SPX dealer positioning, the week of July 20, 2020
Jul 20 to Jul 24 · 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 20 | no session | ||||||
| Tuesday Jul 21 | no session | ||||||
| Wednesday Jul 22 | no session | ||||||
| Thursday Jul 23 | no session | ||||||
| Friday Jul 24 | no session | ||||||
No finished session in this week yet.
Events this week
- Jul 22
09:30VIX settlement - Jul 22
13:0020-year bond auction, $17B (reopening) - Jul 22
16:05MSFT earnings - Jul 22
16:05TSLA earnings - Jul 24
08:30Housing starts
Housing starts: actual 1266K / prior 1039K - Jul 24
10:00UMich consumer sentiment (final)
Sentiment: actual 72.5 / prior 78.1; 1y inflation: actual 3% / prior 3%; 5y inflation: actual 2.6% / 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.