Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-28 · Exp 2026-10-28 · Spot 7,743.98 · Window 7645–7825 · Last slot C · Generated 2026-10-28 16:45:02 ET · ET

Wall vs flow slot C · Call peak K7750 Δ37,963 vs wall K7950 away -200pt · Put peak K7740 Δ30,883 vs wall K7500 away +240pt · 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

2026-10-28 SPX O 7,735.56 · H 7,758.43 · L 7,718.37 · C 7,743.98 prior C — VIX 16.91 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	7,735.56	7,730.61	7,734.29	7,728.24	7,736.89	7,739.42	7,736.87	7,743.07	7,734.19	7,737.91	7,735.49	7,737.16	7,730.83	7,743.98
VIX	17.43	17.50	17.34	17.39	17.23	17.30	17.34	17.36	17.39	17.21	17.24	17.26	17.10	16.97
ATM	39.55	39.50	38.60	38.35	37.20	35.55	35.80	34.60	34.00	32.00	29.30	22.40	11.65	4.60
IV	23.6	24.3	24.9	26.0	26.6	26.9	28.9	30.2	32.6	34.2	36.2	33.3	25.0	68.7
Wk	84.25	82.90	82.40	82.00	80.75	79.20	80.10	79.80	80.40	78.40	78.20	75.95	73.35	71.70

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	1.8	1.8	0.0	4.8	4.8	0.0	0.3	0.3	0.0	0.2	0.2	0	0.2	0.2	0.0	0.2	0.2	0	0.2	0.2	0	0.8	0.8	0	0.6	0.6	0	0.1	0.1	0	0.7	0.7	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.0	0.0	0.0
20	2.0	2.0	0	5.6	5.6	0.0	1.2	1.2	0.0	0.6	0.6	0.0	0.6	0.6	0.0	1.4	1.4	0	0.2	0.2	0	1.5	1.5	0.0	0.5	0.5	0.0	1.4	1.4	0.0	0.8	0.8	0.0	1.6	1.6	0.0	0.3	0.3	0.0	0.0	0.0	0
15	0.5	0.5	0.0	1.4	1.4	0	0.9	0.9	0.0	0.4	0.4	0.0	0.4	0.4	0.0	1.0	1.0	0.0	0.3	0.3	0	1.5	1.5	0.0	0.5	0.5	0.0	0.9	0.9	0.0	1.5	1.5	0.0	2.0	2.0	0.0	0.5	0.5	0.0	0.0	0.0	0
10	2.3	2.3	0	2.1	2.1	0.0	1.2	1.2	0.0	1.4	1.4	0.0	0.6	0.6	0.0	0.9	0.9	0.0	2.7	2.7	0.0	1.8	1.8	0.0	1.0	1.0	0	1.6	1.6	0.0	2.0	2.0	0.0	4.0	4.0	0.0	1.0	1.0	0.0	0.0	0.0	0.0
05	0.5	0.5	0.0	1.9	1.9	0.0	1.4	1.4	0.0	1.7	1.7	0.0	1.0	1.0	0.0	1.4	1.4	0.0	0.4	0.4	0.0	2.1	2.1	0.0	1.3	1.3	0.0	1.6	1.6	0.0	2.0	2.0	0.0	5.8	5.7	0.0	0.9	0.9	0.0	0.0	0.0	0.0
78	2.1	2.1	0.0	5.1	5.0	0.0	3.2	3.2	0.0	2.6	2.6	0.0	2.9	2.9	0.0	2.4	2.4	0.0	3.9	3.9	0.0	4.4	4.4	0.0	3.8	3.7	0.1	3.5	3.4	0.0	6.6	6.6	0.0	14.8	14.5	0.2	2.7	2.5	0.1	0.3	0.2	0.0
