Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-22 · Exp 2026-10-22 · Spot 7,663.43 · Window 7550–7770 · Last slot C · Generated 2026-10-22 16:45:03 ET · ET

Wall vs flow slot C · Call peak K7660 Δ31,594 vs wall K7860 away -200pt · Put peak K7640 Δ31,253 vs wall K7550 away +90pt · 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

2026-10-22 SPX O 7,694.62 · H 7,702.94 · L 7,637.36 · C 7,663.43 prior C — VIX 19.03 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	7,694.62	7,696.65	7,658.18	7,655.67	7,660.52	7,671.40	7,677.71	7,661.07	7,657.97	7,652.96	7,648.14	7,642.19	7,656.20	7,663.43
VIX	17.71	17.95	19.02	19.22	18.81	18.40	18.28	18.88	18.98	19.23	19.62	20.08	19.38	19.14
ATM	34.60	32.00	35.90	34.05	30.05	27.95	25.65	25.45	21.60	19.00	18.40	15.65	12.15	3.00
IV	20.7	19.9	23.5	23.3	21.6	21.2	20.8	22.4	20.9	20.5	22.9	23.7	25.9	46.1
Wk	57.80	58.15	65.90	65.95	64.10	60.70	58.90	61.65	60.65	60.15	61.15	62.30	57.10	54.25

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
70	0	0	0	3.6	3.5	0.1	2.6	2.6	0.0	1.0	1.0	0.0	0.8	0.8	0.0	0.9	0.9	0.0	0.7	0.7	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.0	0.0	0.0	0.6	0.6	0.0	0.0	0.0	0.0
65	0	0	0	5.4	5.3	0.1	2.4	2.3	0.0	1.1	1.1	0.0	0.4	0.4	0.0	1.1	1.1	0	0.7	0.7	0.0	0.5	0.5	0.0	0.2	0.2	0	0.4	0.4	0.0	0.5	0.5	0	0.1	0.1	0.0	0.7	0.7	0.0	0.0	0.0	0.0
60	0	0	0	8.6	8.3	0.3	4.1	4.0	0.1	1.6	1.5	0.0	1.5	1.4	0.0	1.6	1.6	0.0	1.0	1.0	0.0	1.5	1.5	0.0	0.3	0.3	0.0	0.2	0.2	0.0	1.5	1.5	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.2	0.0	0.1
55	0	0	0	9.7	9.5	0.1	3.2	3.0	0.1	1.4	1.3	0.0	1.1	1.1	0.0	0.5	0.5	0.0	1.2	1.2	0.0	0.6	0.6	0.0	0.3	0.3	0	1.0	1.0	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.3	0.2	0.0	0.0	0.0	0.0
50	0	0	0	15.6	14.6	0.9	7.1	6.8	0.2	4.1	3.9	0.1	2.3	2.2	0.0	1.8	1.7	0.0	1.7	1.7	0.0	1.3	1.2	0.0	3.2	2.1	1.1	0.7	0.7	0.0	1.3	1.2	0.0	0.5	0.5	0.0	0.9	0.8	0.0	0.1	0.0	0.0
45	0	0	0	5.2	4.9	0.3	6.5	6.1	0.3	1.9	1.8	0.1	1.0	0.9	0.0	1.8	1.8	0.0	1.3	1.3	0.0	1.4	1.4	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.5	0.5	0.0	0.1	0.1	0	0.6	0.6	0.0	0.0	0.0	0.0
40	0	0	0	8.5	8.2	0.3	8.6	8.4	0.1	3.2	3.1	0.1	1.8	1.7	0.0	1.8	1.8	0.0	1.7	1.7	0.0	2.3	2.3	0.0	1.1	1.1	0.0	0.9	0.9	0.0	1.0	1.0	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.6	0.0	0.5
35	0	0	0	6.4	5.8	0.5	7.0	6.8	0.2	7.9	7.7	0.1	1.6	1.6	0.0	2.3	2.3	0.0	2.1	2.1	0.0	2.0	2.0	0.0	1.0	1.0	0.0	1.2	1.1	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.4	0.3	0.0	0.0	0.0	0.0
