SPX dealer positioning, the week of July 6, 2026
Jul 6 to Jul 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 Jul 6 | 7518.8 | 7537.3 | +18.5 +0.25% | 46.4 | +57.9 | 7428.7 not crossed | positive |
| Tuesday Jul 7 | 7532.6 | 7503.2 | -29.4 -0.39% | 51.8 | -34.1 | 7432.2 not crossed | positive |
| Wednesday Jul 8 | 7457.2 | 7482.9 | +25.7 +0.34% | 63.3 | -20.3 | 7370.7 not crossed | positive |
| Thursday Jul 9 | 7490.9 | 7542.8 | +51.8 +0.69% | 60.8 | +59.8 | 7536.1 not crossed | positive |
| Friday Jul 10 | 7550.1 | 7575.0 | +24.9 +0.33% | 56.5 | +32.3 | 7483.8 not crossed | positive |
Week: +95.6 points (+1.28%), close to close from 2026-07-02.
Ranges: 278.7 points over 5 sessions, the largest 63.3 on 2026-07-08.
Zero-gamma flip at the close: 7428.7 on the first session, 7483.8 on the last (+55.1 points).
Closed in positive gamma: 5 of 5 sessions.
Events this week
- Jul 6
10:00ISM services PMI
spot +7.6 in the 15 minutes after 10:00; flip 7386.5 → 7386.3; net gamma long; walls 7386.4 / 7625.9 → 7386.3 / 7608.0 - Jul 8
13:0010-year note auction, $39B (reopening)
spot +1.5 in the 15 minutes after 13:00; flip 7316.1 → 7320.4; net gamma long; walls 7316.1 / 7556.4 → 7320.4 / 7554.3 - Jul 8
14:00FOMC minutes
spot +6.0 in the 15 minutes after 14:00; flip 7334.2 → 7336.0; net gamma long; walls 7334.2 / 7556.8 → 7336.1 / 7551.7 - Jul 9
13:0030-year bond auction, $22B (reopening)
spot +6.2 in the 15 minutes after 13:00; flip 7395.3 → 7398.7; net gamma long; walls 7395.3 / 7634.9 → 7398.7 / 7631.0
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.