SPX dealer positioning, the week of June 7, 2021
Jun 7 to Jun 11 · 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 Jun 7 | no session | ||||||
| Tuesday Jun 8 | no session | ||||||
| Wednesday Jun 9 | no session | ||||||
| Thursday Jun 10 | no session | ||||||
| Friday Jun 11 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 8
10:00JOLTS job openings
Openings: actual 9.35M / prior 8.50M - Jun 9
09:30VIX settlement - Jun 9
13:0010-year note auction, $38B (reopening) - Jun 10
08:30CPI · high impact
CPI y/y: actual 4.9% / prior 4.1%; Core CPI m/m: actual 0.7% / prior 0.8% - Jun 10
13:0030-year bond auction, $24B (reopening) - Jun 11
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 82.9; 1y inflation: prior 4.6%; 5y inflation: prior 3%
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.