SPX dealer positioning, the week of May 24, 2021
May 24 to May 28 · 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 24 | no session | ||||||
| Tuesday May 25 | no session | ||||||
| Wednesday May 26 | no session | ||||||
| Thursday May 27 | no session | ||||||
| Friday May 28 | no session | ||||||
No finished session in this week yet.
Events this week
- May 25
08:30Housing starts
Housing starts: actual 1489K / prior 1688K - May 25
10:00Consumer confidence (Conference Board) - May 26
09:30VIX settlement - May 26
16:05NVDA earnings - May 27
08:30Durable goods orders
Durable goods m/m: actual -0.5% / prior 0.9% - May 27
08:30GDP
GDP q/q: actual 7.0% / prior 5.7% - May 27
16:05COST earnings - May 28
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.6% / prior 0.4% - May 28
10:00UMich consumer sentiment (final)
Sentiment: actual 82.9 / prior 88.3; 1y inflation: actual 4.6% / prior 3.4%; 5y inflation: actual 3% / 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.