SPX dealer positioning, the week of December 27, 2021
Dec 27 to Dec 31 · 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 27 | no session | ||||||
| Tuesday Dec 28 | no session | ||||||
| Wednesday Dec 29 | no session | ||||||
| Thursday Dec 30 | no session | ||||||
| Friday Dec 31 | no session | ||||||
No finished session in this week yet.
Events this week
- Dec 28
10:00Consumer confidence (Conference Board) - Dec 29
09:30VIX settlement
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.