95	0.8	0.8	0.0	2.4	2.4	0.0	1.7	1.7	0.0	1.2	1.2	0.0	1.5	1.5	0.0	1.5	1.5	0.0	1.2	1.1	0.0	2.1	2.0	0.0	1.5	1.4	0.0	1.8	1.8	0.0	3.7	3.6	0.0	8.7	8.7	0.0	1.7	1.6	0.0	1.0	0.0	0.9
90	0.9	0.9	0.0	4.5	4.4	0.1	3.1	3.0	0.0	2.1	2.0	0.0	2.6	2.6	0.0	2.3	2.2	0.0	1.9	1.8	0.0	3.3	3.2	0.0	2.4	2.3	0.0	2.7	2.7	0.0	4.9	4.8	0.0	13.5	13.3	0.2	4.1	4.1	0.0	0.3	0.3	0.0
85	1.1	1.0	0.0	3.8	3.8	0.0	4.0	3.9	0.0	2.6	2.5	0.0	3.1	3.0	0.0	2.1	2.1	0.0	1.6	1.5	0.0	3.1	3.0	0.1	2.3	2.2	0.0	2.6	2.5	0.0	5.7	5.6	0.0	11.4	11.3	0.1	4.1	4.0	0.0	0.4	0.3	0.0
80	1.3	1.3	0.0	5.0	5.0	0.0	4.6	4.6	0.0	2.4	2.4	0.0	3.3	3.3	0.0	3.0	2.9	0.1	1.8	1.8	0.0	4.7	4.6	0.0	2.8	2.7	0.0	3.3	3.2	0.0	7.6	7.4	0.1	17.2	16.9	0.2	7.2	7.0	0.1	0.9	0.8	0.0
75	0.9	0.8	0.0	4.4	4.2	0.2	4.4	4.3	0.1	2.8	2.6	0.1	3.8	3.7	0.1	3.0	2.9	0.0	2.3	2.2	0.0	3.1	3.0	0.1	3.2	3.0	0.1	3.7	3.6	0.0	6.2	6.1	0.1	18.0	17.5	0.4	6.7	6.6	0.1	1.0	0.9	0.0
70	0.8	0.7	0.0	5.6	5.4	0.2	6.1	5.8	0.2	3.7	3.5	0.2	5.0	4.7	0.2	4.0	3.8	0.1	2.4	2.3	0.0	4.2	4.0	0.1	3.1	2.9	0.1	4.4	4.2	0.1	9.0	8.7	0.2	26.0	25.4	0.6	17.0	16.7	0.2	3.0	2.8	0.1
65	0.6	0.6	0.0	3.2	3.1	0.1	2.8	2.6	0.2	1.9	1.8	0.1	3.3	3.2	0.1	1.8	1.7	0.1	2.2	2.0	0.2	2.7	2.4	0.2	2.2	2.0	0.1	2.1	1.9	0.2	6.0	5.8	0.2	15.7	15.2	0.5	10.1	9.7	0.3	4.6	4.5	0.1
60	0.9	0.7	0.1	4.2	3.7	0.5	3.8	3.4	0.3	2.5	2.2	0.2	3.7	3.4	0.3	3.1	2.7	0.3	2.6	2.4	0.2	3.6	3.1	0.5	2.7	2.4	0.3	3.7	3.3	0.4	6.7	6.2	0.4	21.4	19.4	2.0	15.8	15.0	0.7	9.0	8.3	0.6
55	0.7	0.5	0.1	3.5	3.1	0.4	3.5	3.0	0.4	2.2	1.8	0.3	2.8	2.5	0.3	2.4	1.9	0.4	1.9	1.5	0.4	3.4	2.7	0.6	3.0	2.4	0.5	2.6	2.1	0.5	5.4	5.0	0.4	16.1	13.1	3.0	12.9	12.2	0.7	18.0	16.7	1.2
50	1.9	1.5	0.4	7.4	5.7	1.6	5.5	4.4	1.1	4.0	2.9	1.0	5.0	4.1	0.8	4.8	3.4	1.4	3.1	2.3	0.7	6.1	4.6	1.5	4.3	3.1	1.2	4.5	3.2	1.3	10.0	8.5	1.4	23.5	18.2	5.3	21.4	18.9	2.5	42.7	37.9	4.8
45	1.3	1.0	0.3	5.7	4.4	1.3	4.4	3.2	1.1	3.2	2.3	0.9	5.0	3.9	1.1	3.9	2.7	1.2	3.5	2.7	0.8	5.3	3.5	1.7	4.5	3.0	1.5	4.1	3.0	1.0	7.1	5.4	1.6	17.7	11.3	6.4	17.0	13.9	3.0	53.4	37.2	16.2
