SPX sessions closed in negative gamma, with the net-gamma percentile under 20, on EIA inventory days
50 sessions · the archive filtered by the dealer book · all sessions · the calendar
50 of 1,109 sessions match. Of them 0% closed above the flip (archive 84%), 6% held the expected-hold band (archive 60%), mean open-to-close move 0.93% (archive 0.60%).
Every row is a finished SPX session and links to its page, where the same numbers stand with the day's events and a free minute-by-minute replay. The filters are the closing measurements those pages print: the zero-gamma flip against the close and the open, the net-gamma percentile, how often the flip was crossed, whether the expected-hold band held, and the calendar event the day carried. The shares above are counts over the matched days next to the same counts over the whole archive; a share that matches the archive is a base rate, not a pattern.
| Session | Close | Move | Flip | vs flip | Pctl | Cross | Band | Events |
|---|---|---|---|---|---|---|---|---|
| 2026-09-23 | 7,703.80 | -0.67% | 7,715.3 | -11.5 | 10 | 22 | broke | EIA, Auctions |
| 2026-09-10 | 7,591.67 | -0.03% | 7,644.0 | -52.3 | 0 | 1 | held | PPI, Claims, EIA, Auctions |
| 2026-09-02 | 7,666.27 | +0.39% | 7,705.5 | -39.2 | 0 | 2 | broke | Housing, VIX settlement, EIA, Fed |
| 2026-08-05 | 7,712.99 | -0.94% | 7,720.7 | -7.7 | 0 | 7 | broke | Refunding, VIX settlement, ISM, EIA |
| 2026-07-01 | 7,483.35 | +0.14% | 7,488.2 | -4.8 | 0 | 3 | broke | VIX settlement, ISM, Housing, EIA |
| 2026-04-15 | 7,023.14 | +0.66% | 7,026.0 | -2.9 | 0 | 1 | broke | VIX settlement, EIA, Fed |
| 2025-09-04 | 6,501.80 | +0.74% | 6,566.4 | -64.6 | 0 | 1 | broke | Claims, ISM, EIA |
| 2025-03-12 | 5,600.19 | -0.49% | 5,609.6 | -9.4 | 0 | 1 | broke | CPI, VIX settlement, EIA, Auctions |
| 2024-12-18 | 5,872.81 | -2.88% | 5,971.1 | -98.3 | 0 | 5 | broke | Housing, VIX settlement, EIA, FOMC |
| 2024-09-11 | 5,554.32 | +1.29% | 5,616.0 | -61.7 | 0 | 2 | broke | CPI, VIX settlement, EIA, Auctions |
| 2024-07-18 | 5,545.79 | -0.97% | 5,642.3 | -96.5 | 0 | 6 | broke | Claims, EIA |
| 2024-07-03 | 5,534.72 | +0.42% | 5,542.0 | -7.3 | 3 | 2 | broke | Housing, Claims, VIX settlement, ISM, EIA |
| 2024-06-12 | 5,420.71 | +0.02% | 5,421.1 | -0.4 | 6 | 10 | broke | CPI, VIX settlement, EIA, FOMC |
| 2023-12-20 | 4,699.15 | -1.25% | 4,772.0 | -72.8 | 0 | 1 | broke | VIX settlement, EIA, Auctions |
| 2023-10-19 | 4,278.11 | -1.04% | 4,287.6 | -9.5 | 3 | 5 | broke | Claims, EIA |
| 2023-09-28 | 4,298.86 | +0.73% | 4,327.6 | -28.7 | 9 | 7 | broke | GDP, Claims, EIA, Auctions |
| 2023-09-21 | 4,329.91 | -1.05% | 4,337.7 | -7.8 | 2 | 10 | broke | Claims, EIA |
| 2023-08-24 | 4,376.61 | -1.71% | 4,384.5 | -7.9 | 6 | 29 | broke | Housing, Claims, EIA |
| 2023-08-10 | 4,469.11 | -0.52% | 4,472.8 | -3.7 | 8 | 7 | broke | CPI, Claims, EIA, Auctions |
| 2023-07-06 | 4,412.17 | +0.06% | 4,412.3 | -0.1 | 2 | 15 | broke | Claims, ISM, JOLTS, EIA |
| 2023-07-05 | 4,446.82 | +0.22% | 4,453.0 | -6.2 | 5 | 7 | broke | Housing, VIX settlement, EIA |
| 2023-06-28 | 4,377.60 | +0.24% | 4,384.8 | -7.2 | 1 | 5 | broke | VIX settlement, EIA, Auctions, Fed |
| 2023-06-01 | 4,220.32 | +0.93% | 4,302.3 | -82.0 | 0 | 3 | broke | Claims, ISM, Housing, EIA |
