SPX sessions closed in positive gamma

622 sessions · the archive filtered by the dealer book · all sessions · the calendar

622 of 1,121 sessions match. Of them 100% closed above the flip (archive 55%) and the mean open-to-close move was 0.56% (archive 0.59%).

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, 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.

SessionCloseMoveFlipvs flipPctlCrossEvents
2026-10-097,811.05+0.26%7,802.2+8.86UMich
2026-10-077,800.25+0.17%7,791.8+8.58VIX settlement, EIA, Auctions
2026-10-057,772.64+0.58%7,763.4+9.20ISM
2026-10-017,666.87-0.02%7,658.0+8.8709Claims, ISM, Housing, EIA, Auctions
2026-09-297,669.87-0.27%7,668.6+1.3522Confidence, JOLTS, Auctions
2026-09-257,743.35+0.42%7,731.3+12.0808Housing, UMich
2026-09-247,704.75+0.46%7,693.4+11.41005Housing, Claims, EIA, Auctions
2026-09-217,764.87+0.92%7,715.1+49.8503
2026-09-187,648.15+0.09%7,630.0+18.19522Opex
2026-09-177,637.80-0.04%7,634.0+3.99014Housing, Claims, EIA, Auctions
2026-09-047,718.16-0.25%7,716.7+1.4459NFP
2026-09-037,747.40+0.62%7,721.6+25.8706Claims, ISM, EIA, Auctions
2026-09-027,666.21+0.40%7,666.0+0.24516Housing, VIX settlement, EIA, Fed
2026-08-317,685.95-0.06%7,677.5+8.58040Opex
2026-08-277,731.24+0.35%7,718.8+12.410016Claims, EIA, Auctions
2026-08-267,675.54+0.12%7,674.8+0.71018PCE, Housing, GDP, VIX settlement, EIA, Auctions
2026-08-257,677.27-0.03%7,669.0+8.39523Housing, Confidence, Auctions
2026-08-147,785.87-0.20%7,785.1+0.7756Retail sales, UMich
2026-08-137,798.82+0.41%7,792.0+6.9904PPI, Claims, EIA, Auctions
2026-08-077,758.52+0.33%7,744.6+13.99020NFP
2026-08-047,736.35+1.31%7,665.7+70.7550Housing, JOLTS
2026-08-037,600.47+1.06%7,571.5+29.0650ISM, Housing, Fed, Refunding
2026-07-317,489.97+0.23%7,467.1+22.98512UMich
2026-07-307,437.15+0.79%7,413.9+23.2806PCE, GDP, Claims, EIA
2026-07-277,412.22-0.78%7,408.5+3.7405Housing, Auctions
2026-07-237,407.80-0.12%7,404.4+3.45013Claims, EIA
2026-07-217,509.67+0.37%7,502.2+7.41008
2026-07-157,572.15+0.02%7,560.4+11.88022PPI, VIX settlement, EIA, Fed
2026-07-147,543.87+0.15%7,542.6+1.3409CPI, Fed
2026-07-107,575.01+0.33%7,556.6+18.4958
2026-07-097,542.75+0.69%7,528.3+14.4455Claims, EIA, Auctions
2026-07-087,482.92+0.34%7,466.2+16.7909VIX settlement, EIA, Auctions
2026-07-067,537.25+0.25%7,532.1+5.1802ISM
2026-07-027,479.37-0.35%7,460.0+19.4654NFP, Housing, Claims, EIA
2026-06-307,498.14+0.77%7,482.5+15.7900Confidence, JOLTS
2026-06-297,440.62+0.69%7,414.4+26.2955
2026-06-187,499.42-0.09%7,494.2+5.27022Claims, EIA, Opex
2026-06-127,431.79+0.32%7,421.0+10.86519UMich
2026-06-117,393.92+1.35%7,327.1+66.88034PPI, Claims, EIA, Fed, Auctions
2026-06-097,386.10-0.86%7,357.7+28.4758Auctions, Fed
2026-06-047,585.25+0.68%7,571.1+14.1406Claims, Fed, EIA
2026-06-027,611.15+0.31%7,606.1+5.1654VIX settlement, JOLTS
2026-06-017,599.70+0.45%7,585.6+14.19519ISM, Housing
2026-05-297,581.22+0.11%7,580.9+0.44024Opex
2026-05-287,563.45+0.59%7,556.1+7.4605PCE, Housing, GDP, Claims, EIA, Auctions
