EOD ΔVol
Session 2026-10-30 · Exp 2026-10-30 · Spot 7,580.07 · Window 7465–7705 · Last slot C · Generated 2026-10-30 16:45:03 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 K7580 Δ32,633 vs wall K8000 away
-420pt · Put peak K7550 Δ20,702 vs wall K7500 away
+50pt · 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
2026-10-30SPX
O 7,631.07 · H 7,637.48 · L 7,527.56 · C 7,580.07
prior C 7,720.39 VIX
19.89
prior 17.20
Volume close · SPX:cboe_close · VIX:cboe_delayed
SPX VIX ATM Rolling
·
O
T
½
E
½
N
½
1
½
2
½
3
½
C
SPX
7,631.07
7,634.26
7,605.41
7,621.72
7,608.01
7,602.79
7,599.93
7,582.90
7,579.64
7,564.41
7,539.03
7,545.30
7,551.50
7,580.07
VIX
19.07
18.69
19.84
19.19
19.55
19.74
19.83
20.75
21.00
21.79
23.46
21.71
21.05
19.89
ATM
39.25
34.60
35.70
31.85
29.20
26.40
25.75
26.50
25.65
25.70
30.25
24.10
18.95
3.53
IV
23.6
21.6
23.5
21.9
21.2
20.4
21.2
23.7
25.1
28.3
38.4
37.7
40.8
67.1
Wk
39.25
34.60
35.70
31.85
29.20
26.40
25.75
26.50
25.65
25.70
30.25
24.10
18.95
143.85
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
05
0
0
0
10.6
10.5
0.0
3.5
3.5
0.0
1.5
1.5
0.0
0.6
0.6
0.0
0.5
0.5
0.0
0.4
0.4
0.0
0.3
0.3
0.0
0.4
0.4
0.0
0.7
0.7
0.0
7.1
7.0
0.0
0.9
0.9
0.0
0.7
0.7
0.0
0.0
0.0
0.0
77
0
0
0
14.2
12.9
1.3
7.4
6.7
0.6
6.4
5.3
1.1
2.2
1.9
0.2
1.4
1.3
0.0
1.2
1.1
0.0
1.1
1.0
0.0
1.1
1.0
0.0
1.2
1.1
0.0
8.1
8.0
0.0
1.9
1.8
0.0
1.2
0.9
0.3
0.2
0.1
0.0
95
0
0
0
4.5
4.4
0.1
3.3
3.3
0.0
2.8
2.7
0.0
0.9
0.8
0.0
0.6
0.6
0.0
0.3
0.3
0.0
0.4
0.4
0.0
0.2
0.2
0.0
0.7
0.7
0.0
0.6
0.6
0.0
0.4
0.4
0.0
0.5
0.4
0.0
0.1
0.1
0.0
90
0
0
0
5.9
5.4
0.4
4.5
4.3
0.1
3.6
3.4
0.1
1.6
1.6
0.0
1.3
1.3
0.0
1.1
1.0
0.0
0.9
0.8
0.0
0.6
0.5
0.0
0.5
0.5
0.0
0.7
0.7
0.0
0.4
0.4
0.0
0.7
0.7
0.0
0.4
0.2
0.2
85
0
0
0
4.6
4.0
0.6
4.7
4.5
0.1
3.8
3.7
0.0
1.9
1.8
0.0
0.8
0.8
0.0
1.1
1.1
0.0
1.1
1.1
0.0
0.4
0.4
0.0
0.6
0.6
0.0
1.1
1.1
0.0
0.5
0.5
0.0
0.4
0.4
0.0
0.7
0.6
0.0
80
0
0
0
7.8
7.2
0.5
9.1
8.8
0.3
5.4
5.3
0.1
2.3
2.2
0.0
1.9
1.8
0.0
0.8
0.7
0.1
1.4
1.4
0.0
0.6
0.5
0.0
0.6
0.6
0.0
0.7
0.6
0.1
0.9
0.8
0.0
0.4
0.4
0.0
0.5
0.4
0.0
75
0
0
0
5.6
5.2
0.3
7.5
7.2
0.3
5.7
5.5
0.1
2.6
2.5
0.0
1.7
1.7
0.0
2.0
2.0
0.0
1.6
1.5
0.0
0.5
0.4
0.0
0.8
0.7
0.0
0.7
0.7
0.0
0.4
0.3
0.0
0.6
0.5
0.1
0.6
0.4
0.1
70
1.4
1.1
0.2
6.1
5.6
0.5
9.6
9.2
0.3
8.2
8.0
0.1
3.5
3.3
0.2
2.6
2.5
0.1
1.6
1.6
0.0
1.9
1.9
0.0
2.6
1.0
1.5
0.9
0.9
0.0
0.7
0.7
0.0
0.8
0.7
0.1
1.0
1.0
0.0
0.5
0.4
0.0
65
0.9
0.8
0.1
4.6
4.1
0.4
6.4
6.2
0.1
4.6
4.5
0.1
3.1
2.8
0.2
2.5
2.4
0.0
1.8
1.7
0.0
1.8
1.8
0.0
0.8
0.8
0.0
0.6
