This video illustrates the evolution of daily state price density surfaces for each Wednesday between January 2004 and December 2011. The color indicates whether or not the S&P 500 increased (yellow) or declined (blue) relative to the previous week.
Ludwig, M. "Robust Estimation of Shape-Constrained State Price Density Surfaces" Journal of Derivatives, Spring 2015, Vol. 22, No. 3, pp. 56-72. Available at: http://dx.doi.org/10.3905/jod.2015.22.3.056