{"filters":{"iv":"gt20"},"label":"SPX sessions with 0DTE IV 20% and above at the open","question":"How does SPX trade on days 0DTE implied volatility opens at 20% or higher?","question_url":"https://firmtape.com/screener/high-iv-opens","answer":"118 of 1,103 archived SPX sessions matched. Of them 64% closed above the zero-gamma flip (archive 84%), 24% held the expected-hold band (archive 60%) and the mean open-to-close move was 1.23% (archive 0.60%).","url":"https://firmtape.com/screener?iv=gt20","matched":118,"screened":1103,"archived":1103,"shares":{"matched":{"n":118,"above_flip_pct":64,"band_held_pct":24,"mean_abs_move_pct":1.23},"archive":{"n":1103,"above_flip_pct":84,"band_held_pct":60,"mean_abs_move_pct":0.6}},"sessions":[{"day":"2025-11-21","url":"https://firmtape.com/session/2025-11-21","close":6602.8,"move_pct":0.46,"zero_gamma_flip":6522.7,"close_vs_flip":80.1,"net_gamma_percentile":92.9,"flip_crossings":0,"hold_band_held":false,"events":["fed","opex"]},{"day":"2025-04-30","url":"https://firmtape.com/session/2025-04-30","close":5563.4,"move_pct":1.58,"zero_gamma_flip":5349.5,"close_vs_flip":213.9,"net_gamma_percentile":99.8,"flip_crossings":0,"hold_band_held":true,"events":["pce","gdp","refunding","vix","eia"]},{"day":"2025-04-25","url":"https://firmtape.com/session/2025-04-25","close":5525.34,"move_pct":0.71,"zero_gamma_flip":5384.6,"close_vs_flip":140.7,"net_gamma_percentile":100,"flip_crossings":0,"hold_band_held":true,"events":["retail","umich"]},{"day":"2025-04-24","url":"https://firmtape.com/session/2025-04-24","close":5484.65,"move_pct":1.96,"zero_gamma_flip":5220.4,"close_vs_flip":264.3,"net_gamma_percentile":100,"flip_crossings":0,"hold_band_held":true,"events":["housing","claims","eia","auctions"]},{"day":"2025-04-23","url":"https://firmtape.com/session/2025-04-23","close":5377.07,"move_pct":-0.77,"zero_gamma_flip":5307,"close_vs_flip":70.1,"net_gamma_percentile":93.9,"flip_crossings":0,"hold_band_held":true,"events":["housing","vix","eia","auctions","fed"]},{"day":"2025-04-22","url":"https://firmtape.com/session/2025-04-22","close":5287.57,"move_pct":1.51,"zero_gamma_flip":5140.3,"close_vs_flip":147.3,"net_gamma_percentile":99.2,"flip_crossings":0,"hold_band_held":true,"events":["auctions"]},{"day":"2025-04-21","url":"https://firmtape.com/session/2025-04-21","close":5159.9,"move_pct":-1.34,"zero_gamma_flip":5114.3,"close_vs_flip":45.6,"net_gamma_percentile":99.9,"flip_crossings":4,"hold_band_held":false,"events":[]},{"day":"2025-04-17","url":"https://firmtape.com/session/2025-04-17","close":5282.85,"move_pct":-0.33,"zero_gamma_flip":5161.1,"close_vs_flip":121.8,"net_gamma_percentile":99.2,"flip_crossings":0,"hold_band_held":true,"events":["housing","claims","eia","fed","opex"]},{"day":"2025-04-16","url":"https://firmtape.com/session/2025-04-16","close":5274.9,"move_pct":-1.27,"zero_gamma_flip":5138.7,"close_vs_flip":136.2,"net_gamma_percentile":99.8,"flip_crossings":0,"hold_band_held":true,"events":["retail","vix","eia","auctions","fed"]},{"day":"2025-04-14","url":"https://firmtape.com/session/2025-04-14","close":5405.1,"move_pct":-0.87,"zero_gamma_flip":5227.5,"close_vs_flip":177.6,"net_gamma_percentile":99.8,"flip_crossings":0,"hold_band_held":true,"events":[]},{"day":"2025-04-11","url":"https://firmtape.com/session/2025-04-11","close":5360.72,"move_pct":1.9,"zero_gamma_flip":5182.1,"close_vs_flip":178.6,"net_gamma_percentile":37,"flip_crossings":0,"hold_band_held":true,"events":["ppi","umich"]},{"day":"2025-04-10","url":"https://firmtape.com/session/2025-04-10","close":5268.22,"move_pct":-1.47,"zero_gamma_flip":5234.2,"close_vs_flip":34,"net_gamma_percentile":68,"flip_crossings":2,"hold_band_held":false,"events":["cpi","claims","eia","auctions"]},{"day":"2025-04-09","url":"https://firmtape.com/session/2025-04-09","close":5454.52,"move_pct":10,"zero_gamma_flip":5452.98,"close_vs_flip":1.5,"net_gamma_percentile":82.9,"flip_crossings":3,"hold_band_held":false,"events":["vix","eia","auctions"]},{"day":"2025-04-08","url":"https://firmtape.com/session/2025-04-08","close":4987.15,"move_pct":-4.77,"zero_gamma_flip":5026,"close_vs_flip":-38.9,"net_gamma_percentile":0.6,"flip_crossings":17,"hold_band_held":false,"events":["auctions"]},{"day":"2025-04-07","url":"https://firmtape.com/session/2025-04-07","close":5063.06,"move_pct":3.3,"zero_gamma_flip":5035.1,"close_vs_flip":28,"net_gamma_percentile":82.8,"flip_crossings":14,"hold_band_held":false,"events":["halts"]},{"day":"2025-04-04","url":"https://firmtape.com/session/2025-04-04","close":5074.67,"move_pct":-3.7,"zero_gamma_flip":5076,"close_vs_flip":-1.3,"net_gamma_percentile":83.3,"flip_crossings":3,"hold_band_held":false,"events":["nfp","fed"]},{"day":"2025-03-31","url":"https://firmtape.com/session/2025-03-31","close":5611.4,"move_pct":1.61,"zero_gamma_flip":5597.2,"close_vs_flip":14.2,"net_gamma_percentile":91.8,"flip_crossings":1,"hold_band_held":false,"events":[]},{"day":"2025-03-12","url":"https://firmtape.com/session/2025-03-12","close":5600.19,"move_pct":-0.49,"zero_gamma_flip":5609.6,"close_vs_flip":-9.4,"net_gamma_percentile":0.1,"flip_crossings":1,"hold_band_held":false,"events":["cpi","vix","eia","auctions"]},{"day":"2025-03-11","url":"https://firmtape.com/session/2025-03-11","close":5572.65,"move_pct":-0.6,"zero_gamma_flip":5400.4,"close_vs_flip":172.3,"net_gamma_percentile":80.1,"flip_crossings":2,"hold_band_held":true,"events":["jolts","auctions"]},{"day":"2025-03-10","url":"https://firmtape.com/session/2025-03-10","close":5614.39,"move_pct":-1.34,"zero_gamma_flip":5534.3,"close_vs_flip":80.1,"net_gamma_percentile":68.6,"flip_crossings":0,"hold_band_held":true,"events":[]},{"day":"2025-03-07","url":"https://firmtape.com/session/2025-03-07","close":5769.9,"move_pct":0.73,"zero_gamma_flip":5683.3,"close_vs_flip":86.6,"net_gamma_percentile":73,"flip_crossings":0,"hold_band_held":false,"events":["nfp","fed"]},{"day":"2025-03-06","url":"https://firmtape.com/session/2025-03-06","close":5737.42,"move_pct":-0.5,"zero_gamma_flip":5592,"close_vs_flip":145.4,"net_gamma_percentile":74.2,"flip_crossings":0,"hold_band_held":true,"events":["claims","eia"]},{"day":"2025-03-05","url":"https://firmtape.com/session/2025-03-05","close":5841.37,"move_pct":1,"zero_gamma_flip":5627.9,"close_vs_flip":213.5,"net_gamma_percentile":71.3,"flip_crossings":0,"hold_band_held":true,"events":["housing","vix","ism","eia","fed"]},{"day":"2025-03-04","url":"https://firmtape.com/session/2025-03-04","close":5778.45,"move_pct":-0.48,"zero_gamma_flip":5575.4,"close_vs_flip":203.1,"net_gamma_percentile":0.1,"flip_crossings":5,"hold_band_held":true,"events":[]},{"day":"2024-09-18","url":"https://firmtape.com/session/2024-09-18","close":5618.3,"move_pct":-0.34,"zero_gamma_flip":5589,"close_vs_flip":29.3,"net_gamma_percentile":34.3,"flip_crossings":2,"hold_band_held":true,"events":["housing","vix","eia","fomc"]},{"day":"2024-08-08","url":"https://firmtape.com/session/2024-08-08","close":5321.16,"move_pct":1.23,"zero_gamma_flip":5231.9,"close_vs_flip":89.3,"net_gamma_percentile":12.8,"flip_crossings":1,"hold_band_held":true,"events":["claims","eia","auctions"]},{"day":"2024-08-06","url":"https://firmtape.com/session/2024-08-06","close":5238.87,"move_pct":0.62,"zero_gamma_flip":5225.9,"close_vs_flip":13,"net_gamma_percentile":84,"flip_crossings":6,"hold_band_held":false,"events":["auctions"]},{"day":"2024-08-05","url":"https://firmtape.com/session/2024-08