SPX dealer positioning, the week of September 9, 2019
Sep 9 to Sep 13 · 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 Sep 9 | no session | ||||||
| Tuesday Sep 10 | no session | ||||||
| Wednesday Sep 11 | no session | ||||||
| Thursday Sep 12 | no session | ||||||
| Friday Sep 13 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 10
10:00JOLTS job openings
Openings: actual 7.04M / prior 7.19M - Sep 11
08:30PPI
PPI m/m: actual 0.1% / prior 0.3% - Sep 11
09:30VIX settlement - Sep 11
16:05ORCL earnings - Sep 12
08:30CPI · high impact
CPI y/y: actual 1.7% / prior 1.8%; Core CPI m/m: actual 0.2% / prior 0.2% - Sep 12
13:0030-year bond auction, $16B (reopening) - Sep 12
16:05AVGO earnings - Sep 13
08:30Retail sales
Retail sales m/m: actual 0.7% / prior 0.8% - Sep 13
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 89.8; 1y inflation: prior 2.7%; 5y inflation: prior 2.6%
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.