	0.1	0.0	0.4	0.4	0	0.1	0.1	0	0.0	0.0	0.0	0.5	0.5	0	1.7	1.7	0	0.5	0.5	0.0	0.0	0.0	0
30	0.1	0.0	0.0	1.0	1.0	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.3	0.3	0	0.1	0.1	0.0	0.2	0.2	0	0.3	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.2	0.2	0.0	0.5	0.5	0.0	0.0	0.0	0	0.0	0.0	0
25	0.1	0.1	0.0	0.8	0.7	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.2	0.2	0	0.7	0.7	0.0	0.0	0.0	0	0.5	0.5	0.0	0.3	0.3	0	0.0	0.0	0.0	0.1	0.1	0.0	1.2	1.2	0.0	0.1	0.1	0.0	0.3	0.3	0.0
20	0.1	0.1	0.0	2.0	2.0	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.9	0.8	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.6	0.6	0.0	0.9	0.8	0.0	0.0	0.0	0.0
15	0.1	0.1	0.0	1.0	1.0	0.0	0.9	0.9	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.3	0.3	0	0.3	0.3	0.0	1.0	1.0	0	0.4	0.4	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.4	0.4	0.0	0.6	0.6	0.0	0.0	0.0	0.0
10	0.1	0.1	0	2.1	2.1	0.0	1.6	1.6	0.0	0.8	0.8	0.0	0.3	0.3	0.0	0.5	0.5	0	0.6	0.6	0.0	2.4	2.4	0.0	1.4	1.4	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.5	0.4	0.0	0.4	0.4	0.0	0.0	0.0	0.0
05	0.0	0.0	0.0	1.6	1.6	0.0	1.2	1.2	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.8	0.8	0	2.1	2.1	0.0	1.2	1.2	0.0	0.9	0.9	0.0	0.7	0.7	0.0	1.7	1.7	0.0	0.9	0.9	0.0	0.0	0.0	0.0
78	0.3	0.2	0.0	3.2	3.0	0.2	2.1	1.9	0.1	1.0	1.0	0.0	0.8	0.7	0.0	2.3	2.0	0.3	1.1	1.1	0.0	3.1	2.9	0.2	2.6	2.4	0.1	1.9	1.7	0.1	1.2	1.1	0.0	2.1	1.6	0.5	3.3	2.6	0.6	0.4	0.3	0.1
95	0.2	0.2	0.0	2.2	2.2	0.0	1.8	1.8	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.7	1.7	0.0	0.9	0.9	0.0	2.8	2.8	0.0	3.8	3.7	0.0	1.3	1.3	0.0	1.5	1.5	0.0	4.2	4.2	0.0	1.9	1.9	0.0	0.3	0.2	0.0
90	0.3	0.3	0.0	3.7	3.6	0.0	3.1	3.1	0.0	1.5	1.4	0.0	1.3	1.3	0.0	4.0	3.9	0.0	2.2	2.1	0.0	5.3	5.2	0.0	5.6	5.3	0.2	2.5	2.4	0.1	2.7	2.5	0.2	4.0	3.7	0.2	3.0	2.9	0.1	0.7	0.5	0.1
85	0.4	0.4	0.0	5.0	5.0	0.0	3.8	3.8	0.0	2.3	2.2	0.0	2.5	2.4	0.0	6.0	6.0	0.0	2.1	2.1	0.0	5.8	5.6	0.1	8.2	7.9	0.3	4.2	3.9	0.2	4.9	4.4	0.4	9.1	8.6	0.4	2.8	2.7	0.0	1.6	1.5	0.0