0.6
0.0
0.5
0.5
0.0
0.5
0.4
0.0
0.3
0.2
0.0
0.4
0.2
0.1
60
1.3
1.1
0.2
5.7
4.8
0.8
10.9
10.4
0.5
8.2
7.8
0.4
5.7
5.3
0.3
3.4
3.1
0.2
2.5
2.5
0.0
2.8
2.7
0.0
1.3
1.2
0.0
1.4
1.3
0.0
1.6
1.6
0.0
0.9
0.8
0.0
0.7
0.7
0.0
0.9
0.5
0.4
55
1.0
0.8
0.1
3.9
3.4
0.4
6.1
5.6
0.5
6.6
6.1
0.4
3.8
3.6
0.1
3.6
3.4
0.1
2.7
2.6
0.0
2.3
2.2
0.0
1.0
1.0
0.0
1.6
1.6
0.0
1.2
1.1
0.0
0.7
0.7
0.0
0.4
0.4
0.0
0.6
0.5
0.0
50
2.3
1.5
0.8
9.7
7.3
2.4
13.4
10.8
2.5
13.1
11.5
1.5
8.5
7.8
0.7
5.8
5.3
0.4
8.2
6.2
1.9
7.9
6.8
1.0
2.3
2.2
0.1
3.0
2.3
0.6
2.2
1.9
0.2
1.6
1.3
0.2
1.9
1.1
0.8
1.7
1.3
0.4
45
1.1
0.7
0.4
4.8
3.4
1.4
7.1
5.7
1.4
6.6
5.8
0.7
3.9
3.4
0.4
4.1
3.8
0.3
3.2
2.9
0.2
4.4
4.2
0.1
2.0
1.9
0.1
2.1
1.8
0.2
1.5
1.3
0.1
1.1
1.0
0.1
1.1
1.0
0.0
1.1
1.1
0.0
40
1.6
0.8
0.8
7.4
4.7
2.6
9.6
7.2
2.4
9.7
8.2
1.5
5.6
4.9
0.6
5.3
4.9
0.4
6.3
5.8
0.5
6.2
5.9
0.3
2.5
2.3
0.1
2.7
2.5
0.2
2.2
2.0
0.1
1.3
1.2
0.1
1.4
0.9
0.5
2.0
1.8
0.1
35
1.6
0.7
0.9
7.2
4.4
2.7
9.5
6.7
2.7
7.3
5.6
1.7
4.0
3.1
0.8
3.9
3.3
0.6
4.0
3.5
0.4
6.0
5.4
0.6
2.8
2.5
0.2
2.9
2.7
0.1
2.0
1.6
0.3
1.0
0.8
0.1
0.8
0.7
0.0
1.2
1.1
0.1
30
2.1
0.9
1.2
13.4
8.0
5.4
14.6
9.2
5.3
10.3
7.9
2.4
7.0
5.4
1.5
5.9
4.8
1.0
5.3
4.8
0.5
7.1
6.2
0.9
3.7
3.3
0.4
3.2
2.8
0.4
2.9
2.7
0.2
1.5
1.4
0.0
1.6
1.4
0.1
1.3
1.1
0.2
25
3.2
0.6
2.5
13.8
5.4
8.4
13.8
6.8
6.9
12.9
8.7
4.2
7.4
4.6
2.8
6.2
4.5
1.6
5.8
4.9
0.9
7.1
6.0
1.0
4.8
4.5
0.3
4.9
4.3
0.6
3.7
3.1
0.6
1.7
1.6
0.1
1.6
1.4
0.2
1.8
1.6
0.2
20
2.0
0.2
1.7
9.8
2.8
6.9
13.9
5.7
8.2
15.9
8.7
7.1
10.2
5.3
4.8
7.1
5.2
1.8
5.9
4.7
1.1
7.7
6.4
1.3
5.2
4.7
0.4
7.5
7.1
0.3
5.2
4.6
0.6
3.3
2.9
0.3
2.7
2.3
0.4
5.0
4.7
0.3
15
1.1
0.1
1.0
6.5
1.4
5.0
11.4
4.2
7.2
11.0
5.2
5.7
10.8
4.8
5.9
6.2
4.0
2.1
5.6
4.4
1.2
7.7
6.4
1.3
3.8
3.3
0.4
5.9
5.5
0.4
3.1
2.9
0.2
2.0
1.6
0.3
2.1
1.7
0.3
3.6
3.0
0.6
10
1.0
0.0
0.9
5.0
1.1
3.9
16.0
4.9
11.0
13.3
6.6
6.6
11.5
3.9
7.6
9.4
4.9
4.4
7.3
5.1
2.1
10.3
7.8
2.4
5.3
4.6
0.6
7.7
6.9
0.8
5.8
4.9
0.8
3.1
2.8
0.3
3.0
2.1
0.9
6.1
5.2
0.8
05
1.0
0.1
0.9
3.9
0.5
3.3
13.2
3.0
10.2
9.9
3.6
6.2
7.3
1.9
5.4
10.2
4.3
5.8
7.3
4.3
3.0
9.6
6.5
3.0
4.8
3.7
1.0
6.2
5.3
0.9
5.8
5.4
0.4
3.4
3.1
0.3
2.6
2.3
0.2
8.4
7.6
0.8
76
3.0
0.2
2.8
10.0
0.7
9.2
22.4
3.7
18.6
16.8
4.0
12.7
12.7
2.3
10.4
18.7
8.3
10.4
17.3
9.0
8.3
21.4
13.7
7.6
13.1
10.1
3.0
14.6
11.0
3.5
13.4
11.4
1.9
11.1
10.0
1.0
9.6
8.3
1.2
20.9
18.2
2.7
95
2.3
0.0
2.3
5.5
0.1
5.3
10.9
1.3
9.5
6.7
1.1
5.6
5.4
0.5
4.8
10.0
2.6
7.3
14.2
5.2
9.0
12.9
6.1
6.8
6.5
4.4
2.1
7.8
5.8
2.0
9.3
6.0
3.2
5.1
4.5
0.6
6.0
5.6
0.3
