SPX dealer positioning, the week of June 24, 2019
Jun 24 to Jun 28 · 0 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 Jun 24 | no session | ||||||
| Tuesday Jun 25 | no session | ||||||
| Wednesday Jun 26 | no session | ||||||
| Thursday Jun 27 | no session | ||||||
| Friday Jun 28 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 25
08:30Housing starts
Housing starts: actual 1293K / prior 1272K - Jun 25
10:00Consumer confidence (Conference Board) - Jun 25
13:00Fed Chair speech: Economic Outlook and Monetary Policy Review - Jun 26
08:30Durable goods orders
Durable goods m/m: actual -3.5% / prior -3.2% - Jun 26
09:30VIX settlement - Jun 27
08:30GDP
GDP q/q: actual 3.4% / prior 2.5% - Jun 28 On the same day: index rebalance, month-end SPX
- Jun 28
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.1% / prior 0.2% - Jun 28
10:00UMich consumer sentiment (final)
Sentiment: actual 98.2 / prior 100; 1y inflation: actual 2.7% / prior 2.9%; 5y inflation: actual 2.3% / prior 2.6% - Jun 28 Quarter-end SPX expiry (the JPMorgan collar resets)
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.