SPX dealer positioning, the week of April 12, 2021
Apr 12 to Apr 16 · 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 Apr 12 | no session | ||||||
| Tuesday Apr 13 | no session | ||||||
| Wednesday Apr 14 | no session | ||||||
| Thursday Apr 15 | no session | ||||||
| Friday Apr 16 | no session | ||||||
No finished session in this week yet.
Events this week
- Apr 13
08:30CPI · high impact
CPI y/y: actual 2.7% / prior 1.7%; Core CPI m/m: actual 0.2% / prior 0.2% - Apr 13
13:0030-year bond auction, $24B (reopening) - Apr 14
07:00JPM earnings - Apr 14
09:30VIX settlement - Apr 14
12:00Fed Chair speech: Economic Club of Washington Interview - Apr 14
14:00Fed Beige Book - Apr 15
07:00UNH earnings - Apr 15
08:30Retail sales
Retail sales m/m: actual 10.8% / prior -2.6% - Apr 16
08:30Housing starts
Housing starts: actual 1688K / prior 1398K
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.