SPX dealer positioning, the week of January 18, 2021
Jan 18 to Jan 22 · 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 18 | no session | ||||||
| Tuesday Jan 19 | no session | ||||||
| Wednesday Jan 20 | no session | ||||||
| Thursday Jan 21 | no session | ||||||
| Friday Jan 22 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 19
16:05NFLX earnings - Jan 20
07:00PG earnings - Jan 20
07:00UNH earnings - Jan 20
09:30VIX settlement - Jan 20
13:0020-year bond auction, $24B (reopening) - Jan 21
08:30Housing starts
Housing starts: actual 1614K / prior 1543K - Jan 22
10:00UMich consumer sentiment (final)
Sentiment: actual 79 / prior 80.7; 1y inflation: actual 3% / prior 2.5%; 5y inflation: actual 2.7% / 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.