SPX dealer positioning, the week of July 27, 2026

Jul 27 to Jul 31 · 5 of 5 days traded · each session free to replay

← the week of Jul 20the week of Aug 3 →the calendar for this weekevery session
DayOpenCloseChangeRangeClose to closeFlip at the closeGamma at the close
Monday Jul 277470.77412.2-58.5 -0.78%94.4+1.47363.7 not crossedpositive
Tuesday Jul 287413.67428.0+14.4 +0.19%67.3+15.87320.0 not crossedpositive
Wednesday Jul 297417.97317.8-100.2 -1.35%131.7-110.37272.6 crossed 3xpositive
Thursday Jul 307379.07437.1+58.1 +0.79%77.8+119.47407.7 crossed 3xpositive
Friday Jul 317472.97490.0+17.1 +0.23%106.4+52.87501.1 crossed 25xnegative

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

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.