SPX dealer positioning, the week of March 15, 2021
Mar 15 to Mar 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 Mar 15 | no session | ||||||
| Tuesday Mar 16 | no session | ||||||
| Wednesday Mar 17 | no session | ||||||
| Thursday Mar 18 | no session | ||||||
| Friday Mar 19 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 16
08:30Retail sales
Retail sales m/m: actual -2.6% / prior 3.8% - Mar 16
13:0020-year bond auction, $24B (reopening) - Mar 17
08:30Housing starts
Housing starts: actual 1398K / prior 1624K - Mar 17
09:30VIX settlement - Mar 17
14:00FOMC decision · high impact
Fed funds: actual 0.25% / prior 0.25% - Mar 17
14:30FOMC press conference · high impact - Mar 18
11:55Fed Chair speech: Closing Remarks
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.