17.3
15.3
2.0
90
2.4
0.0
2.4
7.3
0.6
6.7
13.7
1.1
12.6
9.3
1.1
8.1
5.5
0.3
5.1
9.5
1.5
7.9
16.1
3.8
12.2
13.6
5.0
8.6
10.0
6.4
3.6
10.0
7.5
2.5
11.9
7.4
4.4
6.3
5.8
0.5
8.9
8.0
0.8
27.5
23.4
4.1
85
1.4
0.0
1.4
8.1
0.0
8.0
10.4
0.7
9.6
5.8
0.4
5.3
4.5
0.2
4.3
6.1
1.0
5.1
9.2
1.0
8.1
14.3
4.4
9.8
12.1
6.6
5.5
11.0
6.8
4.1
11.8
5.8
5.9
9.3
7.6
1.7
9.8
9.1
0.7
35.0
27.7
7.3
80
2.1
0.0
2.0
11.7
0.1
11.6
13.4
0.4
13.0
7.9
0.4
7.5
7.2
0.3
6.9
8.2
0.6
7.5
9.0
1.2
7.7
15.9
3.6
12.3
18.4
7.8
10.5
18.9
10.3
8.5
17.1
8.8
8.2
15.1
12.6
2.4
16.3
15.0
1.3
50.1
32.6
17.4
75
1.7
0.0
1.6
6.5
0.0
6.5
10.1
0.3
9.8
6.9
0.1
6.7
4.9
0.1
4.8
6.2
0.5
5.7
7.4
0.7
6.7
13.5
1.8
11.6
16.1
4.1
11.9
19.7
8.6
11.1
12.7
8.4
4.2
16.0
13.9
2.0
17.8
15.8
1.9
43.6
24.2
19.4
70
1.4
0.0
1.3
5.0
0.1
4.9
11.6
0.4
11.2
6.9
0.2
6.7
5.6
0.2
5.4
6.4
0.2
6.1
7.2
0.3
6.8
11.4
0.9
10.4
10.5
1.5
8.9
20.7
7.1
13.5
14.7
9.6
5.1
13.6
11.7
1.8
20.7
18.5
2.1
41.8
21.4
20.3
65
1.1
0.0
1.1
4.1
0.0
4.1
9.1
0.0
9.0
5.2
0.1
5.1
2.9
0.1
2.7
4.6
0.1
4.5
5.6
0.2
5.3
8.8
0.5
8.3
9.0
1.2
7.8
16.9
4.4
12.4
15.3
8.6
6.6
13.0
10.4
2.5
18.6
15.5
3.0
29.0
15.9
13.0
60
1.3
0.0
1.3
4.3
0.1
4.2
8.2
0.0
8.1
4.7
0.0
4.6
3.3
0.1
3.2
5.1
0.1
4.9
4.6
0.2
4.3
9.5
0.4
9.1
8.6
0.8
7.7
14.9
2.9
11.9
21.2
9.8
11.4
14.3
10.9
3.4
27.6
21.9
5.6
33.9
16.4
17.5
55
1.3
0
1.3
4.3
0.1
4.2
6.7
0.0
6.6
3.0
0.0
2.9
2.1
0.0
2.1
3.4
0.1
3.3
4.2
0.1
4.0
7.6
0.2
7.3
6.4
0.2
6.2
10.7
1.0
9.6
19.8
6.6
13.2
11.6
8.5
3.1
27.8
16.5
11.3
25.9
11.5
14.4
50
1.6
0.0
1.6
7.0
0.2
6.8
14.0
0.2
13.7
7.1
0.0
7.0
4.1
0.0
4.0
6.2
0.2
6.0
8.1
0.5
7.6
10.7
0.5
10.1
9.1
0.8
8.2
16.3
1.3
14.9
31.1
7.7
23.4
21.9
14.3
7.6
31.5
17.1
14.4
31.3
10.6
20.7
45
1.2
0
1.2
4.6
0.0
4.6
5.6
0.0
5.5
2.3
0.0
2.2
1.2
0.0
1.2
3.0
0.0
3.0
2.7
0.1
2.5
7.0
0.1
6.8
5.8
0.1
5.6
8.4
0.4
8.0
20.4
5.2
15.1
18.2
11.6
6.5
19.5
8.8
10.6
20.0
5.0
15.0
40
1.0
0.0
1.0
3.7
0.0
3.7
6.7
0.0
6.6
2.7
0.0
2.6
1.2
0.0
1.2
2.1
0.0
2.1
2.6
0.0
2.5
5.6
0.1
5.5
11.4
0.2
11.1
9.9
0.5
9.3
23.2
3.4
19.8
27.3
11.8
15.4
22.1
5.5
16.5
19.5
1.7
17.7
35
1.2
0.0
1.2
2.3
0.0
2.3
4.0
0.0
3.9
2.2
0.0
2.1
1.0
0.0
1.0
1.7
0.0
1.6
1.6
0.0
1.6
3.5
0.0
3.4
3.9
0.2
3.7
5.6
0.2
5.3
15.6
1.5
14.1
23.2
6.6
16.6
14.3
2.6
11.7
14.0
1.2
12.8
30
1.3
0.0
1.3
2.8
0.0
2.7
5.8
0.0
5.8
3.0
0.0
2.9
0.8
0.0
0.8
1.6
0.0
1.6
2.3
0.0
2.2
5.5
0.0
5.5
4.0
0.2
3.8
6.2
0.1
6.0
15.3
1.1
14.1
24.9
5.5
19.4
17.2
2.0
15.1
17.1
1.1
15.9
25
0.7
0
0.7
2.5
0
2.5
5.7
0.0
5.7
2.0
0.0
2.0
1.0
0
1.0
1.1
0.0
1.1
1.3
0.0
1.3
3.3
0.0
3.2
19.1
0.1
18.9
7.5
