SPX dealer positioning, the week of November 8, 2021

Nov 8 to Nov 12 · 0 of 5 days traded · each session free to replay

← the week of Nov 1 the week of Nov 15 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Nov 8	no session
Tuesday Nov 9	no session
Wednesday Nov 10	no session
Thursday Nov 11	no session
Friday Nov 12	no session

No finished session in this week yet.

Events this week

Nov 8 10:30 Fed Chair speech: Opening Remarks (via pre-recorded video)
Nov 8 14:00 Senior loan officer survey (SLOOS)
Nov 9 08:30 PPI
PPI m/m: actual 0.6% / prior 0.5%
Nov 9 09:00 Fed Chair speech: Opening Remarks (via pre-recorded video)
Nov 9 13:00 10-year note auction, $39B
Nov 10 08:30 CPI · high impact
CPI y/y: actual 6.2% / prior 5.4%; Core CPI m/m: actual 0.7% / prior 0.3%
Nov 10 09:30 VIX settlement
Nov 10 13:00 30-year bond auction, $25B
Nov 12 10:00 JOLTS job openings
Openings: actual 10.83M / prior 10.87M
Nov 12 10:00 UMich consumer sentiment (preliminary)
Sentiment: prior 71.7; 1y inflation: prior 4.8%; 5y inflation: 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.