SPX dealer positioning, the week of July 12, 2021

Jul 12 to Jul 16 · 0 of 5 days traded · each session free to replay

← the week of Jul 5 the week of Jul 19 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Jul 12	no session
Tuesday Jul 13	no session
Wednesday Jul 14	no session
Thursday Jul 15	no session
Friday Jul 16	no session

No finished session in this week yet.

Events this week

Jul 12 13:00 10-year note auction, $38B (reopening)
Jul 13 07:00 JPM earnings
Jul 13 08:30 CPI · high impact
CPI y/y: actual 5.3% / prior 4.9%; Core CPI m/m: actual 0.8% / prior 0.7%
Jul 13 13:00 30-year bond auction, $24B (reopening)
Jul 14 08:30 Fed Chair testimony
Jul 14 08:30 PPI
PPI m/m: actual 0.7% / prior 1.0%
Jul 14 09:30 VIX settlement
Jul 14 12:00 Fed Chair testimony: Semiannual Monetary Policy Report to the Congres
Jul 14 14:00 Fed Beige Book
Jul 15 07:00 UNH earnings
Jul 15 09:30 Fed Chair testimony: Semiannual Monetary Policy Report to the Congres
Jul 16 08:30 Retail sales
Retail sales m/m: actual 1.1% / prior -0.6%

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.