0.3
7.2
16.7
0.8
15.9
19.3
2.9
16.4
13.8
1.1
12.6
8.6
0.4
8.1
20
0.6
0.0
0.6
2.3
0.0
2.2
3.6
0.0
3.6
1.8
0.0
1.7
0.4
0.0
0.4
0.9
0.0
0.9
1.3
0.0
1.3
4.6
0.0
4.6
13.0
0.1
12.9
16.0
0.1
15.8
11.7
0.4
11.2
16.0
1.4
14.6
15.1
0.7
14.4
8.5
0.2
8.3
15
0.4
0
0.4
0.7
0.0
0.7
1.8
0.0
1.8
1.0
0.0
1.0
0.2
0.0
0.2
0.4
0.0
0.4
0.4
0.0
0.4
1.8
0.0
1.8
6.3
0.0
6.3
5.8
0.0
5.7
13.2
0.1
13.0
11.7
0.6
11.1
13.3
0.2
13.0
4.3
0.0
4.3
10
0.4
0.0
0.4
1.4
0.0
1.4
5.1
0.0
5.1
1.0
0.0
1.0
0.2
0.0
0.2
0.5
0.0
0.5
0.3
0
0.3
2.5
0.0
2.4
2.4
0.0
2.4
2.9
0.0
2.9
9.9
0.2
9.7
12.5
0.6
11.8
8.2
0.3
7.8
4.9
0.2
4.7
05
0.2
0.0
0.2
0.6
0.0
0.6
1.3
0.0
1.3
0.7
0
0.7
0.4
0
0.4
0.3
0.0
0.3
0.4
0.0
0.4
1.8
0.0
1.8
1.5
0.0
1.5
1.6
0.0
1.6
6.8
0.1
6.6
10.4
0.4
9.9
5.4
0.2
5.1
2.2
0.0
2.1
75
1.2
0.0
1.2
2.1
0.0
2.1
4.4
0.0
4.4
3.0
0.0
3.0
1.7
0.0
1.7
1.8
0.0
1.8
2.4
0
2.4
1.7
0.0
1.7
3.3
0.0
3.3
17.3
0.0
17.2
40.8
0.4
40.4
26.3
0.9
25.4
10.9
0.6
10.3
4.0
0.3
3.7
95
0.1
0
0.1
0.3
0.0
0.3
0.5
0
0.5
0.4
0.0
0.4
0.1
0
0.1
0.2
0
0.2
0.1
0.0
0.1
0.9
0.0
0.9
0.8
0.0
0.8
1.0
0
1.0
6.4
0.0
6.3
6.9
0.3
6.6
3.0
0.0
2.9
0.9
0.0
0.9
90
0.6
0
0.6
0.7
0
0.7
0.7
0.0
0.7
0.2
0.0
0.2
0.3
0.0
0.3
0.1
0
0.1
0.0
0.0
0.0
0.7
0
0.7
0.7
0
0.7
0.9
0.0
0.9
5.5
0.0
5.4
6.8
0.2
6.6
2.5
0.0
2.4
1.2
0.0
1.1
85
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
3.3
0.0
3.3
4.8
0.1
4.7
1.2
0.0
1.2
0.4
0.0
0.4
80
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
3.8
0.0
3.7
5.0
0.0
4.9
1.2
0.1
1.1
1.0
0.0
1.0
75
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
23.4
0.0
23.4
8.6
0.0
8.5
1.7
0.0
1.7
0.4
0.0
0.4
70
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
3.3
0.0
3.3
3.0
0.0
3.0
0.8
0.0
0.8
0.3
0.0
0.3
65
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
1.8
0.0
1.8
1.8
0.0
1.8
0.4
0.0
0.4
0.2
0.0
0.2
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
05
0
0
0
11.8
11.6
0.1
15.3
15.1
0.1
16.9
16.7
0.1
17.5
17.3
0.2
18.1
17.8
0.2
18.5
18.3
0.2
18.9
18.6
0.2
19.3
19.0
0.2
20.0
19.8
0.2
27.1
26.9
0.2
28.1
27.8
0.3
28.8
28.5
0.3
28.8
28.5
0.3
77
0
0
0
16.7
14.9
1.8
24.1
21.6
2.5
30.6
26.9
3.6
32.8
28.9
3.9
34.2
30.2
4.0
35.4
31.4
4.0
36.5
32.4
4.1
37.6
33.4
4.2
38.9
34.6
4.3
47.0
42.6
4.4
48.9
44.5
4.4
50.2
45.4
4.7
50.4
45.5
4.8
95
0
0
0
5.5
5.3
0.2
8.9
8.6
0.2
11.7
11.4
0.3
12.7
12.2
0.4
13.3
12.9
0.4
13.7
13.2
0.4
14.1
13.6
0.4
14.4
13.9
0.4
15.1
14.6
0.5
15.8
15.2
0.5
16.2
15.6
0.5
16.7
16.1
0.5
16.9
16.2
0.6
90
0
0
0
7.1
6.6
0.5
11.6
11.0
0.6
15.3
14.4
0.8
17.0
16.0
0.9
18.3
17.4
0.9
19.5
18.4