40	2.0	1.1	0.8	8.4	5.1	3.2	6.8	5.2	1.6	4.9	3.5	1.3	6.7	5.1	1.5	8.1	5.1	3.0	6.7	4.0	2.6	7.2	4.2	2.9	6.2	3.7	2.4	6.1	4.5	1.6	9.9	7.3	2.6	20.0	11.0	8.9	22.4	16.2	6.2	59.7	28.8	30.8
35	1.5	0.7	0.8	9.4	5.4	3.9	12.0	8.3	3.6	8.1	5.2	2.9	8.7	5.2	3.4	6.8	2.6	4.2	6.5	2.4	4.0	6.4	2.4	3.9	5.7	2.1	3.5	5.6	2.5	3.1	11.0	6.2	4.7	18.8	7.7	11.1	24.2	12.6	11.6	42.9	16.7	26.2
30	1.1	0.3	0.8	13.3	5.7	7.6	12.4	5.9	6.5	9.6	4.7	4.8	7.7	4.1	3.6	4.8	1.9	2.8	4.0	1.3	2.7	4.5	1.8	2.7	4.3	1.1	3.2	4.5	1.1	3.4	12.3	5.8	6.5	18.2	5.8	12.4	26.9	12.2	14.7	35.3	8.8	26.4
25	1.1	0.3	0.8	12.8	4.9	7.9	11.4	4.1	7.3	7.6	2.0	5.5	5.2	1.9	3.3	4.2	1.5	2.6	2.5	0.6	1.8	3.7	0.6	3.1	3.3	0.6	2.6	4.3	0.9	3.4	10.9	2.7	8.1	14.7	3.1	11.5	22.5	5.5	17.0	21.0	3.8	17.1
20	1.0	0.2	0.8	8.2	2.4	5.7	5.7	1.5	4.2	4.3	1.2	3.0	3.3	1.1	2.1	2.5	0.6	1.9	2.1	0.4	1.6	3.1	0.4	2.6	3.1	0.4	2.6	2.5	0.5	1.9	9.2	1.6	7.6	15.9	1.5	14.3	20.2	2.9	17.3	13.8	1.6	12.2
15	0.6	0.1	0.4	4.1	0.9	3.1	6.1	0.9	5.2	2.7	0.6	2.1	2.6	0.5	2.0	2.2	0.4	1.7	1.9	0.2	1.6	3.6	0.2	3.3	2.2	0.1	2.0	1.9	0.2	1.6	5.9	0.6	5.3	10.7	0.5	10.1	15.3	1.1	14.1	8.8	0.5	8.2
10	0.8	0.0	0.7	4.5	0.8	3.6	3.9	0.9	3.0	2.9	0.5	2.3	3.1	0.7	2.4	2.1	0.2	1.8	1.7	0.1	1.5	2.4	0.2	2.1	1.9	0.2	1.7	1.9	0.1	1.7	6.4	1.0	5.3	13.8	0.8	13.0	14.0	0.8	13.2	6.3	0.5	5.7
05	0.4	0.0	0.3	3.2	0.4	2.8	2.6	0.3	2.3	2.2	0.2	2.0	1.6	0.1	1.4	1.3	0.1	1.2	1.1	0.1	1.0	2.1	0.1	1.9	1.6	0.1	1.5	1.8	0.1	1.7	4.1	0.3	3.7	7.6	0.2	7.3	9.4	0.2	9.1	4.2	0.3	3.9
77	0.9	0.0	0.8	5.9	0.6	5.3	4.2	0.3	3.9	3.2	0.2	2.9	3.0	0.4	2.5	2.6	0.2	2.4	1.9	0.1	1.7	3.6	0.1	3.4	3.3	0.1	3.1	3.3	0.1	3.1	10.4	0.4	9.9	21.3	0.6	20.7	18.5	0.7	17.7	5.0	0.4	4.6
95	0.5	0.0	0.5	2.9	0.2	2.7	2.0	0.1	1.9	1.5	0.1	1.4	1.3	0.1	1.1	1.1	0.0	1.1	1.4	0.0	1.4	1.4	0.0	1.3	1.5	0.0	1.4	1.3	0.0	1.2	4.1	0.1	4.0	8.5	0.1	8.3	5.7	0.2	5.5	2.7	0.1	2.6
90	0.7	0.0	0.6	3.8	0.2	3.6	2.7	0.3	2.4	2.1	0.1	2.0	1.7	0.0	1.6	1.8	0.1	1.7	1.5	0.0	1.4	2.1	0.1	2.0	1.8	0.1	1.7	1.9	0.0	1.9	5.0	0.1	4.9	9.9	0.2	9.7	7.0	0.3	6.7	2.0	0.1	1.9
85	0.4	0.0	0.4	3.2	0.1	3.1	2.6	0.0	2.5	1.8	0.0	1.7	2.0	0.0	1.9	1.3	0.0	1.3	1.1	0.0	1.1	1.9	0.0	1.9	1.2	0.0	1.2	1.5	0.0	1.5	4.4	0.1	4.3	6.5	0.1	6.4	3.9	0.1	3.8	1.1	0.0	1.0
