EOD ΔVol
Session 2026-10-27 · Exp 2026-10-27 · Spot 7,722.60 · Window 7605–7785 · Last slot C · Generated 2026-10-27 16:45:02 ET · ET
Session 2026-10-30
Preparing
—
Session 09:00 ET · O capture 09:50 · first paint ~09:52
Prior session shown below (not live) · 2026-10-30
Wall vs flow
slot C · Call peak K7735 Δ60,791 vs wall K7900 away
-165pt · Put peak K7725 Δ69,981 vs wall K7350 away
+375pt · near ≤25pt
· Part1 OI walls · not a new wall
Session pathSpot · ΣΔVol (K) · VW K · full 15-slot grid · empty ≠ 0 · CBOE ~15m delay
Session volVIX · ATM IV% · full 15-slot grid · empty ≠ 0 · IV axis ignores C
2026-10-27SPX
O 7,699.47 · H 7,736.24 · L 7,677.16 · C 7,722.60
prior C — VIX
17.52
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
7,699.47
7,686.95
7,688.06
7,711.99
7,721.89
7,730.79
7,726.76
7,718.90
7,720.24
7,721.62
7,717.19
7,719.56
7,727.41
7,722.60
VIX
17.81
17.96
17.94
17.61
17.57
17.54
17.55
17.75
17.76
17.72
17.77
17.70
17.62
17.61
ATM
26.60
26.70
23.10
20.65
17.90
16.20
13.80
12.55
10.50
8.80
7.97
6.07
5.12
3.17
IV
16.0
16.6
15.0
14.0
12.8
12.2
11.1
11.0
10.0
9.4
9.7
9.2
10.8
28.0
Wk
96.15
97.10
96.15
93.80
91.90
91.90
90.45
91.80
91.60
91.10
91.15
91.30
89.75
89.70
SPX · VIX · 0DTE ATM · IV% · Week ATM by slot · no heat map
SPX · ES / SPY RTH VWAPmapped · live basis · live SPX/SPY ratio · empty ≠ 0 · Yahoo 1m · not CME official
ATM straddledual Y · 0DTE left · Week right · full 15-slot grid · empty ≠ 0
ΔVol
Cells = ΔVolume · unit K
· Absolute K: 0 / <1 / 1–3 / 3–8 / 8–15 / ≥15
· blue bar = column max
· edge trim ΣΔ < dynamic th (scales with slot columns; top/bottom only)
· Strike high→low · CBOE ~15m delay
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
85
0.1
0.1
0
0.7
0.7
0.0
0.6
0.6
0.0
0.6
0.6
0.0
0.6
0.6
0.0
0.4
0.4
0.0
0.8
0.8
0.0
0.6
0.6
0.0
0.5
0.5
0
0.3
0.3
0
0.0
0.0
0
0.0
0.0
0.0
0.6
0.6
0.0
0.1
0.1
0.0
80
0.6
0.6
0.0
1.4
1.4
0.0
0.9
0.9
0.0
0.8
0.7
0.0
0.8
0.8
0.0
0.6
0.6
0.0
2.0
2.0
0.0
0.5
0.5
0.0
0.9
0.9
0.0
0.4
0.4
0
0.5
0.5
0.0
0.4
0.4
0
1.1
1.1
0.0
0.2
0.1
0.0
75
0.4
0.4
0.0
1.2
1.1
0.0
