SPX dealer positioning, the week of July 13, 2020
Jul 13 to Jul 17 · 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 Jul 13 | no session | ||||||
| Tuesday Jul 14 | no session | ||||||
| Wednesday Jul 15 | no session | ||||||
| Thursday Jul 16 | no session | ||||||
| Friday Jul 17 | no session | ||||||
No finished session in this week yet.
Events this week
- Jul 14
07:00JPM earnings - Jul 14
08:30CPI · high impact
CPI y/y: actual 0.7% / prior 0.2%; Core CPI m/m: actual 0.2% / prior -0.1% - Jul 15
07:00UNH earnings - Jul 15
09:30VIX settlement - Jul 15
14:00Fed Beige Book - Jul 16
07:00JNJ earnings - Jul 16
08:30Retail sales
Retail sales m/m: actual 8.3% / prior 19.3% - Jul 16
16:05NFLX earnings - Jul 17
08:30Housing starts
Housing starts: actual 1266K / prior 1039K
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.