80	0.3	0.2	0.0	12.6	12.5	0.1	4.8	4.8	0.0	3.5	3.4	0.1	3.3	3.2	0.1	6.8	6.6	0.1	3.1	3.0	0.1	10.6	10.3	0.3	11.3	10.6	0.7	9.5	8.8	0.7	11.0	10.0	1.0	10.8	9.4	1.4	5.8	5.6	0.2	3.8	3.6	0.2
75	0.4	0.4	0.0	11.2	11.1	0.1	7.4	7.3	0.0	4.1	4.0	0.0	4.4	4.3	0.0	7.6	7.2	0.3	4.7	4.3	0.3	12.8	12.0	0.7	17.7	16.1	1.5	14.8	13.3	1.4	15.4	13.2	2.1	18.7	16.8	1.9	10.5	10.1	0.4	10.4	9.8	0.6
70	0.4	0.4	0.0	10.5	10.3	0.1	7.2	7.1	0.1	8.1	7.9	0.1	6.7	6.6	0.1	14.4	13.6	0.7	8.9	8.2	0.6	20.9	19.5	1.3	29.5	24.2	5.2	24.7	19.4	5.2	30.9	22.9	7.9	42.9	32.5	10.3	15.5	14.4	1.1	22.1	19.8	2.2
65	0.6	0.5	0.0	8.1	7.9	0.1	8.4	8.4	0.0	7.7	7.6	0.1	8.1	7.9	0.2	15.6	14.7	0.8	8.7	8.1	0.5	20.6	18.2	2.4	28.8	18.3	10.4	29.7	15.6	14.1	32.2	14.3	17.8	47.5	21.5	26.0	24.7	22.3	2.3	53.1	43.9	9.2
60	0.5	0.5	0.0	12.4	12.1	0.2	10.4	10.1	0.2	12.1	11.8	0.3	12.2	11.7	0.4	18.4	16.4	2.0	11.7	10.1	1.6	27.6	20.3	7.2	27.1	12.3	14.7	23.8	6.9	16.8	25.0	7.3	17.7	46.6	18.4	28.1	35.9	31.9	3.9	81.4	43.6	37.8
55	0.4	0.3	0.0	10.5	10.0	0.5	9.0	8.8	0.1	11.7	11.4	0.2	12.0	11.3	0.6	21.8	16.2	5.6	16.7	10.9	5.7	22.1	13.3	8.7	16.6	5.0	11.5	13.3	2.3	11.0	14.5	2.1	12.4	38.7	12.0	26.6	38.4	31.3	7.1	50.4	17.8	32.6
50	0.4	0.4	0.0	12.6	11.4	1.2	12.6	12.0	0.5	17.9	16.5	1.3	19.9	17.5	2.4	27.0	16.1	10.9	24.3	11.2	13.1	24.7	11.1	13.6	18.3	3.2	15.0	12.6	2.0	10.6	10.0	1.3	8.6	39.8	7.4	32.3	50.4	34.2	16.1	40.4	9.1	31.2
45	0.4	0.2	0.1	7.4	5.7	1.7	12.2	11.3	0.8	14.6	13.7	0.8	14.9	11.6	3.2	16.2	8.4	7.8	13.6	4.6	8.9	15.6	4.0	11.5	7.8	1.1	6.6	4.2	0.7	3.5	4.6	0.6	4.0	22.1	2.6	19.5	42.8	21.9	20.9	19.2	4.1	15.0
40	0.8	0.4	0.3	13.1	9.6	3.5	13.0	11.4	1.6	18.0	15.3	2.6	22.7	14.9	7.8	14.5	5.7	8.8	11.2	1.8	9.3	12.9	2.2	10.6	6.3	0.8	5.4	3.2	0.5	2.7	3.5	0.3	3.2	19.6	1.4	18.1	47.2	15.7	31.4	15.7	1.4	14.3
35	0.7	0.3	0.3	15.6	9.8	5.7	12.1	9.8	2.3	17.6	11.9	5.7	18.0	8.6	9.4	12.2	2.8	9.3	7.1	0.9	6.1	8.2	1.0	7.2	4.2	0.4	3.8	2.5	0.2	2.2	2.6	0.1	2.5	13.5	0.8	12.7	37.4	7.4	30.0	8.9	0.3	8.5
30	0.5	0.1	0.4	16.1	8.1	7.9	12.0	7.5	4.5	18.8	12.0	6.8	12.5	4.8	7.6	8.9	1.9	7.0	7.3	1.0	6.2	8.1	1.2	6.9	3.7	0.3	3.3	1.9	0.1	1.7	1.5	0.1	1.4	10.3	0.7	9.5	35.4	4.8	30.5	7.1	0.4	6.7