80	0.8	0.0	0.8	4.2	0.1	4.0	3.5	0.1	3.3	3.0	0.1	2.9	2.3	0.1	2.1	2.1	0.0	2.0	5.3	3.8	1.4	2.4	0.0	2.3	1.5	0.1	1.4	2.3	0.0	2.3	5.4	0.1	5.3	8.4	0.3	8.0	6.3	0.1	6.1	1.0	0.0	0.9
75	0.5	0.0	0.5	2.8	0.0	2.7	2.5	0.0	2.4	2.2	0.0	2.1	1.7	0.0	1.6	2.1	0.0	2.0	1.0	0.0	0.9	1.7	0.0	1.6	1.3	0.0	1.2	1.7	0.0	1.6	4.0	0.0	3.9	6.2	0.0	6.1	3.0	0.0	3.0	0.5	0.0	0.5
70	0.9	0.0	0.9	3.1	0.0	3.0	2.7	0.0	2.7	1.7	0.0	1.7	2.0	0.1	1.9	1.5	0.0	1.4	5.5	3.8	1.6	1.5	0.0	1.5	1.4	0.1	1.2	2.0	0.0	1.9	3.5	0.1	3.4	6.4	0.3	6.0	2.4	0.1	2.2	0.6	0.0	0.5
65	0.4	0.0	0.4	2.9	0.0	2.8	1.8	0.0	1.8	1.7	0.0	1.6	1.7	0.0	1.7	1.0	0.0	1.0	0.7	0.0	0.6	1.6	0.0	1.5	0.9	0.0	0.9	1.3	0.0	1.3	2.7	0.0	2.7	3.3	0.0	3.2	2.2	0.0	2.1	0.1	0.0	0.0
60	0.5	0.0	0.5	3.3	0.0	3.3	2.3	0.0	2.2	2.2	0.0	2.1	1.8	0.0	1.8	0.9	0.0	0.8	0.6	0.0	0.5	1.3	0.0	1.3	0.9	0.0	0.9	2.2	0.0	2.2	7.4	0.0	7.4	3.6	0.0	3.5	2.6	0.0	2.5	0.0	0.0	0.0
55	0.3	0.0	0.3	2.9	0.0	2.8	1.8	0.0	1.7	1.2	0.0	1.2	0.7	0.0	0.7	0.9	0.0	0.9	0.7	0.0	0.7	1.2	0.0	1.1	0.7	0.0	0.7	0.8	0.0	0.8	5.8	0.0	5.8	1.9	0.0	1.8	0.9	0.0	0.9	0.0	0.0	0.0
50	0.6	0.0	0.6	4.1	0.0	4.1	3.1	0.0	3.1	2.5	0.0	2.5	1.4	0.0	1.4	1.4	0.0	1.4	2.9	0.0	2.9	1.9	0.0	1.8	1.0	0.0	1.0	1.1	0.0	1.1	4.5	0.0	4.5	4.8	0.0	4.8	1.8	0.0	1.7	0.0	0.0	0.0
45	0.3	0.0	0.3	2.8	0.0	2.8	1.4	0.0	1.3	0.8	0.0	0.8	0.9	0.0	0.9	0.5	0	0.5	0.3	0.0	0.3	0.6	0.0	0.6	0.4	0.0	0.4	0.4	0.0	0.4	2.3	0.0	2.3	1.1	0.0	1.1	1.0	0.0	0.9	0.1	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	1.8	1.8	0.0	6.7	6.6	0.0	7.0	7.0	0.0	7.3	7.3	0.0	7.6	7.6	0.0	7.9	7.8	0.0	8.1	8.1	0.0	9.0	9.0	0.0	9.6	9.6	0.0	9.8	9.7	0.0	10.5	10.5	0.0	11.2	11.1	0.0	11.5	11.4	0.0	11.5	11.5	0.0
20	2.0	2.0	0	7.7	7.7	0.0	9.0	9.0	0.0	9.6	9.6	0.0	10.3	10.3	0.0	11.7	11.7	0.0	12.0	12.0	0.0	13.5	13.5	0.0	14.0	14.0	0.0	15.5	15.4	0.0	16.4	16.3	0.0	18.0	18.0	0.0	18.4	18.3	0.0	18.4	18.4	0.0
15	0.5	0.5	0.0	1.9	1.9	0.0	2.8	2.8	0.0	3.3	3.3	0.0	3.7	3.7	0.0	4.8	4.8	0.0	5.2	5.2	0.0	6.7	6.7	0.0	7.3	7.3	0.0	8.2	8.2	0.0	9.8	9.8	0.0	11.9	11.8	0.0	12.5	12.4	0.0	12.5	12.4	0.0
