SPX dealer positioning, the week of October 26, 2020

Oct 26 to Oct 30 · 0 of 5 days traded · each session free to replay

← the week of Oct 19the week of Nov 2 →the calendar for this weekevery session
DayOpenCloseChangeRangeClose to closeFlip at the closeGamma at the close
Monday Oct 26no session
Tuesday Oct 27no session
Wednesday Oct 28no session
Thursday Oct 29no session
Friday Oct 30no session

No finished session in this week yet.

Events this week

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.