SPX dealer positioning, the week of January 11, 2021

Jan 11 to Jan 15 · 0 of 5 days traded · each session free to replay

← the week of Jan 4the week of Jan 18 →the calendar for this weekevery session
DayOpenCloseChangeRangeClose to closeFlip at the closeGamma at the close
Monday Jan 11no session
Tuesday Jan 12no session
Wednesday Jan 13no session
Thursday Jan 14no session
Friday Jan 15no session

No finished session in this week yet.

Events this week

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.