SPX dealer positioning, the week of June 1, 2026
Jun 1 to Jun 5 · 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 1 | 7565.8 | 7599.7 | +33.9 +0.45% | 49.8 | +18.5 | 7506.9 not crossed | positive |
| Tuesday Jun 2 | 7588.0 | 7611.1 | +23.2 +0.31% | 33.2 | +11.4 | 7526.5 not crossed | positive |
| Wednesday Jun 3 | 7600.1 | 7554.4 | -45.7 -0.60% | 50.5 | -56.8 | 7542.6 not crossed | positive |
| Thursday Jun 4 | 7534.1 | 7585.3 | +51.1 +0.68% | 65.9 | +30.9 | 7476.7 crossed 1x | positive |
| Friday Jun 5 | 7533.6 | 7384.6 | -149.0 -1.98% | 168.1 | -200.7 | 7377.3 crossed 2x | positive |
Week: -196.6 points (-2.59%), close to close from 2026-05-29.
Ranges: 367.5 points over 5 sessions, the largest 168.1 on 2026-06-05.
Zero-gamma flip at the close: 7506.9 on the first session, 7377.3 on the last (-129.6 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Jun 1
10:00ISM manufacturing PMI
spot +4.8 in the 15 minutes after 10:00; flip 7480.4 → 7485.1; net gamma long; walls 7480.4 / 7652.7 → 7485.1 / 7655.9 - Jun 2
10:00JOLTS job openings
Openings: actual 7.58M / prior 6.89M
spot +8.4 in the 15 minutes after 10:00; flip 7373.7 → 7482.7; net gamma long; walls 7373.7 / 7677.7 → 7482.7 / 7704.2 - Jun 3
10:00ISM services PMI
spot +1.9 in the 15 minutes after 10:00; flip 7459.2 → 7466.8; net gamma long; walls 7459.3 / 7671.7 → 7466.7 / 7666.9 - Jun 3
14:00Fed Beige Book
spot -2.6 in the 15 minutes after 14:00; flip 7518.5 → 7522.7; net gamma long; walls 7518.6 / 7660.5 → 7522.5 / 7658.9 - Jun 3
16:05AVGO earnings - Jun 5
08:30Nonfarm payrolls · high impact
Payrolls: actual 63K / prior 148K; Unemployment rate: actual 4.3% / prior 4.3%
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.