SPX dealer positioning, the week of October 7, 2019
Oct 7 to Oct 11 · 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 Oct 7 | no session | ||||||
| Tuesday Oct 8 | no session | ||||||
| Wednesday Oct 9 | no session | ||||||
| Thursday Oct 10 | no session | ||||||
| Friday Oct 11 | no session | ||||||
No finished session in this week yet.
Events this week
- Oct 7
13:00Fed Chair speech: Brief Remarks - Oct 8
08:30PPI
PPI m/m: actual -0.3% / prior 0.1% - Oct 8
14:30Fed Chair speech: Data Dependence in an Evolving Economy - Oct 9
09:30VIX settlement - Oct 9
10:00JOLTS job openings
Openings: actual 7.18M / prior 7.04M - Oct 9
11:00Fed Chair speech: Opening Remarks - Oct 10
08:30CPI · high impact
CPI y/y: actual 1.7% / prior 1.7%; Core CPI m/m: actual 0.2% / prior 0.2% - Oct 10
13:0030-year bond auction, $16B (reopening) - Oct 11
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 93.2; 1y inflation: prior 2.8%; 5y inflation: prior 2.4%
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.