SPX dealer positioning, the week of October 28, 2024

Oct 28 to Nov 1 · 5 of 5 days traded · each session free to replay

← the week of Oct 21 the week of Nov 4 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Oct 28	5836.6	5824.4	-12.2 -0.21%	18.1	+16.2	5795.2 crossed 1x	positive
Tuesday Oct 29	5813.5	5833.4	+19.9 +0.34%	43.4	+9.1	5787.8 not crossed	positive
Wednesday Oct 30	5827.9	5816.1	-11.8 -0.20%	38.0	-17.3	5801.4 crossed 9x	positive
Thursday Oct 31	5769.4	5705.6	-63.8 -1.11%	67.1	-110.5	5681.4 not crossed	positive
Friday Nov 1	5731.3	5729.1	-2.2 -0.04%	48.0	+23.5	5696.2 not crossed	positive

Week: -79.1 points (-1.36%), close to close from 2024-10-25.
Ranges: 214.6 points over 5 sessions, the largest 67.1 on 2024-10-31.
Zero-gamma flip at the close: 5795.2 on the first session, 5696.2 on the last (-99.0 points).
Closed in positive gamma: 5 of 5 sessions.

Events this week

Oct 29 10:00 Consumer confidence (Conference Board)
spot +7.7 in the 15 minutes after 10:00; flip 5767.5 → 5765.1; net gamma long; walls 5767.5 / 5852.5 → 5765.1 / 5850.5
Oct 29 10:00 JOLTS job openings
Openings: actual 7.52M / prior 7.43M
spot +7.7 in the 15 minutes after 10:00; flip 5767.5 → 5765.1; net gamma long; walls 5767.5 / 5852.5 → 5765.1 / 5850.5
Oct 29 16:05 GOOGL earnings
Oct 29 16:05 V earnings
Oct 30 07:00 LLY earnings
Oct 30 08:30 GDP
GDP q/q: actual 1.9% / prior 3.3%
Oct 30 08:30 Quarterly refunding statement
Oct 30 09:30 VIX settlement
spot -11.9 in the 15 minutes after 09:30; flip 5829.1 → 5797.3; net gamma long (was short)
Oct 30 16:05 META earnings
Oct 30 16:05 MSFT earnings
Oct 31 07:00 MA earnings
Oct 31 08:30 PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.3% / prior 0.2%
Oct 31 16:05 AAPL earnings
Oct 31 16:05 AMZN earnings
Nov 1 07:00 XOM earnings
Nov 1 08:30 Nonfarm payrolls · high impact
Payrolls: actual 33K / prior 155K; Unemployment rate: actual 4.1% / prior 4.1%
Nov 1 10:00 ISM manufacturing PMI
spot +15.0 in the 15 minutes after 10:00; flip 5629.8 → 5644.3; net gamma long; walls 5629.8 / 5787.0 → 5644.3 / 5782.2

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.