SPX dealer positioning, the week of November 15, 2021
Nov 15 to Nov 19 · 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 Nov 15 | no session | ||||||
| Tuesday Nov 16 | no session | ||||||
| Wednesday Nov 17 | no session | ||||||
| Thursday Nov 18 | no session | ||||||
| Friday Nov 19 | no session | ||||||
No finished session in this week yet.
Events this week
- Nov 16
07:00WMT earnings - Nov 16
08:30Retail sales
Retail sales m/m: actual 1.5% / prior 0.7% - Nov 17
08:30Housing starts
Housing starts: actual 1587K / prior 1576K - Nov 17
09:30VIX settlement - Nov 17
13:0020-year bond auction, $23B - Nov 17
16:05NVDA earnings
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.