25	0.4	0.1	0.3	13.1	4.9	8.2	15.6	8.9	6.7	19.9	10.3	9.6	9.2	1.8	7.3	7.8	1.0	6.7	4.8	0.5	4.3	4.5	0.3	4.1	3.6	0.3	3.2	1.7	0.1	1.5	1.3	0.0	1.2	6.6	0.4	6.2	24.4	1.7	22.6	3.4	0.2	3.1
20	0.6	0.1	0.4	10.0	2.7	7.2	19.2	8.8	10.3	15.3	6.5	8.8	10.3	1.4	8.9	8.3	0.6	7.7	3.6	0.4	3.1	5.6	0.3	5.3	2.4	0.4	2.0	1.5	0.1	1.3	0.8	0.0	0.7	5.8	0.3	5.4	22.0	1.2	20.8	3.9	0.0	3.8
15	0.4	0.0	0.4	6.6	1.2	5.3	20.9	7.5	13.4	10.6	3.3	7.2	6.7	0.7	6.0	4.5	0.3	4.1	2.8	0.2	2.6	3.1	0.1	2.9	1.8	0.1	1.7	0.6	0.0	0.6	0.7	0.0	0.6	4.4	0.0	4.3	15.8	0.3	15.5	3.4	0.1	3.3
10	0.3	0.0	0.2	7.0	0.7	6.2	15.2	3.6	11.5	9.5	1.6	7.9	7.8	0.5	7.2	6.2	0.3	5.9	2.6	0.1	2.5	3.2	0.0	3.1	1.4	0.0	1.3	1.0	0.1	0.9	1.0	0.0	0.9	4.7	0.0	4.6	12.6	0.4	12.2	2.5	0.0	2.4
05	0.3	0.0	0.3	5.1	0.3	4.8	10.9	1.8	9.1	5.7	0.6	5.1	4.1	0.1	4.0	3.0	0.0	2.9	1.2	0.0	1.1	2.0	0.0	1.9	1.0	0.0	1.0	0.5	0.0	0.5	0.6	0.0	0.6	1.6	0.0	1.6	9.1	0.3	8.8	1.0	0.0	0.9
77	0.6	0.1	0.5	10.6	0.7	9.9	18.2	1.8	16.4	11.3	1.0	10.2	10.6	0.3	10.3	5.3	0.4	4.9	2.7	0.3	2.3	4.3	0.2	4.0	2.1	0.0	2.0	1.3	0.0	1.2	0.8	0.0	0.8	3.2	0.1	3.1	12.8	0.6	12.2	2.6	0.0	2.5
95	0.2	0.0	0.2	5.6	0.1	5.4	8.0	0.4	7.5	5.3	0.3	5.0	3.8	0.1	3.6	3.1	0.0	3.0	0.9	0.0	0.9	1.2	0.0	1.2	0.8	0.0	0.8	0.2	0.0	0.2	0.2	0.0	0.2	1.3	0.0	1.3	5.9	0.0	5.8	2.5	0.0	2.5
90	0	0	0	7.0	0.2	6.8	10.7	0.4	10.2	6.1	0.2	5.8	3.3	0.1	3.1	1.9	0.0	1.8	2.0	0.0	2.0	1.8	0.0	1.8	0.4	0.0	0.3	0.5	0.0	0.5	0.6	0.0	0.6	0.9	0.0	0.9	4.8	0.0	4.7	0.4	0.0	0.4
85	0	0	0	4.7	0.0	4.6	8.1	0.2	7.9	4.9	0.2	4.7	3.2	0.0	3.2	1.8	0.0	1.7	0.7	0.0	0.7	1.0	0.0	1.0	0.7	0.0	0.7	0.3	0.0	0.3	0.3	0.0	0.3	0.7	0.0	0.7	2.9	0.0	2.9	0.0	0.0	0.0
80	0	0	0	6.8	0.1	6.6	10.7	0.1	10.5	6.4	0.1	6.3	5.0	0.0	4.9	1.9	0.0	1.9	0.6	0.0	0.6	1.5	0.0	1.5	0.9	0.0	0.9	0.4	0.0	0.4	0.3	0	0.3	0.7	0.0	0.7	3.4	0.0	3.3	0.0	0.0	0.0
75	0	0	0	7.8	0.1	7.7	7.9	0.1	7.8	4.8	0.1	4.6	2.3	0.0	2.2	1.4	0.0	1.3	0.8	0.0	0.8	0.7	0.0	0.7	1.0	0.0	1.0	0.2	0.0	0.2	0.1	0.0	0.1	0.9	0.0	0.9	2.4	0.0	2.3	0.1	0.0	0.1
70	0	0	0	7.1	0.1	7.0	9.8	0.1	9.7	3.8	0.1	3.7	2.5	0.0	2.4	1.1	0.0	1.1	0.8	0.0	0.8	0.5	0.0	0.5	1.0	0.0	1.0	0.2	0.0	0.2	0.7	0.0	0.7	2.0	0.0	2.0	1.9	0.0	1.9	0.0	0.0	0.0