2026-05-277,520.30-0.09%7,517.8+2.51036VIX settlement, Auctions
2026-05-267,519.02+0.03%7,513.4+5.68517Confidence, Auctions
2026-05-217,445.56+0.62%7,423.2+22.48519Housing, Claims, EIA
2026-05-207,432.50+0.79%7,409.2+23.3707EIA, Auctions
2026-05-187,402.12-0.19%7,387.9+14.2808
2026-05-147,501.21+0.51%7,494.5+6.7700Retail sales, Claims, EIA
2026-05-137,444.67+0.61%7,414.5+30.154PPI, VIX settlement, EIA, Auctions
2026-05-127,400.75+0.18%7,372.9+27.9857CPI, Auctions
2026-05-117,412.04+0.29%7,411.9+0.1453Auctions
2026-05-087,398.37+0.37%7,391.2+7.1506NFP, UMich
2026-05-067,365.20+0.85%7,334.9+30.3950VIX settlement, EIA
2026-05-057,259.52+0.26%7,256.8+2.7201Housing, ISM, JOLTS
2026-04-307,209.79+0.69%7,174.7+35.1205PCE, GDP, Claims, EIA
2026-04-297,136.05+0.11%7,128.3+7.76513Housing, Refunding, VIX settlement, EIA, FOMC
2026-04-287,138.45+0.07%7,133.7+4.72513Confidence, Auctions
2026-04-277,173.80+0.27%7,166.5+7.32512Auctions, Refunding
2026-04-247,164.55+0.53%7,149.3+15.39511UMich
2026-04-227,138.35+0.37%7,121.1+17.34016VIX settlement, EIA, Auctions
2026-04-207,109.05-0.06%7,103.3+5.78522
2026-04-177,125.72+0.57%7,120.8+4.9657Opex
2026-04-167,041.02+0.13%7,030.2+10.9958Claims, EIA
2026-04-157,023.14+0.66%6,992.3+30.9850VIX settlement, EIA, Fed
2026-04-146,966.67+0.92%6,943.7+23.0950PPI
2026-04-136,886.26+1.28%6,833.2+53.1704
2026-04-096,825.15+0.81%6,808.5+16.71008PCE, GDP, Claims, EIA, Auctions
2026-04-086,782.20-0.06%6,771.5+10.78514VIX settlement, EIA, Auctions
2026-04-076,617.42+0.42%6,573.9+43.6805Housing, Auctions
2026-04-066,611.25+0.33%6,601.0+10.29022ISM
2026-04-026,582.42+1.39%6,562.2+20.2857Claims, EIA
2026-03-316,528.50+1.69%6,463.2+65.3956Confidence, JOLTS
2026-03-196,606.92+0.61%6,591.7+15.26545Housing, Claims, EIA, Fed
2026-03-116,775.15-0.24%6,767.3+7.810026CPI, VIX settlement, EIA, Auctions
2026-03-096,795.55+1.63%6,713.3+82.3752
2026-03-056,830.87-0.12%6,807.1+23.78510Claims, EIA
2026-03-036,816.60+0.60%6,801.7+15.0601VIX settlement
2026-03-026,881.05+1.10%6,874.4+6.77512ISM
2026-02-276,879.27+0.43%6,859.8+19.59510PPI, Housing, Opex
2026-02-266,908.31-0.45%6,897.1+11.2755Claims, Fed, EIA, Auctions
2026-02-256,946.55+0.31%6,935.9+10.7850VIX settlement, EIA, Auctions
2026-02-246,890.15+0.83%6,882.8+7.4454Confidence, Auctions
2026-02-206,909.09+1.06%6,895.8+13.31006PCE, GDP, UMich, Housing, Opex
2026-02-196,861.35+0.04%6,852.0+9.46522Claims, EIA
2026-02-176,843.76+0.29%6,838.7+5.18018
2026-02-066,931.92+1.36%6,903.0+28.91000UMich
2026-01-306,938.85-0.19%6,933.0+5.98022PPI
2026-01-296,967.37-0.31%6,934.3+33.19010Housing, Claims, EIA, Auctions
2026-01-216,875.10+0.73%6,851.4+23.7476VIX settlement, Housing, Auctions
2026-01-146,927.60-0.14%6,905.6+22.07422PPI, Retail sales, VIX settlement, EIA, Fed
2026-01-136,963.52-0.27%6,956.6+6.95320CPI, Housing, Auctions
2026-01-126,977.82+0.57%6,969.7+8.1371Auctions
2026-01-096,966.60+0.49%6,960.3+6.4373NFP, Housing, UMich, Fed
2026-01-086,921.92+0.13%6,918.0+3.96329Claims, EIA
