SPX dealer positioning, the week of April 22, 2024

Apr 22 to Apr 26 · 5 of 5 days traded · each session free to replay

← the week of Apr 15 the week of Apr 29 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Apr 22	4992.7	5009.9	+17.2 +0.34%	68.4	+44.9	4932.4 not crossed	positive
Tuesday Apr 23	5029.6	5070.4	+40.8 +0.81%	46.2	+60.6	4966.1 not crossed	positive
Wednesday Apr 24	5079.5	5072.8	-6.7 -0.13%	40.8	+2.3	5018.7 not crossed	positive
Thursday Apr 25	5007.9	5048.9	+41.0 +0.82%	66.4	-23.9	4945.9 crossed 3x	positive
Friday Apr 26	5076.8	5100.3	+23.4 +0.46%	39.5	+51.4	5038.8 not crossed	positive

Week: +135.3 points (+2.72%), close to close from 2024-04-19.
Ranges: 261.2 points over 5 sessions, the largest 68.4 on 2024-04-22.
Zero-gamma flip at the close: 4932.4 on the first session, 5038.8 on the last (+106.4 points).
Closed in positive gamma: 5 of 5 sessions.

Events this week

Apr 23 08:30 Housing starts
Housing starts: actual 1297K / prior 1555K
Apr 23 08:30 Retail sales
Retail sales m/m: actual 0.3% / prior 0.7%
Apr 23 16:05 TSLA earnings
Apr 23 16:05 V earnings
Apr 24 08:30 Durable goods orders
Durable goods m/m: actual 1.7% / prior 0.7%
Apr 24 09:30 VIX settlement
spot +4.5 in the 15 minutes after 09:30; flip 4956.9 → 4993.3; net gamma long; walls 4956.9 / 5129.7 → 4993.3 / 5137.1
Apr 24 16:05 META earnings
Apr 25 08:30 GDP
GDP q/q: actual 0.8% / prior 3.4%
Apr 25 16:05 GOOGL earnings
Apr 25 16:05 MSFT earnings
Apr 26 07:00 XOM earnings
Apr 26 08:30 PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.4% / prior 0.3%
Apr 26 10:00 UMich consumer sentiment (final)
Sentiment: actual 77.2 / prior 79.4; 1y inflation: actual 3.2% / prior 2.9%; 5y inflation: actual 3% / prior 2.8%
spot +7.8 in the 15 minutes after 10:00; flip 5005.6 → 5003.1; net gamma long; walls 5005.6 / 5155.0 → 5003.1 / 5155.4

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.