30	0.1	0.0	0.0	9.1	8.7	0.3	9.8	9.6	0.2	4.1	4.0	0.0	3.8	3.8	0.0	1.9	1.9	0.0	3.9	3.8	0.0	2.5	2.5	0.0	1.0	1.0	0.0	1.7	1.7	0.0	0.9	0.9	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.1	0.1	0.0
25	0.1	0.1	0.0	10.0	9.2	0.8	9.1	8.7	0.3	6.2	6.0	0.1	3.7	3.7	0.0	2.2	2.2	0.0	3.2	3.1	0.1	2.6	2.5	0.0	0.9	0.9	0.0	0.9	0.9	0.0	1.1	1.1	0.0	1.2	1.1	0.0	0.7	0.7	0.0	0.3	0.2	0.0
20	0.1	0.0	0.0	10.6	9.5	1.1	11.4	10.7	0.7	7.9	7.7	0.2	5.1	5.0	0.0	4.4	4.3	0.1	5.8	5.6	0.1	3.5	3.4	0.1	1.6	1.5	0.0	1.5	1.5	0.0	1.7	1.6	0.0	0.8	0.8	0.0	0.8	0.7	0.0	0.3	0.2	0.0
15	0.1	0.0	0.1	6.8	6.1	0.7	7.8	7.1	0.6	6.5	6.4	0.1	3.9	3.9	0.0	3.2	3.1	0.0	6.1	5.9	0.1	3.0	2.9	0.0	2.2	2.2	0.0	1.8	1.8	0.0	1.9	1.9	0.0	0.6	0.6	0.0	0.9	0.8	0.0	0.8	0.8	0.0
10	0.1	0.0	0.0	9.1	7.4	1.6	10.9	9.4	1.4	9.2	9.0	0.1	5.6	5.3	0.3	3.9	3.7	0.1	6.8	6.4	0.3	5.5	5.3	0.2	2.4	2.4	0.0	2.2	2.1	0.1	2.5	2.4	0.1	3.5	3.5	0.0	1.5	1.4	0.1	0.5	0.3	0.1
05	0.1	0.0	0.0	7.3	5.5	1.7	9.3	7.1	2.1	6.5	6.2	0.2	5.6	5.2	0.3	4.5	4.3	0.1	6.8	6.6	0.2	5.7	5.4	0.2	4.2	4.1	0.0	3.1	3.0	0.0	2.2	2.0	0.1	1.7	1.6	0.1	1.9	1.8	0.0	0.4	0.3	0.0
77	0.1	0.0	0.0	15.9	11.4	4.4	17.4	13.1	4.3	17.0	15.7	1.2	15.5	14.6	0.8	12.0	11.2	0.8	16.8	15.6	1.1	13.2	12.7	0.5	9.6	9.3	0.2	7.4	7.0	0.4	6.6	6.3	0.3	4.0	3.8	0.2	3.7	3.2	0.4	2.3	1.2	1.0
95	0.0	0.0	0.0	12.0	6.7	5.3	12.1	6.5	5.6	6.4	5.5	0.8	6.1	5.6	0.4	4.8	4.5	0.2	6.6	6.0	0.6	5.7	5.2	0.5	4.9	4.7	0.1	4.0	3.7	0.2	3.3	3.0	0.2	3.3	3.2	0.1	1.5	1.4	0.1	1.4	1.2	0.2
90	0.1	0.0	0.0	13.6	6.3	7.2	13.8	6.7	7.1	7.1	5.9	1.2	7.7	7.0	0.6	7.8	7.2	0.5	9.3	8.2	1.1	8.4	7.4	0.9	5.6	5.3	0.3	5.2	4.8	0.3	6.0	5.7	0.3	2.6	2.5	0.1	3.2	3.0	0.1	4.3	3.9	0.4
85	0.1	0.0	0.0	10.7	4.2	6.4	12.9	5.4	7.4	5.6	4.4	1.1	5.9	5.1	0.8	5.9	5.3	0.6	9.3	7.3	2.0	8.1	7.1	1.0	6.3	5.9	0.3	7.0	6.6	0.3	10.5	7.7	2.7	5.7	5.4	0.2	3.3	3.2	0.1	5.1	4.4	0.7
80	0.1	0.0	0.0	11.9	3.2	8.6	17.1	4.4	12.7	8.9	5.9	2.9	8.7	7.5	1.2	7.9	7.0	0.8	14.1	9.8	4.2	12.3	9.7	2.5	7.3	6.8	0.5	7.9	7.3	0.6	15.2	12.2	2.9	5.0	4.8	0.2	6.6	6.3	0.3	9.8	8.9	0.8
75	0.1	0.0	0.1	8.5	1.5	7.0	13.6	3.1	10.4	9.3	6.5	2.7	11.4	8.9	2.4	7.2	5.8	1.4	14.4	7.6	6.7	12.8	7.7	5.0	5.9	5.2	0.6	7.3	6.3	0.9	11.3	10.7	0.5	7.8	7.3	0.4	7.5	6.9	0.6	14.3	13.2	1.0
70	0.1	0.0	0.1	8.2	0.8	7.4	15.6	2.5	13.0	9.6	7.1	2.5	13.5	9.9	3.5	13.0	9.8	3.2	10.5	4.4	6.0	12.8	7.1	5.7	9.4	7.5	1.8	9.7	8.0	1.7	16.3	14.4	1.9	8.8	7.9	0.8	12.7	11.6	1.1	23.8	21.8	2.0