2026-01-066,944.74+0.52%6,926.6+18.27914ISM
2026-01-026,858.32-0.40%6,851.1+7.25318ISM, EIA
2025-12-296,905.56+0.02%6,902.9+2.77219
2025-12-266,929.70-0.03%6,929.6+0.19428UMich, EIA
2025-12-246,932.00+0.35%6,916.6+15.4950Claims, VIX settlement, EIA, Auctions
2025-12-236,909.75+0.42%6,893.2+16.51004PCE, Housing, GDP, Auctions
2025-12-226,878.40+0.18%6,873.5+4.9746Auctions
2025-12-196,834.47+0.50%6,832.0+2.57910Opex
2025-12-166,800.12-0.13%6,789.6+10.59520NFP, Retail sales
2025-12-116,900.94+0.63%6,878.9+22.01009Claims, EIA, Auctions
2025-12-106,886.21+0.73%6,862.7+23.66826VIX settlement, EIA, FOMC
2025-12-086,846.39-0.42%6,842.2+4.27912Auctions
2025-12-046,855.99-0.10%6,846.3+9.610030Housing, Claims, EIA
2025-12-036,850.34+0.49%6,846.8+3.6587VIX settlement, ISM, EIA
2025-12-026,829.84-0.01%6,829.3+0.5515Fed
2025-11-286,848.69+0.04%6,832.4+16.31001UMich, EIA, Opex
2025-11-256,766.32+1.03%6,737.6+28.81007PPI, Retail sales, Confidence, Auctions
2025-11-246,705.67+0.92%6,693.9+11.8800Auctions
2025-11-196,642.05+0.31%6,637.2+4.9759VIX settlement, EIA, Auctions
2025-11-126,850.86-0.19%6,848.5+2.31033VIX settlement, EIA, Auctions
2025-11-116,846.06+0.32%6,826.1+20.06516
2025-11-106,832.77+0.54%6,807.5+25.3802Auctions
2025-11-076,728.72+0.64%6,684.0+44.8907
2025-10-296,891.10-0.18%6,890.3+0.85514VIX settlement, EIA, FOMC
2025-10-286,891.30+0.03%6,887.1+4.27512Confidence, Auctions
2025-10-276,875.15+0.36%6,857.1+18.0950Auctions
2025-10-236,738.30+0.51%6,728.1+10.2451EIA
2025-10-226,699.45-0.50%6,699.0+0.45521VIX settlement, EIA, Auctions
2025-10-206,735.32+0.47%6,732.8+2.551
2025-10-176,663.37+0.78%6,650.3+13.04515Opex
2025-10-146,645.20+0.83%6,644.5+0.7306Fed
2025-10-136,654.67+0.38%6,649.3+5.49512
2025-10-096,734.67-0.35%6,729.0+5.71006Fed, EIA, Auctions
2025-10-086,754.17+0.45%6,745.6+8.5656VIX settlement, EIA, Auctions
2025-10-066,740.57+0.06%6,738.5+2.0109
2025-10-026,715.97-0.12%6,710.6+5.33510EIA
2025-10-016,711.67+0.81%6,688.4+23.3604VIX settlement, ISM, EIA
2025-09-306,688.27+0.50%6,656.9+31.46514Confidence, JOLTS
2025-09-296,661.52-0.09%6,657.3+4.24512
2025-09-266,643.40+0.41%6,632.0+11.46017PCE, UMich
2025-09-256,604.25+0.08%6,599.2+5.17031Housing, GDP, Claims, EIA, Auctions
2025-09-246,637.55-0.44%6,637.5+0.0258Housing, VIX settlement, EIA, Auctions
2025-09-226,694.80+0.68%6,674.9+19.9800
2025-09-196,664.50+0.30%6,650.3+14.3909Opex
2025-09-176,600.65-0.18%6,600.3+0.41523Housing, VIX settlement, EIA, FOMC
2025-09-156,615.70+0.12%6,609.3+6.49026
2025-09-116,587.04+0.54%6,576.7+10.3402CPI, Claims, EIA, Fed, Auctions
2025-09-096,513.07+0.23%6,501.7+11.38520Auctions
2025-09-086,495.60+0.05%6,492.2+3.44022
2025-09-056,481.37-0.69%6,472.4+9.0656NFP
2025-09-046,501.80+0.74%6,469.8+32.0554Claims, ISM, EIA
2025-09-036,447.17+0.15%6,429.7+17.55036Housing, VIX settlement, JOLTS, Fed
2025-09-026,415.17+0.60%6,389.6+25.6905ISM, Housing
2025-08-296,459.07-0.45%6,458.4+0.74520PCE, Opex
2025-08-286,502.27+0.16%6,490.0+12.37018GDP, Claims, EIA, Auctions
