SPX dealer positioning, the week of April 25, 2022

Apr 25 to Apr 29 · 4 of 5 days traded · each session free to replay

← the week of Apr 18 the week of May 2 →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 25	4242.2	4296.7	+54.4 +1.28%	96.6	+24.9	4315.2 crossed 9x	negative
Tuesday Apr 26	4269.1	4177.1	-92.1 -2.16%	92.1	-119.6	4189.3 crossed 13x	negative
Wednesday Apr 27	4190.2	4185.3	-5.0 -0.12%	75.5	+8.2	4160.1 crossed 3x	positive
Thursday Apr 28	no session
Friday Apr 29	4247.4	4131.3	-116.1 -2.73%	143.9	-54.0	4168.8 crossed 1x	negative

Week: -140.5 points (-3.29%), close to close from 2022-04-22.
Ranges: 408.1 points over 4 sessions, the largest 143.9 on 2022-04-29.
Zero-gamma flip at the close: 4315.2 on the first session, 4168.8 on the last (-146.4 points).
Closed in positive gamma: 1 of 4 sessions.

Events this week

Apr 25 08:30 Retail sales
Retail sales m/m: actual 2.0% / prior 1.0%
Apr 26 08:30 Durable goods orders
Durable goods m/m: actual 0.2% / prior -1.4%
Apr 26 08:30 Housing starts
Housing starts: actual 1700K / prior 1730K
Apr 26 10:00 Consumer confidence (Conference Board)
spot -9.4 in the 15 minutes after 10:00; flip 4208.2 → 4201.6; net gamma long; walls 4208.2 / 4361.5 → 4201.6 / 4368.3
Apr 26 16:05 GOOGL earnings
Apr 26 16:05 MSFT earnings
Apr 26 16:05 V earnings
Apr 27 09:30 VIX settlement
spot +28.8 in the 15 minutes after 09:30; net gamma long
Apr 27 16:05 META earnings
Apr 28 07:00 LLY earnings
Apr 28 07:00 MA earnings
Apr 28 08:30 GDP
GDP q/q: actual 0.6% / prior -1.0%
Apr 28 16:05 AAPL earnings
Apr 28 16:05 AMZN earnings
Apr 29 07:00 XOM earnings
Apr 29 08:30 PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.4%

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.