# Session record for 2026-10-08 Source: SquawkFlow URL: https://squawkflow.com/session/2026-10-08 Type: Dated session evidence record Symbol: SPX Session date: 2026-10-08 Levels computed: 2026-10-08 Open interest settled: 2026-10-07 Retrieved: 2026-10-08 22:28 ET ## The close or captured price SPX: last captured price 7,765.33 on 2026-10-08. The last captured price was 47.45 points above the morning gamma flip at 7,717.88. Call wall at 7,900.00 was untouched. The closest approach on file was 102.21 points. Put wall at 7,500.00 was untouched. The closest approach on file was 231.26 points. Gamma flip at 7,717.88 was approached but not touched, inside the 54.2 basis points approach band. The closest approach on file was 13.38 points. The last captured price is the last capture on file at 16:04 ET, not a settled close, so it can differ from the figure the exchange settles. 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. | Measure | Value | | --- | --- | | Last captured price | 7,765.33 | | Change, points | -36.44 | | Change, percent | -0.47% | | Session high | 7,797.79 | | Session low | 7,731.26 | ## The morning levels against the session Levels published for the 2026-10-08 session, computed from open interest settled 2026-10-07. 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 7,717.88, regime positive. | Level | Morning value | Verdict | Closest approach, points | Session at open | | --- | --- | --- | --- | --- | | Call wall | 7,900.00 | Untouched | 102.21 | below this level | | Put wall | 7,500.00 | Untouched | 231.26 | above this level | | Gamma flip | 7,717.88 | Approached | 13.38 | above this level | - Call wall at 7,900.00 was untouched. The closest approach on file was 102.21 points. - Put wall at 7,500.00 was untouched. The closest approach on file was 231.26 points. - Gamma flip at 7,717.88 was approached but not touched, inside the 54.2 basis points approach band. The closest approach on file was 13.38 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 +8.59 points against the 2026-10-07 session, on open interest settled 2026-10-07 rather than 2026-10-06. ## What this record is measured from 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. 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. 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. Session high 7,797.79, low 7,731.26, range 66.53. 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 2026-10-09T02:26:06+00:00. ## Event log, secondary detail 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. 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 4 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. | Time ET | Type | Spot | Read | | --- | --- | --- | --- | | 10:00 | REGIME | 7,775.69 | Session opened in positive gamma, with the flip at 7,717.9 (57.8 beneath spot). Dealer hedging dampens moves. | | 10:00 | RELOCATION | 7,775.69 | Zero-gamma flip relocated 8.6 higher to 7,717.9 from 7,709.3, the line between dampened and amplified hedging moved with it. | | 10:30 | QUIET | 7,787.76 | No structural change: spot +12.1 to 7,787.8. | | 16:00 | CLOSE | 7,760.56 | Last snapshot of the session at 16:00 ET: reference price 7,760.6, -15.1 from the first snapshot at 7,775.7. | ## How to read this 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. This is a dated evidence record, not guidance on what to trade. Each figure carries the source and coverage limitations described on this page. ## Citation Source: SquawkFlow, https://squawkflow.com/session/2026-10-08 Retrieved: 2026-10-08 22:28 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.