SPX dealer positioning, the week of December 16, 2019
Dec 16 to Dec 20 · 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 16 | no session | ||||||
| Tuesday Dec 17 | no session | ||||||
| Wednesday Dec 18 | no session | ||||||
| Thursday Dec 19 | no session | ||||||
| Friday Dec 20 | no session | ||||||
No finished session in this week yet.
Events this week
- Dec 17
08:30Housing starts
Housing starts: actual 1353K / prior 1325K - Dec 17
10:00JOLTS job openings
Openings: actual 7.29M / prior 7.12M - Dec 18
09:30VIX settlement - Dec 20 Expiries coincide: quarterly options, ES and NQ futures, index rebalance
- Dec 20
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.1% / prior 0.1% - Dec 20
08:30GDP
GDP q/q: actual 2.8% / prior 4.8% - Dec 20 ES and NQ futures expire at the open (ESZ9, NQZ9); ESH0 is the front contract
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.