65	0.1	0.0	0.1	6.5	0.5	6.0	11.4	1.1	10.2	7.5	4.3	3.1	11.9	7.3	4.6	9.5	5.9	3.6	6.5	1.7	4.7	13.8	6.7	7.1	8.9	6.7	2.1	10.8	8.0	2.7	14.9	12.1	2.7	12.1	11.2	0.8	15.1	13.5	1.5	35.4	30.2	5.1
60	0.0	0.0	0.0	7.3	0.5	6.7	14.4	1.3	13.1	11.7	6.7	5.0	13.1	7.5	5.6	13.6	7.4	6.1	7.9	2.7	5.2	16.9	7.1	9.7	14.8	10.3	4.5	16.9	10.7	6.2	20.9	14.1	6.8	14.9	11.9	3.0	26.7	23.9	2.8	51.2	31.5	19.7
55	0.1	0.0	0.1	6.3	0.2	6.0	9.1	0.4	8.7	13.2	7.1	6.0	12.3	6.3	6.0	10.0	3.2	6.8	5.2	0.7	4.5	16.6	5.7	10.9	14.4	6.9	7.5	12.7	4.6	8.0	18.5	10.6	7.9	11.2	8.5	2.7	23.0	18.5	4.4	42.5	21.3	21.2
50	0.1	0.0	0.1	14.6	0.6	13.9	16.9	0.5	16.3	22.8	8.4	14.4	15.6	4.8	10.7	13.2	3.0	10.2	11.7	1.1	10.6	23.8	4.6	19.2	18.9	5.7	13.1	15.8	3.2	12.6	29.0	11.8	17.2	20.4	12.5	7.8	29.7	19.5	10.1	49.3	21.6	27.6
45	0.0	0	0.0	14.1	0.4	13.6	9.9	0.2	9.7	13.0	3.0	9.9	8.5	1.7	6.8	7.2	1.0	6.2	7.2	0.3	6.8	14.5	1.9	12.6	11.3	2.1	9.2	8.6	0.8	7.8	21.1	4.9	16.2	21.9	8.7	13.1	24.9	10.5	14.3	40.5	12.9	27.5
40	0.0	0.0	0.0	14.8	0.1	14.6	10.8	0.2	10.6	12.9	1.9	10.9	9.5	1.1	8.4	8.3	0.8	7.5	6.5	0.2	6.2	15.6	1.2	14.4	10.8	0.7	10.1	9.3	0.4	8.9	24.7	3.3	21.4	18.9	3.8	15.0	30.2	8.3	21.9	36.4	5.1	31.2
35	0.1	0.0	0.0	9.6	0.1	9.4	9.1	0.1	9.0	9.4	1.1	8.2	7.5	0.5	6.9	6.4	0.3	6.0	5.8	0.2	5.5	11.1	0.5	10.5	8.5	0.4	8.0	7.0	0.2	6.7	14.4	1.0	13.3	15.1	1.2	13.9	17.9	2.7	15.2	22.1	1.3	20.8
30	0.1	0.0	0.1	10.1	0.1	9.9	8.9	0.1	8.8	12.1	1.0	11.0	8.3	0.5	7.7	6.6	0.3	6.3	4.6	0.1	4.4	11.8	0.5	11.3	9.0	0.4	8.6	8.1	0.2	7.9	19.2	0.8	18.4	16.4	1.0	15.4	20.2	1.7	18.4	16.6	1.1	15.4
25	0.3	0.0	0.3	5.4	0.0	5.3	8.4	0.0	8.3	9.3	0.6	8.6	6.2	0.2	5.9	7.5	0.5	6.9	4.2	0.2	4.0	10.2	0.4	9.8	6.2	0.2	6.0	6.2	0.1	6.1	14.8	0.3	14.5	9.2	0.3	8.9	16.4	0.6	15.8	7.9	0.3	7.6
20	0.0	0.0	0.0	6.5	0.0	6.4	8.1	0.0	8.0	9.9	0.3	9.5	8.1	0.1	7.9	6.6	0.2	6.4	3.2	0.0	3.2	10.1	0.3	9.8	7.3	0.2	7.1	5.3	0.1	5.2	11.4	0.3	11.0	10.0	0.2	9.7	11.1	0.2	10.9	6.4	0.1	6.3
15	0.0	0.0	0.0	5.0	0.0	5.0	5.1	0.0	5.0	8.2	0.2	8.0	4.6	0.1	4.5	3.8	0.1	3.6	2.6	0.0	2.5	6.8	0.1	6.6	3.9	0.1	3.7	4.0	0.1	3.8	7.3	0.3	7.0	4.9	0.2	4.7	5.7	0.2	5.5	2.6	0.0	2.6
10	0.0	0.0	0.0	4.5	0.0	4.4	5.3	0.0	5.3	9.2	0.4	8.8	6.1	0.1	5.9	4.1	0.0	4.0	2.4	0.0	2.3	6.2	0.2	6.0	4.7	0.1	4.6	2.8	0.0	2.7	6.5	0.1	6.3	3.3	0.1	3.2	4.9	0.2	4.6	1.7	0.1	1.6
05	0.0	0.0	0.0	3.0	0.0	3.0	3.3	0.0	3.3	7.2	0.1	7.1	4.7	0.1	4.5	2.8	0.0	2.7	1.9	0.0	1.9	4.2	0.0	4.1	3.5	0.1	3.4	2.7	0.0	2.7	3.8	0.0	3.7	2.1	0.0	2.1	2.5	0.0	2.4	1.3	0.0	1.3
76	0.2	0.0	0.2	7.8	0.0	7.8	7.3	0.0	7.3	15.6	0.3	15.3	8.2	0.5	7.7	4.7	0.1	4.5	4.8	0.1	4.7	6.4	0.1	6.2	5.2	0.2	5.0	2.4	0.0	2.4	6.9	0.1	6.7	2.8	0.1	2.6	4.2	0.2	3.9	1.4	0.0	1.3
