SPX dealer positioning, the week of January 13, 2020
Jan 13 to Jan 17 · 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 Jan 13 | no session | ||||||
| Tuesday Jan 14 | no session | ||||||
| Wednesday Jan 15 | no session | ||||||
| Thursday Jan 16 | no session | ||||||
| Friday Jan 17 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 14
07:00JPM earnings - Jan 14
08:30CPI · high impact
CPI y/y: actual 2.3% / prior 2.1%; Core CPI m/m: actual 0.2% / prior 0.2% - Jan 15
07:00UNH earnings - Jan 15
08:30PPI
PPI m/m: actual 0.3% / prior -0.2% - Jan 15
09:30VIX settlement - Jan 15
14:00Fed Beige Book - Jan 16
08:30Retail sales
Retail sales m/m: actual 0.3% / prior 0.7% - Jan 17 On the same day: monthly options, LEAPS
- Jan 17
08:30Housing starts
Housing starts: actual 1548K / prior 1353K - Jan 17
10:00JOLTS job openings
Openings: actual 6.89M / prior 7.29M - Jan 17 LEAPS expire (the January cycle)
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.