SPX dealer positioning, the week of January 11, 2021
Jan 11 to Jan 15 · 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 Jan 11 | no session | ||||||
| Tuesday Jan 12 | no session | ||||||
| Wednesday Jan 13 | no session | ||||||
| Thursday Jan 14 | no session | ||||||
| Friday Jan 15 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 12
10:00JOLTS job openings
Openings: actual 6.82M / prior 6.80M - Jan 13
08:30CPI · high impact
CPI y/y: actual 1.3% / prior 1.2%; Core CPI m/m: actual 0.1% / prior 0.3% - Jan 13
09:30VIX settlement - Jan 13
13:0030-year bond auction, $24B (reopening) - Jan 13
14:00Fed Beige Book - Jan 14
12:30Fed Chair speech: A Conversation with Federal Reserve Chair Jerome - Jan 15
07:00JPM earnings - Jan 15
08:30PPI
PPI m/m: actual 0.4% / prior 0.1% - Jan 15
08:30Retail sales
Retail sales m/m: actual 0.9% / prior -1.0%
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.