SPX dealer positioning, the week of June 9, 2025
Jun 9 to Jun 13 · 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 9 | 6005.6 | 6006.0 | +0.4 +0.01% | 25.5 | +5.3 | 5921.8 not crossed | positive |
| Tuesday Jun 10 | 6015.0 | 6038.8 | +23.8 +0.40% | 35.9 | +32.8 | 5936.3 not crossed | positive |
| Wednesday Jun 11 | 6046.6 | 6022.7 | -23.9 -0.40% | 52.6 | -16.1 | 5961.8 not crossed | positive |
| Thursday Jun 12 | 6011.9 | 6044.7 | +32.8 +0.55% | 39.3 | +22.0 | 5908.7 not crossed | positive |
| Friday Jun 13 | 6000.4 | 5976.8 | -23.7 -0.39% | 60.7 | -67.9 | 5870.1 crossed 1x | positive |
Week: -24.0 points (-0.40%), close to close from 2025-06-06.
Ranges: 214.0 points over 5 sessions, the largest 60.7 on 2025-06-13.
Zero-gamma flip at the close: 5921.8 on the first session, 5870.1 on the last (-51.7 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Jun 11
08:30CPI · high impact
CPI y/y: actual 2.4% / prior 2.3%; Core CPI m/m: actual 0.1% / prior 0.2% - Jun 11
09:30VIX settlement
spot -6.7 in the 15 minutes after 09:30; flip 5915.4 → 5945.0; net gamma long; walls 5915.4 / 6154.1 → 5945.0 / 6116.1 - Jun 11
13:0010-year note auction, $39B (reopening)
spot +5.7 in the 15 minutes after 13:00; flip 5972.5 → 5970.6; net gamma long; walls 5972.5 / 6113.1 → 5970.6 / 6111.2 - Jun 11
16:05ORCL earnings - Jun 12
08:30PPI
PPI m/m: actual 0.3% / prior -0.3% - Jun 12
13:0030-year bond auction, $22B (reopening)
spot +6.2 in the 15 minutes after 13:00; flip 5921.1 → 5918.1; net gamma long; walls 5921.2 / 6082.3 → 5918.1 / 6080.2 - Jun 13
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 52.2; 1y inflation: prior 6.6%; 5y inflation: prior 4.2%
spot -5.7 in the 15 minutes after 10:00; flip 5845.0 → 5853.4; net gamma long; walls 5845.0 / 6091.1 → 5853.4 / 6086.5
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.