SPX dealer positioning, the week of August 24, 2026
Aug 24 to Aug 28 · 5 of 5 days traded · each session free to replay
| Day | Open | Close | Change | Range | Close to close | Flip at the close | Gamma at the close |
|---|---|---|---|---|---|---|---|
| Monday Aug 24 | 7655.5 | 7653.2 | -2.3 -0.03% | 28.3 | -20.3 | 7604.6 crossed 1x | positive |
| Tuesday Aug 25 | 7681.3 | 7677.3 | -4.0 -0.05% | 23.9 | +24.1 | 7621.5 not crossed | positive |
| Wednesday Aug 26 | 7666.0 | 7675.9 | +9.9 +0.13% | 32.9 | -1.4 | 7663.1 crossed 3x | positive |
| Thursday Aug 27 | 7703.8 | 7731.4 | +27.7 +0.36% | 47.9 | +55.5 | 7654.1 crossed 3x | positive |
| Friday Aug 28 | 7736.5 | 7711.7 | -24.8 -0.32% | 68.0 | -19.7 | 7811.4 crossed 2x | negative |
Week: +38.2 points (+0.50%), close to close from 2026-08-21.
Ranges: 201.0 points over 5 sessions, the largest 68.0 on 2026-08-28.
Zero-gamma flip at the close: 7604.6 on the first session, 7811.4 on the last (+206.8 points).
Closed in positive gamma: 4 of 5 sessions.
Events this week
- Aug 26
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.2% / prior 0.1% - Aug 26
08:30GDP
GDP q/q: actual 1.5% / prior 2.1% - Aug 26
16:05NVDA earnings
Prices are SPX at the minute. Change is close minus open; close to close is against the previous finished session. The zero-gamma flip is the terminal's measured flip at the close, and "crossed" counts the minutes the tape changed sides of it. Gamma at the close is where the close sat against that flip. Events are the market calendar's high and medium impact rows; the line under an in-session event is what the book did in the fifteen minutes after it, from the day's own payload. Nothing here is a forecast; see the Terms.