SPX dealer positioning, the week of September 20, 2021
Sep 20 to Sep 24 · 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 20 | no session | ||||||
| Tuesday Sep 21 | no session | ||||||
| Wednesday Sep 22 | no session | ||||||
| Thursday Sep 23 | no session | ||||||
| Friday Sep 24 | no session | ||||||
No finished session in this week yet.
Events this week
- Sep 21
08:30Housing starts
Housing starts: actual 1596K / prior 1600K - Sep 21
13:0020-year bond auction, $24B (reopening) - Sep 22
09:30VIX settlement - Sep 22
14:00FOMC decision · high impact
Fed funds: actual 0.25% / prior 0.25% - Sep 22
14:30FOMC press conference · high impact - Sep 23
16:05COST earnings - Sep 24
08:30GDP
GDP q/q: actual 3.3% / prior 7.0% - Sep 24
08:30Housing starts
Housing starts: actual 1596K / prior 1600K - Sep 24
10:00Fed Chair speech: Opening Remarks - Sep 24
10:00UMich consumer sentiment (final)
Sentiment: actual 72.8 / prior 70.3; 1y inflation: actual 4.6% / prior 4.6%; 5y inflation: actual 3% / prior 2.9%
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.