SPX dealer positioning, the week of April 6, 2020
Apr 6 to Apr 10 · 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 Apr 6 | no session | ||||||
| Tuesday Apr 7 | no session | ||||||
| Wednesday Apr 8 | no session | ||||||
| Thursday Apr 9 | no session | ||||||
| Friday Apr 10 | no session | ||||||
No finished session in this week yet.
Events this week
- Apr 7
10:00JOLTS job openings
Openings: actual 6.97M / prior 7.12M - Apr 8
09:30VIX settlement - Apr 8
13:0030-year bond auction, $17B (reopening) - Apr 9
08:30PPI
PPI m/m: actual -0.5% / prior -0.5% - Apr 9
10:00Fed Chair speech: Economic Update - Apr 10
08:30CPI · high impact
CPI y/y: actual 1.5% / prior 2.3%; Core CPI m/m: actual -0.1% / prior 0.2% - Apr 10
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 89.1; 1y inflation: prior 2.2%; 5y inflation: prior 2.3%
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.