SPX dealer positioning, the week of August 10, 2020
Aug 10 to Aug 14 · 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 Aug 10 | no session | ||||||
| Tuesday Aug 11 | no session | ||||||
| Wednesday Aug 12 | no session | ||||||
| Thursday Aug 13 | no session | ||||||
| Friday Aug 14 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 10
10:00JOLTS job openings
Openings: actual 6.13M / prior 5.61M - Aug 11
08:30PPI
PPI m/m: actual 0.6% / prior 0.3% - Aug 12
08:30CPI · high impact
CPI y/y: actual 1.0% / prior 0.7%; Core CPI m/m: actual 0.6% / prior 0.2% - Aug 12
09:30VIX settlement - Aug 13
13:0030-year bond auction, $26B - Aug 14
08:30Retail sales
Retail sales m/m: actual 1.6% / prior 8.3% - Aug 14
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 72.5; 1y inflation: prior 3%; 5y inflation: prior 2.6%
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.