| 2023-05-24 | 4,115.62 | -0.28% | 4,135.1 | -19.5 | 1 | 1 | broke | VIX settlement, EIA, Auctions |
| 2023-05-18 | 4,198.80 | +1.05% | 4,261.6 | -62.8 | 2 | 5 | broke | Claims, EIA |
| 2023-05-17 | 4,158.57 | +0.71% | 4,178.7 | -20.1 | 0 | 1 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-04-26 | 4,057.32 | -0.58% | 4,068.7 | -11.4 | 1 | 1 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-04-13 | 4,146.20 | +1.03% | 4,149.9 | -3.7 | 0 | 1 | broke | PPI, Claims, EIA, Auctions |
| 2023-04-06 | 4,104.22 | +0.57% | 4,105.8 | -1.6 | 2 | 7 | broke | Claims, EIA |
| 2023-03-30 | 4,050.82 | -0.05% | 4,054.5 | -3.7 | 0 | 1 | broke | GDP, Claims, EIA |
| 2023-03-09 | 3,917.82 | -2.06% | 3,950.9 | -33.1 | 0 | 1 | broke | Claims, EIA, Fed, Auctions |
| 2023-02-23 | 4,012.80 | -0.20% | 4,014.8 | -2.0 | 6 | 9 | broke | GDP, Claims, EIA, Auctions |
| 2023-02-09 | 4,081.49 | -1.74% | 4,089.5 | -8.0 | 2 | 9 | broke | Claims, EIA, Auctions, Fed |
| 2022-11-30 | 4,075.67 | +2.89% | 4,113.2 | -37.5 | 1 | 11 | broke | GDP, VIX settlement, JOLTS, EIA, Fed, Opex |
| 2022-11-25 | 4,027.02 | +0.04% | 4,030.5 | -3.5 | 15 | 9 | broke | UMich, EIA |
| 2022-10-27 | 3,808.69 | -0.99% | 3,818.5 | -9.8 | 0 | 17 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2022-10-13 | 3,670.01 | +4.81% | 3,674.2 | -4.2 | 0 | 14 | broke | CPI, Claims, EIA, Auctions |
| 2022-10-05 | 3,780.25 | +0.84% | 3,782.9 | -2.7 | 0 | 3 | broke | VIX settlement, ISM, EIA |
| 2022-09-22 | 3,758.69 | -0.79% | 3,790.7 | -32.0 | 5 | 23 | broke | Claims, EIA |
| 2022-09-14 | 3,947.10 | +0.10% | 3,960.9 | -13.8 | 0 | 3 | broke | PPI, VIX settlement, EIA |
| 2022-08-24 | 4,140.40 | +0.32% | 4,145.2 | -4.8 | 0 | 5 | broke | Housing, VIX settlement, EIA, Auctions |
| 2022-08-18 | 4,283.35 | +0.17% | 4,284.7 | -1.3 | 6 | 17 | broke | Claims, EIA |
| 2022-08-11 | 4,205.50 | -0.75% | 4,228.6 | -23.1 | 0 | 1 | broke | PPI, Claims, EIA, Auctions |
| 2022-08-03 | 4,155.25 | +0.97% | 4,168.6 | -13.4 | 4 | 7 | held | Housing, Refunding, VIX settlement, ISM, EIA |
| 2022-07-27 | 4,022.37 | +1.65% | 4,028.2 | -5.8 | 5 | 13 | broke | Housing, VIX settlement, EIA, FOMC |
| 2022-07-20 | 3,959.29 | +0.69% | 3,966.7 | -7.4 | 0 | 19 | broke | VIX settlement, EIA, Auctions |
| 2022-07-14 | 3,789.32 | +0.98% | 3,798.2 | -8.9 | 0 | 12 | held | PPI, Claims, EIA |
| 2022-07-07 | 3,903.32 | +0.86% | 3,904.6 | -1.3 | 10 | 3 | broke | Claims, EIA |
| 2022-06-16 | 3,665.62 | -0.99% | 3,727.6 | -62.0 | 9 | 1 | broke | Housing, Claims, EIA |
| 2022-05-04 | 4,300.15 | +2.88% | 4,302.9 | -2.7 | 12 | 4 | broke | Refunding, VIX settlement, ISM, EIA, FOMC |
Turn a filter into a rule
A count is where a question starts. The Lab takes a rule in plain
words ("sell the 0DTE straddle at 10:00 on days that opened below the flip with the
percentile under 20"), compiles it against every archived session and reports the
out-of-sample verdict with day-clustered intervals. An assistant with the
MCP server can page through the same archive with
list_sessions and get_session.
Measurements are model output derived from public trade and quote data; they are approximations and can be wrong. Nothing here is investment advice; see the Terms.