-05","close":5187.74,"move_pct":1.2,"zero_gamma_flip":5080.9,"close_vs_flip":106.8,"net_gamma_percentile":0.8,"flip_crossings":16,"hold_band_held":false,"events":["ism","fed"]},{"day":"2024-08-02","url":"https://firmtape.com/session/2024-08-02","close":5345.79,"move_pct":-0.47,"zero_gamma_flip":5340.6,"close_vs_flip":5.2,"net_gamma_percentile":77.5,"flip_crossings":10,"hold_band_held":false,"events":["nfp","housing"]},{"day":"2023-03-24","url":"https://firmtape.com/session/2023-03-24","close":3971.87,"move_pct":1.02,"zero_gamma_flip":3968.1,"close_vs_flip":3.8,"net_gamma_percentile":4.4,"flip_crossings":7,"hold_band_held":false,"events":["housing","umich"]},{"day":"2023-03-22","url":"https://firmtape.com/session/2023-03-22","close":3936.62,"move_pct":-1.62,"zero_gamma_flip":3906.4,"close_vs_flip":30.2,"net_gamma_percentile":7.5,"flip_crossings":13,"hold_band_held":false,"events":["vix","eia","fomc"]},{"day":"2023-03-20","url":"https://firmtape.com/session/2023-03-20","close":3950.82,"move_pct":0.61,"zero_gamma_flip":3886.2,"close_vs_flip":64.6,"net_gamma_percentile":99.8,"flip_crossings":12,"hold_band_held":true,"events":[]},{"day":"2023-03-17","url":"https://firmtape.com/session/2023-03-17","close":3915.85,"move_pct":-0.89,"zero_gamma_flip":3921.2,"close_vs_flip":-5.3,"net_gamma_percentile":88.7,"flip_crossings":10,"hold_band_held":false,"events":["opex"]},{"day":"2023-03-16","url":"https://firmtape.com/session/2023-03-16","close":3960.81,"move_pct":2.36,"zero_gamma_flip":3944.6,"close_vs_flip":16.2,"net_gamma_percentile":99.8,"flip_crossings":10,"hold_band_held":false,"events":["housing","claims","eia"]},{"day":"2023-03-15","url":"https://firmtape.com/session/2023-03-15","close":3889.95,"move_pct":0.75,"zero_gamma_flip":3883.2,"close_vs_flip":6.8,"net_gamma_percentile":6.2,"flip_crossings":19,"hold_band_held":false,"events":["ppi","retail","vix","eia"]},{"day":"2023-03-14","url":"https://firmtape.com/session/2023-03-14","close":3920.85,"move_pct":0.32,"zero_gamma_flip":3921,"close_vs_flip":-0.2,"net_gamma_percentile":1.8,"flip_crossings":3,"hold_band_held":false,"events":["cpi"]},{"day":"2023-03-13","url":"https://firmtape.com/session/2023-03-13","close":3856.47,"move_pct":0.85,"zero_gamma_flip":3828.9,"close_vs_flip":27.6,"net_gamma_percentile":95,"flip_crossings":2,"hold_band_held":false,"events":["halts"]},{"day":"2023-03-10","url":"https://firmtape.com/session/2023-03-10","close":3861.6,"move_pct":-1.16,"zero_gamma_flip":3863.4,"close_vs_flip":-1.8,"net_gamma_percentile":0.6,"flip_crossings":3,"hold_band_held":false,"events":["nfp","umich"]},{"day":"2023-02-14","url":"https://firmtape.com/session/2023-02-14","close":4135.67,"move_pct":0.55,"zero_gamma_flip":4134.4,"close_vs_flip":1.3,"net_gamma_percentile":4.1,"flip_crossings":9,"hold_band_held":false,"events":["cpi","ppi"]},{"day":"2023-02-01","url":"https://firmtape.com/session/2023-02-01","close":4117.72,"move_pct":1.3,"zero_gamma_flip":4116.5,"close_vs_flip":1.2,"net_gamma_percentile":76.6,"flip_crossings":10,"hold_band_held":false,"events":["refunding","vix","ism","jolts","housing","eia","fomc"]},{"day":"2023-01-12","url":"https://firmtape.com/session/2023-01-12","close":3983.75,"move_pct":0.11,"zero_gamma_flip":3941,"close_vs_flip":42.8,"net_gamma_percentile":91.2,"flip_crossings":0,"hold_band_held":false,"events":["cpi","claims","eia","auctions"]},{"day":"2023-01-06","url":"https://firmtape.com/session/2023-01-06","close":3894.32,"move_pct":1.5,"zero_gamma_flip":3983.6,"close_vs_flip":-89.3,"net_gamma_percentile":97.5,"flip_crossings":2,"hold_band_held":false,"events":["nfp","housing"]},{"day":"2022-12-16","url":"https://firmtape.com/session/2022-12-16","close":3852.14,"move_pct":-0.42,