SPX dealer positioning, the week of June 14, 2021
Jun 14 to Jun 18 · 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 14 | no session | ||||||
| Tuesday Jun 15 | no session | ||||||
| Wednesday Jun 16 | no session | ||||||
| Thursday Jun 17 | no session | ||||||
| Friday Jun 18 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 15
08:30PPI
PPI m/m: actual 1.0% / prior 1.0% - Jun 15
08:30Retail sales
Retail sales m/m: actual -0.6% / prior 0.9% - Jun 15
13:0020-year bond auction, $24B (reopening) - Jun 15
16:05ORCL earnings - Jun 16
08:30Housing starts
Housing starts: actual 1600K / prior 1489K - Jun 16
09:30VIX settlement - Jun 16
14:00FOMC decision · high impact
Fed funds: actual 0.25% / prior 0.25% - Jun 16
14:30FOMC press conference · high impact
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.