95	0.1	0.0	0.1	2.2	0.0	2.2	3.5	0.0	3.4	5.3	0.1	5.2	3.0	0.0	3.0	1.8	0.0	1.8	1.0	0.0	1.0	2.2	0.0	2.1	1.8	0.0	1.7	0.8	0.0	0.8	3.5	0.0	3.5	1.3	0.0	1.3	1.4	0.0	1.4	0.6	0.0	0.5
90	0.0	0.0	0.0	3.4	0.0	3.3	3.4	0.0	3.4	6.3	0.0	6.2	3.3	0.0	3.3	2.6	0.0	2.6	2.2	0.0	2.2	2.2	0	2.2	1.5	0.0	1.5	1.4	0.0	1.3	2.0	0.0	1.9	1.0	0.0	1.0	1.2	0.0	1.1	0.5	0.0	0.5
85	0.0	0	0.0	2.1	0.0	2.1	1.8	0.0	1.8	4.2	0.0	4.1	3.1	0.0	3.1	1.6	0.0	1.6	0.9	0.0	0.9	2.7	0.0	2.7	1.4	0.0	1.4	0.8	0	0.8	1.6	0.0	1.6	0.7	0.0	0.7	0.6	0.0	0.6	0.3	0.0	0.3
80	0.0	0	0.0	2.7	0.0	2.6	2.3	0.0	2.3	5.1	0.0	5.0	2.1	0.0	2.1	1.3	0.0	1.3	1.0	0.0	1.0	1.7	0.0	1.7	1.8	0	1.8	1.4	0	1.4	1.5	0.0	1.5	0.4	0.0	0.4	0.6	0.0	0.6	0.2	0.0	0.2
75	0.0	0	0.0	1.0	0.0	1.0	1.8	0.0	1.8	2.7	0.0	2.7	1.9	0.0	1.9	0.7	0.0	0.7	1.0	0	1.0	1.2	0.0	1.2	1.0	0.0	1.0	0.3	0	0.3	1.2	0.0	1.1	0.6	0.0	0.6	0.6	0.0	0.6	0.2	0.0	0.2
70	0.0	0	0.0	1.0	0.0	1.0	1.5	0.0	1.5	3.1	0.0	3.0	1.7	0.0	1.7	1.3	0	1.3	0.6	0	0.6	0.6	0.0	0.6	0.4	0	0.4	1.0	0	1.0	1.3	0.0	1.3	0.4	0.0	0.4	0.4	0.0	0.4	0.3	0.0	0.3
65	0.0	0	0.0	1.7	0	1.7	0.8	0.0	0.8	2.2	0.0	2.2	0.7	0	0.7	0.3	0.0	0.3	0.2	0	0.2	0.4	0	0.4	0.5	0	0.5	0.1	0.0	0.1	0.6	0	0.6	0.2	0	0.2	0.5	0.0	0.5	0.0	0.0	0.0
60	0.0	0	0.0	0.8	0.0	0.8	1.1	0	1.1	3.2	0.0	3.2	0.9	0	0.9	0.8	0.0	0.8	0.4	0	0.4	0.5	0	0.5	1.1	0	1.1	0.1	0	0.1	0.8	0	0.8	0.4	0.0	0.4	0.2	0.0	0.2	0.0	0.0	0.0
55	0.0	0	0.0	0.5	0.0	0.5	0.3	0.0	0.3	1.3	0.0	1.3	0.6	0	0.6	0.4	0	0.4	0.3	0	0.3	0.2	0.0	0.2	0.1	0.0	0.1	0.1	0	0.1	0.6	0	0.6	0.1	0	0.1	0.0	0.0	0.0	0.0	0.0	0.0
50	0.0	0	0.0	1.4	0.0	1.4	0.6	0	0.6	2.6	0.0	2.6	2.0	0.0	2.0	1.0	0.0	1.0	0.2	0.0	0.2	0.7	0.0	0.6	0.1	0.0	0.1	0.2	0	0.2	1.1	0.0	1.1	0.3	0.0	0.3	0.3	0.0	0.3	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
70	0	0	0	3.7	3.6	0.1	6.4	6.3	0.1	7.5	7.3	0.2	8.3	8.1	0.2	9.3	9.1	0.2	10.1	9.9	0.2	10.5	10.3	0.2	10.9	10.7	0.2	11.5	11.2	0.2	11.8	11.6	0.2	11.9	11.7	0.2	12.6	12.3	0.2	12.7	12.4	0.2
65	0	0	0	5.7	5.6	0.1	8.1	8.0	0.1	9.3	9.1	0.1	9.8	9.6	0.1	10.9	10.8	0.1	11.7	11.5	0.1	12.3	12.1	0.1	12.5	12.3	0.1	13.0	12.8	0.2	13.6	13.4	0.2	13.7	13.5	0.2	14.5	14.2	0.2	14.6	14.3	0.2
60	0	0	0	8.8	8.4	0.3	13.0	12.5	0.4	14.6	14.1	0.5	16.1	15.6	0.5	17.8	17.2	0.5	18.8	18.2	0.5	20.4	19.7	0.6	20.7	20.1	0.6	21.0	20.3	0.6	22.5	21.9	0.6	22.8	22.2	0.6	23.3	22.6	0.6	23.5	22.7	0.8