1.0
20.4
19.3
1.1
21.0
19.9
1.1
21.5
20.4
1.1
22.3
21.1
1.1
22.7
21.6
1.1
23.5
22.3
1.1
23.9
22.5
1.4
85
0
0
0
5.7
5.0
0.7
10.5
9.6
0.9
14.3
13.4
0.9
16.2
15.2
0.9
17.1
16.1
1.0
18.3
17.3
1.0
19.4
18.4
1.0
19.9
18.8
1.0
20.5
19.5
1.0
21.7
20.6
1.0
22.3
21.2
1.1
22.7
21.6
1.1
23.4
22.3
1.1
80
0
0
0
9.2
8.4
0.8
18.4
17.2
1.1
23.9
22.5
1.3
26.2
24.8
1.3
28.1
26.6
1.4
29.0
27.4
1.5
30.4
28.8
1.6
31.0
29.4
1.6
31.7
30.0
1.6
32.5
30.6
1.8
33.4
31.5
1.8
33.9
32.0
1.9
34.5
32.5
1.9
75
0
0
0
7.2
6.6
0.6
14.8
13.8
1.0
20.5
19.4
1.1
23.1
21.9
1.2
24.9
23.6
1.2
27.0
25.7
1.3
28.7
27.3
1.3
29.2
27.8
1.4
30.0
28.6
1.4
30.8
29.3
1.4
31.2
29.7
1.5
31.9
30.2
1.6
32.5
30.7
1.8
70
1.4
1.1
0.2
7.5
6.7
0.8
17.1
15.9
1.2
25.3
23.9
1.3
28.9
27.3
1.6
31.6
29.9
1.7
33.3
31.5
1.7
35.2
33.4
1.8
37.8
34.4
3.4
38.8
35.4
3.4
39.6
36.1
3.4
40.5
36.9
3.6
41.6
38.0
3.6
42.1
38.5
3.6
65
0.9
0.8
0.1
5.6
5.0
0.6
12.1
11.3
0.8
16.7
15.8
0.9
19.9
18.7
1.1
22.4
21.1
1.2
24.2
22.9
1.2
26.1
24.8
1.3
26.9
25.6
1.3
27.6
26.2
1.3
28.1
26.7
1.4
28.7
27.2
1.4
29.0
27.5
1.5
29.4
27.7
1.6
60
1.3
1.1
0.2
7.1
6.0
1.0
18.0
16.4
1.6
26.3
24.2
2.1
32.0
29.6
2.4
35.5
32.7
2.7
38.0
35.3
2.7
40.9
38.0
2.8
42.2
39.2
2.9
43.6
40.6
2.9
45.3
42.2
3.0
46.2
43.1
3.1
47.0
43.8
3.1
47.9
44.3
3.5
55
1.0
0.8
0.1
5.0
4.3
0.6
11.1
9.9
1.2
17.8
16.0
1.7
21.6
19.7
1.8
25.3
23.2
2.0
28.0
25.9
2.0
30.3
28.2
2.1
31.4
29.2
2.2
33.1
30.8
2.2
34.4
32.0
2.3
35.1
32.7
2.4
35.6
33.1
2.4
36.2
33.7
2.4
50
2.3
1.5
0.8
12.1
8.9
3.2
25.5
19.7
5.8
38.6
31.2
7.3
47.2
39.1
8.1
53.0
44.4
8.5
61.2
50.7
10.5
69.2
57.6
11.5
71.5
59.8
11.7
74.6
62.2
12.4
76.8
64.1
12.7
78.5
65.5
12.9
80.5
66.6
13.8
82.2
68.0
14.2
45
1.1
0.7
0.4
6.0
4.1
1.8
13.1
9.9
3.2
19.7
15.7
4.0
23.7
19.1
4.5
27.8
23.0
4.8
31.0
25.9
5.1
35.4
30.1
5.2
37.5
32.1
5.4
39.6
34.0
5.6
41.2
35.3
5.8
42.3
36.4
5.9
43.4
37.4
6.0
44.6
38.6
6.0
40
1.6
0.8
0.8
9.0
5.6
3.4
18.6
12.8
5.8
28.4
21.0
7.3
34.0
26.0
8.0
39.4
30.9
8.4
45.7
36.7
9.0
52.0
42.6
9.3
54.6
45.0
9.5
57.3
47.5
9.8
59.5
49.6
9.9
60.9
50.8
10.1
62.4
51.7
10.6
64.4
53.6
10.8
35
1.6
0.7
0.9
8.8
5.1
3.6
18.4
11.9
6.4
25.7
17.5
8.1
29.8
20.7
9.0
33.8
24.1
9.7
37.8
27.6
10.1
43.8
33.1
10.7
46.6
35.7
10.9
49.6
38.4
11.1
51.6
40.0
11.5
52.6
40.9
11.6
53.4
41.7
11.7
54.7
42.8
11.9
30
2.1
0.9
1.2
15.6
8.9
6.7
30.3
18.2
12.0
40.7
26.1
14.5
47.8
31.6
16.1
53.7
36.5
17.1
59.0
41.3
17.6
66.2
47.5
18.6
69.9
50.9
19.0
73.2
53.7
19.5
76.2
56.4
19.7
77.7
57.9
19.8
79.4
59.4
20.0
80.7
60.5
20.2
25
3.2
0.6
2.5
17.0
6.0
10.9
30.8
12.9