"zero_gamma_flip":3788.7,"close_vs_flip":63.4,"net_gamma_percentile":57.9,"flip_crossings":2,"hold_band_held":false,"events":["opex"]},{"day":"2022-12-14","url":"https://firmtape.com/session/2022-12-14","close":3997.9,"move_pct":-0.6,"zero_gamma_flip":3841.3,"close_vs_flip":156.6,"net_gamma_percentile":49.9,"flip_crossings":0,"hold_band_held":false,"events":["vix","eia","fomc"]},{"day":"2022-12-13","url":"https://firmtape.com/session/2022-12-13","close":4020.22,"move_pct":-1.97,"zero_gamma_flip":4027.2,"close_vs_flip":-7,"net_gamma_percentile":34.1,"flip_crossings":14,"hold_band_held":false,"events":["cpi","auctions"]},{"day":"2022-11-30","url":"https://firmtape.com/session/2022-11-30","close":4075.67,"move_pct":2.89,"zero_gamma_flip":4113.2,"close_vs_flip":-37.5,"net_gamma_percentile":0.9,"flip_crossings":11,"hold_band_held":false,"events":["gdp","vix","jolts","eia","fed","opex"]},{"day":"2022-11-11","url":"https://firmtape.com/session/2022-11-11","close":3993,"move_pct":0.8,"zero_gamma_flip":4028.4,"close_vs_flip":-35.4,"net_gamma_percentile":28.4,"flip_crossings":3,"hold_band_held":false,"events":["umich"]},{"day":"2022-11-10","url":"https://firmtape.com/session/2022-11-10","close":3954.42,"move_pct":1.62,"zero_gamma_flip":3954.5,"close_vs_flip":-0.1,"net_gamma_percentile":85.6,"flip_crossings":10,"hold_band_held":false,"events":["cpi","claims","eia","auctions"]},{"day":"2022-11-09","url":"https://firmtape.com/session/2022-11-09","close":3749.47,"move_pct":-1.47,"zero_gamma_flip":3723.7,"close_vs_flip":25.8,"net_gamma_percentile":86.2,"flip_crossings":4,"hold_band_held":false,"events":["vix","eia","auctions"]},{"day":"2022-11-04","url":"https://firmtape.com/session/2022-11-04","close":3771.49,"move_pct":-0.22,"zero_gamma_flip":3714.2,"close_vs_flip":57.3,"net_gamma_percentile":89.8,"flip_crossings":8,"hold_band_held":false,"events":["nfp"]},{"day":"2022-11-03","url":"https://firmtape.com/session/2022-11-03","close":3721.19,"move_pct":0.09,"zero_gamma_flip":3714.1,"close_vs_flip":7.1,"net_gamma_percentile":99.2,"flip_crossings":0,"hold_band_held":false,"events":["housing","claims","ism","eia"]},{"day":"2022-11-02","url":"https://firmtape.com/session/2022-11-02","close":3760.95,"move_pct":-2.27,"zero_gamma_flip":3792.3,"close_vs_flip":-31.4,"net_gamma_percentile":20.6,"flip_crossings":13,"hold_band_held":false,"events":["refunding","vix","eia","fomc"]},{"day":"2022-10-31","url":"https://firmtape.com/session/2022-10-31","close":3871.72,"move_pct":-0.1,"zero_gamma_flip":3855.8,"close_vs_flip":15.9,"net_gamma_percentile":99.2,"flip_crossings":8,"hold_band_held":true,"events":["refunding"]},{"day":"2022-10-26","url":"https://firmtape.com/session/2022-10-26","close":3830.19,"move_pct":0.09,"zero_gamma_flip":3841.2,"close_vs_flip":-11,"net_gamma_percentile":100,"flip_crossings":4,"hold_band_held":false,"events":["housing","vix","eia","auctions"]},{"day":"2022-10-24","url":"https://firmtape.com/session/2022-10-24","close":3798.55,"move_pct":0.85,"zero_gamma_flip":3679.4,"close_vs_flip":119.2,"net_gamma_percentile":97.3,"flip_crossings":3,"hold_band_held":false,"events":[]},{"day":"2022-10-21","url":"https://firmtape.com/session/2022-10-21","close":3753.64,"move_pct":2.73,"zero_gamma_flip":3755.3,"close_vs_flip":-1.7,"net_gamma_percentile":91.5,"flip_crossings":2,"hold_band_held":false,"events":["opex"]},{"day":"2022-10-20","url":"https://firmtape.com/session/2022-10-20","close":3665.52,"move_pct":-0.73,"zero_gamma_flip":3662.8,"close_vs_flip":2.7,"net_gamma_percentile":0,"flip_crossings":31,"hold_band_held":false,"events":["claims","eia"]},{"day":"2022-10-19","url":"https://firmtape.com/session/2022-10-19","close":3696.65,"move_pct":-0.22,"zero_gamma_flip