SPX dealer positioning, the week of February 17, 2020
Feb 17 to Feb 21 · 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 Feb 17 | no session | ||||||
| Tuesday Feb 18 | no session | ||||||
| Wednesday Feb 19 | no session | ||||||
| Thursday Feb 20 | no session | ||||||
| Friday Feb 21 | no session | ||||||
No finished session in this week yet.
Events this week
- Feb 18
07:00WMT earnings - Feb 19
08:30Housing starts
Housing starts: actual 1581K / prior 1548K - Feb 19
08:30PPI
PPI m/m: actual 0.2% / prior 0.3% - Feb 19
09:30VIX settlement
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.