Closed session · 2026-09-11
Session record for 2026-09-11
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 7,656.98 on 2026-09-11, 65.28 points above the prior close of 7,591.70.
The close was 39.35 points above the morning gamma flip at 7,617.63. The call wall at 7,800.00 was untouched; the closest approach was 122.98 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 2026-09-11 session, computed from open interest settled 2026-09-10. 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 7,617.63, regime negative.
| Level | Morning value | Verdict | Closest approach | Side at open |
|---|---|---|---|---|
| Call wall | 7,800.00 | Untouched | 122.98 points | above this level |
| Put wall | 7,500.00 | Untouched | 136.75 points | below this level |
| Gamma flip | 7,617.63 | Approached | 19.12 points | below this level |
- Call wall at 7,800.00 was untouched. The closest approach on file was 122.98 points.
- Put wall at 7,500.00 was untouched. The closest approach on file was 136.75 points.
- Gamma flip at 7,617.63 was approached but not touched, inside the 54.2 basis points approach band. The closest approach on file was 19.12 points.
A level counts as approached when a capture came within 54.2 basis points of it.
Verdicts are measured from 14 of 14 30-minute snapshots. Sampled on a 30-minute grid; an intra-sample touch is invisible to this rule.
The morning gamma flip moved -24.00 points against the 2026-09-10 session, on open interest settled 2026-09-10 rather than 2026-09-09.
What this record is measured from
14 of 14 30-minute snapshots were captured, 09:30 to 16:00 ET.
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 2026-09-15T16:44:01+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.
18 log entries for this session
| Time ET | Type | Spot | Read |
|---|---|---|---|
| 09:30 | REGIME | 7,591.70 | Session opened in negative gamma, with the flip at 7,617.6 (25.9 above spot). Dealer hedging amplifies moves. |
| 09:30 | RELOCATION | 7,591.70 | Zero-gamma flip relocated 24 lower to 7,617.6 from 7,641.6, the line between dampened and amplified hedging moved with it. |
| 10:00 | FLIP CROSS | 7,665.16 | Spot crossed back above the flip at 7,617.6 into positive gamma, so dealer hedging now dampens moves. |
| 10:00 | RELOCATION | 7,665.16 | 0DTE gamma magnet relocated 200 higher to 7,700 from 7,500; the heaviest same-day gamma strike now sits 34.8 above spot. |
| 10:30 | QUIET | 7,665.43 | No structural change: spot +0.3 to 7,665.4. |
| 11:00 | RELOCATION | 7,653.55 | 0DTE gamma magnet relocated 50 lower to 7,650 from 7,700; the heaviest same-day gamma strike now sits 3.5 beneath spot. |
| 11:00 | TEST | 7,653.55 | Spot pressed the 0DTE gamma magnet at 7,650, within 3.5 points. |
| 11:30 | QUIET | 7,658.91 | No structural change: spot +5.4 to 7,658.9. |
| 12:00 | RELOCATION | 7,675.13 | 0DTE gamma magnet relocated 50 higher to 7,700 from 7,650; the heaviest same-day gamma strike now sits 24.9 above spot. |
| 12:30 | QUIET | 7,669.03 | No structural change: spot -6.1 to 7,669. |
| 13:00 | RELOCATION | 7,665.75 | 0DTE gamma magnet relocated 50 lower to 7,650 from 7,700; the heaviest same-day gamma strike now sits 15.8 beneath spot. |
| 13:30 | RELOCATION | 7,669.17 | 0DTE gamma magnet relocated 50 higher to 7,700 from 7,650; the heaviest same-day gamma strike now sits 30.8 above spot. |
| 14:00 | QUIET | 7,672.25 | No structural change: spot +3.1 to 7,672.2. |
| 14:30 | RELOCATION | 7,669.03 | 0DTE gamma magnet relocated 25 lower to 7,675 from 7,700; the heaviest same-day gamma strike now sits 6 above spot. |
| 14:30 | TEST | 7,669.03 | Spot pressed the 0DTE gamma magnet at 7,675, within 6 points. |
| 15:00 | RELOCATION | 7,664.61 | 0DTE gamma magnet relocated 25 lower to 7,650 from 7,675; the heaviest same-day gamma strike now sits 14.6 beneath spot. |
| 15:30 | QUIET | 7,662.18 | No structural change: spot -2.4 to 7,662.2. |
| 16:00 | CLOSE | 7,664.00 | Last snapshot of the session at 16:00 ET: reference price 7,664, +72.3 from the first snapshot at 7,591.7. |
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.