17.9
43.8
21.6
22.1
51.3
26.2
25.0
57.5
30.8
26.6
63.4
35.8
27.6
70.5
41.8
28.7
75.4
46.4
29.0
80.4
50.8
29.6
84.2
53.9
30.2
86.0
55.5
30.4
87.6
57.0
30.6
89.5
58.6
30.9
20
2.0
0.2
1.7
11.8
3.1
8.6
25.7
8.8
16.8
41.7
17.6
24.0
51.9
23.0
28.9
59.0
28.2
30.8
65.0
33.0
31.9
72.7
39.4
33.2
78.0
44.2
33.7
85.5
51.4
34.1
90.8
56.0
34.7
94.1
59.0
35.1
96.9
61.3
35.6
102.0
66.0
35.9
15
1.1
0.1
1.0
7.7
1.6
6.0
19.1
5.8
13.2
30.1
11.1
19.0
41.0
16.0
25.0
47.2
20.0
27.1
52.9
24.5
28.4
60.7
31.0
29.7
64.5
34.3
30.1
70.5
39.9
30.5
73.7
42.8
30.8
75.7
44.5
31.1
77.8
46.3
31.4
81.4
49.3
32.0
10
1.0
0.0
0.9
6.1
1.2
4.9
22.2
6.2
15.9
35.5
12.8
22.6
47.1
16.7
30.3
56.5
21.7
34.7
63.8
26.8
36.9
74.1
34.7
39.4
79.5
39.3
40.1
87.3
46.3
40.9
93.1
51.2
41.8
96.2
54.0
42.2
99.3
56.2
43.1
105.5
61.5
43.9
05
1.0
0.1
0.9
4.9
0.6
4.3
18.1
3.6
14.5
28.0
7.3
20.7
35.4
9.2
26.2
45.6
13.6
32.0
53.0
17.9
35.0
62.6
24.5
38.1
67.5
28.3
39.2
73.7
33.6
40.1
79.6
39.0
40.5
83.1
42.2
40.9
85.7
44.5
41.1
94.1
52.2
41.9
76
3.0
0.2
2.8
13.1
0.9
12.1
35.5
4.7
30.7
52.3
8.7
43.5
65.1
11.1
54.0
83.9
19.4
64.4
101.2
28.4
72.7
122.7
42.2
80.4
135.8
52.4
83.4
150.5
63.4
87.0
163.9
74.8
89.0
175.1
84.9
90.1
184.7
93.3
91.4
205.7
111.6
94.1
95
2.3
0.0
2.3
7.9
0.2
7.6
18.8
1.5
17.2
25.5
2.6
22.8
30.9
3.2
27.6
40.9
5.9
35.0
55.2
11.1
44.1
68.1
17.2
50.9
74.7
21.6
53.0
82.5
27.5
55.0
91.8
33.5
58.3
97.0
38.1
58.9
103.1
43.8
59.3
120.5
59.1
61.3
90
2.4
0.0
2.4
9.8
0.6
9.1
23.6
1.8
21.8
32.9
2.9
29.9
38.4
3.2
35.1
47.9
4.8
43.1
64.1
8.6
55.4
77.7
13.7
64.0
87.8
20.1
67.7
97.8
27.6
70.2
109.8
35.1
74.6
116.1
40.9
75.1
125.0
49.0
76.0
152.6
72.5
80.1
85
1.4
0.0
1.4
9.6
0.1
9.5
20.1
0.8
19.2
25.9
1.3
24.6
30.5
1.6
28.9
36.6
2.6
34.0
45.9
3.7
42.1
60.2
8.2
52.0
72.4
14.8
57.6
83.4
21.6
61.8
95.3
27.5
67.7
104.7
35.2
69.5
114.6
44.3
70.2
149.6
72.0
77.6
80
2.1
0.0
2.0
13.8
0.1
13.7
27.3
0.6
26.7
35.3
1.0
34.2
42.6
1.4
41.2
50.8
2.1
48.7
59.8
3.3
56.5
75.8
6.9
68.8
94.2
14.8
79.4
113.2
25.2
87.9
130.3
34.1
96.2
145.4
46.7
98.6
161.8
61.7
100.0
211.9
94.4
117.4
75
1.7
0.0
1.6
8.2
0.1
8.1
18.4
0.4
17.9
25.3
0.6
24.7
30.3
0.8
29.5
36.5
1.3
35.2
43.9
2.0
41.9
57.5
3.9
53.5
73.6
8.1
65.5
93.4
16.7
76.7
106.2
25.2
80.9
122.2
39.2
83.0
140.0
55.0
85.0
183.6
79.2
104.4
70
1.4
0.0
1.3
6.4
0.1
6.2
18.1
0.6
17.5
25.1
0.8
24.2
30.7
1.0
29.6
37.1
1.3
35.8
44.3
1.6
42.7
55.8
2.6
53.1
66.3
4.2
62.1
87.0
11.3
75.7
101.8
21.0
80.8
115.4
32.7
82.6
136.1
51.3
84.8
177.9
72.8
105.1
65
1.1
0.0
1.1
5.3
0.0
5.2
14.4
0.1
14.3
19.7