55	0	0	0	9.8	9.6	0.1	13.0	12.7	0.3	14.5	14.0	0.4	15.7	15.2	0.4	16.2	15.7	0.4	17.4	16.9	0.5	18.1	17.6	0.5	18.5	17.9	0.5	19.5	19.0	0.5	19.9	19.4	0.5	20.2	19.7	0.5	20.5	20.0	0.5	20.6	20.0	0.5
50	0	0	0	15.8	14.8	1.0	23.0	21.7	1.2	27.1	25.6	1.4	29.4	27.9	1.5	31.3	29.7	1.5	33.1	31.4	1.6	34.4	32.6	1.7	37.6	34.8	2.8	38.4	35.5	2.8	39.7	36.8	2.9	40.3	37.4	2.9	41.3	38.3	3.0	41.4	38.3	3.1
45	0	0	0	5.3	5.0	0.3	11.8	11.2	0.6	13.8	13.0	0.7	14.8	14.0	0.8	16.7	15.8	0.8	18.0	17.2	0.8	19.5	18.6	0.9	20.2	19.3	0.9	20.5	19.6	0.9	21.1	20.2	0.9	21.2	20.3	0.9	21.8	20.9	0.9	21.9	20.9	0.9
40	0	0	0	8.8	8.4	0.3	17.4	16.8	0.5	20.6	19.9	0.7	22.4	21.7	0.7	24.3	23.6	0.7	26.0	25.3	0.7	28.4	27.6	0.8	29.5	28.7	0.8	30.5	29.6	0.8	31.6	30.7	0.8	31.9	31.0	0.8	32.4	31.5	0.9	33.0	31.5	1.4
35	0	0	0	6.4	5.8	0.5	13.5	12.6	0.8	21.4	20.4	1.0	23.1	22.0	1.0	25.4	24.3	1.0	27.5	26.4	1.0	29.6	28.5	1.0	30.6	29.5	1.1	31.9	30.7	1.1	32.6	31.5	1.1	33.5	32.3	1.1	33.9	32.7	1.2	34.0	32.8	1.2
30	0.1	0.0	0.0	9.2	8.8	0.3	19.1	18.5	0.6	23.2	22.5	0.7	27.1	26.4	0.7	29.1	28.3	0.7	33.0	32.2	0.8	35.6	34.7	0.8	36.6	35.8	0.8	38.3	37.5	0.8	39.3	38.4	0.8	40.3	39.3	0.9	40.9	40.0	0.9	41.1	40.1	0.9
25	0.1	0.1	0.0	10.2	9.3	0.9	19.4	18.1	1.2	25.6	24.2	1.4	29.4	27.9	1.4	31.7	30.2	1.5	34.9	33.3	1.6	37.6	35.9	1.6	38.5	36.8	1.7	39.5	37.8	1.7	40.7	38.9	1.7	41.9	40.1	1.8	42.7	40.8	1.8	43.0	41.1	1.9
20	0.1	0.0	0.0	10.8	9.5	1.2	22.3	20.3	1.9	30.3	28.0	2.2	35.4	33.1	2.3	39.9	37.4	2.4	45.7	43.1	2.5	49.3	46.5	2.7	50.9	48.1	2.7	52.4	49.6	2.7	54.2	51.3	2.8	55.1	52.2	2.8	55.9	53.0	2.9	56.2	53.2	3.0
15	0.1	0.0	0.1	7.0	6.2	0.8	14.8	13.3	1.4	21.4	19.8	1.6	25.4	23.7	1.7	28.6	26.9	1.7	34.8	32.9	1.9	37.9	35.9	2.0	40.1	38.1	2.0	42.0	39.9	2.0	43.9	41.9	2.0	44.5	42.5	2.0	45.4	43.4	2.0	46.3	44.2	2.0
10	0.1	0.0	0.0	9.2	7.4	1.7	20.1	16.9	3.2	29.3	25.9	3.3	35.0	31.3	3.6	39.0	35.1	3.8	45.8	41.6	4.2	51.4	46.9	4.4	53.9	49.4	4.4	56.1	51.5	4.6	58.7	53.9	4.7	62.2	57.5	4.7	63.8	58.9	4.8	64.4	59.3	5.0
05	0.1	0.0	0.0	7.4	5.6	1.8	16.7	12.7	3.9	23.3	19.0	4.2	28.9	24.3	4.5	33.4	28.7	4.7	40.3	35.3	4.9	46.1	40.8	5.2	50.3	44.9	5.3	53.4	48.0	5.4	55.7	50.1	5.6	57.4	51.7	5.7	59.3	53.6	5.7	59.7	53.9	5.8
77	0.1	0.0	0.0	16.0	11.5	4.4	33.5	24.6	8.8	50.5	40.4	10.1	66.1	55.1	11.0	78.2	66.3	11.8	95.0	82.0	13.0	108.3	94.7	13.5	117.9	104.1	13.8	125.4	111.2	14.2	132.1	117.5	14.5	136.1	121.4	14.7	139.9	124.6	15.2	142.2	125.9	16.2
95	0.0	0.0	0.0	12.1	6.7	5.3	24.2	13.2	10.9	30.7	18.8	11.8	36.8	24.4	12.3	41.6	29.0	12.6	48.3	35.0	13.2	54.0	40.2	13.8	58.9	44.9	14.0	63.0	48.7	14.2	66.3	51.8	14.5	69.7	55.0	14.6	71.3	56.5	14.7	72.8	57.8	14.9
