SPX dealer positioning, the week of June 2, 2025
Jun 2 to Jun 6 · 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 Jun 2 | 5895.3 | 5935.8 | +40.5 +0.69% | 72.9 | +26.6 | 5784.7 not crossed | positive |
| Tuesday Jun 3 | 5941.4 | 5970.6 | +29.1 +0.49% | 48.8 | +34.8 | 5859.7 not crossed | positive |
| Wednesday Jun 4 | 5980.9 | 5971.5 | -9.4 -0.16% | 20.8 | +0.9 | 5885.9 not crossed | positive |
| Thursday Jun 5 | 5987.1 | 5940.1 | -47.1 -0.79% | 75.6 | -31.4 | 5862.4 not crossed | positive |
| Friday Jun 6 | 5994.5 | 6000.8 | +6.3 +0.10% | 37.6 | +60.7 | 5947.6 not crossed | positive |
Week: +91.5 points (+1.55%), close to close from 2025-05-30.
Ranges: 255.7 points over 5 sessions, the largest 75.6 on 2025-06-05.
Zero-gamma flip at the close: 5784.7 on the first session, 5947.6 on the last (+162.9 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Jun 2
10:00ISM manufacturing PMI
spot +14.9 in the 15 minutes after 10:00; flip 5766.2 → 5764.3; net gamma long; walls 5766.2 / 5987.3 → 5764.3 / 5977.0 - Jun 2
13:00Fed Chair speech: Opening Remarks
spot +3.1 in the 15 minutes after 13:00; flip 5776.8 → 5778.6; net gamma long; walls 5776.8 / 5964.1 → 5778.6 / 5963.8 - Jun 3
08:30Durable goods orders
Durable goods m/m: actual 16.5% / prior -6.6% - Jun 3
09:30VIX settlement
spot -1.6 in the 15 minutes after 09:30; flip 5828.1 → 5819.1; net gamma long; walls 5828.1 / 6002.3 → 5819.1 / 6003.8 - Jun 3
10:00JOLTS job openings
Openings: actual 7.10M / prior 6.95M
spot +3.8 in the 15 minutes after 10:00; flip 5819.1 → 5825.7; net gamma long; walls 5819.1 / 6007.8 → 5825.8 / 6007.8 - Jun 4
10:00ISM services PMI
spot +2.2 in the 15 minutes after 10:00; flip 5863.1 → 5862.6; net gamma long; walls 5863.1 / 6055.8 → 5862.6 / 6053.1 - Jun 4
14:00Fed Beige Book
spot -2.2 in the 15 minutes after 14:00; flip 5889.0 → 5889.5; net gamma long; walls 5889.0 / 6038.0 → 5889.5 / 6036.9 - Jun 5
16:05AVGO earnings - Jun 6
08:30Nonfarm payrolls · high impact
Payrolls: actual 13K / prior 108K; Unemployment rate: actual 4.3% / prior 4.2%
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.