0.8
0.8
0.0
0.7
0.7
0.0
1.7
1.6
0.0
0.9
0.9
0.0
1.0
1.0
0.0
0.7
0.7
0.0
0.2
0.2
0.0
0.3
0.3
0
0.5
0.5
0.0
0.1
0.1
0
0.3
0.3
0.0
0.2
0.2
0.0
70
0.3
0.3
0.0
2.9
2.9
0.0
1.6
1.6
0.0
1.7
1.7
0.0
2.7
2.6
0.0
1.9
1.7
0.2
2.4
2.3
0.1
1.3
1.2
0.1
0.5
0.5
0.0
0.6
0.6
0
0.8
0.8
0.0
0.6
0.6
0.0
0.4
0.4
0.0
0.7
0.5
0.1
65
0.4
0.4
0.0
2.9
2.8
0.0
0.8
0.8
0.0
0.9
0.9
0.0
2.6
2.6
0.0
1.5
1.5
0.0
2.5
2.5
0.0
1.3
1.2
0.0
0.7
0.7
0.0
0.4
0.3
0.0
0.7
0.7
0.0
0.6
0.6
0
0.4
0.4
0.0
1.2
1.1
0.1
60
0.7
0.7
0.0
4.1
4.1
0.0
2.0
2.0
0.0
2.2
2.2
0.0
4.7
4.3
0.3
4.0
3.7
0.2
7.7
7.2
0.5
3.2
3.1
0.1
1.8
1.7
0.0
0.8
0.8
0.0
1.0
0.9
0.0
0.5
0.5
0.0
0.6
0.4
0.1
2.0
1.8
0.1
55
2.2
2.2
0.0
11.3
11.3
0.0
3.2
3.2
0.0
2.6
2.5
0.1
6.2
5.9
0.2
6.8
6.7
0.0
8.0
7.4
0.6
3.3
3.2
0.0
1.4
1.4
0.0
0.7
0.7
0.0
1.1
1.1
0.0
1.8
1.8
0.0
1.7
1.6
0.1
3.6
3.5
0.0
50
3.1
3.1
0.0
14.9
14.8
0.1
5.8
5.7
0.0
6.7
6.5
0.2
14.7
14.2
0.4
10.9
10.4
0.4
13.2
12.1
1.0
6.9
6.2
0.6
3.0
2.9
0.1
2.4
2.3
0.1
3.4
2.7
0.7
2.5
1.9
0.6
3.2
2.7
0.4
7.9
6.8
1.0
45
1.6
1.6
0.0
5.7
5.6
0.1
3.4
3.3
0.0
4.9
4.8
0.0
10.3
9.9
0.4
12.2
11.9
0.3
12.7
10.9
1.8
8.1
7.8
0.3
3.9
3.8
0.0
3.3
3.1
0.1
3.5
3.4
0.0
2.2
2.2
0.0
3.2
3.1
0.1
14.0
12.6
1.3
40
1.2
1.2
0.0
9.7
9.5
0.1
4.8
4.8
0.0
10.9
10.5
0.3
16.2
15.3
0.9
14.6
13.6
1.0
16.5
12.8
3.6
9.7
8.8
0.9
6.3
5.8
0.4
7.1
6.6
0.4
6.5
5.8
0.6
3.0
2.5
0.5
8.7
7.9
0.8
37.7
32.9
4.7
35
1.3
1.3
0.0
7.8
7.6
0.1
6.6
6.6
0.0
11.7
11.5
0.2
14.8
13.1
1.6
16.0
14.4
1.5
17.3
12.9
4.3
13.2
11.5
1.6
8.4
7.6
0.7
9.7
9.0
0.7
7.0
6.2
0.7
5.3
4.6
0.7
18.6
16.2
2.3
83.6
60.7
22.8
30
2.3
2.3
0.0
14.2
14.0
0.2
8.3
8.1
0.1
15.8
15.3
0.4
20.8
19.0
1.7
26.9
20.7
6.1
28.2
16.0
12.1
23.1
17.2
5.9
19.1
16.9
2.1
22.1
19.3
2.7
14.5
12.3
2.1
8.6
7.3
1.2
52.6
41.0
11.6
117.7
52.1
65.5
25
2.3
2.1
0.1
11.6
11.2
0.4
8.2
8.0
0.2
17.6
16.9
0.7
24.0
19.8
4.1
24.7
15.4
9.3
18.7
6.8
11.8
27.2
14.5
12.7
26.3
19.2
7.1
26.4
18.5
7.8
27.4
21.4
5.9
20.6
16.3
4.3
68.2
38.8
29.3
95.2
25.2
69.9
20
2.6
2.4
0.1
14.2
13.4
0.7
16.7
16.3
0.3
25.1
23.5
1.6
30.4
21.1
9.2
22.4
11.0
11.4
15.3
3.5
11.8
32.9
12.2
20.6