90	0.1	0.0	0.0	13.8	6.4	7.3	27.6	13.1	14.5	34.8	19.0	15.7	42.6	26.1	16.4	50.4	33.4	17.0	59.8	41.6	18.1	68.2	49.0	19.1	73.9	54.4	19.5	79.1	59.2	19.8	85.1	65.0	20.1	87.8	67.5	20.3	91.0	70.5	20.4	95.4	74.5	20.8
85	0.1	0.0	0.0	10.8	4.2	6.5	23.7	9.6	14.0	29.3	14.1	15.2	35.3	19.2	16.0	41.3	24.6	16.6	50.6	31.9	18.7	58.8	39.0	19.7	65.1	45.0	20.1	72.2	51.7	20.5	82.8	59.4	23.3	88.5	64.9	23.5	91.9	68.1	23.7	97.1	72.6	24.5
80	0.1	0.0	0.0	12.0	3.3	8.7	29.2	7.7	21.4	38.1	13.7	24.4	46.9	21.2	25.6	54.8	28.3	26.5	69.0	38.2	30.7	81.3	48.0	33.3	88.7	54.8	33.8	96.7	62.2	34.4	111.9	74.5	37.4	117.0	79.3	37.6	123.7	85.7	38.0	133.5	94.6	38.8
75	0.1	0.0	0.1	8.7	1.5	7.1	22.3	4.7	17.6	31.6	11.2	20.4	43.0	20.1	22.8	50.3	25.9	24.3	64.7	33.6	31.1	77.5	41.4	36.1	83.5	46.6	36.8	90.8	53.0	37.7	102.1	63.8	38.3	109.9	71.1	38.8	117.5	78.0	39.5	131.8	91.3	40.5
70	0.1	0.0	0.1	8.4	0.8	7.5	24.1	3.4	20.6	33.7	10.5	23.1	47.3	20.5	26.7	60.3	30.4	29.9	70.9	34.8	36.0	83.8	42.0	41.7	93.3	49.6	43.6	103.0	57.6	45.4	119.4	72.1	47.3	128.3	80.1	48.2	141.1	91.7	49.3	165.0	113.6	51.4
65	0.1	0.0	0.1	6.7	0.5	6.1	18.1	1.7	16.3	25.6	6.1	19.5	37.6	13.4	24.2	47.2	19.3	27.8	53.7	21.1	32.5	67.6	27.9	39.6	76.5	34.6	41.8	87.3	42.6	44.6	102.2	54.8	47.4	114.3	66.0	48.3	129.5	79.6	49.9	164.9	109.8	55.0
60	0.0	0.0	0.0	7.3	0.5	6.8	21.8	1.9	19.9	33.6	8.6	25.0	46.8	16.1	30.6	60.4	23.6	36.7	68.4	26.3	42.0	85.3	33.5	51.7	100.2	43.9	56.2	117.1	54.6	62.5	138.1	68.7	69.4	153.1	80.6	72.4	179.8	104.5	75.3	231.1	136.1	95.0
55	0.1	0.0	0.1	6.4	0.2	6.2	15.6	0.6	14.9	28.8	7.8	20.9	41.2	14.2	27.0	51.3	17.4	33.8	56.6	18.2	38.3	73.2	23.9	49.3	87.7	30.8	56.8	100.4	35.5	64.9	118.9	46.1	72.8	130.2	54.7	75.5	153.2	73.3	79.9	195.8	94.6	101.2
50	0.1	0.0	0.1	14.7	0.6	14.0	31.7	1.2	30.4	54.5	9.7	44.8	70.2	14.6	55.6	83.4	17.6	65.8	95.2	18.7	76.5	119.1	23.3	95.7	138.0	29.1	108.9	153.8	32.3	121.5	182.9	44.1	138.7	203.3	56.7	146.6	233.0	76.2	156.7	282.3	97.9	184.4
45	0.0	0	0.0	14.2	0.4	13.7	24.1	0.7	23.4	37.2	3.8	33.4	45.8	5.5	40.3	53.1	6.5	46.6	60.4	6.9	53.5	74.9	8.8	66.1	86.3	10.9	75.4	94.9	11.7	83.2	116.1	16.7	99.4	138.0	25.4	112.5	163.0	36.0	126.9	203.5	49.0	154.4
40	0.0	0.0	0.0	14.8	0.1	14.7	25.7	0.3	25.3	38.6	2.3	36.3	48.2	3.4	44.7	56.5	4.2	52.3	63.1	4.5	58.5	78.7	5.7	73.0	89.6	6.4	83.1	98.9	6.9	92.0	123.7	10.2	113.4	142.6	14.0	128.5	172.9	22.4	150.5	209.3	27.5	181.7