":3695,"close_vs_flip":1.7,"net_gamma_percentile":77.7,"flip_crossings":4,"hold_band_held":false,"events":["housing","vix","eia","auctions"]},{"day":"2022-10-18","url":"https://firmtape.com/session/2022-10-18","close":3720.9,"move_pct":-1.04,"zero_gamma_flip":3680.6,"close_vs_flip":40.3,"net_gamma_percentile":70.6,"flip_crossings":16,"hold_band_held":false,"events":[]},{"day":"2022-10-17","url":"https://firmtape.com/session/2022-10-17","close":3678.4,"move_pct":0.56,"zero_gamma_flip":3584.2,"close_vs_flip":94.2,"net_gamma_percentile":89,"flip_crossings":6,"hold_band_held":true,"events":[]},{"day":"2022-10-14","url":"https://firmtape.com/session/2022-10-14","close":3586.86,"move_pct":-2.87,"zero_gamma_flip":3563.8,"close_vs_flip":23.1,"net_gamma_percentile":10.8,"flip_crossings":23,"hold_band_held":false,"events":["retail","umich"]},{"day":"2022-10-13","url":"https://firmtape.com/session/2022-10-13","close":3670.01,"move_pct":4.81,"zero_gamma_flip":3674.2,"close_vs_flip":-4.2,"net_gamma_percentile":0,"flip_crossings":14,"hold_band_held":false,"events":["cpi","claims","eia","auctions"]},{"day":"2022-10-12","url":"https://firmtape.com/session/2022-10-12","close":3578.17,"move_pct":-0.2,"zero_gamma_flip":3490.6,"close_vs_flip":87.6,"net_gamma_percentile":98,"flip_crossings":0,"hold_band_held":true,"events":["ppi","vix","auctions"]},{"day":"2022-10-11","url":"https://firmtape.com/session/2022-10-11","close":3587.8,"move_pct":-0.17,"zero_gamma_flip":3586.2,"close_vs_flip":1.6,"net_gamma_percentile":74.2,"flip_crossings":8,"hold_band_held":false,"events":[]},{"day":"2022-10-10","url":"https://firmtape.com/session/2022-10-10","close":3613.57,"move_pct":-1,"zero_gamma_flip":3619.1,"close_vs_flip":-5.5,"net_gamma_percentile":1,"flip_crossings":17,"hold_band_held":false,"events":[]},{"day":"2022-10-07","url":"https://firmtape.com/session/2022-10-07","close":3641.52,"move_pct":-1.59,"zero_gamma_flip":3608.7,"close_vs_flip":32.8,"net_gamma_percentile":98,"flip_crossings":0,"hold_band_held":true,"events":["nfp"]},{"day":"2022-10-05","url":"https://firmtape.com/session/2022-10-05","close":3780.25,"move_pct":0.84,"zero_gamma_flip":3782.9,"close_vs_flip":-2.7,"net_gamma_percentile":0.2,"flip_crossings":3,"hold_band_held":false,"events":["vix","ism","eia"]},{"day":"2022-10-03","url":"https://firmtape.com/session/2022-10-03","close":3678.02,"move_pct":1.47,"zero_gamma_flip":3632.1,"close_vs_flip":45.9,"net_gamma_percentile":100,"flip_crossings":0,"hold_band_held":false,"events":["ism","housing"]},{"day":"2022-09-30","url":"https://firmtape.com/session/2022-09-30","close":3587.67,"move_pct":-1.32,"zero_gamma_flip":3556,"close_vs_flip":31.7,"net_gamma_percentile":99.7,"flip_crossings":24,"hold_band_held":false,"events":["pce"]},{"day":"2022-09-29","url":"https://firmtape.com/session/2022-09-29","close":3640.87,"move_pct":-1.14,"zero_gamma_flip":3638.4,"close_vs_flip":2.5,"net_gamma_percentile":1.1,"flip_crossings":10,"hold_band_held":false,"events":["gdp","claims","eia"]},{"day":"2022-09-28","url":"https://firmtape.com/session/2022-09-28","close":3719.2,"move_pct":1.76,"zero_gamma_flip":3713.3,"close_vs_flip":5.9,"net_gamma_percentile":100,"flip_crossings":18,"hold_band_held":false,"events":["vix","fed","eia","auctions"]},{"day":"2022-09-27","url":"https://firmtape.com/session/2022-09-27","close":3646.87,"move_pct":-1.24,"zero_gamma_flip":3640.5,"close_vs_flip":6.4,"net_gamma_percentile":92.2,"flip_crossings":8,"hold_band_held":false,"events":["housing","confidence","auctions"]},{"day":"2022-09-26","url":"https://firmtape.com/session/2022-09-26","close":3656.12,"move_pct":-0.7,"zero_gamma_flip":3662.9,"close_vs_flip":-6.8,"net_gamma_percentile":3.9,"flip_crossings":11