SPX dealer positioning, the week of August 9, 2021
Aug 9 to Aug 13 · 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 Aug 9 | no session | ||||||
| Tuesday Aug 10 | no session | ||||||
| Wednesday Aug 11 | no session | ||||||
| Thursday Aug 12 | no session | ||||||
| Friday Aug 13 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 9
10:00JOLTS job openings
Openings: actual 10.32M / prior 9.95M - Aug 11
08:30CPI · high impact
CPI y/y: actual 5.2% / prior 5.3%; Core CPI m/m: actual 0.4% / prior 0.8% - Aug 11
09:30VIX settlement - Aug 11
13:0010-year note auction, $41B - Aug 12
08:30PPI
PPI m/m: actual 1.0% / prior 0.7% - Aug 12
13:0030-year bond auction, $27B - Aug 13
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 81.2; 1y inflation: prior 4.7%; 5y inflation: 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.