SPX dealer positioning, the week of December 9, 2019
Dec 9 to Dec 13 · 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 Dec 9 | no session | ||||||
| Tuesday Dec 10 | no session | ||||||
| Wednesday Dec 11 | no session | ||||||
| Thursday Dec 12 | no session | ||||||
| Friday Dec 13 | no session | ||||||
No finished session in this week yet.
Events this week
- Dec 11
08:30CPI · high impact
CPI y/y: actual 2.1% / prior 1.7%; Core CPI m/m: actual 0.2% / prior 0.2% - Dec 11
09:30VIX settlement - Dec 11
14:00FOMC decision · high impact
Fed funds: actual 1.75% / prior 1.75% - Dec 11
14:30FOMC press conference · high impact - Dec 12
08:30PPI
PPI m/m: actual -0.2% / prior 0.4% - Dec 12
13:0030-year bond auction, $16B (reopening) - Dec 12
16:05AVGO earnings - Dec 12
16:05COST earnings - Dec 12
16:05ORCL earnings - Dec 13
08:30Retail sales
Retail sales m/m: actual 0.7% / prior 0.3% - Dec 13
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 96.8; 1y inflation: prior 2.5%; 5y inflation: prior 2.5%
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.