,"hold_band_held":false,"events":[]},{"day":"2022-09-23","url":"https://firmtape.com/session/2022-09-23","close":3693.67,"move_pct":-0.62,"zero_gamma_flip":3672.5,"close_vs_flip":21.2,"net_gamma_percentile":13.4,"flip_crossings":23,"hold_band_held":false,"events":["umich"]},{"day":"2022-09-22","url":"https://firmtape.com/session/2022-09-22","close":3758.69,"move_pct":-0.79,"zero_gamma_flip":3790.7,"close_vs_flip":-32,"net_gamma_percentile":4.6,"flip_crossings":23,"hold_band_held":false,"events":["claims","eia"]},{"day":"2022-09-21","url":"https://firmtape.com/session/2022-09-21","close":3790.82,"move_pct":-2.29,"zero_gamma_flip":3805.7,"close_vs_flip":-14.9,"net_gamma_percentile":84.2,"flip_crossings":6,"hold_band_held":false,"events":["vix","eia","fomc"]},{"day":"2022-09-19","url":"https://firmtape.com/session/2022-09-19","close":3899.47,"move_pct":1.57,"zero_gamma_flip":3901.1,"close_vs_flip":-1.6,"net_gamma_percentile":0.1,"flip_crossings":18,"hold_band_held":false,"events":[]},{"day":"2022-09-16","url":"https://firmtape.com/session/2022-09-16","close":3874.41,"move_pct":0.45,"zero_gamma_flip":3890,"close_vs_flip":-15.6,"net_gamma_percentile":14.1,"flip_crossings":7,"hold_band_held":false,"events":["opex"]},{"day":"2022-08-26","url":"https://firmtape.com/session/2022-08-26","close":4058.52,"move_pct":-3.35,"zero_gamma_flip":4090.8,"close_vs_flip":-32.3,"net_gamma_percentile":0.5,"flip_crossings":7,"hold_band_held":false,"events":["pce","fed","umich"]},{"day":"2022-07-27","url":"https://firmtape.com/session/2022-07-27","close":4022.37,"move_pct":1.65,"zero_gamma_flip":4028.2,"close_vs_flip":-5.8,"net_gamma_percentile":4.5,"flip_crossings":13,"hold_band_held":false,"events":["housing","vix","eia","fomc"]},{"day":"2022-07-14","url":"https://firmtape.com/session/2022-07-14","close":3789.32,"move_pct":0.98,"zero_gamma_flip":3798.2,"close_vs_flip":-8.9,"net_gamma_percentile":0,"flip_crossings":12,"hold_band_held":true,"events":["ppi","claims","eia"]},{"day":"2022-07-13","url":"https://firmtape.com/session/2022-07-13","close":3803.05,"move_pct":0.84,"zero_gamma_flip":3770.8,"close_vs_flip":32.3,"net_gamma_percentile":99.7,"flip_crossings":4,"hold_band_held":false,"events":["cpi","vix","eia","auctions"]},{"day":"2022-07-06","url":"https://firmtape.com/session/2022-07-06","close":3844.71,"move_pct":0.3,"zero_gamma_flip":3835.3,"close_vs_flip":9.4,"net_gamma_percentile":99.5,"flip_crossings":3,"hold_band_held":false,"events":["vix","ism","jolts"]},{"day":"2022-07-05","url":"https://firmtape.com/session/2022-07-05","close":3831.12,"move_pct":1.66,"zero_gamma_flip":3828.2,"close_vs_flip":2.9,"net_gamma_percentile":98.4,"flip_crossings":15,"hold_band_held":false,"events":["housing"]},{"day":"2022-07-01","url":"https://firmtape.com/session/2022-07-01","close":3822.85,"move_pct":0.97,"zero_gamma_flip":3761.8,"close_vs_flip":61,"net_gamma_percentile":99.5,"flip_crossings":11,"hold_band_held":false,"events":["ism","housing"]},{"day":"2022-06-30","url":"https://firmtape.com/session/2022-06-30","close":3780.79,"move_pct":0.02,"zero_gamma_flip":3766.5,"close_vs_flip":14.3,"net_gamma_percentile":99.9,"flip_crossings":0,"hold_band_held":false,"events":["pce","claims","eia"]},{"day":"2022-06-29","url":"https://firmtape.com/session/2022-06-29","close":3818.81,"move_pct":-0.17,"zero_gamma_flip":3790.6,"close_vs_flip":28.2,"net_gamma_percentile":99.9,"flip_crossings":2,"hold_band_held":true,"events":["gdp","fed","vix","eia"]},{"day":"2022-06-23","url":"https://firmtape.com/session/2022-06-23","close":3796.97,"move_pct":0.38,"zero_gamma_flip":3794.4,"close_vs_flip":2.6,"net_gamma_percentile":95.9,"flip_crossings":6,"hold_band_held":false,"events":["claims","fed","eia"]},{"