Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-23 · Exp 2026-10-23 · Spot 7,623.68 · Window 7495–7725 · Last slot C · Generated 2026-10-23 16:45:04 ET · ET

Wall vs flow slot C · Call peak K7630 Δ36,396 vs wall K7750 away -120pt · Put peak K7625 Δ36,112 vs wall K7450 away +175pt · 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

2026-10-23 SPX O 7,637.18 · H 7,660.15 · L 7,612.07 · C 7,623.68 prior C — VIX 19.45 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	7,637.18	7,632.60	7,618.51	7,652.22	7,654.18	7,654.57	7,642.44	7,639.19	7,627.83	7,639.11	7,633.98	7,629.96	7,628.29	7,623.68
VIX	20.27	20.00	20.45	19.07	19.00	19.17	19.80	19.95	20.22	19.89	19.94	19.82	19.78	19.68
ATM	43.50	38.95	35.60	32.20	29.80	25.80	24.95	22.05	19.60	16.30	13.00	11.40	8.70	2.27
IV	26.3	24.3	23.3	22.0	21.5	19.7	20.5	19.5	19.0	17.5	16.1	17.4	18.8	55.8
Wk	43.50	38.95	35.60	32.20	29.80	25.80	24.95	22.05	19.60	16.30	13.00	11.40	8.70	139.00

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
25	0	0	0	0	0	0	0	0	0	2.3	2.2	0.0	1.7	1.7	0.0	1.2	1.2	0.0	0.6	0.6	0.0	0.6	0.6	0.0	1.0	0.9	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.5	0.4	0.0	0.3	0.3	0.0	0.0	0.0	0.0
20	0	0	0	0	0	0	0	0	0	2.6	2.6	0.0	2.7	2.6	0.0	2.1	2.0	0.0	1.5	1.4	0.0	0.8	0.8	0.0	0.7	0.7	0.0	0.5	0.5	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.7	0.7	0.0	0.0	0.0	0.0
15	0	0	0	0	0	0	0	0	0	3.1	3.0	0.0	2.6	2.5	0.0	1.3	1.2	0.0	1.2	1.2	0.0	1.2	1.2	0.0	1.3	1.2	0.1	0.3	0.3	0.0	0.3	0.3	0.0	0.1	0.1	0	0.3	0.3	0.0	0.1	0.1	0.0
10	0	0	0	0	0	0	0	0	0	4.4	4.3	0.0	4.6	4.5	0.0	4.3	4.3	0.0	2.1	2.1	0.0	2.4	2.4	0.0	1.5	1.5	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.3	0.3	0.0
05	0	0	0	0	0	0	0	0	0	4.0	3.9	0.0	3.1	3.0	0.0	2.8	2.7	0.0	2.0	1.9	0.0	1.8	1.7	0.0	1.6	1.5	0.1	0.7	0.7	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.4	0.4	0.0
77	0	0	0	0	0	0	0	0	0	12.2	11.9	0.2	14.7	13.7	1.0	10.9	10.2	0.7	6.2	6.0	0.1	4.9	4.8	0.0	4.8	4.5	0.2	2.9	2.9	0.0	0.9	0.8	0.0	2.0	1.6	0.3	0.6	0.6	0.0	0.8	0.4	0.3
95	0	0	0	0	0	0	0	0	0	6.3	6.2	0.1	4.3	4.2	0.1	4.0	3.6	0.3	2.6	2.5	0.0	2.6	2.5	0.1	1.9	1.9	0.0	0.9	0.9	0.0	0.5	0.5	0.0	1.3	1.3	0.0	0.5	0.4	0.0	0.4	0.4	0.0
90	0	0	0	0	0	0	0	0	0	9.1	8.9	0.1	5.7	5.4	0.2	5.5	5.3	0.2	3.5	3.3	0.1	4.0	4.0	0.0	2.9	2.8	0.0	1.4	1.4	0.0	1.0	0.8	0.2	0.8	0.8	0.0	0.7	0.7	0.0	0.6	0.5	0.0
85	0	0	0	0	0	0	0	0	0	10.5	10.2	0.3	6.2	6.0	0.1	5.7	5.5	0.1	4.7	4.5	0.2	3.2	3.1	0.1	2.8	2.7	0.1	1.1	1.1	0.0	1.3	1.1	0.2	0.6	0.5	0.0	0.5	0.4	0.0	0.3	0.3	0.0
