Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-26 · Exp 2026-10-26 · Spot 7,676.77 · Window 7545–7770 · Last slot C · Generated 2026-10-26 16:45:02 ET · ET

Wall vs flow slot C · Call peak K7680 Δ46,682 vs wall K7750 away -70pt · Put peak K7675 Δ50,384 vs wall K7350 away +325pt · 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

2026-10-26 SPX O 7,639.70 · H 7,702.13 · L 7,639.70 · C 7,676.77 prior C — VIX 18.39 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	7,639.70	7,654.18	7,672.75	7,696.24	7,695.11	7,678.07	7,681.32	7,677.88	7,684.57	7,685.37	7,681.24	7,675.01	7,678.33	7,676.77
VIX	18.77	18.66	18.27	17.90	17.84	18.21	18.36	18.32	18.25	18.28	18.36	18.45	18.35	18.50
ATM	36.90	31.60	25.40	22.05	19.35	18.20	15.40	13.85	11.50	11.70	9.05	8.30	6.62	1.93
IV	22.2	19.7	16.6	14.8	13.8	13.8	12.6	12.1	11.1	12.7	11.3	12.5	13.9	28.0
Wk	121.10	116.55	110.60	108.15	105.30	106.80	107.15	106.05	104.60	104.20	104.55	105.45	104.10	107.10

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
70	0	0	0	0	0	0	0	0	0	0.6	0.6	0.0	0.7	0.7	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.7	0.7	0.0	0.2	0.2	0	0.2	0.2	0.0	0.0	0.0	0.0	0.8	0.8	0.0	0.1	0.1	0.0	0.0	0.0	0.0
65	0	0	0	0	0	0	0	0	0	0.4	0.4	0.0	0.8	0.8	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.2	0.2	0.0	0.3	0.3	0	0.3	0.3	0	0.0	0.0	0	1.2	1.1	0.0	0.4	0.4	0.0	0.0	0.0	0
60	0	0	0	0	0	0	0	0	0	0.6	0.6	0.0	0.8	0.8	0.0	0.5	0.5	0.0	1.1	1.1	0.0	0.3	0.3	0	0.4	0.3	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.0	0.0	0.0	1.2	1.2	0.0	0.0	0.0	0.0
55	0	0	0	0	0	0	0	0	0	0.7	0.7	0.0	1.2	1.2	0.0	0.4	0.4	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.4	0.4	0.0	0.4	0.4	0.0	0.3	0.3	0.0	0.1	0.1	0	1.5	1.5	0.0	0.0	0.0	0.0
50	0	0	0	0	0	0	0	0	0	2.6	2.6	0.0	2.3	2.2	0.0	1.6	1.6	0.0	0.6	0.6	0.0	0.9	0.8	0.0	0.4	0.3	0.0	0.6	0.6	0.0	0.3	0.3	0.0	0.2	0.2	0.0	0.6	0.6	0.0	0.0	0.0	0.0
45	0	0	0	0	0	0	0	0	0	1.8	1.8	0.0	1.9	1.9	0.0	1.3	1.3	0.0	0.4	0.4	0.0	0.7	0.7	0.0	0.7	0.7	0	0.7	0.7	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.0	0.0	0.0
40	0	0	0	0	0	0	0	0	0	3.4	3.3	0.0	3.1	3.0	0.0	2.2	2.1	0.0	0.9	0.9	0.0	1.4	1.4	0.0	1.3	1.3	0.0	1.0	1.0	0.0	0.5	0.5	0.0	0.2	0.2	0.0	0.6	0.6	0.0	0.0	0.0	0.0
35	0	0	0	0	0	0	0	0	0	3.1	3.0	0.0	4.0	4.0	0.0	2.5	2.4	0.0	1.0	1.0	0.0	1.7	1.7	0.0	1.1	1.1	0.0	1.3	1.3	0.0	0.5	0.5	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.7	0.3	0.4