32.7
18.2
14.4
28.0
11.8
16.1
37.7
18.7
19.0
41.0
27.9
13.0
51.3
19.6
31.7
32.8
8.7
24.0
15
1.5
1.3
0.2
10.1
8.8
1.2
9.4
9.1
0.3
21.5
19.5
2.0
25.3
14.6
10.7
14.3
4.4
9.8
11.7
1.5
10.1
22.9
5.9
17.0
21.4
6.3
15.0
14.9
2.8
12.1
24.6
5.0
19.5
33.3
9.9
23.4
19.4
4.2
15.2
10.4
2.2
8.2
10
1.8
1.6
0.2
12.8
10.4
2.3
12.2
11.5
0.6
25.1
21.1
4.0
20.5
8.7
11.7
13.6
3.7
9.8
9.1
1.2
7.9
17.1
2.8
14.3
16.8
2.9
13.8
10.7
1.5
9.1
15.1
1.9
13.2
16.6
1.9
14.7
9.9
1.5
8.3
5.1
0.6
4.5
05
1.8
1.3
0.5
13.2
9.5
3.7
11.0
9.8
1.2
23.0
17.6
5.4
10.7
3.8
6.8
7.1
0.8
6.2
5.4
0.7
4.6
11.0
1.2
9.7
8.9
0.9
7.9
5.2
0.5
4.6
7.8
0.9
6.8
7.1
0.9
6.1
5.8
0.8
4.9
4.2
1.3
2.8
77
4.2
2.6
1.5
19.3
11.9
7.4
18.9
15.6
3.2
32.1
19.1
12.9
22.4
4.3
18.0
14.9
1.9
12.9
8.9
0.8
8.1
15.0
1.3
13.6
11.2
1.5
9.7
7.5
0.8
6.7
6.9
0.5
6.3
6.3
1.0
5.2
5.6
0.7
4.9
4.4
0.7
3.7
95
2.4
1.1
1.2
13.7
5.2
8.4
11.1
8.0
3.0
19.7
10.3
9.4
10.6
1.8
8.7
5.4
0.6
4.7
3.2
0.3
2.8
5.5
0.5
4.9
4.6
0.3
4.2
2.8
0.2
2.6
2.4
0.1
2.3
2.1
0.1
1.9
1.8
0.1
1.6
0.5
0.0
0.4
90
1.6
0.3
1.3
15.0
4.8
10.1
17.7
11.3
6.3
15.8
6.3
9.4
12.2
1.6
10.6
5.4
0.4
5.0
3.5
0.1
3.3
4.2
0.2
3.9
3.6
0.2
3.3
2.3
0.2
2.0
2.0
0.1
1.8
1.6
0.1
1.5
2.9
0.1
2.7
1.3
0.1
1.2
85
1.3
0.2
1.1
11.2
2.7
8.4
21.2
10.5
10.7
12.1
3.9
8.2
7.3
0.8
6.4
4.2
0.3
3.8
1.9
0.0
1.8
3.1
0.1
2.9
2.6
0.0
2.5
0.7
0.1
0.6
1.1
0.0
1.1
1.0
0.0
0.9
1.1
0.0
1.1
0.6
0.0
0.5
80
1.1
0.1
1.0
10.9
1.7
9.2
21.6
6.7
14.8
13.6
2.5
11.0
9.7
0.4
9.2
3.9
0.2
3.7
3.0
0.0
2.9
3.3
0.1
3.2
2.3
0.1
2.2
1.0
0.0
0.9
1.2
0.0
1.2
1.0
0.0
0.9
2.3
0.0
2.2
0.8
0.0
0.7
75
1.1
0.1
1.0
10.7
1.4
9.3
14.6
3.4
11.2
11.8
1.2
10.6
7.8
0.3
7.5
2.6
0.2
2.4
2.3
0.0
2.2
2.0
0.0
1.9
2.2
0.1
2.1
1.2
0.0
1.1
1.1
0.0
1.1
1.0
0.0
1.0
0.6
0.0
0.5
0.8
0.0
0.7
70
1.2
0.0
1.2
10.1
0.6
9.4
15.4
1.8
13.6
14.5
0.9
13.6
4.5
0.3
4.2
2.2
0.0
2.1
1.4
0.0
1.4
1.6
0.1
1.5
1.1
0.0
1.0
0.7
0.0
0.6
1.2
0.0
1.2
1.0
0.0
1.0
0.6
0.0
0.5
1.2
0.0
1.1
65
1.2
0.0
1.1
8.1
0.4
7.7
8.5
0.5
8.0
6.9
0.4
6.5
3.4
0.1
3.2
1.4
0.0
1.4
1.3
0.0
1.2
1.0
0.0
0.9
1.1
0.0
1.1
0.5
0.0
0.5
0.5
0.0
0.5
0.5
0.0
0.5
1.0
0.0
1.0
0.5
0.0