65	0	0	0	3.1	0.1	3.0	5.7	0.1	5.6	5.0	0.1	4.8	1.8	0.0	1.8	0.7	0.0	0.7	0.5	0.0	0.5	0.7	0.0	0.7	0.4	0.0	0.4	0.1	0.0	0.1	0.9	0.0	0.9	2.2	0.0	2.2	1.3	0.0	1.3	0.0	0.0	0.0
60	0	0	0	3.4	0.2	3.2	5.7	0.1	5.6	3.1	0.2	2.9	1.6	0.0	1.5	0.9	0.0	0.9	0.6	0.0	0.5	0.6	0.0	0.5	0.5	0.0	0.5	0.2	0	0.2	0.8	0.0	0.8	2.0	0.0	2.0	1.5	0.0	1.5	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
75	0.0	0.0	0	0.0	0.0	0	0.1	0.1	0	0.2	0.2	0	0.2	0.2	0	0.3	0.3	0	0.3	0.3	0	0.3	0.3	0	0.4	0.4	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.5	0.5	0.0
70	0	0	0	0.2	0.2	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.8	0.8	0.0	0.8	0.8	0.0	0.9	0.9	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.0	1.0	0.0	1.0	1.0	0.0
65	0.0	0.0	0	0.0	0.0	0	0.2	0.2	0	0.2	0.2	0	0.5	0.5	0	0.8	0.8	0	1.3	1.3	0	2.0	2.0	0	2.1	2.1	0.0	2.2	2.2	0.0	2.2	2.2	0.0	2.2	2.2	0.0	2.2	2.2	0.0	2.2	2.2	0.0
60	0.0	0.0	0	0.0	0.0	0	0.1	0.1	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.5	0.5	0.0	1.0	1.0	0.0	1.6	1.6	0.0	1.7	1.7	0.0	1.7	1.7	0.0	1.7	1.7	0.0	1.8	1.8	0.0	1.8	1.8	0.0	1.8	1.8	0.0
55	0.0	0.0	0	0.1	0.1	0	0.3	0.3	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.5	0.5	0.0	0.6	0.5	0.0	1.2	1.2	0.0	1.3	1.3	0.0	1.5	1.4	0.0	1.6	1.6	0.0	2.2	2.2	0.0	2.2	2.2	0.0	2.2	2.2	0.0
50	0.0	0.0	0	0.3	0.3	0.0	0.9	0.9	0.0	1.3	1.2	0.0	1.4	1.4	0.0	1.6	1.6	0.0	1.6	1.6	0.0	2.7	2.6	0.0	2.9	2.9	0.0	3.5	3.5	0.0	4.4	4.3	0.0	4.8	4.7	0.0	4.9	4.8	0.0	5.0	4.9	0.0
45	0.0	0.0	0	1.1	1.1	0.0	1.9	1.9	0.0	2.0	2.0	0.0	2.1	2.1	0.0	2.2	2.2	0.0	2.2	2.2	0.0	2.5	2.5	0.0	3.0	3.0	0.0	3.4	3.4	0.0	4.2	4.2	0.0	4.6	4.6	0.0	5.6	5.6	0.0	5.6	5.6	0.0
40	0.3	0.3	0	3.0	3.0	0.0	4.3	4.3	0.0	5.1	5.1	0.0	5.1	5.1	0.0	5.4	5.4	0.0	5.4	5.4	0.0	6.3	6.3	0.0	7.1	7.1	0.0	7.8	7.8	0.0	8.1	8.1	0.0	9.0	9.0	0.0	10.4	10.4	0.0	10.4	10.4	0.0
35	0.0	0.0	0	1.0	1.0	0.0	2.1	2.1	0.0	2.5	2.5	0.0	2.6	2.6	0.0	2.8	2.7	0.0	2.9	2.9	0.0	3.3	3.3	0.0	3.5	3.4	0.0	3.5	3.5	0.0	4.1	4.0	0.0	5.8	5.7	0.0	6.3	6.3	0.0	6.3	6.3	0.0
30	0.1	0.0	0.0	1.1	1.1	0.0	1.7	1.7	0.0	2.2	2.2	0.0	2.6	2.6	0.0	2.7	2.7	0.0	3.0	3.0	0.0	3.3	3.3	0.0	3.4	3.4	0.0	3.5	3.5	0.0	3.8	3.7	0.0	4.4	4.3	0.0	4.4	4.4	0.0	4.4	4.4	0.0
