SPX dealer positioning, the week of November 9, 2020

Nov 9 to Nov 13 · 0 of 5 days traded · each session free to replay

← the week of Nov 2 the week of Nov 16 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Nov 9	no session
Tuesday Nov 10	no session
Wednesday Nov 11	no session
Thursday Nov 12	no session
Friday Nov 13	no session

No finished session in this week yet.

Events this week

Nov 9 14:00 Senior loan officer survey (SLOOS)
Nov 10 10:00 JOLTS job openings
Openings: actual 6.51M / prior 6.43M
Nov 10 14:00 Fed Chair testimony
Nov 11 09:30 VIX settlement
Nov 12 08:30 CPI · high impact
CPI y/y: actual 1.2% / prior 1.4%; Core CPI m/m: actual 0.1% / prior 0.2%
Nov 12 13:00 30-year bond auction, $27B
Nov 13 08:30 PPI
PPI m/m: actual 0.5% / prior 0.3%
Nov 13 10:00 UMich consumer sentiment (preliminary)
Sentiment: prior 81.8; 1y inflation: prior 2.6%; 5y inflation: prior 2.4%

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.