SPX dealer positioning, the week of November 16, 2020
Nov 16 to Nov 20 · 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 Nov 16 | no session | ||||||
| Tuesday Nov 17 | no session | ||||||
| Wednesday Nov 18 | no session | ||||||
| Thursday Nov 19 | no session | ||||||
| Friday Nov 20 | no session | ||||||
No finished session in this week yet.
Events this week
- Nov 17
07:00WMT earnings - Nov 17
08:30Retail sales
Retail sales m/m: actual -0.4% / prior 2.0% - Nov 17
13:00Fed Chair speech: A Conversation with Alex Mehran - Nov 18
08:30Housing starts
Housing starts: actual 1543K / prior 1473K - Nov 18
09:30VIX settlement - Nov 18
13:0020-year bond auction, $27B - Nov 18
16:05NVDA earnings
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.