SPX dealer positioning, the week of April 29, 2024

Apr 29 to May 3 · 5 of 5 days traded · each session free to replay

← the week of Apr 22 the week of May 6 →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 29	5115.9	5114.7	-1.2 -0.02%	32.6	+14.4	5073.0 not crossed	positive
Tuesday Apr 30	5098.4	5036.6	-61.9 -1.21%	72.8	-78.1	5043.8 crossed 8x	negative
Wednesday May 1	5031.4	5020.3	-11.2 -0.22%	79.7	-16.3	5008.0 crossed 19x	positive
Thursday May 2	5055.5	5063.3	+7.8 +0.15%	60.1	+43.0	4990.5 not crossed	positive
Friday May 3	5127.1	5128.8	+1.7 +0.03%	31.3	+65.5	5076.6 crossed 15x	positive

Week: +28.5 points (+0.56%), close to close from 2024-04-26.
Ranges: 276.5 points over 5 sessions, the largest 79.7 on 2024-05-01.
Zero-gamma flip at the close: 5073.0 on the first session, 5076.6 on the last (+3.6 points).
Closed in positive gamma: 4 of 5 sessions.

Events this week

Apr 30 07:00 LLY earnings
Apr 30 10:00 Consumer confidence (Conference Board)
spot +2.1 in the 15 minutes after 10:00; net gamma long (was short)
Apr 30 16:05 AMZN earnings
May 1 07:00 MA earnings
May 1 08:30 Quarterly refunding statement
May 1 09:30 VIX settlement
spot -7.3 in the 15 minutes after 09:30; net gamma short
May 1 10:00 ISM manufacturing PMI
spot +3.7 in the 15 minutes after 10:00; flip 5042.6 → 5032.3; net gamma short
May 1 10:00 JOLTS job openings
Openings: actual 8.21M / prior 8.44M
spot +3.7 in the 15 minutes after 10:00; flip 5042.6 → 5032.3; net gamma short
May 1 14:00 FOMC decision · high impact
Fed funds: actual 5.50% / prior 5.50%
spot -5.4 in the 15 minutes after 14:00; net gamma short
May 1 14:30 FOMC press conference · high impact
spot +29.3 in the 15 minutes after 14:30; flip 5041.6 → 4925.9; net gamma long; walls 5041.6 / 5092.4 → 4925.9 / 5101.4
May 2 08:30 Durable goods orders
Durable goods m/m: actual -0.2% / prior 1.7%
May 2 16:05 AAPL earnings
May 3 08:30 Nonfarm payrolls · high impact
Payrolls: actual 64K / prior 228K; Unemployment rate: actual 3.9% / prior 3.9%
May 3 10:00 ISM services PMI
spot -9.2 in the 15 minutes after 10:00; net gamma short

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.