I agree, what it looks like to me is a squash from a flower that didn't get (sufficiently) pollinated (it takes more than one visit).
The female flower comes with an embryo squash behind it. Even if the flower is not pollinated, the squash keeps growing for awhile, but eventually shrivels up and dies.
Have you seen any honeybees around your squash blossoms? Many of us are noticing the lack of honeybees this year. I had been hearing about the decline in honeybees for some years, but this year is the first I have really noticed it in my own garden. "Beekeepers across the United States lost more than 40 percent of their honey bee colonies during the year spanning April 2014 to April 2015, according to the latest results of an annual nationwide survey." https://www.sciencedaily.com/releases/20 ... 093605.htm
If you don't have sufficient pollinators, you may need to hand pollinate them.