0.5
60
1.3
0.0
1.2
8.3
0.5
7.8
11.1
0.7
10.4
8.0
0.4
7.6
5.4
0.1
5.3
2.2
0.0
2.2
0.9
0.0
0.9
0.9
0.0
0.9
0.6
0.0
0.6
0.6
0.0
0.6
0.5
0.0
0.5
0.3
0.0
0.3
3.0
0.0
3.0
0.1
0.0
0.1
55
0.9
0.0
0.9
6.0
0.1
5.8
8.2
0.3
7.8
5.6
0.3
5.2
2.1
0.0
2.1
1.1
0.0
1.1
1.2
0.0
1.2
0.6
0.0
0.6
0.4
0.0
0.4
0.1
0
0.1
0.2
0.0
0.2
0.1
0.0
0.1
0.4
0.0
0.4
0.5
0.0
0.5
50
1.8
0.0
1.8
18.8
0.2
18.6
15.7
0.5
15.1
10.4
0.4
10.0
6.0
0.5
5.4
1.7
0.0
1.7
1.4
0.1
1.3
1.0
0.0
0.9
1.0
0.0
1.0
0.6
0.0
0.6
0.9
0.0
0.9
0.3
0.0
0.3
0.3
0.0
0.3
0.0
0.0
0.0
45
0.7
0.0
0.7
12.4
0.0
12.3
7.2
0.2
6.9
5.2
0.0
5.1
1.5
0.0
1.4
0.8
0.0
0.8
0.9
0.0
0.9
0.6
0
0.6
0.5
0.0
0.5
0.4
0.0
0.4
0.5
0.0
0.5
0.4
0.0
0.4
0.8
0.0
0.8
0.0
0
0.0
40
0.9
0.0
0.9
8.0
0.0
7.9
7.6
0.2
7.3
5.2
0.1
5.1
3.2
0.0
3.1
0.7
0.0
0.7
0.6
0.0
0.6
0.6
0.0
0.6
0.3
0.0
0.3
0.3
0
0.3
0.1
0.0
0.1
0.3
0.0
0.3
0.1
0.0
0.1
0.0
0.0
0.0
35
0.7
0.0
0.6
5.1
0.0
5.0
4.6
0.1
4.5
2.4
0.1
2.3
1.1
0.0
1.1
0.3
0.0
0.3
0.5
0.0
0.5
0.3
0.0
0.3
0.3
0.0
0.3
0.6
0.0
0.6
0.6
0.0
0.6
0.1
0
0.1
0.5
0.0
0.5
0.0
0.0
0.0
30
0.5
0.0
0.5
5.5
0.0
5.4
3.7
0.1
3.6
3.3
0.0
3.2
1.2
0.0
1.2
0.3
0.0
0.3
1.2
0.0
1.2
0.6
0.0
0.6
0.2
0.0
0.2
0.6
0.0
0.6
0.5
0.0
0.5
0.0
0
0.0
0.2
0.0
0.2
0.0
0.0
0.0
25
0.8
0.0
0.8
4.8
0.0
4.8
4.3
0.0
4.2
2.5
0.0
2.5
1.0
0.0
1.0
0.8
0.0
0.8
0.3
0.0
0.3
0.3
0.0
0.3
0.1
0.0
0.1
0.2
0.0
0.2
0.7
0.0
0.6
0.1
0
0.1
0.2
0.0
0.2
0.0
0
0.0
20
0.7
0.0
0.7
5.8
0.1
5.7
3.1
0.0
3.0
2.7
0.0
2.6
0.7
0.0
0.7
0.2
0.0
0.2
0.5
0.0
0.5
0.6
0.0
0.6
0.3
0.0
0.3
0.3
0.0
0.3
0.2
0.0
0.2
0.3
0
0.3
0.1
0.0
0.1
0.0
0.0
0.0
15
0.5
0.0
0.4
2.6
0.0
2.6
2.3
0.0
2.3
1.9
0.0
1.8
0.7
0.0
0.7
0.2
0
0.2
0.1
0
0.1
0.3
0
0.3
0.2
0
0.2
0.3
0
0.3
0.2
0
0.2
0.0
0
0.0
0.1
0
0.1
0.0
0.0
0.0
10
0.4
0.0
0.3
3.1
0.0
3.1
1.8
0.0
1.8
2.0
0.0
1.9
0.3
0.0
0.3
0.3
0.0
0.3
0.3
0.0
0.3
0.4
0
0.4
0.3
0
0.3
0.1
0.0
0.1
0.2
0
0.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0
0.0
05
0.8
0.0
0.8
1.5
0.0
1.5
1.4
0.0
1.4
0.5
0.0
0.5
0.4
0
0.4
0.2
0
0.2
1.2
0.0
1.2
0.4
0
0.4
0.2
0
0.2
0.0
0.0
0.0
0.1
0.0
0.1
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).
