SPX dealer positioning, the week of June 8, 2026

Jun 8 to Jun 12 · 5 of 5 days traded · each session free to replay

← the week of Jun 1 the week of Jun 15 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Jun 8	7455.6	7405.6	-50.0 -0.67%	69.8	+21.0	7389.7 not crossed	positive
Tuesday Jun 9	7450.1	7386.1	-64.0 -0.86%	236.2	-19.5	7173.5 not crossed	positive
Wednesday Jun 10	7346.9	7267.5	-79.4 -1.08%	127.0	-118.6	7189.3 not crossed	positive
Thursday Jun 11	7295.7	7393.9	+98.3 +1.35%	152.4	+126.4	7306.3 crossed 2x	positive
Friday Jun 12	7407.9	7431.8	+23.9 +0.32%	90.3	+37.9	7392.4 crossed 2x	positive

Week: +47.2 points (+0.64%), close to close from 2026-06-05.
Ranges: 675.6 points over 5 sessions, the largest 236.2 on 2026-06-09.
Zero-gamma flip at the close: 7389.7 on the first session, 7392.4 on the last (+2.7 points).
Closed in positive gamma: 5 of 5 sessions.

Events this week

Jun 10 08:30 CPI · high impact
CPI y/y: actual 4.3% / prior 3.9%; Core CPI m/m: actual 0.2% / prior 0.4%
Jun 10 13:00 10-year note auction, $39B (reopening)
spot -17.2 in the 15 minutes after 13:00; flip 7062.7 → 7067.0; net gamma long; walls 7062.7 / 7534.9 → 7067.0 / 7539.7
Jun 10 16:05 ORCL earnings
Jun 11 08:30 PPI
PPI m/m: actual 0.5% / prior 1.1%
Jun 11 13:00 30-year bond auction, $22B (reopening)
spot -7.1 in the 15 minutes after 13:00; flip 7095.2 → 7101.7; net gamma long; walls 7095.2 / 7434.6 → 7101.7 / 7433.0

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.