80	0	0	0	0	0	0	0	0	0	11.2	10.8	0.3	8.9	8.4	0.4	7.5	7.2	0.2	6.3	6.0	0.2	7.3	7.0	0.2	4.8	4.7	0.1	2.5	2.4	0.0	2.4	2.3	0.0	1.2	1.1	0.0	1.0	0.9	0.0	0.8	0.6	0.2
75	0.3	0.2	0.0	4.4	4.2	0.2	6.7	6.4	0.2	12.2	10.9	1.2	6.4	5.6	0.7	5.1	4.5	0.5	5.1	4.8	0.3	6.2	5.6	0.5	4.7	4.6	0.1	3.9	3.8	0.1	1.7	1.5	0.1	2.0	1.9	0.0	2.0	1.9	0.0	1.4	1.2	0.1
70	0.4	0.4	0.0	5.9	5.6	0.2	7.4	7.1	0.2	11.9	11.3	0.6	7.4	6.5	0.8	6.9	5.6	1.2	6.2	5.2	1.0	7.7	7.1	0.6	6.9	6.6	0.2	3.7	3.6	0.1	2.9	2.8	0.1	1.9	1.8	0.1	1.1	1.0	0.0	1.2	1.1	0.1
65	0.3	0.3	0.0	4.2	3.9	0.3	5.5	4.8	0.7	11.4	10.1	1.3	6.8	5.4	1.4	7.7	5.7	2.0	6.2	4.9	1.2	6.6	6.1	0.5	7.5	7.2	0.3	3.4	3.3	0.1	3.3	3.1	0.2	2.3	2.2	0.1	1.3	1.2	0.0	1.8	1.6	0.1
60	0.3	0.3	0.0	5.9	5.1	0.8	6.2	5.6	0.5	13.9	12.3	1.6	11.0	8.4	2.5	9.6	7.2	2.3	8.1	5.9	2.2	9.2	7.7	1.5	10.3	9.4	0.9	8.2	7.9	0.3	6.0	5.7	0.2	4.1	3.8	0.2	2.6	2.4	0.1	3.7	3.5	0.1
55	0.3	0.3	0.0	3.8	3.2	0.5	5.9	4.8	1.0	12.3	10.0	2.3	11.0	7.0	4.0	11.1	6.7	4.4	9.7	5.8	3.9	9.2	6.8	2.3	7.1	5.9	1.2	7.5	6.9	0.6	6.7	6.1	0.5	4.5	4.0	0.5	2.8	2.4	0.3	3.2	2.4	0.8
50	0.4	0.3	0.0	11.9	9.0	2.8	11.2	9.0	2.1	17.8	12.9	4.9	17.7	8.5	9.1	14.2	6.2	8.0	14.0	5.9	8.1	17.2	10.0	7.2	13.1	10.3	2.8	14.2	12.8	1.4	13.0	11.8	1.1	12.2	11.3	0.8	11.0	9.5	1.5	7.5	6.2	1.2
45	0.1	0.1	0.0	4.3	3.1	1.2	4.9	3.6	1.3	12.8	9.5	3.2	10.6	3.8	6.8	9.1	3.1	5.9	9.5	3.1	6.4	14.5	6.6	7.9	9.4	6.3	3.1	11.7	10.4	1.3	9.4	8.1	1.3	10.5	8.8	1.7	8.3	7.5	0.7	7.4	6.6	0.7
40	0.1	0.1	0.0	7.0	5.0	2.0	8.3	5.9	2.3	13.6	9.3	4.2	10.6	2.8	7.8	9.0	1.7	7.3	9.3	1.9	7.3	14.1	3.4	10.6	12.8	7.1	5.6	13.9	11.0	2.8	16.0	12.4	3.6	18.3	15.4	2.9	16.6	14.0	2.5	16.3	14.1	2.1
35	0.2	0.1	0.1	8.8	6.3	2.4	9.1	5.9	3.2	10.7	6.3	4.4	6.6	1.8	4.7	6.1	1.4	4.7	6.3	1.0	5.2	8.0	1.6	6.3	14.2	6.0	8.1	15.3	10.6	4.6	16.5	9.0	7.5	19.7	12.8	6.8	23.4	17.6	5.7	30.3	25.7	4.5
30	0.4	0.2	0.1	12.4	6.8	5.6	14.4	7.5	6.9	15.1	9.1	6.0	7.1	1.3	5.8	6.1	0.6	5.5	6.9	0.6	6.3	8.5	1.0	7.5	18.8	6.5	12.3	20.2	10.3	9.8	17.6	5.8	11.8	29.4	14.1	15.3	28.6	12.3	16.2	52.0	36.3	15.6
25	1.0	0.7	0.3	11.5	4.6	6.8	12.5	5.0	7.5	11.5	5.4	6.0	6.0	0.9	5.1	4.7	0.3	4.4	6.2	0.2	5.9	7.1	0.5	6.6	16.0	3.3	12.7	12.4	2.9	9.5	11.3	1.9	9.3	21.0	4.1	16.9	19.9	3.6	16.3	59.6	23.5	36.1
20	0.4	0.1	0.2	9.8	3.4	6.3	12.7	4.6	8.1	12.2	4.2	8.0	8.1	0.4	7.6	6.7	0.2	6.5	8.1	0.3	7.8	8.1	0.5	7.5	13.1	1.5	11.5	10.9	1.8	9.1	10.5	0.9	9.5	16.8	1.5	15.3	14.7	1.6	13.0	37.0	4.4	32.6
