Volume Rolling · SPXSet

EOD ΔVol Session 2026-10-29 · Exp 2026-10-29 · Spot 7,720.39 · Window 7555–7800 · Last slot C · Generated 2026-10-29 16:45:02 ET · ET

Wall vs flow slot C · Call peak K7720 Δ49,737 vs wall K7900 away -180pt · Put peak K7705 Δ35,735 vs wall K7600 away +105pt · 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

2026-10-29 SPX O 7,699.61 · H 7,732.21 · L 7,690.94 · C 7,720.39 prior C — VIX 17.20 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	7,699.61	7,713.88	7,714.92	7,711.33	7,724.35	7,725.94	7,718.19	7,717.97	7,710.36	7,696.81	7,697.75	7,700.28	7,706.87	7,720.39
VIX	17.28	16.94	16.71	16.63	16.32	16.33	16.31	16.24	16.51	16.93	16.90	16.93	16.66	16.47
ATM	35.20	31.25	27.75	25.75	22.65	19.90	17.35	14.70	13.80	13.55	11.20	9.80	7.92	1.77
IV	21.0	19.3	18.1	17.5	16.3	15.0	14.1	12.9	13.1	14.4	13.9	14.8	15.9	29.7
Wk	62.00	58.55	56.50	56.00	53.65	52.80	50.80	50.25	49.95	51.90	51.55	50.30	47.70	46.25

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
78	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1.4	1.4	0.0	0.8	0.8	0.0	0.5	0.5	0	0.2	0.1	0.0	0.3	0.2	0.0	0.9	0.8	0.0	0.8	0.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0
95	0	0	0	0	0	0	0	0	0	0	0	0	0.4	0.4	0.0	0.4	0.4	0.0	0.2	0.2	0	0.7	0.7	0	0.2	0.2	0	0.0	0.0	0	0.1	0.1	0	0.5	0.5	0.0	0.0	0.0	0	0.0	0.0	0
90	0	0	0	0	0	0	0	0	0	0	0	0	1.0	1.0	0.0	0.9	0.9	0.0	0.5	0.5	0	0.2	0.2	0.0	0.2	0.2	0.0	0.1	0.1	0.0	0.1	0.1	0.0	0.6	0.6	0	0.1	0.1	0.0	0.0	0.0	0
85	0	0	0	2.7	2.7	0.0	2.1	2.0	0.0	1.7	1.1	0.6	0.6	0.6	0.0	0.9	0.9	0.0	0.6	0.6	0.0	0.6	0.6	0.0	0.5	0.5	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.3	0.3	0.0	0.0	0.0	0	0.1	0.1	0.0
80	0	0	0	6.5	6.4	0.0	3.6	3.5	0.0	4.0	3.9	0.1	1.1	1.1	0.0	2.1	2.0	0.0	0.8	0.8	0.0	2.4	2.4	0.0	1.3	1.3	0.0	0.3	0.3	0.0	0.1	0.1	0.0	0.2	0.2	0.0	0.2	0.2	0	0.1	0.1	0.0
75	0	0	0	9.1	9.1	0.0	4.2	4.2	0.0	3.7	3.7	0.0	2.0	1.9	0.0	3.2	3.1	0.1	1.4	1.4	0.0	1.1	1.1	0.0	1.0	1.0	0.0	1.4	1.3	0.0	0.5	0.5	0	0.1	0.1	0.0	0.3	0.3	0.0	0.0	0.0	0.0
70	0	0	0	10.8	10.8	0.0	5.6	5.5	0.0	4.6	4.5	0.0	2.9	2.9	0.0	3.8	3.6	0.1	1.7	1.7	0.0	2.7	2.7	0.0	1.9	1.9	0.0	1.3	1.3	0.0	0.6	0.6	0.0	0.4	0.4	0.0	0.1	0.1	0.0	0.1	0.0	0.0
65	0	0	0	5.4	5.3	0.1	4.4	4.3	0.0	4.7	4.7	0.0	3.4	3.4	0.0	3.9	3.8	0.0	1.6	1.6	0.0	1.6	1.6	0.0	1.7	1.7	0.0	1.8	1.8	0.0	0.5	0.5	0.0	0.3	0.3	0.0	0.6	0.6	0	0.2	0.1	0.0
