Week of Oct 26 to Oct 30, 2026
SPX gamma levels, week of Oct 26 to Oct 30, 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.
This is the current week. SPX levels this week adds the latest levels on file and the week ahead.
Sessions
| Session | Call wall | Put wall | Flip | Regime | Price |
|---|---|---|---|---|---|
| Mon 2026-10-26 | 8,100.00 | 7,500.00 | 7,676.27 | negative | 7,671.76 (last captured price) |
| Tue 2026-10-27 | posts before the open | posts before the open | posts before the open | posts before the open | posts after the close |
| Wed 2026-10-28 | posts before the open | posts before the open | posts before the open | posts before the open | posts after the close |
| Thu 2026-10-29 | posts before the open | posts before the open | posts before the open | posts before the open | posts after the close |
| Fri 2026-10-30 | posts before the open | posts before the open | posts before the open | posts before the open | posts after the close |
- Monday. Session in progress. Last captured price 7,671.76, 4.51 points below the morning flip at 7,676.27, between that morning's put wall and call wall. In the range recorded so far: gamma flip touched; call wall untouched; put wall untouched.
- Tuesday. Session scheduled. Its levels are published that morning before the open.
- Wednesday. Session scheduled. Its levels are published that morning before the open.
- Thursday. Session scheduled. Its levels are published that morning before the open.
- Friday. Session scheduled. Its levels are published that morning before the open.
SPX went from the 7,623.68 close before the week began to the 7,671.76 last captured price on Monday, October 26, 2026, a change of +48.08 points.
That last figure is the last captured price, not the settled close; the settled close is fixed by the next session's record.
The recorded range for the week ran from 7,639.70 on Monday to 7,683.03 on Monday.
Calendar for the week: expirations and releases
- Monday 2026-10-26 session
- Tuesday 2026-10-27 session
- FOMC meeting (Tuesday to Wednesday). Federal Reserve Board. A scheduled two-day meeting of the Federal Open Market Committee, as listed on the Federal Reserve meeting calendar. Source
- Advance Report on Durable Goods (September 2026 data), 8:30 a.m. ET. Census Bureau. Manufacturers' shipments, inventories and orders for durable goods, listed on the Census Bureau 2026 economic indicator calendar. Source
- New Residential Sales (September 2026 data), 10:00 a.m. ET. Census Bureau. New home sales, listed on the Census Bureau 2026 economic indicator calendar. Source
- Preliminary U.S. Imports for Consumption of Steel Products (September 2026 data), 10:00 a.m. ET. Census Bureau. Preliminary steel import figures, listed on the Census Bureau 2026 economic indicator calendar. Source
- Wednesday 2026-10-28 session
- FOMC meeting (Tuesday to Wednesday). Federal Reserve Board. A scheduled two-day meeting of the Federal Open Market Committee, as listed on the Federal Reserve meeting calendar. Source
- Advance Economic Indicators Report (September 2026 data), 8:30 a.m. ET. Census Bureau. Advance figures for international trade in goods, retail inventories and wholesale inventories, listed on the Census Bureau 2026 economic indicator calendar. Source
- Housing Vacancies and Homeownership (Third Quarter 2026), 10:00 a.m. ET. Census Bureau. Rental and homeowner vacancy rates and the homeownership rate, listed on the Census Bureau 2026 economic indicator calendar. Source
- Metropolitan Area Employment and Unemployment (September 2026 data), 10:00 a.m. ET. Bureau of Labor Statistics. The monthly metropolitan area employment and unemployment release, listed on the BLS October 2026 release schedule. Source
- Business Employment Dynamics (First Quarter 2026), 10:00 a.m. ET. Bureau of Labor Statistics. The quarterly data series on business employment dynamics, listed on the BLS October 2026 release schedule. Source
- FOMC meeting release, 2:00 p.m. ET. Federal Reserve Board. The Federal Reserve October 2026 calendar lists the two-day FOMC meeting at 2:00 p.m. ET on October 28, followed by a press conference at 2:30 p.m. ET. Source
- Thursday 2026-10-29 session
- GDP, Advance Estimate (Third Quarter 2026), 8:30 a.m. ET. Bureau of Economic Analysis. The first estimate of third quarter gross domestic product, listed on the BEA release schedule. Source
- Personal Income and Outlays (September 2026 data), 8:30 a.m. ET. Bureau of Economic Analysis. Personal income, spending and the PCE price index, listed on the BEA release schedule. Source
- Consumer Expenditures (Annual 2025), 10:00 a.m. ET. Bureau of Labor Statistics. The annual consumer expenditure survey release, listed on the BLS October 2026 release schedule. Source
- Friday 2026-10-30 session
- Employment Cost Index (Third Quarter 2026), 8:30 a.m. ET. Bureau of Labor Statistics. The quarterly employment cost index release, listed on the BLS October 2026 release schedule. Source
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.