SPX sessions closed in negative gamma, with the net-gamma percentile 80 and above, on housing and durables days
10 sessions · the archive filtered by the dealer book · all sessions · the calendar
10 of 1,105 sessions match. Of them 0% closed above the flip (archive 84%), 10% held the expected-hold band (archive 60%), mean open-to-close move 0.61% (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 |
|---|---|---|---|---|---|---|---|---|
| 2026-09-17 | 7,637.80 | -0.04% | 7,671.2 | -33.4 | 92 | 1 | held | Housing, Claims, EIA, Auctions |
| 2026-06-16 | 7,511.70 | -0.61% | 7,526.0 | -14.3 | 81 | 5 | broke | Housing, Auctions |
| 2023-10-26 | 4,136.60 | -0.95% | 4,153.9 | -17.3 | 82 | 28 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2023-08-16 | 4,404.85 | -0.68% | 4,433.7 | -28.8 | 99 | 22 | broke | Housing, VIX settlement, EIA |
| 2023-08-03 | 4,501.19 | +0.13% | 4,509.6 | -8.4 | 98 | 2 | broke | Housing, Claims, ISM, EIA |
| 2023-02-27 | 3,981.87 | -0.53% | 3,990.2 | -8.3 | 93 | 3 | broke | Housing |
| 2023-01-06 | 3,894.32 | +1.50% | 3,983.6 | -89.3 | 98 | 2 | broke | NFP, Housing |
| 2022-10-26 | 3,830.19 | +0.09% | 3,841.2 | -11.0 | 100 | 4 | broke | Housing, VIX settlement, EIA, Auctions |
| 2022-06-01 | 4,101.00 | -1.39% | 4,130.3 | -29.3 | 99 | 10 | broke | VIX settlement, ISM, JOLTS, Housing |
| 2022-05-24 | 3,940.41 | +0.19% | 3,941.2 | -0.8 | 96 | 10 | broke | Housing, Fed |
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.