60	0	0	0	8.7	8.5	0.1	9.1	8.8	0.2	11.0	10.8	0.2	5.1	5.0	0.1	7.0	6.9	0.1	4.0	3.9	0.0	1.9	1.9	0.0	2.6	2.6	0.0	1.8	1.7	0.0	0.7	0.7	0.0	0.3	0.2	0.0	0.4	0.4	0.0	0.1	0.1	0.0
55	0	0	0	5.8	5.7	0.1	8.7	8.5	0.2	7.8	7.7	0.1	5.0	4.8	0.2	7.5	7.2	0.2	4.2	4.1	0.0	2.2	2.2	0.0	3.0	2.9	0.1	1.3	1.3	0.0	0.8	0.8	0.0	0.6	0.6	0.0	0.2	0.2	0.0	0.2	0.2	0.0
50	0	0	0	12.2	11.7	0.5	16.0	15.2	0.7	17.3	16.7	0.6	12.1	11.6	0.4	14.9	14.5	0.4	8.5	8.0	0.4	5.5	5.3	0.1	5.1	5.0	0.1	3.3	3.0	0.3	1.8	1.5	0.3	0.7	0.7	0.0	1.1	1.1	0.0	1.4	1.2	0.1
45	0	0	0	7.6	7.2	0.3	10.2	9.6	0.5	11.8	10.1	1.7	8.1	7.7	0.3	11.3	10.8	0.5	7.1	6.7	0.4	4.1	3.9	0.1	4.1	3.9	0.1	2.9	2.8	0.1	1.3	1.2	0.0	0.9	0.9	0.0	1.0	0.6	0.3	2.9	2.1	0.8
40	0	0	0	9.6	9.2	0.4	12.2	11.4	0.7	12.7	11.6	1.0	10.2	9.4	0.7	13.8	12.5	1.2	12.1	11.4	0.6	9.6	9.1	0.4	9.7	9.5	0.2	5.0	4.7	0.2	2.1	2.0	0.1	1.9	1.8	0.0	1.3	1.2	0.1	2.8	2.3	0.5
35	1.0	0.9	0.1	5.5	5.1	0.3	8.3	7.3	0.9	9.4	8.3	1.0	7.5	6.4	1.0	11.1	9.3	1.7	8.4	7.5	0.9	7.3	6.8	0.5	6.8	6.4	0.4	4.7	4.4	0.2	1.8	1.7	0.1	1.7	1.7	0.0	1.0	0.9	0.0	4.7	4.4	0.2
30	1.6	1.3	0.2	7.4	6.7	0.6	10.4	9.2	1.2	13.2	10.9	2.2	11.1	9.3	1.8	17.1	13.2	3.8	10.9	8.9	1.9	10.6	9.7	0.9	10.6	9.9	0.7	9.6	9.0	0.6	3.2	3.0	0.1	2.9	2.7	0.1	2.5	2.3	0.2	10.2	9.6	0.6
25	2.1	1.5	0.6	8.6	7.1	1.4	12.8	9.1	3.7	16.1	11.5	4.6	12.7	8.6	4.1	18.3	10.0	8.3	14.5	9.6	4.9	10.0	7.9	2.1	13.7	11.8	1.9	11.6	10.5	1.1	4.9	4.5	0.4	4.3	3.9	0.4	5.2	4.6	0.5	24.1	22.1	2.0
20	1.3	0.8	0.5	9.8	7.7	2.0	17.8	11.7	6.0	18.5	11.2	7.3	17.2	8.7	8.4	20.6	9.5	11.1	17.1	8.9	8.2	16.0	10.4	5.6	19.5	14.0	5.4	19.9	17.5	2.4	8.6	7.7	0.8	7.6	7.0	0.5	12.5	8.1	4.3	59.2	49.7	9.5
15	1.5	0.8	0.6	10.7	7.5	3.2	14.8	7.5	7.2	13.2	5.7	7.4	10.7	4.6	6.1	11.6	2.4	9.1	14.3	4.6	9.6	18.4	8.7	9.6	16.9	8.3	8.6	21.4	17.1	4.2	11.4	10.3	1.0	10.2	9.4	0.8	14.9	13.6	1.3	70.5	46.2	24.3
10	1.8	1.0	0.8	14.6	8.6	6.0	15.8	6.0	9.8	14.5	6.0	8.5	9.2	3.0	6.1	10.4	1.7	8.6	10.5	2.0	8.4	15.3	5.6	9.6	21.0	7.9	13.0	29.3	20.8	8.5	19.9	17.7	2.2	19.8	18.2	1.6	32.8	28.5	4.3	72.4	39.3	33.1
05	1.9	1.0	0.9	12.4	6.1	6.3	9.4	3.2	6.2	11.9	3.3	8.6	5.9	1.5	4.4	8.8	1.3	7.5	6.7	0.7	5.9	7.3	1.2	6.1	13.8	3.0	10.7	25.8	12.4	13.4	21.1	16.5	4.5	23.6	19.9	3.6	37.4	26.9	10.5	50.8	15.1	35.7
77	3.4	0.9	2.4	20.8	7.4	13.4	16.9	3.2	13.7	17.1	2.6	14.5	10.5	1.2	9.2	14.5	1.0	13.4	13.6	1.0	12.6	13.0	1.0	11.9	17.8	1.8	15.9	39.6	11.9	27.6	31.9	18.0	13.8	30.0	17.8	12.2	46.2	17.9	28.2	42.8	7.6	35.2
95	1.1	0.1	0.9	8.1	1.4	6.6	8.6	0.7	7.8	8.7	0.9	7.7	6.4	0.6	5.8	7.1	0.2	6.9	6.7	0.2	6.5	5.7	0.2	5.5	8.7	0.6	8.0	27.1	5.1	21.9	22.6	6.9	15.6	25.0	9.8	15.1	26.6	5.7	20.8	15.4	2.1	13.3
