SPX dealer positioning, the week of November 18, 2019
Nov 18 to Nov 22 · 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 18 | no session | ||||||
| Tuesday Nov 19 | no session | ||||||
| Wednesday Nov 20 | no session | ||||||
| Thursday Nov 21 | no session | ||||||
| Friday Nov 22 | no session | ||||||
No finished session in this week yet.
Events this week
- Nov 19
08:30Housing starts
Housing starts: actual 1325K / prior 1311K - Nov 20
09:30VIX settlement - Nov 22
10:00UMich consumer sentiment (final)
Sentiment: actual 96.8 / prior 95.5; 1y inflation: actual 2.5% / prior 2.5%; 5y inflation: actual 2.5% / prior 2.3%
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.