SPX dealer positioning, the week of April 11, 2022

Apr 11 to Apr 15 · 1 of 5 days traded · each session free to replay

← the week of Apr 4 the week of Apr 18 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Apr 11	no session
Tuesday Apr 12	no session
Wednesday Apr 13	no session
Thursday Apr 14	4450.3	4391.3	-59.0 -1.33%	66.9	+1462.0	4366.5 not crossed	positive
Friday Apr 15	no session

Week: +1462.0 points (+49.91%), close to close from 2019-06-19.
Ranges: 66.9 points over 1 session, the largest 66.9 on 2022-04-14.
Zero-gamma flip at the close: 4366.5 on the first session, 4366.5 on the last (0.0 points).
Closed in positive gamma: 1 of 1 sessions.

Events this week

Apr 12 08:30 CPI · high impact
CPI y/y: actual 8.6% / prior 7.9%; Core CPI m/m: actual 0.3% / prior 0.5%
Apr 12 13:00 10-year note auction, $34B (reopening)
Apr 13 07:00 JPM earnings
Apr 13 08:30 PPI
PPI m/m: actual 1.7% / prior 0.9%
Apr 13 09:30 VIX settlement
Apr 13 13:00 30-year bond auction, $20B (reopening)
Apr 14 07:00 UNH earnings
Apr 14 08:30 Retail sales
Retail sales m/m: actual 2.0% / prior 1.0%

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.