SPX dealer positioning, the week of October 21, 2019
Oct 21 to Oct 25 · 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 21 | no session | ||||||
| Tuesday Oct 22 | no session | ||||||
| Wednesday Oct 23 | no session | ||||||
| Thursday Oct 24 | no session | ||||||
| Friday Oct 25 | no session | ||||||
No finished session in this week yet.
Events this week
- Oct 22
07:00PG earnings - Oct 23
07:00LLY earnings - Oct 23
09:30VIX settlement - Oct 23
16:05MSFT earnings - Oct 23
16:05TSLA earnings - Oct 24
08:30Durable goods orders
Durable goods m/m: actual -1.5% / prior 0.6% - Oct 24
08:30Housing starts
Housing starts: actual 1311K / prior 1375K - Oct 24
16:05AMZN earnings - Oct 24
16:05V earnings - Oct 25
10:00UMich consumer sentiment (final)
Sentiment: actual 95.5 / prior 93.2; 1y inflation: actual 2.5% / prior 2.8%; 5y inflation: actual 2.3% / 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.