SPX dealer positioning, the week of March 8, 2021
Mar 8 to Mar 12 · 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 Mar 8 | no session | ||||||
| Tuesday Mar 9 | no session | ||||||
| Wednesday Mar 10 | no session | ||||||
| Thursday Mar 11 | no session | ||||||
| Friday Mar 12 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 10
08:30CPI · high impact
CPI y/y: actual 1.7% / prior 1.4%; Core CPI m/m: actual 0.2% / prior 0.0% - Mar 10
09:30VIX settlement - Mar 10
16:05ORCL earnings - Mar 11
10:00JOLTS job openings
Openings: actual 7.16M / prior 6.77M - Mar 11
13:0030-year bond auction, $24B (reopening) - Mar 12
08:30PPI
PPI m/m: actual 0.7% / prior 1.0% - Mar 12
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 76.8; 1y inflation: prior 3.3%; 5y inflation: 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.