25	0.1	0.1	0.0	0.9	0.9	0.0	1.2	1.2	0.0	1.6	1.6	0.0	1.8	1.8	0.0	2.6	2.6	0.0	2.7	2.7	0.0	3.2	3.2	0.0	3.6	3.5	0.0	3.7	3.6	0.0	3.8	3.8	0.0	5.1	5.1	0.0	5.3	5.2	0.0	5.6	5.6	0.0
20	0.1	0.1	0.0	2.1	2.1	0.0	2.8	2.8	0.0	3.3	3.3	0.0	3.8	3.7	0.0	4.3	4.3	0.0	4.6	4.5	0.0	5.5	5.4	0.0	6.0	5.9	0.0	6.2	6.1	0.0	6.4	6.3	0.0	7.1	7.0	0.0	8.0	7.9	0.0	8.0	8.0	0.0
15	0.1	0.1	0.0	1.2	1.2	0.0	2.1	2.1	0.0	2.5	2.5	0.0	2.8	2.8	0.0	3.1	3.1	0.0	3.5	3.5	0.0	4.5	4.5	0.0	5.0	5.0	0.0	5.5	5.4	0.0	6.0	5.9	0.0	6.4	6.4	0.0	7.1	7.0	0.0	7.1	7.1	0.0
10	0.1	0.1	0	2.3	2.3	0.0	3.9	3.9	0.0	4.7	4.7	0.0	5.1	5.1	0.0	5.6	5.6	0.0	6.3	6.3	0.0	8.7	8.7	0.0	10.2	10.1	0.0	11.0	10.9	0.0	11.7	11.6	0.0	12.2	12.1	0.1	12.7	12.5	0.1	12.7	12.6	0.1
05	0.0	0.0	0.0	1.6	1.6	0.0	2.9	2.9	0.0	3.8	3.8	0.0	4.4	4.4	0.0	5.0	5.0	0.0	5.9	5.8	0.0	8.1	8.0	0.0	9.3	9.3	0.0	10.3	10.2	0.0	11.0	11.0	0.0	12.8	12.7	0.0	13.7	13.6	0.0	13.8	13.7	0.0
78	0.3	0.2	0.0	3.5	3.3	0.2	5.7	5.3	0.3	6.7	6.3	0.4	7.6	7.1	0.4	9.9	9.1	0.8	11.1	10.2	0.8	14.2	13.2	1.0	16.8	15.6	1.2	18.8	17.4	1.4	20.0	18.5	1.4	22.2	20.2	1.9	25.5	22.9	2.6	26.0	23.2	2.7
95	0.2	0.2	0.0	2.5	2.4	0.0	4.3	4.3	0.0	5.4	5.4	0.0	6.4	6.4	0.0	8.2	8.1	0.0	9.2	9.1	0.0	12.1	12.0	0.0	15.9	15.7	0.1	17.2	17.1	0.1	18.8	18.6	0.2	23.1	22.8	0.2	25.1	24.8	0.2	25.4	25.1	0.3
90	0.3	0.3	0.0	4.0	3.9	0.0	7.1	7.0	0.0	8.6	8.5	0.1	10.0	9.8	0.1	14.0	13.8	0.2	16.2	16.0	0.2	21.6	21.3	0.3	27.2	26.6	0.5	29.8	29.1	0.7	32.6	31.6	0.9	36.6	35.3	1.2	39.7	38.3	1.3	40.4	38.8	1.5
85	0.4	0.4	0.0	5.4	5.4	0.0	9.3	9.2	0.0	11.6	11.5	0.0	14.1	14.0	0.1	20.2	20.0	0.1	22.3	22.1	0.2	28.2	27.8	0.3	36.5	35.7	0.7	40.7	39.7	0.9	45.6	44.2	1.4	54.7	52.9	1.8	57.6	55.7	1.8	59.2	57.2	1.9
80	0.3	0.2	0.0	12.9	12.8	0.1	17.7	17.6	0.1	21.3	21.0	0.2	24.6	24.3	0.3	31.5	30.9	0.5	34.7	34.0	0.6	45.3	44.3	0.9	56.7	55.0	1.7	66.3	63.8	2.4	77.3	73.8	3.4	88.2	83.3	4.8	94.1	88.9	5.1	97.9	92.6	5.3
75	0.4	0.4	0.0	11.6	11.5	0.1	19.1	18.8	0.2	23.2	22.9	0.2	27.6	27.2	0.3	35.2	34.5	0.7	40.0	38.9	1.1	52.8	50.9	1.9	70.5	67.0	3.5	85.4	80.4	4.9	100.8	93.7	7.1	119.6	110.5	9.1	130.2	120.6	9.5	140.7	130.4	10.2
