SPX dealer positioning, the week of January 20, 2020
Jan 20 to Jan 24 · 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 20 | no session | ||||||
| Tuesday Jan 21 | no session | ||||||
| Wednesday Jan 22 | no session | ||||||
| Thursday Jan 23 | no session | ||||||
| Friday Jan 24 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 21
16:05NFLX earnings - Jan 22
07:00JNJ earnings - Jan 22
09:30VIX settlement - Jan 23
07:00PG earnings - Jan 24
10:00UMich consumer sentiment (final)
Sentiment: actual 99.8 / prior 99.3; 1y inflation: actual 2.5% / prior 2.3%; 5y inflation: actual 2.5% / prior 2.2%
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.