SPX dealer positioning, the week of August 19, 2019
Aug 19 to Aug 23 · 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 19 | no session | ||||||
| Tuesday Aug 20 | no session | ||||||
| Wednesday Aug 21 | no session | ||||||
| Thursday Aug 22 | no session | ||||||
| Friday Aug 23 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 21
09:30VIX settlement - Aug 23
08:30Housing starts
Housing starts: actual 1240K / prior 1243K - Aug 23
10:00Fed Chair speech: Challenges for Monetary Policy - Aug 23
10:00UMich consumer sentiment (final)
Sentiment: actual 89.8 / prior 98.4; 1y inflation: actual 2.7% / prior 2.6%; 5y inflation: actual 2.6% / 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.