SPY 0DTE session : close $765.61, $4.39 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 $771.35: -$5.74 (-0.74%).
- Vs the previous archived session, 2026-09-25: max pain at the close $766 → $770, close − max pain +$5.35 → -$4.39.
- Against the 9:00 ET walls (that morning's levels, as of 8:45am ET (15-min delayed): put wall $760, call wall $777) the close finished inside the walls.
- Against the 3:30pm ET walls (put wall $765, call wall $768) it finished inside the walls.
- The high–low range, $5.83, was 2.22× the ±$2.62 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/SPY-postmortem.png" alt="SPY 0DTE post-mortem 2026-09-28"> — CC BY 4.0, link back.
Quick answers
Did SPY pin at max pain on 2026-09-28?
The official close $765.61 landed $4.39 (0.57%) from the 0DTE max-pain strike $770, computed from 15-min delayed CBOE open interest at the close. Whether that counts as a "pin" depends on the threshold you pick — the SPY pin-rate page counts every session.
What were the SPY 0DTE walls at 3:30pm on 2026-09-28?
Call wall $768, put wall $765 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 ±$2.62; the session's high–low range was $5.83, 2.22× the straddle.
Next
- that morning's levels
- SPY 2026-09-25 previous archived session
- SPX 2026-09-28 same session
- QQQ 2026-09-28 same session
- SPY close vs max pain, every session
- September 2026: SPX, SPY and QQQ
- 9:45 straddle vs this close
- SPY measured pin rate
- session archive