Closed session · 2026-09-15
Session record for 2026-09-15
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 session still running, measured from the captures taken so far. The level verdicts below are read off a 30-minute grid. What this record is measured from
SPX was last recorded at 7,583.78 at 14:35 ET on 2026-09-15. The session had not closed when this record was built.
The close was 39.82 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 14:35 ET. The session had not closed when this record was built, so there is no close to state yet.
The morning levels against this 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 | Side at open |
|---|---|---|---|---|
| Call wall | 7,800.00 | Untouched | 182.74 points | above this level |
| Put wall | 7,500.00 | Untouched | 72.69 points | below this level |
| Gamma flip | 7,623.60 | Approached | 6.34 points | 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 11 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.
11 snapshots so far, 09:30 to 14:30 ET. The session was still open when this record was built.
The captures on file run from 09:30 to 14:30 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.
This record was written at 2026-09-15T18:35:52+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 9 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.
9 log entries for this session
| 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. |
| 14:30 | TEST | 7,589.90 | Spot pressed the 0DTE gamma magnet at 7,600, within 10.1 points. |
| 14:30 | CLOSE | 7,589.90 | The record so far ends at 14:30 ET with the reference price at 7,589.9, -30.1 from the first snapshot at 7,620. The session was still open when this record was built. |
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.