10	2.3	2.3	0	4.5	4.5	0.0	5.8	5.7	0.0	7.3	7.2	0.0	8.0	7.9	0.0	8.9	8.9	0.0	11.7	11.7	0.0	13.6	13.5	0.0	14.7	14.6	0.0	16.3	16.2	0.0	18.3	18.3	0.0	22.4	22.3	0.0	23.4	23.3	0.0	23.5	23.3	0.1
05	0.5	0.5	0.0	2.5	2.5	0.0	3.9	3.9	0.0	5.6	5.6	0.0	6.7	6.7	0.0	8.2	8.1	0.0	8.6	8.6	0.0	10.8	10.8	0.0	12.2	12.1	0.0	13.8	13.7	0.0	15.9	15.8	0.0	21.7	21.5	0.1	22.6	22.5	0.1	22.6	22.5	0.1
78	2.1	2.1	0.0	7.2	7.2	0.0	10.5	10.4	0.0	13.1	13.0	0.0	16.1	16.0	0.1	18.5	18.4	0.1	22.5	22.3	0.1	27.0	26.7	0.2	30.9	30.5	0.3	34.4	34.0	0.3	41.0	40.6	0.4	55.8	55.2	0.6	58.5	57.8	0.7	58.9	58.0	0.8
95	0.8	0.8	0.0	3.3	3.2	0.0	5.0	5.0	0.0	6.3	6.2	0.0	7.9	7.8	0.0	9.5	9.3	0.1	10.7	10.5	0.1	12.8	12.5	0.2	14.3	14.0	0.3	16.2	15.8	0.3	19.9	19.5	0.3	28.7	28.3	0.4	30.4	30.0	0.4	31.4	30.1	1.3
90	0.9	0.9	0.0	5.4	5.3	0.1	8.5	8.3	0.1	10.7	10.4	0.2	13.3	13.0	0.2	15.7	15.3	0.3	17.6	17.2	0.4	20.9	20.4	0.4	23.3	22.8	0.5	26.1	25.6	0.5	31.0	30.5	0.5	44.5	43.8	0.7	48.7	47.9	0.8	49.0	48.2	0.8
85	1.1	1.0	0.0	5.0	4.9	0.1	9.0	8.8	0.1	11.6	11.4	0.2	14.7	14.5	0.2	16.9	16.6	0.3	18.5	18.2	0.3	21.7	21.3	0.4	24.1	23.5	0.5	26.7	26.1	0.5	32.4	31.8	0.6	43.9	43.1	0.7	48.0	47.2	0.7	48.4	47.6	0.8
80	1.3	1.3	0.0	6.4	6.3	0.0	11.0	10.9	0.1	13.5	13.3	0.2	16.9	16.6	0.3	20.0	19.6	0.4	21.9	21.4	0.4	26.6	26.1	0.5	29.5	28.8	0.6	32.8	32.1	0.6	40.4	39.5	0.8	57.6	56.5	1.1	64.8	63.5	1.2	65.7	64.4	1.3
75	0.9	0.8	0.0	5.3	5.0	0.2	9.8	9.4	0.3	12.6	12.1	0.5	16.5	15.8	0.6	19.6	18.8	0.7	21.9	21.1	0.8	25.1	24.1	0.9	28.3	27.2	1.1	32.0	30.8	1.2	38.3	36.9	1.3	56.3	54.5	1.8	63.1	61.1	1.9	64.1	62.1	2.0
70	0.8	0.7	0.0	6.4	6.1	0.3	12.5	12.0	0.5	16.3	15.5	0.7	21.3	20.3	1.0	25.4	24.2	1.1	27.8	26.5	1.2	32.0	30.6	1.4	35.2	33.5	1.6	39.6	37.8	1.7	48.6	46.5	2.0	74.6	72.0	2.6	91.7	88.8	2.9	94.7	91.7	3.0
65	0.6	0.6	0.0	3.9	3.7	0.1	6.8	6.4	0.3	8.8	8.2	0.5	12.2	11.5	0.7	14.0	13.2	0.8	16.3	15.2	1.0	19.0	17.7	1.3	21.3	19.7	1.5	23.5	21.7	1.7	29.5	27.5	1.9	45.3	42.7	2.5	55.4	52.5	2.8	60.1	57.0	3.0
