SPX dealer positioning, the week of December 7, 2020
Dec 7 to Dec 11 · 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 Dec 7 | no session | ||||||
| Tuesday Dec 8 | no session | ||||||
| Wednesday Dec 9 | no session | ||||||
| Thursday Dec 10 | no session | ||||||
| Friday Dec 11 | no session | ||||||
No finished session in this week yet.
Events this week
- Dec 9
09:30VIX settlement - Dec 9
10:00JOLTS job openings
Openings: actual 6.80M / prior 6.51M - Dec 10
08:30CPI · high impact
CPI y/y: actual 1.2% / prior 1.2%; Core CPI m/m: actual 0.3% / prior 0.1% - Dec 10
13:0030-year bond auction, $24B (reopening) - Dec 10
16:05AVGO earnings - Dec 10
16:05COST earnings - Dec 10
16:05ORCL earnings - Dec 11
08:30PPI
PPI m/m: actual 0.1% / prior 0.5% - Dec 11
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 76.9; 1y inflation: prior 2.8%; 5y inflation: 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.