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Market Analysis5 min read

Week of September 1: The Bounce Ran 761 to 7750, Then Sat on 770 / 7720

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Four Rank sessions, one corridor. SPY closed 761.60 on September 1, sat on 765 then 773, and finished the week on the $770 0DTE top. SPX tagged 7757 Thursday and closed Friday under 7720. Friday GEX was negative, and 0DTE was 42.9% of SPY gross.

This is a Rank Symbols weekly readout for September 1–4, 2026. Monday September 7 is Labor Day. It is not a trade.

The week had one shape: a low near 761, a Thursday tag of the 7750 0DTE top, then a Friday close back on 770 / 7720 with negative gamma and a fat 0DTE share.

Daily editions: September 2 · September 3.

Week of September 1 corridor: four Rank sessions from 761 to 7750 then 770 / 7720

Four session closes versus T+1 0DTE structure. GEX levels are prior-close. Price bars are that session. Not a forecast.

Readers with access can lock Rank to each date: Sep 1 · Sep 2 · Sep 3 · Sep 4. Sign-in and a paid Rank entitlement may be required.

What the week printed

SessionSPY OHLCSPX OHLCRank 0DTE close vs structure
Tue Sep 1O 762.00 / L 760.70 / H 764.70 / C 761.60O 7635.50 / L 7626.10 / H 7663.60 / C 7633.10Week low. Volume 20.38M
Wed Sep 2O 762.50 / L 761.70 / H 766.40 / C 765.30O 7634.60 / L 7633.60 / H 7681.20 / C 7669.70SPY put wall $765. SPXW 0DTE top 7670
Thu Sep 3O 767.90 / L 767.50 / H 774.00 / C 773.20O 7686.70 / L 7686.70 / H 7756.80 / C 7747.70SPY 0DTE top $773, call wall $774. SPXW 0DTE top 7750
Fri Sep 4O 772.00 / H 772.90 / L 769.00 / C 770.20O 7741.90 / H 7742.20 / L 7706.10 / C 7718.60SPY 0DTE top $770. SPXW 0DTE top 7720. Both books negative

SPY volume: 20.38M → 14.27M → 41.44M → 32.95M. Thursday was the busy session. Friday was still twice Tuesday.

Friday is the week's evidence, not Thursday's high

Thursday's close under 7750 looked like a pin. Friday opened 7,741.90, never retook the high, and closed 7,718.60. That is a give-back into the next 0DTE map, not a hold of Thursday's top.

SPY 0DTE Friday: close sat on 770

Annotated Rank Symbols Gamma Exposure for SPY 0DTE on September 4, 2026, with callouts on the negative regime and close on the $770 top

Test app, session 2026-09-04, horizon Today · 0DTE. Callout 1 is the Friday lock: negative gamma, 0DTE 42.9% of all-expiry gross. Callout 2 is close versus the $770 put wall / magnet / 0DTE top. GEX is prior-close structure (T+1). Captured September 7, 2026.

On this snapshot:

  • Environment: Negative
  • Net GEX: −$2.0B (gross $29.3B)
  • Call wall: $771.00
  • Put wall / magnet / 0DTE top: $770.00 (74.6% of selected-range gross GEX)
  • Flip: $771.90
  • 0DTE share of all-expiration gross: 42.9%
  • Close: $770.20

All-expiration SPY the same Friday is also negative (net −$4.3B, gross $68.3B), call wall $775, put wall / magnet / 0DTE top $770, flip $771.57. The same-day book is tighter. The 0DTE share is the tell: almost half of Friday's gross GEX was same-day.

SPXW 0DTE Friday: close sat under 7720

Annotated Rank Symbols Gamma Exposure for SPXW 0DTE on September 4, 2026, with callouts on the negative regime and close under the $7720 top

Same session, SPXW, horizon Today · 0DTE. Callout 1 is the regime turn: net GEX −$15.8B. Callout 2 is close versus the $7,720 0DTE top. Thursday's high was 7,756.80. Captured in the test app on September 7, 2026.

On this snapshot:

  • Environment: Negative (net GEX −$15.8B, gross $89.0B)
  • Call wall / magnet / 0DTE top: $7,720 (57.6% of selected-range gross GEX)
  • Put wall: $7,715
  • Flip: $7,719.83
  • 0DTE share of all-expiration gross: 32.3%
  • Close: 7,718.60

Wednesday's 0DTE book was positive at 7670. Thursday's was positive at 7750. Friday's is negative at 7720. Mixing those three Fridays-of-structure into one "gamma week" slogan erases the session.

What this week is evidence of

QuestionRank on Sep 1–4Clock
Where was the week's low?SPY 760.70 / SPX 7626.10 on Sep 1Session OHLC
Did 765 hold as structure?Sep 2 put wall $765, close $765.30T+1 GEX + OHLC
Did the rally hold 7750?Sep 3 high 7756.80, close 7747.70; Sep 4 never printed that highTwo sessions, two 0DTE maps
Where did the week close versus Friday 0DTE?SPY $770.20 on $770 top; SPX 7718.60 under 7720T+1 0DTE + OHLC
Was the week "negative GEX"?Wed/Thu 0DTE positive; Fri 0DTE negative. SPY Friday 0DTE share 42.9%T+1 snapshot, labeled by session

Positive versus negative GEX here is modeled structure, not signed dealer inventory. See Negative GEX is session risk, not a trade.

Reproduce the week

  1. Open Rank SymbolsSPYGamma Exposure. Set trading date Sep 1, then Sep 2, Sep 3, Sep 4. Write OHLC each day.
  2. On Sep 2 and Sep 3, switch to SPXW · Today · 0DTE. Record the 0DTE top and close.
  3. On Sep 4, stay on Today · 0DTE for both SPY and SPXW. Record regime, 0DTE share, and close versus the top.
  4. Stop before "therefore the next week pins 770."

TradingFlow App Home → Rank Symbols → lock the date → GEX.

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