# Session record for 2026-09-03 Source: SquawkFlow URL: https://squawkflow.com/session/2026-09-03 Type: Resolved record of one closed trading session Symbol: SPX Session date: 2026-09-03 Levels computed: 2026-09-03 Open interest settled: 2026-09-02 Retrieved: 2026-09-15 15:07 ET ## The close 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. | Measure | Value | | --- | --- | | Close | 7,747.71 | | Change, points | +81.11 | | Change, percent | +1.06% | | Session high | 7,756.76 | | Session low | 7,686.71 | ## The morning levels against the 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, points | Side at open | | --- | --- | --- | --- | --- | | Call wall | 7,800.00 | Untouched | 43.24 | above this level | | Put wall | 7,500.00 | Untouched | 186.71 | below this level | | Gamma flip | 7,639.98 | Untouched | 46.73 | 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 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. 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. 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 7,756.76, low 7,686.71, range 70.05. 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 2026-09-15T18:36:09+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. | 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 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/2026-09-03 Retrieved: 2026-09-15 15:07 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.