SPX dealer positioning, the week of October 19, 2020
Oct 19 to Oct 23 · 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 Oct 19 | no session | ||||||
| Tuesday Oct 20 | no session | ||||||
| Wednesday Oct 21 | no session | ||||||
| Thursday Oct 22 | no session | ||||||
| Friday Oct 23 | no session | ||||||
No finished session in this week yet.
Events this week
- Oct 19
08:00Fed Chair speech: Cross-Border Payments and Digital Currencies - Oct 20
07:00PG earnings - Oct 20
08:30Housing starts
Housing starts: actual 1473K / prior 1396K - Oct 20
16:05NFLX earnings - Oct 21
09:30VIX settlement - Oct 21
13:0020-year bond auction, $22B (reopening) - Oct 21
14:00Fed Beige Book - Oct 21
16:05TSLA earnings - Oct 23
10:00UMich consumer sentiment (final)
Sentiment: actual 81.8 / prior 80.4; 1y inflation: actual 2.6% / prior 2.6%; 5y inflation: actual 2.4% / 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.