Vol stock
Cells = cum volume · unit K · strike high→low
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
85
0.1
0.1
0
0.8
0.8
0.0
1.4
1.4
0.0
2.0
2.0
0.0
2.7
2.7
0.0
3.1
3.1
0.0
4.0
4.0
0.0
4.7
4.6
0.0
5.2
5.2
0.0
5.6
5.6
0.0
5.7
5.6
0.0
5.8
5.7
0.0
6.4
6.3
0.0
6.5
6.4
0.0
80
0.6
0.6
0.0
2.0
2.0
0.0
3.0
3.0
0.0
3.8
3.8
0.0
4.7
4.6
0.1
5.4
5.2
0.1
7.4
7.2
0.1
8.0
7.8
0.1
8.9
8.7
0.1
9.4
9.2
0.1
9.9
9.7
0.1
10.3
10.2
0.1
11.5
11.3
0.2
11.7
11.4
0.2
75
0.4
0.4
0.0
1.7
1.6
0.0
2.5
2.5
0.0
3.3
3.2
0.0
5.0
4.9
0.0
5.9
5.8
0.0
7.0
6.9
0.1
7.8
7.6
0.1
8.0
7.9
0.1
8.4
8.3
0.1
8.9
8.8
0.1
9.0
8.9
0.1
9.4
9.2
0.1
9.7
9.5
0.1
70
0.3
0.3
0.0
3.2
3.2
0.0
4.9
4.9
0.0
6.7
6.7
0.0
9.4
9.4
0.0
11.4
11.1
0.2
13.8
13.4
0.3
15.2
14.7
0.4
15.7
15.2
0.5
16.4
15.9
0.5
17.2
16.7
0.5
17.9
17.4
0.5
18.3
17.8
0.5
19.1
18.4
0.6
65
0.4
0.4
0.0
3.3
3.3
0.0
4.1
4.1
0.0
5.1
5.0
0.0
7.7
7.7
0.0
9.3
9.2
0.0
11.9
11.7
0.1
13.2
13.0
0.1
14.0
13.8
0.1
14.4
14.2
0.2
15.2
15.0
0.2
15.8
15.6
0.2
16.3
16.1
0.2
17.5
17.2
0.3
60
0.7
0.7
0.0
4.9
4.9
0.0
7.0
6.9
0.0
9.3
9.2
0.0
14.0
13.5
0.4
18.0
17.3
0.7
25.8
24.6
1.2
29.1
27.7
1.3
30.9
29.5
1.4
31.8
30.3
1.4
32.8
31.3
1.4
33.3
31.8
1.4
34.0
32.3
1.6
36.0
34.2
1.8
55
2.2
2.2
0.0
13.6
13.5
0.0
16.8
16.7
0.0
19.5
19.3
0.1
25.7
25.2
0.4
32.6
32.0
0.5
40.6
39.5
1.1
44.0
42.8
1.2
45.4
44.2
1.2
46.1
44.9
1.2
47.3
46.0
1.2
49.1
47.9
1.2
50.9
49.5
1.3
54.5
53.0
1.4
50
3.1
3.1
0.0
18.1
17.9
0.1
23.9
23.7
0.1
30.7
30.3
0.4
45.4
44.5
0.9
56.4
55.0
1.3
69.6
67.2
2.4
76.6
73.5
3.1
79.7
76.4
3.2
82.1
78.8
3.3
85.6
81.5
4.0
88.2
83.5
4.6
91.4
86.3
5.1
99.3
93.1
6.1
45
1.6
1.6
0.0
7.3
7.2
0.1
10.7
10.5
0.1
15.6
15.4
0.2
26.0
25.3
0.6
38.3
37.2
1.0
51.1
48.2
2.9
59.2
56.0
3.2
63.2
59.9
3.3
66.5
63.1
3.4
70.1
66.5
3.5
72.3
68.7
3.5
75.6
71.9
3.7
89.6
84.5
5.1
40
1.2
1.2
0.0
10.9
10.8
0.1
15.8
15.6
0.2
26.8
26.2
0.6
43.1
41.6
1.5
57.8
55.2
2.5
74.3
68.0
6.2
84.0
76.9
7.1
90.3
82.7
7.6
97.5
89.3
8.1
104.0
95.2
8.7
107.0
97.8
9.2
115.8
105.7
10.1
153.6
138.7
14.9
35
1.3
1.3
0.0
9.2
9.0
0.2
15.8
15.6
0.2
27.6
27.1
0.4
42.4
40.3
2.1
58.4
54.7
3.7
75.8
67.7
8.0
89.0
79.3
9.7
97.5
87.0
10.4
107.2
96.0
11.2
114.3
102.3
12.0
119.6
106.9
12.7
138.3
123.2
15.1
222.0
184.0
37.9
30
2.3
2.3
0.0
16.6
16.3
0.3
24.9
24.5
0.4
40.8
39.8
0.9
61.6
