SPX dealer positioning, the week of January 10, 2022
Jan 10 to Jan 14 · 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 Jan 10 | no session | ||||||
| Tuesday Jan 11 | no session | ||||||
| Wednesday Jan 12 | no session | ||||||
| Thursday Jan 13 | no session | ||||||
| Friday Jan 14 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 11
10:00Fed Chair testimony - Jan 11
10:00Fed Chair testimony: Nomination Hearing - Jan 12
08:30CPI · high impact
CPI y/y: actual 7.2% / prior 6.9%; Core CPI m/m: actual 0.6% / prior 0.6% - Jan 12
09:30VIX settlement - Jan 12
13:0010-year note auction, $36B (reopening) - Jan 13
08:30PPI
PPI m/m: actual 0.6% / prior 1.1% - Jan 13
13:0030-year bond auction, $22B (reopening) - Jan 14
07:00JPM earnings - Jan 14
08:30Retail sales
Retail sales m/m: actual -0.8% / prior 1.0% - Jan 14
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 70.6; 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.