SPX dealer positioning, the week of February 21, 2022
Feb 21 to Feb 25 · 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 21 | no session | ||||||
| Tuesday Feb 22 | no session | ||||||
| Wednesday Feb 23 | no session | ||||||
| Thursday Feb 24 | no session | ||||||
| Friday Feb 25 | no session | ||||||
No finished session in this week yet.
Events this week
- Feb 22
10:00Consumer confidence (Conference Board) - Feb 23
09:30VIX settlement - Feb 24
08:30GDP
GDP q/q: actual -1.0% / prior 7.0% - Feb 24
08:30Housing starts
Housing starts: actual 1693K / prior 1711K - Feb 25
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.5% / prior 0.6% - Feb 25
08:30Durable goods orders
Durable goods m/m: actual 1.2% / prior 3.3% - Feb 25
10:00UMich consumer sentiment (final)
Sentiment: actual 62.8 / prior 67.2; 1y inflation: actual 4.9% / prior 4.9%; 5y inflation: actual 3% / 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.