90	1.3	0.1	1.2	8.7	1.1	7.5	11.4	1.1	10.2	11.3	1.0	10.3	7.3	0.3	7.0	9.6	0.2	9.4	6.2	0.1	6.0	5.7	0.1	5.5	7.7	0.3	7.3	24.4	2.5	21.9	21.6	2.0	19.5	24.3	3.7	20.5	18.6	2.0	16.5	10.3	0.6	9.6
85	1.4	0.0	1.4	5.6	0.4	5.2	7.8	0.3	7.5	8.8	0.3	8.4	6.1	0.2	5.9	5.5	0.2	5.3	5.8	0.2	5.6	4.3	0.1	4.1	5.2	0.2	5.0	15.5	1.0	14.5	12.3	0.7	11.5	15.4	1.1	14.2	9.1	0.6	8.4	3.2	0.2	2.9
80	1.3	0.0	1.2	8.1	0.4	7.6	11.1	0.2	10.8	13.8	0.2	13.5	6.0	0.2	5.8	5.4	0.1	5.3	6.1	0.1	6.0	3.6	0.1	3.5	4.7	0.1	4.5	12.7	0.7	12.0	10.0	0.7	9.2	11.4	0.6	10.8	6.2	0.4	5.8	3.7	0.4	3.3
75	1.3	0.1	1.2	7.5	0.1	7.3	7.9	0.2	7.7	9.4	0.2	9.2	4.1	0.1	4.0	5.9	0.1	5.8	3.0	0.0	3.0	2.8	0.0	2.7	2.5	0.2	2.2	9.1	0.3	8.8	6.1	0.3	5.8	6.6	0.5	6.0	3.5	0.2	3.2	1.6	0.0	1.5
70	1.2	0.0	1.2	7.7	0.2	7.4	7.8	0.1	7.7	9.2	0.3	8.9	4.3	0.1	4.2	4.4	0.0	4.3	3.5	0.3	3.1	2.2	0.0	2.1	1.8	0.0	1.8	8.0	0.2	7.8	5.5	0.2	5.2	4.6	0.2	4.3	2.4	0.1	2.2	1.3	0.0	1.2
65	1.5	0.0	1.4	6.4	0.1	6.3	7.4	0.1	7.2	6.6	0.2	6.4	2.6	0.0	2.5	3.6	0.1	3.5	2.4	0.0	2.4	1.5	0.0	1.5	1.6	0.0	1.5	4.6	0.0	4.6	2.4	0.1	2.3	2.3	0.0	2.3	1.8	0.0	1.8	0.7	0.0	0.7
60	2.3	0.0	2.3	10.9	0.1	10.7	7.1	0.1	7.0	7.9	0.1	7.7	2.8	0.0	2.7	2.6	0.1	2.5	1.5	0.0	1.5	1.2	0.0	1.2	1.3	0.0	1.3	3.7	0.0	3.7	2.0	0.1	1.8	1.9	0.1	1.7	1.0	0.1	0.9	0.4	0.0	0.4
55	1.9	0.0	1.9	6.5	0.0	6.5	4.7	0.0	4.7	5.1	0.1	5.0	1.9	0.0	1.9	2.2	0.0	2.1	1.1	0.0	1.1	1.7	0.0	1.7	1.4	0.0	1.4	3.3	0.0	3.3	0.8	0.0	0.8	1.4	0.0	1.4	0.8	0.0	0.8	0.3	0.0	0.3
50	2.7	0.0	2.6	8.9	0.2	8.6	5.7	0.0	5.7	5.5	0.2	5.2	2.3	0.0	2.3	2.9	0.0	2.8	1.8	0.3	1.4	1.1	0.0	1.1	1.5	0.0	1.4	3.2	0.0	3.2	1.4	0.0	1.3	1.8	0.0	1.7	1.7	0.0	1.6	0.3	0.0	0.3
45	1.4	0.0	1.4	4.0	0.0	4.0	2.9	0.0	2.8	3.0	0.0	2.9	1.1	0.0	1.1	1.7	0.0	1.7	0.6	0.0	0.6	0.5	0	0.5	0.5	0	0.5	1.3	0.0	1.3	0.8	0.0	0.8	0.9	0.0	0.9	1.0	0.0	1.0	0.1	0.0	0.1
40	0.8	0.0	0.7	4.8	0.0	4.7	3.8	0.1	3.6	3.7	0.0	3.6	1.3	0.0	1.2	1.9	0.0	1.8	0.9	0.0	0.9	0.9	0.0	0.9	0.6	0.0	0.6	1.0	0.0	1.0	1.3	0.0	1.3	0.8	0.0	0.8	0.5	0.0	0.5	0.0	0.0	0.0
35	0.7	0.0	0.7	3.1	0.0	3.1	2.9	0.0	2.8	1.9	0.0	1.9	0.6	0.0	0.6	0.8	0.0	0.8	0.3	0.0	0.3	0.5	0.0	0.5	0.4	0.0	0.4	0.8	0.0	0.8	0.7	0.0	0.7	0.6	0.0	0.6	0.4	0.0	0.4	0.2	0.0	0.2
30	1.2	0.0	1.2	4.7	0.0	4.7	2.0	0.0	2.0	2.6	0.0	2.6	1.0	0.0	1.0	0.9	0.0	0.9	0.5	0.0	0.5	0.4	0.0	0.3	0.4	0	0.4	1.2	0.0	1.2	0.6	0	0.6	0.7	0.0	0.7	0.0	0.0	0.0	0.2	0.0	0.2
