SPX dealer positioning, the week of May 18, 2020

May 18 to May 22 · 0 of 5 days traded · each session free to replay

← the week of May 11the week of May 25 →the calendar for this weekevery session
DayOpenCloseChangeRangeClose to closeFlip at the closeGamma at the close
Monday May 18no session
Tuesday May 19no session
Wednesday May 20no session
Thursday May 21no session
Friday May 22no session

No finished session in this week yet.

Events this week

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.