Closed session · 2026-09-30
Session record for 2026-09-30
This page records one dated trading session. It states the available price evidence, its source and coverage, and how the published levels compare with the recorded range.
Verdicts resolve against the high and low accumulated by the data vendor in the recorded range, not against the 30-minute snapshot grid. A level within that range counts as touched, including between snapshots; this does not establish the time or sequence of a touch. What this record is measured from
SPX closed at 7,651.54 on 2026-09-30.
The close was 8.39 points below the morning gamma flip at 7,659.93.
Call wall at 7,800.00 was untouched. The closest approach on file was 77.12 points.
Put wall at 7,500.00 was untouched. The closest approach on file was 151.57 points.
Gamma flip at 7,659.93 was within the recorded resolution range and counts as touched. The closest approach on file was 0.00 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 2026-09-30 session, computed from open interest settled 2026-09-29. 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 7,659.93, regime neutral (the two estimators disagree near the flip).
| Level | Morning value | Verdict | Closest approach | Session at open |
|---|---|---|---|---|
| Call wall | 7,800.00 | Untouched | 77.12 points | below this level |
| Put wall | 7,500.00 | Untouched | 151.57 points | above this level |
| Gamma flip | 7,659.93 | Touched | 0.00 points | above this level |
- Call wall at 7,800.00 was untouched. The closest approach on file was 77.12 points.
- Put wall at 7,500.00 was untouched. The closest approach on file was 151.57 points.
- Gamma flip at 7,659.93 was within the recorded resolution range and counts as touched. The closest approach on file was 0.00 points.
A level outside the recorded resolution range counts as approached when the nearest range boundary is within 54.2 basis points of it.
Verdicts resolve against the high and low accumulated by the data vendor in the recorded range, not against the 30-minute snapshot grid. A level within that range counts as touched, including between snapshots; this does not establish the time or sequence of a touch.
The morning gamma flip moved -10.84 points against the 2026-09-29 session, on open interest settled 2026-09-29 rather than 2026-09-28.
What this record is measured from
This record is incomplete: 1 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.
13 of 14 30-minute snapshots were captured, 10:00 to 16:00 ET. The 1 missing snapshot is a gap in the record, not a reading of the tape.
The captures on file run from 10:00 to 16:00 ET.
Verdicts resolve against the high and low accumulated by the data vendor in the recorded range, not against the 30-minute snapshot grid. A level within that range counts as touched, including between snapshots; this does not establish the time or sequence of a touch. Verdicts resolve against the high and low accumulated by the data vendor in the recorded range, not against the 30-minute snapshot grid. A level within that range counts as touched, including between snapshots; this does not establish the time or sequence of a touch.
This record was written at 2026-10-08T21:11:37+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.
Snapshot event log only: Sampled on a 30-minute grid; an intra-sample touch is invisible to this rule. This log coverage does not determine the source of the verdict range.
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 5 entries from 13 of 14 snapshots. A stretch with no entry is a place this record holds no capture, not a place where the market stood still.
5 log entries for this session
| Time ET | Type | Spot | Read |
|---|---|---|---|
| 10:00 | REGIME | 7,695.20 | Session opened with no gamma side called: the two estimators of dealer positioning disagree near the flip, with the flip at 7,659.9 (35.3 beneath spot). |
| 10:00 | RELOCATION | 7,695.20 | Put wall relocated 100 lower to 7,500 from 7,600; support now sits 195.2 beneath spot. |
| 10:00 | RELOCATION | 7,695.20 | Zero-gamma flip relocated 10.8 lower to 7,659.9 from 7,670.8, the line between dampened and amplified hedging moved with it. |
| 10:30 | QUIET | 7,710.06 | No structural change: spot +14.9 to 7,710.1. |
| 16:00 | CLOSE | 7,687.84 | Last snapshot of the session at 16:00 ET: reference price 7,687.8, -7.4 from the first snapshot at 7,695.2. |
How to read this
This is a dated evidence record, not guidance on what to trade. Each figure carries the source and coverage limitations described on this page.
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.