SPX dealer positioning, the week of February 15, 2021
Feb 15 to Feb 19 · 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 Feb 15 | no session | ||||||
| Tuesday Feb 16 | no session | ||||||
| Wednesday Feb 17 | no session | ||||||
| Thursday Feb 18 | no session | ||||||
| Friday Feb 19 | no session | ||||||
No finished session in this week yet.
Events this week
- Feb 17
08:30PPI
PPI m/m: actual 1.0% / prior 0.4% - Feb 17
08:30Retail sales
Retail sales m/m: actual 3.8% / prior 0.9% - Feb 17
09:30VIX settlement - Feb 17
13:0020-year bond auction, $27B - Feb 17
14:00FOMC minutes - Feb 18
07:00WMT earnings - Feb 18
08:30Housing starts
Housing starts: actual 1624K / prior 1614K
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.