SPX dealer positioning, the week of November 22, 2021
Nov 22 to Nov 26 · 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 22 | no session | ||||||
| Tuesday Nov 23 | no session | ||||||
| Wednesday Nov 24 | no session | ||||||
| Thursday Nov 25 | no session | ||||||
| Friday Nov 26 | no session | ||||||
No finished session in this week yet.
Events this week
- Nov 23
09:30VIX settlement - Nov 24
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.5% / prior 0.2% - Nov 24
08:30Durable goods orders
Durable goods m/m: actual 1.7% / prior -1.9% - Nov 24
08:30GDP
GDP q/q: actual 7.0% / prior 3.3% - Nov 24
08:30Housing starts
Housing starts: actual 1587K / prior 1576K - Nov 24
14:00FOMC minutes - Nov 26
10:00UMich consumer sentiment (final)
Sentiment: actual 67.4 / prior 71.7; 1y inflation: actual 4.9% / prior 4.8%; 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.