SPX dealer positioning, the week of September 7, 2020
Sep 7 to Sep 11 · 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 Sep 7 | no session | ||||||
| Tuesday Sep 8 | no session | ||||||
| Wednesday Sep 9 | no session | ||||||
| Thursday Sep 10 | no session | ||||||
| Friday Sep 11 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 9
09:30VIX settlement - Sep 9
10:00JOLTS job openings
Openings: actual 6.53M / prior 6.13M - Sep 10
08:30PPI
PPI m/m: actual 0.2% / prior 0.6% - Sep 10
13:0030-year bond auction, $23B (reopening) - Sep 10
16:05ORCL earnings - Sep 11
08:30CPI · high impact
CPI y/y: actual 1.3% / prior 1.0%; Core CPI m/m: actual 0.4% / prior 0.6% - Sep 11
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 74.1; 1y inflation: prior 3.1%; 5y inflation: prior 2.7%
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.