# Session record for 2026-09-15 Source: SquawkFlow URL: https://squawkflow.com/session Type: Resolved record of one closed trading session Symbol: SPX Session date: 2026-09-15 Levels computed: 2026-09-15 Open interest settled: 2026-09-14 Retrieved: 2026-09-15 14:35 ET ## The close SPX was last recorded at 7,589.39 at 14:15 ET on 2026-09-15. The session had not closed when this record was built. The close was 34.21 points below the morning gamma flip at 7,623.60. The put wall at 7,500.00 was untouched; the closest approach was 72.69 points. This figure is the last capture on file at 14:15 ET. The session had not closed when this record was built, so there is no close to state yet. | Measure | Value | | --- | --- | | Last recorded | 7,589.39 | | Change, points | -30.59 | | Change, percent | -0.40% | | Session high | 7,617.26 | | Session low | 7,572.69 | ## The morning levels against the session Levels published for the 2026-09-15 session, computed from open interest settled 2026-09-14. They are a settlement figure for the session, not a reading taken during it. The call wall, the put wall and the gamma flip are computed once in the morning from open interest that settled on an earlier date. They are dated readings, not a continuous feed, and they do not update through the session. Morning gamma flip 7,623.60, regime negative. | Level | Morning value | Verdict | Closest approach, points | Side at open | | --- | --- | --- | --- | --- | | Call wall | 7,800.00 | Untouched | 182.74 | above this level | | Put wall | 7,500.00 | Untouched | 72.69 | below this level | | Gamma flip | 7,623.60 | Approached | 6.34 | above this level | - Call wall at 7,800.00 was untouched. The closest approach on file was 182.74 points. - Put wall at 7,500.00 was untouched. The closest approach on file was 72.69 points. - Gamma flip at 7,623.60 was approached but not touched, inside the 54.2 basis points approach band. The closest approach on file was 6.34 points. A level counts as approached when a capture came within 54.2 basis points of it. Verdicts are measured from the 10 30-minute snapshots captured so far. The session was still open when this record was built, so the verdicts cover the part of it that has been captured and no more. Sampled on a 30-minute grid; an intra-sample touch is invisible to this rule. The morning gamma flip moved +4.67 points against the 2026-09-14 session, on open interest settled 2026-09-14 rather than 2026-09-11. ## What this record is measured from The session was still open when this record was built, so it covers the part of the session captured so far and fills in as the session runs. 10 snapshots so far, 09:30 to 14:00 ET. The session was still open when this record was built. The captures on file run from 09:30 to 14:00 ET. 2 scheduled polls failed during the session and returned no capture. Sampled on a 30-minute grid; an intra-sample touch is invisible to this rule. Session high and low are the vendor's accumulated extremes for the session, not a 30-minute sample, so they carry no sampling caveat. Session high 7,617.26, low 7,572.69, range 44.57. The call wall, the put wall and the gamma flip are computed once in the morning from open interest that settled on an earlier date. They are dated readings, not a continuous feed, and they do not update through the session. This record was written at 2026-09-15T18:19:17+00:00. ## Event log, secondary detail The log below is secondary detail. It is one line per capture on the 30-minute grid, kept so a reading above can be traced back to the captures it came from. Event rows carry the gamma model's reference price for each 30-minute snapshot. It is not the vendor's session close and the two can differ by a few points. This log holds 8 entries from the snapshots captured so far. The session was still open when this record was built, so the log ends where the captures do. | Time ET | Type | Spot | Read | | --- | --- | --- | --- | | 09:30 | REGIME | 7,619.98 | Session opened in negative gamma, a change from positive gamma the prior session, with the flip at 7,623.6 (3.6 above spot). Dealer hedging amplifies moves. | | 09:30 | RELOCATION | 7,619.98 | Call wall relocated 200 lower to 7,800 from 8,000; resistance now sits 180 overhead. | | 09:30 | RELOCATION | 7,619.98 | Zero-gamma flip relocated 4.7 higher to 7,623.6 from 7,618.9, the line between dampened and amplified hedging moved with it. | | 10:00 | QUIET | 7,612.72 | No structural change: spot -7.3 to 7,612.7. | | 10:30 | RELOCATION | 7,591.32 | 0DTE gamma magnet relocated 50 lower to 7,600 from 7,650; the heaviest same-day gamma strike now sits 8.7 above spot. | | 10:30 | TEST | 7,591.32 | Spot pressed the 0DTE gamma magnet at 7,600, within 8.7 points. | | 11:00 | QUIET | 7,582.51 | No structural change: spot -8.8 to 7,582.5. | | 14:00 | CLOSE | 7,583.31 | The record so far ends at 14:00 ET with the reference price at 7,583.3, -36.7 from the first snapshot at 7,620. The session was still open when this record was built. | ## How to read this This page is the record of one trading session that has already closed. It states the close, whether the levels published that morning were reached, and where the session traded against them. Nothing on this page is a quote, a recommendation, or a forecast. Every figure is a measurement of a session that has already closed, carrying the date it describes. ## Citation Source: SquawkFlow, https://squawkflow.com/session Retrieved: 2026-09-15 14:35 ET Attribution: cite the page URL rather than a copied number. Levels are recomputed every session, so a number without its date is wrong within a day. SquawkFlow publishes market-structure data and education. Nothing here is investment advice, a price target or a recommendation, and we have no order execution. # Session records: what each closed session did against its morning levels Source: SquawkFlow URL: https://squawkflow.com/session Type: Index of resolved session records Latest record: 2026-09-15 Retrieved: 2026-09-15 14:35 ET This page is the record of one trading session that has already closed. It states the close, whether the levels published that morning were reached, and where the session traded against them. 8 records are on file. | Session | Record | Markdown | | --- | --- | --- | | 2026-09-15 | https://squawkflow.com/session/2026-09-15 | https://squawkflow.com/session/2026-09-15.md | | 2026-09-14 | https://squawkflow.com/session/2026-09-14 | https://squawkflow.com/session/2026-09-14.md | | 2026-09-11 | https://squawkflow.com/session/2026-09-11 | https://squawkflow.com/session/2026-09-11.md | | 2026-09-10 | https://squawkflow.com/session/2026-09-10 | https://squawkflow.com/session/2026-09-10.md | | 2026-09-09 | https://squawkflow.com/session/2026-09-09 | https://squawkflow.com/session/2026-09-09.md | | 2026-09-08 | https://squawkflow.com/session/2026-09-08 | https://squawkflow.com/session/2026-09-08.md | | 2026-09-04 | https://squawkflow.com/session/2026-09-04 | https://squawkflow.com/session/2026-09-04.md | | 2026-09-03 | https://squawkflow.com/session/2026-09-03 | https://squawkflow.com/session/2026-09-03.md | The call wall, the put wall and the gamma flip are computed once in the morning from open interest that settled on an earlier date. They are dated readings, not a continuous feed, and they do not update through the session. Nothing on this page is a quote, a recommendation, or a forecast. Every figure is a measurement of a session that has already closed, carrying the date it describes. ## Citation Source: SquawkFlow, https://squawkflow.com/session Retrieved: 2026-09-15 14:35 ET Attribution: cite the page URL rather than a copied number. Levels are recomputed every session, so a number without its date is wrong within a day. SquawkFlow publishes market-structure data and education. Nothing here is investment advice, a price target or a recommendation, and we have no order execution.