SPX Morning Note

The levels the desk trades, one trading day later.

Premarket read, gamma flip, call and put walls, the working range and the plan — every trading day, in full, the next trading day after members get it.

Most recent note · Thursday, September 10, 2026 · posted Sep 11, 2026

A Hike Is Now The Base Case

A September hike is now the base case. Fed funds futures put it near 60%, up from a little over 40% in late August, and crude is doing that repricing, not any inflation print. Brent went through $101 this morning, its highest in over three months and up about 15% since the month began. Ten-year 4.85%, two-year 4.43%. SPX closed 7,636.36 yesterday, down 0.48%, the Dow off 405 points to 52,380.66. Premarket 7,637, flat.

Treasury buys back up to $6 billion of long-dated debt today, three times the usual operation. The August 19 announcement merely doubled it off $2 billion, and that bought exactly one session of lower yields before they went straight back up. This one lands on a ten-year already at its highest since late 2023, and the yield rose anyway. A buyback is the bid of last resort for the long end. When the long end will not take it at triple size, what is being priced is not a shortage of buyers.

7,637
Premarket
7,680
Call wall
7,640
Gamma flip
7,600
Put wall
7,600–7,680
Range

Read the full note and how the plan was framed

Every trading morning the desk publishes one note before the bell: what happened overnight, the tension the wires miss, where dealer gamma sits, and a stated lean with a level on it. Members get it at 8:30 AM ET. It is posted here the next trading day, in full.

How to read it

The narrative comes first: the event that defines the morning, the numbers behind it, then where SPX closed and where it is premarket. The second paragraph is the tension — two facts that do not fit together. The third is the structure. The fourth is the lean, with the level that would prove it wrong.

The levels follow. Big Picture is the handful of numbers that matter beyond today. Today's Trading is the working range with every level inside it and its reason — prior demand, a moving average, a gamma node. The GEX Profile is three numbers: the call wall (the largest positive gamma node, a magnet and a cap), the gamma flip (below it dealers amplify moves instead of damping them), and the put wall (the largest negative node, and the floor that matters). The GEX guide explains why those three run the session. Where a note quotes gamma sums, the units are the desk's own aggregate exposure figures; the ratio between two nodes is what matters, not the absolute number.

Execution Levels are the plan: long entries from a shallow dip to a continuation through resistance, short entries from a fade to a breakdown, each with targets that are real levels rather than round numbers. The method behind the tiers is in the SPX 0DTE strategy guide. The VIX Levels ladder closes the note.

Archive

Every note the desk has published since May 2026, newest first. Earlier notes ran under the name SPX Trade Plan and are listed at the end.

September 2026

August 2026

July 2026

June 2026

May 2026

SPX Trade Plan, November 2025 – January 2026

The earlier format: commentary and the gamma flip. The full plan for those sessions lives on Substack.

Questions

Is the Morning Note free?

This archive is. Every note is posted here in full one trading day after members receive it. To get it the morning it's written, subscribe on Substack (paid) or join Alpha Pod, where it arrives at 8:30 AM ET with the live alerts and the room.

Why one trading day late?

The levels are built for one session and expire at the close. Publishing them the next trading day keeps the archive honest and complete without giving away the live edge members pay for.

What are the call wall, gamma flip and put wall?

Three levels from the day's option positioning. The call wall is the largest positive gamma strike and tends to cap rallies. The gamma flip is where dealer hedging switches from damping moves to amplifying them. The put wall is the largest negative strike and is the floor that matters on the downside.

Who writes it?

The Alpha Pod desk, led by a former BlackRock analyst. The note is written fresh each morning from verified premarket, gamma and level data, then checked mechanically before it goes out.