SPX dealer positioning, the week of April 20, 2020
Apr 20 to Apr 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 Apr 20 | no session | ||||||
| Tuesday Apr 21 | no session | ||||||
| Wednesday Apr 22 | no session | ||||||
| Thursday Apr 23 | no session | ||||||
| Friday Apr 24 | no session | ||||||
No finished session in this week yet.
Events this week
- Apr 21
16:05NFLX earnings - Apr 22
09:30VIX settlement - Apr 23
07:00LLY earnings - Apr 23
08:30Housing starts
Housing starts: actual 1266K / prior 1549K - Apr 24
08:30Durable goods orders
Durable goods m/m: actual -14.8% / prior 2.9% - Apr 24
10:00UMich consumer sentiment (final)
Sentiment: actual 71.8 / prior 89.1; 1y inflation: actual 2.1% / prior 2.2%; 5y inflation: actual 2.5% / 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.