SPX sessions closed in negative gamma, with the net-gamma percentile 50 to 80, on housing and durables days
2 sessions · the archive filtered by the dealer book · all sessions · the calendar
2 of 1,110 sessions match. Of them 0% closed above the flip (archive 84%), 50% held the expected-hold band (archive 60%), mean open-to-close move 0.40% (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 |
|---|---|---|---|---|---|---|---|---|
| 2026-09-24 | 7,704.82 | +0.46% | 7,736.7 | -31.9 | 50 | 6 | held | Housing, Claims, EIA, Auctions |
| 2023-01-26 | 4,060.85 | +0.33% | 4,078.6 | -17.8 | 70 | 4 | broke | Housing, GDP, Claims, EIA, Auctions |
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.