0.2
19.4
22.6
0.3
22.2
27.2
0.4
26.7
32.9
0.7
32.1
41.7
1.2
40.4
50.7
2.5
48.2
67.7
6.9
60.7
83.0
15.6
67.4
96.0
26.1
69.9
114.7
41.6
73.0
143.7
57.5
86.1
60
1.3
0.0
1.3
5.7
0.1
5.6
13.9
0.2
13.7
18.6
0.2
18.3
22.0
0.4
21.6
27.1
0.6
26.5
31.8
0.8
30.9
41.4
1.3
40.1
50.0
2.1
47.8
64.9
5.1
59.8
86.2
14.9
71.2
100.5
25.8
74.6
128.1
47.8
80.3
162.1
64.2
97.8
55
1.3
0
1.3
5.6
0.1
5.5
12.4
0.2
12.2
15.4
0.2
15.1
17.6
0.2
17.3
21.0
0.3
20.6
25.3
0.5
24.7
33.0
0.8
32.1
39.4
1.1
38.3
50.2
2.2
48.0
70.1
8.8
61.2
81.7
17.3
64.4
109.6
33.8
75.7
135.6
45.3
90.2
50
1.6
0.0
1.6
8.7
0.3
8.4
22.8
0.6
22.1
29.9
0.7
29.2
34.1
0.7
33.3
40.3
0.9
39.4
48.5
1.5
47.0
59.3
2.1
57.2
68.4
3.0
65.4
84.8
4.3
80.4
115.9
12.0
103.9
137.9
26.3
111.5
169.4
43.4
125.9
200.8
54.1
146.6
45
1.2
0
1.2
5.8
0.0
5.8
11.5
0.0
11.4
13.8
0.1
13.7
15.0
0.1
14.9
18.1
0.2
17.9
20.9
0.4
20.5
27.9
0.5
27.3
33.7
0.7
33.0
42.2
1.1
41.0
62.6
6.4
56.1
80.8
18.1
62.7
100.4
27.0
73.4
120.4
32.0
88.4
40
1.0
0.0
1.0
4.8
0.0
4.8
11.5
0.0
11.4
14.2
0.1
14.1
15.5
0.1
15.3
17.6
0.1
17.4
20.2
0.2
20.0
25.9
0.3
25.5
37.4
0.6
36.7
47.4
1.2
46.1
70.6
4.6
65.9
97.9
16.5
81.4
120.0
22.1
97.9
139.5
23.8
115.6
35
1.2
0.0
1.2
3.6
0.0
3.5
7.6
0.1
7.5
9.8
0.1
9.6
10.8
0.1
10.7
12.5
0.1
12.4
14.2
0.1
14.0
17.7
0.2
17.4
21.7
0.4
21.2
27.3
0.7
26.5
43.0
2.2
40.7
66.2
8.8
57.3
80.6
11.5
69.1
94.6
12.7
81.9
30
1.3
0.0
1.3
4.1
0.0
4.1
10.0
0.1
9.9
13.0
0.1
12.9
13.9
0.1
13.7
15.5
0.1
15.3
17.9
0.2
17.6
23.5
0.3
23.2
27.5
0.5
27.0
33.8
0.7
33.0
49.1
1.9
47.2
74.1
7.4
66.7
91.3
9.4
81.8
108.4
10.6
97.7
25
0.7
0
0.7
3.3
0
3.3
9.0
0.0
9.0
11.1
0.0
11.0
12.1
0.0
12.1
13.3
0.0
13.2
14.6
0.0
14.6
17.9
0.1
17.8
37.1
0.2
36.8
44.7
0.5
44.1
61.4
1.4
60.0
80.8
4.3
76.4
94.6
5.5
89.1
103.3
5.9
97.3
20
0.6
0.0
0.6
2.9
0.0
2.9
6.6
0.0
6.6
8.4
0.0
8.4
8.9
0.0
8.8
9.8
0.0
9.7
11.2
0.1
11.0
15.9
0.1
15.7
29.0
0.2
28.7
45.0
0.4
44.6
56.8
0.9
55.8
72.8
2.3
70.5
88.0
3.0
84.9
96.5
3.2
93.3
15
0.4
0
0.4
1.1
0.0
1.1
3.0
0.0
3.0
4.0
0.0
4.0
4.2
0.0
4.2
4.6
0.0
4.6
5.1
0.0
5.1
6.9
0.0
6.9
13.3
0.0
13.2
19.1
0.0
19.0
32.4
0.2
32.1
44.1
0.9
43.2
57.5
1.1
56.3
61.9
1.2
60.7
10
0.4
0.0
0.4
1.8
0.0
1.8
7.0
0.0
7.0
8.0
0.0
8.0
8.3
0.0
8.3
8.8
0.0
8.8
9.2
0.0
9.2
11.7
0.0
11.7
14.2
0.0
14.2
17.2
0.0
17.1
27.2
0.3
26.9
39.7
1.0
38.7
48.0
1.3
46.6
52.9
1.5
51.3
05
0.2
0.0
0.2
0.9
0.0
0.8
2.2
0.0
2.1
3.0
0.0
2.9
3.4
0.0
3.4
3.8
0.0
3.7
4.3
0.0
4.2
6.2
0.0
6.1
7.7
0.0
7.6
9.3
0.0
9.2
16.2
0.2
15.9
26.6
0.6
25.9
32.0
0.9
31.1
34.3
0.9
33.3
75
1.2
0.0
1.2
3.4
