SPX dealer positioning, the week of October 24, 2022

Oct 24 to Oct 28 · 5 of 5 days traded · each session free to replay

← the week of Oct 17 the week of Oct 31 →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 24	3766.6	3798.6	+32.0 +0.85%	67.0	+44.9	3679.4 crossed 3x	positive
Tuesday Oct 25	3804.4	3859.0	+54.5 +1.43%	58.1	+60.4	3868.1 crossed 1x	negative
Wednesday Oct 26	3826.8	3830.2	+3.4 +0.09%	59.3	-28.8	3841.2 crossed 4x	negative
Thursday Oct 27	3846.8	3808.7	-38.2 -0.99%	54.1	-21.5	3818.5 crossed 17x	negative
Friday Oct 28	3810.4	3901.0	+90.6 +2.38%	93.1	+92.3	3895.9 crossed 4x	positive

Week: +147.4 points (+3.93%), close to close from 2022-10-21.
Ranges: 331.6 points over 5 sessions, the largest 93.1 on 2022-10-28.
Zero-gamma flip at the close: 3679.4 on the first session, 3895.9 on the last (+216.5 points).
Closed in positive gamma: 2 of 5 sessions.

Events this week

Oct 25 10:00 Consumer confidence (Conference Board)
spot +1.8 in the 15 minutes after 10:00; net gamma short
Oct 25 16:05 GOOGL earnings
Oct 25 16:05 MSFT earnings
Oct 25 16:05 V earnings
Oct 26 08:30 Housing starts
Housing starts: actual 1481K / prior 1532K
Oct 26 09:30 VIX settlement
spot +6.5 in the 15 minutes after 09:30; flip 3706.5 → 3740.9; net gamma long; walls 3706.5 / 3914.1 → 3740.9 / 3906.3
Oct 26 16:05 META earnings
Oct 27 07:00 MA earnings
Oct 27 08:30 Durable goods orders
Durable goods m/m: actual 0.0% / prior -0.7%
Oct 27 08:30 GDP
GDP q/q: actual 2.8% / prior 2.9%
Oct 27 16:05 AAPL earnings
Oct 27 16:05 AMZN earnings
Oct 28 07:00 XOM earnings
Oct 28 08:30 PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.6%
Oct 28 10:00 UMich consumer sentiment (final)
Sentiment: actual 59.9 / prior 58.6; 1y inflation: actual 5% / prior 4.7%; 5y inflation: actual 2.9% / prior 2.7%
spot -8.1 in the 15 minutes after 10:00; flip 3706.4 → 3691.3; net gamma long; walls 3706.4 / 3886.4 → 3691.3 / 3905.4

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.