30	0	0	0	0	0	0	0	0	0	5.1	5.1	0.0	5.4	5.1	0.2	4.4	4.2	0.2	1.2	1.2	0.0	1.1	1.1	0.0	1.4	1.4	0.0	1.3	1.2	0.0	0.4	0.4	0.0	0.6	0.5	0.0	0.4	0.4	0.0	0.4	0.4	0.0
25	0.4	0.4	0.0	3.1	3.0	0.0	3.6	3.5	0.0	8.5	8.5	0.0	7.0	6.8	0.2	5.7	5.4	0.2	1.8	1.8	0.0	3.5	3.2	0.2	1.8	1.7	0.0	2.3	2.3	0.0	1.0	1.0	0.0	0.4	0.4	0.0	1.0	0.9	0.0	0.5	0.5	0.0
20	0.6	0.6	0.0	6.0	5.9	0.0	5.7	5.4	0.3	9.4	9.2	0.1	10.8	10.4	0.4	8.3	7.8	0.5	3.3	3.2	0.1	3.4	3.3	0.0	3.7	3.6	0.0	3.4	3.3	0.1	1.6	1.6	0.0	1.3	1.2	0.1	1.7	1.4	0.3	0.8	0.7	0.0
15	0.9	0.9	0.0	7.3	7.2	0.0	5.7	5.4	0.2	9.8	9.7	0.1	8.1	7.6	0.5	6.7	6.1	0.5	2.2	2.2	0.0	2.5	2.4	0.1	4.0	3.9	0.1	3.5	3.4	0.0	1.3	1.3	0.0	1.9	1.9	0.0	1.3	1.1	0.1	0.8	0.7	0.1
10	1.1	1.1	0.0	9.0	8.9	0.1	8.6	8.3	0.3	11.9	11.2	0.6	11.1	10.0	1.0	13.2	12.4	0.8	6.2	6.0	0.1	3.9	3.7	0.1	8.7	8.5	0.2	7.3	7.1	0.1	3.4	3.4	0.0	1.8	1.7	0.0	2.6	2.5	0.1	2.3	2.1	0.2
05	1.5	1.5	0.0	9.4	9.3	0.1	9.2	8.8	0.3	11.4	10.8	0.6	10.7	8.8	1.9	10.2	8.5	1.6	5.3	5.1	0.1	6.0	5.9	0.1	8.4	7.9	0.5	7.5	7.3	0.1	5.0	4.9	0.0	3.9	3.8	0.0	3.5	3.4	0.0	2.5	2.2	0.2
77	2.5	2.2	0.2	16.4	16.1	0.3	21.7	20.2	1.4	24.1	21.4	2.7	21.3	14.1	7.2	20.2	15.0	5.1	14.0	12.9	1.1	12.3	11.4	0.8	20.2	18.8	1.4	17.5	16.1	1.3	10.7	9.7	0.9	6.2	5.9	0.3	6.7	6.2	0.5	7.1	6.0	1.0
95	0.6	0.5	0.0	6.6	6.3	0.2	9.7	9.2	0.4	14.9	12.3	2.6	15.9	7.5	8.4	17.5	10.3	7.2	7.7	6.3	1.4	10.7	9.8	0.8	17.9	16.2	1.6	16.7	15.5	1.2	10.2	9.3	0.9	7.2	6.6	0.5	8.5	8.1	0.4	9.1	8.2	0.8
90	1.1	1.1	0.0	10.6	10.4	0.2	14.3	13.3	1.0	18.1	13.2	4.9	11.0	4.0	6.9	19.7	8.4	11.2	9.3	7.6	1.6	11.6	10.1	1.5	25.9	20.5	5.4	25.4	21.9	3.5	19.1	16.1	3.0	13.9	12.1	1.7	17.9	16.1	1.8	20.9	18.6	2.2
85	0.8	0.8	0.0	6.7	6.5	0.2	14.1	11.7	2.3	14.8	9.8	5.0	7.7	2.0	5.6	16.2	5.2	10.9	12.9	9.1	3.8	16.4	14.0	2.3	30.3	19.3	10.9	29.6	21.2	8.3	26.3	15.5	10.7	20.2	15.8	4.3	36.8	31.6	5.2	45.4	38.3	7.0
80	0.8	0.8	0.0	6.7	6.0	0.6	19.2	15.5	3.7	19.2	12.2	6.9	8.6	2.3	6.2	19.3	4.7	14.6	19.2	10.1	9.1	21.7	14.6	7.0	25.9	12.5	13.3	38.4	21.8	16.5	30.8	11.9	18.8	32.3	16.6	15.6	51.7	33.3	18.3	76.4	46.6	29.7
75	0.7	0.6	0.0	8.8	7.9	0.9	16.5	11.8	4.7	14.3	7.7	6.6	6.6	1.0	5.6	12.2	1.4	10.7	13.6	4.6	8.9	18.5	9.5	9.0	17.9	4.6	13.3	31.9	10.1	21.7	17.6	3.7	13.9	26.6	6.7	19.9	42.2	17.7	24.5	71.9	21.6	50.3
70	0.8	0.7	0.0	8.5	7.2	1.3	15.5	9.1	6.3	12.6	4.7	7.8	5.7	0.7	5.0	11.7	0.7	11.0	10.9	1.8	9.0	21.7	7.6	14.1	16.3	3.0	13.3	29.1	5.6	23.5	13.5	1.7	11.8	16.1	1.8	14.2	34.1	7.3	26.8	33.6	4.6	28.9