day":"2022-06-22","url":"https://firmtape.com/session/2022-06-22","close":3760.65,"move_pct":1.1,"zero_gamma_flip":3772.4,"close_vs_flip":-11.7,"net_gamma_percentile":99.5,"flip_crossings":5,"hold_band_held":false,"events":["fed","vix","auctions"]},{"day":"2022-06-21","url":"https://firmtape.com/session/2022-06-21","close":3763.82,"move_pct":0.78,"zero_gamma_flip":3771.9,"close_vs_flip":-8.1,"net_gamma_percentile":4.9,"flip_crossings":1,"hold_band_held":true,"events":[]},{"day":"2022-06-17","url":"https://firmtape.com/session/2022-06-17","close":3673.32,"move_pct":-0.08,"zero_gamma_flip":3716.2,"close_vs_flip":-42.9,"net_gamma_percentile":0,"flip_crossings":11,"hold_band_held":false,"events":["fed","opex"]},{"day":"2022-06-16","url":"https://firmtape.com/session/2022-06-16","close":3665.62,"move_pct":-0.99,"zero_gamma_flip":3727.6,"close_vs_flip":-62,"net_gamma_percentile":8.5,"flip_crossings":1,"hold_band_held":false,"events":["housing","claims","eia"]},{"day":"2022-06-15","url":"https://firmtape.com/session/2022-06-15","close":3788.75,"move_pct":0.46,"zero_gamma_flip":3853.9,"close_vs_flip":-65.2,"net_gamma_percentile":99.8,"flip_crossings":18,"hold_band_held":false,"events":["retail","vix","eia","fomc"]},{"day":"2022-06-14","url":"https://firmtape.com/session/2022-06-14","close":3736.39,"move_pct":-0.84,"zero_gamma_flip":3727.6,"close_vs_flip":8.8,"net_gamma_percentile":99.6,"flip_crossings":7,"hold_band_held":false,"events":["ppi"]},{"day":"2022-06-13","url":"https://firmtape.com/session/2022-06-13","close":3751.84,"move_pct":-1.38,"zero_gamma_flip":3779.6,"close_vs_flip":-27.8,"net_gamma_percentile":1.3,"flip_crossings":3,"hold_band_held":false,"events":[]},{"day":"2022-06-10","url":"https://firmtape.com/session/2022-06-10","close":3898.87,"move_pct":-1.37,"zero_gamma_flip":4034.8,"close_vs_flip":-135.9,"net_gamma_percentile":0,"flip_crossings":3,"hold_band_held":true,"events":["cpi","umich"]},{"day":"2022-06-03","url":"https://firmtape.com/session/2022-06-03","close":4107.97,"move_pct":-0.42,"zero_gamma_flip":4123.7,"close_vs_flip":-15.7,"net_gamma_percentile":26.1,"flip_crossings":6,"hold_band_held":false,"events":["nfp","ism"]},{"day":"2022-05-31","url":"https://firmtape.com/session/2022-05-31","close":4133.06,"move_pct":-0.18,"zero_gamma_flip":4158.7,"close_vs_flip":-25.6,"net_gamma_percentile":23.6,"flip_crossings":8,"hold_band_held":false,"events":["confidence","opex"]},{"day":"2022-05-26","url":"https://firmtape.com/session/2022-05-26","close":4058.55,"move_pct":1.67,"zero_gamma_flip":3981.7,"close_vs_flip":76.9,"net_gamma_percentile":99.8,"flip_crossings":0,"hold_band_held":true,"events":["gdp","claims","eia","auctions","fed"]},{"day":"2022-05-25","url":"https://firmtape.com/session/2022-05-25","close":3978,"move_pct":1.23,"zero_gamma_flip":3976.3,"close_vs_flip":1.7,"net_gamma_percentile":15.1,"flip_crossings":5,"hold_band_held":false,"events":["housing","vix","eia","auctions"]},{"day":"2022-05-24","url":"https://firmtape.com/session/2022-05-24","close":3940.41,"move_pct":0.19,"zero_gamma_flip":3941.2,"close_vs_flip":-0.8,"net_gamma_percentile":95.7,"flip_crossings":10,"hold_band_held":false,"events":["housing","fed"]},{"day":"2022-05-23","url":"https://firmtape.com/session/2022-05-23","close":3973.02,"move_pct":1.01,"zero_gamma_flip":3974.2,"close_vs_flip":-1.2,"net_gamma_percentile":67.6,"flip_crossings":12,"hold_band_held":false,"events":[]},{"day":"2022-05-20","url":"https://firmtape.com/session/2022-05-20","close":3903.52,"move_pct":-0.79,"zero_gamma_flip":3850.7,"close_vs_flip":52.8,"net_gamma_percentile":99.5,"flip_crossings":12,"hold_band_held":false,"events":["opex"]},{"day":"2022-05-19","url":"https://firmtape.com/session/2022