SPX dealer positioning, the week of August 5, 2019
Aug 5 to Aug 9 · 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 Aug 5 | no session | ||||||
| Tuesday Aug 6 | no session | ||||||
| Wednesday Aug 7 | no session | ||||||
| Thursday Aug 8 | no session | ||||||
| Friday Aug 9 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 5
10:00ISM services PMI - Aug 5
14:00Senior loan officer survey (SLOOS) - Aug 6
10:00JOLTS job openings
Openings: actual 7.19M / prior 7.28M - Aug 7
09:30VIX settlement - Aug 8
13:0030-year bond auction, $19B - Aug 9
08:30PPI
PPI m/m: actual 0.3% / prior -0.1% - Aug 9
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 98.4; 1y inflation: prior 2.6%; 5y inflation: prior 2.5%
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.