SPX dealer positioning, the week of May 10, 2021
May 10 to May 14 · 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 May 10 | no session | ||||||
| Tuesday May 11 | no session | ||||||
| Wednesday May 12 | no session | ||||||
| Thursday May 13 | no session | ||||||
| Friday May 14 | no session | ||||||
No finished session in this week yet.
Events this week
- May 11
10:00JOLTS job openings
Openings: actual 8.50M / prior 7.83M - May 12
08:30CPI · high impact
CPI y/y: actual 4.1% / prior 2.7%; Core CPI m/m: actual 0.8% / prior 0.2% - May 12
09:30VIX settlement - May 12
13:0010-year note auction, $41B - May 13
08:30PPI
PPI m/m: actual 1.0% / prior 0.7% - May 13
13:0030-year bond auction, $27B - May 14
08:30Durable goods orders
Durable goods m/m: actual -0.5% / prior 0.9% - May 14
08:30Retail sales
Retail sales m/m: actual 0.9% / prior 10.8% - May 14
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 88.3; 1y inflation: prior 3.4%; 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.