SPX dealer positioning, the week of March 30, 2020
Mar 30 to Apr 3 · 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 30 | no session | ||||||
| Tuesday Mar 31 | no session | ||||||
| Wednesday Apr 1 | no session | ||||||
| Thursday Apr 2 | no session | ||||||
| Friday Apr 3 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 31
10:00Consumer confidence (Conference Board) - Mar 31 Quarter-end SPX expiry (the JPMorgan collar resets)
- Apr 1
09:30VIX settlement - Apr 1
10:00ISM manufacturing PMI - Apr 2
08:30Durable goods orders
Durable goods m/m: actual -14.8% / prior 2.9% - Apr 3
08:30Nonfarm payrolls · high impact
Payrolls: actual -1398K / prior 262K; Unemployment rate: actual 4.4% / prior 3.5% - Apr 3
10:00ISM services PMI
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.