SPX dealer positioning, the week of January 31, 2022
Jan 31 to Feb 4 · 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 31 | no session | ||||||
| Tuesday Feb 1 | no session | ||||||
| Wednesday Feb 2 | no session | ||||||
| Thursday Feb 3 | no session | ||||||
| Friday Feb 4 | no session | ||||||
No finished session in this week yet.
Events this week
- Jan 31
14:00Senior loan officer survey (SLOOS) - Feb 1
07:00XOM earnings - Feb 1
10:00ISM manufacturing PMI - Feb 1
10:00JOLTS job openings
Openings: actual 11.52M / prior 11.20M - Feb 1
16:05GOOGL earnings - Feb 2
08:30Quarterly refunding statement - Feb 2
09:30VIX settlement - Feb 2
16:05META earnings - Feb 3
07:00LLY earnings - Feb 3
08:30Durable goods orders
Durable goods m/m: actual 1.2% / prior 3.3% - Feb 3
10:00ISM services PMI - Feb 3
16:05AMZN earnings - Feb 4
08:30Nonfarm payrolls · high impact
Payrolls: actual 190K / prior 586K; Unemployment rate: actual 4.0% / prior 3.9%
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.