2025-08-276,482.14+0.36%6,476.2+6.0600VIX settlement, EIA, Auctions
2025-08-266,466.07+0.50%6,445.3+20.76019Housing, Confidence, Auctions
2025-08-226,466.52+1.25%6,462.6+4.0454Fed, UMich
2025-08-206,395.92-0.15%6,381.4+14.55513VIX settlement, EIA, Auctions
2025-08-186,449.72+0.03%6,445.7+4.010048
2025-08-146,469.50+0.41%6,459.5+10.0757PPI, Claims, EIA
2025-08-136,466.65+0.06%6,455.9+10.87012VIX settlement, EIA
2025-08-126,446.00+0.69%6,421.8+24.2856CPI
2025-08-086,389.30+0.41%6,381.7+7.6902UMich
2025-08-076,339.62-0.59%6,334.4+5.2452Claims, EIA, Auctions
2025-08-066,344.97+0.63%6,335.0+10.0857VIX settlement, EIA, Auctions
2025-08-046,329.57+0.78%6,315.1+14.51000Housing, Fed
2025-07-286,389.72-0.11%6,386.4+3.410028Auctions, Refunding
2025-07-256,389.17+0.28%6,384.8+4.4952Housing, UMich
2025-07-236,357.87+0.44%6,333.8+24.1477VIX settlement, EIA, Auctions
2025-07-226,310.50+0.07%6,302.6+7.99525Fed
2025-07-186,296.72-0.19%6,292.5+4.33734Housing, Opex
2025-07-176,298.41+0.53%6,287.2+11.2580Retail sales, Claims, EIA
2025-07-166,263.54+0.09%6,248.3+15.36822PPI, VIX settlement, EIA, Fed
2025-07-146,268.57+0.29%6,260.8+7.8688
2025-07-106,279.57+0.26%6,273.7+5.9846Claims, EIA, Auctions
2025-07-096,262.72+0.19%6,247.8+14.95812VIX settlement, EIA, Auctions
2025-07-076,229.45-0.51%6,229.1+0.37414
2025-07-036,277.30+0.42%6,267.2+10.2301NFP, Housing, Claims, ISM, EIA
2025-07-026,226.90+0.50%6,212.1+14.8702VIX settlement, EIA
2025-07-016,198.07+0.15%6,197.0+1.15017Fed, ISM, JOLTS, Housing
2025-06-306,206.19+0.18%6,184.5+21.77518
2025-06-276,172.75+0.27%6,162.9+9.8652PCE, UMich, Opex, Fed
2025-06-266,141.37+0.44%6,130.0+11.4802Housing, GDP, Claims, EIA, Auctions
2025-06-256,092.50-0.21%6,091.5+1.15014Housing, VIX settlement, Fed, EIA, Auctions
2025-06-246,093.90+0.48%6,083.9+10.0750Fed, Confidence, Auctions
2025-06-236,025.42+0.98%5,992.1+33.310013
2025-06-126,044.70+0.55%6,035.2+9.51007PPI, Claims, EIA, Fed, Auctions
2025-06-106,038.80+0.40%6,023.4+15.41004Auctions
2025-06-066,000.75+0.10%6,000.7+0.12515NFP
2025-06-035,970.55+0.49%5,964.8+5.7151Housing, VIX settlement, JOLTS
2025-06-025,935.80+0.69%5,906.6+29.21002ISM, Housing, Fed
2025-05-305,909.25+0.27%5,886.8+22.58019PCE, Opex
2025-05-295,911.99-0.40%5,905.9+6.16032GDP, Claims, EIA, Auctions
2025-05-275,921.17+0.80%5,906.7+14.4954Housing, Confidence, Auctions
2025-05-205,940.17-0.14%5,935.6+4.67028
2025-05-195,963.97+1.04%5,945.8+18.2950
2025-05-165,958.37+0.64%5,932.1+26.3953Housing, Opex
2025-05-155,915.25+0.76%5,900.6+14.6907PPI, Retail sales, Claims, Fed, EIA
2025-05-145,892.32-0.12%5,887.0+5.34520VIX settlement, EIA
2025-05-125,845.02+0.42%5,822.7+22.3658Fed
2025-05-075,631.07+0.31%5,613.0+18.17535VIX settlement, EIA, FOMC
2025-05-025,687.32+0.43%5,682.2+5.1458NFP, Housing

Showing the first 200 of 622; the JSON carries all of them.

1 archived day not screened: the payload was not loaded on this box yet. It is picked up within ten minutes.

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.