SPX dealer positioning, the week of February 7, 2022
Feb 7 to Feb 11 · 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 Feb 7 | no session | ||||||
| Tuesday Feb 8 | no session | ||||||
| Wednesday Feb 9 | no session | ||||||
| Thursday Feb 10 | no session | ||||||
| Friday Feb 11 | no session | ||||||
No finished session in this week yet.
Events this week
- Feb 8
08:30CPI · high impact
CPI y/y: actual 7.6% / prior 7.2%; Core CPI m/m: actual 0.6% / prior 0.6% - Feb 9
09:30VIX settlement - Feb 9
13:0010-year note auction, $37B - Feb 10
08:30CPI · high impact
CPI y/y: actual 7.6% / prior 7.2%; Core CPI m/m: actual 0.6% / prior 0.6% - Feb 10
13:0030-year bond auction, $23B - Feb 11
08:30PPI
PPI m/m: actual 1.0% / prior 0.6% - Feb 11
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 67.2; 1y inflation: prior 4.9%; 5y inflation: prior 3.1%
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.