25	1.1	0.0	1.1	3.1	0.0	3.1	2.2	0.0	2.2	1.4	0.0	1.3	0.4	0.0	0.4	0.3	0.0	0.3	0.6	0.0	0.5	0.3	0	0.3	0.1	0	0.1	0.9	0.0	0.9	0.3	0.0	0.3	0.3	0	0.3	0.0	0.0	0.0	0.0	0	0.0
20	0.8	0.0	0.7	3.7	0.0	3.7	2.3	0.0	2.3	0.8	0	0.8	0.4	0.0	0.4	0.3	0.0	0.3	0.5	0.0	0.5	0.2	0.0	0.2	0.4	0.0	0.4	1.1	0.0	1.1	0.4	0.0	0.4	0.1	0	0.1	0.0	0	0.0	0.0	0.0	0.0
15	0.4	0.0	0.3	1.9	0.0	1.9	0.8	0.0	0.8	0.8	0.0	0.8	0.4	0.0	0.4	0.6	0	0.6	0.2	0.0	0.2	0.1	0	0.1	0.2	0.0	0.2	1.0	0.0	1.0	0.0	0.0	0.0	0.1	0	0.1	0.0	0	0.0	0.0	0.0	0.0
10	1.9	0	1.9	1.6	0.0	1.6	1.3	0	1.3	0.9	0.0	0.9	0.5	0.0	0.5	0.5	0.0	0.5	0.1	0	0.1	0.1	0	0.1	0.5	0	0.5	0.6	0	0.6	0.1	0.0	0.1	0.3	0.0	0.3	0.0	0.0	0.0	0.0	0.0	0.0
05	0.8	0.0	0.8	1.0	0.0	1.0	0.4	0.0	0.4	0.5	0	0.5	0.0	0	0.0	0.4	0	0.4	0.1	0	0.1	0.3	0	0.3	0.4	0	0.4	0.3	0	0.3	0.0	0	0.0	0.2	0	0.2	0.0	0.0	0.0	0.0	0.0	0.0
76	0.7	0	0.7	2.8	0.0	2.8	0.9	0.0	0.9	0.8	0.0	0.8	0.6	0.0	0.6	0.3	0.0	0.3	0.2	0.0	0.2	0.2	0	0.2	0.2	0.0	0.2	0.6	0.0	0.5	0.4	0.0	0.3	0.2	0.0	0.2	0.0	0.0	0.0	0.0	0	0.0
95	0.1	0	0.1	1.5	0.0	1.5	0.6	0	0.6	0.3	0	0.3	0.4	0	0.4	0.3	0	0.3	0.1	0	0.1	0.2	0	0.2	0.1	0	0.1	0.5	0.0	0.5	0.0	0.0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0
90	0.1	0	0.1	0.8	0.0	0.7	0.5	0	0.5	0.1	0	0.1	0.3	0.0	0.3	0.0	0	0.0	0.1	0	0.1	0.3	0	0.3	0.0	0	0.0	0.6	0	0.6	0.0	0	0.0	0.2	0	0.2	0.0	0.0	0.0	0.0	0	0.0
85	0.0	0	0.0	0.2	0	0.2	0.2	0	0.2	0.3	0	0.3	0.1	0	0.1	0.1	0	0.1	0.3	0	0.3	0.5	0	0.5	0.0	0	0.0	0.1	0	0.1	0.2	0	0.2	0.1	0	0.1	0.0	0	0.0	0.0	0	0.0
80	0.2	0	0.2	2.3	0	2.3	0.2	0	0.2	0.5	0	0.5	0.2	0	0.2	0.1	0	0.1	0.1	0	0.1	0.5	0	0.5	0.0	0	0.0	0.3	0	0.3	0.2	0	0.2	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0
75	0.1	0	0.1	0.8	0	0.8	0.2	0	0.2	0.7	0	0.7	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0.0	0.0	0.3	0	0.3	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0
70	0.0	0	0.0	0.4	0.0	0.4	0.9	0.0	0.9	0.6	0	0.6	0.0	0	0.0	0.1	0	0.1	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0	0.3	0	0.3	0.1	0.0	0.1	0.0	0	0.0	0.0	0.0	0.0	0.0	0	0.0
65	0.1	0	0.1	0.3	0	0.3	0.7	0	0.7	0.6	0	0.6	0.0	0	0.0	0.3	0	0.3	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.3	0.0	0.3	0.1	0	0.1	0.0	0.0	0	0.0	0	0.0	0.0	0	0.0
60	0.1	0	0.1	0.5	0	0.5	0.3	0	0.3	0.3	0	0.3	0.3	0	0.3	0.3	0	0.3	0.0	0	0.0	0.0	0	0.0	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	0.0	0	0.0
55	0.1	0	0.1	0.4	0	0.4	0.1	0	0.1	0.0	0	0.0	0.3	0	0.3	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.0	0	0.0	0.2	0	0.2	0.0	0	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).

