SPX dealer positioning, the week of May 17, 2021
May 17 to May 21 · 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 17 | no session | ||||||
| Tuesday May 18 | no session | ||||||
| Wednesday May 19 | no session | ||||||
| Thursday May 20 | no session | ||||||
| Friday May 21 | no session | ||||||
No finished session in this week yet.
Events this week
- May 18
07:00WMT earnings - May 18
08:30Housing starts
Housing starts: actual 1489K / prior 1688K - May 19
09:30VIX settlement - May 19
10:00Fed Chair testimony - May 19
13:0020-year bond auction, $27B - May 19
14:00FOMC minutes
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.