70	0.4	0.4	0.0	11.0	10.8	0.1	18.3	18.0	0.2	26.4	25.9	0.4	33.1	32.6	0.5	47.6	46.3	1.2	56.5	54.5	1.9	77.4	74.1	3.3	106.9	98.3	8.5	131.6	117.8	13.8	162.6	140.7	21.8	205.5	173.3	32.2	221.1	187.7	33.3	243.2	207.6	35.6
65	0.6	0.5	0.0	8.7	8.5	0.1	17.2	17.0	0.2	25.0	24.6	0.4	33.2	32.6	0.6	48.8	47.3	1.4	57.5	55.5	2.0	78.2	73.7	4.5	107.0	92.1	14.9	136.8	107.7	29.0	169.0	122.1	46.8	216.6	143.7	72.9	241.3	166.0	75.3	294.5	209.9	84.5
60	0.5	0.5	0.0	13.0	12.7	0.3	23.4	22.8	0.6	35.6	34.7	0.9	47.9	46.5	1.4	66.4	62.9	3.4	78.1	73.0	5.1	105.7	93.4	12.3	132.8	105.8	27.0	156.7	112.8	43.9	181.7	120.1	61.6	228.4	138.6	89.8	264.3	170.6	93.7	345.8	214.2	131.5
55	0.4	0.3	0.0	11.0	10.3	0.6	20.0	19.2	0.8	31.8	30.7	1.0	43.8	42.1	1.7	65.7	58.3	7.3	82.4	69.3	13.0	104.5	82.7	21.8	121.1	87.8	33.3	134.5	90.1	44.4	149.1	92.2	56.9	187.8	104.3	83.5	226.3	135.6	90.7	276.8	153.4	123.3
50	0.4	0.4	0.0	13.1	11.8	1.3	25.7	23.8	1.9	43.7	40.4	3.2	63.7	57.9	5.7	90.7	74.0	16.6	115.0	85.3	29.7	139.8	96.4	43.3	158.1	99.7	58.4	170.8	101.7	69.0	180.8	103.1	77.7	220.6	110.5	110.0	271.0	144.8	126.2	311.4	153.9	157.4
45	0.4	0.2	0.1	7.8	6.0	1.8	20.1	17.3	2.7	34.7	31.0	3.6	49.6	42.7	6.8	65.9	51.2	14.6	79.6	55.9	23.6	95.2	60.0	35.2	103.1	61.1	41.9	107.4	61.9	45.5	112.0	62.5	49.5	134.2	65.1	69.0	177.1	87.0	90.0	196.3	91.2	105.0
40	0.8	0.4	0.3	14.0	10.1	3.8	27.1	21.6	5.4	45.1	36.9	8.1	67.8	51.9	15.9	82.4	57.6	24.7	93.6	59.4	34.1	106.5	61.7	44.8	112.8	62.5	50.2	116.1	63.1	53.0	119.6	63.4	56.2	139.3	64.9	74.4	186.6	80.7	105.8	202.3	82.1	120.1
35	0.7	0.3	0.3	16.3	10.2	6.0	28.5	20.1	8.4	46.1	32.0	14.1	64.2	40.7	23.5	76.4	43.6	32.8	83.6	44.5	39.0	91.9	45.5	46.3	96.1	46.0	50.1	98.7	46.3	52.4	101.4	46.4	54.9	114.9	47.2	67.6	152.3	54.6	97.7	161.3	55.0	106.2
30	0.5	0.1	0.4	16.6	8.2	8.3	28.6	15.8	12.8	47.4	27.8	19.6	59.9	32.6	27.2	68.9	34.6	34.3	76.2	35.6	40.5	84.4	36.9	47.4	88.1	37.3	50.8	90.1	37.5	52.6	91.7	37.6	54.0	102.1	38.4	63.6	137.5	43.3	94.2	144.7	43.7	101.0
