SPX dealer positioning, the week of May 18, 2020
May 18 to May 22 · 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 May 18 | no session | ||||||
| Tuesday May 19 | no session | ||||||
| Wednesday May 20 | no session | ||||||
| Thursday May 21 | no session | ||||||
| Friday May 22 | no session | ||||||
No finished session in this week yet.
Events this week
- May 19
07:00WMT earnings - May 19
08:30Housing starts
Housing starts: actual 936K / prior 1266K - May 19
10:00Fed Chair testimony - May 19
10:00Fed Chair testimony: Coronavirus Aid, Relief, and Economic Security A - May 20
09:30VIX settlement - May 20
13:0020-year bond auction, $20B - May 21
14:30Fed Chair speech: Opening Remarks - May 21
16:05NVDA earnings - May 22
10:00UMich consumer sentiment (final)
Sentiment: actual 72.3 / prior 71.8; 1y inflation: actual 3.2% / prior 2.1%; 5y inflation: actual 2.7% / prior 2.5%
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.