Closed session · 2026-09-03
Session record for 2026-09-03
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.
A closed session measured after the fact. The close and the session extremes are settled figures; the level verdicts below are read off a 30-minute grid. What this record is measured from
SPX closed at 7,747.71 on 2026-09-03, 81.11 points above the prior close of 7,666.60.
The close was 107.73 points above the morning gamma flip at 7,639.98. The call wall at 7,800.00 was untouched; the closest approach was 43.24 points.
The close is the settled figure, taken from the next session's prior close rather than from a capture.
The morning levels against this session
Levels published for the 2026-09-03 session, computed from open interest settled 2026-09-02. 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 7,639.98, regime positive.
| Level | Morning value | Verdict | Closest approach | Side at open |
|---|---|---|---|---|
| Call wall | 7,800.00 | Untouched | 43.24 points | above this level |
| Put wall | 7,500.00 | Untouched | 186.71 points | below this level |
| Gamma flip | 7,639.98 | Untouched | 46.73 points | below this level |
- Call wall at 7,800.00 was untouched. The closest approach on file was 43.24 points.
- Put wall at 7,500.00 was untouched. The closest approach on file was 186.71 points.
- Gamma flip at 7,639.98 was untouched. The closest approach on file was 46.73 points.
A level counts as approached when a capture came within 54.2 basis points of it.
Verdicts are measured from 12 of 14 30-minute snapshots. A level could have been reached inside a gap this record does not cover, so untouched here means not seen in the captures on file rather than not reached.
The morning gamma flip moved +4.03 points against the 2026-09-02 session, on open interest settled 2026-09-02 rather than 2026-09-01.
What this record is measured from
This record is incomplete: 2 of 14 snapshots are missing. What the log below shows is the captures that exist, not a full account of the session, and a stretch with no entry is a gap in the record rather than an observation about the market.
12 of 14 30-minute snapshots were captured, 09:30 to 16:00 ET. The rest of the session is a gap in the record, not a reading of the tape.
The captures on file run from 09:30 to 16:00 ET.
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.
This record was written at 2026-09-15T16:43:56+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 14 entries from 12 of 14 snapshots. A stretch with no entry is a place this record holds no capture, not a place where the market stood still.
14 log entries for this session
| Time ET | Type | Spot | Read |
|---|---|---|---|
| 09:30 | REGIME | 7,666.60 | Session opened in positive gamma, a change from negative gamma the prior session, with the flip at 7,640 (26.6 beneath spot). Dealer hedging dampens moves. |
| 09:30 | RELOCATION | 7,666.60 | Zero-gamma flip relocated 4 higher to 7,640 from 7,636, the line between dampened and amplified hedging moved with it. |
| 10:00 | QUIET | 7,712.03 | No structural change: spot +45.4 to 7,712. |
| 11:00 | TEST | 7,698.69 | Spot pressed the 0DTE gamma magnet at 7,700, within 1.3 points. |
| 11:30 | RELOCATION | 7,729.75 | 0DTE gamma magnet relocated 50 higher to 7,750 from 7,700; the heaviest same-day gamma strike now sits 20.2 above spot. |
| 12:00 | RELOCATION | 7,743.84 | 0DTE gamma magnet relocated 25 higher to 7,775 from 7,750; the heaviest same-day gamma strike now sits 31.2 above spot. |
| 12:30 | RELOCATION | 7,743.11 | 0DTE gamma magnet relocated 25 lower to 7,750 from 7,775; the heaviest same-day gamma strike now sits 6.9 above spot. |
| 12:30 | TEST | 7,743.11 | Spot pressed the 0DTE gamma magnet at 7,750, within 6.9 points. |
| 13:30 | QUIET | 7,740.92 | No structural change: spot -2.2 to 7,740.9. |
| 14:30 | RELOCATION | 7,755.92 | 0DTE gamma magnet relocated 25 higher to 7,775 from 7,750; the heaviest same-day gamma strike now sits 19.1 above spot. |
| 15:00 | RELOCATION | 7,752.41 | 0DTE gamma magnet relocated 25 lower to 7,750 from 7,775; the heaviest same-day gamma strike now sits 2.4 beneath spot. |
| 15:00 | TEST | 7,752.41 | Spot pressed the 0DTE gamma magnet at 7,750, within 2.4 points. |
| 15:30 | QUIET | 7,750.23 | No structural change: spot -2.2 to 7,750.2. |
| 16:00 | CLOSE | 7,749.58 | Last snapshot of the session at 16:00 ET: reference price 7,749.6, +83 from the first snapshot at 7,666.6. |
How to read this
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.
Go deeper
- The latest session record and every other dated record on file.
- Morning levels for the session ahead, dated the same way these were.
- SPX gamma exposure for the call wall, put wall and flip behind the table above.