SPX 0DTE session : close 7,683.69, 41.31 pts from max pain
what 4:00 does to it
Monday, September 28, 2026, in numbers
- : full session, 4:00pm ET close.
- Close vs the prior close 7,743.41: -59.72 pts (-0.77%).
- Vs the previous archived session, 2026-09-25: max pain at the close 7,700 → 7,725, close − max pain +43.51 pts → -41.31 pts.
- Against the 9:00 ET walls (that morning's levels, as of 8:45am ET (15-min delayed): put wall 7,700, call wall 7,800) the close finished below the put wall.
- Against the 3:30pm ET walls (put wall 7,675, call wall 7,700) it finished inside the walls.
- The high–low range, 57.55 pts, was 2.24× the ±25.70 pts 9:45am ET ATM straddle (15-min delayed mids).
How each number is computed, its source and its limits: methodology.
Cite this
Embed the card: <img src="https://0dteclose.com/cards/2026-09-28/SPX-postmortem.png" alt="SPX 0DTE post-mortem 2026-09-28"> — CC BY 4.0, link back.
Quick answers
Did SPX pin at max pain on 2026-09-28?
The official close 7,683.69 landed 41.31 pts (0.54%) from the 0DTE max-pain strike 7,725, computed from 15-min delayed CBOE open interest at the close. Whether that counts as a "pin" depends on the threshold you pick — the SPX pin-rate page counts every session.
What were the SPX 0DTE walls at 3:30pm on 2026-09-28?
Call wall 7,700, put wall 7,675 at the 3:30pm ET snapshot (15-min delayed CBOE open interest); the official close finished inside the walls. Modeled levels, not targets.
What did the 9:45 straddle price vs the day's range on 2026-09-28?
The 9:45am ET ATM straddle (15-min delayed CBOE mids) priced ±25.70 pts; the session's high–low range was 57.55 pts, 2.24× the straddle.
Next
- that morning's levels
- SPX 2026-09-25 previous archived session
- SPY 2026-09-28 same session
- QQQ 2026-09-28 same session
- SPX close vs max pain, every session
- September 2026: SPX, SPY and QQQ
- 9:45 straddle vs this close
- SPX measured pin rate
- session archive