SPX dealer positioning, the week of June 21, 2021
Jun 21 to Jun 25 · 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 21 | no session | ||||||
| Tuesday Jun 22 | no session | ||||||
| Wednesday Jun 23 | no session | ||||||
| Thursday Jun 24 | no session | ||||||
| Friday Jun 25 | no session | ||||||
No finished session in this week yet.
Events this week
- Jun 22
14:00Fed Chair testimony - Jun 22
14:00Fed Chair testimony: The Federal Reserve's Response to the Corona - Jun 23
08:30Housing starts
Housing starts: actual 1600K / prior 1489K - Jun 23
09:30VIX settlement - Jun 24
08:30Durable goods orders
Durable goods m/m: actual 0.2% / prior -0.5% - Jun 24
08:30GDP
GDP q/q: actual 7.0% / prior 5.7% - Jun 25
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.5% / prior 0.6% - Jun 25
10:00UMich consumer sentiment (final)
Sentiment: actual 85.5 / prior 82.9; 1y inflation: actual 4.2% / prior 4.6%; 5y inflation: actual 2.8% / 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.