SPX dealer positioning, the week of November 11, 2019
Nov 11 to Nov 15 · 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 Nov 11 | no session | ||||||
| Tuesday Nov 12 | no session | ||||||
| Wednesday Nov 13 | no session | ||||||
| Thursday Nov 14 | no session | ||||||
| Friday Nov 15 | no session | ||||||
No finished session in this week yet.
Events this week
- Nov 13
08:30CPI · high impact
CPI y/y: actual 1.7% / prior 1.7%; Core CPI m/m: actual 0.2% / prior 0.2% - Nov 13
09:30Fed Chair testimony - Nov 13
09:30VIX settlement - Nov 13
11:00Fed Chair speech: The Economic Outlook - Nov 14
07:00WMT earnings - Nov 14
08:30PPI
PPI m/m: actual 0.4% / prior -0.3% - Nov 14
10:00Fed Chair speech: The Economic Outlook - Nov 14
16:05NVDA earnings - Nov 15
08:30Retail sales
Retail sales m/m: actual 0.3% / prior -0.6%
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.