SPX dealer positioning, the week of October 14, 2024
Oct 14 to Oct 18 · 5 of 5 days traded · each session free to replay
| Day | Open | Close | Change | Range | Close to close | Flip at the close | Gamma at the close |
|---|---|---|---|---|---|---|---|
| Monday Oct 14 | 5829.1 | 5861.5 | +32.4 +0.56% | 43.4 | +45.5 | 5819.0 not crossed | positive |
| Tuesday Oct 15 | 5864.9 | 5814.7 | -50.2 -0.86% | 60.3 | -46.8 | 5794.6 not crossed | positive |
| Wednesday Oct 16 | 5815.6 | 5842.7 | +27.1 +0.47% | 37.9 | +28.0 | 5772.4 crossed 1x | positive |
| Thursday Oct 17 | 5872.9 | 5842.2 | -30.7 -0.52% | 31.8 | -0.5 | 5820.3 not crossed | positive |
| Friday Oct 18 | 5853.6 | 5864.0 | +10.5 +0.18% | 27.0 | +21.8 | 5818.2 not crossed | positive |
Week: +48.1 points (+0.83%), close to close from 2024-10-11.
Ranges: 200.5 points over 5 sessions, the largest 60.3 on 2024-10-15.
Zero-gamma flip at the close: 5819.0 on the first session, 5818.2 on the last (-0.8 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Oct 15
07:00JNJ earnings - Oct 15
07:00UNH earnings - Oct 16
09:30VIX settlement
spot -6.0 in the 15 minutes after 09:30; flip 6099.7 → 5761.3; net gamma long (was short) - Oct 17
08:30Retail sales
Retail sales m/m: actual 0.9% / prior -0.3% - Oct 17
16:05NFLX earnings - Oct 18
07:00PG earnings - Oct 18
08:30Housing starts
Housing starts: actual 1357K / prior 1394K
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.