58.9
2.6
88.5
79.7
8.7
116.7
95.8
20.9
139.9
113.0
26.8
159.0
130.0
29.0
181.2
149.3
31.8
195.7
161.7
33.9
204.3
169.0
35.2
256.9
210.1
46.8
374.6
262.2
112.4
25
2.3
2.1
0.1
14.0
13.3
0.6
22.2
21.4
0.8
39.9
38.3
1.6
63.9
58.1
5.7
88.7
73.6
15.1
107.4
80.4
26.9
134.7
94.9
39.7
161.1
114.2
46.9
187.5
132.7
54.8
215.0
154.2
60.7
235.6
170.5
65.1
303.8
209.4
94.4
399.1
234.6
164.4
20
2.6
2.4
0.1
16.8
15.9
0.9
33.6
32.3
1.2
58.7
55.8
2.8
89.2
77.0
12.1
111.6
88.0
23.5
126.9
91.5
35.4
159.9
103.8
56.0
192.7
122.1
70.5
220.7
134.0
86.7
258.5
152.7
105.7
299.5
180.7
118.8
350.9
200.3
150.5
383.7
209.1
174.6
15
1.5
1.3
0.2
11.6
10.1
1.4
21.1
19.3
1.7
42.7
38.9
3.8
68.1
53.5
14.5
82.4
58.0
24.4
94.1
59.6
34.5
117.0
65.5
51.5
138.5
71.8
66.6
153.5
74.7
78.8
178.1
79.8
98.3
211.5
89.7
121.7
230.9
93.9
137.0
241.3
96.1
145.2
10
1.8
1.6
0.2
14.7
12.1
2.6
26.9
23.7
3.2
52.1
44.8
7.2
72.7
53.6
19.0
86.3
57.4
28.9
95.5
58.6
36.8
112.7
61.5
51.1
129.5
64.4
65.0
140.2
66.0
74.2
155.4
67.9
87.4
172.1
69.9
102.1
182.0
71.4
110.5
187.2
72.1
115.0
05
1.8
1.3
0.5
15.1
10.8
4.2
26.2
20.7
5.5
49.3
38.3
10.9
60.0
42.1
17.8
67.1
43.0
24.1
72.5
43.8
28.7
83.6
45.0
38.5
92.5
46.0
46.4
97.7
46.5
51.1
105.5
47.5
58.0
112.7
48.5
64.2
118.5
49.3
69.2
122.7
50.7
72.0
77
4.2
2.6
1.5
23.6
14.5
9.0
42.5
30.2
12.3
74.7
49.3
25.3
97.1
53.7
43.4
112.0
55.7
56.3
121.0
56.5
64.4
136.0
57.9
78.1
147.3
59.4
87.9
154.8
60.2
94.6
161.8
60.8
100.9
168.1
61.8
106.2
173.8
62.6
111.1
178.3
63.4
114.9
95
2.4
1.1
1.2
16.1
6.3
9.7
27.2
14.4
12.8
47.0
24.7
22.2
57.6
26.6
31.0
63.1
27.3
35.8
66.3
27.7
38.6
71.9
28.3
43.6
76.5
28.6
47.8
79.4
28.9
50.5
81.8
29.0
52.8
83.9
29.2
54.7
85.8
29.3
56.4
86.3
29.4
56.9
90
1.6
0.3
1.3
16.6
5.2
11.4
34.3
16.6
17.7
50.1
22.9
27.2
62.4
24.6
37.8
67.9
25.0
42.8
71.4
25.2
46.2
75.7
25.4
50.2
79.3
25.7
53.5
81.6
26.0
55.5
83.6
26.2
57.4
85.3
26.3
58.9
88.2
26.5
61.7
89.6
26.6
62.9
85
1.3
0.2
1.1
12.5
2.9
9.5
33.8
13.4
20.3
46.0
17.3
28.6
53.3
18.2
35.1
57.5
18.5
38.9
59.5
18.6
40.8
62.6
18.8
43.8
65.3
18.9
46.4
66.1
19.0
47.1
67.3
19.0
48.2
68.3
19.1
49.2
69.5
19.1
50.3
70.1
19.2
50.9
80
1.1
0.1
1.0
12.1
1.8
10.2
33.7
8.5
25.1
47.3
11.1
36.1
57.0
11.6
45.4
61.0
11.8
49.1
64.1
11.9
52.1
67.4
12.0
55.3
69.8
12.1
57.6
70.8
12.2
58.5
72.0
12.3