60	0.9	0.7	0.1	5.2	4.5	0.6	9.0	8.0	1.0	11.5	10.2	1.3	15.3	13.7	1.6	18.4	16.4	1.9	21.1	18.8	2.2	24.8	22.0	2.7	27.6	24.4	3.1	31.3	27.7	3.5	38.0	34.0	3.9	59.5	53.5	6.0	75.3	68.6	6.7	84.3	77.0	7.3
55	0.7	0.5	0.1	4.3	3.7	0.5	7.8	6.7	1.0	10.0	8.6	1.3	12.9	11.2	1.7	15.3	13.1	2.2	17.3	14.6	2.6	20.8	17.4	3.3	23.8	19.9	3.8	26.5	22.1	4.3	31.9	27.1	4.7	48.0	40.3	7.7	61.0	52.5	8.5	79.0	69.2	9.7
50	1.9	1.5	0.4	9.3	7.2	2.0	14.9	11.7	3.2	18.9	14.6	4.2	24.0	18.8	5.1	28.9	22.3	6.5	32.0	24.7	7.3	38.2	29.3	8.8	42.5	32.4	10.1	47.0	35.6	11.4	57.1	44.1	12.9	80.7	62.3	18.3	102.1	81.3	20.8	144.9	119.2	25.6
45	1.3	1.0	0.3	7.1	5.4	1.7	11.5	8.7	2.8	14.8	11.0	3.7	19.9	15.0	4.9	23.9	17.7	6.1	27.4	20.4	7.0	32.7	24.0	8.7	37.3	27.0	10.3	41.5	30.1	11.3	48.6	35.6	13.0	66.4	46.9	19.4	83.4	60.9	22.5	136.9	98.1	38.8
40	2.0	1.1	0.8	10.4	6.3	4.1	17.3	11.5	5.7	22.2	15.1	7.1	28.9	20.3	8.6	37.0	25.4	11.6	43.8	29.4	14.3	51.0	33.7	17.3	57.2	37.4	19.8	63.4	42.0	21.4	73.4	49.3	24.0	93.4	60.4	33.0	115.9	76.6	39.2	175.6	105.5	70.1
35	1.5	0.7	0.8	10.9	6.1	4.8	22.9	14.4	8.4	31.0	19.6	11.4	39.7	24.8	14.9	46.6	27.4	19.1	53.2	29.9	23.2	59.6	32.3	27.2	65.3	34.5	30.8	71.0	37.0	33.9	82.0	43.3	38.7	100.9	51.0	49.8	125.1	63.6	61.4	168.0	80.3	87.6
30	1.1	0.3	0.8	14.5	6.0	8.4	27.0	12.0	15.0	36.6	16.7	19.9	44.4	20.8	23.5	49.2	22.8	26.4	53.3	24.2	29.1	57.8	26.0	31.8	62.2	27.1	35.0	66.8	28.3	38.4	79.2	34.2	45.0	97.4	40.0	57.4	124.3	52.2	72.1	159.7	61.0	98.6
25	1.1	0.3	0.8	14.0	5.2	8.7	25.4	9.3	16.1	33.1	11.4	21.6	38.3	13.4	24.9	42.6	14.9	27.6	45.1	15.6	29.5	48.9	16.2	32.6	52.2	16.9	35.3	56.6	17.8	38.7	67.5	20.6	46.9	82.3	23.7	58.5	104.8	29.3	75.5	125.8	33.2	92.6
20	1.0	0.2	0.8	9.3	2.7	6.5	15.0	4.3	10.7	19.4	5.6	13.7	22.7	6.8	15.9	25.3	7.4	17.8	27.4	7.9	19.5	30.5	8.4	22.1	33.7	8.9	24.8	36.2	9.4	26.7	45.5	11.1	34.4	61.4	12.6	48.7	81.7	15.5	66.1	95.6	17.2	78.3
15	0.6	0.1	0.4	4.7	1.1	3.6	10.9	2.0	8.9	13.7	2.6	11.0	16.3	3.2	13.1	18.5	3.7	14.8	20.5	4.0	16.5	24.1	4.2	19.8	26.4	4.4	21.9	28.3	4.6	23.6	34.3	5.3	28.9	45.0	5.9	39.1	60.3	7.0	53.3	69.2	7.5	61.6