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
78	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	9.4	9.3	0.1	10.2	10.1	0.1	10.8	10.7	0.1	11.0	10.9	0.1	11.3	11.1	0.1	12.2	12.0	0.1	13.0	12.9	0.1	13.1	12.9	0.1	13.2	13.0	0.1
95	0	0	0	0	0	0	0	0	0	0	0	0	5.0	5.0	0.0	5.5	5.4	0.0	5.7	5.6	0.0	6.4	6.4	0.0	6.6	6.6	0.0	6.7	6.7	0.0	6.9	6.9	0.0	7.4	7.4	0.0	7.5	7.4	0.0	7.5	7.5	0.0
90	0	0	0	0	0	0	0	0	0	0	0	0	8.6	7.9	0.7	9.5	8.8	0.7	10.0	9.3	0.7	10.3	9.5	0.7	10.5	9.7	0.7	10.7	9.9	0.7	10.8	10.0	0.7	11.5	10.7	0.7	11.6	10.8	0.7	11.6	10.8	0.7
85	0	0	0	3.9	3.9	0.0	6.0	5.9	0.1	7.8	7.1	0.7	8.4	7.7	0.7	9.4	8.7	0.7	10.1	9.3	0.7	10.7	9.9	0.7	11.3	10.5	0.7	11.4	10.6	0.7	11.6	10.8	0.7	11.9	11.2	0.7	12.0	11.2	0.7	12.1	11.4	0.7
80	0	0	0	8.2	8.1	0.0	11.8	11.7	0.1	15.9	15.6	0.3	17.1	16.8	0.3	19.2	18.8	0.4	20.1	19.6	0.4	22.6	22.1	0.4	24.0	23.5	0.4	24.3	23.9	0.4	24.5	24.0	0.4	24.7	24.2	0.4	25.0	24.5	0.4	25.1	24.6	0.4
75	0	0	0	11.3	11.2	0.1	15.5	15.4	0.1	19.3	19.1	0.1	21.3	21.1	0.2	24.6	24.2	0.3	26.0	25.6	0.3	27.1	26.8	0.3	28.2	27.8	0.3	29.6	29.2	0.3	30.2	29.8	0.3	30.3	29.9	0.3	30.6	30.2	0.3	30.7	30.3	0.4
70	0	0	0	12.4	12.3	0.1	18.0	17.8	0.2	22.7	22.4	0.2	25.6	25.3	0.3	29.5	28.9	0.5	31.2	30.7	0.5	33.9	33.4	0.5	35.9	35.3	0.5	37.2	36.6	0.5	37.8	37.3	0.5	38.2	37.7	0.5	38.4	37.8	0.5	38.5	37.8	0.6
65	0	0	0	7.0	6.8	0.1	11.5	11.2	0.2	16.2	15.9	0.3	19.7	19.4	0.3	23.6	23.2	0.3	25.3	24.9	0.4	26.9	26.5	0.4	28.7	28.3	0.4	30.5	30.1	0.4	31.1	30.6	0.4	31.5	31.0	0.4	32.1	31.6	0.4	32.3	31.8	0.4
60	0	0	0	10.2	9.9	0.2	19.3	18.8	0.5	30.4	29.7	0.7	35.6	34.7	0.8	42.6	41.6	1.0	46.7	45.6	1.0	48.6	47.5	1.0	51.3	50.1	1.1	53.1	51.9	1.2	53.8	52.6	1.2	54.1	52.9	1.2	54.6	53.4	1.2	54.8	53.5	1.2
55	0	0	0	7.3	7.1	0.1	16.0	15.7	0.3	23.9	23.4	0.5	29.0	28.2	0.8	36.6	35.5	1.0	40.8	39.7	1.1	43.1	41.9	1.2	46.2	44.8	1.3	47.5	46.2	1.3	48.4	47.0	1.3	49.0	47.7	1.3	49.3	47.9	1.3	49.6	48.2	1.4
50	0	0	0	14.2	13.5	0.7	30.2	28.7	1.5	47.6	45.5	2.1	59.8	57.2	2.6	74.8	71.7	3.0	83.3	79.8	3.4	88.8	85.2	3.6	94.0	90.2	3.7	97.3	93.2	4.1	99.2	94.7	4.5	100.0	95.4	4.5	101.2	96.6	4.5	102.6	97.9	4.7
45	0	0	0	9.3	8.9	0.4	19.5	18.5	0.9	31.4	28.7	2.7	39.5	36.4	3.1	50.9	47.3	3.6	58.0	54.0	4.0	62.1	57.9	4.1	66.2	61.9	4.3	69.2	64.7	4.5	70.6	66.0	4.5	71.5	66.9	4.5	72.5	67.6	4.9	75.5	69.7	5.7
40	0	0	0	11.4	10.8	0.5	23.6	22.3	1.3	36.4	33.9	2.4	46.6	43.4	3.2	60.4	56.0	4.4	72.5	67.5	5.0	82.2	76.6	5.5	92.0	86.1	5.8	97.0	90.9	6.0	99.2	93.0	6.1	101.1	94.9	6.2	102.4	96.1	6.3	105.3	98.4	6.9
35	1.0	0.9	0.1	6.5	6.1	0.4	14.9	13.4	1.4	24.3	21.8	2.4	31.8	28.2	3.5	42.9	37.6	5.3	51.4	45.2	6.2	58.8	52.0	6.7	65.7	58.5	7.1	70.4	62.9	7.4	72.2	64.7	7.5	74.0	66.4	7.5	75.0	67.4	7.6	79.8	71.9	7.8