65	0.7	0.6	0.0	9.3	6.9	2.4	13.6	7.3	6.3	7.9	2.0	5.9	3.9	0.5	3.3	7.7	0.6	7.1	7.0	1.0	5.9	14.5	3.8	10.7	9.5	1.4	8.1	18.3	3.0	15.3	6.4	1.0	5.4	7.5	0.7	6.7	15.8	1.8	13.9	10.1	1.4	8.7
60	1.0	0.8	0.1	14.2	8.8	5.3	16.6	8.3	8.3	9.2	1.8	7.4	5.0	0.5	4.5	11.6	0.7	10.8	8.6	0.5	8.0	13.5	1.3	12.2	12.9	0.8	12.0	13.6	1.0	12.5	5.8	0.3	5.4	4.9	0.4	4.5	10.6	1.0	9.5	5.9	0.3	5.5
55	1.4	1.1	0.2	12.0	5.9	6.0	10.9	3.9	6.9	7.7	0.9	6.8	3.2	0.2	3.0	8.3	0.2	8.0	5.1	0.2	4.9	8.7	0.4	8.3	6.8	0.3	6.4	8.3	0.5	7.7	2.7	0.1	2.5	1.9	0.0	1.8	5.5	0.3	5.1	3.4	0.1	3.2
50	2.5	1.5	1.0	11.7	4.8	6.9	12.6	3.0	9.6	12.8	1.3	11.5	5.3	0.5	4.7	7.0	0.3	6.7	6.4	0.5	5.8	10.3	0.7	9.6	6.9	0.8	6.1	10.1	0.5	9.5	2.4	0.2	2.2	2.2	0.3	1.9	4.9	0.5	4.4	2.2	0.1	2.0
45	1.1	0.5	0.5	6.2	2.2	4.0	7.9	0.9	7.0	6.4	0.3	6.0	1.8	0.0	1.8	3.4	0.1	3.3	3.2	0.2	2.9	4.9	0.3	4.6	2.8	0.1	2.6	4.0	0.1	3.9	1.6	0.0	1.5	0.9	0.0	0.9	2.4	0.1	2.2	1.7	0.0	1.6
40	1.1	0.3	0.8	6.2	1.3	4.9	8.5	0.8	7.7	8.3	0.3	7.9	2.1	0.1	2.0	3.6	0.1	3.4	3.7	0.2	3.5	4.5	0.2	4.2	2.4	0.1	2.2	5.9	0.1	5.8	1.6	0.0	1.5	0.8	0.0	0.7	2.2	0.1	2.0	0.6	0.1	0.4
35	0.6	0.1	0.4	4.8	0.6	4.2	7.8	2.5	5.2	4.1	0.2	3.8	1.4	0.0	1.3	2.7	0.0	2.6	2.4	0.0	2.4	3.5	0.1	3.3	1.8	0.0	1.7	2.4	0.0	2.3	1.0	0.0	0.9	0.3	0.0	0.3	0.9	0.0	0.8	0.5	0.0	0.5
30	0.7	0.1	0.5	5.2	0.5	4.6	8.3	0.4	7.9	4.9	0.2	4.6	2.0	0.0	1.9	1.8	0.1	1.7	2.0	0.0	1.9	2.9	0.0	2.8	2.5	0.1	2.4	2.7	0.0	2.6	0.6	0.0	0.6	0.4	0.0	0.4	0.6	0.0	0.6	0.8	0.0	0.8
25	0.9	0.0	0.8	5.1	0.4	4.6	13.8	2.5	11.3	5.8	0.2	5.6	2.0	0.0	1.9	2.0	0.0	1.9	2.2	0.0	2.2	3.4	0.0	3.4	1.9	0.0	1.9	1.1	0.0	1.1	0.6	0.0	0.6	0.5	0.0	0.4	1.0	0.0	1.0	1.3	0.0	1.2
20	1.3	0.4	0.9	5.7	0.3	5.4	8.7	0.2	8.5	5.8	0.1	5.7	1.5	0.0	1.5	1.4	0.0	1.4	2.2	0.0	2.1	2.2	0.0	2.2	1.6	0.0	1.6	1.8	0.0	1.7	0.4	0.0	0.4	0.2	0.0	0.2	0.6	0.0	0.6	0.6	0.0	0.5
15	0.5	0.0	0.4	4.0	0.1	3.9	7.7	0.0	7.6	2.4	0.0	2.4	0.9	0.0	0.9	1.0	0.0	1.0	1.3	0.0	1.3	2.0	0.0	2.0	0.7	0.0	0.7	0.4	0.0	0.4	0.3	0.0	0.3	0.3	0.0	0.3	0.4	0.0	0.4	0.1	0.0	0.1
10	0.7	0.0	0.6	4.6	0.1	4.4	5.4	0.1	5.3	2.8	0.0	2.7	0.8	0.0	0.8	1.2	0.0	1.2	1.2	0.0	1.2	1.2	0.0	1.2	0.7	0.0	0.7	0.6	0.0	0.6	0.1	0.0	0.1	0.5	0	0.5	0.3	0.0	0.3	0.9	0.0	0.9
05	0.5	0.0	0.5	4.4	0.1	4.3	3.5	0.0	3.4	1.9	0.0	1.9	0.8	0.0	0.8	0.7	0.0	0.7	0.7	0	0.7	0.8	0.0	0.8	0.7	0.0	0.7	0.2	0.0	0.2	0.0	0.0	0.0	0.3	0	0.3	0.3	0	0.3	0.1	0.0	0.1
76	1.2	0.0	1.2	17.2	0.1	17.1	8.4	0.0	8.3	4.0	0.0	3.9	1.4	0.0	1.4	1.4	0.0	1.4	1.5	0.0	1.5	1.6	0.0	1.6	1.2	0.0	1.2	0.4	0.0	0.4	0.2	0.0	0.2	0.6	0.0	0.6	1.6	0.0	1.6	0.2	0.0	0.2
