SPX dealer positioning, the week of August 17, 2020
Aug 17 to Aug 21 · 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 17 | no session | ||||||
| Tuesday Aug 18 | no session | ||||||
| Wednesday Aug 19 | no session | ||||||
| Thursday Aug 20 | no session | ||||||
| Friday Aug 21 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 18
07:00WMT earnings - Aug 18
08:30Housing starts
Housing starts: actual 1526K / prior 1266K - Aug 19
09:30VIX settlement - Aug 19
13:0020-year bond auction, $25B - Aug 19
16:05NVDA earnings
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.