SPX dealer positioning, the week of June 8, 2020
Jun 8 to Jun 12 · 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 Jun 8 | no session | ||||||
| Tuesday Jun 9 | no session | ||||||
| Wednesday Jun 10 | no session | ||||||
| Thursday Jun 11 | no session | ||||||
| Friday Jun 12 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 9
10:00JOLTS job openings
Openings: actual 4.61M / prior 5.89M - Jun 10
08:30CPI · high impact
CPI y/y: actual 0.2% / prior 0.3%; Core CPI m/m: actual -0.1% / prior -0.5% - Jun 10
09:30VIX settlement - Jun 10
14:00FOMC decision · high impact
Fed funds: actual 0.25% / prior 0.25% - Jun 10
14:30FOMC press conference · high impact - Jun 11
08:30PPI
PPI m/m: actual 0.5% / prior -1.2% - Jun 11
13:0030-year bond auction, $19B (reopening) - Jun 12
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 72.3; 1y inflation: prior 3.2%; 5y inflation: prior 2.7%
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.