# Session record for 2026-09-11 Source: SquawkFlow URL: https://squawkflow.com/session/2026-09-11 Type: Resolved record of one closed trading session Symbol: SPX Session date: 2026-09-11 Levels computed: 2026-09-11 Open interest settled: 2026-09-10 Retrieved: 2026-09-15 15:10 ET ## The close 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. | Measure | Value | | --- | --- | | Close | 7,656.98 | | Change, points | +65.28 | | Change, percent | +0.86% | | Session high | 7,677.02 | | Session low | 7,636.75 | ## The morning levels against the 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, points | Side at open | | --- | --- | --- | --- | --- | | Call wall | 7,800.00 | Untouched | 122.98 | above this level | | Put wall | 7,500.00 | Untouched | 136.75 | below this level | | Gamma flip | 7,617.63 | Approached | 19.12 | 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. Session high 7,677.02, low 7,636.75, range 40.27. 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 2026-09-15T18:36:21+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. | 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 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/2026-09-11 Retrieved: 2026-09-15 15:10 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.