25	0.4	0.1	0.3	13.6	5.0	8.6	29.3	14.0	15.3	49.3	24.4	24.9	58.5	26.2	32.2	66.3	27.3	39.0	71.2	27.8	43.3	75.7	28.1	47.5	79.4	28.5	50.8	81.1	28.7	52.4	82.4	28.8	53.6	89.1	29.2	59.8	113.5	31.0	82.5	116.9	31.2	85.7
20	0.6	0.1	0.4	10.6	2.8	7.7	29.8	11.7	18.1	45.2	18.3	26.9	55.6	19.7	35.8	63.9	20.3	43.5	67.5	20.8	46.7	73.1	21.1	52.0	75.6	21.5	54.0	77.1	21.7	55.4	78.0	21.8	56.2	83.8	22.1	61.7	105.9	23.3	82.5	109.9	23.4	86.4
15	0.4	0.0	0.4	7.1	1.3	5.7	28.1	8.8	19.2	38.7	12.2	26.4	45.4	12.9	32.4	49.9	13.3	36.6	52.8	13.5	39.2	55.9	13.7	42.2	57.8	13.8	43.9	58.5	13.9	44.5	59.2	13.9	45.2	63.6	14.0	49.5	79.5	14.3	65.1	82.9	14.5	68.4
10	0.3	0.0	0.2	7.3	0.7	6.5	22.5	4.4	18.1	32.1	6.0	26.0	39.9	6.6	33.3	46.1	6.9	39.2	48.8	7.0	41.8	52.0	7.1	44.9	53.5	7.2	46.3	54.5	7.3	47.2	55.6	7.3	48.2	60.3	7.4	52.8	73.0	7.9	65.1	75.5	7.9	67.5
05	0.3	0.0	0.3	5.5	0.3	5.1	16.4	2.1	14.3	22.2	2.7	19.5	26.4	2.9	23.5	29.4	3.0	26.4	30.7	3.0	27.6	32.7	3.1	29.6	33.8	3.1	30.6	34.3	3.1	31.2	35.0	3.1	31.8	36.6	3.1	33.4	45.8	3.4	42.3	46.8	3.5	43.3
77	0.6	0.1	0.5	11.2	0.8	10.4	29.4	2.6	26.8	40.8	3.7	37.0	51.4	4.0	47.3	56.7	4.4	52.3	59.4	4.8	54.6	63.8	5.1	58.6	65.9	5.1	60.7	67.2	5.2	62.0	68.1	5.2	62.8	71.3	5.4	65.9	84.2	6.0	78.1	86.8	6.1	80.7
95	0.2	0.0	0.2	5.9	0.1	5.7	13.9	0.6	13.3	19.3	1.0	18.3	23.1	1.1	21.9	26.2	1.2	25.0	27.2	1.2	25.9	28.5	1.2	27.2	29.4	1.3	28.0	29.6	1.3	28.3	29.9	1.3	28.6	31.3	1.3	29.9	37.2	1.4	35.8	39.8	1.4	38.3
90	0	0	0	7.3	0.2	7.0	18.0	0.6	17.3	24.2	0.9	23.2	27.5	1.1	26.4	29.5	1.1	28.3	31.5	1.1	30.4	33.4	1.1	32.3	33.9	1.2	32.6	34.4	1.2	33.1	35.1	1.2	33.8	36.0	1.2	34.7	40.8	1.3	39.5	41.2	1.3	39.9
85	0	0	0	5.2	0.0	5.1	13.3	0.2	13.0	18.3	0.4	17.8	21.6	0.5	21.0	23.4	0.5	22.8	24.1	0.5	23.6	25.2	0.5	24.6	25.9	0.5	25.3	26.3	0.5	25.7	26.6	0.5	26.1	27.4	0.5	26.8	30.4	0.5	29.8	30.4	0.5	29.8
80	0	0	0	7.1	0.1	7.0	17.8	0.3	17.5	24.3	0.4	23.8	29.3	0.4	28.8	31.3	0.5	30.7	31.9	0.5	31.4	33.5	0.5	33.0	34.5	0.5	34.0	35.0	0.5	34.5	35.3	0.5	34.8	36.1	0.5	35.5	39.5	0.5	38.9	39.5	0.5	38.9
75	0	0	0	8.2	0.1	8.1	16.2	0.2	15.9	21.0	0.3	20.6	23.3	0.4	22.8	24.7	0.5	24.2	25.6	0.5	25.1	26.4	0.5	25.9	27.4	0.5	26.9	27.6	0.5	27.1	27.8	0.5	27.3	28.8	0.5	28.2	31.2	0.5	30.6	31.4	0.6	30.8
