SPX dealer positioning, the week of April 6, 2026
Apr 6 to Apr 10 · 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 Apr 6 | 6589.8 | 6611.3 | +21.5 +0.33% | 32.4 | +28.8 | 6572.9 not crossed | positive |
| Tuesday Apr 7 | 6589.4 | 6617.4 | +28.0 +0.42% | 81.7 | +6.2 | 6470.7 not crossed | positive |
| Wednesday Apr 8 | 6786.2 | 6782.2 | -4.0 -0.06% | 47.9 | +164.8 | 6772.4 crossed 6x | positive |
| Thursday Apr 9 | 6770.4 | 6825.1 | +54.7 +0.81% | 71.8 | +42.9 | 6700.7 not crossed | positive |
| Friday Apr 10 | 6838.2 | 6816.7 | -21.5 -0.31% | 33.3 | -8.5 | 6769.2 not crossed | positive |
Week: +234.3 points (+3.56%), close to close from 2026-04-02.
Ranges: 267.2 points over 5 sessions, the largest 81.7 on 2026-04-07.
Zero-gamma flip at the close: 6572.9 on the first session, 6769.2 on the last (+196.3 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Apr 6
10:00ISM services PMI
spot +0.7 in the 15 minutes after 10:00; flip 6434.2 → 6429.8; net gamma long; walls 6434.2 / 6801.4 → 6429.8 / 6791.2 - Apr 8
13:0010-year note auction, $39B (reopening)
spot -1.8 in the 15 minutes after 13:00; net gamma short - Apr 8
14:00FOMC minutes
spot +6.6 in the 15 minutes after 14:00; flip 6769.7 → 6723.6; net gamma long; walls 6769.8 / 6866.1 → 6723.7 / 6867.9 - Apr 9
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.3% / prior 0.4% - Apr 9
08:30GDP
GDP q/q: actual 2.1% / prior 0.5% - Apr 9
13:0030-year bond auction, $22B (reopening)
spot +7.2 in the 15 minutes after 13:00; flip 6675.2 → 6678.0; net gamma long; walls 6675.2 / 6868.4 → 6678.0 / 6867.8 - Apr 10
08:30CPI · high impact
CPI y/y: actual 3.3% / prior 2.7%; Core CPI m/m: actual 0.2% / prior 0.2%
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.