SPX dealer positioning, the week of June 15, 2020
Jun 15 to Jun 19 · 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 15 | no session | ||||||
| Tuesday Jun 16 | no session | ||||||
| Wednesday Jun 17 | no session | ||||||
| Thursday Jun 18 | no session | ||||||
| Friday Jun 19 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 16
08:30Retail sales
Retail sales m/m: actual 19.3% / prior -14.4% - Jun 16
10:00Fed Chair testimony - Jun 16
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Jun 16
16:05ORCL earnings - Jun 17
08:30Housing starts
Housing starts: actual 1039K / prior 936K - Jun 17
09:30VIX settlement - Jun 17
12:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Jun 17
13:0020-year bond auction, $17B (reopening) - Jun 19
13:00Fed Chair speech
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.