SPX dealer positioning, the week of August 16, 2021
Aug 16 to Aug 20 · 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 16 | no session | ||||||
| Tuesday Aug 17 | no session | ||||||
| Wednesday Aug 18 | no session | ||||||
| Thursday Aug 19 | no session | ||||||
| Friday Aug 20 | no session | ||||||
No finished session in this week yet.
Events this week
- Aug 17
07:00WMT earnings - Aug 17
08:30Retail sales
Retail sales m/m: actual -1.7% / prior 1.1% - Aug 18
08:30Housing starts
Housing starts: actual 1600K / prior 1664K - Aug 18
09:30VIX settlement - Aug 18
13:0020-year bond auction, $27B - Aug 18
14:00FOMC minutes - Aug 18
16:05NVDA earnings - Aug 20
08:30GDP
GDP q/q: actual 3.3% / prior 7.0%
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.