SPX dealer positioning, the week of May 25, 2026
May 25 to May 29 · 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 May 25 | no session | ||||||
| Tuesday May 26 | 7516.9 | 7519.0 | +2.2 +0.03% | 36.9 | +45.7 | 7461.9 crossed 1x | positive |
| Wednesday May 27 | 7527.0 | 7520.3 | -6.7 -0.09% | 29.4 | +1.3 | 7445.0 not crossed | positive |
| Thursday May 28 | 7519.4 | 7563.4 | +44.1 +0.59% | 57.5 | +43.1 | 7455.3 not crossed | positive |
| Friday May 29 | 7573.0 | 7581.2 | +8.2 +0.11% | 30.0 | +17.8 | 7584.8 crossed 1x | negative |
Week: +107.9 points (+1.44%), close to close from 2026-05-22.
Ranges: 153.7 points over 4 sessions, the largest 57.5 on 2026-05-28.
Zero-gamma flip at the close: 7461.9 on the first session, 7584.8 on the last (+122.9 points).
Closed in positive gamma: 3 of 4 sessions.
Events this week
- May 28
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.3% / prior 0.3% - May 28
08:30GDP
GDP q/q: actual 1.5% / prior 2.1% - May 28
16:05COST earnings
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.