15	0.3	0.0	0.3	7.3	2.0	5.3	11.0	2.8	8.2	8.7	2.1	6.6	4.7	0.3	4.4	4.3	0.2	4.0	4.7	0.1	4.5	6.4	0.2	6.1	10.7	0.9	9.7	7.3	0.5	6.7	7.2	0.3	6.8	11.1	0.5	10.6	9.1	0.5	8.6	15.0	1.6	13.3
10	0.2	0.0	0.2	6.2	1.5	4.7	8.6	1.7	6.8	8.8	1.4	7.3	5.7	0.2	5.4	4.7	0.3	4.4	5.5	0.1	5.3	6.1	0.2	5.9	12.1	0.5	11.6	8.3	0.4	7.9	6.2	0.2	5.9	9.5	0.5	9.0	7.8	0.3	7.5	9.7	0.8	8.9
05	0.1	0.0	0.1	4.7	0.8	3.9	7.0	1.1	5.8	6.5	0.9	5.5	4.5	0.2	4.2	3.0	0.2	2.8	3.5	0.1	3.3	3.6	0.2	3.3	9.1	0.2	8.9	5.7	0.3	5.4	5.8	0.2	5.5	7.0	0.4	6.5	3.9	0.7	3.1	5.0	0.3	4.6
76	0.9	0.1	0.7	10.1	0.8	9.2	14.5	1.7	12.8	15.2	1.3	13.8	10.1	0.4	9.6	7.5	0.3	7.2	6.3	0.1	6.2	7.5	0.2	7.2	15.3	0.4	14.8	10.0	0.7	9.2	6.9	0.3	6.6	7.5	0.4	7.0	3.8	0.7	3.1	5.3	0.5	4.7
95	0.2	0.0	0.2	4.6	0.3	4.2	7.3	0.6	6.6	6.2	0.6	5.5	3.3	0.1	3.2	3.0	0.2	2.8	3.1	0.0	3.0	3.2	0.0	3.1	6.1	0.1	6.0	3.7	0.1	3.6	2.6	0.1	2.4	2.6	0.1	2.5	1.4	0.0	1.4	1.6	0.0	1.6
90	0.2	0.0	0.2	4.6	0.1	4.4	7.6	0.5	7.0	7.4	0.5	6.8	3.7	0.0	3.6	5.6	0.0	5.5	2.5	0.0	2.5	2.4	0.0	2.3	5.1	0.1	5.0	3.2	0.1	3.1	2.2	0.0	2.2	2.1	0.0	2.0	1.6	0.0	1.6	2.0	0.0	2.0
85	0.4	0.0	0.4	4.1	0.1	4.0	6.5	0.1	6.4	5.2	0.1	5.1	2.4	0.0	2.3	2.3	0.0	2.3	1.8	0.0	1.8	1.8	0.0	1.8	3.5	0.0	3.5	3.3	0.0	3.2	1.4	0.0	1.4	1.1	0.0	1.0	0.8	0.0	0.8	1.2	0.0	1.2
80	0.2	0.0	0.2	5.4	0.1	5.3	7.3	0.1	7.2	8.7	0.1	8.6	3.1	0.0	3.0	1.7	0.0	1.7	1.6	0.0	1.6	1.8	0.0	1.8	3.7	0.0	3.7	2.2	0.0	2.2	1.2	0.0	1.2	1.4	0.0	1.4	4.4	0.0	4.4	1.5	0.0	1.5
75	0.3	0.0	0.3	5.1	0.1	5.0	8.4	0.1	8.2	5.5	0.1	5.4	3.4	0.0	3.3	1.8	0.0	1.8	1.1	0.0	1.0	1.3	0.0	1.3	2.9	0.0	2.8	1.7	0.0	1.7	0.6	0.0	0.6	0.7	0.0	0.7	0.7	0.0	0.6	0.8	0.0	0.7
70	0.9	0.0	0.9	13.0	0.0	12.9	7.4	0.1	7.3	7.2	0.1	7.1	3.2	0.0	3.1	1.4	0.0	1.4	0.9	0.0	0.9	1.4	0.0	1.3	1.7	0.0	1.6	1.8	0.0	1.7	1.2	0.0	1.2	0.8	0.0	0.8	0.7	0.0	0.7	0.6	0.0	0.6
65	0.7	0.0	0.7	10.5	0.0	10.5	6.4	0.0	6.3	5.2	0.0	5.1	1.6	0.0	1.5	0.8	0.0	0.8	1.0	0	1.0	1.1	0.0	1.1	1.5	0.0	1.5	0.6	0.0	0.6	0.8	0.0	0.8	0.5	0.0	0.5	0.1	0.0	0.1	0.4	0.0	0.3
60	0.1	0	0.1	6.0	0.0	6.0	6.6	0.0	6.6	4.7	0.0	4.7	2.6	0.0	2.6	1.3	0.0	1.2	1.4	0.0	1.4	1.0	0.0	1.0	1.1	0.0	1.1	0.8	0.0	0.8	0.7	0.0	0.7	0.6	0.0	0.6	0.3	0.0	0.2	0.0	0.0	0.0
55	0.2	0	0.2	3.7	0.1	3.5	3.9	0.0	3.8	3.5	0.0	3.5	0.9	0.0	0.9	0.6	0.0	0.5	0.8	0.0	0.7	0.9	0.0	0.9	0.8	0.0	0.8	0.5	0	0.5	0.4	0	0.4	0.5	0.0	0.5	0.1	0	0.1	0.2	0	0.2
50	0.3	0	0.3	6.0	0.0	5.9	6.4	0.1	6.2	7.8	0.1	7.7	2.8	0.0	2.7	1.1	0.0	1.0	1.4	0.0	1.4	1.1	0.0	1.0	1.1	0.0	1.0	1.1	0.0	1.0	0.7	0.0	0.7	0.9	0.0	0.9	1.8	0.0	1.8	0.3	0.0	0.3
45	0.2	0.0	0.1	3.3	0.0	3.2	3.4	0.0	3.4	2.9	0.0	2.9	1.2	0.0	1.2	0.7	0	0.7	0.5	0	0.5	0.7	0.0	0.7	0.6	0.0	0.6	0.3	0.0	0.3	0.4	0.0	0.4	0.5	0	0.5	0.0	0.0	0.0	0.3	0	0.3