95	0.5	0.0	0.5	10.0	0.0	9.9	2.5	0.0	2.4	1.4	0.0	1.4	0.4	0.0	0.4	0.4	0	0.4	0.3	0.0	0.3	0.5	0	0.5	0.2	0.0	0.2	0.2	0.0	0.1	0.2	0.0	0.2	0.2	0	0.2	0.3	0	0.3	0.1	0.0	0.1
90	1.1	0.0	1.1	3.9	0.1	3.7	2.9	0.0	2.8	1.6	0.0	1.6	0.6	0.0	0.6	0.6	0.0	0.6	0.3	0.0	0.3	0.5	0	0.5	0.1	0.0	0.1	0.6	0	0.6	0.9	0.0	0.9	0.0	0	0.0	0.7	0	0.7	0.0	0.0	0.0
85	0.5	0.0	0.5	2.8	0.0	2.8	2.1	0.0	2.1	1.1	0.0	1.1	0.3	0	0.3	0.5	0.0	0.5	0.4	0.0	0.4	0.7	0	0.7	0.1	0.0	0.1	0.3	0	0.3	0.8	0	0.8	0.0	0.0	0.0	0.4	0.0	0.4	0.0	0.0	0.0
80	0.7	0.0	0.7	3.5	0.0	3.4	2.6	0.0	2.6	1.4	0.0	1.4	0.8	0.0	0.8	0.7	0	0.7	1.1	0	1.1	0.2	0.0	0.2	0.2	0.0	0.2	0.4	0.0	0.4	0.4	0	0.4	0.1	0	0.1	1.1	0	1.1	0.0	0.0	0.0
75	0.5	0.0	0.5	2.6	0.0	2.5	1.8	0.0	1.7	0.8	0.0	0.8	0.5	0.0	0.5	0.3	0	0.3	0.2	0	0.2	0.1	0.0	0.1	0.2	0	0.2	0.2	0.0	0.2	0.2	0	0.2	0.1	0	0.1	0.4	0	0.4	0.0	0	0.0
70	0.7	0.0	0.7	3.9	0.0	3.8	1.8	0.0	1.8	1.9	0	1.9	0.6	0.0	0.6	0.3	0	0.3	0.1	0	0.1	0.6	0.0	0.6	0.4	0	0.4	0.3	0.0	0.3	0.0	0.0	0.0	0.0	0.0	0.0	0.1	0	0.1	0.0	0	0.0
65	0.8	0.0	0.8	3.3	0.0	3.2	2.3	0.0	2.2	0.8	0	0.8	0.3	0.0	0.3	0.3	0	0.3	0.1	0.0	0.1	0.4	0	0.4	0.2	0	0.2	0.2	0	0.2	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0
60	0.8	0.2	0.6	3.0	0.8	2.2	1.1	0.1	1.0	1.1	0.0	1.1	0.1	0.0	0.1	0.6	0.0	0.6	0.2	0.0	0.2	0.3	0.0	0.3	0.7	0.0	0.6	0.4	0.0	0.4	0.0	0.0	0.0	0.2	0.0	0.2	0.0	0.0	0.0	0.0	0	0.0
55	0.6	0.2	0.4	2.3	0.8	1.4	0.8	0.1	0.7	0.6	0.0	0.6	0.3	0.0	0.3	0.1	0.0	0.1	0.0	0.0	0.0	0.3	0	0.3	0.5	0.0	0.5	0.3	0	0.3	0.0	0.0	0.0	0.0	0	0.0	0.1	0	0.1	0.0	0	0.0
50	0.9	0.0	0.8	3.8	0.1	3.7	2.0	0.0	2.0	0.8	0.0	0.8	1.6	0.0	1.6	0.6	0.0	0.6	0.5	0.0	0.5	0.3	0.0	0.3	0.2	0.0	0.2	0.6	0.0	0.6	0.0	0.0	0.0	0.2	0.0	0.2	0.1	0.0	0.0	0.0	0.0	0.0
45	0.5	0.0	0.5	1.8	0.0	1.8	0.8	0.0	0.8	0.4	0	0.4	0.7	0	0.7	0.3	0	0.3	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	0.1	0	0.1	0.0	0	0.0	0.5	0	0.5	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
70	0	0	0	0	0	0	0	0	0	2.7	2.7	0.0	3.4	3.4	0.0	4.3	4.2	0.0	4.9	4.8	0.0	5.7	5.6	0.0	5.9	5.8	0.0	6.2	6.1	0.0	6.2	6.2	0.0	7.1	7.0	0.0	7.2	7.1	0.0	7.2	7.1	0.0
65	0	0	0	0	0	0	0	0	0	3.0	3.0	0.0	3.9	3.8	0.0	4.3	4.3	0.0	4.5	4.5	0.0	4.7	4.7	0.0	5.0	5.0	0.0	5.4	5.3	0.0	5.4	5.4	0.0	6.6	6.6	0.0	7.1	7.0	0.0	7.1	7.0	0.0
60	0	0	0	0	0	0	0	0	0	2.8	2.8	0.0	3.7	3.6	0.0	4.2	4.2	0.0	5.4	5.3	0.0	5.7	5.6	0.0	6.1	6.0	0.0	6.3	6.3	0.0	6.5	6.4	0.0	6.6	6.5	0.0	7.9	7.8	0.0	7.9	7.8	0.0
55	0	0	0	0	0	0	0	0	0	2.2	2.1	0.0	3.4	3.3	0.0	3.9	3.8	0.0	4.1	4.1	0.0	4.5	4.5	0.0	5.0	5.0	0.0	5.5	5.4	0.0	5.8	5.7	0.0	5.9	5.9	0.0	7.4	7.4	0.0	7.5	7.4	0.0
