Week of Sep 7 to Sep 11, 2026
SPX gamma levels, week of Sep 7 to Sep 11, 2026
The SPX call wall, put wall and zero-gamma flip published each morning from settled open interest, where each session's price sat against them, and the week's options expirations and scheduled releases. Each session's row is added after its close.
Sessions
| Session | Call wall | Put wall | Flip | Regime | Price |
|---|---|---|---|---|---|
| Mon 2026-09-07 | not on file | not on file | not on file | not on file | not on file |
| Tue 2026-09-08 | 7,800.00 | 7,500.00 | 7,650.52 | positive | 7,673.52 |
| Wed 2026-09-09 | 7,800.00 | 7,500.00 | 7,657.53 | neutral | 7,636.36 |
| Thu 2026-09-10 | 7,800.00 | 7,500.00 | 7,641.63 | negative | 7,591.70 |
| Fri 2026-09-11 | 7,800.00 | 7,500.00 | 7,617.63 | positive | 7,656.98 |
- Monday. NYSE holiday, exchange closed.
- Tuesday. Close 7,673.52, 23.00 points above the morning flip at 7,650.52, between that morning's put wall and call wall. In the recorded range: gamma flip approached; call wall untouched; put wall untouched.
- Wednesday. Close 7,636.36, 21.17 points below the morning flip at 7,657.53, between that morning's put wall and call wall. In the recorded range: gamma flip touched and crossed from open to close; call wall untouched; put wall untouched.
- Thursday. Close 7,591.70, 49.93 points below the morning flip at 7,641.63, between that morning's put wall and call wall. In the recorded range: gamma flip approached; call wall untouched; put wall untouched.
- Friday. Close 7,656.98, 39.35 points above the morning flip at 7,617.63, between that morning's put wall and call wall. In the recorded range: gamma flip approached; call wall untouched; put wall untouched.
SPX went from the 7,718.60 close before the week began to the 7,656.98 close on Friday, September 11, 2026, a change of -61.62 points.
The recorded range for the week ran from 7,580.06 on Thursday to 7,717.81 on Tuesday.
Session prices sat above that morning's flip on Tuesday and Friday, and below it on Wednesday and Thursday.
Every session price on file sat between that morning's put wall and call wall.
Calendar for the week: expirations and releases
- Monday 2026-09-07 NYSE holiday, exchange closed
- Tuesday 2026-09-08 session
- Wednesday 2026-09-09 session
- Thursday 2026-09-10 session
- Friday 2026-09-11 session
Scheduled economic releases are listed only for Tuesday, October 27, 2026 to Tuesday, November 10, 2026, the window this site's checked release calendar covers.
Other weeks
How to read this
A record of published levels and dated calendar entries. Not advice and not a forecast: nothing on this page says where SPX goes next.
Go deeper
- SPX gamma exposure for today's call wall, put wall and flip with the session log.
- Session record for one session's close, high and low against its morning levels.
- OpEx dates 2026 for every monthly and quarterly expiration in the year.
- Morning levels for what moved against the prior settlement before the open.