SPX dealer positioning, the week of September 13, 2021
Sep 13 to Sep 17 · 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 Sep 13 | no session | ||||||
| Tuesday Sep 14 | no session | ||||||
| Wednesday Sep 15 | no session | ||||||
| Thursday Sep 16 | no session | ||||||
| Friday Sep 17 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 13
16:05ORCL earnings - Sep 14
08:30CPI · high impact
CPI y/y: actual 5.2% / prior 5.2%; Core CPI m/m: actual 0.1% / prior 0.4% - Sep 15
09:30VIX settlement - Sep 16
08:30Retail sales
Retail sales m/m: actual 0.6% / prior -1.7%
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.