SPX dealer positioning, the week of March 30, 2026
Mar 30 to Apr 3 · 4 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 30 | 6420.2 | 6344.0 | -76.2 -1.19% | 107.1 | -25.7 | 6284.2 not crossed | positive |
| Tuesday Mar 31 | 6419.8 | 6528.5 | +108.7 +1.69% | 128.9 | +184.5 | 6250.6 not crossed | positive |
| Wednesday Apr 1 | 6566.1 | 6574.5 | +8.4 +0.13% | 52.7 | +46.0 | 6505.1 not crossed | positive |
| Thursday Apr 2 | 6492.1 | 6582.4 | +90.3 +1.39% | 119.6 | +7.9 | 6525.0 crossed 2x | positive |
| Friday Apr 3 | no session | ||||||
Week: +212.7 points (+3.34%), close to close from 2026-03-27.
Ranges: 408.3 points over 4 sessions, the largest 128.9 on 2026-03-31.
Zero-gamma flip at the close: 6284.2 on the first session, 6525.0 on the last (+240.8 points).
Closed in positive gamma: 4 of 4 sessions.
Events this week
- Mar 30
10:30Fed Chair speech: Moderated Discussion
spot -11.4 in the 15 minutes after 10:30; flip 6234.1 → 6247.1; net gamma long; walls 6234.1 / 6520.7 → 6247.1 / 6521.3 - Mar 31
10:00JOLTS job openings
Openings: actual 7.24M / prior 6.55M
spot -11.6 in the 15 minutes after 10:00; flip 6235.2 → 6229.3; net gamma long; walls 6235.2 / 6551.5 → 6229.3 / 6543.0 - Apr 1
08:30Retail sales
Retail sales m/m: actual 1.7% / prior 0.9% - Apr 1
10:00ISM manufacturing PMI
spot +7.8 in the 15 minutes after 10:00; flip 6418.3 → 6441.0; net gamma long; walls 6418.3 / 6706.5 → 6441.0 / 6726.6 - Apr 3
08:30Nonfarm payrolls · high impact
Payrolls: actual 214K / prior -156K; Unemployment rate: actual 4.3% / prior 4.4%
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.