30	1.6	1.3	0.2	9.0	8.1	0.9	19.5	17.3	2.1	32.7	28.3	4.4	43.9	37.6	6.2	61.0	50.8	10.1	71.9	59.8	12.1	82.6	69.6	13.0	93.2	79.5	13.7	102.9	88.5	14.4	106.2	91.6	14.6	109.1	94.3	14.7	111.7	96.7	15.0	122.0	106.4	15.6
25	2.1	1.5	0.6	10.8	8.6	2.1	23.6	17.8	5.8	39.8	29.3	10.4	52.6	38.0	14.6	71.0	48.0	22.9	85.6	57.7	27.8	95.6	65.6	30.0	109.4	77.4	32.0	121.1	87.9	33.1	126.0	92.5	33.5	130.4	96.4	33.9	135.6	101.1	34.4	159.8	123.2	36.5
20	1.3	0.8	0.5	11.2	8.6	2.6	29.0	20.4	8.6	47.6	31.6	16.0	64.8	40.3	24.5	85.5	49.9	35.6	102.7	58.8	43.9	118.8	69.2	49.5	138.3	83.3	55.0	158.3	100.8	57.4	166.9	108.6	58.3	174.6	115.7	58.8	187.1	123.8	63.2	246.3	173.5	72.7
15	1.5	0.8	0.6	12.2	8.4	3.8	27.1	15.9	11.1	40.3	21.7	18.5	51.0	26.3	24.6	62.6	28.8	33.8	77.0	33.5	43.4	95.4	42.2	53.1	112.3	50.5	61.7	133.7	67.7	65.9	145.2	78.1	67.0	155.5	87.6	67.9	170.4	101.2	69.2	241.0	147.4	93.6
10	1.8	1.0	0.8	16.5	9.6	6.9	32.4	15.7	16.7	47.0	21.7	25.2	56.2	24.8	31.4	66.7	26.6	40.0	77.2	28.6	48.5	92.5	34.3	58.2	113.6	42.3	71.2	142.9	63.2	79.7	162.9	80.9	82.0	182.7	99.1	83.6	215.6	127.6	87.9	288.0	166.9	121.0
05	1.9	1.0	0.9	14.4	7.2	7.2	23.9	10.4	13.4	35.8	13.7	22.1	41.8	15.2	26.5	50.7	16.6	34.0	57.4	17.4	40.0	64.8	18.6	46.1	78.6	21.7	56.9	104.4	34.1	70.3	125.6	50.7	74.9	149.2	70.6	78.5	186.6	97.5	89.0	237.5	112.7	124.8
77	3.4	0.9	2.4	24.3	8.4	15.9	41.2	11.6	29.6	58.4	14.3	44.1	69.0	15.6	53.4	83.6	16.6	66.9	97.2	17.7	79.5	110.3	18.8	91.4	128.1	20.7	107.4	167.7	32.6	135.0	199.6	50.7	148.9	229.7	68.6	161.1	276.0	86.5	189.4	318.8	94.1	224.6
95	1.1	0.1	0.9	9.2	1.6	7.6	17.9	2.4	15.4	26.6	3.3	23.2	33.0	4.0	29.0	40.2	4.2	35.9	46.9	4.4	42.4	52.7	4.7	48.0	61.5	5.4	56.0	88.6	10.6	77.9	111.2	17.6	93.6	136.2	27.5	108.7	162.9	33.3	129.6	178.4	35.4	142.9
90	1.3	0.1	1.2	10.0	1.2	8.8	21.4	2.4	19.0	32.8	3.5	29.3	40.2	3.8	36.4	49.9	4.0	45.8	56.1	4.2	51.9	61.8	4.4	57.4	69.6	4.7	64.8	94.1	7.3	86.7	115.7	9.4	106.3	140.0	13.1	126.8	158.7	15.2	143.4	169.0	15.9	153.0
85	1.4	0.0	1.4	7.1	0.4	6.7	15.0	0.8	14.2	23.8	1.2	22.6	29.9	1.4	28.5	35.5	1.6	33.8	41.3	1.8	39.4	45.6	2.0	43.6	50.9	2.2	48.6	66.4	3.2	63.1	78.7	4.0	74.7	94.2	5.2	89.0	103.3	5.8	97.4	106.5	6.1	100.4
80	1.3	0.0	1.2	9.4	0.5	8.9	20.5	0.8	19.7	34.4	1.1	33.3	40.4	1.3	39.1	45.9	1.4	44.4	52.1	1.6	50.4	55.8	1.8	54.0	60.5	1.9	58.5	73.3	2.7	70.6	83.3	3.4	79.8	94.8	4.1	90.6	101.0	4.6	96.4	104.8	5.0	99.7
75	1.3	0.1	1.2	8.8	0.3	8.5	16.8	0.5	16.3	26.3	0.7	25.5	30.5	0.8	29.6	36.4	1.0	35.4	39.5	1.0	38.4	42.3	1.1	41.1	44.8	1.3	43.4	53.9	1.6	52.3	60.1	1.9	58.1	66.7	2.5	64.2	70.3	2.7	67.5	71.9	2.8	69.0
70	1.2	0.0	1.2	8.9	0.3	8.6	16.8	0.4	16.3	26.1	0.8	25.3	30.5	1.0	29.5	34.9	1.1	33.8	38.4	1.4	37.0	40.7	1.5	39.1	42.6	1.6	41.0	50.6	1.8	48.8	56.1	2.0	54.0	60.8	2.3	58.4	63.2	2.5	60.7	64.6	2.6	62.0