50	0	0	0	0	0	0	0	0	0	6.3	6.1	0.1	8.6	8.3	0.2	10.3	10.0	0.3	10.9	10.6	0.3	11.8	11.5	0.3	12.3	11.9	0.3	12.9	12.5	0.3	13.2	12.8	0.3	13.5	13.1	0.3	14.1	13.8	0.3	14.2	13.8	0.4
45	0	0	0	0	0	0	0	0	0	4.3	4.2	0.0	6.3	6.2	0.1	7.6	7.5	0.1	8.1	8.0	0.1	8.9	8.7	0.1	9.6	9.5	0.1	10.4	10.3	0.1	10.6	10.4	0.1	10.7	10.5	0.1	10.9	10.7	0.1	11.0	10.8	0.1
40	0	0	0	0	0	0	0	0	0	6.8	6.7	0.1	9.9	9.7	0.2	12.2	11.9	0.3	13.1	12.8	0.3	14.5	14.2	0.3	15.9	15.5	0.3	16.9	16.5	0.3	17.5	17.1	0.3	17.8	17.4	0.3	18.4	18.0	0.3	18.5	18.1	0.4
35	0	0	0	0	0	0	0	0	0	7.3	7.2	0.0	11.3	11.2	0.1	13.9	13.7	0.2	15.0	14.7	0.2	16.7	16.5	0.2	17.8	17.6	0.2	19.2	18.9	0.2	19.7	19.4	0.2	20.3	20.0	0.2	20.7	20.4	0.3	21.4	20.7	0.7
30	0	0	0	0	0	0	0	0	0	10.5	10.4	0.1	15.9	15.5	0.4	20.4	19.8	0.6	21.6	21.0	0.6	22.8	22.1	0.7	24.3	23.5	0.7	25.6	24.8	0.8	26.1	25.2	0.8	26.7	25.8	0.9	27.2	26.2	0.9	27.7	26.7	0.9
25	0.4	0.4	0.0	3.5	3.4	0.1	7.2	7.0	0.2	15.8	15.5	0.2	22.8	22.3	0.5	28.6	27.8	0.8	30.5	29.6	0.8	34.0	32.9	1.0	35.8	34.7	1.1	38.2	37.0	1.1	39.2	38.1	1.1	39.7	38.5	1.1	40.7	39.5	1.2	41.3	40.0	1.2
20	0.6	0.6	0.0	6.7	6.6	0.0	12.4	12.0	0.4	21.8	21.2	0.6	32.7	31.7	1.0	41.1	39.5	1.5	44.5	42.8	1.7	47.9	46.1	1.7	51.6	49.7	1.8	55.1	53.1	1.9	56.7	54.7	2.0	58.1	55.9	2.1	59.8	57.4	2.4	60.7	58.1	2.5
15	0.9	0.9	0.0	8.2	8.1	0.1	13.9	13.6	0.3	23.8	23.3	0.5	32.0	31.0	1.0	38.7	37.2	1.5	41.0	39.4	1.6	43.6	41.8	1.7	47.7	45.8	1.8	51.2	49.3	1.9	52.6	50.6	1.9	54.6	52.5	2.0	55.9	53.7	2.1	56.8	54.4	2.3
10	1.1	1.1	0.0	10.2	10.0	0.2	18.9	18.4	0.5	30.8	29.6	1.1	41.9	39.7	2.2	55.2	52.2	3.0	61.5	58.3	3.2	65.4	62.0	3.3	74.2	70.6	3.6	81.5	77.7	3.7	85.0	81.1	3.8	86.8	82.9	3.9	89.5	85.4	4.0	91.9	87.6	4.3
05	1.5	1.5	0.0	11.0	10.9	0.1	20.2	19.8	0.4	31.7	30.6	1.1	42.5	39.4	3.0	52.7	47.9	4.7	58.0	53.0	4.9	64.1	59.0	5.0	72.5	66.9	5.5	80.0	74.2	5.7	85.1	79.2	5.8	89.0	83.0	5.9	92.5	86.5	6.0	95.1	88.8	6.3
77	2.5	2.2	0.2	18.9	18.4	0.5	40.7	38.6	2.0	64.8	60.1	4.7	86.2	74.2	12.0	106.4	89.3	17.1	120.5	102.2	18.3	132.9	113.7	19.1	153.1	132.5	20.5	170.7	148.7	21.9	181.4	158.5	22.9	187.6	164.4	23.2	194.4	170.6	23.7	201.6	176.7	24.8
95	0.6	0.5	0.0	7.2	6.9	0.3	16.9	16.1	0.8	31.9	28.5	3.4	47.9	36.0	11.8	65.4	46.4	19.0	73.2	52.7	20.4	83.9	62.6	21.3	101.9	78.8	23.0	118.6	94.4	24.2	128.9	103.8	25.1	136.2	110.4	25.7	144.8	118.6	26.2	153.9	126.8	27.0
