SPX dealer positioning, the week of July 25, 2022

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

← the week of Jul 18 the week of Aug 1 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Jul 25	3968.8	3967.8	-1.0 -0.03%	30.9	+5.6	3982.5 crossed 29x	negative
Tuesday Jul 26	3949.8	3921.5	-28.4 -0.72%	38.0	-46.3	3928.0 crossed 1x	negative
Wednesday Jul 27	3957.2	4022.4	+65.2 +1.65%	85.2	+100.9	4028.2 crossed 13x	negative
Thursday Jul 28	4033.8	4072.4	+38.7 +0.96%	85.3	+50.1	4068.6 crossed 20x	positive
Friday Jul 29	4086.3	4131.2	+44.8 +1.10%	59.6	+58.7	4120.9 crossed 10x	positive

Week: +169.1 points (+4.27%), close to close from 2022-07-22.
Ranges: 299.0 points over 5 sessions, the largest 85.3 on 2022-07-28.
Zero-gamma flip at the close: 3982.5 on the first session, 4120.9 on the last (+138.4 points).
Closed in positive gamma: 2 of 5 sessions.

Events this week

Jul 26 08:30 Housing starts
Housing starts: actual 1556K / prior 1546K
Jul 26 10:00 Consumer confidence (Conference Board)
spot +0.1 in the 15 minutes after 10:00; net gamma long; walls 3703.5 / 4026.8 → 3866.3 / 4017.0
Jul 26 16:05 GOOGL earnings
Jul 26 16:05 MSFT earnings
Jul 26 16:05 V earnings
Jul 27 08:30 Durable goods orders
Durable goods m/m: actual 2.2% / prior -0.1%
Jul 27 09:30 VIX settlement
spot +7.3 in the 15 minutes after 09:30; net gamma long; walls 3719.8 / 3990.2 → 3884.6 / 4042.8
Jul 27 14:00 FOMC decision · high impact
Fed funds: actual 2.50% / prior 1.75%
spot +0.4 in the 15 minutes after 14:00; net gamma short
Jul 27 14:30 FOMC press conference · high impact
spot +33.7 in the 15 minutes after 14:30; net gamma short
Jul 27 16:05 META earnings
Jul 28 07:00 MA earnings
Jul 28 08:30 GDP
GDP q/q: actual 2.9% / prior 0.6%
Jul 28 16:05 AAPL earnings
Jul 28 16:05 AMZN earnings
Jul 29 07:00 PG earnings
Jul 29 07:00 XOM earnings
Jul 29 08:30 PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.6% / prior 0.3%

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.