SPX dealer positioning, the week of October 18, 2021
Oct 18 to Oct 22 · 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 Oct 18 | no session | ||||||
| Tuesday Oct 19 | no session | ||||||
| Wednesday Oct 20 | no session | ||||||
| Thursday Oct 21 | no session | ||||||
| Friday Oct 22 | no session | ||||||
No finished session in this week yet.
Events this week
- Oct 19
07:00JNJ earnings - Oct 19
07:00PG earnings - Oct 19
08:30Housing starts
Housing starts: actual 1576K / prior 1596K - Oct 19
16:05NFLX earnings - Oct 20
09:30VIX settlement - Oct 20
13:0020-year bond auction, $24B (reopening) - Oct 20
14:00Fed Beige Book - Oct 20
16:05TSLA earnings - Oct 22
10:00UMich consumer sentiment (final)
Sentiment: actual 71.7 / prior 72.8; 1y inflation: actual 4.8% / prior 4.6%; 5y inflation: actual 2.9% / prior 3% - Oct 22
11:00Fed Chair speech: BIS-SARB Centenary Conference Panel Discussion
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.