90	1.1	1.1	0.0	11.8	11.5	0.2	26.2	24.9	1.2	44.3	38.1	6.1	55.4	42.2	13.1	75.1	50.7	24.4	84.4	58.3	26.1	96.1	68.5	27.6	122.1	89.0	33.0	147.5	111.0	36.5	166.7	127.1	39.6	180.7	139.3	41.4	198.6	155.4	43.2	219.5	174.0	45.5
85	0.8	0.8	0.0	7.6	7.3	0.2	21.7	19.1	2.6	36.5	28.9	7.6	44.2	31.0	13.2	60.5	36.3	24.1	73.4	45.4	28.0	89.9	59.5	30.4	120.2	78.8	41.4	149.9	100.1	49.7	176.2	115.6	60.5	196.4	131.5	64.9	233.3	163.1	70.1	278.7	201.5	77.2
80	0.8	0.8	0.0	7.6	6.9	0.7	26.9	22.4	4.4	46.1	34.7	11.4	54.8	37.1	17.7	74.2	41.8	32.3	93.4	51.9	41.4	115.2	66.6	48.5	141.1	79.2	61.9	179.5	101.0	78.4	210.4	113.0	97.3	242.7	129.7	113.0	294.4	163.0	131.3	370.9	209.7	161.1
75	0.7	0.6	0.0	9.5	8.5	0.9	26.1	20.4	5.6	40.4	28.1	12.3	47.1	29.1	17.9	59.3	30.6	28.7	73.0	35.2	37.7	91.6	44.8	46.7	109.5	49.4	60.0	141.5	59.6	81.8	159.2	63.4	95.7	185.9	70.2	115.7	228.1	87.9	140.2	300.1	109.5	190.6
70	0.8	0.7	0.0	9.4	8.0	1.3	24.9	17.2	7.7	37.5	21.9	15.5	43.2	22.6	20.5	55.0	23.4	31.6	65.9	25.2	40.7	87.7	32.9	54.8	104.0	35.9	68.1	133.2	41.5	91.7	146.8	43.2	103.5	162.9	45.1	117.8	197.1	52.4	144.7	230.8	57.1	173.6
65	0.7	0.6	0.0	10.1	7.5	2.5	23.7	14.9	8.8	31.7	16.9	14.8	35.6	17.5	18.1	43.4	18.1	25.2	50.5	19.2	31.2	65.0	23.0	41.9	74.6	24.4	50.1	92.9	27.4	65.4	99.4	28.5	70.8	107.0	29.3	77.6	122.8	31.2	91.6	132.9	32.6	100.3
60	1.0	0.8	0.1	15.2	9.7	5.5	31.9	18.0	13.8	41.2	19.8	21.3	46.2	20.4	25.8	57.9	21.2	36.7	66.5	21.8	44.7	80.1	23.1	57.0	93.1	23.9	69.1	106.7	25.0	81.6	112.5	25.3	87.1	117.5	25.7	91.7	128.1	26.8	101.2	134.0	27.2	106.8
55	1.4	1.1	0.2	13.4	7.1	6.3	24.3	11.1	13.2	32.1	12.0	20.0	35.3	12.2	23.0	43.6	12.5	31.1	48.8	12.8	36.0	57.6	13.2	44.3	64.4	13.6	50.8	72.7	14.2	58.5	75.4	14.3	61.1	77.4	14.3	63.0	82.9	14.7	68.1	86.4	14.9	71.4
50	2.5	1.5	1.0	14.3	6.3	7.9	26.9	9.4	17.5	39.8	10.7	29.0	45.2	11.3	33.8	52.3	11.7	40.5	58.7	12.2	46.4	69.1	13.0	56.0	76.1	13.9	62.2	86.2	14.4	71.8	88.7	14.6	74.1	91.0	14.9	76.0	96.0	15.5	80.5	98.2	15.6	82.5
45	1.1	0.5	0.5	7.3	2.7	4.6	15.3	3.7	11.6	21.7	4.0	17.6	23.6	4.1	19.5	27.1	4.2	22.8	30.3	4.4	25.8	35.3	4.8	30.4	38.1	4.9	33.1	42.2	5.0	37.1	43.8	5.1	38.7	44.8	5.1	39.6	47.2	5.3	41.8	48.9	5.4	43.5
40	1.1	0.3	0.8	7.3	1.6	5.7	15.9	2.5	13.4	24.3	2.8	21.4	26.4	3.0	23.4	30.1	3.2	26.9	33.8	3.4	30.4	38.3	3.7	34.6	40.7	3.8	36.9	46.7	3.9	42.7	48.3	4.0	44.3	49.1	4.0	45.1	51.4	4.2	47.2	52.0	4.4	47.6
35	0.6	0.1	0.4	5.4	0.8	4.6	13.2	3.3	9.9	17.4	3.6	13.7	18.8	3.7	15.1	21.5	3.7	17.7	24.0	3.8	20.2	27.5	3.9	23.6	29.4	4.0	25.3	31.8	4.1	27.7	32.8	4.2	28.6	33.2	4.2	29.0	34.1	4.2	29.9	34.7	4.3	30.4
