SPX dealer positioning, the week of September 21, 2020
Sep 21 to Sep 25 · 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 21 | no session | ||||||
| Tuesday Sep 22 | no session | ||||||
| Wednesday Sep 23 | no session | ||||||
| Thursday Sep 24 | no session | ||||||
| Friday Sep 25 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 22
10:30Fed Chair testimony - Sep 22
10:30Fed Chair testimony: Coronavirus Aid, Relief, and Economic Security A - Sep 23
09:30VIX settlement - Sep 23
10:00Fed Chair testimony: Coronavirus Response - Sep 24
08:30Housing starts
Housing starts: actual 1396K / prior 1526K - Sep 24
10:00Fed Chair testimony: Coronavirus Aid, Relief, and Economic Security A - Sep 24
16:05COST earnings - Sep 25
08:30Durable goods orders
Durable goods m/m: actual 1.4% / prior 10.3% - Sep 25
10:00UMich consumer sentiment (final)
Sentiment: actual 80.4 / prior 74.1; 1y inflation: actual 2.6% / prior 3.1%; 5y inflation: actual 2.7% / 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.