10	0.8	0.0	0.7	5.3	0.9	4.3	9.2	1.8	7.4	12.2	2.4	9.8	15.3	3.1	12.2	17.4	3.3	14.0	19.1	3.5	15.6	21.5	3.7	17.8	23.5	4.0	19.5	25.5	4.1	21.3	31.9	5.2	26.6	45.7	6.0	39.7	59.8	6.9	52.9	66.2	7.5	58.7
05	0.4	0.0	0.3	3.6	0.4	3.2	6.3	0.8	5.5	8.6	1.0	7.5	10.2	1.2	9.0	11.6	1.3	10.2	12.7	1.5	11.2	14.9	1.7	13.1	16.5	1.8	14.7	18.4	1.9	16.4	22.5	2.3	20.2	30.2	2.6	27.6	39.6	2.9	36.7	43.9	3.2	40.7
77	0.9	0.0	0.8	6.9	0.7	6.1	11.1	1.0	10.1	14.3	1.2	13.0	17.3	1.7	15.6	20.0	1.9	18.0	21.9	2.1	19.8	25.5	2.3	23.2	28.9	2.5	26.4	32.2	2.6	29.5	42.6	3.1	39.5	64.0	3.7	60.3	82.6	4.5	78.0	87.6	4.9	82.7
95	0.5	0.0	0.5	3.5	0.2	3.2	5.6	0.4	5.1	7.1	0.6	6.5	8.4	0.7	7.7	9.6	0.8	8.8	11.1	0.8	10.2	12.5	0.9	11.5	14.0	1.0	13.0	15.3	1.0	14.3	19.5	1.2	18.3	28.1	1.4	26.7	33.8	1.6	32.2	36.6	1.8	34.8
90	0.7	0.0	0.6	4.5	0.2	4.3	7.3	0.5	6.7	9.4	0.6	8.7	11.1	0.7	10.4	13.0	0.9	12.1	14.6	1.0	13.6	16.7	1.1	15.6	18.6	1.2	17.3	20.6	1.3	19.2	25.7	1.4	24.2	35.6	1.6	33.9	42.7	2.0	40.7	44.8	2.1	42.7
85	0.4	0.0	0.4	3.6	0.1	3.5	6.3	0.1	6.1	8.1	0.2	7.8	10.1	0.2	9.8	11.4	0.3	11.1	12.6	0.3	12.2	14.6	0.4	14.2	15.8	0.4	15.4	17.4	0.5	16.9	21.9	0.6	21.2	28.4	0.7	27.7	32.4	0.8	31.5	33.5	0.9	32.6
80	0.8	0.0	0.8	5.1	0.1	4.9	8.6	0.3	8.2	11.7	0.4	11.2	14.0	0.6	13.4	16.2	0.6	15.5	21.5	4.5	16.9	23.9	4.5	19.3	25.5	4.7	20.7	27.9	4.7	23.1	33.4	4.9	28.5	41.8	5.2	36.5	48.1	5.4	42.6	49.2	5.5	43.6
75	0.5	0.0	0.5	3.4	0.0	3.3	5.9	0.1	5.8	8.1	0.1	8.0	9.9	0.2	9.6	12.0	0.3	11.7	13.0	0.3	12.7	14.7	0.4	14.3	16.1	0.4	15.6	17.8	0.5	17.3	21.9	0.6	21.3	28.1	0.6	27.4	31.2	0.7	30.4	31.7	0.7	31.0
70	0.9	0.0	0.9	4.1	0.0	4.0	6.8	0.1	6.7	8.6	0.1	8.4	10.6	0.3	10.3	12.2	0.4	11.8	17.7	4.2	13.5	19.3	4.3	15.0	20.7	4.4	16.3	22.7	4.4	18.3	26.3	4.5	21.7	32.7	4.9	27.8	35.2	5.1	30.1	35.8	5.1	30.6
65	0.4	0.0	0.4	3.3	0.0	3.3	5.2	0.1	5.1	6.9	0.1	6.8	8.7	0.2	8.5	9.8	0.2	9.5	10.5	0.3	10.2	12.2	0.3	11.8	13.1	0.3	12.7	14.5	0.3	14.1	17.3	0.4	16.9	20.6	0.4	20.1	22.8	0.4	22.3	22.9	0.5	22.4
60	0.5	0.0	0.5	3.9	0.0	3.8	6.2	0.1	6.1	8.4	0.1	8.2	10.3	0.2	10.1	11.2	0.3	10.9	11.8	0.3	11.5	13.2	0.3	12.8	14.2	0.3	13.8	16.4	0.3	16.0	23.9	0.4	23.5	27.6	0.4	27.1	30.2	0.5	29.6	30.2	0.5	29.7
