SPX dealer positioning, the week of November 30, 2020

Nov 30 to Dec 4 · 0 of 5 days traded · each session free to replay

← the week of Nov 23 the week of Dec 7 →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 30	no session
Tuesday Dec 1	no session
Wednesday Dec 2	no session
Thursday Dec 3	no session
Friday Dec 4	no session

No finished session in this week yet.

Events this week

Dec 1 10:00 Fed Chair testimony
Dec 1 10:00 Fed Chair testimony: Coronavirus Aid, Relief, and Economic Security A
Dec 1 10:00 ISM manufacturing PMI
Dec 2 09:30 VIX settlement
Dec 2 10:00 Fed Chair testimony: Coronavirus Aid, Relief, and Economic Security A
Dec 2 14:00 Fed Beige Book
Dec 3 10:00 ISM services PMI
Dec 4 08:30 Nonfarm payrolls · high impact
Payrolls: actual 273K / prior 690K; Unemployment rate: actual 6.7% / prior 6.9%
Dec 4 08:30 Durable goods orders
Durable goods m/m: actual 0.3% / prior 2.5%

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.