65	1.5	0.0	1.4	7.9	0.2	7.7	15.4	0.3	15.0	22.0	0.6	21.4	24.7	0.7	24.0	28.4	0.8	27.6	30.8	0.8	30.0	32.4	0.8	31.6	34.0	0.8	33.1	38.7	0.9	37.7	41.2	1.0	40.1	43.6	1.1	42.4	45.4	1.2	44.2	46.2	1.2	45.0
60	2.3	0.0	2.3	13.3	0.2	13.0	20.4	0.3	20.0	28.3	0.5	27.8	31.2	0.6	30.6	33.9	0.7	33.1	35.5	0.8	34.7	36.8	0.8	35.9	38.1	0.8	37.3	41.9	0.9	41.0	43.9	1.0	42.8	45.9	1.2	44.6	46.9	1.3	45.6	47.4	1.4	46.0
55	1.9	0.0	1.9	8.5	0.0	8.4	13.3	0.1	13.1	18.5	0.2	18.2	20.5	0.3	20.1	22.7	0.3	22.3	23.8	0.4	23.4	25.6	0.4	25.2	27.0	0.4	26.6	30.4	0.4	30.0	31.2	0.4	30.8	32.7	0.4	32.3	33.6	0.4	33.1	33.9	0.5	33.4
50	2.7	0.0	2.6	11.6	0.2	11.3	17.4	0.3	17.1	22.9	0.5	22.3	25.2	0.5	24.6	28.2	0.6	27.5	30.0	1.0	29.0	31.2	1.0	30.1	32.7	1.1	31.6	36.0	1.1	34.8	37.4	1.2	36.1	39.2	1.3	37.9	40.9	1.3	39.5	41.3	1.4	39.9
45	1.4	0.0	1.4	5.4	0.0	5.4	8.4	0.1	8.3	11.4	0.2	11.2	12.6	0.2	12.3	14.3	0.2	14.1	14.9	0.2	14.7	15.4	0.2	15.2	16.0	0.2	15.7	17.3	0.2	17.0	18.2	0.2	17.9	19.2	0.2	18.9	20.2	0.2	19.9	20.4	0.2	20.1
40	0.8	0.0	0.7	5.6	0.0	5.5	9.4	0.2	9.2	13.2	0.2	12.9	14.5	0.3	14.1	16.4	0.3	16.0	17.3	0.3	17.0	18.3	0.3	17.9	19.0	0.3	18.6	20.0	0.3	19.6	21.3	0.3	20.9	22.2	0.4	21.8	22.8	0.4	22.4	22.9	0.4	22.5
35	0.7	0.0	0.7	3.9	0.0	3.9	6.8	0.0	6.7	8.8	0.1	8.7	9.5	0.1	9.4	10.3	0.1	10.2	10.7	0.1	10.5	11.2	0.1	11.1	11.7	0.1	11.6	12.5	0.1	12.4	13.2	0.1	13.1	13.9	0.1	13.7	14.3	0.1	14.2	14.6	0.1	14.4
30	1.2	0.0	1.2	5.9	0.0	5.9	8.0	0.0	8.0	10.7	0.0	10.6	11.8	0.0	11.7	12.7	0.0	12.6	13.3	0.1	13.1	13.7	0.1	13.5	14.1	0.1	14.0	15.4	0.1	15.2	16.0	0.1	15.9	16.7	0.1	16.6	16.8	0.1	16.7	17.1	0.1	16.9
25	1.1	0.0	1.1	4.3	0.0	4.2	6.5	0.1	6.4	7.9	0.1	7.8	8.4	0.1	8.3	8.8	0.1	8.6	9.4	0.1	9.2	9.8	0.1	9.6	9.9	0.1	9.7	10.8	0.1	10.6	11.1	0.1	11.0	11.5	0.1	11.4	11.6	0.1	11.4	11.7	0.1	11.5
20	0.8	0.0	0.7	4.5	0.0	4.5	6.9	0.0	6.9	7.8	0.0	7.7	8.2	0.0	8.1	8.6	0.0	8.5	9.2	0.0	9.1	9.4	0.0	9.4	9.9	0.0	9.8	11.1	0.0	11.0	11.5	0.0	11.5	11.7	0.0	11.7	11.7	0.0	11.7	11.8	0.0	11.7
15	0.4	0.0	0.3	2.3	0.0	2.2	3.2	0.0	3.1	4.0	0.0	4.0	4.5	0.0	4.4	5.2	0.0	5.1	5.5	0.0	5.4	5.6	0.0	5.5	5.8	0.0	5.8	6.9	0.1	6.8	7.0	0.1	6.9	7.1	0.1	7.0	7.1	0.1	7.0	7.2	0.1	7.1
10	1.9	0	1.9	3.6	0.0	3.6	4.9	0.0	4.9	5.8	0.0	5.8	6.4	0.0	6.4	7.0	0.0	7.0	7.2	0.0	7.1	7.3	0.0	7.3	7.8	0.0	7.8	8.5	0.0	8.5	8.7	0.0	8.6	9.0	0.0	9.0	9.0	0.0	9.0	9.1	0.0	9.0
05	0.8	0.0	0.8	1.9	0.0	1.9	2.4	0.0	2.4	3.0	0.0	3.0	3.1	0.0	3.0	3.5	0.0	3.5	3.7	0.0	3.6	4.0	0.0	4.0	4.4	0.0	4.4	4.8	0.0	4.8	4.9	0.0	4.9	5.1	0.0	5.1	5.1	0.0	5.1	5.1	0.0	5.1
76	0.7	0	0.7	3.6	0.0	3.5	4.5	0.0	4.5	5.4	0.0	5.3	6.0	0.0	6.0	6.4	0.0	6.3	6.6	0.0	6.5	6.9	0.0	6.8	7.2	0.0	7.1	7.8	0.1	7.7	8.2	0.1	8.1	8.5	0.1	8.4	8.5	0.1	8.4	8.6	0.1	8.4
95	0.1	0	0.1	1.6	0.0	1.6	2.3	0.0	2.3	2.6	0.0	2.6	3.1	0.0	3.1	3.4	0.0	3.4	3.6	0.0	3.6	3.8	0.0	3.8	3.9	0.0	3.9	4.5	0.0	4.5	4.6	0.0	4.6	4.7	0.0	4.6	4.7	0.0	4.7	4.7	0.0	4.7
