SPX dealer positioning, the week of June 19, 2023

Jun 19 to Jun 23 · 4 of 5 days traded · each session free to replay

← the week of Jun 12 the week of Jun 26 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Jun 19	no session
Tuesday Jun 20	4390.2	4389.4	-0.8 -0.02%	31.5	-19.9	4352.3 not crossed	positive
Wednesday Jun 21	4373.0	4365.8	-7.3 -0.17%	24.5	-23.7	4332.8 crossed 7x	positive
Thursday Jun 22	4354.9	4381.7	+26.8 +0.62%	27.8	+15.9	4375.4 not crossed	positive
Friday Jun 23	4346.1	4348.0	+1.9 +0.04%	24.4	-33.7	4362.1 crossed 16x	negative

Week: -61.3 points (-1.39%), close to close from 2023-06-16.
Ranges: 108.2 points over 4 sessions, the largest 31.5 on 2023-06-20.
Zero-gamma flip at the close: 4352.3 on the first session, 4362.1 on the last (+9.8 points).
Closed in positive gamma: 3 of 4 sessions.

Events this week

Jun 20 08:30 Housing starts
Housing starts: actual 1609K / prior 1343K
Jun 21 08:30 Fed Chair testimony
Jun 21 09:30 VIX settlement
spot -1.4 in the 15 minutes after 09:30; net gamma long (was short)
Jun 21 13:00 20-year bond auction, $12B (reopening)
spot +0.9 in the 15 minutes after 13:00; net gamma short
Jun 23 10:00 UMich consumer sentiment (final)
Sentiment: actual 64.2 / prior 59; 1y inflation: actual 3.3% / prior 4.2%; 5y inflation: actual 3% / prior 3.1%
spot +2.4 in the 15 minutes after 10:00; flip 4296.3 → 4287.4; net gamma long; walls 4296.3 / 4390.3 → 4287.4 / 4392.0

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.