SPX dealer positioning, the week of October 17, 2022

Oct 17 to Oct 21 · 5 of 5 days traded · each session free to replay

← the week of Oct 10 the week of Oct 24 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Oct 17	3658.0	3678.4	+20.4 +0.56%	30.7	+91.5	3584.2 crossed 6x	positive
Tuesday Oct 18	3759.9	3720.9	-39.0 -1.04%	72.3	+42.5	3680.6 crossed 16x	positive
Wednesday Oct 19	3704.8	3696.7	-8.2 -0.22%	59.6	-24.3	3695.0 crossed 4x	positive
Thursday Oct 20	3692.4	3665.5	-26.8 -0.73%	78.0	-31.1	3662.8 crossed 31x	positive
Friday Oct 21	3653.9	3753.6	+99.8 +2.73%	105.3	+88.1	3755.3 crossed 2x	negative

Week: +166.8 points (+4.65%), close to close from 2022-10-14.
Ranges: 346.0 points over 5 sessions, the largest 105.3 on 2022-10-21.
Zero-gamma flip at the close: 3584.2 on the first session, 3755.3 on the last (+171.1 points).
Closed in positive gamma: 4 of 5 sessions.

Events this week

Oct 18 07:00 JNJ earnings
Oct 18 16:05 NFLX earnings
Oct 19 07:00 PG earnings
Oct 19 08:30 Housing starts
Housing starts: actual 1481K / prior 1532K
Oct 19 09:30 VIX settlement
spot -7.1 in the 15 minutes after 09:30; flip 3556.4 → 3580.6; net gamma long; walls 3556.4 / 3764.5 → 3580.6 / 3822.0
Oct 19 13:00 20-year bond auction, $12B (reopening)
spot -12.4 in the 15 minutes after 13:00; flip 3662.8 → 3664.1; net gamma long; walls 3662.8 / 3794.1 → 3664.1 / 3794.4
Oct 19 16:05 TSLA earnings

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.