59.7
73.1
12.4
60.7
75.5
12.4
63.0
76.3
12.5
63.7
75
1.1
0.1
1.0
11.9
1.5
10.3
26.5
5.0
21.5
38.4
6.2
32.1
46.3
6.5
39.7
48.9
6.8
42.1
51.3
6.9
44.4
53.3
6.9
46.3
55.5
7.0
48.5
56.8
7.1
49.6
57.9
7.1
50.8
59.0
7.2
51.8
59.6
7.2
52.4
60.5
7.3
53.2
70
1.2
0.0
1.2
11.3
0.6
10.7
26.8
2.5
24.3
41.4
3.4
38.0
46.0
3.7
42.3
48.2
3.8
44.4
49.7
3.8
45.9
51.4
3.9
47.4
52.5
4.0
48.5
53.3
4.1
49.2
54.5
4.1
50.4
55.6
4.1
51.4
56.2
4.2
52.0
57.4
4.2
53.2
65
1.2
0.0
1.1
9.3
0.4
8.9
17.9
1.0
16.9
24.8
1.4
23.4
28.3
1.5
26.7
29.7
1.6
28.1
31.0
1.6
29.4
32.0
1.6
30.4
33.1
1.6
31.5
33.7
1.6
32.0
34.2
1.6
32.6
34.8
1.6
33.1
35.8
1.6
34.1
36.4
1.6
34.7
60
1.3
0.0
1.2
9.6
0.5
9.0
20.8
1.3
19.5
28.8
1.7
27.1
34.3
1.8
32.4
36.6
1.9
34.7
37.5
1.9
35.6
38.5
1.9
36.5
39.1
1.9
37.1
39.7
1.9
37.7
40.3
2.0
38.2
40.7
2.0
38.6
43.7
2.0
41.7
43.9
2.0
41.8
55
0.9
0.0
0.9
6.9
0.2
6.7
15.2
0.5
14.6
20.8
0.9
19.9
23.0
0.9
22.0
24.1
0.9
23.1
25.3
0.9
24.3
26.0
1.0
25.0
26.4
1.0
25.4
26.6
1.0
25.6
26.9
1.0
25.8
27.0
1.0
26.0
27.5
1.0
26.5
28.1
1.0
27.0
50
1.8
0.0
1.8
20.7
0.2
20.4
36.4
0.8
35.5
46.9
1.2
45.6
53.0
1.8
51.1
54.7
1.9
52.8
56.2
2.0
54.1
57.2
2.0
55.1
58.2
2.0
56.2
58.8
2.0
56.8
59.8
2.0
57.7
60.2
2.1
58.1
60.6
2.1
58.4
60.6
2.1
58.5
45
0.7
0.0
0.7
13.2
0.1
13.1
20.4
0.3
20.1
25.6
0.4
25.2
27.1
0.4
26.7
28.0
0.4
27.5
28.9
0.5
28.4
29.6
0.5
29.1
30.2
0.5
29.7
30.6
0.5
30.1
31.2
0.5
30.7
31.7
0.5
31.2
32.6
0.5
32.1
32.6
0.5
32.1
40
0.9
0.0
0.9
9.0
0.1
8.9
16.7
0.3
16.3
21.9
0.5
21.4
25.2
0.6
24.6
26.0
0.6
25.3
26.6
0.6
25.9
27.2
0.6
26.5
27.5
0.6
26.8
27.9
0.6
27.2
28.1
0.7
27.4
28.4
0.7
27.7
28.6
0.7
27.9
28.6
0.7
27.9
35
0.7
0.0
0.6
5.8
0.0
5.7
10.5
0.1
10.3
12.9
0.2
12.7
14.1
0.2
13.8
14.4
0.2
14.2
15.0
0.2
14.7
15.4
0.2
15.1
15.7
0.2
15.4
16.4
0.2
16.1
17.0
0.2
16.7
17.2
0.2
16.9
17.7
0.2
17.4
17.7
0.2
17.4
30
0.5
0.0
0.5
6.0
0.1
5.9
9.8
0.2
9.6
13.2
0.3
12.9
14.5
0.3
14.1
14.9
0.4
14.5
16.1
0.4
15.7
16.8
0.4
16.4
17.0
0.4
16.6
17.7
0.4
17.3
18.3
0.4
17.8
18.4
0.4
17.9
18.6
0.4
18.2
18.7
0.4
18.2
25
0.8
0.0
0.8
5.7
0.0
5.6
10.0
0.1
9.8
12.6
0.2
12.4
13.6
0.2
13.4
14.4
0.2
14.2
14.8
0.2
14.6
15.2
0.2
14.9
15.3
0.2
15.1
15.6
0.2
15.4
16.3
0.2
16.0
16.4
0.2
16.2
16.7
0.2
16.4
16.7
0.2
16.5
20
0.7
0.0
0.7
6.6
0.1
6.4
9.7
0.2
9.5
12.4
0.2
12.1
13.2
0.3