70	0	0	0	7.4	0.1	7.3	17.2	0.2	17.0	21.1	0.3	20.7	23.7	0.4	23.2	24.9	0.4	24.4	25.7	0.4	25.2	26.2	0.4	25.7	27.2	0.5	26.7	27.5	0.5	27.0	28.3	0.5	27.8	30.4	0.5	29.8	32.4	0.5	31.8	32.4	0.5	31.8
65	0	0	0	3.2	0.1	3.1	9.0	0.2	8.7	14.0	0.3	13.6	15.8	0.4	15.4	16.5	0.4	16.1	17.1	0.4	16.7	17.9	0.4	17.4	18.3	0.4	17.9	18.4	0.4	18.0	19.3	0.4	18.9	21.5	0.4	21.1	22.9	0.4	22.5	23.0	0.4	22.6
60	0	0	0	4.2	0.8	3.4	10.0	0.9	9.0	13.1	1.1	12.0	14.8	1.2	13.5	15.8	1.2	14.5	16.4	1.2	15.1	17.0	1.2	15.7	17.5	1.2	16.2	17.7	1.2	16.4	18.6	1.2	17.3	20.6	1.3	19.3	22.2	1.3	20.9	22.2	1.3	20.9

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	7,736.43	open	11,747	7,740	0.8	7,755.0	18.3	7735	17.4	17.05	-0.108	0.02160
T	10:00	7,734.73 -1.7	current	257,477	7,730	16.1	7,738.2	17.4	7735	16.6	16.98	0.006	0.02360
T30	10:30	7,719.25 -15.5	current	298,197	7,715	20.9	7,726.2	18.8	7720	16.6	17.26	-0.020	0.02480
E	11:00	7,736.90 +17.6	current	258,392	7,725	19.9	7,730.9	21.1	7735	14.9	16.77	0.025	0.02900
E30	11:30	7,745.47 +8.6	current	216,943	7,740	22.7	7,735.4	26.6	7745	13.2	16.54	0.018	0.03460
N	12:00	7,753.32 +7.8	current	230,829	7,750	27.0	7,747.4	29.2	7755	11.8	16.69	-0.083	0.04060
N30	12:30	7,747.97 -5.3	current	153,751	7,750	24.3	7,748.3	35.6	7750	11.1	16.79	-0.099	0.04620
P1	13:00	7,760.59 +12.6	current	245,110	7,760	27.6	7,756.1	28.7	7760	11.4	16.71	0.081	0.04820
P130	13:30	7,765.17 +4.6	current	216,984	7,770	29.5	7,760.7	39.4	7765	10.7	16.75	0.041	0.05680
P2	14:00	7,764.06 -1.1	current	165,064	7,765	29.7	7,762.8	47.4	7765	10.0	16.63	-0.101	0.06710
P230	14:30	7,768.60 +4.5	current	177,527	7,765	32.2	7,763.1	44.2	7770	9.3	16.65	-0.086	0.08400
P3	15:00	7,745.83 -22.8	current	377,814	7,765	47.5	7,755.4	21.6	7745	20.9	17.12	0.097	0.04560
P330	15:30	7,754.64 +8.8	current	483,575	7,750	50.4	7,741.0	25.8	7755	20.2	16.79	-0.035	0.06700
C	16:00 Close	7,757.17 +2.5	close	337,316	7,760	81.4	7,754.5	54.9	7760	45.7	16.67	-0.067	0.51840

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.