55	0.3	0.0	0.3	3.2	0.0	3.2	5.0	0.1	4.9	6.3	0.1	6.1	7.1	0.2	6.8	8.1	0.2	7.8	8.8	0.2	8.6	10.0	0.2	9.8	10.8	0.2	10.5	11.6	0.2	11.3	17.5	0.2	17.2	19.4	0.3	19.1	20.4	0.3	20.0	20.4	0.3	20.1
50	0.6	0.0	0.6	4.8	0.0	4.7	7.9	0.1	7.8	10.5	0.1	10.3	12.0	0.2	11.7	13.4	0.2	13.2	16.4	0.2	16.1	18.3	0.2	18.0	19.3	0.2	19.0	20.5	0.2	20.2	25.0	0.3	24.7	29.8	0.3	29.5	31.7	0.4	31.3	31.8	0.4	31.4
45	0.3	0.0	0.3	3.2	0.0	3.2	4.7	0.1	4.6	5.5	0.1	5.4	6.5	0.1	6.3	7.0	0.1	6.8	7.4	0.1	7.2	8.0	0.1	7.8	8.4	0.1	8.2	8.8	0.1	8.6	11.1	0.1	10.9	12.2	0.2	12.0	13.3	0.2	13.0	13.4	0.2	13.1

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	7,735.56	open	37,446	7,810	2.3	7,751.6	12.7	7735	23.6	17.43	0.058	0.01600
T	10:00	7,730.61 -5.0	current	178,486	7,730	13.3	7,735.8	20.0	7730	24.3	17.50	0.022	0.01620
T30	10:30	7,734.29 +3.7	current	145,423	7,730	12.4	7,732.8	21.6	7735	24.9	17.34	-0.030	0.01640
E	11:00	7,728.24 -6.1	current	103,529	7,730	9.6	7,731.6	24.5	7730	26.0	17.39	-0.020	0.01660
E30	11:30	7,736.89 +8.7	current	106,198	7,735	8.7	7,736.7	21.8	7735	26.6	17.23	0.031	0.01720
N	12:00	7,739.42 +2.5	current	90,348	7,740	8.1	7,738.9	21.0	7740	26.9	17.30	-0.012	0.01800
N30	12:30	7,736.87 -2.6	current	83,342	7,740	6.7	7,732.4	20.8	7735	28.9	17.34	0.038	0.01780
P1	13:00	7,743.07 +6.2	current	109,429	7,740	7.2	7,741.7	17.1	7745	30.2	17.36	-0.028	0.01840
P130	13:30	7,734.19 -8.9	current	85,602	7,740	6.2	7,740.5	19.1	7735	32.6	17.39	-0.004	0.01880
P2	14:00	7,737.91 +3.7	current	94,697	7,740	6.1	7,739.8	16.8	7740	34.2	17.21	-0.030	0.02000
P230	14:30	7,735.49 -2.4	current	216,962	7,730	12.3	7,730.9	15.4	7735	36.2	17.24	0.003	0.02180
P3	15:00	7,737.16 +1.7	current	421,568	7,770	26.0	7,741.4	13.6	7735	33.3	17.26	0.075	0.02870
P330	15:30	7,730.83 -6.3	current	335,460	7,730	26.9	7,733.0	22.0	7730	25.0	17.10	0.073	0.05390
C	16:00 Close	7,743.98 +13.1	close	341,405	7,740	59.7	7,737.5	45.7	7740	68.7	16.97	0.860	0.05690

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.