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QQQ0DTE session2026-09-25official close
CBOE's official close field when the payload carries it; otherwise the last delayed print, and the row says so (last_delayed_print). SPXW PM settlement uses the official closing index value, which can differ from the last print by cents.

QQQ 0DTE session 2026-09-25: close 744.50, 9.50 pts from max pain

744.509.50 pts from max pain 735official close (cboe_close) · 1.28% · measured from 110 delayed snapshots · last verified 2026-09-25
Open742.84
High745.92
Low739.64
Prev close741.10
Max pain 3:30 → close
The strike at which the session's expiring contracts would pay out the least intrinsic value in total, weighting every call and put by its open interest — this session's 0DTE contracts only (SPXW for SPX), from CBOE's once-a-day open interest. A modeled level, not a target.
735 → 735
Nearest strike7440.50 pts from the close
Walls at 3:30
Call wall: the strike with the largest 0DTE call open interest at or above spot. Put wall: the same for puts at or below spot. Both are searched within 2× the ATM straddle, never less than 0.5% of spot, so deep out-of-the-money strikes do not count.
746 / 741call / put
9:45 straddle vs range
The mid of the call plus the mid of the put at the strike nearest spot: what the 0DTE market was charging for a move to the close in either direction. A price, not a range the close has to respect.
±3.53 / 6.28implied / realized
QQQ 0DTE post-mortem card 2026-09-25
QQQ 0DTE session 2026-09-25: delayed spot path into the closeQQQ delayed spot path on 2026-09-25 from 9:33am to 3:59pm ET (88 points, 15-min delayed); max pain at the close 735; call wall 746, put wall 741 at 3:30pm; official close 744.5073573874074374510:0011:0012:0013:0014:0015:0016:009:33am ET3:59pm ETcall wall 746close 744.50put wall 741max pain 735
Delayed spot path, one point per collector snapshot (5 min; 2 min after 3:15pm ET), as-of times are the prints' times (publish − 15 min). Lines: max pain at the close, call/put walls at 3:30pm, official close. Not a chart of trades.

Quick answers

Did QQQ pin at max pain on 2026-09-25?

The official close 744.50 landed 9.50 pts (1.28%) from the 0DTE max-pain strike 735. Whether that counts as a "pin" depends on the threshold you pick — see the measured pin rate for the distribution.

What were the QQQ 0DTE walls at 3:30pm?

Call wall 746, put wall 741 — the largest 0DTE open interest above and below spot within 2× the ATM straddle at the 3:30 snapshot (delayed). Modeled levels, not targets.

Implied vs realized on 2026-09-25?

The 9:45am ATM straddle priced a ±3.53 move; the session's high-low range was 6.28.

Cite this

0dteclose. "QQQ 0DTE session 2026-09-25: close 744.50, max pain 735, 9.50 pts from max pain." https://0dteclose.com/sessions/qqq/2026-09-25/ (15-min delayed CBOE data, official close).

Embed the card: <img src="https://0dteclose.com/cards/2026-09-25/QQQ-postmortem.png" alt="QQQ 0DTE post-mortem 2026-09-25"> — CC BY 4.0, link back.

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