0.0
3.4
7.8
0.0
7.8
10.9
0.0
10.9
12.7
0.0
12.7
14.5
0.0
14.5
17.0
0.0
17.0
18.8
0.0
18.7
22.2
0.0
22.1
39.5
0.1
39.3
80.3
0.5
79.7
106.7
1.5
105.1
117.7
2.1
115.5
121.7
2.4
119.2
95
0.1
0
0.1
0.4
0.0
0.4
1.0
0.0
1.0
1.4
0.0
1.4
1.6
0.0
1.6
1.9
0.0
1.9
2.0
0.0
2.0
2.9
0.0
2.9
3.8
0.0
3.7
4.8
0.0
4.8
11.3
0.0
11.2
18.3
0.3
17.9
21.3
0.4
20.9
22.3
0.4
21.9
90
0.6
0
0.6
1.4
0
1.4
2.1
0.0
2.1
2.4
0.0
2.4
2.7
0.0
2.7
2.9
0.0
2.9
3.0
0.0
3.0
3.7
0.0
3.7
4.4
0.0
4.4
5.4
0.0
5.3
10.9
0.0
10.8
17.8
0.3
17.5
20.3
0.3
19.9
21.5
0.3
21.1
85
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
7.4
0.0
7.3
12.3
0.2
12.1
13.5
0.2
13.3
14.0
0.2
13.7
80
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
8.7
0.1
8.6
13.7
0.1
13.6
15.0
0.2
14.7
16.1
0.2
15.8
75
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
29.2
0.0
29.1
37.8
0.0
37.7
39.5
0.0
39.4
40.0
0.0
39.9
70
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
5.8
0.0
5.8
8.9
0.0
8.8
9.7
0.0
9.7
10.1
0.0
10.0
65
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
4.5
0.0
4.5
6.4
0.0
6.4
6.8
0.0
6.8
7.1
0.0
7.0
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
7,631.07
open
52,102
7,625
3.2
7,593.6
13.6
7630
23.6
19.07
-0.036
0.01640
T
10:00
7,634.26 +3.2
current
255,006
7,700
14.2
7,620.3
11.0
7635
21.6
18.69
-0.001
0.01840
T30
10:30
7,605.41 -28.9
current
373,328
7,600
22.4
7,606.7
13.8
7605
23.5
19.84
0.004
0.01780
E
11:00
7,621.72 +16.3
current
269,296
7,600
16.8
7,615.0
14.9
7620
21.9
19.19
0.020
0.02000
E30
11:30
7,608.01 -13.7
current
173,368
7,600
12.7
7,612.4
17.2
7610
21.2
19.55
-0.011
0.02180
N
12:00
7,602.79 -5.2
current
184,470
7,600
18.7
7,602.3
20.8
7605
20.4
19.74
-0.024
0.02400
N30
12:30
7,599.93 -2.9
current
194,833
7,600
17.3
7,598.0
20.0
7600
21.2
19.83
0.012
0.02480
P1
13:00
7,582.90 -17.0
current
270,250
7,600
21.4
7,589.5
16.3
7585
23.7
20.75
-0.034
0.02400
P130
13:30
7,579.64 -3.3
current
240,713
7,525
19.1
7,572.4
19.4
7580
25.1
21.00
0.021
0.02480
P2
14:00
7,564.41 -15.2
current
302,503
7,570
20.7
7,570.1
17.4
7565
28.3
21.79
0.024
0.02460
P230
14:30
7,539.03 -25.4
current
459,240
7,500
40.8
7,552.8
12.9
7540
38.4
23.46
0.025
0.02100
P3
15:00
7,545.30 +6.3
current
394,665
7,540
27.3
7,545.3
17.1
7545
37.7
21.71
0.070
0.02600
P330
15:30
7,551.50 +6.2
current
373,125
7,550
31.5
7,555.1
21.2
7550
40.8
21.05
0.085
0.03390
C
16:00 Close
7,580.07 +28.6
close
503,201
7,580
50.1
7,568.1
22.4
7585
67.1
19.89
-0.553
0.16450
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.