SPX dealer positioning, the week of March 16, 2020
Mar 16 to Mar 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 Mar 16 | no session | ||||||
| Tuesday Mar 17 | no session | ||||||
| Wednesday Mar 18 | no session | ||||||
| Thursday Mar 19 | no session | ||||||
| Friday Mar 20 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 17
08:30Retail sales
Retail sales m/m: actual 0.0% / prior -0.1% - Mar 17
10:00JOLTS job openings
Openings: actual 7.12M / prior 6.70M - Mar 18
08:30Housing starts
Housing starts: actual 1549K / prior 1581K - Mar 18
09:30VIX settlement - Mar 20 Expiries coincide: quarterly options, ES and NQ futures, index rebalance
- Mar 20 ES and NQ futures expire at the open (ESH0, NQH0); ESM0 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.