40	0.1	0.0	0.1	5.1	0.0	5.1	3.4	0.0	3.4	4.0	0.0	4.0	1.2	0.0	1.2	0.9	0	0.9	1.1	0	1.1	0.6	0.0	0.6	0.8	0.0	0.8	0.6	0.0	0.6	0.2	0.0	0.2	0.4	0.0	0.4	0.2	0.0	0.2	0.3	0	0.3
35	0.1	0	0.1	4.1	0.0	4.1	3.0	0.0	3.0	1.6	0.0	1.6	0.9	0	0.9	0.5	0.0	0.5	0.3	0	0.3	0.2	0	0.2	0.4	0	0.4	0.1	0	0.1	0.2	0	0.2	0.2	0	0.2	0.1	0	0.1	0.0	0.0	0.0
30	0.2	0	0.2	5.8	0.0	5.7	2.3	0.0	2.3	2.5	0.0	2.5	0.9	0	0.9	0.6	0.0	0.6	0.9	0	0.9	0.2	0	0.2	0.6	0	0.6	0.7	0.0	0.7	0.2	0.0	0.2	0.2	0	0.2	1.0	0.0	1.0	0.1	0.0	0.1
25	0.2	0.0	0.2	2.4	0.0	2.3	2.1	0.0	2.1	2.2	0.0	2.1	1.7	0	1.7	0.8	0.0	0.8	0.5	0.0	0.5	0.3	0.0	0.3	0.3	0.0	0.3	0.2	0	0.2	0.6	0	0.6	0.1	0	0.1	0.5	0	0.5	0.0	0.0	0.0
20	0.2	0	0.2	3.9	0.0	3.9	2.5	0.0	2.5	2.3	0.0	2.3	1.0	0	1.0	0.5	0.0	0.5	0.2	0	0.2	0.3	0.0	0.3	0.4	0	0.4	0.4	0.0	0.4	0.3	0	0.3	0.3	0	0.3	0.1	0.0	0.1	0.0	0	0.0
15	0.3	0	0.3	3.6	0.0	3.6	1.6	0.0	1.6	1.1	0.0	1.1	0.6	0.0	0.6	0.1	0.0	0.1	0.1	0	0.1	0.6	0	0.6	0.4	0	0.4	0.4	0	0.4	0.2	0	0.2	0.3	0	0.3	0.1	0	0.1	0.0	0	0.0
10	0.2	0	0.2	2.1	0.0	2.1	1.3	0	1.3	1.6	0.0	1.6	0.3	0	0.3	0.3	0.0	0.3	0.1	0	0.1	0.0	0	0.0	0.5	0	0.5	0.2	0.0	0.2	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0
05	0.0	0.0	0.0	1.4	0.0	1.3	0.7	0.0	0.7	5.5	0	5.5	0.3	0.0	0.3	0.6	0	0.6	0.4	0	0.4	0.1	0.0	0.1	0.2	0	0.2	0.1	0	0.1	0.0	0	0.0	0.2	0	0.2	0.6	0	0.6	0.0	0	0.0
75	0.1	0	0.1	4.5	0.0	4.5	2.2	0.0	2.2	2.0	0.0	2.0	0.6	0.0	0.6	0.2	0.0	0.2	0.3	0.0	0.3	0.3	0.0	0.3	0.3	0.0	0.3	0.5	0.0	0.4	0.2	0.0	0.2	0.3	0.0	0.3	0.2	0.0	0.2	0.0	0	0.0
95	0.0	0	0.0	1.5	0.0	1.5	0.7	0.0	0.7	0.2	0.0	0.2	0.1	0	0.1	0.1	0	0.1	0.4	0	0.4	0.0	0	0.0	0.1	0	0.1	0.1	0	0.1	0.0	0	0.0	0.2	0	0.2	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
25	0	0	0	0	0	0	0	0	0	6.5	6.3	0.2	8.3	8.0	0.2	9.5	9.3	0.2	10.2	9.9	0.2	10.9	10.6	0.3	11.9	11.5	0.4	12.4	12.0	0.4	12.7	12.2	0.4	13.2	12.7	0.5	13.6	13.1	0.5	13.7	13.1	0.5
20	0	0	0	0	0	0	0	0	0	8.2	8.0	0.1	10.9	10.7	0.2	13.0	12.8	0.2	14.6	14.2	0.3	15.5	15.1	0.3	16.2	15.8	0.4	16.8	16.4	0.4	17.4	17.0	0.4	17.8	17.4	0.4	18.5	18.1	0.4	18.6	18.2	0.4
15	0	0	0	0	0	0	0	0	0	10.4	10.3	0.1	13.1	12.8	0.2	14.4	14.1	0.2	15.6	15.3	0.2	16.9	16.6	0.3	18.3	17.8	0.4	18.6	18.1	0.4	18.9	18.5	0.4	19.0	18.6	0.4	19.4	18.9	0.4	19.6	19.1	0.4
10	0	0	0	0	0	0	0	0	0	11.0	10.8	0.1	15.6	15.4	0.2	20.0	19.7	0.2	22.2	21.8	0.3	24.6	24.2	0.3	26.2	25.8	0.4	26.9	26.5	0.4	27.8	27.4	0.4	28.5	28.1	0.4	29.0	28.5	0.4	29.4	28.9	0.4
