SPX dealer positioning, the week of September 16, 2019
Sep 16 to Sep 20 · 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 16 | no session | ||||||
| Tuesday Sep 17 | no session | ||||||
| Wednesday Sep 18 | no session | ||||||
| Thursday Sep 19 | no session | ||||||
| Friday Sep 20 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 18
08:30Housing starts
Housing starts: actual 1375K / prior 1240K - Sep 18
09:30VIX settlement - Sep 18
14:00FOMC decision · high impact
Fed funds: actual 2.00% / prior 2.25% - Sep 18
14:30FOMC press conference · high impact - Sep 20 Expiries coincide: quarterly options, ES and NQ futures, index rebalance
- Sep 20 ES and NQ futures expire at the open (ESU9, NQU9); ESZ9 is the front contract
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.