SPX dealer positioning, the week of March 21, 2022
Mar 21 to Mar 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 Mar 21 | no session | ||||||
| Tuesday Mar 22 | no session | ||||||
| Wednesday Mar 23 | no session | ||||||
| Thursday Mar 24 | no session | ||||||
| Friday Mar 25 | no session | ||||||
No finished session in this week yet.
Events this week
- Mar 21
12:30Fed Chair speech: Economic Outlook - Mar 23
08:00Fed Chair speech: Panel on Emerging Challenges for Central Bank Go - Mar 23
08:30Housing starts
Housing starts: actual 1730K / prior 1693K - Mar 23
09:30VIX settlement - Mar 23
13:0020-year bond auction, $16B (reopening) - Mar 24
08:30Durable goods orders
Durable goods m/m: actual -1.4% / prior 1.2% - Mar 25
10:00UMich consumer sentiment (final)
Sentiment: actual 59.4 / prior 62.8; 1y inflation: actual 5.4% / prior 4.9%; 5y inflation: actual 3% / prior 3%
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.