05	0	0	0	0	0	0	0	0	0	16.3	15.9	0.3	19.4	19.0	0.4	22.2	21.7	0.5	24.3	23.7	0.5	26.1	25.5	0.5	27.7	27.0	0.7	28.5	27.8	0.7	29.0	28.3	0.7	29.4	28.6	0.7	29.5	28.8	0.7	29.9	29.2	0.7
77	0	0	0	0	0	0	0	0	0	34.6	33.7	0.8	49.3	47.5	1.8	60.3	57.7	2.6	66.5	63.7	2.8	71.5	68.6	2.8	76.3	73.1	3.1	79.3	76.1	3.2	80.2	77.0	3.2	82.3	78.6	3.6	82.9	79.2	3.6	83.8	79.7	4.0
95	0	0	0	0	0	0	0	0	0	12.8	12.5	0.3	17.2	16.7	0.5	21.3	20.4	0.8	23.9	23.0	0.9	26.6	25.5	1.0	28.5	27.5	1.0	29.5	28.4	1.1	30.1	28.9	1.1	31.5	30.3	1.1	32.0	30.8	1.2	32.5	31.2	1.2
90	0	0	0	0	0	0	0	0	0	17.7	17.3	0.4	23.4	22.7	0.6	29.0	28.1	0.9	32.5	31.4	1.0	36.6	35.4	1.1	39.5	38.3	1.2	40.9	39.7	1.2	42.0	40.5	1.4	42.9	41.3	1.5	43.7	42.1	1.5	44.3	42.7	1.5
85	0	0	0	0	0	0	0	0	0	19.6	19.1	0.5	25.9	25.2	0.7	31.6	30.7	0.8	36.4	35.3	1.1	39.7	38.4	1.2	42.6	41.2	1.4	43.7	42.3	1.4	45.1	43.4	1.6	45.7	44.0	1.6	46.2	44.4	1.7	46.6	44.8	1.8
80	0	0	0	0	0	0	0	0	0	23.1	22.3	0.7	32.1	30.8	1.2	39.6	38.0	1.5	45.9	44.1	1.8	53.2	51.1	2.0	58.0	55.8	2.1	60.6	58.3	2.2	63.0	60.7	2.2	64.2	61.9	2.3	65.2	62.9	2.3	66.1	63.5	2.5
75	0.3	0.2	0.0	4.7	4.4	0.2	11.4	10.9	0.4	23.6	21.9	1.6	30.1	27.6	2.4	35.2	32.1	3.0	40.3	37.0	3.3	46.6	42.7	3.9	51.4	47.3	4.0	55.3	51.1	4.1	57.1	52.7	4.3	59.1	54.7	4.4	61.1	56.6	4.5	62.6	57.9	4.6
70	0.4	0.4	0.0	6.3	6.0	0.2	13.7	13.2	0.5	25.7	24.5	1.1	33.1	31.1	1.9	40.0	36.7	3.2	46.3	41.9	4.3	54.0	49.1	4.9	60.9	55.7	5.2	64.7	59.4	5.3	67.6	62.2	5.4	69.6	64.0	5.5	70.8	65.1	5.6	72.0	66.2	5.8
65	0.3	0.3	0.0	4.6	4.2	0.3	10.2	9.0	1.1	21.6	19.1	2.4	28.4	24.5	3.9	36.2	30.2	5.9	42.4	35.2	7.2	49.1	41.3	7.7	56.7	48.6	8.0	60.1	51.9	8.2	63.5	55.1	8.4	65.9	57.3	8.5	67.2	58.6	8.6	69.0	60.3	8.7
60	0.3	0.3	0.0	6.3	5.4	0.8	12.6	11.1	1.4	26.5	23.4	3.0	37.5	31.9	5.6	47.1	39.2	7.9	55.3	45.1	10.2	64.6	52.8	11.7	75.0	62.2	12.7	83.2	70.2	13.0	89.2	75.9	13.3	93.4	79.8	13.5	96.0	82.2	13.7	99.7	85.8	13.9
55	0.3	0.3	0.0	4.1	3.5	0.6	10.1	8.4	1.6	22.5	18.4	4.0	33.5	25.5	8.0	44.7	32.2	12.4	54.4	38.0	16.4	63.7	44.9	18.7	70.9	50.9	20.0	78.4	57.8	20.6	85.2	64.0	21.2	89.8	68.1	21.7	92.7	70.6	22.1	96.0	73.0	22.9
50	0.4	0.3	0.0	12.3	9.4	2.9	23.6	18.5	5.1	41.4	31.4	10.0	59.2	40.0	19.2	73.5	46.2	27.2	87.5	52.2	35.3	104.8	62.2	42.5	117.9	72.5	45.4	132.1	85.3	46.8	145.2	97.1	48.0	157.4	108.5	48.9	168.5	118.0	50.4	176.0	124.3	51.7
45	0.1	0.1	0.0	4.5	3.2	1.3	9.4	6.8	2.6	22.2	16.4	5.8	32.9	20.2	12.6	42.0	23.4	18.6	51.6	26.6	25.0	66.2	33.2	32.9	75.7	39.6	36.0	87.4	50.0	37.4	96.9	58.1	38.7	107.5	66.9	40.5	115.8	74.5	41.3	123.2	81.1	42.0