30	0.7	0.1	0.5	5.9	0.7	5.2	14.2	1.1	13.1	19.1	1.3	17.8	21.1	1.4	19.7	23.0	1.5	21.5	25.1	1.6	23.5	28.1	1.7	26.3	30.6	1.8	28.8	33.3	1.8	31.5	34.0	1.9	32.1	34.5	1.9	32.5	35.1	1.9	33.2	36.0	2.0	34.0
25	0.9	0.0	0.8	6.0	0.5	5.5	19.9	3.0	16.8	25.8	3.3	22.5	27.8	3.3	24.5	29.9	3.3	26.5	32.1	3.4	28.7	35.6	3.4	32.1	37.6	3.5	34.1	38.8	3.5	35.2	39.4	3.5	35.8	39.9	3.5	36.3	41.0	3.6	37.4	42.3	3.6	38.7
20	1.3	0.4	0.9	7.1	0.7	6.3	15.8	1.0	14.8	21.7	1.1	20.5	23.2	1.1	22.1	24.7	1.2	23.5	26.9	1.2	25.7	29.2	1.2	27.9	30.8	1.3	29.5	32.7	1.3	31.3	33.1	1.3	31.7	33.3	1.3	32.0	34.0	1.4	32.6	34.6	1.4	33.1
15	0.5	0.0	0.4	4.5	0.1	4.4	12.3	0.2	12.1	14.7	0.2	14.5	15.7	0.2	15.5	16.7	0.2	16.5	18.1	0.2	17.8	20.1	0.2	19.9	20.8	0.2	20.6	21.3	0.2	21.0	21.6	0.2	21.3	21.9	0.2	21.6	22.4	0.2	22.1	22.5	0.2	22.2
10	0.7	0.0	0.6	5.3	0.2	5.1	10.8	0.3	10.4	13.7	0.4	13.2	14.5	0.4	14.1	15.8	0.4	15.3	17.0	0.4	16.5	18.2	0.4	17.8	19.0	0.4	18.5	19.6	0.4	19.1	19.8	0.4	19.3	20.4	0.4	19.9	20.7	0.4	20.2	21.7	0.4	21.2
05	0.5	0.0	0.5	4.9	0.1	4.8	8.4	0.1	8.2	10.4	0.1	10.2	11.2	0.1	11.0	12.0	0.2	11.8	12.8	0.2	12.6	13.6	0.2	13.4	14.3	0.2	14.1	14.6	0.2	14.4	14.7	0.2	14.5	15.1	0.2	14.8	15.4	0.2	15.2	15.5	0.2	15.3
76	1.2	0.0	1.2	18.5	0.1	18.3	27.0	0.2	26.7	31.0	0.3	30.7	32.5	0.3	32.1	34.0	0.4	33.6	35.6	0.4	35.1	37.2	0.4	36.8	38.5	0.4	38.0	39.0	0.4	38.5	39.2	0.4	38.8	39.9	0.5	39.4	41.5	0.5	41.0	41.8	0.5	41.2
95	0.5	0.0	0.5	10.5	0.1	10.4	13.1	0.1	12.9	14.5	0.1	14.3	14.9	0.1	14.8	15.4	0.1	15.3	15.8	0.1	15.6	16.4	0.1	16.2	16.6	0.1	16.4	16.8	0.1	16.6	17.1	0.1	16.9	17.3	0.1	17.1	17.6	0.1	17.4	17.8	0.1	17.6
90	1.1	0.0	1.1	5.0	0.1	4.8	7.9	0.2	7.7	9.6	0.2	9.3	10.2	0.2	10.0	10.8	0.2	10.6	11.2	0.2	10.9	11.7	0.2	11.4	11.9	0.2	11.6	12.6	0.2	12.3	13.5	0.2	13.2	13.6	0.2	13.3	14.4	0.2	14.1	14.5	0.2	14.2
85	0.5	0.0	0.5	3.4	0.0	3.4	5.6	0.0	5.5	6.7	0.0	6.6	7.1	0.0	7.0	7.7	0.0	7.6	8.1	0.0	8.1	8.9	0.0	8.9	9.1	0.0	9.0	9.5	0.0	9.4	10.3	0.0	10.3	10.4	0.0	10.4	10.9	0.0	10.8	10.9	0.0	10.8
80	0.7	0.0	0.7	4.3	0.0	4.2	7.0	0.1	6.9	8.4	0.1	8.3	9.3	0.1	9.2	10.0	0.1	9.9	11.1	0.1	11.0	11.4	0.1	11.3	11.6	0.1	11.5	12.1	0.1	11.9	12.5	0.1	12.4	12.7	0.1	12.6	13.8	0.1	13.7	13.8	0.1	13.7
75	0.5	0.0	0.5	3.1	0.0	3.1	4.9	0.1	4.8	5.8	0.1	5.7	6.4	0.1	6.2	6.7	0.1	6.6	6.9	0.1	6.8	7.1	0.1	7.0	7.4	0.1	7.3	7.7	0.1	7.6	7.9	0.1	7.8	8.0	0.1	7.9	8.4	0.1	8.3	8.5	0.1	8.3
