SPX dealer positioning, the week of March 23, 2026
Mar 23 to Mar 27 · 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 Mar 23 | 6601.9 | 6582.1 | -19.9 -0.30% | 83.8 | +75.6 | 6487.0 not crossed | positive |
| Tuesday Mar 24 | 6540.3 | 6556.0 | +15.7 +0.24% | 70.3 | -26.1 | 6473.4 not crossed | positive |
| Wednesday Mar 25 | 6621.5 | 6591.8 | -29.7 -0.45% | 63.0 | +35.8 | 6531.5 not crossed | positive |
| Thursday Mar 26 | 6541.2 | 6477.7 | -63.5 -0.97% | 96.6 | -114.1 | 6458.4 not crossed | positive |
| Friday Mar 27 | 6444.2 | 6369.7 | -74.5 -1.16% | 90.9 | -108.0 | 6306.9 not crossed | positive |
Week: -136.7 points (-2.10%), close to close from 2026-03-20.
Ranges: 404.6 points over 5 sessions, the largest 96.6 on 2026-03-26.
Zero-gamma flip at the close: 6487.0 on the first session, 6306.9 on the last (-180.1 points).
Closed in positive gamma: 5 of 5 sessions.
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.