40	0.1	0.1	0.0	7.2	5.1	2.0	15.5	11.1	4.4	29.1	20.4	8.7	39.8	23.3	16.5	48.8	25.0	23.8	58.2	27.0	31.1	72.3	30.5	41.8	85.1	37.6	47.4	99.0	48.7	50.3	115.1	61.1	53.9	133.4	76.5	56.8	150.0	90.6	59.4	166.4	104.8	61.6
35	0.2	0.1	0.1	9.1	6.5	2.6	18.2	12.4	5.8	29.0	18.7	10.2	35.6	20.5	15.0	41.8	22.0	19.7	48.1	23.1	25.0	56.1	24.7	31.3	70.4	30.8	39.5	85.7	41.5	44.2	102.3	50.5	51.7	122.0	63.3	58.6	145.4	81.0	64.4	175.8	106.8	68.9
30	0.4	0.2	0.1	12.8	7.0	5.7	27.2	14.5	12.7	42.4	23.7	18.7	49.5	25.0	24.5	55.7	25.6	30.0	62.6	26.2	36.3	71.2	27.3	43.8	90.0	33.8	56.1	110.3	44.2	66.0	127.9	50.0	77.9	157.4	64.2	93.2	186.0	76.5	109.5	238.1	112.9	125.1
25	1.0	0.7	0.3	12.6	5.3	7.2	25.1	10.4	14.7	36.6	15.8	20.8	42.7	16.8	25.9	47.5	17.1	30.4	53.7	17.3	36.3	60.8	17.9	42.9	76.9	21.2	55.6	89.3	24.1	65.2	100.6	26.0	74.6	121.7	30.2	91.5	141.7	33.8	107.8	201.4	57.4	143.9
20	0.4	0.1	0.2	10.2	3.6	6.6	23.0	8.3	14.7	35.3	12.5	22.8	43.4	12.9	30.4	50.2	13.2	36.9	58.3	13.5	44.7	66.5	14.1	52.3	79.6	15.7	63.9	90.6	17.5	73.0	101.1	18.5	82.6	118.0	20.0	97.9	132.7	21.7	111.0	169.8	26.1	143.6
15	0.3	0.0	0.3	7.7	2.0	5.6	18.8	4.9	13.8	27.5	7.1	20.4	32.3	7.4	24.8	36.6	7.7	28.8	41.4	7.9	33.4	47.8	8.2	39.6	58.5	9.1	49.4	65.8	9.7	56.1	73.1	10.1	62.9	84.3	10.6	73.6	93.4	11.2	82.2	108.4	12.8	95.5
10	0.2	0.0	0.2	6.5	1.5	4.9	15.1	3.3	11.7	23.9	4.7	19.1	29.6	5.0	24.6	34.4	5.3	29.0	39.9	5.5	34.3	46.1	5.8	40.3	58.2	6.3	51.9	66.6	6.7	59.8	72.9	7.0	65.8	82.5	7.6	74.9	90.3	7.9	82.4	100.1	8.8	91.3
05	0.1	0.0	0.1	4.9	0.8	4.1	11.9	2.0	9.9	18.5	3.0	15.5	23.0	3.2	19.7	26.1	3.4	22.6	29.6	3.6	25.9	33.2	3.8	29.3	42.4	4.0	38.3	48.2	4.4	43.7	54.0	4.6	49.3	61.0	5.1	55.9	64.9	5.9	59.0	69.9	6.2	63.7
76	0.9	0.1	0.7	11.1	1.0	10.0	25.7	2.8	22.8	40.9	4.2	36.7	51.0	4.6	46.4	58.6	5.0	53.6	65.0	5.1	59.8	72.5	5.4	67.0	87.8	5.9	81.9	97.8	6.7	91.1	104.8	7.0	97.8	112.3	7.4	104.9	116.2	8.2	108.0	121.6	8.7	112.8
95	0.2	0.0	0.2	4.9	0.4	4.5	12.2	1.0	11.1	18.5	1.7	16.7	21.8	1.8	20.0	24.9	2.1	22.8	28.0	2.1	25.9	31.2	2.2	29.0	37.4	2.3	35.0	41.2	2.5	38.6	43.8	2.6	41.1	46.5	2.7	43.7	47.9	2.7	45.1	49.6	2.8	46.8
90	0.2	0.0	0.2	4.9	0.2	4.6	12.5	0.8	11.7	19.9	1.3	18.5	23.6	1.4	22.2	29.3	1.5	27.8	31.9	1.5	30.3	34.3	1.6	32.7	39.5	1.7	37.7	42.8	1.9	40.8	45.0	1.9	43.1	47.1	2.0	45.1	48.8	2.0	46.8	50.9	2.1	48.8
85	0.4	0.0	0.4	4.6	0.1	4.5	11.2	0.2	10.9	16.5	0.4	16.0	18.9	0.5	18.4	21.3	0.5	20.7	23.1	0.5	22.6	25.0	0.6	24.4	28.6	0.6	27.9	32.0	0.7	31.2	33.5	0.7	32.7	34.6	0.8	33.8	35.4	0.8	34.6	36.6	0.8	35.8