70	0.7	0.0	0.7	4.6	0.1	4.5	6.4	0.1	6.3	8.3	0.1	8.2	9.0	0.1	8.8	9.3	0.1	9.2	9.5	0.1	9.4	10.1	0.1	10.0	10.5	0.1	10.4	10.9	0.1	10.7	10.9	0.1	10.8	11.0	0.1	10.8	11.2	0.1	11.0	11.2	0.1	11.0
65	0.8	0.0	0.8	4.1	0.1	4.0	6.4	0.1	6.3	7.3	0.1	7.1	7.6	0.1	7.5	8.0	0.1	7.8	8.2	0.1	8.0	8.6	0.1	8.5	8.9	0.1	8.7	9.1	0.1	9.0	9.3	0.1	9.1	9.3	0.1	9.2	9.4	0.1	9.3	9.4	0.1	9.3
60	0.8	0.2	0.6	3.9	1.1	2.8	5.1	1.2	3.9	6.2	1.2	5.0	6.4	1.2	5.2	7.0	1.2	5.8	7.3	1.2	6.0	7.6	1.2	6.3	8.3	1.2	7.0	8.8	1.2	7.5	8.8	1.2	7.5	9.0	1.2	7.7	9.1	1.2	7.8	9.1	1.2	7.8
55	0.6	0.2	0.4	2.9	1.0	1.8	3.7	1.1	2.6	4.4	1.1	3.2	4.8	1.1	3.6	5.0	1.1	3.8	5.1	1.1	3.9	5.4	1.1	4.3	6.0	1.1	4.8	6.3	1.1	5.2	6.4	1.2	5.2	6.4	1.2	5.2	6.6	1.2	5.4	6.6	1.2	5.4
50	0.9	0.0	0.8	4.7	0.2	4.5	6.8	0.2	6.5	7.6	0.2	7.4	9.3	0.2	9.0	9.9	0.2	9.6	10.4	0.2	10.2	10.8	0.2	10.5	11.1	0.2	10.8	11.7	0.2	11.5	11.8	0.2	11.5	12.0	0.2	11.7	12.1	0.2	11.8	12.1	0.3	11.8
45	0.5	0.0	0.5	2.4	0.1	2.3	3.2	0.1	3.1	3.7	0.1	3.6	4.5	0.1	4.3	4.8	0.1	4.7	4.9	0.1	4.8	5.1	0.1	5.0	5.2	0.1	5.1	5.4	0.1	5.3	5.4	0.1	5.3	6.0	0.1	5.9	6.1	0.1	6.0	6.1	0.1	6.0

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	7,639.70	open	35,237	7,650	2.5	7,642.0	8.2	7640	22.2	18.77	0.116	0.01720
T	10:00	7,654.18 +14.5	current	252,480	7,600	17.2	7,649.5	15.1	7655	19.7	18.66	-0.007	0.02010
T30	10:30	7,672.75 +18.6	current	300,029	7,700	21.7	7,659.0	17.1	7675	16.6	18.27	-0.036	0.02500
E	11:00	7,696.24 +23.5	current	285,515	7,700	24.1	7,676.4	20.1	7695	14.8	17.90	0.080	0.02920
E30	11:30	7,695.11 -1.1	current	185,626	7,700	21.3	7,688.8	26.1	7695	13.8	17.84	0.003	0.03320
N	12:00	7,678.07 -17.0	current	235,734	7,700	20.2	7,683.4	20.3	7680	13.8	18.21	-0.006	0.03520
N30	12:30	7,681.32 +3.3	current	165,749	7,680	19.2	7,676.0	27.7	7680	12.6	18.36	0.005	0.04120
P1	13:00	7,677.88 -3.4	current	220,207	7,680	21.7	7,673.3	25.8	7680	12.1	18.32	-0.136	0.04580
P130	13:30	7,684.57 +6.7	current	244,508	7,685	30.3	7,680.2	33.6	7685	11.1	18.25	-0.046	0.05540
P2	14:00	7,685.37 +0.8	current	294,260	7,680	38.4	7,677.6	31.8	7685	12.7	18.28	-0.003	0.05400
P230	14:30	7,681.24 -4.1	current	171,467	7,680	30.8	7,680.2	43.7	7680	11.3	18.36	0.033	0.07000
P3	15:00	7,675.01 -6.2	current	160,368	7,680	32.3	7,679.7	46.8	7675	12.5	18.45	0.033	0.07700
P330	15:30	7,678.33 +3.3	current	265,914	7,680	51.7	7,676.8	49.2	7680	13.9	18.35	-0.128	0.09700
C	16:00 Close	7,676.77 -1.6	close	302,751	7,680	76.4	7,678.4	60.1	7675	28.0	18.50	0.696	0.29060

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.