SPX dealer positioning, the week of November 11, 2019

Nov 11 to Nov 15 · 0 of 5 days traded · each session free to replay

← the week of Nov 4the week of Nov 18 →the calendar for this weekevery session
DayOpenCloseChangeRangeClose to closeFlip at the closeGamma at the close
Monday Nov 11no session
Tuesday Nov 12no session
Wednesday Nov 13no session
Thursday Nov 14no session
Friday Nov 15no session

No finished session in this week yet.

Events this week

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.