SPX dealer positioning, the week of July 27, 2026
Jul 27 to Jul 31 · 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 27 | 7470.7 | 7412.2 | -58.5 -0.78% | 94.4 | +1.4 | 7363.7 not crossed | positive |
| Tuesday Jul 28 | 7413.6 | 7428.0 | +14.4 +0.19% | 67.3 | +15.8 | 7320.0 not crossed | positive |
| Wednesday Jul 29 | 7417.9 | 7317.8 | -100.2 -1.35% | 131.7 | -110.3 | 7272.6 crossed 3x | positive |
| Thursday Jul 30 | 7379.0 | 7437.1 | +58.1 +0.79% | 77.8 | +119.4 | 7407.7 crossed 3x | positive |
| Friday Jul 31 | 7472.9 | 7490.0 | +17.1 +0.23% | 106.4 | +52.8 | 7501.1 crossed 25x | negative |
Week: +79.2 points (+1.07%), close to close from 2026-07-24.
Ranges: 477.6 points over 5 sessions, the largest 131.7 on 2026-07-29.
Zero-gamma flip at the close: 7363.7 on the first session, 7501.1 on the last (+137.4 points).
Closed in positive gamma: 4 of 5 sessions.
Events this week
- Jul 28
16:05V earnings - Jul 29
07:00PG earnings - Jul 29
14:00FOMC decision · high impact
Fed funds: actual 3.75% / prior 3.75%
spot -9.0 in the 15 minutes after 14:00; net gamma short - Jul 29
14:30FOMC press conference · high impact
spot +30.2 in the 15 minutes after 14:30; net gamma short - Jul 29
16:05META earnings - Jul 29
16:05MSFT earnings - Jul 30
07:00MA earnings - Jul 30
08:30PCE inflation, income and spending · high impact
Core PCE m/m: actual 0.1% / prior 0.4% - Jul 30
08:30GDP
GDP q/q: actual 1.5% / prior 2.1% - Jul 30
16:05AAPL earnings - Jul 30
16:05AMZN earnings - Jul 31
07:00XOM 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.