80	0.2	0.0	0.2	5.7	0.1	5.5	13.1	0.2	12.8	21.9	0.4	21.4	25.0	0.4	24.5	26.8	0.5	26.3	28.5	0.5	28.0	30.3	0.5	29.8	34.1	0.5	33.5	36.4	0.6	35.8	37.6	0.6	37.0	39.1	0.6	38.4	43.6	0.6	42.9	45.1	0.6	44.4
75	0.3	0.0	0.3	5.5	0.1	5.4	14.0	0.3	13.6	19.5	0.4	19.1	23.0	0.5	22.4	24.8	0.5	24.3	26.0	0.6	25.4	27.3	0.6	26.7	30.2	0.6	29.6	32.0	0.7	31.3	32.7	0.7	32.0	33.5	0.7	32.7	34.2	0.7	33.4	35.0	0.8	34.2
70	0.9	0.0	0.9	13.9	0.0	13.8	21.4	0.2	21.2	28.6	0.3	28.3	31.8	0.4	31.4	33.2	0.4	32.8	34.2	0.4	33.8	35.6	0.4	35.2	37.3	0.5	36.8	39.1	0.5	38.6	40.4	0.5	39.8	41.3	0.5	40.7	42.0	0.5	41.4	42.7	0.5	42.1
65	0.7	0.0	0.7	11.2	0.0	11.2	17.7	0.1	17.6	22.9	0.1	22.7	24.6	0.2	24.3	25.4	0.2	25.2	26.5	0.2	26.2	27.6	0.3	27.3	29.1	0.3	28.8	29.8	0.3	29.5	30.7	0.3	30.4	31.3	0.3	31.0	31.5	0.3	31.2	31.9	0.3	31.6
60	0.1	0	0.1	6.2	0.0	6.2	12.9	0.1	12.8	17.7	0.1	17.5	20.3	0.2	20.1	21.7	0.3	21.4	23.1	0.3	22.8	24.2	0.3	23.9	25.4	0.3	25.0	26.2	0.3	25.9	26.9	0.3	26.6	27.6	0.3	27.3	27.9	0.3	27.6	28.0	0.3	27.7
55	0.2	0	0.2	3.9	0.1	3.8	7.8	0.1	7.7	11.4	0.2	11.2	12.4	0.2	12.1	13.0	0.3	12.7	13.8	0.3	13.5	14.7	0.3	14.4	15.6	0.3	15.3	16.2	0.3	15.9	16.6	0.3	16.3	17.2	0.3	16.8	17.3	0.3	17.0	17.6	0.3	17.3
50	0.3	0	0.3	6.3	0.0	6.2	12.7	0.2	12.5	20.6	0.3	20.2	23.4	0.4	23.0	24.6	0.5	24.1	26.1	0.5	25.5	27.2	0.5	26.6	28.3	0.6	27.7	29.5	0.6	28.8	30.2	0.6	29.5	31.1	0.7	30.4	33.0	0.7	32.3	33.4	0.7	32.6
45	0.2	0.0	0.1	3.5	0.0	3.4	6.9	0.0	6.8	9.9	0.0	9.8	11.1	0.1	11.0	11.9	0.1	11.8	12.5	0.1	12.4	13.2	0.1	13.1	13.8	0.1	13.7	14.2	0.1	14.1	14.6	0.1	14.5	15.2	0.1	15.0	15.2	0.1	15.1	15.6	0.1	15.4
40	0.1	0.0	0.1	5.3	0.0	5.2	8.7	0.0	8.7	12.8	0.0	12.7	14.0	0.0	13.9	14.9	0.0	14.8	16.1	0.0	16.0	16.7	0.0	16.6	17.6	0.0	17.5	18.2	0.0	18.1	18.5	0.0	18.4	19.0	0.0	18.9	19.2	0.0	19.1	19.5	0.0	19.4
35	0.1	0	0.1	4.3	0.0	4.2	7.3	0.0	7.3	9.0	0.0	8.9	9.9	0.0	9.9	10.5	0.0	10.5	10.9	0.0	10.9	11.1	0.0	11.1	11.6	0.0	11.5	11.7	0.0	11.7	12.0	0.0	12.0	12.3	0.0	12.2	12.4	0.0	12.4	12.5	0.0	12.5
30	0.2	0	0.2	6.0	0.0	5.9	8.3	0.0	8.2	10.9	0.0	10.8	11.8	0.0	11.8	12.4	0.0	12.4	13.4	0.0	13.3	13.7	0.0	13.6	14.3	0.0	14.3	15.1	0.0	15.0	15.3	0.0	15.3	15.6	0.0	15.5	16.7	0.0	16.6	16.8	0.0	16.7
25	0.2	0.0	0.2	2.6	0.0	2.5	4.8	0.0	4.7	7.0	0.0	6.9	8.7	0.0	8.6	9.6	0.0	9.5	10.1	0.0	10.0	10.4	0.0	10.3	10.8	0.0	10.7	11.0	0.0	11.0	11.7	0.0	11.6	11.8	0.0	11.7	12.3	0.0	12.2	12.4	0.0	12.3
