SPX dealer positioning, the week of July 19, 2021
Jul 19 to Jul 23 · 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 Jul 19 | no session | ||||||
| Tuesday Jul 20 | no session | ||||||
| Wednesday Jul 21 | no session | ||||||
| Thursday Jul 22 | no session | ||||||
| Friday Jul 23 | no session | ||||||
No finished session in this week yet.
Events this week
- Jul 20
08:30Housing starts
Housing starts: actual 1664K / prior 1600K - Jul 20
16:05NFLX earnings - Jul 21
07:00JNJ earnings - Jul 21
09:30VIX settlement - Jul 21
13:0020-year bond auction, $24B (reopening) - Jul 23
10:00UMich consumer sentiment (final)
Sentiment: actual 81.2 / prior 85.5; 1y inflation: actual 4.7% / prior 4.2%; 5y inflation: actual 2.8% / prior 2.8%
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.