SPX dealer positioning, the week of March 25, 2024

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

← the week of Mar 18 the week of Apr 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 Mar 25	5219.2	5219.1	-0.1 -0.00%	12.2	-15.1	5193.8 not crossed	positive
Tuesday Mar 26	5229.8	5204.5	-25.3 -0.48%	31.2	-14.6	5204.0 not crossed	positive
Wednesday Mar 27	5235.4	5248.2	+12.8 +0.24%	33.3	+43.7	5190.9 not crossed	positive
Thursday Mar 28	5249.9	5255.3	+5.4 +0.10%	17.5	+7.1	5200.8 not crossed	positive
Friday Mar 29	no session

Week: +21.1 points (+0.40%), close to close from 2024-03-22.
Ranges: 94.2 points over 4 sessions, the largest 33.3 on 2024-03-27.
Zero-gamma flip at the close: 5193.8 on the first session, 5200.8 on the last (+7.0 points).
Closed in positive gamma: 4 of 4 sessions.

Events this week

Mar 25 08:30 Housing starts
Housing starts: actual 1555K / prior 1378K
Mar 26 08:30 Durable goods orders
Durable goods m/m: actual 0.7% / prior -7.8%
Mar 26 10:00 Consumer confidence (Conference Board)
spot -0.4 in the 15 minutes after 10:00; flip 5187.1 → 5185.2; net gamma long; walls 5187.1 / 5266.4 → 5185.2 / 5265.3
Mar 27 09:30 VIX settlement
spot -0.9 in the 15 minutes after 09:30; net gamma long (was short)
Mar 28 08:30 GDP
GDP q/q: actual 0.8% / prior 3.4%
Mar 29 08:30 PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.3% / prior 0.5%

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.