90	0.1	0	0.1	0.9	0.0	0.9	1.5	0.0	1.4	1.6	0.0	1.6	2.0	0.0	2.0	2.0	0.0	2.0	2.2	0.0	2.1	2.5	0.0	2.5	2.6	0.0	2.6	3.3	0.0	3.3	3.3	0.0	3.3	3.6	0.0	3.5	3.6	0.0	3.6	3.7	0.0	3.6
85	0.0	0	0.0	0.3	0	0.3	0.6	0	0.6	0.9	0	0.9	1.0	0	1.0	1.1	0	1.1	1.5	0	1.5	2.0	0	2.0	2.0	0	2.0	2.2	0	2.2	2.4	0	2.4	2.6	0	2.6	2.6	0	2.6	2.6	0	2.6
80	0.2	0	0.2	2.5	0	2.5	2.8	0	2.8	3.4	0	3.4	3.6	0	3.6	3.7	0	3.7	3.9	0	3.9	4.4	0	4.4	4.4	0	4.4	4.8	0	4.8	5.0	0	5.0	5.0	0	5.0	5.0	0	5.0	5.0	0	5.0
75	0.1	0	0.1	0.9	0	0.9	1.2	0	1.2	2.0	0	2.0	2.0	0	2.0	2.1	0	2.1	2.2	0	2.2	2.3	0	2.3	2.3	0	2.3	2.4	0.0	2.4	2.7	0.0	2.7	2.7	0.0	2.7	2.7	0.0	2.7	2.7	0.0	2.7
70	0.0	0	0.0	0.4	0.0	0.4	1.4	0.0	1.4	2.1	0.0	2.1	2.2	0.0	2.2	2.3	0.0	2.3	2.4	0.0	2.4	2.5	0.0	2.5	2.5	0.0	2.5	2.8	0.0	2.8	3.0	0.0	3.0	3.0	0.0	3.0	3.0	0.0	3.0	3.0	0.0	3.0
65	0.1	0	0.1	0.4	0	0.4	1.1	0	1.1	1.7	0	1.7	1.8	0	1.8	2.1	0	2.1	2.2	0	2.2	2.2	0	2.2	2.2	0	2.2	2.6	0.0	2.6	2.7	0.0	2.7	2.7	0.0	2.7	2.7	0.0	2.7	2.7	0.0	2.7
60	0.1	0	0.1	0.6	0	0.6	1.0	0	1.0	1.3	0	1.3	1.7	0	1.7	2.0	0	2.0	2.1	0	2.1	2.1	0	2.1	2.1	0	2.1	2.3	0.0	2.3	2.4	0.0	2.4	2.4	0.0	2.4	2.4	0.0	2.4	2.4	0.0	2.4
55	0.1	0	0.1	0.5	0	0.5	0.6	0	0.6	0.7	0	0.7	1.1	0	1.1	1.1	0	1.1	1.2	0	1.2	1.2	0	1.2	1.2	0	1.2	1.5	0	1.5	1.6	0	1.6	1.6	0	1.6	1.6	0.0	1.6	1.6	0.0	1.6

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	7,699.61	open	43,021	7,700	3.4	7,671.5	15.3	7700	21.0	17.28	0.099	0.01800
T	10:00	7,713.88 +14.3	current	286,863	7,700	20.8	7,701.9	12.3	7715	19.3	16.94	-0.027	0.02050
T30	10:30	7,714.92 +1.0	current	287,607	7,720	17.8	7,707.1	16.9	7715	18.1	16.71	0.008	0.02280
E	11:00	7,711.33 -3.6	current	301,628	7,720	18.5	7,708.4	13.2	7710	17.5	16.63	0.055	0.02480
E30	11:30	7,724.35 +13.0	current	191,264	7,720	17.2	7,713.8	21.6	7725	16.3	16.32	0.017	0.02800
N	12:00	7,725.94 +1.6	current	244,415	7,720	20.6	7,717.0	23.0	7725	15.0	16.33	0.045	0.03210
N30	12:30	7,718.19 -7.8	current	184,375	7,720	17.1	7,715.1	25.0	7720	14.1	16.31	-0.011	0.03660
P1	13:00	7,717.97 -0.2	current	168,237	7,715	18.4	7,714.2	26.5	7720	12.9	16.24	-0.042	0.04340
P130	13:30	7,710.36 -7.6	current	193,927	7,710	21.0	7,712.9	26.7	7710	13.1	16.51	0.065	0.04660
P2	14:00	7,696.81 -13.5	current	306,930	7,700	39.6	7,699.9	29.7	7695	14.4	16.93	0.137	0.04680
P230	14:30	7,697.75 +0.9	current	205,024	7,700	31.9	7,698.6	36.9	7700	13.9	16.90	-0.086	0.05680
P3	15:00	7,700.28 +2.5	current	209,160	7,700	30.0	7,697.9	37.6	7700	14.8	16.93	0.068	0.06500
P330	15:30	7,706.87 +6.6	current	233,408	7,700	46.2	7,701.8	49.9	7705	15.9	16.66	0.232	0.08160
C	16:00 Close	7,720.39 +13.5	close	382,370	7,710	72.4	7,710.9	40.3	7720	29.7	16.47	-0.474	0.20740

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.