35	0.1	0.0	0.0	9.7	0.1	9.5	18.8	0.2	18.5	28.3	1.4	26.8	35.8	2.0	33.8	42.2	2.4	39.8	48.0	2.6	45.4	59.1	3.1	56.0	67.7	3.6	64.0	74.7	3.9	70.8	89.1	4.9	84.2	104.3	6.2	98.1	122.3	8.9	113.3	144.4	10.3	134.1
30	0.1	0.0	0.1	10.2	0.1	10.1	19.2	0.2	18.9	31.3	1.2	30.0	39.6	1.8	37.8	46.3	2.1	44.1	50.9	2.3	48.5	62.8	2.8	59.9	71.8	3.2	68.5	80.0	3.5	76.5	99.2	4.3	94.9	115.7	5.3	110.4	135.9	7.1	128.8	152.6	8.2	144.3
25	0.3	0.0	0.3	5.7	0.0	5.6	14.1	0.1	13.9	23.5	0.8	22.6	29.8	1.1	28.6	37.3	1.6	35.6	41.6	1.9	39.7	51.8	2.3	49.5	58.1	2.5	55.6	64.4	2.6	61.7	79.3	3.0	76.2	88.5	3.4	85.1	105.0	4.0	100.9	113.0	4.4	108.5
20	0.0	0.0	0.0	6.5	0.0	6.5	14.6	0.1	14.5	24.5	0.4	24.1	32.7	0.6	32.1	39.4	0.8	38.6	42.7	0.9	41.8	52.9	1.2	51.6	60.2	1.5	58.7	65.5	1.6	63.9	77.0	1.9	75.0	87.0	2.2	84.7	98.2	2.5	95.7	104.7	2.6	102.0
15	0.0	0.0	0.0	5.1	0.0	5.0	10.2	0.1	10.1	18.5	0.3	18.1	23.1	0.4	22.6	27.0	0.6	26.3	29.6	0.6	28.9	36.4	0.8	35.5	40.4	1.0	39.3	44.4	1.2	43.2	51.7	1.5	50.2	56.7	1.7	55.0	62.5	1.9	60.5	65.2	2.0	63.1
10	0.0	0.0	0.0	4.5	0.0	4.5	9.9	0.0	9.8	19.1	0.4	18.6	25.3	0.6	24.6	29.4	0.7	28.7	31.8	0.8	31.0	38.1	1.0	37.1	42.9	1.1	41.7	45.7	1.2	44.5	52.3	1.4	50.8	55.7	1.5	54.1	60.6	1.8	58.8	62.4	1.9	60.4
05	0.0	0.0	0.0	3.1	0.0	3.1	6.4	0.0	6.4	13.7	0.1	13.5	18.4	0.3	18.1	21.3	0.3	20.9	23.2	0.4	22.8	27.4	0.4	27.0	31.0	0.6	30.4	33.7	0.6	33.1	37.6	0.7	36.8	39.8	0.7	39.0	42.3	0.8	41.4	43.6	0.9	42.7
76	0.2	0.0	0.2	8.0	0.0	8.0	15.4	0.0	15.3	31.1	0.4	30.6	39.4	1.0	38.4	44.1	1.1	42.9	48.9	1.2	47.7	55.3	1.3	53.9	60.5	1.5	59.0	63.0	1.6	61.4	69.9	1.7	68.1	72.8	1.9	70.8	77.0	2.1	74.8	78.5	2.2	76.2
95	0.1	0.0	0.1	2.3	0.0	2.3	5.8	0.0	5.8	11.2	0.1	11.0	14.2	0.2	14.0	16.1	0.2	15.9	17.2	0.2	17.0	19.4	0.2	19.2	21.2	0.2	21.0	22.1	0.2	21.8	25.7	0.3	25.3	27.0	0.3	26.7	28.5	0.3	28.1	29.1	0.3	28.7
90	0.0	0.0	0.0	3.5	0.0	3.4	6.9	0.0	6.8	13.2	0.1	13.1	16.6	0.2	16.4	19.3	0.2	19.1	21.6	0.2	21.3	23.8	0.2	23.6	25.4	0.2	25.1	26.8	0.2	26.5	28.9	0.3	28.5	29.9	0.3	29.5	31.1	0.4	30.7	31.7	0.4	31.2
85	0.0	0	0.0	2.1	0.0	2.1	4.0	0.0	3.9	8.2	0.1	8.1	11.4	0.1	11.3	13.1	0.1	12.9	14.0	0.1	13.9	16.7	0.1	16.6	18.2	0.1	18.0	19.0	0.1	18.9	20.7	0.1	20.5	21.4	0.1	21.3	22.0	0.1	21.9	22.4	0.1	22.2
80	0.0	0	0.0	2.7	0.0	2.6	5.0	0.0	4.9	10.2	0.1	10.0	12.3	0.1	12.2	13.7	0.1	13.5	14.7	0.1	14.5	16.4	0.1	16.2	18.3	0.1	18.1	19.7	0.1	19.6	21.3	0.1	21.1	21.7	0.2	21.5	22.4	0.2	22.1	22.6	0.2	22.4
