Closed session · 2026-10-15
Session record for 2026-10-15
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. The session was still open; this range covers only the evidence available so far. What this record is measured from
SPX: last captured price 7,726.94 on 2026-10-15.
The last captured price was 2.26 points below the morning gamma flip at 7,729.20.
Call wall at 7,900.00 was untouched. The closest approach on file was 161.79 points.
Put wall at 7,650.00 was approached but not touched, inside the 54.2 basis points approach band. The closest approach on file was 19.66 points.
Gamma flip at 7,729.20 was within the recorded resolution range and counts as touched. The closest approach on file was 0.00 points.
This figure is the last capture on file at 12:44 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 2026-10-15 session, computed from open interest settled 2026-10-14. 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 7,729.20, regime negative.
| Level | Morning value | Verdict | Closest approach | Session at open |
|---|---|---|---|---|
| Call wall | 7,900.00 | Untouched | 161.79 points | below this level |
| Put wall | 7,650.00 | Approached | 19.66 points | above this level |
| Gamma flip | 7,729.20 | Touched | 0.00 points | below this level |
- Call wall at 7,900.00 was untouched. The closest approach on file was 161.79 points.
- Put wall at 7,650.00 was approached but not touched, inside the 54.2 basis points approach band. The closest approach on file was 19.66 points.
- Gamma flip at 7,729.20 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 session was still open; this range covers only the evidence available so far.
The morning gamma flip moved -10.41 points against the 2026-10-14 session, on open interest settled 2026-10-14 rather than 2026-10-13.
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. The resolved record for this session is written after the closing bell, and this page carries it from then on.
6 snapshots so far, 10:00 to 12:30 ET. The session was still open when this record was built.
The captures on file run from 10:00 to 12:30 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. The session was still open; this range covers only the evidence available so far. 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 session was still open; this range covers only the evidence available so far.
This record was written at 2026-10-15T16:47:10+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 8 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.
8 log entries for this session
| Time ET | Type | Spot | Read |
|---|---|---|---|
| 10:00 | REGIME | 7,696.03 | Session opened in negative gamma, a change from positive gamma the prior session, with the flip at 7,729.2 (33.2 above spot). Dealer hedging amplifies moves. |
| 10:00 | RELOCATION | 7,696.03 | Put wall relocated 150 higher to 7,650 from 7,500; support now sits 46 beneath spot. |
| 10:00 | RELOCATION | 7,696.03 | Zero-gamma flip relocated 10.4 lower to 7,729.2 from 7,739.6, the line between dampened and amplified hedging moved with it. |
| 10:30 | QUIET | 7,702.42 | No structural change: spot +6.4 to 7,702.4. |
| 11:30 | FLIP CROSS | 7,732.71 | Spot crossed back above the flip at 7,729.2 into positive gamma, so dealer hedging now dampens moves. |
| 12:00 | FLIP CROSS | 7,724.00 | Spot crossed the flip at 7,729.2 into negative gamma, so dealer hedging now amplifies moves. |
| 12:30 | QUIET | 7,723.29 | No structural change: spot -0.7 to 7,723.3. |
| 12:30 | CLOSE | 7,723.29 | The record so far ends at 12:30 ET with the reference price at 7,723.3, +27.3 from the first snapshot at 7,696. The session was still open when this record was built. |
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.