SPX dealer positioning, the week of December 23, 2024

Dec 23 to Dec 27 · 4 of 5 days traded · each session free to replay

← the week of Dec 16 the week of Dec 30 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Dec 23	5941.6	5972.8	+31.2 +0.52%	73.6	+39.6	5892.0 not crossed	positive
Tuesday Dec 24	5982.0	6037.3	+55.3 +0.92%	55.9	+64.5	6026.6 crossed 2x	positive
Wednesday Dec 25	no session
Thursday Dec 26	6023.7	6037.3	+13.6 +0.23%	41.6	+0.0	5968.6 crossed 4x	positive
Friday Dec 27	6000.3	5971.4	-28.9 -0.48%	67.3	-65.9	5899.0 not crossed	positive

Week: +38.2 points (+0.64%), close to close from 2024-12-20.
Ranges: 238.4 points over 4 sessions, the largest 73.6 on 2024-12-23.
Zero-gamma flip at the close: 5892.0 on the first session, 5899.0 on the last (+7.0 points).
Closed in positive gamma: 4 of 4 sessions.

Events this week

Dec 23 08:30 Durable goods orders
Durable goods m/m: actual -1.7% / prior 0.3%
Dec 23 08:30 Housing starts
Housing starts: actual 1300K / prior 1370K
Dec 24 09:30 VIX settlement
spot +12.2 in the 15 minutes after 09:30; flip 6210.2 → 5922.5; net gamma long (was short)
Dec 27 10:00 UMich consumer sentiment (final)
Sentiment: actual 74 / prior 71.8; 1y inflation: actual 2.8% / prior 2.6%; 5y inflation: actual 3% / prior 3.2%
spot -24.5 in the 15 minutes after 10:00; flip 5886.6 → 5879.2; net gamma long; walls 5886.5 / 6071.3 → 5879.2 / 6074.2

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.