20	0.2	0	0.2	4.2	0.0	4.2	6.7	0.0	6.7	9.1	0.0	9.1	10.1	0.0	10.1	10.6	0.0	10.6	10.9	0.0	10.8	11.2	0.0	11.2	11.7	0.0	11.7	12.1	0.0	12.1	12.5	0.0	12.5	12.8	0.0	12.8	13.0	0.0	12.9	13.0	0.0	13.0
15	0.3	0	0.3	4.0	0.0	4.0	5.6	0.0	5.6	6.8	0.0	6.8	7.4	0.0	7.4	7.6	0.0	7.6	7.7	0.0	7.7	8.3	0.0	8.3	8.8	0.0	8.7	9.2	0.0	9.2	9.4	0.0	9.4	9.7	0.0	9.7	9.8	0.0	9.8	9.8	0.0	9.8
10	0.2	0	0.2	2.4	0.0	2.4	3.7	0.0	3.7	5.3	0.0	5.3	5.7	0.0	5.7	6.0	0.0	6.0	6.1	0.0	6.1	6.2	0.0	6.2	6.8	0.0	6.8	7.0	0.0	7.0	7.0	0.0	7.0	7.1	0.0	7.1	7.1	0.0	7.1	7.2	0.0	7.1
05	0.0	0.0	0.0	1.4	0.0	1.4	2.2	0.0	2.1	7.7	0.0	7.7	8.0	0.0	8.0	8.6	0.0	8.6	9.1	0.0	9.1	9.2	0.0	9.2	9.4	0.0	9.4	9.6	0.0	9.5	9.6	0.0	9.6	9.9	0.0	9.8	10.5	0.0	10.4	10.5	0.0	10.5
75	0.1	0	0.1	4.7	0.0	4.7	6.9	0.0	6.9	9.0	0.0	8.9	9.6	0.0	9.6	9.8	0.0	9.8	10.2	0.0	10.2	10.5	0.0	10.5	10.9	0.0	10.8	11.4	0.0	11.3	11.6	0.0	11.6	11.9	0.0	11.9	12.2	0.0	12.1	12.2	0.0	12.1
95	0.0	0	0.0	1.6	0.0	1.6	2.4	0.0	2.3	2.6	0.0	2.6	2.8	0.0	2.8	3.0	0.0	3.0	3.5	0.0	3.5	3.5	0.0	3.5	3.7	0.0	3.7	3.9	0.0	3.8	3.9	0.0	3.9	4.1	0.0	4.1	4.1	0.0	4.1	4.1	0.0	4.1

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	7,637.18	open	12,639	7,625	1.0	7,595.3	6.7	7635	26.3	20.27	-0.066	0.01460
T	10:00	7,632.60 -4.6	current	220,875	7,570	13.0	7,596.6	12.8	7635	24.3	20.00	-0.075	0.01640
T30	10:30	7,618.51 -14.1	current	238,722	7,600	14.5	7,605.4	15.2	7620	23.3	20.45	-0.070	0.01780
E	11:00	7,652.22 +33.7	current	349,849	7,650	17.8	7,629.3	12.3	7650	22.0	19.07	0.045	0.01980
E30	11:30	7,654.18 +2.0	current	226,538	7,650	17.7	7,641.5	17.6	7655	21.5	19.00	-0.020	0.02150
N	12:00	7,654.57 +0.4	current	188,449	7,650	14.2	7,644.6	18.6	7655	19.7	19.17	-0.009	0.02480
N30	12:30	7,642.44 -12.1	current	168,844	7,650	14.0	7,640.6	14.9	7640	20.5	19.80	0.038	0.02540
P1	13:00	7,639.19 -3.3	current	190,283	7,650	17.2	7,640.9	19.3	7640	19.5	19.95	-0.022	0.02880
P130	13:30	7,627.83 -11.4	current	239,091	7,630	18.8	7,630.9	20.6	7630	19.0	20.22	-0.049	0.03240
P2	14:00	7,639.11 +11.3	current	192,735	7,630	20.2	7,630.3	21.3	7640	17.5	19.89	-0.070	0.03920
P230	14:30	7,633.98 -5.1	current	165,931	7,630	17.6	7,631.3	30.3	7635	16.1	19.94	-0.051	0.04940
P3	15:00	7,629.96 -4.0	current	201,723	7,630	29.4	7,628.9	34.8	7630	17.4	19.82	-0.106	0.05540
P330	15:30	7,628.29 -1.7	current	178,949	7,630	28.6	7,627.7	40.3	7630	18.8	19.78	-0.091	0.07240
C	16:00 Close	7,623.68 -4.6	close	271,527	7,625	59.6	7,627.5	54.8	7625	55.8	19.68	-0.678	0.14800

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.