75	0.0	0	0.0	1.1	0.0	1.1	3.0	0.0	3.0	5.7	0.0	5.7	7.7	0.0	7.6	8.4	0.0	8.4	9.4	0.0	9.4	10.7	0.0	10.6	11.8	0.0	11.7	12.1	0.0	12.0	13.3	0.0	13.2	14.0	0.0	13.9	14.6	0.0	14.5	14.9	0.0	14.8
70	0.0	0	0.0	1.0	0.0	1.0	2.6	0.0	2.5	5.7	0.0	5.6	7.4	0.0	7.3	8.7	0.0	8.7	9.3	0.0	9.3	10.0	0.0	10.0	10.4	0.0	10.4	11.4	0.0	11.4	12.8	0.0	12.8	13.2	0.0	13.2	13.7	0.0	13.7	14.0	0.0	14.0
65	0.0	0	0.0	1.7	0	1.7	2.5	0.0	2.5	4.7	0.0	4.7	5.5	0.0	5.5	5.9	0.0	5.9	6.2	0.0	6.2	6.6	0.0	6.6	7.2	0.0	7.2	7.3	0.0	7.3	8.0	0.0	8.0	8.3	0.0	8.2	8.8	0.0	8.7	8.8	0.0	8.8
60	0.0	0	0.0	0.8	0.0	0.8	2.0	0.0	2.0	5.2	0.0	5.2	6.2	0.0	6.2	7.1	0.0	7.1	7.6	0.0	7.6	8.1	0.0	8.1	9.2	0.0	9.2	9.4	0.0	9.4	10.2	0.0	10.2	10.7	0.0	10.7	10.9	0.0	10.9	11.0	0.0	11.0
55	0.0	0	0.0	0.5	0.0	0.5	0.8	0.0	0.8	2.2	0.0	2.2	2.8	0.0	2.8	3.3	0.0	3.3	3.7	0.0	3.6	3.9	0.0	3.9	4.0	0.0	4.0	4.2	0.0	4.1	4.8	0.0	4.8	4.9	0.0	4.9	4.9	0.0	4.9	5.0	0.0	4.9
50	0.0	0	0.0	1.4	0.0	1.4	2.1	0.0	2.1	4.8	0.0	4.7	6.8	0.0	6.8	7.9	0.0	7.8	8.1	0.0	8.1	8.8	0.0	8.8	9.0	0.0	9.0	9.3	0.0	9.2	10.4	0.0	10.4	10.8	0.0	10.7	11.1	0.0	11.0	11.2	0.0	11.1

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	7,694.62	open	3,890	7,625	0.3	7,659.7	8.5	7695	20.7	17.71	-0.142	0.01820
T	10:00	7,696.65 +2.0	current	331,032	7,700	15.9	7,680.9	12.6	7695	19.9	17.95	0.038	0.01980
T30	10:30	7,658.18 -38.5	current	349,628	7,700	17.4	7,675.7	10.0	7660	23.5	19.02	-0.026	0.01760
E	11:00	7,655.67 -2.5	current	326,547	7,650	22.8	7,656.0	14.7	7655	23.3	19.22	0.036	0.01860
E30	11:30	7,660.52 +4.9	current	253,369	7,650	15.6	7,659.6	14.8	7660	21.6	18.81	0.036	0.02120
N	12:00	7,671.40 +10.9	current	209,102	7,660	13.6	7,662.5	14.3	7670	21.2	18.40	0.037	0.02280
N30	12:30	7,677.71 +6.3	current	208,471	7,700	16.8	7,672.4	18.2	7680	20.8	18.28	-0.023	0.02500
P1	13:00	7,661.07 -16.6	current	288,973	7,650	23.8	7,658.3	16.4	7660	22.4	18.88	0.052	0.02500
P130	13:30	7,657.97 -3.1	current	207,783	7,650	18.9	7,656.2	18.4	7660	20.9	18.98	-0.036	0.02960
P2	14:00	7,652.96 -5.0	current	185,736	7,660	16.9	7,658.9	24.5	7655	20.5	19.23	-0.059	0.03340
P230	14:30	7,648.14 -4.8	current	315,496	7,650	29.0	7,651.0	21.8	7650	22.9	19.62	-0.067	0.03460
P3	15:00	7,642.19 -6.0	current	219,279	7,645	21.9	7,650.3	25.6	7640	23.7	20.08	0.102	0.04080
P330	15:30	7,656.20 +14.0	current	289,570	7,640	30.2	7,648.8	27.5	7655	25.9	19.38	0.092	0.05260
C	16:00 Close	7,663.43 +7.2	close	383,965	7,660	51.2	7,653.0	28.8	7665	46.1	19.14	-0.669	0.14810

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.