SPX dealer positioning, the week of February 22, 2021
Feb 22 to Feb 26 · 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 22 | no session | ||||||
| Tuesday Feb 23 | no session | ||||||
| Wednesday Feb 24 | no session | ||||||
| Thursday Feb 25 | no session | ||||||
| Friday Feb 26 | no session | ||||||
No finished session in this week yet.
Events this week
- Feb 23
10:00Consumer confidence (Conference Board) - Feb 23
10:00Fed Chair testimony - Feb 23
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Feb 24
08:30Housing starts
Housing starts: actual 1624K / prior 1614K - Feb 24
09:30VIX settlement - Feb 24
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Feb 24
16:05NVDA earnings - Feb 25
08:30Durable goods orders
Durable goods m/m: actual 3.4% / prior 2.0% - Feb 25
08:30GDP
GDP q/q: actual 5.7% / prior 4.6% - Feb 26
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.3% - Feb 26
10:00UMich consumer sentiment (final)
Sentiment: actual 76.8 / prior 79; 1y inflation: actual 3.3% / prior 3%; 5y inflation: actual 2.7% / prior 2.7%
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.