12.9
13.4
0.3
13.1
14.0
0.3
13.7
14.7
0.3
14.4
15.0
0.3
14.7
15.4
0.3
15.0
15.7
0.3
15.3
16.0
0.3
15.7
16.1
0.3
15.8
16.1
0.3
15.8
15
0.5
0.0
0.4
3.1
0.0
3.1
5.5
0.0
5.4
7.4
0.1
7.3
8.2
0.1
8.1
8.4
0.1
8.3
8.6
0.1
8.5
8.9
0.1
8.8
9.1
0.1
9.0
9.4
0.1
9.3
9.7
0.1
9.5
9.7
0.1
9.6
9.9
0.1
9.8
9.9
0.1
9.8
10
0.4
0.0
0.3
3.5
0.0
3.5
5.4
0.0
5.3
7.4
0.0
7.3
7.8
0.0
7.7
8.2
0.0
8.1
8.5
0.0
8.4
8.9
0.0
8.8
9.3
0.0
9.2
9.4
0.1
9.3
9.6
0.1
9.5
9.7
0.1
9.6
9.7
0.1
9.6
9.7
0.1
9.6
05
0.8
0.0
0.8
2.4
0.0
2.3
3.9
0.1
3.7
4.5
0.1
4.3
4.9
0.1
4.7
5.1
0.1
5.0
6.4
0.1
6.2
6.8
0.1
6.6
7.1
0.1
6.9
7.1
0.1
6.9
7.3
0.1
7.1
7.3
0.1
7.1
7.4
0.1
7.2
7.4
0.1
7.2
Volume by strike
Call / Put / Total (K) · X = strike low→high · timeline scrub = slot · width matches Session path
——
Slot Options VolX = full 15-slot grid · empty ≠ 0 · left = Call / Put (K) · right = SPXMode
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
7,699.47
open
50,351
7,700
4.2
7,700.7
16.9
7700
16.0
17.81
-0.024
0.02400
T
10:00
7,686.95 -12.5
current
321,269
7,700
19.3
7,694.3
11.6
7685
16.6
17.96
0.068
0.02380
T30
10:30
7,688.06 +1.1
current
298,096
7,680
21.6
7,688.0
16.8
7690
15.0
17.94
-0.028
0.02760
E
11:00
7,711.99 +23.9
current
350,002
7,700
32.1
7,698.8
20.0
7710
14.0
17.61
0.079
0.03080
E30
11:30
7,721.89 +9.9
current
310,241
7,720
30.4
7,712.3
25.7
7720
12.8
17.57
0.074
0.03540
N
12:00
7,730.79 +8.9
current
229,678
7,730
26.9
7,720.0
29.5
7730
12.2
17.54
0.015
0.03960
N30
12:30
7,726.76 -4.0
current
209,116
7,730
28.2
7,724.3
29.8
7725
11.1
17.55
0.086
0.04620
P1
13:00
7,718.90 -7.9
current
227,003
7,720
32.9
7,718.2
36.6
7720
11.0
17.75
-0.065
0.05060
P130
13:30
7,720.24 +1.3
current
187,413
7,720
32.7
7,716.8
43.0
7720
10.0
17.76
0.008
0.06120
P2
14:00
7,721.62 +1.4
current
155,952
7,720
28.0
7,719.1
44.6
7720
9.4
17.72
0.077
0.07240
P230
14:30
7,717.19 -4.4
current
174,918
7,720
37.7
7,717.7
44.3
7715
9.7
17.77
0.156
0.07960
P3
15:00
7,719.56 +2.4
current
162,733
7,720
41.0
7,717.3
58.4
7720
9.2
17.70
-0.071
0.10420
P330
15:30
7,727.41 +7.8
current
269,348
7,725
68.2
7,721.9
63.9
7725
10.8
17.62
0.258
0.12010
C
16:00 Close
7,722.60 -4.8
close
428,683
7,730
117.7
7,729.4
57.3
7725
28.0
17.61
-0.828
0.17590
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.