-05-19","close":3901.97,"move_pct":0.21,"zero_gamma_flip":3893.4,"close_vs_flip":8.6,"net_gamma_percentile":99.4,"flip_crossings":5,"hold_band_held":false,"events":["claims","eia"]},{"day":"2022-05-18","url":"https://firmtape.com/session/2022-05-18","close":3924.2,"move_pct":-2.87,"zero_gamma_flip":3961.3,"close_vs_flip":-37.1,"net_gamma_percentile":40.5,"flip_crossings":15,"hold_band_held":false,"events":["housing","vix","eia","auctions"]},{"day":"2022-05-16","url":"https://firmtape.com/session/2022-05-16","close":4007.44,"move_pct":-0.06,"zero_gamma_flip":3990.6,"close_vs_flip":16.8,"net_gamma_percentile":1.2,"flip_crossings":3,"hold_band_held":false,"events":[]},{"day":"2022-05-13","url":"https://firmtape.com/session/2022-05-13","close":4023.25,"move_pct":1.24,"zero_gamma_flip":4062.3,"close_vs_flip":-39.1,"net_gamma_percentile":26.1,"flip_crossings":7,"hold_band_held":false,"events":["housing","umich"]},{"day":"2022-05-11","url":"https://firmtape.com/session/2022-05-11","close":3934.19,"move_pct":-1.4,"zero_gamma_flip":3919.7,"close_vs_flip":14.5,"net_gamma_percentile":97.3,"flip_crossings":7,"hold_band_held":true,"events":["cpi","vix","eia","auctions"]},{"day":"2022-05-10","url":"https://firmtape.com/session/2022-05-10","close":4001.87,"move_pct":-1.59,"zero_gamma_flip":3989,"close_vs_flip":12.9,"net_gamma_percentile":98.1,"flip_crossings":26,"hold_band_held":false,"events":[]},{"day":"2022-05-09","url":"https://firmtape.com/session/2022-05-09","close":3991.46,"move_pct":-1.74,"zero_gamma_flip":3944.6,"close_vs_flip":46.9,"net_gamma_percentile":91.2,"flip_crossings":23,"hold_band_held":true,"events":["fed"]},{"day":"2022-05-06","url":"https://firmtape.com/session/2022-05-06","close":4125.09,"move_pct":0.08,"zero_gamma_flip":4115.3,"close_vs_flip":9.8,"net_gamma_percentile":99.3,"flip_crossings":5,"hold_band_held":false,"events":["nfp"]},{"day":"2022-05-04","url":"https://firmtape.com/session/2022-05-04","close":4300.15,"move_pct":2.88,"zero_gamma_flip":4302.88,"close_vs_flip":-2.7,"net_gamma_percentile":11.9,"flip_crossings":4,"hold_band_held":false,"events":["refunding","vix","ism","eia","fomc"]},{"day":"2022-05-03","url":"https://firmtape.com/session/2022-05-03","close":4173.47,"move_pct":0.4,"zero_gamma_flip":4123.4,"close_vs_flip":50.1,"net_gamma_percentile":87.9,"flip_crossings":6,"hold_band_held":false,"events":["housing","jolts"]},{"day":"2022-05-02","url":"https://firmtape.com/session/2022-05-02","close":4155.12,"move_pct":0.42,"zero_gamma_flip":4168.1,"close_vs_flip":-13,"net_gamma_percentile":19.8,"flip_crossings":3,"hold_band_held":false,"events":["ism","housing","refunding"]},{"day":"2022-04-29","url":"https://firmtape.com/session/2022-04-29","close":4131.27,"move_pct":-2.73,"zero_gamma_flip":4168.8,"close_vs_flip":-37.5,"net_gamma_percentile":0,"flip_crossings":1,"hold_band_held":false,"events":["pce"]},{"day":"2022-04-27","url":"https://firmtape.com/session/2022-04-27","close":4185.27,"move_pct":-0.12,"zero_gamma_flip":4160.1,"close_vs_flip":25.2,"net_gamma_percentile":97.9,"flip_crossings":3,"hold_band_held":false,"events":["vix","eia","auctions"]},{"day":"2022-04-26","url":"https://firmtape.com/session/2022-04-26","close":4177.05,"move_pct":-2.16,"zero_gamma_flip":4189.3,"close_vs_flip":-12.2,"net_gamma_percentile":14.3,"flip_crossings":13,"hold_band_held":false,"events":["housing","confidence"]},{"day":"2022-04-25","url":"https://firmtape.com/session/2022-04-25","close":4296.66,"move_pct":1.28,"zero_gamma_flip":4315.2,"close_vs_flip":-18.5,"net_gamma_percentile":61.1,"flip_crossings":9,"hold_band_held":false,"events":["retail"]}],"source":"FirmTape derived SPX dealer-positioning measurements; counts, not investment advice."}