SPX dealer positioning, the week of December 20, 2021
Dec 20 to Dec 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 Dec 20 | no session | ||||||
| Tuesday Dec 21 | no session | ||||||
| Wednesday Dec 22 | no session | ||||||
| Thursday Dec 23 | no session | ||||||
| Friday Dec 24 | no session | ||||||
No finished session in this week yet.
Events this week
- Dec 21
13:0020-year bond auction, $20B (reopening) - Dec 22
08:30GDP
GDP q/q: actual 7.0% / prior 3.3% - Dec 22
09:30VIX settlement - Dec 23
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.5% / prior 0.5% - Dec 23
08:30Durable goods orders
Durable goods m/m: actual 1.9% / prior 1.7% - Dec 23
08:30Housing starts
Housing starts: actual 1707K / prior 1587K - Dec 24
10:00UMich consumer sentiment (final)
Sentiment: actual 70.6 / prior 67.4; 1y inflation: actual 4.8% / prior 4.9%; 5y inflation: actual 2.9% / prior 3%
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.