SPX dealer positioning, the week of May 11, 2020

May 11 to May 15 · 0 of 5 days traded · each session free to replay

← the week of May 4 the week of May 18 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday May 11	no session
Tuesday May 12	no session
Wednesday May 13	no session
Thursday May 14	no session
Friday May 15	no session

No finished session in this week yet.

Events this week

May 11 08:30 Nonfarm payrolls · high impact
Payrolls: actual -20469K / prior -1398K; Unemployment rate: actual 14.8% / prior 4.4%
May 12 08:30 CPI · high impact
CPI y/y: actual 0.3% / prior 1.5%; Core CPI m/m: actual -0.5% / prior -0.1%
May 12 10:00 Fed Chair testimony
May 13 08:30 PPI
PPI m/m: actual -1.2% / prior -0.5%
May 13 09:00 Fed Chair speech: Current Economic Issues
May 13 09:30 VIX settlement
May 13 12:30 Fed Chair testimony
May 13 13:00 30-year bond auction, $22B
May 15 08:30 Durable goods orders
Durable goods m/m: actual -19.3% / prior -14.8%
May 15 08:30 Retail sales
Retail sales m/m: actual -14.4% / prior -9.1%
May 15 10:00 JOLTS job openings
Openings: actual 5.89M / prior 6.97M

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.